TIAA CREF INVESTMENT MANAGEMENT LLC
13F-HR, 2000-11-13
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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: September 30, 2000

Check here if Amendment [   ]; Amendment Number:
This Amendment (Check only one.):
  [   ] is a restatement.
  [   ] adds new holdings entries.

Institutional Investment Manager Filing this Report:

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

13F File Number:  28-03194

The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name:  Richard Schlefer
Title: Senior Managing Director
Phone: (212) 916-4021

Signature, Place and Date of Signing:

/s/ Richard Schlefer            New York, NY                November 10, 2000



Report Type (Check only one.):

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

Report Summary:

Number of Other Included Managers:  1

Form 13F Information Table Entry Total:  3,466

Form 13F Information Table Value Total:  $  135,236,656 (thousands)



List of Other Included Managers:

No.  13F File Number     Name
01   28-01603            College Retirement Equities Fund
<PAGE>
<TABLE>
<CAPTION>
                                                    FORM 13F INFORMATION TABLE


                                                         VALUE    SHARES/  SH/ PUT/ INVSTMT       OTHER           VOTING AUTHORITY
       NAME OF ISSUER          TITLE OF CLASS   CUSIP   (x$1000)  PRN AMT  PRN CALL DSCRETN      MANAGERS        SOLE   SHARED NONE
------------------------------ -------------- --------- -------- --------- --- ---- ------- ----------------- --------- ------ -----
<S>                            <C>            <C>       <C>      <C>       <C>      <C>     <C>               <C>      <C>    <C>
DAIMLERCHRYSLER AG.            COM            D1668R123    58019   1302219 SH       DEFINED 01                  1302219
TOTAL FINA WTS 08/05/03                       F9212D142      113      3645 SH       DEFINED 01                     3645
ACE LTD                        COM            G0070K103   108413   2762122 SH       DEFINED 01                  2762122
AMDOCS LTD                     COM            G02602103    13379    214495 SH       DEFINED 01                   214495
APW LTD                        COM            G04397108      434      8904 SH       DEFINED 01                     8904
CORECOMM LTD                   COM            G2422R109      474     59738 SH       DEFINED 01                    59738
GLOBAL CROSSING LTD            COM            G3921A100    38768   1250569 SH       DEFINED 01                  1250569
GLOBAL SOURCES LTD             COM            G39300101       11       355 SH       DEFINED 01                      355
OPENTV CORP                    COM            G67543101        4       122 SH       DEFINED 01                      122
RSL COMMUNICATIONS LTD (CLASS  COM            G7702U102      250    125000 SH       DEFINED 01                   125000
SANTA FE INTERNATIONAL CORP    COM            G7805C108     1127     25000 SH       DEFINED 01                    25000
TRANSOCEAN SEDCO FOREX, INC    COM            G90078109    16686    284629 SH       DEFINED 01                   284629
TRENWICK GROUP LTD             COM            G9032C109      966     50853 SH       DEFINED 01                    50853
TRITON ENERGY LTD              COM            G90751101        1        35 SH       DEFINED 01                       35
TYCOM LTD                      COM            G9144B106    28933    753959 SH       DEFINED 01                   753959
XOMA LTD                       COM            G9825R107        0         3 SH       DEFINED 01                        3
XL CAPITAL LTD                 COM            G98255105    86014   1170256 SH       DEFINED 01                  1170256
CHECK POINT SOFTWARE TECHNOLOG COM            M22465104    85176    540800 SH       DEFINED 01                   540800
ORBOTECH LTD                   COM            M75253100     9491    173550 SH       DEFINED 01                   173550
FLEXTRONICS INTERNATIONAL LTD  COM            Y2573F102    47922    583522 SH       DEFINED 01                   583522
OMI CORP (NEW)                 COM            Y6476W104      160     19100 SH       DEFINED 01                    19100
TEEKAY SHIPPING CORP           COM            Y8564W103       11       228 SH       DEFINED 01                      228
AAR CORP                       COM            000361105     1972    172375 SH       DEFINED 01                   172375
ACTV, INC                      COM            00088E104     3818    277650 SH       DEFINED 01                   277650
ADC TELECOMMUNICATIONS, INC    COM            000886101   132482   4926699 SH       DEFINED 01                  4926699
ADE CORP                       COM            00089C107      955     46600 SH       DEFINED 01                    46600
ABM INDUSTRIES, INC            COM            000957100      292     10743 SH       DEFINED 01                    10743
ACT MANUFACTURING, INC         COM            000973107     4331     82100 SH       DEFINED 01                    82100
AFLAC, INC                     COM            001055102   116175   1813462 SH       DEFINED 01                  1813462
AGCO CORP                      COM            001084102     4612    388400 SH       DEFINED 01                   388400
AGL RESOURCES, INC             COM            001204106     6893    343600 SH       DEFINED 01                   343600
AHL SERVICES, INC              COM            001296102       66      7600 SH       DEFINED 01                     7600
AES CORP                       COM            00130H105   159697   2331336 SH       DEFINED 01                  2331336
AK STEEL HOLDING CORP          COM            001547108     2827    301559 SH       DEFINED 01                   301559
AMB PROPERTY CORP              COM            00163T109    12888    524700 SH       DEFINED 01                   524700
AMC ENTERTAINMENT, INC         COM            001669100        7      3900 SH       DEFINED 01                     3900
AMLI RESIDENTIAL PROPERTIES TR COM            001735109     1219     50800 SH       DEFINED 01                    50800
AMR CORP                       COM            001765106    96701   2958334 SH       DEFINED 01                  2958334
ANC RENTAL CORP                COM            001813104     1662    289120 SH       DEFINED 01                   289120
APAC CUSTOMER SERVICES, INC    COM            00185E106      792    149100 SH       DEFINED 01                   149100
ATI TECHNOLOGIES, INC          COM            001941103     1521    186800 SH       DEFINED 01                   186800
AT & T CORP                    COM            001957109   865966  29479698 SH       DEFINED 01                 29479698
AT & T CORP - LIBERTY MEDIA (C COM            001957208   362153  20119637 SH       DEFINED 01                 20119637
AT&T WIRELESS GROUP            COM            001957406    70360   3370550 SH       DEFINED 01                  3370550
A.S.V., INC                    COM            001963107       48      3700 SH       DEFINED 01                     3700
ATMI, INC                      COM            00207R101     4079    174500 SH       DEFINED 01                   174500
ATS MEDICAL, INC               COM            002083103      431     28600 SH       DEFINED 01                    28600
AVT CORP                       COM            002420107     1071    192500 SH       DEFINED 01                   192500
AVX CORP                       COM            002444107    11694    448700 SH       DEFINED 01                   448700
AXA FINANCIAL, INC             COM            002451102    54921   1078200 SH       DEFINED 01                  1078200
AXT, INC                       COM            00246W103     5465    130700 SH       DEFINED 01                   130700
AAMES FINANCIAL CORP           COM            00253A309        2      1220 SH       DEFINED 01                     1220
AARON RENTS, INC               COM            002535201     1472    114325 SH       DEFINED 01                   114325
ABBOTT LABORATORIES CO         COM            002824100   510443  10732054 SH       DEFINED 01                 10732054
ABERCROMBIE & FITCH CO (CLASS  COM            002896207    17291    907046 SH       DEFINED 01                   907046
ABGENIX, INC                   COM            00339B107    36034    445900 SH       DEFINED 01                   445900
ABIOMED, INC                   COM            003654100     3495     51300 SH       DEFINED 01                    51300
ABOUT.COM, INC                 COM            003736105     3079     95100 SH       DEFINED 01                    95100
ACACIA RESEARCH CORP           COM            003881109     3854    110500 SH       DEFINED 01                   110500
ABITIBI CONSOLIDATED, INC      COM            003924107     6210    665000 SH       DEFINED 01                   665000
ACCLAIM ENTERTAINMENT, INC     COM            004325205      345    196933 SH       DEFINED 01                   196933
ACCREDO HEALTH, INC            COM            00437V104     3812     78000 SH       DEFINED 01                    78000
ACCRUE SOFTWARE, INC           COM            00437W102     1982    166000 SH       DEFINED 01                   166000
ACKERLEY GROUP, INC            COM            004527107      439     43854 SH       DEFINED 01                    43854
ACLARA BIOSCIENCES, INC        COM            00461P106     2220     73100 SH       DEFINED 01                    73100
ACME COMMUNICATION, INC        COM            004631107       65      7200 SH       DEFINED 01                     7200
ACNEILSEN CORP                 COM            004833109     9177    385377 SH       DEFINED 01                   385377
ACTIVISION, INC                COM            004930202        3       200 SH       DEFINED 01                      200
ACTEL CORP                     COM            004934105     5276    146820 SH       DEFINED 01                   146820
ACTUATE CORP                   COM            00508B102    14627    423400 SH       DEFINED 01                   423400
ACTUANT CORP                   COM            00508X104     1161    294804 SH       DEFINED 01                   294804
ACUSON CORP                    COM            005113105     3042    133736 SH       DEFINED 01                   133736
ACXIOM CORP                    COM            005125109    16011    504280 SH       DEFINED 01                   504280
ADAC LABORATORIES, INC         COM            005313200     3063    147175 SH       DEFINED 01                   147175
ADAPTIVE BROADBAND CORP        COM            00650M104     4434    227380 SH       DEFINED 01                   227380
ADAPTEC, INC                   COM            00651F108    53564   2678190 SH       DEFINED 01                  2678190
ADECCO S.A. ADR                ADR            006754105     7728     94135 SH       DEFINED 01                    94135
ADELPHIA BUSINESS SOLUTIONS, I COM            006847107    11952   1011800 SH       DEFINED 01                  1011800
ADELPHIA COMMUNICATIONS CORP ( COM            006848105    10856    393862 SH       DEFINED 01                   393862
ADEPT TECHNOLOGY, INC          COM            006854103     3396     64600 SH       DEFINED 01                    64600
ADMINSTAFF, INC                COM            007094105     5180     68424 SH       DEFINED 01                    68424
ADOBE SYSTEMS, INC             COM            00724F101   154747    996761 SH       DEFINED 01                   996761
ADTRAN, INC                    COM            00738A106     6550    153959 SH       DEFINED 01                   153959
ADVANCE PARADIGM, INC          COM            007491103     6261    148400 SH       DEFINED 01                   148400
ADVANCED DIGITAL INFORMATION C COM            007525108     5621    370132 SH       DEFINED 01                   370132
ADVANCED LIGHTING TECHNOLOGIES COM            00753C102     1311    105900 SH       DEFINED 01                   105900
ADVANCED MARKETING SERVICES, I COM            00753T105      113      6400 SH       DEFINED 01                     6400
ADVANCED FIBRE COMMUNICATIONS, COM            00754A105    24415    644609 SH       DEFINED 01                   644609
ADVANCED RADIO TELECOM CORP    COM            00754U101     1601    188400 SH       DEFINED 01                   188400
ADVANCED TISSUE SCIENCES, INC  COM            00755F103     3227    433850 SH       DEFINED 01                   433850
ADVANTAGE LEARNING SYSTEMS, IN COM            00757K100     2486     70900 SH       DEFINED 01                    70900
ADVANTICA RESTAURANT GROUP, IN COM            00758B109        4      7000 SH       DEFINED 01                     7000
ADVO, INC                      COM            007585102     3981    120630 SH       DEFINED 01                   120630
AEROFLEX, INC                  COM            007768104     9624    197925 SH       DEFINED 01                   197925
ADVANCED MICRO DEVICES, INC    COM            007903107    65576   2775714 SH       DEFINED 01                  2775714
AEGON NV ARS                   ADR            007924103     5497    148078 SH       DEFINED 01                   148078
ADVANTA CORP (CLASS A)         COM            007942105      667     59318 SH       DEFINED 01                    59318
ADVANTA CORP (CLASS B)         COM            007942204      840    103197 SH       DEFINED 01                   103197
ADVANCED ENERGY INDUSTRIES, IN COM            007973100     2785     84400 SH       DEFINED 01                    84400
ADVENT SOFTWARE, INC           COM            007974108    13626    195000 SH       DEFINED 01                   195000
AETHER SYSTEMS, INC            COM            00808V105    25814    244679 SH       DEFINED 01                   244679
AETNA, INC                     COM            008117103    56189    967728 SH       DEFINED 01                   967728
AFFILIATED COMPUTER SERVICES,I COM            008190100    11958    239767 SH       DEFINED 01                   239767
AFFILIATED MANAGERS GROUP, INC COM            008252108    12119    212849 SH       DEFINED 01                   212849
AFFYMETRIX, INC                COM            00826T108    19741    395800 SH       DEFINED 01                   395800
AFTERMARKET TECHNOLOGY CORP    COM            008318107      232     38700 SH       DEFINED 01                    38700
AG-CHEM EQUIPMENT CO, INC      COM            008363103        9      1000 SH       DEFINED 01                     1000
AGENCY.COM LTD                 COM            008447104      565     37800 SH       DEFINED 01                    37800
AGILENT TECHNOLOGIES, INC      COM            00846U101   215341   4400332 SH       DEFINED 01                  4400332
AGILE SOFTWARE CORP            COM            00846X105    20222    224850 SH       DEFINED 01                   224850
AGRIBRANDS INTERNATIONAL, INC  COM            00849R105     2817     64584 SH       DEFINED 01                    64584
AGRITOPE, INC                  COM            00855D107        7       672 SH       DEFINED 01                      672
AGRIUM, INC                    COM            008916108     1084    105200 SH       DEFINED 01                   105200
AIR PRODUCTS & CHEMICALS, INC  COM            009158106    62793   1744237 SH       DEFINED 01                  1744237
AIRBORNE FREIGHT CORP          COM            009266107     2682    263300 SH       DEFINED 01                   263300
AIRGAS, INC                    COM            009363102     2198    322650 SH       DEFINED 01                   322650
AIRGATE PCS, INC               COM            009367103     3038     67700 SH       DEFINED 01                    67700
AIRNET COMMUNICATION CORP      COM            00941P106      971     43500 SH       DEFINED 01                    43500
AIRNET SYSTEMS, INC            COM            009417106        1       200 SH       DEFINED 01                      200
AIRTRAN HOLDINGS, INC          COM            00949P108     1759    396300 SH       DEFINED 01                   396300
AKAMAI TECHNOLOGIES, INC       COM            00971T101    14600    278007 SH       DEFINED 01                   278007
ALABAMA NATIONAL BANCORP       COM            010317105      396     18300 SH       DEFINED 01                    18300
ALAMOSA PCS HOLDINGS, INC      COM            011593100     1276     78800 SH       DEFINED 01                    78800
ALARIS MEDICAL, INC            COM            011637105        4      3000 SH       DEFINED 01                     3000
ALASKA AIR GROUP, INC          COM            011659109     4119    171629 SH       DEFINED 01                   171629
ALASKA COMMUNICATION GROUP, IN COM            01167P101      367     57500 SH       DEFINED 01                    57500
ALBANY INTERNATIONAL CORP (CLA COM            012348108     2309    192454 SH       DEFINED 01                   192454
ALBANY MOLECULAR RESEARCH, INC COM            012423109     7141    127100 SH       DEFINED 01                   127100
ALBEMARLE CORP                 COM            012653101     3075    152306 SH       DEFINED 01                   152306
ALBERTA ENERGY LTD             COM            012873105    13651    328900 SH       DEFINED 01                   328900
ALBERTO CULVER CO (CLASS B)    COM            013068101     6306    218867 SH       DEFINED 01                   218867
ALBERTO CULVER CO (CLASS A)    COM            013068200      353     14100 SH       DEFINED 01                    14100
ALBERTSON'S, INC               COM            013104104    38951   1854796 SH       DEFINED 01                  1854796
ALCAN ALUMINIUM CO LTD         COM            013716105    19631    675900 SH       DEFINED 01                   675900
ALCOA, INC                     COM            013817101   241544   9542470 SH       DEFINED 01                  9542470
ALCATEL S.A. ADR               ADR            013904305    17708    281637 SH       DEFINED 01                   281637
ALEXANDER & BALDWIN, INC       COM            014482103     6646    255634 SH       DEFINED 01                   255634
ALEXANDER'S, INC               COM            014752109      253      3100 SH       DEFINED 01                     3100
ALEXANDRIA REAL ESTATE EQUITIE COM            015271109     2752     80198 SH       DEFINED 01                    80198
ALEXION PHARMACEUTICALS, INC   COM            015351109    10705     93900 SH       DEFINED 01                    93900
ALFA CORP                      COM            015385107     2314    132700 SH       DEFINED 01                   132700
ALKERMES, INC                  COM            01642T108    17196    445200 SH       DEFINED 01                   445200
ALLAIRE CORP                   COM            016714107      839     98700 SH       DEFINED 01                    98700
ALLEGHANY CORP (DELAWARE)      COM            017175100    11598     59171 SH       DEFINED 01                    59171
ALLEGHENY ENERGY, INC          COM            017361106    24280    635814 SH       DEFINED 01                   635814
ALLEGHENY TECHNOLOGIES, INC    COM            01741R102     9244    510016 SH       DEFINED 01                   510016
ALLEGIANCE TELECOM, INC        COM            01747T102    30182    810242 SH       DEFINED 01                   810242
ALLEN TELECOM, INC             COM            018091108     3008    177585 SH       DEFINED 01                   177585
ALLERGAN, INC                  COM            018490102    82745    979958 SH       DEFINED 01                   979958
ALLERGAN SPECIALTY THERAPEUTIC COM            018494104      256     11392 SH       DEFINED 01                    11392
ALLETE                         COM            018522102     7863    355410 SH       DEFINED 01                   355410
ALLIANCE SEMICONDUCTOR CORP    COM            01877H100     2405    121023 SH       DEFINED 01                   121023
ALLIANCE PHARMACEUTICAL CORP   COM            018773101     5170    339000 SH       DEFINED 01                   339000
ALLIANT ENERGY CORP            COM            018802108    14518    494227 SH       DEFINED 01                   494227
ALLIANT TECHSYSTEMS, INC       COM            018804104     4985     60700 SH       DEFINED 01                    60700
ALLIED CAPITAL CORP            COM            01903Q108     6666    321240 SH       DEFINED 01                   321240
ALLIED PRODUCTS CORP           COM            019411107        0       530 SH       DEFINED 01                      530
ALLIED RISER COMMUNICATION COR COM            019496108     2193    331034 SH       DEFINED 01                   331034
ALLIED WASTE INDUSTRIES, INC   COM            019589308    11262   1225745 SH       DEFINED 01                  1225745
ALLMERICA FINANCIAL CORP       COM            019754100    19596    306487 SH       DEFINED 01                   306487
ALLOS THERAPEUTICS, INC        COM            019777101      108     11900 SH       DEFINED 01                    11900
ALLSCRIPTS, INC                COM            019886100     1955    138400 SH       DEFINED 01                   138400
ALLSTATE CORP                  COM            020002101   399450  11494959 SH       DEFINED 01                 11494959
ALLTEL CORP                    COM            020039103    99242   1901636 SH       DEFINED 01                  1901636
ALLTRISTA CORP                 COM            020040101     2366    114010 SH       DEFINED 01                   114010
ALPHA INDUSTRIES, INC          COM            020753109     6228    182844 SH       DEFINED 01                   182844
ALPHARMA, INC (CLASS A)        COM            020813101     7088    115966 SH       DEFINED 01                   115966
ALPINE GROUP, INC              COM            020825105       27      6139 SH       DEFINED 01                     6139
ALTERA CORP                    COM            021441100   452421   9474786 SH       DEFINED 01                  9474786
ALTEON WEBSYSTEMS, INC         COM            02145A109    29997    276750 SH       DEFINED 01                   276750
ALTERNATIVE RESOURCES CORP     COM            02145R102        1      1000 SH       DEFINED 01                     1000
ALTERRA HEALTHCARE CORP        COM            02146C104        3      1500 SH       DEFINED 01                     1500
ALZA CORP                      COM            022615108    38685    447224 SH       DEFINED 01                   447224
AMAZON.COM, INC                COM            023135106    66517   1730520 SH       DEFINED 01                  1730520
AMBAC FINANCIAL GROUP, INC     COM            023139108    26419    360663 SH       DEFINED 01                   360663
AMBASSADORS INTERNATIONAL, INC COM            023178106        2       100 SH       DEFINED 01                      100
AMCOL INTERNATIONAL CORP       COM            02341W103      900    184650 SH       DEFINED 01                   184650
AMERADA HESS CORP              COM            023551104    38997    582586 SH       DEFINED 01                   582586
AMERCO                         COM            023586100      125      6400 SH       DEFINED 01                     6400
AMEREN CORP                    COM            023608102    33408    797794 SH       DEFINED 01                   797794
AMERICA ONLINE, INC            COM            02364J104  1141880  21244275 SH       DEFINED 01                 21244275
AMERICA WEST HOLDINGS CORP (CL COM            023657208     2614    214480 SH       DEFINED 01                   214480
AMCORE FINANCIAL, INC          COM            023912108     3699    188500 SH       DEFINED 01                   188500
AMERICAN AXLE & MANUFACTURING  COM            024061103      371     34500 SH       DEFINED 01                    34500
AMERICAN CLASSIC VOYAGES CO    COM            024928103     1063     72700 SH       DEFINED 01                    72700
AMERICAN CAPITAL STRATEGIES LT COM            024937104     3179    134200 SH       DEFINED 01                   134200
AMERICAN EAGLE OUTFITTERS, INC COM            02553E106     2338     74230 SH       DEFINED 01                    74230
AMERICAN ECOLOGY CORP          COM            025533100      318    124085 SH       DEFINED 01                   124085
AMERICAN ELECTRIC POWER CO, IN COM            025537101   229497   5865734 SH       DEFINED 01                  5865734
AMERICAN EXPRESS CO            COM            025816109   587032   9663080 SH       DEFINED 01                  9663080
AMERICAN FINANCIAL GROUP, INC  COM            025932104     4877    210308 SH       DEFINED 01                   210308
AMERICAN FINANCIAL HOLDINGS, I COM            026075101      677     38400 SH       DEFINED 01                    38400
AMERICAN FREIGHTWAYS CORP      COM            02629V108     2321    146200 SH       DEFINED 01                   146200
AMERICAN GENERAL CORP          COM            026351106   123397   1582014 SH       DEFINED 01                  1582014
AMERICAN GREETINGS CORP (CLASS COM            026375105     7179    410200 SH       DEFINED 01                   410200
AMERICAN HOME PRODUCTS CORP    COM            026609107   736948  13028908 SH       DEFINED 01                 13028908
AMERICAN HOMESTAR CORP         COM            026651109      133    106600 SH       DEFINED 01                   106600
AMERICAN INDUSTRIAL PROPERTIES COM            026791202      118      8300 SH       DEFINED 01                     8300
AMERICAN INTERNATIONAL GROUP,  COM            026874107  1600376  16725030 SH       DEFINED 01                 16725030
AMERICAN ITALIAN PASTA CO (CLA COM            027070101     1527     79600 SH       DEFINED 01                    79600
AMERICAN MANAGEMENT SYSTEMS, I COM            027352103     4978    289645 SH       DEFINED 01                   289645
AMERICAN NATIONAL INSURANCE CO COM            028591105     7774    121700 SH       DEFINED 01                   121700
AMERICAN RETIREMENT CORP       COM            028913101        2       300 SH       DEFINED 01                      300
AMERICAN POWER CONVERSION CORP COM            029066107    23126   1205282 SH       DEFINED 01                  1205282
AMERICAN STANDARD COS, INC     COM            029712106    20249    455675 SH       DEFINED 01                   455675
AMERICAN STATES WATER CO       COM            029899101      596     19700 SH       DEFINED 01                    19700
AMERICAN TOWER CORP (CLASS A)  COM            029912201    77413   2054074 SH       DEFINED 01                  2054074
AMERICAN SUPERCONDUCTOR CORP   COM            030111108     7314    148800 SH       DEFINED 01                   148800
AMERICAN TECH CERAMICS CORP    COM            030137103      327     21000 SH       DEFINED 01                    21000
AMERICAN TELESOURCE INTERNATIO COM            03018P108      950    410700 SH       DEFINED 01                   410700
AMERICAN WATER WORKS CO, INC   COM            030411102    16141    585621 SH       DEFINED 01                   585621
AMERICAN WOODMARK CORP         COM            030506109       18       900 SH       DEFINED 01                      900
AMERICREDIT CORP               COM            03060R101    16919    587220 SH       DEFINED 01                   587220
AMERIPATH, INC                 COM            03071D109     2001    138000 SH       DEFINED 01                   138000
AMERISOURCE HEALTH CORP (CLASS COM            03071P102    16107    342700 SH       DEFINED 01                   342700
AMERITRADE HOLDINGS CORP (CLAS COM            03072H109    11053    622680 SH       DEFINED 01                   622680
AMERUS GROUP CO                COM            03072M108     2074     80530 SH       DEFINED 01                    80530
AMES DEPARTMENT STORES, INC    COM            030789507     1059    183200 SH       DEFINED 01                   183200
AMETEK, INC                    COM            031100100     5286    249500 SH       DEFINED 01                   249500
AMF BOWLING, INC               COM            03113V109        3     16600 SH       DEFINED 01                    16600
AMGEN, INC                     COM            031162100   791334  11332593 SH       DEFINED 01                 11332593
AMKOR TECHNOLOGY, INC          COM            031652100    20742    793940 SH       DEFINED 01                   793940
AMRESCO, INC                   COM            031909203       18      6830 SH       DEFINED 01                     6830
AMPAL-AMERICAN ISRAEL CORP     COM            032015109     1043     79500 SH       DEFINED 01                    79500
AMPEX CORP (CLASS A)           COM            032092108        9      8800 SH       DEFINED 01                     8800
AMPHENOL CORP (CLASS A)        COM            032095101    14000    245890 SH       DEFINED 01                   245890
AMSOUTH BANCORP                COM            032165102    29380   2350405 SH       DEFINED 01                  2350405
AMTRAN, INC                    COM            03234G106       32      2900 SH       DEFINED 01                     2900
AMYLIN PHARMACEUTICALS, INC    COM            032346108     2990    278150 SH       DEFINED 01                   278150
ANACOMP, INC                   COM            032371106        1      3300 SH       DEFINED 01                     3300
ANADARKO PETROLEUM CORP        COM            032511107   137632   2070906 SH       DEFINED 01                  2070906
ANADIGICS, INC                 COM            032515108     5476    247510 SH       DEFINED 01                   247510
ANALOG DEVICES, INC            COM            032654105   397612   4815886 SH       DEFINED 01                  4815886
ANALOGIC CORP                  COM            032657207     2306     60000 SH       DEFINED 01                    60000
ANALYSTS INTERNATIONAL CORP    COM            032681108     1064    147350 SH       DEFINED 01                   147350
ANAREN MICROWAVE, INC          COM            032744104     8334     61450 SH       DEFINED 01                    61450
ANCHOR BANCORP WISCONSIN, INC  COM            032839102     9610    612600 SH       DEFINED 01                   612600
ANCHOR GAMING CO               COM            033037102     3564     44795 SH       DEFINED 01                    44795
ANDOVER BANCORP, INC           COM            034258103      250      8200 SH       DEFINED 01                     8200
ANDREW CORP                    COM            034425108    16746    639470 SH       DEFINED 01                   639470
ANDRX CORP                     COM            034553107    26696    285901 SH       DEFINED 01                   285901
ANESTA CORP                    COM            034603100     2022     87900 SH       DEFINED 01                    87900
ANHEUSER-BUSCH COS, INC        COM            035229103   268490   6345418 SH       DEFINED 01                  6345418
ANICOM, INC                    COM            035250109      676    175800 SH       DEFINED 01                   175800
ANIXTER INTERNATIONAL, INC     COM            035290105     5149    176802 SH       DEFINED 01                   176802
ANN TAYLOR STORES CORP         COM            036115103     2034     52927 SH       DEFINED 01                    52927
ANTEC CORP                     COM            03664P105     3956    134100 SH       DEFINED 01                   134100
ANTHONY & SYLAN POOLS CORP     COM            036762102        0        27 SH       DEFINED 01                       27
ANSWERTHINK, INC               COM            036916104     3998    246000 SH       DEFINED 01                   246000
ANTIGENICS, INC                COM            037032109      339     23000 SH       DEFINED 01                    23000
AON CORP                       COM            037389103    51930   1323051 SH       DEFINED 01                  1323051
APACHE CORP                    COM            037411105   159576   2698968 SH       DEFINED 01                  2698968
APARTMENT INVESTMENT & MANAGEM COM            03748R101    20339    441547 SH       DEFINED 01                   441547
APERIAN, INC                   COM            037531100      262     41132 SH       DEFINED 01                    41132
APHTON CORP                    COM            03759P101     2608     90700 SH       DEFINED 01                    90700
APOGEE ENTERPRISES, INC        COM            037598109       57     10010 SH       DEFINED 01                    10010
APOLLO GROUP, INC (CLASS A)    COM            037604105    19813    496887 SH       DEFINED 01                   496887
APPLE COMPUTER, INC            COM            037833100    50046   1943523 SH       DEFINED 01                  1943523
APPLEBEE'S INTERNATIONAL, INC  COM            037899101     4151    180497 SH       DEFINED 01                   180497
APRIA HEALTHCARE GROUP, INC    COM            037933108     4076    292453 SH       DEFINED 01                   292453
APPLIED GRAPHICS TECHNOLOGIES, COM            037937109       30      8100 SH       DEFINED 01                     8100
APPLICA, INC                   COM            03815A106      919    148525 SH       DEFINED 01                   148525
APPLIED INDUSTRIAL TECHNOLOGIE COM            03820C105     3103    179241 SH       DEFINED 01                   179241
APPLIED MICRO CIRCUITS CORP    COM            03822W109   541882   2616998 SH       DEFINED 01                  2616998
APPLIED MATERIALS, INC         COM            038222105   456949   7704094 SH       DEFINED 01                  7704094
APPLIED SCIENCE AND TECHNOLOGY COM            038236105     1271     86200 SH       DEFINED 01                    86200
APPLIEDTHEORY CORP             COM            03828R104      306     50000 SH       DEFINED 01                    50000
APTARGROUP, INC                COM            038336103     5878    245558 SH       DEFINED 01                   245558
AQUILA BIOPHARMACEUTICALS, INC COM            03839F107      100     23949 SH       DEFINED 01                    23949
ARACRUZ CELLULOSE S.A. ADR     ADR            038496204     1848    111600 SH       DEFINED 01                   111600
ARADIGM CORP                   COM            038505103     2989    130300 SH       DEFINED 01                   130300
ARCH CAPITAL GROUP LTD         COM            03937L105     1043     66200 SH       DEFINED 01                    66200
ARCH CHEMICALS, INC            COM            03937R102     2199    120495 SH       DEFINED 01                   120495
ARCH COAL, INC                 COM            039380100     1923    192277 SH       DEFINED 01                   192277
ARCH WIRELESS, INC             COM            039392105     1854    370899 SH       DEFINED 01                   370899
ARCHER DANIELS MIDLAND CO      COM            039483102    38534   4467667 SH       DEFINED 01                  4467667
ARCHSTONE COMMUNITIES TRUST    COM            039581103    11813    480932 SH       DEFINED 01                   480932
ARCTIC CAT, INC                COM            039670104     2735    216600 SH       DEFINED 01                   216600
ARDEN REALTY GROUP, INC        COM            039793104    10811    403200 SH       DEFINED 01                   403200
AREA BANCSHARES CORP           COM            039872106      535     24100 SH       DEFINED 01                    24100
AREMISSOFT CORP                COM            040026106     2745     73200 SH       DEFINED 01                    73200
ARGONAUT GROUP, INC            COM            040157109     3679    210252 SH       DEFINED 01                   210252
ARGOSY GAMING CORP             COM            040228108     2770    152800 SH       DEFINED 01                   152800
ARGUSS COMMUNICATIONS, INC     COM            040282105      959     46900 SH       DEFINED 01                    46900
ARIAD PHARMACEUTICAL, INC      COM            04033A100     2197    174850 SH       DEFINED 01                   174850
ARIBA, INC                     COM            04033V104   213239   1488417 SH       DEFINED 01                  1488417
ARIS CORP                      COM            04040A101        0       100 SH       DEFINED 01                      100
ARKANSAS BEST CORP             COM            040790107      109      7100 SH       DEFINED 01                     7100
ARMOR HOLDINGS, INC            COM            042260109     1623    108200 SH       DEFINED 01                   108200
ARMSTRONG HOLDINGS, INC        COM            042384107     3204    268384 SH       DEFINED 01                   268384
ARNOLD INDUSTRIES, INC         COM            042595108     4963    294100 SH       DEFINED 01                   294100
ARROW ELECTRONICS, INC         COM            042735100    23705    695935 SH       DEFINED 01                   695935
ARROW INTERNATIONAL, INC       COM            042764100     2718     74734 SH       DEFINED 01                    74734
ART TECHNOLOGY GROUP           COM            04289L107    32017    337914 SH       DEFINED 01                   337914
ARTISAN COMPONENTS, INC        COM            042923102        1       100 SH       DEFINED 01                      100
ARTESYN TECHNOLOGIES, INC      COM            043127109     5417    186006 SH       DEFINED 01                   186006
ARTHROCARE CORP                COM            043136100     2869    147600 SH       DEFINED 01                   147600
ARVINMERITOR, INC              COM            043353101    30400   2069759 SH       DEFINED 01                  2069759
ASHLAND, INC                   COM            044204105    14508    430659 SH       DEFINED 01                   430659
ASHTON TECHNOLOGY GROUP, INC   COM            045084100      259     94000 SH       DEFINED 01                    94000
ASK JEEVES, INC                COM            045174109     2049    106800 SH       DEFINED 01                   106800
ASIAINFO HOLDINGS, INC         COM            04518A104      682     36000 SH       DEFINED 01                    36000
ASPECT TELECOMMUNICATIONS CORP COM            04523Q102     9193    445744 SH       DEFINED 01                   445744
ASPECT MEDICAL SYSTEMS, INC    COM            045235108      298     24100 SH       DEFINED 01                    24100
ASPEN TECHNOLOGY, INC          COM            045327103     8966    198700 SH       DEFINED 01                   198700
ASSISTED LIVING CONCEPTS, INC  COM            04543L109        3      4200 SH       DEFINED 01                     4200
ASSOCIATED BANC-CORP           COM            045487105    15266    581572 SH       DEFINED 01                   581572
EXCITE AT HOME                 COM            045919107    22440   1588701 SH       DEFINED 01                  1588701
ASSOCIATES FIRST CAPITAL CORP  COM            046008108   281595   7410391 SH       DEFINED 01                  7410391
ASTEC INDUSTRIES, INC          COM            046224101     1202    109900 SH       DEFINED 01                   109900
ASTORIA FINANCIAL CORP         COM            046265104    45844   1186900 SH       DEFINED 01                  1186900
ASTRAZENECA PLC (SPONS ADR)    ADR            046353108     3942     75000 SH       DEFINED 01                    75000
ASYST TECHNOLOGIES, INC        COM            04648X107     6644    328100 SH       DEFINED 01                   328100
@TRACK COMMUNICATIONS, INC     COM            04648Y105        0       300 SH       DEFINED 01                      300
AT&T LATIN AMERICA CORP (CLASS COM            04649A106      153     18100 SH       DEFINED 01                    18100
ATLANTIC COAST AIRLINES HOLDIN COM            048396105     3685    114500 SH       DEFINED 01                   114500
ATLAS AIR, INC                 COM            049164106     5233    123850 SH       DEFINED 01                   123850
ATMEL CORP                     COM            049513104    80648   5310131 SH       DEFINED 01                  5310131
ATMOS ENERGY CORP              COM            049560105     4471    216798 SH       DEFINED 01                   216798
ATWOOD OCEANICS, INC           COM            050095108     3318     79583 SH       DEFINED 01                    79583
AUDIOVOX CORP                  COM            050757103     1396     92700 SH       DEFINED 01                    92700
AURORA FOODS, INC              COM            05164B106      102     30200 SH       DEFINED 01                    30200
AURORA BIOSCIENCE CORP         COM            051920106     9250    136030 SH       DEFINED 01                   136030
AUTOBYTEL.COM, INC             COM            05275N106        3       700 SH       DEFINED 01                      700
AUTODESK, INC                  COM            052769106     8762    345320 SH       DEFINED 01                   345320
AUTOLIV, INC                   COM            052800109    34247   1756248 SH       DEFINED 01                  1756248
AUTOMATIC DATA PROCESSING, INC COM            053015103   344505   5151480 SH       DEFINED 01                  5151480
AUTONATION, INC                COM            05329W102    13735   2289165 SH       DEFINED 01                  2289165
AUTOTOTE CORP (CLASS A)        COM            053323101      497    126170 SH       DEFINED 01                   126170
AUTOZONE, INC                  COM            053332102    20624    909066 SH       DEFINED 01                   909066
AVADO BRANDS, INC              COM            05336P108        8     10400 SH       DEFINED 01                    10400
AVANEX CORP                    COM            05348W109     1045      9700 SH       DEFINED 01                     9700
AVALONBAY COMMUNITIES, INC     COM            053484101    20141    422363 SH       DEFINED 01                   422363
AVANT CORP                     COM            053487104     5161    282780 SH       DEFINED 01                   282780
AVANT IMMUNOTHERAPEUTICS, INC  COM            053491106     3957    366000 SH       DEFINED 01                   366000
AVATAR HOLDINGS, INC           COM            053494100     1178     61200 SH       DEFINED 01                    61200
AVENUE A, INC                  COM            053566105      171     34200 SH       DEFINED 01                    34200
AVERY DENNISON CORP            COM            053611109    38168    823026 SH       DEFINED 01                   823026
AVICI SYSTEMS, INC             COM            05367L109     4279     44978 SH       DEFINED 01                    44978
AVID TECHNOLOGIES, INC         COM            05367P100     2080    148550 SH       DEFINED 01                   148550
AVIATION SALES CO              COM            053672101       25      4700 SH       DEFINED 01                     4700
AVIGEN, INC                    COM            053690103     4361    109700 SH       DEFINED 01                   109700
AVIRON, INC                    COM            053762100     9523    163315 SH       DEFINED 01                   163315
AVISTA CORP                    COM            05379B107     6719    298600 SH       DEFINED 01                   298600
AVIS GROUP HOLDINGS, INC       COM            053790101     4179    141064 SH       DEFINED 01                   141064
AVNET, INC                     COM            053807103    21252    748976 SH       DEFINED 01                   748976
AVOCENT CORP                   COM            053893103    16182    293552 SH       DEFINED 01                   293552
AVON PRODUCTS, INC             COM            054303102   120661   2951952 SH       DEFINED 01                  2951952
AWARE, INC                     COM            05453N100     4839    125700 SH       DEFINED 01                   125700
AXENT TECHNOLOGIES, INC        COM            05459C108     4673    216700 SH       DEFINED 01                   216700
AXYS PHARMACEUTICALS, INC      COM            054635107        0        59 SH       DEFINED 01                       59
AZTEC TECHNOLOGY PARTNERS, INC COM            05480L101        0       122 SH       DEFINED 01                      122
AZTAR CORP                     COM            054802103     3848    250272 SH       DEFINED 01                   250272
BB&T CORP                      COM            054937107    96923   3217348 SH       DEFINED 01                  3217348
AZURIX CORP                    COM            05501M104      571    160200 SH       DEFINED 01                   160200
BCE, INC                       COM            05534B109    23579   1012142 SH       DEFINED 01                  1012142
BHC COMMUNICATIONS, INC (CLASS COM            055448104     5218     33155 SH       DEFINED 01                    33155
BISYS GROUP, INC               COM            055472104    15830    204750 SH       DEFINED 01                   204750
BJ'S WHOLESALE CLUB, INC       COM            05548J106    16934    496246 SH       DEFINED 01                   496246
BJ SERVICES CO                 COM            055482103    32787    536398 SH       DEFINED 01                   536398
BOK FINANCIAL CORP             COM            05561Q201     1483     80161 SH       DEFINED 01                    80161
BP AMOCO PLC (SPONS ADR)       ADR            055622104    60249   1136783 SH       DEFINED 01                  1136783
BRE PROPERTIES, INC (CLASS A)  COM            05564E106     9251    289100 SH       DEFINED 01                   289100
BSB BANCORP, INC               COM            055652101     1047     46800 SH       DEFINED 01                    46800
BT FINANCIAL CORP              COM            055763106      566     30600 SH       DEFINED 01                    30600
BMC SOFTWARE, INC              COM            055921100    49259   2575657 SH       DEFINED 01                  2575657
BACOU U.S.A., INC              COM            056439102      495     19073 SH       DEFINED 01                    19073
BAKER HUGHES, INC              COM            057224107   119964   3231364 SH       DEFINED 01                  3231364
BALDOR ELECTRIC CO             COM            057741100     2287    112599 SH       DEFINED 01                   112599
BALDWIN & LYONS, INC (CLASS B) COM            057755209       74      3800 SH       DEFINED 01                     3800
BALL CORP                      COM            058498106     6692    211180 SH       DEFINED 01                   211180
BALLARD POWER SYSTEMS, INC     COM            05858H104    21270    193900 SH       DEFINED 01                   193900
BALLY TOTAL FITNESS HOLDINGS C COM            05873K108     4624    184943 SH       DEFINED 01                   184943
BANCFIRST CORP                 COM            05945F103       14       426 SH       DEFINED 01                      426
BANCFIRST OHIO CORP            COM            059450106       50      3200 SH       DEFINED 01                     3200
BANCORPSOUTH, INC              COM            059692103     7005    487325 SH       DEFINED 01                   487325
BANCWEST CORP                  COM            059790105    12046    619744 SH       DEFINED 01                   619744
BANDAG, INC                    COM            059815100     1071     29800 SH       DEFINED 01                    29800
BANDAG, INC (CLASS A)          COM            059815308     2111     73900 SH       DEFINED 01                    73900
BANK OF AMERICA CORP           COM            060505104   926156  17683173 SH       DEFINED 01                 17683173
BANK OF GRANITE CORP           COM            062401104      484     21100 SH       DEFINED 01                    21100
BANK OF MONTREAL               COM            063671101    29434    648400 SH       DEFINED 01                   648400
BANK OF NEW YORK CO, INC       COM            064057102   303545   5414412 SH       DEFINED 01                  5414412
BANK ONE CORP                  COM            06423A103   287737   7449514 SH       DEFINED 01                  7449514
BANK UNITED CORP (CLASS A)     COM            065412108    10898    215000 SH       DEFINED 01                   215000
BANKATLANTIC BANCORP, INC (CLA COM            065908501       64     15300 SH       DEFINED 01                    15300
BANKNORTH GROUP, INC           COM            06646R107    20833   1165465 SH       DEFINED 01                  1165465
BANTA CORP                     COM            066821109     4446    182400 SH       DEFINED 01                   182400
BARD (C.R.), INC               COM            067383109    14950    353838 SH       DEFINED 01                   353838
BARNES & NOBLE, INC            COM            067774109     6763    343540 SH       DEFINED 01                   343540
BARNES GROUP, INC              COM            067806109     1804     98152 SH       DEFINED 01                    98152
BARNESANDNOBLE.COM, INC        COM            067846105      701    142900 SH       DEFINED 01                   142900
BARRICK GOLD CORP              COM            067901108    13846    909579 SH       DEFINED 01                   909579
BARNETT, INC                   COM            068062108      428     32800 SH       DEFINED 01                    32800
BARR LABORATORIES, INC         COM            068306109     6436     97050 SH       DEFINED 01                    97050
BARRA, INC                     COM            068313105     4785     77100 SH       DEFINED 01                    77100
BARRETT RESOURCES CORP         COM            068480201     8083    213760 SH       DEFINED 01                   213760
BASIN EXPLORATION, INC         COM            070107107     2104    107900 SH       DEFINED 01                   107900
BASSETT FURNITURE INDUSTRIES,  COM            070203104       32      2262 SH       DEFINED 01                     2262
BATTLE MOUNTAIN GOLD CO        COM            071593107     1957   1118164 SH       DEFINED 01                  1118164
BAUSCH & LOMB, INC             COM            071707103    17340    445323 SH       DEFINED 01                   445323
BAXTER INTERNATIONAL, INC      COM            071813109   196839   2466269 SH       DEFINED 01                  2466269
BAY VIEW CAPITAL CORP          COM            07262L101    10696    994969 SH       DEFINED 01                   994969
BE AEROSPACE, INC              COM            073302101        2        98 SH       DEFINED 01                       98
BE FREE, INC                   COM            073308108      731    172100 SH       DEFINED 01                   172100
BEA SYSTEMS, INC               COM            073325102   267262   3431936 SH       DEFINED 01                  3431936
BEAR STEARNS COS, INC          COM            073902108    31044    492754 SH       DEFINED 01                   492754
BEASLEY BROADCAST GROUP (CLASS COM            074014101        7       700 SH       DEFINED 01                      700
BEBE STORES, INC               COM            075571109      350     23500 SH       DEFINED 01                    23500
BECKMAN COULTER, INC           COM            075811109    11653    151087 SH       DEFINED 01                   151087
BECTON DICKINSON & CO          COM            075887109    42397   1603686 SH       DEFINED 01                  1603686
BED BATH & BEYOND, INC         COM            075896100    46231   1895459 SH       DEFINED 01                  1895459
BEDFORD PROPERTY INVESTORS, IN COM            076446301     2431    119700 SH       DEFINED 01                   119700
BEL FUSE, INC (CLASS B)        COM            077347300      932     24200 SH       DEFINED 01                    24200
