TIAA CREF INVESTMENT MANAGEMENT LLC
13F-HR, 2000-05-10
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                                 UNITED STATES
                      SECURITIES AND EXCHANGE COMMISSION
                            Washington, D.C. 20549

                                    FORM 13F

                             FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: March 31, 2000

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

Institutional Investment Manager Filing this Report:

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

13F File Number:  28-03194

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

Person Signing this Report on Behalf of Reporting Manager:

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

Signature, Place and Date of Signing:

/s/ Richard Schlefer            New York, NY                May 9, 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:  3,186

Form 13F Information Table Value Total:  $  139,558,733 (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     7293    66000 SH       DEFINED 01                   66000
DAIMLERCHRYSLER AG.            COM              D1668R123   131264  2005687 SH       DEFINED 01                 2005687
TOTAL FINA WTS 08/05/03                         F9212D142      113     3645 SH       DEFINED 01                    3645
ACE LTD                        COM              G0070K103    35029  1531326 SH       DEFINED 01                 1531326
AMDOCS LTD                     COM              G02602103        7       95 SH       DEFINED 01                      95
CHINA.COM CORP (CLASS A)       COM              G2108N109     4617    57000 SH       DEFINED 01                   57000
CORECOMM LTD                   COM              G2422R109     4353    98938 SH       DEFINED 01                   98938
EVEREST RE GROUP LTD           COM              G3223R108     5956   182566 SH       DEFINED 01                  182566
FLAG TELECOM HOLDINGS LTD      COM              G3529L102      645    28500 SH       DEFINED 01                   28500
FRUIT OF THE LOOM LTD (CLASS A COM              G3682L105        1      700 SH       DEFINED 01                     700
GEMSTAR INTL GOUP INC          COM              G3788V106     1840    21400 SH       DEFINED 01                   21400
GLOBAL CROSSING LTD            COM              G3921A100     7219   176330 SH       DEFINED 01                  176330
OPENTV CORP                    COM              G67543101    20029   169200 SH       DEFINED 01                  169200
PXRE GROUP LTD                 COM              G73018106      281    16500 SH       DEFINED 01                   16500
RSL COMMUNICATIONS LTD (CLASS  COM              G7702U102     3000   125000 SH       DEFINED 01                  125000
SANTA FE INTERNATIONAL CORP    COM              G7805C108      925    25000 SH       DEFINED 01                   25000
TRANSOCEAN SEDCO FOREX, INC    COM              G90078109    14656   285629 SH       DEFINED 01                  285629
TRITON ENERGY LTD              COM              G90751101        1       35 SH       DEFINED 01                      35
WHITE MOUNTAINS INSURANCE GROU COM              G9618E107      166     1240 SH       DEFINED 01                    1240
XOMA LTD                       COM              G9825R107        0        3 SH       DEFINED 01                       3
XL CAPITAL LTD                 COM              G98255105    55156   996052 SH       DEFINED 01                  996052
GILAT SATELLITE NETWORKS LTD   COM              M51474100    20753   177000 SH       DEFINED 01                  177000
INTERNET GOLD                  COM              M56595107     5194   208300 SH       DEFINED 01                  208300
ORBOTECH LTD                   COM              M75253100     3120    36700 SH       DEFINED 01                   36700
ORCKIT COMMUNICATIONS LTD      COM              M7531S107    29212   436000 SH       DEFINED 01                  436000
GIGAMEDIA LTD                  COM              Y2711Y104     6467   119200 SH       DEFINED 01                  119200
OMI CORP (NEW)                 COM              Y6476W104       73    19100 SH       DEFINED 01                   19100
TEEKAY SHIPPING CORP           COM              Y8564W103        6      228 SH       DEFINED 01                     228
AAR CORP                       COM              000361105     3010   180375 SH       DEFINED 01                  180375
ABC RAIL PRODUCTS CORP         COM              000752105     1104   126200 SH       DEFINED 01                  126200
ACTV, INC                      COM              00088E104     9297   265150 SH       DEFINED 01                  265150
ADC TELECOMMUNICATIONS, INC    COM              000886101   131214  2435530 SH       DEFINED 01                 2435530
ADE CORP                       COM              00089C107        9      400 SH       DEFINED 01                     400
ABM INDUSTRIES, INC            COM              000957100      464    19743 SH       DEFINED 01                   19743
ACT NETWORKS INC               COM              000975102      646    63800 SH       DEFINED 01                   63800
AEP INDUSTRIES, INC            COM              001031103      180     5700 SH       DEFINED 01                    5700
AFLAC, INC                     COM              001055102    77988  1711662 SH       DEFINED 01                 1711662
AGCO CORP                      COM              001084102     4658   409500 SH       DEFINED 01                  409500
AGL RESOURCES, INC             COM              001204106     6951   378300 SH       DEFINED 01                  378300
AHL SERVICES, INC              COM              001296102      671    66300 SH       DEFINED 01                   66300
AES CORP                       COM              00130H105    78468   996418 SH       DEFINED 01                  996418
AK STEEL HOLDINGS CORP         COM              001547108     2229   214859 SH       DEFINED 01                  214859
AMB PROPERTY CORP              COM              00163T109     8972   417300 SH       DEFINED 01                  417300
AMC ENTERTAINMENT, INC         COM              001669100      703   138850 SH       DEFINED 01                  138850
AMFM, INC                      COM              001693100   360748  5806806 SH       DEFINED 01                 5806806
AMLI RESIDENTIAL PROPERTIES TR COM              001735109     1041    50800 SH       DEFINED 01                   50800
AMR CORP                       COM              001765106    40577  1273003 SH       DEFINED 01                 1273003
AT & T CORP                    COM              001957109  2315379 41162301 SH       DEFINED 01                41162301
AT & T CORP - LIBERTY MEDIA (C COM              001957208   736071 12423143 SH       DEFINED 01                12423143
A.S.V., INC                    COM              001963107      174    11600 SH       DEFINED 01                   11600
ATMI, INC                      COM              00207R101     7105   148800 SH       DEFINED 01                  148800
AVT CORP                       COM              002420107     2044   173000 SH       DEFINED 01                  173000
AVX CORP                       COM              002444107    14238   187800 SH       DEFINED 01                  187800
AXA FINANCIAL, INC             COM              002451102    45992  1282000 SH       DEFINED 01                 1282000
AAMES FINANCIAL CORP           COM              00253A101        4     6100 SH       DEFINED 01                    6100
AARON RENTS, INC               COM              002535201     1885   125125 SH       DEFINED 01                  125125
ABBOTT LABORATORIES CO         COM              002824100   447928 12729754 SH       DEFINED 01                12729754
ABERCROMBIE & FITCH CO (CLASS  COM              002896207     9983   623946 SH       DEFINED 01                  623946
ABGENIX, INC                   COM              00339B107    13357    96700 SH       DEFINED 01                   96700
ABOUT.COM, INC                 COM              003736105     3296    37400 SH       DEFINED 01                   37400
ABITIBI CONSOLIDATED, INC      COM              003924107     3741   389300 SH       DEFINED 01                  389300
ACCEPTANCE INSURANCE COS, INC  COM              004308102       60    11083 SH       DEFINED 01                   11083
ACCLAIM ENTERTAINMENT, INC     COM              004325205     1318   398000 SH       DEFINED 01                  398000
ACCREDO HEALTH, INC            COM              00437V104     1130    34100 SH       DEFINED 01                   34100
ACKERLEY GROUP, INC            COM              004527107      566    37454 SH       DEFINED 01                   37454
ACNEILSEN CORP                 COM              004833109     8556   380277 SH       DEFINED 01                  380277
ACTIVISION, INC                COM              004930202     2074   171900 SH       DEFINED 01                  171900
ACTION PERFORMANCE COS, INC    COM              004933107     1410   105900 SH       DEFINED 01                  105900
ACTEL CORP                     COM              004934105     5100   142920 SH       DEFINED 01                  142920
ACTUATE CORP                   COM              00508B102     9724   180700 SH       DEFINED 01                  180700
ACUSON CORP                    COM              005113105     2184   147436 SH       DEFINED 01                  147436
ACX TECHNOLOGIES, INC          COM              005123104      407    98647 SH       DEFINED 01                   98647
ACXIOM CORP                    COM              005125109    13156   395680 SH       DEFINED 01                  395680
ADAC LABORATORIES, INC         COM              005313200       40     2875 SH       DEFINED 01                    2875
ADAPTIVE BROADBAND CORP        COM              00650M104     7976   149080 SH       DEFINED 01                  149080
ADAPTEC, INC                   COM              00651F108   114480  2963890 SH       DEFINED 01                 2963890
ADECCO S.A. ADR                ADR              006754105    20612   233235 SH       DEFINED 01                  233235
ADELPHIA BUSINESS SOLUTIONS, I COM              006847107    56640   919100 SH       DEFINED 01                  919100
ADELPHIA COMMUNICATIONS CORP ( COM              006848105    16653   339862 SH       DEFINED 01                  339862
ADMINSTAFF, INC                COM              007094105      857    21824 SH       DEFINED 01                   21824
ADOBE SYSTEMS, INC             COM              00724F101   111154   998574 SH       DEFINED 01                  998574
ADTRAN, INC                    COM              00738A106     8515   143259 SH       DEFINED 01                  143259
ADVANCE PARADIGM, INC          COM              007491103     1633   137500 SH       DEFINED 01                  137500
ADVANCED DIGITAL INFORMATION C COM              007525108    10213   298182 SH       DEFINED 01                  298182
ADVANCED LIGHTING TECHNOLOGIES COM              00753C102     1652    88100 SH       DEFINED 01                   88100
ADVANCED FIBRE COMMUNICATIONS, COM              00754A105    36341   579709 SH       DEFINED 01                  579709
ADVANCED RADIO TELECOM CORP    COM              00754U101     5847   176500 SH       DEFINED 01                  176500
ADVANCED TISSUE SCIENCE, INC   COM              00755F103       30     4450 SH       DEFINED 01                    4450
ADVEST GROUP, INC              COM              007566102      940    49475 SH       DEFINED 01                   49475
ADVANTAGE LEARNING SYSTEMS, IN COM              00757K100     1044    62800 SH       DEFINED 01                   62800
ADVANTICA RESTAURANT GROUP, IN COM              00758B109       52    34500 SH       DEFINED 01                   34500
ADVO, INC                      COM              007585102     3313   132530 SH       DEFINED 01                  132530
AERIAL COMMUNICATIONS, INC     COM              007655103     6880   121100 SH       DEFINED 01                  121100
AEROFLEX, INC                  COM              007768104     6351   128300 SH       DEFINED 01                  128300
ADVANCED MICRO DEVICES, INC    COM              007903107    69631  1220257 SH       DEFINED 01                 1220257
AEGON NV ARS                   ADR              007924103     5990    74348 SH       DEFINED 01                   74348
ADVANTA CORP (CLASS A)         COM              007942105     1207    59418 SH       DEFINED 01                   59418
ADVANTA CORP (CLASS B)         COM              007942204     1498   103397 SH       DEFINED 01                  103397
ADVANCED ENERGY INDUSTRIES, IN COM              007973100     3810    74700 SH       DEFINED 01                   74700
ADVENT SOFTWARE, INC           COM              007974108     8391   182900 SH       DEFINED 01                  182900
AETNA, INC                     COM              008117103    53133   954128 SH       DEFINED 01                  954128
AFFILIATED COMPUTER SERVICES,I COM              008190100     9351   246067 SH       DEFINED 01                  246067
AFFILIATED MANAGERS GROUP, INC COM              008252108    11816   248749 SH       DEFINED 01                  248749
AFFYMETRIX, INC                COM              00826T108    23585   158890 SH       DEFINED 01                  158890
AFTERMARKET TECHNOLOGY CORP    COM              008318107      715    57200 SH       DEFINED 01                   57200
AG-CHEM EQUIPMENT CO, INC      COM              008363103        8     1000 SH       DEFINED 01                    1000
AGRIBRANDS INTERNATIONAL, INC  COM              00849R105     2783    70784 SH       DEFINED 01                   70784
AGRITOPE, INC                  COM              00855D107        1      172 SH       DEFINED 01                     172
AGRIUM, INC                    COM              008916108     1141   144100 SH       DEFINED 01                  144100
AIR PRODUCTS & CHEMICALS, INC  COM              009158106    42780  1504337 SH       DEFINED 01                 1504337
AIRBORNE FREIGHT CORP          COM              009266107     6317   263200 SH       DEFINED 01                  263200
AIRGAS, INC                    COM              009363102     3567   429100 SH       DEFINED 01                  429100
AIRNET SYSTEMS, INC            COM              009417106        1      200 SH       DEFINED 01                     200
AIRTRAN HOLDINGS, INC          COM              00949P108     1462   331700 SH       DEFINED 01                  331700
ALABAMA NATIONAL BANCORP       COM              010317105      283    14900 SH       DEFINED 01                   14900
ALAMO GROUP, INC               COM              011311107        4      376 SH       DEFINED 01                     376
ALARIS MEDICAL, INC            COM              011637105      250   117700 SH       DEFINED 01                  117700
ALASKA AIR GROUP, INC          COM              011659109     5376   178829 SH       DEFINED 01                  178829
ALBANY INTERNATIONAL CORP (CLA COM              012348108     3215   217054 SH       DEFINED 01                  217054
ALBANY MOLECULAR RESEARCH, INC COM              012423109     1220    20900 SH       DEFINED 01                   20900
ALBEMARLE CORP                 COM              012653101     3411   164406 SH       DEFINED 01                  164406
ALBERTA ENERGY LTD             COM              012873105    10954   363500 SH       DEFINED 01                  363500
ALBERTO CULVER CO (CLASS B)    COM              013068101     5093   213867 SH       DEFINED 01                  213867
ALBERTO CULVER CO (CLASS A)    COM              013068200      497    22700 SH       DEFINED 01                   22700
ALBERTSON'S, INC               COM              013104104   102280  3299346 SH       DEFINED 01                 3299346
ALCAN ALUMINIUM CO LTD         COM              013716105    20941   626200 SH       DEFINED 01                  626200
ALCOA, INC                     COM              013817101   340700  4849820 SH       DEFINED 01                 4849820
ALCATEL S.A. ADR               ADR              013904305      272     6216 SH       DEFINED 01                    6216
ALEXANDER & BALDWIN, INC       COM              014482103     6040   292834 SH       DEFINED 01                  292834
ALEXANDER'S, INC               COM              014752109      184     2900 SH       DEFINED 01                    2900
ALEXANDRIA REAL ESTATE EQUITIE COM              015271109     2109    70298 SH       DEFINED 01                   70298
ALFA CORP                      COM              015385107     2306   129900 SH       DEFINED 01                  129900
ALGOS PHARMACEUTICAL CORP      COM              015869100     1200    83500 SH       DEFINED 01                   83500
ALKERMES, INC                  COM              01642T108    16437   177700 SH       DEFINED 01                  177700
ALLAIRE CORP                   COM              016714107     7358    97300 SH       DEFINED 01                   97300
ALLEGHANY CORP (DELAWARE)      COM              017175100    19077   101471 SH       DEFINED 01                  101471
ALLEGHENY ENERGY, INC          COM              017361106    24029   871814 SH       DEFINED 01                  871814
ALLEGHENY TECHNOLOGIES, INC    COM              01741R102     9626   479816 SH       DEFINED 01                  479816
ALLEGIANCE TELECOM, INC        COM              01747T102    51465   638325 SH       DEFINED 01                  638325
ALLEN TELECOM, INC             COM              018091108     2570   161285 SH       DEFINED 01                  161285
ALLERGAN, INC                  COM              018490102    54008  1080158 SH       DEFINED 01                 1080158
ALLERGAN SPECIALTY THERAPEUTIC COM              018494104      222    16292 SH       DEFINED 01                   16292
ALLIANCE BANCORP               COM              01852J105      230    12900 SH       DEFINED 01                   12900
ALLIANCE SEMICONDUCTOR CORP    COM              01877H100     3066   143000 SH       DEFINED 01                  143000
ALLIANT ENERGY CORP            COM              018802108    15789   518727 SH       DEFINED 01                  518727
ALLIANT TECHSYSTEMS, INC       COM              018804104     3456    58700 SH       DEFINED 01                   58700
ALLIED CAPITAL CORP            COM              01903Q108     4329   248240 SH       DEFINED 01                  248240
ALLIED PRODUCTS CORP           COM              019411107        2      530 SH       DEFINED 01                     530
ALLIED WASTE INDUSTRIES, INC   COM              019589308    10162  1548535 SH       DEFINED 01                 1548535
ALLMERICA FINANCIAL CORP       COM              019754100    20721   406287 SH       DEFINED 01                  406287
ALLSTATE CORP                  COM              020002101   304097 12770482 SH       DEFINED 01                12770482
ALLTEL CORP                    COM              020039103   124563  1975236 SH       DEFINED 01                 1975236
ALLTRISTA CORP                 COM              020040101     2663   117710 SH       DEFINED 01                  117710
ALPHA INDUSTRIES, INC          COM              020753109    11296   118900 SH       DEFINED 01                  118900
ALPHARMA, INC (CLASS A)        COM              020813101     5316   144641 SH       DEFINED 01                  144641
ALPINE GROUP, INC              COM              020825105      854    94939 SH       DEFINED 01                   94939
ALTERA CORP                    COM              021441100   466201  5223540 SH       DEFINED 01                 5223540
ALTERNATIVE RESOURCES CORP     COM              02145R102        9     3800 SH       DEFINED 01                    3800
ALTERRA HEALTHCARE CORP        COM              02146C104      618   154600 SH       DEFINED 01                  154600
ALZA CORP                      COM              022615108    16540   440324 SH       DEFINED 01                  440324
AMAZON.COM, INC                COM              023135106   105426  1573520 SH       DEFINED 01                 1573520
AMBAC FINANCIAL GROUP, INC     COM              023139108    27543   546763 SH       DEFINED 01                  546763
AMBASSADORS INTERNATIONAL, INC COM              023178106        1      100 SH       DEFINED 01                     100
AMCOL INTERNATIONAL CORP       COM              02341W103     3385   220150 SH       DEFINED 01                  220150
AMERADA HESS CORP              COM              023551104    39782   615586 SH       DEFINED 01                  615586
AMERCO                         COM              023586100       79     4300 SH       DEFINED 01                    4300
AMEREN CORP                    COM              023608102    26659   861694 SH       DEFINED 01                  861694
AMERICA ONLINE, INC            COM              02364J104  1308906 19463289 SH       DEFINED 01                19463289
AMERICA WEST HOLDINGS CORP (CL COM              023657208     3346   215880 SH       DEFINED 01                  215880
AMERICAN ANNUITY GROUP, INC    COM              023840101     2820   184901 SH       DEFINED 01                  184901
AMCORE FINANCIAL, INC          COM              023912108     3393   189800 SH       DEFINED 01                  189800
AMERICAN AXLE & MANUFACTURE HO COM              024061103      354    23900 SH       DEFINED 01                   23900
AMERICAN CLASSIC VOYAGES CO    COM              024928103      922    36600 SH       DEFINED 01                   36600
AMERICAN EAGLE OUTFITTERS, INC COM              02553E106     6850   180550 SH       DEFINED 01                  180550
AMERICAN ECOLOGY CORP          COM              025533100      288   135585 SH       DEFINED 01                  135585
AMERICAN ELECTRIC POWER CO, IN COM              025537101    87156  2923467 SH       DEFINED 01                 2923467
AMERICAN EXPRESS CO            COM              025816109   498056  3344060 SH       DEFINED 01                 3344060
AMERICAN FINANCIAL GROUP, INC  COM              025932104     7053   246408 SH       DEFINED 01                  246408
AMERICAN FREIGHTWAYS CORP      COM              02629V108     2517   168500 SH       DEFINED 01                  168500
AMERICAN GENERAL CORP          COM              026351106   108664  1936114 SH       DEFINED 01                 1936114
AMERICAN GREETINGS CORP (CLASS COM              026375105     7271   398400 SH       DEFINED 01                  398400
AMERICAN HOME PRODUCTS CORP    COM              026609107   775378 14459255 SH       DEFINED 01                14459255
AMERICAN HOMESTAR CORP         COM              026651109      216   128200 SH       DEFINED 01                  128200
AMERICAN INDUSTRIAL PROPERTIES COM              026791202       77     6500 SH       DEFINED 01                    6500
AMERICAN INTERNATIONAL GROUP,  COM              026874107  1280414 11693278 SH       DEFINED 01                11693278
AMERICAN ITALIAN PASTA CO (CLA COM              027070101     1108    45000 SH       DEFINED 01                   45000
AMERICAN MANAGEMENT SYSTEMS, I COM              027352103    18022   411345 SH       DEFINED 01                  411345
AMERICAN MEDICAL SECURITY GROU COM              02744P101       12     1700 SH       DEFINED 01                    1700
MOTIENT CORP                   COM              02755R103     3409   142050 SH       DEFINED 01                  142050
AMERICAN NATIONAL CAN GROUP, I COM              027714104    19709  1501615 SH       DEFINED 01                 1501615
AMERICAN NATIONAL INSURANCE CO COM              028591105    12984   225800 SH       DEFINED 01                  225800
AMERICAN RETIREMENT CORP       COM              028913101      886   103478 SH       DEFINED 01                  103478
AMERICAN POWER CONVERSION CORP COM              029066107    46278  1079360 SH       DEFINED 01                 1079360
AMERICAN STANDARD COS, INC     COM              029712106    18505   500127 SH       DEFINED 01                  500127
AMERICAN STATES WATER CO       COM              029899101      556    18700 SH       DEFINED 01                   18700
AMERICAN TOWER SYSTEMS (CLASS  COM              029912201    93372  1891074 SH       DEFINED 01                 1891074
AMERICAN SUPERCONDUCTOR CORP   COM              030111108     3760    84500 SH       DEFINED 01                   84500
AMERICAN WATER WORKS CO, INC   COM              030411102    11924   502084 SH       DEFINED 01                  502084
AMERICAN WOODMARK CORP         COM              030506109       68     3300 SH       DEFINED 01                    3300
AMERICAN XTAL TECHNOLOGY, INC  COM              030514103     3733   115300 SH       DEFINED 01                  115300
AMERICREDIT CORP               COM              03060R101     8902   545720 SH       DEFINED 01                  545720
AMERIPATH, INC                 COM              03071D109     1067   131300 SH       DEFINED 01                  131300
AMERISOURCE HEALTH CORP (CLASS COM              03071P102     5295   353000 SH       DEFINED 01                  353000
AMERITRADE HOLDINGS CORP (CLAS COM              03072H109    11737   561850 SH       DEFINED 01                  561850
AMERUS LIFE HOLDINGS, INC (CLA COM              030732101     1817   100230 SH       DEFINED 01                  100230
AMES DEPARTMENT STORES, INC    COM              030789507     5114   208200 SH       DEFINED 01                  208200
AMETEK, INC                    COM              031100100     5353   278100 SH       DEFINED 01                  278100
AMF BOWLING, INC               COM              03113V109     1003   472073 SH       DEFINED 01                  472073
AMGEN, INC                     COM              031162100   640555 10436744 SH       DEFINED 01                10436744
AMKOR TECHNOLOGY, INC          COM              031652100    35080   661100 SH       DEFINED 01                  661100
AMRESCO, INC                   COM              031909104      207   153950 SH       DEFINED 01                  153950
AMPEX CORP (CLASS A)           COM              032092108      663   212220 SH       DEFINED 01                  212220
AMPHENOL CORP (CLASS A)        COM              032095101    12213   119445 SH       DEFINED 01                  119445
AMSOUTH BANCORP                COM              032165102    40866  2735805 SH       DEFINED 01                 2735805
AMTRAN, INC                    COM              03234G106       79     4400 SH       DEFINED 01                    4400
AMYLIN PHARMACEUTICALS, INC    COM              032346108        5      350 SH       DEFINED 01                     350
ANACOMP, INC                   COM              032371106      598    38400 SH       DEFINED 01                   38400
ANADARKO PETROLEUM CORP        COM              032511107    60335  1559544 SH       DEFINED 01                 1559544
ANADIGICS, INC                 COM              032515108    12877   195110 SH       DEFINED 01                  195110
ANALOG DEVICES, INC            COM              032654105   439959  5461086 SH       DEFINED 01                 5461086
ANALOGIC CORP                  COM              032657207     2474    67100 SH       DEFINED 01                   67100
ANALYSTS INTERNATIONAL CORP    COM              032681108     1528   154750 SH       DEFINED 01                  154750
ANCHOR BANCORP WISCONSIN, INC  COM              032839102     9571   602900 SH       DEFINED 01                  602900
ANCHOR FINANCIAL CORP          COM              033036104      379    13300 SH       DEFINED 01                   13300
ANCHOR GAMING CO               COM              033037102     1885    49695 SH       DEFINED 01                   49695
ANCOR COMMUNICATIONS, INC      COM              03332K108     8513   207010 SH       DEFINED 01                  207010
ANDOVER BANCORP, INC           COM              034258103      220     7700 SH       DEFINED 01                    7700
ANDREW CORP                    COM              034425108    14745   644570 SH       DEFINED 01                  644570
ANDRX CORP                     COM              034551101    14657   126900 SH       DEFINED 01                  126900
ANESTA CORP                    COM              034603100     1084    81900 SH       DEFINED 01                   81900
ANHEUSER-BUSCH COS, INC        COM              035229103   215994  3469777 SH       DEFINED 01                 3469777
ANICOM, INC                    COM              035250109     1057   174300 SH       DEFINED 01                  174300
ANIXTER INTERNATIONAL, INC     COM              035290105     3978   142702 SH       DEFINED 01                  142702
ANN TAYLOR STORES CORP         COM              036115103     1015    44129 SH       DEFINED 01                   44129
