TIAA CREF INVESTMENT MANAGEMENT LLC
13F-HR, 2000-02-11
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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: December 31, 1999

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

Institutional Investment Manager Filing this Report:

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

13F File Number:  28-03194

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

Person Signing this Report on Behalf of Reporting Manager:

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

Signature, Place and Date of Signing:

/s/ Richard Schlefer            New York, NY                February 11, 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:  3,327

Form 13F Information Table Value Total:  $  127,552,843 (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>
LERNOUT & HAUSPIE SPEECH PRODU COM              B5628B104     3053    66000 SH       DEFINED 01                   66000
DAIMLERCHRYSLER AG.            COM              D1668R123   169289  2170648 SH       DEFINED 01                 2170648
TOTAL FINA -WTS 8/05/03                         F9212D142      104     3645 SH       DEFINED 01                    3645
ACE LTD                        COM              G0070K103    24490  1467570 SH       DEFINED 01                 1467570
AMDOCS LTD                     COM              G02602103      717    20795 SH       DEFINED 01                   20795
CORECOMM LTD                   COM              G2422R109     5108    86025 SH       DEFINED 01                   86025
FRUIT OF THE LOOM LTD (CLASS A COM              G3682L105       28    19500 SH       DEFINED 01                   19500
GEMSTAR INTL GOUP INC          COM              G3788V106     1069    15000 SH       DEFINED 01                   15000
GLOBAL CROSSING LTD            COM              G3921A100     8067   161330 SH       DEFINED 01                  161330
LORAL SPACE & COMMUNICATIONS L COM              G56462107      153     6300 SH       DEFINED 01                    6300
OPENTV CORP                    COM              G67543101     3783    47138 SH       DEFINED 01                   47138
PXRE GROUP ,LTD                COM              G73018106      237    18200 SH       DEFINED 01                   18200
RSL COMMUNICATIONS LTD (CLASS  COM              G7702U102     2141   125000 SH       DEFINED 01                  125000
SANTA FE INTERNATIONAL CORP    COM              G7805C108      647    25000 SH       DEFINED 01                   25000
TOMMY HILFIGER CORP            COM              G8915Z102      217     9300 SH       DEFINED 01                    9300
TRITON ENERGY LTD              COM              G90751101       56     2735 SH       DEFINED 01                    2735
WHITE MOUNTAINS INSURANCE      COM              G9618E107      294     2440 SH       DEFINED 01                    2440
XOMA LTD                       COM              G9825R107        0        3 SH       DEFINED 01                       3
XL CAPITAL LTD                 COM              G98255105    59960  1155856 SH       DEFINED 01                 1155856
INTERNET GOLD                  COM              M56595107     4635   208300 SH       DEFINED 01                  208300
ORBOTECH LTD                   COM              M75253100     2844    36700 SH       DEFINED 01                   36700
ORCKIT COMMUNICATIONS LTD      COM              M7531S107     2951    86000 SH       DEFINED 01                   86000
FLEXTRONICS INTERNATIONAL LTD  COM              Y2573F102     2300    50000 SH       DEFINED 01                   50000
OMI CORP (NEW)                 COM              Y6476W104       86    41800 SH       DEFINED 01                   41800
TEEKAY SHIPPING CORP           COM              Y8564W103        4      228 SH       DEFINED 01                     228
AAR CORP                       COM              000361105     2740   152775 SH       DEFINED 01                  152775
ABC RAIL PRODUCTS CORP         COM              000752105      466    56500 SH       DEFINED 01                   56500
ACTV, INC                      COM              00088E104     9782   214100 SH       DEFINED 01                  214100
ADC TELECOMMUNICATIONS, INC    COM              000886101    88966  1226065 SH       DEFINED 01                 1226065
ADE CORP                       COM              00089C107       21     1300 SH       DEFINED 01                    1300
ABM INDUSTRIES, INC            COM              000957100      504    24743 SH       DEFINED 01                   24743
ACT NETWORKS INC               COM              000975102       10     1100 SH       DEFINED 01                    1100
AEP INDUSTRIES, INC            COM              001031103      147     5700 SH       DEFINED 01                    5700
AFLAC, INC                     COM              001055102    88682  1879362 SH       DEFINED 01                 1879362
AGCO CORP                      COM              001084102     5109   380200 SH       DEFINED 01                  380200
AGL RESOURCES, INC             COM              001204106     6917   406900 SH       DEFINED 01                  406900
AHL SERVICES, INC              COM              001296102     1378    66000 SH       DEFINED 01                   66000
AES CORP                       COM              00130H105    52939   708218 SH       DEFINED 01                  708218
AK STEEL HOLDINGS CORP         COM              001547108     7430   393659 SH       DEFINED 01                  393659
AMB PROPERTY CORP              COM              00163T109     6773   339700 SH       DEFINED 01                  339700
AMC ENTERTAINMENT, INC         COM              001669100     1209   140150 SH       DEFINED 01                  140150
AMFM, INC                      COM              001693100   437719  5593856 SH       DEFINED 01                 5593856
AMLI RESIDENTIAL PROPERTIES TR COM              001735109      894    44300 SH       DEFINED 01                   44300
AMR CORP                       COM              001765106    68847  1027574 SH       DEFINED 01                 1027574
APAC CUSTOMER SERVICES, INC    COM              00185E106       84     6000 SH       DEFINED 01                    6000
AT & T CORP                    COM              001957109  2055952 40511372 SH       DEFINED 01                40511372
AT & T CORP - LIBERTY MEDIA (C COM              001957208   613679 10813731 SH       DEFINED 01                10813731
A.S.V., INC                    COM              001963107       40     2900 SH       DEFINED 01                    2900
ATMI, INC                      COM              00207R101     2628    79500 SH       DEFINED 01                   79500
AVT CORP                       COM              002420107     4536    96500 SH       DEFINED 01                   96500
AVX CORP                       COM              002444107     7615   152500 SH       DEFINED 01                  152500
AXA FINANCIAL, INC             COM              002451102    45677  1348400 SH       DEFINED 01                 1348400
AAMES FINANCIAL CORP           COM              00253A101        5     6100 SH       DEFINED 01                    6100
AARON RENTS, INC               COM              002535201     2216   124825 SH       DEFINED 01                  124825
AAVID THERMAL TECHNOLOGIES, IN COM              002539104     1771    72100 SH       DEFINED 01                   72100
ABBOTT LABORATORIES CO         COM              002824100   420793 11588106 SH       DEFINED 01                11588106
ABERCROMBIE & FITCH CO (CLASS  COM              002896207    27553  1032446 SH       DEFINED 01                 1032446
ABGENIX INC                    COM              00339B107     7420    56000 SH       DEFINED 01                   56000
ABOUT.COM, INC                 COM              003736105     3455    38500 SH       DEFINED 01                   38500
ABITIBI CONSOLIDATED, INC      COM              003924107     2823   242100 SH       DEFINED 01                  242100
ACCEPTANCE INSURANCE COS, INC  COM              004308102       62    10683 SH       DEFINED 01                   10683
ACCLAIM ENTERTAINMENT, INC     COM              004325205     2562   499900 SH       DEFINED 01                  499900
ACCREDO HEALTH, INC            COM              00437V104      578    18800 SH       DEFINED 01                   18800
ACKERLEY GROUP, INC            COM              004527107      670    36954 SH       DEFINED 01                   36954
ACNEILSEN CORP                 COM              004833109    11770   477977 SH       DEFINED 01                  477977
ACTIVISION, INC                COM              004930202      277    18100 SH       DEFINED 01                   18100
ACTION PERFORMANCE COS, INC    COM              004933107     1162   101000 SH       DEFINED 01                  101000
ACTEL CORP                     COM              004934105     3521   146720 SH       DEFINED 01                  146720
ACTUATE CORP                   COM              00508B102     7795   181800 SH       DEFINED 01                  181800
ACUSON CORP                    COM              005113105     1852   147436 SH       DEFINED 01                  147436
ACX TECHNOLOGIES, INC          COM              005123104     1080   101047 SH       DEFINED 01                  101047
ACXIOM CORP                    COM              005125109     9364   390180 SH       DEFINED 01                  390180
ADAC LABORATORIES, INC         COM              005313200      832    77375 SH       DEFINED 01                   77375
ADAPTIVE BROADBAND CORP        COM              00650M104     4872    66000 SH       DEFINED 01                   66000
ADAPTEC, INC                   COM              00651F108   153674  3081190 SH       DEFINED 01                 3081190
ADECCO S.A. ADR                ADR              006754105    20227   210700 SH       DEFINED 01                  210700
ADELPHIA BUSINESS SOLUTIONS, I COM              006847107    43190   899800 SH       DEFINED 01                  899800
ADELPHIA COMMUNICATIONS CORP ( COM              006848105    27547   419762 SH       DEFINED 01                  419762
ADFORCE, INC                   COM              006867105     3433    48100 SH       DEFINED 01                   48100
ADMINSTAFF, INC                COM              007094105      382    12624 SH       DEFINED 01                   12624
ADOBE SYSTEMS, INC             COM              00724F101    83564  1242592 SH       DEFINED 01                 1242592
ADTRAN, INC                    COM              00738A106     7271   141359 SH       DEFINED 01                  141359
ADVANCE PARADIGM, INC          COM              007491103     2352   109100 SH       DEFINED 01                  109100
ADVANCED COMMUNICATIONS GROUP  COM              00751B106      510    37400 SH       DEFINED 01                   37400
ADVANCED DIGITAL INFO CORP     COM              007525108     6365   130900 SH       DEFINED 01                  130900
ADVANCED LIGHTING TECHNOLOGIES COM              00753C102      519    90300 SH       DEFINED 01                   90300
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105    30104   673650 SH       DEFINED 01                  673650
ADVANCED RADIO TELECOM CORP    COM              00754U101     4222   175900 SH       DEFINED 01                  175900
ADVANCED TISSUE SCIENCE CO     COM              00755F103       31    12450 SH       DEFINED 01                   12450
ADVEST GROUP, INC              COM              007566102      909    49475 SH       DEFINED 01                   49475
ADVANTAGE LEARNING SYSTEMS, IN COM              00757K100      696    62200 SH       DEFINED 01                   62200
ADVANTICA RESTAURANT GROUP, IN COM              00758B109       60    34500 SH       DEFINED 01                   34500
ADVO, INC                      COM              007585102     3219   135530 SH       DEFINED 01                  135530
AERIAL COMMUNICATIONS, INC     COM              007655103     7549   124000 SH       DEFINED 01                  124000
AEROFLEX, INC                  COM              007768104     1295   124800 SH       DEFINED 01                  124800
ADVANCED MICRO DEVICES, INC    COM              007903107    19890   687357 SH       DEFINED 01                  687357
AEGON NV ARS                   ADR              007924103     7943    83178 SH       DEFINED 01                   83178
ADVANTA CORP (CLASS A)         COM              007942105     1052    57618 SH       DEFINED 01                   57618
ADVANTA CORP (CLASS B)         COM              007942204     1454   103397 SH       DEFINED 01                  103397
ADVANCED ENERGY INDUSTRIES, IN COM              007973100     3625    73600 SH       DEFINED 01                   73600
ADVENT SOFTWARE, INC           COM              007974108     6205    96300 SH       DEFINED 01                   96300
AETNA, INC                     COM              008117103    88436  1584528 SH       DEFINED 01                 1584528
AFFILIATED COMPUTER SERVICES,I COM              008190100    12087   262767 SH       DEFINED 01                  262767
AFFILIATED MANAGERS GROUP, INC COM              008252108    11005   272149 SH       DEFINED 01                  272149
AFFYMETRIX, INC                COM              00826T108    27642   162900 SH       DEFINED 01                  162900
AFTERMARKET TECHNOLOGY CORP    COM              008318107      290    24300 SH       DEFINED 01                   24300
AG-CHEM EQUIPMENT CO, INC      COM              008363103       10     1000 SH       DEFINED 01                    1000
AGRIBRANDS INTERNATIONAL, INC  COM              00849R105     3518    76484 SH       DEFINED 01                   76484
AGRIBIOTECH, INC               COM              008494106      143    60040 SH       DEFINED 01                   60040
AGRITOPE, INC                  COM              00855D107        0      172 SH       DEFINED 01                     172
AGRIUM, INC                    COM              008916108     1661   214851 SH       DEFINED 01                  214851
AIR EXPRESS INTERNATIONAL CORP COM              009104100     1043    32293 SH       DEFINED 01                   32293
AIR PRODUCTS & CHEMICALS, INC  COM              009158106    57662  1718037 SH       DEFINED 01                 1718037
AIRBORNE FREIGHT CORP          COM              009266107     7858   357200 SH       DEFINED 01                  357200
AIRGAS, INC                    COM              009363102     4056   426900 SH       DEFINED 01                  426900
AIRNET SYSTEMS, INC            COM              009417106        1      200 SH       DEFINED 01                     200
AIRTRAN HOLDINGS, INC          COM              00949P108      651   143700 SH       DEFINED 01                  143700
ALABAMA NATIONAL BANCORP       COM              010317105      238    12600 SH       DEFINED 01                   12600
ALAMO GROUP, INC               COM              011311107       24     2376 SH       DEFINED 01                    2376
ALARIS MEDICAL, INC            COM              011637105      221   117700 SH       DEFINED 01                  117700
ALASKA AIR GROUP, INC          COM              011659109     6387   181829 SH       DEFINED 01                  181829
ALBANY INTERNATIONAL CORP (CLA COM              012348108     4000   258054 SH       DEFINED 01                  258054
ALBANY MOLECULAR RESH, INC     COM              012423109      204     6700 SH       DEFINED 01                    6700
ALBEMARLE CORP                 COM              012653101     3268   170306 SH       DEFINED 01                  170306
ALBERTA ENERGY LTD             COM              012873105    11863   382000 SH       DEFINED 01                  382000
ALBERTO CULVER CO (CLASS B)    COM              013068101     6323   244967 SH       DEFINED 01                  244967
ALBERTO CULVER CO (CLASS A)    COM              013068200      494    22700 SH       DEFINED 01                   22700
ALBERTSON'S, INC               COM              013104104   109395  3392096 SH       DEFINED 01                 3392096
ALCAN ALUMINIUM CO LTD         COM              013716105    24574   599500 SH       DEFINED 01                  599500
ALCOA, INC                     COM              013817101   357455  4306692 SH       DEFINED 01                 4306692
ALEXANDER & BALDWIN, INC       COM              014482103     6922   303434 SH       DEFINED 01                  303434
ALEXANDER'S, INC               COM              014752109      182     2300 SH       DEFINED 01                    2300
ALEXANDRIA REAL ESTATE EQUITIE COM              015271109     1320    41498 SH       DEFINED 01                   41498
ALFA CORP                      COM              015385107     1930   118300 SH       DEFINED 01                  118300
ALGOS PHARMACEUTICAL CORP      COM              015869100      648    58900 SH       DEFINED 01                   58900
ALKERMES, INC                  COM              01642T108     8292   168800 SH       DEFINED 01                  168800
ALLAIRE CORP                   COM              016714107     1741    11900 SH       DEFINED 01                   11900
ALLEGHANY CORP (DELAWARE)      COM              017175100    18992   102382 SH       DEFINED 01                  102382
ALLEGHENY ENERGY, INC          COM              017361106    25613   950814 SH       DEFINED 01                  950814
ALLEGHENY TECHNOLOGIES, INC    COM              01741R102     9517   424167 SH       DEFINED 01                  424167
ALLEGIANCE TELECOM, INC        COM              01747T102    19981   216600 SH       DEFINED 01                  216600
ALLEN TELECOM, INC             COM              018091108      520    44985 SH       DEFINED 01                   44985
ALLERGAN, INC                  COM              018490102    53016  1065658 SH       DEFINED 01                 1065658
ALLERGAN SPECIALTY THERAPEUTIC COM              018494104      206    16292 SH       DEFINED 01                   16292
ALLIANCE SEMICONDUCTOR CORP    COM              01877H100     2218   132900 SH       DEFINED 01                  132900
ALLIANCE PHARMACEUTICAL CORP   COM              018773101       41     5500 SH       DEFINED 01                    5500
ALLIANT ENERGY CORP            COM              018802108    13503   491027 SH       DEFINED 01                  491027
ALLIANT TECHSYSTEMS, INC       COM              018804104     2785    44700 SH       DEFINED 01                   44700
ALLIED CAPITAL CORP            COM              01903Q108     1154    63040 SH       DEFINED 01                   63040
ALLIED IRISH BANK PLC (SPONS A ADR              019228402      589    27900 SH       DEFINED 01                   27900
ALLIED PRODUCTS CORP           COM              019411107       13     3730 SH       DEFINED 01                    3730
ALLIED WASTE INDUSTRIES, INC   COM              019589308    13523  1534535 SH       DEFINED 01                 1534535
ALLMERICA FINANCIAL CORP       COM              019754100    23467   421887 SH       DEFINED 01                  421887
ALLSTATE CORP                  COM              020002101   258279 10761632 SH       DEFINED 01                10761632
ALLTEL CORP                    COM              020039103   145591  1760736 SH       DEFINED 01                 1760736
ALLTRISTA CORP                 COM              020040101     2604   117710 SH       DEFINED 01                  117710
ALPHA INDUSTRIES, INC          COM              020753109     6327   110400 SH       DEFINED 01                  110400
ALPHARMA, INC (CLASS A)        COM              020813101     4706   153041 SH       DEFINED 01                  153041
ALPINE GROUP, INC              COM              020825105     1171    90939 SH       DEFINED 01                   90939
ALTERA CORP                    COM              021441100   253326  5111240 SH       DEFINED 01                 5111240
ALTERNATIVE RESOURCES CORP     COM              02145R102       51     9300 SH       DEFINED 01                    9300
ALTERRA HEALTHCARE CORP        COM              02146C104      741    89100 SH       DEFINED 01                   89100
ALZA CORP                      COM              022615108    14027   405124 SH       DEFINED 01                  405124
AMAZON.COM, INC                COM              023135106   172531  2266420 SH       DEFINED 01                 2266420
AMBAC FINANCIAL GROUP, INC     COM              023139108    29578   566763 SH       DEFINED 01                  566763
AMBASSADORS INTERNATIONAL, INC COM              023178106        1      100 SH       DEFINED 01                     100
AMCAST INDUSTRIAL CORP         COM              023395106       36     2219 SH       DEFINED 01                    2219
AMCOL INTERNATIONAL CORP       COM              02341W103     3056   189550 SH       DEFINED 01                  189550
AMERADA HESS CORP              COM              023551104    32886   579486 SH       DEFINED 01                  579486
AMERCO                         COM              023586100      108     4300 SH       DEFINED 01                    4300
AMEREN CORP                    COM              023608102    29688   906494 SH       DEFINED 01                  906494
AMERICA ONLINE, INC            COM              02364J104  1617870 21446494 SH       DEFINED 01                21446494
AMERICA WEST HOLDINGS CORP (CL COM              023657208     4513   217480 SH       DEFINED 01                  217480
AMERICAN ANNUITY GROUP, INC    COM              023840101     3370   187201 SH       DEFINED 01                  187201
AMCORE FINANCIAL, INC          COM              023912108     4039   168300 SH       DEFINED 01                  168300
AMERICAN AXLE & MANUFACTURE HO COM              024061103      200    16500 SH       DEFINED 01                   16500
AMERICAN BUSINESS PRODUCTS, IN COM              024763104     1507   128945 SH       DEFINED 01                  128945
AMERICAN CLASSIC VOYAGES CO    COM              024928103      865    24700 SH       DEFINED 01                   24700
AMERICAN EAGLE OUTFITTERS, INC COM              02553E106     8759   194650 SH       DEFINED 01                  194650
AMERICAN ECOLOGY CORP          COM              025533100      229   135585 SH       DEFINED 01                  135585
AMERICAN ELECTRIC POWER CO, IN COM              025537101    37028  1152625 SH       DEFINED 01                 1152625
AMERICAN EXPRESS CO            COM              025816109   565110  3399160 SH       DEFINED 01                 3399160
AMERICAN FINANCIAL GROUP, INC  COM              025932104     6692   253708 SH       DEFINED 01                  253708
AMERICAN FREIGHTWAYS CORP      COM              02629V108     3679   227300 SH       DEFINED 01                  227300
AMERICAN GENERAL CORP          COM              026351106   151470  1996314 SH       DEFINED 01                 1996314
AMERICAN GREETINGS CORP (CLASS COM              026375105     9587   405800 SH       DEFINED 01                  405800
AMERICAN HOME PRODUCTS CORP    COM              026609107   547423 13880768 SH       DEFINED 01                13880768
AMERICAN HOMESTAR CORP         COM              026651109      511   129900 SH       DEFINED 01                  129900
AMERICAN INDUSTRIAL PROPERTIES COM              026791202       36     2900 SH       DEFINED 01                    2900
AMERICAN INTERNATIONAL GROUP,  COM              026874107  1181461 10926810 SH       DEFINED 01                10926810
AMERICAN ITALIAN PASTA CO (CLA COM              027070101     1156    37600 SH       DEFINED 01                   37600
AMERICAN MANAGEMENT SYSTEMS, I COM              027352103    20201   643845 SH       DEFINED 01                  643845
AMERICAN MEDICAL SECURITY GROU COM              02744P101       45     7500 SH       DEFINED 01                    7500
AMERICAN MOBILE SATELLITE CORP COM              02755R103     2846   135100 SH       DEFINED 01                  135100
AMERICAN NATIONAL CAN GROUP, I COM              027714104    18311  1408500 SH       DEFINED 01                 1408500
AMERICAN NATIONAL INSURANCE CO COM              028591105    14682   230300 SH       DEFINED 01                  230300
AMERICAN RETIREMENT CORP       COM              028913101      262    32978 SH       DEFINED 01                   32978
AMERICAN POWER CONVERSION CORP COM              029066107    41197  1561960 SH       DEFINED 01                 1561960
AMERICAN SKIING CO             COM              029654308        6     2000 SH       DEFINED 01                    2000
AMERICAN STANDARD COS, INC     COM              029712106    33210   723927 SH       DEFINED 01                  723927
AMERICAN STATES WATER CO       COM              029899101      108     3000 SH       DEFINED 01                    3000
AMERICAN TOWER SYSTEMS (CLASS  COM              029912201    92069  3012478 SH       DEFINED 01                 3012478
AMERICAN SUPERCONDUCTOR CORP   COM              030111108      437    15600 SH       DEFINED 01                   15600
AMERICAN WATER WORKS CO, INC   COM              030411102     5890   277186 SH       DEFINED 01                  277186
AMERICAN WOODMARK CORP         COM              030506109       27     1100 SH       DEFINED 01                    1100
AMERICAN XTAL TECHNOLOGY INC   COM              030514103     1402    80400 SH       DEFINED 01                   80400
AMERICREDIT CORP               COM              03060R101     9665   522420 SH       DEFINED 01                  522420
AMERIPATH, INC                 COM              03071D109      937   114500 SH       DEFINED 01                  114500
AMERISOURCE HEALTH CORP (CLASS COM              03071P102     5256   346100 SH       DEFINED 01                  346100
AMERON INTERNATIONAL CORP      COM              030710107       16      400 SH       DEFINED 01                     400
AMERITRADE HOLDINGS CORP (CLAS COM              03072H109     8074   372300 SH       DEFINED 01                  372300
AMERUS LIFE HOLDINGS, INC (CLA COM              030732101     2268    98630 SH       DEFINED 01                   98630
AMES DEPARTMENT STORES, INC    COM              030789507     2610    90600 SH       DEFINED 01                   90600
AMETEK, INC                    COM              031100100     5433   285000 SH       DEFINED 01                  285000
AMF BOWLING, INC               COM              03113V109     1381   441973 SH       DEFINED 01                  441973
AMGEN, INC                     COM              031162100   516313  8596256 SH       DEFINED 01                 8596256
AMKOR TECHNOLOGY, INC          COM              031652100    22857   809100 SH       DEFINED 01                  809100
AMRESCO, INC                   COM              031909104      194   137650 SH       DEFINED 01                  137650
AMPEX CORP (CLASS A)           COM              032092108      646   118720 SH       DEFINED 01                  118720
AMPHENOL CORP (CLASS A)        COM              032095101     8024   120545 SH       DEFINED 01                  120545
AMSOUTH BANCORP                COM              032165102    51951  2690005 SH       DEFINED 01                 2690005
AMTRAN, INC                    COM              03234G106       62     3200 SH       DEFINED 01                    3200
AMYLIN PHARMACEUTICALS, INC    COM              032346108       96    11450 SH       DEFINED 01                   11450
ANACOMP, INC                   COM              032371106      169     9300 SH       DEFINED 01                    9300
ANADARKO PETROLEUM CORP        COM              032511107    43296  1268744 SH       DEFINED 01                 1268744
ANADIGICS, INC                 COM              032515108     5740   121640 SH       DEFINED 01                  121640
ANALOG DEVICES, INC            COM              032654105   244524  2629293 SH       DEFINED 01                 2629293
ANALOGIC CORP                  COM              032657207     2577    78100 SH       DEFINED 01                   78100
ANALYSTS INTERNATIONAL CORP    COM              032681108     1931   154450 SH       DEFINED 01                  154450
ANCHOR BANCORP WISCONSIN, INC  COM              032839102     8735   577500 SH       DEFINED 01                  577500
ANCHOR GAMING CO               COM              033037102     4261    98095 SH       DEFINED 01                   98095
ANCOR COMMUNICATIONS, INC      COM              03332K108    15095   222400 SH       DEFINED 01                  222400
ANDOVER BANCORP, INC           COM              034258103      162     5800 SH       DEFINED 01                    5800
ANDREW CORP                    COM              034425108    14401   760470 SH       DEFINED 01                  760470
ANDRX CORP                     COM              034551101     5810   137300 SH       DEFINED 01                  137300
ANESTA CORP                    COM              034603100      177    10300 SH       DEFINED 01                   10300
ANHEUSER BUSCH COS, INC        COM              035229103   272717  3847864 SH       DEFINED 01                 3847864
ANICOM, INC                    COM              035250109      695   163600 SH       DEFINED 01                  163600
ANIXTER INTERNATIONAL, INC     COM              035290105     2943   142702 SH       DEFINED 01                  142702
ANN TAYLOR STORES CORP         COM              036115103     6307   183129 SH       DEFINED 01                  183129
ANTEC CORP                     COM              03664P105     3489    95600 SH       DEFINED 01                   95600
ANTHONY & SYLAN POOLS CORP     COM              036762102        0       25 SH       DEFINED 01                      25
ANSWERTHINK CONSULTING GROUP   COM              036916104     6374   186100 SH       DEFINED 01                  186100
ANTHRACITE CAPITAL, INC        COM              037023108       18     2900 SH       DEFINED 01                    2900
AON CORP                       COM              037389103    51640  1291001 SH       DEFINED 01                 1291001
APACHE CORP                    COM              037411105   167243  4527724 SH       DEFINED 01                 4527724
APARTMENT INVESTMENT & MANAGEM COM              03748R101    18093   454447 SH       DEFINED 01                  454447
APEX, INC                      COM              037548104     3960   122800 SH       DEFINED 01                  122800
APHTON CORP                    COM              03759P101        9      600 SH       DEFINED 01                     600
APOGEE ENTERPRISES, INC        COM              037598109     1202   237510 SH       DEFINED 01                  237510
APOLLO GROUP, INC (CLASS A)    COM              037604105     3254   162187 SH       DEFINED 01                  162187
APPLE COMPUTER, INC            COM              037833100    93533   909744 SH       DEFINED 01                  909744
APPLEBEE'S INTERNATIONAL, INC  COM              037899101    11307   383297 SH       DEFINED 01                  383297
APPLIED INNOVATION, INC        COM              037916103       55     6600 SH       DEFINED 01                    6600
APRIA HEALTHCARE GROUP, INC    COM              037933108     6125   341453 SH       DEFINED 01                  341453
APPLIED GRAPHICS TECHNOLOGIES, COM              037937109      528    61200 SH       DEFINED 01                   61200
APPLIED ANALYTICAL INDUSTRIES, COM              037939105       62     6800 SH       DEFINED 01                    6800
APPLIED INDUSTRIAL TECHNOLOGIE COM              03820C105     3836   230741 SH       DEFINED 01                  230741
APPLIED MAGNETICS CORP         COM              038213104        3     7769 SH       DEFINED 01                    7769
APPLIED MICRO CIRUCUITS CORP   COM              03822W109    72870   572652 SH       DEFINED 01                  572652
APPLIED MATERIALS, INC         COM              038222105   392118  3095160 SH       DEFINED 01                 3095160
APPLIED POWER, INC (CLASS A)   COM              038225108    10598   288369 SH       DEFINED 01                  288369
APPLIEDTHEORY CORP             COM              03828R104     1193    43000 SH       DEFINED 01                   43000
APTARGROUP, INC                COM              038336103     7127   283658 SH       DEFINED 01                  283658
AQUARION CO                    COM              03838W101      970    26229 SH       DEFINED 01                   26229
AQUILA BIOPHARMACEUTICALS, INC COM              03839F107      108    45349 SH       DEFINED 01                   45349
ARCADIA FINANCIAL LTD          COM              039101100     1483   334181 SH       DEFINED 01                  334181
ARCH CHEMICALS, INC            COM              03937R102     4453   212695 SH       DEFINED 01                  212695
ARCH COAL, INC                 COM              039380100     1870   165266 SH       DEFINED 01                  165266
ARCH COMMUNICATIONS GROUP, INC COM              039381504       12     1799 SH       DEFINED 01                    1799
ARCHER DANIELS MIDLAND CO      COM              039483102    48871  4009911 SH       DEFINED 01                 4009911
ARCHSTONE COMMUNITIES TRUST    COM              039581103    13711   668832 SH       DEFINED 01                  668832
ARCTIC CAT, INC                COM              039670104     2742   274200 SH       DEFINED 01                  274200
ARDEN REALTY GROUP, INC        COM              039793104     8749   436100 SH       DEFINED 01                  436100
ARDENT SOFTWARE, INC           COM              039794102     4150   106400 SH       DEFINED 01                  106400
AREA BANCSHARES CORP           COM              039872106      314    12800 SH       DEFINED 01                   12800
ARGONAUT GROUP, INC            COM              040157109     4843   243652 SH       DEFINED 01                  243652
ARGOSY GAMING CORP             COM              040228108     2294   147400 SH       DEFINED 01                  147400
ARGUSS HOLDINGS, INC           COM              040282105      130    10000 SH       DEFINED 01                   10000
ARIS CORP                      COM              04040A101       24     2000 SH       DEFINED 01                    2000
ARMSTRONG WORLD INDUSTRIES, IN COM              042476101     8687   260284 SH       DEFINED 01                  260284
ARNOLD INDUSTRIES, INC         COM              042595108     5400   384000 SH       DEFINED 01                  384000
ARQULE, INC                    COM              04269E107       22     2100 SH       DEFINED 01                    2100
ARROW ELECTRONICS, INC         COM              042735100    15338   604435 SH       DEFINED 01                  604435
ARROW INTERNATIONAL, INC       COM              042764100     5114   176334 SH       DEFINED 01                  176334
ARTISAN COMPONENTS, INC        COM              042923102       54     2600 SH       DEFINED 01                    2600
ARTESYN TECHNOLOGIES, INC      COM              043127109     5382   256306 SH       DEFINED 01                  256306
ARVIN INDUSTRIES, INC          COM              043339100     5108   180000 SH       DEFINED 01                  180000
ASCENT ENTERTAINMENT GROUP, IN COM              043628106     4718   371862 SH       DEFINED 01                  371862
ASHLAND, INC                   COM              044204105    14017   425559 SH       DEFINED 01                  425559
ASHTON TECHNOLOGY GROUP, INC   COM              045084100      946   146900 SH       DEFINED 01                  146900
ASPECT TELECOMMUNICATIONS CORP COM              04523Q102    14578   372600 SH       DEFINED 01                  372600
ASPECT DEVELOPMENT, INC        COM              045234101     7823   114200 SH       DEFINED 01                  114200
ASPEN TECHNOLOGY, INC          COM              045327103     1206    45600 SH       DEFINED 01                   45600
ASSISTED LIVING CONCEPTS, INC  COM              04543L109        9     4200 SH       DEFINED 01                    4200
ASSOCIATED BANC-CORP           COM              045487105    37000  1080298 SH       DEFINED 01                 1080298
ASSOCIATED ESTATES REALTY CORP COM              045604105      240    30700 SH       DEFINED 01                   30700
ASSOCIATED GROUP, INC (CLASS A COM              045651106     1666    18257 SH       DEFINED 01                   18257
ASSOCIATED GROUP, INC (CLASS B COM              045651205    37587   408550 SH       DEFINED 01                  408550
EXCITE AT HOME                 COM              045919107    35374   825039 SH       DEFINED 01                  825039
ASSOCIATES FIRST CAPITAL CORP  COM              046008108   262551  9569074 SH       DEFINED 01                 9569074
ASTEC INDUSTRIES, INC          COM              046224101     1146    60900 SH       DEFINED 01                   60900
ASTORIA FINANCIAL CORP         COM              046265104    36562  1201200 SH       DEFINED 01                 1201200
ASTRAZENECA PLC (SPONS ADR)    ADR              046353108     3131    75000 SH       DEFINED 01                   75000
ASYST TECHNOLOGIES, INC        COM              04648X107     5042    76900 SH       DEFINED 01                   76900
ATLANTIC COAST AIRLINES HOLDIN COM              048396105      273    11500 SH       DEFINED 01                   11500
ATLANTIC RICHFIELD CO          COM              048825103   486259  5621493 SH       DEFINED 01                 5621493
ATLAS AIR, INC                 COM              049164106     2309    84150 SH       DEFINED 01                   84150
ATMEL CORP                     COM              049513104    50621  1712330 SH       DEFINED 01                 1712330
ATMOS ENERGY CORP              COM              049560105     4650   227539 SH       DEFINED 01                  227539
ATWOOD OCEANICS, INC           COM              050095108     3839    99383 SH       DEFINED 01                   99383
AURORA FOODS, INC              COM              05164B106      249    26700 SH       DEFINED 01                   26700
AUSPEX SYSTEMS, INC            COM              052116100     1897   185100 SH       DEFINED 01                  185100
AUTOBYTEL.COM, INC             COM              05275N106     1034    68100 SH       DEFINED 01                   68100
AUTODESK, INC                  COM              052769106    12161   360320 SH       DEFINED 01                  360320
AUTOLIV, INC                   COM              052800109    21828   746248 SH       DEFINED 01                  746248
AUTOMATIC DATA PROCESSING, INC COM              053015103   238584  4428480 SH       DEFINED 01                 4428480
AUTONATION, INC                COM              05329W102    17140  1852965 SH       DEFINED 01                 1852965
AUTOTOTE CORP (CLASS A)        COM              053323101      443   136270 SH       DEFINED 01                  136270
AUTOWEB.COM, INC               COM              053331104      557    51200 SH       DEFINED 01                   51200
AUTOZONE, INC                  COM              053332102    27801   860366 SH       DEFINED 01                  860366
AVADO BRANDS, INC              COM              05336P108     1129   267500 SH       DEFINED 01                  267500
AVALONBAY COMMUNITIES, INC     COM              053484101    14932   435163 SH       DEFINED 01                  435163
AVANT CORP                     COM              053487104     3273   218180 SH       DEFINED 01                  218180
AVATAR HOLDINGS, INC           COM              053494100     1263    69700 SH       DEFINED 01                   69700
AVERY DENNISON CORP            COM              053611109    57063   783026 SH       DEFINED 01                  783026
AVIALL, INC                    COM              05366B102      913   111535 SH       DEFINED 01                  111535
AVID TECHNOLOGIES, INC         COM              05367P100     2174   166450 SH       DEFINED 01                  166450
AVIATION SALES CO              COM              053672101     1054    63900 SH       DEFINED 01                   63900
AVIRON, INC                    COM              053762100     3966   250800 SH       DEFINED 01                  250800
AVISTA CORP                    COM              05379B107     3918   253800 SH       DEFINED 01                  253800
AVIS RENT A CAR, INC           COM              053790101     4092   160064 SH       DEFINED 01                  160064
AVNET, INC                     COM              053807103    10163   167988 SH       DEFINED 01                  167988
AVON PRODUCTS, INC             COM              054303102    71598  2169646 SH       DEFINED 01                 2169646
AWARE, INC                     COM              05453N100     1535    42200 SH       DEFINED 01                   42200
AXENT TECHNOLOGIES, INC        COM              05459C108     4074   194000 SH       DEFINED 01                  194000
AXYS PHARMACEUTICALS, INC      COM              054635107       14     3359 SH       DEFINED 01                    3359
AZTEC TECHNOLOGY PARTNERS, INC COM              05480L101       23     5022 SH       DEFINED 01                    5022
AZTAR CORP                     COM              054802103     5457   501772 SH       DEFINED 01                  501772
BB&T CORP                      COM              054937107    53502  1954412 SH       DEFINED 01                 1954412
AZURIX CORP                    COM              05501M104     1457   163000 SH       DEFINED 01                  163000
BCE, INC                       COM              05534B109   183004  2022042 SH       DEFINED 01                 2022042
BHC COMMUNICATIONS, INC (CLASS COM              055448104    11801    73755 SH       DEFINED 01                   73755
BISYS GROUP, INC               COM              055472104     4799    73550 SH       DEFINED 01                   73550
BJ'S WHOLESALE CLUB, INC       COM              05548J106    15653   428846 SH       DEFINED 01                  428846
BJ SERVICES CO                 COM              055482103    19676   470578 SH       DEFINED 01                  470578
BJ SERVICES CO WTS 04/13/00                     055482111     1186    21860 SH       DEFINED 01                   21860
BMC INDUSTRIES, INC            COM              055607105     2143   439600 SH       DEFINED 01                  439600
BOK FINANCIAL CORP             COM              05561Q201      555    27461 SH       DEFINED 01                   27461
BP AMOCO PLC (SPONS ADR)       ADR              055622104    18531   312432 SH       DEFINED 01                  312432
BRE PROPERTIES, INC (CLASS A)  COM              05564E106     6273   276500 SH       DEFINED 01                  276500
BSB BANCORP, INC               COM              055652101      323    16800 SH       DEFINED 01                   16800
BT FINANCIAL CORP              COM              055763106      139     6300 SH       DEFINED 01                    6300
BMC SOFTWARE, INC              COM              055921100   382464  4784537 SH       DEFINED 01                 4784537
BACOU U.S.A., INC              COM              056439102      287    19073 SH       DEFINED 01                   19073
BAKER HUGHES, INC              COM              057224107    50215  2384110 SH       DEFINED 01                 2384110
BALDOR ELECTRIC CO             COM              057741100      928    51199 SH       DEFINED 01                   51199
BALDWIN & LYONS, INC (CLASS B) COM              057755209       24     1100 SH       DEFINED 01                    1100
BALL CORP                      COM              058498106     8424   213941 SH       DEFINED 01                  213941
BALLY TOTAL FITNESS HOLDINGS C COM              05873K108     4381   164143 SH       DEFINED 01                  164143
BANCFIRST CORP                 COM              05945F103        1       26 SH       DEFINED 01                      26
BANCFIRST OHIO CORP            COM              059450106      237    10300 SH       DEFINED 01                   10300
BANCO DE A. EDWARDS S.P.A. ADR ADR              059504100      481    28941 SH       DEFINED 01                   28941
BANCO DE GALICIA Y BUENOS AIRE ADR              059538207      117     5922 SH       DEFINED 01                    5922
BANCO SANTANDER P R SAN JUAN   COM              059646109      145     9400 SH       DEFINED 01                    9400
BANCORPSOUTH, INC              COM              059692103     5118   313751 SH       DEFINED 01                  313751
BANCWEST CORP                  COM              059790105    11878   609144 SH       DEFINED 01                  609144
BANDAG, INC                    COM              059815100      758    30300 SH       DEFINED 01                   30300
BANDAG, INC (CLASS A)          COM              059815308     1959    92200 SH       DEFINED 01                   92200
BANK OF AMERICA CORP           COM              060505104   914617 18223997 SH       DEFINED 01                18223997
BANK OF GRANITE CORP           COM              062401104      325    15100 SH       DEFINED 01                   15100
BANK OF MONTREAL               COM              063671101    23386   687400 SH       DEFINED 01                  687400
BANK OF NEW YORK CO, INC       COM              064057102   195636  4890912 SH       DEFINED 01                 4890912
BANK ONE CORP                  COM              06423A103   283404  8839114 SH       DEFINED 01                 8839114
BANK PLUS CORP                 COM              064446107        9     3000 SH       DEFINED 01                    3000
BANK UNITED CORP (CLASS A)     COM              065412108     6194   227300 SH       DEFINED 01                  227300
BANKATLANTIC BANCORP, INC (CLA COM              065908105      489    95500 SH       DEFINED 01                   95500
BANKATLANTIC BANCORP, INC (CLA COM              065908501        5     1200 SH       DEFINED 01                    1200
BANKNORTH GROUP, INC           COM              06646L100     4130   154410 SH       DEFINED 01                  154410
BANKUNITED FINANCIAL CORP (CLA COM              06652B103        8     1000 SH       DEFINED 01                    1000
BANTA CORP                     COM              066821109     7439   329700 SH       DEFINED 01                  329700
BANYAN SYSTEMS, INC            COM              066908104     1280    64000 SH       DEFINED 01                   64000
BARD (C.R.), INC               COM              067383109    15102   284938 SH       DEFINED 01                  284938
BARNES & NOBLE, INC            COM              067774109     8121   393740 SH       DEFINED 01                  393740
BARNES GROUP, INC              COM              067806109     1601    98152 SH       DEFINED 01                   98152
BARNESANDNOBLE.COM, INC        COM              067846105     2615   184300 SH       DEFINED 01                  184300
BARRICK GOLD CORP              COM              067901108    15950   897913 SH       DEFINED 01                  897913
BARNETT, INC                   COM              068062108      470    45300 SH       DEFINED 01                   45300
BARR LABORATORIES, INC         COM              068306109     3025    96400 SH       DEFINED 01                   96400
BARRA, INC                     COM              068313105      559    17600 SH       DEFINED 01                   17600
BARRETT RESOURCES CORP         COM              068480201     2324    78960 SH       DEFINED 01                   78960
BASIN EXPLORATION, INC         COM              070107107     1629    92400 SH       DEFINED 01                   92400
BASSETT FURNITURE INDUSTRIES,  COM              070203104      535    33462 SH       DEFINED 01                   33462
BATTLE MOUNTAIN GOLD CO        COM              071593107     1883   913164 SH       DEFINED 01                  913164
BAUSCH & LOMB, INC             COM              071707103    26856   392423 SH       DEFINED 01                  392423
BAXTER INTERNATIONAL, INC      COM              071813109   156789  2496141 SH       DEFINED 01                 2496141
BAY VIEW CAPITAL CORP          COM              07262L101    14116   994969 SH       DEFINED 01                  994969
BE AEROSPACE, INC              COM              073302101     1315   155898 SH       DEFINED 01                  155898
BEA SYSTEMS, INC               COM              073325102    86647  1238918 SH       DEFINED 01                 1238918
BEAR STEARNS COS, INC          COM              073902108    43679  1021724 SH       DEFINED 01                 1021724
BEBE STORES, INC               COM              075571109      764    28300 SH       DEFINED 01                   28300
BECKMAN COULTER, INC           COM              075811109    15002   294887 SH       DEFINED 01                  294887
BECTON DICKINSON & CO          COM              075887109    52007  1944186 SH       DEFINED 01                 1944186
BED BATH & BEYOND, INC         COM              075896100    40373  1161820 SH       DEFINED 01                 1161820
BEDFORD PROPERTY INVESTORS, IN COM              076446301     2551   149500 SH       DEFINED 01                  149500
BELCO OIL & GAS CORP           COM              077410108      665   120986 SH       DEFINED 01                  120986
BELDEN, INC                    COM              077459105     3837   182700 SH       DEFINED 01                  182700
BELL & HOWELL CO               COM              077852101     3781   118864 SH       DEFINED 01                  118864