BELCO OIL & GAS CORP           COM            077410108      944    106386 SH       DEFINED 01                   106386
BELDEN, INC                    COM            077459105     3721    157500 SH       DEFINED 01                   157500
BELL & HOWELL CO               COM            077852101     2436    111364 SH       DEFINED 01                   111364
BELLSOUTH CORP                 COM            079860102   538160  13370442 SH       DEFINED 01                 13370442
BELO (A.H.) CORP SERIES A      COM            080555105     4372    237100 SH       DEFINED 01                   237100
BEMIS, INC                     COM            081437105     9436    293713 SH       DEFINED 01                   293713
BENCHMARK ELECTRONICS, INC     COM            08160H101    13221    254253 SH       DEFINED 01                   254253
BERGEN BRUNSWIG CORP (CLASS A) COM            083739102    10501    898479 SH       DEFINED 01                   898479
BERINGER WINE ESTATES HLDNGS,  COM            084102102     3278     59000 SH       DEFINED 01                    59000
BERKLEY (W.R.) CORP            COM            084423102     3843    111200 SH       DEFINED 01                   111200
BERKSHIRE HATHAWAY, INC (CLASS COM            084670108     9724       151 SH       DEFINED 01                      151
BERKSHIRE HATHAWAY, INC (CLASS COM            084670207      122        59 SH       DEFINED 01                       59
BERLITZ INTERNATIONAL, INC     COM            08520F100      788     92691 SH       DEFINED 01                    92691
BERRY PETROLEUM CO (CLASS A)   COM            085789105     2462    136295 SH       DEFINED 01                   136295
BEST BUY CO, INC               COM            086516101    78815   1238750 SH       DEFINED 01                  1238750
BESTFOODS, INC                 COM            08658U101   145755   2003507 SH       DEFINED 01                  2003507
BETHLEHEM STEEL CORP           COM            087509105     2583    860883 SH       DEFINED 01                   860883
BEVERLY ENTERPRISES, INC       COM            087851309     3788    638033 SH       DEFINED 01                   638033
BEYOND.COM CORP                COM            08860E101       18     17700 SH       DEFINED 01                    17700
BILLING CONCEPTS CORP          COM            090063108      924    289900 SH       DEFINED 01                   289900
BINDLEY WESTERN INDUSTRIES, IN COM            090324104     5387    168349 SH       DEFINED 01                   168349
BINDVIEW DEVELOPMENT CORP      COM            090327107     2192    289800 SH       DEFINED 01                   289800
BIO-RAD LABORATORIES, INC (CLA COM            090572207     1575     69989 SH       DEFINED 01                    69989
BIO-TECHNOLOGY GENERAL CORP    COM            090578105     4885    427100 SH       DEFINED 01                   427100
BIOCHEM PHARMA, INC            COM            09058T108     5288    240000 SH       DEFINED 01                   240000
BIOCRYST PHARMACEUTICALS, INC  COM            09058V103     1120     53800 SH       DEFINED 01                    53800
BIOGEN, INC                    COM            090597105    59471    974939 SH       DEFINED 01                   974939
BIOMATRIX, INC                 COM            09060P102     1836    104900 SH       DEFINED 01                   104900
BIOMARIN PHARMACEUTICAL, INC   COM            09061G101     9094    494913 SH       DEFINED 01                   494913
BIOMET, INC                    COM            090613100    38633   1103814 SH       DEFINED 01                  1103814
BIOPURE CORP                   COM            09065H105     1801     99700 SH       DEFINED 01                    99700
BIOVAIL CORP                   COM            09067J109     5588     68620 SH       DEFINED 01                    68620
BIOSITE DIAGNOSTICS, INC       COM            090945106     4147    104000 SH       DEFINED 01                   104000
BIRMINGHAM STEEL CORP          COM            091250100      298    110852 SH       DEFINED 01                   110852
BLACK & DECKER CORP            COM            091797100    22010    643807 SH       DEFINED 01                   643807
BLACK BOX CORP                 COM            091826107     6597    141490 SH       DEFINED 01                   141490
BLACK HILLS CORP               COM            092113109     4574    162997 SH       DEFINED 01                   162997
BLACKROCK, INC                 COM            09247X101     4045    126400 SH       DEFINED 01                   126400
BLANCH (E.W.) HOLDINGS, INC    COM            093210102     1875     90372 SH       DEFINED 01                    90372
BLAZE SOFTWARE, INC            COM            09347T109      299     23700 SH       DEFINED 01                    23700
BLOCK DRUG, INC (CLASS A)      COM            093644102     2822     65447 SH       DEFINED 01                    65447
BLOCK (H&R), INC               COM            093671105    26160    705846 SH       DEFINED 01                   705846
BLOCKBUSTER, INC               COM            093679108     1725    195800 SH       DEFINED 01                   195800
BLOUNT INTERNATIONAL, INC      COM            095180105      247     21941 SH       DEFINED 01                    21941
BLUESTONE SOFTWARE, INC        COM            09623P102     1729     99500 SH       DEFINED 01                    99500
BLYTH, INC                     COM            09643P108     6507    277635 SH       DEFINED 01                   277635
BOB EVANS FARMS, INC           COM            096761101     4214    227782 SH       DEFINED 01                   227782
BOCA RESORTS, INC (CLASS A)    COM            09688T106     1486    135900 SH       DEFINED 01                   135900
BOEING CO                      COM            097023105   400544   6357841 SH       DEFINED 01                  6357841
BOISE CASCADE CORP             COM            097383103    10586    398532 SH       DEFINED 01                   398532
BOMBAY, INC                    COM            097924104       42     17200 SH       DEFINED 01                    17200
BONE CARE INTERNATIONAL, INC   COM            098072101      118      5700 SH       DEFINED 01                     5700
BOOKHAM TECHNOLOGY PLC (SPONS  ADR            09856Q108     5911    137865 SH       DEFINED 01                   137865
BORDERS GROUP, INC             COM            099709107     7349    527267 SH       DEFINED 01                   527267
BORGWARNER, INC                COM            099724106     5002    151011 SH       DEFINED 01                   151011
BOSTON BEER CO, INC (CLASS A)  COM            100557107      392     43505 SH       DEFINED 01                    43505
BOSTON PROPERTIES, INC         COM            101121101    15548    362100 SH       DEFINED 01                   362100
BOSTON SCIENTIFIC CORP         COM            101137107    38334   2332092 SH       DEFINED 01                  2332092
BOTTOMLINE TECHNOLOGIES, INC   COM            101388106     2082     55800 SH       DEFINED 01                    55800
BOWATER, INC                   COM            102183100    18434    396965 SH       DEFINED 01                   396965
BOWNE & CO, INC                COM            103043105     2258    231540 SH       DEFINED 01                   231540
BOYD GAMING CORP               COM            103304101     1168    236545 SH       DEFINED 01                   236545
BOYDS COLLECTION LTD           COM            103354106     1435    194600 SH       DEFINED 01                   194600
BOYKIN LODGING CO              COM            103430104     1138    109727 SH       DEFINED 01                   109727
BRADY CORP (CLASS A)           COM            104674106     6631    219200 SH       DEFINED 01                   219200
BRANDYWINE REALTY TRUST        COM            105368203     5034    248600 SH       DEFINED 01                   248600
BRASCAN CORP                   COM            10549P606     2560    198050 SH       DEFINED 01                   198050
BRAUN CONSULTING, INC          COM            105651103     1098     55400 SH       DEFINED 01                    55400
BREAKAWAY SOLUTIONS, INC       COM            106372105      669     75100 SH       DEFINED 01                    75100
BRENTON BANKS, INC             COM            107211104      717     59458 SH       DEFINED 01                    59458
BRIGGS & STRATTON CORP         COM            109043109     5823    153991 SH       DEFINED 01                   153991
BRIGHT HORIZONS FAMILY SOLUTIO COM            109195107     1549     60600 SH       DEFINED 01                    60600
BRIGHTPOINT, INC               COM            109473108     2233    443889 SH       DEFINED 01                   443889
BRINKER INTERNATIONAL, INC     COM            109641100    11999    398293 SH       DEFINED 01                   398293
BRIO TECHNOLOGY, INC           COM            109704106     1415    134000 SH       DEFINED 01                   134000
BRISTOL MYERS SQUIBB CO        COM            110122108  1104525  19335238 SH       DEFINED 01                 19335238
BRITESMILE, INC                COM            110415106      190     22700 SH       DEFINED 01                    22700
BROADBASE SOFTWARE, INC        COM            11130R100     2236    164900 SH       DEFINED 01                   164900
BROADCOM CORP (CLASS A)        COM            111320107   258944   1062333 SH       DEFINED 01                  1062333
BROADVISION, INC               COM            111412102    37095   1444100 SH       DEFINED 01                  1444100
BROADWING, INC                 COM            111620100    44333   1734297 SH       DEFINED 01                  1734297
BROCADE COMMUNICATIONS SYSTEMS COM            111621108   217828    923000 SH       DEFINED 01                   923000
BROOKFIELD PROPERTIES CORP     COM            112900105     3072    190600 SH       DEFINED 01                   190600
BROOKLINE BANCORP, INC         COM            113739106      237     20700 SH       DEFINED 01                    20700
BROOKS AUTOMATION, INC         COM            11434A100     4204    126900 SH       DEFINED 01                   126900
BROOKTROUT, INC                COM            114580103     3093     93900 SH       DEFINED 01                    93900
BROWN & BROWN, INC             COM            115236101     5194    163284 SH       DEFINED 01                   163284
BROWN FORMAN, INC (CLASS B)    COM            115637209    15956    291435 SH       DEFINED 01                   291435
BROWN (TOM), INC               COM            115660201     4706    192100 SH       DEFINED 01                   192100
BROWN SHOE CO, INC             COM            115736100     1050    114330 SH       DEFINED 01                   114330
BRUNSWICK CORP                 COM            117043109     9724    532808 SH       DEFINED 01                   532808
BRUSH ENGINEERED MATERIALS, IN COM            117421107     1440     66600 SH       DEFINED 01                    66600
BSQUARE CORP                   COM            11776U102     1276     82300 SH       DEFINED 01                    82300
BUCA, INC                      COM            117769109      156     14700 SH       DEFINED 01                    14700
BUCKEYE TECHNOLOGIES, INC      COM            118255108     5891    283927 SH       DEFINED 01                   283927
BUCKLE, INC (THE)              COM            118440106      609     52350 SH       DEFINED 01                    52350
BUFFETS, INC                   COM            119882108     3814    277350 SH       DEFINED 01                   277350
BURLINGTON COAT FACTORY WAREHO COM            121579106     1546    108044 SH       DEFINED 01                   108044
BURLINGTON NORTHERN SANTA FE C COM            12189T104    52748   2446283 SH       DEFINED 01                  2446283
BURLINGTON RESOURCES, INC      COM            122014103   245329   6664277 SH       DEFINED 01                  6664277
BURNHAM PACIFIC PROPERTIES, IN COM            12232C108      688    113500 SH       DEFINED 01                   113500
BUSH BOAKE ALLEN, INC          COM            123162109     1159     24243 SH       DEFINED 01                    24243
BUSH INDUSTRIES, INC (CLASS A) COM            123164105      518     44761 SH       DEFINED 01                    44761
BUSINESS OBJECTS S.A. (SPON AD ADR            12328X107     9045     80000 SH       DEFINED 01                    80000
BUY.COM, INC                   COM            124269101      244     87900 SH       DEFINED 01                    87900
C&D TECHNOLOGIES, INC          COM            124661109     7675    135250 SH       DEFINED 01                   135250
CAIS INTERNET, INC             COM            12476Q102      264     54100 SH       DEFINED 01                    54100
CBL & ASSOCIATES PROPERTIES, I COM            124830100     3958    157941 SH       DEFINED 01                   157941
CCC INFORMATION SERVICES GROUP COM            12487Q109     1016    126000 SH       DEFINED 01                   126000
CB RICHARD ELLIS SERVICES GROU COM            12489L108     1600    130597 SH       DEFINED 01                   130597
CBRL GROUP, INC                COM            12489V106     3140    218445 SH       DEFINED 01                   218445
CFW COMMUNICATIONS CO          COM            124923103     2635     97600 SH       DEFINED 01                    97600
C-BRIDGE INTERNET SOLUTIONS, I COM            12500B105      476     25400 SH       DEFINED 01                    25400
C-CUBE MICROSYSTEMS, INC (NEW) COM            12501N108     5777    281800 SH       DEFINED 01                   281800
C-COR.NET CORP                 COM            125010108     3197    208800 SH       DEFINED 01                   208800
CDI CORP                       COM            125071100     1124     70248 SH       DEFINED 01                    70248
CDW COMPUTER CENTERS, INC      COM            125129106    28476    412700 SH       DEFINED 01                   412700
CEC ENTERTAINMENT, INC         COM            125137109     6948    217133 SH       DEFINED 01                   217133
CH ENERGY GROUP, INC           COM            12541M102     4370    109600 SH       DEFINED 01                   109600
C.H. ROBINSON WORLDWIDE, INC   COM            12541W100    17077    303000 SH       DEFINED 01                   303000
CIGNA CORP                     COM            125509109   136814   1310479 SH       DEFINED 01                  1310479
CIT GROUP, INC (CLASS A)       COM            125577106    19502   1114400 SH       DEFINED 01                  1114400
CKE RESTAURANTS, INC           COM            12561E105        0       118 SH       DEFINED 01                      118
CLECO CORP                     COM            12561W105     6997    149664 SH       DEFINED 01                   149664
CMGI, INC                      COM            125750109    42968   1538002 SH       DEFINED 01                  1538002
CMI CORP (CLASS A)             COM            125761304       20     12800 SH       DEFINED 01                    12800
CMS ENERGY CORP                COM            125896100    29547   1096880 SH       DEFINED 01                  1096880
CPI CORP                       COM            125902106     1462     68815 SH       DEFINED 01                    68815
CPB, INC                       COM            125903104       32      1200 SH       DEFINED 01                     1200
CSS INDUSTRIES, INC            COM            125906107      682     33978 SH       DEFINED 01                    33978
C-MAC INDUSTRIES, INC          COM            125920108     3087     54000 SH       DEFINED 01                    54000
CSK AUTO CORP                  COM            125965103      599    133199 SH       DEFINED 01                   133199
CNA FINANCIAL CORP             COM            126117100     4823    126100 SH       DEFINED 01                   126100
CNA SURETY CORP                COM            12612L108      946     82218 SH       DEFINED 01                    82218
CNF TRANSPORTATION, INC        COM            12612W104     6633    298127 SH       DEFINED 01                   298127
CNET NETWORKS, INC             COM            12613R104     8976    368496 SH       DEFINED 01                   368496
CNS, INC                       COM            126136100       22      5420 SH       DEFINED 01                     5420
CP&L ENERGY, INC               COM            12614C106    44001   1055503 SH       DEFINED 01                  1055503
CSG SYSTEMS INTERNATIONAL, INC COM            126349109    11342    391100 SH       DEFINED 01                   391100
CSX CORP                       COM            126408103    28547   1308724 SH       DEFINED 01                  1308724
CTC COMMUNICATIONS GROUP, INC  COM            126419100     2292    113200 SH       DEFINED 01                   113200
CT COMMUNICATIONS, INC         COM            126426402      835     41100 SH       DEFINED 01                    41100
CTS CORP                       COM            126501105     8464    167196 SH       DEFINED 01                   167196
CUNO, INC                      COM            126583103     1565     70350 SH       DEFINED 01                    70350
CVB FINANCIAL CORP             COM            126600105     1215     72291 SH       DEFINED 01                    72291
CVS CORP                       COM            126650100   269931   5828471 SH       DEFINED 01                  5828471
CV THERAPEUTICS, INC           COM            126667104     9015    115900 SH       DEFINED 01                   115900
CABLE & WIRELESS PLC ADR       ADR            126830207     2575     60500 SH       DEFINED 01                    60500
CABLEVISION SYSTEMS CORP (CLAS COM            12686C109    48123    725700 SH       DEFINED 01                   725700
CABLETRON SYSTEMS, INC         COM            126920107    21749    740376 SH       DEFINED 01                   740376
CABLE DESIGN TECHNOLOGIES CO   COM            126924109     7046    289814 SH       DEFINED 01                   289814
CACHEFLOW, INC                 COM            126946102    15126    105776 SH       DEFINED 01                   105776
CABOT CORP                     COM            127055101    19973    630300 SH       DEFINED 01                   630300
CABOT MICROELECTRONICS CORP    COM            12709P103     1248     26000 SH       DEFINED 01                    26000
CABOT OIL & GAS CORP (CLASS A) COM            127097103     3394    166600 SH       DEFINED 01                   166600
CACI INTERNATIONAL, INC (CLASS COM            127190304     1387     64710 SH       DEFINED 01                    64710
CADENCE DESIGN SYSTEMS, INC    COM            127387108    48597   1891839 SH       DEFINED 01                  1891839
CADIZ, INC                     COM            127537108     2160    216000 SH       DEFINED 01                   216000
CAL DIVE INTERNATIONAL, INC    COM            127914109     4895     85600 SH       DEFINED 01                    85600
CALDERA SYSTEMS, INC           COM            128780103      130     31800 SH       DEFINED 01                    31800
CALGON CARBON CORP             COM            129603106     1557    228481 SH       DEFINED 01                   228481
CALICO COMMERCE, INC           COM            129897104      699    114200 SH       DEFINED 01                   114200
CALIFORNIA AMPLIFIER, INC      COM            129900106     1581     68737 SH       DEFINED 01                    68737
CALIFORNIA FEDERAL BANK GOODWI                130209604      144     73290 SH       DEFINED 01                    73290
CALIFORNIA FEDERAL BANK (SCLP)                130209703       53     73900 SH       DEFINED 01                    73900
CALIFORNIA WATER SERVICE GROUP COM            130788102     1693     63307 SH       DEFINED 01                    63307
CALIPER TECHNOLOGIES CORP      COM            130876105     4494     77567 SH       DEFINED 01                    77567
CALLAWAY GOLF CO               COM            131193104     8653    562794 SH       DEFINED 01                   562794
CALLON PETROLEUM CO            COM            13123X102       47      3000 SH       DEFINED 01                     3000
CALPINE CORP                   COM            131347106   131747   1262248 SH       DEFINED 01                  1262248
CAMBREX CORP                   COM            132011107     6663    180082 SH       DEFINED 01                   180082
CAMBRIDGE TECHNOLOGY PARTNERS, COM            132524109     1723    393900 SH       DEFINED 01                   393900
CAMDEN PROPERTY TRUST          COM            133131102     8050    259672 SH       DEFINED 01                   259672
CAMECO CORP                    COM            13321L108     3512    271000 SH       DEFINED 01                   271000
CAMINUS CORP                   COM            133766105      962     24200 SH       DEFINED 01                    24200
CAMPBELL SOUP CO               COM            134429109    55300   2137211 SH       DEFINED 01                  2137211
CANADIAN PACIFIC LTD           COM            135923100    18155    698600 SH       DEFINED 01                   698600
CANADIAN IMPERIAL BANK OF COMM COM            136069101    36351   1104917 SH       DEFINED 01                  1104917
CANADIAN NATURAL RESOURCES LTD COM            136385101    12760    380934 SH       DEFINED 01                   380934
CANADIAN OCCIDENTAL PETROLEUM  COM            136420106    10277    411260 SH       DEFINED 01                   411260
CAPITAL CITY BANK GROUP, INC   COM            139674105        6       300 SH       DEFINED 01                      300
CAPITAL AUTOMOTIVE REIT        COM            139733109     1115     85800 SH       DEFINED 01                    85800
CAPITAL ONE FINANCIAL CORP     COM            14040H105    96479   1377047 SH       DEFINED 01                  1377047
CAPITOL FEDERAL FINANCIAL      COM            14057C106     3469    237200 SH       DEFINED 01                   237200
CAPROCK COMMUNICATIONS CORP    COM            140667106     1410    276800 SH       DEFINED 01                   276800
CARBIDE/GRAPHITE GROUP, INC    COM            140777103        4      1100 SH       DEFINED 01                     1100
CARBO CERAMICS, INC            COM            140781105     1004     37800 SH       DEFINED 01                    37800
CARAUSTAR INDUSTRIES, INC      COM            140909102     2872    259600 SH       DEFINED 01                   259600
CARDINAL HEALTH, INC           COM            14149Y108   750182   8506668 SH       DEFINED 01                  8506668
CARDIODYNAMICS INTERNATIONAL C COM            141597104     1051    201400 SH       DEFINED 01                   201400
CAREER EDUCATION CORP          COM            141665109     5945    133600 SH       DEFINED 01                   133600
CAREMARK RX, INC               COM            141705103    16927   1504606 SH       DEFINED 01                  1504606
CAREMATRIX CORP                COM            141706309       15      3581 SH       DEFINED 01                     3581
CARLISLE COS, INC              COM            142339100     8196    197500 SH       DEFINED 01                   197500
CARMIKE CINEMAS, INC (CLASS A) COM            143436103        1      1584 SH       DEFINED 01                     1584
CARNIVAL CORP (CLASS A)        COM            143658102     1947     79065 SH       DEFINED 01                    79065
CARRIAGE SERVICES, INC (CLASS  COM            143905107       28     12000 SH       DEFINED 01                    12000
CARPENTER TECHNOLOGY CORP      COM            144285103     3615    124122 SH       DEFINED 01                   124122
CARRAMERICA REALTY CORP        COM            144418100    14768    488200 SH       DEFINED 01                   488200
CARREKER CORP                  COM            144433109      879     45100 SH       DEFINED 01                    45100
CARRIER ACCESS CORP            COM            144460102     1682     84900 SH       DEFINED 01                    84900
CARRIER 1 INTERNATIONAL S.A AD ADR            144500303     9418   1299000 SH       DEFINED 01                  1299000
CARTER WALLACE, INC            COM            146285101     1343     54973 SH       DEFINED 01                    54973
CASCADE CORP                   COM            147195101        2       100 SH       DEFINED 01                      100
CASCADE NATURAL GAS CORP       COM            147339105     1153     65900 SH       DEFINED 01                    65900
CASELLA WASTE SYSTEMS, INC (CL COM            147448104     1085    107200 SH       DEFINED 01                   107200
CASEY'S GENERAL STORES, INC    COM            147528103     6038    464491 SH       DEFINED 01                   464491
CASH AMERICA INTERNATIONAL, IN COM            14754D100     1082    148017 SH       DEFINED 01                   148017
CASTLE (A.M.) & CO             COM            148411101       76      7847 SH       DEFINED 01                     7847
CATALINA MARKETING CORP        COM            148867104    13514    359186 SH       DEFINED 01                   359186
CATALYTICA, INC                COM            148885106     4894    395500 SH       DEFINED 01                   395500
CATAPULT COMMUNICATIONS CORP   COM            149016107        2       130 SH       DEFINED 01                      130
CATELLUS DEVELOPMENT CORP      COM            149111106    11260    643433 SH       DEFINED 01                   643433
CATERPILLAR, INC               COM            149123101    86083   2550608 SH       DEFINED 01                  2550608
CATHAY BANCORP, INC            COM            149150104     1360     27900 SH       DEFINED 01                    27900
CATO CORP (CLASS A)            COM            149205106     1900    152000 SH       DEFINED 01                   152000
CAVALIER HOMES, INC            COM            149507105        1       402 SH       DEFINED 01                      402
CELL GENESYS, INC              COM            150921104     6326    210876 SH       DEFINED 01                   210876
CELLSTAR CORP                  COM            150925105       34     10756 SH       DEFINED 01                    10756
CELERITEL, INC                 COM            150926103     3275     86900 SH       DEFINED 01                    86900
CELL THERAPEUTICS, INC         COM            150934107    13918    208700 SH       DEFINED 01                   208700
CELESTICA, INC                 COM            15101Q108    33253    482700 SH       DEFINED 01                   482700
CELGENE CORP                   COM            151020104    25609    430400 SH       DEFINED 01                   430400
CELL PATHWAYS, INC             COM            15114R101     1303    160316 SH       DEFINED 01                   160316
CELLULAR TECHNICAL SERVICES CO COM            151167301        1       140 SH       DEFINED 01                      140
CELSION CORP                   COM            15117N107      176     72100 SH       DEFINED 01                    72100
CENDANT CORP                   COM            151313103    52694   4845435 SH       DEFINED 01                  4845435
CENTENNIAL BANCORP             COM            15133T104      229     38055 SH       DEFINED 01                    38055
CENTER TRUST, INC              COM            151845104        1       100 SH       DEFINED 01                      100
CENTERPOINT PROPERTIES CORP    COM            151895109     6661    144600 SH       DEFINED 01                   144600
CENTEX CONSTRUCTION PRODUCTS,  COM            15231R109     1129     45500 SH       DEFINED 01                    45500
CENTEX CORP                    COM            152312104    11769    366340 SH       DEFINED 01                   366340
CENTILUM COMMUNICATIONS, INC   COM            152319109     2717     28300 SH       DEFINED 01                    28300
CENTRAL GARDEN & PET CO        COM            153527106      691     99539 SH       DEFINED 01                    99539
CENTRAL PARKING CORP           COM            154785109     1109     55950 SH       DEFINED 01                    55950
CENTURA BANKS, INC             COM            15640T100    10051    262354 SH       DEFINED 01                   262354
CENTURY ALUMINUM CO            COM            156431108       73      5800 SH       DEFINED 01                     5800
CENTURY BUSINESS SERVICES, INC COM            156490104      681    519000 SH       DEFINED 01                   519000
CENTURY SOUTH BANKS, INC       COM            156683104      314     17100 SH       DEFINED 01                    17100
CENTURYTEL, INC                COM            156700106    25867    949235 SH       DEFINED 01                   949235
CEPHALON, INC                  COM            156708109    15025    309785 SH       DEFINED 01                   309785
CERIDIAN CORP                  COM            15677T106   146112   5206661 SH       DEFINED 01                  5206661
CERNER CORP                    COM            156782104     8196    176500 SH       DEFINED 01                   176500
CERTICOM CORP                  COM            156915100     1838     46400 SH       DEFINED 01                    46400
CERUS CORP                     COM            157085101     3585     64600 SH       DEFINED 01                    64600
CHAMPION ENTERPRISES, INC      COM            158496109     1068    251203 SH       DEFINED 01                   251203
CHAMPIONSHIP AUTO RACING TEAMS COM            158711101     1962     80500 SH       DEFINED 01                    80500
CHARLES RIVER ASSOCIATES, INC  COM            159852102       32      2600 SH       DEFINED 01                     2600
CHARTER ONE FINANCIAL, INC     COM            160903100   128642   5277613 SH       DEFINED 01                  5277613
CHARTER MUNICIPAL MORTGAGE ACC COM            160908109      850     61452 SH       DEFINED 01                    61452
CHARMING SHOPPES, INC          COM            161133103     2413    462400 SH       DEFINED 01                   462400
CHART INDUSTRIES, INC          COM            16115Q100       43      8323 SH       DEFINED 01                     8323
CHARTER COMMUNCATIONS (CLASS A COM            16117M107     7844    482250 SH       DEFINED 01                   482250
CHARTERED SEMICONDUCTOR MANUFA ADR            16133R106    46305    763000 SH       DEFINED 01                   763000
CHASE INDUSTRIES, INC          COM            161568100        9      1004 SH       DEFINED 01                     1004
CHASE MANHATTAN CORP           COM            16161A108   596264  12909646 SH       DEFINED 01                 12909646
CHATEAU COMMUNITIES, INC       COM            161726104     4014    149700 SH       DEFINED 01                   149700
CHATTEM, INC                   COM            162456107       15      1525 SH       DEFINED 01                     1525
CHEAP TICKETS, INC             COM            162672109      382     36800 SH       DEFINED 01                    36800
CHECKFREE CORP                 COM            162813109    10494    250510 SH       DEFINED 01                   250510
CHECKPOINT SYSTEMS, INC        COM            162825103     1335    176500 SH       DEFINED 01                   176500
THE CHEESECAKE FACTORY, INC    COM            163072101     8835    204275 SH       DEFINED 01                   204275
CHELSEA GCA REALTY, INC        COM            163262108     3751    106800 SH       DEFINED 01                   106800
CHEMED CORP                    COM            163596109     1110     34900 SH       DEFINED 01                    34900
CHEMFIRST, INC                 COM            16361A106     2853    137100 SH       DEFINED 01                   137100
CHEMICAL FINANCIAL CORP        COM            163731102      609     25903 SH       DEFINED 01                    25903
CHESAPEAKE CORP                COM            165159104     1861     96700 SH       DEFINED 01                    96700
CHESAPEAKE ENERGY CORP         COM            165167107     5319    740000 SH       DEFINED 01                   740000
CHEVRON CORP                   COM            166751107   381458   4474578 SH       DEFINED 01                  4474578
CHICO'S FAS, INC               COM            168615102     3471    102100 SH       DEFINED 01                   102100
CHILDREN'S PLACE RETAIL STORES COM            168905107     3515    136500 SH       DEFINED 01                   136500
CHINA MOBILE LTD (HONG KONG)(S ADR            16941M109     9603    296052 SH       DEFINED 01                   296052
CHOICE HOTELS INTERNATIONAL, I COM            169905106     4424    402156 SH       DEFINED 01                   402156
CHIQUITA BRANDS INTERNATIONAL, COM            170032106      540    172800 SH       DEFINED 01                   172800
CHIRON CORP                    COM            170040109    37817    840372 SH       DEFINED 01                   840372
CHITTENDEN CORP                COM            170228100     5906    229908 SH       DEFINED 01                   229908
CHOICE ONE COMMUNICATIONS, INC COM            17038P104      728     59700 SH       DEFINED 01                    59700
CHOICEPOINT, INC               COM            170388102    15986    348471 SH       DEFINED 01                   348471
CHORDIANT SOFTWARE, INC        COM            170404107      249     32100 SH       DEFINED 01                    32100
CHRIS CRAFT INDUSTRIES, INC    COM            170520100     7172     87063 SH       DEFINED 01                    87063
CHROMAVISION MEDICAL SYSTEMS,  COM            17111P104      910     95800 SH       DEFINED 01                    95800
CHUBB CORP                     COM            171232101    99767   1260884 SH       DEFINED 01                  1260884
CHURCH & DWIGHT CO, INC        COM            171340102     5208    283407 SH       DEFINED 01                   283407
CHURCHILL DOWNS, INC           COM            171484108      295     11400 SH       DEFINED 01                    11400
CHYRON CORP                    COM            171605207        1       400 SH       DEFINED 01                      400
CIBER, INC                     COM            17163B102     2690    326016 SH       DEFINED 01                   326016
CIDCO, INC                     COM            171768104        1       400 SH       DEFINED 01                      400
CIENA CORP                     COM            171779101   602157   4903060 SH       DEFINED 01                  4903060
CINCINNATI FINANCIAL CORP      COM            172062101    33554    945194 SH       DEFINED 01                   945194
CINERGY CORP                   COM            172474108    35374   1069921 SH       DEFINED 01                  1069921
CIRCLE INTERNATIONAL GROUP, IN COM            172574105     2440     80650 SH       DEFINED 01                    80650
CIRCUIT CITY STORES-CIRCUIT CI COM            172737108    68121   2961774 SH       DEFINED 01                  2961774
CISCO SYSTEMS, INC             COM            17275R102  4318102  78155690 SH       DEFINED 01                 78155690
CIRRUS LOGIC, INC              COM            172755100    17655    437950 SH       DEFINED 01                   437950
CITADEL COMMUNICATIONS CORP    COM            172853202     3242    190700 SH       DEFINED 01                   190700
CINTAS CORP                    COM            172908105    36735    843270 SH       DEFINED 01                   843270
CITIGROUP, INC                 COM            172967101  2085065  38567681 SH       DEFINED 01                 38567681
CITIZENS BANKING CORP (MICHIGA COM            174420109     6648    289034 SH       DEFINED 01                   289034
CITIZENS COMMUNICATIONS CO     COM            17453B101    22262   1656670 SH       DEFINED 01                  1656670
CITRIX SYSTEMS, INC            COM            177376100    21801   1086662 SH       DEFINED 01                  1086662
CITY BANK LYNNWOOD (WASHINGTON COM            17770A109       71      4100 SH       DEFINED 01                     4100
CITY HOLDINGS CO               COM            177835105       48      6709 SH       DEFINED 01                     6709
CITY NATIONAL CORP             COM            178566105    10429    270000 SH       DEFINED 01                   270000
CLAIRE'S STORES, INC           COM            179584107     3442    191247 SH       DEFINED 01                   191247
CLARCOR, INC                   COM            179895107     3273    167850 SH       DEFINED 01                   167850
CLARENT CORP                   COM            180461105     7521    191015 SH       DEFINED 01                   191015
CLARUS CORP                    COM            182707109     2446    107200 SH       DEFINED 01                   107200
CLAYTON HOMES, INC             COM            184190106     6197    619734 SH       DEFINED 01                   619734
CLEAN HARBORS, INC             COM            184496107     1202    405040 SH       DEFINED 01                   405040
CLEAR CHANNEL COMMUNICATIONS,  COM            184502102   390073   6903941 SH       DEFINED 01                  6903941
CLEVELAND CLIFFS, INC          COM            185896107     1612     70481 SH       DEFINED 01                    70481
CLICK2LEARN. COM, INC          COM            18681S106      811     55200 SH       DEFINED 01                    55200
CLOROX CO                      COM            189054109   143502   3627229 SH       DEFINED 01                  3627229
CLOSURE MEDICAL CORP           COM            189093107     1217     48300 SH       DEFINED 01                    48300
COACHMEN INDUSTRIES, INC       COM            189873102      813     77900 SH       DEFINED 01                    77900
COAST FEDERAL LITIGATION CONTI                19034Q110      983    655100 SH       DEFINED 01                   655100
COASTAL CORP                   COM            190441105   165470   2232304 SH       DEFINED 01                  2232304
COBALT NETWORKS, INC           COM            19074R101    14704    254064 SH       DEFINED 01                   254064
COCA COLA BOTTLING CO CONSOLID COM            191098102    10304    245700 SH       DEFINED 01                   245700
COCA COLA CO                   COM            191216100   899098  16310172 SH       DEFINED 01                 16310172
COCA COLA ENTERPRISES, INC     COM            191219104    30547   1916658 SH       DEFINED 01                  1916658
COEUR D'ALENE MINES CORP       COM            192108108       24     19000 SH       DEFINED 01                    19000
COGNEX CORP                    COM            192422103    11046    280100 SH       DEFINED 01                   280100
COGNOS, INC                    COM            19244C109     8170    200200 SH       DEFINED 01                   200200
COGNIZANT TECHNOLOGY SOLUTIONS COM            192446102     1712     43900 SH       DEFINED 01                    43900
COHERENT, INC                  COM            192479103    12878    189380 SH       DEFINED 01                   189380
COHU, INC                      COM            192576106     2329    152100 SH       DEFINED 01                   152100
COINSTAR, INC                  COM            19259P300     1977    145800 SH       DEFINED 01                   145800
COLDWATER CREEK, INC           COM            193068103     1901     70400 SH       DEFINED 01                    70400
COLE NATIONAL CORP (CLASS A)   COM            193290103       16      2500 SH       DEFINED 01                     2500
KENNETH COLE PRODUCTIONS, INC  COM            193294105     2287     64778 SH       DEFINED 01                    64778
COLLATERAL THERAPEUTICS, INC   COM            193921103     1325     45800 SH       DEFINED 01                    45800
COLGATE PALMOLIVE CO           COM            194162103   218961   4638998 SH       DEFINED 01                  4638998
COLLINS & AIKMAN CORP          COM            194830105     1369    291949 SH       DEFINED 01                   291949
COLONIAL BANCGROUP, INC        COM            195493309     6817    657100 SH       DEFINED 01                   657100
COLONIAL PROPERTIES TRUST      COM            195872106     3594    139900 SH       DEFINED 01                   139900
COLUMBIA BANKING SYSTEM, INC   COM            197236102        3       192 SH       DEFINED 01                      192
COLUMBIA ENERGY GROUP          COM            197648108    49000    690146 SH       DEFINED 01                   690146
COLUMBIA LABORATORIES, INC     COM            197779101     1009    173600 SH       DEFINED 01                   173600
COLUMBIA SPORTSWEAR CO         COM            198516106     2730     59500 SH       DEFINED 01                    59500
COLUMBUS MCKINNON CORP         COM            199333105      768     56600 SH       DEFINED 01                    56600
COMFORT SYSTEMS U.S.A., INC    COM            199908104      848    163544 SH       DEFINED 01                   163544
COMCAST CORP (CLASS A)         COM            200300101    28091    690400 SH       DEFINED 01                   690400
COMCAST CORP (CLASS A) SPECIAL COM            200300200   197464   4823552 SH       DEFINED 01                  4823552
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COMPAQ COMPUTER CORP           COM            204493100   554821  20116771 SH       DEFINED 01                 20116771
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COMPUCOM SYSTEMS, INC          COM            204780100       16      6100 SH       DEFINED 01                     6100
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COMPX INTERNATIONAL, INC       COM            20563P101      162      7700 SH       DEFINED 01                     7700
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COMPUTER HORIZONS CORP         COM            205908106     1431    210015 SH       DEFINED 01                   210015
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COM21, INC                     COM            205937105     2190    162200 SH       DEFINED 01                   162200
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CONCUR TECHNOLOGIES, INC       COM            206708109       20      8500 SH       DEFINED 01                     8500
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CONEXANT SYSTEMS, INC          COM            207142100    57009   1361402 SH       DEFINED 01                  1361402
CONMED CORP                    COM            207410101     1251     91400 SH       DEFINED 01                    91400
CONNETICS CORP                 COM            208192104     4931    204400 SH       DEFINED 01                   204400
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CONOCO, INC (CLASS B)          COM            208251405   141671   5259239 SH       DEFINED 01                  5259239
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CONTIFINANCIAL CORP            COM            21075V107        1     76600 SH       DEFINED 01                    76600
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CONVERGYS CORP                 COM            212485106      717     18436 SH       DEFINED 01                    18436
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COOPER COS, INC                COM            216648402     3770    106575 SH       DEFINED 01                   106575
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COOPER TIRE & RUBBER CO        COM            216831107     3994    396920 SH       DEFINED 01                   396920
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COORSTEK, INC                  COM            217020106      748     19561 SH       DEFINED 01                    19561
COPART, INC                    COM            217204106     4229    304800 SH       DEFINED 01                   304800
COPE, INC                      COM            217208107       16       400 SH       DEFINED 01                      400
COPPER MOUNTAIN NETWORKS, INC  COM            217510106    16584    442244 SH       DEFINED 01                   442244
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COREL CORP                     COM            21868Q109      614    166400 SH       DEFINED 01                   166400
CORILLIAN CORP                 COM            218725109      227     23600 SH       DEFINED 01                    23600
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CORIXA CORP                    COM            21887F100     7141    142100 SH       DEFINED 01                   142100
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CORNERSTONE REALTY INCOME TRUS COM            21922V102     1874    176400 SH       DEFINED 01                   176400
CORNING, INC                   COM            219350105   752650   2534175 SH       DEFINED 01                  2534175
CORPORATE EXECUTIVE BOARD CO   COM            21988R102     5591    138900 SH       DEFINED 01                   138900
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CORUS BANKSHARES, INC          COM            220873103     2103     58300 SH       DEFINED 01                    58300
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CORVEL CORP                    COM            221006109      356     12800 SH       DEFINED 01                    12800
CORVIS CORP                    COM            221009103    11673    191209 SH       DEFINED 01                   191209
COST PLUS, INC                 COM            221485105     4983    165400 SH       DEFINED 01                   165400
COSTCO WHOLESALE CORP          COM            22160K105   122154   3496371 SH       DEFINED 01                  3496371
COSTAR GROUP, INC              COM            22160N109     2949     79700 SH       DEFINED 01                    79700
COTELLIGENT, INC               COM            221630106        2       500 SH       DEFINED 01                      500
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COVAD COMMUNICATIONS GROUP, IN COM            222814204     8646    646450 SH       DEFINED 01                   646450
COVANCE, INC                   COM            222816100     3062    373929 SH       DEFINED 01                   373929
COVENANT TRANSPORT, INC (CLASS COM            22284P105       22      2400 SH       DEFINED 01                     2400
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COX COMMUNICATIONS, INC (CLASS COM            224044107    47446   1240426 SH       DEFINED 01                  1240426
COX RADIO, INC (CLASS A)       COM            224051102     3800    217900 SH       DEFINED 01                   217900
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CRAWFORD & CO (CLASS B)        COM            224633107     2299    188663 SH       DEFINED 01                   188663
CRAWFORD & CO (CLASS A)        COM            224633206     2448    233100 SH       DEFINED 01                   233100
CREDENCE SYSTEMS CORP          COM            225302108    14221    474020 SH       DEFINED 01                   474020
CREDIT ACCEPTANCE CORP         COM            225310101     1690    267800 SH       DEFINED 01                   267800
CREDITRUST CORP                COM            225429109        6     30200 SH       DEFINED 01                    30200
CREE, INC                      COM            225447101    22401    192700 SH       DEFINED 01                   192700
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CRESCENT REAL ESTATE EQUITIES  COM            225756105    14139    633700 SH       DEFINED 01                   633700
CRESTLINE CAPITAL CORP         COM            226153104     2638    131470 SH       DEFINED 01                   131470
CRIIMI MAE, INC                COM            226603108        4      2689 SH       DEFINED 01                     2689
CRITICAL PATH, INC             COM            22674V100    16756    275826 SH       DEFINED 01                   275826
CROMPTON CORP                  COM            227116100     6428    816243 SH       DEFINED 01                   816243
CROSS TIMBERS OIL CO           COM            227573102    10204    531800 SH       DEFINED 01                   531800
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CROSSROADS SYSTEMS, INC        COM            22765D100      582     68500 SH       DEFINED 01                    68500
CROWN CASTLE INTERNATIONAL COR COM            228227104    18184    585400 SH       DEFINED 01                   585400
CROWN CORK & SEAL CO, INC      COM            228255105    10060    941328 SH       DEFINED 01                   941328
CROWN MEDIA HOLDINGS, INC      COM            228411104       58      4100 SH       DEFINED 01                     4100
CRYOLIFE, INC                  COM            228903100      454     13100 SH       DEFINED 01                    13100
CUBIC CORP                     COM            229669106     1807     75680 SH       DEFINED 01                    75680
CUBIST PHARMACEUTICALS, INC    COM            229678107    10293    197700 SH       DEFINED 01                   197700
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CUMMINS ENGINE CO, INC         COM            231021106     7682    256600 SH       DEFINED 01                   256600
CUMULUS MEDIA, INC             COM            231082108      796    130000 SH       DEFINED 01                   130000
CURAGEN CORP                   COM            23126R101     9878    185400 SH       DEFINED 01                   185400
CURIS, INC                     COM            231269101        6       304 SH       DEFINED 01                      304
CURTISS WRIGHT CORP            COM            231561101     1562     33100 SH       DEFINED 01                    33100
CYBERIAN OUTPOST, INC          COM            231914102        8      2200 SH       DEFINED 01                     2200
CYBER-CARE, INC                COM            23243T105     2204    346600 SH       DEFINED 01                   346600
CYBERCASH, INC                 COM            232462101       18      5400 SH       DEFINED 01                     5400
CYBERSOURCE CORP               COM            23251J106     1479    130700 SH       DEFINED 01                   130700
CYBERONICS, INC                COM            23251P102     2924    136400 SH       DEFINED 01                   136400
CYBEROPTICS THERAPEUTICS CORP  COM            232517102      978     53400 SH       DEFINED 01                    53400
CYGNUS, INC                    COM            232560102     1896    172400 SH       DEFINED 01                   172400
CYLINK CORP                    COM            232565101     1373    131500 SH       DEFINED 01                   131500
CYMER, INC                     COM            232572107     6673    217458 SH       DEFINED 01                   217458
CYPRESS COMMUNICATIONS, INC    COM            232743104      157     59000 SH       DEFINED 01                    59000
CYPRESS SEMICONDUCTOR CORP     COM            232806109    56679   1363700 SH       DEFINED 01                  1363700
CYSIE, INC                     COM            23281T108      324     48500 SH       DEFINED 01                    48500
CYTEC INDUSTRIES, INC          COM            232820100     8645    258557 SH       DEFINED 01                   258557