ANTEC CORP                     COM              03664P105     4531   101100 SH       DEFINED 01                  101100
ANTHONY & SYLAN POOLS CORP     COM              036762102        0       25 SH       DEFINED 01                      25
ANSWERTHINK CONSULTING GROUP   COM              036916104     4875   199500 SH       DEFINED 01                  199500
AON CORP                       COM              037389103    44666  1385001 SH       DEFINED 01                 1385001
APACHE CORP                    COM              037411105   166230  3341312 SH       DEFINED 01                 3341312
APARTMENT INVESTMENT & MANAGEM COM              03748R101    21562   564647 SH       DEFINED 01                  564647
APEX, INC                      COM              037548104     4902   132050 SH       DEFINED 01                  132050
APOGEE ENTERPRISES, INC        COM              037598109      949   239010 SH       DEFINED 01                  239010
APOLLO GROUP, INC (CLASS A)    COM              037604105    11658   413587 SH       DEFINED 01                  413587
APPLE COMPUTER, INC            COM              037833100   134236   988394 SH       DEFINED 01                  988394
APPLEBEE'S INTERNATIONAL, INC  COM              037899101     7000   248897 SH       DEFINED 01                  248897
APRIA HEALTHCARE GROUP, INC    COM              037933108     5018   347553 SH       DEFINED 01                  347553
APPLIED GRAPHICS TECHNOLOGIES, COM              037937109      367    61200 SH       DEFINED 01                   61200
APPLIED ANALYTICAL INDUSTRIES, COM              037939105      106    10200 SH       DEFINED 01                   10200
APPLIED INDUSTRIAL TECHNOLOGIE COM              03820C105     3209   200541 SH       DEFINED 01                  200541
APPLIED MAGNETICS CORP         COM              038213104        0     7769 SH       DEFINED 01                    7769
APPLIED MICRO CIRCUITS CORP    COM              03822W109   303675  2023659 SH       DEFINED 01                 2023659
APPLIED MATERIALS, INC         COM              038222105   601477  6381724 SH       DEFINED 01                 6381724
APPLIED POWER, INC (CLASS A)   COM              038225108     8145   285804 SH       DEFINED 01                  285804
APPLIEDTHEORY CORP             COM              03828R104      898    43000 SH       DEFINED 01                   43000
APTARGROUP, INC                COM              038336103     6756   253158 SH       DEFINED 01                  253158
AQUILA BIOPHARMACEUTICALS, INC COM              03839F107      266    45349 SH       DEFINED 01                   45349
ARACRUZ CELLULOSE S.A. ADR     ADR              038496204     2365   111600 SH       DEFINED 01                  111600
ARADIGM CORP                   COM              038505103     4175   200000 SH       DEFINED 01                  200000
ARCADIA FINANCIAL LTD          COM              039101100     1645   328981 SH       DEFINED 01                  328981
ARCH CHEMICALS, INC            COM              03937R102     3582   179095 SH       DEFINED 01                  179095
ARCH COAL, INC                 COM              039380100     1898   271073 SH       DEFINED 01                  271073
ARCH COMMUNICATIONS GROUP, INC COM              039381504        1       99 SH       DEFINED 01                      99
ARCHER DANIELS MIDLAND CO      COM              039483102    46458  4477911 SH       DEFINED 01                 4477911
ARCHSTONE COMMUNITIES TRUST    COM              039581103    12436   623732 SH       DEFINED 01                  623732
ARCTIC CAT, INC                COM              039670104     2387   232900 SH       DEFINED 01                  232900
ARDEN REALTY GROUP, INC        COM              039793104     8820   422500 SH       DEFINED 01                  422500
AREA BANCSHARES CORP           COM              039872106      354    17800 SH       DEFINED 01                   17800
ARGONAUT GROUP, INC            COM              040157109     4846   241552 SH       DEFINED 01                  241552
ARGOSY GAMING CORP             COM              040228108     2016   141500 SH       DEFINED 01                  141500
ARGUSS HOLDINGS, INC           COM              040282105      562    25100 SH       DEFINED 01                   25100
ARIS CORP                      COM              04040A101        1      100 SH       DEFINED 01                     100
ARMSTRONG HOLDINGS, INC        COM              042476101     4651   260184 SH       DEFINED 01                  260184
ARNOLD INDUSTRIES, INC         COM              042595108     4695   366400 SH       DEFINED 01                  366400
ARROW ELECTRONICS, INC         COM              042735100    22582   640635 SH       DEFINED 01                  640635
ARROW INTERNATIONAL, INC       COM              042764100     3010    95934 SH       DEFINED 01                   95934
ARTISAN COMPONENTS, INC        COM              042923102        2      100 SH       DEFINED 01                     100
ARTESYN TECHNOLOGIES, INC      COM              043127109     4844   255806 SH       DEFINED 01                  255806
ARVIN INDUSTRIES, INC          COM              043339100     3910   172800 SH       DEFINED 01                  172800
ASHLAND, INC                   COM              044204105    14377   429959 SH       DEFINED 01                  429959
ASHTON TECHNOLOGY GROUP, INC   COM              045084100     1354   160500 SH       DEFINED 01                  160500
ASPECT TELECOMMUNICATIONS CORP COM              04523Q102    15534   419123 SH       DEFINED 01                  419123
ASPECT DEVELOPMENT, INC        COM              045234101    18321   284600 SH       DEFINED 01                  284600
ASPECT MEDICAL SYSTEMS, INC    COM              045235108      897    25000 SH       DEFINED 01                   25000
ASPEN TECHNOLOGY, INC          COM              045327103     7219   178800 SH       DEFINED 01                  178800
ASSISTED LIVING CONCEPTS, INC  COM              04543L109        6     4200 SH       DEFINED 01                    4200
ASSOCIATED BANC-CORP           COM              045487105    21542   721078 SH       DEFINED 01                  721078
ASSOCIATED ESTATES REALTY CORP COM              045604105      538    66700 SH       DEFINED 01                   66700
EXCITE AT HOME                 COM              045919107    30691   931789 SH       DEFINED 01                  931789
ASSOCIATES FIRST CAPITAL CORP  COM              046008108   190385  8880916 SH       DEFINED 01                 8880916
ASTEC INDUSTRIES, INC          COM              046224101     2704   101800 SH       DEFINED 01                  101800
ASTORIA FINANCIAL CORP         COM              046265104    33817  1191800 SH       DEFINED 01                 1191800
ASTRAZENECA PLC (SPONS ADR)    ADR              046353108     3038    75000 SH       DEFINED 01                   75000
ASYST TECHNOLOGIES, INC        COM              04648X107    15830   270600 SH       DEFINED 01                  270600
ATLANTIC COAST AIRLINES HOLDIN COM              048396105     2176    84100 SH       DEFINED 01                   84100
ATLANTIC RICHFIELD CO          COM              048825103   402652  4737088 SH       DEFINED 01                 4737088
ATLAS AIR, INC                 COM              049164106     2764   100950 SH       DEFINED 01                  100950
ATMEL CORP                     COM              049513104   116607  2258730 SH       DEFINED 01                 2258730
ATMOS ENERGY CORP              COM              049560105     3451   210743 SH       DEFINED 01                  210743
ATWOOD OCEANICS, INC           COM              050095108     6047    91183 SH       DEFINED 01                   91183
AURORA FOODS, INC              COM              05164B106       80    26700 SH       DEFINED 01                   26700
AUSPEX SYSTEMS, INC            COM              052116100     2136   194200 SH       DEFINED 01                  194200
AUTOBYTEL.COM, INC             COM              05275N106      572    69600 SH       DEFINED 01                   69600
AUTODESK, INC                  COM              052769106    17382   382020 SH       DEFINED 01                  382020
AUTOLIV, INC                   COM              052800109    31015  1033848 SH       DEFINED 01                 1033848
AUTOMATIC DATA PROCESSING, INC COM              053015103   245944  5097280 SH       DEFINED 01                 5097280
AUTONATION, INC                COM              05329W102    19306  2432265 SH       DEFINED 01                 2432265
AUTOTOTE CORP (CLASS A)        COM              053323101      560   126170 SH       DEFINED 01                  126170
AUTOWEB.COM, INC               COM              053331104      368    51200 SH       DEFINED 01                   51200
AUTOZONE, INC                  COM              053332102    29658  1068766 SH       DEFINED 01                 1068766
AVADO BRANDS, INC              COM              05336P108      677   240800 SH       DEFINED 01                  240800
AVALONBAY COMMUNITIES, INC     COM              053484101    16213   442663 SH       DEFINED 01                  442663
AVANT CORP                     COM              053487104     3122   249780 SH       DEFINED 01                  249780
AVATAR HOLDINGS, INC           COM              053494100     1384    69200 SH       DEFINED 01                   69200
AVERY DENNISON CORP            COM              053611109    49071   803626 SH       DEFINED 01                  803626
AVIALL, INC                    COM              05366B102      941   111535 SH       DEFINED 01                  111535
AVID TECHNOLOGIES, INC         COM              05367P100     2889   161650 SH       DEFINED 01                  161650
AVIATION SALES CO              COM              053672101      429    67900 SH       DEFINED 01                   67900
AVIRON, INC                    COM              053762100     4303   154715 SH       DEFINED 01                  154715
AVISTA CORP                    COM              05379B107     5082   124700 SH       DEFINED 01                  124700
AVIS GROUP HOLDINGS, INC       COM              053790101     2714   153964 SH       DEFINED 01                  153964
AVNET, INC                     COM              053807103    19441   308588 SH       DEFINED 01                  308588
AVON PRODUCTS, INC             COM              054303102    63523  2185746 SH       DEFINED 01                 2185746
AWARE, INC                     COM              05453N100     4779   119100 SH       DEFINED 01                  119100
AXENT TECHNOLOGIES, INC        COM              05459C108     3810   202500 SH       DEFINED 01                  202500
AXYS PHARMACEUTICALS, INC      COM              054635107        0       59 SH       DEFINED 01                      59
AZTEC TECHNOLOGY PARTNERS, INC COM              05480L101        1      122 SH       DEFINED 01                     122
AZTAR CORP                     COM              054802103     3238   340872 SH       DEFINED 01                  340872
BB&T CORP                      COM              054937107    73174  2607537 SH       DEFINED 01                 2607537
AZURIX CORP                    COM              05501M104      802   106900 SH       DEFINED 01                  106900
BCE, INC                       COM              05534B109   234054  1877342 SH       DEFINED 01                 1877342
BHC COMMUNICATIONS, INC (CLASS COM              055448104    11209    71855 SH       DEFINED 01                   71855
BISYS GROUP, INC               COM              055472104    13117   197250 SH       DEFINED 01                  197250
BJ'S WHOLESALE CLUB, INC       COM              05548J106    17395   450346 SH       DEFINED 01                  450346
BJ SERVICES CO                 COM              055482103    44752   605778 SH       DEFINED 01                  605778
BJ SERVICES CO WTS 04/13/00                     055482111     2536    21860 SH       DEFINED 01                   21860
BMC INDUSTRIES, INC            COM              055607105     2329   409500 SH       DEFINED 01                  409500
BOK FINANCIAL CORP             COM              05561Q201     1050    56761 SH       DEFINED 01                   56761
BP AMOCO PLC (SPONS ADR)       ADR              055622104     2636    49678 SH       DEFINED 01                   49678
BRE PROPERTIES, INC (CLASS A)  COM              05564E106     7449   288600 SH       DEFINED 01                  288600
BSB BANCORP, INC               COM              055652101      639    30600 SH       DEFINED 01                   30600
BT FINANCIAL CORP              COM              055763106      369    23600 SH       DEFINED 01                   23600
BMC SOFTWARE, INC              COM              055921100   245500  4972162 SH       DEFINED 01                 4972162
BACOU U.S.A., INC              COM              056439102      298    19073 SH       DEFINED 01                   19073
BAKER HUGHES, INC              COM              057224107    77735  2569762 SH       DEFINED 01                 2569762
BALDOR ELECTRIC CO             COM              057741100     1595    88299 SH       DEFINED 01                   88299
BALDWIN & LYONS, INC (CLASS B) COM              057755209       74     3800 SH       DEFINED 01                    3800
BALL CORP                      COM              058498106     7433   215051 SH       DEFINED 01                  215051
BALLY TOTAL FITNESS HOLDINGS C COM              05873K108     4225   172443 SH       DEFINED 01                  172443
BANCFIRST CORP                 COM              05945F103        3      126 SH       DEFINED 01                     126
BANCFIRST OHIO CORP            COM              059450106      221    10300 SH       DEFINED 01                   10300
SANTANDER BANCORP              COM              059646109      137    11440 SH       DEFINED 01                   11440
BANCORPSOUTH, INC              COM              059692103     6215   379551 SH       DEFINED 01                  379551
BANCWEST CORP                  COM              059790105    11002   557044 SH       DEFINED 01                  557044
BANDAG, INC                    COM              059815100      697    30300 SH       DEFINED 01                   30300
BANDAG, INC (CLASS A)          COM              059815308     2086    92200 SH       DEFINED 01                   92200
BANK OF AMERICA CORP           COM              060505104   977887 18648621 SH       DEFINED 01                18648621
BANK OF GRANITE CORP           COM              062401104      317    15900 SH       DEFINED 01                   15900
BANK OF MONTREAL               COM              063671101    21407   609400 SH       DEFINED 01                  609400
BANK OF NEW YORK CO, INC       COM              064057102   230307  5541212 SH       DEFINED 01                 5541212
BANK ONE CORP                  COM              06423A103   266465  7751714 SH       DEFINED 01                 7751714
BANK UNITED CORP (CLASS A)     COM              065412108     7111   225300 SH       DEFINED 01                  225300
BANKATLANTIC BANCORP, INC (CLA COM              065908105      587    98800 SH       DEFINED 01                   98800
BANKNORTH GROUP, INC           COM              06646L100     4140   154410 SH       DEFINED 01                  154410
BANTA CORP                     COM              066821109     4833   263000 SH       DEFINED 01                  263000
BANYAN SYSTEMS, INC            COM              066908104     1632    92900 SH       DEFINED 01                   92900
BARD (C.R.), INC               COM              067383109    14838   383538 SH       DEFINED 01                  383538
BARNES & NOBLE, INC            COM              067774109     9300   404340 SH       DEFINED 01                  404340
BARNES GROUP, INC              COM              067806109     1423    98152 SH       DEFINED 01                   98152
BARNESANDNOBLE.COM, INC        COM              067846105     1921   203600 SH       DEFINED 01                  203600
BARRICK GOLD CORP              COM              067901108    13888   895213 SH       DEFINED 01                  895213
BARNETT, INC                   COM              068062108      477    43400 SH       DEFINED 01                   43400
BARR LABORATORIES, INC         COM              068306109     4049    96400 SH       DEFINED 01                   96400
BARRA, INC                     COM              068313105     1927    56900 SH       DEFINED 01                   56900
BARRETT RESOURCES CORP         COM              068480201     5341   179160 SH       DEFINED 01                  179160
BASIN EXPLORATION, INC         COM              070107107     1509   101000 SH       DEFINED 01                  101000
BASSETT FURNITURE INDUSTRIES,  COM              070203104      468    33462 SH       DEFINED 01                   33462
BATTLE MOUNTAIN GOLD CO        COM              071593107     1932   997264 SH       DEFINED 01                  997264
BAUSCH & LOMB, INC             COM              071707103    26476   507323 SH       DEFINED 01                  507323
BAXTER INTERNATIONAL, INC      COM              071813109   164061  2617127 SH       DEFINED 01                 2617127
BAY VIEW CAPITAL CORP          COM              07262L101     7462   994969 SH       DEFINED 01                  994969
BE AEROSPACE, INC              COM              073302101      961   163598 SH       DEFINED 01                  163598
BEA SYSTEMS, INC               COM              073325102    92439  1259818 SH       DEFINED 01                 1259818
BEAR STEARNS COS, INC          COM              073902108    38998   854754 SH       DEFINED 01                  854754
BEBE STORES, INC               COM              075571109      330    26100 SH       DEFINED 01                   26100
BECKMAN COULTER, INC           COM              075811109    12721   198187 SH       DEFINED 01                  198187
BECTON DICKINSON & CO          COM              075887109    54543  2072886 SH       DEFINED 01                 2072886
BED BATH & BEYOND, INC         COM              075896100    33458   849720 SH       DEFINED 01                  849720
BEDFORD PROPERTY INVESTORS, IN COM              076446301     2401   149500 SH       DEFINED 01                  149500
BELCO OIL & GAS CORP           COM              077410108     1255   120986 SH       DEFINED 01                  120986
BELDEN, INC                    COM              077459105     4540   165100 SH       DEFINED 01                  165100
BELL & HOWELL CO               COM              077852101     3518   112564 SH       DEFINED 01                  112564
BELL ATLANTIC CORP             COM              077853109   838478 13717437 SH       DEFINED 01                13717437
BELLSOUTH CORP                 COM              079860102   648503 13797942 SH       DEFINED 01                13797942
BELO (A.H.) CORP SERIES A      COM              080555105     5893   329700 SH       DEFINED 01                  329700
BEMIS, INC                     COM              081437105     8213   222713 SH       DEFINED 01                  222713
BENCHMARK ELECTRONICS, INC     COM              08160H101     4371   118141 SH       DEFINED 01                  118141
BERGEN BRUNSWIG CORP (CLASS A) COM              083739102     6125   907479 SH       DEFINED 01                  907479
BERINGER WINE ESTATES HLDNGS,  COM              084102102     4675   130300 SH       DEFINED 01                  130300
BERKLEY (W.R.) CORP            COM              084423102     2652   115000 SH       DEFINED 01                  115000
BERKSHIRE HATHAWAY, INC (CLASS COM              084670108    11554      202 SH       DEFINED 01                     202
BERKSHIRE HATHAWAY, INC (CLASS COM              084670207      107       59 SH       DEFINED 01                      59
BERLITZ INTERNATIONAL, INC     COM              08520F100     1104    96491 SH       DEFINED 01                   96491
BERRY PETROLEUM CO (CLASS A)   COM              085789105     1858   108095 SH       DEFINED 01                  108095
BEST BUY, INC                  COM              086516101    94458  1098350 SH       DEFINED 01                 1098350
BESTFOODS, INC                 COM              08658U101    96162  2054190 SH       DEFINED 01                 2054190
BETHLEHEM STEEL CORP           COM              087509105     6236  1039307 SH       DEFINED 01                 1039307
BEVERLY ENTERPRISES, INC       COM              087851309     2439   661533 SH       DEFINED 01                  661533
BEYOND.COM CORP                COM              08860E101      746   174300 SH       DEFINED 01                  174300
BILLING CONCEPTS CORP          COM              090063108     2015   286600 SH       DEFINED 01                  286600
BINDLEY WESTERN INDUSTRIES, IN COM              090324104     2396   176649 SH       DEFINED 01                  176649
BINDVIEW DEVELOPMENT CORP      COM              090327107     7610   245000 SH       DEFINED 01                  245000
BIO-RAD LABORATORIES, INC (CLA COM              090572207     1989    72989 SH       DEFINED 01                   72989
BIO-TECHNOLOGY GENERAL CORP    COM              090578105     6158   397300 SH       DEFINED 01                  397300
BIOGEN, INC                    COM              090597105    78719  1126568 SH       DEFINED 01                 1126568
BIOMATRIX, INC                 COM              09060P102     2428    95200 SH       DEFINED 01                   95200
BIOMARIN PHARMACEUTICAL, INC   COM              09061G101    15052   424013 SH       DEFINED 01                  424013
BIOMET, INC                    COM              090613100    30599   841200 SH       DEFINED 01                  841200
BIOVAIL CORP INTERNATIONAL     COM              09067J109        1       20 SH       DEFINED 01                      20
BIRMINGHAM STEEL CORP          COM              091250100     1261   246052 SH       DEFINED 01                  246052
BLACK & DECKER CORP            COM              091797100    26328   700905 SH       DEFINED 01                  700905
BLACK BOX CORP                 COM              091826107     7889   113940 SH       DEFINED 01                  113940
BLACK HILLS CORP               COM              092113109     3578   162197 SH       DEFINED 01                  162197
BLAIR CORP                     COM              092828102     1125    70300 SH       DEFINED 01                   70300
BLANCH (E.W.) HOLDINGS, INC    COM              093210102     1929    96472 SH       DEFINED 01                   96472
BLOCK DRUG, INC (CLASS A)      COM              093644102     2713    98447 SH       DEFINED 01                   98447
BLOCK (H&R), INC               COM              093671105    32882   734793 SH       DEFINED 01                  734793
BLOUNT INTERNATIONAL, INC      COM              095180105      267    20741 SH       DEFINED 01                   20741
BLYTH INDUSTRIES, INC          COM              09643P108     7231   264735 SH       DEFINED 01                  264735
BOB EVANS FARMS, INC           COM              096761101     3827   306182 SH       DEFINED 01                  306182
BOCA RESORTS, INC (CLASS A)    COM              09688T106     1153   134700 SH       DEFINED 01                  134700
BOEING CO                      COM              097023105   267690  7056091 SH       DEFINED 01                 7056091
BOISE CASCADE CORP             COM              097383103    13825   397832 SH       DEFINED 01                  397832
BOISE CASCADE OFFICE PRODUCTS  COM              097403109     1787   109148 SH       DEFINED 01                  109148
BOMBAY, INC                    COM              097924104       58    17600 SH       DEFINED 01                   17600
BORDERS GROUP, INC             COM              099709107     9219   536367 SH       DEFINED 01                  536367
BORG-WARNER AUTOMOTIVE, INC    COM              099724106     6521   165611 SH       DEFINED 01                  165611
BOSTON BEER CO, INC (CLASS A)  COM              100557107      326    43505 SH       DEFINED 01                   43505
BOSTON LIFE SCIENCES, INC      COM              100843408      257    28350 SH       DEFINED 01                   28350
BOSTON PROPERTIES, INC         COM              101121101    12655   397800 SH       DEFINED 01                  397800
BOSTON SCIENTIFIC CORP         COM              101137107    44982  2110592 SH       DEFINED 01                 2110592
BOTTOMLINE TECHNOLOGIES, INC   COM              101388106     1891    51900 SH       DEFINED 01                   51900
BOWATER, INC                   COM              102183100    21594   404565 SH       DEFINED 01                  404565
BOWNE & CO, INC                COM              103043105     3190   247740 SH       DEFINED 01                  247740
BOYD GAMING CORP               COM              103304101     1170   237045 SH       DEFINED 01                  237045
BOYDS COLLECTION LTD           COM              103354106      360    59400 SH       DEFINED 01                   59400
BOYKIN LODGING CO              COM              103430104     1343   114327 SH       DEFINED 01                  114327
BRADLEY REAL ESTATE, INC       COM              104580105     3087   180945 SH       DEFINED 01                  180945
BRADY CORP (CLASS A)           COM              104674106    10283   329700 SH       DEFINED 01                  329700
BRANDYWINE REALTY TRUST        COM              105368203     4254   248400 SH       DEFINED 01                  248400
BRENTON BANKS, INC             COM              107211104      535    63858 SH       DEFINED 01                   63858
BRIGGS & STRATTON CORP         COM              109043109     6296   153091 SH       DEFINED 01                  153091
BRIGHT HORIZONS FAMILY SOLUTIO COM              109195107     1001    46300 SH       DEFINED 01                   46300
BRIGHTPOINT, INC               COM              109473108     5349   436639 SH       DEFINED 01                  436639
BRINKER INTERNATIONAL, INC     COM              109641100    15773   531293 SH       DEFINED 01                  531293
BRIO TECHNOLOGY, INC           COM              109704106     4953   131200 SH       DEFINED 01                  131200
BRISTOL HOTELS & RESORTS, INC  COM              110041100       43     4575 SH       DEFINED 01                    4575
BRISTOL MYERS SQUIBB CO        COM              110122108  1156595 20027623 SH       DEFINED 01                20027623
BRITESMILE, INC                COM              110415106      693    72500 SH       DEFINED 01                   72500
BROADCOM CORP (CLASS A)        COM              111320107   201635   830200 SH       DEFINED 01                  830200
BROADVISION, INC               COM              111412102    57678  1285300 SH       DEFINED 01                 1285300
BROADWING, INC                 COM              111620100    78144  2101347 SH       DEFINED 01                 2101347
BROCADE COMMUNICATIONS SYSTEMS COM              111621108    26162   145900 SH       DEFINED 01                  145900
BROOKE GROUP LTD               COM              112525100      100     8165 SH       DEFINED 01                    8165
BROOKFIELD PROPERTIES CORP     COM              112900105     2199   190600 SH       DEFINED 01                  190600
BROOKLINE BANCORP, INC         COM              113739106       78     8200 SH       DEFINED 01                    8200
BROOKS AUTOMATION, INC         COM              11434A100     4594    73500 SH       DEFINED 01                   73500
BROOKTROUT, INC                COM              114580103     2366    81600 SH       DEFINED 01                   81600
BROWN & BROWN, INC             COM              115236101     2344    60592 SH       DEFINED 01                   60592
BROWN FORMAN, INC (CLASS B)    COM              115637209    17814   327235 SH       DEFINED 01                  327235
BROWN (TOM), INC               COM              115660201     3295   179300 SH       DEFINED 01                  179300
BROWN SHOE CO, INC             COM              115736100     2465   205430 SH       DEFINED 01                  205430
BRUNSWICK CORP                 COM              117043109    15152   800108 SH       DEFINED 01                  800108
BRUSH WELLMAN, INC             COM              117421107     1124    63800 SH       DEFINED 01                   63800
BUCKEYE TECHNOLOGIES, INC      COM              118255108     5413   307127 SH       DEFINED 01                  307127
BUCKLE, INC (THE)              COM              118440106      918    56950 SH       DEFINED 01                   56950
BUDGET GROUP, INC              COM              119003101      860   174101 SH       DEFINED 01                  174101