BELL ATLANTIC CORP             COM              077853109   823592 13378137 SH       DEFINED 01                13378137
BELLSOUTH CORP                 COM              079860102   646361 13807442 SH       DEFINED 01                13807442
BELO (A.H.) CORP SERIES A      COM              080555105     6176   323970 SH       DEFINED 01                  323970
BEMIS, INC                     COM              081437105     7125   204313 SH       DEFINED 01                  204313
BENCHMARK ELECTRONICS, INC     COM              08160H101     2334   101741 SH       DEFINED 01                  101741
BENTON OIL & GAS CO            COM              083288100       22    11400 SH       DEFINED 01                   11400
BERGEN BRUNSWIG CORP (CLASS A) COM              083739102     7441   895179 SH       DEFINED 01                  895179
BERINGER WINE ESTATES HLDNGS,  COM              084102102     1627    40800 SH       DEFINED 01                   40800
BERKLEY (W.R.) CORP            COM              084423102     2463   118000 SH       DEFINED 01                  118000
BERKSHIRE HATHAWAY, INC (CLASS COM              084670108    27377      488 SH       DEFINED 01                     488
BERKSHIRE HATHAWAY, INC (CLASS COM              084670207      108       59 SH       DEFINED 01                      59
BERLITZ INTERNATIONAL, INC     COM              08520F100     1658    96491 SH       DEFINED 01                   96491
BERRY PETROLEUM CO (CLASS A)   COM              085789105     1558   102995 SH       DEFINED 01                  102995
BEST BUY, INC                  COM              086516101    47480   946050 SH       DEFINED 01                  946050
BEST SOFTWARE, INC             COM              086579109     1552    52600 SH       DEFINED 01                   52600
BESTFOODS, INC                 COM              08658U101   112178  2134190 SH       DEFINED 01                 2134190
BETHLEHEM STEEL CORP           COM              087509105     6980   833407 SH       DEFINED 01                  833407
BEVERLY ENTERPRISES, INC       COM              087851309     3457   790133 SH       DEFINED 01                  790133
BEYOND.COM CORP                COM              08860E101     1337   171100 SH       DEFINED 01                  171100
BILLING CONCEPTS CORP          COM              090063108      723   111300 SH       DEFINED 01                  111300
BINDLEY WESTERN INDUSTRIES, IN COM              090324104     2601   172649 SH       DEFINED 01                  172649
BINDVIEW DEVELOPMENT CORP      COM              090327107     5987   120500 SH       DEFINED 01                  120500
BIO-RAD LABORATORIES, INC (CLA COM              090572207     1963    83989 SH       DEFINED 01                   83989
BIO-TECHNOLOGY GENERAL CORP    COM              090578105     5787   379500 SH       DEFINED 01                  379500
BIOCHEM PHARMA, INC            COM              09058T108      294    13500 SH       DEFINED 01                   13500
BIOGEN, INC                    COM              090597105   107321  1270068 SH       DEFINED 01                 1270068
BIOMATRIX, INC                 COM              09060P102     1654    85900 SH       DEFINED 01                   85900
BIOMARIN PHARMACEUTICAL, INC   COM              09061G101     1898   161500 SH       DEFINED 01                  161500
BIOMET, INC                    COM              090613100    32620   815500 SH       DEFINED 01                  815500
BIOVAIL CORP INTL              COM              09067K106     3090    33170 SH       DEFINED 01                   33170
BIRMINGHAM STEEL CORP          COM              091250100     1504   283052 SH       DEFINED 01                  283052
BLACK & DECKER CORP            COM              091797100    35896   687005 SH       DEFINED 01                  687005
BLACK BOX CORP                 COM              091826107     4445    66340 SH       DEFINED 01                   66340
BLACK HILLS CORP               COM              092113109     3517   158497 SH       DEFINED 01                  158497
BLAIR CORP                     COM              092828102     1233    88100 SH       DEFINED 01                   88100
BLANCH (E.W.) HOLDINGS, INC    COM              093210102     3055    49872 SH       DEFINED 01                   49872
BLOCK DRUG, INC (CLASS A)      COM              093644102     2946    95035 SH       DEFINED 01                   95035
BLOCK (H&R), INC               COM              093671105    33210   759093 SH       DEFINED 01                  759093
BLOUNT INTERNATIONAL, INC      COM              095180105      201    12641 SH       DEFINED 01                   12641
BLYTH INDUSTRIES, INC          COM              09643P108     6412   261035 SH       DEFINED 01                  261035
BOB EVANS FARMS, INC           COM              096761101     7833   507382 SH       DEFINED 01                  507382
BOCA RESORTS, INC (CLASS A)    COM              09688T106     1278   131100 SH       DEFINED 01                  131100
BOEING CO                      COM              097023105   289246  6959291 SH       DEFINED 01                 6959291
BOISE CASCADE CORP             COM              097383103    16027   395732 SH       DEFINED 01                  395732
BOISE CASCADE OFFICE PRODUCTS  COM              097403109     1637   109148 SH       DEFINED 01                  109148
BOMBAY, INC                    COM              097924104       70    15512 SH       DEFINED 01                   15512
BOLLE, INC                     COM              097937106      194    38324 SH       DEFINED 01                   38324
BORDERS GROUP, INC             COM              099709107     8542   531767 SH       DEFINED 01                  531767
BORG-WARNER AUTOMOTIVE, INC    COM              099724106     6792   167711 SH       DEFINED 01                  167711
BORON, LEPORE & ASSOCIATES, IN COM              10001P102       18     2800 SH       DEFINED 01                    2800
BOSTON BEER CO, INC (CLASS A)  COM              100557107      365    50810 SH       DEFINED 01                   50810
BOSTON LIFE SCIENCES, INC      COM              100843408      118    32550 SH       DEFINED 01                   32550
BOSTON PROPERTIES, INC         COM              101121101    11890   382000 SH       DEFINED 01                  382000
BOSTON SCIENTIFIC CORP         COM              101137107    42297  1933592 SH       DEFINED 01                 1933592
BOTTOMLINE TECHNOLOGIES, INC   COM              101388106     1786    49600 SH       DEFINED 01                   49600
BOWATER, INC                   COM              102183100     8085   148865 SH       DEFINED 01                  148865
BOWNE & CO, INC                COM              103043105     3289   243640 SH       DEFINED 01                  243640
BOYD GAMING CORP               COM              103304101     1378   237045 SH       DEFINED 01                  237045
BOYDS COLLECTION LTD           COM              103354106      298    42900 SH       DEFINED 01                   42900
BOYKIN LODGING CO              COM              103430104     1250   114327 SH       DEFINED 01                  114327
BRADLEY REAL ESTATE, INC       COM              104580105     3138   179956 SH       DEFINED 01                  179956
BRADY CORP (CLASS A)           COM              104674106    12913   380500 SH       DEFINED 01                  380500
BRANDYWINE REALTY TRUST        COM              105368203     3999   244200 SH       DEFINED 01                  244200
BRENTON BANKS, INC             COM              107211104      631    62358 SH       DEFINED 01                   62358
BRIGGS & STRATTON CORP         COM              109043109     8778   163691 SH       DEFINED 01                  163691
BRIGHT HORIZONS FAMILY SOLUTIO COM              109195107      720    38400 SH       DEFINED 01                   38400
BRIGHTPOINT, INC               COM              109473108     5850   445739 SH       DEFINED 01                  445739
BRINKER INTERNATIONAL, INC     COM              109641100    15573   648893 SH       DEFINED 01                  648893
BRIO TECHNOLOGY, INC           COM              109704106     2654    63200 SH       DEFINED 01                   63200
BRISTOL HOTELS & RESORTS, INC  COM              110041100       24     4675 SH       DEFINED 01                    4675
BRISTOL MYERS SQUIBB CO        COM              110122108  1228814 19144131 SH       DEFINED 01                19144131
BRITESMILE, INC                COM              110415106      591    72700 SH       DEFINED 01                   72700
BROADCOM CORP (CLASS A)        COM              111320107   111374   408900 SH       DEFINED 01                  408900
BROADVISION, INC               COM              111412102    71256   419000 SH       DEFINED 01                  419000
BROADWING, INC                 COM              111620100    37840  1026170 SH       DEFINED 01                 1026170
BROCADE COMMUNICATIONS SYSTEMS COM              111621108    11310    63900 SH       DEFINED 01                   63900
BROOKDALE LIVING COMMUNITIES,  COM              112462106       33     2700 SH       DEFINED 01                    2700
BROOKE GROUP LTD               COM              112525100       20     1365 SH       DEFINED 01                    1365
BROOKFIELD PROPERTIES CORP     COM              112900105     1993   190600 SH       DEFINED 01                  190600
BROOKLINE BANCORP, INC         COM              113739106        7      700 SH       DEFINED 01                     700
BROOKS AUTOMATION, INC         COM              11434A100      915    28100 SH       DEFINED 01                   28100
BROOKTROUT, INC                COM              114580103     1452    78200 SH       DEFINED 01                   78200
BROWN & BROWN, INC             COM              115236101     1961    51192 SH       DEFINED 01                   51192
BROWN FORMAN, INC (CLASS B)    COM              115637209    18236   318535 SH       DEFINED 01                  318535
BROWN (TOM), INC               COM              115660201     2089   156200 SH       DEFINED 01                  156200
BROWN SHOE CO, INC             COM              115736100     3679   260430 SH       DEFINED 01                  260430
BRUNSWICK CORP                 COM              117043109    21830   981108 SH       DEFINED 01                  981108
BRUSH WELLMAN, INC             COM              117421107      978    58200 SH       DEFINED 01                   58200
BUCKEYE TECHNOLOGIES, INC      COM              118255108     4621   310627 SH       DEFINED 01                  310627
BUCKLE, INC (THE)              COM              118440106      821    55450 SH       DEFINED 01                   55450
BUDGET GROUP, INC              COM              119003101     1578   174101 SH       DEFINED 01                  174101
BUFFETS, INC                   COM              119882108     5327   532650 SH       DEFINED 01                  532650
BUILDING ONE SERVICES CORP     COM              120114103     1371   145322 SH       DEFINED 01                  145322
BURLINGTON COAT FACTORY WAREHO COM              121579106     1696   122244 SH       DEFINED 01                  122244
BURLINGTON INDUSTRIES, INC     COM              121693105      153    38175 SH       DEFINED 01                   38175
BURLINGTON NORTHERN SANTA FE C COM              12189T104    83769  3454383 SH       DEFINED 01                 3454383
BURLINGTON RESOURCES, INC      COM              122014103   168502  5096455 SH       DEFINED 01                 5096455
BURNHAM PACIFIC PROPERTIES, IN COM              12232C108      995   106100 SH       DEFINED 01                  106100
BURNS INTERNATIONAL SERVICES   COM              122374101      933    86309 SH       DEFINED 01                   86309
BURR BROWN CORP                COM              122574106    11706   324050 SH       DEFINED 01                  324050
BUSH BOAKE ALLEN, INC          COM              123162109      631    25672 SH       DEFINED 01                   25672
BUSH INDUSTRIES, INC (CLASS A) COM              123164105      732    42561 SH       DEFINED 01                   42561
BUSINESS OBJECTS S.A. SP-ADR   ADR              12328X107    10690    80000 SH       DEFINED 01                   80000
BUTLER MANUFACTURING CO        COM              123655102      846    37900 SH       DEFINED 01                   37900
C&D TECHNOLOGIES, INC          COM              124661109     8176   192375 SH       DEFINED 01                  192375
CAIS INTERNET, INC             COM              12476Q102     1470    41400 SH       DEFINED 01                   41400
CBL & ASSOCIATES PROPERTIES, I COM              124830100     3808   184626 SH       DEFINED 01                  184626
CBT GROUP PLC ADR              ADR              124853300     1910    57000 SH       DEFINED 01                   57000
CCC INFORMATION SERVICES GROUP COM              12487Q109      531    31000 SH       DEFINED 01                   31000
CCB FINANCIAL CORP             COM              124875105    24504   562500 SH       DEFINED 01                  562500
CB RICHARD ELLIS SERVICES GROU COM              12489L108     1778   143697 SH       DEFINED 01                  143697
CBRL GROUP, INC                COM              12489V106     1565   161245 SH       DEFINED 01                  161245
CBS CORP                       COM              12490K107   945532 14788387 SH       DEFINED 01                14788387
CFW COMMUNICATIONS CO          COM              124923103     1988    57200 SH       DEFINED 01                   57200
C-COR.NET CORP                 COM              125010108     4529    59100 SH       DEFINED 01                   59100
C-CUBE MICROSYSTEMS, INC       COM              125015107    20399   327700 SH       DEFINED 01                  327700
CDI CORP                       COM              125071100     1943    80548 SH       DEFINED 01                   80548
CDNOW, INC                     COM              125086108     5505   557465 SH       DEFINED 01                  557465
CDW COMPUTER CENTERS, INC      COM              125129106    28411   361350 SH       DEFINED 01                  361350
CEC ENTERTAINMENT, INC         COM              125137109    12931   455733 SH       DEFINED 01                  455733
CFS BANCORP, INC               COM              12525D102       23     2500 SH       DEFINED 01                    2500
CH ENERGY GROUP, INC           COM              12541M102     3736   113200 SH       DEFINED 01                  113200
C.H. ROBINSON WORLDWIDE, INC   COM              12541W100     5215   131200 SH       DEFINED 01                  131200
CHS ELECTRONICS, INC           COM              12542A206      221   196600 SH       DEFINED 01                  196600
CIGNA CORP                     COM              125509109   131670  1634379 SH       DEFINED 01                 1634379
CIT GROUP, INC (CLASS A)       COM              125577106     5226   247400 SH       DEFINED 01                  247400
CKE RESTAURANTS, INC           COM              12561E105     1712   291482 SH       DEFINED 01                  291482
CLECO CORP                     COM              12561W105     5142   160364 SH       DEFINED 01                  160364
CK WITCO CORP                  COM              12562C108    13648  1020443 SH       DEFINED 01                 1020443
CMGI, INC                      COM              125750109   140647   507980 SH       DEFINED 01                  507980
CMI CORP                       COM              125761304       29     4100 SH       DEFINED 01                    4100
CMP GROUP, INC                 COM              125887109     6634   240681 SH       DEFINED 01                  240681
CMS ENERGY CORP                COM              125896100    24291   778880 SH       DEFINED 01                  778880
CPI CORP                       COM              125902106     1963    87015 SH       DEFINED 01                   87015
CPB, INC                       COM              125903104       34     1200 SH       DEFINED 01                    1200
CSS INDUSTRIES, INC            COM              125906107      690    32278 SH       DEFINED 01                   32278
CNET, INC                      COM              125945105    16900   297796 SH       DEFINED 01                  297796
CTG RESOURCES, INC             COM              125957100      108     3099 SH       DEFINED 01                    3099
CSK AUTO CORP                  COM              125965103     3360   191999 SH       DEFINED 01                  191999
CNA FINANCIAL CORP             COM              126117100     4906   126000 SH       DEFINED 01                  126000
CNA SURETY CORP                COM              12612L108      546    42018 SH       DEFINED 01                   42018
CNF TRANSPORTATION, INC        COM              12612W104    10358   300227 SH       DEFINED 01                  300227
CNS, INC                       COM              126136100       55    13320 SH       DEFINED 01                   13320
CSG SYSTEMS INTERNATIONAL, INC COM              126349109    33116   830500 SH       DEFINED 01                  830500
CSX CORP                       COM              126408103    42448  1352924 SH       DEFINED 01                 1352924
CTC COMMUNICATIONS GROUP       COM              126419100     1927    49400 SH       DEFINED 01                   49400
CT COMMUNICATIONS, INC         COM              126426402       45      800 SH       DEFINED 01                     800
CTS CORP                       COM              126501105    26600   352896 SH       DEFINED 01                  352896
CUNO, INC                      COM              126583103      351    16950 SH       DEFINED 01                   16950
CVB FINANCIAL CORP             COM              126600105      644    27834 SH       DEFINED 01                   27834
CVS CORP                       COM              126650100   299045  7487835 SH       DEFINED 01                 7487835
CABLEVISION SYSTEMS CORP (CLAS COM              12686C109    80275  1063250 SH       DEFINED 01                 1063250
CABLETRON SYSTEMS, INC         COM              126920107    30864  1187076 SH       DEFINED 01                 1187076
CABLE DESIGN TECHNOLOGIES CO   COM              126924109     4466   194176 SH       DEFINED 01                  194176
CABOT CORP                     COM              127055101    14254   699600 SH       DEFINED 01                  699600
CABOT OIL & GAS CORP (CLASS A) COM              127097103     2565   159700 SH       DEFINED 01                  159700
CACI INTERNATIONAL, INC (CLASS COM              127190304     1471    65010 SH       DEFINED 01                   65010
CADENCE DESIGN SYSTEMS, INC    COM              127387108    38677  1611539 SH       DEFINED 01                 1611539
CADIZ, INC                     COM              127537108     1378   145000 SH       DEFINED 01                  145000
CAL DIVE INTERNATIONAL, INC    COM              127914109     2630    79400 SH       DEFINED 01                   79400
CALDOR CORP                    COM              128787108        0   230800 SH       DEFINED 01                  230800
CALGON CARBON CORP             COM              129603106     1371   230981 SH       DEFINED 01                  230981
CALIFORNIA FEDERAL BANK GOODWI                  130209604      101    73290 SH       DEFINED 01                   73290
CALIFORNIA FEDERAL BANK (SCLP)                  130209703       55    73900 SH       DEFINED 01                   73900
CALIFORNIA WATER SERVICE GROUP COM              130788102     1531    50507 SH       DEFINED 01                   50507
CALIPER TECHNOLOGIES CORP      COM              130876105     3330    49883 SH       DEFINED 01                   49883
CALLAWAY GOLF CO               COM              131193104     8983   507894 SH       DEFINED 01                  507894
CALPINE CORP                   COM              131347106    19029   297324 SH       DEFINED 01                  297324
CAMBIOR, INC                   COM              13201L103      265   211100 SH       DEFINED 01                  211100
CAMBREX CORP                   COM              132011107     5289   153582 SH       DEFINED 01                  153582
CAMBRIDGE TECHNOLOGY PARTNERS, COM              132524109     5150   196200 SH       DEFINED 01                  196200
CAMDEN PROPERTY TRUST          COM              133131102     8639   315572 SH       DEFINED 01                  315572
CAMECO CORP                    COM              13321L108     2378   157000 SH       DEFINED 01                  157000
CAMPBELL SOUP CO               COM              134429109    87726  2267561 SH       DEFINED 01                 2267561
CANADIAN PACIFIC LTD           COM              135923100    18992   885500 SH       DEFINED 01                  885500
CANADIAN IMPERIAL BANK OF COMM COM              136069101    24251  1018617 SH       DEFINED 01                 1018617
CANADIAN NATIONAL RAILWAY CO ( COM              136375102     3789   143716 SH       DEFINED 01                  143716
CANADIAN OCCIDENTAL PETROLEUM  COM              136420106     5487   279006 SH       DEFINED 01                  279006
CANANDAIGUA BRANDS, INC (CLASS COM              137219200     5748   112705 SH       DEFINED 01                  112705
CAPITAL AUTOMOTIVE REIT        COM              139733109      615    50500 SH       DEFINED 01                   50500
CAPITAL ONE FINANCIAL CORP     COM              14040H105    72939  1513647 SH       DEFINED 01                 1513647
CAPITAL SENIOR LIVING CORP     COM              140475104      332    65600 SH       DEFINED 01                   65600
CAPITOL FEDERAL FINANCIAL      COM              14057C106      349    35800 SH       DEFINED 01                   35800
CAPROCK COMMUNICATIONS CORP    COM              140667106     1495    46100 SH       DEFINED 01                   46100
CAPSTEAD MORTGAGE CORP         COM              14067E100     1952   466149 SH       DEFINED 01                  466149
CARBIDE/GRAPHITE GROUP, INC (T COM              140777103       14     2100 SH       DEFINED 01                    2100
CARBO CERAMICS, INC            COM              140781105       46     2100 SH       DEFINED 01                    2100
CARAUSTAR INDUSTRIES, INC      COM              140909102     8021   334200 SH       DEFINED 01                  334200
CARDINAL HEALTH, INC           COM              14149Y108   509294 10638003 SH       DEFINED 01                10638003
CAREER EDUCATION CORP          COM              141665109      829    21600 SH       DEFINED 01                   21600
CAREERBUILDER, INC             COM              141684100      124    19200 SH       DEFINED 01                   19200
CAREMARK RX, INC               COM              141705103     7105  1403506 SH       DEFINED 01                 1403506
CAREMATRIX CORP                COM              141706101      459   183567 SH       DEFINED 01                  183567
CAREY INTERNATIONAL, INC       COM              141750109       37     1500 SH       DEFINED 01                    1500
CARDIOTHORACIC SYSTEM, INC     COM              141888107       32     8900 SH       DEFINED 01                    8900
CARLISLE COS, INC              COM              142339100     7060   196100 SH       DEFINED 01                  196100
CARMIKE CINEMAS, INC (CLASS A) COM              143436103      391    49984 SH       DEFINED 01                   49984
CARNIVAL CORP (CLASS A)        COM              143658102   196703  4114041 SH       DEFINED 01                 4114041
CAROLINA FIRST CORP            COM              143877108      318    17400 SH       DEFINED 01                   17400
CARRIAGE SERVICES, INC (CLASS  COM              143905107      501    84400 SH       DEFINED 01                   84400
CAROLINA POWER & LIGHT CO      COM              144141108    31658  1040103 SH       DEFINED 01                 1040103
CARPENTER TECHNOLOGY CORP      COM              144285103     3839   139922 SH       DEFINED 01                  139922
CARRAMERICA REALTY CORP        COM              144418100    10824   512400 SH       DEFINED 01                  512400
CARRIER ACCESS CORP            COM              144460102     5634    83700 SH       DEFINED 01                   83700
CARTER WALLACE, INC            COM              146285101     3291   183473 SH       DEFINED 01                  183473
CASCADE CORP                   COM              147195101       21     2238 SH       DEFINED 01                    2238
CASCADE NATURAL GAS CORP       COM              147339105      964    59800 SH       DEFINED 01                   59800
CASELLA WASTE SYSTEMS, INC (CL COM              147448104     1351    71600 SH       DEFINED 01                   71600
CASEY'S GENERAL STORES, INC    COM              147528103     7850   752091 SH       DEFINED 01                  752091
CASH AMERICA INTERNATIONAL, IN COM              14754D100      104    10617 SH       DEFINED 01                   10617
CASTLE (A.M.) & CO             COM              148411101      568    48347 SH       DEFINED 01                   48347
CASTLE & COOKE, INC            COM              148433105     1740   137125 SH       DEFINED 01                  137125
CATALINA MARKETING CORP        COM              148867104    16386   141562 SH       DEFINED 01                  141562
CATALYTICA, INC                COM              148885106     7017   517400 SH       DEFINED 01                  517400
CATAPULT COMMUNICATIONS CORP   COM              149016107      475    47830 SH       DEFINED 01                   47830
CATELLUS DEVELOPMENT CORP      COM              149111106     5466   426633 SH       DEFINED 01                  426633
CATERPILLAR, INC               COM              149123101   100413  2133608 SH       DEFINED 01                 2133608
CATHAY BANCORP, INC            COM              149150104      455    11100 SH       DEFINED 01                   11100
CATO CORP (CLASS A)            COM              149205106     3611   286000 SH       DEFINED 01                  286000
CAVALIER HOMES, INC            COM              149507105       25     6337 SH       DEFINED 01                    6337
CELL GENESYS, INC              COM              150921104      460    35909 SH       DEFINED 01                   35909
CELLSTAR CORP                  COM              150925105     2576   260856 SH       DEFINED 01                  260856
CENTENNIAL HEALTHCARE CORP     COM              150937100      116    38800 SH       DEFINED 01                   38800
CELESTICA INC.                 COM              15101Q108     6356   114000 SH       DEFINED 01                  114000
CELGENE CORP                   COM              151020104     6034    86200 SH       DEFINED 01                   86200
CELL PATHWAYS, INC             COM              15114R101     1273   137616 SH       DEFINED 01                  137616
CELLNET DATA SYSTEMS, INC      COM              15115M101      975   866400 SH       DEFINED 01                  866400
CELLULAR TECHNICAL SERVICES CO COM              151167301       16     2040 SH       DEFINED 01                    2040
CENDANT CORP                   COM              151313103   149298  5620635 SH       DEFINED 01                 5620635
CENTENNIAL BANCORP             COM              15133T104      338    31474 SH       DEFINED 01                   31474
CENTER TRUST, INC              COM              151845104      419    43300 SH       DEFINED 01                   43300
CENTERPOINT PROPERTIES CORP    COM              151895109     7060   196800 SH       DEFINED 01                  196800
CENTEX CONSTRUCTION PRODUCTS,  COM              15231R109     2605    66801 SH       DEFINED 01                   66801
CENTEX CORP                    COM              152312104    10182   412440 SH       DEFINED 01                  412440
CENTRAL & SOUTH WEST CORP      COM              152357109    33830  1691497 SH       DEFINED 01                 1691497
CENTRAL GARDEN & PET CO        COM              153527106     1350   130139 SH       DEFINED 01                  130139
CENTRAL NEWSPAPERS, INC (CLASS COM              154647101     9651   245112 SH       DEFINED 01                  245112
CENTRAL PARKING CORP           COM              154785109      148     7750 SH       DEFINED 01                    7750
CENTURA BANKS, INC             COM              15640T100     6985   158300 SH       DEFINED 01                  158300
CENTURY ALUMINUM CO            COM              156431108       26     1700 SH       DEFINED 01                    1700
CENTURY BUSINESS SERVICES, INC COM              156490104     2568   304400 SH       DEFINED 01                  304400
CENTURY SOUTH BANKS, INC       COM              156683104       96     4300 SH       DEFINED 01                    4300
CENTURYTEL, INC                COM              156700106    39280   829135 SH       DEFINED 01                  829135
CEPHALON, INC                  COM              156708109     7503   217085 SH       DEFINED 01                  217085
CERIDIAN CORP                  COM              15677T106   115400  5351897 SH       DEFINED 01                 5351897
CERNER CORP                    COM              156782104     3552   180400 SH       DEFINED 01                  180400
CHAMPION ENTERPRISES, INC      COM              158496109     2709   316403 SH       DEFINED 01                  316403
CHAMPION INTERNATIONAL CORP    COM              158525105    39528   638190 SH       DEFINED 01                  638190
CHAMPIONSHIP AUTO RACING TEAMS COM              158711101      938    40800 SH       DEFINED 01                   40800
CHARLES RIVER ASSOCIATES       COM              159852102      184     5500 SH       DEFINED 01                    5500
CHARTER ONE FINANCIAL, INC     COM              160903100    99072  5180233 SH       DEFINED 01                 5180233
CHARTER MUNICIPAL MORTGAGE ACC COM              160908109      613    52152 SH       DEFINED 01                   52152
CHARMING SHOPPES, INC          COM              161133103      895   135100 SH       DEFINED 01                  135100
CHART INDUSTRIES, INC          COM              16115Q100      459   114673 SH       DEFINED 01                  114673
CHASE INDUSTRIES, INC          COM              161568100       12     1504 SH       DEFINED 01                    1504
CHASE MANHATTAN CORP           COM              16161A108   677085  8715501 SH       DEFINED 01                 8715501
CHATEAU PROPERTIES, INC        COM              161726104     3281   126500 SH       DEFINED 01                  126500
CHATTEM, INC                   COM              162456107     1207    63500 SH       DEFINED 01                   63500
CHEAP TICKETS, INC             COM              162672109      393    28700 SH       DEFINED 01                   28700
CHECKFREE HOLDINGS CORP        COM              162816102    24235   231910 SH       DEFINED 01                  231910
CHECKPOINT SYSTEMS, INC        COM              162825103      607    59600 SH       DEFINED 01                   59600
THE CHEESECAKE FACTORY CO      COM              163072101     1846    52750 SH       DEFINED 01                   52750
CHELSEA GCA REALTY, INC        COM              163262108     2957    99400 SH       DEFINED 01                   99400
CHEMED CORP                    COM              163596109      999    34900 SH       DEFINED 01                   34900
CHEMFIRST, INC                 COM              16361A106     3434   157000 SH       DEFINED 01                  157000
CHEMICAL FINANCIAL CORP        COM              163731102      210     6575 SH       DEFINED 01                    6575
CHESAPEAKE CORP                COM              165159104     3977   130400 SH       DEFINED 01                  130400
CHESAPEAKE ENERGY CORP         COM              165167107      877   369100 SH       DEFINED 01                  369100
CHEVRON CORP                   COM              166751107   392227  4527878 SH       DEFINED 01                 4527878
CHICAGO TITLE CORP             COM              168228104     9757   210972 SH       DEFINED 01                  210972
CHICO'S FAS, INC               COM              168615102     1780    47300 SH       DEFINED 01                   47300
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CHINA TELECOM HK LTD - SP ADR  ADR              169428109    17613   137000 SH       DEFINED 01                  137000
CHOICE HOTELS INTERNATIONAL, I COM              169905106     6842   399556 SH       DEFINED 01                  399556
CHIQUITA BRANDS INTERNATIONAL, COM              170032106      821   172800 SH       DEFINED 01                  172800
CHIREX, INC                    COM              170038103     1616   110500 SH       DEFINED 01                  110500
CHIRON CORP                    COM              170040109    25708   606687 SH       DEFINED 01                  606687
CHITTENDEN CORP                COM              170228100     7087   239208 SH       DEFINED 01                  239208
CHOICEPOINT, INC               COM              170388102    12033   290832 SH       DEFINED 01                  290832
CHRIS CRAFT INDUSTRIES, INC    COM              170520100     6205    86034 SH       DEFINED 01                   86034
CHUBB CORP                     COM              171232101    58277  1034884 SH       DEFINED 01                 1034884
CHURCH & DWIGHT CO, INC        COM              171340102     7179   269000 SH       DEFINED 01                  269000
CHURCHILL DOWNS, INC           COM              171484108      219     9700 SH       DEFINED 01                    9700
CHYRON CORP                    COM              171605207       37    24566 SH       DEFINED 01                   24566
CIBER, INC                     COM              17163B102     8047   292616 SH       DEFINED 01                  292616
CIDCO, INC                     COM              171768104       80    14800 SH       DEFINED 01                   14800
CIENA CORP                     COM              171779101   190968  3321180 SH       DEFINED 01                 3321180
CINCINNATI FINANCIAL CORP      COM              172062101    30720   984994 SH       DEFINED 01                  984994
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CIRCLE INTERNATIONAL GROUP, IN COM              172574105     1766    79350 SH       DEFINED 01                   79350
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CIRCUIT CITY STORES-CIRCUIT CI COM              172737108   134522  2985230 SH       DEFINED 01                 2985230
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CIRRUS LOGIC, INC              COM              172755100     7709   579100 SH       DEFINED 01                  579100
CITADEL COMMUNICATIONS CORP    COM              172853202     3192    49200 SH       DEFINED 01                   49200
CINTAS CORP                    COM              172908105    23707   446254 SH       DEFINED 01                  446254
CITIGROUP, INC                 COM              172967101  1765942 31782984 SH       DEFINED 01                31782984
CITIZENS BANKING CORP (MICHIGA COM              174420109     3975   177634 SH       DEFINED 01                  177634
CITIZENS UTILITIES CO (CLASS B COM              177342201     5297   373370 SH       DEFINED 01                  373370
CITRIX SYSTEMS, INC            COM              177376100    66692   542210 SH       DEFINED 01                  542210
CITY HOLDINGS CO               COM              177835105      212    15109 SH       DEFINED 01                   15109
CITY NATIONAL CORP             COM              178566105     9048   274700 SH       DEFINED 01                  274700
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CLARCOR, INC                   COM              179895107     2973   165150 SH       DEFINED 01                  165150
CLARIFY, INC                   COM              180492100    16279   129200 SH       DEFINED 01                  129200
CLAYTON HOMES, INC             COM              184190106     8047   875894 SH       DEFINED 01                  875894
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CLEVELAND CLIFFS, INC          COM              185896107     3115   100081 SH       DEFINED 01                  100081
CLINTRIALS, INC                COM              188767107       39     9400 SH       DEFINED 01                    9400
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CLOSURE MEDICAL CORP           COM              189093107      552    42900 SH       DEFINED 01                   42900
COACHMEN INDUSTRIES, INC       COM              189873102      319    21100 SH       DEFINED 01                   21100
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COASTAL CORP                   COM              190441105    42254  1192359 SH       DEFINED 01                 1192359
COCA COLA BOTTLING CO CONSOLID COM              191098102    12502   263900 SH       DEFINED 01                  263900
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COCA COLA ENTERPRISES, INC     COM              191219104    46205  2295903 SH       DEFINED 01                 2295903
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COGNEX CORP                    COM              192422103     6657   170700 SH       DEFINED 01                  170700
COGNIZANT TECH SOLUTIONS       COM              192446102     2624    24000 SH       DEFINED 01                   24000
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COHESION TECHNOLOGIES, INC     COM              19248N101      123    13500 SH       DEFINED 01                   13500
COHU, INC                      COM              192576106     4139   133500 SH       DEFINED 01                  133500
COINMACH LAUNDRY CORP          COM              19259L101       12     1100 SH       DEFINED 01                    1100
COINSTAR, INC                  COM              19259P300      897    64100 SH       DEFINED 01                   64100
COLDWATER CREEK, INC           COM              193068103     3052   148900 SH       DEFINED 01                  148900
COLE NATIONAL CORP (CLASS A)   COM              193290103       27     5300 SH       DEFINED 01                    5300
KENNETH COLE PRODUCTIONS, INC  COM              193294105     1224    26752 SH       DEFINED 01                   26752
COLEMAN CO, INC                COM              193559101       69     7400 SH       DEFINED 01                    7400
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COLLINS & AIKMAN CORP          COM              194830105     1598   277949 SH       DEFINED 01                  277949
COLONIAL BANCGROUP, INC        COM              195493309     6833   658600 SH       DEFINED 01                  658600
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COLUMBIA BANKING SYSTEM, INC   COM              197236102       18     1375 SH       DEFINED 01                    1375
COLUMBIA ENERGY GROUP          COM              197648108    62486   987922 SH       DEFINED 01                  987922
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COLUMBIA LABORATORIES, INC     COM              197779101      775   103300 SH       DEFINED 01                  103300
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COLUMBUS MCKINNON CORP         COM              199333105      448    44200 SH       DEFINED 01                   44200
COMFORT SYSTEMS U.S.A., INC    COM              199908104     1248   169244 SH       DEFINED 01                  169244
COMCAST CORP (CLASS A)         COM              200300101    34235   715100 SH       DEFINED 01                  715100
COMCAST CORP (CLASS A) SPECIAL COM              200300200   245677  4858872 SH       DEFINED 01                 4858872
COMCAST CORP 10/15/29          PFD              200300507    66378   668800 SH       DEFINED 01                  668800
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COMMERCE GROUP, INC            COM              200641108     3272   125240 SH       DEFINED 01                  125240
COMMERCIAL FEDERAL CORP        COM              201647104     2935   164775 SH       DEFINED 01                  164775
COMMERCIAL INTERTECH CORP      COM              201709102     1976   154950 SH       DEFINED 01                  154950
COMMERCIAL METALS CO           COM              201723103     5624   165721 SH       DEFINED 01                  165721
COMMERCIAL NET LEASE REALTY, I COM              202218103      876    88114 SH       DEFINED 01                   88114
COMMNET CELLULAR, INC          COM              202604203       48     1500 SH       DEFINED 01                    1500
COMMONWEALTH BANCORP, INC      COM              20268X102       33     2000 SH       DEFINED 01                    2000
COMMONWEALTH TELEPHONE ENTERPR COM              203349105     4110    77732 SH       DEFINED 01                   77732
COMMSCOPE, INC                 COM              203372107    16888   418929 SH       DEFINED 01                  418929
COMMUNITY BANK SYSTEM, INC     COM              203607106      719    31100 SH       DEFINED 01                   31100
COMMUNITY FIRST BANKSHARES, IN COM              203902101     5366   340700 SH       DEFINED 01                  340700
COMMUNITY TRUST BANCORP, INC   COM              204149108     1111    55570 SH       DEFINED 01                   55570
COMPANIA CERVECERIAS UNIDAS S. ADR              204429104     5957   185800 SH       DEFINED 01                  185800
CIA DE TELECOMMUNICACIONES CHI ADR              204449300    22232  1218200 SH       DEFINED 01                 1218200
COMPASS BANCSHARES, INC        COM              20449H109    21722   973525 SH       DEFINED 01                  973525
COMPAQ COMPUTER CORP           COM              204493100   473758 17506060 SH       DEFINED 01                17506060
COMPLETE BUSINESS SOLUTIONS, I COM              20452F107     4058   161495 SH       DEFINED 01                  161495
COMPUCREDIT CORP               COM              20478N100     1917    49800 SH       DEFINED 01                   49800
COMPUCOM SYSTEMS, INC          COM              204780100      106    25700 SH       DEFINED 01                   25700
COMPUTER ASSOCIATES INTERNATIO COM              204912109   244419  3494817 SH       DEFINED 01                 3494817
COMPUTER NETWORK TECHNOLOGY CO COM              204925101     3555   155000 SH       DEFINED 01                  155000
COMPUSA, INC                   COM              204932107     3225   629186 SH       DEFINED 01                  629186
COMPUTER LEARNING CENTERS, INC COM              205199102       12     5034 SH       DEFINED 01                    5034
COMPUTER SCIENCES CORP         COM              205363104   122439  1293937 SH       DEFINED 01                 1293937
COMPUTER TASK GROUP, INC       COM              205477102     1718   115997 SH       DEFINED 01                  115997
COMPX INTERNATIONAL, INC       COM              20563P101       88     4800 SH       DEFINED 01                    4800
COMPUWARE CORP                 COM              205638109   104179  2796740 SH       DEFINED 01                 2796740
COMSAT CORP SERIES 1           COM              20564D107      148     7444 SH       DEFINED 01                    7444
COMSTOCK RESOURCES, INC        COM              205768203       23     8000 SH       DEFINED 01                    8000
COMVERSE TECHNOLOGY, INC       COM              205862402    71455   493641 SH       DEFINED 01                  493641
CONAGRA, INC                   COM              205887102    78143  3463405 SH       DEFINED 01                 3463405
CONCENTRIC NETWORK CORP        COM              20589R107    10362   336300 SH       DEFINED 01                  336300
COMPUTER HORIZONS CORP         COM              205908106     3477   214815 SH       DEFINED 01                  214815
COMSHARE, INC                  COM              205912108        0       45 SH       DEFINED 01                      45
COM21, INC                     COM              205937105     2879   128300 SH       DEFINED 01                  128300
CONCORD COMMUNICATIONS, INC    COM              206186108     4748   107000 SH       DEFINED 01                  107000
CONCORD EFS, INC               COM              206197105    38771  1505653 SH       DEFINED 01                 1505653
CONCUR TECHNOLOGIES, INC       COM              206708109     2062    71100 SH       DEFINED 01                   71100
CONCURRENT COMPUTER CORP       COM              206710204     5636   301600 SH       DEFINED 01                  301600
CONE MILLS CORP                COM              206814105      121    26800 SH       DEFINED 01                   26800
CONECTIV, INC                  COM              206829103    15665   931770 SH       DEFINED 01                  931770
CONECTIV, INC (CLASS A)        COM              206829202     1964    66299 SH       DEFINED 01                   66299
CONEXANT SYSTEMS, INC          COM              207142100    89325  1345764 SH       DEFINED 01                 1345764
CONMED CORP                    COM              207410101     5395   208500 SH       DEFINED 01                  208500
CONNECTICUT ENERGY CORP        COM              207567108     1151    29600 SH       DEFINED 01                   29600
CONNING CORP                   COM              208215103      431    52200 SH       DEFINED 01                   52200
CONOCO, INC (CLASS A)          COM              208251306      631    25500 SH       DEFINED 01                   25500
CONOCO, INC (CLASS B)          COM              208251405   134487  5406524 SH       DEFINED 01                 5406524
CONSECO, INC                   COM              208464107    32407  1812953 SH       DEFINED 01                 1812953
CONSOL ENERGY, INC             COM              20854P109     1647   162650 SH       DEFINED 01                  162650
CONSOLIDATED EDISON CO OF N.Y. COM              209115104    42042  1218619 SH       DEFINED 01                 1218619
CONSOLIDATED FREIGHTWAYS CORP  COM              209232107     1513   190600 SH       DEFINED 01                  190600
CONSOLIDATED GRAPHICS, INC     COM              209341106     1452    97220 SH       DEFINED 01                   97220
CONSOLIDATED NATURAL GAS CO    COM              209615103    65253  1004864 SH       DEFINED 01                 1004864
CONSOLIDATED PAPERS, INC       COM              209759109    15854   498364 SH       DEFINED 01                  498364
CONSOLIDATED PRODUCTS, INC     COM              209798107      560    55321 SH       DEFINED 01                   55321
CONSOLIDATED STORES CORP       COM              210149100     4597   282909 SH       DEFINED 01                  282909
CONSTELLATION ENERGY GROUP     COM              210371100    40875  1409483 SH       DEFINED 01                 1409483
CONTIFINANCIAL CORP            COM              21075V107       18    76600 SH       DEFINED 01                   76600
CONTINENTAL AIRLINES, INC (CLA COM              210795308    31444   708600 SH       DEFINED 01                  708600
CONTOUR ENERGY CO              COM              21220C103        8    15100 SH       DEFINED 01                   15100
CONVERGYS CORP                 COM              212485106    15797   513736 SH       DEFINED 01                  513736
COOPER CAMERON CORP            COM              216640102    16092   328825 SH       DEFINED 01                  328825
COOPER COS, INC                COM              216648402     3141   104275 SH       DEFINED 01                  104275
COOPER INDUSTRIES, INC         COM              216669101    76468  1891018 SH       DEFINED 01                 1891018
COOPER TIRE & RUBBER CO        COM              216831107     6549   420820 SH       DEFINED 01                  420820
COORS (ADOLPH) CO (CLASS B)    COM              217016104     9036   172117 SH       DEFINED 01                  172117
COPART, INC                    COM              217204106    10022   230400 SH       DEFINED 01                  230400
COPPER MOUNTAIN NETWORKS, INC  COM              217510106     7178   147240 SH       DEFINED 01                  147240
COPYTELE, INC                  COM              217721109       47    58000 SH       DEFINED 01                   58000
COR THERAPEUTICS, INC          COM              217753102     4628   172200 SH       DEFINED 01                  172200
CORAM HEALTHCARE CORP          COM              218103109       30    26810 SH       DEFINED 01                   26810
CORDANT TECHNOLOGIES, INC      COM              218412104     8491   257317 SH       DEFINED 01                  257317
COREL CORP                     COM              21868Q109     1597   105700 SH       DEFINED 01                  105700
CORINTHIAN COLLEGES, INC       COM              218868107       21      900 SH       DEFINED 01                     900
CORIXA CORP                    COM              21887F100     1080    63500 SH       DEFINED 01                   63500
CORN PRODUCTS INTERNATIONAL, I COM              219023108    13035   398000 SH       DEFINED 01                  398000
CORNELL CORRECTIONS, INC       COM              219141108      268    32000 SH       DEFINED 01                   32000
CORNERSTONE PROPERTIES, INC    COM              21922H103     5323   363999 SH       DEFINED 01                  363999
CORNERSTONE REALTY INCOME TRUS COM              21922V102      566    58100 SH       DEFINED 01                   58100