CYTOGEN CORP                   COM            232824102     3187    504809 SH       DEFINED 01                   504809
CYTYC CORP                     COM            232946103    13347    309500 SH       DEFINED 01                   309500
DDI CORP                       COM            233162106     3730     84300 SH       DEFINED 01                    84300
DMC STRATEX NETWORKS, INC      COM            23322L106    10149    631855 SH       DEFINED 01                   631855
DQE, INC                       COM            23329J104    15659    390263 SH       DEFINED 01                   390263
DPL, INC                       COM            233293109    23982    806117 SH       DEFINED 01                   806117
HORTON (D.R.), INC             COM            23331A109     5827    338998 SH       DEFINED 01                   338998
DSP GROUP, INC                 COM            23332B106     8106    216870 SH       DEFINED 01                   216870
DST SYSTEMS, INC               COM            233326107    28498    242532 SH       DEFINED 01                   242532
DT INDUSTRIES, INC             COM            23333J108        1       100 SH       DEFINED 01                      100
DTE ENERGY CO                  COM            233331107   145186   3795706 SH       DEFINED 01                  3795706
DVI, INC                       COM            233343102     1197     61600 SH       DEFINED 01                    61600
DAIN RAUSCHER CORP             COM            233856103     7728     83100 SH       DEFINED 01                    83100
DAISYTEK INTERNATIONAL CORP    COM            234053106       20      3100 SH       DEFINED 01                     3100
DAL-TILE INTERNATIONAL, INC    COM            23426R108     4371    349700 SH       DEFINED 01                   349700
DALEEN TECHNOLOGIES, INC       COM            23437N104      979     66100 SH       DEFINED 01                    66100
DALLAS SEMICONDUCTOR CORP      COM            235204104    14822    450870 SH       DEFINED 01                   450870
DANA CORP                      COM            235811106    24942   1160101 SH       DEFINED 01                  1160101
DANAHER CORP                   COM            235851102    27375    550242 SH       DEFINED 01                   550242
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DATA BROADCASTING CORP         COM            237596101      955    299638 SH       DEFINED 01                   299638
DATA RETURN CORP               COM            23785M104     1823     90000 SH       DEFINED 01                    90000
DATASCOPE CORP                 COM            238113104     2834     84600 SH       DEFINED 01                    84600
DATASTREAM SYSTEMS, INC        COM            238124101     1623    126090 SH       DEFINED 01                   126090
DAVOX CORP                     COM            239208101      812     80700 SH       DEFINED 01                    80700
DEAN FOODS CO                  COM            242361103     7275    218799 SH       DEFINED 01                   218799
DEB SHOPS, INC                 COM            242728103      657     55300 SH       DEFINED 01                    55300
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DEL MONTE FOODS CO             COM            24522P103     1103    178300 SH       DEFINED 01                   178300
DELCO REMY INTERNATIONAL, INC  COM            246626105     1033    135522 SH       DEFINED 01                   135522
DELHAIZE AMERICA, INC (CLASS A COM            246688105        1        75 SH       DEFINED 01                       75
DELHAIZE AMERICA, INC (CLASS B COM            246688204    12521    747509 SH       DEFINED 01                   747509
DELIA*S, INC                   COM            246885107       52     27300 SH       DEFINED 01                    27300
DELL COMPUTER CORP             COM            247025109   755311  24513151 SH       DEFINED 01                 24513151
DELPHI AUTOMOTIVE SYSTEMS CORP COM            247126105    59645   3943442 SH       DEFINED 01                  3943442
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DELTA & PINE LAND CO           COM            247357106     7255    282442 SH       DEFINED 01                   282442
DELTA AIRLINES, INC            COM            247361108    41976    945944 SH       DEFINED 01                   945944
DELTATHREE.COM,INC             COM            24783N102      124     34200 SH       DEFINED 01                    34200
DELTEK SYSTEMS, INC            COM            24785A108       96     12600 SH       DEFINED 01                    12600
DELTIC TIMBER CORP             COM            247850100     1073     63365 SH       DEFINED 01                    63365
DENBURY RESOURCES, INC         COM            247916208      187     26700 SH       DEFINED 01                    26700
DELUXE CORP                    COM            248019101    10433    513635 SH       DEFINED 01                   513635
DENDRITE INTERNATIONAL, INC    COM            248239105     6312    235400 SH       DEFINED 01                   235400
DENTSPLY INTERNATIONAL, INC    COM            249030107     9622    275400 SH       DEFINED 01                   275400
THE DESCARTES SYSTMES GROUP, I COM            249906108    41707    839500 SH       DEFINED 01                   839500
DETROIT DIESEL CORP            COM            250837101     2227     97600 SH       DEFINED 01                    97600
DEVELOPERS DIVERSIFIED REALTY  COM            251591103     5284    410400 SH       DEFINED 01                   410400
DEVON ENERGY CORP (NEW)        COM            25179M103    34934    580776 SH       DEFINED 01                   580776
DEVRY, INC                     COM            251893103    16821    447081 SH       DEFINED 01                   447081
DEXTER CORP                    COM            252165105     6724    112060 SH       DEFINED 01                   112060
DIAGNOSTIC PRODUCTS CORP       COM            252450101     4076     76016 SH       DEFINED 01                    76016
DIAL CORP                      COM            25247D101     6687    575207 SH       DEFINED 01                   575207
DIAMETRICS MEDICAL, INC        COM            252532106      265     33000 SH       DEFINED 01                    33000
DIAMOND OFFSHORE DRILLING, INC COM            25271C102    11245    274259 SH       DEFINED 01                   274259
DIAMOND TECH PARTNERS, INC (CL COM            252762109    10737    144600 SH       DEFINED 01                   144600
DIEBOLD, INC                   COM            253651103    12067    454299 SH       DEFINED 01                   454299
DIGENE CORP                    COM            253752109     2864     79550 SH       DEFINED 01                    79550
DIGEX, INC                     COM            253756100     5686    121300 SH       DEFINED 01                   121300
DIGI INTERNATIONAL, INC        COM            253798102        0         5 SH       DEFINED 01                        5
DIGIMARC CORP                  COM            253807101     1073     57600 SH       DEFINED 01                    57600
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DIGITAL IMPACT, INC            COM            25385G106      352     53400 SH       DEFINED 01                    53400
DIGITAL ISLAND, INC            COM            25385N101    12573    670581 SH       DEFINED 01                   670581
DIGITAL INSIGHT CO             COM            25385P106     4689    130700 SH       DEFINED 01                   130700
DIGITAL LIGHTWAVE, INC         COM            253855100     7907    108877 SH       DEFINED 01                   108877
DIGITAL RIVER, INC             COM            25388B104      855    132800 SH       DEFINED 01                   132800
DIGITAS, INC                   COM            25388K104     1173     66100 SH       DEFINED 01                    66100
DIGITALTHINK INC               COM            25388M100     1297     30800 SH       DEFINED 01                    30800
DIME COMMUNITY BANCORP, INC    COM            253922108     2757    111400 SH       DEFINED 01                   111400
DILLARDS, INC (CLASS A)        COM            254067101     5954    560400 SH       DEFINED 01                   560400
DIME BANCORP, INC              COM            25429Q102    15868    735900 SH       DEFINED 01                   735900
DIMON, INC                     COM            254394109        0        92 SH       DEFINED 01                       92
DIONEX CORP                    COM            254546104     4685    169600 SH       DEFINED 01                   169600
DISCOUNT AUTO PARTS, INC       COM            254642101        5       698 SH       DEFINED 01                      698
DISNEY (WALT) CO               COM            254687106   663749  17352918 SH       DEFINED 01                 17352918
WALT DISNEY INTERNET GROUP     COM            254687205     4453    419141 SH       DEFINED 01                   419141
DISPATCH MANAGEMENT SERVICES C COM            254927106        0       500 SH       DEFINED 01                      500
DIRECT FOCUS, INC              COM            254931108     3768     94800 SH       DEFINED 01                    94800
DITECH COMMUNICATIONS CORP     COM            25500M103     6325    154258 SH       DEFINED 01                   154258
DIVERSA CORP                   COM            255064107     1504     55700 SH       DEFINED 01                    55700
DOBSON COMMUNICATIONS CORP     COM            256069105     2542    173100 SH       DEFINED 01                   173100
DOCUMENTUM, INC                COM            256159104     9848    121300 SH       DEFINED 01                   121300
DOLE FOOD, INC                 COM            256605106     4639    309257 SH       DEFINED 01                   309257
DOLLAR GENERAL CORP            COM            256669102    19157   1143696 SH       DEFINED 01                  1143696
DOLLAR THRIFTY AUTOMOTIVE GROU COM            256743105     2991    151418 SH       DEFINED 01                   151418
DOLLAR TREE STORES, INC        COM            256747106    33785    832907 SH       DEFINED 01                   832907
DOMINION RESOURCES, INC        COM            25746U109    95450   1643919 SH       DEFINED 01                  1643919
DOMTAR, INC                    COM            257561100     3908    455800 SH       DEFINED 01                   455800
DONALDSON CO, INC              COM            257651109     6480    294557 SH       DEFINED 01                   294557
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DLJ DIRECT, INC                COM            257661504      881    128200 SH       DEFINED 01                   128200
DONNA KARAN INTERNATIONAL, INC COM            257826107        5       800 SH       DEFINED 01                      800
DONNELLEY (R.R.) & SONS CO     COM            257867101    14337    583708 SH       DEFINED 01                   583708
DORAL FINANCIAL CORP           COM            25811P100     3441    212553 SH       DEFINED 01                   212553
DOT HILL SYSTEMS CORP          COM            25848T109      429     66000 SH       DEFINED 01                    66000
DOUBLECLICK, INC               COM            258609304    23296    728012 SH       DEFINED 01                   728012
DOVER CORP                     COM            260003108    65045   1385772 SH       DEFINED 01                  1385772
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DOW CHEMICAL CO                COM            260543103   126110   5057040 SH       DEFINED 01                  5057040
DOW JONES & CO, INC            COM            260561105     5031     83156 SH       DEFINED 01                    83156
DOWNEY FINANCIAL CORP          COM            261018105     5343    135255 SH       DEFINED 01                   135255
DRESS BARN, INC                COM            261570105     2092     99600 SH       DEFINED 01                    99600
DREXLER TECHNOLOGY CORP        COM            261876106        1        67 SH       DEFINED 01                       67
DREYERS GRAND ICE CREAM, INC   COM            261878102     2405    111544 SH       DEFINED 01                   111544
DRIL-QUIP, INC                 COM            262037104     2712     68000 SH       DEFINED 01                    68000
DRUGSTORE.COM, INC             COM            262241102      334     98900 SH       DEFINED 01                    98900
DSET CORP                      COM            262504103     1489     72200 SH       DEFINED 01                    72200
DSL.NET, INC                   COM            262506108      625    204000 SH       DEFINED 01                   204000
DU PONT (E.I.) DE NEMOURS & CO COM            263534109   315157   7605604 SH       DEFINED 01                  7605604
DUANE READE, INC               COM            263578106     3180    131136 SH       DEFINED 01                   131136
DUKE ENERGY CORP               COM            264399106   219251   2556860 SH       DEFINED 01                  2556860
DUKE-WEEKS REALTY CORP         COM            264411505    19520    809131 SH       DEFINED 01                   809131
MOODY'S CORP                   COM            26483B106    35618   1034287 SH       DEFINED 01                  1034287
DURA AUTOMOTIVE SYSTEMS, INC   COM            265903104      734     79493 SH       DEFINED 01                    79493
DUPONT PHOTOMASKS, INC         COM            26613X101     2861     48698 SH       DEFINED 01                    48698
DURA PHARMACEUTICALS, INC      COM            26632S109    10862    307050 SH       DEFINED 01                   307050
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DUSA PHARMACEUTICALS, INC      COM            266898105     3112    101000 SH       DEFINED 01                   101000
DYCOM INDUSTRIES, INC          COM            267475101    11123    267228 SH       DEFINED 01                   267228
DYNEGY, INC                    COM            26816Q101    89667   1573106 SH       DEFINED 01                  1573106
EEX CORP                       COM            26842V207      927    190208 SH       DEFINED 01                   190208
E4L, INC                       COM            268452109        4     17000 SH       DEFINED 01                    17000
EGL, INC                       COM            268484102     3436    113600 SH       DEFINED 01                   113600
E-LOAN, INC                    COM            26861P107      222     52900 SH       DEFINED 01                    52900
EMC CORP                       COM            268648102  2647116  26704827 SH       DEFINED 01                 26704827
E-MEDSOFT.COM                  COM            26873Q101      705    268600 SH       DEFINED 01                   268600
ENSCO INTERNATIONAL, INC       COM            26874Q100    44346   1159374 SH       DEFINED 01                  1159374
EOG RESOURCES, INC             COM            26875P101    36632    942300 SH       DEFINED 01                   942300
E.PIPHANY, INC                 COM            26881V100    12977    168400 SH       DEFINED 01                   168400
ESS TECHNOLOGY, INC            COM            269151106     2884    201521 SH       DEFINED 01                   201521
E.SPIRE COMMUNICATIONS, INC    COM            269153102     1337    455300 SH       DEFINED 01                   455300
E'TOWN CORP                    COM            269242103     4048     60537 SH       DEFINED 01                    60537
E TRADE GROUP, INC             COM            269246104    27392   1666447 SH       DEFINED 01                  1666447
E-Z-EM, INC (CLASS A)          COM            269305207     1225    169000 SH       DEFINED 01                   169000
E-Z-EM, INC (CLASS B)          COM            269305306     1735    231367 SH       DEFINED 01                   231367
EARTHGRAINS CO                 COM            270319106     5001    271244 SH       DEFINED 01                   271244
EARTHSHELL CORP                COM            27032B100      604    482980 SH       DEFINED 01                   482980
EARTHWEB, INC                  COM            27032C108        4       500 SH       DEFINED 01                      500
EARTHLINK, INC                 COM            270321102     4825    528785 SH       DEFINED 01                   528785
EAST WEST BANCORP, INC         COM            27579R104     2893    147900 SH       DEFINED 01                   147900
EASTERN ENTERPRISES CO         COM            27637F100    10748    168438 SH       DEFINED 01                   168438
EASTGROUP PROPERTIES, INC      COM            277276101     2274    102200 SH       DEFINED 01                   102200
EASTMAN CHEMICAL CO            COM            277432100    20482    554498 SH       DEFINED 01                   554498
EASTMAN KODAK CO               COM            277461109    86891   2125767 SH       DEFINED 01                  2125767
EATON CORP                     COM            278058102    25681    416734 SH       DEFINED 01                   416734
EATON VANCE CORP               COM            278265103    11772    230824 SH       DEFINED 01                   230824
EBAY, INC                      COM            278642103    62275    906638 SH       DEFINED 01                   906638
EBENX CORP                     COM            278668108      434     38400 SH       DEFINED 01                    38400
ECHELON CORP                   COM            27874N105     3976    135365 SH       DEFINED 01                   135365
ECHOSTAR COMMUNICATIONS CORP ( COM            278762109    54853   1039860 SH       DEFINED 01                  1039860
ECLIPSE SURGICAL TECHNOLOGY, I COM            278849104       40     10000 SH       DEFINED 01                    10000
ECLIPSYS CORP                  COM            278856109     4452    278262 SH       DEFINED 01                   278262
ECOLAB, INC                    COM            278865100    27366    758851 SH       DEFINED 01                   758851
EDGEWATER TECHNOLOGY, INC      COM            280358102       11      2100 SH       DEFINED 01                     2100
EDISON INTERNATIONAL CO        COM            281020107    46374   2401252 SH       DEFINED 01                  2401252
EDISON SCHOLLS, INC            COM            281033100     1746     55000 SH       DEFINED 01                    55000
EDUCATION MANAGEMENT CORP      COM            28139T101     4030    149600 SH       DEFINED 01                   149600
J.D. EDWARDS & CO              COM            281667105    10940    422800 SH       DEFINED 01                   422800
EDWARDS LIFESCIENCES CORP      COM            28176E108     8389    384605 SH       DEFINED 01                   384605
EDWARDS (A.G.), INC            COM            281760108    22813    436092 SH       DEFINED 01                   436092
EFFICIENT NETWORKS, INC        COM            282056100     5824    156100 SH       DEFINED 01                   156100
EGAIN COMMUNICATIONS CORP      COM            28225C103     1544    164100 SH       DEFINED 01                   164100
EGGHEAD.COM, INC               COM            282329101       21      9129 SH       DEFINED 01                     9129
EGLOBE, INC                    COM            282339100      438    359487 SH       DEFINED 01                   359487
EL PASO ELECTRIC CO            COM            283677854     4535    329322 SH       DEFINED 01                   329322
EL PASO ENERGY CORP            COM            283905107    87189   1414832 SH       DEFINED 01                  1414832
ELANTEC SEMICONDUCTOR, INC     COM            284155108     9131     91650 SH       DEFINED 01                    91650
ELCOR CORP                     COM            284443108     2006    138350 SH       DEFINED 01                   138350
ELDER BEERMAN STORES CORP      COM            284470101        8      1700 SH       DEFINED 01                     1700
ELECTRIC LIGHTWAVE (CLASS A)   COM            284895109      660     77700 SH       DEFINED 01                    77700
ELECTRO RENT CORP              COM            285218103       79      6200 SH       DEFINED 01                     6200
ELECTRO SCIENTIFIC INDUSTRIES, COM            285229100     7450    212100 SH       DEFINED 01                   212100
ELECTROGLAS, INC               COM            285324109     2691    157700 SH       DEFINED 01                   157700
ELECTRONIC ARTS, INC           COM            285512109    41045    831300 SH       DEFINED 01                   831300
ELECTRONIC DATA SYSTEMS CORP   COM            285661104   138729   3342856 SH       DEFINED 01                  3342856
ELECTRONICS BOUTIQUE HOLDINGS  COM            286045109      729     33900 SH       DEFINED 01                    33900
ELECTRONICS FOR IMAGING, INC   COM            286082102     6688    264859 SH       DEFINED 01                   264859
ELOT, INC                      COM            290143106       49     30200 SH       DEFINED 01                    30200
ELOYALTY CORP                  COM            290151109     4357    341725 SH       DEFINED 01                   341725
EMAGIN CORP                    COM            29076N107     1532    142600 SH       DEFINED 01                   142600
EMACHINES, INC                 COM            29076P102      128    124300 SH       DEFINED 01                   124300
EMBARCADERO TECHNOLOGIES, INC  COM            290787100     1603     31200 SH       DEFINED 01                    31200
EMCOR GROUP, INC               COM            29084Q100     1248     48000 SH       DEFINED 01                    48000
EMCORE CORP                    COM            290846104     7309    175800 SH       DEFINED 01                   175800
EMERGE INTERACTIVE, INC        COM            29088W103      782     49270 SH       DEFINED 01                    49270
EMERSON ELECTRIC CO            COM            291011104   192794   2877516 SH       DEFINED 01                  2877516
EMISPHERE TECHNOLOGIES, INC    COM            291345106     3254    108700 SH       DEFINED 01                   108700
EMMIS COMMUNICATIONS CORP (CLA COM            291525103     5596    226100 SH       DEFINED 01                   226100
EMPIRE DISTRICT ELECTRIC CO    COM            291641108     1753     66781 SH       DEFINED 01                    66781
EMULEX CORP                    COM            292475209    43684    356600 SH       DEFINED 01                   356600
ENBRIDGE, INC                  COM            29250N105    10096    445098 SH       DEFINED 01                   445098
ENCOMPASS SERVICES CORP        COM            29255U104     2882    354767 SH       DEFINED 01                   354767
ENCORE WIRE CORP               COM            292562105       43      6050 SH       DEFINED 01                     6050
ENDO PHARMACEUTICALS, INC WTS                 29264F114      229     91400 SH       DEFINED 01                    91400
ENDO PHARMACEUTICALS, INC      COM            29264F205      662     67500 SH       DEFINED 01                    67500
ENDOCARE, INC                  COM            29264P104     1462     74000 SH       DEFINED 01                    74000
ENERGEN CORP                   COM            29265N108     7285    244886 SH       DEFINED 01                   244886
ENERGY CONVERSION DEVICES, INC COM            292659109     3419     91950 SH       DEFINED 01                    91950
ENERGY EAST CORP               COM            29266M109    15911    703245 SH       DEFINED 01                   703245
ENERGIZER HOLDINGS, INC        COM            29266R108    43449   1773431 SH       DEFINED 01                  1773431
ENGAGE, INC                    COM            292827102     1926    237000 SH       DEFINED 01                   237000
ENGELHARD CORP                 COM            292845104    11355    698755 SH       DEFINED 01                   698755
ENERGYNORTH, INC               COM            292925104      140      2300 SH       DEFINED 01                     2300
ENESCO GROUP, INC              COM            292973104       69     11700 SH       DEFINED 01                    11700
ENHANCE FINANCIAL SERVICES GRO COM            293310108     2257    173600 SH       DEFINED 01                   173600
ENRON CORP                     COM            293561106   492820   5624195 SH       DEFINED 01                  5624195
ENTERCOM COMMUNICATIONS CORP   COM            293639100     4682    156400 SH       DEFINED 01                   156400
ENTERGY CORP                   COM            29364G103    50880   1365898 SH       DEFINED 01                  1365898
ENTERTAINMENT PROPERTIES TRUST COM            29380T105     1061     99900 SH       DEFINED 01                    99900
ENTREMED, INC                  COM            29382F103     2990    107261 SH       DEFINED 01                   107261
ENTRUST TECHNOLOGIES, INC      COM            293848107     6078    220030 SH       DEFINED 01                   220030
ENZON, INC                     COM            293904108    19127    289796 SH       DEFINED 01                   289796
ENVISION DEVELOPMENT CORP      COM            29410N102       56      5100 SH       DEFINED 01                     5100
ENZO BIOCHEM, INC              COM            294100102     8093    166866 SH       DEFINED 01                   166866
EPICOR SOFTWARE CORP           COM            29426L108        0        29 SH       DEFINED 01                       29
EPICEDGE, INC                  COM            29426X102      159     57900 SH       DEFINED 01                    57900
ORASURE TECHNOLOGIES INC       COM            294261102        3       263 SH       DEFINED 01                      263
EPLUS, INC                     COM            294268107      699     34100 SH       DEFINED 01                    34100
EPRESENCE, INC                 COM            294348107      754    111700 SH       DEFINED 01                   111700
EPRISE CORP                    COM            294352109      288     33400 SH       DEFINED 01                    33400
EQUIFAX, INC                   COM            294429105    29796   1106107 SH       DEFINED 01                  1106107
EQUITABLE RESOURCES, INC       COM            294549100    19373    305694 SH       DEFINED 01                   305694
EQUITY INNS, INC               COM            294703103      846    127700 SH       DEFINED 01                   127700
EQUITY OFFICE PROPERTIES TRUST COM            294741103    67339   2167861 SH       DEFINED 01                  2167861
EQUITY OIL CO                  COM            294749106      553    182480 SH       DEFINED 01                   182480
EQUITY RESIDENTIAL PROPERTIES  COM            29476L107    39697    827019 SH       DEFINED 01                   827019
ERICSSON TELEFON (LM) SERIES B ADR            294821400    36811   2485100 SH       DEFINED 01                  2485100
ERIE INDEMNITY CO (CLASS A)    COM            29530P102     5097    173500 SH       DEFINED 01                   173500
ESCO TECHNOLOGIES, INC         COM            296315104       26      1500 SH       DEFINED 01                     1500
ESHARE COMMUNICATIONS, INC     COM            296428105        6      2300 SH       DEFINED 01                     2300
ESPEED, INC                    COM            296643109     1877     66000 SH       DEFINED 01                    66000
ESSEX PROPERTY TRUST, INC      COM            297178105     6368    115000 SH       DEFINED 01                   115000
ESTERLINE CORP                 COM            297425100     2170    110220 SH       DEFINED 01                   110220
ETHAN ALLEN INTERIORS, INC     COM            297602104     7732    273100 SH       DEFINED 01                   273100
ETHYL CORP                     COM            297659104      219    152500 SH       DEFINED 01                   152500
ETOYS, INC                     COM            297862104     2297    429935 SH       DEFINED 01                   429935
EVERGREEN RESOURCES, INC       COM            299900308     3169     91200 SH       DEFINED 01                    91200
EXABYTE CORP                   COM            300615101       15      1300 SH       DEFINED 01                     1300
EXAR CORP                      COM            300645108    15138    125110 SH       DEFINED 01                   125110
EXCALIBUR TECHNOLOGIES CORP    COM            300651205     5990     89150 SH       DEFINED 01                    89150
EXCEL LEGACY CORP     09.0000                 300665AA4        5      6000 PRN      DEFINED 01                     6000
EXCEL TECHNOLOGY, INC          COM            30067T103     2225     69400 SH       DEFINED 01                    69400
EXCELON CORP                   COM            300691102     1991    160900 SH       DEFINED 01                   160900
EXCHANGE APPLICATIONS, INC     COM            300867108      842    185900 SH       DEFINED 01                   185900
EXELIXIS, INC                  COM            30161Q104     1980     63100 SH       DEFINED 01                    63100
EXTENDED SYSTEMS, INC          COM            301973103     2929     54500 SH       DEFINED 01                    54500
EXIDE CORP                     COM            302051107     1100    121400 SH       DEFINED 01                   121400
EXODUS COMMUNICATIONS, INC     COM            302088109   203217   4115790 SH       DEFINED 01                  4115790
EXPEDIA, INC                   COM            302125109      516     39700 SH       DEFINED 01                    39700
EXPEDITORS INTERNATIONAL OF WA COM            302130109    16362    363100 SH       DEFINED 01                   363100
EXPRESS SCRIPTS, INC           COM            302182100     9255    128100 SH       DEFINED 01                   128100
EXTENDED STAY AMERICA, INC     COM            30224P101     6138    463280 SH       DEFINED 01                   463280
EXTENSITY, INC                 COM            302255104      628     29900 SH       DEFINED 01                    29900
EXTREME NETWORKS, INC          COM            30226D106    79558    694826 SH       DEFINED 01                   694826
EXXON MOBIL CORP               COM            30231G102  2988507  33531632 SH       DEFINED 01                 33531632
F & M BANCORP, INC (MARYLAND)  COM            302367107      458     23110 SH       DEFINED 01                    23110
F & M NATIONAL CORP            COM            302374103     3612    147789 SH       DEFINED 01                   147789
FBL FINANCIAL GROUP, INC (CLAS COM            30239F106     2898    178329 SH       DEFINED 01                   178329
FEI CO                         COM            30241L109     2277    105000 SH       DEFINED 01                   105000
FMC CORP                       COM            302491303     8481    126467 SH       DEFINED 01                   126467
F.N.B. CORP                    COM            302520101     1608     75251 SH       DEFINED 01                    75251
FPIC INSURANCE GROUP, INC      COM            302563101       14      1000 SH       DEFINED 01                     1000
FPL GROUP, INC                 COM            302571104    65562    997148 SH       DEFINED 01                   997148
FSI INTERNATIONAL, INC         COM            302633102     2653    186200 SH       DEFINED 01                   186200
F.Y.I., INC                    COM            302712104     3476     93000 SH       DEFINED 01                    93000
FAB INDUSTRIES, INC            COM            302747100      132     12396 SH       DEFINED 01                    12396
FACTORY 2-U STORES, INC        COM            303072102     2916     95400 SH       DEFINED 01                    95400
FACTSET RESEARCH SYSTEMS, INC  COM            303075105     5704    151696 SH       DEFINED 01                   151696
FAIR ISSAC & CO, INC           COM            303250104     4287    100427 SH       DEFINED 01                   100427
FAIRCHILD SEMICONDUCTOR INT'L, COM            303726103    14108    501600 SH       DEFINED 01                   501600
FAIRFIELD COMMUNITIES, INC     COM            304231301     2994    295700 SH       DEFINED 01                   295700
FAMILY DOLLAR STORES, INC      COM            307000109    22512   1169480 SH       DEFINED 01                  1169480
FANSTEEL, INC                  COM            307260109      767    219000 SH       DEFINED 01                   219000
FARMER BROTHERS CO             COM            307675108       18       100 SH       DEFINED 01                      100
FARM FAMILY HOLDINGS, INC      COM            307901108        3       100 SH       DEFINED 01                      100
FARMERS CAPITAL BANK CORP      COM            309562106      291      8100 SH       DEFINED 01                     8100
FATBRAIN.COM, INC              COM            311889109        4      1100 SH       DEFINED 01                     1100
FASTENAL CO                    COM            311900104    11886    206270 SH       DEFINED 01                   206270
FEDDERS CORP                   COM            313135105      714    184370 SH       DEFINED 01                   184370
FEDDERS CORP (CLASS A)         COM            313135303      509    153550 SH       DEFINED 01                   153550
FEDERAL AGRICULTURAL MORTGAGE  COM            313148306        9       500 SH       DEFINED 01                      500
FREDDIE MAC                    COM            313400301   272968   5049117 SH       DEFINED 01                  5049117
FEDERAL-MOGUL CORP             COM            313549107     2301    423223 SH       DEFINED 01                   423223
FEDERAL NATIONAL MORTGAGE ASSO COM            313586109   528650   7393703 SH       DEFINED 01                  7393703
FEDERAL REALTY INVESTMENT TRUS COM            313747206     4917    257116 SH       DEFINED 01                   257116
FEDERAL SIGNAL CORP            COM            313855108     5132    258214 SH       DEFINED 01                   258214
FEDERATED DEPARTMENT STORES, I COM            31410H101    44127   1689087 SH       DEFINED 01                  1689087
FEDERATED INVESTORS, INC       COM            314211103    18440    745050 SH       DEFINED 01                   745050
FEDEX CORP                     COM            31428X106    88526   1996534 SH       DEFINED 01                  1996534
FELCOR LODGING TRUST, INC      COM            31430F101     6818    294819 SH       DEFINED 01                   294819
FERRO CORP                     COM            315405100     4455    233703 SH       DEFINED 01                   233703
F5 NETWORKS, INC               COM            315616102     2879     84682 SH       DEFINED 01                    84682
FIBERNET TELECOM GROUP, INC    COM            315653105     1082     63900 SH       DEFINED 01                    63900
FIDELITY HOLDINGS, INC         COM            31617J306        0        50 SH       DEFINED 01                       50
FIDELITY NATIONAL FINANCIAL, I COM            316326107    11049    446409 SH       DEFINED 01                   446409
FIFTH THIRD BANCORP            COM            316773100   136875   2540608 SH       DEFINED 01                  2540608
FILENET CORP                   COM            316869106     4711    258997 SH       DEFINED 01                   258997
FINANCIAL FEDERAL CORP         COM            317492106     1771     73200 SH       DEFINED 01                    73200
FINISAR CORP                   COM            31787A101    22323    461458 SH       DEFINED 01                   461458
FINET.COM, INC                 COM            317922300       30     64900 SH       DEFINED 01                    64900
FINISH LINE, INC (CLASS A)     COM            317923100       23      3200 SH       DEFINED 01                     3200
FINOVA GROUP, INC              COM            317928109     2883    397710 SH       DEFINED 01                   397710
FIREPOND, INC                  COM            318224102      550     37900 SH       DEFINED 01                    37900
FIRST AMERICAN CORP            COM            318522307     7382    353648 SH       DEFINED 01                   353648
FIRST BANCORP (PUERTO RICO)    COM            318672102     4321    176817 SH       DEFINED 01                   176817
FIRST BUSEY CORP               COM            319383105       20      1100 SH       DEFINED 01                     1100
FIRST CHARTER CORP             COM            319439105     1320     91400 SH       DEFINED 01                    91400
FIRST CITIZENS BANCSHARES, INC COM            31946M103     2483     34700 SH       DEFINED 01                    34700
FIRST COMMONWEALTH FINANCIAL C COM            319829107     2227    229864 SH       DEFINED 01                   229864
FIRST CONSULTING GROUP, INC    COM            31986R103      703    126411 SH       DEFINED 01                   126411
FIRST FEDERAL CAPITAL CORP     COM            319960100      726     59000 SH       DEFINED 01                    59000
FIRST DATA CORP                COM            319963104   121187   3102382 SH       DEFINED 01                  3102382
FIRST FINANCIAL BANKSHARES, IN COM            32020R109      221      6880 SH       DEFINED 01                     6880
FIRST FINANCIAL BANCORP        COM            320209109     2433    154492 SH       DEFINED 01                   154492
FIRST FINANCIAL CORP (INDIANA) COM            320218100      128      4200 SH       DEFINED 01                     4200
FIRST FINANCIAL HOLDINGS, INC  COM            320239106     1118     73000 SH       DEFINED 01                    73000
FIRST INDUSTRIAL REALTY TRUST, COM            32054K103     7930    257900 SH       DEFINED 01                   257900
FIRST INDIANA CORP             COM            32054R108      959     36800 SH       DEFINED 01                    36800
FIRST MERCHANTS CORP           COM            320817109      607     27450 SH       DEFINED 01                    27450
FIRST MIDWEST BANCORP, INC     COM            320867104     7018    263569 SH       DEFINED 01                   263569
FIRST HEALTH GROUP CORP        COM            320960107    11958    370780 SH       DEFINED 01                   370780
FIRST NIAGARA FINANCIAL GROUP, COM            33582U100      197     21300 SH       DEFINED 01                    21300
FIRST SECURITY CORP            COM            336294103    20678   1267590 SH       DEFINED 01                  1267590
FIRST SENTINEL BANCORP, INC    COM            33640T103      993    104200 SH       DEFINED 01                   104200
FIRST SOURCE CORP              COM            336901103      761     36226 SH       DEFINED 01                    36226
FIRST TENNESSEE NATIONAL CORP  COM            337162101    17681    865147 SH       DEFINED 01                   865147
FIRST UNION CORP               COM            337358105   203862   6333582 SH       DEFINED 01                  6333582
FIRST VIRGINIA BANKS, INC      COM            337477103    15162    355705 SH       DEFINED 01                   355705
BANNER CORP                    COM            33748T104      318     20260 SH       DEFINED 01                    20260
FIRST WASHINGTON REALTY TRUST, COM            337489504     1142     45000 SH       DEFINED 01                    45000
FIRSTWORLD COMMUNICATIONS      COM            337625305      134     66400 SH       DEFINED 01                    66400
FIRSTAR CORP                   COM            33763V109   268265  11989492 SH       DEFINED 01                 11989492
FISERV, INC                    COM            337738108    53329    890680 SH       DEFINED 01                   890680
FIRSTFED FINANCIAL CORP        COM            337907109     5415    235450 SH       DEFINED 01                   235450
FIRSTMERIT CORP                COM            337915102    12111    528008 SH       DEFINED 01                   528008
FLAGSTAR BANCORP, INC          COM            337930101      331     27000 SH       DEFINED 01                    27000
FIRSTENERGY CORP               COM            337932107    39557   1468463 SH       DEFINED 01                  1468463
FISHER SCIENTIFIC INTERNATIONA COM            338032204     7701    228172 SH       DEFINED 01                   228172
FLEETBOSTON FINANCIAL CORP     COM            339030108   458664  11760619 SH       DEFINED 01                 11760619
FLEETWOOD ENTERPRISES, INC     COM            339099103     2928    215900 SH       DEFINED 01                   215900
FLORIDA EAST COAST INDUSTRIES, COM            340632108     8553    208601 SH       DEFINED 01                   208601
FLORIDA PROGRESS CORP          COM            341109106    28435    537139 SH       DEFINED 01                   537139
FLORIDA ROCK INDUSTRIES, INC   COM            341140101     4123    104538 SH       DEFINED 01                   104538
FLOWERS INDUSTRIES, INC        COM            343496105    12976    665425 SH       DEFINED 01                   665425
FLOWSERVE CORP                 COM            34354P105     4596    279615 SH       DEFINED 01                   279615
FLUOR CORP                     COM            343861100    14450    481652 SH       DEFINED 01                   481652
FOAMEX INTERNATIONAL, INC      COM            344123104      333     53300 SH       DEFINED 01                    53300
FOCAL COMMUNICATIONS CORP      COM            344155106     1777    115100 SH       DEFINED 01                   115100
FOOTSTAR, INC                  COM            344912100     3914    121138 SH       DEFINED 01                   121138
FORCENERGY, INC (NEW)          COM            345206205     2093     80114 SH       DEFINED 01                    80114
FORD MOTOR CO (NEW)            COM            345370860   296179  11700891 SH       DEFINED 01                 11700891
FOREST CITY ENTERPRISES, INC ( COM            345550107     2880     80000 SH       DEFINED 01                    80000
FOREST LABORATORIES, INC       COM            345838106    67458    588192 SH       DEFINED 01                   588192
FOREST OIL CORP                COM            346091606     4005    247434 SH       DEFINED 01                   247434
FORRESTER RESEARCH, INC        COM            346563109     5157     80900 SH       DEFINED 01                    80900
FORT JAMES CORP                COM            347471104    68891   2254108 SH       DEFINED 01                  2254108
FORTUNE BRANDS, INC            COM            349631101    29093   1097857 SH       DEFINED 01                  1097857
FORWARD AIR CORP               COM            349853101     3681    104600 SH       DEFINED 01                   104600
FOSSIL, INC                    COM            349882100     1521    114250 SH       DEFINED 01                   114250
FOSTER WHEELER CORP            COM            350244109     1728    238402 SH       DEFINED 01                   238402
HEALTH NET, INC                COM            350404109    10772    647946 SH       DEFINED 01                   647946
FOUNDRY NETWORKS, INC          COM            35063R100    92041   1375032 SH       DEFINED 01                  1375032
4 KIDS ENTERTAINMENT, INC      COM            350865101     1109     65700 SH       DEFINED 01                    65700
FOUR SEASONS HOTELS, INC       COM            35100E104     6175     83100 SH       DEFINED 01                    83100
FOX ENTERTAINMENT GROUP, INC   COM            35138T107    22933    865400 SH       DEFINED 01                   865400
FRANCHISE FINANCE CORP OF AMER COM            351807102     8463    376145 SH       DEFINED 01                   376145
FRANKLIN ELECTRIC CO, INC      COM            353514102      952     13800 SH       DEFINED 01                    13800
FRANKLIN RESOURCES, INC        COM            354613101    42457    955591 SH       DEFINED 01                   955591
FRED'S, INC                    COM            356108100      149      6650 SH       DEFINED 01                     6650
FREEMARKETS, INC               COM            356602102     1457     25500 SH       DEFINED 01                    25500
FREEPORT-MCMORAN COPPER & GOLD COM            35671D105     5438    659124 SH       DEFINED 01                   659124
FREEPORT-MCMORAN COPPER & GOLD COM            35671D857     2777    315147 SH       DEFINED 01                   315147
FREMONT GENERAL CORP           COM            357288109     1265    367860 SH       DEFINED 01                   367860
FRENCH FRAGRANCES, INC         COM            357658103        1       100 SH       DEFINED 01                      100
FRESENIUS MEDICAL CARE AG. ADR ADR            358029106        0        10 SH       DEFINED 01                       10
FRIEDMAN, BILLINGS, RAMSEY GRO COM            358433100     1386    148801 SH       DEFINED 01                   148801
FRISCH'S RESTAURANTS, INC      COM            358748101     1802    174784 SH       DEFINED 01                   174784
FRITZ COS, INC                 COM            358846103     1750    145800 SH       DEFINED 01                   145800
FRONTIER AIRLINES, INC         COM            359065109     2451    126100 SH       DEFINED 01                   126100
FRONTIER FINANCIAL CORP        COM            35907K105      811     43100 SH       DEFINED 01                    43100
FRONTIER INSURANCE GROUP, INC  COM            359081106        0       600 SH       DEFINED 01                      600
FRONTIER OIL CORP              COM            35914P105      399     54100 SH       DEFINED 01                    54100
FRONTLINE CAPITAL GROUP, INC   COM            35921N101     3068    186642 SH       DEFINED 01                   186642
FUELCELL ENERGY, INC           COM            35952H106     5084     52830 SH       DEFINED 01                    52830
FULLER (H.B.) CO               COM            359694106     3039    105706 SH       DEFINED 01                   105706
FULTON FINANCIAL CORP          COM            360271100     9321    470467 SH       DEFINED 01                   470467
FURNITURE BRANDS INTERNATIONAL COM            360921100     5307    319188 SH       DEFINED 01                   319188
FUTURELINK CORP                COM            36114Q208      769    251200 SH       DEFINED 01                   251200
G & K SERVICES, INC (CLASS A)  COM            361268105     3672    130850 SH       DEFINED 01                   130850
GATX CORP                      COM            361448103    12445    297200 SH       DEFINED 01                   297200
GBC BANCORP                    COM            361475106     3648    107100 SH       DEFINED 01                   107100
GC COS, INC                    COM            36155Q109      101     33531 SH       DEFINED 01                    33531
GPU, INC                       COM            36225X100    22534    694694 SH       DEFINED 01                   694694
GSI LUMONICS, INC              COM            36229U102    11485    698200 SH       DEFINED 01                   698200
GABELLI ASSET MANAGEMENT, INC  COM            36239Y102      129      4300 SH       DEFINED 01                     4300
GABLES RESIDENTIAL TRUST       COM            362418105     4222    155300 SH       DEFINED 01                   155300
GADZOOX NETWORKS, INC          COM            362555104      512     71800 SH       DEFINED 01                    71800
GALILEO INTERNATIONAL, INC     COM            363547100     5236    337800 SH       DEFINED 01                   337800
GALLAGHER (ARTHUR J.) & CO     COM            363576109    15538    262800 SH       DEFINED 01                   262800
GANNETT CO, INC                COM            364730101   106316   2005967 SH       DEFINED 01                  2005967
GAP, INC                       COM            364760108    87324   4339090 SH       DEFINED 01                  4339090
GARDNER DENVER, INC            COM            365558105     1352     83191 SH       DEFINED 01                    83191
GARTNER GROUP, INC (CLASS A)   COM            366651107     3687    317122 SH       DEFINED 01                   317122
GARTNER GROUP, INC (CLASS B)   COM            366651206     3054    280831 SH       DEFINED 01                   280831
GASONICS INTERNATIONAL CORP    COM            367278108     1171     95600 SH       DEFINED 01                    95600
GATEWAY, INC                   COM            367626108    56293   1204136 SH       DEFINED 01                  1204136
GAYLORD ENTERTAINMENT CO       COM            367905106      772     32336 SH       DEFINED 01                    32336
GAYLORD CONTAINER CO           COM            368145108     1009    597988 SH       DEFINED 01                   597988
GELTEX PHARMACEUTICALS, INC    COM            368538104     5589    119400 SH       DEFINED 01                   119400
GEMSTAR-TV GUIDE INTERNATIONAL COM            36866W106    35723    409728 SH       DEFINED 01                   409728
GENCORP, INC                   COM            368682100     1727    212524 SH       DEFINED 01                   212524
GENE LOGIC, INC                COM            368689105     4578    199050 SH       DEFINED 01                   199050
GENENTECH, INC                 COM            368710406   242387   1305350 SH       DEFINED 01                  1305350
GENERAL CABLE CORP             COM            369300108     1464    193579 SH       DEFINED 01                   193579
GENERAL CHEMICAL GROUP, INC    COM            369332101        3      3361 SH       DEFINED 01                     3361
GENERAL COMMUNICATION, INC (CL COM            369385109     1653    231000 SH       DEFINED 01                   231000
GENERAL DATACOMM INDUSTRIES, I COM            369487103        0        57 SH       DEFINED 01                       57
GENERAL DYNAMICS CORP          COM            369550108   132510   2109605 SH       DEFINED 01                  2109605
GENERAL ELECTRIC CO            COM            369604103  5929572 102787811 SH       DEFINED 01                102787811
GENERAL GROWTH PROPERTIES, INC COM            370021107    10277    319300 SH       DEFINED 01                   319300
GENERAL MAGIC, INC             COM            370253106        0        20 SH       DEFINED 01                       20
GENERAL MILLS, INC             COM            370334104    70282   1979774 SH       DEFINED 01                  1979774
GENERAL MOTORS CORP            COM            370442105   243583   3747431 SH       DEFINED 01                  3747431
GENERAL MOTORS CORP (CLASS H)  COM            370442832   470137  12644878 SH       DEFINED 01                 12644878
GENERAL SEMICONDUCTOR, INC     COM            370787103     3248    266500 SH       DEFINED 01                   266500
GENESCO, INC                   COM            371532102     2813    166100 SH       DEFINED 01                   166100
GENTEX CORP                    COM            371901109    14369    574750 SH       DEFINED 01                   574750
GENLYTE GROUP, INC             COM            372302109     1178     46100 SH       DEFINED 01                    46100
GENOMIC SOLUTIONS, INC         COM            37243R109      146      8500 SH       DEFINED 01                     8500
GENOME THERAPEUTICS CORP       COM            372430108     3247    157900 SH       DEFINED 01                   157900
GENRAD, INC                    COM            372447102     2006    182400 SH       DEFINED 01                   182400