BUFFETS, INC                   COM              119882108     2625   290650 SH       DEFINED 01                  290650
BURLINGTON COAT FACTORY WAREHO COM              121579106     2017   117344 SH       DEFINED 01                  117344
BURLINGTON INDUSTRIES, INC     COM              121693105      626   143075 SH       DEFINED 01                  143075
BURLINGTON NORTHERN SANTA FE C COM              12189T104    76694  3466383 SH       DEFINED 01                 3466383
BURLINGTON RESOURCES, INC      COM              122014103   219306  5927194 SH       DEFINED 01                 5927194
BURNHAM PACIFIC PROPERTIES, IN COM              12232C108      802   113500 SH       DEFINED 01                  113500
BURNS INTERNATIONAL SERVICES C COM              122374101      907    86409 SH       DEFINED 01                   86409
BURR BROWN CORP                COM              122574106    17071   313950 SH       DEFINED 01                  313950
BUSH BOAKE ALLEN, INC          COM              123162109      714    25672 SH       DEFINED 01                   25672
BUSH INDUSTRIES, INC (CLASS A) COM              123164105      591    42561 SH       DEFINED 01                   42561
BUSINESS OBJECTS S.A. (SPON AD ADR              12328X107    42128   423400 SH       DEFINED 01                  423400
BUTLER MANUFACTURING CO        COM              123655102      926    37900 SH       DEFINED 01                   37900
C&D TECHNOLOGIES, INC          COM              124661109     7651   129675 SH       DEFINED 01                  129675
CAIS INTERNET, INC             COM              12476Q102     1190    49200 SH       DEFINED 01                   49200
CBL & ASSOCIATES PROPERTIES, I COM              124830100     3670   179582 SH       DEFINED 01                  179582
CCC INFORMATION SERVICES GROUP COM              12487Q109     1170    54400 SH       DEFINED 01                   54400
CCB FINANCIAL CORP             COM              124875105    11753   265600 SH       DEFINED 01                  265600
CB RICHARD ELLIS SERVICES GROU COM              12489L108     1572   144597 SH       DEFINED 01                  144597
CBRL GROUP, INC                COM              12489V106     2123   212345 SH       DEFINED 01                  212345
CBS CORP                       COM              12490K107   854580 15091913 SH       DEFINED 01                15091913
CFW COMMUNICATIONS CO          COM              124923103     3225    81900 SH       DEFINED 01                   81900
C-COR.NET CORP                 COM              125010108     8830   180200 SH       DEFINED 01                  180200
C-CUBE MICROSYSTEMS, INC       COM              125015107    24196   332300 SH       DEFINED 01                  332300
CDI CORP                       COM              125071100     1508    79348 SH       DEFINED 01                   79348
CDNOW, INC                     COM              125086108     1653   437065 SH       DEFINED 01                  437065
CDW COMPUTER CENTERS, INC      COM              125129106    15211   180150 SH       DEFINED 01                  180150
CEC ENTERTAINMENT, INC         COM              125137109     9717   358233 SH       DEFINED 01                  358233
CFS BANCORP, INC               COM              12525D102      335    37200 SH       DEFINED 01                   37200
CH ENERGY GROUP, INC           COM              12541M102     3359   110600 SH       DEFINED 01                  110600
C.H. ROBINSON WORLDWIDE, INC   COM              12541W100     8512   228500 SH       DEFINED 01                  228500
CHS ELECTRONICS, INC           COM              12542A206      135   196600 SH       DEFINED 01                  196600
CIGNA CORP                     COM              125509109   115760  1528179 SH       DEFINED 01                 1528179
CIT GROUP, INC (CLASS A)       COM              125577106     9177   470600 SH       DEFINED 01                  470600
CKE RESTAURANTS, INC           COM              12561E105     1981   310782 SH       DEFINED 01                  310782
CLECO CORP                     COM              12561W105     4976   149664 SH       DEFINED 01                  149664
CROMPTON CORP                  COM              12562C108    10267  1007843 SH       DEFINED 01                 1007843
CMGI, INC                      COM              125750109   160512  1416540 SH       DEFINED 01                 1416540
CMI CORP                       COM              125761304       33     7300 SH       DEFINED 01                    7300
CMP GROUP, INC                 COM              125887109     7067   242632 SH       DEFINED 01                  242632
CMS ENERGY CORP                COM              125896100    10597   584680 SH       DEFINED 01                  584680
CPI CORP                       COM              125902106     1830    78515 SH       DEFINED 01                   78515
CPB, INC                       COM              125903104       30     1200 SH       DEFINED 01                    1200
CSS INDUSTRIES, INC            COM              125906107      650    33978 SH       DEFINED 01                   33978
CTG RESOURCES, INC             COM              125957100     1023    27499 SH       DEFINED 01                   27499
CSK AUTO CORP                  COM              125965103     2036   146099 SH       DEFINED 01                  146099
CNA FINANCIAL CORP             COM              126117100     4033   124800 SH       DEFINED 01                  124800
CNA SURETY CORP                COM              12612L108     1104    79218 SH       DEFINED 01                   79218
CNF TRANSPORTATION, INC        COM              12612W104     8564   308627 SH       DEFINED 01                  308627
CNET NETWORKS, INC             COM              12613R104    16007   315796 SH       DEFINED 01                  315796
CNS, INC                       COM              126136100       52    11820 SH       DEFINED 01                   11820
CSG SYSTEMS INTERNATIONAL, INC COM              126349109    17265   353700 SH       DEFINED 01                  353700
CSX CORP                       COM              126408103    31838  1354824 SH       DEFINED 01                 1354824
CTC COMMUNICATIONS GROUP, INC  COM              126419100     4066    95400 SH       DEFINED 01                   95400
CT COMMUNICATIONS, INC         COM              126426402      216     3600 SH       DEFINED 01                    3600
CTS CORP                       COM              126501105     9205   161496 SH       DEFINED 01                  161496
CUNO, INC                      COM              126583103     1219    44950 SH       DEFINED 01                   44950
CVB FINANCIAL CORP             COM              126600105      589    41691 SH       DEFINED 01                   41691
CVS CORP                       COM              126650100   296496  7893407 SH       DEFINED 01                 7893407
CABLEVISION SYSTEMS CORP (CLAS COM              12686C109    54043   889600 SH       DEFINED 01                  889600
CABLETRON SYSTEMS, INC         COM              126920107    28330   966476 SH       DEFINED 01                  966476
CABLE DESIGN TECHNOLOGIES CO   COM              126924109     6603   194576 SH       DEFINED 01                  194576
CABOT CORP                     COM              127055101    21631   709200 SH       DEFINED 01                  709200
CABOT OIL & GAS CORP (CLASS A) COM              127097103     2899   160500 SH       DEFINED 01                  160500
CACI INTERNATIONAL, INC (CLASS COM              127190304     1850    61810 SH       DEFINED 01                   61810
CADENCE DESIGN SYSTEMS, INC    COM              127387108    33230  1601439 SH       DEFINED 01                 1601439
CADIZ, INC                     COM              127537108     1316   154800 SH       DEFINED 01                  154800
CAL DIVE INTERNATIONAL, INC    COM              127914109     2746    54100 SH       DEFINED 01                   54100
CALGON CARBON CORP             COM              129603106     1516   230981 SH       DEFINED 01                  230981
CALIFORNIA FEDERAL BANK GOODWI                  130209604      119    73290 SH       DEFINED 01                   73290
CALIFORNIA WATER SERVICE GROUP COM              130788102     1517    66507 SH       DEFINED 01                   66507
CALIPER TECHNOLOGIES CORP      COM              130876105      452     5583 SH       DEFINED 01                    5583
CALLAWAY GOLF CO               COM              131193104     8141   525194 SH       DEFINED 01                  525194
CALPINE CORP                   COM              131347106    49644   528124 SH       DEFINED 01                  528124
CAMBIOR, INC                   COM              13201L103      135   178700 SH       DEFINED 01                  178700
CAMBREX CORP                   COM              132011107     6642   152682 SH       DEFINED 01                  152682
CAMBRIDGE TECHNOLOGY PARTNERS, COM              132524109     3629   267600 SH       DEFINED 01                  267600
CAMDEN PROPERTY TRUST          COM              133131102     8291   306372 SH       DEFINED 01                  306372
CAMECO CORP                    COM              13321L108     2781   271000 SH       DEFINED 01                  271000
CAMPBELL SOUP CO               COM              134429109    80279  2610711 SH       DEFINED 01                 2610711
CANADIAN PACIFIC LTD           COM              135923100    16914   757900 SH       DEFINED 01                  757900
CANADIAN IMPERIAL BANK OF COMM COM              136069101    27261   954817 SH       DEFINED 01                  954817
CANADIAN OCCIDENTAL PETROLEUM  COM              136420106     9662   421869 SH       DEFINED 01                  421869
CANANDAIGUA BRANDS, INC (CLASS COM              137219200     5529   108405 SH       DEFINED 01                  108405
CAPITAL CITY BANK GROUP, INC   COM              139674105        6      300 SH       DEFINED 01                     300
CAPITAL AUTOMOTIVE REIT        COM              139733109      623    51900 SH       DEFINED 01                   51900
CAPITAL ONE FINANCIAL CORP     COM              14040H105    76180  1589147 SH       DEFINED 01                 1589147
CAPITAL SENIOR LIVING CORP     COM              140475104      208    66400 SH       DEFINED 01                   66400
CAPITOL FEDERAL FINANCIAL      COM              14057C106     1241   131500 SH       DEFINED 01                  131500
CAPROCK COMMUNICATIONS CORP    COM              140667106     4939   100800 SH       DEFINED 01                  100800
CAPSTEAD MORTGAGE CORP         COM              14067E100      525   135358 SH       DEFINED 01                  135358
CARBIDE/GRAPHITE GROUP, INC    COM              140777103        5     1100 SH       DEFINED 01                    1100
CARBO CERAMICS, INC            COM              140781105      104     3700 SH       DEFINED 01                    3700
CARAUSTAR INDUSTRIES, INC      COM              140909102     4269   302200 SH       DEFINED 01                  302200
CARDINAL HEALTH, INC           COM              14149Y108   474182 10336390 SH       DEFINED 01                10336390
CAREER EDUCATION CORP          COM              141665109      914    26100 SH       DEFINED 01                   26100
CAREERBUILDER, INC             COM              141684100       87    21200 SH       DEFINED 01                   21200
CAREMARK RX, INC               COM              141705103     6008  1434706 SH       DEFINED 01                 1434706
CAREMATRIX CORP                COM              141706101      241   183567 SH       DEFINED 01                  183567
CAREY INTERNATIONAL, INC       COM              141750109      488    28700 SH       DEFINED 01                   28700
CARLISLE COS, INC              COM              142339100     7936   198400 SH       DEFINED 01                  198400
CARMIKE CINEMAS, INC (CLASS A) COM              143436103      272    49984 SH       DEFINED 01                   49984
CARNIVAL CORP (CLASS A)        COM              143658102   117111  4719841 SH       DEFINED 01                 4719841
SOUTH FINANCIAL GROUP, INC     COM              143877108      785    59800 SH       DEFINED 01                   59800
CARRIAGE SERVICES, INC (CLASS  COM              143905107      343    84400 SH       DEFINED 01                   84400
CAROLINA POWER & LIGHT CO      COM              144141108    31701   977303 SH       DEFINED 01                  977303
CARPENTER TECHNOLOGY CORP      COM              144285103     2683   128922 SH       DEFINED 01                  128922
CARRAMERICA REALTY CORP        COM              144418100    10936   517700 SH       DEFINED 01                  517700
CARRIER ACCESS CORP            COM              144460102     4308    80900 SH       DEFINED 01                   80900
CARTER WALLACE, INC            COM              146285101     1803    96173 SH       DEFINED 01                   96173
CASCADE CORP                   COM              147195101       25     2238 SH       DEFINED 01                    2238
CASCADE NATURAL GAS CORP       COM              147339105     1063    65900 SH       DEFINED 01                   65900
CASELLA WASTE SYSTEMS, INC (CL COM              147448104      539    71800 SH       DEFINED 01                   71800
CASEY'S GENERAL STORES, INC    COM              147528103     6152   565691 SH       DEFINED 01                  565691
CASH AMERICA INTERNATIONAL, IN COM              14754D100     1741   140017 SH       DEFINED 01                  140017
CASTLE (A.M.) & CO             COM              148411101      629    50347 SH       DEFINED 01                   50347
CASTLE & COOKE, INC            COM              148433105     2287   136025 SH       DEFINED 01                  136025
CATALINA MARKETING CORP        COM              148867104    11670   115262 SH       DEFINED 01                  115262
CATALYTICA, INC                COM              148885106     7587   521000 SH       DEFINED 01                  521000
CATAPULT COMMUNICATIONS CORP   COM              149016107      482    47330 SH       DEFINED 01                   47330
CATELLUS DEVELOPMENT CORP      COM              149111106     8460   609733 SH       DEFINED 01                  609733
CATERPILLAR, INC               COM              149123101    84298  2137508 SH       DEFINED 01                 2137508
CATHAY BANCORP, INC            COM              149150104      704    15300 SH       DEFINED 01                   15300
CATO CORP (CLASS A)            COM              149205106     3048   259400 SH       DEFINED 01                  259400
CAVALIER HOMES, INC            COM              149507105       17     5804 SH       DEFINED 01                    5804
CELL GENESYS, INC              COM              150921104      190     8909 SH       DEFINED 01                    8909
CELLSTAR CORP                  COM              150925105     2115   264356 SH       DEFINED 01                  264356
CENTENNIAL HEALTHCARE CORP     COM              150937100      192    37100 SH       DEFINED 01                   37100
CELESTICA, INC                 COM              15101Q108     1788    34000 SH       DEFINED 01                   34000
CELGENE CORP                   COM              151020104     9439    94800 SH       DEFINED 01                   94800
CELL PATHWAYS, INC             COM              15114R101     4892   142316 SH       DEFINED 01                  142316
CELLNET DATA SYSTEMS, INC      COM              15115M101      243   866400 SH       DEFINED 01                  866400
CELLULAR TECHNICAL SERVICES CO COM              151167301       23     2040 SH       DEFINED 01                    2040
CENDANT CORP                   COM              151313103   101797  5502535 SH       DEFINED 01                 5502535
CENTENNIAL BANCORP             COM              15133T104      409    42520 SH       DEFINED 01                   42520
CENTER TRUST, INC              COM              151845104      318    49900 SH       DEFINED 01                   49900
CENTERPOINT PROPERTIES CORP    COM              151895109     7298   200300 SH       DEFINED 01                  200300
CENTEX CONSTRUCTION PRODUCTS,  COM              15231R109     1685    64201 SH       DEFINED 01                   64201
CENTEX CORP                    COM              152312104    10024   420940 SH       DEFINED 01                  420940
CENTRAL & SOUTH WEST CORP      COM              152357109    22496  1318456 SH       DEFINED 01                 1318456
CENTRAL GARDEN & PET CO        COM              153527106     1285   130139 SH       DEFINED 01                  130139
CENTRAL NEWSPAPERS, INC (CLASS COM              154647101     7593   225812 SH       DEFINED 01                  225812
CENTRAL PARKING CORP           COM              154785109      369    18450 SH       DEFINED 01                   18450
CENTURA BANKS, INC             COM              15640T100    11144   243254 SH       DEFINED 01                  243254
CENTURY ALUMINUM CO            COM              156431108        1      100 SH       DEFINED 01                     100
CENTURY BUSINESS SERVICES, INC COM              156490104     1489   512500 SH       DEFINED 01                  512500
CENTURY SOUTH BANKS, INC       COM              156683104      258    12300 SH       DEFINED 01                   12300
CENTURYTEL, INC                COM              156700106    32627   878835 SH       DEFINED 01                  878835
CEPHALON, INC                  COM              156708109    10994   293185 SH       DEFINED 01                  293185
CERIDIAN CORP                  COM              15677T106   109730  5718824 SH       DEFINED 01                 5718824
CERNER CORP                    COM              156782104     5127   189900 SH       DEFINED 01                  189900
CHAMPION ENTERPRISES, INC      COM              158496109     1716   298503 SH       DEFINED 01                  298503
CHAMPION INTERNATIONAL CORP    COM              158525105    42349   795290 SH       DEFINED 01                  795290
CHAMPIONSHIP AUTO RACING TEAMS COM              158711101     1505    68400 SH       DEFINED 01                   68400
CHARLES RIVER ASSOCIATES, INC  COM              159852102      665    34200 SH       DEFINED 01                   34200
CHARTER ONE FINANCIAL, INC     COM              160903100   107882  5137233 SH       DEFINED 01                 5137233
CHARTER MUNICIPAL MORTGAGE ACC COM              160908109      660    54452 SH       DEFINED 01                   54452
CHARMING SHOPPES, INC          COM              161133103     2203   387400 SH       DEFINED 01                  387400
CHART INDUSTRIES, INC          COM              16115Q100      366   114673 SH       DEFINED 01                  114673
CHASE INDUSTRIES, INC          COM              161568100       13     1504 SH       DEFINED 01                    1504
CHASE MANHATTAN CORP           COM              16161A108   789963  9060507 SH       DEFINED 01                 9060507
CHATEAU PROPERTIES, INC        COM              161726104     3868   151700 SH       DEFINED 01                  151700
CHATTEM, INC                   COM              162456107      935    66200 SH       DEFINED 01                   66200
CHEAP TICKETS, INC             COM              162672109      442    31300 SH       DEFINED 01                   31300
CHECKFREE HOLDINGS CORP        COM              162816102    18859   267510 SH       DEFINED 01                  267510
CHECKPOINT SYSTEMS, INC        COM              162825103     1470   175500 SH       DEFINED 01                  175500
THE CHEESECAKE FACTORY CO      COM              163072101     3956    95050 SH       DEFINED 01                   95050
CHELSEA GCA REALTY, INC        COM              163262108     3048   105100 SH       DEFINED 01                  105100
CHEMED CORP                    COM              163596109     1047    34900 SH       DEFINED 01                   34900
CHEMFIRST, INC                 COM              16361A106     2935   151000 SH       DEFINED 01                  151000
CHEMICAL FINANCIAL CORP        COM              163731102      285    12903 SH       DEFINED 01                   12903
CHESAPEAKE CORP                COM              165159104     3766   127400 SH       DEFINED 01                  127400
CHESAPEAKE ENERGY CORP         COM              165167107     1371   421900 SH       DEFINED 01                  421900
CHEVRON CORP                   COM              166751107   451370  4882978 SH       DEFINED 01                 4882978
CHICO'S FAS, INC               COM              168615102     1611    95000 SH       DEFINED 01                   95000
CHILDRENS PLACE RETAIL STORES  COM              168905107     1814   127300 SH       DEFINED 01                  127300
CHINA TELECOM HK LTD - SP ADR  ADR              169428109    18080   102000 SH       DEFINED 01                  102000
CHOICE HOTELS INTERNATIONAL, I COM              169905106     5829   403756 SH       DEFINED 01                  403756
CHIQUITA BRANDS INTERNATIONAL, COM              170032106      821   172800 SH       DEFINED 01                  172800
CHIREX, INC                    COM              170038103     1994   103600 SH       DEFINED 01                  103600
CHIRON CORP                    COM              170040109    30493   611387 SH       DEFINED 01                  611387
CHITTENDEN CORP                COM              170228100     6911   232808 SH       DEFINED 01                  232808
CHOICEPOINT, INC               COM              170388102    11124   297632 SH       DEFINED 01                  297632
CHRIS CRAFT INDUSTRIES, INC    COM              170520100     5532    86863 SH       DEFINED 01                   86863
CHUBB CORP                     COM              171232101    73149  1082684 SH       DEFINED 01                 1082684
CHURCH & DWIGHT CO, INC        COM              171340102     4821   280500 SH       DEFINED 01                  280500
CHURCHILL DOWNS, INC           COM              171484108      309    11700 SH       DEFINED 01                   11700
CHYRON CORP                    COM              171605207        4      400 SH       DEFINED 01                     400
CIBER, INC                     COM              17163B102     6460   315116 SH       DEFINED 01                  315116
CIDCO, INC                     COM              171768104        2      400 SH       DEFINED 01                     400
CIENA CORP                     COM              171779101   465775  3692967 SH       DEFINED 01                 3692967
CINCINNATI FINANCIAL CORP      COM              172062101    37802  1004694 SH       DEFINED 01                 1004694
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CIRCLE INTERNATIONAL GROUP, IN COM              172574105     2063    79350 SH       DEFINED 01                   79350
CIRCOR INTERNATIONAL, INC      COM              17273K109     1131    84950 SH       DEFINED 01                   84950
CIRCUIT CITY STORES-CIRCUIT CI COM              172737108   213989  3515224 SH       DEFINED 01                 3515224
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CIRRUS LOGIC, INC              COM              172755100     9016   494000 SH       DEFINED 01                  494000
CITADEL COMMUNICATIONS CORP    COM              172853202     2633    62400 SH       DEFINED 01                   62400
CINTAS CORP                    COM              172908105    29059   741531 SH       DEFINED 01                  741531
CITIGROUP, INC                 COM              172967101  1743740 29399207 SH       DEFINED 01                29399207
CITIZENS BANKING CORP (MICHIGA COM              174420109     5365   275134 SH       DEFINED 01                  275134
CITIZENS UTILITIES CO (CLASS B COM              177342201    23766  1451370 SH       DEFINED 01                 1451370
CITRIX SYSTEMS, INC            COM              177376100    81674  1232820 SH       DEFINED 01                 1232820
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CITY NATIONAL CORP             COM              178566105     9254   274700 SH       DEFINED 01                  274700
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CLARCOR, INC                   COM              179895107     2979   167850 SH       DEFINED 01                  167850
CLAYTON HOMES, INC             COM              184190106     8050   795094 SH       DEFINED 01                  795094
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CLEVELAND CLIFFS, INC          COM              185896107     1847    77581 SH       DEFINED 01                   77581
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CLOSURE MEDICAL CORP           COM              189093107     1171    44600 SH       DEFINED 01                   44600
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COCA COLA BOTTLING CO CONSOLID COM              191098102    13976   264000 SH       DEFINED 01                  264000
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COCA COLA ENTERPRISES, INC     COM              191219104    45030  2088358 SH       DEFINED 01                 2088358
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COGNEX CORP                    COM              192422103    15258   264500 SH       DEFINED 01                  264500
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COGNIZANT TECHNOLOGY SOLUTIONS COM              192446102     2825    45200 SH       DEFINED 01                   45200
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COHESION TECHNOLOGIES, INC     COM              19248N101       96     6500 SH       DEFINED 01                    6500
COHU, INC                      COM              192576106     5686   136400 SH       DEFINED 01                  136400
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COLE NATIONAL CORP (CLASS A)   COM              193290103       35     4300 SH       DEFINED 01                    4300
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COLUMBIA ENERGY GROUP          COM              197648108    58534   987922 SH       DEFINED 01                  987922
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COLUMBIA LABORATORIES, INC     COM              197779101     1734   147600 SH       DEFINED 01                  147600
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COLUMBUS MCKINNON CORP         COM              199333105      774    59000 SH       DEFINED 01                   59000
COMFORT SYSTEMS U.S.A., INC    COM              199908104     1107   173644 SH       DEFINED 01                  173644
COMCAST CORP (CLASS A)         COM              200300101    29498   715100 SH       DEFINED 01                  715100
COMCAST CORP (CLASS A) SPECIAL COM              200300200   244383  5634192 SH       DEFINED 01                 5634192
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COMMONWEALTH TELEPHONE ENTERPR COM              203349105     3578    76232 SH       DEFINED 01                   76232
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COMMUNITY FIRST BANKSHARES, IN COM              203902101     5512   344500 SH       DEFINED 01                  344500
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COMPASS BANCSHARES, INC        COM              20449H109    19300   968025 SH       DEFINED 01                  968025
COMPAQ COMPUTER CORP           COM              204493100   562392 21122717 SH       DEFINED 01                21122717
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COMPUCREDIT CORP               COM              20478N100     1979    54700 SH       DEFINED 01                   54700
COMPUCOM SYSTEMS, INC          COM              204780100      591   112500 SH       DEFINED 01                  112500
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COMPUTER NETWORK TECHNOLOGY CO COM              204925101     2884   164800 SH       DEFINED 01                  164800
COMPUTER LEARNING CENTERS, INC COM              205199102        1      334 SH       DEFINED 01                     334
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COMPUTER TASK GROUP, INC       COM              205477102     1281   116497 SH       DEFINED 01                  116497
COMPX INTERNATIONAL, INC       COM              20563P101       92     4800 SH       DEFINED 01                    4800
COMPUWARE CORP                 COM              205638109    53623  2545890 SH       DEFINED 01                 2545890
COMSAT CORP                    COM              20564D107      154     7444 SH       DEFINED 01                    7444
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COMPUTER HORIZONS CORP         COM              205908106     3828   223515 SH       DEFINED 01                  223515
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COM21, INC                     COM              205937105     6040   128500 SH       DEFINED 01                  128500