CORNING, INC                   COM              219350105   240268  1863448 SH       DEFINED 01                 1863448
CORPORATE EXECUTIVE BRD CO     COM              21988R102     2453    43900 SH       DEFINED 01                   43900
CORT BUSINESS SERVICES CORP    COM              220493100     2896   166100 SH       DEFINED 01                  166100
CORUS BANKSHARES, INC          COM              220873103      780    32500 SH       DEFINED 01                   32500
COST PLUS, INC                 COM              221485105     5094   143000 SH       DEFINED 01                  143000
COSTCO WHOLESALE CORP          COM              22160K105   128871  1412286 SH       DEFINED 01                 1412286
COSTAR GROUP                   COM              22160N109     1306    36400 SH       DEFINED 01                   36400
COTT CORP                      COM              22163N106     4023   757186 SH       DEFINED 01                  757186
COTELLIGENT, INC               COM              221630106      498    92600 SH       DEFINED 01                   92600
COULTER PHARMACEUTICAL, INC    COM              222116105     3228   142300 SH       DEFINED 01                  142300
COUNTRYWIDE CREDIT INDUSTRIES, COM              222372104    19045   754249 SH       DEFINED 01                  754249
COUSINS PROPERTIES, INC        COM              222795106     5523   162749 SH       DEFINED 01                  162749
COVAD COMMUNICATIONS GROUP     COM              222814204    28780   514500 SH       DEFINED 01                  514500
COVANCE, INC                   COM              222816100     4981   460629 SH       DEFINED 01                  460629
COVENANT TRANSPORT, INC (CLASS COM              22284P105     2040   117400 SH       DEFINED 01                  117400
COVENTRY HEALTH CARE, INC      COM              222862104     1378   204200 SH       DEFINED 01                  204200
COX COMMUNICATIONS, INC (CLASS COM              224044107    63954  1241826 SH       DEFINED 01                 1241826
COX RADIO, INC (CLASS A)       COM              224051102     6723    67400 SH       DEFINED 01                   67400
CRANE CO                       COM              224399105     7045   354474 SH       DEFINED 01                  354474
CRAWFORD & CO (CLASS B)        COM              224633107     2611   191663 SH       DEFINED 01                  191663
CRAWFORD & CO (CLASS A)        COM              224633206     2674   235100 SH       DEFINED 01                  235100
CREATIVE COMPUTERS, INC        COM              22527E107       30     4100 SH       DEFINED 01                    4100
CREATIVE BIOMOLECULES, INC     COM              225270107        1      280 SH       DEFINED 01                     280
CREDENCE SYSTEMS CORP          COM              225302108    15769   182300 SH       DEFINED 01                  182300
CREDIT ACCEPTANCE CORP         COM              225310101     1048   284100 SH       DEFINED 01                  284100
CREDITRUST CORP                COM              225429109      230    29900 SH       DEFINED 01                   29900
CREE, INC                      COM              225447101    11637   136300 SH       DEFINED 01                  136300
CRESCENDO PHARMACEUTICALS CORP COM              225637107      175     9550 SH       DEFINED 01                    9550
CRESECENT OPERATING, INC       COM              22575M100       85    30950 SH       DEFINED 01                   30950
CRESCENT REAL ESTATE EQUITIES  COM              225756105    13998   761800 SH       DEFINED 01                  761800
CRESTLINE CAPITAL CORP         COM              226153104     4120   199770 SH       DEFINED 01                  199770
CRIIMI MAE, INC                COM              226603108       33    22890 SH       DEFINED 01                   22890
CRITICAL PATH, INC             COM              22674V100    11776   124776 SH       DEFINED 01                  124776
CROSS TIMBERS OIL CO           COM              227573102     3376   372500 SH       DEFINED 01                  372500
CROSSMAN COMMUNITIES, INC      COM              22764E109     1359    87700 SH       DEFINED 01                   87700
CROWN AMERICAN REALTY TRUST    COM              228186102     1211   220094 SH       DEFINED 01                  220094
CROWN CASTLE INTERNATIONAL COR COM              228227104     4414   137400 SH       DEFINED 01                  137400
CROWN CORK & SEAL CO, INC      COM              228255105    23783  1062928 SH       DEFINED 01                 1062928
CUBIC CORP                     COM              229669106     2056    93980 SH       DEFINED 01                   93980
CULLEN FROST BANKERS, INC      COM              229899109    16395   636700 SH       DEFINED 01                  636700
CUMMINS ENGINE CO, INC         COM              231021106    21685   448841 SH       DEFINED 01                  448841
CUMULUS MEDIA, INC             COM              231082108     5699   112300 SH       DEFINED 01                  112300
CURATIVE HEALTH SERVICES, INC  COM              231264102     1200   154900 SH       DEFINED 01                  154900
CURTISS WRIGHT CORP            COM              231561101     1892    51300 SH       DEFINED 01                   51300
CYBERIAN OUTPOST, INC          COM              231914102     1018   102400 SH       DEFINED 01                  102400
CYBERCASH, INC                 COM              232462101      876    94700 SH       DEFINED 01                   94700
CYBERONICS, INC                COM              23251P102     1919   120400 SH       DEFINED 01                  120400
CYBEX COMPUTER PRODUCTS CORP   COM              232522102     2788    68845 SH       DEFINED 01                   68845
CYGNUS, INC                    COM              232560102     3033   166200 SH       DEFINED 01                  166200
CYLINK CORP                    COM              232565101       34     2500 SH       DEFINED 01                    2500
CYMER, INC                     COM              232572107     9664   210096 SH       DEFINED 01                  210096
CYPRESS SEMICONDUCTOR CORP     COM              232806109    34693  1071600 SH       DEFINED 01                 1071600
CYTEC INDUSTRIES, INC          COM              232820100    10898   471257 SH       DEFINED 01                  471257
CYTOGEN CORP                   COM              232824102        0       36 SH       DEFINED 01                      36
CYTYC CORP                     COM              232946103     7413   121400 SH       DEFINED 01                  121400
DII GROUP, INC                 COM              232949107    14960   210800 SH       DEFINED 01                  210800
DBT ONLINE, INC                COM              233044106     1779    72985 SH       DEFINED 01                   72985
DQE, INC                       COM              23329J104    27661   798863 SH       DEFINED 01                  798863
DPL, INC                       COM              233293109    19002  1097575 SH       DEFINED 01                 1097575
HORTON (D.R.), INC             COM              23331A109     4405   318909 SH       DEFINED 01                  318909
DSP GROUP, INC                 COM              23332B106     2511    27000 SH       DEFINED 01                   27000
DST SYSTEMS, INC               COM              233326107    18493   242332 SH       DEFINED 01                  242332
DT INDUSTRIES, INC             COM              23333J108       20     2600 SH       DEFINED 01                    2600
DTE ENERGY CO                  COM              233331107    36092  1150340 SH       DEFINED 01                 1150340
DVI, INC                       COM              233343102      893    58800 SH       DEFINED 01                   58800
DAIN RAUSCHER CORP             COM              233856103     1181    25400 SH       DEFINED 01                   25400
DAISYTEK INTERNATIONAL CORP    COM              234053106     2459   105500 SH       DEFINED 01                  105500
DAL-TILE INTERNATIONAL, INC    COM              23426R108     1971   194700 SH       DEFINED 01                  194700
DALLAS SEMICONDUCTOR CORP      COM              235204104    14253   221185 SH       DEFINED 01                  221185
DAN RIVER, INC (CLASS A)       COM              235774106      840   163910 SH       DEFINED 01                  163910
DANA CORP                      COM              235811106    43099  1439629 SH       DEFINED 01                 1439629
DANAHER CORP                   COM              235851102    29579   613042 SH       DEFINED 01                  613042
DARDEN RESTAURANTS, INC        COM              237194105    29126  1606925 SH       DEFINED 01                 1606925
DATA BROADCASTING CORP         COM              237596101      659    79938 SH       DEFINED 01                   79938
DATA DIMENSIONS, INC           COM              237654207       11     4200 SH       DEFINED 01                    4200
DATA TRANSMISSION NETWORK CORP COM              238017107      147     8500 SH       DEFINED 01                    8500
DATASCOPE CORP                 COM              238113104     7528   188200 SH       DEFINED 01                  188200
DATASTREAM SYSTEMS, INC        COM              238124101     3645   148390 SH       DEFINED 01                  148390
DAVE & BUSTER'S, INC           COM              23833N104      360    43950 SH       DEFINED 01                   43950
DAVIDS BRIDAL, INC             COM              238576102      592    52900 SH       DEFINED 01                   52900
DAVOX CORP                     COM              239208101       73     3700 SH       DEFINED 01                    3700
DAY RUNNER, INC                COM              239545106      401   102600 SH       DEFINED 01                  102600
TARGET CORP                    COM              239753106   370031  5038719 SH       DEFINED 01                 5038719
DEAN FOODS CO                  COM              242361103    13435   337999 SH       DEFINED 01                  337999
DEB SHOPS, INC                 COM              242728103     3049   164800 SH       DEFINED 01                  164800
DEERE & CO                     COM              244199105    64160  1479190 SH       DEFINED 01                 1479190
DEL MONTE FOODS CO             COM              24522P103     2087   169500 SH       DEFINED 01                  169500
DELCO REMY INTERNATIONAL, INC  COM              246626105      970   117622 SH       DEFINED 01                  117622
DELHAIZE AMERICA, INC (CLASS A COM              246688105     1304    64183 SH       DEFINED 01                   64183
DELHAIZE AMERICA, INC (CLASS B COM              246688204    16379   784609 SH       DEFINED 01                  784609
DELIA*S, INC                   COM              246885107      324    44700 SH       DEFINED 01                   44700
DELL COMPUTER CORP             COM              247025109  1090484 21382041 SH       DEFINED 01                21382041
DELPHI AUTOMOTIVE SYSTEMS CORP COM              247126105    55349  3514242 SH       DEFINED 01                 3514242
DELPHI FINANCIAL GROUP, INC    COM              247131105     1832    61069 SH       DEFINED 01                   61069
DELTA & PINE LAND CO           COM              247357106      734    42242 SH       DEFINED 01                   42242
DELTA AIRLINES, INC            COM              247361108    61296  1230544 SH       DEFINED 01                 1230544
DELTEK SYSTEMS, INC            COM              24785A108       24     1800 SH       DEFINED 01                    1800
DELTIC TIMBER CORP             COM              247850100     1176    53765 SH       DEFINED 01                   53765
DELUXE CORP                    COM              248019101    20052   730835 SH       DEFINED 01                  730835
DENDRITE INTERNATIONAL, INC    COM              248239105     7652   225900 SH       DEFINED 01                  225900
DENTSPLY INTERNATIONAL, INC    COM              249030107     9124   386200 SH       DEFINED 01                  386200
DEPARTMENT 56, INC             COM              249509100     2729   120632 SH       DEFINED 01                  120632
THE DESCARTES SYSTEMS GROUP IN COM              249906108     2191   100000 SH       DEFINED 01                  100000
DETROIT DIESEL CORP            COM              250837101     2289   119300 SH       DEFINED 01                  119300
DEVELOPERS DIVERSIFIED REALTY  COM              251591103     5294   411200 SH       DEFINED 01                  411200
DEVON ENERGY CORP (NEW)        COM              25179M103     9213   280243 SH       DEFINED 01                  280243
DEVRY, INC                     COM              251893103     7465   400781 SH       DEFINED 01                  400781
DEXTER CORP                    COM              252165105     6184   155560 SH       DEFINED 01                  155560
DIAGNOSTIC PRODUCTS CORP       COM              252450101     1938    79116 SH       DEFINED 01                   79116
DIAL CORP                      COM              25247D101    16900   695107 SH       DEFINED 01                  695107
DIAMOND OFFSHORE DRILLING, INC COM              25271C102    13932   455859 SH       DEFINED 01                  455859
DIAMOND TECH PARTNERS, INC (CL COM              252762109     4529    52700 SH       DEFINED 01                   52700
DIEBOLD, INC                   COM              253651103    15905   676799 SH       DEFINED 01                  676799
DIGI INTERNATIONAL, INC        COM              253798102       31     3005 SH       DEFINED 01                    3005
DIGITAL MICROWAVE CORP         COM              253859102    10266   438000 SH       DEFINED 01                  438000
DIGITAL RIVER, INC             COM              25388B104     3998   120000 SH       DEFINED 01                  120000
DIME COMMUNITY BANCORP, INC    COM              253922108     2220   120000 SH       DEFINED 01                  120000
DILLARDS, INC (CLASS A)        COM              254067101    12524   620400 SH       DEFINED 01                  620400
DIME BANCORP, INC              COM              25429Q102    11099   733800 SH       DEFINED 01                  733800
DIMON, INC                     COM              254394109     1461   449620 SH       DEFINED 01                  449620
DIONEX CORP                    COM              254546104     6487   157500 SH       DEFINED 01                  157500
DISCOUNT AUTO PARTS, INC       COM              254642101     1268    70198 SH       DEFINED 01                   70198
DISNEY (WALT) CO               COM              254687106   462927 15826548 SH       DEFINED 01                15826548
GO.COM                         COM              254687205     9424   395741 SH       DEFINED 01                  395741
DISTRIBUCION Y SERVICIO S.A. A ADR              254753106     4395   225400 SH       DEFINED 01                  225400
DISPATCH MANAGEMENT SERVICES C COM              254927106        1      500 SH       DEFINED 01                     500
DIRECT FOCUS, INC              COM              254931108      347    12500 SH       DEFINED 01                   12500
DOCUMENTUM, INC                COM              256159104     7670   128100 SH       DEFINED 01                  128100
DOLE FOOD, INC                 COM              256605106     5081   312657 SH       DEFINED 01                  312657
DOLLAR GENERAL CORP            COM              256669102    19405   852957 SH       DEFINED 01                  852957
DOLLAR THRIFTY AUTOMOTIVE GROU COM              256743105     8218   343318 SH       DEFINED 01                  343318
DOLLAR TREE STORES, INC        COM              256747106    38003   784570 SH       DEFINED 01                  784570
DOMINION RESOURCE              COM              257470104    49965  1273006 SH       DEFINED 01                 1273006
DOMTAR, INC                    COM              257561100     4871   412800 SH       DEFINED 01                  412800
DONALDSON CO, INC              COM              257651109     7186   298657 SH       DEFINED 01                  298657
DONALDSON, LUFKIN & JENRETTE,  COM              257661108     4291    88700 SH       DEFINED 01                   88700
DLJDIRECT                      COM              257661504     1168    86100 SH       DEFINED 01                   86100
DONNA KARAN INTERNATIONAL, INC COM              257826107      766   116700 SH       DEFINED 01                  116700
DONNELLEY (R.R.) & SONS CO     COM              257867101    16304   657108 SH       DEFINED 01                  657108
DORAL FINANCIAL CORP           COM              25811P100     3176   257953 SH       DEFINED 01                  257953
DOUBLECLICK, INC               COM              258609304    48743   192613 SH       DEFINED 01                  192613
DOVER CORP                     COM              260003108    67598  1489772 SH       DEFINED 01                 1489772
DOVER DOWNS ENTERTAINMENT, INC COM              260086103      111     5900 SH       DEFINED 01                    5900
DOW CHEMICAL CO                COM              260543103   233155  1744846 SH       DEFINED 01                 1744846
DOW JONES & CO, INC            COM              260561105     6423    94456 SH       DEFINED 01                   94456
DOWNEY FINANCIAL CORP          COM              261018105     2684   132955 SH       DEFINED 01                  132955
DRESS BARN, INC                COM              261570105     1840   110700 SH       DEFINED 01                  110700
DREXLER TECHNOLOGY CORP        COM              261876106        3      267 SH       DEFINED 01                     267
DREYERS GRAND ICE CREAM, INC   COM              261878102     1963   115444 SH       DEFINED 01                  115444
DRIL-QUIP, INC                 COM              262037104     1200    39500 SH       DEFINED 01                   39500
DU PONT (E.I.) DE NEMOURS & CO COM              263534109   522011  7924261 SH       DEFINED 01                 7924261
DUANE READE, INC               COM              263578106     3317   120336 SH       DEFINED 01                  120336
DUCOMMUN, INC                  COM              264147109      688    63295 SH       DEFINED 01                   63295
DUFF & PHELPS CREDIT RATING CO COM              26432F109     5731    64433 SH       DEFINED 01                   64433
DUKE ENERGY CORP               COM              264399106   123220  2458260 SH       DEFINED 01                 2458260
DUKE-WEEKS REALTY CORP         COM              264411505    15623   801205 SH       DEFINED 01                  801205
DUN & BRADSTREET CORP          COM              26483B106    34306  1162915 SH       DEFINED 01                 1162915
DURA AUTOMOTIVE SYSTEMS, INC   COM              265903104     1255    71993 SH       DEFINED 01                   71993
DUPONT PHOTOMASKS, INC         COM              26613X101     2134    44231 SH       DEFINED 01                   44231
DURA PHARMACEUTICALS, INC      COM              26632S109     4242   304350 SH       DEFINED 01                  304350
DURAMED PHARMACEUTICALS, INC   COM              266354109      602    84500 SH       DEFINED 01                   84500
DYCOM INDUSTRIES, INC          COM              267475101     9238   209652 SH       DEFINED 01                  209652
DYNEGY, INC                    COM              26816L102     6833   281062 SH       DEFINED 01                  281062
DYNEX CAPITAL, INC             COM              26817Q506       38     5888 SH       DEFINED 01                    5888
EEX CORP                       COM              26842V207      867   295208 SH       DEFINED 01                  295208
E4L, INC                       COM              268452109      658   263011 SH       DEFINED 01                  263011
EIS INTERNATIONAL, INC         COM              268539103        2      300 SH       DEFINED 01                     300
EMC CORP                       COM              268648102  1151398 10539110 SH       DEFINED 01                10539110
ENSCO INTERNATIONAL, INC       COM              26874Q100    32095  1403074 SH       DEFINED 01                 1403074
EOG RESOURCES, INC             COM              26875P101    10941   623000 SH       DEFINED 01                  623000
ESAT TELECOM GROUP ADR         ADR              26883Y102     4575    50000 SH       DEFINED 01                   50000
ESS TECHNOLOGY, INC            COM              269151106     4025   181421 SH       DEFINED 01                  181421
E.SPIRE COMMUNICATIONS, INC    COM              269153102     1819   312900 SH       DEFINED 01                  312900
ETEC SYSTEMS, INC              COM              26922C103     3902    86943 SH       DEFINED 01                   86943
E-TEK DYNAMICS, INC            COM              269240107    24434   181500 SH       DEFINED 01                  181500
E'TOWN CORP                    COM              269242103      438     7037 SH       DEFINED 01                    7037
E TRADE GROUP, INC             COM              269246104    32303  1236496 SH       DEFINED 01                 1236496
E-Z-EM, INC (CLASS A)          COM              269305207     1310   169000 SH       DEFINED 01                  169000
E-Z-EM, INC (CLASS B)          COM              269305306     1764   231367 SH       DEFINED 01                  231367
EAGLE U.S.A. AIRFREIGHT, INC   COM              270018104     4597   106600 SH       DEFINED 01                  106600
EARTHGRAINS CO                 COM              270319106     8557   530644 SH       DEFINED 01                  530644
EARTHSHELL CORP                COM              27032B100     1984   480880 SH       DEFINED 01                  480880
EARTHWEB, INC                  COM              27032C108     2179    43300 SH       DEFINED 01                   43300
EARTHLINK NETWORK, INC         COM              270322100     5185   122000 SH       DEFINED 01                  122000
EAST WEST BANCORP, INC         COM              27579R104      270    23600 SH       DEFINED 01                   23600
EASTERN ENTERPRISES CO         COM              27637F100     8560   149038 SH       DEFINED 01                  149038
EASTERN UTILITIES ASSOCIATION  COM              277173100     4427   146057 SH       DEFINED 01                  146057
EASTGROUP PROPERTIES, INC      COM              277276101     1991   107600 SH       DEFINED 01                  107600
EASTMAN CHEMICAL CO            COM              277432100    18426   386398 SH       DEFINED 01                  386398
EASTMAN KODAK CO               COM              277461109   134732  2033685 SH       DEFINED 01                 2033685
EATON CORP                     COM              278058102    48131   662734 SH       DEFINED 01                  662734
EATON VANCE CORP               COM              278265103     8281   217924 SH       DEFINED 01                  217924
EBAY, INC                      COM              278642103    32399   258800 SH       DEFINED 01                  258800
ECHELON CORP                   COM              27874N105     1099    56200 SH       DEFINED 01                   56200
ECHELON INTERNATIONAL CORP     COM              278747100      284    12346 SH       DEFINED 01                   12346
ECHO BAY MINES LTD             COM              278751102      239   197498 SH       DEFINED 01                  197498
ECHOSTAR COMMUNICATIONS CORP ( COM              278762109    36182   371100 SH       DEFINED 01                  371100
ECLIPSE SURGICAL TECHNOLOGY, I COM              278849104      485    65700 SH       DEFINED 01                   65700
ECLIPSYS CORP                  COM              278856109     6492   253362 SH       DEFINED 01                  253362
ECOGEN, INC                    COM              278864202       18    14504 SH       DEFINED 01                   14504
ECOLAB, INC                    COM              278865100    30500   779551 SH       DEFINED 01                  779551
EDPERBRASCAN CORP (CLASS A)    COM              280905803     6936   526250 SH       DEFINED 01                  526250
EDISON INTERNATIONAL CO        COM              281020107    66803  2550952 SH       DEFINED 01                 2550952
EDUCATION MANAGEMENT CORP      COM              28139T101     2117   151200 SH       DEFINED 01                  151200
EDUTREK INTERNATIONAL, INC (CL COM              28164K108        0      300 SH       DEFINED 01                     300
J.D. EDWARDS & CO              COM              281667105     6979   233600 SH       DEFINED 01                  233600
EDWARDS (A.G.), INC            COM              281760108    36912  1151242 SH       DEFINED 01                 1151242
EFAX.COM                       COM              282012103      479    66300 SH       DEFINED 01                   66300
EGGHEAD.COM, INC               COM              282329101     2560   158129 SH       DEFINED 01                  158129
EINSTEIN/NOAH BAGEL CORP       COM              282577105        0      300 SH       DEFINED 01                     300
EL PASO ELECTRIC CO            COM              283677854      294    29922 SH       DEFINED 01                   29922
EL PASO ENERGY CORP            COM              283905107    52980  1365032 SH       DEFINED 01                 1365032
ELAN CORP PLC ADR              ADR              284131208   120590  4087782 SH       DEFINED 01                 4087782
ELCOR CORP                     COM              284443108     6433   213550 SH       DEFINED 01                  213550
ELDER BEERMAN STORES CORP      COM              284470101       47     9100 SH       DEFINED 01                    9100
ELECTRIC LIGHTWAVE (CLASS A)   COM              284895109     1493    79600 SH       DEFINED 01                   79600
ELECTRO RENT CORP              COM              285218103       51     4400 SH       DEFINED 01                    4400
ELECTRO SCIENTIFIC INDUSTRIES, COM              285229100     3278    44900 SH       DEFINED 01                   44900
ELECTROGLAS, INC               COM              285324109     2550   100500 SH       DEFINED 01                  100500
ELECTRONIC ARTS, INC           COM              285512109    28535   339700 SH       DEFINED 01                  339700
ELECTRONIC DATA SYSTEMS CORP   COM              285661104   291128  4349256 SH       DEFINED 01                 4349256
ELECTRONICS BOUTIQUE HLDG CP   COM              286045109      488    27100 SH       DEFINED 01                   27100
ELECTRONICS FOR IMAGING, INC   COM              286082102    23414   402820 SH       DEFINED 01                  402820
EMBOTELLADORA ANDINA ADR (CLAS ADR              29081P204     3563   200000 SH       DEFINED 01                  200000
EMBOTELLADORA ANDINA ADR (CLAS ADR              29081P303      595    40700 SH       DEFINED 01                   40700
EMCOR GROUP, INC               COM              29084Q100      829    45400 SH       DEFINED 01                   45400
EMCORE CORP                    COM              290846104     1544    45400 SH       DEFINED 01                   45400
EMERSON ELECTRIC CO            COM              291011104   168603  2938616 SH       DEFINED 01                 2938616
EMMIS COMMUNICATIONS (CLASS A) COM              291525103    12576   100900 SH       DEFINED 01                  100900
EMPIRE DISTRICT ELECTRIC CO    COM              291641108      857    37881 SH       DEFINED 01                   37881
EMPLOYEE SOLUTIONS, INC        COM              292166105       45    65300 SH       DEFINED 01                   65300
EMPRESA NACIONAL ELECTRICIDAD  ADR              29244T101     5840   411626 SH       DEFINED 01                  411626
EMULEX CORP                    COM              292475209    37834   336300 SH       DEFINED 01                  336300
ENBRIDGE, INC                  COM              29250N105    10857   546298 SH       DEFINED 01                  546298
ENCAD, INC                     COM              292503109       32     6700 SH       DEFINED 01                    6700
ENCORE WIRE CORP               COM              292562105      547    71750 SH       DEFINED 01                   71750
ENERGEN CORP                   COM              29265N108     5451   301786 SH       DEFINED 01                  301786
ENERGY CONVERSION DEVICES, INC COM              292659109        0       50 SH       DEFINED 01                      50
ENERGY EAST CORP               COM              29266M109    24724  1187921 SH       DEFINED 01                 1187921
ENERSIS S.A. ADR               ADR              29274F104     2728   116078 SH       DEFINED 01                  116078
ENGELHARD CORP                 COM              292845104    10467   554555 SH       DEFINED 01                  554555
ENGINEERING ANIMATION, INC     COM              292872108      499    57000 SH       DEFINED 01                   57000
ENESCO GROUP, INC              COM              292973104     1260   113927 SH       DEFINED 01                  113927
ENHANCE FINANCIAL SERVICES GRO COM              293310108     2897   178300 SH       DEFINED 01                  178300
ENRON CORP                     COM              293561106   201005  4529684 SH       DEFINED 01                 4529684
ENTERCOM COMMUNICATIONS CORP   COM              293639100    10289   155900 SH       DEFINED 01                  155900
ENTERGY CORP                   COM              29364G103    38537  1496598 SH       DEFINED 01                 1496598
ENTERTAINMENT PROPERTIES TRUST COM              29380T105     1393   105600 SH       DEFINED 01                  105600
ENTREMED, INC                  COM              29382F103      500    19500 SH       DEFINED 01                   19500
ENTRUST TECHNOLOGIES, INC      COM              293848107     7882   131500 SH       DEFINED 01                  131500
ENZON, INC                     COM              293904108     3257    75096 SH       DEFINED 01                   75096
ENZO BIOCHEMICAL, INC          COM              294100102     5221   115866 SH       DEFINED 01                  115866
EPICOR SOFTWARE CORP           COM              29426L108     1365   269553 SH       DEFINED 01                  269553
EPITOPE, INC                   COM              294261102        2      263 SH       DEFINED 01                     263
EQUIFAX, INC                   COM              294429105    30264  1284407 SH       DEFINED 01                 1284407
EQUITABLE RESOURCES, INC       COM              294549100    10933   327594 SH       DEFINED 01                  327594
EQUITY INNS, INC               COM              294703103      780   115500 SH       DEFINED 01                  115500
EQUITY OFFICE PROPERTIES TRUST COM              294741103    47893  1944877 SH       DEFINED 01                 1944877
EQUITY OIL CO                  COM              294749106      342   304280 SH       DEFINED 01                  304280
EQUITY RESIDENTIAL PROPERTIES  COM              29476L107    35355   828219 SH       DEFINED 01                  828219
ERICSSON TELEFON (LM) SERIES B ADR              294821400   106348  1619000 SH       DEFINED 01                 1619000
ERIE INDEMNITY CO (CLASS A)    COM              29530P102     3749   115800 SH       DEFINED 01                  115800
ESHARE TECHNOLOGIES, INC       COM              296428105      227    13300 SH       DEFINED 01                   13300
ESSEX PROPERTY TRUST, INC      COM              297178105     1938    57000 SH       DEFINED 01                   57000
ESTERLINE CORP                 COM              297425100     1271   109920 SH       DEFINED 01                  109920
ETHAN ALLEN INTERIORS, INC     COM              297602104     9625   300200 SH       DEFINED 01                  300200
ETHYL CORP                     COM              297659104      154    39200 SH       DEFINED 01                   39200
ETOYS, INC                     COM              297862104      153     5835 SH       DEFINED 01                    5835
EVANS & SUTHERLAND COMPUTER CO COM              299096107      798    69800 SH       DEFINED 01                   69800
EVEREST REINSURANCE HOLDINGS,  COM              299808105     5249   235266 SH       DEFINED 01                  235266
EVERGREEN RESOURCES, INC       COM              299900308       38     1900 SH       DEFINED 01                    1900
EXABYTE CORP                   COM              300615101      140    18600 SH       DEFINED 01                   18600
EXAR CORP                      COM              300645108     1083    18400 SH       DEFINED 01                   18400
EXCALIBUR TECHNOLOGIES CORP    COM              300651205      665    32250 SH       DEFINED 01                   32250
EXCEL LEGACY CORP              COM              300665106       10     2900 SH       DEFINED 01                    2900
EXCHANGE APPLICATIONS, INC     COM              300867108     3649    65300 SH       DEFINED 01                   65300
ELOT, INC                      COM              301607107      761   139900 SH       DEFINED 01                  139900
EXIDE CORP                     COM              302051107     1281   154100 SH       DEFINED 01                  154100
EXODUS COMMUNICATIONS, INC     COM              302088109   102741  1156836 SH       DEFINED 01                 1156836
EXPEDITORS INTERNATIONAL OF WA COM              302130109    14778   337300 SH       DEFINED 01                  337300
EXPRESS SCRIPTS, INC           COM              302182100    14381   224700 SH       DEFINED 01                  224700
EXTENDED STAY AMERICA, INC     COM              30224P101     7695  1009180 SH       DEFINED 01                 1009180
EXTENDICARE, INC (CLASS A)     COM              30224T871     1799   599200 SH       DEFINED 01                  599200
EXTREME NETWORKS, INC          COM              30226D106    22219   266100 SH       DEFINED 01                  266100
EXXON MOBIL CORP               COM              30231G102  2722170 33789547 SH       DEFINED 01                33789547
EZENIA!, INC                   COM              302311105       30     3800 SH       DEFINED 01                    3800
F & M BANCORP, INC (MARYLAND)  COM              302367107      344    17010 SH       DEFINED 01                   17010
F & M NATIONAL CORP            COM              302374103     3661   132840 SH       DEFINED 01                  132840
FBL FINANCIAL GROUP, INC (CLAS COM              30239F106     4393   219629 SH       DEFINED 01                  219629
FMC CORP                       COM              302491303    14733   257067 SH       DEFINED 01                  257067
F.N.B. CORP                    COM              302520101     1021    45869 SH       DEFINED 01                   45869
FPIC INSURANCE GROUP, INC      COM              302563101      624    37400 SH       DEFINED 01                   37400
FPL GROUP, INC                 COM              302571104    54819  1280448 SH       DEFINED 01                 1280448
FSI INTERNATIONAL, INC         COM              302633102      357    31000 SH       DEFINED 01                   31000
F.Y.I., INC                    COM              302712104     3135    92200 SH       DEFINED 01                   92200
FAB INDUSTRIES, INC            COM              302747100      134    12396 SH       DEFINED 01                   12396
FACTORY 2-U STORES, INC        COM              303072102     2420    85300 SH       DEFINED 01                   85300
FACTSET RESEARCH SYSTEMS, INC  COM              303075105     5116    64248 SH       DEFINED 01                   64248
FAIR ISSAC & CO, INC           COM              303250104     6298   118827 SH       DEFINED 01                  118827
FAIRCHILD CORP (CLASS A)       COM              303698104       68     7503 SH       DEFINED 01                    7503
FAIRFIELD COMMUNITIES, INC     COM              304231301     3315   308400 SH       DEFINED 01                  308400
FAMILY DOLLAR STORES, INC      COM              307000109    11531   706880 SH       DEFINED 01                  706880
FAMILY GOLF CENTERS, INC       COM              30701A106       41    29300 SH       DEFINED 01                   29300
FANSTEEL, INC                  COM              307260109      969   250100 SH       DEFINED 01                  250100
FARMER BROTHERS CO             COM              307675108       16      100 SH       DEFINED 01                     100
FARMERS CAPITAL BANK CORP      COM              309562106      316    10500 SH       DEFINED 01                   10500
FATBRAIN.COM, INC              COM              311889109      692    27600 SH       DEFINED 01                   27600
FASTENAL CO                    COM              311900104     6321   140670 SH       DEFINED 01                  140670
FEDEX CORPORATION              COM              31304N107    66271  1618834 SH       DEFINED 01                 1618834
FEDDERS CORP                   COM              313135105     1397   253970 SH       DEFINED 01                  253970
FEDDERS CORP (CLASS A)         COM              313135303      787   153550 SH       DEFINED 01                  153550
FEDERAL AGRICULTURAL MORTGAGE  COM              313148306       87     4300 SH       DEFINED 01                    4300
FREDDIE MAC                    COM              313400301   224569  4771717 SH       DEFINED 01                 4771717
FEDERAL-MOGUL CORP             COM              313549107    32327  1606323 SH       DEFINED 01                 1606323
FEDERAL NATIONAL MORTGAGE ASSO COM              313586109   437256  7003103 SH       DEFINED 01                 7003103
FEDERAL REALTY INVESTMENT TRUS COM              313747206     4340   230716 SH       DEFINED 01                  230716
FEDERAL SIGNAL CORP            COM              313855108     1961   122114 SH       DEFINED 01                  122114
FEDERATED DEPARTMENT STORES, I COM              31410H101    87255  1725687 SH       DEFINED 01                 1725687
FEDERATED INVESTORS, INC       COM              314211103     9387   467900 SH       DEFINED 01                  467900
FELCOR LODGING TRUST, INC      COM              31430F101     7163   409319 SH       DEFINED 01                  409319
FERRO CORP                     COM              315405100     6739   306303 SH       DEFINED 01                  306303
FIDELITY HOLDINGS, INC         COM              31617J108       53     2800 SH       DEFINED 01                    2800
FIDELITY NATIONAL FINANCIAL, I COM              316326107     2264   157520 SH       DEFINED 01                  157520
FIFTH THIRD BANCORP            COM              316773100   118681  1617456 SH       DEFINED 01                 1617456
FILENET CORP                   COM              316869106     5740   225097 SH       DEFINED 01                  225097
FINANCIAL FEDERAL CORP         COM              317492106      958    42000 SH       DEFINED 01                   42000
FINANCIAL SECURITY ASSURANCE H COM              31769P100    10426   200021 SH       DEFINED 01                  200021
FINISAR CORP                   COM              31787A101     2587    28782 SH       DEFINED 01                   28782
FINLAY ENTERPRISES, INC        COM              317884203       42     2900 SH       DEFINED 01                    2900
FINET.COM, INC                 COM              317922300      481   366100 SH       DEFINED 01                  366100
FINISH LINE, INC (CLASS A)     COM              317923100      639   117500 SH       DEFINED 01                  117500
FINOVA GROUP, INC              COM              317928109    15386   433410 SH       DEFINED 01                  433410
FIREARMS TRAINING SYSTEMS, INC COM              318120102       18    35200 SH       DEFINED 01                   35200
FIRST AMERICAN FINANCIAL CORP  COM              318522307     4900   393948 SH       DEFINED 01                  393948
FIRST BANCORP (PUERTO RICO)    COM              318672102     3681   177417 SH       DEFINED 01                  177417
FIRST CHARTER CORP             COM              319439105      195    13100 SH       DEFINED 01                   13100
FIRST CITIZENS BANCSHARES, INC COM              31946M103     1674    24000 SH       DEFINED 01                   24000
FIRST COMMERCE BANCSHARES, INC COM              319777207       33     1700 SH       DEFINED 01                    1700
FIRST COMMONWEALTH FINANCIAL C COM              319829107     2422   201864 SH       DEFINED 01                  201864
FIRST CONSULTING GROUP, INC    COM              31986R103     1818   117311 SH       DEFINED 01                  117311
FIRST FEDERAL CAPITAL CORP     COM              319960100      727    49700 SH       DEFINED 01                   49700
FIRST DATA CORP                COM              319963104   160472  3254182 SH       DEFINED 01                 3254182
FIRST FINANCIAL BANKSHARES, IN COM              32020R109       76     2480 SH       DEFINED 01                    2480
FIRST FINANCIAL BANCORP        COM              320209109     2520   117892 SH       DEFINED 01                  117892
FIRST FINANCIAL CORP (INDIANA) COM              320218100      145     3500 SH       DEFINED 01                    3500
FIRST FINANCIAL HOLDINGS, INC  COM              320239106      352    22000 SH       DEFINED 01                   22000
FIRST INDUSTRIAL REALTY TRUST, COM              32054K103     7683   280000 SH       DEFINED 01                  280000
FIRST INDIANA CORP             COM              32054R108      655    30100 SH       DEFINED 01                   30100
FIRST MERCHANTS CORP           COM              320817109      335    12750 SH       DEFINED 01                   12750
FIRST MIDWEST BANCORP, INC     COM              320867104    16352   617070 SH       DEFINED 01                  617070
FIRST HEALTH GROUP CORP        COM              320960107     9287   345580 SH       DEFINED 01                  345580
SIERRACITIES, INC              COM              335944104     1829   106800 SH       DEFINED 01                  106800
FIRST REPUBLIC BANK            COM              336158100     1426    60700 SH       DEFINED 01                   60700
FIRST SECURITY CORP            COM              336294103    32493  1272690 SH       DEFINED 01                 1272690
FIRST SENTINEL BANCORP, INC    COM              33640T103       77     9900 SH       DEFINED 01                    9900
FIRST SOURCE CORP              COM              336901103      364    14540 SH       DEFINED 01                   14540
FIRST TENNESSEE NATIONAL CORP  COM              337162101    22679   795747 SH       DEFINED 01                  795747
FIRST UNION CORP               COM              337358105   226448  6901258 SH       DEFINED 01                 6901258
FIRST UNION REAL ESTATE INVEST COM              337400105       21     4480 SH       DEFINED 01                    4480
FIRST UNITED BANCSHARES, INC   COM              33741E104      708    52900 SH       DEFINED 01                   52900
FIRST VIRGINIA BANKS, INC      COM              337477103    16185   376405 SH       DEFINED 01                  376405
FIRST WASHINGTON BANCORP, INC  COM              33748T104      662    44860 SH       DEFINED 01                   44860
FIRST WASHINGTON REALTY TRUST, COM              337489504       32     1700 SH       DEFINED 01                    1700
FIRSTAR CORP                   COM              33763V109   262527 12427323 SH       DEFINED 01                12427323
FISERV, INC                    COM              337738108    20929   546280 SH       DEFINED 01                  546280
FIRSTFED FINANCIAL CORP        COM              337907109     4502   320150 SH       DEFINED 01                  320150
FIRSTMERIT CORP                COM              337915102    10835   471108 SH       DEFINED 01                  471108
FLAGSTAR BANCORP, INC          COM              337930101      988    57300 SH       DEFINED 01                   57300
FIRSTENERGY CORP               COM              337932107    43055  1897724 SH       DEFINED 01                 1897724
FISHER SCIENTIFIC INTERNATIONA COM              338032204     3864   106972 SH       DEFINED 01                  106972
FLASHNET                       COM              338527104      337    54500 SH       DEFINED 01                   54500
FLEETBOSTON FINANCIAL CORP     COM              339030108   403109 11579421 SH       DEFINED 01                11579421
FLEETWOOD ENTERPRISES, INC     COM              339099103     4824   233900 SH       DEFINED 01                  233900
FLORIDA EAST COAST INDUSTRIES, COM              340632108     7786   186501 SH       DEFINED 01                  186501
FLORIDA PROGRESS CORP          COM              341109106    25004   590939 SH       DEFINED 01                  590939
FLORIDA ROCK INDUSTRIES, INC   COM              341140101     3493   101438 SH       DEFINED 01                  101438
FLOWERS INDUSTRIES, INC        COM              343496105     9793   614475 SH       DEFINED 01                  614475
FLOWSERVE CORP                 COM              34354P105     9549   561715 SH       DEFINED 01                  561715
FLUOR CORP                     COM              343861100    25470   555213 SH       DEFINED 01                  555213
FLYCAST COMMUNICATIONS CORP    COM              344067103     4457    34300 SH       DEFINED 01                   34300
FOAMEX INTERNATIONAL, INC      COM              344123104     1016   122200 SH       DEFINED 01                  122200
FOOTSTAR, INC                  COM              344912100     6449   211438 SH       DEFINED 01                  211438
FORD MOTOR CO                  COM              345370100   383988  7185747 SH       DEFINED 01                 7185747
FOREMOST CORP OF AMERICA       COM              345469100    19655   692700 SH       DEFINED 01                  692700
FOREST CITY ENTERPRISES, INC ( COM              345550107     1924    68700 SH       DEFINED 01                   68700
FOREST LABORATORIES, INC       COM              345838106    44843   729892 SH       DEFINED 01                  729892
FOREST OIL CORP                COM              346091606     3160   239634 SH       DEFINED 01                  239634
FORRESTER RESEARCH, INC        COM              346563109     1157    16800 SH       DEFINED 01                   16800
FORT JAMES CORP                COM              347471104   142130  5191961 SH       DEFINED 01                 5191961
FORTUNE BRANDS, INC            COM              349631101    38685  1170057 SH       DEFINED 01                 1170057
FORWARD AIR CORP               COM              349853101      534    12300 SH       DEFINED 01                   12300
FOSSIL, INC                    COM              349882100     3581   154850 SH       DEFINED 01                  154850
FOSTER (LB) CO (CLASS A)       COM              350060109      584   119800 SH       DEFINED 01                  119800
FOSTER WHEELER CORP            COM              350244109     2402   270702 SH       DEFINED 01                  270702
FOUNDATION HEALTH SYSTEMS (CLA COM              350404109     6419   645946 SH       DEFINED 01                  645946
FOUNDRY NETWORKS, INC          COM              35063R100     6948    23032 SH       DEFINED 01                   23032
FOX ENTERTAINMENT GROUP, INC   COM              35138T107    24766   993125 SH       DEFINED 01                  993125
FRANCHISE FINANCE CORP OF AMER COM              351807102     8334   348136 SH       DEFINED 01                  348136
FRANKLIN COVEY CO              COM              353469109     1034   137825 SH       DEFINED 01                  137825
FRANKLIN ELECTRIC CO, INC      COM              353514102      772    11000 SH       DEFINED 01                   11000
FRANKLIN RESOURCES, INC        COM              354613101    38353  1196204 SH       DEFINED 01                 1196204
FRED'S, INC                    COM              356108100       32     2000 SH       DEFINED 01                    2000
FREEDOM SECURITIES CORP        COM              35644K103     2045   181810 SH       DEFINED 01                  181810
FREEMARKETS, INC               COM              356602102     6477    18978 SH       DEFINED 01                   18978
FREEPORT-MCMORAN COPPER & GOLD COM              35671D105    12293   662224 SH       DEFINED 01                  662224
FREEPORT-MCMORAN COPPER & GOLD COM              35671D857    29396  1391547 SH       DEFINED 01                 1391547
FREMONT GENERAL CORP           COM              357288109     2813   381360 SH       DEFINED 01                  381360
FRENCH FRAGRANCES, INC         COM              357658103        1      100 SH       DEFINED 01                     100
FRESENIUS MEDICAL CARE AG. ADR ADR              358029106      179     6293 SH       DEFINED 01                    6293
FRIEDE GOLDMAN HALTER, INC     COM              358430106     1793   258488 SH       DEFINED 01                  258488
FRIEDMAN, BILLINGS, RAMSEY GRO COM              358433100     1073   136201 SH       DEFINED 01                  136201
FRIEDMAN'S, INC (CLASS A)      COM              358438109       23     3000 SH       DEFINED 01                    3000
FRISCH'S RESTAURANTS, INC      COM              358748101     1766   200384 SH       DEFINED 01                  200384
FRITZ COS, INC                 COM              358846103      565    53800 SH       DEFINED 01                   53800
FRONTIER AIRLINES, INC         COM              359065109      559    49100 SH       DEFINED 01                   49100