GENTA, INC                     COM            37245M207     1001    104700 SH       DEFINED 01                   104700
GENTEK, INC                    COM            37245X104      218     14294 SH       DEFINED 01                    14294
GENZYME TRANSGENICS CORP       COM            37246E105     4907    139200 SH       DEFINED 01                   139200
GENUINE PARTS CO               COM            372460105    25396   1332246 SH       DEFINED 01                  1332246
GENTIVA HEALTH SERVICES, INC   COM            37247A102     1346    105568 SH       DEFINED 01                   105568
GENZYME CORP (GENERAL DIVISION COM            372917104    37087    543896 SH       DEFINED 01                   543896
GENZYME CORP (TISSUE REPAIR DI COM            372917401       50     12284 SH       DEFINED 01                    12284
GENZYME-MOLECULAR ONCOLOGY     COM            372917500      225     16221 SH       DEFINED 01                    16221
GENZYME SURGICAL PRODUCTS      COM            372917609       37      4887 SH       DEFINED 01                     4887
GEORGIA GULF CORP              COM            373200203     2486    217381 SH       DEFINED 01                   217381
GEORGIA-PACIFIC CORP (PACKING  COM            373298108    19427    826698 SH       DEFINED 01                   826698
GEORGIA-PACIFIC CORP (TIMBER G COM            373298702    14499    539500 SH       DEFINED 01                   539500
GEOWORKS CORP                  COM            373692102      677     91800 SH       DEFINED 01                    91800
GERBER SCIENTIFIC, INC         COM            373730100     1193    138295 SH       DEFINED 01                   138295
GERON CORP                     COM            374163103     4625    163000 SH       DEFINED 01                   163000
GETTHERE, INC                  COM            374266104      706     39900 SH       DEFINED 01                    39900
GETTY IMAGES, INC              COM            374276103     7346    241357 SH       DEFINED 01                   241357
GETTY PETROLEUM MARKETING, INC COM            374292100      338     91638 SH       DEFINED 01                    91638
GETTY REALTY HOLDINGS CORP     COM            374297109     2556    223438 SH       DEFINED 01                   223438
GIBRALTAR STEEL CORP           COM            37476F103     1718    104100 SH       DEFINED 01                   104100
GILEAD SCIENCES, INC           COM            375558103    35686    325340 SH       DEFINED 01                   325340
GILLETTE CO                    COM            375766102   347170  11244367 SH       DEFINED 01                 11244367
GLACIER BANCORP, INC           COM            37637Q105        8       730 SH       DEFINED 01                      730
GLATFELTER (P.H.) CO           COM            377316104     2184    180148 SH       DEFINED 01                   180148
GLAXO WELLCOME PLC (SPONS ADR) ADR            37733W105    77451   1281500 SH       DEFINED 01                  1281500
GLENAYRE TECHNOLOGIES, INC     COM            377899109     4664    428874 SH       DEFINED 01                   428874
GLENBOROUGH REALTY TRUST, INC  COM            37803P105     3400    188900 SH       DEFINED 01                   188900
GLIATECH, INC                  COM            37929C103      454     72700 SH       DEFINED 01                    72700
GLIMCHER REALTY TRUST          COM            379302102     2262    151400 SH       DEFINED 01                   151400
GLOBAL INDUSTRIES LTD          COM            379336100     5641    451314 SH       DEFINED 01                   451314
GLOBAL IMAGING SYSTEMS, INC    COM            37934A100       56      9600 SH       DEFINED 01                     9600
GLOBAL MARINE, INC             COM            379352404    35013   1134040 SH       DEFINED 01                  1134040
GLOBAL TELESYSTEMS, INC        COM            37936U104     7008   1535944 SH       DEFINED 01                  1535944
GLOBAL SPORTS, INC             COM            37937A107       32      4100 SH       DEFINED 01                     4100
GLOBALNETFINANCIAL.COM, INC    COM            37937R209      799    126600 SH       DEFINED 01                   126600
GLOBIX CORP                    COM            37957F101     3688    158200 SH       DEFINED 01                   158200
GLOBESPAN, INC                 COM            379571102    63069    516958 SH       DEFINED 01                   516958
GOLD BANC CORP, INC            COM            379907108      868    169400 SH       DEFINED 01                   169400
GOAMERICA, INC                 COM            38020R106      696     78700 SH       DEFINED 01                    78700
GOLDEN ENTERPRISES, INC        COM            381010107      420    115879 SH       DEFINED 01                   115879
GOLDEN STATE BANCORP, INC      COM            381197102    38181   1616139 SH       DEFINED 01                  1616139
GOLDEN STATE BANCORP, INC WTS                 381197136      908    744800 SH       DEFINED 01                   744800
GOLDEN TELECOM, INC            COM            38122G107      398     22900 SH       DEFINED 01                    22900
GOLDEN WEST FINANCIAL CORP     COM            381317106    42632    795000 SH       DEFINED 01                   795000
THE GOLDMAN SACHS GROUP, INC   COM            38141G104   144758   1270500 SH       DEFINED 01                  1270500
GOODRICH (B.F.) CO             COM            382388106    20498    523086 SH       DEFINED 01                   523086
GOODYEAR TIRE & RUBBER CO      COM            382550101    14395    799731 SH       DEFINED 01                   799731
GOODY'S FAMILY CLOTHING, INC   COM            382588101        7      1700 SH       DEFINED 01                     1700
GOTO.COM, INC                  COM            38348T107     3010    182446 SH       DEFINED 01                   182446
GOTTSCHALKS, INC               COM            383485109     1349    220200 SH       DEFINED 01                   220200
GO2NET, INC                    COM            383486107    11064    203883 SH       DEFINED 01                   203883
GRACE W.R. & CO                COM            38388F108     3007    437400 SH       DEFINED 01                   437400
GRACO, INC                     COM            384109104     6112    189504 SH       DEFINED 01                   189504
GRADCO SYSTEMS, INC            COM            384111100        2      1262 SH       DEFINED 01                     1262
GRAINGER (W.W.), INC           COM            384802104    16048    609883 SH       DEFINED 01                   609883
GRANITE CONSTRUCTION, INC      COM            387328107     2877    118649 SH       DEFINED 01                   118649
GRANT PRIDECO, INC             COM            38821G101    16461    750340 SH       DEFINED 01                   750340
GRAPHIC PACKAGING INTERNATIONA COM            388690109        3      1400 SH       DEFINED 01                     1400
GREAT AMERICAN FINANCIAL RESOU COM            389915109     3239    176901 SH       DEFINED 01                   176901
GREAT ATLANTIC & PACIFIC TEA C COM            390064103     1224    110600 SH       DEFINED 01                   110600
GREAT LAKES CHEMICAL CORP      COM            390568103     8785    299700 SH       DEFINED 01                   299700
GREAT LAKES REIT, INC          COM            390752103     1412     81284 SH       DEFINED 01                    81284
GREAT SOUTHERN BANCORP         COM            390905107       11       700 SH       DEFINED 01                      700
GREAT PLAINS SOFTWARE, INC     COM            39119E105     2582     91816 SH       DEFINED 01                    91816
GREATER BAY BANCORP            COM            391648102    10270    147900 SH       DEFINED 01                   147900
GREENPOINT FINANCIAL CORP      COM            395384100    16033    541196 SH       DEFINED 01                   541196
GREIF BROTHERS CORP (CLASS A)  COM            397624107     1513     45500 SH       DEFINED 01                    45500
GREY GLOBAL GROUP, INC         COM            39787M108      186       300 SH       DEFINED 01                      300
GREY WOLF, INC                 COM            397888108     8103   1409299 SH       DEFINED 01                  1409299
GRIC COMMUNICATIONS, INC       COM            398081109      291     40100 SH       DEFINED 01                    40100
GRIFFON CORP                   COM            398433102     1133    149862 SH       DEFINED 01                   149862
GROUP 1 AUTOMOTIVE, INC        COM            398905109     1244    114400 SH       DEFINED 01                   114400
CGI GROUP, INC                 COM            39945C109     1122    144300 SH       DEFINED 01                   144300
GTECH HOLDINGS CORP            COM            400518106     4248    256479 SH       DEFINED 01                   256479
GUESS ?, INC                   COM            401617105      579     51500 SH       DEFINED 01                    51500
GUIDANT CORP                   COM            401698105   240189   3397901 SH       DEFINED 01                  3397901
GUILFORD PHARMACEUTICALS, INC  COM            401829106    31711   1375000 SH       DEFINED 01                  1375000
GUITAR CENTER, INC             COM            402040109     2019    164000 SH       DEFINED 01                   164000
GULF CANADA RESOURCES LTD      COM            40218L305     4064    769147 SH       DEFINED 01                   769147
GULF ISLAND FABRICATION, INC   COM            402307102      171      9675 SH       DEFINED 01                     9675
GYMBOREE CORP                  COM            403777105        2       400 SH       DEFINED 01                      400
HMT TECHNOLOGY CORP            COM            403917107       23      6600 SH       DEFINED 01                     6600
HCA-THE HEALTHCARE CO          COM            404119109   144094   3881316 SH       DEFINED 01                  3881316
HCC INSURANCE HOLDINGS, INC    COM            404132102     5423    267000 SH       DEFINED 01                   267000
HNC SOFTWARE, INC              COM            40425P107    14028    171470 SH       DEFINED 01                   171470
HRPT PROPERTIES TRUST          COM            40426W101     5933    847500 SH       DEFINED 01                   847500
HSB GROUP, INC                 COM            40428N109     7329    182650 SH       DEFINED 01                   182650
HS RESOURCES, INC              COM            404297103     4427    131661 SH       DEFINED 01                   131661
HA-LO INDUSTRIES, INC          COM            404429102     1224    306100 SH       DEFINED 01                   306100
HAEMONETICS CORP               COM            405024100     4567    179100 SH       DEFINED 01                   179100
HAGLER BAILLY, INC             COM            405183104       11      2100 SH       DEFINED 01                     2100
HAIN CELESTIAL GROUP, INC      COM            405217100     7668    218300 SH       DEFINED 01                   218300
HALL KINION & ASSOCIATES, INC  COM            406069104     1868     65700 SH       DEFINED 01                    65700
HALLIBURTON CO                 COM            406216101   140818   2877516 SH       DEFINED 01                  2877516
HAMILTON BANCORP, INC          COM            407013101      519     30500 SH       DEFINED 01                    30500
HANCOCK HOLDINGS CO            COM            410120109     1210     39100 SH       DEFINED 01                    39100
JOHN HANCOCK FINANCIAL SERVICE COM            41014S106   139847   5203618 SH       DEFINED 01                  5203618
HANDLEMAN CO                   COM            410252100     2091    168984 SH       DEFINED 01                   168984
HANDSPRING, INC                COM            410293104    22238    322000 SH       DEFINED 01                   322000
HANGER ORTHOPEDIC GROUP, INC   COM            41043F208        7      1900 SH       DEFINED 01                     1900
HANOVER COMPRESSOR CO          COM            410768105    15257    463200 SH       DEFINED 01                   463200
HANOVER DIRECT, INC            COM            410783104      377    669974 SH       DEFINED 01                   669974
HARCOURT GENERAL, INC          COM            41163G101     5542     93936 SH       DEFINED 01                    93936
HARCOURT GENERAL, INC SERIES A PFD            41163G200    16606    210200 SH       DEFINED 01                   210200
HARBOR FLORIDA BANCSHARES, INC COM            411901101      647     53609 SH       DEFINED 01                    53609
HARDINGE, INC                  COM            412324303      174     14500 SH       DEFINED 01                    14500
HARKEN ENERGY CORP             COM            412552101      149    237697 SH       DEFINED 01                   237697
HARLAND (JOHN H.) CO           COM            412693103     5005    326835 SH       DEFINED 01                   326835
HARLEY DAVIDSON, INC           COM            412822108   220939   4614922 SH       DEFINED 01                  4614922
HARLEYSVILLE GROUP, INC        COM            412824104     3198    168200 SH       DEFINED 01                   168200
HARLEYSVILLE NATIONAL CORP     COM            412850109      369     12225 SH       DEFINED 01                    12225
HARMAN INTERNATIONAL INDUSTRIE COM            413086109     8362    213860 SH       DEFINED 01                   213860
HARMONIC, INC                  COM            413160102    10140    422509 SH       DEFINED 01                   422509
HARRAH'S ENTERTAINMENT, INC    COM            413619107    18669    678882 SH       DEFINED 01                   678882
HARRIS CORP                    COM            413875105    11186    393349 SH       DEFINED 01                   393349
HARRIS FINANCIAL, INC          COM            414541102      164     21100 SH       DEFINED 01                    21100
HARSCO CORP                    COM            415864107     5741    260200 SH       DEFINED 01                   260200
HARTE-HANKS, INC               COM            416196103     7404    271700 SH       DEFINED 01                   271700
HARTFORD FINANCIAL SERVICES GR COM            416515104   147819   2026654 SH       DEFINED 01                  2026654
HASBRO, INC                    COM            418056107    13150   1149723 SH       DEFINED 01                  1149723
HAVERTY FURNITURE COS, INC     COM            419596101     1116    102000 SH       DEFINED 01                   102000
HAWAIIAN ELECTRIC INDUSTRIES,  COM            419870100     7177    205793 SH       DEFINED 01                   205793
HAYES LEMMERZ INTERNATIONAL, I COM            420781106     1359    126380 SH       DEFINED 01                   126380
HEARME                         COM            421903105        4      1100 SH       DEFINED 01                     1100
HEALTH CARE PROPERTY INVESTORS COM            421915109     9777    330030 SH       DEFINED 01                   330030
HEALTHSOUTH CORP               COM            421924101    18035   2219724 SH       DEFINED 01                  2219724
HEALTH MANAGEMENT ASSOCIATES,  COM            421933102   170462   8190348 SH       DEFINED 01                  8190348
HEALTHCARE REALTY TRUST, INC   COM            421946104     5391    255200 SH       DEFINED 01                   255200
HEALTH CARE REIT, INC          COM            42217K106     2957    166570 SH       DEFINED 01                   166570
HEALTHAXIS, INC                COM            42219D100       23      8300 SH       DEFINED 01                     8300
HEALTH MANAGEMENT SYSTEMS, INC COM            42219M100        1       500 SH       DEFINED 01                      500
HEARST-ARGYLE TELEVISION, INC  COM            422317107     3047    152330 SH       DEFINED 01                   152330
HEARTLAND EXPRESS, INC         COM            422347104     2057    118407 SH       DEFINED 01                   118407
HECLA MINING CO                COM            422704106       26     34500 SH       DEFINED 01                    34500
HEICO CORP                     COM            422806109      503     38673 SH       DEFINED 01                    38673
HEICO CORP (CLASS A)           COM            422806208        5       370 SH       DEFINED 01                      370
HEIDRICK & STRUGGLES INTERNATI COM            422819102     7181    139781 SH       DEFINED 01                   139781
HEINZ (H.J.) CO                COM            423074103    85731   2313152 SH       DEFINED 01                  2313152
HELIX TECHNOLOGY CORP          COM            423319102     6086    203700 SH       DEFINED 01                   203700
HELLER FINANCIAL, INC          COM            423328103     6590    230717 SH       DEFINED 01                   230717
HELMERICH & PAYNE, INC         COM            423452101    18187    503449 SH       DEFINED 01                   503449
JACK HENRY & ASSOCIATES, INC   COM            426281101     9516    219400 SH       DEFINED 01                   219400
HERBALIFE INTERNATIONAL, INC ( COM            426908208      104     11283 SH       DEFINED 01                    11283
HERBALIFE INTERNATIONAL, INC ( COM            426908307      175     20466 SH       DEFINED 01                    20466
HERCULES, INC                  COM            427056106     8867    627750 SH       DEFINED 01                   627750
HERSHEY FOODS CORP             COM            427866108    39030    721100 SH       DEFINED 01                   721100
HERTZ CORP (CLASS A)           COM            428040109     4019    126595 SH       DEFINED 01                   126595
HEWLETT-PACKARD CO             COM            428236103   666982   6876102 SH       DEFINED 01                  6876102
HEXCEL CORP                    COM            428291108     1849    138230 SH       DEFINED 01                   138230
HI/FN, INC                     COM            428358105     3658     53700 SH       DEFINED 01                    53700
HIBERNIA CORP (CLASS A)        COM            428656102    13962   1139745 SH       DEFINED 01                  1139745
HICKORY TECH CORP              COM            429060106      140      6300 SH       DEFINED 01                     6300
HIGH SPEED ACCESS CORP         COM            42979U102      739    203800 SH       DEFINED 01                   203800
HIGHWOODS PROPERTIES, INC      COM            431284108     9289    393200 SH       DEFINED 01                   393200
HILB, ROGAL & HAMILTON CO      COM            431294107     4005     96062 SH       DEFINED 01                    96062
HILLENBRAND INDUSTRIES, INC    COM            431573104    13033    291237 SH       DEFINED 01                   291237
HILTON HOTELS CORP             COM            432848109    23513   2033520 SH       DEFINED 01                  2033520
HINES HORTICULTURE, INC        COM            433245107       19      3800 SH       DEFINED 01                     3800
HISPANIC BROADCASTING CORP     COM            43357B104    17377    623400 SH       DEFINED 01                   623400
HOLLINGER INTERNATIONAL, INC   COM            435569108     4084    243800 SH       DEFINED 01                   243800
HOLLYWOOD.COM, INC             COM            436137103      596     98800 SH       DEFINED 01                    98800
HOLLYWOOD ENTERTAINMENT CORP   COM            436141105     1823    245100 SH       DEFINED 01                   245100
HOME DEPOT, INC                COM            437076102  1138051  21447362 SH       DEFINED 01                 21447362
HOME PROPERTIES OF NEW YORK, I COM            437306103     3885    130043 SH       DEFINED 01                   130043
HOMESTAKE MINING CO            COM            437614100     8980   1731024 SH       DEFINED 01                  1731024
HOMESTORE.COM, INC             COM            437852106    18209    389500 SH       DEFINED 01                   389500
HON INDUSTRIES, INC            COM            438092108     9429    382900 SH       DEFINED 01                   382900
HONEYWELL INTERNATIONAL, INC   COM            438516106   535089  15020039 SH       DEFINED 01                 15020039
HOOPER HOLMES, INC             COM            439104100     4348    457200 SH       DEFINED 01                   457200
HORACE MANN EDUCATORS CORP     COM            440327104     3480    212532 SH       DEFINED 01                   212532
HORIZON GROUP PROPERTIES, INC  COM            44041U102        1       118 SH       DEFINED 01                      118
HORIZON OFFSHORE, INC          COM            44043J105     3210    182100 SH       DEFINED 01                   182100
HORMEL FOODS CORP              COM            440452100     7947    476214 SH       DEFINED 01                   476214
HOSPITALITY PROPERTIES TRUST   COM            44106M102     7732    330800 SH       DEFINED 01                   330800
HOST MARRIOTT CORP (NEW)       COM            44107P104    14129   1255912 SH       DEFINED 01                  1255912
HOT TOPIC, INC                 COM            441339108     1944     64800 SH       DEFINED 01                    64800
HOTEL RESERVATIONS NETWORK, IN COM            441451101     1472     40200 SH       DEFINED 01                    40200
HOTJOBS.COM LTD                COM            441474103     2042    119700 SH       DEFINED 01                   119700
HOUGHTON MIFFLIN CO            COM            441560109     7622    194200 SH       DEFINED 01                   194200
HOUSEHOLD INTERNATIONAL, INC   COM            441815107   179784   3174995 SH       DEFINED 01                  3174995
HOUSTON EXPLORATION CO         COM            442120101     1715     67937 SH       DEFINED 01                    67937
HUB GROUP, INC (CLASS A)       COM            443320106        7       700 SH       DEFINED 01                      700
HUBBELL, INC (CLASS B)         COM            443510201     5542    221126 SH       DEFINED 01                   221126
HUDSON CITY BANCORP, INC       COM            443683107      870     51200 SH       DEFINED 01                    51200
HUDSON RIVER BANCORP, INC      COM            444128102      209     16000 SH       DEFINED 01                    16000
HUDSON UNITED BANCORP          COM            444165104    12468    451345 SH       DEFINED 01                   451345
HUGHES SUPPLY, INC             COM            444482103     2886    147100 SH       DEFINED 01                   147100
HUMANA, INC                    COM            444859102    10778   1002575 SH       DEFINED 01                  1002575
HUMAN GENOME SCIENCES, INC     COM            444903108    82697    477670 SH       DEFINED 01                   477670
HUNT (J.B.) TRANSPORT SERVICES COM            445658107     1793    140650 SH       DEFINED 01                   140650
HUNTINGTON BANCSHARES, INC     COM            446150104    23083   1571607 SH       DEFINED 01                  1571607
HUTCHINSON TECHNOLOGY, INC     COM            448407106     3529    167570 SH       DEFINED 01                   167570
ICN PHARMACEUTICALS, INC       COM            448924100    17920    538948 SH       DEFINED 01                   538948
IDT CORP                       COM            448947101     7040    181100 SH       DEFINED 01                   181100
HYPERCOM CORP                  COM            44913M105      811     78200 SH       DEFINED 01                    78200
HYPERION SOLUTIONS CORP        COM            44914M104     6479    250380 SH       DEFINED 01                   250380
HYSEQ, INC                     COM            449163302     2746     75100 SH       DEFINED 01                    75100
IBP, INC                       COM            449223106     8929    487600 SH       DEFINED 01                   487600
ICG COMMUNICATIONS, INC        COM            449246107      200    456272 SH       DEFINED 01                   456272
ICOS CORP                      COM            449295104    16343    301950 SH       DEFINED 01                   301950
IDEC PHARMACEUTICALS CORP      COM            449370105    42507    242400 SH       DEFINED 01                   242400
IDG BOOKS WORLDWIDE, INC       COM            449384106       49      5300 SH       DEFINED 01                     5300
IDX SYSTEMS CORP               COM            449491109     1564     97000 SH       DEFINED 01                    97000
IGEN INTERNATIONAL, INC        COM            449536101     1445     71800 SH       DEFINED 01                    71800
IHOP CORP (NEW)                COM            449623107     2396    125300 SH       DEFINED 01                   125300
IMC GLOBAL, INC                COM            449669100     8901    613846 SH       DEFINED 01                   613846
IMC GLOBAL, INC WTS 12/22/00                  449669118        0     58362 SH       DEFINED 01                    58362
IMCO RECYCLING, INC            COM            449681105        4       700 SH       DEFINED 01                      700
IMS HEALTH, INC                COM            449934108    44696   2154021 SH       DEFINED 01                  2154021
IRT PROPERTY CO                COM            450058102     1805    206300 SH       DEFINED 01                   206300
ITC DELTACOM, INC              COM            45031T104     4446    386600 SH       DEFINED 01                   386600
ISTAR FINANCIAL, INC           COM            45031U101    12130    540616 SH       DEFINED 01                   540616
I-STAT CORP                    COM            450312103     1534     67800 SH       DEFINED 01                    67800
ITT EDUCATIONAL SERVICES, INC  COM            45068B109     1877     69200 SH       DEFINED 01                    69200
ITXC CORP                      COM            45069F109      720     49200 SH       DEFINED 01                    49200
IXL ENTERPRISES, INC           COM            450718101     1331    304200 SH       DEFINED 01                   304200
IBEAM BROADCASTING CORP        COM            45073P101      503     73800 SH       DEFINED 01                    73800
IBASIS, INC                    COM            450732102     1184     74600 SH       DEFINED 01                    74600
IBIS TECHNOLOGY CORP           COM            450909106     2299     63300 SH       DEFINED 01                    63300
ITT INDUSTRIES, INC            COM            450911102    18062    556836 SH       DEFINED 01                   556836
IDACORP, INC                   COM            451107106    13551    293000 SH       DEFINED 01                   293000
IDEX CORP                      COM            45167R104     4731    169330 SH       DEFINED 01                   169330
IDEXX LABORATORIES, INC        COM            45168D104     6987    261200 SH       DEFINED 01                   261200
IGATE CAPITAL CORP             COM            45169U105     1336    248537 SH       DEFINED 01                   248537
IKON OFFICE SOLUTIONS, INC     COM            451713101     3801    965300 SH       DEFINED 01                   965300
IDENTIX, INC                   COM            451906101     2412    198500 SH       DEFINED 01                   198500
ILEX ONCOLOGY, INC             COM            451923106     5880    195175 SH       DEFINED 01                   195175
ILLINOIS TOOL WORKS, INC       COM            452308109   102136   1827938 SH       DEFINED 01                  1827938
ILLUMINET HOLDINGS, INC        COM            452334105     4601    165800 SH       DEFINED 01                   165800
IMATION CORP                   COM            45245A107     4212    226122 SH       DEFINED 01                   226122
IMCLONE SYSTEMS, INC           COM            45245W109    33644    287400 SH       DEFINED 01                   287400
IMMUNE RESPONSE CORP           COM            45252T106     1284    186800 SH       DEFINED 01                   186800
IMMERSION CORP                 COM            452521107     1352     87200 SH       DEFINED 01                    87200
IMMUCOR, INC                   COM            452526106      330    109900 SH       DEFINED 01                   109900
IMMUNEX CORP                   COM            452528102    78617   1807291 SH       DEFINED 01                  1807291
IMMUNOGEN, INC                 COM            45253H101     7778    227502 SH       DEFINED 01                   227502
IMPATH, INC                    COM            45255G101     7474    118400 SH       DEFINED 01                   118400
IMPCO TECHNOLOGIES, INC        COM            45255W106      940     32700 SH       DEFINED 01                    32700
IMPERIAL BANCORP               COM            452556103     7593    397014 SH       DEFINED 01                   397014
IMPERIAL CREDIT INDUSTRIES, IN COM            452729106       23     14200 SH       DEFINED 01                    14200
IMATRON, INC                   COM            452906100      529    228800 SH       DEFINED 01                   228800
IMMUNOMEDICS, INC              COM            452907108     4975    237600 SH       DEFINED 01                   237600
IMPERIAL OIL LTD               COM            453038408    26692   1029764 SH       DEFINED 01                  1029764
IMPERIAL PARKING CORP          COM            453077109        3       169 SH       DEFINED 01                      169
IMPSAT FIBER NETWORKS, INC     COM            45321T103      966     87800 SH       DEFINED 01                    87800
IMRGLOBAL CORP                 COM            45321W106     2496    214700 SH       DEFINED 01                   214700
INAMED CORP                    COM            453235103     2635     93700 SH       DEFINED 01                    93700
INCO LTD CO (U.S.)             COM            453258402    93931   5827581 SH       DEFINED 01                  5827581
INCYTE GENOMICS, INC           COM            45337C102    20712    503630 SH       DEFINED 01                   503630
INDEPENDENCE COMMUNITY BANK CO COM            453414104     6257    446900 SH       DEFINED 01                   446900
INDEPENDENT BANK CORP          COM            453836108      773     64388 SH       DEFINED 01                    64388
INDUS INTERNATIONAL, INC       COM            45578L100      148     30300 SH       DEFINED 01                    30300
INDUSTRI-MATEMATIK INTERNATION COM            455792101        0       100 SH       DEFINED 01                      100
INDYMAC BANCORP, INC           COM            456607100    11286    548880 SH       DEFINED 01                   548880
INFINEON TECHNOLOGIES AG. ADR  ADR            45662N103     8848    186281 SH       DEFINED 01                   186281
INFINITY BROADCASTING CORP (CL COM            45662S102    69187   2096585 SH       DEFINED 01                  2096585
INET TECHNOLOGIES, INC         COM            45662V105     1746     59700 SH       DEFINED 01                    59700
INFOCURE CORP                  COM            45665A108        9      2375 SH       DEFINED 01                     2375
INFOCUS CORP                   COM            45665B106    11231    211900 SH       DEFINED 01                   211900
INFOGRAMES, INC                COM            45665T107      291     40200 SH       DEFINED 01                    40200
INFORMATICA CORP               COM            45666Q102    16951    181776 SH       DEFINED 01                   181776
INFONET SERVICES CORP          COM            45666T106     8062    763262 SH       DEFINED 01                   763262
INFORMATION ARCHITECTS CORP    COM            45669R107      529    159800 SH       DEFINED 01                   159800
INFORMATION HOLDINGS, INC      COM            456727106     2516     71000 SH       DEFINED 01                    71000
INFORTE CORP                   COM            45677R107      566     16100 SH       DEFINED 01                    16100
INFORMIX CORP                  COM            456779107     7876   1909309 SH       DEFINED 01                  1909309
INFOSPACE.COM, INC             COM            45678T102    34635   1144960 SH       DEFINED 01                  1144960
INFOUSA, INC                   COM            456818301      838    167500 SH       DEFINED 01                   167500
INGERSOLL-RAND CO              COM            456866102    30765    908200 SH       DEFINED 01                   908200
INGLES MARKETS, INC (CLASS A)  COM            457030104       17      1500 SH       DEFINED 01                     1500
INGRAM MICRO, INC (CLASS A)    COM            457153104     5902    429250 SH       DEFINED 01                   429250
INHALE THERAPEUTIC SYSTEMS, IN COM            457191104    14381    255100 SH       DEFINED 01                   255100
INKTOMI CORP                   COM            457277101    74048    649546 SH       DEFINED 01                   649546
INNKEEPERS U.S.A. TRUST        COM            4576J0104     2019    197000 SH       DEFINED 01                   197000
INNOVEX, INC                   COM            457647105      405     29700 SH       DEFINED 01                    29700
INSIGHT ENTERPRISES, INC       COM            45765U103     7896    289756 SH       DEFINED 01                   289756
INPUT/OUTPUT, INC              COM            457652105     2432    252674 SH       DEFINED 01                   252674
INPRISE CORP                   COM            45766C102     1261    236060 SH       DEFINED 01                   236060
INSITUFORM TECHNOLOGIES, INC ( COM            457667103     4718    140300 SH       DEFINED 01                   140300
INSIGNIA FINANCIAL GROUP, INC  COM            45767A105     1394    136044 SH       DEFINED 01                   136044
INSIGHT COMMUNICATIONS CO, INC COM            45768V108      765     48200 SH       DEFINED 01                    48200
INSPIRE INSURANCE SOLUTIONS, I COM            457732105       38     33950 SH       DEFINED 01                    33950
INSURANCE AUTO AUCTIONS, INC   COM            457875102      335     20700 SH       DEFINED 01                    20700
INTEGRATED ELECTRICAL SERVICES COM            45811E103      955    138900 SH       DEFINED 01                   138900
INTEGRATED CIRCUIT SYSTEMS, IN COM            45811K208     1717     92800 SH       DEFINED 01                    92800
INTEGRATED DEVICE TECHNOLOGY,  COM            458118106    52817    583614 SH       DEFINED 01                   583614
INTEGRATED SILICON SOLUTION, I COM            45812P107     3613    254640 SH       DEFINED 01                   254640
INTEGRA BANK CORP              COM            45814P105     1149     51801 SH       DEFINED 01                    51801
INTELIDATA TECHNOLOGIES CORP   COM            45814T107     1457    278300 SH       DEFINED 01                   278300
INTEL CORP                     COM            458140100  3110530  74839812 SH       DEFINED 01                 74839812
INTELECT COMMUNICATIONS, INC   COM            458144102      752    523000 SH       DEFINED 01                   523000
INTER-TEL, INC                 COM            458372109     1779    156425 SH       DEFINED 01                   156425
INTERACTIVE INTELLIGENCE, INC  COM            45839M103     1305     33200 SH       DEFINED 01                    33200
INTERACT COMMERCE CORP         COM            45839Y107      988     90300 SH       DEFINED 01                    90300
INTERCEPT GROUP, INC           COM            45845L107     1324     56800 SH       DEFINED 01                    56800
INTERDIGITAL COMMUNICATIONS CO COM            45866A105     5780    412886 SH       DEFINED 01                   412886
INTERFACE, INC (CLASS A)       COM            458665106     2293    287700 SH       DEFINED 01                   287700
INTERGRAPH CORP                COM            458683109     1608    223765 SH       DEFINED 01                   223765
INTERLIANT, INC                COM            458742103     2811    351400 SH       DEFINED 01                   351400
INTERLINK ELECTRONICS, INC     COM            458751104     1631     84200 SH       DEFINED 01                    84200
INTERLOGIX, INC                COM            458763109      313     23609 SH       DEFINED 01                    23609
INTERMEDIA COMMUNICATIONS, INC COM            458801107     6970    236263 SH       DEFINED 01                   236263
INTERNAP NETWORK SERVICES CORP COM            45885A102    15466    478650 SH       DEFINED 01                   478650
INTERMUNE PHARMACEUTICALS, INC COM            45885B100     2734     50400 SH       DEFINED 01                    50400
INTERNATIONAL ALUMINUM CORP    COM            458884103     1074     64100 SH       DEFINED 01                    64100
INTERNATIONAL BANCSHARES CORP  COM            459044103     1950     63687 SH       DEFINED 01                    63687
INTERNATIONAL BUSINESS MACHINE COM            459200101  2095511  18626764 SH       DEFINED 01                 18626764
INTERNATIONAL FIBERCOM, INC    COM            45950T101     2869    196200 SH       DEFINED 01                   196200
INT'L FLAVORS & FRAGRANCES, IN COM            459506101    13158    720987 SH       DEFINED 01                   720987
INTERNATIONAL GAME TECHNOLOGY  COM            459902102    18121    538921 SH       DEFINED 01                   538921
INTERNATIONAL MULTIFOODS CORP  COM            460043102     1810    104200 SH       DEFINED 01                   104200
INTERNATIONAL PAPER CO         COM            460146103    78831   2747930 SH       DEFINED 01                  2747930
INTL RECTIFIER CORP   04.2500                 460254AD7     2768   3000000 PRN      DEFINED 01                  3000000
INTERNATIONAL RECTIFIER CORP   COM            460254105    32593    644600 SH       DEFINED 01                   644600
INTERNATIONAL SPEEDWAY CORP (C COM            460335201     7189    184333 SH       DEFINED 01                   184333
INTERNATIONAL SPECIALTY PRODUC COM            460337108      905    168300 SH       DEFINED 01                   168300
INTERNET CAPITAL GROUP, INC    COM            46059C106    18669   1070616 SH       DEFINED 01                  1070616
INTERNET PICTURES CORP         COM            46059S101     1927    354300 SH       DEFINED 01                   354300
INTERNET INITIATIVE JAPAN, INC ADR            46059T109    14937    363200 SH       DEFINED 01                   363200
INTERNET SECURITY SYSTEMS, INC COM            46060X107    15356    204400 SH       DEFINED 01                   204400
INTERPOOL, INC                 COM            46062R108      714     62400 SH       DEFINED 01                    62400
INTERSIL HOLDINGS CORP         COM            46069S109     9850    197500 SH       DEFINED 01                   197500
INTERPUBLIC GROUP OF COS, INC  COM            460690100   116361   3416092 SH       DEFINED 01                  3416092
INTERSTATE BAKERIES CORP       COM            46072H108     4325    295697 SH       DEFINED 01                   295697
INTERSTATE HOTELS CORP         COM            46088R108        0       166 SH       DEFINED 01                      166
INTRANET SOLUTIONS, INC        COM            460939309     5975    119494 SH       DEFINED 01                   119494
INTERNET.COM CORP              COM            460967102     2624     84822 SH       DEFINED 01                    84822
INTERTAN, INC                  COM            461120107     3031    209950 SH       DEFINED 01                   209950
INTERTRUST TECHNOLOGIES CORP   COM            46113Q109     5552    460300 SH       DEFINED 01                   460300
INTERWORLD CORP                COM            46114Q108      540    141600 SH       DEFINED 01                   141600
INTERWOVEN, INC                COM            46114T102    22104    195504 SH       DEFINED 01                   195504
INTERVOICE-BRITE, INC          COM            461142101     2501    238200 SH       DEFINED 01                   238200
INTIMATE BRANDS, INC (CLASS A) COM            461156101    13542    724664 SH       DEFINED 01                   724664
INTRABIOTICS PHARMACEUTICALS,  COM            46116T100      777     47800 SH       DEFINED 01                    47800
INTRAWARE, INC                 COM            46118M103     1039    139100 SH       DEFINED 01                   139100
INTUIT, INC                    COM            461202103    66630   1168955 SH       DEFINED 01                  1168955
INVACARE CORP                  COM            461203101     4918    153100 SH       DEFINED 01                   153100
INTRUSION.COM, INC             COM            46121E106      930     78300 SH       DEFINED 01                    78300
INVESTMENT TECHNOLOGY GROUP, I COM            46145F105     8397    210245 SH       DEFINED 01                   210245
INVITROGEN CORP                COM            46185R100     4538     63800 SH       DEFINED 01                    63800
INVESTORS FINANCIAL SERVICES C COM            461915100    16208    256756 SH       DEFINED 01                   256756
IOMEGA CORP                    COM            462030107     9914   1982704 SH       DEFINED 01                  1982704
IONICS, INC                    COM            462218108     1213     56900 SH       DEFINED 01                    56900
IPALCO ENTERPRISES, INC        COM            462613100    11594    506834 SH       DEFINED 01                   506834
IRON MOUNTAIN, INC             COM            462846106     9077    245331 SH       DEFINED 01                   245331
IRWIN FINANCIAL CORP           COM            464119106     1145     69900 SH       DEFINED 01                    69900
ISIS PHARMACEUTICALS, INC      COM            464330109     3155    274320 SH       DEFINED 01                   274320
ISLE OF CAPRI CASINOS, INC     COM            464592104     2299    148350 SH       DEFINED 01                   148350
IT GROUP, INC                  COM            465266104        2       500 SH       DEFINED 01                      500
ITURF, INC                     COM            46575Q100        5      4082 SH       DEFINED 01                     4082
I2 TECHNOLOGIES, INC           COM            465754109   191758   1025103 SH       DEFINED 01                  1025103
IVAX CORP                      COM            465823102    57211   1243725 SH       DEFINED 01                  1243725
IVEX PACKAGING CORP            COM            465855104     1351    137650 SH       DEFINED 01                   137650
IVILLAGE, INC                  COM            46588H105      520    134095 SH       DEFINED 01                   134095
JDN REALTY CORP                COM            465917102     2190    193550 SH       DEFINED 01                   193550
JPM CO                         COM            465933109        1       100 SH       DEFINED 01                      100
IXYS CORP                      COM            46600W106     1045     40000 SH       DEFINED 01                    40000
J & J SNACK FOODS CORP         COM            466032109      257     19900 SH       DEFINED 01                    19900
JDS UNIPHASE CORP              COM            46612J101   785265   8293233 SH       DEFINED 01                  8293233
JDA SOFTWARE GROUP, INC        COM            46612K108     1813    142200 SH       DEFINED 01                   142200
JLG INDUSTRIES, INC            COM            466210101     3031    248690 SH       DEFINED 01                   248690
JNI CORP                       COM            46622G105     4192     47100 SH       DEFINED 01                    47100
JP REALTY, INC                 COM            46624A106     1609     89100 SH       DEFINED 01                    89100
JABIL CIRCUIT, INC             COM            466313103    40919    721032 SH       DEFINED 01                   721032
JACK IN THE BOX, INC           COM            466367109     6360    296669 SH       DEFINED 01                   296669
JACOBS ENGINEERING GROUP, INC  COM            469814107     5648    140097 SH       DEFINED 01                   140097
JACOBSON STORES, INC           COM            469834105        0        50 SH       DEFINED 01                       50
CLEAR CHANNEL COMM, INC WTS 09                469858138     1792    224000 SH       DEFINED 01                   224000
JAKKS PACIFIC, INC             COM            47012E106     1291    137200 SH       DEFINED 01                   137200
JEFFERIES GROUP, INC (NEW)     COM            472319102     1441     53600 SH       DEFINED 01                    53600
JEFFERSON SAVINGS BANCORP, INC COM            474900107        1       100 SH       DEFINED 01                      100
JEFFERSON-PILOT CORP           COM            475070108    48963    721371 SH       DEFINED 01                   721371
JO-ANN STORES, INC (CLASS A)   COM            47758P109       16      2141 SH       DEFINED 01                     2141
JO-ANN STORES, INC (CLASS B)   COM            47758P208     1409    218900 SH       DEFINED 01                   218900
JOHN NUVEEN CO (CLASS A)       COM            478035108     2045     42283 SH       DEFINED 01                    42283
JOHNS MANVILLE CORP            COM            478129109     1669    147500 SH       DEFINED 01                   147500
JOHNSON & JOHNSON CO           COM            478160104  1015364  10808934 SH       DEFINED 01                 10808934
JOHNSON CONTROLS, INC          COM            478366107    37692    708669 SH       DEFINED 01                   708669
JONES APPAREL GROUP, INC       COM            480074103    38050   1435844 SH       DEFINED 01                  1435844
JONES LANG LA SALLE            COM            48020Q107     2673    205596 SH       DEFINED 01                   205596
JOURNAL REGISTER CO            COM            481138105     3233    194438 SH       DEFINED 01                   194438
JUNIPER NETWORKS, INC          COM            48203R104   492745   2250620 SH       DEFINED 01                  2250620
JUNO LIGHTING, INC (W/I)       COM            482047206        2       354 SH       DEFINED 01                      354
JUNO ONLINE SERVICES, INC      COM            482048105      563    140867 SH       DEFINED 01                   140867
JUPITER MEDIA METRIX, INC      COM            48206U104     2241    140626 SH       DEFINED 01                   140626
KLA-TENCOR CORP                COM            482480100    72920   1770446 SH       DEFINED 01                  1770446
K MART CORP                    COM            482584109    16040   2673298 SH       DEFINED 01                  2673298
K-SWISS, INC (CLASS A)         COM            482686102        5       200 SH       DEFINED 01                      200
K2, INC                        COM            482732104        0         5 SH       DEFINED 01                        5
KV PHARMACEUTICAL CO (CLASS B) COM            482740107     3195     92608 SH       DEFINED 01                    92608
KAISER ALUMINUM CORP           COM            483007100     1025    169100 SH       DEFINED 01                   169100
KAMAN CORP (CLASS A)           COM            483548103     1653    130900 SH       DEFINED 01                   130900
KANA COMMUNICATIONS, INC       COM            483600102     9998    449363 SH       DEFINED 01                   449363
KANSAS CITY LIFE INSURANCE CO  COM            484836101      795     24100 SH       DEFINED 01                    24100
KANSAS CITY POWER & LIGHT CO   COM            485134100    10838    406104 SH       DEFINED 01                   406104
KANSAS CITY SOUTHERN INDUSTRIE COM            485170302     4577    526846 SH       DEFINED 01                   526846
KAUFMAN & BROAD HOME CORP      COM            486168107     8048    298759 SH       DEFINED 01                   298759
KAYDON CORP                    COM            486587108     4303    187100 SH       DEFINED 01                   187100
KEANE, INC                     COM            486665102     6886    395755 SH       DEFINED 01                   395755
KEEBLER FOODS CO               COM            487256109     5007    119218 SH       DEFINED 01                   119218
KEITHLEY INSTRUMENTS, INC      COM            487584104      924     13200 SH       DEFINED 01                    13200
KELLOGG CO                     COM            487836108    39830   1646703 SH       DEFINED 01                  1646703
KELLSTROM INDUSTRIES, INC      COM            488035106       19      3600 SH       DEFINED 01                     3600
KELLWOOD CO                    COM            488044108     2858    156590 SH       DEFINED 01                   156590
KELLY SERVICES, INC (CLASS A)  COM            488152208     2998    126895 SH       DEFINED 01                   126895
KEMET CORP                     COM            488360108    27456    993886 SH       DEFINED 01                   993886
KENDLE INTERNATIONAL, INC      COM            48880L107        2       200 SH       DEFINED 01                      200
KENNAMETAL, INC                COM            489170100     5053    196243 SH       DEFINED 01                   196243
KENT ELECTRONICS CORP          COM            490553104     5064    212100 SH       DEFINED 01                   212100
KERR-MCGEE CORP                COM            492386107    43673    659215 SH       DEFINED 01                   659215
KEY ENERGY SERVICES, INC       COM            492914106     6872    700319 SH       DEFINED 01                   700319
KEY PROCUDTION CO              COM            493138101      243     11000 SH       DEFINED 01                    11000
KEY3MEDIA GROUP, INC           COM            49326R104     1187    108500 SH       DEFINED 01                   108500
KEYCORP                        COM            493267108    76415   3018879 SH       DEFINED 01                  3018879
KEYNOTE SYSTEMS, INC           COM            493308100     3301    123400 SH       DEFINED 01                   123400
KEYSPAN CORP                   COM            49337W100    44043   1097651 SH       DEFINED 01                  1097651
KEYSTONE AUTOMOTIVE INDUSTRIES COM            49338N109       32      6700 SH       DEFINED 01                     6700
KEYSTONE FINANCIAL, INC        COM            493482103     7027    323082 SH       DEFINED 01                   323082
KFORCE.COM, INC                COM            493732101      985    281485 SH       DEFINED 01                   281485
KILROY REALTY CORP             COM            49427F108     4863    182226 SH       DEFINED 01                   182226
KIMBALL INTERNATIONAL, INC (CL COM            494274103     5427    303596 SH       DEFINED 01                   303596
KIMBERLY-CLARK CORP            COM            494368103   177680   3183520 SH       DEFINED 01                  3183520
KIMCO REALTY CORP              COM            49446R109    13981    330900 SH       DEFINED 01                   330900
KINDER MORGAN, INC             COM            49455P101    33342    814450 SH       DEFINED 01                   814450
KING PHARMACEUTICALS, INC      COM            495582108    29584    884768 SH       DEFINED 01                   884768
KIRBY CORP                     COM            497266106     1730     88172 SH       DEFINED 01                    88172
KNIGHT-RIDDER, INC             COM            499040103    21682    426700 SH       DEFINED 01                   426700
KNIGHT TRADING GROUP, INC      COM            499063105    15482    430068 SH       DEFINED 01                   430068