CONCORD COMMUNICATIONS, INC    COM              206186108     3759   105700 SH       DEFINED 01                  105700
CONCORD EFS, INC               COM              206197105    36758  1602545 SH       DEFINED 01                 1602545
CONCUR TECHNOLOGIES, INC       COM              206708109     1499    99500 SH       DEFINED 01                   99500
CONCURRENT COMPUTER CORP       COM              206710204     4546   358341 SH       DEFINED 01                  358341
CONECTIV, INC                  COM              206829103    14404   823070 SH       DEFINED 01                  823070
CONECTIV, INC (CLASS A)        COM              206829202     1442    66299 SH       DEFINED 01                   66299
CONEXANT SYSTEMS, INC          COM              207142100    83880  1181402 SH       DEFINED 01                 1181402
CONMED CORP                    COM              207410101     3586   143100 SH       DEFINED 01                  143100
CONNING CORP                   COM              208215103      659    53000 SH       DEFINED 01                   53000
CONOCO, INC (CLASS A)          COM              208251306      628    25500 SH       DEFINED 01                   25500
CONOCO, INC (CLASS B)          COM              208251405   142645  5566642 SH       DEFINED 01                 5566642
CONSECO, INC                   COM              208464107    28169  2462853 SH       DEFINED 01                 2462853
CONSOL ENERGY, INC             COM              20854P109     1323   125300 SH       DEFINED 01                  125300
CONSOLIDATED EDISON CO OF NEW  COM              209115104    47491  1637619 SH       DEFINED 01                 1637619
CONSOLIDATED FREIGHTWAYS CORP  COM              209232107      988   167300 SH       DEFINED 01                  167300
CONSOLIDATED GRAPHICS, INC     COM              209341106     1276    99620 SH       DEFINED 01                   99620
CONSOLIDATED PAPERS, INC       COM              209759109    19394   504564 SH       DEFINED 01                  504564
CONSOLIDATED PRODUCTS, INC     COM              209798107      567    60121 SH       DEFINED 01                   60121
CONSOLIDATED STORES CORP       COM              210149100     7673   674509 SH       DEFINED 01                  674509
CONSTELLATION ENERGY GROUP     COM              210371100    29522   926183 SH       DEFINED 01                  926183
CONTIFINANCIAL CORP            COM              21075V107        4    76600 SH       DEFINED 01                   76600
CONTINENTAL AIRLINES, INC (CLA COM              210795308    19948   488034 SH       DEFINED 01                  488034
CONVERGYS CORP                 COM              212485106      998    25836 SH       DEFINED 01                   25836
COOPER CAMERON CORP            COM              216640102    19282   288325 SH       DEFINED 01                  288325
COOPER COS, INC                COM              216648402     3318   103075 SH       DEFINED 01                  103075
COOPER INDUSTRIES, INC         COM              216669101    76154  2175818 SH       DEFINED 01                 2175818
COOPER TIRE & RUBBER CO        COM              216831107     5343   425320 SH       DEFINED 01                  425320
COORS (ADOLPH) CO (CLASS B)    COM              217016104    11614   242917 SH       DEFINED 01                  242917
COORSTEK, INC                  COM              217020106      820    20361 SH       DEFINED 01                   20361
COPART, INC                    COM              217204106     7182   410400 SH       DEFINED 01                  410400
COPPER MOUNTAIN NETWORKS, INC  COM              217510106    11261   137440 SH       DEFINED 01                  137440
COPYTELE, INC                  COM              217721109       89    37500 SH       DEFINED 01                   37500
COR THERAPEUTICS, INC          COM              217753102    15600   236650 SH       DEFINED 01                  236650
CORDANT TECHNOLOGIES, INC      COM              218412104    14034   248117 SH       DEFINED 01                  248117
COREL CORP                     COM              21868Q109      224    22500 SH       DEFINED 01                   22500
CORINTHIAN COLLEGES, INC       COM              218868107       16     1000 SH       DEFINED 01                    1000
CORIXA CORP                    COM              21887F100     4451   107900 SH       DEFINED 01                  107900
CORN PRODUCTS INTERNATIONAL, I COM              219023108     8419   349900 SH       DEFINED 01                  349900
CORNELL CORRECTIONS, INC       COM              219141108      398    37500 SH       DEFINED 01                   37500
CORNERSTONE PROPERTIES, INC    COM              21922H103     7336   420699 SH       DEFINED 01                  420699
CORNERSTONE REALTY INCOME TRUS COM              21922V102     1625   150300 SH       DEFINED 01                  150300
CORNING, INC                   COM              219350105   472812  2437175 SH       DEFINED 01                 2437175
CORPORATE EXECUTIVE BRD CO     COM              21988R102     2954    58200 SH       DEFINED 01                   58200
CORUS BANKSHARES, INC          COM              220873103     1370    58000 SH       DEFINED 01                   58000
COST PLUS, INC                 COM              221485105     4781   141400 SH       DEFINED 01                  141400
COSTCO WHOLESALE CORP          COM              22160K105   167714  3190752 SH       DEFINED 01                 3190752
COSTAR GROUP, INC              COM              22160N109     1718    46600 SH       DEFINED 01                   46600
COTT CORP                      COM              22163N106     3338   629386 SH       DEFINED 01                  629386
COTELLIGENT, INC               COM              221630106      539    92700 SH       DEFINED 01                   92700
COULTER PHARMACEUTICALS, INC   COM              222116105     4261   139700 SH       DEFINED 01                  139700
COUNTRYWIDE CREDIT INDUSTRIES, COM              222372104    17672   648503 SH       DEFINED 01                  648503
COUSINS PROPERTIES, INC        COM              222795106     6352   172562 SH       DEFINED 01                  172562
COVAD COMMUNICATIONS GROUP     COM              222814204    47756   658700 SH       DEFINED 01                  658700
COVANCE, INC                   COM              222816100     4932   458829 SH       DEFINED 01                  458829
COVENANT TRANSPORT, INC (CLASS COM              22284P105     1467    92400 SH       DEFINED 01                   92400
COVENTRY HEALTH CARE, INC      COM              222862104     3341   393100 SH       DEFINED 01                  393100
COX COMMUNICATIONS, INC (CLASS COM              224044107    57658  1188826 SH       DEFINED 01                 1188826
COX RADIO, INC (CLASS A)       COM              224051102     5586    66500 SH       DEFINED 01                   66500
CRANE CO                       COM              224399105     8828   374674 SH       DEFINED 01                  374674
CRAWFORD & CO (CLASS B)        COM              224633107     2490   193363 SH       DEFINED 01                  193363
CRAWFORD & CO (CLASS A)        COM              224633206     2586   235100 SH       DEFINED 01                  235100
CRAYFISH CO LTD (SPONS ADR)    ADR              225226109      209     5500 SH       DEFINED 01                    5500
CREATIVE COMPUTERS, INC        COM              22527E107      223    20400 SH       DEFINED 01                   20400
CREATIVE BIOMOLECULES, INC     COM              225270107        1       80 SH       DEFINED 01                      80
CREDENCE SYSTEMS CORP          COM              225302108    23261   185900 SH       DEFINED 01                  185900
CREDIT ACCEPTANCE CORP         COM              225310101     1545   284100 SH       DEFINED 01                  284100
CREDITRUST CORP                COM              225429109       90    29900 SH       DEFINED 01                   29900
CREE, INC                      COM              225447101    16943   150100 SH       DEFINED 01                  150100
CRESCENDO PHARMACEUTICALS CORP COM              225637107      175     9550 SH       DEFINED 01                    9550
CRESECENT OPERATING, INC       COM              22575M100       89    30950 SH       DEFINED 01                   30950
CRESCENT REAL ESTATE EQUITIES  COM              225756105    13059   746200 SH       DEFINED 01                  746200
CRESTLINE CAPITAL CORP         COM              226153104     2810   161170 SH       DEFINED 01                  161170
CRIIMI MAE, INC                COM              226603108       36    22890 SH       DEFINED 01                   22890
CRITICAL PATH, INC             COM              22674V100     6641    78126 SH       DEFINED 01                   78126
CROSS TIMBERS OIL CO           COM              227573102     4751   363700 SH       DEFINED 01                  363700
CROSSMAN COMMUNITIES, INC      COM              22764E109     1389    87700 SH       DEFINED 01                   87700
CROWN AMERICAN REALTY TRUST    COM              228186102      882   166094 SH       DEFINED 01                  166094
CROWN CASTLE INTERNATIONAL COR COM              228227104    17048   450100 SH       DEFINED 01                  450100
CROWN CORK & SEAL CO, INC      COM              228255105    14420   901228 SH       DEFINED 01                  901228
CUBIC CORP                     COM              229669106     2148    95480 SH       DEFINED 01                   95480
CULLEN FROST BANKERS, INC      COM              229899109    16180   612000 SH       DEFINED 01                  612000
CUMMINS ENGINE CO, INC         COM              231021106    13295   353941 SH       DEFINED 01                  353941
CUMULUS MEDIA, INC             COM              231082108     1715   119300 SH       DEFINED 01                  119300
CURATIVE HEALTH SERVICES, INC  COM              231264102      674   112300 SH       DEFINED 01                  112300
CURTISS WRIGHT CORP            COM              231561101     1923    52500 SH       DEFINED 01                   52500
CYBERIAN OUTPOST, INC          COM              231914102      871   102500 SH       DEFINED 01                  102500
CYBERCASH, INC                 COM              232462101     1642   121600 SH       DEFINED 01                  121600
CYBERONICS, INC                COM              23251P102     2375   127100 SH       DEFINED 01                  127100
CYBEX COMPUTER PRODUCTS CORP   COM              232522102     4301   114317 SH       DEFINED 01                  114317
CYGNUS, INC                    COM              232560102     2437   168100 SH       DEFINED 01                  168100
CYMER, INC                     COM              232572107    11584   231681 SH       DEFINED 01                  231681
CYPRESS SEMICONDUCTOR CORP     COM              232806109    45954   931900 SH       DEFINED 01                  931900
CYTEC INDUSTRIES, INC          COM              232820100    12601   411457 SH       DEFINED 01                  411457
CYTOGEN CORP                   COM              232824102        0       36 SH       DEFINED 01                      36
CYTYC CORP                     COM              232946103    12748   264200 SH       DEFINED 01                  264200
DII GROUP, INC                 COM              232949107    25970   229700 SH       DEFINED 01                  229700
DBT ONLINE, INC                COM              233044106     1305    70285 SH       DEFINED 01                   70285
DQE, INC                       COM              23329J104    33241   730563 SH       DEFINED 01                  730563
DPL, INC                       COM              233293109    16273   733417 SH       DEFINED 01                  733417
HORTON (D.R.), INC             COM              23331A109     4164   318809 SH       DEFINED 01                  318809
DSP GROUP, INC                 COM              23332B106     8735   132350 SH       DEFINED 01                  132350
DST SYSTEMS, INC               COM              233326107    17672   272132 SH       DEFINED 01                  272132
DT INDUSTRIES, INC             COM              23333J108        1      100 SH       DEFINED 01                     100
DTE ENERGY CO                  COM              233331107    31487  1085764 SH       DEFINED 01                 1085764
DVI, INC                       COM              233343102      878    61600 SH       DEFINED 01                   61600
DAIN RAUSCHER CORP             COM              233856103     2433    36900 SH       DEFINED 01                   36900
DAISYTEK INTERNATIONAL CORP    COM              234053106     1785   112900 SH       DEFINED 01                  112900
DAL-TILE INTERNATIONAL, INC    COM              23426R108     2573   324200 SH       DEFINED 01                  324200
DALLAS SEMICONDUCTOR CORP      COM              235204104    16167   460270 SH       DEFINED 01                  460270
DAN RIVER, INC (CLASS A)       COM              235774106     1055   163910 SH       DEFINED 01                  163910
DANA CORP                      COM              235811106    44339  1573001 SH       DEFINED 01                 1573001
DANAHER CORP                   COM              235851102    35111   688442 SH       DEFINED 01                  688442
DARDEN RESTAURANTS, INC        COM              237194105    22204  1246525 SH       DEFINED 01                 1246525
DATA BROADCASTING CORP         COM              237596101     1152   151138 SH       DEFINED 01                  151138
DATA TRANSMISSION NETWORK CORP COM              238017107     1029    36200 SH       DEFINED 01                   36200
DATASCOPE CORP                 COM              238113104     2711    85400 SH       DEFINED 01                   85400
DATASTREAM SYSTEMS, INC        COM              238124101     3314   114290 SH       DEFINED 01                  114290
DAVE & BUSTER'S, INC           COM              23833N104      395    44150 SH       DEFINED 01                   44150
DAVID'S BRIDAL, INC            COM              238576102      653    54100 SH       DEFINED 01                   54100
DAY RUNNER, INC                COM              239545106      189   102600 SH       DEFINED 01                  102600
DEAN FOODS CO                  COM              242361103     6918   258599 SH       DEFINED 01                  258599
DEB SHOPS, INC                 COM              242728103     2252   163800 SH       DEFINED 01                  163800
DEERE & CO                     COM              244199105    73378  1930990 SH       DEFINED 01                 1930990
DEL MONTE FOODS CO             COM              24522P103     1927   180300 SH       DEFINED 01                  180300
DELCO REMY INTERNATIONAL, INC  COM              246626105      877   117922 SH       DEFINED 01                  117922
DELHAIZE AMERICA, INC (CLASS A COM              246688105      457    26483 SH       DEFINED 01                   26483
DELHAIZE AMERICA, INC (CLASS B COM              246688204    15713   790609 SH       DEFINED 01                  790609
DELIA*S, INC                   COM              246885107      247    44700 SH       DEFINED 01                   44700
DELL COMPUTER CORP             COM              247025109  1248865 23153929 SH       DEFINED 01                23153929
DELPHI AUTOMOTIVE SYSTEMS CORP COM              247126105    62165  3885342 SH       DEFINED 01                 3885342
DELPHI FINANCIAL GROUP, INC    COM              247131105     2912    95869 SH       DEFINED 01                   95869
DELTA & PINE LAND CO           COM              247357106     4516   228642 SH       DEFINED 01                  228642
DELTA AIRLINES, INC            COM              247361108    62550  1174644 SH       DEFINED 01                 1174644
DELTEK SYSTEMS, INC            COM              24785A108        2      100 SH       DEFINED 01                     100
DELTIC TIMBER CORP             COM              247850100     1169    49365 SH       DEFINED 01                   49365
DELUXE CORP                    COM              248019101    14417   544035 SH       DEFINED 01                  544035
DENDRITE INTERNATIONAL, INC    COM              248239105     4625   220900 SH       DEFINED 01                  220900
DENTSPLY INTERNATIONAL, INC    COM              249030107     8612   303500 SH       DEFINED 01                  303500
DEPARTMENT 56, INC             COM              249509100     1742   117632 SH       DEFINED 01                  117632
THE DESCARTES SYSTEMS GROUP IN COM              249906108    27704   615000 SH       DEFINED 01                  615000
DETROIT DIESEL CORP            COM              250837101     2209   115500 SH       DEFINED 01                  115500
DEVELOPERS DIVERSIFIED REALTY  COM              251591103     5690   410100 SH       DEFINED 01                  410100
DEVON ENERGY CORP (NEW)        COM              25179M103    14882   306443 SH       DEFINED 01                  306443
DEVRY, INC                     COM              251893103    12666   415281 SH       DEFINED 01                  415281
DEXTER CORP                    COM              252165105     8245   155560 SH       DEFINED 01                  155560
DIA MET MINERALS LTD (CLASS B) COM              25243K307     1099    81200 SH       DEFINED 01                   81200
DIAGNOSTIC PRODUCTS CORP       COM              252450101     1921    78616 SH       DEFINED 01                   78616
DIAL CORP                      COM              25247D101     9813   713707 SH       DEFINED 01                  713707
DIAMOND OFFSHORE DRILLING, INC COM              25271C102    14727   368759 SH       DEFINED 01                  368759
DIAMOND TECH PARTNERS, INC (CL COM              252762109     4063    61800 SH       DEFINED 01                   61800
DIEBOLD, INC                   COM              253651103    15771   573499 SH       DEFINED 01                  573499
DIGI INTERNATIONAL, INC        COM              253798102        0        5 SH       DEFINED 01                       5
DIGITAL MICROWAVE CORP         COM              253859102    15610   460800 SH       DEFINED 01                  460800
DIGITAL RIVER, INC             COM              25388B104     2479   115300 SH       DEFINED 01                  115300
DIME COMMUNITY BANCORP, INC    COM              253922108     1921   121500 SH       DEFINED 01                  121500
DILLARDS, INC (CLASS A)        COM              254067101    11062   673000 SH       DEFINED 01                  673000
DIME BANCORP, INC              COM              25429Q102    13603   735300 SH       DEFINED 01                  735300
DIMON, INC                     COM              254394109     1027   432320 SH       DEFINED 01                  432320
DIONEX CORP                    COM              254546104     5395   163800 SH       DEFINED 01                  163800
DISCOUNT AUTO PARTS, INC       COM              254642101      529    59198 SH       DEFINED 01                   59198
DISNEY (WALT) CO               COM              254687106   748734 18096293 SH       DEFINED 01                18096293
GO.COM                         COM              254687205     9236   442441 SH       DEFINED 01                  442441
DISPATCH MANAGEMENT SERVICES C COM              254927106        1      500 SH       DEFINED 01                     500
DIRECT FOCUS, INC              COM              254931108     1469    52800 SH       DEFINED 01                   52800
DOCUMENTUM, INC                COM              256159104     8377   107400 SH       DEFINED 01                  107400
DOLE FOOD, INC                 COM              256605106     6077   312657 SH       DEFINED 01                  312657
DOLLAR GENERAL CORP            COM              256669102    23076   858657 SH       DEFINED 01                  858657
DOLLAR THRIFTY AUTOMOTIVE GROU COM              256743105     2865   166718 SH       DEFINED 01                  166718
DOLLAR TREE STORES, INC        COM              256747106    23839   457345 SH       DEFINED 01                  457345
DOMINION RESOURCES, INC        COM              25746U109    59414  1545721 SH       DEFINED 01                 1545721
DOMTAR, INC                    COM              257561100     5039   487700 SH       DEFINED 01                  487700
DONALDSON CO, INC              COM              257651109     6504   288257 SH       DEFINED 01                  288257
DONALDSON, LUFKIN & JENRETTE,  COM              257661108    14071   271900 SH       DEFINED 01                  271900
DLJ DIRECT                     COM              257661504     1371   103000 SH       DEFINED 01                  103000
DONNA KARAN INTERNATIONAL, INC COM              257826107      897   116700 SH       DEFINED 01                  116700
DONNELLEY (R.R.) & SONS CO     COM              257867101    13693   654008 SH       DEFINED 01                  654008
DORAL FINANCIAL CORP           COM              25811P100     3040   268753 SH       DEFINED 01                  268753
DOUBLECLICK, INC               COM              258609304    57114   610026 SH       DEFINED 01                  610026
DOVER CORP                     COM              260003108    71332  1489972 SH       DEFINED 01                 1489972
DOVER DOWNS ENTERTAINMENT, INC COM              260086103      368    28900 SH       DEFINED 01                   28900
DOW CHEMICAL CO                COM              260543103   203341  1783695 SH       DEFINED 01                 1783695
DOW JONES & CO, INC            COM              260561105     7552   105156 SH       DEFINED 01                  105156
DOWNEY FINANCIAL CORP          COM              261018105     2866   134855 SH       DEFINED 01                  134855
DRESS BARN, INC                COM              261570105     2131   110700 SH       DEFINED 01                  110700
DREXLER TECHNOLOGY CORP        COM              261876106        4      267 SH       DEFINED 01                     267
DREYERS GRAND ICE CREAM, INC   COM              261878102     2728   105944 SH       DEFINED 01                  105944
DRIL-QUIP, INC                 COM              262037104     2992    63500 SH       DEFINED 01                   63500
DU PONT (E.I.) DE NEMOURS & CO COM              263534109   459666  8693439 SH       DEFINED 01                 8693439
DUANE READE, INC               COM              263578106     2956   127136 SH       DEFINED 01                  127136
DUCOMMUN, INC                  COM              264147109      570    61995 SH       DEFINED 01                   61995
DUFF & PHELPS CREDIT RATING CO COM              26432F109     6702    67233 SH       DEFINED 01                   67233
DUKE ENERGY CORP               COM              264399106   123688  2355960 SH       DEFINED 01                 2355960
DUKE-WEEKS REALTY CORP         COM              264411505    16082   840910 SH       DEFINED 01                  840910
DUN & BRADSTREET CORP          COM              26483B106    33329  1164315 SH       DEFINED 01                 1164315
DURA AUTOMOTIVE SYSTEMS, INC   COM              265903104     1823   106093 SH       DEFINED 01                  106093
DUPONT PHOTOMASKS, INC         COM              26613X101     2482    42831 SH       DEFINED 01                   42831
DURA PHARMACEUTICALS, INC      COM              26632S109     3781   307050 SH       DEFINED 01                  307050
DURAMED PHARMACEUTICALS, INC   COM              266354109     1012   151400 SH       DEFINED 01                  151400
DYCOM INDUSTRIES, INC          COM              267475101    13880   284728 SH       DEFINED 01                  284728
DYNEGY, INC                    COM              26816Q101    41945   668452 SH       DEFINED 01                  668452
DYNEX CAPITAL, INC             COM              26817Q506       25     4388 SH       DEFINED 01                    4388
EEX CORP                       COM              26842V207      996   295208 SH       DEFINED 01                  295208
E4L, INC                       COM              268452109      534   251411 SH       DEFINED 01                  251411
EGL, INC                       COM              268484102     2564   109700 SH       DEFINED 01                  109700
EMC CORP                       COM              268648102  1565856 12526849 SH       DEFINED 01                12526849
ENSCO INTERNATIONAL, INC       COM              26874Q100    43125  1193774 SH       DEFINED 01                 1193774
EOG RESOURCES, INC             COM              26875P101     5248   247700 SH       DEFINED 01                  247700
ESS TECHNOLOGY, INC            COM              269151106     3194   182521 SH       DEFINED 01                  182521
E.SPIRE COMMUNICATIONS, INC    COM              269153102     3148   447700 SH       DEFINED 01                  447700
E-TEK DYNAMICS, INC            COM              269240107    52899   224865 SH       DEFINED 01                  224865
E'TOWN CORP                    COM              269242103      445     7037 SH       DEFINED 01                    7037
E TRADE GROUP, INC    06.0000                   269246AA2    21281 15000000 PRN      DEFINED 01                15000000
E TRADE GROUP, INC             COM              269246104    44326  1471391 SH       DEFINED 01                 1471391
E-Z-EM, INC (CLASS A)          COM              269305207     1521   169000 SH       DEFINED 01                  169000
E-Z-EM, INC (CLASS B)          COM              269305306     2111   231367 SH       DEFINED 01                  231367
EARTHGRAINS CO                 COM              270319106     7007   471044 SH       DEFINED 01                  471044
EARTHSHELL CORP                COM              27032B100     1984   480880 SH       DEFINED 01                  480880
EARTHWEB, INC                  COM              27032C108     1101    44700 SH       DEFINED 01                   44700
EARTHLINK, INC                 COM              270321102    10123   520774 SH       DEFINED 01                  520774
EAST WEST BANCORP, INC         COM              27579R104     1895   171300 SH       DEFINED 01                  171300
EASTERN ENTERPRISES CO         COM              27637F100     9660   161338 SH       DEFINED 01                  161338
EASTERN UTILITIES ASSOCIATION  COM              277173100     4263   135857 SH       DEFINED 01                  135857
EASTGROUP PROPERTIES, INC      COM              277276101     2313   107600 SH       DEFINED 01                  107600
EASTMAN CHEMICAL CO            COM              277432100    23619   519098 SH       DEFINED 01                  519098
EASTMAN KODAK CO               COM              277461109   127177  2341585 SH       DEFINED 01                 2341585
EATON CORP                     COM              278058102    45999   589734 SH       DEFINED 01                  589734
EATON VANCE CORP               COM              278265103     9529   221924 SH       DEFINED 01                  221924
EBAY, INC                      COM              278642103    42363   240700 SH       DEFINED 01                  240700
ECHELON CORP                   COM              27874N105     9013   137600 SH       DEFINED 01                  137600
ECHO BAY MINES LTD             COM              278751102      245   197498 SH       DEFINED 01                  197498
ECHOSTAR COMMUNICATIONS CORP ( COM              278762109    88761  1123560 SH       DEFINED 01                 1123560
ECLIPSE SURGICAL TECHNOLOGY, I COM              278849104      859   115500 SH       DEFINED 01                  115500
ECLIPSYS CORP                  COM              278856109     4961   256062 SH       DEFINED 01                  256062
ECOGEN, INC                    COM              278864202       45    14504 SH       DEFINED 01                   14504
ECOLAB, INC                    COM              278865100    31062   846651 SH       DEFINED 01                  846651
EDPERBRASCAN CORP (CLASS A)    COM              280905803     5996   483650 SH       DEFINED 01                  483650
EDISON INTERNATIONAL CO        COM              281020107    37184  2245052 SH       DEFINED 01                 2245052
EDUCATION MANAGEMENT CORP      COM              28139T101     2147   148700 SH       DEFINED 01                  148700
J.D. EDWARDS & CO              COM              281667105    12257   376400 SH       DEFINED 01                  376400
EDWARDS (A.G.), INC            COM              281760108    22184   554592 SH       DEFINED 01                  554592
EFAX.COM                       COM              282012103      375    68900 SH       DEFINED 01                   68900
EGGHEAD.COM, INC               COM              282329101     1122   159629 SH       DEFINED 01                  159629