FRONTIER FINANCIAL CORP        COM              35907K105      208    10400 SH       DEFINED 01                   10400
FRONTIER INSURANCE GROUP, INC  COM              359081106      671   195210 SH       DEFINED 01                  195210
FRONTIER OIL CORP              COM              35914P105       17     2500 SH       DEFINED 01                    2500
FULLER (H.B.) CO               COM              359694106     5653   101056 SH       DEFINED 01                  101056
FULTON FINANCIAL CORP          COM              360271100     5586   310355 SH       DEFINED 01                  310355
FURNITURE BRANDS INTERNATIONAL COM              360921100     8958   407188 SH       DEFINED 01                  407188
G & K SERVICES, INC (CLASS A)  COM              361268105     4249   131250 SH       DEFINED 01                  131250
GATX CORP                      COM              361448103    15086   447000 SH       DEFINED 01                  447000
GBC BANCORP                    COM              361475106     1976   102300 SH       DEFINED 01                  102300
GC COS, INC                    COM              36155Q109      632    24431 SH       DEFINED 01                   24431
GPU, INC                       COM              36225X100    22471   750594 SH       DEFINED 01                  750594
GTE CORP                       COM              362320103   485258  6876995 SH       DEFINED 01                 6876995
GT INTERACTIVE SOFTWARE CORP   COM              36236E109      350   211400 SH       DEFINED 01                  211400
GABLES RESIDENTIAL TRUST       COM              362418105     1507    62800 SH       DEFINED 01                   62800
GADZOOKS, INC                  COM              362553109       37     3800 SH       DEFINED 01                    3800
GALILEO INTERNATIONAL, INC     COM              363547100    18256   609816 SH       DEFINED 01                  609816
GALLAGHER (ARTHUR J.) & CO     COM              363576109     3373    52100 SH       DEFINED 01                   52100
GANNETT CO, INC                COM              364730101   182597  2238742 SH       DEFINED 01                 2238742
GAP, INC                       COM              364760108   220786  4799690 SH       DEFINED 01                 4799690
GARDNER DENVER, INC            COM              365558105     1508    90391 SH       DEFINED 01                   90391
GARTNER GROUP, INC (CLASS A)   COM              366651107     3580   234722 SH       DEFINED 01                  234722
GARTNER GROUP, INC (CLASS B)   COM              366651206     4025   291431 SH       DEFINED 01                  291431
GATEWAY, INC                   COM              367626108    65385   907336 SH       DEFINED 01                  907336
GAYLORD ENTERTAINMENT CO       COM              367905106     1157    38636 SH       DEFINED 01                   38636
GAYLORD CONTAINER CO           COM              368145108     5623   825388 SH       DEFINED 01                  825388
GELTEX PHARMACEUTICALS, INC    COM              368538104      370    28900 SH       DEFINED 01                   28900
GENCORP, INC                   COM              368682100     2212   224024 SH       DEFINED 01                  224024
GENER S.A. (SPONS ADR)         ADR              368731105     2328   150170 SH       DEFINED 01                  150170
GENERAL BINDING CORP           COM              369154109      182    15500 SH       DEFINED 01                   15500
GENERAL CABLE CORP             COM              369300108     1596   210979 SH       DEFINED 01                  210979
GENERAL CIGAR HOLDINGS, INC (C COM              36933P100      443    53340 SH       DEFINED 01                   53340
GENERAL CHEMICAL GROUP, INC    COM              369332101        8     3361 SH       DEFINED 01                    3361
GENERAL COMMUNICATION (CLASS A COM              369385109      901   206000 SH       DEFINED 01                  206000
GENERAL DATACOMM INDUSTRIES, I COM              369487103       43     6457 SH       DEFINED 01                    6457
GENERAL DYNAMICS CORP          COM              369550108   104792  1986586 SH       DEFINED 01                 1986586
GENERAL ELECTRIC CO            COM              369604103  5039833 32567580 SH       DEFINED 01                32567580
GENERAL GROWTH PROPERTIES, INC COM              370021107     7459   266400 SH       DEFINED 01                  266400
GENERAL INSTRUMENT CORP        COM              370120107    70919   834344 SH       DEFINED 01                  834344
GENERAL MAGIC, INC             COM              370253106       30     7620 SH       DEFINED 01                    7620
GENERAL MILLS, INC             COM              370334104    77223  2160086 SH       DEFINED 01                 2160086
GENERAL MOTORS CORP            COM              370442105   331573  4561622 SH       DEFINED 01                 4561622
GENERAL MOTORS CORP (CLASS H)  COM              370442832   348230  3627394 SH       DEFINED 01                 3627394
GENERAL SEMICONDUCTOR, INC     COM              370787103     2506   176600 SH       DEFINED 01                  176600
GENESCO, INC                   COM              371532102     6179   475300 SH       DEFINED 01                  475300
GENTEX CORP                    COM              371901109    14573   525150 SH       DEFINED 01                  525150
GENESIS HEALTH VENTURES, INC   COM              371912106       26    12676 SH       DEFINED 01                   12676
GENESYS TELECOMM LABS, INC     COM              371931106     3397    62900 SH       DEFINED 01                   62900
GENLYTE GROUP, INC             COM              372302109      930    43500 SH       DEFINED 01                   43500
GENRAD, INC                    COM              372447102     3733   231522 SH       DEFINED 01                  231522
GENTEK, INC                    COM              37245X104       75     7161 SH       DEFINED 01                    7161
GEON CO                        COM              37246W105     4895   150620 SH       DEFINED 01                  150620
GENUINE PARTS CO               COM              372460105    17807   717646 SH       DEFINED 01                  717646
GENZYME CORP (GENERAL DIVISION COM              372917104    31217   693720 SH       DEFINED 01                  693720
GENZYME CORP (TISSUE REPAIR DI COM              372917401       36    12684 SH       DEFINED 01                   12684
GENZYME-MOLECULAR ONCOLOGY     COM              372917500      401    57221 SH       DEFINED 01                   57221
GENZYME SURGICAL PRODUCTS      COM              372917609       55     9415 SH       DEFINED 01                    9415
GEORGIA GULF CORP              COM              373200203     6416   210781 SH       DEFINED 01                  210781
GEORGIA-PACIFIC CORP (PACKING  COM              373298108    71786  1414498 SH       DEFINED 01                 1414498
GEORGIA-PACIFIC CORP (TIMBER G COM              373298702    13805   560600 SH       DEFINED 01                  560600
GERBER SCIENTIFIC, INC         COM              373730100     4828   220095 SH       DEFINED 01                  220095
GETTY IMAGES, INC              COM              374276103     5469   111900 SH       DEFINED 01                  111900
GETTY PETROLEUM MARKETING, INC COM              374292100      531   212338 SH       DEFINED 01                  212338
GETTY REALTY HOLDINGS CORP     COM              374297109     3867   345638 SH       DEFINED 01                  345638
GIBRALTAR STEEL CORP           COM              37476F103     2373   101500 SH       DEFINED 01                  101500
GIBSON GREETINGS, INC          COM              374827103     1611   179600 SH       DEFINED 01                  179600
GILEAD SCIENCES, INC           COM              375558103    12174   224923 SH       DEFINED 01                  224923
GILLETTE CO                    COM              375766102   384150  9326859 SH       DEFINED 01                 9326859
GLATFELTER (P.H.) CO           COM              377316104     4506   309448 SH       DEFINED 01                  309448
GLEASON CORP                   COM              377339106        7      300 SH       DEFINED 01                     300
GLENAYRE TECHNOLOGIES, INC     COM              377899109     3933   347674 SH       DEFINED 01                  347674
GLENBOROUGH REALTY TRUST, INC  COM              37803P105     2127   159000 SH       DEFINED 01                  159000
GLIATECH, INC                  COM              37929C103     1127    67800 SH       DEFINED 01                   67800
GLIMCHER REALTY TRUST          COM              379302102     2048   159100 SH       DEFINED 01                  159100
GLOBAL INDUSTRIES LTD          COM              379336100     4299   498414 SH       DEFINED 01                  498414
GLOBAL IMAGING SYSTEMS, INC    COM              37934A100      789    64400 SH       DEFINED 01                   64400
GLOBAL MARINE, INC             COM              379352404    16581   997340 SH       DEFINED 01                  997340
GLOBAL TELESYSTEMS GROUP, INC  COM              37936U104    98798  2853384 SH       DEFINED 01                 2853384
GLOBAL SPORTS, INC             COM              37937A107      410    32600 SH       DEFINED 01                   32600
GLOBIX CORP                    COM              37957F101     4908    81800 SH       DEFINED 01                   81800
GOLD BANC CORP, INC            COM              379907108       22     2400 SH       DEFINED 01                    2400
GOLDEN ENTERPRISES, INC        COM              381010107      311   124479 SH       DEFINED 01                  124479
GOLDEN STATE BANCORP, INC      COM              381197102    37927  2198639 SH       DEFINED 01                 2198639
GOLDEN STATE BANCORP, INC WTS                   381197136      652   744800 SH       DEFINED 01                  744800
GOLDEN WEST FINANCIAL CORP     COM              381317106    37828  1129200 SH       DEFINED 01                 1129200
THE GOLDMAN SACHS GROUP, INC   COM              38141G104    56852   603600 SH       DEFINED 01                  603600
GOLF TRUST OF AMERICA, INC     COM              38168B103       34     2000 SH       DEFINED 01                    2000
GOODRICH (B.F.) CO             COM              382388106    50217  1826086 SH       DEFINED 01                 1826086
GOODYEAR TIRE & RUBBER CO      COM              382550101    26317   933631 SH       DEFINED 01                  933631
GOODY'S FAMILY CLOTHING, INC   COM              382588101      633   117700 SH       DEFINED 01                  117700
GOTTSCHALKS, INC               COM              383485109     2280   306600 SH       DEFINED 01                  306600
GO2NET, INC                    COM              383486107    14745   169483 SH       DEFINED 01                  169483
GRACE W.R. & CO                COM              38388F108     6598   475500 SH       DEFINED 01                  475500
GRACO, INC                     COM              384109104     6773   188804 SH       DEFINED 01                  188804
GRADCO SYSTEMS, INC            COM              384111100        2     1262 SH       DEFINED 01                    1262
GRAINGER (W.W.), INC           COM              384802104    16298   340883 SH       DEFINED 01                  340883
GRAND PREMIER FINANCIAL, INC   COM              386174106      536    36190 SH       DEFINED 01                   36190
GRAND UNION CO                 COM              386532402       61     6000 SH       DEFINED 01                    6000
GRANITE CONSTRUCTION, INC      COM              387328107     2278   123549 SH       DEFINED 01                  123549
GRAY COMMUNICATIONS SYSTEMS, I COM              389190109       40     2250 SH       DEFINED 01                    2250
GREAT ATLANTIC & PACIFIC TEA C COM              390064103     4131   148200 SH       DEFINED 01                  148200
GREAT LAKES CHEMICAL CORP      COM              390568103    12598   329900 SH       DEFINED 01                  329900
GREAT LAKES REIT, INC          COM              390752103     1180    82084 SH       DEFINED 01                   82084
GREAT SOUTHERN BANCORP         COM              390905107        2      100 SH       DEFINED 01                     100
GREAT PLAINS SOFTWARE, INC     COM              39119E105     5585    74716 SH       DEFINED 01                   74716
GREATER BAY BANCORP            COM              391648102     1016    23700 SH       DEFINED 01                   23700
GREENPOINT FINANCIAL CORP      COM              395384100    13849   581596 SH       DEFINED 01                  581596
GREIF BROTHERS CORP (CLASS A)  COM              397624107     1309    44000 SH       DEFINED 01                   44000
GREY ADVERTISING, INC          COM              397838103       40      100 SH       DEFINED 01                     100
GREY WOLF, INC                 COM              397888108     5122  1781499 SH       DEFINED 01                 1781499
GRIFFON CORP                   COM              398433102      732    93662 SH       DEFINED 01                   93662
GROUP 1 AUTOMOTIVE, INC        COM              398905109     1452   104200 SH       DEFINED 01                  104200
GROUP MAINTENANCE AMERICA CORP COM              39943E107     2232   208800 SH       DEFINED 01                  208800
CGI GROUP INC                  COM              39945C109     9298   218200 SH       DEFINED 01                  218200
GRUBB & ELLIS CO               COM              400095204       28     6016 SH       DEFINED 01                    6016
GTECH HOLDINGS CORP            COM              400518106    11715   532479 SH       DEFINED 01                  532479
GUESS ?, INC                   COM              401617105      605    27800 SH       DEFINED 01                   27800
GUIDANT CORP                   COM              401698105   141729  3015501 SH       DEFINED 01                 3015501
GUILFORD MILLS, INC            COM              401794102      751   103535 SH       DEFINED 01                  103535
GUILFORD PHARMACEUTICALS, INC  COM              401829106    23934  1407900 SH       DEFINED 01                 1407900
GUITAR CENTER, INC             COM              402040109     1475   146600 SH       DEFINED 01                  146600
GULF CANADA RESOURCES LTD      COM              40218L305     1538   469347 SH       DEFINED 01                  469347
GULF ISLAND FABRICATION, INC   COM              402307102      713    76000 SH       DEFINED 01                   76000
GULFMARK OFFSHORE, INC         COM              402629109       50     3400 SH       DEFINED 01                    3400
GYMBOREE CORP                  COM              403777105      797   141700 SH       DEFINED 01                  141700
HMT TECHNOLOGY CORP            COM              403917107       55    13700 SH       DEFINED 01                   13700
HCC INSURANCE HOLDINGS, INC    COM              404132102     1220    92500 SH       DEFINED 01                   92500
HNC SOFTWARE                   COM              40425P107    19822   187440 SH       DEFINED 01                  187440
HRPT PROPERTIES TRUST          COM              40426W101     7760   862200 SH       DEFINED 01                  862200
HSB GROUP, INC                 COM              40428N109     1746    51650 SH       DEFINED 01                   51650
HS RESOURCES, INC              COM              404297103     1876   108761 SH       DEFINED 01                  108761
HA-LO INDUSTRIES, INC          COM              404429102      767   102300 SH       DEFINED 01                  102300
HADCO CORP                     COM              404681108     4677    91700 SH       DEFINED 01                   91700
HAEMONETICS CORP               COM              405024100     3903   163900 SH       DEFINED 01                  163900
HAGLER BAILLY, INC             COM              405183104       16     3100 SH       DEFINED 01                    3100
HAIN FOOD GROUP, INC           COM              405219106      450    20100 SH       DEFINED 01                   20100
HALLIBURTON CO                 COM              406216101   109241  2714066 SH       DEFINED 01                 2714066
HAMILTON BANCORP, INC          COM              407013101     1125    63400 SH       DEFINED 01                   63400
HANCOCK FABRICS, INC           COM              409900107      374   119678 SH       DEFINED 01                  119678
HANCOCK HOLDINGS CO            COM              410120109     1077    27800 SH       DEFINED 01                   27800
HANDLEMAN CO                   COM              410252100     2501   186984 SH       DEFINED 01                  186984
HANGER ORTHOPEDIC GROUP, INC   COM              41043F208     1985   198500 SH       DEFINED 01                  198500
HANNA (M.A.) CO                COM              410522106     6296   575669 SH       DEFINED 01                  575669
HANNAFORD BROTHERS, INC        COM              410550107    15085   217643 SH       DEFINED 01                  217643
HANOVER COMPRESSOR CO          COM              410768105     7697   203900 SH       DEFINED 01                  203900
HANOVER DIRECT, INC            COM              410783104     1630   449774 SH       DEFINED 01                  449774
HARBINGER CORP                 COM              41145C103     8936   280900 SH       DEFINED 01                  280900
HARCOURT GENERAL, INC          COM              41163G101     4223   104911 SH       DEFINED 01                  104911
HARCOURT GENERAL,INC SERIES A  PFD              41163G200    10858   210200 SH       DEFINED 01                  210200
HARBOR FLORIDA BANCSHARES, INC COM              411901101       95     7309 SH       DEFINED 01                    7309
HARDINGE, INC                  COM              412324303      611    46800 SH       DEFINED 01                   46800
HARKEN ENERGY CORP             COM              412552101      136   181497 SH       DEFINED 01                  181497
HARLAND (JOHN H.) CO           COM              412693103     7542   411835 SH       DEFINED 01                  411835
HARLEY DAVIDSON, INC           COM              412822108   187121  2920911 SH       DEFINED 01                 2920911
HARLEYSVILLE GROUP, INC        COM              412824104     2403   168600 SH       DEFINED 01                  168600
HARLEYSVILLE NATIONAL CORP     COM              412850109      219     6725 SH       DEFINED 01                    6725
HARMAN INTERNATIONAL INDUSTRIE COM              413086109     6013   107130 SH       DEFINED 01                  107130
HARMON INDUSTRIES, INC         COM              413136102     1052    86800 SH       DEFINED 01                   86800
HARMONIC LIGHTWAVES, INC       COM              413160102    22675   238846 SH       DEFINED 01                  238846
HARRAH'S ENTERTAINMENT, INC    COM              413619107    26802  1013782 SH       DEFINED 01                 1013782
HARRIS CORP                    COM              413875105    12003   449749 SH       DEFINED 01                  449749
HARRIS FINANCIAL, INC          COM              414541102       79    10500 SH       DEFINED 01                   10500
HARSCO CORP                    COM              415864107     8420   265200 SH       DEFINED 01                  265200
HARTE-HANKS, INC               COM              416196103     6538   300600 SH       DEFINED 01                  300600
HARTFORD FINANCIAL SERVICES GR COM              416515104    61898  1306554 SH       DEFINED 01                 1306554
HARTFORD LIFE, INC (CLASS A)   COM              416592103     7484   170087 SH       DEFINED 01                  170087
HARTMARX CORP                  COM              417119104        9     2200 SH       DEFINED 01                    2200
HASBRO, INC                    COM              418056107    22651  1188223 SH       DEFINED 01                 1188223
HAVERTY FURNITURE COS, INC     COM              419596101     2102   166500 SH       DEFINED 01                  166500
HAWAIIAN ELECTRIC INDUSTRIES,  COM              419870100     6231   215793 SH       DEFINED 01                  215793
HAYES LEMMERZ INTERNATIONAL, I COM              420781106     2432   139480 SH       DEFINED 01                  139480
HEALTH CARE PROPERTY INVESTORS COM              421915109     7321   306630 SH       DEFINED 01                  306630
HEALTHSOUTH CORP               COM              421924101    19073  3548524 SH       DEFINED 01                 3548524
HEALTH MANAGEMENT ASSOCIATES,  COM              421933102   125197  9360503 SH       DEFINED 01                 9360503
HEALTHCARE REALTY TRUST, INC   COM              421946104     2742   175500 SH       DEFINED 01                  175500
HEALTHPLAN SERVICES CORP       COM              421959107       15     4200 SH       DEFINED 01                    4200
HEALTH CARE REIT, INC          COM              42217K106     1758   116205 SH       DEFINED 01                  116205
HEALTH MANAGEMENT SYSTEMS, INC COM              42219M100       22     3500 SH       DEFINED 01                    3500
HEALTHEON/WEBMD CORP           COM              422209106     3109    82902 SH       DEFINED 01                   82902
HEARST-ARGYLE TELEVISION, INC  COM              422317107     8015   301030 SH       DEFINED 01                  301030
HEARTLAND EXPRESS, INC         COM              422347104     1937   123007 SH       DEFINED 01                  123007
HECLA MINING CO                COM              422704106      130    83000 SH       DEFINED 01                   83000
HEICO CORP                     COM              422806109      102     4673 SH       DEFINED 01                    4673
HEICO CORP (CLASS A)           COM              422806208        1       50 SH       DEFINED 01                      50
HEIDRICK & STRUGGLES INTL IN   COM              422819102      418     9900 SH       DEFINED 01                    9900
HEILIG MEYERS CO               COM              422893107      194    70587 SH       DEFINED 01                   70587
HEINZ (H.J.) CO                COM              423074103   101881  2559025 SH       DEFINED 01                 2559025
HELIX TECHNOLOGY CORP          COM              423319102     7493   167200 SH       DEFINED 01                  167200
HELLER FINANCIAL, INC          COM              423328103     5189   258617 SH       DEFINED 01                  258617
HELMERICH & PAYNE, INC         COM              423452101    13466   617349 SH       DEFINED 01                  617349
HEMISPHERX BIOPHARMA, INC      COM              42366C103      298    30000 SH       DEFINED 01                   30000
JACK HENRY & ASSOCIATES, INC   COM              426281101     2802    52200 SH       DEFINED 01                   52200
HERBALIFE INTERNATIONAL, INC ( COM              426908208      162    11283 SH       DEFINED 01                   11283
HERBALIFE INTERNATIONAL, INC ( COM              426908307       28     2066 SH       DEFINED 01                    2066
HERCULES, INC                  COM              427056106    22944   823100 SH       DEFINED 01                  823100
HERSHEY FOODS CORP             COM              427866108    23617   497200 SH       DEFINED 01                  497200
HERTZ CORP (CLASS A)           COM              428040109     7614   151895 SH       DEFINED 01                  151895
HESKA CORP                     COM              42805E108        6     2600 SH       DEFINED 01                    2600
HEWLETT-PACKARD CO             COM              428236103   839181  7365279 SH       DEFINED 01                 7365279
HEXCEL CORP                    COM              428291108     1083   194730 SH       DEFINED 01                  194730
HI / FN INC                    COM              428358105     2298    59300 SH       DEFINED 01                   59300
HIBERNIA CORP (CLASS A)        COM              428656102    11817  1112158 SH       DEFINED 01                 1112158
HIGHLANDS INSURANCE GROUP, INC COM              431032101       87     9150 SH       DEFINED 01                    9150
HIGHWAYMASTER COMMUNICATIONS,  COM              431263102       45    19900 SH       DEFINED 01                   19900
HIGHWOODS PROPERTIES, INC      COM              431284108     9544   410500 SH       DEFINED 01                  410500
HILB, ROGAL & HAMILTON CO      COM              431294107     1290    45662 SH       DEFINED 01                   45662
HILLENBRAND INDUSTRIES, INC    COM              431573104     8272   261037 SH       DEFINED 01                  261037
HILTON HOTELS CORP             COM              432848109    11731  1218777 SH       DEFINED 01                 1218777
HINES HORTICULTURE, INC        COM              433245107       11     1300 SH       DEFINED 01                    1300
HISPANIC BROADCASTING CORP     COM              43357B104    24862   269600 SH       DEFINED 01                  269600
HOLLINGER INTERNATIONAL, INC   COM              435569108      430    33200 SH       DEFINED 01                   33200
HOLLY CORP                     COM              435758305       19     1400 SH       DEFINED 01                    1400
HOLLYWOOD ENTERTAINMENT CORP   COM              436141105     4672   322200 SH       DEFINED 01                  322200
HOLLYWOOD PARK, INC            COM              436255103     3976   177200 SH       DEFINED 01                  177200
HOLOGIC, INC                   COM              436440101       10     1700 SH       DEFINED 01                    1700
HOME DEPOT, INC                COM              437076102  1347131 19648221 SH       DEFINED 01                19648221
HOME PROPERTIES OF NEW YORK, I COM              437306103      597    21760 SH       DEFINED 01                   21760
HOMEBASE, INC                  COM              43738E108      204    66550 SH       DEFINED 01                   66550
HOMESTAKE MINING CO            COM              437614100     6636   849424 SH       DEFINED 01                  849424
HOMESTEAD VILLAGE, INC         COM              437851108       19     9046 SH       DEFINED 01                    9046
HON INDUSTRIES, INC            COM              438092108     9205   419600 SH       DEFINED 01                  419600
HONEYWELL INT'L, INC           COM              438516106   832024 14422946 SH       DEFINED 01                14422946
HOOPER HOLMES, INC             COM              439104100     3832   148800 SH       DEFINED 01                  148800
HORACE MANN EDUCATORS CORP     COM              440327104     1388    70732 SH       DEFINED 01                   70732
HORIZON GROUP PROPERTIES, INC  COM              44041U102        0      118 SH       DEFINED 01                     118
HORIZON OFFSHORE, INC          COM              44043J105     1499   278800 SH       DEFINED 01                  278800
HORMEL FOODS CORP              COM              440452100    15314   376957 SH       DEFINED 01                  376957
HOSPITALITY PROPERTIES TRUST   COM              44106M102     5934   311300 SH       DEFINED 01                  311300
HOST MARRIOTT CORP (NEW)       COM              44107P104    10780  1306712 SH       DEFINED 01                 1306712
HOUGHTON MIFFLIN CO            COM              441560109     4012    95100 SH       DEFINED 01                   95100
HOUSEHOLD INTERNATIONAL, INC   COM              441815107   130406  3500835 SH       DEFINED 01                 3500835
HOUSTON EXPLORATION CO         COM              442120101     1069    53937 SH       DEFINED 01                   53937
HOWMET INTERNATIONAL, INC      COM              443208103     3608   199752 SH       DEFINED 01                  199752
HUBBELL, INC (CLASS B)         COM              443510201     3669   134626 SH       DEFINED 01                  134626
HUDSON RIV BANCORP INC         COM              444128102        8      800 SH       DEFINED 01                     800
HUDSON UNITED BANCORP          COM              444165104    15702   614245 SH       DEFINED 01                  614245
HUGHES SUPPLY, INC             COM              444482103     3275   151900 SH       DEFINED 01                  151900
HUMANA, INC                    COM              444859102     4076   497775 SH       DEFINED 01                  497775
HUMAN GENOME SCIENCES, INC     COM              444903108    19185   125700 SH       DEFINED 01                  125700
HUNT (J.B.) TRANSPORT SERVICES COM              445658107     3722   268850 SH       DEFINED 01                  268850
HUNTINGTON BANCSHARES, INC     COM              446150104    33036  1383725 SH       DEFINED 01                 1383725
HUSSMANN INTERNATIONAL, INC    COM              448110106     8135   540053 SH       DEFINED 01                  540053
HUTCHINSON TECHNOLOGY, INC     COM              448407106     3491   164300 SH       DEFINED 01                  164300
HUTTIG BUILDING PRODUCTS, INC  COM              448451104      389    78771 SH       DEFINED 01                   78771
ICN PHARMACEUTICALS, INC       COM              448924100    14462   571348 SH       DEFINED 01                  571348
IDT CORP                       COM              448947101     2458   130200 SH       DEFINED 01                  130200
HYPERCOM CORP                  COM              44913M105      753    75300 SH       DEFINED 01                   75300
HYPERION SOLUTIONS CORP        COM              44914M104     5754   132280 SH       DEFINED 01                  132280
IBP, INC                       COM              449223106    11704   650200 SH       DEFINED 01                  650200
ICG COMMUNICATIONS, INC        COM              449246107    15476   825372 SH       DEFINED 01                  825372
ICICI LTD SPONS ADR            ADR              44926P103     3540   255100 SH       DEFINED 01                  255100
ICOS CORP                      COM              449295104     7390   252650 SH       DEFINED 01                  252650
I-CABLE COMMUNICATIONS LTD     ADR              44934B104     5013   200000 SH       DEFINED 01                  200000
IDEC PHARMACEUTICALS CORP      COM              449370105    18294   186200 SH       DEFINED 01                  186200
IDG BOOKS WORLDWIDE, INC       COM              449384106       29     2500 SH       DEFINED 01                    2500
IDX SYSTEMS CORP               COM              449491109     2688    86000 SH       DEFINED 01                   86000
IGEN INTERNATIONAL, INC        COM              449536101      541    18200 SH       DEFINED 01                   18200
IHOP CORP (NEW)                COM              449623107     2290   137200 SH       DEFINED 01                  137200
IMC GLOBAL, INC                COM              449669100    10385   634196 SH       DEFINED 01                  634196
IMC GLOBAL, INC WTS 12/22/00                    449669118        5    58362 SH       DEFINED 01                   58362
IMCO RECYCLING, INC            COM              449681105     1181    93560 SH       DEFINED 01                   93560
IPC COMMUNICATIONS INC         COM              44980K206     1186    16700 SH       DEFINED 01                   16700
IMS HEALTH, INC                COM              449934108    74019  2722521 SH       DEFINED 01                 2722521
IRI INTERNATIONAL CORP         COM              45004F107     1000   249905 SH       DEFINED 01                  249905
IRT PROPERTY CO                COM              450058102     1626   208100 SH       DEFINED 01                  208100
ISS GROUP, INC                 COM              450306105    11714   164700 SH       DEFINED 01                  164700
ITC DELTACOM, INC              COM              45031T104     5442   197000 SH       DEFINED 01                  197000
ITI TECHNOLOGIES, INC          COM              450564109      429    14300 SH       DEFINED 01                   14300
ITT EDUCATIONAL SERVICES, INC  COM              45068B109      840    54400 SH       DEFINED 01                   54400
ITT INDUSTRIES, INC            COM              450911102    22946   686236 SH       DEFINED 01                  686236
IDACORP, INC                   COM              451107106     9232   344300 SH       DEFINED 01                  344300
IDEX CORP                      COM              45167R104     1808    59530 SH       DEFINED 01                   59530
IDEXX LABORATORIES, INC        COM              45168D104     2641   163800 SH       DEFINED 01                  163800
IKON OFFICE SOLUTIONS, INC     COM              451713101     6941  1018800 SH       DEFINED 01                 1018800
IKOS SYSTEMS, INC              COM              451716203      147    15200 SH       DEFINED 01                   15200
IDENTIX, INC                   COM              451906101      256    28300 SH       DEFINED 01                   28300
ILLINOIS TOOL WORKS, INC       COM              452308109   124988  1849963 SH       DEFINED 01                 1849963
ILLINOVA CORP                  COM              452317100     5370   154520 SH       DEFINED 01                  154520
IMATION CORP                   COM              45245A107    14647   436422 SH       DEFINED 01                  436422
IMCLONE SYSTEMS, INC           COM              45245W109     6851   172900 SH       DEFINED 01                  172900
IMMUNE RESPONSE CORP           COM              45252T106       23     5200 SH       DEFINED 01                    5200
IMMUCOR, INC                   COM              452526106     3133   237600 SH       DEFINED 01                  237600
IMMUNEX CORP                   COM              452528102    41172   376000 SH       DEFINED 01                  376000
IMPAC MORTGAGE HOLDINGS, INC   COM              45254P102        7     1800 SH       DEFINED 01                    1800
IMPATH, INC                    COM              45255G101      361    14200 SH       DEFINED 01                   14200
IMPERIAL BANCORP               COM              452556103    34847  1444452 SH       DEFINED 01                 1444452
IMPERIAL CREDIT COMM MRTG IN   COM              45272T102     1572   138200 SH       DEFINED 01                  138200
IMPERIAL CREDIT INDUSTRIES, IN COM              452729106      695   111200 SH       DEFINED 01                  111200
IMMUNOMEDICS, INC              COM              452907108      984    80300 SH       DEFINED 01                   80300
IN FOCUS SYSTEMS, INC          COM              452919103     4086   176200 SH       DEFINED 01                  176200
IMPERIAL OIL LTD               COM              453038408    20996   981464 SH       DEFINED 01                  981464
IMPERIAL SUGAR CO              COM              453096109       28     8538 SH       DEFINED 01                    8538
IMRGLOBAL CORP                 COM              45321W106     3992   317800 SH       DEFINED 01                  317800
INACOM CORP                    COM              45323G109     1875   256421 SH       DEFINED 01                  256421
INCO LTD CO                    COM              453258402    11420   489781 SH       DEFINED 01                  489781
INCYTE PHARMACEUTICALS, INC    COM              45337C102     6588   109800 SH       DEFINED 01                  109800
INDEPENDENCE COMMUNITY BANK CO COM              453414104     2791   223300 SH       DEFINED 01                  223300
INDEPENDENT BANK CORP          COM              453836108      602    48169 SH       DEFINED 01                   48169
INDIANA ENERGY, INC            COM              454707100     3588   202166 SH       DEFINED 01                  202166
INDUS INTERNATIONAL, INC       COM              45578L100      149    12200 SH       DEFINED 01                   12200
INDUSTRI-MATEMATIK INTERNATION COM              455792101       41     6700 SH       DEFINED 01                    6700
INDYMAC MORTGAGE HOLDINGS, INC COM              456607100    11314   887380 SH       DEFINED 01                  887380
INFINITY BROADCASTING CORP (CL COM              45662S102    70535  1949155 SH       DEFINED 01                 1949155
INET TECHNOLOGIES, INC         COM              45662V105     2138    30600 SH       DEFINED 01                   30600
INFOCURE CORP                  COM              45665A108     7638   244900 SH       DEFINED 01                  244900
INFORMATICA CORP               COM              45666Q102     3361    31600 SH       DEFINED 01                   31600
INFORMATION HOLDINGS, INC      COM              456727106       17      600 SH       DEFINED 01                     600
INFORMIX CORP                  COM              456779107    18314  1601250 SH       DEFINED 01                 1601250
INFOSPACE.COM, INC             COM              45678T102    41495   193900 SH       DEFINED 01                  193900
INFOUSA, INC                   COM              456818301     2348   168500 SH       DEFINED 01                  168500
INGERSOLL-RAND CO              COM              456866102    54170   983800 SH       DEFINED 01                  983800
INFORMATION RESOURCES, INC     COM              456905108      346    37400 SH       DEFINED 01                   37400
INGLES MARKETS, INC (CLASS A)  COM              457030104       17     1500 SH       DEFINED 01                    1500
INGRAM MICRO, INC (CLASS A)    COM              457153104     5625   428550 SH       DEFINED 01                  428550
INHALE THERAPEUTIC SYSTEMS     COM              457191104     1422    33400 SH       DEFINED 01                   33400
INKTOMI CORP                   COM              457277101    38011   428296 SH       DEFINED 01                  428296
INNKEEPERS U.S.A. TRUST        COM              4576J0104     1523   186000 SH       DEFINED 01                  186000
INNOVEX, INC                   COM              457647105       77     8200 SH       DEFINED 01                    8200
INSIGHT ENTERPRISES, INC       COM              45765U103    17548   431959 SH       DEFINED 01                  431959
INPUT/OUTPUT, INC              COM              457652105     1480   292374 SH       DEFINED 01                  292374
INPRISE CORP                   COM              45766C102      146    13237 SH       DEFINED 01                   13237
INSITUFORM TECHNOLOGIES, INC ( COM              457667103     7582   268400 SH       DEFINED 01                  268400
INSIGNIA FINANCIAL GROUP, INC  COM              45767A105     1150   132344 SH       DEFINED 01                  132344
INSO CORP                      COM              457674109       97     3000 SH       DEFINED 01                    3000
INSPIRE INSURANCE SOLUTIONS, I COM              457732105      319    69350 SH       DEFINED 01                   69350
INSURANCE AUTO AUCTIONS, INC   COM              457875102      192    12200 SH       DEFINED 01                   12200
INTEGRATED ELECTRICAL SERVICES COM              45811E103      995    98900 SH       DEFINED 01                   98900
INTEGRATED DEVICE TECHNOLOGY,  COM              458118106    30331  1045900 SH       DEFINED 01                 1045900
INTEGRATED HEALTH SERVICES, IN COM              45812C106       32   359611 SH       DEFINED 01                  359611
INTEGRATED SYSTEMS, INC        COM              45812M104     1980    59000 SH       DEFINED 01                   59000
INTEGRATED SILICON SOLUTION, I COM              45812P107       38     2300 SH       DEFINED 01                    2300
INTEL CORP                     COM              458140100  2922534 35505347 SH       DEFINED 01                35505347
INTELLIGROUP, INC              COM              45816A106       84     3400 SH       DEFINED 01                    3400
INTER-TEL, INC                 COM              458372109     4451   178025 SH       DEFINED 01                  178025
INTERDIGITAL COMMUNICATIONS CO COM              45866A105    25769   343586 SH       DEFINED 01                  343586
INTERFACE, INC (CLASS A)       COM              458665106     1695   294700 SH       DEFINED 01                  294700
INTERIM SERVICES, INC          COM              45868P100    11531   465900 SH       DEFINED 01                  465900
INTERGRAPH CORP                COM              458683109      547   116665 SH       DEFINED 01                  116665
INTERMEDIA COMMUNICATIONS, INC COM              458801107    16422   423113 SH       DEFINED 01                  423113
INTERMET CORP                  COM              45881K104     2549   219300 SH       DEFINED 01                  219300
INTERNATIONAL ALUMINUM CORP    COM              458884103     2728   116100 SH       DEFINED 01                  116100
INTERNATIONAL BANCSHARES CORP  COM              459044103     2184    49350 SH       DEFINED 01                   49350
INTERNATIONAL BUSINESS MACHINE COM              459200101  2074863 19211694 SH       DEFINED 01                19211694
INTERNATIONAL FIBERCOM, INC    COM              45950T101     1141   144900 SH       DEFINED 01                  144900
INT'L FLAVORS & FRAGRANCES, IN COM              459506101    29539   782487 SH       DEFINED 01                  782487
INTERNATIONAL HOME FOODS, INC  COM              459655106     5026   289242 SH       DEFINED 01                  289242
INTERNATIONAL GAME TECHNOLOGY  COM              459902102    13371   658265 SH       DEFINED 01                  658265
INTERNATIONAL MULTIFOODS CORP  COM              460043102     1656   125000 SH       DEFINED 01                  125000
INTERNATIONAL PAPER CO         COM              460146103   134620  2385289 SH       DEFINED 01                 2385289
INTERNATIONAL RECTIFIER CORP   COM              460254105     8364   321700 SH       DEFINED 01                  321700
INTERNATIONAL SPEEDWAY CORP (C COM              460335201     2042    40533 SH       DEFINED 01                   40533
INTERNATIONAL SPECIALTY PRODUC COM              460337108     2098   228400 SH       DEFINED 01                  228400
INTERNEURON PHARMACEUTICALS, I COM              460573108       45     7800 SH       DEFINED 01                    7800
INTERNET CAPITAL GROUP, INC    COM              46059C106      364     2140 SH       DEFINED 01                    2140
INTERNET INITIATIVE JAPAN, INC ADR              46059T109    10302   106000 SH       DEFINED 01                  106000
INTERPOOL, INC                 COM              46062R108      460    61900 SH       DEFINED 01                   61900
INTERPUBLIC GROUP OF COS, INC  COM              460690100   198521  3441314 SH       DEFINED 01                 3441314
INTERSTATE BAKERIES CORP       COM              46072H108     4780   263711 SH       DEFINED 01                  263711
INTERSTATE HOTELS CORP         COM              46088R108        6     1841 SH       DEFINED 01                    1841
INTERWEST BANCORP, INC         COM              460931108      655    34050 SH       DEFINED 01                   34050
INTERTAN, INC                  COM              461120107     2670   102200 SH       DEFINED 01                  102200
INTERVU, INC                   COM              46114R106     7676    73100 SH       DEFINED 01                   73100
INTERVOICE-BRITE, INC          COM              461142101     4962   213400 SH       DEFINED 01                  213400
INTIMATE BRANDS, INC (CLASS A) COM              461156101     7740   179482 SH       DEFINED 01                  179482
INTRAWARE, INC                 COM              46118M103     9273   116000 SH       DEFINED 01                  116000
INTUIT, INC                    COM              461202103    65825  1098220 SH       DEFINED 01                 1098220
INVACARE CORP                  COM              461203101     3254   162200 SH       DEFINED 01                  162200
INVESTMENT TECHNOLOGY GROUP, I COM              46145F105     2462    85645 SH       DEFINED 01                   85645
INVITROGEN CORP                COM              46185R100     1200    20000 SH       DEFINED 01                   20000
INVESTORS FINANCIAL SERVICES C COM              461915100     2695    58578 SH       DEFINED 01                   58578
IOMEGA CORP                    COM              462030107     5860  1736304 SH       DEFINED 01                 1736304
IONICS, INC                    COM              462218108      217     7700 SH       DEFINED 01                    7700
IPALCO ENTERPRISES, INC        COM              462613100     3550   208034 SH       DEFINED 01                  208034
IRON MOUNTAIN, INC             COM              46284P104     3408    86700 SH       DEFINED 01                   86700
IRWIN FINANCIAL CORP           COM              464119106      620    34800 SH       DEFINED 01                   34800
ISIS PHARMACEUTICALS, INC      COM              464330109     1266   202520 SH       DEFINED 01                  202520
ISLE OF CAPRI CASINOS, INC     COM              464592104        1       50 SH       DEFINED 01                      50
ISOLYSER CO, INC               COM              464888106       10     3200 SH       DEFINED 01                    3200
IT GROUP, INC                  COM              465266104     1384   150605 SH       DEFINED 01                  150605
ITRON, INC                     COM              465741106       40     6500 SH       DEFINED 01                    6500
ITURF, INC                     COM              46575Q100      461    37082 SH       DEFINED 01                   37082
I2 TECHNOLOGIES, INC           COM              465754109    54290   278410 SH       DEFINED 01                  278410
IVAX CORP                      COM              465823102    17386   675184 SH       DEFINED 01                  675184
IVEX PACKAGING CORP            COM              465855104     1692   169200 SH       DEFINED 01                  169200
IVILLAGE, INC                  COM              46588H105     2647   130700 SH       DEFINED 01                  130700
JDN REALTY CORP                COM              465917102     2142   132850 SH       DEFINED 01                  132850
JPM CO                         COM              465933109        1      100 SH       DEFINED 01                     100
J & J SNACK FOODS CORP         COM              466032109     2198   107200 SH       DEFINED 01                  107200
JDS UNIPHASE CORP              COM              46612J101   356722  2211374 SH       DEFINED 01                 2211374
JDA SOFTWARE GROUP, INC        COM              46612K108     2274   138900 SH       DEFINED 01                  138900
JLK DIRECT DISTRIBUTION, INC ( COM              46621C105      246    23900 SH       DEFINED 01                   23900
JLG INDUSTRIES, INC            COM              466210101     6719   421566 SH       DEFINED 01                  421566
JP REALTY, INC                 COM              46624A106     1439    92100 SH       DEFINED 01                   92100
JSB FINANCIAL, INC             COM              46624M100     1647    31746 SH       DEFINED 01                   31746
JABIL CIRCUIT, INC             COM              466313103    26069   357116 SH       DEFINED 01                  357116
JACK IN THE BOX, INC           COM              466367109     7403   357869 SH       DEFINED 01                  357869
JACOBS ENGINEERING GROUP, INC  COM              469814107     4946   152197 SH       DEFINED 01                  152197
JACOBSON STORES, INC           COM              469834105       20     3450 SH       DEFINED 01                    3450
CLEAR CHANNEL WTS 09/18/01                      469858138     3584   224000 SH       DEFINED 01                  224000
JAKKS PACIFIC, INC             COM              47012E106     1602    85700 SH       DEFINED 01                   85700
JEFFERIES GROUP, INC (NEW)     COM              472319102      858    39000 SH       DEFINED 01                   39000
JEFFERSON SAVINGS BANCORP, INC COM              474900107       11     1000 SH       DEFINED 01                    1000
JEFFERSON-PILOT CORP           COM              475070108    45159   661671 SH       DEFINED 01                  661671
JO-ANN STORES, INC (CLASS A)   COM              47758P109      974    86541 SH       DEFINED 01                   86541
JO-ANN STORES, INC (CLASS B)   COM              47758P208     2386   237100 SH       DEFINED 01                  237100
JOHN NUVEEN CO (CLASS A)       COM              478035108     1507    41783 SH       DEFINED 01                   41783
JOHNS MANVILLE CORP            COM              478129109     2065   147500 SH       DEFINED 01                  147500
JOHNSON & JOHNSON CO           COM              478160104  1117438 11999334 SH       DEFINED 01                11999334
JOHNSON CONTROLS, INC          COM              478366107    42296   743669 SH       DEFINED 01                  743669
JONES APPAREL GROUP, INC       COM              480074103    39079  1440702 SH       DEFINED 01                 1440702
JONES LANG LA SALLE            COM              48020Q107     2265   190696 SH       DEFINED 01                  190696
JONES INTERCABLE, INC (CLASS A COM              480206200     8609   124200 SH       DEFINED 01                  124200
JONES PHARMACEUTICAL, INC      COM              480236108    16191   372750 SH       DEFINED 01                  372750
JOSTENS, INC                   COM              481088102    11256   462981 SH       DEFINED 01                  462981
JOURNAL REGISTER CO            COM              481138105     1555   100738 SH       DEFINED 01                  100738
JUNO LIGHTING, INC (W/I)       COM              482047206       98     9454 SH       DEFINED 01                    9454