KNIGHT TRANSPORTATION, INC     COM            499064103     1401     90000 SH       DEFINED 01                    90000
KOGER EQUITY, INC              COM            500228101     2317    136300 SH       DEFINED 01                   136300
KOHL'S CORP                    COM            500255104   141447   2451958 SH       DEFINED 01                  2451958
KOMAG, INC                     COM            500453105      949    237150 SH       DEFINED 01                   237150
KONOVER PROPERTY TRUST, INC    COM            50047R100       16      3700 SH       DEFINED 01                     3700
KOPIN CORP                     COM            500600101     8913    495168 SH       DEFINED 01                   495168
KORN FERRY INTERNATIONAL       COM            500643200     7612    201300 SH       DEFINED 01                   201300
KOS PHARMACEUTICALS, INC       COM            500648100      776     39300 SH       DEFINED 01                    39300
KRISPY KREME DOUGHNUT CORP     COM            501014104     1591     19000 SH       DEFINED 01                    19000
KROGER CO                      COM            501044101   150554   6672732 SH       DEFINED 01                  6672732
KROLL-O'GARA CO                COM            501050108       29      4800 SH       DEFINED 01                     4800
KRONOS, INC                    COM            501052104     2876     95850 SH       DEFINED 01                    95850
KULICKE & SOFFA INDUSTRIES, IN COM            501242101     3091    232201 SH       DEFINED 01                   232201
LCA-VISION, INC                COM            501803209      356    122620 SH       DEFINED 01                   122620
LCC INTERNATIONAL, INC (CLASS  COM            501810105     1140     78600 SH       DEFINED 01                    78600
LOUISVILLE GAS & ELECTRIC ENER COM            501917108    25861   1058242 SH       DEFINED 01                  1058242
LTV CORP                       COM            501921100      851    648500 SH       DEFINED 01                   648500
LNR PROPERTY CORP              COM            501940100     4014    181410 SH       DEFINED 01                   181410
LSI INDUSTRIES, INC            COM            50216C108       62      2800 SH       DEFINED 01                     2800
LSI LOGIC CORP                 COM            502161102   172749   5905943 SH       DEFINED 01                  5905943
LTC HEALTHCARE, INC            COM            50217R104        0       550 SH       DEFINED 01                      550
LTX CORP                       COM            502392103     8811    465265 SH       DEFINED 01                   465265
L-3 COMMUNICATIONS HOLDINGS, I COM            502424104    12091    214000 SH       DEFINED 01                   214000
LA-Z-BOY, INC                  COM            505336107     4986    342413 SH       DEFINED 01                   342413
LABONE, INC                    COM            50540L105     2221    236926 SH       DEFINED 01                   236926
LABORATORY CORP OF AMERICA HOL COM            50540R409    18963    158356 SH       DEFINED 01                   158356
LABOR READY, INC               COM            505401208      989    236075 SH       DEFINED 01                   236075
LABRANCHE & CO, INC            COM            505447102     8394    251500 SH       DEFINED 01                   251500
LACLEDE GAS CO                 COM            505588103     2716    125600 SH       DEFINED 01                   125600
LAFARGE CORP                   COM            505862102     4179    192132 SH       DEFINED 01                   192132
LAKES GAMING, INC              COM            51206P109      104     12037 SH       DEFINED 01                    12037
LAM RESEARCH CORP              COM            512807108    27434   1310304 SH       DEFINED 01                  1310304
LAMAR ADVERTISING CO (CLASS A) COM            512815101    14278    376990 SH       DEFINED 01                   376990
LANCASTER COLONY CORP          COM            513847103     5024    204529 SH       DEFINED 01                   204529
LANCE, INC                     COM            514606102     1629    167632 SH       DEFINED 01                   167632
LANDAUER, INC                  COM            51476K103       13       698 SH       DEFINED 01                      698
LANDAMERICA FINANCIAL GROUP, I COM            514936103     1909     66840 SH       DEFINED 01                    66840
LANDRY'S SEAFOOD RESTAURANTS,  COM            51508L103     1072    157389 SH       DEFINED 01                   157389
LAND'S END, INC                COM            515086106     2177    103664 SH       DEFINED 01                   103664
LANDSTAR SYSTEM, INC           COM            515098101     3391     75994 SH       DEFINED 01                    75994
LANIER WORLDWIDE, INC          COM            51589L105       32     34400 SH       DEFINED 01                    34400
LANTE CORP                     COM            516540101      540    107900 SH       DEFINED 01                   107900
LASERSIGHT, INC                COM            517924106       20      6600 SH       DEFINED 01                     6600
LASALLE HOTEL PROPERTIES       COM            517942108     1027     67900 SH       DEFINED 01                    67900
LASER VISION CENTERS, INC      COM            51807H100       11      2500 SH       DEFINED 01                     2500
LASON, INC                     COM            51808R107       22     11200 SH       DEFINED 01                    11200
LATITUDE COMMUNICATIONS, INC   COM            518292107      760     98000 SH       DEFINED 01                    98000
LATTICE SEMICONDUCTOR CORP     COM            518415104    18728    348422 SH       DEFINED 01                   348422
LAUDER (ESTEE) CO (CLASS A)    COM            518439104    22716    620220 SH       DEFINED 01                   620220
LAUNCH MEDIA, INC              COM            518567102      147     21600 SH       DEFINED 01                    21600
LAWSON PRODUCTS, INC           COM            520776105     2315     95700 SH       DEFINED 01                    95700
LEAP WIRELESS INTERNATIONAL, I COM            521863100    13881    221878 SH       DEFINED 01                   221878
LEAPNET, INC                   COM            521864108        0        88 SH       DEFINED 01                       88
LEAR CORP                      COM            521865105     8131    395440 SH       DEFINED 01                   395440
LEARN2.COM, INC                COM            522002104      233    111300 SH       DEFINED 01                   111300
LEARNING TREE INTERNATIONAL, I COM            522015106     3824     80300 SH       DEFINED 01                    80300
LEE ENTERPRISES, INC           COM            523768109     8748    302956 SH       DEFINED 01                   302956
LEGATO SYSTEMS, INC            COM            524651106     7150    532094 SH       DEFINED 01                   532094
LEGGETT & PLATT, INC           COM            524660107    19737   1248218 SH       DEFINED 01                  1248218
LEGG MASON, INC                COM            524901105    19749    339764 SH       DEFINED 01                   339764
LEHMAN BROTHERS HOLDINGS, INC  COM            524908100   154818   1047839 SH       DEFINED 01                  1047839
LENNAR CORP                    COM            526057104     8873    298865 SH       DEFINED 01                   298865
LENNOX INTERNATIONAL, INC      COM            526107107     1127    120173 SH       DEFINED 01                   120173
LEUCADIA NATIONAL CORP         COM            527288104     6393    239000 SH       DEFINED 01                   239000
LEVEL 8 SYSTEMS, INC           COM            52729M102      766     41700 SH       DEFINED 01                    41700
LEVEL 3 COMMUNICATIONS, INC    COM            52729N100   149087   1933058 SH       DEFINED 01                  1933058
LEXICON GENETICS, INC          COM            528872104     2312     73100 SH       DEFINED 01                    73100
LEXINGTON CORPORATE PROPERTIES COM            529043101      169     15000 SH       DEFINED 01                    15000
LEXMARK INTERNATIONAL, INC     COM            529771107    69081   1842168 SH       DEFINED 01                  1842168
LIBBEY, INC                    COM            529898108     3295    105865 SH       DEFINED 01                   105865
LIBERATE TECHNOLOGIES          COM            530129105     9554    330170 SH       DEFINED 01                   330170
LIBERTY CORP                   COM            530370105     2043     59014 SH       DEFINED 01                    59014
LIBERTY DIGITAL, INC (CLASS A) COM            530436104     2823    139400 SH       DEFINED 01                   139400
LIBERTY FINANCIAL COS, INC     COM            530512102      524     22300 SH       DEFINED 01                    22300
LIBERTY PROPERTY TRUST CO      COM            531172104    11635    423100 SH       DEFINED 01                   423100
LIFEPOINT HOSPITALS, INC       COM            53219L109     9008    253740 SH       DEFINED 01                   253740
LIGAND PHARMACEUTICALS CO (CLA COM            53220K207     5331    416040 SH       DEFINED 01                   416040
LIFEMINDERS, INC               COM            53220Q105     1942     84675 SH       DEFINED 01                    84675
LIGHTBRIDGE, INC               COM            532226107     1459    125500 SH       DEFINED 01                   125500
LIGHTPATH TECHNOLOGIES, INC    COM            532257102     4261     89700 SH       DEFINED 01                    89700
LIGHTSPAN, INC                 COM            53226T103      109     44900 SH       DEFINED 01                    44900
LILLY (ELI) & CO               COM            532457108   779399   9607379 SH       DEFINED 01                  9607379
LILLY INDUSTRIES, INC (CLASS A COM            532491107     6039    204714 SH       DEFINED 01                   204714
LIMITED, INC                   COM            532716107   189748   8600482 SH       DEFINED 01                  8600482
LINCARE HOLDINGS, INC          COM            532791100     8680    302580 SH       DEFINED 01                   302580
LINCOLN ELECTRIC HOLDINGS CO   COM            533900106     2351    176600 SH       DEFINED 01                   176600
LINCOLN NATIONAL CORP          COM            534187109    52471   1090300 SH       DEFINED 01                  1090300
LINDSAY MANUFACTURING CO       COM            535555106      692     37150 SH       DEFINED 01                    37150
LINEAR TECHNOLOGY CO           COM            535678106   366356   5658008 SH       DEFINED 01                  5658008
LINENS 'N THINGS, INC          COM            535679104     9075    355900 SH       DEFINED 01                   355900
LIQUI-BOX CORP                 COM            536314107       49      1500 SH       DEFINED 01                     1500
LITHIA MOTORS, INC (CLASS A)   COM            536797103       24      2000 SH       DEFINED 01                     2000
LITTELFUSE, INC                COM            537008104     4462    150300 SH       DEFINED 01                   150300
LITTON INDUSTRIES, INC         COM            538021106     9273    207497 SH       DEFINED 01                   207497
LIVEPERSIN, INC                COM            538146101       81     18400 SH       DEFINED 01                    18400
LIZ CLAIBORNE, INC             COM            539320101    14482    376150 SH       DEFINED 01                   376150
LOCAL FINANCIAL CORP           COM            539553107      437     46030 SH       DEFINED 01                    46030
LOCKHEED MARTIN CORP           COM            539830109    76720   2327676 SH       DEFINED 01                  2327676
LODGENET ENTERTAINMENT CORP    COM            540211109     2021     70000 SH       DEFINED 01                    70000
LOEWS CORP                     COM            540424108    31444    377141 SH       DEFINED 01                   377141
LONE STAR STEAKHOUSE & SALOON, COM            542307103     1190    161369 SH       DEFINED 01                   161369
LONE STAR TECHNOLOGIES, INC    COM            542312103     8596    186259 SH       DEFINED 01                   186259
LONGS DRUG STORES CORP         COM            543162101     2255    117898 SH       DEFINED 01                   117898
LONGVIEW FIBRE CO              COM            543213102     3878    323200 SH       DEFINED 01                   323200
LOOKSMART LTD                  COM            543442107     3428    306400 SH       DEFINED 01                   306400
LOUDEYE TECHNOLOGIES, INC      COM            545754103      196     28700 SH       DEFINED 01                    28700
LOUIS DREYFUS NATURAL GAS CORP COM            546011107     6134    154792 SH       DEFINED 01                   154792
LOUISIANA PACIFIC CORP         COM            546347105     5585    607905 SH       DEFINED 01                   607905
LOWE'S COS, INC                COM            548661107   139207   3102113 SH       DEFINED 01                  3102113
LUBRIZOL CORP                  COM            549271104     6663    338426 SH       DEFINED 01                   338426
LUBY'S, INC                    COM            549282101      745    140191 SH       DEFINED 01                   140191
LUCENT TECHNOLOGIES, INC       COM            549463107  1112522  36401543 SH       DEFINED 01                 36401543
LUMINEX CORP                   COM            55027E102     1277     33600 SH       DEFINED 01                    33600
LUXOTTICA GROUP S.P.A. ADR     ADR            55068R202     2906    180200 SH       DEFINED 01                   180200
LYCOS, INC                     COM            550818108    39816    579004 SH       DEFINED 01                   579004
LYDALL, INC                    COM            550819106        1        98 SH       DEFINED 01                       98
LYNX THERAPEUTICS, INC         COM            551812308     2289     73100 SH       DEFINED 01                    73100
LYONDELL CHEMICAL CO           COM            552078107     6015    509177 SH       DEFINED 01                   509177
M & T BANK CORP                COM            55261F104    26117     51209 SH       DEFINED 01                    51209
MAF BANCORP, INC               COM            55261R108     6009    241580 SH       DEFINED 01                   241580
MBIA, INC                      COM            55262C100    45768    643481 SH       DEFINED 01                   643481
MBNA CORP                      COM            55262L100   207063   5378248 SH       DEFINED 01                  5378248
MCN ENERGY GROUP, INC          COM            55267J100    16102    628372 SH       DEFINED 01                   628372
MDC HOLDINGS, INC              COM            552676108     3507    134900 SH       DEFINED 01                   134900
MDS, INC                       COM            55269P302     2190    104600 SH       DEFINED 01                   104600
MDU RESOURCES GROUP, INC       COM            552690109     7465    250929 SH       DEFINED 01                   250929
MCSI, INC                      COM            55270M108     2463     73262 SH       DEFINED 01                    73262
MEMC ELECTRONIC MATERIALS, INC COM            552715104     2902    225400 SH       DEFINED 01                   225400
MGIC INVESTMENT CORP           COM            552848103    37989    621500 SH       DEFINED 01                   621500
MGI PHARMA, INC                COM            552880106     3747    124900 SH       DEFINED 01                   124900
MGI PROPERTIES, INC            COM            552885105        3      4100 SH       DEFINED 01                     4100
MGM MIRAGE                     COM            552953101     4706    123244 SH       DEFINED 01                   123244
MKS INSTRUMENTS, INC           COM            55306N104     1358     49600 SH       DEFINED 01                    49600
MMC NETWORKS, INC              COM            55308N102    23279    184020 SH       DEFINED 01                   184020
MRV COMMUNICATIONS, INC        COM            553477100    18786    414580 SH       DEFINED 01                   414580
MSC INDUSTRIAL DIRECT CO (CLAS COM            553530106     3686    241683 SH       DEFINED 01                   241683
M.S. CARRIERS, INC             COM            553533100     1980    126750 SH       DEFINED 01                   126750
MTS SYSTEMS CORP               COM            553777103      774    110500 SH       DEFINED 01                   110500
MTI TECHNOLOGY CORP            COM            553903105      866    227180 SH       DEFINED 01                   227180
MACDERMID, INC                 COM            554273102     2594    123500 SH       DEFINED 01                   123500
MACERICH CO                    COM            554382101     4271    201000 SH       DEFINED 01                   201000
MACK-CALI REALTY CORP          COM            554489104     8611    305500 SH       DEFINED 01                   305500
MACKENZIE FINANCIAL CORP       COM            554531103     4628    316500 SH       DEFINED 01                   316500
MACROCHEM CORP (DELAWARE)      COM            555903103      305     80000 SH       DEFINED 01                    80000
MACROVISION CORP               COM            555904101    19011    234700 SH       DEFINED 01                   234700
MACROMEDIA, INC                COM            556100105    34698    429359 SH       DEFINED 01                   429359
MADDEN STEVEN, LTD             COM            556269108      552     64000 SH       DEFINED 01                    64000
MADISON GAS & ELECTRIC CO      COM            557497104     2316    101800 SH       DEFINED 01                   101800
MAGNA INTERNATIONAL, INC       COM            559222401     8802    202200 SH       DEFINED 01                   202200
MAGNETEK, INC                  COM            559424106      137     12852 SH       DEFINED 01                    12852
MAIL.COM, INC                  COM            560311102     1509    289100 SH       DEFINED 01                   289100
MAIL-WELL, INC                 COM            560321200     1222    275361 SH       DEFINED 01                   275361
MALLINCKRODT, INC              COM            561232109    16596    363750 SH       DEFINED 01                   363750
MANAGEMENT NETWORK             COM            561693102      793     38000 SH       DEFINED 01                    38000
MANDALAY RESORT GROUP          COM            562567107    12289    479560 SH       DEFINED 01                   479560
MANHATTAN ASSOCIATES, INC      COM            562750109     2560     41800 SH       DEFINED 01                    41800
MANITOWOC CO, INC              COM            563571108     3461    179784 SH       DEFINED 01                   179784
MANOR CARE, INC                COM            564055101     8909    567902 SH       DEFINED 01                   567902
MANPOWER, INC                  COM            56418H100    16151    505700 SH       DEFINED 01                   505700
MANUFACTURED HOME COMMUNITIES, COM            564682102     3203    128100 SH       DEFINED 01                   128100
MAPICS, INC                    COM            564910107       35      5200 SH       DEFINED 01                     5200
MANULIFE FINANCIAL CORP        COM            56501R106    80754   3845000 SH       DEFINED 01                  3845000
MANUGISTICS GROUP, INC         COM            565011103    16154    164626 SH       DEFINED 01                   164626
MAPINFO CORP                   COM            565105103     2912     93000 SH       DEFINED 01                    93000
MARCHFIRST, INC                COM            566244109    15147    965518 SH       DEFINED 01                   965518
MARCUS CORP                    COM            566330106      841     80115 SH       DEFINED 01                    80115
MARIMBA, INC                   COM            56781Q109     1292    105700 SH       DEFINED 01                   105700
MARINE TRANSPORT CORP          COM            567912100       28      9210 SH       DEFINED 01                     9210
MARINE DRILLING COS, INC       COM            568240204    14584    510600 SH       DEFINED 01                   510600
MARKEL CORP                    COM            570535104     4082     26900 SH       DEFINED 01                    26900
MARKETWATCH.COM, INC           COM            570619106      203     25400 SH       DEFINED 01                    25400
MARKETING SERVICES GROUP, INC  COM            570907105        2       800 SH       DEFINED 01                      800
MARSH & MCLENNAN COS, INC      COM            571748102   229640   1729869 SH       DEFINED 01                  1729869
MARSHALL & ILSLEY CORP         COM            571834100    32507    648514 SH       DEFINED 01                   648514
MARRIOTT INTERNATIONAL, INC (C COM            571903202    49070   1346700 SH       DEFINED 01                  1346700
MARTEK BIOSCIENCES CORP        COM            572901106    25060   1285150 SH       DEFINED 01                  1285150
MARTHA STEWART LIVING OMNIMEDI COM            573083102     1819     69300 SH       DEFINED 01                    69300
MARTIN MARIETTA MATERIALS, INC COM            573284106    12064    315162 SH       DEFINED 01                   315162
MASCO CORP                     COM            574599106    54486   2925442 SH       DEFINED 01                  2925442
MASCOTECH, INC                 COM            574670105     3905    235800 SH       DEFINED 01                   235800
MASTEC, INC                    COM            576323109     5089    162850 SH       DEFINED 01                   162850
MATRIA HEALTHCARE, INC         COM            576817100       21      5900 SH       DEFINED 01                     5900
MATRIX PHARMACEUTICALS, INC    COM            576844104     2762    177450 SH       DEFINED 01                   177450
MATRIXONE, INC                 COM            57685P304     1544     38600 SH       DEFINED 01                    38600
MATSUSHITA ELECTRIC INDUSTRIAL ADR            576879209    15845     60335 SH       DEFINED 01                    60335
MATTEL, INC                    COM            577081102    38040   3400212 SH       DEFINED 01                  3400212
MATTHEWS INTERNATIONAL CORP (C COM            577128101     2306     78500 SH       DEFINED 01                    78500
MATTSON TECHNOLOGY, INC        COM            577223100     1723    115800 SH       DEFINED 01                   115800
MAXIM INTEGRATED PRODUCTS, INC COM            57772K101   284414   3535834 SH       DEFINED 01                  3535834
MAXIM PHARMACEUTICALS, INC     COM            57772M107     9738    160300 SH       DEFINED 01                   160300
MAXTOR CORP                    COM            577729205     5236    498700 SH       DEFINED 01                   498700
MAXWELL TECHNOLOGIES, INC      COM            577767106       42      2300 SH       DEFINED 01                     2300
MAXYGEN, INC                   COM            577776107     2941     56700 SH       DEFINED 01                    56700
MAY DEPARTMENT STORES CO       COM            577778103    44726   2181732 SH       DEFINED 01                  2181732
MAXICARE HEALTH PLANS, INC     COM            577904204        0        20 SH       DEFINED 01                       20
MAXXAM, INC                    COM            577913106       80      4000 SH       DEFINED 01                     4000
MAVERICK TUBE CORP             COM            577914104     3725    138300 SH       DEFINED 01                   138300
MAXIMUS, INC                   COM            577933104     1880     84985 SH       DEFINED 01                    84985
MAYTAG CO                      COM            578592107    13614    438288 SH       DEFINED 01                   438288
MCAFEE.COM CORP                COM            579062100      378     25400 SH       DEFINED 01                    25400
MCCLATCHY CO (CLASS A)         COM            579489105     4153    118035 SH       DEFINED 01                   118035
MCCORMICK & CO, INC (NON-VOTE) COM            579780206    12885    433100 SH       DEFINED 01                   433100
MCDONALD'S CORP                COM            580135101   351411  11640937 SH       DEFINED 01                 11640937
MCGRATH RENTCORP               COM            580589109      612     32200 SH       DEFINED 01                    32200
MCGRAW HILL COS, INC           COM            580645109    87198   1371848 SH       DEFINED 01                  1371848
MCK COMMUNICATIONS, INC        COM            581243102     1615     71400 SH       DEFINED 01                    71400
MCKESSON HBOC, INC             COM            58155Q103    55613   1819643 SH       DEFINED 01                  1819643
MCLEODUSA, INC (CLASS A)       COM            582266102    41871   2925481 SH       DEFINED 01                  2925481
MCMORAN EXPLORATION CO         COM            582411104     1116     96221 SH       DEFINED 01                    96221
MEAD CORP                      COM            582834107    12038    514976 SH       DEFINED 01                   514976
MEADE INSTRUMENTS CO           COM            583062104     1342     66500 SH       DEFINED 01                    66500
MECHANICAL TECHNOLOGY, INC     COM            583538103     1863    172300 SH       DEFINED 01                   172300
MEDAREX, INC                   COM            583916101    34085    290550 SH       DEFINED 01                   290550
MEDALLION FINANCIAL CORP       COM            583928106     1021     60700 SH       DEFINED 01                    60700
MEDIA 100 INC                  COM            58440W105      824     74900 SH       DEFINED 01                    74900
MEDIA GENERAL, INC (CLASS A)   COM            584404107     5270    122569 SH       DEFINED 01                   122569
MEDIAPLEX, INC                 COM            58446B105      363     88100 SH       DEFINED 01                    88100
MEDIACOM COMMUNICATIONS CORP   COM            58446K105      245     15200 SH       DEFINED 01                    15200
MEDICAL ASSURANCE, INC         COM            58449U100     1768    144335 SH       DEFINED 01                   144335
MEDIALOGIC/MEDSCAPE, INC       COM            584642102      181     50800 SH       DEFINED 01                    50800
MEDICONSULT.COM, INC           COM            58469J100        6      7100 SH       DEFINED 01                     7100
MEDICIS PHARMACEUTICAL CORP (C COM            584690309    13715    223002 SH       DEFINED 01                   223002
MEDIMMUNE, INC                 COM            584699102   120470   1559477 SH       DEFINED 01                  1559477
MEDQUIST, INC                  COM            584949101     1918     95023 SH       DEFINED 01                    95023
MEDITRUST CORP PAIRED          COM            58501T306     2567    873745 SH       DEFINED 01                   873745
MEDTRONIC, INC                 COM            585055106   663348  12802854 SH       DEFINED 01                 12802854
MELLON FINANCIAL CORP          COM            58551A108   349510   7536603 SH       DEFINED 01                  7536603
MEMBERWORKS, INC               COM            586002107     2439     74200 SH       DEFINED 01                    74200
MEN'S WEARHOUSE, INC           COM            587118100     5709    201636 SH       DEFINED 01                   201636
MENTOR CORP                    COM            587188103     2337    148400 SH       DEFINED 01                   148400
MENTOR GRAPHICS CORP           COM            587200106    11204    475500 SH       DEFINED 01                   475500
MERANT PLC ADR                 ADR            587336108        1        77 SH       DEFINED 01                       77
MERCANTILE BANKSHARES CORP     COM            587405101    17787    490044 SH       DEFINED 01                   490044
MERCATOR SOFTWARE, INC         COM            587587106     3014    182000 SH       DEFINED 01                   182000
MERCHANTS NEW YORK BANCORP, IN COM            589167105     1464     71200 SH       DEFINED 01                    71200
MERCK & CO, INC                COM            589331107  1695787  22781348 SH       DEFINED 01                 22781348
MERCURY COMPUTER SYSTEMS, INC  COM            589378108     4436    159500 SH       DEFINED 01                   159500
MERCURY GENERAL CORP           COM            589400100     2851    100700 SH       DEFINED 01                   100700
MERCURY INTERACTIVE CORP       COM            589405109    94550    603190 SH       DEFINED 01                   603190
MEREDITH CORP                  COM            589433101     1059     35900 SH       DEFINED 01                    35900
MERIDIAN RESOURCE CORP         COM            58977Q109      832    121000 SH       DEFINED 01                   121000
MERISTAR HOSPITALITY CORP      COM            58984Y103     4731    233642 SH       DEFINED 01                   233642
MERISEL, INC                   COM            589849108       18     26891 SH       DEFINED 01                    26891
MERISTAR HOTELS & RESORTS, INC COM            589988104        6      2300 SH       DEFINED 01                     2300
MERRILL LYNCH & CO, INC        COM            590188108   422612   6403212 SH       DEFINED 01                  6403212
MERRY LAND PROPERTIES, INC     COM            590441101       97     17811 SH       DEFINED 01                    17811
MESA AIR GROUP, INC            COM            590479101     1468    268450 SH       DEFINED 01                   268450
MESABA HOLDINGS, INC           COM            59066B102     1149    106900 SH       DEFINED 01                   106900
MESSAGEMEDIA, INC              COM            590787107      271    107000 SH       DEFINED 01                   107000
META GROUP, INC                COM            591002100      375     30300 SH       DEFINED 01                    30300
METACREATIONS CORP             COM            591016100     1853    164700 SH       DEFINED 01                   164700
METALS U.S.A., INC             COM            591324108      388    132200 SH       DEFINED 01                   132200
METASOLV SOFTWARE, INC         COM            591393103     2898     70900 SH       DEFINED 01                    70900
METAWAVE COMMUNICATIONS CORP   COM            591409107      804     43900 SH       DEFINED 01                    43900
METHANEX CORP                  COM            59151K108     2169    441100 SH       DEFINED 01                   441100
METHODE ELECTRONICS, INC (CLAS COM            591520200     9370    211450 SH       DEFINED 01                   211450
METROPOLITAN LIFE INSURANCE CO COM            59156R108   240920   9199793 SH       DEFINED 01                  9199793
METRICOM, INC                  COM            591596101     2336     90720 SH       DEFINED 01                    90720
METRIS COS, INC                COM            591598107    15588    394626 SH       DEFINED 01                   394626
METRO-GOLDWYN-MAYER, INC       COM            591610100     2523    105123 SH       DEFINED 01                   105123
METRO INFORMATION SERVICES, IN COM            59162P104      433     63000 SH       DEFINED 01                    63000
METROCALL, INC                 COM            591647102     1608    536100 SH       DEFINED 01                   536100
METROMEDIA FIBER NETWORK, INC( COM            591689104    58293   2397670 SH       DEFINED 01                  2397670
METROMEDIA INTERNATIONAL GROUP COM            591695101     1417    378800 SH       DEFINED 01                   378800
METTLER-TOLEDO INTERNATIONAL,  COM            592688105    14036    318997 SH       DEFINED 01                   318997
MICHAEL FOODS, INC             COM            594079105     2176     93075 SH       DEFINED 01                    93075
MICHAELS STORES, INC           COM            594087108     8668    216700 SH       DEFINED 01                   216700
MICREL, INC                    COM            594793101    32861    490460 SH       DEFINED 01                   490460
MICRO LINEAR CORP              COM            594850109        0       100 SH       DEFINED 01                      100
MICROS SYSTEMS, INC            COM            594901100     1930    128100 SH       DEFINED 01                   128100
MICROSOFT CORP                 COM            594918104  2707186  44885989 SH       DEFINED 01                 44885989
MICROVISION, INC               COM            594960106     3254     85200 SH       DEFINED 01                    85200
MICROSTRATEGY, INC             COM            594972101     9179    336077 SH       DEFINED 01                   336077
MICROCHIP TECHNOLOGY, INC      COM            595017104    33040    999325 SH       DEFINED 01                   999325
MICROMUSE, INC                 COM            595094103    57523    286275 SH       DEFINED 01                   286275
MICRON ELECTRONICS, INC        COM            595100108     2288    254200 SH       DEFINED 01                   254200
MICRON TECHNOLOGY, INC         COM            595112103   235777   5125578 SH       DEFINED 01                  5125578
MICROSEMI CORP                 COM            595137100     3035     79600 SH       DEFINED 01                    79600
MID-AMERICA APARTMENT COMMUNIT COM            59522J103     1322     55225 SH       DEFINED 01                    55225
MID ATLANTIC MEDICAL SERVICES, COM            59523C107     3341    220900 SH       DEFINED 01                   220900
MID-STATE BANCSHARES           COM            595440108      275      8800 SH       DEFINED 01                     8800
MIDAS, INC                     COM            595626102     1546    110456 SH       DEFINED 01                   110456
MIDCOAST ENERGY RESOURCES, INC COM            59563W104      730     35500 SH       DEFINED 01                    35500
MID-AMERICA BANCORP            COM            595915109     1277     48885 SH       DEFINED 01                    48885
MIDLAND CO                     COM            597486109      283     10691 SH       DEFINED 01                    10691
MIDWEST EXPRESS HOLDINGS, INC  COM            597911106     1798     89335 SH       DEFINED 01                    89335
MIDWAY GAMES, INC              COM            598148104     1278    182637 SH       DEFINED 01                   182637
MIDWEST BANC HOLDINGS, INC     COM            598251106       27      1900 SH       DEFINED 01                     1900
MIDWEST GRAIN PRODUCTS, INC    COM            59832G104      824     74900 SH       DEFINED 01                    74900
MILACRON, INC                  COM            598709103     3000    225352 SH       DEFINED 01                   225352
MILLENNIUM PHARMACEUTICALS, IN COM            599902103   102743    703418 SH       DEFINED 01                   703418
MILLENNIUM CHEMICAL, INC       COM            599903101     5965    402724 SH       DEFINED 01                   402724
MILLER (HERMAN), INC           COM            600544100    19760    616300 SH       DEFINED 01                   616300
MILLER INDUSTRIES, INC         COM            600551105       11     12200 SH       DEFINED 01                    12200
MILLIPORE CORP                 COM            601073109    20218    417400 SH       DEFINED 01                   417400
MILLS CORP                     COM            601148109     2234    117977 SH       DEFINED 01                   117977
MINE SAFETY APPLIANCE CO       COM            602720104     5315    240900 SH       DEFINED 01                   240900
MINERALS TECHNOLOGIES, INC     COM            603158106     4807    104500 SH       DEFINED 01                   104500
MINIMED, INC                   COM            60365K108    29752    332890 SH       DEFINED 01                   332890
MINNESOTA MINING & MANUFACTURI COM            604059105   274377   3010992 SH       DEFINED 01                  3010992
MINOLTA-QMS, INC               COM            604312108       47      7964 SH       DEFINED 01                     7964
MIPS TECHNOLOGIES, INC         COM            604567107     4559     99100 SH       DEFINED 01                    99100
MIRAVANT MEDICAL TECHNOLOGIES  COM            604690107     2212    101700 SH       DEFINED 01                   101700
MISSISSIPPI CHEMICAL CORP      COM            605288208        8      1900 SH       DEFINED 01                     1900
MISSISSIPPI VALLEY BANCSHARES  COM            605720101      488     18900 SH       DEFINED 01                    18900
MITCHELL ENERGY & DEV CORP (CL COM            606592202    13979    299811 SH       DEFINED 01                   299811
MOBILE MINI, INC               COM            60740F105      526     27300 SH       DEFINED 01                    27300
MODEM MEDIA, INC               COM            607533106      254     59000 SH       DEFINED 01                    59000
MODINE MANUFACTURING CO        COM            607828100     4278    151870 SH       DEFINED 01                   151870
MODIS PROFESSIONAL SERVICES, I COM            607830106     3338    643377 SH       DEFINED 01                   643377
MOHAWK INDUSTRIES, INC         COM            608190104     6540    299824 SH       DEFINED 01                   299824
MOLECULAR DEVICES CORP         COM            60851C107    10395    105800 SH       DEFINED 01                   105800
MOLEX, INC                     COM            608554101    50744    932150 SH       DEFINED 01                   932150
MOLEX, INC (CLASS A)           COM            608554200     8307    200465 SH       DEFINED 01                   200465
MOMENTUM BUSINESS APPLICATIONS COM            60877P108       10      1029 SH       DEFINED 01                     1029
MONACO COACH CORP              COM            60886R103     1616     97925 SH       DEFINED 01                    97925
ROBERT MONDAVI CORP (CLASS A)  COM            609200100     2031     49700 SH       DEFINED 01                    49700
MONTANA POWER CO               COM            612085100    18614    557712 SH       DEFINED 01                   557712
MONY GROUP, INC                COM            615337102     9857    247200 SH       DEFINED 01                   247200
MOOG, INC (CLASS A)            COM            615394202      783     26000 SH       DEFINED 01                    26000
MORGAN (J.P.) & CO, INC        COM            616880100   161542    988778 SH       DEFINED 01                   988778
MORGAN KEEGAN, INC             COM            617410105     3057    174700 SH       DEFINED 01                   174700
MORGAN STANLEY DEAN WITTER & C COM            617446448   833770   9118464 SH       DEFINED 01                  9118464
MORRISON MANAGEMENT SPECIALIST COM            618459101      713     24143 SH       DEFINED 01                    24143
MOTIENT CORP                   COM            619908106     3321    235150 SH       DEFINED 01                   235150
MOTOROLA, INC                  COM            620076109   507846  17976844 SH       DEFINED 01                 17976844
MPOWER COMMUNICATIONS CORP     COM            62473J106     3141    360287 SH       DEFINED 01                   360287
MP3.COM, INC                   COM            62473M109      509    129200 SH       DEFINED 01                   129200
MUELLER INDUSTRIES, INC        COM            624756102     5461    243400 SH       DEFINED 01                   243400
MULTEX.COM, INC                COM            625367107     2070    120900 SH       DEFINED 01                   120900
MURPHY OIL CORP                COM            626717102    31504    486080 SH       DEFINED 01                   486080
MUSICLAND STORES CORP          COM            62758B109     2346    332177 SH       DEFINED 01                   332177
MYERS INDUSTRIES, INC          COM            628464109     1507    118783 SH       DEFINED 01                   118783
MYLAN LABORATORIES, INC        COM            628530107    18945    703313 SH       DEFINED 01                   703313
MYRIAD GENETICS, INC           COM            62855J104     9722    112560 SH       DEFINED 01                   112560
MYPOINTS.COM, INC              COM            62855T102      794    144300 SH       DEFINED 01                   144300
MYND CORP                      COM            628551103     5589    414024 SH       DEFINED 01                   414024
NABI, INC                      COM            628716102     1237    176700 SH       DEFINED 01                   176700
NBC INTERNET, INC              COM            62873D105     1442    219700 SH       DEFINED 01                   219700
NBT BANCORP, INC               COM            628778102      569     47424 SH       DEFINED 01                    47424
NBTY, INC                      COM            628782104     2727    417500 SH       DEFINED 01                   417500
NCH CORP                       COM            628850109      886     25100 SH       DEFINED 01                    25100
NCI BUILDING SYSTEMS, INC      COM            628852105     1650    112800 SH       DEFINED 01                   112800
NCO GROUP, INC                 COM            628858102     1597    134500 SH       DEFINED 01                   134500
NCS HEALTHCARE, INC (CLASS A)  COM            628874109       18     72400 SH       DEFINED 01                    72400
NS GROUP, INC                  COM            628916108     2187    110100 SH       DEFINED 01                   110100
NL INDUSTRIES, INC             COM            629156407     2862    135100 SH       DEFINED 01                   135100
NPS PHARMACEUTICALS, INC       COM            62936P103     8320    147100 SH       DEFINED 01                   147100
NPC INTERNATIONAL, INC         COM            629360306      874     89400 SH       DEFINED 01                    89400
NRG ENERGY, INC                COM            629377102     8983    246100 SH       DEFINED 01                   246100
NTL, INC                       COM            629407107    51010   1101422 SH       DEFINED 01                  1101422
NUI CORP                       COM            629430109     2454     81300 SH       DEFINED 01                    81300
NVR, INC                       COM            62944T105     5270     65061 SH       DEFINED 01                    65061
NX NETWORKS, INC               COM            629478108     1685    254300 SH       DEFINED 01                   254300
NABISCO GROUP HOLDINGS CORP    COM            62952P102    87529   3071182 SH       DEFINED 01                  3071182
NABISCO HOLDINGS CORP (CLASS A COM            629526104    13815    257019 SH       DEFINED 01                   257019
NABORS INDUSTRIES, INC         COM            629568106    53730   1025375 SH       DEFINED 01                  1025375
NACCO INDUSTRIES, INC (CLASS A COM            629579103     1666     39657 SH       DEFINED 01                    39657
NANOGEN, INC                   COM            630075109     2104    108600 SH       DEFINED 01                   108600
NANOMETRICS, INC               COM            630077105     1828     34200 SH       DEFINED 01                    34200
NATIONAL CITY CORP             COM            635405103    95203   4302973 SH       DEFINED 01                  4302973
NATIONAL COMMERCE BANCORP      COM            635449101    25713   1289665 SH       DEFINED 01                  1289665
NATIONAL DATA CORP             COM            635621105     7431    226455 SH       DEFINED 01                   226455
NATIONAL DISCOUNT BROKERS GROU COM            635646102     2924     94500 SH       DEFINED 01                    94500
NATIONAL HEALTHCARE CORP       COM            635906100        0       132 SH       DEFINED 01                      132
NATIONAL FUEL GAS CO           COM            636180101    40109    715436 SH       DEFINED 01                   715436
NATIONAL GOLF PROPERTIES, INC  COM            63623G109     1782     86400 SH       DEFINED 01                    86400
NATIONAL HEALTH INVESTORS, INC COM            63633D104      910    134800 SH       DEFINED 01                   134800
NATIONAL INFORMATION CONSORTIU COM            636491102      455    114700 SH       DEFINED 01                   114700
NATIONAL INSTRUMENTS CORP      COM            636518102     9028    204595 SH       DEFINED 01                   204595
NATIONAL-OILWELL, INC          COM            637071101     7970    255035 SH       DEFINED 01                   255035
NATIONAL PENN BANCSHARES, INC  COM            637138108      337     17525 SH       DEFINED 01                    17525
NATIONAL PRESTO INDUSTRIES, IN COM            637215104      928     31000 SH       DEFINED 01                    31000
NATIONAL PROCESSING, INC       COM            637229105     1233     88490 SH       DEFINED 01                    88490
NATIONAL R.V. HOLDINGS, INC    COM            637277104       68      6800 SH       DEFINED 01                     6800
NATIONAL SEMICONDUCTOR CORP    COM            637640103    81418   2022808 SH       DEFINED 01                  2022808
NATIONAL SERVICE INDUSTRIES, I COM            637657107     5261    268949 SH       DEFINED 01                   268949
NATIONAL STEEL CORP (CLASS B)  COM            637844309      394    131366 SH       DEFINED 01                   131366
NATIONAL WESTERN LIFE INSURANC COM            638522102       29       400 SH       DEFINED 01                      400
NATIONSRENT, INC               COM            638588103      501    127300 SH       DEFINED 01                   127300
NATIONWIDE FINANCIAL SVCS, INC COM            638612101     5640    150900 SH       DEFINED 01                   150900
NATIONWIDE HEALTH PROPERTIES,  COM            638620104     4596    288400 SH       DEFINED 01                   288400
NATURAL MICROSYSTEMS CORP      COM            638882100    15316    284700 SH       DEFINED 01                   284700
NATURE'S SUNSHINE PRODUCTS, IN COM            639027101      878    118100 SH       DEFINED 01                   118100
NAUTICA ENTERPRISES, INC       COM            639089101     2382    184100 SH       DEFINED 01                   184100
NAVARRE CORP                   COM            639208107       24     15700 SH       DEFINED 01                    15700
NAVISTAR INTERNATIONAL CORP    COM            63934E108    10054    335835 SH       DEFINED 01                   335835
NAVISITE, INC                  COM            63935M109     2171     80600 SH       DEFINED 01                    80600
NAVIGANT CONSULTING CO         COM            63935N107      845    245850 SH       DEFINED 01                   245850
NAVIGANT INTERNATIONAL, INC    COM            63935R108       18      1685 SH       DEFINED 01                     1685
NEFF CORP                      COM            640094108       27      6200 SH       DEFINED 01                     6200
NEIMAN MARCUS GROUP, INC (CLAS COM            640204202     6607    203681 SH       DEFINED 01                   203681
NEIMAN MARCUS GROUP, INC (CLAS COM            640204301     1049     36658 SH       DEFINED 01                    36658
THOMAS NELSON, INC             COM            640376109        1       100 SH       DEFINED 01                      100
NEOFORMA.COM, INC              COM            640475109      196     52800 SH       DEFINED 01                    52800
NEOMAGIC CORP                  COM            640497103       50     13200 SH       DEFINED 01                    13200
NEON COMMUNICATIONS, INC       COM            640506101     2058     59000 SH       DEFINED 01                    59000
NEON SYSTEMS, INC              COM            640509105      498     45300 SH       DEFINED 01                    45300
NEORX CORP                     COM            640520300     3655    149200 SH       DEFINED 01                   149200
NEOSE TECHNOLOGIES, INC        COM            640522108     3986     82400 SH       DEFINED 01                    82400
NETBANK, INC                   COM            640933107     2114    178989 SH       DEFINED 01                   178989
NETWORK ASSOCIATES, INC        COM            640938106    23689   1047042 SH       DEFINED 01                  1047042
NET.GENESIS CORP               COM            64107E107      290     33400 SH       DEFINED 01                    33400
NET PERCEPTIONS, INC           COM            64107U101      446     94500 SH       DEFINED 01                    94500
NET2PHONE, INC                 COM            64108N106     1748     77700 SH       DEFINED 01                    77700
NETCENTIVES, INC               COM            64108P101     1313    171500 SH       DEFINED 01                   171500
NETCREATIONS, INC              COM            64110N102      262     24500 SH       DEFINED 01                    24500
NETEGRITY, INC                 COM            64110P107    13605    194350 SH       DEFINED 01                   194350
NETGURU.COM, INC               COM            64111K107      141      8300 SH       DEFINED 01                     8300
NETOPIA, INC                   COM            64114K104     1150    104550 SH       DEFINED 01                   104550
NETOBJECTS, INC                COM            64114L102      246     78800 SH       DEFINED 01                    78800
NETRO CORP                     COM            64114R109    14560    245730 SH       DEFINED 01                   245730
NETMANAGE, INC                 COM            641144100      214    100688 SH       DEFINED 01                   100688
NETSOL INTERNATIONAL, INC      COM            64115A105      343     22700 SH       DEFINED 01                    22700
NETSOLVE, INC                  COM            64115J106      300     42100 SH       DEFINED 01                    42100
NETPLIANCE, INC                COM            64115K103       73     48700 SH       DEFINED 01                    48700
NETIQ CORP                     COM            64115P102    11725    178500 SH       DEFINED 01                   178500
NETSCOUT SYSTEMS, INC          COM            64115T104     2404    101200 SH       DEFINED 01                   101200
NETSILICON, INC                COM            64115X105      978     46700 SH       DEFINED 01                    46700
NETRATINGS, INC                COM            64116M108      458     24400 SH       DEFINED 01                    24400
NETWORK APPLIANCE, INC         COM            64120L104   376321   2954430 SH       DEFINED 01                  2954430
NETWORK ACCESS SOLUTIONS CORP  COM            64120S109      370     89700 SH       DEFINED 01                    89700
NETWORK EQUIPMENT TECHNOLOGIES COM            641208103     1275    119341 SH       DEFINED 01                   119341
NETWORK PERIPHERALS, INC       COM            64121R100     1727    101600 SH       DEFINED 01                   101600
NETWORK PLUS CORP              COM            64122D506     1194    138400 SH       DEFINED 01                   138400
NET2000 COMMUNICATIONS, INC    COM            64122G103      465     72900 SH       DEFINED 01                    72900
NETZERO, INC                   COM            64122R109      478    224900 SH       DEFINED 01                   224900
NETWORK COMMERCE, INC          COM            64122T105      977    174700 SH       DEFINED 01                   174700