EL PASO ELECTRIC CO            COM              283677854     2252   217022 SH       DEFINED 01                  217022
EL PASO ENERGY CORP            COM              283905107    54899  1359732 SH       DEFINED 01                 1359732
ELAN CORP PLC ADR              ADR              284131208   209375  4407900 SH       DEFINED 01                 4407900
ELCOR CORP                     COM              284443108     6339   183750 SH       DEFINED 01                  183750
ELDER BEERMAN STORES CORP      COM              284470101       49     8600 SH       DEFINED 01                    8600
ELECTRIC LIGHTWAVE (CLASS A)   COM              284895109     2001    83800 SH       DEFINED 01                   83800
ELECTRO RENT CORP              COM              285218103       51     4400 SH       DEFINED 01                    4400
ELECTRO SCIENTIFIC INDUSTRIES, COM              285229100    11507   198400 SH       DEFINED 01                  198400
ELECTROGLAS, INC               COM              285324109     4148   121100 SH       DEFINED 01                  121100
ELECTRONIC ARTS, INC           COM              285512109    25215   354200 SH       DEFINED 01                  354200
ELECTRONIC DATA SYSTEMS CORP   COM              285661104   320055  4986256 SH       DEFINED 01                 4986256
ELECTRONICS BOUTIQUE HOLDINGS  COM              286045109      549    28700 SH       DEFINED 01                   28700
ELECTRONICS FOR IMAGING, INC   COM              286082102    22018   366959 SH       DEFINED 01                  366959
ELOT, INC                      COM              290143106     2729   464500 SH       DEFINED 01                  464500
ELOYALTY CORP                  COM              290151109     7256   303925 SH       DEFINED 01                  303925
EMCOR GROUP, INC               COM              29084Q100     1008    48000 SH       DEFINED 01                   48000
EMCORE CORP                    COM              290846104     8423    73200 SH       DEFINED 01                   73200
EMERGE INTERACTIVE, INC        COM              29088W103        5      170 SH       DEFINED 01                     170
EMERSON ELECTRIC CO            COM              291011104   177880  3364166 SH       DEFINED 01                 3364166
EMMIS COMMUNICATIONS (CLASS A) COM              291525103    12374   266100 SH       DEFINED 01                  266100
EMPIRE DISTRICT ELECTRIC CO    COM              291641108     1156    58881 SH       DEFINED 01                   58881
EMPLOYEE SOLUTIONS, INC        COM              292166105       31    49400 SH       DEFINED 01                   49400
EMULEX CORP                    COM              292475209    32006   293300 SH       DEFINED 01                  293300
ENBRIDGE, INC                  COM              29250N105     9937   488198 SH       DEFINED 01                  488198
ENCOMPASS SERVICES CORP        COM              29255U104     2041   354928 SH       DEFINED 01                  354928
ENCORE WIRE CORP               COM              292562105      386    53750 SH       DEFINED 01                   53750
ENERGEN CORP                   COM              29265N108     4854   304586 SH       DEFINED 01                  304586
ENERGY CONVERSION DEVICES, INC COM              292659109        1       50 SH       DEFINED 01                      50
ENERGY EAST CORP               COM              29266M109    21826  1101614 SH       DEFINED 01                 1101614
ENGELHARD CORP                 COM              292845104     8444   558255 SH       DEFINED 01                  558255
ENGINEERING ANIMATION, INC     COM              292872108     1105    83800 SH       DEFINED 01                   83800
ENESCO GROUP, INC              COM              292973104      808   114427 SH       DEFINED 01                  114427
ENHANCE FINANCIAL SERVICES GRO COM              293310108     2518   178300 SH       DEFINED 01                  178300
ENRON CORP                     COM              293561106   389139  5197184 SH       DEFINED 01                 5197184
ENTERCOM COMMUNICATIONS CORP   COM              293639100     8645   169500 SH       DEFINED 01                  169500
ENTERGY CORP                   COM              29364G103    32401  1604998 SH       DEFINED 01                 1604998
ENTERTAINMENT PROPERTIES TRUST COM              29380T105     1437   109000 SH       DEFINED 01                  109000
ENTREMED, INC                  COM              29382F103     5295    89361 SH       DEFINED 01                   89361
ENTRUST TECHNOLOGIES, INC      COM              293848107     9622   113100 SH       DEFINED 01                  113100
ENZON, INC                     COM              293904108     7307   193896 SH       DEFINED 01                  193896
ENZO BIOCHEMICAL, INC          COM              294100102    10692   151666 SH       DEFINED 01                  151666
EPICOR SOFTWARE CORP           COM              29426L108     2522   296753 SH       DEFINED 01                  296753
EPITOPE, INC                   COM              294261102        2      263 SH       DEFINED 01                     263
EQUIFAX, INC                   COM              294429105    32744  1296807 SH       DEFINED 01                 1296807
EQUITABLE RESOURCES, INC       COM              294549100    15473   345294 SH       DEFINED 01                  345294
EQUITY INNS, INC               COM              294703103      870   127700 SH       DEFINED 01                  127700
EQUITY OFFICE PROPERTIES TRUST COM              294741103    51596  2053577 SH       DEFINED 01                 2053577
EQUITY OIL CO                  COM              294749106      466   304280 SH       DEFINED 01                  304280
EQUITY RESIDENTIAL PROPERTIES  COM              29476L107    34325   854119 SH       DEFINED 01                  854119
ERICSSON TELEFON (LM) SERIES B ADR              294821400   163459  1742400 SH       DEFINED 01                 1742400
ERIE INDEMNITY CO (CLASS A)    COM              29530P102     4061   125200 SH       DEFINED 01                  125200
ESHARE TECHNOLOGIES, INC       COM              296428105      375    30300 SH       DEFINED 01                   30300
ESSEX PROPERTY TRUST, INC      COM              297178105     3402    94500 SH       DEFINED 01                   94500
ESTERLINE CORP                 COM              297425100     1474   113420 SH       DEFINED 01                  113420
ETHAN ALLEN INTERIORS, INC     COM              297602104     7533   301300 SH       DEFINED 01                  301300
ETHYL CORP                     COM              297659104      314   102600 SH       DEFINED 01                  102600
ETOYS, INC                     COM              297862104       58     6535 SH       DEFINED 01                    6535
EVANS & SUTHERLAND COMPUTER CO COM              299096107      527    46800 SH       DEFINED 01                   46800
EVERGREEN RESOURCES, INC       COM              299900308     2184    90300 SH       DEFINED 01                   90300
EXABYTE CORP                   COM              300615101       58     7800 SH       DEFINED 01                    7800
EXAR CORP                      COM              300645108     5972    83450 SH       DEFINED 01                   83450
EXCALIBUR TECHNOLOGIES CORP    COM              300651205     3362    84850 SH       DEFINED 01                   84850
EXCEL LEGACY CORP     09.0000                   300665AA4        6     6000 PRN      DEFINED 01                    6000
EXCEL LEGACY CORP              COM              300665106        5     1400 SH       DEFINED 01                    1400
EXCHANGE APPLICATIONS, INC     COM              300867108     9013   170300 SH       DEFINED 01                  170300
EXIDE CORP                     COM              302051107     1820   154100 SH       DEFINED 01                  154100
EXODUS COMMUNICATIONS, INC     COM              302088109   176740  1257936 SH       DEFINED 01                 1257936
EXPEDITORS INTERNATIONAL OF WA COM              302130109    13968   351400 SH       DEFINED 01                  351400
EXPRESS SCRIPTS, INC           COM              302182100     8001   190500 SH       DEFINED 01                  190500
EXTENDED STAY AMERICA, INC     COM              30224P101     7167   955580 SH       DEFINED 01                  955580
EXTENDICARE, INC (CLASS A)     COM              30224T871      566   469300 SH       DEFINED 01                  469300
EXTREME NETWORKS, INC          COM              30226D106    21330   270000 SH       DEFINED 01                  270000
EXXON MOBIL CORP               COM              30231G102  2689655 34565846 SH       DEFINED 01                34565846
F & M BANCORP, INC (MARYLAND)  COM              302367107      315    17510 SH       DEFINED 01                   17510
F & M NATIONAL CORP            COM              302374103     3347   152140 SH       DEFINED 01                  152140
FBL FINANCIAL GROUP, INC (CLAS COM              30239F106     3125   208329 SH       DEFINED 01                  208329
FMC CORP                       COM              302491303    10863   192267 SH       DEFINED 01                  192267
F.N.B. CORP                    COM              302520101     1317    71669 SH       DEFINED 01                   71669
FPIC INSURANCE GROUP, INC      COM              302563101     1129    64500 SH       DEFINED 01                   64500
FPL GROUP, INC                 COM              302571104    83817  1819630 SH       DEFINED 01                 1819630
FSI INTERNATIONAL, INC         COM              302633102     2542   124000 SH       DEFINED 01                  124000
F.Y.I., INC                    COM              302712104     2571    94800 SH       DEFINED 01                   94800
FAB INDUSTRIES, INC            COM              302747100      129    12396 SH       DEFINED 01                   12396
FCNB CORP                      COM              302920103       22     1500 SH       DEFINED 01                    1500
FACTORY 2-U STORES, INC        COM              303072102     2233    89300 SH       DEFINED 01                   89300
FACTSET RESEARCH SYSTEMS, INC  COM              303075105     3667   135496 SH       DEFINED 01                  135496
FAIR ISSAC & CO, INC           COM              303250104     4425   113827 SH       DEFINED 01                  113827
FAIRCHILD CORP (CLASS A)       COM              303698104       51     7503 SH       DEFINED 01                    7503
FAIRFIELD COMMUNITIES, INC     COM              304231301     2546   320800 SH       DEFINED 01                  320800
FAMILY DOLLAR STORES, INC      COM              307000109    18974   911680 SH       DEFINED 01                  911680
FAMILY GOLF CENTERS, INC       COM              30701A106       29    29300 SH       DEFINED 01                   29300
FANSTEEL, INC                  COM              307260109      875   250100 SH       DEFINED 01                  250100
FARMER BROTHERS CO             COM              307675108       18      100 SH       DEFINED 01                     100
FARM FAMILY HOLDINGS, INC      COM              307901108       62     2100 SH       DEFINED 01                    2100
FARMERS CAPITAL BANK CORP      COM              309562106      309     9100 SH       DEFINED 01                    9100
FATBRAIN.COM, INC              COM              311889109      310    28700 SH       DEFINED 01                   28700
FASTENAL CO                    COM              311900104     8477   177070 SH       DEFINED 01                  177070
FEDDERS CORP                   COM              313135105     1422   255570 SH       DEFINED 01                  255570
FEDDERS CORP (CLASS A)         COM              313135303      873   153550 SH       DEFINED 01                  153550
FEDERAL AGRICULTURAL MORTGAGE  COM              313148306      167    10800 SH       DEFINED 01                   10800
FREDDIE MAC                    COM              313400301   213020  4820817 SH       DEFINED 01                 4820817
FEDERAL-MOGUL CORP             COM              313549107     6765   405423 SH       DEFINED 01                  405423
FEDERAL NATIONAL MORTGAGE ASSO COM              313586109   436725  7738203 SH       DEFINED 01                 7738203
FEDERAL REALTY INVESTMENT TRUS COM              313747206     5251   271916 SH       DEFINED 01                  271916
FEDERAL SIGNAL CORP            COM              313855108     5219   288914 SH       DEFINED 01                  288914
FEDERATED DEPARTMENT STORES, I COM              31410H101    76373  1829287 SH       DEFINED 01                 1829287
FEDERATED INVESTORS, INC       COM              314211103    12766   467400 SH       DEFINED 01                  467400
FEDEX CORP                     COM              31428X106    78883  2022634 SH       DEFINED 01                 2022634
FELCOR LODGING TRUST, INC      COM              31430F101     7091   400919 SH       DEFINED 01                  400919
FERRO CORP                     COM              315405100     4576   256903 SH       DEFINED 01                  256903
FIDELITY HOLDINGS, INC         COM              31617J306      454    21350 SH       DEFINED 01                   21350
FIDELITY NATIONAL FINANCIAL, I COM              316326107     9955   720703 SH       DEFINED 01                  720703
FIFTH THIRD BANCORP            COM              316773100   111863  1775606 SH       DEFINED 01                 1775606
FILENET CORP                   COM              316869106     7030   236297 SH       DEFINED 01                  236297
FINANCIAL FEDERAL CORP         COM              317492106     1235    67900 SH       DEFINED 01                   67900
FINANCIAL SECURITY ASSURANCE H COM              31769P100    14439   196621 SH       DEFINED 01                  196621
FINLAY ENTERPRISES, INC        COM              317884203       33     2700 SH       DEFINED 01                    2700
FINET.COM, INC                 COM              317922300      490   382800 SH       DEFINED 01                  382800
FINISH LINE, INC (CLASS A)     COM              317923100     1146   117500 SH       DEFINED 01                  117500
FINOVA GROUP, INC              COM              317928109     7248   431110 SH       DEFINED 01                  431110
FIRST AMERICAN FINANCIAL CORP  COM              318522307     5589   393948 SH       DEFINED 01                  393948
FIRST BANCORP (PUERTO RICO)    COM              318672102     3085   175017 SH       DEFINED 01                  175017
FIRST BUSEY CORP               COM              319383105        2      100 SH       DEFINED 01                     100
FIRST CHARTER CORP             COM              319439105      490    37700 SH       DEFINED 01                   37700
FIRST CITIZENS BANCSHARES, INC COM              31946M103     1965    34800 SH       DEFINED 01                   34800
FIRST COMMERCE BANCSHARES, INC COM              319777207      160     4600 SH       DEFINED 01                    4600
FIRST COMMONWEALTH FINANCIAL C COM              319829107     1800   208664 SH       DEFINED 01                  208664
FIRST CONSULTING GROUP, INC    COM              31986R103     1931   118811 SH       DEFINED 01                  118811
FIRST FEDERAL CAPITAL CORP     COM              319960100      622    53200 SH       DEFINED 01                   53200
FIRST DATA CORP                COM              319963104   146701  3315282 SH       DEFINED 01                 3315282
FIRST FINANCIAL BANKSHARES, IN COM              32020R109      107     4080 SH       DEFINED 01                    4080
FIRST FINANCIAL BANCORP        COM              320209109     2588   143792 SH       DEFINED 01                  143792
FIRST FINANCIAL CORP (INDIANA) COM              320218100      139     4000 SH       DEFINED 01                    4000
FIRST FINANCIAL HOLDINGS, INC  COM              320239106      388    27500 SH       DEFINED 01                   27500
FIRST INDUSTRIAL REALTY TRUST, COM              32054K103     7336   269200 SH       DEFINED 01                  269200
FIRST INDIANA CORP             COM              32054R108      562    30400 SH       DEFINED 01                   30400
FIRST MERCHANTS CORP           COM              320817109      309    15350 SH       DEFINED 01                   15350
FIRST MIDWEST BANCORP, INC     COM              320867104     5720   235869 SH       DEFINED 01                  235869
FIRST HEALTH GROUP CORP        COM              320960107    11356   359080 SH       DEFINED 01                  359080
FIRST REPUBLIC BANK            COM              336158100     1203    60700 SH       DEFINED 01                   60700
FIRST SECURITY CORP            COM              336294103    16182  1348490 SH       DEFINED 01                 1348490
FIRST SENTINEL BANCORP, INC    COM              33640T103      675    87800 SH       DEFINED 01                   87800
FIRST SOURCE CORP              COM              336901103      455    23240 SH       DEFINED 01                   23240
FIRST TENNESSEE NATIONAL CORP  COM              337162101    16986   836247 SH       DEFINED 01                  836247
FIRST UNION CORP               COM              337358105   257763  6919804 SH       DEFINED 01                 6919804
FIRST UNION REAL ESTATE INVEST COM              337400105        9     3380 SH       DEFINED 01                    3380
FIRST UNITED BANCSHARES, INC   COM              33741E104      583    56900 SH       DEFINED 01                   56900
FIRST VIRGINIA BANKS, INC      COM              337477103    14139   376405 SH       DEFINED 01                  376405
FIRST WASHINGTON BANCORP, INC  COM              33748T104      842    46160 SH       DEFINED 01                   46160
FIRST WASHINGTON REALTY TRUST, COM              337489504      835    45000 SH       DEFINED 01                   45000
FIRSTAR CORP                   COM              33763V109   292868 12768095 SH       DEFINED 01                12768095
FISERV, INC                    COM              337738108    32230   866680 SH       DEFINED 01                  866680
FIRSTFED FINANCIAL CORP        COM              337907109     4242   320150 SH       DEFINED 01                  320150
FIRSTMERIT CORP                COM              337915102     9857   534608 SH       DEFINED 01                  534608
FLAGSTAR BANCORP, INC          COM              337930101      774    59500 SH       DEFINED 01                   59500
FIRSTENERGY CORP               COM              337932107    35306  1711824 SH       DEFINED 01                 1711824
FISHER SCIENTIFIC INTERNATIONA COM              338032204     5045   113372 SH       DEFINED 01                  113372
FLASHNET                       COM              338527104      273    54500 SH       DEFINED 01                   54500
FLEETBOSTON FINANCIAL CORP     COM              339030108   417193 11429942 SH       DEFINED 01                11429942
FLEETWOOD ENTERPRISES, INC     COM              339099103     3503   237500 SH       DEFINED 01                  237500
FLORIDA EAST COAST INDUSTRIES, COM              340632108     9860   203301 SH       DEFINED 01                  203301
FLORIDA PROGRESS CORP          COM              341109106    27022   589039 SH       DEFINED 01                  589039
FLORIDA ROCK INDUSTRIES, INC   COM              341140101     3022   107938 SH       DEFINED 01                  107938
FLOWERS INDUSTRIES, INC        COM              343496105     9144   602075 SH       DEFINED 01                  602075
FLOWSERVE CORP                 COM              34354P105     6006   466515 SH       DEFINED 01                  466515
FLUOR CORP                     COM              343861100    16099   519313 SH       DEFINED 01                  519313
FOAMEX INTERNATIONAL, INC      COM              344123104     1125   119200 SH       DEFINED 01                  119200
FOOTSTAR, INC                  COM              344912100     4357   154238 SH       DEFINED 01                  154238
FORD MOTOR CO                  COM              345370100   375082  8165047 SH       DEFINED 01                 8165047
FOREST CITY ENTERPRISES, INC ( COM              345550107     2318    78900 SH       DEFINED 01                   78900
FOREST LABORATORIES, INC       COM              345838106    61828   731692 SH       DEFINED 01                  731692
FOREST OIL CORP                COM              346091606     2554   240334 SH       DEFINED 01                  240334
FORRESTER RESEARCH, INC        COM              346563109     2165    39900 SH       DEFINED 01                   39900
FORT JAMES CORP                COM              347471104   102768  4671273 SH       DEFINED 01                 4671273
FORTUNE BRANDS, INC            COM              349631101    28609  1144357 SH       DEFINED 01                 1144357
FORWARD AIR CORP               COM              349853101     2030    85700 SH       DEFINED 01                   85700
FOSSIL, INC                    COM              349882100     2673   114050 SH       DEFINED 01                  114050
FOSTER (LB) CO (CLASS A)       COM              350060109        7     1800 SH       DEFINED 01                    1800
FOSTER WHEELER CORP            COM              350244109     1827   270702 SH       DEFINED 01                  270702
FOUNDATION HEALTH SYSTEMS (CLA COM              350404109     5168   645946 SH       DEFINED 01                  645946
FOUNDRY NETWORKS, INC          COM              35063R100     6880    47864 SH       DEFINED 01                   47864
FOX ENTERTAINMENT GROUP, INC   COM              35138T107    32492  1085325 SH       DEFINED 01                 1085325
FRANCHISE FINANCE CORP OF AMER COM              351807102     8653   372179 SH       DEFINED 01                  372179
FRANKLIN COVEY CO              COM              353469109      999   137825 SH       DEFINED 01                  137825
FRANKLIN ELECTRIC CO, INC      COM              353514102      792    12400 SH       DEFINED 01                   12400
FRANKLIN RESOURCES, INC        COM              354613101    37885  1133004 SH       DEFINED 01                 1133004
FRED'S, INC                    COM              356108100       15     1000 SH       DEFINED 01                    1000
TUCKER ANTHONY SUTRO           COM              35644K103     2841   181810 SH       DEFINED 01                  181810
FREEPORT-MCMORAN COPPER & GOLD COM              35671D105     7367   662224 SH       DEFINED 01                  662224
FREEPORT-MCMORAN COPPER & GOLD COM              35671D857     5592   463547 SH       DEFINED 01                  463547
FREMONT GENERAL CORP           COM              357288109     2264   381360 SH       DEFINED 01                  381360
FRENCH FRAGRANCES, INC         COM              357658103        1      100 SH       DEFINED 01                     100
FRESENIUS MEDICAL CARE AG. ADR ADR              358029106        0       10 SH       DEFINED 01                      10
FRIEDE GOLDMAN HALTER, INC     COM              358430106     1684   244988 SH       DEFINED 01                  244988
FRIEDMAN, BILLINGS, RAMSEY GRO COM              358433100     1708   157101 SH       DEFINED 01                  157101
FRIEDMAN'S, INC (CLASS A)      COM              358438109       16     2600 SH       DEFINED 01                    2600
FRISCH'S RESTAURANTS, INC      COM              358748101     1703   200384 SH       DEFINED 01                  200384
FRITZ COS, INC                 COM              358846103     1101   108700 SH       DEFINED 01                  108700
FRONTIER AIRLINES, INC         COM              359065109      884    74400 SH       DEFINED 01                   74400
FRONTIER FINANCIAL CORP        COM              35907K105      331    17900 SH       DEFINED 01                   17900
FRONTIER INSURANCE GROUP, INC  COM              359081106      195   195210 SH       DEFINED 01                  195210
FRONTIER OIL CORP              COM              35914P105       10     1300 SH       DEFINED 01                    1300
FRONTLINE CAPITAL GROUP        COM              35921N101      191     4342 SH       DEFINED 01                    4342
FULLER (H.B.) CO               COM              359694106     4380   109675 SH       DEFINED 01                  109675
FULTON FINANCIAL CORP          COM              360271100     7312   347155 SH       DEFINED 01                  347155
FURNITURE BRANDS INTERNATIONAL COM              360921100     6358   337988 SH       DEFINED 01                  337988
G & K SERVICES, INC (CLASS A)  COM              361268105     2693   137750 SH       DEFINED 01                  137750
GATX CORP                      COM              361448103    15162   399000 SH       DEFINED 01                  399000
GBC BANCORP                    COM              361475106     2381   102700 SH       DEFINED 01                  102700
GC COS, INC                    COM              36155Q109      908    26131 SH       DEFINED 01                   26131
GPU, INC                       COM              36225X100    22425   819194 SH       DEFINED 01                  819194
GTE CORP                       COM              362320103   464986  6549095 SH       DEFINED 01                 6549095
GT INTERACTIVE SOFTWARE CORP   COM              36236E109      799   255700 SH       DEFINED 01                  255700
GABLES RESIDENTIAL TRUST       COM              362418105     3490   155100 SH       DEFINED 01                  155100
GALILEO INTERNATIONAL, INC     COM              363547100     9902   411516 SH       DEFINED 01                  411516
GALLAGHER (ARTHUR J.) & CO     COM              363576109     6263   192700 SH       DEFINED 01                  192700
GANNETT CO, INC                COM              364730101   153364  2179242 SH       DEFINED 01                 2179242
GAP, INC                       COM              364760108   253266  5084390 SH       DEFINED 01                 5084390
GARDNER DENVER, INC            COM              365558105     1716    91191 SH       DEFINED 01                   91191
GARTNER GROUP, INC (CLASS A)   COM              366651107     5648   358622 SH       DEFINED 01                  358622
GARTNER GROUP, INC (CLASS B)   COM              366651206     3880   291431 SH       DEFINED 01                  291431
GATEWAY, INC                   COM              367626108    62738  1183736 SH       DEFINED 01                 1183736
GAYLORD ENTERTAINMENT CO       COM              367905106      877    32336 SH       DEFINED 01                   32336
GAYLORD CONTAINER CO           COM              368145108     4359   683788 SH       DEFINED 01                  683788
GELTEX PHARMACEUTICALS, INC    COM              368538104     1350    80600 SH       DEFINED 01                   80600
GENCORP, INC                   COM              368682100     1736   224024 SH       DEFINED 01                  224024
GENERAL BINDING CORP           COM              369154109      148    15500 SH       DEFINED 01                   15500
GENERAL CABLE CORP             COM              369300108     1660   212479 SH       DEFINED 01                  212479
GENERAL CIGAR HOLDINGS, INC (C COM              36933P100      804    53140 SH       DEFINED 01                   53140
GENERAL CHEMICAL GROUP, INC    COM              369332101        7     3361 SH       DEFINED 01                    3361
GENERAL COMMUNICATION (CLASS A COM              369385109     1153   214500 SH       DEFINED 01                  214500
GENERAL DATACOMM INDUSTRIES, I COM              369487103        1       57 SH       DEFINED 01                      57
GENERAL DYNAMICS CORP          COM              369550108   104081  2092086 SH       DEFINED 01                 2092086
GENERAL ELECTRIC CO            COM              369604103  5229647 33698892 SH       DEFINED 01                33698892
GENERAL GROWTH PROPERTIES, INC COM              370021107    10318   339000 SH       DEFINED 01                  339000
GENERAL MAGIC, INC             COM              370253106        0       20 SH       DEFINED 01                      20
GENERAL MILLS, INC             COM              370334104    80322  2219594 SH       DEFINED 01                 2219594
GENERAL MOTORS CORP            COM              370442105   370348  4472122 SH       DEFINED 01                 4472122
GENERAL MOTORS CORP (CLASS H)  COM              370442832   342972  2754799 SH       DEFINED 01                 2754799
GENERAL SEMICONDUCTOR, INC     COM              370787103     3681   213400 SH       DEFINED 01                  213400
GENESCO, INC                   COM              371532102     5150   392400 SH       DEFINED 01                  392400
GENTEX CORP                    COM              371901109    21194   571850 SH       DEFINED 01                  571850