JUNO ONLINE SERVICES, INC      COM              482048105     1571    44267 SH       DEFINED 01                   44267
JUST FOR FEET, INC             COM              48213P106        0    59200 SH       DEFINED 01                   59200
JUSTIN INDUSTRIES, INC         COM              482171105     1874   126000 SH       DEFINED 01                  126000
KCS ENERGY, INC                COM              482434206        6     6800 SH       DEFINED 01                    6800
KLA-TENCOR CORP                COM              482480100    75432   677283 SH       DEFINED 01                  677283
K MART CORP                    COM              482584109    37987  3775098 SH       DEFINED 01                 3775098
K-SWISS, INC (CLASS A)         COM              482686102       22     1200 SH       DEFINED 01                    1200
K2, INC                        COM              482732104      425    55705 SH       DEFINED 01                   55705
KV PHARMACEUTICAL CO (CLASS B) COM              482740107      928    43272 SH       DEFINED 01                   43272
KAISER ALUMINUN CORP           COM              483007100     1278   166300 SH       DEFINED 01                  166300
KAMAN CORP (CLASS A)           COM              483548103     1672   129900 SH       DEFINED 01                  129900
KANSAS CITY LIFE INSURANCE CO  COM              484836101      746    22100 SH       DEFINED 01                   22100
KANSAS CITY POWER & LIGHT CO   COM              485134100    10998   498504 SH       DEFINED 01                  498504
KANSAS CITY SOUTHERN INDUSTRIE COM              485170104    64834   868792 SH       DEFINED 01                  868792
KAUFMAN & BROAD HOME CORP      COM              486168107     7492   309759 SH       DEFINED 01                  309759
KAYDON CORP                    COM              486587108     5566   207600 SH       DEFINED 01                  207600
KEANE, INC                     COM              486665102     9933   312855 SH       DEFINED 01                  312855
KEEBLER FOODS CO               COM              487256109     7656   272206 SH       DEFINED 01                  272206
KELLOGG CO                     COM              487836108    50677  1644703 SH       DEFINED 01                 1644703
KELLSTROM INDUSTRIES, INC      COM              488035106      725    79500 SH       DEFINED 01                   79500
KELLWOOD CO                    COM              488044108     3563   183290 SH       DEFINED 01                  183290
KELLY SERVICES, INC (CLASS A)  COM              488152208     5929   235995 SH       DEFINED 01                  235995
KEMET CORP                     COM              488360108    12944   287243 SH       DEFINED 01                  287243
KENDLE INTERNATIONAL, INC      COM              48880L107       13     1300 SH       DEFINED 01                    1300
KENNAMETAL, INC                COM              489170100     6245   185729 SH       DEFINED 01                  185729
KENT ELECTRONICS CORP          COM              490553104     4359   191600 SH       DEFINED 01                  191600
KERR-MCGEE CORP                COM              492386107    48578   783515 SH       DEFINED 01                  783515
KEY ENERGY SERVICES, INC       COM              492914106     2757   531519 SH       DEFINED 01                  531519
KEYCORP                        COM              493267108    64849  2931044 SH       DEFINED 01                 2931044
KEYSPAN CORP                   COM              49337W100    25795  1112451 SH       DEFINED 01                 1112451
KEYSTONE AUTOMOTIVE INDUSTRIES COM              49338N109      125    21300 SH       DEFINED 01                   21300
KEYSTONE FINANCIAL, INC        COM              493482103     4513   214282 SH       DEFINED 01                  214282
KILROY REALTY CORP             COM              49427F108     4016   182526 SH       DEFINED 01                  182526
KIMBALL INTERNATIONAL, INC (CL COM              494274103     7136   432496 SH       DEFINED 01                  432496
KIMBERLY-CLARK CORP            COM              494368103   254002  3892754 SH       DEFINED 01                 3892754
KIMCO REALTY CORP              COM              49446R109    11067   326700 SH       DEFINED 01                  326700
KINDER MORGAN, INC             COM              49455P101     7670   379950 SH       DEFINED 01                  379950
KING PHARMACEUTICALS, INC      COM              495582108    10798   192600 SH       DEFINED 01                  192600
KINROSS GOLD CORP              COM              496902107       73    39187 SH       DEFINED 01                   39187
KIRBY CORP                     COM              497266106     1668    81372 SH       DEFINED 01                   81372
KITTY HAWK, INC                COM              498326107       39     5600 SH       DEFINED 01                    5600
KNIGHT-RIDDER, INC             COM              499040103    19814   333005 SH       DEFINED 01                  333005
KNIGHT TRANSPORTATION, INC     COM              499064103     1574    91900 SH       DEFINED 01                   91900
KNIGHT/TRIMARK GROUP, INC      COM              499067106    38395   834672 SH       DEFINED 01                  834672
KOGER EQUITY, INC              COM              500228101     2298   136200 SH       DEFINED 01                  136200
KOHL'S CORP                    COM              500255104    79343  1099129 SH       DEFINED 01                 1099129
KOMAG, INC                     COM              500453105     2220   710450 SH       DEFINED 01                  710450
KONOVER PROPERTY TRUST, INC    COM              50047R100        9     1500 SH       DEFINED 01                    1500
KOPIN CORP                     COM              500600101     2444    58200 SH       DEFINED 01                   58200
KORN FERRY INTERNATIONAL       COM              500643200     1251    34400 SH       DEFINED 01                   34400
KROGER CO                      COM              501044101   129162  6843032 SH       DEFINED 01                 6843032
KROLL- O'GARA CO               COM              501050108       79     4800 SH       DEFINED 01                    4800
KRONOS, INC                    COM              501052104     6057   100950 SH       DEFINED 01                  100950
KULICHE & SOFFA INDUSTRIES, IN COM              501242101     6941   163075 SH       DEFINED 01                  163075
LINEA AEREA NACIONAL CHILE S.A ADR              501723100     1592   210500 SH       DEFINED 01                  210500
LCA-VISION, INC                COM              501803209      776   165458 SH       DEFINED 01                  165458
LCC INTERNATIONAL, INC (CLASS  COM              501810105      140     7000 SH       DEFINED 01                    7000
LOUISVILLE GAS & ELECTRIC ENER COM              501917108    17961  1030042 SH       DEFINED 01                 1030042
LTV CORP                       COM              501921100     3559   862800 SH       DEFINED 01                  862800
LHS GROUP, INC                 COM              501938104     4198   170900 SH       DEFINED 01                  170900
LNR PROPERTY CORP              COM              501940100     7422   373410 SH       DEFINED 01                  373410
LSI INDUSTRIES, INC            COM              50216C108      415    19200 SH       DEFINED 01                   19200
LSI LOGIC CORP                 COM              502161102   156230  2314522 SH       DEFINED 01                 2314522
LTC HEALTHCARE, INC            COM              50217R104        1      550 SH       DEFINED 01                     550
LTC PROPERTIES, INC            COM              502175102      186    22100 SH       DEFINED 01                   22100
LTX CORP                       COM              502392103     5840   261000 SH       DEFINED 01                  261000
L-3 COMMUNICATIONS HOLDINGS, I COM              502424104    10048   241400 SH       DEFINED 01                  241400
LA-Z-BOY, INC                  COM              505336107     6084   361900 SH       DEFINED 01                  361900
LABORATORIO CHILE ADR          ADR              50540H104     1599    87900 SH       DEFINED 01                   87900
LABONE, INC                    COM              50540L105     2584   375826 SH       DEFINED 01                  375826
LABORATORY CORP OF AMERICA HOL COM              50540R102     2193   594764 SH       DEFINED 01                  594764
LABOR READY, INC               COM              505401208     2626   216575 SH       DEFINED 01                  216575
LACLEDE GAS CO                 COM              505588103     2640   122100 SH       DEFINED 01                  122100
LADD FURNITURE, INC            COM              505739201       27     1367 SH       DEFINED 01                    1367
LADISH CO, INC                 COM              505754200      123    19300 SH       DEFINED 01                   19300
LAFARGE CORP                   COM              505862102     6409   232001 SH       DEFINED 01                  232001
LAIDLAW, INC                   COM              50730K503     4199   805478 SH       DEFINED 01                  805478
LAKES GAMING, INC              COM              51206P109      438    55137 SH       DEFINED 01                   55137
LAM RESEARCH CORP              COM              512807108    27127   243159 SH       DEFINED 01                  243159
LAMAR ADVERTISING CO (CLASS A) COM              512815101    17996   297150 SH       DEFINED 01                  297150
LANCASTER COLONY CORP          COM              513847103    14920   450429 SH       DEFINED 01                  450429
LANCE, INC                     COM              514606102     2509   250932 SH       DEFINED 01                  250932
LANDAUER, INC                  COM              51476K103     1026    46898 SH       DEFINED 01                   46898
LANDAMERICA FINANCIAL GROUP, I COM              514936103     1776    96640 SH       DEFINED 01                   96640
LANDRY'S SEAFOOD RESTAURANTS,  COM              51508L103     1456   167589 SH       DEFINED 01                  167589
LAND'S END, INC                COM              515086106     2921    84064 SH       DEFINED 01                   84064
LANDSTAR SYSTEM, INC           COM              515098101     6687   156194 SH       DEFINED 01                  156194
LANIER WORLDWIDE, INC          COM              51589L105     2379   613849 SH       DEFINED 01                  613849
LASERSIGHT, INC                COM              517924106      872    87200 SH       DEFINED 01                   87200
LASALLE HOTEL PROPERTIES       COM              517942108      872    74600 SH       DEFINED 01                   74600
LASER VISION CENTERS, INC      COM              51807H100     2228   210900 SH       DEFINED 01                  210900
LASON, INC                     COM              51808R107     1293   117500 SH       DEFINED 01                  117500
LATITUDE COMMUNICATIONS, INC   COM              518292107      499    19100 SH       DEFINED 01                   19100
LATTICE SEMICONDUCTOR CORP     COM              518415104    18154   385222 SH       DEFINED 01                  385222
LAUDER (ESTEE) CO (CLASS A)    COM              518439104    33098   656220 SH       DEFINED 01                  656220
LAUNCH MEDIA, INC              COM              518567102     1441    76100 SH       DEFINED 01                   76100
LAWSON PRODUCTS, INC           COM              520776105     2234    96600 SH       DEFINED 01                   96600
LEAP WIRELESS INTERNATIONAL, I COM              521863100    11299   143942 SH       DEFINED 01                  143942
LEAR CORP                      COM              521865105    15905   497040 SH       DEFINED 01                  497040
LEARN2.COM, INC                COM              522002104      604   184000 SH       DEFINED 01                  184000
LEARNING TREE INTERNATIONAL, I COM              522015106     2201    78600 SH       DEFINED 01                   78600
LEASING SOLUTIONS, INC         COM              522113109        0     3900 SH       DEFINED 01                    3900
LEE ENTERPRISES, INC           COM              523768109    10746   336456 SH       DEFINED 01                  336456
LEGATO SYSTEMS, INC            COM              524651106    49710   722394 SH       DEFINED 01                  722394
LEGGETT & PLATT, INC           COM              524660107    20747   967768 SH       DEFINED 01                  967768
LEGG MASON, INC                COM              524901105    10863   299664 SH       DEFINED 01                  299664
LEHMAN BROTHERS HOLDINGS, INC  COM              524908100    55660   657239 SH       DEFINED 01                  657239
LENNAR CORP                    COM              526057104     5258   323555 SH       DEFINED 01                  323555
LEUCADIA NATIONAL CORP         COM              527288104     6306   272700 SH       DEFINED 01                  272700
LEVEL 3 COMMUNICATIONS, INC    COM              52729N100   162744  1987708 SH       DEFINED 01                 1987708
LEXINGTON CORPORATE PROPERTIES COM              529043101       31     3400 SH       DEFINED 01                    3400
LEXMARK INTERNATIONAL GROUP (C COM              529771107    76171   841668 SH       DEFINED 01                  841668
LIBBEY, INC                    COM              529898108     3866   134465 SH       DEFINED 01                  134465
LIBERTY CORP                   COM              530370105     2439    57814 SH       DEFINED 01                   57814
LIBERTY DIGITAL, INC (CLASS A) COM              530436104     9170   123500 SH       DEFINED 01                  123500
LIBERTY FINANCIAL COS, INC     COM              530512102      397    17300 SH       DEFINED 01                   17300
LIBERTY PROPERTY TRUST CO      COM              531172104     8255   340400 SH       DEFINED 01                  340400
LIFEPOINT HOSPITALS, INC       COM              53219L109     3224   272940 SH       DEFINED 01                  272940
LIGAND PHARMACEUTICALS CO (CLA COM              53220K207     4983   387040 SH       DEFINED 01                  387040
LILLY (ELI) & CO               COM              532457108   623548  9376658 SH       DEFINED 01                 9376658
LILLY INDUSTRIES, INC (CLASS A COM              532491107     3360   250033 SH       DEFINED 01                  250033
LIMITED, INC                   COM              532716107   162753  3757641 SH       DEFINED 01                 3757641
LINCARE HOLDINGS, INC          COM              532791100    16524   476380 SH       DEFINED 01                  476380
LINCOLN ELECTRIC HOLDINGS CO   COM              533900106     2174   105400 SH       DEFINED 01                  105400
LINCOLN NATIONAL CORP          COM              534187109    49924  1248100 SH       DEFINED 01                 1248100
LINDSAY MANUFACTURING CO       COM              535555106      477    26150 SH       DEFINED 01                   26150
LINEAR TECHNOLOGY CO           COM              535678106   208598  2914900 SH       DEFINED 01                 2914900
LINENS 'N THINGS, INC          COM              535679104     8310   280500 SH       DEFINED 01                  280500
LIPOSOME CO, INC               COM              536310105     3142   257500 SH       DEFINED 01                  257500
LIQUI-BOX CORP                 COM              536314107        5      100 SH       DEFINED 01                     100
LITTLEFUSE, INC                COM              537008104     3616   149000 SH       DEFINED 01                  149000
LITTON INDUSTRIES, INC         COM              538021106    14055   281797 SH       DEFINED 01                  281797
LIZ CLAIBORNE, INC             COM              539320101    19610   521200 SH       DEFINED 01                  521200
LO-JACK CORP                   COM              539451104       16     2400 SH       DEFINED 01                    2400
LOCAL FINANCIAL CORP           COM              539553107     1046   100830 SH       DEFINED 01                  100830
LOCKHEED MARTIN CORP           COM              539830109    40607  1856332 SH       DEFINED 01                 1856332
LODGIAN, INC                   COM              54021P106      935   187000 SH       DEFINED 01                  187000
LOEWEN GROUP, INC              COM              54042L100        0      400 SH       DEFINED 01                     400
LOEWS CINEPLEX ENTMT CORP      COM              540423100       81    13800 SH       DEFINED 01                   13800
LOEWS CORP                     COM              540424108    28865   475641 SH       DEFINED 01                  475641
LONE STAR STEAKHOUSE & SALOON, COM              542307103     2139   239769 SH       DEFINED 01                  239769
LONE STAR TECHNOLOGIES, INC    COM              542312103      704    25259 SH       DEFINED 01                   25259
LONGS DRUG STORES CORP         COM              543162101      924    35798 SH       DEFINED 01                   35798
LONGVIEW FIBRE CO              COM              543213102     4714   330800 SH       DEFINED 01                  330800
LOUIS DREYFUS NATURAL GAS CORP COM              546011107     2336   128892 SH       DEFINED 01                  128892
LOUISIANA PACIFIC CORP         COM              546347105    10619   745205 SH       DEFINED 01                  745205
LOWE'S COS, INC                COM              548661107   180823  3026321 SH       DEFINED 01                 3026321
LUBRIZOL CORP                  COM              549271104    18350   594326 SH       DEFINED 01                  594326
LUBY'S, INC                    COM              549282101     1907   167691 SH       DEFINED 01                  167691
LUCENT TECHNOLOGIES, INC       COM              549463107  2750743 36768500 SH       DEFINED 01                36768500
LUXOTTICA GROUP S.P.A. ADR     ADR              55068R202     1721    98000 SH       DEFINED 01                   98000
LYCOS, INC                     COM              550818108    34172   429504 SH       DEFINED 01                  429504
LYDALL, INC                    COM              550819106      693   104669 SH       DEFINED 01                  104669
LYONDELL CHEMICAL CO           COM              552078107     3808   298677 SH       DEFINED 01                  298677
M & T BANK CORP                COM              55261F104    18156    43829 SH       DEFINED 01                   43829
MAF BANCORP, INC               COM              55261R108     5910   282280 SH       DEFINED 01                  282280
MBIA, INC                      COM              55262C100    34850   659881 SH       DEFINED 01                  659881
MBNA CORP                      COM              55262L100   159256  5844248 SH       DEFINED 01                 5844248
MCN ENERGY GROUP, INC          COM              55267J100    13914   585872 SH       DEFINED 01                  585872
MDC HOLDINGS, INC              COM              552676108     4077   259900 SH       DEFINED 01                  259900
MCI WORLDCOM, INC              COM              55268B106  1546331 29141700 SH       DEFINED 01                29141700
MDU RESOURCES GROUP, INC       COM              552690109     3703   185129 SH       DEFINED 01                  185129
MEMC ELECTRONIC MATERIALS, INC COM              552715104     3779   308500 SH       DEFINED 01                  308500
MGC COMMUNICATIONS, INC        COM              552763302     6120   120600 SH       DEFINED 01                  120600
MGIC INVESTMENT CORP           COM              552848103    57985   963400 SH       DEFINED 01                  963400
MGI PROPERTIES, INC            COM              552885105      337    64100 SH       DEFINED 01                   64100
MGM GRAND, INC                 COM              552953101     6162   122472 SH       DEFINED 01                  122472
MKS INSTRUMENTS INC            COM              55306N104     1600    44300 SH       DEFINED 01                   44300
MMC NETWORKS, INC              COM              55308N102    11791   343020 SH       DEFINED 01                  343020
MMI COS, INC                   COM              553087107      487    56418 SH       DEFINED 01                   56418
MRV COMMUNICATIONS, INC        COM              553477100     5466    86930 SH       DEFINED 01                   86930
MSC INDUSTRIAL DIRECT CO (CLAS COM              553530106     1812   136783 SH       DEFINED 01                  136783
M.S. CARRIERS, INC             COM              553533100     4016   168200 SH       DEFINED 01                  168200
MTS SYSTEMS CORP               COM              553777103     1574   203100 SH       DEFINED 01                  203100
MTI TECHNOLOGY CORP            COM              553903105     4761   129100 SH       DEFINED 01                  129100
MACDERMID, INC                 COM              554273102     3564    86800 SH       DEFINED 01                   86800
MACERICH CO (THE)              COM              554382101     2360   113400 SH       DEFINED 01                  113400
MACK-CALI REALTY CORP          COM              554489104    10493   402600 SH       DEFINED 01                  402600
MACROCHEM CORP (DELAWARE)      COM              555903103      336    80200 SH       DEFINED 01                   80200
MACROVISION CORP               COM              555904101     4344    58700 SH       DEFINED 01                   58700
MACROMEDIA, INC                COM              556100105    17513   239500 SH       DEFINED 01                  239500
MADECO S.A. ADR                ADR              556304103      874    78600 SH       DEFINED 01                   78600
MADISON GAS & ELECTRIC CO      COM              557497104      777    38600 SH       DEFINED 01                   38600
MAGELLAN HEALTH SERVICES, INC  COM              559079108      663   105000 SH       DEFINED 01                  105000
MAGNA INTERNATIONAL, INC       COM              559222401     7317   172400 SH       DEFINED 01                  172400
MAGNETEK, INC                  COM              559424106      114    14852 SH       DEFINED 01                   14852
MAIL-WELL, INC                 COM              560321200     3813   282461 SH       DEFINED 01                  282461
MAKER COMMUNICATIONS, INC      COM              560875106      710    16600 SH       DEFINED 01                   16600
MALIBU ENTERTAINMENT WORLDWIDE COM              561182106        1     5500 SH       DEFINED 01                    5500
MALLINCKRODT, INC              COM              561232109    20622   648250 SH       DEFINED 01                  648250
MANDALAY RESORT GROUP          COM              562567107     9832   488560 SH       DEFINED 01                  488560
MANHATTAN ASSOCIATES, INC      COM              562750109      384    52000 SH       DEFINED 01                   52000
MANITOWOC, INC                 COM              563571108     7031   206784 SH       DEFINED 01                  206784
MANOR CARE, INC                COM              564055101     5186   324102 SH       DEFINED 01                  324102
MANPOWER, INC                  COM              56418H100    25081   666601 SH       DEFINED 01                  666601
MANUFACTURED HOME COMMUNITIES, COM              564682102     3355   138000 SH       DEFINED 01                  138000
MAPICS, INC                    COM              564910107     1708   135300 SH       DEFINED 01                  135300
MANULIFE FINANCIAL CORP-W/I    COM              56501R106    42958  3374000 SH       DEFINED 01                 3374000
MANUGISTICS GROUP, INC         COM              565011103     4282   132526 SH       DEFINED 01                  132526
MAPQUEST.COM, INC              COM              565644101      386    17100 SH       DEFINED 01                   17100
MARCUS CORP                    COM              566330106     1020    75915 SH       DEFINED 01                   75915
MARIMBA, INC                   COM              56781Q109     2778    60300 SH       DEFINED 01                   60300
MARINE TRANSPORT CORP          COM              567912100       75    28720 SH       DEFINED 01                   28720
MARINE DRILLING CO, INC        COM              568240204     8396   374200 SH       DEFINED 01                  374200
MARK IV INDUSTRIES, INC        COM              570387100    11362   642370 SH       DEFINED 01                  642370
MARKEL CORP                    COM              570535104     2697    17400 SH       DEFINED 01                   17400
MARKETWATCH.COM, INC           COM              570619106      343     9400 SH       DEFINED 01                    9400
MARKETING SERVICES GROUP       COM              570907105     1481    88400 SH       DEFINED 01                   88400
MARSH & MCLENNAN COS, INC      COM              571748102   165900  1733769 SH       DEFINED 01                 1733769
MARSHALL & ILSLEY CORP         COM              571834100    39347   626414 SH       DEFINED 01                  626414
MARRIOTT INTERNATIONAL (CLASS  COM              571903202    39535  1252600 SH       DEFINED 01                 1252600
MARTEK BIOSCIENCES CORP        COM              572901106    15404  1283650 SH       DEFINED 01                 1283650
MARTIN MARIETTA MATERIALS, INC COM              573284106    11215   273531 SH       DEFINED 01                  273531
MARVEL ENTERPRISES             COM              57383M108      280    50866 SH       DEFINED 01                   50866
MASCO CORP                     COM              574599106    55758  2197342 SH       DEFINED 01                 2197342
MASCOTECH, INC                 COM              574670105     3301   260174 SH       DEFINED 01                  260174
MASISA S.A. (SPONS ADR)        ADR              574799102      944    73300 SH       DEFINED 01                   73300
MASTECH CORP                   COM              57632N105     6174   249437 SH       DEFINED 01                  249437
MASTEC, INC                    COM              576323109     6644   149300 SH       DEFINED 01                  149300
MATERIAL SCIENCES CORP         COM              576674105       15     1500 SH       DEFINED 01                    1500
MATRIA HEALTHCARE, INC         COM              576817100      526   127500 SH       DEFINED 01                  127500
MATRIX PHARMACEUTICALS, INC    COM              576844104       26     5450 SH       DEFINED 01                    5450
MATRIX SERVICE CO              COM              576853105      135    29500 SH       DEFINED 01                   29500
MATSUSHITA ELECTRIC INDUSTRIAL ADR              576879209    16833    60335 SH       DEFINED 01                   60335
MATTEL, INC                    COM              577081102    35066  2671685 SH       DEFINED 01                 2671685
MATTHEWS INTERNATIONAL CORP (C COM              577128101     1925    70000 SH       DEFINED 01                   70000
FLOORING AMERICA, INC          COM              57772J104       21     3892 SH       DEFINED 01                    3892
MAXIM INTEGRATED PRODUCTS      COM              57772K101   155035  3285520 SH       DEFINED 01                 3285520
MAXTOR CORP                    COM              577729205     3263   450000 SH       DEFINED 01                  450000
MAXWELL TECHNOLOGIES, INC      COM              577767106       22     2200 SH       DEFINED 01                    2200
MAY DEPARTMENT STORES CO       COM              577778103    75938  2354682 SH       DEFINED 01                 2354682
MAXICARE HEALTH PLANS, INC     COM              577904204       34    11820 SH       DEFINED 01                   11820
MAXXAM, INC                    COM              577913106     2026    47262 SH       DEFINED 01                   47262
MAVERICK TUBE CORP             COM              577914104     1644    66600 SH       DEFINED 01                   66600
MAXIMUS, INC                   COM              577933104     2813    82885 SH       DEFINED 01                   82885
MAYTAG CO                      COM              578592107    35871   747303 SH       DEFINED 01                  747303
MCCLATCHY CO (CLASS A)         COM              579489105     1788    41335 SH       DEFINED 01                   41335
MCCORMICK & CO, INC (NON-VOTE) COM              579780206    19373   651200 SH       DEFINED 01                  651200
MCDONALD'S CORP                COM              580135101   388751  9643439 SH       DEFINED 01                 9643439
MCGRATH RENTCORP               COM              580589109      490    28000 SH       DEFINED 01                   28000
MCGRAW HILL COS, INC           COM              580645109    86007  1395648 SH       DEFINED 01                 1395648
MCKESSON HBOC, INC             COM              58155Q103    43138  1911943 SH       DEFINED 01                 1911943
MCLEODUSA, INC (CLASS A)       COM              582266102    24161   410377 SH       DEFINED 01                  410377
MCMORAN EXPLORATION CO         COM              582411104     1921    90921 SH       DEFINED 01                   90921
MCWHORTER TECHNOLOGIES, INC    COM              582803102      734    45866 SH       DEFINED 01                   45866
MEAD CORP                      COM              582834107    25479   586576 SH       DEFINED 01                  586576
MECHANICAL TECHNOLOGY, INC     COM              583538103      233    10000 SH       DEFINED 01                   10000
MEDALLION FINANCIAL CORP       COM              583928106      192    10700 SH       DEFINED 01                   10700
MEDCO RESEARCH, INC            COM              584059109     2291    76203 SH       DEFINED 01                   76203
MEDIA ARTS GROUP, INC          COM              58439C102       14     4000 SH       DEFINED 01                    4000
MEDIA ONE GROUP, INC           COM              58440J104   330354  4300786 SH       DEFINED 01                 4300786
MEDIA METRIX, INC              COM              58440X103      425    11900 SH       DEFINED 01                   11900
MEDIA GENERAL, INC (CLASS A)   COM              584404107     8395   161441 SH       DEFINED 01                  161441
MEDICAL ASSURANCE, INC         COM              58449U100     2210   104320 SH       DEFINED 01                  104320
MEDICAL MANAGER CORP           COM              58461U103    19158   227399 SH       DEFINED 01                  227399
MEDICONSULT.COM, INC           COM              58469J100      259    41400 SH       DEFINED 01                   41400
MEDICIS PHARMACEUTICAL CORP (C COM              584690309     9900   232602 SH       DEFINED 01                  232602
MEDIMMUNE, INC                 COM              584699102    79414   478759 SH       DEFINED 01                  478759
MEDQUIST, INC                  COM              584949101     7075   274100 SH       DEFINED 01                  274100
MEDITRUST CORP PAIRED          COM              58501T306     4860   883645 SH       DEFINED 01                  883645
MEDTRONIC, INC                 COM              585055106   436527 11980154 SH       DEFINED 01                11980154
MELLON FINANCIAL CORP          COM              58551A108   255379  7497376 SH       DEFINED 01                 7497376
MEMBERWORKS, INC               COM              586002107     1905    57400 SH       DEFINED 01                   57400
MEN'S WEARHOUSE, INC           COM              587118100     5427   184736 SH       DEFINED 01                  184736
MENTOR CORP                    COM              587188103     3472   134500 SH       DEFINED 01                  134500
MENTOR GRAPHICS CORP           COM              587200106     9589   727100 SH       DEFINED 01                  727100
MERANT PLC ADR                 ADR              587336108      215     6927 SH       DEFINED 01                    6927
MERCANTILE BANKSHARES CORP     COM              587405101    15271   478144 SH       DEFINED 01                  478144
MERCHANTS NEW YORK BANCORP, IN COM              589167105      343    20000 SH       DEFINED 01                   20000
MERCK & CO, INC                COM              589331107  1638039 24425556 SH       DEFINED 01                24425556
MERCURY COMPUTER SYSTEMS, INC  COM              589378108     5663   161800 SH       DEFINED 01                  161800
MERCURY GENERAL CORP           COM              589400100     1858    83500 SH       DEFINED 01                   83500
MERCURY INTERACTIVE CORP       COM              589405109    22332   206900 SH       DEFINED 01                  206900
MEREDITH CORP                  COM              589433101     3047    73100 SH       DEFINED 01                   73100
MERIDIAN RESOURCE CORP         COM              58977Q109      197    64400 SH       DEFINED 01                   64400
MERISTAR HOSPITALITY CORP      COM              58984Y103     5168   322981 SH       DEFINED 01                  322981
MERISEL, INC                   COM              589849108      536   408400 SH       DEFINED 01                  408400
MERISTAR HOTELS & RESORTS, INC COM              589988104       50    13900 SH       DEFINED 01                   13900
MERITOR AUTOMOTIVE, INC        COM              59000G100    51489  2657480 SH       DEFINED 01                 2657480
MERRILL LYNCH & CO, INC        COM              590188108   191554  2294056 SH       DEFINED 01                 2294056
MERRY LAND PROPERTIES, INC     COM              590441101      101    19211 SH       DEFINED 01                   19211
MESA AIR GROUP, INC            COM              590479101     1582   333150 SH       DEFINED 01                  333150
MESABA HOLDINGS, INC           COM              59066B102     1083    94700 SH       DEFINED 01                   94700
MESSAGEMEDIA, INC              COM              590787107     1821   129500 SH       DEFINED 01                  129500
META GROUP, INC                COM              591002100       38     2000 SH       DEFINED 01                    2000
METALS U.S.A., INC             COM              591324108      528    62100 SH       DEFINED 01                   62100
METAMOR WORLDWIDE, INC         COM              59133P100     5639   193600 SH       DEFINED 01                  193600
METHANEX CORP                  COM              59151K108     1419   520600 SH       DEFINED 01                  520600
METHODE ELECTRONICS, INC (CLAS COM              591520200     8332   259350 SH       DEFINED 01                  259350
METRICOM, INC                  COM              591596101    14327   182220 SH       DEFINED 01                  182220
METRIS COS, INC                COM              591598107    22836   639884 SH       DEFINED 01                  639884
METRO-GOLDWYN-MAYER, INC       COM              591610100     2402   101923 SH       DEFINED 01                  101923
METRO INFORMATION SERVICES, IN COM              59162P104     2743   114300 SH       DEFINED 01                  114300
METROMEDIA FIBER NETWORK (CLAS COM              591689104    31994   667410 SH       DEFINED 01                  667410
METROMEDIA INTERNATIONAL GROUP COM              591695101     1968   414400 SH       DEFINED 01                  414400
METTLER-TOLEDO INTERNATIONAL,  COM              592688105    14492   379497 SH       DEFINED 01                  379497
MIAMI COMPUTER SUPPLY CORP     COM              593261100      333     8962 SH       DEFINED 01                    8962
MICHAEL FOODS, INC             COM              594079105     2607   105875 SH       DEFINED 01                  105875
MICHAELS STORES, INC           COM              594087108     9200   322800 SH       DEFINED 01                  322800
MICHIGAN FINANCIAL CORP        COM              594480105       20      735 SH       DEFINED 01                     735
MICREL, INC                    COM              594793101    11819   207580 SH       DEFINED 01                  207580
MICRO LINEAR CORP              COM              594850109        1      100 SH       DEFINED 01                     100
MICROS SYSTEMS, INC            COM              594901100    11662   157600 SH       DEFINED 01                  157600
MICROSOFT CORP                 COM              594918104  4838391 41442321 SH       DEFINED 01                41442321
MICROAGE, INC                  COM              594928103     1002   286300 SH       DEFINED 01                  286300
MICROSTRATEGY, INC             COM              594972101    52697   250938 SH       DEFINED 01                  250938
MICRO WAREHOUSE, INC           COM              59501B105     4325   233800 SH       DEFINED 01                  233800
MICROCHIP TECHNOLOGY, INC      COM              595017104    30177   440945 SH       DEFINED 01                  440945
MICROMUSE, INC                 COM              595094103    13498    79400 SH       DEFINED 01                   79400
MICRON ELECTRONICS, INC        COM              595100108     2300   206700 SH       DEFINED 01                  206700
MICRON TECHNOLOGY, INC         COM              595112103   129687  1668004 SH       DEFINED 01                 1668004
MID-AMERICA APARTMENT COMMUNIT COM              59522J103      324    14325 SH       DEFINED 01                   14325
MID ATLANTIC MEDICAL SERVICES, COM              59523C107     1056   127000 SH       DEFINED 01                  127000
MIDAMERICAN ENERGY HOLDINGS CO COM              59562V107     9712   288300 SH       DEFINED 01                  288300
MIDAS, INC                     COM              595626102     3910   178756 SH       DEFINED 01                  178756
MID-AMERICA BANCORP            COM              595915109      906    31785 SH       DEFINED 01                   31785
MIDLAND CO                     COM              597486109      216    10391 SH       DEFINED 01                   10391
MIDWEST EXPRESS HOLDINGS, INC  COM              597911106     3252   102035 SH       DEFINED 01                  102035
MIDWAY GAMES, INC              COM              598148104     2723   113737 SH       DEFINED 01                  113737
MIDWEST GRAIN PRODUCTS, INC    COM              59832G104      718    97400 SH       DEFINED 01                   97400
MIKASA, INC                    COM              59862T109       17     1700 SH       DEFINED 01                    1700
MILACRON, INC                  COM              598709103     3737   243052 SH       DEFINED 01                  243052
MILLENNIUM PHARMACEUTICALS, IN COM              599902103    18313   150109 SH       DEFINED 01                  150109
MILLENNIUM CHEMICAL, INC       COM              599903101     8586   434724 SH       DEFINED 01                  434724
MILLER (HERMAN), INC           COM              600544100    17896   778100 SH       DEFINED 01                  778100
MILLER INDUSTRIES, INC         COM              600551105       40    13850 SH       DEFINED 01                   13850
MILLIPORE CORP                 COM              601073109    12043   311800 SH       DEFINED 01                  311800
MILLS CORP                     COM              601148109     1688    94442 SH       DEFINED 01                   94442
MINDSPRING ENTERPRISES, INC    COM              602683104     6374   241400 SH       DEFINED 01                  241400
MINE SAFETY APPLIANCE CO       COM              602720104     6163    96300 SH       DEFINED 01                   96300
MINERALS TECHNOLOGIES, INC     COM              603158106     3746    93500 SH       DEFINED 01                   93500
MINIMED, INC                   COM              60365K108     3560    48600 SH       DEFINED 01                   48600
MINNESOTA MINING & MANUFACTURI COM              604059105   308805  3155092 SH       DEFINED 01                 3155092
MINNESOTA POWER, INC           COM              604110106     2588   152810 SH       DEFINED 01                  152810
MIPS TECHNOLOGIES, INC         COM              604567107     3354    64500 SH       DEFINED 01                   64500
MIRAGE RESORTS, INC            COM              60462E104     8802   574817 SH       DEFINED 01                  574817
MIRAVANT MEDICAL TECHNOLOGY    COM              604690107       16     1700 SH       DEFINED 01                    1700
MISSISSIPPI CHEMICAL CORP      COM              605288208     1045   168945 SH       DEFINED 01                  168945
MISSISSIPPI VY BANCSHARES      COM              605720101      408    15100 SH       DEFINED 01                   15100
MITCHELL ENERGY & DEV CORP (CL COM              606592202     2943   133411 SH       DEFINED 01                  133411
MITCHELL ENERGY & DEV CORP (CL COM              606592301     5774   267800 SH       DEFINED 01                  267800
MODEM MEDIA POPPE TYSON, INC   COM              607533106     1464    20800 SH       DEFINED 01                   20800
MODINE MANUFACTURING CO        COM              607828100     3647   145870 SH       DEFINED 01                  145870
MODIS PROFESSIONAL SERVICES    COM              607830106     9590   672977 SH       DEFINED 01                  672977
MOHAWK INDUSTRIES, INC         COM              608190104     8156   309224 SH       DEFINED 01                  309224
MOLECULAR DEVICES CORP         COM              60851C107      473     9100 SH       DEFINED 01                    9100
MOLEX, INC                     COM              608554101    18868   332841 SH       DEFINED 01                  332841
MOLEX, INC (CLASS A)           COM              608554200     7568   167252 SH       DEFINED 01                  167252
MOMENTUM BUSINESS APPLICATIONS COM              60877P108        8     1029 SH       DEFINED 01                    1029
MONACO COACH CORP              COM              60886R103     6312   246925 SH       DEFINED 01                  246925
ROBERT MONDAVI CORP (CLASS A)  COM              609200100     1894    54500 SH       DEFINED 01                   54500
MONSANTO CO                    COM              611662107   232063  6514051 SH       DEFINED 01                 6514051
MONTANA POWER CO               COM              612085100    18270   506612 SH       DEFINED 01                  506612
MONY GROUP, INC                COM              615337102     7060   241900 SH       DEFINED 01                  241900
MOOG, INC (CLASS A)            COM              615394202      724    26800 SH       DEFINED 01                   26800
MOORE CORP LTD                 COM              615785102      578    97408 SH       DEFINED 01                   97408
MORGAN (J.P.) & CO, INC        COM              616880100   144084  1137878 SH       DEFINED 01                 1137878
MORGAN KEEGAN, INC             COM              617410105     9687   576200 SH       DEFINED 01                  576200
MORGAN STANLEY, DEAN WITTER, & COM              617446448   585282  4100047 SH       DEFINED 01                 4100047
MORRSION KNUDSEN CORP          COM              61844A109      847   108384 SH       DEFINED 01                  108384
MORRISON KNUDSEN CORP WTS 03/1                  61844A117       42    18185 SH       DEFINED 01                   18185
MORRISON MANAGEMENT SPECIALIST COM              618459101      394    18276 SH       DEFINED 01                   18276
MOTOROLA, INC                  COM              620076109   665681  4520753 SH       DEFINED 01                 4520753
MOVADO GROUP, INC              COM              624580106     1813    83100 SH       DEFINED 01                   83100
MOVIE GALLERY, INC             COM              624581104       38     8800 SH       DEFINED 01                    8800
HEARME, INC                    COM              62473C101     1840    69100 SH       DEFINED 01                   69100
MUELLER INDUSTRIES, INC        COM              624756102    13228   364900 SH       DEFINED 01                  364900
MULTEX.COM, INC                COM              625367107     1742    46300 SH       DEFINED 01                   46300
MURPHY OIL CORP                COM              626717102    27315   476080 SH       DEFINED 01                  476080
MUSICLAND STORES CORP          COM              62758B109     6974   826577 SH       DEFINED 01                  826577
MYERS INDUSTRIES, INC          COM              628464109     2074   131686 SH       DEFINED 01                  131686
MYLAN LABORATORIES, INC        COM              628530107    21657   859813 SH       DEFINED 01                  859813
NABI, INC                      COM              628716102       92    19800 SH       DEFINED 01                   19800
NBC INTERNET, INC              COM              62873D105     4148    53700 SH       DEFINED 01                   53700
NBT BANCORP, INC               COM              628778102      490    31624 SH       DEFINED 01                   31624
NBTY, INC                      COM              628782104     3818   330200 SH       DEFINED 01                  330200
NCH CORP                       COM              628850109     1346    30200 SH       DEFINED 01                   30200
NCI BUILDING SYSTEMS, INC      COM              628852105     2133   115320 SH       DEFINED 01                  115320
NCO GROUP, INC                 COM              628858102     2193    72800 SH       DEFINED 01                   72800
NCR CORP                       COM              62886E108      154     4068 SH       DEFINED 01                    4068
NCS HEALTHCARE, INC (CLASS A)  COM              628874109      232    96500 SH       DEFINED 01                   96500
NS GROUP, INC                  COM              628916108       15     2000 SH       DEFINED 01                    2000
NFO WORLDWIDE, INC             COM              62910N108      577    25800 SH       DEFINED 01                   25800
NL INDUSTRIES, INC             COM              629156407     2210   146700 SH       DEFINED 01                  146700
NPC INTERNATIONAL, INC         COM              629360306      811   103000 SH       DEFINED 01                  103000
NTL, INC                       COM              629407107   109330   876393 SH       DEFINED 01                  876393
NUI CORP                       COM              629430109     3529   133800 SH       DEFINED 01                  133800
NVR, INC                       COM              62944T105     4288    89811 SH       DEFINED 01                   89811
NABISCO GROUP HOLDINGS         COM              62952P102    24691  2323821 SH       DEFINED 01                 2323821
NABISCO HOLDINGS CORP (CLASS A COM              629526104    71839  2271580 SH       DEFINED 01                 2271580
NABORS INDUSTRIES, INC         COM              629568106    22076   713575 SH       DEFINED 01                  713575
NACCO INDUSTRIES, INC (CLASS A COM              629579103     2359    42457 SH       DEFINED 01                   42457
NATIONAL BANCORP OF ALASKA, IN COM              632587101     1580    56300 SH       DEFINED 01                   56300
NATIONAL CITY BANCSHARES, INC  COM              635313109      827    32901 SH       DEFINED 01                   32901
NATIONAL CITY CORP             COM              635405103   108023  4560330 SH       DEFINED 01                 4560330
NATIONAL COMMERCE BANCORP      COM              635449101     3399   149800 SH       DEFINED 01                  149800
NATIONAL COMPUTER SYSTEMS, INC COM              635519101     8168   217100 SH       DEFINED 01                  217100
NATIONAL DATA CORP             COM              635621105     9060   266955 SH       DEFINED 01                  266955
NATIONAL DISCOUNT BROKERS GROU COM              635646102     2342    88800 SH       DEFINED 01                   88800
NATIONAL EQUIPMENT SERVICES, I COM              635847106      294    47100 SH       DEFINED 01                   47100
NATIONAL HEALTHCARE CORP       COM              635906100       16     3132 SH       DEFINED 01                    3132
NATIONAL FUEL GAS CO           COM              636180101    38922   837036 SH       DEFINED 01                  837036
NATIONAL GOLF PROPERTIES, INC  COM              63623G109     1706    86400 SH       DEFINED 01                   86400
NATIONAL HEALTH INVESTORS, INC COM              63633D104     2005   134800 SH       DEFINED 01                  134800
NATIONAL INSTRUMENTS CORP      COM              636518102     4353   113795 SH       DEFINED 01                  113795
NATIONAL-OILWELL, INC          COM              637071101     4487   286037 SH       DEFINED 01                  286037
NATIONAL PENN BANCSHARES, INC  COM              637138108      290    11525 SH       DEFINED 01                   11525
NATIONAL PRESTO INDUSTRIES, IN COM              637215104     2126    59900 SH       DEFINED 01                   59900
NATIONAL PROCESSING, INC       COM              637229105      776    87490 SH       DEFINED 01                   87490
NATIONAL R.V. HOLDINGS, INC    COM              637277104     1669    86700 SH       DEFINED 01                   86700
NATIONAL SEMICONDUCTOR CORP    COM              637640103    73078  1706922 SH       DEFINED 01                 1706922
NATIONAL SERVICE INDUSTRIES, I COM              637657107    16277   551749 SH       DEFINED 01                  551749
NATIONAL STEEL CORP (CLASS B)  COM              637844309     1019   136966 SH       DEFINED 01                  136966
NATIONAL WESTERN LIFE INSURANC COM              638522102       14      200 SH       DEFINED 01                     200
NATIONSRENT, INC               COM              638588103      667   118500 SH       DEFINED 01                  118500