NEUBERGER BERMAN, INC          COM            641234109    10221    166200 SH       DEFINED 01                   166200
NEUROGEN CORP                  COM            64124E106     2932     94200 SH       DEFINED 01                    94200
NEUROCRINE BIOSCIENCES, INC    COM            64125C109     6926    153900 SH       DEFINED 01                   153900
NEW CENTURY FINANCIAL CORP     COM            64352D101       99      8500 SH       DEFINED 01                     8500
NEW ENGLAND BUSINESS SERVICES, COM            643872104     1517     83716 SH       DEFINED 01                    83716
NEW ERA OF NETWORKS, INC       COM            644312100     3771    155000 SH       DEFINED 01                   155000
NEW FOCUS, INC                 COM            644383101    13091    165573 SH       DEFINED 01                   165573
NEW HORIZONS WORLDWIDE, INC    COM            645526104     1128     94000 SH       DEFINED 01                    94000
NEW JERSEY RESOURCES CORP      COM            646025106     4786    117800 SH       DEFINED 01                   117800
NEW PLAN EXCEL REALTY TRUST    COM            648053106     7525    549798 SH       DEFINED 01                   549798
NEW YORK TIMES CO (CLASS A)    COM            650111107    48681   1238312 SH       DEFINED 01                  1238312
NEWELL RUBBERMAID, INC         COM            651229106   119481   5237530 SH       DEFINED 01                  5237530
NEWFIELD EXPLORATION CO        COM            651290108    11242    240800 SH       DEFINED 01                   240800
NEWMONT MINING CORP            COM            651639106    21055   1238536 SH       DEFINED 01                  1238536
NEWPARK RESOURCES, INC         COM            651718504     1938    209500 SH       DEFINED 01                   209500
NEWPORT CORP                   COM            651824104    17094    107330 SH       DEFINED 01                   107330
NEWPORT NEWS SHIPBUILDING, INC COM            652228107     9148    210909 SH       DEFINED 01                   210909
NEXTERA ENTERPRISES, INC       COM            65332E101       19      5100 SH       DEFINED 01                     5100
NEXELL THERAPEUTICS, INC       COM            65332H203      388     42185 SH       DEFINED 01                    42185
NEXTCARD, INC                  COM            65332K107     1855    204000 SH       DEFINED 01                   204000
NEXTEL COMMUNICATIONS, INC (CL COM            65332V103   216370   4628236 SH       DEFINED 01                  4628236
NEXTEL PARTNERS, INC           COM            65333F107     6623    227400 SH       DEFINED 01                   227400
XO COMMUNICATIONS, INC         COM            65333H707    84882   2412290 SH       DEFINED 01                  2412290
NEXT LEVEL COMMUNICATIONS, INC COM            65333U104    10259    155138 SH       DEFINED 01                   155138
NHANCEMENT TECHNOLOGIES, INC   COM            65334P104     1124     66100 SH       DEFINED 01                    66100
NIAGARA MOHAWK HOLDINGS, INC   COM            653520106    17361   1102300 SH       DEFINED 01                  1102300
NICOR, INC                     COM            654086107    14422    398540 SH       DEFINED 01                   398540
NIKE, INC (CLASS B)            COM            654106103    67642   1688401 SH       DEFINED 01                  1688401
NIKU CORP                      COM            654113109     1519     62300 SH       DEFINED 01                    62300
99 CENTS ONLY STORES           COM            65440K106     4696     93565 SH       DEFINED 01                    93565
NISOURCE, INC                  COM            65473P105    22422    919858 SH       DEFINED 01                   919858
NOBLE AFFILIATES, INC          COM            654894104    23194    624747 SH       DEFINED 01                   624747
NOKIA OYJ ADR                  ADR            654902204    70623   1773900 SH       DEFINED 01                  1773900
NOBLE DRILLING CORP            COM            655042109    55809   1110628 SH       DEFINED 01                  1110628
NORDSON CORP                   COM            655663102     6616    232644 SH       DEFINED 01                   232644
NORDSTROM, INC                 COM            655664100    13804    887036 SH       DEFINED 01                   887036
NORFOLK SOUTHERN CORP          COM            655844108    44649   3052894 SH       DEFINED 01                  3052894
NORTEK, INC                    COM            656559101      712     40700 SH       DEFINED 01                    40700
NORTEL NETWORKS CORP (U.S.)    COM            656568102   112343   1886138 SH       DEFINED 01                  1886138
NORTH FORK BANCORP, INC        COM            659424105    27567   1274796 SH       DEFINED 01                  1274796
NORTH PITTSBURGH SYSTEMS, INC  COM            661562108      204     15000 SH       DEFINED 01                    15000
NORTHEAST UTILITIES CO         COM            664397106    16849    776900 SH       DEFINED 01                   776900
NORTHERN TRUST CORP            COM            665859104   122088   1373706 SH       DEFINED 01                  1373706
NORTHPOINT COMMUNICATIONS GROU COM            666610100     5135    578600 SH       DEFINED 01                   578600
NORTHROP GRUMMAN CORP          COM            666807102    33352    367015 SH       DEFINED 01                   367015
NORTHWEST AIRLINES CORP (CLASS COM            667280101     3905    159000 SH       DEFINED 01                   159000
NORTHWEST BANCORP, INC         COM            667328108      397     47400 SH       DEFINED 01                    47400
NORTHWEST NATURAL GAS CO       COM            667655104     3711    163100 SH       DEFINED 01                   163100
NORTHWESTERN CORP              COM            668074107     2779    142492 SH       DEFINED 01                   142492
NOVA CHEMICALS CORP            COM            66977W109     3055    161000 SH       DEFINED 01                   161000
NOVA CORP (GEORGIA)            COM            669784100     5218    304695 SH       DEFINED 01                   304695
NOVADIGM, INC                  COM            669937104      867     56000 SH       DEFINED 01                    56000
NUANCE COMMUNICATIONS, INC     COM            669967101     6644     54600 SH       DEFINED 01                    54600
NOVELL, INC                    COM            670006105    19272   1939279 SH       DEFINED 01                  1939279
NOVELLUS SYSTEMS, INC          COM            670008101   136915   2940450 SH       DEFINED 01                  2940450
NOVEN PHARMACEUTICALS, INC     COM            670009109     6151    143880 SH       DEFINED 01                   143880
NOVOSTE CORP                   COM            67010C100     5109    120200 SH       DEFINED 01                   120200
NU SKIN ENTERPRISES, INC (CLAS COM            67018T105     1942    293062 SH       DEFINED 01                   293062
NSTAR                          COM            67019E107    17310    430057 SH       DEFINED 01                   430057
NUCENTRIX BROADBAND NETWORKS,  COM            670198100       82      3200 SH       DEFINED 01                     3200
NUCOR CORP                     COM            670346105    17563    583000 SH       DEFINED 01                   583000
NUEVO ENERGY CO                COM            670509108     2067    112500 SH       DEFINED 01                   112500
NUMERICAL TECHNOLOGIES, INC    COM            67053T101     1233     42800 SH       DEFINED 01                    42800
NVIDIA CORP                    COM            67066G104    29255    357318 SH       DEFINED 01                   357318
NYFIX, INC                     COM            670712108     6431    143700 SH       DEFINED 01                   143700
O'CHARLEY'S, INC               COM            670823103      680     55250 SH       DEFINED 01                    55250
OGE ENERGY CORP                COM            670837103    14101    661644 SH       DEFINED 01                   661644
OM GROUP, INC                  COM            670872100     5534    126850 SH       DEFINED 01                   126850
OSI PHARMACEUTICALS, INC       COM            671040103    10109    144412 SH       DEFINED 01                   144412
OTG SOFTWARE, INC              COM            671059103     1521     37200 SH       DEFINED 01                    37200
OAK TECHNOLOGY, INC            COM            671802106    10312    376705 SH       DEFINED 01                   376705
OAKLEY, INC                    COM            673662102     2977    169490 SH       DEFINED 01                   169490
OBJECTIVE SYSTEMS INTEGRATORS, COM            674424106     1331    153200 SH       DEFINED 01                   153200
OCCIDENTAL PETROLEUM CORP      COM            674599105    57445   2633576 SH       DEFINED 01                  2633576
OCEAN ENERGY, INC (NEW)        COM            67481E106    17767   1150911 SH       DEFINED 01                  1150911
OCEANEERING INTERNATIONAL, INC COM            675232102     2231    134200 SH       DEFINED 01                   134200
OCEANFIRST FINANCIAL CORP      COM            675234108     1782     85900 SH       DEFINED 01                    85900
OCULAR SCIENCES, INC           COM            675744106     1367    113900 SH       DEFINED 01                   113900
OCWEN FINANCIAL CORP           COM            675746101      946    161038 SH       DEFINED 01                   161038
OFFICEMAX, INC                 COM            67622M108     1875    526221 SH       DEFINED 01                   526221
OFFICE DEPOT, INC              COM            676220106    14389   1841803 SH       DEFINED 01                  1841803
OFFSHORE LOGISTICS, INC        COM            676255102     2451    137100 SH       DEFINED 01                   137100
OGDEN CORP                     COM            676346109     4183    308388 SH       DEFINED 01                   308388
OHIO CASUALTY CORP             COM            677240103     2399    378200 SH       DEFINED 01                   378200
OLD KENT FINANCIAL CORP        COM            679833103    25699    888093 SH       DEFINED 01                   888093
OLD NATIONAL BANCORP           COM            680033107    10571    349444 SH       DEFINED 01                   349444
OLD REPUBLIC INTERNATIONAL COR COM            680223104    19071    792575 SH       DEFINED 01                   792575
OLIN CORP                      COM            680665205     3812    235490 SH       DEFINED 01                   235490
OMNICARE, INC                  COM            681904108     9977    618700 SH       DEFINED 01                   618700
OMNICOM GROUP, INC             COM            681919106   172632   2366844 SH       DEFINED 01                  2366844
OMEGA FINANCIAL CORP           COM            682092101      303     10000 SH       DEFINED 01                    10000
OMEGA WORLDWIDE, INC           COM            68210B108        0        81 SH       DEFINED 01                       81
OMEGA RESEARCH, INC            COM            68211E101       27     10300 SH       DEFINED 01                    10300
OMNOVA SOLUTIONS, INC          COM            682129101     1191    214024 SH       DEFINED 01                   214024
ON ASSIGNMENT, INC             COM            682159108     5048    160900 SH       DEFINED 01                   160900
ON COMMAND CORP                COM            682160106      279     22700 SH       DEFINED 01                    22700
ON SEMICONDUCTOR CORP          COM            682189105    27423   2521675 SH       DEFINED 01                  2521675
1-800-FLOWERS.COM, INC         COM            68243Q106      145     29100 SH       DEFINED 01                    29100
ONEIDA LTD                     COM            682505102     1305     94041 SH       DEFINED 01                    94041
ONEOK, INC                     COM            682680103     7208    181323 SH       DEFINED 01                   181323
ONI SYSTEMS CORP               COM            68273F103     3504     40600 SH       DEFINED 01                    40600
ON2.COM, INC                   COM            68338A107      127     51100 SH       DEFINED 01                    51100
ONVIA.COM, INC                 COM            68338T106      265     59700 SH       DEFINED 01                    59700
ONYX SOFTWARE CORP             COM            683402101     3205    155400 SH       DEFINED 01                   155400
OPEN MARKET, INC               COM            68370M100     1652    263000 SH       DEFINED 01                   263000
OPEN TEXT CORP                 COM            683715106     9902    512000 SH       DEFINED 01                   512000
OPTICAL CABLE CORP             COM            683827109      706     28950 SH       DEFINED 01                    28950
ORACLE CORP                    COM            68389X105  2348527  29822565 SH       DEFINED 01                 29822565
OPUS360 CORP                   COM            68400F109       93     40405 SH       DEFINED 01                    40405
ORATEC INTERVENTIONS, INC      COM            68554M108      382     31200 SH       DEFINED 01                    31200
ORBITAL SCIENCES CORP          COM            685564106     1846    220417 SH       DEFINED 01                   220417
ORCHID BIOSCIENCES, INC        COM            68571P100     1564     46000 SH       DEFINED 01                    46000
ORGANOGENESIS, INC             COM            685906109     4331    294650 SH       DEFINED 01                   294650
O'REILLY AUTOMOTIVE, INC       COM            686091109     3453    236100 SH       DEFINED 01                   236100
ORGANIC, INC                   COM            68617E101      174     38600 SH       DEFINED 01                    38600
ORIENTAL FINANCIAL GROUP       COM            68618W100      939     60599 SH       DEFINED 01                    60599
ORTHODONTIC CENTERS OF AMERICA COM            68750P103    10453    313800 SH       DEFINED 01                   313800
OSHKOSH B'GOSH, INC (CLASS A)  COM            688222207     1756    115400 SH       DEFINED 01                   115400
OSHKOSH TRUCK CORP             COM            688239201     3759     97000 SH       DEFINED 01                    97000
OSICOM TECHNOLOGIES, INC       COM            688271501     1745     70500 SH       DEFINED 01                    70500
OSTEOTECH, INC                 COM            688582105        1       100 SH       DEFINED 01                      100
OTTER TAIL POWER CO            COM            689648103     1783     77100 SH       DEFINED 01                    77100
OUTBACK STEAKHOUSE, INC        COM            689899102    14690    541550 SH       DEFINED 01                   541550
OVERSEAS SHIPHOLDING GROUP, IN COM            690368105     4521    165160 SH       DEFINED 01                   165160
OWENS CORNING CO               COM            69073F103      917    349458 SH       DEFINED 01                   349458
OWENS & MINOR, INC             COM            690732102     3290    208885 SH       DEFINED 01                   208885
OWENS ILLINOIS, INC            COM            690768403     8828    954381 SH       DEFINED 01                   954381
OXFORD HEALTH PLANS, INC       COM            691471106    16553    538583 SH       DEFINED 01                   538583
PC CONNECTION, INC             COM            69318J100     2075     36400 SH       DEFINED 01                    36400
PC-TEL, INC                    COM            69325Q105     2199     94600 SH       DEFINED 01                    94600
P-COM, INC                     COM            693262107     3813    575500 SH       DEFINED 01                   575500
EXELON CORP                    COM            693304107    60286    995429 SH       DEFINED 01                   995429
PG&E CORP                      COM            69331C108   133353   5513318 SH       DEFINED 01                  5513318
PFF BANCORP, INC               COM            69331W104     1958     90000 SH       DEFINED 01                    90000
PE CORP-PE BIOSYSTEMS GROUP    COM            69332S102   172433   1480112 SH       DEFINED 01                  1480112
PE CORP-CELERA GENOMICS GROUP  COM            69332S201    60378    606052 SH       DEFINED 01                   606052
P.F. CHANGS CHINA BISTRO, INC  COM            69333Y108     1583     45800 SH       DEFINED 01                    45800
PICO HOLDINGS, INC             COM            693366205      138     10600 SH       DEFINED 01                    10600
PLX TECHNOLOGY, INC            COM            693417107     3072    114300 SH       DEFINED 01                   114300
PMA CAPITAL CORP (CLASS A)     COM            693419202      202     11200 SH       DEFINED 01                    11200
PMC-SIERRA, INC                COM            69344F106   285118   1324590 SH       DEFINED 01                  1324590
PMI GROUP, INC                 COM            69344M101    10122    149401 SH       DEFINED 01                   149401
PNC FINANCIAL SERVICES GROUP,  COM            693475105   168633   2594353 SH       DEFINED 01                  2594353
PPG INDUSTRIES, INC            COM            693506107    47200   1189300 SH       DEFINED 01                  1189300
PPL CORP                       COM            69351T106    43080   1031852 SH       DEFINED 01                  1031852
PRI AUTOMATION, INC            COM            69357H106     2679    146800 SH       DEFINED 01                   146800
PS BUSINESS PARKS, INC         COM            69360J107     2206     80948 SH       DEFINED 01                    80948
PSS WORLD MEDICAL, INC         COM            69366A100     1672    461306 SH       DEFINED 01                   461306
PTEK HOLDINGS, INC             COM            69366M104      525    169616 SH       DEFINED 01                   169616
PAC-WEST TELECOMM, INC         COM            69371Y101     1143    125220 SH       DEFINED 01                   125220
PACCAR, INC                    COM            693718108    16926    456700 SH       DEFINED 01                   456700
PACIFIC CAPITAL BANCORP        COM            69404P101     4633    173200 SH       DEFINED 01                   173200
PACIFIC CENTURY FINANCIAL CORP COM            694058108    11359    663300 SH       DEFINED 01                   663300
PACIFIC CREST CAPITAL, INC     COM            694166109        1        47 SH       DEFINED 01                       47
PACIFIC GATEWAY EXCHANGE, INC  COM            694327107       15      9670 SH       DEFINED 01                     9670
PACIFIC GULF PROPERTIES, INC   COM            694396102     3090    115500 SH       DEFINED 01                   115500
PACIFIC NORTHWEST BANCORP      COM            69466M103      961     74250 SH       DEFINED 01                    74250
PACIFIC SUNWEAR CALIFORNIA, IN COM            694873100     4865    259444 SH       DEFINED 01                   259444
PACIFICARE HEALTH SYSTEMS, INC COM            695112102     7100    203939 SH       DEFINED 01                   203939
PACKAGING CORP OF AMERICA      COM            695156109     2187    197700 SH       DEFINED 01                   197700
PACKARD BIOSCIENCE CO          COM            695172205     1537     78800 SH       DEFINED 01                    78800
PACKETEER, INC                 COM            695210104     3699     97500 SH       DEFINED 01                    97500
PACTIV CORP                    COM            695257105    11863   1060376 SH       DEFINED 01                  1060376
PAINE WEBBER GROUP, INC        COM            695629105    41846    614252 SH       DEFINED 01                   614252
PALL CORP                      COM            696429307    15302    767476 SH       DEFINED 01                   767476
PALM HARBOR HOMES, INC         COM            696639103     1167     84875 SH       DEFINED 01                    84875
PALM, INC                      COM            696642107   234593   4431502 SH       DEFINED 01                  4431502
PANAMSAT CORP                  COM            697933109     5268    164939 SH       DEFINED 01                   164939
PAN PACIFIC RETAIL PROPERTIES, COM            69806L104     1180     59000 SH       DEFINED 01                    59000
PANAVISION, INC (NEW)          COM            69830E209        1        86 SH       DEFINED 01                       86
PAPA JOHN'S INTERNATIONAL, INC COM            698813102     3774    150570 SH       DEFINED 01                   150570
PARADIGM GENETICS, INC         COM            69900R106      759     31800 SH       DEFINED 01                    31800
PARADYNE NETWORKS, INC         COM            69911G107      666    123200 SH       DEFINED 01                   123200
PARAMETRIC TECHNOLOGY CORP     COM            699173100    23135   2115187 SH       DEFINED 01                  2115187
PAREXEL INTERNATIONAL CORP     COM            699462107     1536    180700 SH       DEFINED 01                   180700
PARK ELECTROCHEMICAL CORP      COM            700416209     3505     63004 SH       DEFINED 01                    63004
PARK NATIONAL CORP             COM            700658107     2499     26028 SH       DEFINED 01                    26028
PARK PLACE ENTERTAINMENT CORP  COM            700690100    25317   1673879 SH       DEFINED 01                  1673879
PARKER DRILLING CO             COM            701081101     3439    491286 SH       DEFINED 01                   491286
PARKER-HANNIFIN CORP           COM            701094104    28025    830376 SH       DEFINED 01                   830376
PARKERVISION, INC              COM            701354102     2888     60000 SH       DEFINED 01                    60000
PARKWAY PROPERTIES, INC        COM            70159Q104     1831     60046 SH       DEFINED 01                    60046
PARTNER COMMUNICATIONS CO LTD  COM            70211M109     3652    475000 SH       DEFINED 01                   475000
PATINA OIL & GAS CORP          COM            703224105      974     48700 SH       DEFINED 01                    48700
PATTERSON DENTAL CO            COM            703412106     7865    349550 SH       DEFINED 01                   349550
PATTERSON ENERGY, INC          COM            703414102     8408    244600 SH       DEFINED 01                   244600
PAXAR CORP                     COM            704227107     2231    249575 SH       DEFINED 01                   249575
PAXSON COMMUNICATIONS CORP     COM            704231109     2844    247303 SH       DEFINED 01                   247303
PAYCHEX, INC                   COM            704326107   136320   2596580 SH       DEFINED 01                  2596580
PAYLESS SHOESOURCE, INC        COM            704379106     7944    141853 SH       DEFINED 01                   141853
PCORDER.COM, INC               COM            70453H107        3       800 SH       DEFINED 01                      800
PEGASYSTEMS, INC               COM            705573103      501     76900 SH       DEFINED 01                    76900
PEGASUS COMMUNICATIONS CORP    COM            705904100     9914    205200 SH       DEFINED 01                   205200
PEGASUS SOLUTIONS, INC         COM            705906105     2484    127000 SH       DEFINED 01                   127000
PENFORD CORP                   COM            707051108      769     49600 SH       DEFINED 01                    49600
PENN ENGINEERING & MANUFACTURI COM            707389300       72      2300 SH       DEFINED 01                     2300
PENN NATIONAL GAMING, INC      COM            707569109      325     21360 SH       DEFINED 01                    21360
PENN VIRGINIA CORP             COM            707882106     2205     84800 SH       DEFINED 01                    84800
PENNACO ENERGY, INC            COM            708046107     1929    111000 SH       DEFINED 01                   111000
PENNEY, (J.C.) CO, INC         COM            708160106    17430   1475546 SH       DEFINED 01                  1475546
PENNSYLVANIA REAL ESTATE INVES COM            709102107      947     54300 SH       DEFINED 01                    54300
PENNZOIL-QUAKER STATE CO       COM            709323109     5359    510395 SH       DEFINED 01                   510395
PENTAIR, INC                   COM            709631105     7693    287600 SH       DEFINED 01                   287600
PENTON MEDIA, INC              COM            709668107     4002    145519 SH       DEFINED 01                   145519
PENWEST PHARMACEUTICALS CO     COM            709754105        1        50 SH       DEFINED 01                       50
PEOPLES BANK OF BRIDGEPORT CO  COM            710198102     3601    170950 SH       DEFINED 01                   170950
PEOPLES ENERGY CORP            COM            711030106    12612    377899 SH       DEFINED 01                   377899
PEOPLES HOLDINGS CO            COM            711148106        8       400 SH       DEFINED 01                      400
PEOPLESOFT, INC                COM            712713106    46290   1656909 SH       DEFINED 01                  1656909
PEP BOYS MANNY, MOE, & JACK CO COM            713278109     1479    295843 SH       DEFINED 01                   295843
PEPSI BOTTLING GROUP, INC      COM            713409100    24604    818442 SH       DEFINED 01                   818442
PEPSIAMERICAS, INC             COM            71343P101       33      9400 SH       DEFINED 01                     9400
PEPSICO, INC                   COM            713448108   757068  16457994 SH       DEFINED 01                 16457994
PER SE TECHNOLOGIES, INC       COM            713569309     2748    216606 SH       DEFINED 01                   216606
PEREGRINE SYSTEMS, INC         COM            71366Q101    16628    878027 SH       DEFINED 01                   878027
PERFORMANCE FOOD GROUP CO      COM            713755106     3420     90900 SH       DEFINED 01                    90900
PERICOM SEMICONDUCTOR CORP     COM            713831105     5946    158300 SH       DEFINED 01                   158300
PERKINELMER, INC               COM            714046109    24048    230400 SH       DEFINED 01                   230400
PEROT SYSTEMS CORP (CLASS A)   COM            714265105     4324    402200 SH       DEFINED 01                   402200
PERRIGO CO                     COM            714290103     2771    404857 SH       DEFINED 01                   404857
PERSISTENCE SOFTWARE, INC      COM            715329108      845     77300 SH       DEFINED 01                    77300
PERSONNEL GROUP OF AMERICA, IN COM            715338109       14      4400 SH       DEFINED 01                     4400
PERVASIVE SOFTWARE, INC        COM            715710109       26     12400 SH       DEFINED 01                    12400
PETCO ANIMAL SUPPLIES, INC     COM            716016100     3353    153700 SH       DEFINED 01                   153700
PETRO-CANADA (VARIABLE VOTE)   COM            71644E102    22597   1014900 SH       DEFINED 01                  1014900
PETSMART, INC                  COM            716768106     3667    782340 SH       DEFINED 01                   782340
PHARMACYCLICS, INC             COM            716933106     6029    121500 SH       DEFINED 01                   121500
PFIZER, INC                    COM            717081103  3107693  69155894 SH       DEFINED 01                 69155894
PFSWEB, INC                    COM            717098107        4      1840 SH       DEFINED 01                     1840
PHARMACEUTICAL PRODUCT DEVELOP COM            717124101     3515    132330 SH       DEFINED 01                   132330
PHARMACOPEIA, INC              COM            71713B104     3902    153000 SH       DEFINED 01                   153000
PHARMACIA CORP                 COM            71713U102   571815   9500555 SH       DEFINED 01                  9500555
PHELPS DODGE CORP              COM            717265102    23702    567714 SH       DEFINED 01                   567714
PHILADELPHIA CONSOLIDATED HOLD COM            717528103     1027     49200 SH       DEFINED 01                    49200
PHILADELPHIA SUBURBAN CORP     COM            718009608     3839    165581 SH       DEFINED 01                   165581
PHILIP MORRIS COS, INC         COM            718154107   673017  22862589 SH       DEFINED 01                 22862589
PHILIP SERVICE CORP /DE        COM            718193105        0       100 SH       DEFINED 01                      100
PHILLIPS PETROLEUM CO          COM            718507106    88072   1403539 SH       DEFINED 01                  1403539
PHILLIPS VAN HEUSEN CORP       COM            718592108     1408    136533 SH       DEFINED 01                   136533
PHOENIX INVESTMENT PARTNERS LT COM            719085102     4320    278700 SH       DEFINED 01                   278700
PHOENIX TECHNOLOGIES LTD       COM            719153108     2800    175700 SH       DEFINED 01                   175700
PHONE.COM, INC                 COM            71920Q100    24486    215500 SH       DEFINED 01                   215500
PHOTOGEN TECHNOLOGIES, INC     COM            71932A101        6      1500 SH       DEFINED 01                     1500
PHOTON DYNAMICS, INC           COM            719364101     3280     86900 SH       DEFINED 01                    86900
PHOTRONICS, INC                COM            719405102     4418    202525 SH       DEFINED 01                   202525
PICCADILLY CAFETERIAS, INC     COM            719567109      816    373158 SH       DEFINED 01                   373158
PICTURETEL CORP                COM            720035302        0         1 SH       DEFINED 01                        1
PIEDMONT NATURAL GAS CO, INC   COM            720186105     5976    195134 SH       DEFINED 01                   195134
PIER 1 IMPORTS, INC            COM            720279108     8890    655479 SH       DEFINED 01                   655479
PILGRIMS PRIDE CORP (CLASS B)  COM            721467108      547     79600 SH       DEFINED 01                    79600
PINNACLE ENTERTAINMENT, INC    COM            723456109     3669    168700 SH       DEFINED 01                   168700
PINNACLE HOLDINGS, INC         COM            72346N101     6121    229900 SH       DEFINED 01                   229900
PINNACLE SYSTEMS, INC          COM            723481107     3863    343337 SH       DEFINED 01                   343337
PINNACLE WEST CAPITAL CORP     COM            723484101    24457    480734 SH       DEFINED 01                   480734
PIONEER GROUP, INC             COM            723684106     7352    167218 SH       DEFINED 01                   167218
PIONEER NATURAL RESOURCES CO   COM            723787107     9144    644542 SH       DEFINED 01                   644542
PIONEER-STANDARD ELECTRONICS,  COM            723877106     1316     97050 SH       DEFINED 01                    97050
PITNEY BOWES, INC              COM            724479100    77546   1966294 SH       DEFINED 01                  1966294
PITTSTON BRINK'S GROUP CO      COM            725701106     5199    335408 SH       DEFINED 01                   335408
PIXELWORKS, INC                COM            72581M107     2074     43500 SH       DEFINED 01                    43500
PIXAR, INC                     COM            725811103     3727    116000 SH       DEFINED 01                   116000
PLACER DOME, INC               COM            725906101     6795    727652 SH       DEFINED 01                   727652
PLAINS RESOURCES, INC          COM            726540503     1930    102271 SH       DEFINED 01                   102271
PLANTRONICS, INC               COM            727493108    11321    297925 SH       DEFINED 01                   297925
PLAYBOY ENTERPRISES, INC (CLAS COM            728117300      240     16100 SH       DEFINED 01                    16100
PLAYTEX PRODUCTS, INC          COM            72813P100     1283    108600 SH       DEFINED 01                   108600
PLEXUS CORP                    COM            729132100    15374    218068 SH       DEFINED 01                   218068
PLUG POWER, INC                COM            72919P103     2462     66100 SH       DEFINED 01                    66100
PLUM CREEK TIMBER CO, INC      COM            729251108     5743    257400 SH       DEFINED 01                   257400
POGO PRODUCING CO              COM            730448107     7554    297700 SH       DEFINED 01                   297700
POLARIS INDUSTRIES, INC        COM            731068102     6347    180048 SH       DEFINED 01                   180048
POLAROID CORP                  COM            731095105     3953    294208 SH       DEFINED 01                   294208
POLO RALPH LAUREN CORP         COM            731572103     5973    370400 SH       DEFINED 01                   370400
POLYCOM, INC                   COM            73172K104    28597    427026 SH       DEFINED 01                   427026
POLYMEDIA CORP                 COM            731738100     3297     76900 SH       DEFINED 01                    76900
POLYMER GROUP, INC             COM            731745105     1042    141300 SH       DEFINED 01                   141300
POLYONE CORP                   COM            73179P106     4999    683609 SH       DEFINED 01                   683609
POPE & TALBOT, INC             COM            732827100      905     63200 SH       DEFINED 01                    63200
POPULAR, INC                   COM            733174106    24697    912573 SH       DEFINED 01                   912573
PORTAL SOFTWARE, INC           COM            736126103    27463    686575 SH       DEFINED 01                   686575
POSSIS MEDICAL, INC            COM            737407106        1        76 SH       DEFINED 01                       76
POST PROPERTIES, INC           COM            737464107    10700    245623 SH       DEFINED 01                   245623
POTASH CORP OF SASKATCHEWAN    COM            73755L107    11746    224900 SH       DEFINED 01                   224900
POTLATCH CORP                  COM            737628107     2658     84059 SH       DEFINED 01                    84059
POTOMAC ELECTRIC POWER CO      COM            737679100    27583   1095100 SH       DEFINED 01                  1095100
POWER INTEGRATIONS, INC        COM            739276103     2857    205000 SH       DEFINED 01                   205000
POWER-ONE, INC                 COM            739308104    22476    371404 SH       DEFINED 01                   371404
POWERTEL, INC                  COM            73936C109    16323    214600 SH       DEFINED 01                   214600
POWERWAVE TECHNOLOGIES, INC    COM            739363109    15580    410335 SH       DEFINED 01                   410335
PRAECIS PHARMACEUTICALS, INC   COM            739421105     2890     68000 SH       DEFINED 01                    68000
PRAXAIR, INC                   COM            74005P104    52546   1405921 SH       DEFINED 01                  1405921
PREPAID LEGAL SERVICES, INC    COM            740065107     4628    143238 SH       DEFINED 01                   143238
PRECISION CAST PARTS CORP      COM            740189105     9283    241900 SH       DEFINED 01                   241900
PRECISION DRILLING CORP        COM            74022D100     1553     43400 SH       DEFINED 01                    43400
PREDICTIVE SYSTEMS, INC        COM            74036W102      564     29225 SH       DEFINED 01                    29225
PREMIER FARNELL PLC CV PFD ADR PFD            74050U206       23      1122 SH       DEFINED 01                     1122
PREMIER NATIONAL BANCORP, INC  COM            74053F107     1326     65470 SH       DEFINED 01                    65470
PRENTISS PROPERTIES TRUST      COM            740706106     6210    237700 SH       DEFINED 01                   237700
PRESIDENTIAL LIFE CORP         COM            740884101     2504    167600 SH       DEFINED 01                   167600
PRESSTEK, INC                  COM            741113104     4215    219700 SH       DEFINED 01                   219700
PREVIEW SYSTEMS, INC           COM            741379101      150     15800 SH       DEFINED 01                    15800
PRICE COMMUNICATIONS CORP      COM            741437305    41277   2109989 SH       DEFINED 01                  2109989
PRICE (T. ROWE) ASSOCIATES, IN COM            741477103    30763    655400 SH       DEFINED 01                   655400
PRICELINE.COM, INC             COM            741503106     6622    557682 SH       DEFINED 01                   557682
PRICESMART, INC                COM            741511109       11       275 SH       DEFINED 01                      275
PRIMEDIA, INC                  COM            74157K101    17625   1076322 SH       DEFINED 01                  1076322
PRIME RETAIL, INC              PFD            741570303       39     11020 SH       DEFINED 01                    11020
PRIME GROUP REALTY TRUST       COM            74158J103      775     49200 SH       DEFINED 01                    49200
PRIMEX TECHNOLOGIES, INC       COM            741597108     2469     84960 SH       DEFINED 01                    84960
PRIMUS KNOWLEDGE SOLUTIONS, IN COM            74163Q100     1315     88800 SH       DEFINED 01                    88800
PRIMA ENERGY CORP              COM            741901201     2332     43800 SH       DEFINED 01                    43800
PRIME HOSPITALITY CORP         COM            741917108     2895    285971 SH       DEFINED 01                   285971
PRIMUS TELECOMMUNICATIONS GROU COM            741929103     2119    223100 SH       DEFINED 01                   223100
PRIDE INTERNATIONAL, INC       COM            741932107    10833    408800 SH       DEFINED 01                   408800
CORRECTIONS CORP OF AMERICA    COM            74264N105      892    751087 SH       DEFINED 01                   751087
CORRECTIONS CORP OF AMERICA -  PFD            74264N303      714     37554 SH       DEFINED 01                    37554
PRIORITY HEALTHCARE CORP (CLAS COM            74264T102     1132     14850 SH       DEFINED 01                    14850
PRIVATE MEDIA GROUP            COM            74266R104       98     17500 SH       DEFINED 01                    17500
PRIVATE BUSINESS, INC          COM            74267D104        0       100 SH       DEFINED 01                      100
PRIZE ENERGY CORP              COM            74267L106      111      5900 SH       DEFINED 01                     5900
PROBUSINESS SERVICES, INC      COM            742674104     3376    111600 SH       DEFINED 01                   111600
PROCOM TECHNOLOGY, INC         COM            74270W107     1106     37400 SH       DEFINED 01                    37400
PROCTER & GAMBLE CO            COM            742718109   666951   9954489 SH       DEFINED 01                  9954489
PRODIGY COMMUNICATIONS CORP (C COM            74283P206      616    120230 SH       DEFINED 01                   120230
PROFESSIONALS GROUP, INC       COM            742954100        3       150 SH       DEFINED 01                      150
PROFESSIONAL DETAILING, INC    COM            74312N107     1790     31400 SH       DEFINED 01                    31400
PROFIT RECOVERY GROUP INTERNAT COM            743168106     2997    303450 SH       DEFINED 01                   303450
PROGRESS SOFTWARE CORP         COM            743312100     3399    249500 SH       DEFINED 01                   249500
PROGRESSIVE CORP               COM            743315103    30291    369966 SH       DEFINED 01                   369966
PROJECT SOFTWARE & DEVELOPMENT COM            74339P101     1491     95900 SH       DEFINED 01                    95900
PROLOGIS TRUST                 COM            743410102    13515    569053 SH       DEFINED 01                   569053
PROSOFTTRAINING.COM            COM            743477101     2122    148900 SH       DEFINED 01                   148900
PROTECTION ONE, INC            COM            743663304       17     12000 SH       DEFINED 01                    12000
PROTECTIVE LIFE CORP           COM            743674103     9570    320320 SH       DEFINED 01                   320320
PROTEIN DESIGN LABORATORIES, I COM            74369L103    20847    173002 SH       DEFINED 01                   173002
PROVANT, INC                   COM            743724106        0        50 SH       DEFINED 01                       50
PROVIDENCE AND WORCESTER RAILR COM            743737108      531     75200 SH       DEFINED 01                    75200
PROVIDENT BANKSHARES CORP      COM            743859100     2996    178877 SH       DEFINED 01                   178877
PROVIDENT FINANCIAL GROUP, INC COM            743866105     4600    156600 SH       DEFINED 01                   156600
PROVINCE HEALTHCARE CO         COM            743977100     8956    224250 SH       DEFINED 01                   224250
PROVIDIAN FINANCIAL CORP       COM            74406A102   127564   1004444 SH       DEFINED 01                  1004444
PROXICOM, INC                  COM            744282104     4386    224900 SH       DEFINED 01                   224900
PROXIM, INC                    COM            744284100     6991    157099 SH       DEFINED 01                   157099
PROXYMED, INC                  COM            744290107       50     44600 SH       DEFINED 01                    44600
PSINET, INC                    COM            74437C101    19137   1988229 SH       DEFINED 01                  1988229
PUBLIC SERVICE CO OF NEW MEXIC COM            744499104     5760    222624 SH       DEFINED 01                   222624
PUBLIC SERVICE ENTERPRISE GROU COM            744573106    55562   1243351 SH       DEFINED 01                  1243351
PUBLIC STORAGE, INC            COM            74460D109    14244    595032 SH       DEFINED 01                   595032
PUBLICARD, INC                 COM            744627100       26     12500 SH       DEFINED 01                    12500
PUGET SOUND ENERGY, INC        COM            745332106    18193    716971 SH       DEFINED 01                   716971
PULITZER, INC                  COM            745769109      953     22200 SH       DEFINED 01                    22200
PULTE CORP                     COM            745867101     6262    189761 SH       DEFINED 01                   189761
PUMA TECHNOLOGY, INC           COM            745887109     5293    260572 SH       DEFINED 01                   260572
PURCHASEPRO.COM, INC           COM            746144104    13006    148000 SH       DEFINED 01                   148000
PURE RESOURCES, INC            COM            74622E102     6551    309200 SH       DEFINED 01                   309200
QLT PHOTOTHERAPEUTICS, INC     COM            746927102    11231    155100 SH       DEFINED 01                   155100
QRS CORP                       COM            74726X105     1420     94300 SH       DEFINED 01                    94300
QAD, INC                       COM            74727D108        5      1800 SH       DEFINED 01                     1800
QLOGIC CORP                    COM            747277101    63287    719170 SH       DEFINED 01                   719170
QUADRAMED CORP                 COM            74730W101       45     34400 SH       DEFINED 01                    34400
QUAKER OATS CO                 COM            747402105    71274    900780 SH       DEFINED 01                   900780
QUALCOMM, INC                  COM            747525103   520177   7300729 SH       DEFINED 01                  7300729
QUANTA SERVICES, INC           COM            74762E102     8837    321350 SH       DEFINED 01                   321350
QUANEX CORP                    COM            747620102     1710     89729 SH       DEFINED 01                    89729
QUANTUM CORP-DLT & STORAGE SYS COM            747906204    14155    939735 SH       DEFINED 01                   939735
QUANTUM CORP-HARD DISK DRIVE G COM            747906303     6523    656367 SH       DEFINED 01                   656367
QUEBECOR WORLD, INC            COM            748203106     2226     98200 SH       DEFINED 01                    98200
QUEENS COUNTY BANCORP, INC     COM            748242104     3325    115150 SH       DEFINED 01                   115150
QUEST DIAGNOSTICS, INC         COM            74834L100    32586    283970 SH       DEFINED 01                   283970
QUEST SOFTWARE, INC            COM            74834T103    10422    167800 SH       DEFINED 01                   167800
QUESTAR CORP                   COM            748356102    14857    534180 SH       DEFINED 01                   534180
QUICKLOGIC CORP                COM            74837P108     2721    164900 SH       DEFINED 01                   164900
QUICKSILVER, INC               COM            74838C106     3096    160819 SH       DEFINED 01                   160819
QUINTILES TRANSNATIONAL CORP   COM            748767100    12149    762288 SH       DEFINED 01                   762288
QUINTUS CORP                   COM            748798105     1113    130000 SH       DEFINED 01                   130000
QUOKKA SPORTS, INC             COM            749077103      429    108000 SH       DEFINED 01                   108000
QUORUM HEALTH GROUP, INC       COM            749084109     5828    448340 SH       DEFINED 01                   448340
R & B FALCON CORP              COM            74912E101    41419   1485866 SH       DEFINED 01                  1485866
QWEST COMMUNICATIONS INTERNATI COM            749121109   385723   8025449 SH       DEFINED 01                  8025449
R&G FINANCIAL CORP (CLASS B)   COM            749136107       10      1000 SH       DEFINED 01                     1000
RCN CORP                       COM            749361101    31862   1535527 SH       DEFINED 01                  1535527
RFS HOTEL INVESTORS, INC       COM            74955J108     2108    167000 SH       DEFINED 01                   167000
R.H. DONNELLEY CORP            COM            74955W307     3305    156436 SH       DEFINED 01                   156436
RGS ENERGY GROUP, INC          COM            74956K104     6675    236797 SH       DEFINED 01                   236797
RLI CORP                       COM            749607107     1242     32200 SH       DEFINED 01                    32200
RPC, INC                       COM            749660106     6475    551044 SH       DEFINED 01                   551044
RPM, INC                       COM            749685103     3075    339256 SH       DEFINED 01                   339256
RSA SECURITY, INC              COM            749719100    11357    263350 SH       DEFINED 01                   263350
RTI INTERNATIONAL METALS, INC  COM            74973W107     1435     99400 SH       DEFINED 01                    99400
RWD TECHNOLOGIES, INC          COM            74975B101       33      3835 SH       DEFINED 01                     3835
RF MICRO DEVICES, INC          COM            749941100    28744    898260 SH       DEFINED 01                   898260
RACING CHAMPIONS CORP          COM            750069106        1      1100 SH       DEFINED 01                     1100
RADIAN GROUP, INC              COM            750236101    11570    171406 SH       DEFINED 01                   171406
RADIANT SYSTEMS, INC           COM            75025N102     2672    125000 SH       DEFINED 01                   125000
RADIO ONE, INC                 COM            75040P108     1751    210700 SH       DEFINED 01                   210700
RADIO ONE, INC (CLASS D)       COM            75040P405     1407    199265 SH       DEFINED 01                   199265
RADIOSHACK CORP                COM            750438103   212473   3287785 SH       DEFINED 01                  3287785
RADISYS CORP                   COM            750459109     5461    108000 SH       DEFINED 01                   108000
RAINFOREST CAFE, INC           COM            75086K104        0       100 SH       DEFINED 01                      100
RAINBOW TECHNOLOGIES, INC      COM            750862104     2711     76650 SH       DEFINED 01                    76650
RAMBUS, INC                    COM            750917106    47665    603837 SH       DEFINED 01                   603837
RALCORP HOLDINGS, INC          COM            751028101     2495    176643 SH       DEFINED 01                   176643
RALSTON PURINA CO              COM            751277302   131287   5542438 SH       DEFINED 01                  5542438
RAMP NETWORKS, INC             COM            751567108      308     87300 SH       DEFINED 01                    87300
RAMTRON INTERNATIONAL CORP     COM            751907304        1       120 SH       DEFINED 01                      120
RARE MEDIUM GROUP, INC         COM            75382N109     1588    213560 SH       DEFINED 01                   213560
RARE MEDIUM GROUP, INC         COM            753820109     2445    120000 SH       DEFINED 01                   120000
RATIONAL SOFTWARE CORP         COM            75409P202   103038   1485228 SH       DEFINED 01                  1485228
RAYMOND JAMES FINANCIAL CORP   COM            754730109     8880    269606 SH       DEFINED 01                   269606
RAYONIER, INC                  COM            754907103     6114    170139 SH       DEFINED 01                   170139
RAYOVAC CORP                   COM            755081106     3588    209500 SH       DEFINED 01                   209500
RAYTHEON CO (CLASS A)          COM            755111309    30890   1128386 SH       DEFINED 01                  1128386
RAYTHEON CO (CLASS B)          COM            755111408    25535    897951 SH       DEFINED 01                   897951
RAZORFISH, INC                 COM            755236106      992     96074 SH       DEFINED 01                    96074
READ RITE CORP                 COM            755246105       41      3630 SH       DEFINED 01                     3630
READER'S DIGEST ASSOCIATION, I COM            755267101    29153    825576 SH       DEFINED 01                   825576
REALNETWORKS, INC              COM            75605L104    25872    650859 SH       DEFINED 01                   650859
REALTY INCOME CORP             COM            756109104     3548    152200 SH       DEFINED 01                   152200
RECKSON ASSOCIATES REALTY CORP COM            75621K106     2641    103578 SH       DEFINED 01                   103578
RECKSON ASSOCIATES REALTY CORP COM            75621K304     4029    155724 SH       DEFINED 01                   155724
RECOTON CORP                   COM            756268108        5       331 SH       DEFINED 01                      331
RED HAT, INC                   COM            756577102    11655    683098 SH       DEFINED 01                   683098
REDBACK NETWORKS, INC          COM            757209101   138627    845286 SH       DEFINED 01                   845286
REDIFF.COM INDIA LTD ADR       ADR            757479100      764    104500 SH       DEFINED 01                   104500
REDWOOD TRUST, INC             COM            758075402      108      7070 SH       DEFINED 01                     7070
REEBOK INTERNATIONAL LTD       COM            758110100     5194    276100 SH       DEFINED 01                   276100
REGAL-BELOIT CORP              COM            758750103     2325    137100 SH       DEFINED 01                   137100
REGENERON PHARMACEUTICALS, INC COM            75886F107     8665    265600 SH       DEFINED 01                   265600