GENESIS HEALTH VENTURES, INC   COM              371912106        9    12676 SH       DEFINED 01                   12676
GENLYTE GROUP, INC             COM              372302109      899    46100 SH       DEFINED 01                   46100
GENRAD, INC                    COM              372447102     2650   214122 SH       DEFINED 01                  214122
GENTEK, INC                    COM              37245X104      151    10794 SH       DEFINED 01                   10794
GEON CO                        COM              37246W105     3077   143120 SH       DEFINED 01                  143120
GENUINE PARTS CO               COM              372460105    33433  1400346 SH       DEFINED 01                 1400346
GENZYME CORP (GENERAL DIVISION COM              372917104    31665   631720 SH       DEFINED 01                  631720
GENZYME CORP (TISSUE REPAIR DI COM              372917401       81    12284 SH       DEFINED 01                   12284
GENZYME-MOLECULAR ONCOLOGY     COM              372917500      504    33321 SH       DEFINED 01                   33321
GENZYME SURGICAL PRODUCTS      COM              372917609       57     4887 SH       DEFINED 01                    4887
GEORGIA GULF CORP              COM              373200203     5691   218881 SH       DEFINED 01                  218881
GEORGIA-PACIFIC CORP (PACKING  COM              373298108    54260  1371498 SH       DEFINED 01                 1371498
GEORGIA-PACIFIC CORP (TIMBER G COM              373298702    14186   553600 SH       DEFINED 01                  553600
GERBER SCIENTIFIC, INC         COM              373730100     3828   198195 SH       DEFINED 01                  198195
GETTY IMAGES, INC              COM              374276103     7150   198957 SH       DEFINED 01                  198957
GETTY PETROLEUM MARKETING, INC COM              374292100      478   212338 SH       DEFINED 01                  212338
GETTY REALTY HOLDINGS CORP     COM              374297109     3888   345638 SH       DEFINED 01                  345638
GIBRALTAR STEEL CORP           COM              37476F103     1711   104100 SH       DEFINED 01                  104100
GILEAD SCIENCES, INC           COM              375558103    21150   333723 SH       DEFINED 01                  333723
GILLETTE CO                    COM              375766102   412345 10941167 SH       DEFINED 01                10941167
GLACIER BANCORP, INC           COM              37637Q105       21     1500 SH       DEFINED 01                    1500
GLATFELTER (P.H.) CO           COM              377316104     2760   259748 SH       DEFINED 01                  259748
GLENAYRE TECHNOLOGIES, INC     COM              377899109     6582   374774 SH       DEFINED 01                  374774
GLENBOROUGH REALTY TRUST, INC  COM              37803P105     3022   208400 SH       DEFINED 01                  208400
GLIATECH, INC                  COM              37929C103     1212    70000 SH       DEFINED 01                   70000
GLIMCHER REALTY TRUST          COM              379302102     2148   159100 SH       DEFINED 01                  159100
GLOBAL INDUSTRIES LTD          COM              379336100     6804   465214 SH       DEFINED 01                  465214
GLOBAL IMAGING SYSTEMS, INC    COM              37934A100      501    64700 SH       DEFINED 01                   64700
GLOBAL MARINE, INC             COM              379352404    23166   912940 SH       DEFINED 01                  912940
GLOBAL TELESYSTEMS GROUP, INC  COM              37936U104    57236  2791984 SH       DEFINED 01                 2791984
GLOBAL SPORTS, INC             COM              37937A107      656    35200 SH       DEFINED 01                   35200
GLOBIX CORP                    COM              37957F101     7591   199100 SH       DEFINED 01                  199100
GOLD BANC CORP, INC            COM              379907108        5      800 SH       DEFINED 01                     800
GOLDEN ENTERPRISES, INC        COM              381010107      405   124479 SH       DEFINED 01                  124479
GOLDEN STATE BANCORP, INC      COM              381197102    32177  2154139 SH       DEFINED 01                 2154139
GOLDEN WEST FINANCIAL CORP     COM              381317106    32042  1027400 SH       DEFINED 01                 1027400
THE GOLDMAN SACHS GROUP, INC   COM              38141G104    56978   542000 SH       DEFINED 01                  542000
GOLF TRUST OF AMERICA, INC     COM              38168B103      223    13500 SH       DEFINED 01                   13500
GOODRICH (B.F.) CO             COM              382388106    17774   619586 SH       DEFINED 01                  619586
GOODYEAR TIRE & RUBBER CO      COM              382550101    21033   902231 SH       DEFINED 01                  902231
GOODY'S FAMILY CLOTHING, INC   COM              382588101      732   120800 SH       DEFINED 01                  120800
GOTTSCHALKS, INC               COM              383485109     1604   305600 SH       DEFINED 01                  305600
GO2NET, INC                    COM              383486107    13952   173183 SH       DEFINED 01                  173183
GRACE W.R. & CO                COM              38388F108     5863   462100 SH       DEFINED 01                  462100
GRACO, INC                     COM              384109104     4913   169404 SH       DEFINED 01                  169404
GRADCO SYSTEMS, INC            COM              384111100        3     1262 SH       DEFINED 01                    1262
GRAINGER (W.W.), INC           COM              384802104    24574   452983 SH       DEFINED 01                  452983
GRAND PREMIER FINANCIAL, INC   COM              386174106      525    38190 SH       DEFINED 01                   38190
GRAND UNION CO                 COM              386532402      493   167900 SH       DEFINED 01                  167900
GRANITE CONSTRUCTION, INC      COM              387328107     3336   123549 SH       DEFINED 01                  123549
GRAY COMMUNICATIONS SYSTEMS, I COM              389190109       50     4250 SH       DEFINED 01                    4250
GREAT ATLANTIC & PACIFIC TEA C COM              390064103     2410   123600 SH       DEFINED 01                  123600
GREAT LAKES CHEMICAL CORP      COM              390568103    11217   329900 SH       DEFINED 01                  329900
GREAT LAKES REIT, INC          COM              390752103     1242    82084 SH       DEFINED 01                   82084
GREAT SOUTHERN BANCORP         COM              390905107       30     1600 SH       DEFINED 01                    1600
GREAT PLAINS SOFTWARE, INC     COM              39119E105     3887    72816 SH       DEFINED 01                   72816
GREATER BAY BANCORP            COM              391648102     2206    54800 SH       DEFINED 01                   54800
GREENPOINT FINANCIAL CORP      COM              395384100    11265   573996 SH       DEFINED 01                  573996
GREIF BROTHERS CORP (CLASS A)  COM              397624107     1434    45000 SH       DEFINED 01                   45000
GREY ADVERTISING, INC          COM              397838103       41      100 SH       DEFINED 01                     100
GREY WOLF, INC                 COM              397888108     6423  1631199 SH       DEFINED 01                 1631199
GRIFFON CORP                   COM              398433102      858   109862 SH       DEFINED 01                  109862
GROUP 1 AUTOMOTIVE, INC        COM              398905109     1296   111500 SH       DEFINED 01                  111500
CGI GROUP INC                  COM              39945C109     6132   436400 SH       DEFINED 01                  436400
GRUBB & ELLIS CO               COM              400095204       11     1900 SH       DEFINED 01                    1900
GTECH HOLDINGS CORP            COM              400518106     8559   461079 SH       DEFINED 01                  461079
GUESS ?, INC                   COM              401617105     1155    36100 SH       DEFINED 01                   36100
GUIDANT CORP                   COM              401698105   188988  3213401 SH       DEFINED 01                 3213401
GUILFORD MILLS, INC            COM              401794102      796   103535 SH       DEFINED 01                  103535
GUILFORD PHARMACEUTICALS, INC  COM              401829106    33992  1462000 SH       DEFINED 01                 1462000
GUITAR CENTER, INC             COM              402040109     1744   152500 SH       DEFINED 01                  152500
GULF CANADA RESOURCES LTD      COM              40218L305     1880   510247 SH       DEFINED 01                  510247
GULF ISLAND FABRICATION, INC   COM              402307102      136     9300 SH       DEFINED 01                    9300
GULFMARK OFFSHORE, INC         COM              402629109       70     3400 SH       DEFINED 01                    3400
GYMBOREE CORP                  COM              403777105      585   141700 SH       DEFINED 01                  141700
HMT TECHNOLOGY CORP            COM              403917107       22     6600 SH       DEFINED 01                    6600
HCC INSURANCE HOLDINGS, INC    COM              404132102     3547   267700 SH       DEFINED 01                  267700
HNC SOFTWARE                   COM              40425P107    12767   177170 SH       DEFINED 01                  177170
HRPT PROPERTIES TRUST          COM              40426W101     7490   862200 SH       DEFINED 01                  862200
HSB GROUP, INC                 COM              40428N109     4692   162150 SH       DEFINED 01                  162150
HS RESOURCES, INC              COM              404297103     2361   111761 SH       DEFINED 01                  111761
HA-LO INDUSTRIES, INC          COM              404429102     2371   301100 SH       DEFINED 01                  301100
HADCO CORP                     COM              404681108     6062    93800 SH       DEFINED 01                   93800
HAEMONETICS CORP               COM              405024100     3821   169800 SH       DEFINED 01                  169800
HAGLER BAILLY, INC             COM              405183104        9     2100 SH       DEFINED 01                    2100
HAIN FOOD GROUP, INC           COM              405219106     2257    79700 SH       DEFINED 01                   79700
HALLIBURTON CO                 COM              406216101   122406  2985516 SH       DEFINED 01                 2985516
HAMILTON BANCORP, INC          COM              407013101      991    63400 SH       DEFINED 01                   63400
HANCOCK FABRICS, INC           COM              409900107      322   112078 SH       DEFINED 01                  112078
HANCOCK HOLDINGS CO            COM              410120109     1037    33600 SH       DEFINED 01                   33600
JOHN HANCOCK FINANCIAL SERVICE COM              41014S106    79497  4401243 SH       DEFINED 01                 4401243
HANDLEMAN CO                   COM              410252100     1659   186984 SH       DEFINED 01                  186984
HANGER ORTHOPEDIC GROUP, INC   COM              41043F208      814   153200 SH       DEFINED 01                  153200
HANNA (M.A.) CO                COM              410522106     5472   483669 SH       DEFINED 01                  483669
HANNAFORD BROTHERS, INC        COM              410550107    15874   215243 SH       DEFINED 01                  215243
HANOVER COMPRESSOR CO          COM              410768105    11608   204100 SH       DEFINED 01                  204100
HANOVER DIRECT, INC            COM              410783104     1302   548074 SH       DEFINED 01                  548074
HARBINGER CORP                 COM              41145C103     8311   285350 SH       DEFINED 01                  285350
HARCOURT GENERAL, INC          COM              41163G101     3237    86911 SH       DEFINED 01                   86911
HARBOR FLORIDA BANCSHARES, INC COM              411901101      366    32209 SH       DEFINED 01                   32209
HARDINGE, INC                  COM              412324303      480    46800 SH       DEFINED 01                   46800
HARKEN ENERGY CORP             COM              412552101      238   238496 SH       DEFINED 01                  238496
HARLAND (JOHN H.) CO           COM              412693103     4590   340035 SH       DEFINED 01                  340035
HARLEY DAVIDSON, INC           COM              412822108   289350  3645360 SH       DEFINED 01                 3645360
HARLEYSVILLE GROUP, INC        COM              412824104     2445   168600 SH       DEFINED 01                  168600
HARLEYSVILLE NATIONAL CORP     COM              412850109      210     7725 SH       DEFINED 01                    7725
HARMAN INTERNATIONAL INDUSTRIE COM              413086109     6284   104730 SH       DEFINED 01                  104730
HARMON INDUSTRIES, INC         COM              413136102     1740    96000 SH       DEFINED 01                   96000
HARMONIC LIGHTWAVES, INC       COM              413160102    18977   227946 SH       DEFINED 01                  227946
HARRAH'S ENTERTAINMENT, INC    COM              413619107    18412   991882 SH       DEFINED 01                  991882
HARRIS CORP                    COM              413875105    18164   525549 SH       DEFINED 01                  525549
HARRIS FINANCIAL, INC          COM              414541102       99    13800 SH       DEFINED 01                   13800
HARSCO CORP                    COM              415864107     7501   259200 SH       DEFINED 01                  259200
HARTE-HANKS, INC               COM              416196103     6831   301100 SH       DEFINED 01                  301100
HARTFORD FINANCIAL SERVICES GR COM              416515104   106526  2019454 SH       DEFINED 01                 2019454
HARTFORD LIFE, INC (CLASS A)   COM              416592103     7907   168687 SH       DEFINED 01                  168687
HASBRO, INC                    COM              418056107    21054  1276023 SH       DEFINED 01                 1276023
HAVERTY FURNITURE COS, INC     COM              419596101     1705   160500 SH       DEFINED 01                  160500
HAWAIIAN ELECTRIC INDUSTRIES,  COM              419870100     6814   214193 SH       DEFINED 01                  214193
HAYES LEMMERZ INTERNATIONAL, I COM              420781106     2608   136380 SH       DEFINED 01                  136380
HEARME.COM                     COM              421903105     2012    79700 SH       DEFINED 01                   79700
HEALTH CARE PROPERTY INVESTORS COM              421915109     8525   335130 SH       DEFINED 01                  335130
HEALTHSOUTH CORP               COM              421924101    12913  2321524 SH       DEFINED 01                 2321524
HEALTH MANAGEMENT ASSOCIATES,  COM              421933102   131139  9202771 SH       DEFINED 01                 9202771
HEALTHCARE REALTY TRUST, INC   COM              421946104     4424   264100 SH       DEFINED 01                  264100
HEALTHPLAN SERVICES CORP       COM              421959107       19     4200 SH       DEFINED 01                    4200
HEALTH CARE REIT, INC          COM              42217K106     2203   157370 SH       DEFINED 01                  157370
HEALTHAXIS, INC                COM              42219D100      983    68400 SH       DEFINED 01                   68400
HEALTH MANAGEMENT SYSTEMS, INC COM              42219M100        2      500 SH       DEFINED 01                     500
HEALTHEON/WEBMD CORP           COM              422209106     1511    65702 SH       DEFINED 01                   65702
HEARST-ARGYLE TELEVISION, INC  COM              422317107     3582   153230 SH       DEFINED 01                  153230
HEARTLAND EXPRESS, INC         COM              422347104     1780   126707 SH       DEFINED 01                  126707
HECLA MINING CO                COM              422704106      116    84600 SH       DEFINED 01                   84600
HEICO CORP                     COM              422806109      290    19973 SH       DEFINED 01                   19973
HEICO CORP (CLASS A)           COM              422806208        1       50 SH       DEFINED 01                      50
HEIDRICK & STRUGGLES INTERNATI COM              422819102     2416    60200 SH       DEFINED 01                   60200
HEILIG MEYERS CO               COM              422893107      519   131687 SH       DEFINED 01                  131687
HEINZ (H.J.) CO                COM              423074103    96354  2762825 SH       DEFINED 01                 2762825
HELIX TECHNOLOGY CORP          COM              423319102    11568   192600 SH       DEFINED 01                  192600
HELLER FINANCIAL, INC          COM              423328103     6357   274917 SH       DEFINED 01                  274917
HELMERICH & PAYNE, INC         COM              423452101    15266   492449 SH       DEFINED 01                  492449
HEMISPHERX BIOPHARMA, INC      COM              42366C103     1073    99200 SH       DEFINED 01                   99200
JACK HENRY & ASSOCIATES, INC   COM              426281101     7102   192600 SH       DEFINED 01                  192600
HERBALIFE INTERNATIONAL, INC ( COM              426908208      159    11283 SH       DEFINED 01                   11283
HERBALIFE INTERNATIONAL, INC ( COM              426908307       34     2566 SH       DEFINED 01                    2566
HERCULES, INC                  COM              427056106     9914   614850 SH       DEFINED 01                  614850
HERSHEY FOODS CORP             COM              427866108    31312   642300 SH       DEFINED 01                  642300
HERTZ CORP (CLASS A)           COM              428040109     4963   145695 SH       DEFINED 01                  145695
HEWLETT-PACKARD CO             COM              428236103  1037630  7827479 SH       DEFINED 01                 7827479
HEXCEL CORP                    COM              428291108      966   193230 SH       DEFINED 01                  193230
HI/FN, INC                     COM              428358105     3130    48100 SH       DEFINED 01                   48100
HIBERNIA CORP (CLASS A)        COM              428656102    11803  1124053 SH       DEFINED 01                 1124053
@TRACK COMMUNICATIONS, INC     COM              431263102       67    15800 SH       DEFINED 01                   15800
HIGHWOODS PROPERTIES, INC      COM              431284108     8965   421900 SH       DEFINED 01                  421900
HILB, ROGAL & HAMILTON CO      COM              431294107     1903    69662 SH       DEFINED 01                   69662
HILLENBRAND INDUSTRIES, INC    COM              431573104     9895   291037 SH       DEFINED 01                  291037
HILTON HOTELS CORP             COM              432848109    14057  1813779 SH       DEFINED 01                 1813779
HINES HORTICULTURE, INC        COM              433245107       48     6100 SH       DEFINED 01                    6100
HISPANIC BROADCASTING CORP     COM              43357B104    32809   289700 SH       DEFINED 01                  289700
HOLLINGER INTERNATIONAL, INC   COM              435569108      493    45900 SH       DEFINED 01                   45900
HOLLYWOOD ENTERTAINMENT CORP   COM              436141105     2645   328100 SH       DEFINED 01                  328100
HOME DEPOT, INC                COM              437076102  1324677 20537630 SH       DEFINED 01                20537630
HOME PROPERTIES OF NEW YORK, I COM              437306103     2282    85316 SH       DEFINED 01                   85316
HOMEBASE, INC                  COM              43738E108      133    66550 SH       DEFINED 01                   66550
HOMESTAKE MINING CO            COM              437614100     8313  1385524 SH       DEFINED 01                 1385524
HON INDUSTRIES, INC            COM              438092108    10413   404400 SH       DEFINED 01                  404400
HONEYWELL INTERNATIONAL, INC   COM              438516106   765789 14534539 SH       DEFINED 01                14534539
HOOPER HOLMES, INC             COM              439104100     7178   209200 SH       DEFINED 01                  209200
HORACE MANN EDUCATORS CORP     COM              440327104     3738   202732 SH       DEFINED 01                  202732
HORIZON GROUP PROPERTIES, INC  COM              44041U102        1      118 SH       DEFINED 01                     118
HORIZON OFFSHORE, INC          COM              44043J105     2542   274800 SH       DEFINED 01                  274800
HORMEL FOODS CORP              COM              440452100     9552   581114 SH       DEFINED 01                  581114
HOSPITALITY PROPERTIES TRUST   COM              44106M102     6759   333800 SH       DEFINED 01                  333800
HOST MARRIOTT CORP (NEW)       COM              44107P104    12229  1377912 SH       DEFINED 01                 1377912
HOUGHTON MIFFLIN CO            COM              441560109     6370   150100 SH       DEFINED 01                  150100
HOUSEHOLD INTERNATIONAL, INC   COM              441815107   142771  3826371 SH       DEFINED 01                 3826371
HOUSTON EXPLORATION CO         COM              442120101     1021    56737 SH       DEFINED 01                   56737
HOWMET INTERNATIONAL, INC      COM              443208103     4198   207952 SH       DEFINED 01                  207952
HUB GROUP, INC (CLASS A)       COM              443320106       11      700 SH       DEFINED 01                     700
HUBBELL, INC (CLASS B)         COM              443510201     5251   191826 SH       DEFINED 01                  191826
HUDSON RIVER BANCORP, INC      COM              444128102      261    26100 SH       DEFINED 01                   26100
HUDSON UNITED BANCORP          COM              444165104    12315   567845 SH       DEFINED 01                  567845
HUGHES SUPPLY, INC             COM              444482103     2354   151900 SH       DEFINED 01                  151900
HUMANA, INC                    COM              444859102     7702  1053275 SH       DEFINED 01                 1053275
HUMAN GENOME SCIENCES, INC     COM              444903108    29886   359800 SH       DEFINED 01                  359800
HUNT (J.B.) TRANSPORT SERVICES COM              445658107     2499   182550 SH       DEFINED 01                  182550
HUNTINGTON BANCSHARES, INC     COM              446150104    30898  1380925 SH       DEFINED 01                 1380925
HUSSMANN INTERNATIONAL, INC    COM              448110106     6346   500153 SH       DEFINED 01                  500153
HUTCHINSON TECHNOLOGY, INC     COM              448407106     3117   176870 SH       DEFINED 01                  176870
HUTTIG BUILDING PRODUCTS, INC  COM              448451104      346    76844 SH       DEFINED 01                   76844
ICN PHARMACEUTICALS, INC       COM              448924100    15569   571348 SH       DEFINED 01                  571348
IDT CORP                       COM              448947101     6225   150000 SH       DEFINED 01                  150000
HYPERCOM CORP                  COM              44913M105     1337    78100 SH       DEFINED 01                   78100
HYPERION SOLUTIONS CORP        COM              44914M104     7624   234580 SH       DEFINED 01                  234580
IBP, INC                       COM              449223106     7592   482000 SH       DEFINED 01                  482000
ICG COMMUNICATIONS, INC        COM              449246107    18473   511372 SH       DEFINED 01                  511372
ICOS CORP                      COM              449295104     9784   270850 SH       DEFINED 01                  270850
I-CABLE COMMUNICATIONS LTD     ADR              44934B104     2669   175000 SH       DEFINED 01                  175000
IDEC PHARMACEUTICALS CORP      COM              449370105    25486   259400 SH       DEFINED 01                  259400
IDG BOOKS WORLDWIDE, INC       COM              449384106      243    21100 SH       DEFINED 01                   21100
IDX SYSTEMS CORP               COM              449491109     2598    94900 SH       DEFINED 01                   94900
IGEN INTERNATIONAL, INC        COM              449536101     1793    71700 SH       DEFINED 01                   71700
IHOP CORP (NEW)                COM              449623107     1980   141400 SH       DEFINED 01                  141400
IMC GLOBAL, INC                COM              449669100     9744   663446 SH       DEFINED 01                  663446
IMCO RECYCLING, INC            COM              449681105     1084    97960 SH       DEFINED 01                   97960
IPC COMMUNICATIONS, INC        COM              44980K206     8343    40500 SH       DEFINED 01                   40500
IMS HEALTH, INC                COM              449934108    46638  2753546 SH       DEFINED 01                 2753546
IRI INTERNATIONAL CORP         COM              45004F107     2045   216705 SH       DEFINED 01                  216705
IRT PROPERTY CO                COM              450058102     1728   216000 SH       DEFINED 01                  216000
ISS GROUP, INC                 COM              450306105    20457   175600 SH       DEFINED 01                  175600
ITC DELTACOM, INC              COM              45031T104    12408   348300 SH       DEFINED 01                  348300
ITI TECHNOLOGIES, INC          COM              450564109      827    27800 SH       DEFINED 01                   27800
ITT EDUCATIONAL SERVICES, INC  COM              45068B109      982    61400 SH       DEFINED 01                   61400
ITT INDUSTRIES, INC            COM              450911102    18517   596136 SH       DEFINED 01                  596136
IDACORP, INC                   COM              451107106    10175   292800 SH       DEFINED 01                  292800
IDEX CORP                      COM              45167R104     3680   135030 SH       DEFINED 01                  135030
IDEXX LABORATORIES, INC        COM              45168D104     4572   196100 SH       DEFINED 01                  196100
IGATE CAPITAL CORP             COM              45169U105    11107   246137 SH       DEFINED 01                  246137
IKON OFFICE SOLUTIONS, INC     COM              451713101     6340  1024700 SH       DEFINED 01                 1024700
IKOS SYSTEMS, INC              COM              451716203        4      300 SH       DEFINED 01                     300
IDENTIX, INC                   COM              451906101     3501   125600 SH       DEFINED 01                  125600
ILLINOIS TOOL WORKS, INC       COM              452308109   107421  1944263 SH       DEFINED 01                 1944263
IMATION CORP                   COM              45245A107     8962   335822 SH       DEFINED 01                  335822
IMCLONE SYSTEMS, INC           COM              45245W109    17558   228400 SH       DEFINED 01                  228400
IMMUCOR, INC                   COM              452526106     1885   190900 SH       DEFINED 01                  190900
IMMUNEX CORP                   COM              452528102   101950  1607091 SH       DEFINED 01                 1607091
IMPATH, INC                    COM              45255G101     1929    52500 SH       DEFINED 01                   52500
IMPERIAL BANCORP               COM              452556103    16074   518514 SH       DEFINED 01                  518514
IMPERIAL CREDIT INDUSTRIES, IN COM              452729106      608   135100 SH       DEFINED 01                  135100
IMMUNOMEDICS, INC              COM              452907108      307    11900 SH       DEFINED 01                   11900
IN FOCUS SYSTEMS, INC          COM              452919103     6031   168400 SH       DEFINED 01                  168400
IMPERIAL OIL LTD               COM              453038408    21678  1049064 SH       DEFINED 01                 1049064
IMPERIAL SUGAR CO              COM              453096109       15     8538 SH       DEFINED 01                    8538
IMRGLOBAL CORP                 COM              45321W106     3943   274300 SH       DEFINED 01                  274300
INACOM CORP                    COM              45323G109      705   256421 SH       DEFINED 01                  256421
INCO LTD CO                    COM              453258402    15088   822681 SH       DEFINED 01                  822681
INCYTE PHARMACEUTICALS, INC    COM              45337C102    12597   144065 SH       DEFINED 01                  144065
INDEPENDENCE COMMUNITY BANK CO COM              453414104     4965   446300 SH       DEFINED 01                  446300
INDEPENDENT BANK CORP          COM              453836108      580    48594 SH       DEFINED 01                   48594
INDIANA ENERGY, INC            COM              454707100     3942   202166 SH       DEFINED 01                  202166
INDUS INTERNATIONAL, INC       COM              45578L100       21     2500 SH       DEFINED 01                    2500
INDUSTRI-MATEMATIK INTERNATION COM              455792101       29     2100 SH       DEFINED 01                    2100
INDYMAC MORTGAGE HOLDINGS, INC COM              456607100    11971   801380 SH       DEFINED 01                  801380