NATIONWIDE FINANCIAL SVCS, INC COM              638612101     5018   179600 SH       DEFINED 01                  179600
NATIONWIDE HEALTH PROPERTIES,  COM              638620104     2853   207500 SH       DEFINED 01                  207500
NATURAL MICROSYSTEMS CORP      COM              638882100      234     5000 SH       DEFINED 01                    5000
NATURE'S SUNSHINE PRODUCTS, IN COM              639027101     1993   249100 SH       DEFINED 01                  249100
NAUTICA ENTERPRISES, INC       COM              639089101     2614   231100 SH       DEFINED 01                  231100
NAVARRE CORP                   COM              639208107      558    97000 SH       DEFINED 01                   97000
NAVISTAR INTERNATIONAL CORP    COM              63934E108    21230   448135 SH       DEFINED 01                  448135
NAVIGANT CONSULTING CO         COM              63935N107     3536   325150 SH       DEFINED 01                  325150
NAVIGANT INTERNATIONAL, INC    COM              63935R108       48     4085 SH       DEFINED 01                    4085
NEFF CORP                      COM              640094108      571    89600 SH       DEFINED 01                   89600
NEIMAN MARCUS GROUP, INC (CLAS COM              640204202    12267   439081 SH       DEFINED 01                  439081
NEIMAN MARCUS GROUP, INC (CLAS COM              640204301     1022    37958 SH       DEFINED 01                   37958
THOMAS NELSON, INC             COM              640376109        1      100 SH       DEFINED 01                     100
NEOMAGIC CORP                  COM              640497103     2763   252600 SH       DEFINED 01                  252600
NEON SYSTEMS, INC              COM              640509105     1762    44900 SH       DEFINED 01                   44900
NETWORK EVENT THEATER, INC     COM              640924106     2368    79600 SH       DEFINED 01                   79600
NETBANK, INC                   COM              640933107     2669   144289 SH       DEFINED 01                  144289
NETWORKS ASSOCIATES, INC       COM              640938106    27439  1028142 SH       DEFINED 01                 1028142
NET PERCEPTIONS, INC           COM              64107U101     2600    61900 SH       DEFINED 01                   61900
NETOPIA, INC                   COM              64114K104     1893    34850 SH       DEFINED 01                   34850
NETOBJECTS, INC                COM              64114L102      731    44300 SH       DEFINED 01                   44300
NETMANAGE, INC                 COM              641144100      179    36188 SH       DEFINED 01                   36188
NETWORK APPLIANCE, INC         COM              64120L104    91510  1101700 SH       DEFINED 01                 1101700
NETWORK EQUIPMENT TECHNOLOGIES COM              641208103      506    42841 SH       DEFINED 01                   42841
NETWORK SOLUTIONS, INC         COM              64121Q102    16100    74000 SH       DEFINED 01                   74000
NETWORK PERIPHERALS, INC       COM              64121R100     4890   103500 SH       DEFINED 01                  103500
NEUROGEN CORP                  COM              64124E106      927    56200 SH       DEFINED 01                   56200
NEW CENTURY FINANCIAL CORP     COM              64352D101      162    10300 SH       DEFINED 01                   10300
NEW CENTURY ENERGIES, INC      COM              64352U103    21309   701545 SH       DEFINED 01                  701545
NEW ENGLAND BUSINESS SERVICES, COM              643872104     2166    88616 SH       DEFINED 01                   88616
NEW ENGLAND ELECTRIC SYSTEMS C COM              644001109    19476   376343 SH       DEFINED 01                  376343
NEW ERA OF NETWORKS, INC       COM              644312100     5886   123600 SH       DEFINED 01                  123600
NEW HORIZONS WORLDWIDE, INC    COM              645526104     2850   240000 SH       DEFINED 01                  240000
NEW JERSEY RESOURCES CORP      COM              646025106     4594   117600 SH       DEFINED 01                  117600
NEW PLAN EXCEL REALTY TRUST    COM              648053106     9031   571151 SH       DEFINED 01                  571151
NEW YORK TIMES CO (CLASS A)    COM              650111107    56926  1158807 SH       DEFINED 01                 1158807
NEWBRIDGE NETWORKS CORP        COM              650901101     7639   340100 SH       DEFINED 01                  340100
NEWELL RUBBERMAID, INC         COM              651229106   162424  5600823 SH       DEFINED 01                 5600823
NEWFIELD EXPLORATION CO        COM              651290108     1814    67800 SH       DEFINED 01                   67800
NEWMONT MINING CORP            COM              651639106    28371  1157986 SH       DEFINED 01                 1157986
NEWPARK RESOURCES, INC         COM              651718504      466    76100 SH       DEFINED 01                   76100
NEWPORT CORP                   COM              651824104     4831   105600 SH       DEFINED 01                  105600
NEWPORT NEWS SHIPBUILDING, INC COM              652228107     1752    63709 SH       DEFINED 01                   63709
NEWS CORP LTD PFD ADR          ADR              652487802      468    13987 SH       DEFINED 01                   13987
NIAGARA BANCORP, INC           COM              652914102       39     3800 SH       DEFINED 01                    3800
NEXTERA ENTERPRISES, INC       COM              65332E101      811    63000 SH       DEFINED 01                   63000
NEXTCARD, INC                  COM              65332K107     2154    74600 SH       DEFINED 01                   74600
NEXTEL COMMUNICATIONS, INC (CL COM              65332V103   137548  1333800 SH       DEFINED 01                 1333800
NEXTLINK COMMUNICATIONS, INC   COM              65333H707    64473   776200 SH       DEFINED 01                  776200
NEXT LEVEL COMMUNICATIONS, INC COM              65333U104     3228    43110 SH       DEFINED 01                   43110
NIAGARA MOHAWK HOLDINGS, INC   COM              653520106     7288   522900 SH       DEFINED 01                  522900
NICOR, INC                     COM              654086107    16092   495140 SH       DEFINED 01                  495140
NIKE, INC (CLASS B)            COM              654106103    91772  1851651 SH       DEFINED 01                 1851651
99 CENTS ONLY STORES           COM              65440K106      696    18200 SH       DEFINED 01                   18200
NISOURCE, INC                  COM              65473P105    13876   776258 SH       DEFINED 01                  776258
NOBLE AFFILIATES, INC          COM              654894104    11466   534847 SH       DEFINED 01                  534847
NOKIA OYJ ADR                  ADR              654902204    86260   454000 SH       DEFINED 01                  454000
NOBLE DRILLING CORP            COM              655042109    40601  1239728 SH       DEFINED 01                 1239728
NORDSON CORP                   COM              655663102     5407   112072 SH       DEFINED 01                  112072
NORDSTROM, INC                 COM              655664100     8206   313339 SH       DEFINED 01                  313339
NORFOLK SOUTHERN CORP          COM              655844108    52398  2555994 SH       DEFINED 01                 2555994
NORSTAN, INC                   COM              656535101      151    23700 SH       DEFINED 01                   23700
NORTEK, INC                    COM              656559101      479    17100 SH       DEFINED 01                   17100
NORTEL NETWORKS CORP           COM              656569100   275874  2739024 SH       DEFINED 01                 2739024
NORTH FACE, INC                COM              659317101        7     1600 SH       DEFINED 01                    1600
NORTH FORK BANCORP, INC        COM              659424105    24099  1377058 SH       DEFINED 01                 1377058
NORTH PITTSBURGH SYSTEMS, INC  COM              661562108      145     9800 SH       DEFINED 01                    9800
NORTHEAST OPTIC NETWORK, INC   COM              664334109     2753    44000 SH       DEFINED 01                   44000
NORTHEAST UTILITIES CO         COM              664397106     1945    94600 SH       DEFINED 01                   94600
NORTHERN STATES POWER CO       COM              665772109    18542   950868 SH       DEFINED 01                  950868
NORTHERN TRUST CORP            COM              665859104   155094  2926306 SH       DEFINED 01                 2926306
NORTHPOINT COMMUNICATIONS HL   COM              666610100     3034   126400 SH       DEFINED 01                  126400
NORTHROP GRUMMAN CORP          COM              666807102    28578   528615 SH       DEFINED 01                  528615
NORTHWEST AIRLINES CORP (CLASS COM              667280101     3373   151600 SH       DEFINED 01                  151600
NORTHWEST BANCORP, INC         COM              667328108      211    30400 SH       DEFINED 01                   30400
NORTHWEST NATURAL GAS CO       COM              667655104     3670   167300 SH       DEFINED 01                  167300
NORTHWESTERN CORP              COM              668074107     2976   135292 SH       DEFINED 01                  135292
NOVA CHEMICALS CORP            COM              66977W109     8856   458545 SH       DEFINED 01                  458545
NOVA CORP (GEORGIA)            COM              669784100    13155   416795 SH       DEFINED 01                  416795
NOVELL, INC                    COM              670006105    91894  2300936 SH       DEFINED 01                 2300936
NOVELLUS SYSTEMS, INC          COM              670008101   137209  1119788 SH       DEFINED 01                 1119788
NOVEN PHARMACEUTICALS, INC     COM              670009109        1       80 SH       DEFINED 01                      80
NOVOSTE CORP                   COM              67010C100     1782   108000 SH       DEFINED 01                  108000
NU SKIN ENTERPRISES, INC (CLAS COM              67018T105     2945   324962 SH       DEFINED 01                  324962
NSTAR                          COM              67019E107    16931   418057 SH       DEFINED 01                  418057
NUCOR CORP                     COM              670346105    43265   789319 SH       DEFINED 01                  789319
NUEVO ENERGY CO                COM              670509108     2424   129300 SH       DEFINED 01                  129300
NVIDIA CORP                    COM              67066G104     8590   183000 SH       DEFINED 01                  183000
ODS NETWORKS, INC              COM              67082N109       51     5600 SH       DEFINED 01                    5600
O'CHARLEY'S, INC               COM              670823103      282    21450 SH       DEFINED 01                   21450
OEA, INC                       COM              670826106      238    48900 SH       DEFINED 01                   48900
OGE ENERGY CORP                COM              670837103    12239   644144 SH       DEFINED 01                  644144
OM GROUP, INC                  COM              670872100      653    18950 SH       DEFINED 01                   18950
OAK INDUSTRIES, INC            COM              671400505    10220    96300 SH       DEFINED 01                   96300
OAK TECHNOLOGY, INC            COM              671802106     1337   141705 SH       DEFINED 01                  141705
OAKLEY, INC                    COM              673662102       91    16300 SH       DEFINED 01                   16300
OAKWOOD HOMES CORP             COM              674098108      270    84700 SH       DEFINED 01                   84700
OBJECTIVE SYSTEMS INTEGRATORS, COM              674424106      530    80000 SH       DEFINED 01                   80000
OCCIDENTAL PETROLEUM CORP      COM              674599105    38412  1776276 SH       DEFINED 01                 1776276
OCEAN ENERGY, INC (NEW)        COM              67481E106     8348  1077111 SH       DEFINED 01                 1077111
OCEANEERING INTERNATIONAL, INC COM              675232102     4595   307600 SH       DEFINED 01                  307600
OCEANFIRST FINANCIAL CORP      COM              675234108     1302    75200 SH       DEFINED 01                   75200
OCTEL CORP                     COM              675727101      124    11975 SH       DEFINED 01                   11975
OCULAR SCIENCES, INC           COM              675744106     3033   160700 SH       DEFINED 01                  160700
OCWEN FINANCIAL CORP           COM              675746101      908   145238 SH       DEFINED 01                  145238
OFFICEMAX, INC                 COM              67622M108     2023   367821 SH       DEFINED 01                  367821
OFFICE DEPOT, INC              COM              676220106    54268  4961653 SH       DEFINED 01                 4961653
OFFSHORE LOGISTICS, INC        COM              676255102     2737   291900 SH       DEFINED 01                  291900
OGDEN CORP                     COM              676346109     3832   320988 SH       DEFINED 01                  320988
OHIO CASUALTY CORP             COM              677240103     6242   388600 SH       DEFINED 01                  388600
OLD KENT FINANCIAL CORP        COM              679833103    23966   677476 SH       DEFINED 01                  677476
OLD NATIONAL BANCORP           COM              680033107     6732   207528 SH       DEFINED 01                  207528
OLD REPUBLIC INTERNATIONAL COR COM              680223104    11052   811175 SH       DEFINED 01                  811175
OLIN CORP                      COM              680665205     4608   232590 SH       DEFINED 01                  232590
OLSTEN CORP                    COM              681385100     5106   451376 SH       DEFINED 01                  451376
OMNICARE, INC                  COM              681904108     5491   457600 SH       DEFINED 01                  457600
OMNICOM GROUP, INC             COM              681919106   212513  2125129 SH       DEFINED 01                 2125129
OMEGA HEALTHCARE INVESTORS, IN COM              681936100     1634   128752 SH       DEFINED 01                  128752
OMEGA FINANCIAL CORP           COM              682092101      136     4700 SH       DEFINED 01                    4700
OMEGA WORLDWIDE, INC           COM              68210B108       16     3381 SH       DEFINED 01                    3381
OMEGA RESEARCH, INC            COM              68211E101      242    40400 SH       DEFINED 01                   40400
OMNIPOINT CORP                 COM              68212D102   173016  1434326 SH       DEFINED 01                 1434326
OMNOVA SOLUTIONS, INC          COM              682129101     2958   381624 SH       DEFINED 01                  381624
ON ASSIGNMENT, INC             COM              682159108     2166    72500 SH       DEFINED 01                   72500
ON COMMAND CORP                COM              682160106      292    15800 SH       DEFINED 01                   15800
ONE VALLEY BANCORP, INC        COM              682419106     6675   217962 SH       DEFINED 01                  217962
ONEIDA LTD                     COM              682505102     1921    88341 SH       DEFINED 01                   88341
ONEMAIN.COM, INC               COM              68267P109     2090   139300 SH       DEFINED 01                  139300
ONEOK, INC                     COM              682680103     5651   224913 SH       DEFINED 01                  224913
ONHEALTH NETWORK CO            COM              68272W107      747    83600 SH       DEFINED 01                   83600
ONYX SOFTWARE CORP             COM              683402101     1676    45300 SH       DEFINED 01                   45300
OPEN MARKET, INC               COM              68370M100     7279   161300 SH       DEFINED 01                  161300
OPTICAL CABLE CORP             COM              683827109      430    21500 SH       DEFINED 01                   21500
OPTICAL COATING LABORATORIES,  COM              683829105    15034    50790 SH       DEFINED 01                   50790
ORACLE CORP                    COM              68389X105  1947791 17381294 SH       DEFINED 01                17381294
ORBITAL SCIENCES CORP          COM              685564106     1734    93417 SH       DEFINED 01                   93417
ORGANOGENESIS, INC             COM              685906109     2297   264450 SH       DEFINED 01                  264450
OREGON STEEL MILLS, INC        COM              686079104     1360   171400 SH       DEFINED 01                  171400
O'REILLY AUTOMOTIVE, INC       COM              686091109     2578   119900 SH       DEFINED 01                  119900
ORIENTAL FINANCIAL GROUP       COM              68618W100      766    34699 SH       DEFINED 01                   34699
ORTHODONTIC CENTERS OF AMERICA COM              68750P103     3332   279100 SH       DEFINED 01                  279100
OSHKOSH B'GOSH, INC (CLASS A)  COM              688222207     2650   125800 SH       DEFINED 01                  125800
OSHKOSH TRUCK CORP             COM              688239201      747    25500 SH       DEFINED 01                   25500
OSTEOTECH, INC                 COM              688582105      473    35400 SH       DEFINED 01                   35400
OTTER TAIL POWER CO            COM              689648103      784    20900 SH       DEFINED 01                   20900
OUTBACK STEAKHOUSE, INC        COM              689899102     9684   373350 SH       DEFINED 01                  373350
OVERSEAS SHIPHOLDING GROUP, IN COM              690368105     4005   270360 SH       DEFINED 01                  270360
OWENS CORNING CO               COM              69073F103    12312   637521 SH       DEFINED 01                  637521
OWENS & MINOR, INC             COM              690732102     2403   268885 SH       DEFINED 01                  268885
OWENS ILLINOIS, INC            COM              690768403    27140  1082881 SH       DEFINED 01                 1082881
OXFORD HEALTH PLANS, INC       COM              691471106    12838  1011858 SH       DEFINED 01                 1011858
OXFORD INDUSTRIES, INC         COM              691497309     1892    95500 SH       DEFINED 01                   95500
PC CONNECTION, INC             COM              69318J100      987    28600 SH       DEFINED 01                   28600
P-COM, INC                     COM              693262107     3834   433500 SH       DEFINED 01                  433500
PECO ENERGY CO                 COM              693304107    60365  1737129 SH       DEFINED 01                 1737129
PG&E CORP                      COM              69331C108    51116  2493478 SH       DEFINED 01                 2493478
PFF BANCORP, INC               COM              69331W104     1688    87100 SH       DEFINED 01                   87100
PE CORP-PE BIOSYSTEMS GROUP    COM              69332S102    60265   500906 SH       DEFINED 01                  500906
PE CORP-CELERA GENOMICS GROUP  COM              69332S201    24805   166476 SH       DEFINED 01                  166476
P F CHANGS CHINA BISTRO, INC   COM              69333Y108     1164    46800 SH       DEFINED 01                   46800
PLX TECHNOLOGY, INC            COM              693417107     1218    64300 SH       DEFINED 01                   64300
PMA CAPITAL CORP (CLASS A)     COM              693419202      121     6100 SH       DEFINED 01                    6100
PMC-SIERRA, INC                COM              69344F106    53419   333218 SH       DEFINED 01                  333218
PMI GROUP, INC                 COM              69344M101    15166   310701 SH       DEFINED 01                  310701
PNC BANK CORP                  COM              693475105   113562  2551953 SH       DEFINED 01                 2551953
PP&L RESOURCES, INC            COM              693499105    28124  1229452 SH       DEFINED 01                 1229452
PPG INDUSTRIES, INC            COM              693506107    82973  1326243 SH       DEFINED 01                 1326243
PRI AUTOMATION, INC            COM              69357H106     3336    49700 SH       DEFINED 01                   49700
PS BUSINESS PARKS, INC         COM              69360J107     1104    48548 SH       DEFINED 01                   48548
PSS WORLD MEDICAL, INC         COM              69366A100     1913   202706 SH       DEFINED 01                  202706
PAC-WEST TELECOMM, INC         COM              69371Y101      207     7820 SH       DEFINED 01                    7820
PACCAR, INC                    COM              693718108    27230   614500 SH       DEFINED 01                  614500
PACIFIC CAPITAL BANCORP        COM              69404P101     2626    85400 SH       DEFINED 01                   85400
PACIFIC CENTURY FINANCIAL CORP COM              694058108    19945  1067300 SH       DEFINED 01                 1067300
PACIFIC CREST CAPITAL, INC     COM              694166109        1       47 SH       DEFINED 01                      47
PACIFIC GATEWAY EXCHANGE, INC  COM              694327107     1760   103170 SH       DEFINED 01                  103170
PACIFIC GULF PROPERTIES, INC   COM              694396102     2309   114000 SH       DEFINED 01                  114000
PACIFIC SUNWEAR CALIFORNIA, IN COM              694873100     6305   197812 SH       DEFINED 01                  197812
PACIFICARE HEALTH SYSTEMS      COM              695112102    14985   282739 SH       DEFINED 01                  282739
PACTIV CORP                    COM              695257105    11608  1092476 SH       DEFINED 01                 1092476
PAGING NETWORK, INC            COM              695542100     1548  1904700 SH       DEFINED 01                 1904700
PAINE WEBBER GROUP, INC        COM              695629105    50705  1306402 SH       DEFINED 01                 1306402
PAIRGAIN TECHNOLOGIES, INC     COM              695934109     6120   431350 SH       DEFINED 01                  431350
PALL CORP                      COM              696429307     4962   230126 SH       DEFINED 01                  230126
PALM HARBOR HOMES, INC         COM              696639103     1501    83375 SH       DEFINED 01                   83375
PANAMSAT CORP                  COM              697933109    10553   177739 SH       DEFINED 01                  177739
PAN PACIFIC RETAIL PROPERTIES, COM              69806L104     1077    66000 SH       DEFINED 01                   66000
PANAVISION, INC (NEW)          COM              69830E209        0       86 SH       DEFINED 01                      86
PAPA JOHN'S INTERNATIONAL, INC COM              698813102     3969   152270 SH       DEFINED 01                  152270
PARACELSUS HEALTHCARE CORP     COM              698891108        0       56 SH       DEFINED 01                      56
PARAMETRIC TECHNOLOGY CORP     COM              699173100    36592  1352112 SH       DEFINED 01                 1352112
PAREXEL INTERNATIONAL CORP     COM              699462107      703    59500 SH       DEFINED 01                   59500
PARK ELECTROCHEMICAL CORP      COM              700416209     1631    61404 SH       DEFINED 01                   61404
PARK NATIONAL CORP             COM              700658107     1548    16128 SH       DEFINED 01                   16128
PARK PLACE ENTERTAINMENT CORP  COM              700690100    20300  1623979 SH       DEFINED 01                 1623979
PARKER DRILLING CO             COM              701081101     3438  1078686 SH       DEFINED 01                 1078686
PARKER-HANNIFIN CORP           COM              701094104    39926   778096 SH       DEFINED 01                  778096
PARKERVISION, INC              COM              701354102     1722    56000 SH       DEFINED 01                   56000
PARKWAY PROPERTIES, INC        COM              70159Q104     1727    59946 SH       DEFINED 01                   59946
PARTNER COMMUNICATIONS CO LTD  COM              70211M109    23960   926000 SH       DEFINED 01                  926000
PATHOGENESIS CORP              COM              70321E104      956    44600 SH       DEFINED 01                   44600
PATTERSON DENTAL CO            COM              703412106     7512   176225 SH       DEFINED 01                  176225
PATTERSON ENERGY, INC          COM              703414102     2993   230200 SH       DEFINED 01                  230200
PAXAR CORP                     COM              704227107      487    57675 SH       DEFINED 01                   57675
PAXSON COMMUNICATIONS CORP     COM              704231109     2821   236303 SH       DEFINED 01                  236303
PAYCHEX, INC                   COM              704326107    68360  1709011 SH       DEFINED 01                 1709011
PAYLESS SHOESOURCE, INC        COM              704379106     9736   207139 SH       DEFINED 01                  207139
PCORDER.COM, INC               COM              70453H107     1051    20600 SH       DEFINED 01                   20600
PEDIATRIX MEDICAL GROUP, INC   COM              705324101      740   105676 SH       DEFINED 01                  105676
PEGASYSTEMS, INC               COM              705573103      856    76100 SH       DEFINED 01                   76100
PEGASUS COMMUNICATIONS CORP    COM              705904100     3157    32300 SH       DEFINED 01                   32300
PEGASUS SYSTEMS, INC           COM              705906105     4668    77400 SH       DEFINED 01                   77400
PENFORD CORP                   COM              707051108     1144    66300 SH       DEFINED 01                   66300
PENN NATIONAL GAMING, INC      COM              707569109        1      160 SH       DEFINED 01                     160
PENN TREATY AMERICAN CORP      COM              707874103      573    36400 SH       DEFINED 01                   36400
PENN VIRGINIA CORP             COM              707882106      491    29300 SH       DEFINED 01                   29300
PENNCORP FINANCIAL GROUP, INC  COM              708094107        4    10300 SH       DEFINED 01                   10300
PENNEY, (J.C.) CO, INC         COM              708160106    27824  1395546 SH       DEFINED 01                 1395546
PENNSYLVANIA REAL ESTATE INVES COM              709102107      507    34800 SH       DEFINED 01                   34800
PENNZOIL-QUAKER STATE CO       COM              709323109     5152   505695 SH       DEFINED 01                  505695
PENTAIR, INC                   COM              709631105    11188   290600 SH       DEFINED 01                  290600
PENTON MEDIA, INC              COM              709668107     3365   140219 SH       DEFINED 01                  140219
PENWEST PHARMACEUTICALS CO     COM              709754105      858    56250 SH       DEFINED 01                   56250
PEOPLES BANK OF BRIDGEPORT CO  COM              710198102     1021    48350 SH       DEFINED 01                   48350
PEOPLES ENERGY CORP            COM              711030106    15336   457799 SH       DEFINED 01                  457799
PEOPLES HERITAGE FINANCIAL GRO COM              711147108    13368   887490 SH       DEFINED 01                  887490
PEOPLES HOLDINGS CO            COM              711148106      303    10500 SH       DEFINED 01                   10500
PEOPLESOFT, INC                COM              712713106    11805   553909 SH       DEFINED 01                  553909
PEP BOYS MANNY, MOE, & JACK CO COM              713278109     2708   296743 SH       DEFINED 01                  296743
PEPSI BOTTLING GROUP, INC      COM              713409100    17026  1027961 SH       DEFINED 01                 1027961
PEPSICO, INC                   COM              713448108   617188 17508872 SH       DEFINED 01                17508872
PER SE TECHNOLOGIES, INC       COM              713569309      434    51599 SH       DEFINED 01                   51599
PEREGRINE SYSTEMS, INC         COM              71366Q101    17048   202500 SH       DEFINED 01                  202500
PERFORMANCE FOOD GROUP CO      COM              713755106     1965    80600 SH       DEFINED 01                   80600
PERKINELMER, INC               COM              714046109    11097   266200 SH       DEFINED 01                  266200
PEROT SYSTEMS CORP (CLASS A)   COM              714265105     6585   346600 SH       DEFINED 01                  346600
PERRIGO CO                     COM              714290103     3466   433257 SH       DEFINED 01                  433257
PERSONNEL GROUP OF AMERICA, IN COM              715338109     2211   218370 SH       DEFINED 01                  218370
PERVASIVE SOFTWARE, INC        COM              715710109     1624    95900 SH       DEFINED 01                   95900
PETCO ANIMAL SUPPLIES, INC     COM              716016100     2631   176900 SH       DEFINED 01                  176900
PETRO-CANADA (VARIABLE VOTE)   COM              71644E102    10193   722300 SH       DEFINED 01                  722300
PETSMART, INC                  COM              716768106     2451   426340 SH       DEFINED 01                  426340
PHARMACYCLICS, INC             COM              716933106     2822    68400 SH       DEFINED 01                   68400
PHARMACIA & UPJOHN, INC        COM              716941109   137311  3051361 SH       DEFINED 01                 3051361
PFIZER, INC                    COM              717081103  1118162 34471266 SH       DEFINED 01                34471266
PHARMACEUTICAL PRODUCT DEVELOP COM              717124101     1291   108730 SH       DEFINED 01                  108730
PHARMACEUTICAL RESOURCES, INC  COM              717125108      232    46942 SH       DEFINED 01                   46942
PHELPS DODGE CORP              COM              717265102    22045   328414 SH       DEFINED 01                  328414
PHILADELPHIA CONSOLIDATED HOLD COM              717528103      287    19800 SH       DEFINED 01                   19800
PHILADELPHIA SUBURBAN CORP     COM              718009608     2278   110118 SH       DEFINED 01                  110118
PHILIP MORRIS COS, INC         COM              718154107   473251 20409762 SH       DEFINED 01                20409762
PHILLIPS PETROLEUM CO          COM              718507106    70253  1494739 SH       DEFINED 01                 1494739
PHILLIPS VAN HEUSEN CORP       COM              718592108     2407   289533 SH       DEFINED 01                  289533
PHOENIX INVESTMENT PARTNERS LT COM              719085102     1981   243800 SH       DEFINED 01                  243800
PHOENIX TECHNOLOGIES LTD       COM              719153108      772    48800 SH       DEFINED 01                   48800
PHYCOR, INC                    COM              71940F100     1331   709962 SH       DEFINED 01                  709962
PHOTRONICS, INC                COM              719405102     3913   136700 SH       DEFINED 01                  136700
PICCADILLY CAFETERIAS, INC     COM              719567109     1750   437599 SH       DEFINED 01                  437599
PICTURETEL CORP                COM              720035302     1096   254101 SH       DEFINED 01                  254101
PIEDMONT NATURAL GAS CO, INC   COM              720186105     3848   127198 SH       DEFINED 01                  127198
PIER 1 IMPORTS, INC            COM              720279108     4766   747679 SH       DEFINED 01                  747679
PIERCE LEAHY CORP              COM              720722107     2604    60210 SH       DEFINED 01                   60210
PILGRIMS PRIDE CORP (CLASS B)  COM              721467108      719    86500 SH       DEFINED 01                   86500
PILGRIMS PRIDE COPR (CLASS A)  COM              721467207        6      950 SH       DEFINED 01                     950
PILLOWTEX CORP                 COM              721501104       63    10168 SH       DEFINED 01                   10168
PINNACLE HOLDINGS, INC         COM              72346N101     4386   103500 SH       DEFINED 01                  103500
PINNACLE SYSTEMS, INC          COM              723481107     8947   219900 SH       DEFINED 01                  219900
PINNACLE WEST CAPITAL CORP     COM              723484101    16618   543734 SH       DEFINED 01                  543734
PIONEER GROUP, INC             COM              723684106      556    35318 SH       DEFINED 01                   35318
PIONEER NATURAL RESOURCES CO   COM              723787107     8894   995142 SH       DEFINED 01                  995142
PIONEER-STANDARD ELECTRONICS,  COM              723877106      210    14550 SH       DEFINED 01                   14550
PITNEY BOWES, INC              COM              724479100   100031  2070494 SH       DEFINED 01                 2070494
PITTSTON BRINK'S GROUP CO      COM              725701106     6226   283000 SH       DEFINED 01                  283000
PITTSTON BAX GROUP             COM              725701882     2601   244805 SH       DEFINED 01                  244805
PITTWAY CORP                   COM              725790109     5651   125400 SH       DEFINED 01                  125400
PITTWAY CORP (CLASS A)         COM              725790208     9354   208736 SH       DEFINED 01                  208736
PIXAR, INC                     COM              725811103     3637   102800 SH       DEFINED 01                  102800
PJ AMERICA, INC                COM              72585Q104       53     3400 SH       DEFINED 01                    3400
PLACER DOME, INC               COM              725906101     9682   910305 SH       DEFINED 01                  910305
PLAINS RESOURCES, INC          COM              726540503      692    55371 SH       DEFINED 01                   55371
PLANTRONICS, INC               COM              727493108     8944   124975 SH       DEFINED 01                  124975
PLAYERS INTERNATIONAL, INC     COM              727903106      187    22750 SH       DEFINED 01                   22750
PLAYBOY ENTERPRISES, INC (CLAS COM              728117300      396    16300 SH       DEFINED 01                   16300
PLAYTEX PRODUCTS, INC          COM              72813P100     1248    81200 SH       DEFINED 01                   81200
PLEXUS CORP                    COM              729132100     7731   175700 SH       DEFINED 01                  175700
POGO PRODUCING CO              COM              730448107     1466    71500 SH       DEFINED 01                   71500
POLARIS INDUSTRIES, INC        COM              731068102    10717   295648 SH       DEFINED 01                  295648
POLAROID CORP                  COM              731095105     5642   299908 SH       DEFINED 01                  299908
POLICY MANAGEMENT SYSTEMS CORP COM              731108106    10223   399924 SH       DEFINED 01                  399924
POLO RALPH LAUREN CORP         COM              731572103     6380   373900 SH       DEFINED 01                  373900
POLYCOM, INC                   COM              73172K104    11359   178363 SH       DEFINED 01                  178363
POLYMER GROUP, INC             COM              731745105     3039   166500 SH       DEFINED 01                  166500
POMEROY COMPUTER RESOURCES, IN COM              731822102       16     1200 SH       DEFINED 01                    1200
POPULAR, INC                   COM              733174106    24879   890519 SH       DEFINED 01                  890519
PORTAL SOFTWARE, INC           COM              736126103     7839    76200 SH       DEFINED 01                   76200
POSSIS MEDICAL, INC            COM              737407106        1       76 SH       DEFINED 01                      76
POST PROPERTIES, INC           COM              737464107     7569   197894 SH       DEFINED 01                  197894
POTASH CORP OF SASKATCHEWAN, I COM              73755L107    14605   304213 SH       DEFINED 01                  304213
POTLATCH CORP                  COM              737628107      659    14759 SH       DEFINED 01                   14759
POTOMAC ELECTRIC POWER CO      COM              737679100    25500  1111700 SH       DEFINED 01                 1111700
POWER INTEGRATIONS, INC        COM              739276103     2919    60900 SH       DEFINED 01                   60900
POWER-ONE, INC                 COM              739308104     3358    73300 SH       DEFINED 01                   73300
POWERTEL, INC                  COM              73936C109    19754   196800 SH       DEFINED 01                  196800
POWERWAVE TECHNOLOGIES, INC    COM              739363109     7721   132270 SH       DEFINED 01                  132270
PREMIER BANCSHARES, INC        COM              739909109      373    27382 SH       DEFINED 01                   27382
PRAXAIR, INC                   COM              74005P104    66207  1315921 SH       DEFINED 01                 1315921
PREPAID LEGAL SERVICES, INC    COM              740065107     3457   144038 SH       DEFINED 01                  144038
PRECISION CAST PARTS CORP      COM              740189105     3994   152150 SH       DEFINED 01                  152150
PREMIER FARNELL PLC ADR        ADR              74050U107       19     1392 SH       DEFINED 01                    1392
PREMIER FARNELL PLC CV PFD ADR PFD              74050U206       22     1122 SH       DEFINED 01                    1122
PREMIER NATIONAL BANCORP       COM              74053F107      455    24700 SH       DEFINED 01                   24700
PREMIER PARKS, INC             COM              740540208   180767  6260342 SH       DEFINED 01                 6260342
PREMIERE TECHNOLOGIES, INC     COM              74058F102     3457   493916 SH       DEFINED 01                  493916
PRENTISS PROPERTIES TRUST      COM              740706106     6369   303300 SH       DEFINED 01                  303300
PRESIDENTIAL LIFE CORP         COM              740884101     4037   219700 SH       DEFINED 01                  219700
PRESSTEK, INC                  COM              741113104      859    61900 SH       DEFINED 01                   61900
PREVIEW TRAVEL, INC            COM              74137R101     5197    99700 SH       DEFINED 01                   99700
PRICE COMMUNICATIONS CORP      COM              741437305    29322  1054275 SH       DEFINED 01                 1054275
PRICE (T. ROWE) ASSOCIATES, IN COM              741477103    29133   788700 SH       DEFINED 01                  788700
PRICELINE.COM, INC             COM              741503106    11080   233882 SH       DEFINED 01                  233882
PRICESMART, INC                COM              741511109        3       75 SH       DEFINED 01                      75
PRIMEDIA, INC                  COM              74157K101    16061   973422 SH       DEFINED 01                  973422
PRIME RETAIL, INC              COM              741570105      537    95393 SH       DEFINED 01                   95393
PRIME RETAIL, INC              PFD              741570303      130    11020 SH       DEFINED 01                   11020
PRIME GROUP REALTY TRUST       COM              74158J103      717    47200 SH       DEFINED 01                   47200
PRIMEX TECHNOLOGIES, INC       COM              741597108     2475   119260 SH       DEFINED 01                  119260
PRIMARK CORP                   COM              741903108      417    14985 SH       DEFINED 01                   14985
PRIME HOSPITALITY CORP         COM              741917108     2992   339571 SH       DEFINED 01                  339571
PRIMUS TELECOMMUNICATIONS GROU COM              741929103     6671   174400 SH       DEFINED 01                  174400
PRIDE INTERNATIONAL, INC       COM              741932107     3471   237300 SH       DEFINED 01                  237300
PRISON REALTY TRUST, INC       COM              74264N105     2416   477287 SH       DEFINED 01                  477287
PRISM FINANCIAL CORP           COM              74264Q108        4      700 SH       DEFINED 01                     700
PRIORITY HEALTHCARE CORP (CLAS COM              74264T102      667    23050 SH       DEFINED 01                   23050
PRIVATE BUSINESS INC           COM              74267D104        6     1300 SH       DEFINED 01                    1300
PROBUSINESS SERVICES, INC      COM              742674104      338     9400 SH       DEFINED 01                    9400
PROCTER & GAMBLE CO            COM              742718109  1428293 13036335 SH       DEFINED 01                13036335
PRODIGY COMMUNICATIONS CORP    COM              74283P107     1163    60000 SH       DEFINED 01                   60000
PROFESSIONALS GROUP, INC       COM              742954100       13      550 SH       DEFINED 01                     550
PROFESSIONAL DETAILING, INC    COM              74312N107      350    11700 SH       DEFINED 01                   11700
PROFIT RECOVERY GROUP INTERNAT COM              743168106     5154   194050 SH       DEFINED 01                  194050
PROGRESS SOFTWARE CORP         COM              743312100    15615   275150 SH       DEFINED 01                  275150
PROGRESSIVE CORP               COM              743315103    18250   249566 SH       DEFINED 01                  249566
PROJECT SOFTWARE & DEVELOPMENT COM              74339P101     4951    89200 SH       DEFINED 01                   89200
PROLOGIS TRUST                 COM              743410102     9451   490953 SH       DEFINED 01                  490953
PROTECTION ONE, INC            COM              743663304       36    18800 SH       DEFINED 01                   18800
PROTECTIVE LIFE CORP           COM              743674103     8695   273320 SH       DEFINED 01                  273320
PROTEIN DESIGN LABORATORIES, I COM              74369L103     8113   115900 SH       DEFINED 01                  115900
PROVANT, INC                   COM              743724106     1025    40600 SH       DEFINED 01                   40600
PROVIDENCE AND WORCESTER RAILR COM              743737108     1330   166200 SH       DEFINED 01                  166200
HEALTHAXIS, INC                COM              743832107     1671    47500 SH       DEFINED 01                   47500
PROVIDENT BANKSHARES CORP      COM              743859100     9312   537858 SH       DEFINED 01                  537858
PROVIDENT FINANCIAL GROUP      COM              743866105     6052   168700 SH       DEFINED 01                  168700
PROVINCE HEALTHCARE CO         COM              743977100     2105   110800 SH       DEFINED 01                  110800
PROVIDIAN FINANCIAL CORP       COM              74406A102   118695  1303444 SH       DEFINED 01                 1303444
PROXICOM, INC                  COM              744282104    12257    98600 SH       DEFINED 01                   98600
PROXIM, INC                    COM              744284100     4895    44500 SH       DEFINED 01                   44500
PROXYMED, INC                  COM              744290107      369    37800 SH       DEFINED 01                   37800
PSINET, INC                    COM              74437C101    64092  1037927 SH       DEFINED 01                 1037927
PUBLIC SERVICE CO OF NEW MEXIC COM              744499104     4276   263124 SH       DEFINED 01                  263124
PUBLIC SERVICE CO OF NORTH CAR COM              744516105     3962   122602 SH       DEFINED 01                  122602
PUBLIC SERVICE ENTERPRISE GROU COM              744573106    60118  1726908 SH       DEFINED 01                 1726908
PUBLIC STORAGE, INC            COM              74460D109    15946   702832 SH       DEFINED 01                  702832
PUBLICARD, INC                 COM              744627100       13     2000 SH       DEFINED 01                    2000
PUERTO RICAN CEMENT CO, INC    COM              745075101       31      900 SH       DEFINED 01                     900
PUGET SOUND ENERGY, INC        COM              745332106    14678   757571 SH       DEFINED 01                  757571
PULITZER, INC                  COM              745769109      302     7500 SH       DEFINED 01                    7500
PULTE CORP                     COM              745867101     5001   222261 SH       DEFINED 01                  222261
QMS, INC                       COM              74726G102      163    55364 SH       DEFINED 01                   55364
QRS CORP                       COM              74726X105     8054    76700 SH       DEFINED 01                   76700
QAD, INC                       COM              74727D108      117     8400 SH       DEFINED 01                    8400
QLOGIC CORP                    COM              747277101    43160   269964 SH       DEFINED 01                  269964
QUADRAMED CORP                 COM              74730W101     1416   162400 SH       DEFINED 01                  162400
QUAKER OATS CO                 COM              747402105    64228   978718 SH       DEFINED 01                  978718
QUALCOMM, INC                  COM              747525103   779809  4427588 SH       DEFINED 01                 4427588
QUANTA SERVICES, INC           COM              74762E102     5836   206600 SH       DEFINED 01                  206600
QUANEX CORP                    COM              747620102     4507   176729 SH       DEFINED 01                  176729
QUANTUM CORP -DLT & STORAGE    COM              747906204    17444  1153335 SH       DEFINED 01                 1153335
QUANTUM CORP -HARD DISK DRIVE  COM              747906303     4191   604167 SH       DEFINED 01                  604167
QUEBECOR PRINTING, INC         COM              747922102     2225    99975 SH       DEFINED 01                   99975
QUEENS COUNTY BANCORP, INC     COM              748242104     1566    57750 SH       DEFINED 01                   57750
QUEST DIAGNOSTICS, INC         COM              74834L100     6090   199270 SH       DEFINED 01                  199270
QUESTAR CORP                   COM              748356102    11896   793080 SH       DEFINED 01                  793080
QUIKSILVER, INC                COM              74838C106     2118   136619 SH       DEFINED 01                  136619
QUINTILES TRANSNATIONAL CORP   COM              748767100    12847   687488 SH       DEFINED 01                  687488
QUORUM HEALTH GROUP, INC       COM              749084109     4279   459540 SH       DEFINED 01                  459540
R & B FALCON CORP              COM              74912E101    14157  1068464 SH       DEFINED 01                 1068464
QWEST COMMUNICATIONS INTERNATI COM              749121109    27920   649306 SH       DEFINED 01                  649306
RCN CORP                       COM              749361101    56623  1167475 SH       DEFINED 01                 1167475
RFS HOTEL INVESTORS, INC       COM              74955J108     1927   184600 SH       DEFINED 01                  184600
R.H. DONNELLEY CORP            COM              74955W307     1650    87436 SH       DEFINED 01                   87436
RGS ENERGY GROUP, INC          COM              74956K104     7707   374797 SH       DEFINED 01                  374797
RLI CORP                       COM              749607107      394    11600 SH       DEFINED 01                   11600
RPC, INC                       COM              749660106     3444   598944 SH       DEFINED 01                  598944
RPM, INC                       COM              749685103     1789   175656 SH       DEFINED 01                  175656
RSA SECURITY, INC              COM              749719100    12179   157150 SH       DEFINED 01                  157150
RTI INTERNATIONAL METALS       COM              74973W107      723    96400 SH       DEFINED 01                   96400
RWD TECHNOLOGIES, INC          COM              74975B101      720    69435 SH       DEFINED 01                   69435
RF MICRO DEVICES, INC          COM              749941100    22506   328850 SH       DEFINED 01                  328850
RADIAN GROUP, INC              COM              750236101    18381   384945 SH       DEFINED 01                  384945
RADIANT SYSTEMS, INC           COM              75025N102     2347    58400 SH       DEFINED 01                   58400
RADIO ONE, INC                 COM              75040P108      718     7800 SH       DEFINED 01                    7800
RADISYS CORP                   COM              750459109     3606    70700 SH       DEFINED 01                   70700
RAINFOREST CAFE, INC           COM              75086K104       29     7300 SH       DEFINED 01                    7300
RAMBUS, INC                    COM              750917106     2156    31966 SH       DEFINED 01                   31966
RALCORP HOLDINGS, INC          COM              751028101     3771   189143 SH       DEFINED 01                  189143
RALSTON PURINA CO              COM              751277302   167643  6014085 SH       DEFINED 01                 6014085
RAMTRON INTERNATIONAL CORP     COM              751907304        1      220 SH       DEFINED 01                     220
RANGER OIL LTD                 COM              752805101      731   235500 SH       DEFINED 01                  235500
RANGE RESOURCES CORP           COM              75281A109       42    13200 SH       DEFINED 01                   13200
RARE MEDIUM GROUP, INC         COM              75382N109     5957   174560 SH       DEFINED 01                  174560
RARE MEDIUM GROUP, INC         COM              753820109     1588    73400 SH       DEFINED 01                   73400
RATIONAL SOFTWARE CORP         COM              75409P202    33266   677164 SH       DEFINED 01                  677164
RAYMOND JAMES FINANCIAL CORP   COM              754730109    12307   658556 SH       DEFINED 01                  658556
RAYONIER, INC                  COM              754907103     8471   175339 SH       DEFINED 01                  175339
RAYOVAC CORP                   COM              755081106     3728   197500 SH       DEFINED 01                  197500