REGENT COMMUNICATIONS, INC     COM            758865109      106     19100 SH       DEFINED 01                    19100
REGIS CORP                     COM            758932107     3185    212300 SH       DEFINED 01                   212300
REGENCY REALTY CORP            COM            758939102     4493    195900 SH       DEFINED 01                   195900
REGIONS FINANCIAL CORP         COM            758940100    32117   1415620 SH       DEFINED 01                  1415620
REGISTER.COM, INC              COM            75914G101      337     35500 SH       DEFINED 01                    35500
REHABCARE GROUP, INC           COM            759148109     4021     94600 SH       DEFINED 01                    94600
REINSURANCE GROUP OF AMERICA,  COM            759351109     4767    139175 SH       DEFINED 01                   139175
RELIANCE GROUP HOLDINGS, INC   COM            759464100       86    424978 SH       DEFINED 01                   424978
RELIANCE STEEL & ALUMINUM CO   COM            759509102     2693    127850 SH       DEFINED 01                   127850
RELIANT ENERGY, INC            COM            75952J108    72817   1565964 SH       DEFINED 01                  1565964
REMEC, INC                     COM            759543101     8191    278250 SH       DEFINED 01                   278250
REMEDY CORP                    COM            759548100     3812    201980 SH       DEFINED 01                   201980
RENAISSANCE WORLDWIDE, INC     COM            75968A109       31     19718 SH       DEFINED 01                    19718
REPUBLIC BANCSHARES, INC       COM            759929102      104     10800 SH       DEFINED 01                    10800
RENAL CARE GROUP, INC          COM            759930100     6162    330850 SH       DEFINED 01                   330850
RENT-A-CENTER, INC             COM            76009N100     4216    121550 SH       DEFINED 01                   121550
RENT WAY, INC                  COM            76009U104     5344    175950 SH       DEFINED 01                   175950
REPUBLIC BANCORP, INC          COM            760282103     2857    300780 SH       DEFINED 01                   300780
REPUBLIC GROUP, INC            COM            760473108      491     26714 SH       DEFINED 01                    26714
REPUBLIC SECURITY FINANCIAL CO COM            760758102     1528    309374 SH       DEFINED 01                   309374
REPUBLIC SERVICES, INC (CLASS  COM            760759100    56516   4306016 SH       DEFINED 01                  4306016
RESEARCH FRONTIERS, INC        COM            760911107     1403     73100 SH       DEFINED 01                    73100
RES-CARE, INC                  COM            760943100      627    137450 SH       DEFINED 01                   137450
RESTORATION HARDWARE, INC      COM            760981100       26      7400 SH       DEFINED 01                     7400
RESMED, INC                    COM            761152107     6878    220100 SH       DEFINED 01                   220100
RESOURCE AMERICA, INC (CLASS A COM            761195205      654     76900 SH       DEFINED 01                    76900
RESOURCE BANCSHARES MTGE GROUP COM            761197102        0        25 SH       DEFINED 01                       25
RESPIRONICS, INC               COM            761230101     3901    233778 SH       DEFINED 01                   233778
RESPONSE ONCOLOGY, INC         COM            761232305       60     68184 SH       DEFINED 01                    68184
RETEK, INC                     COM            76128Q109     2555     48200 SH       DEFINED 01                    48200
REVLON, INC (CLASS A)          COM            761525500      524     78406 SH       DEFINED 01                    78406
REYNOLDS & REYNOLDS CO (CLASS  COM            761695105     9212    463500 SH       DEFINED 01                   463500
RJR REYNOLDS TOBACCO HOLDINGS, COM            76182K105    20140    624510 SH       DEFINED 01                   624510
RHYTHMS NETCONNECTIONS, INC    COM            762430205     3718    504201 SH       DEFINED 01                   504201
RIBOZYME PHARMACEUTICALS, INC  COM            762567105     1795     61900 SH       DEFINED 01                    61900
RICA FOODS, INC                COM            762582203       76      4600 SH       DEFINED 01                     4600
RICHMOND COUNTY FINANCIAL CORP COM            764556106     4915    203200 SH       DEFINED 01                   203200
RIGHTCHOICE MANAGED CARE, INC  COM            76657K101       24      1000 SH       DEFINED 01                     1000
RIGGS NATIONAL CORP            COM            766570105     1599    130500 SH       DEFINED 01                   130500
RIO ALGOM LTD                  COM            766889109      813     42900 SH       DEFINED 01                    42900
RITE AID CORP                  COM            767754104    10969   2742198 SH       DEFINED 01                  2742198
RIVIANA FOODS, INC             COM            769536103      362     21700 SH       DEFINED 01                    21700
ROADWAY EXPRESS, INC           COM            769742107     1626     90650 SH       DEFINED 01                    90650
ROBBINS & MYERS, INC           COM            770196103      438     18553 SH       DEFINED 01                    18553
ROBERT HALF INTERNATIONAL, INC COM            770323103    47622   1372884 SH       DEFINED 01                  1372884
ROBOTIC VISION SYSTEMS, INC    COM            771074101     1544    258750 SH       DEFINED 01                   258750
ROCK-TENN CO (CLASS A)         COM            772739207      776     78100 SH       DEFINED 01                    78100
ROCKWELL INTERNATIONAL CORP    COM            773903109    78229   2586086 SH       DEFINED 01                  2586086
ROGERS COMMUNICATIONS, INC (CL COM            775109200     4736    199900 SH       DEFINED 01                   199900
ROGERS CORP                    COM            775133101     3827    121000 SH       DEFINED 01                   121000
ROHM & HAAS CO                 COM            775371107    39415   1356222 SH       DEFINED 01                  1356222
ROHN INDUSTRIES, INC           COM            775381106        2       400 SH       DEFINED 01                      400
ROLLINS, INC                   COM            775711104     3910    263956 SH       DEFINED 01                   263956
ROLLINS TRUCK LEASING CORP     COM            775741101     1869    296147 SH       DEFINED 01                   296147
ROPER INDUSTRIES, INC          COM            776696106     7972    240210 SH       DEFINED 01                   240210
ROSLYN BANCORP, INC            COM            778162107    10806    482965 SH       DEFINED 01                   482965
ROSS STORES, INC               COM            778296103     7972    554560 SH       DEFINED 01                   554560
ROUSE CO                       COM            779273101    11608    465500 SH       DEFINED 01                   465500
ROWAN COS, INC                 COM            779382100    25102    865602 SH       DEFINED 01                   865602
ROYAL APPLIANCE MANUFACTURING  COM            780076105        8      1400 SH       DEFINED 01                     1400
ROYAL BANK OF CANADA           COM            780087102    41010   1380410 SH       DEFINED 01                  1380410
ROYAL DUTCH PETROLEUM CO (NY R ADR            780257804    14984    250000 SH       DEFINED 01                   250000
RUBY TUESDAY, INC              COM            781182100     4988    443368 SH       DEFINED 01                   443368
RUDDICK CORP                   COM            781258108     1557    112200 SH       DEFINED 01                   112200
RUDOLPH TECHNOLOGIES, INC      COM            781270103     1241     37100 SH       DEFINED 01                    37100
RURAL CELLULAR CORP            COM            781904107     4891     71800 SH       DEFINED 01                    71800
RUSS BERRIE & CO, INC          COM            782233100     1275     64550 SH       DEFINED 01                    64550
RUSSELL CORP                   COM            782352108     2788    175600 SH       DEFINED 01                   175600
RYANAIR HOLDINGS PLC ADR       ADR            783513104    25202    654600 SH       DEFINED 01                   654600
RYAN'S FAMILY STEAK HOUSES, IN COM            783519101     1665    216550 SH       DEFINED 01                   216550
RYDER SYSTEM, INC              COM            783549108     8379    454452 SH       DEFINED 01                   454452
RYERSON TULL, INC              COM            78375P107      868     91927 SH       DEFINED 01                    91927
RYLAND GROUP, INC              COM            783764103     2561     82600 SH       DEFINED 01                    82600
S & T BANCORP, INC             COM            783859101     2409    126800 SH       DEFINED 01                   126800
SBC COMMUNICATIONS, INC        COM            78387G103  1977854  39557076 SH       DEFINED 01                 39557076
SBS TECHNOLOGIES, INC          COM            78387P103     1809     77800 SH       DEFINED 01                    77800
SBA COMMUNICATIONS CORP        COM            78388J106     7750    184800 SH       DEFINED 01                   184800
SCI SYSTEMS, INC               COM            783890106    37093    904704 SH       DEFINED 01                   904704
SCM MICROSYSTEMS, INC          COM            784018103     3737     98500 SH       DEFINED 01                    98500
SCPIE HOLDINGS, INC            COM            78402P104      965     47967 SH       DEFINED 01                    47967
SCP POOL CORP                  COM            784028102     3014    101750 SH       DEFINED 01                   101750
SDL, INC                       COM            784076101   224890    727064 SH       DEFINED 01                   727064
SEI INVESTMENTS CO             COM            784117103    19947    281936 SH       DEFINED 01                   281936
SEMCO ENERGY, INC              COM            78412D109      607     39505 SH       DEFINED 01                    39505
SJW CORP                       COM            784305104      570      4800 SH       DEFINED 01                     4800
SL GREEN REALTY CORP           COM            78440X101     4007    142800 SH       DEFINED 01                   142800
SLI, INC                       COM            78442T108      919    125700 SH       DEFINED 01                   125700
SPSS, INC                      COM            78462K102     1405     52400 SH       DEFINED 01                    52400
SOS STAFFING SERVICES, INC     COM            78462X104        7      2600 SH       DEFINED 01                     2600
SPS TECHNOLOGIES, INC          COM            784626103     3959     81629 SH       DEFINED 01                    81629
S1 CORP                        COM            78463B101     5111    428141 SH       DEFINED 01                   428141
SPX CORP                       COM            784635104    26138    184154 SH       DEFINED 01                   184154
S3, INC                        COM            784849101     6939    672890 SH       DEFINED 01                   672890
SVI HOLDINGS, INC              COM            784872103      761    154100 SH       DEFINED 01                   154100
SABA SOFTWARE, INC             COM            784932105      767     27400 SH       DEFINED 01                    27400
SABRE HOLDINGS CORP            COM            785905100    38413   1327443 SH       DEFINED 01                  1327443
SAFECO CORP                    COM            786429100    24369    894260 SH       DEFINED 01                   894260
SAFEGUARD SCIENTIFICS, INC     COM            786449108    13815    692900 SH       DEFINED 01                   692900
SAFESCIENCE, INC               COM            786452102       35     20100 SH       DEFINED 01                    20100
SAFEWAY, INC                   COM            786514208   285385   6112660 SH       DEFINED 01                  6112660
SAGA COMMUNICATIONS, INC (CLAS COM            786598102      155      9400 SH       DEFINED 01                     9400
SAGA SYSTEMS, INC              COM            786610105     2250    214300 SH       DEFINED 01                   214300
SAGENT TECHNOLOGY, INC         COM            786693101      852    112700 SH       DEFINED 01                   112700
ST. FRANCIS CAPITAL CORP       COM            789374105       23      1500 SH       DEFINED 01                     1500
ST. JOE CO                     COM            790148100     5259    189500 SH       DEFINED 01                   189500
ST. JUDE MEDICAL, INC          COM            790849103    23073    452419 SH       DEFINED 01                   452419
ST. MARY LAND & EXPLORATION CO COM            792228108     5507    238800 SH       DEFINED 01                   238800
ST. PAUL COS, INC              COM            792860108   138016   2798803 SH       DEFINED 01                  2798803
SAKS, INC                      COM            79377W108     8579    868783 SH       DEFINED 01                   868783
SALEM COMMUNICATIONS CORP      COM            794093104       39      3100 SH       DEFINED 01                     3100
SALIENT 3 COMMUNICATIONS, INC  COM            794721100      181     70800 SH       DEFINED 01                    70800
SALTON, INC                    COM            795757103     2419     74850 SH       DEFINED 01                    74850
SAMSONITE CORP                 COM            79604V105      518    134827 SH       DEFINED 01                   134827
SANCHEZ COMPUTER ASSOCIATES, I COM            799702105     1514     97700 SH       DEFINED 01                    97700
SANDISK CORP                   COM            80004C101    26733    400500 SH       DEFINED 01                   400500
SANDY SPRING BANCORP, INC      COM            800363103      460     18400 SH       DEFINED 01                    18400
SANMINA CORP                   COM            800907107   279194   2982043 SH       DEFINED 01                  2982043
SANGSTAT MEDICAL CORP          COM            801003104     1541    120300 SH       DEFINED 01                   120300
SANTA CRUZ OPERATION, INC      COM            801833104       24      8000 SH       DEFINED 01                     8000
SANTANDER BANCORP              COM            802809103      205     12440 SH       DEFINED 01                    12440
SAPIENT CORP                   COM            803062108    25050    615674 SH       DEFINED 01                   615674
SARA LEE CORP                  COM            803111103   124231   6115967 SH       DEFINED 01                  6115967
SATCON TECHNOLOGY CO           COM            803893106     2077     58111 SH       DEFINED 01                    58111
SAUER-DANFOSS, INC             COM            804137107      932     84700 SH       DEFINED 01                    84700
SAUL CENTERS, INC              COM            804395101      258     16200 SH       DEFINED 01                    16200
SAVVIS COMMUNICATIONS CORP     COM            805423100      794     88200 SH       DEFINED 01                    88200
SAWTEK, INC                    COM            805468105    10918    283475 SH       DEFINED 01                   283475
SCANA CORP                     COM            80589M102    18157    588067 SH       DEFINED 01                   588067
SCHAWK, INC (CLASS A)          COM            806373106       20      2200 SH       DEFINED 01                     2200
SCHEIN (HENRY), INC            COM            806407102     3146    157800 SH       DEFINED 01                   157800
SCHERING-PLOUGH CORP           COM            806605101   786456  16913030 SH       DEFINED 01                 16913030
SCHLUMBERGER LTD               COM            806857108    64829    787600 SH       DEFINED 01                   787600
SCHOLASTIC CORP                COM            807066105    39726    499300 SH       DEFINED 01                   499300
SCHOOL SPECIALTY, INC          COM            807863105     2855    133946 SH       DEFINED 01                   133946
SCHULMAN (A.), INC             COM            808194104     2903    263914 SH       DEFINED 01                   263914
SCHWAB (CHARLES) CORP          COM            808513105   287239   8091231 SH       DEFINED 01                  8091231
SCHWEITZER-MAUDUIT INTERNATION COM            808541106     1211     90516 SH       DEFINED 01                    90516
SCICLONE PHARMACEUTICALS, INC  COM            80862K104     2071    190400 SH       DEFINED 01                   190400
SCIENT CORP                    COM            80864H109     5444    260020 SH       DEFINED 01                   260020
SCIENTIFIC-ATLANTA, INC        COM            808655104    73137   1149500 SH       DEFINED 01                  1149500
SCIENTIFIC LEARNING CORP       COM            808760102      105     19300 SH       DEFINED 01                    19300
SCIOS, INC                     COM            808905103      903     87050 SH       DEFINED 01                    87050
SCIQUEST.COM, INC              COM            80908Q107      921    133400 SH       DEFINED 01                   133400
SCOTT TECHNOLOGIES, INC        COM            810022301     1639     92500 SH       DEFINED 01                    92500
SCOTTISH POWER PLC ADR         ADR            81013T705     8697    289295 SH       DEFINED 01                   289295
SCOTTS CO (CLASS A)            COM            810186106     3846    114800 SH       DEFINED 01                   114800
SCRIPPS (E.W.) CO (CLASS A)    COM            811054204     8838    163665 SH       DEFINED 01                   163665
SEABOARD CORP                  COM            811543107        2        10 SH       DEFINED 01                       10
SEACHANGE INTERNATIONAL, INC   COM            811699107     4305    129000 SH       DEFINED 01                   129000
SEACOAST FINANCIAL SERVICES CO COM            81170Q106     1806    164200 SH       DEFINED 01                   164200
SEAGATE TECHNOLOGY, INC        COM            811804103    87029   1261293 SH       DEFINED 01                  1261293
SEAGRAMS CO LTD                COM            811850106    38341    665400 SH       DEFINED 01                   665400
SEACOR SMIT, INC               COM            811904101     3101     66500 SH       DEFINED 01                    66500
SEALED AIR CORP                COM            81211K100    25061    553831 SH       DEFINED 01                   553831
SEALED AIR CORP (CLASS A)      PFD            81211K209     6526    145017 SH       DEFINED 01                   145017
SEARS ROEBUCK & CO             COM            812387108    90429   2789303 SH       DEFINED 01                  2789303
SECOND BANCORP, INC            COM            813114105       32      2300 SH       DEFINED 01                     2300
SECURE COMPUTING CORP          COM            813705100     4915    188600 SH       DEFINED 01                   188600
SECURITY CAPITAL GROUP, INC (C COM            81413P204     3532    186500 SH       DEFINED 01                   186500
SEITEL, INC                    COM            816074306     1685    117200 SH       DEFINED 01                   117200
SELECT COMFORT CORP            COM            81616X103       96     66800 SH       DEFINED 01                    66800
SELECTICA, INC                 COM            816288104     1204     30200 SH       DEFINED 01                    30200
SELECTIVE INSURANCE GROUP, INC COM            816300107    10103    565200 SH       DEFINED 01                   565200
SEMA GROUP PLC ADR             ADR            81661R100     1147     35710 SH       DEFINED 01                    35710
SEMINIS, INC                   COM            816658108       62     49400 SH       DEFINED 01                    49400
SEMTECH CORP                   COM            816850101    24090    558620 SH       DEFINED 01                   558620
SEMPRA ENERGY                  COM            816851109    31926   1533989 SH       DEFINED 01                  1533989
SEMITOOL, INC                  COM            816909105     1411    110100 SH       DEFINED 01                   110100
SENIOR HOUSING PROPERTIES TRUS COM            81721M109      860     92330 SH       DEFINED 01                    92330
SENSORMATIC ELECTRONICS CORP   COM            817265101     7597    506450 SH       DEFINED 01                   506450
SEPRACOR, INC                  COM            817315104    54700    445850 SH       DEFINED 01                   445850
SEQUA CORP (CLASS A)           COM            817320104      763     17942 SH       DEFINED 01                    17942
SEQUENOM, INC                  COM            817337108     1580     37500 SH       DEFINED 01                    37500
SEQUOIA SOFTWARE CORP          COM            817439102      205     31700 SH       DEFINED 01                    31700
SERENA SOFTWARE, INC           COM            817492101     5247    113900 SH       DEFINED 01                   113900
SERONO S.A.                    ADR            81752M101     1452     48000 SH       DEFINED 01                    48000
SEROLOGICALS CORP              COM            817523103        1       100 SH       DEFINED 01                      100
SERVICE CORP INTERNATIONAL     COM            817565104     3586   1471108 SH       DEFINED 01                  1471108
SERVICEMASTER CO               COM            81760N109    19458   1970408 SH       DEFINED 01                  1970408
7-ELEVEN, INC                  COM            817826209     2695    211340 SH       DEFINED 01                   211340
SHAW GROUP, INC                COM            820280105     5888     83518 SH       DEFINED 01                    83518
SHAW INDUSTRIES, INC           COM            820286102    12830    693520 SH       DEFINED 01                   693520
SHERWIN-WILLIAMS CO            COM            824348106    17689    827542 SH       DEFINED 01                   827542
SHIRE PHARMACEUTICALS GROUP PL ADR            82481R106       10       189 SH       DEFINED 01                      189
SHOE CARNIVAL, INC             COM            824889109       46      8800 SH       DEFINED 01                     8800
SHOPKO STORES, INC             COM            824911101     1930    186000 SH       DEFINED 01                   186000
SHOP AT HOME, INC              COM            825066301       22      9100 SH       DEFINED 01                     9100
SHORELINE FINANCIAL CORP       COM            825190101       35      2457 SH       DEFINED 01                     2457
SHURGARD STORAGE CENTERS, INC  COM            82567D104     3089    136900 SH       DEFINED 01                   136900
SICOR, INC                     COM            825846108     4927    480659 SH       DEFINED 01                   480659
SIEBEL SYSTEMS, INC            COM            826170102   372770   3348864 SH       DEFINED 01                  3348864
SIERRA PACIFIC RESOURCES (NEW) COM            826428104    46825   2601372 SH       DEFINED 01                  2601372
SIERRACITIES.COM, INC          COM            826521106       84     26900 SH       DEFINED 01                    26900
SIGMA ALDRICH CORP             COM            826552101    19427    588694 SH       DEFINED 01                   588694
SILICON LABRATORIES, INC       COM            826919102     1000     24400 SH       DEFINED 01                    24400
SILGAN HOLDINGS, INC           COM            827048109      316     33900 SH       DEFINED 01                    33900
SILICON IMAGE, INC             COM            82705T102     5923    238700 SH       DEFINED 01                   238700
SILICON GRAPHICS, INC          COM            827056102     5916   1434072 SH       DEFINED 01                  1434072
SILICON STORAGE TECHNOLOGY, IN COM            827057100    27094    996563 SH       DEFINED 01                   996563
SILICON VALLEY BANCSHARES      COM            827064106    22633    388650 SH       DEFINED 01                   388650
SILICON VALLEY GROUP, INC      COM            827066101     5786    219900 SH       DEFINED 01                   219900
SILICONIX, INC                 COM            827079203     2067     43800 SH       DEFINED 01                    43800
SILICONWARE PRECISION INDUSTRI ADR            827084864     2238    453328 SH       DEFINED 01                   453328
SILVERSTREAM SOFTWARE, INC     COM            827907106     2651     88000 SH       DEFINED 01                    88000
SIMMONS FIRST NATIONAL CORP (C COM            828730200       87      4300 SH       DEFINED 01                     4300
SIMON PROPERTY GROUP, INC      COM            828806109    16600    708280 SH       DEFINED 01                   708280
SIMPSON INDUSTRIES, INC        COM            829060102     1772    144675 SH       DEFINED 01                   144675
SIMPSON MANUFACTURING CO, INC  COM            829073105     2564     57385 SH       DEFINED 01                    57385
SINCLAIR BROADCASTING GROUP, I COM            829226109      458     41900 SH       DEFINED 01                    41900
SIRIUS SATELLITE RADIO, INC    COM            82966U103    13586    256946 SH       DEFINED 01                   256946
SITEL CORP                     COM            82980K107     1028    350053 SH       DEFINED 01                   350053
SIPEX CORP                     COM            829909100     7277    173000 SH       DEFINED 01                   173000
SIX FLAGS, INC                 COM            83001P109    65032   4195598 SH       DEFINED 01                  4195598
SKECHERS USA, INC              COM            830566105     1287     85100 SH       DEFINED 01                    85100
SKY FINANCIAL GROUP, INC       COM            83080P103     9121    513874 SH       DEFINED 01                   513874
SKYLINE CORP                   COM            830830105     1273     59718 SH       DEFINED 01                    59718
SKYWEST, INC                   COM            830879102     8410    164100 SH       DEFINED 01                   164100
SMART & FINAL, INC             COM            831683107      348     49300 SH       DEFINED 01                    49300
SMARTSERV ONLINE, INC          COM            83169M203     1108     31000 SH       DEFINED 01                    31000
SMARTDISK CORP                 COM            83169Q105      717     49865 SH       DEFINED 01                    49865
SMARTFORCE PLC ADR             ADR            83170A206     2700     57000 SH       DEFINED 01                    57000
SMITH (A.O.) CORP              COM            831865209     1682    133875 SH       DEFINED 01                   133875
SMITH INTERNATIONAL, INC       COM            832110100    42055    515614 SH       DEFINED 01                   515614
CHARLES E. SMITH RESIDENTIAL R COM            832197107     6235    137400 SH       DEFINED 01                   137400
SMITHFIELD FOODS, INC          COM            832248108     8972    341800 SH       DEFINED 01                   341800
SMUCKER (J.M) CO               COM            832696306     2144     88200 SH       DEFINED 01                    88200
SMURFIT-STONE CONTAINER CORP   COM            832727101    46642   3886805 SH       DEFINED 01                  3886805
CIRCLE.COM                     COM            832914204      287     97650 SH       DEFINED 01                    97650
SNAP-ON, INC                   COM            833034101     9042    383750 SH       DEFINED 01                   383750
SODEXHO MARRIOTT SERVICES, INC COM            833793102     2629    159951 SH       DEFINED 01                   159951
SOFTNET SYSTEMS, INC           COM            833964109     1055    176700 SH       DEFINED 01                   176700
SOFTWARE.COM, INC              COM            83402P104    39694    218775 SH       DEFINED 01                   218775
SEEBEYOND TECHNOLOGY CORP      COM            834040107      664     29000 SH       DEFINED 01                    29000
SOLA INTERNATIONAL, INC        COM            834092108       63      9749 SH       DEFINED 01                     9749
SOLECTRON CORP                 COM            834182107   500593  10852968 SH       DEFINED 01                 10852968
SOLUTIA, INC                   COM            834376105     8495    746791 SH       DEFINED 01                   746791
SOMERA COMMUNICATIONS, INC     COM            834458101     2040    214700 SH       DEFINED 01                   214700
SONIC AUTOMOTIVE, INC          COM            83545G102      700     84200 SH       DEFINED 01                    84200
SONIC INNOVATIONS, INC         COM            83545M109      264     25100 SH       DEFINED 01                    25100
SONIC FOUNDRY, INC             COM            83545R108      733     82600 SH       DEFINED 01                    82600
SONIC CORP                     COM            835451105     4501    142875 SH       DEFINED 01                   142875
SONICWALL, INC                 COM            835470105     4868    170800 SH       DEFINED 01                   170800
SONOCO PRODUCTS CO             COM            835495102    13952    772434 SH       DEFINED 01                   772434
SONOSITE, INC                  COM            83568G104     1119     59872 SH       DEFINED 01                    59872
SOTHEBY'S HOLDINGS, INC (CLASS COM            835898107     7348    295400 SH       DEFINED 01                   295400
SONUS NETWORKS, INC            COM            835916107    33223    262896 SH       DEFINED 01                   262896
SOURCE INFORMATION MANAGEMENT  COM            836151209      491     72100 SH       DEFINED 01                    72100
SOURCE MEDIA, INC              COM            836153304       89     16500 SH       DEFINED 01                    16500
SOUTH FINANCIAL GROUP, INC     COM            837841105     1586    125661 SH       DEFINED 01                   125661
SOUTH JERSEY INDUSTRIES, INC   COM            838518108     1567     53700 SH       DEFINED 01                    53700
SOUTHDOWN, INC                 COM            841297104    14854    208478 SH       DEFINED 01                   208478
SOUTHERN CO                    COM            842587107   153300   4726011 SH       DEFINED 01                  4726011
SOUTHERN PERU COPPER CORP      COM            843611104     1827    117900 SH       DEFINED 01                   117900
SOUTHERN UNION CO              COM            844030106     4927    248678 SH       DEFINED 01                   248678
SOUTHTRUST CORP                COM            844730101    33203   1056155 SH       DEFINED 01                  1056155
SOUTHWEST AIRLINES CO          COM            844741108    77948   3214358 SH       DEFINED 01                  3214358
SOUTHWEST BANCORP OF TEXAS, IN COM            84476R109     6521    199500 SH       DEFINED 01                   199500
SOUTHWEST GAS CORP             COM            844895102     3411    162900 SH       DEFINED 01                   162900
SOUTHWEST SECURITIES GROUP, IN COM            845224104     3026    103442 SH       DEFINED 01                   103442
SOUTHWESTERN ENERGY CO         COM            845467109     1446    165300 SH       DEFINED 01                   165300
SOVEREIGN BANCORP, INC         COM            845905108    11707   1265636 SH       DEFINED 01                  1265636
SOVRAN SELF STORAGE, INC       COM            84610H108     1556     75900 SH       DEFINED 01                    75900
SPACELABS MEDICAL, INC         COM            846247104        1        60 SH       DEFINED 01                       60
SPANISH BROADCASTING SYSTEM, I COM            846425882      770     65500 SH       DEFINED 01                    65500
SPARTAN MOTORS, INC            COM            846819100      350    111950 SH       DEFINED 01                   111950
SPARTECH CORP                  COM            847220209     1737    111600 SH       DEFINED 01                   111600
SPECIAL METALS CORP            COM            84741Y103        1       400 SH       DEFINED 01                      400
SPECIALTY EQUIPMENT COS, INC   COM            847497203     3133    126900 SH       DEFINED 01                   126900
SPECTRA-PHYSICS LASERS, INC    COM            847568102     1355     25300 SH       DEFINED 01                    25300
SPECTRALINK CORP               COM            847580107      794     84100 SH       DEFINED 01                    84100
SPECTRASITE HOLDINGS, INC      COM            84760T100     6497    349982 SH       DEFINED 01                   349982
SPEEDFAM-IPEC, INC             COM            847705100     2219    194050 SH       DEFINED 01                   194050
SPEEDWAY MOTORSPORTS, INC      COM            847788106     1709     82100 SH       DEFINED 01                    82100
SPHERION CORP                  COM            848420105     4611    386300 SH       DEFINED 01                   386300
SPIEGEL, INC (CLASS A)         COM            848457107      523     74700 SH       DEFINED 01                    74700
SPIEKER PROPERTIES, INC        COM            848497103    21171    367800 SH       DEFINED 01                   367800
SPINNAKER EXPLORATION CO       COM            84855W109     2061     59100 SH       DEFINED 01                    59100
SPORTSLINE.COM, INC            COM            848934105     1787    129400 SH       DEFINED 01                   129400
SPRING INDUSTRIES, INC         COM            851783100     2001     70973 SH       DEFINED 01                    70973
SPRINT CORP (FON GROUP)        COM            852061100   159922   5455774 SH       DEFINED 01                  5455774
SPRINT CORP (PCS GROUP)        COM            852061506   102515   2923766 SH       DEFINED 01                  2923766
SS&C TECHNOLOGIES, INC         COM            85227Q100       35      6400 SH       DEFINED 01                     6400
STAAR SURGICAL CO              COM            852312305      334     19300 SH       DEFINED 01                    19300
STAFF LEASING, INC             COM            852381102      217     57500 SH       DEFINED 01                    57500
STAMPS.COM, INC                COM            852857101      626    162900 SH       DEFINED 01                   162900
STANCORP FINANCIAL GROUP, INC  COM            852891100     4685    109600 SH       DEFINED 01                   109600
STANDARD COMMERCIAL CORP       COM            853258101      376     81336 SH       DEFINED 01                    81336
STANDARD MICROSYSTEM, INC      COM            853626109      225     10300 SH       DEFINED 01                    10300
STANDARD-PACIFIC CORP          COM            85375C101     2678    148766 SH       DEFINED 01                   148766
STANDARD REGISTER, INC         COM            853887107     1287     80421 SH       DEFINED 01                    80421
STANDEX INTERNATIONAL CORP     COM            854231107     2062    106782 SH       DEFINED 01                   106782
STANFORD MICRODEVICES, INC     COM            854399102     1637     30600 SH       DEFINED 01                    30600
STANLEY WORKS CO               COM            854616109    10723    464936 SH       DEFINED 01                   464936
STARBASE CORP                  COM            854910205     1966    345745 SH       DEFINED 01                   345745
STAR TELECOMMUNICATIONS, INC   COM            854923109       23     11715 SH       DEFINED 01                    11715
STAPLES, INC                   COM            855030102    51239   3611540 SH       DEFINED 01                  3611540
STAR SCIENTIFIC, INC           COM            85517P101      154     38400 SH       DEFINED 01                    38400
STARBUCKS CORP                 COM            855244109    59778   1492128 SH       DEFINED 01                  1492128
STARMEDIA NETWORK, INC         COM            855546107     2002    266900 SH       DEFINED 01                   266900
STARRETT (L.S.) CO (CLASS A)   COM            855668109       42      2200 SH       DEFINED 01                     2200
STARTEK, INC                   COM            85569C107     1549     53400 SH       DEFINED 01                    53400
STATE AUTO FINANCIAL CORP      COM            855707105      287     21900 SH       DEFINED 01                    21900
STARWOOD HOTELS & RESORTS WORL COM            85590A203    38914   1245243 SH       DEFINED 01                  1245243
STATE STREET CORP              COM            857477103   125552    965783 SH       DEFINED 01                   965783
STATEN ISLAND BANCORP, INC     COM            857550107     5002    250085 SH       DEFINED 01                   250085
STATION CASINOS, INC           COM            857689103     3571    250605 SH       DEFINED 01                   250605
STEEL DYNAMICS, INC            COM            858119100     2653    288800 SH       DEFINED 01                   288800
STEELCASE, INC                 COM            858155203     4415    263606 SH       DEFINED 01                   263606
STEIN MART, INC                COM            858375108     2139    197800 SH       DEFINED 01                   197800
STEINWAY MUSICAL INSTRUMENTS,  COM            858495104        7       400 SH       DEFINED 01                      400
STEPAN CO                      COM            858586100      459     22885 SH       DEFINED 01                    22885
STERLING BANCSHARES, INC       COM            858907108     2350    154100 SH       DEFINED 01                   154100
STERICYCLE, INC                COM            858912108     1889     77100 SH       DEFINED 01                    77100
STERIS CORP                    COM            859152100     5132    427664 SH       DEFINED 01                   427664
STERLING FINANCIAL CORP        COM            859317109       24      1250 SH       DEFINED 01                     1250
STEWART & STEVENSON SERVICES,  COM            860342104     3658    209800 SH       DEFINED 01                   209800
STEWART ENTERPRISES, INC (CLAS COM            860370105      984    507900 SH       DEFINED 01                   507900
STEWART INFORMATION SERVICES C COM            860372101     1467     95400 SH       DEFINED 01                    95400
STILLWATER MINING CO           COM            86074Q102     9043    334042 SH       DEFINED 01                   334042
STILWELL FINANCIAL, INC        COM            860831106    70513   1620984 SH       DEFINED 01                  1620984
STOCKWALK.COM GROUP, INC       COM            86149C104        8      2000 SH       DEFINED 01                     2000
STONE ENERGY CORP              COM            861642106     6474    117711 SH       DEFINED 01                   117711
STONERIDGE, INC                COM            86183P102      944     98085 SH       DEFINED 01                    98085
STORAGE U.S.A., INC            COM            861907103     5380    176400 SH       DEFINED 01                   176400
STORA ENSO OYJ (SPONS ADR)     ADR            86210M106    12529   1518687 SH       DEFINED 01                  1518687
STORAGE TECHNOLOGY CORP        COM            862111200     7903    582746 SH       DEFINED 01                   582746
STRATTEC SECURITY CORP         COM            863111100      179      5394 SH       DEFINED 01                     5394
STRAYER EDUCATION, INC         COM            863236105      282     12900 SH       DEFINED 01                    12900
STRIDE RITE CORP               COM            863314100     1476    291500 SH       DEFINED 01                   291500
STRUCTURAL DYNAMICS RESEARCH C COM            863555108     3592    219340 SH       DEFINED 01                   219340
STRYKER CORP                   COM            863667101    49148   1144638 SH       DEFINED 01                  1144638
STUDENT LOAN CORP              COM            863902102      727     14900 SH       DEFINED 01                    14900
STRUM, RUGER & CO, INC         COM            864159108     1016    124100 SH       DEFINED 01                   124100
SUIZA FOODS CORP               COM            865077101     9005    177650 SH       DEFINED 01                   177650
SUMMIT BANCORP                 COM            866005101    39280   1138547 SH       DEFINED 01                  1138547
SUMMIT PROPERTIES, INC         COM            866239106     3847    159876 SH       DEFINED 01                   159876
SUN COMMUNITIES, INC           COM            866674104     3359    106200 SH       DEFINED 01                   106200
SUN LIFE FINANCIAL SERVICES OF COM            866796105     8331    403700 SH       DEFINED 01                   403700
SUN MICROSYSTEMS, INC          COM            866810104  1874635  16056828 SH       DEFINED 01                 16056828
SUNBURST HOSPITALITY CORP      COM            866948102        1       136 SH       DEFINED 01                      136
SUNBEAM CORP                   COM            867071102      818    623383 SH       DEFINED 01                   623383
SUNCOR ENERGY, INC             COM            867229106    11602    525800 SH       DEFINED 01                   525800
SUNGLASS HUT INTERNATIONAL, IN COM            86736F106     1936    296350 SH       DEFINED 01                   296350
SUNGARD DATA SYSTEMS, INC      COM            867363103    34548    806972 SH       DEFINED 01                   806972
SUNOCO, INC                    COM            86764P109    17220    639242 SH       DEFINED 01                   639242
SUNQUEST INFORMATION SYSTEMS,  COM            867654105       75      5500 SH       DEFINED 01                     5500
SUNRISE ASSISTED LIVING, INC   COM            86768K106     2866    132170 SH       DEFINED 01                   132170
SUNRISE TECHNOLOGY INTERNATION COM            86769L103     2580    358900 SH       DEFINED 01                   358900
SUNRISE MEDICAL, INC           COM            867910101       12      2000 SH       DEFINED 01                     2000
SUNTRUST BANKS, INC            COM            867914103    98651   1980440 SH       DEFINED 01                  1980440
SUPERCONDUCTOR TECHNOLOGIES, I COM            867931107     2390    132300 SH       DEFINED 01                   132300
SUPERGEN, INC                  COM            868059106     3734    194600 SH       DEFINED 01                   194600
SUPERIOR CONSULTANT HOLDINGS C COM            868146101       13      6500 SH       DEFINED 01                     6500
SUPERIOR ENERGY SERVICES, INC  COM            868157108     3346    318700 SH       DEFINED 01                   318700
SUPERIOR INDUSTRIES INTERNATIO COM            868168105     3369    112300 SH       DEFINED 01                   112300
SUPERIOR TRUST I SERIES A      PFD            86836P202      222     10071 SH       DEFINED 01                    10071
SUPERIOR TELECOM, INC          COM            868365107      766    127660 SH       DEFINED 01                   127660
SUPERTEX, INC                  COM            868532102     3088     61300 SH       DEFINED 01                    61300
SUPERVALU, INC                 COM            868536103    12520    831173 SH       DEFINED 01                   831173
SURMODICS, INC                 COM            868873100     1829     33400 SH       DEFINED 01                    33400
SUSQUEHANNA BANCSHARES, INC    COM            869099101     3089    202530 SH       DEFINED 01                   202530
SWIFT ENERGY CO                COM            870738101     6004    144450 SH       DEFINED 01                   144450
SWIFT TRANSPORTATION CO, INC   COM            870756103     4217    322825 SH       DEFINED 01                   322825
SWITCHBOARD, INC               COM            871045100      283     43500 SH       DEFINED 01                    43500
SYBASE, INC                    COM            871130100    12539    545155 SH       DEFINED 01                   545155
SYBRON INTERNATIONAL CORP      COM            87114F106    19692    820495 SH       DEFINED 01                   820495
SYCAMORE NETWORKS, INC         COM            871206108    68339    632765 SH       DEFINED 01                   632765
SYKES ENTERPRISES, INC         COM            871237103      918    170700 SH       DEFINED 01                   170700
SYLVAN LEARNING SYSTEMS, INC   COM            871399101     1563    105550 SH       DEFINED 01                   105550
SYMANTEC CORP                  COM            871503108    23279    529070 SH       DEFINED 01                   529070
SYMBOL TECHNOLOGIES, INC       COM            871508107    40975   1140184 SH       DEFINED 01                  1140184
SYMMETRICOM, INC               COM            871543104     2595    166080 SH       DEFINED 01                   166080
SYMYX TECHNOLOGIES, INC        COM            87155S108     6359    146600 SH       DEFINED 01                   146600
SYNAVANT, INC                  COM            87157A105      176     26369 SH       DEFINED 01                    26369
SYNCOR INTERNATIONAL CORP      COM            87157J106     5526    150100 SH       DEFINED 01                   150100
SYNOPSYS, INC                  COM            871607107    12556    331501 SH       DEFINED 01                   331501
SYNOVUS FINANCIAL CORP         COM            87161C105    35637   1681981 SH       DEFINED 01                  1681981
SYNTEL, INC                    COM            87162H103      970    123850 SH       DEFINED 01                   123850
SYNTROLEUM CORP                COM            871630109     5050    247876 SH       DEFINED 01                   247876
SYSCO CORP                     COM            871829107   111491   2407354 SH       DEFINED 01                  2407354
SYSTEMAX, INC                  COM            871851101      206     74785 SH       DEFINED 01                    74785
SYSTEMS & COMPUTER TECHNOLOGY  COM            871873105     4344    247332 SH       DEFINED 01                   247332
TBC CORP                       COM            872180104        0        50 SH       DEFINED 01                       50
TCF FINANCIAL CORP             COM            872275102    16765    445588 SH       DEFINED 01                   445588
TCSI CORP                      COM            87233R106        0       200 SH       DEFINED 01                      200
TD WATERHOUSE GROUP            COM            872362108     1633     87000 SH       DEFINED 01                    87000
TECO ENERGY, INC               COM            872375100    52556   1828032 SH       DEFINED 01                  1828032
THQ, INC                       COM            872443403     3041    130803 SH       DEFINED 01                   130803
TJX COS, INC                   COM            872540109    43988   1955043 SH       DEFINED 01                  1955043
TRW, INC                       COM            872649108    22696    558671 SH       DEFINED 01                   558671
TMP WORLDWIDE, INC             COM            872941109    41565    516330 SH       DEFINED 01                   516330
TXU CORP                       COM            873168108   155389   3921481 SH       DEFINED 01                  3921481
TAKE-TWO INTERACTIVE SOFTWARE, COM            874054109     2147    170900 SH       DEFINED 01                   170900
TALBOTS, INC                   COM            874161102     7592    114600 SH       DEFINED 01                   114600
TALK.COM, INC                  COM            874264104     2252    511185 SH       DEFINED 01                   511185
TANGER FACTORY OUTLET CENTERS, COM            875465106      752     34200 SH       DEFINED 01                    34200
TANNING TECHNOLOGY, INC        COM            87588P101      925     67300 SH       DEFINED 01                    67300
TANOX, INC                     COM            87588Q109     2000     59050 SH       DEFINED 01                    59050
TARGET CORP                    COM            87612E106   238025   9288791 SH       DEFINED 01                  9288791
TARGETED GENETICS CORP         COM            87612M108     2353    198171 SH       DEFINED 01                   198171
TARRANT APPAREL GROUP          COM            876289109       15      2000 SH       DEFINED 01                     2000
TAUBMAN CENTERS, INC           COM            876664103     2757    238430 SH       DEFINED 01                   238430
TECH DATA CORP                 COM            878237106    13069    305696 SH       DEFINED 01                   305696
TECHNE CORP                    COM            878377100    21225    189508 SH       DEFINED 01                   189508
PEREGRINE PHARMACEUTICALS, INC COM            878517309     1176    482375 SH       DEFINED 01                   482375
TECHNITROL, INC                COM            878555101    12013    118938 SH       DEFINED 01                   118938
TECHNOLOGY SOLUTIONS CO        COM            87872T108      684    273525 SH       DEFINED 01                   273525
TECUMSEH PRODUCTS CO (CLASS B) COM            878895101     1256     31300 SH       DEFINED 01                    31300
TECUMSEH PRODUCTS CO (CLASS A) COM            878895200     2915     69600 SH       DEFINED 01                    69600
TEJON RANCH CO                 COM            879080109      931     36790 SH       DEFINED 01                    36790
TEKELEC                        COM            879101103     8679    264013 SH       DEFINED 01                   264013
TEKTRONIX, INC                 COM            879131100    24910    324300 SH       DEFINED 01                   324300
TELAXIS COMMUNICATIONS CORP    COM            879202109      168     27600 SH       DEFINED 01                    27600
TELCOM SEMICONDUCTOR, INC      COM            87921P107     1855    124700 SH       DEFINED 01                   124700
TELECORP PCS, INC              COM            879299105     2927    154070 SH       DEFINED 01                   154070
TELEDYNE TECHNOLOGIES, INC     COM            879360105     5677    194932 SH       DEFINED 01                   194932
TELEFLEX, INC                  COM            879369106     9021    262433 SH       DEFINED 01                   262433
TELEFONICA S.A. ADR            COM            879382208     2235     37600 SH       DEFINED 01                    37600
TELEPHONE & DATA SYSTEMS, INC  COM            879433100    34826    314599 SH       DEFINED 01                   314599
TELESCAN, INC                  COM            879516102        9      3700 SH       DEFINED 01                     3700
TELIGENT, INC                  COM            87959Y103     2168    166800 SH       DEFINED 01                   166800
TELLABS, INC                   COM            879664100   233351   4886932 SH       DEFINED 01                  4886932
TELXON CORP                    COM            879700102     1738     99300 SH       DEFINED 01                    99300
TELOCITY, INC                  COM            87971D103      248     75700 SH       DEFINED 01                    75700
TEMPLE-INLAND, INC             COM            879868107    13075    345224 SH       DEFINED 01                   345224
TELETECH HOLDINGS, INC         COM            879939106     4693    189600 SH       DEFINED 01                   189600
TENFOLD CORP                   COM            88033A103      422     95100 SH       DEFINED 01                    95100
TENET HEALTHCARE CORP          COM            88033G100   224179   6163008 SH       DEFINED 01                  6163008