INFINEON TECHNOLOGIES AG. ADR  ADR              45662N103    11515   200481 SH       DEFINED 01                  200481
INFINITY BROADCASTING CORP (CL COM              45662S102    97107  2999455 SH       DEFINED 01                 2999455
INET TECHNOLOGIES, INC         COM              45662V105     2149    40600 SH       DEFINED 01                   40600
INFOCURE CORP                  COM              45665A108     4123   237275 SH       DEFINED 01                  237275
INFORMATICA CORP               COM              45666Q102     9502   123700 SH       DEFINED 01                  123700
INFONET SERVICES CORP          COM              45666T106     8918   394162 SH       DEFINED 01                  394162
INFORMATION HOLDINGS, INC      COM              456727106      777    24800 SH       DEFINED 01                   24800
INFORMIX CORP                  COM              456779107    30881  1823250 SH       DEFINED 01                 1823250
INFOSPACE, INC                 COM              45678T102    52925   363900 SH       DEFINED 01                  363900
INFOSYS TECHNOLOGIES LTD (ADR) ADR              456788108     6774    35100 SH       DEFINED 01                   35100
INFOUSA, INC                   COM              456818301     1532   167900 SH       DEFINED 01                  167900
INGERSOLL-RAND CO              COM              456866102    58357  1318800 SH       DEFINED 01                 1318800
INFORMATION RESOURCES, INC     COM              456905108      299    37400 SH       DEFINED 01                   37400
INGLES MARKETS, INC (CLASS A)  COM              457030104       16     1500 SH       DEFINED 01                    1500
INGRAM MICRO, INC (CLASS A)    COM              457153104     6607   429750 SH       DEFINED 01                  429750
INHALE THERAPEUTIC SYSTEMS     COM              457191104     5900    79200 SH       DEFINED 01                   79200
INKTOMI CORP                   COM              457277101   103729   531946 SH       DEFINED 01                  531946
INNKEEPERS U.S.A. TRUST        COM              4576J0104     1632   200900 SH       DEFINED 01                  200900
INNOVEX, INC                   COM              457647105      971    99300 SH       DEFINED 01                   99300
INSIGHT ENTERPRISES, INC       COM              45765U103    11254   308859 SH       DEFINED 01                  308859
INPUT/OUTPUT, INC              COM              457652105     1791   292374 SH       DEFINED 01                  292374
INPRISE CORP                   COM              45766C102        0       37 SH       DEFINED 01                      37
INSITUFORM TECHNOLOGIES, INC ( COM              457667103     7981   260600 SH       DEFINED 01                  260600
INSIGNIA FINANCIAL GROUP, INC  COM              45767A105     1961   140044 SH       DEFINED 01                  140044
INSPIRE INSURANCE SOLUTIONS, I COM              457732105      225    69350 SH       DEFINED 01                   69350
INSURANCE AUTO AUCTIONS, INC   COM              457875102       71     4200 SH       DEFINED 01                    4200
INTEGRATED ELECTRICAL SERVICES COM              45811E103      722   137500 SH       DEFINED 01                  137500
INTEGRATED DEVICE TECHNOLOGY,  COM              458118106    30670   774010 SH       DEFINED 01                  774010
INTEL CORP                     COM              458140100  4917334 37270178 SH       DEFINED 01                37270178
INTER-TEL, INC                 COM              458372109     4819   176025 SH       DEFINED 01                  176025
INTERDIGITAL COMMUNICATIONS CO COM              45866A105     9024   357386 SH       DEFINED 01                  357386
INTERFACE, INC (CLASS A)       COM              458665106     1252   294700 SH       DEFINED 01                  294700
INTERIM SERVICES, INC          COM              45868P100     8335   449000 SH       DEFINED 01                  449000
INTERGRAPH CORP                COM              458683109     1339   150865 SH       DEFINED 01                  150865
INTERMEDIA COMMUNICATIONS, INC COM              458801107    23582   488113 SH       DEFINED 01                  488113
INTERMET CORP                  COM              45881K104     1766   193500 SH       DEFINED 01                  193500
INTERNATIONAL ALUMINUM CORP    COM              458884103     1814   116100 SH       DEFINED 01                  116100
INTERNATIONAL BANCSHARES CORP  COM              459044103     2063    50950 SH       DEFINED 01                   50950
INTERNATIONAL BUSINESS MACHINE COM              459200101  2517291 21332971 SH       DEFINED 01                21332971
INTERNATIONAL FIBERCOM, INC    COM              45950T101     3867   162800 SH       DEFINED 01                  162800
INT'L FLAVORS & FRAGRANCES, IN COM              459506101    27773   792087 SH       DEFINED 01                  792087
INTERNATIONAL HOME FOODS, INC  COM              459655106     4332   270742 SH       DEFINED 01                  270742
INTERNATIONAL GAME TECHNOLOGY  COM              459902102    11894   548421 SH       DEFINED 01                  548421
INTERNATIONAL MULTIFOODS CORP  COM              460043102     1539   115100 SH       DEFINED 01                  115100
INTERNATIONAL PAPER CO         COM              460146103   129092  3019689 SH       DEFINED 01                 3019689
INTERNATIONAL RECTIFIER CORP   COM              460254105    15803   414500 SH       DEFINED 01                  414500
INTERNATIONAL SPEEDWAY CORP (C COM              460335201     5039   112133 SH       DEFINED 01                  112133
INTERNATIONAL SPECIALTY PRODUC COM              460337108     1470   228400 SH       DEFINED 01                  228400
INTERNET CAPITAL GROUP, INC    COM              46059C106       13      140 SH       DEFINED 01                     140
INTERNET INITIATIVE JAPAN, INC ADR              46059T109    23973   343700 SH       DEFINED 01                  343700
INTERPOOL, INC                 COM              46062R108      406    61900 SH       DEFINED 01                   61900
INTERPUBLIC GROUP OF COS, INC  COM              460690100   177698  3760814 SH       DEFINED 01                 3760814
INTERSTATE BAKERIES CORP       COM              46072H108     3792   266111 SH       DEFINED 01                  266111
INTERSTATE HOTELS CORP         COM              46088R108        6     1841 SH       DEFINED 01                    1841
INTERWEST BANCORP, INC         COM              460931108      888    64550 SH       DEFINED 01                   64550
INTERTAN, INC                  COM              461120107     2183   158750 SH       DEFINED 01                  158750
INTERVU, INC                   COM              46114R106     8505    94500 SH       DEFINED 01                   94500
INTERVOICE-BRITE, INC          COM              461142101     6777   234700 SH       DEFINED 01                  234700
INTIMATE BRANDS, INC (CLASS A) COM              461156101    12726   310382 SH       DEFINED 01                  310382
INTRAWARE, INC                 COM              46118M103     5251   127100 SH       DEFINED 01                  127100
INTUIT, INC                    COM              461202103    56589  1040720 SH       DEFINED 01                 1040720
INVACARE CORP                  COM              461203101     4467   162800 SH       DEFINED 01                  162800
INVESTMENT TECHNOLOGY GROUP, I COM              46145F105     3178    90145 SH       DEFINED 01                   90145
INVITROGEN CORP                COM              46185R100     2061    35500 SH       DEFINED 01                   35500
INVESTORS FINANCIAL SERVICES C COM              461915100     8571   145578 SH       DEFINED 01                  145578
IOMEGA CORP                    COM              462030107     7728  2027104 SH       DEFINED 01                 2027104
IONICS, INC                    COM              462218108     1204    47100 SH       DEFINED 01                   47100
IPALCO ENTERPRISES, INC        COM              462613100     9979   511734 SH       DEFINED 01                  511734
IRON MOUNTAIN, INC             COM              462846106     7573   222331 SH       DEFINED 01                  222331
IRWIN FINANCIAL CORP           COM              464119106     1113    74200 SH       DEFINED 01                   74200
ISIS PHARMACEUTICALS, INC      COM              464330109     3164   225020 SH       DEFINED 01                  225020
ISLE OF CAPRI CASINOS, INC     COM              464592104        1       50 SH       DEFINED 01                      50
IT GROUP, INC                  COM              465266104     1139   150605 SH       DEFINED 01                  150605
ITRON, INC                     COM              465741106       21     3000 SH       DEFINED 01                    3000
ITURF, INC                     COM              46575Q100      385    37082 SH       DEFINED 01                   37082
I2 TECHNOLOGIES, INC           COM              465754109    72423   593020 SH       DEFINED 01                  593020
IVAX CORP                      COM              465823102    31338  1150025 SH       DEFINED 01                 1150025
IVEX PACKAGING CORP            COM              465855104     1280   169200 SH       DEFINED 01                  169200
IVILLAGE, INC                  COM              46588H105     2685   171295 SH       DEFINED 01                  171295
JDN REALTY CORP                COM              465917102     2012   193950 SH       DEFINED 01                  193950
JPM CO                         COM              465933109        1      100 SH       DEFINED 01                     100
J & J SNACK FOODS CORP         COM              466032109     1717    86400 SH       DEFINED 01                   86400
JDS UNIPHASE CORP              COM              46612J101   720889  5979378 SH       DEFINED 01                 5979378
JDA SOFTWARE GROUP, INC        COM              46612K108     2042   139600 SH       DEFINED 01                  139600
JLK DIRECT DISTRIBUTION, INC ( COM              46621C105      218    23900 SH       DEFINED 01                   23900
JLG INDUSTRIES, INC            COM              466210101     3550   389066 SH       DEFINED 01                  389066
JP REALTY, INC                 COM              46624A106     1641    92100 SH       DEFINED 01                   92100
JABIL CIRCUIT, INC             COM              466313103    32655   755032 SH       DEFINED 01                  755032
JACK IN THE BOX, INC           COM              466367109     6864   322069 SH       DEFINED 01                  322069
JACOBS ENGINEERING GROUP, INC  COM              469814107     5170   160297 SH       DEFINED 01                  160297
JACOBSON STORES, INC           COM              469834105       17     3450 SH       DEFINED 01                    3450
CLEAR CHANNEL WTS 09/18/01                      469858138     2450   224000 SH       DEFINED 01                  224000
JAKKS PACIFIC, INC             COM              47012E106     2376   110200 SH       DEFINED 01                  110200
JEFFERIES GROUP, INC (NEW)     COM              472319102      947    41400 SH       DEFINED 01                   41400
JEFFERSON SAVINGS BANCORP, INC COM              474900107        1      100 SH       DEFINED 01                     100
JEFFERSON-PILOT CORP           COM              475070108    48815   733371 SH       DEFINED 01                  733371
JO-ANN STORES, INC (CLASS A)   COM              47758P109      725    86541 SH       DEFINED 01                   86541
JO-ANN STORES, INC (CLASS B)   COM              47758P208     1423   237100 SH       DEFINED 01                  237100
JOHN NUVEEN CO (CLASS A)       COM              478035108     1636    42783 SH       DEFINED 01                   42783
JOHNS MANVILLE CORP            COM              478129109     1623   147500 SH       DEFINED 01                  147500
JOHNSON & JOHNSON CO           COM              478160104   842399 12023534 SH       DEFINED 01                12023534
JOHNSON CONTROLS, INC          COM              478366107    33322   616369 SH       DEFINED 01                  616369
JONES APPAREL GROUP, INC       COM              480074103    44598  1399154 SH       DEFINED 01                 1399154
JONES LANG LA SALLE            COM              48020Q107     3128   201796 SH       DEFINED 01                  201796
JONES PHARMACEUTICAL, INC      COM              480236108    12243   403075 SH       DEFINED 01                  403075
JOSTENS, INC                   COM              481088102    11085   454781 SH       DEFINED 01                  454781
JOURNAL REGISTER CO            COM              481138105     2414   163638 SH       DEFINED 01                  163638
JUNO LIGHTING, INC (W/I)       COM              482047206       86     9054 SH       DEFINED 01                    9054
JUNO ONLINE SERVICES, INC      COM              482048105      746    47367 SH       DEFINED 01                   47367
JUSTIN INDUSTRIES, INC         COM              482171105     2099   116600 SH       DEFINED 01                  116600
KLA-TENCOR CORP                COM              482480100   115083  1365966 SH       DEFINED 01                 1365966
K MART CORP                    COM              482584109    40308  4160798 SH       DEFINED 01                 4160798
K-SWISS, INC (CLASS A)         COM              482686102      193    13000 SH       DEFINED 01                   13000
K2, INC                        COM              482732104      347    43705 SH       DEFINED 01                   43705
KV PHARMACEUTICAL CO (CLASS B) COM              482740107     1389    47272 SH       DEFINED 01                   47272
KAISER ALUMINUM CORP           COM              483007100      748   166300 SH       DEFINED 01                  166300
KAMAN CORP (CLASS A)           COM              483548103     1267   129900 SH       DEFINED 01                  129900
KANSAS CITY LIFE INSURANCE CO  COM              484836101      560    23200 SH       DEFINED 01                   23200
KANSAS CITY POWER & LIGHT CO   COM              485134100    11951   412104 SH       DEFINED 01                  412104
KANSAS CITY SOUTHERN INDUSTRIE COM              485170104    77816   905492 SH       DEFINED 01                  905492
KAUFMAN & BROAD HOME CORP      COM              486168107     6683   311759 SH       DEFINED 01                  311759
KAYDON CORP                    COM              486587108     5779   211600 SH       DEFINED 01                  211600
KEANE, INC                     COM              486665102     8273   327655 SH       DEFINED 01                  327655
KEEBLER FOODS CO               COM              487256109     5239   182606 SH       DEFINED 01                  182606
KELLOGG CO                     COM              487836108    40377  1575703 SH       DEFINED 01                 1575703
KELLSTROM INDUSTRIES, INC      COM              488035106      466    81400 SH       DEFINED 01                   81400
KELLWOOD CO                    COM              488044108     3219   183290 SH       DEFINED 01                  183290
KELLY SERVICES, INC (CLASS A)  COM              488152208     5096   212895 SH       DEFINED 01                  212895
KEMET CORP                     COM              488360108    20736   327843 SH       DEFINED 01                  327843
KENDLE INTERNATIONAL, INC      COM              48880L107        3      300 SH       DEFINED 01                     300
KENNAMETAL, INC                COM              489170100     5625   187111 SH       DEFINED 01                  187111
KENT ELECTRONICS CORP          COM              490553104     5659   193900 SH       DEFINED 01                  193900
KERR-MCGEE CORP                COM              492386107    39028   675815 SH       DEFINED 01                  675815
KEY ENERGY SERVICES, INC       COM              492914106     6372   548119 SH       DEFINED 01                  548119
KEYCORP                        COM              493267108    53792  2831179 SH       DEFINED 01                 2831179
KEYSPAN CORP                   COM              49337W100    31118  1126451 SH       DEFINED 01                 1126451
KEYSTONE AUTOMOTIVE INDUSTRIES COM              49338N109      126    21400 SH       DEFINED 01                   21400
KEYSTONE FINANCIAL, INC        COM              493482103     5927   322582 SH       DEFINED 01                  322582
KILROY REALTY CORP             COM              49427F108     3876   184026 SH       DEFINED 01                  184026
KIMBALL INTERNATIONAL, INC (CL COM              494274103     4550   413596 SH       DEFINED 01                  413596
KIMBERLY-CLARK CORP            COM              494368103   212577  3796020 SH       DEFINED 01                 3796020
KIMCO REALTY CORP              COM              49446R109    12600   336000 SH       DEFINED 01                  336000
KINDER MORGAN, INC             COM              49455P101    22975   665950 SH       DEFINED 01                  665950
KING PHARMACEUTICALS, INC      COM              495582108     6364   202041 SH       DEFINED 01                  202041
KINROSS GOLD CORP              COM              496902107       21    13587 SH       DEFINED 01                   13587
KIRBY CORP                     COM              497266106     1769    89572 SH       DEFINED 01                   89572
KITTY HAWK, INC                COM              498326107       17     3600 SH       DEFINED 01                    3600
KNIGHT-RIDDER, INC             COM              499040103    23895   469100 SH       DEFINED 01                  469100
KNIGHT TRANSPORTATION, INC     COM              499064103     1610    92000 SH       DEFINED 01                   92000
KNIGHT/TRIMARK GROUP, INC      COM              499068104    26164   513022 SH       DEFINED 01                  513022
KOGER EQUITY, INC              COM              500228101     2349   136200 SH       DEFINED 01                  136200
KOHL'S CORP                    COM              500255104   112353  1096129 SH       DEFINED 01                 1096129
KOMAG, INC                     COM              500453105     2555   673050 SH       DEFINED 01                  673050
KONOVER PROPERTY TRUST, INC    COM              50047R100       30     5400 SH       DEFINED 01                    5400
KOPIN CORP                     COM              500600101    14245   207200 SH       DEFINED 01                  207200
KORN FERRY INTERNATIONAL       COM              500643200     2210    74300 SH       DEFINED 01                   74300
KROGER CO                      COM              501044101   117836  6709532 SH       DEFINED 01                 6709532
KROLL-O'GARA CO                COM              501050108       53     4800 SH       DEFINED 01                    4800
KRONOS, INC                    COM              501052104     2869    96850 SH       DEFINED 01                   96850
KULICHE & SOFFA INDUSTRIES, IN COM              501242101    12061   188275 SH       DEFINED 01                  188275
LCA-VISION, INC                COM              501803209     1082   212358 SH       DEFINED 01                  212358
LOUISVILLE GAS & ELECTRIC ENER COM              501917108    24162  1056242 SH       DEFINED 01                 1056242
LTV CORP                       COM              501921100     2628   737800 SH       DEFINED 01                  737800
LHS GROUP, INC                 COM              501938104     8100   180000 SH       DEFINED 01                  180000
LNR PROPERTY CORP              COM              501940100     7072   371010 SH       DEFINED 01                  371010
LSI INDUSTRIES, INC            COM              50216C108      453    23300 SH       DEFINED 01                   23300
LSI LOGIC CORP                 COM              502161102   445156  6129516 SH       DEFINED 01                 6129516
LTC HEALTHCARE, INC            COM              50217R104        1      550 SH       DEFINED 01                     550
LTC PROPERTIES, INC            COM              502175102      962   179000 SH       DEFINED 01                  179000
LTX CORP                       COM              502392103    14218   314635 SH       DEFINED 01                  314635
L-3 COMMUNICATIONS HOLDINGS, I COM              502424104    12459   239600 SH       DEFINED 01                  239600
LA-Z-BOY, INC                  COM              505336107     5560   361613 SH       DEFINED 01                  361613
LABONE, INC                    COM              50540L105     2490   375826 SH       DEFINED 01                  375826
LABORATORY CORP OF AMERICA HOL COM              50540R102     2565   594764 SH       DEFINED 01                  594764
LABOR READY, INC               COM              505401208     2158   218575 SH       DEFINED 01                  218575
LACLEDE GAS CO                 COM              505588103     2532   126600 SH       DEFINED 01                  126600
LADISH CO, INC                 COM              505754200      121    19300 SH       DEFINED 01                   19300
LAFARGE CORP                   COM              505862102     5554   233846 SH       DEFINED 01                  233846
LAIDLAW, INC (U.S.)            COM              50730K503       88    61486 SH       DEFINED 01                   61486
LAKES GAMING, INC              COM              51206P109      413    52037 SH       DEFINED 01                   52037
LAM RESEARCH CORP              COM              512807108    38379   851677 SH       DEFINED 01                  851677
LAMAR ADVERTISING CO (CLASS A) COM              512815101    17579   386350 SH       DEFINED 01                  386350
LANCASTER COLONY CORP          COM              513847103    10514   344029 SH       DEFINED 01                  344029
LANCE, INC                     COM              514606102     1928   181432 SH       DEFINED 01                  181432
LANDAUER, INC                  COM              51476K103      902    49398 SH       DEFINED 01                   49398
LANDAMERICA FINANCIAL GROUP, I COM              514936103     1820    93940 SH       DEFINED 01                   93940
LANDRY'S SEAFOOD RESTAURANTS,  COM              51508L103     1068   167589 SH       DEFINED 01                  167589
LAND'S END, INC                COM              515086106     5994    97464 SH       DEFINED 01                   97464
LANDSTAR SYSTEM, INC           COM              515098101     4073    74394 SH       DEFINED 01                   74394
LANIER WORLDWIDE, INC          COM              51589L105     1131   548249 SH       DEFINED 01                  548249
LASERSIGHT, INC                COM              517924106      795   121100 SH       DEFINED 01                  121100
LASALLE HOTEL PROPERTIES       COM              517942108      979    78300 SH       DEFINED 01                   78300
LASER VISION CENTERS, INC      COM              51807H100     1487   214300 SH       DEFINED 01                  214300
LASON, INC                     COM              51808R107      791   120000 SH       DEFINED 01                  120000
LATITUDE COMMUNICATIONS, INC   COM              518292107      541    20600 SH       DEFINED 01                   20600
LATTICE SEMICONDUCTOR CORP     COM              518415104    27259   402722 SH       DEFINED 01                  402722
LAUDER (ESTEE) CO (CLASS A)    COM              518439104    30414   607520 SH       DEFINED 01                  607520
LAUNCH MEDIA, INC              COM              518567102     1142    73100 SH       DEFINED 01                   73100
LAWSON PRODUCTS, INC           COM              520776105     2336    98100 SH       DEFINED 01                   98100
LEAP WIRELESS INTERNATIONAL, I COM              521863100    15952   161642 SH       DEFINED 01                  161642
LEAR CORP                      COM              521865105    12227   434740 SH       DEFINED 01                  434740
LEARN2.COM, INC                COM              522002104     1320   320000 SH       DEFINED 01                  320000
LEARNING TREE INTERNATIONAL, I COM              522015106     2808    79100 SH       DEFINED 01                   79100
LEE ENTERPRISES, INC           COM              523768109     8105   310256 SH       DEFINED 01                  310256
LEGATO SYSTEMS, INC            COM              524651106    27841   623894 SH       DEFINED 01                  623894
LEGGETT & PLATT, INC           COM              524660107    28349  1318568 SH       DEFINED 01                 1318568
LEGG MASON, INC                COM              524901105    15413   356364 SH       DEFINED 01                  356364
LEHMAN BROTHERS HOLDINGS, INC  COM              524908100    83734   863239 SH       DEFINED 01                  863239
LENNAR CORP                    COM              526057104     7017   323555 SH       DEFINED 01                  323555
LENNOX INTERNATIONAL, INC      COM              526107107        1       73 SH       DEFINED 01                      73
LEUCADIA NATIONAL CORP         COM              527288104     6546   275600 SH       DEFINED 01                  275600
LEVEL 3 COMMUNICATIONS, INC    COM              52729N100   205864  1946708 SH       DEFINED 01                 1946708
LEXINGTON CORPORATE PROPERTIES COM              529043101      155    15000 SH       DEFINED 01                   15000
LEXMARK INTERNATIONAL GROUP (C COM              529771107    95214   900368 SH       DEFINED 01                  900368
LIBBEY, INC                    COM              529898108     3175   115965 SH       DEFINED 01                  115965
LIBERTY CORP                   COM              530370105     2206    58814 SH       DEFINED 01                   58814
LIBERTY DIGITAL, INC (CLASS A) COM              530436104    12520   325200 SH       DEFINED 01                  325200
LIBERTY FINANCIAL COS, INC     COM              530512102      430    21700 SH       DEFINED 01                   21700
LIBERTY PROPERTY TRUST CO      COM              531172104     9857   411800 SH       DEFINED 01                  411800
LIFEPOINT HOSPITALS, INC       COM              53219L109     4499   270640 SH       DEFINED 01                  270640
LIGAND PHARMACEUTICALS CO (CLA COM              53220K207     6884   387840 SH       DEFINED 01                  387840
LILLY (ELI) & CO               COM              532457108   625019  9920944 SH       DEFINED 01                 9920944
LILLY INDUSTRIES, INC (CLASS A COM              532491107     3094   250033 SH       DEFINED 01                  250033
LIMITED, INC                   COM              532716107   183886  4365241 SH       DEFINED 01                 4365241
LINCARE HOLDINGS, INC          COM              532791100     7910   278780 SH       DEFINED 01                  278780
LINCOLN ELECTRIC HOLDINGS CO   COM              533900106     3430   141800 SH       DEFINED 01                  141800
LINCOLN NATIONAL CORP          COM              534187109    48196  1438700 SH       DEFINED 01                 1438700
LINDSAY MANUFACTURING CO       COM              535555106      537    31350 SH       DEFINED 01                   31350
LINEAR TECHNOLOGY CO           COM              535678106   313396  5698100 SH       DEFINED 01                 5698100
LINENS 'N THINGS, INC          COM              535679104    12217   356700 SH       DEFINED 01                  356700
LIPOSOME CO, INC               COM              536310105     4975   284800 SH       DEFINED 01                  284800
LIQUI-BOX CORP                 COM              536314107       48     1000 SH       DEFINED 01                    1000
LITHIA MOTORS, INC (CLASS A)   COM              536797103       56     3700 SH       DEFINED 01                    3700
LITTLEFUSE, INC                COM              537008104     5312   144800 SH       DEFINED 01                  144800
LITTON INDUSTRIES, INC         COM              538021106    12249   277197 SH       DEFINED 01                  277197
LIZ CLAIBORNE, INC             COM              539320101    22279   486300 SH       DEFINED 01                  486300
LOCAL FINANCIAL CORP           COM              539553107     1127   131630 SH       DEFINED 01                  131630
LOCKHEED MARTIN CORP           COM              539830109    38047  1861632 SH       DEFINED 01                 1861632
LODGIAN, INC                   COM              54021P106      685   182700 SH       DEFINED 01                  182700
LOEWS CINEPLEX ENTERTAINMENT C COM              540423100       54    15300 SH       DEFINED 01                   15300
LOEWS CORP                     COM              540424108    24347   486941 SH       DEFINED 01                  486941
LONE STAR STEAKHOUSE & SALOON, COM              542307103     2420   237569 SH       DEFINED 01                  237569