RAYTHEON CO (CLASS A)          COM              755111309    28537  1150086 SH       DEFINED 01                 1150086
RAYTHEON CO (CLASS B)          COM              755111408    24213   911551 SH       DEFINED 01                  911551
RAZORFISH, INC                 COM              755236106     5611    58987 SH       DEFINED 01                   58987
READ RITE CORP                 COM              755246105     5038  1060530 SH       DEFINED 01                 1060530
READERS DIGEST ASSOCIATION     COM              755267101    13028   445391 SH       DEFINED 01                  445391
REALNETWORKS, INC              COM              75605L104    31767   264037 SH       DEFINED 01                  264037
REALTY INCOME CORP             COM              756109104     3515   170400 SH       DEFINED 01                  170400
RECKSON SERVICES INDUSTRIES, I COM              75621J109      626    10042 SH       DEFINED 01                   10042
RECKSON ASSOCIATES REALTY CORP COM              75621K106     4419   215578 SH       DEFINED 01                  215578
RECKSON ASSOCIATES REALTY CORP COM              75621K304     3556   156324 SH       DEFINED 01                  156324
RECOTON CORP                   COM              756268108       57     6331 SH       DEFINED 01                    6331
REDBACK NETWORKS, INC          COM              757209101      657     3700 SH       DEFINED 01                    3700
REDWOOD TRUST, INC             COM              758075402      191    15254 SH       DEFINED 01                   15254
REEBOK INTERNATIONAL LTD       COM              758110100     1394   170248 SH       DEFINED 01                  170248
REGAL-BELOIT CORP              COM              758750103     3727   180700 SH       DEFINED 01                  180700
REGENERON PHARMACEUTICALS, INC COM              75886F107     2294   179900 SH       DEFINED 01                  179900
REGIS CORP                     COM              758932107     3532   187100 SH       DEFINED 01                  187100
REGENCY REALTY CORP            COM              758939102     1744    87200 SH       DEFINED 01                   87200
REGIONS FINANCIAL CORP         COM              758940100    36432  1450020 SH       DEFINED 01                 1450020
REINSURANCE GROUP OF AMERICA,  COM              759351109     6978   251443 SH       DEFINED 01                  251443
RELIANCE BANCORP, INC          COM              759451107      273     7900 SH       DEFINED 01                    7900
RELIANCE GROUP HOLDINGS, INC   COM              759464100     2839   424578 SH       DEFINED 01                  424578
RELIANCE STEEL & ALUMINUM CO   COM              759509102     2994   127750 SH       DEFINED 01                  127750
RELIANT ENERGY, INC            COM              75952J108    35444  1549464 SH       DEFINED 01                 1549464
RELIASTAR FINANCIAL CORP       COM              75952U103    17640   450132 SH       DEFINED 01                  450132
REMEC, INC                     COM              759543101     3103   121700 SH       DEFINED 01                  121700
REMEDY CORP                    COM              759548100     9213   194480 SH       DEFINED 01                  194480
REMEDYTEMP, INC (CLASS A)      COM              759549108       11      600 SH       DEFINED 01                     600
RENAISSANCE WORLDWIDE, INC     COM              75968A109     1374   186318 SH       DEFINED 01                  186318
REPLIGEN CORP                  COM              759916109      460   147100 SH       DEFINED 01                  147100
REPUBLIC BANCSHARES, INC       COM              759929102       25     2000 SH       DEFINED 01                    2000
RENAL CARE GROUP, INC          COM              759930100     7378   315650 SH       DEFINED 01                  315650
RENT-A-CENTER, INC             COM              76009N100     4377   220900 SH       DEFINED 01                  220900
RENT WAY, INC                  COM              76009U104     3834   205150 SH       DEFINED 01                  205150
REPUBLIC BANCORP, INC (KENTUCK COM              760281204        3      400 SH       DEFINED 01                     400
REPUBLIC BANCORP, INC          COM              760282103     9830   809652 SH       DEFINED 01                  809652
REPUBLIC GROUP, INC            COM              760473108      893    59014 SH       DEFINED 01                   59014
REPUBLIC NEW YORK CORP         COM              760719104    63246   878414 SH       DEFINED 01                  878414
REPUBLIC SECURITY FINANCIAL CO COM              760758102      610    85274 SH       DEFINED 01                   85274
REPUBLIC SERVICES, INC (CLASS  COM              760759100    46424  3229516 SH       DEFINED 01                 3229516
RES-CARE, INC                  COM              760943100     1650   129450 SH       DEFINED 01                  129450
RESTORATION HARDWARE, INC      COM              760981100      285    41900 SH       DEFINED 01                   41900
RESMED, INC                    COM              761152107     9770   234000 SH       DEFINED 01                  234000
RESOURCE AMERICA, INC (CLASS A COM              761195205     1216   154400 SH       DEFINED 01                  154400
RESOURCE BANCSHARES MTGE GROUP COM              761197102       21     4725 SH       DEFINED 01                    4725
RESPIRONICS, INC               COM              761230101     1715   215278 SH       DEFINED 01                  215278
RESPONSE ONCOLOGY, INC         COM              761232305       91    80684 SH       DEFINED 01                   80684
REVLON, INC (CLASS A)          COM              761525500     1150   144906 SH       DEFINED 01                  144906
REXALL SUNDOWN, INC            COM              761648104     2410   233690 SH       DEFINED 01                  233690
REYNOLDS & REYNOLDS CO (CLASS  COM              761695105    10413   462800 SH       DEFINED 01                  462800
REYNOLDS METALS CO             COM              761763101    24688   322190 SH       DEFINED 01                  322190
RJR REYNOLDS TOBACCO HOLDINGS, COM              76182K105    14002   794426 SH       DEFINED 01                  794426
RHYTHMS NETCONNECTIONS, INC    COM              762430205    15209   490601 SH       DEFINED 01                  490601
RICHMOND COUNTY FINANCIAL CORP COM              764556106     2998   166000 SH       DEFINED 01                  166000
RIGGS NATIONAL CORP            COM              766570105     1794   136000 SH       DEFINED 01                  136000
RIO ALGOM LTD                  COM              766889109     1594   105000 SH       DEFINED 01                  105000
RISK CAPITAL HOLDINGS, INC     COM              767711104      774    61300 SH       DEFINED 01                   61300
RITE AID CORP                  COM              767754104    16926  1512898 SH       DEFINED 01                 1512898
RIVIANA FOODS, INC             COM              769536103      444    25000 SH       DEFINED 01                   25000
ROADWAY EXPRESS, INC           COM              769742107     6063   280350 SH       DEFINED 01                  280350
ROBBINS & MYERS, INC           COM              770196103      248    10953 SH       DEFINED 01                   10953
ROBERT HALF INTERNATIONAL, INC COM              770323103    18533   648842 SH       DEFINED 01                  648842
ROBOTIC VISION SYSTEMS, INC    COM              771074101        0       50 SH       DEFINED 01                      50
ROCK-TENN CO (CLASS A)         COM              772739207     1370    92900 SH       DEFINED 01                   92900
ROCKWELL INTERNATIONAL CORP    COM              773903109   126480  2641886 SH       DEFINED 01                 2641886
ROGERS COMMUNICATIONS, INC (CL COM              775109200     4658   191200 SH       DEFINED 01                  191200
ROGERS CORP                    COM              775133101     2700    70600 SH       DEFINED 01                   70600
ROHM & HAAS CO                 COM              775371107    21333   524322 SH       DEFINED 01                  524322
ROHN INDUSTRIES, INC           COM              775381106      117    40700 SH       DEFINED 01                   40700
ROLLINS, INC                   COM              775711104     4892   326156 SH       DEFINED 01                  326156
ROLLINS TRUCK LEASING CORP     COM              775741101     6415   537347 SH       DEFINED 01                  537347
ROMAC INTERNATIONAL, INC       COM              775835101     4797   356985 SH       DEFINED 01                  356985
ROPER INDUSTRIES, INC          COM              776696106    10443   276185 SH       DEFINED 01                  276185
ROSLYN BANCORP, INC            COM              778162107     9688   523665 SH       DEFINED 01                  523665
ROSS STORES, INC               COM              778296103    23686  1320460 SH       DEFINED 01                 1320460
ROUGE INDUSTRIES, INC (CLASS A COM              779088103      677    85983 SH       DEFINED 01                   85983
ROUSE CO                       COM              779273101    10525   495300 SH       DEFINED 01                  495300
ROWAN COS, INC                 COM              779382100    14121   651102 SH       DEFINED 01                  651102
ROYAL APPLIANCE MANUFACTURING  COM              780076105        7     1400 SH       DEFINED 01                    1400
ROYAL BANK OF CANADA           COM              780087102    32922   751305 SH       DEFINED 01                  751305
ROYAL DUTCH PETROLEUM CO (NY R ADR              780257804       54      900 SH       DEFINED 01                     900
RUBY TUESDAY, INC              COM              781182100     5726   314834 SH       DEFINED 01                  314834
RUDDICK CORP                   COM              781258108     1514    97700 SH       DEFINED 01                   97700
RUDOLPH TECHNOLOGIES, INC      COM              781270103      964    28782 SH       DEFINED 01                   28782
RURAL/METRO CORP               COM              781748108       24     5600 SH       DEFINED 01                    5600
RUSS BERRIE & CO, INC          COM              782233100     1902    72450 SH       DEFINED 01                   72450
RUSSELL CORP                   COM              782352108     3094   184700 SH       DEFINED 01                  184700
RYANAIR HOLDINGS PLC ADR       ADR              783513104    18042   327300 SH       DEFINED 01                  327300
RYAN'S FAMILY STEAK HOUSES, IN COM              783519101     2203   259150 SH       DEFINED 01                  259150
RYDER SYSTEM, INC              COM              783549108    10458   427952 SH       DEFINED 01                  427952
RYERSON TULL, INC              COM              78375P107     1810    93127 SH       DEFINED 01                   93127
RYLAND GROUP, INC              COM              783764103     2304    99900 SH       DEFINED 01                   99900
S & T BANCORP, INC             COM              783859101     2272    98000 SH       DEFINED 01                   98000
SBC COMMUNICATIONS, INC        COM              78387G103  1971778 40446730 SH       DEFINED 01                40446730
SCI SYSTEMS, INC               COM              783890106    42464   516677 SH       DEFINED 01                  516677
SCM MICROSYSTEMS, INC          COM              784018103     5620    87900 SH       DEFINED 01                   87900
SCPIE HOLDINGS, INC            COM              78402P104     1367    42567 SH       DEFINED 01                   42567
SCP POOL CORP                  COM              784028102     1722    66400 SH       DEFINED 01                   66400
SDL, INC                       COM              784076101    37787   173334 SH       DEFINED 01                  173334
SEI INVESTMENT CO              COM              784117103    21043   176812 SH       DEFINED 01                  176812
SEMCO ENERGY, INC              COM              78412D109       71     6005 SH       DEFINED 01                    6005
SFX ENTERTAINMENT, INC (CLASS  COM              784178105    84334  2330483 SH       DEFINED 01                 2330483
SJW CORP                       COM              784305104       48      400 SH       DEFINED 01                     400
SL GREEN REALTY CORP           COM              78440X101     2567   118000 SH       DEFINED 01                  118000
SLM HOLDINGS CORP              COM              78442A109    44327  1049165 SH       DEFINED 01                 1049165
SLI, INC                       COM              78442T108     1470   108400 SH       DEFINED 01                  108400
SPSS, INC                      COM              78462K102      126     5000 SH       DEFINED 01                    5000
SOS STAFFING SERVICES, INC     COM              78462X104       29     6600 SH       DEFINED 01                    6600
SPS TECHNOLOGIES, INC          COM              784626103     2246    70329 SH       DEFINED 01                   70329
S1 CORPORATION                 COM              78463B101    16581   212241 SH       DEFINED 01                  212241
SPX CORP                       COM              784635104    17638   218254 SH       DEFINED 01                  218254
S3, INC                        COM              784849101     4206   363790 SH       DEFINED 01                  363790
SVI HOLDINGS, INC              COM              784872103      372    31000 SH       DEFINED 01                   31000
SPR, INC                       COM              784922106        5      850 SH       DEFINED 01                     850
SABRE GROUP HOLDINGS CORP      COM              785905100    13299   259484 SH       DEFINED 01                  259484
SAFECO CORP                    COM              786429100    13547   544600 SH       DEFINED 01                  544600
SAFEGUARD SCIENTIFICS, INC     COM              786449108    13743    84800 SH       DEFINED 01                   84800
SAFESCIENCE, INC               COM              786452102      128    11000 SH       DEFINED 01                   11000
SAFESKIN CORP                  COM              786454108     9164   755768 SH       DEFINED 01                  755768
SAFETY-KLEEN CORP              COM              78648R203     4002   353808 SH       DEFINED 01                  353808
SAFEWAY, INC                   COM              786514208   229239  6446096 SH       DEFINED 01                 6446096
SAGA COMMUNICATIONS, INC (CLAS COM              786598102       81     4000 SH       DEFINED 01                    4000
SAGA SYSTEMS, INC              COM              786610105     9915   497300 SH       DEFINED 01                  497300
SAGENT TECHNOLOGY, INC         COM              786693101     2901    96900 SH       DEFINED 01                   96900
ST. FRANCIS CAPITAL CORP       COM              789374105     5228   280700 SH       DEFINED 01                  280700
ST. JOE CO                     COM              790148100     5110   210200 SH       DEFINED 01                  210200
ST. JUDE MEDICAL, INC          COM              790849103    22758   741619 SH       DEFINED 01                  741619
ST. MARY LAND & EXPLORATION CO COM              792228108     2725   110100 SH       DEFINED 01                  110100
ST. PAUL COS, INC              COM              792860108    51640  1532903 SH       DEFINED 01                 1532903
SAKS, INC                      COM              79377W108    13809   887340 SH       DEFINED 01                  887340
SALESLOGIX CORP                COM              79466P105      928    22600 SH       DEFINED 01                   22600
SALIENT 3 COMMUNICATIONS (CLAS COM              794721100     1151   164400 SH       DEFINED 01                  164400
SALTON, INC                    COM              795757103     2580    77150 SH       DEFINED 01                   77150
SAMSONITE CORP                 COM              79604V105      851   146427 SH       DEFINED 01                  146427
SANCHEZ COMPUTER ASSOCIATES, I COM              799702105     3229    78400 SH       DEFINED 01                   78400
SANDISK CORP                   COM              80004C101     8759    91000 SH       DEFINED 01                   91000
SANDY SPRING BANCORP, INC      COM              800363103      427    15800 SH       DEFINED 01                   15800
SANMINA CORP                   COM              800907107    34205   342483 SH       DEFINED 01                  342483
SANGSTAT MEDICAL CORP          COM              801003104     2002    67300 SH       DEFINED 01                   67300
SANTA CRUZ OPERATION, INC      COM              801833104     3833   126200 SH       DEFINED 01                  126200
SANTA FE SNYDER CORP           COM              80218K105    12050  1506225 SH       DEFINED 01                 1506225
SAPIENT CORP                   COM              803062108    25862   183500 SH       DEFINED 01                  183500
SARA LEE CORP                  COM              803111103   147374  6679860 SH       DEFINED 01                 6679860
SATYAM INFOWAY LIMITED ADR     ADR              804099109     6347    40950 SH       DEFINED 01                   40950
SAUER, INC                     COM              804137107      854    94200 SH       DEFINED 01                   94200
SAUL CENTERS, INC              COM              804395101       63     4500 SH       DEFINED 01                    4500
SAWTEK, INC                    COM              805468105    30133   452700 SH       DEFINED 01                  452700
SCANA CORP                     COM              805898103    19022   707800 SH       DEFINED 01                  707800
SCHAWK, INC (CLASS A)          COM              806373106       46     5400 SH       DEFINED 01                    5400
SCHEIN (HENRY), INC            COM              806407102     2330   175000 SH       DEFINED 01                  175000
SCHEIN PHARMACEUTICAL, INC     COM              806416103      478    39400 SH       DEFINED 01                   39400
SCHERING-PLOUGH CORP           COM              806605101   678501 16082980 SH       DEFINED 01                16082980
SCHLUMBERGER LTD               COM              806857108    42726   759567 SH       DEFINED 01                  759567
SCHOLASTIC CORP                COM              807066105    26570   427250 SH       DEFINED 01                  427250
SCHOOL SPECIALTY, INC          COM              807863105     2132   140946 SH       DEFINED 01                  140946
SCHULMAN (A.), INC             COM              808194104    10080   617914 SH       DEFINED 01                  617914
SCHWAB (CHARLES) CORP          COM              808513105   213506  5563667 SH       DEFINED 01                 5563667
SCHWEITZER-MAUDUIT INTERNATION COM              808541106     1536   114316 SH       DEFINED 01                  114316
SCIENT CORP                    COM              80864H109     6189    71600 SH       DEFINED 01                   71600
SCIENTIFIC-ATLANTA, INC        COM              808655104    27523   494800 SH       DEFINED 01                  494800
SCIENTIFIC GAMES HOLDINGS CORP COM              808747109      468    28259 SH       DEFINED 01                   28259
SCIOS, INC                     COM              808905103     2285   545650 SH       DEFINED 01                  545650
SCOTT TECHNOLOGIES, INC        COM              810022301     2125   112600 SH       DEFINED 01                  112600
SCOTTISH POWER PLC-ADR         ADR              81013T705    82401  2942892 SH       DEFINED 01                 2942892
SCOTTS CO (CLASS A)            COM              810186106     7350   182600 SH       DEFINED 01                  182600
SCRIPPS (E.W.) CO (CLASS A)    COM              811054204    10248   228695 SH       DEFINED 01                  228695
SEABOARD CORP                  COM              811543107        2       10 SH       DEFINED 01                      10
SEACOAST FINANCIAL SERVICES CO COM              81170Q106      184    18100 SH       DEFINED 01                   18100
SEAGATE TECHNOLOGY, INC        COM              811804103    73731  1583493 SH       DEFINED 01                 1583493
SEAGRAMS CO LTD                COM              811850106    24427   547100 SH       DEFINED 01                  547100
SEACOR SMIT, INC               COM              811904101     1346    26000 SH       DEFINED 01                   26000
SEALED AIR CORP                COM              81211K100    26355   508656 SH       DEFINED 01                  508656
SEALED AIR CORP PFD (CLASS A)  PFD              81211K209     7323   145017 SH       DEFINED 01                  145017
SEARS ROEBUCK & CO             COM              812387108    75120  2468003 SH       DEFINED 01                 2468003
SECURITY CAPITAL GROUP, INC (C COM              81413P204      833    66600 SH       DEFINED 01                   66600
SEITEL, INC                    COM              816074306     1033   153100 SH       DEFINED 01                  153100
SELECT COMFORT CORP            COM              81616X103      428   105300 SH       DEFINED 01                  105300
SELECTIVE INSURANCE GROUP, INC COM              816300107    12903   750700 SH       DEFINED 01                  750700
SEMTECH CORP                   COM              816850101    13547   259900 SH       DEFINED 01                  259900
SEMPRA ENERGY                  COM              816851109    27695  1593934 SH       DEFINED 01                 1593934
SENIOR HOUSING PROPERTIES TRUS COM              81721M109     1107    89030 SH       DEFINED 01                   89030
SENSORMATIC ELECTRONICS CORP   COM              817265101     8695   498650 SH       DEFINED 01                  498650
SEPRACOR, INC                  COM              817315104    12756   128600 SH       DEFINED 01                  128600
SEQUA CORP (CLASS A)           COM              817320104      844    15642 SH       DEFINED 01                   15642
SERENA SOFTWARE, INC           COM              817492101     2215    71600 SH       DEFINED 01                   71600
SEROLOGICALS CORP              COM              817523103      752   125300 SH       DEFINED 01                  125300
SERVICE CORP INTERNATIONAL     COM              817565104     7114  1025508 SH       DEFINED 01                 1025508
SERVICE EXPERTS, INC           COM              817567100      176    30317 SH       DEFINED 01                   30317
SERVICE MERCHANDISE, INC       COM              817587108        3    32100 SH       DEFINED 01                   32100
SERVICEMASTER CO               COM              81760N109    12481  1013684 SH       DEFINED 01                 1013684
7-ELEVEN, INC                  COM              817826100     1930  1083500 SH       DEFINED 01                 1083500
SHARED MEDICAL SYSTEMS CORP    COM              819486101     9597   188407 SH       DEFINED 01                  188407
SHAW GROUP, INC                COM              820280105        6      218 SH       DEFINED 01                     218
SHAW INDUSTRIES, INC           COM              820286102    12395   802900 SH       DEFINED 01                  802900
SHERWIN-WILLIAMS CO            COM              824348106    24455  1164531 SH       DEFINED 01                 1164531
SHIRE PHARMACEUTICALS CORP     ADR              82481R106    12084   414889 SH       DEFINED 01                  414889
SHOE CARNIVAL, INC             COM              824889109      203    20200 SH       DEFINED 01                   20200
SHOPKO STORES, INC             COM              824911101     4209   183000 SH       DEFINED 01                  183000
SHONEY'S, INC                  COM              825039100       32    23500 SH       DEFINED 01                   23500
SHOP AT HOME, INC              COM              825066301     1348   135600 SH       DEFINED 01                  135600
SHORELINE FINANCIAL CORP       COM              825190101      116     6250 SH       DEFINED 01                    6250
SHOREWOOD PACKAGING CORP       COM              825229107     4815   254264 SH       DEFINED 01                  254264
SHURGARD STORAGE CENTERS, INC  COM              82567D104     3096   133500 SH       DEFINED 01                  133500
SICOR, INC                     COM              825846108     4083   526859 SH       DEFINED 01                  526859
SIEBEL SYSTEMS, INC            COM              826170102   118813  1414442 SH       DEFINED 01                 1414442
SIEBERT FINANCIAL CORP         COM              826176109       15     1000 SH       DEFINED 01                    1000
SIERRA HEALTH SERVICES, INC    COM              826322109     1191   178050 SH       DEFINED 01                  178050
SIERRA PACIFIC RESOURCES (NEW) COM              826428104     3067   177172 SH       DEFINED 01                  177172
SIGMA ALDRICH CORP             COM              826552101    23184   771194 SH       DEFINED 01                  771194
SIG CORP, INC                  COM              826912107     3471   152582 SH       DEFINED 01                  152582
SILGAN HOLDINGS, INC           COM              827048109      571    42700 SH       DEFINED 01                   42700
SILICON GRAPHICS, INC          COM              827056102    10365  1056272 SH       DEFINED 01                 1056272
SILICON VALLEY BANCSHARES      COM              827064106    11741   237200 SH       DEFINED 01                  237200
SILICON VALLEY GROUP, INC      COM              827066101     3570   201100 SH       DEFINED 01                  201100
SILICONIX, INC                 COM              827079203     1788    13600 SH       DEFINED 01                   13600
SILKNET SOFTWARE, INC          COM              827094103     6378    38480 SH       DEFINED 01                   38480
SIMMONS FIRST NATIONAL CORP (C COM              828730200      178     7100 SH       DEFINED 01                    7100
SIMON PROPERTY GROUP, INC      COM              828806109    19529   851380 SH       DEFINED 01                  851380
SIMPSON INDUSTRIES, INC        COM              829060102     3035   269775 SH       DEFINED 01                  269775
SIMPSON MANUFACTURING CO, INC  COM              829073105     1863    42585 SH       DEFINED 01                   42585
SINCLAIR BROADCASTING GROUP, I COM              829226109      484    39700 SH       DEFINED 01                   39700
SIRIUS SATELLITE RADIO, INC    COM              82966U103     7800   175286 SH       DEFINED 01                  175286
SITEL CORP                     COM              82980K107     3330   475753 SH       DEFINED 01                  475753
SIPEX CORP                     COM              829909100     1972    80300 SH       DEFINED 01                   80300
SKY FINANCIAL GROUP, INC       COM              83080P103     6285   312294 SH       DEFINED 01                  312294
SKYLINE CORP                   COM              830830105     2419   102918 SH       DEFINED 01                  102918
SKYWEST, INC                   COM              830879102     2915   104100 SH       DEFINED 01                  104100
SMART & FINAL, INC             COM              831683107      357    49200 SH       DEFINED 01                   49200
SMITH (A.O.) CORP              COM              831865209     3570   163200 SH       DEFINED 01                  163200
SMITH INTERNATIONAL, INC       COM              832110100    14927   300414 SH       DEFINED 01                  300414
CHARLES E. SMITH RESIDENTIAL R COM              832197107     2009    56800 SH       DEFINED 01                   56800
SMITHFIELD FOODS, INC          COM              832248108     7721   321700 SH       DEFINED 01                  321700
SMUCKER, (J.M.) CO (CLASS A)   COM              832696108     1028    52708 SH       DEFINED 01                   52708
SMUCKER, (J.M.) CO (CLASS B)   COM              832696207     3164   194700 SH       DEFINED 01                  194700
SMURFIT-STONE CONTAINER CORP   COM              832727101    74983  3060537 SH       DEFINED 01                 3060537
SNYDER COMMUNICATIONS, INC     COM              832914105     6707   348400 SH       DEFINED 01                  348400
CIRCLE.COM                     COM              832914204     1236   100350 SH       DEFINED 01                  100350
SNAP-ON, INC                   COM              833034101    11787   443750 SH       DEFINED 01                  443750
SOCIEDAD QUIMICA Y MINERA DE C ADR              833635105     2273    72000 SH       DEFINED 01                   72000
SOCIEDAD QUIMICA Y MINERA SERI COM              833636103      131     4163 SH       DEFINED 01                    4163
SODEXHO MARRIOTT SERVICES, INC COM              833793102     1655   127320 SH       DEFINED 01                  127320
SOFTNET SYSTEMS, INC           COM              833964109     2746   109300 SH       DEFINED 01                  109300
SOLA INTERNATIONAL, INC        COM              834092108      564    40649 SH       DEFINED 01                   40649
SOLECTRON CORP                 COM              834182107   215857  2269194 SH       DEFINED 01                 2269194
SOLUTIA, INC                   COM              834376105    11292   731491 SH       DEFINED 01                  731491
SONIC CORP                     COM              835451105     8933   313425 SH       DEFINED 01                  313425
SONOCO PRODUCTS CO             COM              835495102    18358   806934 SH       DEFINED 01                  806934
SONOSITE, INC                  COM              83568G104      445    14072 SH       DEFINED 01                   14072
SOTHEBYS HOLDINGS, INC (CLASS  COM              835898107     1719    57300 SH       DEFINED 01                   57300
SOURCE INFORMATION MANAGEMENT  COM              836151209      519    31000 SH       DEFINED 01                   31000
SOURCE MEDIA, INC              COM              836153304     1471    79500 SH       DEFINED 01                   79500
SOUTH JERSEY INDUSTRIES, INC   COM              838518108     1447    50900 SH       DEFINED 01                   50900
SOUTHDOWN, INC                 COM              841297104    11013   213333 SH       DEFINED 01                  213333
SOUTHERN CO                    COM              842587107   108601  4621311 SH       DEFINED 01                 4621311
SOUTHERN PERU COPPER CORP      COM              843611104     1721   111500 SH       DEFINED 01                  111500
SOUTHERN UNION CO              COM              844030106     2043   106837 SH       DEFINED 01                  106837
SOUTHTRUST CORP                COM              844730101    61975  1639015 SH       DEFINED 01                 1639015
SOUTHWEST AIRLINES CO          COM              844741108    55985  3458558 SH       DEFINED 01                 3458558
SOUTHWEST BANCORP OF TEXAS, IN COM              84476R109     1284    64800 SH       DEFINED 01                   64800
SOUTHWEST GAS CORP             COM              844895102      198     8600 SH       DEFINED 01                    8600
SOUTHWEST SECURITIES GROUP, IN COM              845224104     2380    86939 SH       DEFINED 01                   86939
SOUTHWESTERN ENERGY CO         COM              845467109     1263   192400 SH       DEFINED 01                  192400
SOVEREIGN BANCORP, INC         COM              845905108     8397  1126636 SH       DEFINED 01                 1126636
SOVRAN SELF STORAGE, INC       COM              84610H108     1464    77300 SH       DEFINED 01                   77300
SPACELABS MEDICAL, INC         COM              846247104        1       60 SH       DEFINED 01                      60
SPARTAN MOTORS, INC            COM              846819100      612   139950 SH       DEFINED 01                  139950
SPARTECH CORP                  COM              847220209     3386   105000 SH       DEFINED 01                  105000
SPECIAL METALS CORP            COM              84741Y103        1      400 SH       DEFINED 01                     400
SPECIALTY EQUIPMENT COS, INC   COM              847497203     2896   121000 SH       DEFINED 01                  121000
SPECTRASITE HOLDINGS, INC      COM              84760T100        1       82 SH       DEFINED 01                      82
SPEEDFAM-IPEC, INC             COM              847705100     2068   159850 SH       DEFINED 01                  159850
SPEEDWAY MOTORSPORTS, INC      COM              847788106      579    20800 SH       DEFINED 01                   20800
SPIEGEL, INC (CLASS A)         COM              848457107      525    74700 SH       DEFINED 01                   74700
SPIEKER PROPERTIES, INC        COM              848497103    14426   395900 SH       DEFINED 01                  395900
SPLASH TECHNOLOGY HOLDINGS, IN COM              848623104      945   107200 SH       DEFINED 01                  107200
SPORTSLINE.COM                 COM              848934105     5629   112300 SH       DEFINED 01                  112300
THE SPORTS AUTHORITY, INC      COM              849176102       19     9250 SH       DEFINED 01                    9250
SPRING INDUSTRIES, INC         COM              851783100     2894    72473 SH       DEFINED 01                   72473
SPRINT CORP (FON GROUP)        COM              852061100   296900  4410774 SH       DEFINED 01                 4410774
SPRINT CORP (PCS GROUP)        COM              852061506    86032   839333 SH       DEFINED 01                  839333
SPYGLASS, INC                  COM              852192103     3496    92200 SH       DEFINED 01                   92200
SS&C TECHNOLOGIES, INC         COM              85227Q100      545    83800 SH       DEFINED 01                   83800
STAFF LEASING, INC             COM              852381102     2251   236900 SH       DEFINED 01                  236900
STAFFMARK, INC                 COM              852389105     1733   229100 SH       DEFINED 01                  229100
STAGE STORES, INC              COM              85254C107       29    12700 SH       DEFINED 01                   12700
STANCORP FINANCIAL GROUP, INC  COM              852891100      715    28400 SH       DEFINED 01                   28400
STANDARD COMMERCIAL CORP       COM              853258101      388   108836 SH       DEFINED 01                  108836
STANDARD MOTOR PRODUCTS, INC ( COM              853666105      827    51263 SH       DEFINED 01                   51263
STANDARD-PACIFIC CORP          COM              85375C101     2369   215364 SH       DEFINED 01                  215364
STANDARD REGISTER, INC         COM              853887107     1578    81421 SH       DEFINED 01                   81421
STANDEX INTERNATIONAL CORP     COM              854231107     2931   139982 SH       DEFINED 01                  139982
STANLEY WORKS CO               COM              854616109    13279   440800 SH       DEFINED 01                  440800
STAR TELECOMMUNICATIONS, INC   COM              854923109     2000   252915 SH       DEFINED 01                  252915
STAPLES, INC                   COM              855030102    69219  3335870 SH       DEFINED 01                 3335870
STARBUCKS CORP                 COM              855244109    19723   813330 SH       DEFINED 01                  813330
STARMEDIA NETWORK, INC         COM              855546107     3453    86200 SH       DEFINED 01                   86200
STARRETT (L.S.) CO (CLASS A)   COM              855668109      629    28035 SH       DEFINED 01                   28035
STARTEK, INC                   COM              85569C107     1722    47500 SH       DEFINED 01                   47500
STARWOOD FINANCIAL TRUST       COM              85569R104     5634   332616 SH       DEFINED 01                  332616
STATE AUTO FINANCIAL CORP      COM              855707105       24     2600 SH       DEFINED 01                    2600
STARWOOD HOTELS & RESORTS WORL COM              85590A203    34245  1457243 SH       DEFINED 01                 1457243
STATE STREET CORP              COM              857477103    81208  1111483 SH       DEFINED 01                 1111483
STATEN ISLAND BANCORP, INC     COM              857550107     4192   232885 SH       DEFINED 01                  232885
STATION CASINOS, INC           COM              857689103     4230   188537 SH       DEFINED 01                  188537
STEEL DYNAMICS, INC            COM              858119100     1701   106700 SH       DEFINED 01                  106700
STEELCASE, INC                 COM              858155203     2755   229606 SH       DEFINED 01                  229606
STEIN MART, INC                COM              858375108     1080   189900 SH       DEFINED 01                  189900
STEINWAY MUSICAL INSTRUMENTS,  COM              858495104     1577    77886 SH       DEFINED 01                   77886
STEPAN CO                      COM              858586100      507    21685 SH       DEFINED 01                   21685
STERLING BANCSHARES, INC       COM              858907108      479    42800 SH       DEFINED 01                   42800
STERICYCLE, INC                COM              858912108      442    23500 SH       DEFINED 01                   23500
STERIS CORP                    COM              859152100     4856   470864 SH       DEFINED 01                  470864
STERLING BANCORP               COM              859158107       55     3465 SH       DEFINED 01                    3465
STERLING COMMERCE, INC         COM              859205106    20163   591954 SH       DEFINED 01                  591954
STERLING FINANCIAL CORP        COM              859317109       70     2250 SH       DEFINED 01                    2250
STERLING SOFTWARE, INC         COM              859547101    15579   494581 SH       DEFINED 01                  494581
STEWART & STEVENSON SERVICES,  COM              860342104     4039   341000 SH       DEFINED 01                  341000
STEWART ENTERPRISES, INC (CLAS COM              860370105     1265   266400 SH       DEFINED 01                  266400
STEWART INFORMATION SERVICES C COM              860372101     1415   106300 SH       DEFINED 01                  106300
STILLWATER MINING CO           COM              86074Q102     7575   237648 SH       DEFINED 01                  237648
STONE & WEBSTER, INC           COM              861572105      991    58919 SH       DEFINED 01                   58919
STONE ENERGY CORP              COM              861642106     2056    57711 SH       DEFINED 01                   57711
STONERIDGE, INC                COM              86183P102     1743   112885 SH       DEFINED 01                  112885
STORAGE U.S.A., INC            COM              861907103     5617   185700 SH       DEFINED 01                  185700
STORAGE TECHNOLOGY CORP        COM              862111200    11342   615146 SH       DEFINED 01                  615146
STRATTEC SECURITY CORP         COM              863111100      719    22194 SH       DEFINED 01                   22194
STRAYER EDUCATION, INC         COM              863236105       91     4600 SH       DEFINED 01                    4600
STRIDE RITE CORP               COM              863314100     2009   309000 SH       DEFINED 01                  309000
STRUCTURAL DYNAMICS RESEARCH C COM              863555108     2987   234240 SH       DEFINED 01                  234240
STRYKER CORP                   COM              863667101    23844   342469 SH       DEFINED 01                  342469
STUDENT LOAN CORP              COM              863902102      743    14900 SH       DEFINED 01                   14900
STRUM, RUGER & CO, INC         COM              864159108     1222   137700 SH       DEFINED 01                  137700
SUBURBAN LODGES OF AMERICA, IN COM              864444104        3      500 SH       DEFINED 01                     500
SUIZA FOODS CORP               COM              865077101     8620   217550 SH       DEFINED 01                  217550
SUMMIT BANCORP                 COM              866005101    36268  1184247 SH       DEFINED 01                 1184247
SUMMIT PROPERTIES, INC         COM              866239106     2068   115720 SH       DEFINED 01                  115720
SUMMIT TECHNOLOGY, INC         COM              86627E101     3956   338450 SH       DEFINED 01                  338450
SUN COMMUNITIES, INC           COM              866674104     2524    78400 SH       DEFINED 01                   78400
SUN MICROSYSTEMS, INC          COM              866810104   966411 12479880 SH       DEFINED 01                12479880
SUNBURST HOSPITALITY CORP      COM              866948102       45     7969 SH       DEFINED 01                    7969
SUNBEAM CORP                   COM              867071102     2022   482883 SH       DEFINED 01                  482883
SUNCOR ENERGY, INC             COM              867229106    11262   270200 SH       DEFINED 01                  270200
SUNGLASS HUT INTERNATIONAL, IN COM              86736F106     3329   295950 SH       DEFINED 01                  295950
SUNGARD DATA SYSTEMS, INC      COM              867363103    19009   800365 SH       DEFINED 01                  800365
SUNOCO, INC                    COM              86764P109    13962   594142 SH       DEFINED 01                  594142
SUNQUEST INFORMATION SYSTEMS,  COM              867654105      373    27600 SH       DEFINED 01                   27600
SUNRISE ASSISTED LIVING, INC   COM              86768K106     1288    93670 SH       DEFINED 01                   93670
SUNRISE TECHNOLOGY INTERNATION COM              86769L103     2094   177300 SH       DEFINED 01                  177300
SUNSHINE MINING & REFINING CO  COM              867833501       27    19300 SH       DEFINED 01                   19300
SUNTERRA CORP                  COM              86787D109     2514   218593 SH       DEFINED 01                  218593
SUNRISE MEDICAL, INC           COM              867910101      342    55200 SH       DEFINED 01                   55200
SUNTRUST BANKS, INC            COM              867914103   142665  2073240 SH       DEFINED 01                 2073240
SUPERGEN, INC                  COM              868059106     3269   111300 SH       DEFINED 01                  111300
SUPERIOR CONSULTANT HOLDINGS C COM              868146101      663    46500 SH       DEFINED 01                   46500
SUPERIOR ENERGY SERVICES, INC  COM              868157108       68    10000 SH       DEFINED 01                   10000
SUPERIOR INDUSTRIES INTERNATIO COM              868168105     2048    76400 SH       DEFINED 01                   76400
SUPERIOR NATIONAL INSURANCE GR COM              868224106        1      100 SH       DEFINED 01                     100
SUPERIOR TRUST I SERIES A      PFD              86836P202      337    10071 SH       DEFINED 01                   10071
SUPERIOR TELECOM, INC          COM              868365107     2345   151923 SH       DEFINED 01                  151923
SUPERVALU, INC                 COM              868536103    26340  1316995 SH       DEFINED 01                 1316995
SUSQUEHANNA BANCSHARES, INC    COM              869099101     2434   153330 SH       DEFINED 01                  153330
SWIFT ENERGY CO                COM              870738101       85     7350 SH       DEFINED 01                    7350
SWIFT TRANSPORTATION CO, INC   COM              870756103     7673   435325 SH       DEFINED 01                  435325
SYBASE, INC                    COM              871130100    11670   686455 SH       DEFINED 01                  686455
SYBRON INTERNATIONAL CORP      COM              87114F106    17393   704520 SH       DEFINED 01                  704520
SYCAMORE NETWORKS, INC         COM              871206108     5252    17052 SH       DEFINED 01                   17052
SYKES ENTERPRISES, INC         COM              871237103     7138   162700 SH       DEFINED 01                  162700
SYLVAN LEARNING SYSTEMS, INC   COM              871399101     4118   316750 SH       DEFINED 01                  316750
SYMANTEC CORP                  COM              871503108    28711   489743 SH       DEFINED 01                  489743
SYMBOL TECHNOLOGIES, INC       COM              871508107    39798   626123 SH       DEFINED 01                  626123
SYMMETRICOM, INC               COM              871543104     1999   201120 SH       DEFINED 01                  201120
SYNCOR INTERNATIONAL CORP      COM              87157J106     1879    64500 SH       DEFINED 01                   64500
SYNOPSYS, INC                  COM              871607107    35520   532141 SH       DEFINED 01                  532141
SYNOVUS FINANCIAL CORP         COM              87161C105    20371  1024981 SH       DEFINED 01                 1024981
SYNTEL, INC                    COM              87162H103     2518   155550 SH       DEFINED 01                  155550
SYNTROLEUM CORP                COM              871630109      822   101176 SH       DEFINED 01                  101176
SYSCO CORP                     COM              871829107    98758  2496254 SH       DEFINED 01                 2496254
SYSTEMAX, INC                  COM              871851101     2099   246885 SH       DEFINED 01                  246885
SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105     3756   231132 SH       DEFINED 01                  231132
TBC CORP                       COM              872180104       85    13550 SH       DEFINED 01                   13550
TCBY ENTERPRISES, INC          COM              872245105      830   217590 SH       DEFINED 01                  217590
TCF FINANCIAL CORP             COM              872275102    21255   854488 SH       DEFINED 01                  854488
TCSI CORP                      COM              87233R106       40    12400 SH       DEFINED 01                   12400
TD WATERHOUSE GROUP            COM              872362108     9895   602500 SH       DEFINED 01                  602500
TECO ENERGY, INC               COM              872375100    18272   984332 SH       DEFINED 01                  984332
THQ, INC                       COM              872443403     3685   158925 SH       DEFINED 01                  158925
TJ INTERNATIONAL, INC          COM              872534102     1035    24646 SH       DEFINED 01                   24646
TJX COS, INC                   COM              872540109    54526  2667943 SH       DEFINED 01                 2667943
TNP ENTERPRISES, INC           COM              872594106     3209    77800 SH       DEFINED 01                   77800
TRW, INC                       COM              872649108    38041   732430 SH       DEFINED 01                  732430
TSI INTERNATIONAL SOFTWARE LTD COM              872879101     3828    67600 SH       DEFINED 01                   67600
TMP WORLDWIDE, INC             COM              872941109    28996   204200 SH       DEFINED 01                  204200
TV GUIDE, INC                  COM              87307Q109    10337   240400 SH       DEFINED 01                  240400
TALBOTS, INC                   COM              874161102      277     6200 SH       DEFINED 01                    6200
TALK.COM, INC                  COM              874264104     6445   363100 SH       DEFINED 01                  363100
TANDY CORP                     COM              875382103   150985  3069585 SH       DEFINED 01                 3069585
TANGER FACTORY OUTLET CENTERS, COM              875465106      735    35400 SH       DEFINED 01                   35400
TARRANT APPAREL GROUP          COM              876289109        6      600 SH       DEFINED 01                     600
TAUBMAN CENTERS, INC           COM              876664103     4645   432130 SH       DEFINED 01                  432130
TECH DATA CORP                 COM              878237106     9162   337771 SH       DEFINED 01                  337771
TECH-SYM CORP                  COM              878308105      479    23235 SH       DEFINED 01                   23235
TECHNE CORP                    COM              878377100     2863    52000 SH       DEFINED 01                   52000
TECHNITROL, INC                COM              878555101     4060    91238 SH       DEFINED 01                   91238
TECHNOLOGY SOLUTIONS CO        COM              87872T108     3734   114025 SH       DEFINED 01                  114025
TECUMSEH PRODUCTS CO (CLASS B) COM              878895101     1307    31300 SH       DEFINED 01                   31300
TECUMSEH PRODUCTS CO (CLASS A) COM              878895200     5809   123100 SH       DEFINED 01                  123100
TEJON RANCH CO                 COM              879080109      824    34690 SH       DEFINED 01                   34690
TEKELEC                        COM              879101103     5027   223400 SH       DEFINED 01                  223400
TEKTRONIX, INC                 COM              879131100    24496   630129 SH       DEFINED 01                  630129
TELEBANC FINANCIAL CORP        COM              87925R109     6445   247900 SH       DEFINED 01                  247900
TELEDYNE TECHNOLOGIES, INC     COM              879360105     1039   110134 SH       DEFINED 01                  110134
TELEFLEX, INC                  COM              879369106     7428   237233 SH       DEFINED 01                  237233
TELEGLOBE, INC (U.S.A.)        COM              87941V100     3121   137545 SH       DEFINED 01                  137545
TELEPHONE & DATA SYSTEMS, INC  COM              879433100    33823   268434 SH       DEFINED 01                  268434
TELESPECTRUM WORLDWIDE, INC    COM              87951U109        9     1200 SH       DEFINED 01                    1200