TENNANT CO                     COM            880345103     6394    144500 SH       DEFINED 01                   144500
TENNECO AUTOMOTIVE, INC        COM            880349105     1105    212975 SH       DEFINED 01                   212975
TERADYNE, INC                  COM            880770102    59675   1705013 SH       DEFINED 01                  1705013
TERAYON COMMUNICATION SYSTEMS, COM            880775101    11297    332868 SH       DEFINED 01                   332868
TEREX CORP                     COM            880779103     2106    161260 SH       DEFINED 01                   161260
TERREMARK WORLDWIDE, INC       COM            881448104     1492    585200 SH       DEFINED 01                   585200
TESORO PETROLEUM CORP          COM            881609101     1975    198781 SH       DEFINED 01                   198781
TETRA TECH, INC                COM            88162G103     7374    258180 SH       DEFINED 01                   258180
TEVA PHARMACEUTICALS INDUSTRIE ADR            881624209     1603     21900 SH       DEFINED 01                    21900
TEXACO, INC                    COM            881694103   163434   3113021 SH       DEFINED 01                  3113021
TEXAS BIOTECHNOLOGY CORP       COM            88221T104     5035    308900 SH       DEFINED 01                   308900
TEXAS INDUSTRIES, INC          COM            882491103     4274    134071 SH       DEFINED 01                   134071
TEXAS INSTRUMENTS, INC         COM            882508104   737884  15637286 SH       DEFINED 01                 15637286
TEXAS REGIONAL BANCSHRS, INC ( COM            882673106     2945    103800 SH       DEFINED 01                   103800
TEXTRON, INC                   COM            883203101    40443    876807 SH       DEFINED 01                   876807
THEGLOBE.COM, INC              COM            88335R101       10     13328 SH       DEFINED 01                    13328
THERAGENICS CORP               COM            883375107     1288    198200 SH       DEFINED 01                   198200
THERMA-WAVE, INC               COM            88343A108     2412     83900 SH       DEFINED 01                    83900
THERMO CARDIOSYSTEMS, INC      COM            88355K200      475     53900 SH       DEFINED 01                    53900
THERMO FIBERTEK, INC           COM            88355W105       40      9600 SH       DEFINED 01                     9600
THERMO ELECTRON CORP           COM            883556102    47506   1827163 SH       DEFINED 01                  1827163
THESTREET.COM, INC             COM            88368Q103       21      4700 SH       DEFINED 01                     4700
THOMAS & BETTS CORP            COM            884315102     6744    386738 SH       DEFINED 01                   386738
THOMAS INDUSTRIES, INC         COM            884425109     2314    114277 SH       DEFINED 01                   114277
THOR INDUSTRIES, INC           COM            885160101      889     38456 SH       DEFINED 01                    38456
THORATEC LABORATORIES CORP     COM            885175307      895     40700 SH       DEFINED 01                    40700
THORNBURG MORTGAGE, INC        COM            885218107        2       198 SH       DEFINED 01                      198
3DO CO                         COM            88553W105     1273    190400 SH       DEFINED 01                   190400
3DFX INTERACTIVE, INC          COM            88553X103      695    142600 SH       DEFINED 01                   142600
3COM CORP                      COM            885535104    37306   1944298 SH       DEFINED 01                  1944298
THREE-FIVE SYSTEMS, INC        COM            88554L108     3118    106600 SH       DEFINED 01                   106600
THREE RIVERS BANCORP, INC      COM            88562Q107      159     19850 SH       DEFINED 01                    19850
TIBCO SOFTWARE, INC            COM            88632Q103    69621    824530 SH       DEFINED 01                   824530
TICKETMASTER ONLINE-CITYSEARCH COM            88633P203     3033    179091 SH       DEFINED 01                   179091
TIDEWATER, INC                 COM            886423102    12112    266192 SH       DEFINED 01                   266192
TIFFANY & CO                   COM            886547108    46413   1203576 SH       DEFINED 01                  1203576
TIMBERLAND CO                  COM            887100105     3765     91820 SH       DEFINED 01                    91820
TIME WARNER, INC               COM            887315109   864488  11047774 SH       DEFINED 01                 11047774
TIME WARNER TELECOM, INC       COM            887319101    20517    424675 SH       DEFINED 01                   424675
TIMKEN CO                      COM            887389104     5804    424054 SH       DEFINED 01                   424054
TITAN CORP                     COM            888266103     4018    243500 SH       DEFINED 01                   243500
TITAN PHARMACEUTICALS, INC     COM            888314101    11291    173700 SH       DEFINED 01                   173700
TIVO, INC                      COM            888706108     2129    109900 SH       DEFINED 01                   109900
TOLL BROTHERS, INC             COM            889478103     4413    128366 SH       DEFINED 01                   128366
TOLLGRADE COMMUNICATIONS, INC  COM            889542106     9154     65946 SH       DEFINED 01                    65946
TOO, INC                       COM            890333107    15759    663537 SH       DEFINED 01                   663537
TOOTSIE ROLL INDUSTRIES, INC   COM            890516107     8338    212426 SH       DEFINED 01                   212426
TOPPS, INC                     COM            890786106     2933    319190 SH       DEFINED 01                   319190
TORCHMARK CORP                 COM            891027104    57555   2069400 SH       DEFINED 01                  2069400
TORO CO                        COM            891092108     2616     83050 SH       DEFINED 01                    83050
TORONTO DOMINION BANK          COM            891160509     2518     85700 SH       DEFINED 01                    85700
TOSCO CORP                     COM            891490302    24134    773833 SH       DEFINED 01                   773833
DAVITA, INC                    COM            89151A107     3499    466510 SH       DEFINED 01                   466510
TOWER AUTOMOTIVE      05.0000                 891707AE1     6133   8000000 PRN      DEFINED 01                  8000000
TOWER AUTOMOTIVE, INC          COM            891707101     2393    255300 SH       DEFINED 01                   255300
TOTAL SYSTEM SERVICES, INC     COM            891906109     2791    165999 SH       DEFINED 01                   165999
TRACK DATA CORP                COM            891918104       19     14550 SH       DEFINED 01                    14550
TOWN & COUNTRY TRUST           COM            892081100     2068    114900 SH       DEFINED 01                   114900
TOWNE SERVICES, INC            COM            892148107       71     73300 SH       DEFINED 01                    73300
TOYS "R" US, INC               COM            892335100    25247   1553692 SH       DEFINED 01                  1553692
TRACTOR SUPPLY CO              COM            892356106        8       700 SH       DEFINED 01                      700
TRAMMELL CROW CO               COM            89288R106     2308    153880 SH       DEFINED 01                   153880
TRANS WORLD AIRLINES, INC      COM            893349837      291    151700 SH       DEFINED 01                   151700
TRANS WORLD ENTERTAINMENT CORP COM            89336Q100     2174    217387 SH       DEFINED 01                   217387
TRANSACTION SYSTEMS ARCHITECTS COM            893416107     3967    244120 SH       DEFINED 01                   244120
TRANSATLANTIC HOLDINGS, INC    COM            893521104     6138     66357 SH       DEFINED 01                    66357
TRANS CANADA PIPELINES LTD     COM            893526103     7523    799974 SH       DEFINED 01                   799974
TRANSKARYOTIC THERAPIES, INC   COM            893735100     6649    154400 SH       DEFINED 01                   154400
TRANSPRO, INC                  COM            893885103      121     34600 SH       DEFINED 01                    34600
TRANSMONTAIGNE, INC            COM            893934109      839    169854 SH       DEFINED 01                   169854
TRAVELOCITY.COM, INC           COM            893953109     1555    109600 SH       DEFINED 01                   109600
TRANSWITCH CORP                COM            894065101    41030    643600 SH       DEFINED 01                   643600
TREDEGAR CORP                  COM            894650100     3118    180117 SH       DEFINED 01                   180117
TRENDWEST RESORTS, INC         COM            894917103      873     52500 SH       DEFINED 01                    52500
TREX CO, INC                   COM            89531P105     1264     41700 SH       DEFINED 01                    41700
TRIAD HOSPITALS, INC           COM            89579K109     7741    263540 SH       DEFINED 01                   263540
TRIANGLE PHARMACEUTICALS, INC  COM            89589H104     1921    227700 SH       DEFINED 01                   227700
TRIAD GUARANTY, INC            COM            895925105     2814     94600 SH       DEFINED 01                    94600
TRIARC COS, INC                COM            895927101      970     39400 SH       DEFINED 01                    39400
TRICON GLOBAL RESTAURANTS, INC COM            895953107    27103    884985 SH       DEFINED 01                   884985
TRIBUNE CO                     COM            896047107    79289   1817517 SH       DEFINED 01                  1817517
TRICO MARINE SERVICES, INC     COM            896106101     2215    139534 SH       DEFINED 01                   139534
TRICORD SYSTEMS, INC           COM            896121100     1902    127300 SH       DEFINED 01                   127300
TRIGON HEALTHCARE, INC         COM            89618L100    12252    233100 SH       DEFINED 01                   233100
TRIMBLE NAVIGATION LTD         COM            896239100     3563    159249 SH       DEFINED 01                   159249
TRIMERIS, INC                  COM            896263100    13267    189700 SH       DEFINED 01                   189700
TRINITY INDUSTRIES, INC        COM            896522109     5528    236500 SH       DEFINED 01                   236500
TRIQUINT SEMICONDUCTOR, INC    COM            89674K103    19246    528188 SH       DEFINED 01                   528188
TRITEL, INC                    COM            89675X104      846     59100 SH       DEFINED 01                    59100
TRITON PCS HOLDINGS, INC (CLAS COM            89677M106     6795    247100 SH       DEFINED 01                   247100
TRIUMPH GROUP, INC             COM            896818101     2616     72917 SH       DEFINED 01                    72917
TRIZETTO GROUP, INC            COM            896882107     1366     88100 SH       DEFINED 01                    88100
TRIZEC HAHN CORP               COM            896938107     1786    105800 SH       DEFINED 01                   105800
TROPICAL SPORTSWEAR INTERNATIO COM            89708P102       34      2000 SH       DEFINED 01                     2000
TRUE NORTH COMMUNICATIONS, INC COM            897844106    11294    315904 SH       DEFINED 01                   315904
TRUST CO OF NEW JERSEY         COM            898304100     1843    110000 SH       DEFINED 01                   110000
TRUSTCO BANK CORP (NEW YORK)   COM            898349105     3751    304654 SH       DEFINED 01                   304654
TRUSTMARK CORP                 COM            898402102     5887    301902 SH       DEFINED 01                   301902
TUCKER ANTHONY SUTRO CORP      COM            898647102     3499    137910 SH       DEFINED 01                   137910
TUESDAY MORNING CORP           COM            899035505      459     58800 SH       DEFINED 01                    58800
TULARIK, INC                   COM            899165104     3178     96300 SH       DEFINED 01                    96300
TUMBLEWEED COMMUNICATIONS CORP COM            899690101     1780     34900 SH       DEFINED 01                    34900
TUPPERWARE CORP                COM            899896104     7468    414907 SH       DEFINED 01                   414907
TURNSTONE SYSTEMS, INC         COM            900423104     4062     87600 SH       DEFINED 01                    87600
TUT SYSTEMS, INC               COM            901103101     8545     99000 SH       DEFINED 01                    99000
TWEETER HOME ENTERTAINMENT GRO COM            901167106     4321    119000 SH       DEFINED 01                   119000
21ST CENTURY INSURANCE GROUP   COM            90130N103     2016    119000 SH       DEFINED 01                   119000
24/7 MEDIA, INC                COM            901314104     1600    158500 SH       DEFINED 01                   158500
TWINLAB CORP                   COM            901774109      605    138200 SH       DEFINED 01                   138200
II-VI, INC                     COM            902104108     1309     70100 SH       DEFINED 01                    70100
TYCO INTERNATIONAL LTD         COM            902124106  1417366  27322726 SH       DEFINED 01                 27322726
TYLER TECHNOLOGIES, INC        COM            902252105       37     18500 SH       DEFINED 01                    18500
TYSON FOODS, INC               COM            902494103     7664    766360 SH       DEFINED 01                   766360
UAL CORP                       COM            902549500    39287    935408 SH       DEFINED 01                   935408
UCAR INTERNATIONAL, INC        COM            90262K109     3790    298700 SH       DEFINED 01                   298700
UCBH HOLDINGS, INC             COM            90262T308       79      2200 SH       DEFINED 01                     2200
UGI CORP                       COM            902681105     4220    174034 SH       DEFINED 01                   174034
UICI                           COM            902737105     1639    234200 SH       DEFINED 01                   234200
UIL HOLDINGS CORP              COM            902748102     4845     94200 SH       DEFINED 01                    94200
UMB FINANCIAL CORP             COM            902788108     3784    101595 SH       DEFINED 01                   101595
USX-MARATHON GROUP, INC        COM            902905827    64384   2269054 SH       DEFINED 01                  2269054
U.S.B. HOLDINGS CO, INC        COM            902910108      202     15156 SH       DEFINED 01                    15156
UST, INC                       COM            902911106    23016   1006167 SH       DEFINED 01                  1006167
U.S. PLASTIC LUMBER CORP       COM            902948108      635    165100 SH       DEFINED 01                   165100
U.S. FRANCHISE SYSTEMS, INC (C COM            902956309        2       400 SH       DEFINED 01                      400
U.S. BANCORP                   COM            902973106   121859   5356428 SH       DEFINED 01                  5356428
U.S.A. NETWORKS, INC           COM            902984103    18464    841663 SH       DEFINED 01                   841663
URS CORP                       COM            903236107     1059     79900 SH       DEFINED 01                    79900
U.S. CAN CORP                  COM            90328W105     1398     70577 SH       DEFINED 01                    70577
USG CORP                       COM            903293405     6850    273320 SH       DEFINED 01                   273320
U.S. LEC CORP (CLASS A)        COM            90331S109      721     84200 SH       DEFINED 01                    84200
USEC, INC                      COM            90333E108     2307    542720 SH       DEFINED 01                   542720
US AGGREGATES, INC             COM            90334D109       58      3500 SH       DEFINED 01                     3500
US INTERACTIVE, INC            COM            90334M109      307    121110 SH       DEFINED 01                   121110
USX-US STEEL GROUP, INC        COM            90337T101     5993    394614 SH       DEFINED 01                   394614
U.S. EXPRESS ENTERPRISES, INC  COM            90338N103      415     65700 SH       DEFINED 01                    65700
US ONCOLOGY, INC               COM            90338W103     1963    433254 SH       DEFINED 01                   433254
UTI ENERGY CORP                COM            903387108     4695    105200 SH       DEFINED 01                   105200
US WIRELESS CORP               COM            90339C106     1105     69600 SH       DEFINED 01                    69600
ULTICOM, INC                   COM            903844108     5680    120541 SH       DEFINED 01                   120541
ULTIMATE ELECTRONICS, INC      COM            903849107     2114     51400 SH       DEFINED 01                    51400
USA EDUCATION, INC             COM            90390U102    57438   1191965 SH       DEFINED 01                  1191965
ULTRAMAR DIAMOND SHAMROCK CORP COM            904000106    14116    556293 SH       DEFINED 01                   556293
ULTRATECH STEPPER, INC         COM            904034105     2434    151556 SH       DEFINED 01                   151556
UNICAPITAL CORP                COM            90459D108       63    573140 SH       DEFINED 01                   573140
UNIFI, INC                     COM            904677101     3053    299725 SH       DEFINED 01                   299725
UNIFIRST CORP                  COM            904708104       19      1900 SH       DEFINED 01                     1900
UNIFY CORP                     COM            904743101      166     42100 SH       DEFINED 01                    42100
UNILEVER NV (NEW YORK SHS)     COM            904784709     5892    122114 SH       DEFINED 01                   122114
UNICOM CORP                    COM            904911104    93122   1657338 SH       DEFINED 01                  1657338
UNIGRAPHICS SOLUTIONS, INC     COM            904928108      830     42300 SH       DEFINED 01                    42300
UNION CARBIDE CORP             COM            905581104    34426    911938 SH       DEFINED 01                   911938
UNION PACIFIC CORP             COM            907818108    58709   1510206 SH       DEFINED 01                  1510206
UNION PLANTERS CORP            COM            908068109    29025    877878 SH       DEFINED 01                   877878
UNIONBANCAL CORP               COM            908906100     8936    383296 SH       DEFINED 01                   383296
UNIROYAL TECHNOLOGY CORP       COM            909163107     1035     69000 SH       DEFINED 01                    69000
UNISOURCE ENERGY CORP HOLDINGS COM            909205106     3266    199460 SH       DEFINED 01                   199460
UNISYS CORP                    COM            909214108    33841   3008074 SH       DEFINED 01                  3008074
UNIT CORP                      COM            909218109     3105    210500 SH       DEFINED 01                   210500
UNITED AUTO GROUP, INC         COM            909440109      321     38900 SH       DEFINED 01                    38900
UNITED COMMUNITY FINANCIAL COR COM            909839102      726    110700 SH       DEFINED 01                   110700
UNITED BANKSHARES, INC         COM            909907107     3954    201502 SH       DEFINED 01                   201502
UNITED DOMINION INDUSTRIES LTD COM            909914103     3004    126800 SH       DEFINED 01                   126800
UNITED DOMINION REALTY TRUST,  COM            910197102     8243    757984 SH       DEFINED 01                   757984
UNITED FIRE & CASULTY CO       COM            910331107       22      1300 SH       DEFINED 01                     1300
UNITED NATIONAL BANCORP        COM            910909100      692     39003 SH       DEFINED 01                    39003
UNITED NATURAL FOODS, INC      COM            911163103      485     39200 SH       DEFINED 01                    39200
UNITED PARCEL SERVICE, INC (CL COM            911312106    36221    642500 SH       DEFINED 01                   642500
UNITED RENTALS, INC            COM            911363109     5239    217155 SH       DEFINED 01                   217155
UNITED RETAIL GROUP, INC       COM            911380103        6      1100 SH       DEFINED 01                     1100
U.S. CELLULAR CORP             COM            911684108     6707     95821 SH       DEFINED 01                    95821
U.S. AIRWAYS GROUP, INC        COM            911905107    12106    397732 SH       DEFINED 01                   397732
U.S. INDUSTRIES, INC           COM            912080108     5182    521479 SH       DEFINED 01                   521479
UNITED STATIONERS, INC         COM            913004107     6321    235196 SH       DEFINED 01                   235196
UNITED TECHNOLOGIES CORP       COM            913017109   428485   6187507 SH       DEFINED 01                  6187507
UNITED TELEVISION, INC         COM            913066106    29194    198600 SH       DEFINED 01                   198600
UNITED THERAPEUTICS CORP       COM            91307C102    24723    282950 SH       DEFINED 01                   282950
UNITED WISCONSIN SERVICES, INC COM            913238101        8      1500 SH       DEFINED 01                     1500
UNITEDHEALTH GROUP, INC        COM            91324P102   216546   2192874 SH       DEFINED 01                  2192874
UNITEDGLOBALCOM, INC (CLASS A) COM            913247508    16179    539300 SH       DEFINED 01                   539300
UNITRIN, INC                   COM            913275103     9215    290808 SH       DEFINED 01                   290808
UNIVERSAL ACCESS, INC          COM            913363107      964     82000 SH       DEFINED 01                    82000
UNIVERSAL COMPRESSION HOLDINGS COM            913431102     1457     47100 SH       DEFINED 01                    47100
UNIVERSAL CORP                 COM            913456109     5284    179896 SH       DEFINED 01                   179896
UNIVERSAL DISPLAY CO           COM            91347P105     2045     92700 SH       DEFINED 01                    92700
UNIVERSAL ELECTRONICS, INC     COM            913483103     1971     81500 SH       DEFINED 01                    81500
SENSIENT TECHNOLOGIES CORP     COM            913538104     5761    282732 SH       DEFINED 01                   282732
UNIVERSAL FOREST PRODUCTS, INC COM            913543104      985     86200 SH       DEFINED 01                    86200
UNIVERSAL HEALTH SERVICES, INC COM            913903100    15832    184900 SH       DEFINED 01                   184900
UNIVISION COMMUNICATIONS, INC  COM            914906102    42132   1127270 SH       DEFINED 01                  1127270
UNOCAL CORP                    COM            915289102    63296   1786134 SH       DEFINED 01                  1786134
UNOVA, INC                     COM            91529B106     1004    255088 SH       DEFINED 01                   255088
UNUMPROVIDENT CORP             COM            91529Y106    32093   1177733 SH       DEFINED 01                  1177733
UPROAR, INC                    COM            916706104       53     14100 SH       DEFINED 01                    14100
USFREIGHTWAYS CORP             COM            916906100     3936    173500 SH       DEFINED 01                   173500
URBAN OUTFITTERS, INC          COM            917047102       44      4275 SH       DEFINED 01                     4275
URBAN SHOPPING CENTERS, INC    COM            917060105     3135     66000 SH       DEFINED 01                    66000
UROMED CORP                    COM            917274300        0       300 SH       DEFINED 01                      300
USBANCORP, INC                 COM            917292104      116     29700 SH       DEFINED 01                    29700
USINTERNETWORKING, INC         COM            917311805     1537    230400 SH       DEFINED 01                   230400
UTILICORP UNITED, INC          COM            918005109    16120    622992 SH       DEFINED 01                   622992
UTSTARCOM, INC                 COM            918076100     1311     62600 SH       DEFINED 01                    62600
VA LINUX SYSTEMS, INC          COM            91819B105     5469    118240 SH       DEFINED 01                   118240
V.F. CORP                      COM            918204108    14380    582469 SH       DEFINED 01                   582469
VTEL CORP                      COM            918333105        0        56 SH       DEFINED 01                       56
VYYO INC                       COM            918458100     1569     52300 SH       DEFINED 01                    52300
VAIL RESORTS, INC              COM            91879Q109      517     25531 SH       DEFINED 01                    25531
VALASSIS COMMUNICATIONS, INC   COM            918866104     8995    404285 SH       DEFINED 01                   404285
VALHI, INC                     COM            918905100      478     38046 SH       DEFINED 01                    38046
VALENCE TECHNOLOGY, INC        COM            918914102     3795    220000 SH       DEFINED 01                   220000
VALENTIS, INC                  COM            91913E104     1195    144900 SH       DEFINED 01                   144900
VALERO ENERGY CORP             COM            91913Y100    14670    416900 SH       DEFINED 01                   416900
VALLEY MEDIA, INC              COM            91972C106       20     11600 SH       DEFINED 01                    11600
VALLEY NATIONAL BANCORP        COM            919794107    11570    423610 SH       DEFINED 01                   423610
VALMONT INDUSTRIES, INC        COM            920253101      996     50100 SH       DEFINED 01                    50100
VALSPAR CORP                   COM            920355104     4927    214300 SH       DEFINED 01                   214300
VALUE CITY DEPARTMENT STORES,  COM            920387107      647     78400 SH       DEFINED 01                    78400
VALUE LINE, INC                COM            920437100     9510    271100 SH       DEFINED 01                   271100
VALUECLICK INC                 COM            92046N102      104     16200 SH       DEFINED 01                    16200
VALUEVISION INTERNATIONAL, INC COM            92047K107     7228    287700 SH       DEFINED 01                   287700
VANS, INC                      COM            921930103      826     53700 SH       DEFINED 01                    53700
VARCO INTERNATIONAL, INC (NEW) COM            922122106     6805    326973 SH       DEFINED 01                   326973
VARIAN MEDICAL SYSTEMS, INC    COM            92220P105    10693    236628 SH       DEFINED 01                   236628
VARIAN, INC                    COM            922206107    10043    233228 SH       DEFINED 01                   233228
VARIAN SEMICONDUCTOR EQUIPMENT COM            922207105    10216    272878 SH       DEFINED 01                   272878
VASCO DATA SECURITY INTERNATIO COM            92230Y104      422     26500 SH       DEFINED 01                    26500
VASOMEDICAL INC                COM            922321104      992    203500 SH       DEFINED 01                   203500
VAXGEN, INC                    COM            922390208     1213     51900 SH       DEFINED 01                    51900
VECTREN CORP                   COM            92240G101     8239    405589 SH       DEFINED 01                   405589
VECTOR GROUP LTD               COM            92240M108     1082     62253 SH       DEFINED 01                    62253
VEECO INSTRUMENTS, INC         COM            922417100    16499    155258 SH       DEFINED 01                   155258
VENTAS, INC                    COM            92276F100     1908    381671 SH       DEFINED 01                   381671
VENTANA MEDICAL SYSTEMS, INC   COM            92276H106     2515     99100 SH       DEFINED 01                    99100
VENTIV HEALTH, INC             COM            922793104     1417    112265 SH       DEFINED 01                   112265
VENTRO CORP                    COM            922815105     1882    171089 SH       DEFINED 01                   171089
VENATOR GROUP, INC             COM            922944103    12408   1002700 SH       DEFINED 01                  1002700
VERITY, INC                    COM            92343C106     8419    235900 SH       DEFINED 01                   235900
VERISIGN, INC                  COM            92343E102   370600   1829557 SH       DEFINED 01                  1829557
VERITAS DGC, INC               COM            92343P107     5678    196200 SH       DEFINED 01                   196200
VERIZON COMMUNICATIONS         COM            92343V104   887945  18331778 SH       DEFINED 01                 18331778
VERITAS SOFTWARE CORP          COM            923436109   618488   4355552 SH       DEFINED 01                  4355552
VERTEL CORP                    COM            924907108     1893    204600 SH       DEFINED 01                   204600
VERSATA, INC                   COM            925298101      763     28800 SH       DEFINED 01                    28800
VERTEX PHARMACEUTICALS, INC    COM            92532F100    41260    488280 SH       DEFINED 01                   488280
VERTICALNET, INC               COM            92532L107    25050    713159 SH       DEFINED 01                   713159
VERTEX INTERACTIVE, INC        COM            925322109      560     30600 SH       DEFINED 01                    30600
VIALINK CO                     COM            92552Q101     1129    127200 SH       DEFINED 01                   127200
VIAD CORP                      COM            92552R109    15170    571100 SH       DEFINED 01                   571100
VIASAT, INC                    COM            92552V100     2698    120600 SH       DEFINED 01                   120600
VIACOM, INC (CLASS A)          COM            925524100    52725    901286 SH       DEFINED 01                   901286
VIACOM, INC (CLASS B)          COM            925524308   743885  12715991 SH       DEFINED 01                 12715991
VIATEL, INC                    COM            925529208    29720   2899547 SH       DEFINED 01                  2899547
VIASYSTEMS GROUP, INC          COM            92553H100     5462    321300 SH       DEFINED 01                   321300
VIANT CORP                     COM            92553N107     1241    211200 SH       DEFINED 01                   211200
VIADOR, INC                    COM            92553R108      695     79400 SH       DEFINED 01                    79400
VICAL, INC                     COM            925602104     3969    153400 SH       DEFINED 01                   153400
VICINITY CORP                  COM            925653107      550     50000 SH       DEFINED 01                    50000
VICOR CORP                     COM            925815102     8468    156100 SH       DEFINED 01                   156100
VICORP RESTAURANTS, INC        COM            925817108     2254    115603 SH       DEFINED 01                   115603
VIA NET.WORKS, INC             COM            925912107     1017    105700 SH       DEFINED 01                   105700
VIGNETTE CORP                  COM            926734104    42114   1409666 SH       DEFINED 01                  1409666
VINTAGE PETROLEUM, INC         COM            927460105     7542    331500 SH       DEFINED 01                   331500
VIRATA CORP                    COM            927646109    22013    332900 SH       DEFINED 01                   332900
VIRCO MANUFACTURING CORP       COM            927651109       24      1973 SH       DEFINED 01                     1973
VISHAY INTERTECHNOLOGY, INC    COM            928298108    23521    764921 SH       DEFINED 01                   764921
VISTEON CORP                   COM            92839U107     9387    620611 SH       DEFINED 01                   620611
VISX, INC                      COM            92844S105    12552    465984 SH       DEFINED 01                   465984
VISUAL NETWORKS, INC           COM            928444108     1455    221700 SH       DEFINED 01                   221700
VITAL SIGNS, INC               COM            928469105      935     35300 SH       DEFINED 01                    35300
VITRIA TECHNOLOGY, INC         COM            92849Q104    19876    426300 SH       DEFINED 01                   426300
VITESSE SEMICONDUCTOR CORP     COM            928497106   106081   1192760 SH       DEFINED 01                  1192760
VIVUS, INC                     COM            928551100     1042    245200 SH       DEFINED 01                   245200
VLASIC FOODS INTERNATIONAL, IN COM            928559103       29     25500 SH       DEFINED 01                    25500
VODAFONE GROUP PLC ADR         ADR            92857W100    80652   2179777 SH       DEFINED 01                  2179777
VOICESTREAM WIRELESS CORP      COM            928615103   184081   1586052 SH       DEFINED 01                  1586052
VOLT INFORMATION SCIENCES, INC COM            928703107       86      4000 SH       DEFINED 01                     4000
VORNADO OPERATING CO           COM            92904N103       11      2000 SH       DEFINED 01                     2000
VORNADO REALTY TRUST           COM            929042109    18210    490500 SH       DEFINED 01                   490500
VOYAGER.NET, INC               COM            92906W101      197     32700 SH       DEFINED 01                    32700
VULCAN MATERIALS CO            COM            929160109    23364    581383 SH       DEFINED 01                   581383
WFS FINANCIAL, INC             COM            92923B106      793     46800 SH       DEFINED 01                    46800
WD-40 CO                       COM            929236107     3897    183400 SH       DEFINED 01                   183400
W HOLDING CO, INC              COM            929251106     1532    150350 SH       DEFINED 01                   150350
WLR FOODS, INC                 COM            929286102        1        53 SH       DEFINED 01                       53
WMS INDUSTRIES, INC            COM            929297109     3397    150956 SH       DEFINED 01                   150956
WPS RESOURCES CORP             COM            92931B106     5907    180372 SH       DEFINED 01                   180372
WABASH NATIONAL CORP           COM            929566107     1131    123950 SH       DEFINED 01                   123950
WABTEC CORP                    COM            929740108     1878    185484 SH       DEFINED 01                   185484
WACHOVIA CORP                  COM            929771103    84426   1489318 SH       DEFINED 01                  1489318
WACKENHUT CORP SERIES A        COM            929794105      199     13400 SH       DEFINED 01                    13400
WACKENHUT CORP SERIES B        COM            929794303     1388    168302 SH       DEFINED 01                   168302
WACKENHUT CORRECTIONS CORP     COM            929798106       50      6400 SH       DEFINED 01                     6400
WADDELL & REED FINANCIAL,INC ( COM            930059100    20209    651912 SH       DEFINED 01                   651912
WADDELL & REED FINANCIAL,INC ( COM            930059209     3001    103489 SH       DEFINED 01                   103489
WAL-MART STORES, INC           COM            931142103  1377906  28631809 SH       DEFINED 01                 28631809
WALGREEN CO                    COM            931422109   289636   7634546 SH       DEFINED 01                  7634546
WALLACE COMPUTER SERVICES, INC COM            932270101     3987    261468 SH       DEFINED 01                   261468
WALTER INDUSTRIES, INC         COM            93317Q105     1528    172200 SH       DEFINED 01                   172200
WARNACO GROUP, INC (CLASS A)   COM            934390105     1345    336299 SH       DEFINED 01                   336299
WASHINGTON FEDERAL, INC        COM            938824109     9315    409437 SH       DEFINED 01                   409437
WGL HOLDINGS, INC              COM            938837101     8333    310072 SH       DEFINED 01                   310072
WASHINGTON GROUP INTERNATIONAL COM            938862109     1598    139684 SH       DEFINED 01                   139684
WASHINGTON MUTUAL, INC         COM            939322103   161162   4048030 SH       DEFINED 01                  4048030
WASHINGTON POST CO (CLASS B)   COM            939640108    12418     23524 SH       DEFINED 01                    23524
WASHINGTON REAL ESTATE INVESTM COM            939653101     5135    255927 SH       DEFINED 01                   255927
WASHINGTON TRUST BANCORP, INC  COM            940610108       29      2000 SH       DEFINED 01                     2000
WASTE CONNECTIONS, INC         COM            941053100     3119    121700 SH       DEFINED 01                   121700
WASTE INDUSTRIES, INC          COM            941058109       19      2400 SH       DEFINED 01                     2400
WASTE MANAGEMENT, INC          COM            94106L109    69742   3999548 SH       DEFINED 01                  3999548
WATCHGUARD TECHNOLOGIES, INC   COM            941105108     4652     77537 SH       DEFINED 01                    77537
WATERS CORP                    COM            941848103    75858    852340 SH       DEFINED 01                   852340
WATSCO, INC                    COM            942622200     1120    108838 SH       DEFINED 01                   108838
WATSON PHARMACEUTICALS, INC    COM            942683103    35430    546134 SH       DEFINED 01                   546134
WATTS INDUSTRIES, INC (CLASS A COM            942749102     1048    104800 SH       DEFINED 01                   104800
WAUSAU-MOSINEE PAPER CORP      COM            943315101     2500    322557 SH       DEFINED 01                   322557
WAVE SYSTEMS CORP (CLASS A)    COM            943526103     5787    345500 SH       DEFINED 01                   345500
WAVO CORP                      COM            944027101       90    119895 SH       DEFINED 01                   119895
WEATHERFORD INTERNATIONAL, INC COM            947074100    40817    949240 SH       DEFINED 01                   949240
DEL WEBB CORP                  COM            947423109     2746     98958 SH       DEFINED 01                    98958
WEBMETHODS, INC                COM            94768C108    10800     93807 SH       DEFINED 01                    93807
WEBSENSE, INC                  COM            947684106      683     28700 SH       DEFINED 01                    28700
WEBLINK WIRELESS, INC          COM            94769A101     2561    333200 SH       DEFINED 01                   333200
WEBMD CORP                     COM            94769M105    26105   1711784 SH       DEFINED 01                  1711784
WEBSTER FINANCIAL CORP         COM            947890109     8857    328784 SH       DEFINED 01                   328784
WEBTRENDS CORP                 COM            94844D104     3756    100500 SH       DEFINED 01                   100500
WEBVAN GROUP, INC              COM            94845V103     2762   1194213 SH       DEFINED 01                  1194213
WEINGARTEN REALTY INVESTORS, I COM            948741103    11489    281932 SH       DEFINED 01                   281932
WEIS MARKETS, INC              COM            948849104     4299    108331 SH       DEFINED 01                   108331
WELLMAN, INC                   COM            949702104     2885    199800 SH       DEFINED 01                   199800
WELLPOINT HEALTH NETWORKS, INC COM            94973H108    48772    508037 SH       DEFINED 01                   508037
WELLS FARGO CO                 COM            949746101   603618  13139984 SH       DEFINED 01                 13139984
WELLSFORD REAL PROPERTIES, INC COM            950240200       48      2449 SH       DEFINED 01                     2449
WENDY'S INTERNATIONAL, INC     COM            950590109    11955    595869 SH       DEFINED 01                   595869
WERNER ENTERPRISES, INC        COM            950755108     2115    179977 SH       DEFINED 01                   179977
WESBANCO, INC                  COM            950810101     1619     75500 SH       DEFINED 01                    75500
WESCO FINANCIAL CORP           COM            950817106     1674      6670 SH       DEFINED 01                     6670
WESCO INTERNATIONAL, INC       COM            95082P105     1354    169200 SH       DEFINED 01                   169200
WESLEY JESSEN VISIONCARE, INC  COM            951018100     4998    130018 SH       DEFINED 01                   130018
WEST COAST BANCORP (OREGON)    COM            952145100      987     82680 SH       DEFINED 01                    82680
WEST PHARMACEUTICAL SERVICES,  COM            955306105     1560     67111 SH       DEFINED 01                    67111
WEST TELESERVICES CORP         COM            956188106     2341    106400 SH       DEFINED 01                   106400
WESTAFF, INC                   COM            957070105        9      2200 SH       DEFINED 01                     2200
WESTAMERICA BANCORP            COM            957090103     8767    262200 SH       DEFINED 01                   262200
WESTCOAST ENERGY, INC          COM            95751D102     5253    275885 SH       DEFINED 01                   275885
WESTELL TECHNOLOGIES, INC (CLA COM            957541105     3948    306675 SH       DEFINED 01                   306675
WESTCORP                       COM            957907108      554     36960 SH       DEFINED 01                    36960
WESTERN DIGITAL CORP           COM            958102105     6759   1150500 SH       DEFINED 01                  1150500
WESTERN GAS RESOURCES, INC     COM            958259103     2647    105600 SH       DEFINED 01                   105600
WESTERN PROPERTIES TRUST       COM            959261108      767     62300 SH       DEFINED 01                    62300
WESTERN RESOURCES, INC         COM            959425109     6384    295210 SH       DEFINED 01                   295210
WESTERN WIRELESS CORP (CLASS A COM            95988E204    28246    792875 SH       DEFINED 01                   792875
WESTFIELD AMERICA, INC         COM            959910100     2523    183500 SH       DEFINED 01                   183500
WESTON (ROY F.), INC (CLASS A) COM            961137106      806    214800 SH       DEFINED 01                   214800
WESTPOINT STEVENS, INC         COM            961238102     3425    279600 SH       DEFINED 01                   279600
WESTVACO CORP                  COM            961548104    18600    696971 SH       DEFINED 01                   696971
WESTWOOD ONE, INC              COM            961815107     8041    375100 SH       DEFINED 01                   375100
WET SEAL, INC (CLASS A)        COM            961840105       44      2800 SH       DEFINED 01                     2800
WEYERHAEUSER CO                COM            962166104    79414   1966899 SH       DEFINED 01                  1966899
WHIRLPOOL CORP                 COM            963320106    19851    510642 SH       DEFINED 01                   510642
WHITE ELECTRONIC DESIGNS CORP  COM            963801105     1228    102300 SH       DEFINED 01                   102300
WHITEHALL JEWELLERS, INC       COM            965063100      775     97700 SH       DEFINED 01                    97700
WHITMAN CORP                   COM            96647R107     8354    722506 SH       DEFINED 01                   722506
WHITNEY HOLDINGS CORP          COM            966612103     5207    143400 SH       DEFINED 01                   143400
WHOLE FOODS MARKET, INC        COM            966837106     9213    171600 SH       DEFINED 01                   171600
WILD OATS MARKETS, INC         COM            96808B107     1680    143000 SH       DEFINED 01                   143000
WILEY (JOHN) & SONS, INC (CLAS COM            968223206     7977    347776 SH       DEFINED 01                   347776
WILLAMETTE INDUSTRIES, INC     COM            969133107    19484    695872 SH       DEFINED 01                   695872
WILLIAMS COMMUNICATIONS GROUP, COM            969455104     4174    208700 SH       DEFINED 01                   208700
WILLIAMS COS, INC              COM            969457100   143723   3401720 SH       DEFINED 01                  3401720
CLAYTON WILLIAMS ENERGY INC    COM            969490101     1345     33200 SH       DEFINED 01                    33200
WILLIAMS-SONOMA, INC           COM            969904101    12662    364367 SH       DEFINED 01                   364367
WILMINGTON TRUST CORP          COM            971807102    11427    213100 SH       DEFINED 01                   213100
WILSONS LEATHER                COM            972463103      148      8200 SH       DEFINED 01                     8200
WIND RIVER SYSTEMS, INC        COM            973149107    18885    393947 SH       DEFINED 01                   393947
WINK COMMUNICATIONS, INC       COM            974168106     1943    161900 SH       DEFINED 01                   161900
WINN DIXIE STORES, INC         COM            974280109     6894    479568 SH       DEFINED 01                   479568
WINNEBAGO INDUSTRIES, INC      COM            974637100     1061     84896 SH       DEFINED 01                    84896
WINSTAR COMMUNICATIONS, INC    COM            975515107    11820    762610 SH       DEFINED 01                   762610
WIRELESS FACILITIES, INC       COM            97653A103     8437    146250 SH       DEFINED 01                   146250
WISCONSIN CENTRAL TRANSIT CORP COM            976592105     3357    317850 SH       DEFINED 01                   317850
WISCONSIN ENERGY CORP          COM            976657106    15988    801881 SH       DEFINED 01                   801881
WIT SOUNDVIEW GROUP, INC       COM            977383108     4770    529995 SH       DEFINED 01                   529995
WOLVERINE TUBE, INC            COM            978093102     1343     90300 SH       DEFINED 01                    90300
WOLVERINE WORLD WIDE, INC      COM            978097103     1681    180549 SH       DEFINED 01                   180549
WOMEN.COM NETWORKS             COM            978149102       96     35100 SH       DEFINED 01                    35100
WOODHEAD INDUSTRIES, INC       COM            979438108     4031    193700 SH       DEFINED 01                   193700
WOODWARD GOVERNOR CO           COM            980745103     1332     29900 SH       DEFINED 01                    29900
WORKFLOW MANAGEMENT, INC       COM            98137N109       14      2214 SH       DEFINED 01                     2214
WORLD ACCESS, INC              COM            98141A101     2280    421651 SH       DEFINED 01                   421651
WORLDGATE COMMUNICATIONS, INC  COM            98156L307     2052     97700 SH       DEFINED 01                    97700
WORLD WRESTLING FEDERATION ENT COM            98156Q108      993     65400 SH       DEFINED 01                    65400
WORLDCOM, INC                  COM            98157D106   794615  26160157 SH       DEFINED 01                 26160157
WORTHINGTON INDUSTRIES, INC    COM            981811102     6313    673382 SH       DEFINED 01                   673382
WORLDPAGES.COM, INC            COM            981922107      898    211400 SH       DEFINED 01                   211400
WRIGLEY (WM) JR CO             COM            982526105    14750    197000 SH       DEFINED 01                   197000
WYNDHAM INTERNATIONAL, INC     COM            983101106     1160    640003 SH       DEFINED 01                   640003
XM SATELLITE RADIO HOLDINGS, I COM            983759101     2080     48300 SH       DEFINED 01                    48300
X-RITE, INC                    COM            983857103      607     69400 SH       DEFINED 01                    69400
XCEED, INC                     COM            98388N105      283    113100 SH       DEFINED 01                   113100
XCEL ENERGY, INC               COM            98389B100   159455   5798357 SH       DEFINED 01                  5798357
XILINX, INC                    COM            983919101   516099   6027436 SH       DEFINED 01                  6027436
XIRCOM, INC                    COM            983922105     4906    194300 SH       DEFINED 01                   194300
XEROX CORP                     COM            984121103    57969   3848562 SH       DEFINED 01                  3848562
XPEDIOR, INC                   COM            98413B100      147     45100 SH       DEFINED 01                    45100
XTRA CORP                      COM            984138107     3359     75600 SH       DEFINED 01                    75600
XYBERNAUT CORP                 COM            984149104     1367    230162 SH       DEFINED 01                   230162
YAHOO, INC                     COM            984332106   226929   2493726 SH       DEFINED 01                  2493726
YANKEE CANDLE, INC             COM            984757104     2200    109300 SH       DEFINED 01                   109300
YELLOW CORP                    COM            985509108     2580    170600 SH       DEFINED 01                   170600
YORK INTERNATIONAL CORP        COM            986670107     4349    174830 SH       DEFINED 01                   174830
YORK RESEARCH CORP             COM            987048105       74     79235 SH       DEFINED 01                    79235
YOUNG & RUBICAM, INC           COM            987425105    15503    313200 SH       DEFINED 01                   313200
YOUNG BROADCASTING, INC (CLASS COM            987434107     2270     72200 SH       DEFINED 01                    72200
YOUTHSTREAM MEDIA NETWORKS, IN COM            987819109      219     57500 SH       DEFINED 01                    57500
Z-TEL TECHNOLOGIES, INC        COM            988792107      378     52100 SH       DEFINED 01                    52100
ZALE CORP                      COM            988858106     8941    275627 SH       DEFINED 01                   275627
ZI CORP                        COM            988918108     2340    332100 SH       DEFINED 01                   332100
ZEBRA TECHNOLOGIES CORP        COM            989207105     9031    187900 SH       DEFINED 01                   187900
ZENITH NATIONAL INSURANCE CORP COM            989390109      942     43042 SH       DEFINED 01                    43042
ZIFF-DAVIS, INC -ZD            COM            989511100     1632    200900 SH       DEFINED 01                   200900
ZILA, INC                      COM            989513205        0        38 SH       DEFINED 01                       38
ZIONS BANCORP                  COM            989701107    27087    529650 SH       DEFINED 01                   529650
ZIXIT CORP                     COM            98974P100     3812    124970 SH       DEFINED 01                   124970
ZORAN CORP                     COM            98975F101     5270    108100 SH       DEFINED 01                   108100
ZOLTEK COS, INC                COM            98975W104        5       580 SH       DEFINED 01                      580
ZYGO CORP                      COM            989855101     8230     94600 SH       DEFINED 01                    94600
ZOLL MEDICAL CORP              COM            989922109     2974     61000 SH       DEFINED 01                    61000
ZOMAX, INC                     COM            989929104     1520    217138 SH       DEFINED 01                   217138
</TABLE>


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