TELECAN, INC                   COM              879516102     1249    50600 SH       DEFINED 01                   50600
TELIGENT, INC                  COM              87959Y103     6231   100900 SH       DEFINED 01                  100900
TELLABS, INC                   COM              879664100   185760  2894014 SH       DEFINED 01                 2894014
TELTREND, INC                  COM              87969R106        2       50 SH       DEFINED 01                      50
TELXON CORP                    COM              879700102      109     6800 SH       DEFINED 01                    6800
TEMPLE-INLAND, INC             COM              879868107    25144   381324 SH       DEFINED 01                  381324
TELETECH HOLDINGS, INC         COM              879939106     4574   135700 SH       DEFINED 01                  135700
TELESYSTEM INTL WIRELESS INC.  COM              879946101     7380   201400 SH       DEFINED 01                  201400
TENFOLD CORP                   COM              88033A103      659    16500 SH       DEFINED 01                   16500
TENET HEALTHCARE CORP          COM              88033G100    81761  3479176 SH       DEFINED 01                 3479176
TENNANT CO                     COM              880345103     6547   199900 SH       DEFINED 01                  199900
TENNECO AUTOMOTIVE, INC        COM              880349105     2074   222675 SH       DEFINED 01                  222675
TERADYNE, INC                  COM              880770102   108518  1644213 SH       DEFINED 01                 1644213
TERAYON COMMUNCIATION SYSTEMS, COM              880775101    10160   161750 SH       DEFINED 01                  161750
TEREX CORP                     COM              880779103     4766   171760 SH       DEFINED 01                  171760
TERRA INDUSTRIES, INC          COM              880915103      139    85753 SH       DEFINED 01                   85753
TESORO PETROLEUM CORP          COM              881609101     2423   209581 SH       DEFINED 01                  209581
TETRA TECHNOLOGIES, INC        COM              88162F105       28     3900 SH       DEFINED 01                    3900
TETRA TECH, INC                COM              88162G103     3499   227580 SH       DEFINED 01                  227580
TEXACO, INC                    COM              881694103   179910  3312491 SH       DEFINED 01                 3312491
TEXAS INDUSTRIES, INC          COM              882491103     6464   151871 SH       DEFINED 01                  151871
TEXAS INSTRUMENTS, INC         COM              882508104   703790  7264932 SH       DEFINED 01                 7264932
TEXAS REGIONAL BANCSHRS, INC ( COM              882673106     2926   100900 SH       DEFINED 01                  100900
TEXAS UTILITIES CO             COM              882848104    77403  2176539 SH       DEFINED 01                 2176539
TEXTRON, INC                   COM              883203101    57372   748132 SH       DEFINED 01                  748132
THEGLOBE.COM, INC              COM              88335R101      713    85128 SH       DEFINED 01                   85128
THERAGENICS CORP               COM              883375107     1823   201200 SH       DEFINED 01                  201200
THERMO BIOANALYSIS CORP        COM              88355H108      211    11500 SH       DEFINED 01                   11500
THERMO CARDIOSYSTEMS, INC      COM              88355K200      104    15800 SH       DEFINED 01                   15800
THERMO ECOTEK CORP             COM              88355R106       16     3000 SH       DEFINED 01                    3000
THERMO FIBERTEK, INC           COM              88355W105       79    11100 SH       DEFINED 01                   11100
THERMO ELECTRON CORP           COM              883556102    15853  1056872 SH       DEFINED 01                 1056872
THERMO INSTRUMENT SYSTEMS, INC COM              883559106      205    18453 SH       DEFINED 01                   18453
THERMO OPTEK CORP              COM              883582108       38     3300 SH       DEFINED 01                    3300
THERMO VISION CORP             COM              883600108       79    11422 SH       DEFINED 01                   11422
THERMOLASE CORP                COM              883624108        6     3200 SH       DEFINED 01                    3200
THERMOQUEST CORP               COM              883655102       55     5300 SH       DEFINED 01                    5300
THERMOTREX CORP                COM              883666109       20     2600 SH       DEFINED 01                    2600
THESTREET.COM                  COM              88368Q103     1088    56700 SH       DEFINED 01                   56700
THERMEDICS, INC                COM              883901100      365    67150 SH       DEFINED 01                   67150
THOMAS & BETTS CORP            COM              884315102    46277  1451813 SH       DEFINED 01                 1451813
THOMAS INDUSTRIES, INC         COM              884425109     2994   146477 SH       DEFINED 01                  146477
THOR INDUSTRIES, INC           COM              885160101      885    29080 SH       DEFINED 01                   29080
THORNBURG MORTGAGE ASSET CORP  COM              885218107     1154   139922 SH       DEFINED 01                  139922
3DO CO                         COM              88553W105       49     5400 SH       DEFINED 01                    5400
3DFX INTERACTIVE, INC          COM              88553X103     1286   131100 SH       DEFINED 01                  131100
3COM CORP                      COM              885535104   122168  2599321 SH       DEFINED 01                 2599321
TICKETMASTER ONLINE-CITYSEAR   COM              88633P203     6599   171691 SH       DEFINED 01                  171691
TIDEWATER, INC                 COM              886423102    25211   700292 SH       DEFINED 01                  700292
TIFFANY & CO                   COM              886547108    48247   540588 SH       DEFINED 01                  540588
TIMBERLAND CO                  COM              887100105     3530    66760 SH       DEFINED 01                   66760
TIME WARNER, INC               COM              887315109   693972  9580281 SH       DEFINED 01                 9580281
TIME WARNER TELECOM, INC       COM              887319101     5712   114375 SH       DEFINED 01                  114375
TIMES MIRROR CO SERIES A       COM              887364107    11126   166054 SH       DEFINED 01                  166054
TIMKEN CO                      COM              887389104    10242   501154 SH       DEFINED 01                  501154
TITAN CORP                     COM              888266103     7983   169400 SH       DEFINED 01                  169400
TITAN EXPLORATION, INC         COM              888289105       48     8900 SH       DEFINED 01                    8900
TITAN INTERNATIONAL, INC       COM              88830M102       44     6758 SH       DEFINED 01                    6758
TITANIUM METALS CORP           COM              888339108      505   112200 SH       DEFINED 01                  112200
TOLL BROTHERS, INC             COM              889478103     3385   181766 SH       DEFINED 01                  181766
TOO, INC                       COM              890333107    10176   589937 SH       DEFINED 01                  589937
TOOTSIE ROLL INDUSTRIES, INC   COM              890516107     7713   234178 SH       DEFINED 01                  234178
TOPPS, INC                     COM              890786106     2979   287090 SH       DEFINED 01                  287090
TORCHMARK CORP                 COM              891027104    50979  1754100 SH       DEFINED 01                 1754100
TORO CO                        COM              891092108     2834    75950 SH       DEFINED 01                   75950
TORONTO DOMINION BANK          COM              891160509    12039   450200 SH       DEFINED 01                  450200
TOSCO CORP                     COM              891490302    36682  1349233 SH       DEFINED 01                 1349233
TOTAL RENAL CARE HOLDINGS, INC COM              89151A107     3294   492510 SH       DEFINED 01                  492510
TOWER AUTOMOTIVE, INC          COM              891707101     5134   332545 SH       DEFINED 01                  332545
TOTAL SYSTEM SERVICES, INC     COM              891906109     2264   138799 SH       DEFINED 01                  138799
TRACK DATA CORP                COM              891918104      835    82000 SH       DEFINED 01                   82000
TOWN & COUNTRY TRUST           COM              892081100     2016   112400 SH       DEFINED 01                  112400
TOWNE SERVICES, INC            COM              892148107      385    96300 SH       DEFINED 01                   96300
TOYS "R" US, INC               COM              892335100    25394  1774277 SH       DEFINED 01                 1774277
TRACTOR SUPPLY CO              COM              892356106       99     6200 SH       DEFINED 01                    6200
TRAMMELL CROW CO               COM              89288R106     2006   172580 SH       DEFINED 01                  172580
TRANS WORLD AIRLINES, INC      COM              893349837      668   237400 SH       DEFINED 01                  237400
TRANS WORLD ENTERTAINMENT CORP COM              89336Q100     7792   742087 SH       DEFINED 01                  742087
TRANSACTION SYSTEM ARCHITECTUR COM              893416107     4987   178120 SH       DEFINED 01                  178120
TRANSATLANTIC HOLDINGS, INC    COM              893521104     1417    18157 SH       DEFINED 01                   18157
TRANS CANADA PIPELINES LTD     COM              893526103     9588  1109488 SH       DEFINED 01                 1109488
TRANSKARYOTIC THERAPIES, INC   COM              893735100     2553    66300 SH       DEFINED 01                   66300
TRANSPRO, INC                  COM              893885103      573    89075 SH       DEFINED 01                   89075
TRANSMONTAIGNE, INC            COM              893934109     1175   167925 SH       DEFINED 01                  167925
TRAVELERS PROPERTY CASUALTY CO COM              893939108    21162   617882 SH       DEFINED 01                  617882
TRANSWITCH CORP                COM              894065101    12299   169500 SH       DEFINED 01                  169500
TRAVEL SERVICES INTERNATIONAL, COM              894169101       31     3400 SH       DEFINED 01                    3400
TREDEGAR CORP                  COM              894650100     3854   186317 SH       DEFINED 01                  186317
TRENDWEST RESORTS, INC         COM              894917103     1438    63900 SH       DEFINED 01                   63900
TRENWICK GROUP, INC            COM              895290104      814    48053 SH       DEFINED 01                   48053
TREX CO, INC                   COM              89531P105      161     6000 SH       DEFINED 01                    6000
TREX MEDICAL CORP              COM              89531R101        0      136 SH       DEFINED 01                     136
TRIAD HOSPITALS, INC           COM              89579K109     3797   251040 SH       DEFINED 01                  251040
TRIANGLE BANCORP, INC          COM              895835106     2031   104809 SH       DEFINED 01                  104809
TRIANGLE PHARMACEUTICALS, INC  COM              89589H104     2721   212400 SH       DEFINED 01                  212400
TRIAD GUARANTY, INC            COM              895925105     2125    93400 SH       DEFINED 01                   93400
TRIARC COS, INC                COM              895927101       83     4500 SH       DEFINED 01                    4500
TRICON GLOBAL RESTAURANTS, INC COM              895953107    42981  1112785 SH       DEFINED 01                 1112785
TRIBUNE CO                     COM              896047107    91719  1665722 SH       DEFINED 01                 1665722
TRICO MARINE SERVICES, INC     COM              896106101       64     9034 SH       DEFINED 01                    9034
TRICORD SYSTEMS, INC           COM              896121100      761   156000 SH       DEFINED 01                  156000
TRIGON HEALTHCARE, INC         COM              89618L100     4540   153900 SH       DEFINED 01                  153900
TRIMBLE NAVIGATION LTD         COM              896239100     1810    83700 SH       DEFINED 01                   83700
TRINITY INDUSTRIES, INC        COM              896522109    12114   426000 SH       DEFINED 01                  426000
TRIQUINT SEMICONDUCTOR, INC    COM              89674K103     6113    54947 SH       DEFINED 01                   54947
TRIUMPH GROUP, INC             COM              896818101     1988    82172 SH       DEFINED 01                   82172
TRIZEC HAHN CORP               COM              896938107      837    50000 SH       DEFINED 01                   50000
TROPICAL SPORTSWARE INTERNATIO COM              89708P102       32     2000 SH       DEFINED 01                    2000
TRUE NORTH COMMUNICATIONS, INC COM              897844106    17111   382904 SH       DEFINED 01                  382904
TRUMP HOTEL & CASINO RESORT, I COM              898168109       17     5100 SH       DEFINED 01                    5100
TRUST CO OF N.J. (THE)         COM              898304100     1391    60800 SH       DEFINED 01                   60800
TRUSTCO BANK CORP              COM              898349105     2432   183554 SH       DEFINED 01                  183554
TRUSTMARK CORP                 COM              898402102     3680   170302 SH       DEFINED 01                  170302
TUBOSCOPE, INC                 COM              898600101     1318    83000 SH       DEFINED 01                   83000
TUESDAY MORNING CORP           COM              899035505      444    24100 SH       DEFINED 01                   24100
TUPPERWARE CORP                COM              899896104    18081  1067507 SH       DEFINED 01                 1067507
TUT SYSTEMS, INC               COM              901103101     3920    73100 SH       DEFINED 01                   73100
TWEETER HOME ENTERTAINMENT GRO COM              901167106      231     6500 SH       DEFINED 01                    6500
21ST CENTURY INSURANCE GROUP   COM              901272203     1773    91800 SH       DEFINED 01                   91800
24/7 MEDIA, INC                COM              901314104     6103   108500 SH       DEFINED 01                  108500
TWINLAB CORP                   COM              901774109     1285   161900 SH       DEFINED 01                  161900
TYCO INTERNATIONAL LTD         COM              902124106  1482515 38135435 SH       DEFINED 01                38135435
TYLER TECHNOLOGIES, INC        COM              902252105      108    19700 SH       DEFINED 01                   19700
TYSON FOODS, INC               COM              902494103    24951  1535460 SH       DEFINED 01                 1535460
UAL CORP                       COM              902549500    12356   159302 SH       DEFINED 01                  159302
UCAR INTERNATIONAL, INC        COM              90262K109     5354   300600 SH       DEFINED 01                  300600
UGI CORP                       COM              902681105     4186   204834 SH       DEFINED 01                  204834
UICI                           COM              902737105      869    82300 SH       DEFINED 01                   82300
UMB FINANCIAL CORP             COM              902788108     2238    59295 SH       DEFINED 01                   59295
UST CORP                       COM              902900109    42852  1349659 SH       DEFINED 01                 1349659
USX-MARATHON GROUP, INC        COM              902905827    57121  2313754 SH       DEFINED 01                 2313754
U.S.B. HOLDINGS CO, INC        COM              902910108      187    11745 SH       DEFINED 01                   11745
UST, INC                       COM              902911106    29135  1156717 SH       DEFINED 01                 1156717
U.S.A. DETERGENTS, INC         COM              902938109      138    50200 SH       DEFINED 01                   50200
U.S. PLASTIC LUMBER CORP       COM              902948108      307    39900 SH       DEFINED 01                   39900
U.S. FRANCHISE SYSTEMS, INC (C COM              902956309       10     2300 SH       DEFINED 01                    2300
U.S. RESTAURANT PROPERTIES, IN COM              902971100      893    62400 SH       DEFINED 01                   62400
U.S. BANCORP                   COM              902973106   123916  5203828 SH       DEFINED 01                 5203828
U.S. LIQUIDS, INC              COM              902974104      305    36400 SH       DEFINED 01                   36400
U.S.A. NETWORKS, INC           COM              902984103    22402   405464 SH       DEFINED 01                  405464
URS CORP                       COM              903236107     1813    83600 SH       DEFINED 01                   83600
U.S. CAN CORP                  COM              90328W105     1337    67277 SH       DEFINED 01                   67277
USG CORP                       COM              903293405    16279   345437 SH       DEFINED 01                  345437
U.S. FOODSERVICE, INC          COM              90331R101     8460   505076 SH       DEFINED 01                  505076
U.S. LEC CORP (CLASS A)        COM              90331S109     2383    73900 SH       DEFINED 01                   73900
U.S.A. FLORAL PRODUCTS, INC    COM              90331T107        4     1800 SH       DEFINED 01                    1800
USEC, INC                      COM              90333E108     4500   642820 SH       DEFINED 01                  642820
US INTERACTIVE, INC            COM              90334M109       26      610 SH       DEFINED 01                     610
USX-US STEEL GROUP, INC        COM              90337T101    16847   510514 SH       DEFINED 01                  510514
U.S. EXPRESS ENTERPRISES, INC  COM              90338N103      754   102300 SH       DEFINED 01                  102300
US ONCOLOGY, INC               COM              90338W103     2291   463954 SH       DEFINED 01                  463954
UTI ENERGY CORP                COM              903387108     2143    92900 SH       DEFINED 01                   92900
UBID, INC                      COM              903469104      576    21739 SH       DEFINED 01                   21739
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106    24861  1095793 SH       DEFINED 01                 1095793
ULTRATECH STEPPER, INC         COM              904034105      625    38756 SH       DEFINED 01                   38756
UNICAPITAL CORP                COM              90459D108     2259   612640 SH       DEFINED 01                  612640
UNIFI, INC                     COM              904677101     2176   176725 SH       DEFINED 01                  176725
UNIFIRST CORP                  COM              904708104     1217    96361 SH       DEFINED 01                   96361
UNILEVER NV (N.Y.) SHS         COM              904784709     3104    57014 SH       DEFINED 01                   57014
UNICOM CORP                    COM              904911104    51720  1543888 SH       DEFINED 01                 1543888
UNIGRAPHICS SOLUTIONS, INC     COM              904928108     1191    44100 SH       DEFINED 01                   44100
UNION CARBIDE CORP             COM              905581104    32510   487038 SH       DEFINED 01                  487038
UNION PACIFIC CORP             COM              907818108    71192  1631906 SH       DEFINED 01                 1631906
UNION PACIFIC RESOURCES GROUP, COM              907834105    30086  2359698 SH       DEFINED 01                 2359698
UNION PLANTERS CORP            COM              908068109    61189  1551545 SH       DEFINED 01                 1551545
UNIONBANCAL CORP               COM              908906100    15424   391097 SH       DEFINED 01                  391097
UNISOURCE ENERGY CORP HOLDINGS COM              909205106     2432   217360 SH       DEFINED 01                  217360
UNISYS CORP                    COM              909214108   124795  3907474 SH       DEFINED 01                 3907474
UNITED ASSET MANAGEMENT CORP   COM              909420101     5210   280700 SH       DEFINED 01                  280700
UNITED AUTO GROUP, INC         COM              909440109      962   107600 SH       DEFINED 01                  107600
UNITED CMNTY FINL CORP OHIO    COM              909839102      155    15600 SH       DEFINED 01                   15600
UNITED BANKSHARES, INC         COM              909907107     2237    93702 SH       DEFINED 01                   93702
UNITED DOMINION INDUSTRIES LTD COM              909914103     3294   168100 SH       DEFINED 01                  168100
UNITED DOMINION REALTY TRUST,  COM              910197102     9520   964001 SH       DEFINED 01                  964001
UNITED FIRE & CASULTY CO       COM              910331107       14      600 SH       DEFINED 01                     600
UNITED HEALTHCARE CORP         COM              910581107   139940  2634174 SH       DEFINED 01                 2634174
UNITED ILLUMINATING CO         COM              910637107     4100    79800 SH       DEFINED 01                   79800
UNITED NATIONAL BANCORP        COM              910909100      397    17903 SH       DEFINED 01                   17903
UNITED NATURAL FOODS, INC      COM              911163103      356    29700 SH       DEFINED 01                   29700
UNITED PAYORS & UNITED PROVIDE COM              911319101     1648    99500 SH       DEFINED 01                   99500
UNITED RENTALS, INC            COM              911363109     6461   377287 SH       DEFINED 01                  377287
UNITED RETAIL GROUP, INC       COM              911380103       12     1500 SH       DEFINED 01                    1500
U.S. CELLULAR CORP             COM              911684108    11630   115221 SH       DEFINED 01                  115221
U.S. AIRWAYS GROUP, INC        COM              911905107    10213   318527 SH       DEFINED 01                  318527
U.S. HOME CORP                 COM              911920106     1120    43813 SH       DEFINED 01                   43813
U.S. INDUSTRIES, INC           COM              912080108    13448   960579 SH       DEFINED 01                  960579
U.S. OFFICE PRODUCTS CO        COM              912325305      411   131678 SH       DEFINED 01                  131678
U.S. WEST, INC                 COM              91273H101   274534  3812972 SH       DEFINED 01                 3812972
U.S. TRUST CORP                COM              91288L105    10334   128869 SH       DEFINED 01                  128869
UNITED STATIONERS, INC         COM              913004107     9448   330796 SH       DEFINED 01                  330796
UNITED TECHNOLOGIES CORP       COM              913017109   466784  7181298 SH       DEFINED 01                 7181298
UNITED TELEVISION, INC         COM              913066106    29355   213200 SH       DEFINED 01                  213200
UNITED THERAPEUTICS CORP       COM              91307C102     7360   160000 SH       DEFINED 01                  160000
UNITED WATER RESOURCES, INC    COM              913190104     4174   122100 SH       DEFINED 01                  122100
UNITED WISCONSIN SERVICES, INC COM              913238101       23     5500 SH       DEFINED 01                    5500
UNITEDGLOBALCOM, INC (CLASS A) COM              913247508    41436   586700 SH       DEFINED 01                  586700
UNITRIN, INC                   COM              913275103    12127   322308 SH       DEFINED 01                  322308
UNIVERSAL CORP                 COM              913456109     4645   203596 SH       DEFINED 01                  203596
UNIVERSAL FOODS CORP           COM              913538104    10520   516332 SH       DEFINED 01                  516332
UNIVERSAL FOREST PRODUCTS, INC COM              913543104     1285    87100 SH       DEFINED 01                   87100
UNIVERSAL HEALTH SERVICES, INC COM              913903100     6530   181400 SH       DEFINED 01                  181400
UNIVISION COMMUNICATIONS, INC  COM              914906102    64126   627535 SH       DEFINED 01                  627535
UNOCAL CORP                    COM              915289102    48125  1433898 SH       DEFINED 01                 1433898
UNOVA, INC                     COM              91529B106     3308   254488 SH       DEFINED 01                  254488
UNUMPROVIDENT CORP             COM              91529Y106    33333  1039633 SH       DEFINED 01                 1039633
USFREIGHTWAYS CORP             COM              916906100    15545   324700 SH       DEFINED 01                  324700
URBAN OUTFITTERS, INC          COM              917047102      527    18100 SH       DEFINED 01                   18100
URBAN SHOPPING CENTERS, INC    COM              917060105     1888    69600 SH       DEFINED 01                   69600
UROMED CORP                    COM              917274300        0      300 SH       DEFINED 01                     300
USBANCORP, INC                 COM              917292104      737    62700 SH       DEFINED 01                   62700
USINTERNETWORKING, INC         COM              917311805     7868   112600 SH       DEFINED 01                  112600
USWEB CORP                     COM              917327108    26269   591150 SH       DEFINED 01                  591150
UTILICORP UNITED, INC          COM              918005109    11655   599591 SH       DEFINED 01                  599591
VA LINUX SYSTEMS, INC          COM              91819B105      884     4279 SH       DEFINED 01                    4279
VF CORP                        COM              918204108    17948   598258 SH       DEFINED 01                  598258
VTEL CORP                      COM              918333105        0       56 SH       DEFINED 01                      56
VAIL RESORTS, INC              COM              91879Q109      157     8731 SH       DEFINED 01                    8731
VALASSIS COMMUNICATIONS, INC   COM              918866104    28016   663110 SH       DEFINED 01                  663110
VALHI, INC                     COM              918905100      399    38046 SH       DEFINED 01                   38046
VALENCE TECHNOLOGY, INC        COM              918914102     2438   128300 SH       DEFINED 01                  128300
VALERO ENERGY CORP             COM              91913Y100     6531   328600 SH       DEFINED 01                  328600
VALLEY MEDIA, INC              COM              91972C106      111    15900 SH       DEFINED 01                   15900
VALLEY NATIONAL BANCORP        COM              919794107    11382   406486 SH       DEFINED 01                  406486
VALMONT INDUSTRIES             COM              920253101      151     9400 SH       DEFINED 01                    9400
VALSPAR CORP                   COM              920355104     6654   158900 SH       DEFINED 01                  158900
VALUE AMERICA, INC             COM              92038N102      234    46200 SH       DEFINED 01                   46200
VALUE CITY DEPARTMENT STORES,  COM              920387107     1186    78400 SH       DEFINED 01                   78400
VALUE LINE, INC                COM              920437100     9799   272200 SH       DEFINED 01                  272200
VALUEVISION INTERNATIONAL, INC COM              92047K107     6528   113900 SH       DEFINED 01                  113900
VARCO INTERNATIONAL, INC       COM              922126107     4492   440979 SH       DEFINED 01                  440979
VARIAN MEDICAL SYSTEMS, INC    COM              92220P105      451    15128 SH       DEFINED 01                   15128
VARIAN, INC                    COM              922206107     3346   148728 SH       DEFINED 01                  148728
VARIAN SEMICONDUCTOR EQUIPMENT COM              922207105     6536   192228 SH       DEFINED 01                  192228
VASTAR RESOURCES, INC          COM              922380100    11593   196494 SH       DEFINED 01                  196494
VEECO INSTRUMENTS, INC         COM              922417100     3801    81200 SH       DEFINED 01                   81200
VENTAS, INC                    COM              92276F100     1771   422871 SH       DEFINED 01                  422871
VENTANA MEDICAL SYSTEMS, INC   COM              92276H106     2298    92400 SH       DEFINED 01                   92400
VENTIV HEALTH, INC             COM              922793104     1027   111764 SH       DEFINED 01                  111764
VENATOR GROUP, INC             COM              922944103     5340   762800 SH       DEFINED 01                  762800
VERITY, INC                    COM              92343C106     8215   193000 SH       DEFINED 01                  193000
VERISIGN, INC                  COM              92343E102   145704   763100 SH       DEFINED 01                  763100
VERITAS DGC, INC               COM              92343P107     1869   133500 SH       DEFINED 01                  133500
VERIO, INC                     COM              923433106    22803   493700 SH       DEFINED 01                  493700
VERITAS SOFTWARE CORP          COM              923436109   335662  2345235 SH       DEFINED 01                 2345235
VERTEX PHARMACEUTICALS, INC    COM              92532F100     1608    45940 SH       DEFINED 01                   45940
VERTICALNET, INC               COM              92532L107    33928   206876 SH       DEFINED 01                  206876
VESTA INSURANCE GROUP, INC     COM              925391104       21     5400 SH       DEFINED 01                    5400
VETERINARY CENTERS OF AMERICA, COM              925514101     2020   156900 SH       DEFINED 01                  156900
VIAD CORP                      COM              92552R109    15872   569400 SH       DEFINED 01                  569400
VIASOFT, INC                   COM              92552U102     1267   222820 SH       DEFINED 01                  222820
VIACOM, INC (CLASS A)          COM              925524100    55523   918686 SH       DEFINED 01                  918686
VIACOM, INC (CLASS B)          COM              925524308   173790  2875538 SH       DEFINED 01                 2875538
VIATEL, INC                    COM              925529208   135387  2524701 SH       DEFINED 01                 2524701
VICAL, INC                     COM              925602104     3359   112200 SH       DEFINED 01                  112200
VICOR CORP                     COM              925815102     2689    66400 SH       DEFINED 01                   66400
VICORP RESTAURANTS, INC        COM              925817108     2309   143203 SH       DEFINED 01                  143203
VIGNETTE CORP                  COM              926734104    37094   227568 SH       DEFINED 01                  227568
VINA CONCHA Y TORO S.A. ADR    ADR              927191106     2204    58200 SH       DEFINED 01                   58200
VINTAGE PETROLEUM, INC         COM              927460105     3655   303000 SH       DEFINED 01                  303000
VIRCO MANUFACTURING            COM              927651109      195    15004 SH       DEFINED 01                   15004
VISIO CORP                     COM              927914101     8488   178700 SH       DEFINED 01                  178700
VIROPHARMA, INC                COM              928241108       96     2600 SH       DEFINED 01                    2600
VISHAY INTERTECHNOLOGY, INC    COM              928298108    19997   632315 SH       DEFINED 01                  632315
VISX, INC                      COM              92844S105    31826   615000 SH       DEFINED 01                  615000
VISUAL NETWORKS, INC           COM              928444108    10635   134200 SH       DEFINED 01                  134200
VITAL SIGNS, INC               COM              928469105     2040    89200 SH       DEFINED 01                   89200
VITESSE SEMICONDUCTOR CORP     COM              928497106    47417   904260 SH       DEFINED 01                  904260
VIZACOM, INC                   COM              92855E102       44    13212 SH       DEFINED 01                   13212
VIVUS, INC                     COM              928551100     1221   386700 SH       DEFINED 01                  386700
VLASIC FOODS INTERNATIONAL, IN COM              928559103     1260   221600 SH       DEFINED 01                  221600
VODAFONE AIRTOUCH PLC ADR      ADR              92857T107   194909  3937565 SH       DEFINED 01                 3937565
VOICESTREAM WIRELESS CORP      COM              928615103    85074   597800 SH       DEFINED 01                  597800
VOLT INFORMATION SCIENCES, INC COM              928703107       88     3700 SH       DEFINED 01                    3700
VORNADO OPERATING CO           COM              92904N103       24     3920 SH       DEFINED 01                    3920
VORNADO REALTY TRUST           COM              929042109    14745   453700 SH       DEFINED 01                  453700
VULCAN MATERIALS CO            COM              929160109    22593   565700 SH       DEFINED 01                  565700
WFS FINANCIAL, INC             COM              92923B106      577    27300 SH       DEFINED 01                   27300
WD-40 CO                       COM              929236107     5573   251900 SH       DEFINED 01                  251900
WHX CORP                       COM              929248102       65     7200 SH       DEFINED 01                    7200
W HOLDING CO, INC              COM              929251106     1109   106850 SH       DEFINED 01                  106850
WICOR, INC                     COM              929253102     4571   156598 SH       DEFINED 01                  156598
WLR FOODS, INC                 COM              929286102       43     7553 SH       DEFINED 01                    7553
WMX TECHNOL CV NOTE   02.0000                   92929QAF4     4113  4993000 PRN      DEFINED 01                 4993000
WMS INDUSTRIES, INC            COM              929297109     2080   158456 SH       DEFINED 01                  158456
WPS RESOURCES CORP             COM              92931B106     4527   180172 SH       DEFINED 01                  180172
WABASH NATIONAL CORP           COM              929566107     1199    79950 SH       DEFINED 01                   79950
WACHOVIA CORP                  COM              929771103    88456  1300818 SH       DEFINED 01                 1300818
WACKENHUT CORP SERIES A        COM              929794105      164    11000 SH       DEFINED 01                   11000
WACKENHUT CORP SERIES B        COM              929794303     2852   276602 SH       DEFINED 01                  276602
WACKENHUT CORRECTIONS CORP     COM              929798106      861    73700 SH       DEFINED 01                   73700
WADDELL & REED FINANCIAL INC ( COM              930059100    12803   472008 SH       DEFINED 01                  472008
WADDELL & REED FINANCIAL INC ( COM              930059209     2827   112515 SH       DEFINED 01                  112515
WAL-MART STORES, INC           COM              931142103  1875542 27132610 SH       DEFINED 01                27132610
WALDEN RESIDENTIAL PROPERTIES, COM              931210108     3475   160705 SH       DEFINED 01                  160705
WALGREEN CO                    COM              931422109   221067  7557846 SH       DEFINED 01                 7557846
WALLACE COMPUTER SERVICES, INC COM              932270101     4410   265268 SH       DEFINED 01                  265268
WALTER INDUSTRIES, INC         COM              93317Q105      961    88900 SH       DEFINED 01                   88900
WARNACO GROUP, INC (CLASS A)   COM              934390105     4513   366499 SH       DEFINED 01                  366499
WARNER-LAMBERT CO              COM              934488107   546171  6665705 SH       DEFINED 01                 6665705
WASHINGTON FEDERAL, INC        COM              938824109    15070   763037 SH       DEFINED 01                  763037
WASHINGTON GAS LIGHT CO        COM              938837101     8359   303972 SH       DEFINED 01                  303972
WASHINGTON MUTUAL, INC         COM              939322103   116166  4467930 SH       DEFINED 01                 4467930
WASHINGTON POST CO (CLASS B)   COM              939640108    30864    55524 SH       DEFINED 01                   55524
WASHINGTON REAL ESTATE INVESTM COM              939653101     3810   254027 SH       DEFINED 01                  254027
WASHINGTON TRUST BANCORP, INC  COM              940610108       36     2000 SH       DEFINED 01                    2000
WASTE CONNECTIONS, INC         COM              941053100      650    45000 SH       DEFINED 01                   45000
WASTE INDUSTRIES, INC          COM              941058109       27     2400 SH       DEFINED 01                    2400
WASTE MANAGEMENT, INC          COM              94106L109   135041  7856920 SH       DEFINED 01                 7856920
WATER PIK TECHNOLOGIES, INC    COM              94113U100       66     6861 SH       DEFINED 01                    6861
WATERS CORP                    COM              941848103    23316   439920 SH       DEFINED 01                  439920
WATKINS-JOHNSON CO             COM              942486101      320     8000 SH       DEFINED 01                    8000
WATSCO, INC                    COM              942622200      845    73038 SH       DEFINED 01                   73038
WATSON PHARMACEUTICALS, INC    COM              942683103    23263   649581 SH       DEFINED 01                  649581
WATTS INDUSTRIES, INC (CLASS A COM              942749102     1984   134500 SH       DEFINED 01                  134500
WAUSAU-MOSINEE PAPER CORP      COM              943315101     5169   442267 SH       DEFINED 01                  442267
WAVE SYSTEMS CORP (CLASS A)    COM              943526103     1843   154400 SH       DEFINED 01                  154400
WAVO CORP                      COM              944027101      605   156195 SH       DEFINED 01                  156195
WEATHERFORD INTERNATIONAL      COM              947074100    23317   583840 SH       DEFINED 01                  583840
WEBB (DEL) CORP                COM              947423109     2455    98458 SH       DEFINED 01                   98458
WEBLINK WIRELESS, INC          COM              94769A101     3133   202100 SH       DEFINED 01                  202100
WEBSTER FINANCIAL CORP         COM              947890109     7665   325284 SH       DEFINED 01                  325284
WEBTRENDS CORP                 COM              94844D104     2503    30900 SH       DEFINED 01                   30900
WEIDER NUTRITION INTERNATIONAL COM              948603105        1      400 SH       DEFINED 01                     400
WEINGARTEN REALTY INVESTORS, I COM              948741103    15564   399729 SH       DEFINED 01                  399729
WEIS MARKETS, INC              COM              948849104     4608   105931 SH       DEFINED 01                  105931
WELLMAN, INC                   COM              949702104     3667   196900 SH       DEFINED 01                  196900
WELLPOINT HEALTH NETWORKS, INC COM              94973H108    34883   529037 SH       DEFINED 01                  529037
WELLS FARGO CO                 COM              949746101   591493 14627347 SH       DEFINED 01                14627347
WELLSFORD REAL PROPERTIES, INC COM              950240101      586    68898 SH       DEFINED 01                   68898
WENDY'S INTERNATIONAL, INC     COM              950590109     6573   318669 SH       DEFINED 01                  318669
WERNER ENTERPRISES, INC        COM              950755108     3002   213452 SH       DEFINED 01                  213452
WESBANCO, INC                  COM              950810101      954    36700 SH       DEFINED 01                   36700
WESCO FINANCIAL CORP           COM              950817106     1472     6010 SH       DEFINED 01                    6010
WESCO INTERNATIONAL, INC       COM              95082P105     1374   154800 SH       DEFINED 01                  154800
WESLEY JESSEN VISIONCARE, INC  COM              951018100     6064   160118 SH       DEFINED 01                  160118
WEST COAST BANCORP (OREGON)    COM              952145100      970    71880 SH       DEFINED 01                   71880
WEST MARINE, INC               COM              954235107       51     6200 SH       DEFINED 01                    6200
WEST PHARMACEUTICAL SERVICES   COM              955306105     2707    87511 SH       DEFINED 01                   87511
WEST TELESERVICES CORP         COM              956188106     5169   211500 SH       DEFINED 01                  211500
WESTAFF, INC                   COM              957070105       50     6000 SH       DEFINED 01                    6000
WESTAMERICA BANCORP            COM              957090103     5400   193300 SH       DEFINED 01                  193300
WESTCOAST ENERGY, INC          COM              95751D102     4091   256071 SH       DEFINED 01                  256071
WESTELL TECHNOLOGIES, INC (CLA COM              957541105     1332   123900 SH       DEFINED 01                  123900
WESTCORP                       COM              957907108      267    18400 SH       DEFINED 01                   18400
WESTERN DIGITAL CORP           COM              958102105     3907   933000 SH       DEFINED 01                  933000
WESTERN GAS RESOURCES, INC     COM              958259103     1315    99700 SH       DEFINED 01                   99700
WESTERN PROPERTIES TRUST       COM              959261108      572    59800 SH       DEFINED 01                   59800
WESTERN RESOURCES, INC         COM              959425109     4058   238710 SH       DEFINED 01                  238710
WESTERN WIRELESS CORP (CLASS A COM              95988E204    25992   389400 SH       DEFINED 01                  389400
WESTFIELD AMERICA, INC         COM              959910100     2172   176400 SH       DEFINED 01                  176400
WESTINGHOUSE AIR BRAKE CO      COM              960386100     4545   256084 SH       DEFINED 01                  256084
WESTON (ROY F.), INC (CLASS A) COM              961137106      457   221400 SH       DEFINED 01                  221400
WESTPOINT STEVENS, INC         COM              961238102     5219   298200 SH       DEFINED 01                  298200
WESTVACO CORP                  COM              961548104    17542   537671 SH       DEFINED 01                  537671
WESTWOOD ONE, INC              COM              961815107    17165   225850 SH       DEFINED 01                  225850
WET SEAL, INC (CLASS A)        COM              961840105      880    71800 SH       DEFINED 01                   71800
WEYERHAEUSER CO                COM              962166104    95317  1327303 SH       DEFINED 01                 1327303
WHIRLPOOL CORP                 COM              963320106    44108   677937 SH       DEFINED 01                  677937
WHITEHALL JEWELLERS, INC       COM              965063100     2043    55400 SH       DEFINED 01                   55400
WHITMAN CORP                   COM              96647R107    10688   795406 SH       DEFINED 01                  795406
WHITNEY HOLDINGS CORP          COM              966612103     6377   172050 SH       DEFINED 01                  172050
WHITTMAN HART, INC             COM              966834103    11395   212500 SH       DEFINED 01                  212500
WHOLE FOODS MARKET, INC        COM              966837106     2592    55900 SH       DEFINED 01                   55900
WILD OATS MARKETS, INC         COM              96808B107     2809   126600 SH       DEFINED 01                  126600
WILEY (JOHN) & SONS, INC (CLAS COM              968223206     4046   241576 SH       DEFINED 01                  241576
WILLAMETTE INDUSTRIES, INC     COM              969133107    25033   539072 SH       DEFINED 01                  539072
WILLIAMS COMMUNICATIONS GROUP, COM              969455104     6836   236250 SH       DEFINED 01                  236250
WILLIAMS COS, INC              COM              969457100    88730  2903220 SH       DEFINED 01                 2903220
WILLIAMS-SONOMA, INC           COM              969904101    14916   324267 SH       DEFINED 01                  324267
WILMAR INDUSTRIES, INC         COM              971426101       57     3300 SH       DEFINED 01                    3300
WILMINGTON TRUST CORP          COM              971807102    10152   210400 SH       DEFINED 01                  210400
WIND RIVER SYSTEMS, INC        COM              973149107     4180   114125 SH       DEFINED 01                  114125
WINDMERE-DURABLE HOLDINGS, INC COM              973411101     2601   153025 SH       DEFINED 01                  153025
WINN DIXIE STORES, INC         COM              974280109     3233   135068 SH       DEFINED 01                  135068
WINNEBAGO INDUSTRIES, INC      COM              974637100     1838    91596 SH       DEFINED 01                   91596
WINSTAR COMMUNICATIONS, INC    COM              975515107    34502   458500 SH       DEFINED 01                  458500
WINSTON HOTELS, INC            COM              97563A102        1      100 SH       DEFINED 01                     100
WISCONSIN CENTRAL TRANSIT CORP COM              976592105     4715   350850 SH       DEFINED 01                  350850
WISCONSIN ENERGY CORP          COM              976657106    14093   732081 SH       DEFINED 01                  732081
WOLVERINE TUBE, INC            COM              978093102     1400    99100 SH       DEFINED 01                   99100
WOLVERINE WORLD WIDE, INC      COM              978097103      255    23349 SH       DEFINED 01                   23349
WOODHEAD INDUSTRIES, INC       COM              979438108     3362   289200 SH       DEFINED 01                  289200
WOODWARD GOVERNOR CO           COM              980745103      465    16900 SH       DEFINED 01                   16900
WORKFLOW MANAGEMENT, INC       COM              98137N109      155     5414 SH       DEFINED 01                    5414
WORLD ACCESS, INC              COM              98141A101     6604   343051 SH       DEFINED 01                  343051
WORLDGATE COMMUNICATIONS, INC  COM              98156L307     2906    61100 SH       DEFINED 01                   61100
WORTHINGTON INDUSTRIES, INC    COM              981811102    10898   657982 SH       DEFINED 01                  657982
WRIGLEY (WM) JR CO             COM              982526105    11676   140785 SH       DEFINED 01                  140785
WYNDHAM INTERNATIONAL, INC     COM              983101106      838   285372 SH       DEFINED 01                  285372
WYNN'S INTERNATIONAL, INC      COM              983195108      846    59873 SH       DEFINED 01                   59873
X RITE, INC                    COM              983857103      384    61500 SH       DEFINED 01                   61500
XCEED, INC                     COM              98388N105     2689    64800 SH       DEFINED 01                   64800
XILINX, INC                    COM              983919101   248490  5465064 SH       DEFINED 01                 5465064
XIRCOM, INC                    COM              983922105    12555   167400 SH       DEFINED 01                  167400
XEROX CORP                     COM              984121103   279743 12330292 SH       DEFINED 01                12330292
XTRA CORP                      COM              984138107     4122    96700 SH       DEFINED 01                   96700
YAHOO, INC                     COM              984332106   481156  1112018 SH       DEFINED 01                 1112018
YANKEE ENERGY SYSTEMS, INC     COM              984779108    18344   417500 SH       DEFINED 01                  417500
YELLOW CORP                    COM              985509108     6079   361600 SH       DEFINED 01                  361600
YORK INTERNATIONAL CORP        COM              986670107     7409   270030 SH       DEFINED 01                  270030
YORK RESEARCH CORP             COM              987048105      328    87535 SH       DEFINED 01                   87535
YOUNG & RUBICAM, INC           COM              987425105    61900   874908 SH       DEFINED 01                  874908
YOUNG BROADCASTING, INC (CLASS COM              987434107     3652    71600 SH       DEFINED 01                   71600
ZALE CORP                      COM              988858106    18084   373827 SH       DEFINED 01                  373827
ZAPATA CORP                    COM              989070503       18     3900 SH       DEFINED 01                    3900
ZEBRA TECHNOLOGY CORP          COM              989207105    10407   177900 SH       DEFINED 01                  177900
ZENITH NATIONAL INSURANCE CORP COM              989390109      818    39642 SH       DEFINED 01                   39642
ZIFF-DAVIS, INC                COM              989511100     2713   171600 SH       DEFINED 01                  171600
ZIFF-DAVIS, INC -ZDNET         COM              989511209     1487    70800 SH       DEFINED 01                   70800
ZILA, INC                      COM              989513205      131    44438 SH       DEFINED 01                   44438
ZIONS BANCORP                  COM              989701107    21994   371600 SH       DEFINED 01                  371600
ZIXIT CORP                     COM              98974P100     4161   105000 SH       DEFINED 01                  105000
ZONAGEN, INC                   COM              98975L108       33     7600 SH       DEFINED 01                    7600
ZOLTEK COS, INC                COM              98975W104       46     5380 SH       DEFINED 01                    5380
ZOMAX, INC                     COM              989929104     3427    75744 SH       DEFINED 01                   75744
</TABLE>


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