LONE STAR TECHNOLOGIES, INC    COM              542312103     3961    84959 SH       DEFINED 01                   84959
LONGS DRUG STORES CORP         COM              543162101     2682   117898 SH       DEFINED 01                  117898
LONGVIEW FIBRE CO              COM              543213102     4879   330800 SH       DEFINED 01                  330800
LOUIS DREYFUS NATURAL GAS CORP COM              546011107     4382   128892 SH       DEFINED 01                  128892
LOUISIANA PACIFIC CORP         COM              546347105     8435   607905 SH       DEFINED 01                  607905
LOWE'S COS, INC                COM              548661107   188441  3228118 SH       DEFINED 01                 3228118
LUBRIZOL CORP                  COM              549271104    13010   451526 SH       DEFINED 01                  451526
LUBY'S, INC                    COM              549282101     1515   160491 SH       DEFINED 01                  160491
LUCENT TECHNOLOGIES, INC       COM              549463107  2138114 35195294 SH       DEFINED 01                35195294
LUXOTTICA GROUP S.P.A. ADR     ADR              55068R202     2207    90100 SH       DEFINED 01                   90100
LYCOS, INC                     COM              550818108    32962   469204 SH       DEFINED 01                  469204
LYDALL, INC                    COM              550819106      955   109169 SH       DEFINED 01                  109169
LYONDELL CHEMICAL CO           COM              552078107    26749  1813477 SH       DEFINED 01                 1813477
M & T BANK CORP                COM              55261F104    23901    53529 SH       DEFINED 01                   53529
MAF BANCORP, INC               COM              55261R108     4492   277480 SH       DEFINED 01                  277480
MBIA, INC                      COM              55262C100    39072   750481 SH       DEFINED 01                  750481
MBNA CORP                      COM              55262L100   146506  5745348 SH       DEFINED 01                 5745348
MCN ENERGY GROUP, INC          COM              55267J100    14647   585872 SH       DEFINED 01                  585872
MDC HOLDINGS, INC              COM              552676108     3604   200900 SH       DEFINED 01                  200900
WORLDCOM, INC                  COM              55268B106  1273768 28110735 SH       DEFINED 01                28110735
MDU RESOURCES GROUP, INC       COM              552690109     4435   213729 SH       DEFINED 01                  213729
MEMC ELECTRONIC MATERIALS, INC COM              552715104     5953   295800 SH       DEFINED 01                  295800
MGC COMMUNICATIONS, INC        COM              552763302     9960   139300 SH       DEFINED 01                  139300
MGIC INVESTMENT CORP           COM              552848103    35389   811200 SH       DEFINED 01                  811200
MGI PROPERTIES, INC            COM              552885105      333    64100 SH       DEFINED 01                   64100
MGM GRAND, INC                 COM              552953101     3702   154244 SH       DEFINED 01                  154244
MKS INSTRUMENTS INC            COM              55306N104     2389    47300 SH       DEFINED 01                   47300
MMC NETWORKS, INC              COM              55308N102     7723   234020 SH       DEFINED 01                  234020
MMI COS, INC                   COM              553087107      557    56418 SH       DEFINED 01                   56418
MRV COMMUNICATIONS, INC        COM              553477100    11905   129930 SH       DEFINED 01                  129930
MSC INDUSTRIAL DIRECT CO (CLAS COM              553530106     3513   195183 SH       DEFINED 01                  195183
M.S. CARRIERS, INC             COM              553533100     3513   149500 SH       DEFINED 01                  149500
MTS SYSTEMS CORP               COM              553777103     1549   203100 SH       DEFINED 01                  203100
MTI TECHNOLOGY CORP            COM              553903105     5517   209180 SH       DEFINED 01                  209180
MACDERMID, INC                 COM              554273102     2841   107200 SH       DEFINED 01                  107200
MACERICH CO                    COM              554382101     4158   201600 SH       DEFINED 01                  201600
MACK-CALI REALTY CORP          COM              554489104    10320   404700 SH       DEFINED 01                  404700
MACROCHEM CORP (DELAWARE)      COM              555903103      806   115100 SH       DEFINED 01                  115100
MACROVISION CORP               COM              555904101    16441   190900 SH       DEFINED 01                  190900
MACROMEDIA, INC                COM              556100105    23129   256100 SH       DEFINED 01                  256100
MADISON GAS & ELECTRIC CO      COM              557497104     1566    87600 SH       DEFINED 01                   87600
MAGELLAN HEALTH SERVICES, INC  COM              559079108      520   108000 SH       DEFINED 01                  108000
MAGNA ENTERTAINMENT CORP CLASS COM              559211107       69    20340 SH       DEFINED 01                   20340
MAGNA INTERNATIONAL, INC       COM              559222401     6036   155800 SH       DEFINED 01                  155800
MAGNETEK, INC                  COM              559424106      136    14852 SH       DEFINED 01                   14852
MAIL-WELL, INC                 COM              560321200     2443   281261 SH       DEFINED 01                  281261
MALIBU ENTERTAINMENT WORLDWIDE COM              561182106        2     5500 SH       DEFINED 01                    5500
MALLINCKRODT, INC              COM              561232109    14776   513950 SH       DEFINED 01                  513950
MANDALAY RESORT GROUP          COM              562567107     7963   471860 SH       DEFINED 01                  471860
MANHATTAN ASSOCIATES, INC      COM              562750109     1716    50100 SH       DEFINED 01                   50100
MANITOWOC, INC                 COM              563571108     5285   195284 SH       DEFINED 01                  195284
MANOR CARE, INC                COM              564055101     7422   549802 SH       DEFINED 01                  549802
MANPOWER, INC                  COM              56418H100    20395   574501 SH       DEFINED 01                  574501
MANUFACTURED HOME COMMUNITIES, COM              564682102     3291   142300 SH       DEFINED 01                  142300
MAPICS, INC                    COM              564910107     2222   139400 SH       DEFINED 01                  139400
MANULIFE FINANCIAL CORP        COM              56501R106    49501  3374000 SH       DEFINED 01                 3374000
MANUGISTICS GROUP, INC         COM              565011103     7340   143926 SH       DEFINED 01                  143926
MAPQUEST.COM, INC              COM              565644101      710    34200 SH       DEFINED 01                   34200
MARCHFIRST, INC                COM              566244109    29129   816232 SH       DEFINED 01                  816232
MARCUS CORP                    COM              566330106     1036    80115 SH       DEFINED 01                   80115
MARIMBA, INC                   COM              56781Q109     4342    98400 SH       DEFINED 01                   98400
MARINE TRANSPORT CORP          COM              567912100       66    26520 SH       DEFINED 01                   26520
MARINE DRILLING CO, INC        COM              568240204    12791   466200 SH       DEFINED 01                  466200
MARK IV INDUSTRIES, INC        COM              570387100    10245   464370 SH       DEFINED 01                  464370
MARKEL CORP                    COM              570535104     3841    26400 SH       DEFINED 01                   26400
MARKETWATCH.COM, INC           COM              570619106      762    22100 SH       DEFINED 01                   22100
MARKETING SERVICES GROUP       COM              570907105     2341   131900 SH       DEFINED 01                  131900
MARSH & MCLENNAN COS, INC      COM              571748102   198261  1797269 SH       DEFINED 01                 1797269
MARSHALL & ILSLEY CORP         COM              571834100    36712   635714 SH       DEFINED 01                  635714
MARRIOTT INTERNATIONAL (CLASS  COM              571903202    44456  1411300 SH       DEFINED 01                 1411300
MARTEK BIOSCIENCES CORP        COM              572901106    16848  1283650 SH       DEFINED 01                 1283650
MARTIN MARIETTA MATERIALS, INC COM              573284106    14731   310131 SH       DEFINED 01                  310131
MARVEL ENTERPRISES             COM              57383M108      302    50866 SH       DEFINED 01                   50866
MASCO CORP                     COM              574599106    59270  2891242 SH       DEFINED 01                 2891242
MASCOTECH, INC                 COM              574670105     2929   249274 SH       DEFINED 01                  249274
MASTEC, INC                    COM              576323109    13288   149300 SH       DEFINED 01                  149300
MATRIA HEALTHCARE, INC         COM              576817100     1182   222500 SH       DEFINED 01                  222500
MATRIX PHARMACEUTICALS, INC    COM              576844104        1       50 SH       DEFINED 01                      50
MATRIX SERVICE CO              COM              576853105      160    29500 SH       DEFINED 01                   29500
MATSUSHITA ELECTRIC INDUSTRIAL ADR              576879209    18282    60335 SH       DEFINED 01                   60335
MATTEL, INC                    COM              577081102    27200  2605985 SH       DEFINED 01                 2605985
MATTHEWS INTERNATIONAL CORP (C COM              577128101     1663    73500 SH       DEFINED 01                   73500
MAXIM INTEGRATED PRODUCTS      COM              57772K101   239710  3373234 SH       DEFINED 01                 3373234
MAXTOR CORP                    COM              577729205     6486   501300 SH       DEFINED 01                  501300
MAXWELL TECHNOLOGIES, INC      COM              577767106      747    54300 SH       DEFINED 01                   54300
MAY DEPARTMENT STORES CO       COM              577778103    68377  2399182 SH       DEFINED 01                 2399182
MAXICARE HEALTH PLANS, INC     COM              577904204       22    11620 SH       DEFINED 01                   11620
MAXXAM, INC                    COM              577913106     1347    47262 SH       DEFINED 01                   47262
MAVERICK TUBE CORP             COM              577914104     3795   117000 SH       DEFINED 01                  117000
MAXIMUS, INC                   COM              577933104     2531    82985 SH       DEFINED 01                   82985
MAYTAG CO                      COM              578592107    18805   567703 SH       DEFINED 01                  567703
MCCLATCHY CO (CLASS A)         COM              579489105     2592    79135 SH       DEFINED 01                   79135
MCCORMICK & CO, INC (NON-VOTE) COM              579780206    16783   520400 SH       DEFINED 01                  520400
MCDONALD'S CORP                COM              580135101   375687 10001639 SH       DEFINED 01                10001639
MCGRATH RENTCORP               COM              580589109      498    31400 SH       DEFINED 01                   31400
MCGRAW HILL COS, INC           COM              580645109    66744  1466908 SH       DEFINED 01                 1466908
MCKESSON HBOC, INC             COM              58155Q103    42133  2006343 SH       DEFINED 01                 2006343
MCLEODUSA, INC (CLASS A)       COM              582266102    68077   802677 SH       DEFINED 01                  802677
MCMORAN EXPLORATION CO         COM              582411104     1676    88521 SH       DEFINED 01                   88521
MCWHORTER TECHNOLOGIES, INC    COM              582803102      410    34166 SH       DEFINED 01                   34166
MEAD CORP                      COM              582834107    22282   637776 SH       DEFINED 01                  637776
MECHANICAL TECHNOLOGY, INC     COM              583538103     3444    48500 SH       DEFINED 01                   48500
MEDALLION FINANCIAL CORP       COM              583928106      859    51100 SH       DEFINED 01                   51100
MEDIA ONE GROUP, INC           COM              58440J104   367885  4541786 SH       DEFINED 01                 4541786
MEDIA METRIX, INC              COM              58440X103     1021    24300 SH       DEFINED 01                   24300
MEDIA GENERAL, INC (CLASS A)   COM              584404107     7921   151245 SH       DEFINED 01                  151245
MEDICAL ASSURANCE, INC         COM              58449U100     2751   144335 SH       DEFINED 01                  144335
MEDICAL MANAGER CORP           COM              58461U103     8773   250199 SH       DEFINED 01                  250199
MEDICONSULT.COM, INC           COM              58469J100      197    68600 SH       DEFINED 01                   68600
MEDICIS PHARMACEUTICAL CORP (C COM              584690309     8488   212202 SH       DEFINED 01                  212202
MEDIMMUNE, INC                 COM              584699102    75685   434659 SH       DEFINED 01                  434659
MEDQUIST, INC                  COM              584949101     7194   264600 SH       DEFINED 01                  264600
MEDITRUST CORP PAIRED          COM              58501T306     1721   949445 SH       DEFINED 01                  949445
MEDTRONIC, INC                 COM              585055106   640395 12449954 SH       DEFINED 01                12449954
MELLON FINANCIAL CORP          COM              58551A108   220416  7471722 SH       DEFINED 01                 7471722
MEMBERWORKS, INC               COM              586002107     3290    82000 SH       DEFINED 01                   82000
MEN'S WEARHOUSE, INC           COM              587118100     5419   182936 SH       DEFINED 01                  182936
MENTOR CORP                    COM              587188103     3769   139600 SH       DEFINED 01                  139600
MENTOR GRAPHICS CORP           COM              587200106     7528   497700 SH       DEFINED 01                  497700
MERANT PLC ADR                 ADR              587336108       61     2227 SH       DEFINED 01                    2227
MERCANTILE BANKSHARES CORP     COM              587405101    15160   496044 SH       DEFINED 01                  496044
MERCHANTS NEW YORK BANCORP, IN COM              589167105      912    55500 SH       DEFINED 01                   55500
MERCK & CO, INC                COM              589331107  1554106 25015789 SH       DEFINED 01                25015789
MERCURY COMPUTER SYSTEMS, INC  COM              589378108     7634   156200 SH       DEFINED 01                  156200
MERCURY GENERAL CORP           COM              589400100     2974   100800 SH       DEFINED 01                  100800
MERCURY INTERACTIVE CORP       COM              589405109    40790   514700 SH       DEFINED 01                  514700
MEREDITH CORP                  COM              589433101      670    24200 SH       DEFINED 01                   24200
MERIDIAN RESOURCE CORP         COM              58977Q109      440   113500 SH       DEFINED 01                  113500
MERISTAR HOSPITALITY CORP      COM              58984Y103     5665   324881 SH       DEFINED 01                  324881
MERISEL, INC                   COM              589849108      787   466300 SH       DEFINED 01                  466300
MERISTAR HOTELS & RESORTS, INC COM              589988104       38    12900 SH       DEFINED 01                   12900
MERITOR AUTOMOTIVE, INC        COM              59000G100    41512  2625280 SH       DEFINED 01                 2625280
MERRILL LYNCH & CO, INC        COM              590188108   258201  2459056 SH       DEFINED 01                 2459056
MERRY LAND PROPERTIES, INC     COM              590441101      108    19211 SH       DEFINED 01                   19211
MESA AIR GROUP, INC            COM              590479101     2082   333150 SH       DEFINED 01                  333150
MESABA HOLDINGS, INC           COM              59066B102     1089    95200 SH       DEFINED 01                   95200
MESSAGEMEDIA, INC              COM              590787107     2652   209000 SH       DEFINED 01                  209000
METALS U.S.A., INC             COM              591324108      658    99300 SH       DEFINED 01                   99300
METAMOR WORLDWIDE, INC         COM              59133P100     5832   206000 SH       DEFINED 01                  206000
METHANEX CORP                  COM              59151K108     1051   520600 SH       DEFINED 01                  520600
METHODE ELECTRONICS, INC (CLAS COM              591520200    11542   228550 SH       DEFINED 01                  228550
METRICOM, INC                  COM              591596101     4560    98320 SH       DEFINED 01                   98320
METRIS COS, INC                COM              591598107    13470   346484 SH       DEFINED 01                  346484
METRO-GOLDWYN-MAYER, INC       COM              591610100     2687   105623 SH       DEFINED 01                  105623
METRO INFORMATION SERVICES, IN COM              59162P104     1245    86600 SH       DEFINED 01                   86600
METROMEDIA FIBER NETWORK (CLAS COM              591689104    80342   830410 SH       DEFINED 01                  830410
METROMEDIA INTERNATIONAL GROUP COM              591695101     1947   346100 SH       DEFINED 01                  346100
METTLER-TOLEDO INTERNATIONAL,  COM              592688105    14013   342297 SH       DEFINED 01                  342297
MIAMI COMPUTER SUPPLY CORP     COM              593261100     1574    50162 SH       DEFINED 01                   50162
MICHAEL FOODS, INC             COM              594079105     2156   102675 SH       DEFINED 01                  102675
MICHAELS STORES, INC           COM              594087108     8240   202200 SH       DEFINED 01                  202200
MICHIGAN FINANCIAL CORP        COM              594480105       19      735 SH       DEFINED 01                     735
MICREL, INC                    COM              594793101    19956   207880 SH       DEFINED 01                  207880
MICRO LINEAR CORP              COM              594850109        1      100 SH       DEFINED 01                     100
MICROS SYSTEMS, INC            COM              594901100     7785   123700 SH       DEFINED 01                  123700
MICROSOFT CORP                 COM              594918104  4602287 43315642 SH       DEFINED 01                43315642
MICROAGE, INC                  COM              594928103      380   162000 SH       DEFINED 01                  162000
MICROSTRATEGY, INC             COM              594972101    49554   569176 SH       DEFINED 01                  569176
MICROCHIP TECHNOLOGY, INC      COM              595017104    42785   650717 SH       DEFINED 01                  650717
MICROMUSE, INC                 COM              595094103    23806   171500 SH       DEFINED 01                  171500
MICRON ELECTRONICS, INC        COM              595100108     3427   244800 SH       DEFINED 01                  244800
MICRON TECHNOLOGY, INC         COM              595112103   195767  1553704 SH       DEFINED 01                 1553704
MID-AMERICA APARTMENT COMMUNIT COM              59522J103     1243    55225 SH       DEFINED 01                   55225
MID ATLANTIC MEDICAL SERVICES, COM              59523C107     1754   189600 SH       DEFINED 01                  189600
MID-STATE BANCSHARES           COM              595440108      203     8100 SH       DEFINED 01                    8100
MIDAS, INC                     COM              595626102     3573   148856 SH       DEFINED 01                  148856
MID-AMERICA BANCORP            COM              595915109     1185    45585 SH       DEFINED 01                   45585
MIDLAND CO                     COM              597486109      251    10691 SH       DEFINED 01                   10691
MIDWEST EXPRESS HOLDINGS, INC  COM              597911106     2522    98435 SH       DEFINED 01                   98435
MIDWAY GAMES, INC              COM              598148104     2392   180537 SH       DEFINED 01                  180537
MIDWEST BANC HOLDING, INC      COM              598251106       26     1900 SH       DEFINED 01                    1900
MIDWEST GRAIN PRODUCTS, INC    COM              59832G104      621    97400 SH       DEFINED 01                   97400
MIKASA, INC                    COM              59862T109       13     1700 SH       DEFINED 01                    1700
MILACRON, INC                  COM              598709103     3509   243052 SH       DEFINED 01                  243052
MILLENNIUM PHARMACEUTICALS, IN COM              599902103    32223   248109 SH       DEFINED 01                  248109
MILLENNIUM CHEMICAL, INC       COM              599903101     8694   434724 SH       DEFINED 01                  434724
MILLER (HERMAN), INC           COM              600544100    20294   724800 SH       DEFINED 01                  724800
MILLER INDUSTRIES, INC         COM              600551105      152    39950 SH       DEFINED 01                   39950
MILLIPORE CORP                 COM              601073109    20797   368500 SH       DEFINED 01                  368500
MILLS CORP                     COM              601148109     1957   108725 SH       DEFINED 01                  108725
MINE SAFETY APPLIANCE CO       COM              602720104     6600    95300 SH       DEFINED 01                   95300
MINERALS TECHNOLOGIES, INC     COM              603158106     4274    95900 SH       DEFINED 01                   95900
MINIMED, INC                   COM              60365K108    15644   120800 SH       DEFINED 01                  120800
MINNESOTA MINING & MANUFACTURI COM              604059105   263818  2978892 SH       DEFINED 01                 2978892
MINNESOTA POWER, INC           COM              604110106     4880   293510 SH       DEFINED 01                  293510
MIPS TECHNOLOGIES, INC         COM              604567107     4767    85700 SH       DEFINED 01                   85700
MIRAGE RESORTS, INC            COM              60462E104    26015  1342717 SH       DEFINED 01                 1342717
MISSISSIPPI CHEMICAL CORP      COM              605288208     1151   168945 SH       DEFINED 01                  168945
MISSISSIPPI VY BANCSHARES      COM              605720101      361    15100 SH       DEFINED 01                   15100
MITCHELL ENERGY & DEV CORP (CL COM              606592202     1715    78411 SH       DEFINED 01                   78411
MITCHELL ENERGY & DEV CORP (CL COM              606592301     5892   267800 SH       DEFINED 01                  267800
MITEL CORP                     COM              606711109     2004    82300 SH       DEFINED 01                   82300
MODEM MEDIA POPPE TYSON, INC   COM              607533106     1415    43700 SH       DEFINED 01                   43700
MODINE MANUFACTURING CO        COM              607828100     3836   152670 SH       DEFINED 01                  152670
MODIS PROFESSIONAL SERVICES, I COM              607830106     8154   658877 SH       DEFINED 01                  658877
MOHAWK INDUSTRIES, INC         COM              608190104     7239   323524 SH       DEFINED 01                  323524
MOLECULAR DEVICES CORP         COM              60851C107     4083    53200 SH       DEFINED 01                   53200
MOLEX, INC                     COM              608554101    34953   594950 SH       DEFINED 01                  594950
MOLEX, INC (CLASS A)           COM              608554200     9277   209065 SH       DEFINED 01                  209065
MOMENTUM BUSINESS APPLICATIONS COM              60877P108        8     1029 SH       DEFINED 01                    1029
MONACO COACH CORP              COM              60886R103     4201   221125 SH       DEFINED 01                  221125
ROBERT MONDAVI CORP (CLASS A)  COM              609200100     1901    54500 SH       DEFINED 01                   54500
PHARMACIA CORP                 COM              611662107   230558  4476864 SH       DEFINED 01                 4476864
MONTANA POWER CO               COM              612085100    41114   642412 SH       DEFINED 01                  642412
MONY GROUP, INC                COM              615337102     7968   246600 SH       DEFINED 01                  246600
MOOG, INC (CLASS A)            COM              615394202      492    26800 SH       DEFINED 01                   26800
MOORE CORP LTD                 COM              615785102      359    97408 SH       DEFINED 01                   97408
MORGAN (J.P.) & CO, INC        COM              616880100   178571  1355378 SH       DEFINED 01                 1355378
MORGAN KEEGAN, INC             COM              617410105     3868   221000 SH       DEFINED 01                  221000
MORGAN STANLEY DEAN WITTER & C COM              617446448   680634  8344934 SH       DEFINED 01                 8344934
MORRSION KNUDSEN CORP          COM              61844A109     1020   138284 SH       DEFINED 01                  138284
MORRISON KNUDSEN CORP WTS 03/1                  61844A117       39    18185 SH       DEFINED 01                   18185
MORRISON MANAGEMENT SPECIALIST COM              618459101      491    17676 SH       DEFINED 01                   17676
MOTOROLA, INC                  COM              620076109   849939  5969723 SH       DEFINED 01                 5969723
MOVADO GROUP, INC              COM              624580106      712    70800 SH       DEFINED 01                   70800
MOVIE GALLERY, INC             COM              624581104       37     8800 SH       DEFINED 01                    8800
MUELLER INDUSTRIES, INC        COM              624756102     8702   286500 SH       DEFINED 01                  286500
MULTEX.COM, INC                COM              625367107     3646    98200 SH       DEFINED 01                   98200
MURPHY OIL CORP                COM              626717102    26967   467980 SH       DEFINED 01                  467980
MUSICLAND STORES CORP          COM              62758B109     4646   728777 SH       DEFINED 01                  728777
MYERS INDUSTRIES, INC          COM              628464109     1485   123786 SH       DEFINED 01                  123786
MYLAN LABORATORIES, INC        COM              628530107    26994   981613 SH       DEFINED 01                  981613
NBC INTERNET, INC              COM              62873D105     3673    85300 SH       DEFINED 01                   85300
NBT BANCORP, INC               COM              628778102      535    36924 SH       DEFINED 01                   36924
NBTY, INC                      COM              628782104     4871   355900 SH       DEFINED 01                  355900
NCH CORP                       COM              628850109     1396    30800 SH       DEFINED 01                   30800
NCI BUILDING SYSTEMS, INC      COM              628852105     2220   118020 SH       DEFINED 01                  118020
NCO GROUP, INC                 COM              628858102     2868    89800 SH       DEFINED 01                   89800
NCS HEALTHCARE, INC (CLASS A)  COM              628874109      175    96500 SH       DEFINED 01                   96500
NS GROUP, INC                  COM              628916108        2      100 SH       DEFINED 01                     100
NFO WORLDWIDE, INC             COM              62910N108     2607   118500 SH       DEFINED 01                  118500
NL INDUSTRIES, INC             COM              629156407     1889   145300 SH       DEFINED 01                  145300
NPC INTERNATIONAL, INC         COM              629360306      762    99900 SH       DEFINED 01                   99900
NTL, INC                       COM              629407107   107840  1161916 SH       DEFINED 01                 1161916
NUI CORP                       COM              629430109     2564    99100 SH       DEFINED 01                   99100
NVR, INC                       COM              62944T105     4369    80911 SH       DEFINED 01                   80911
NABISCO GROUP HOLDINGS         COM              62952P102    24412  2034321 SH       DEFINED 01                 2034321
NABISCO HOLDINGS CORP (CLASS A COM              629526104    12733   395580 SH       DEFINED 01                  395580
NABORS INDUSTRIES, INC         COM              629568106    27156   699675 SH       DEFINED 01                  699675
NACCO INDUSTRIES, INC (CLASS A COM              629579103     2035    42457 SH       DEFINED 01                   42457
NATIONAL BANCORP OF ALASKA, IN COM              632587101     3033    80300 SH       DEFINED 01                   80300
NATIONAL CITY BANCSHARES, INC  COM              635313109      713    37501 SH       DEFINED 01                   37501
NATIONAL CITY CORP             COM              635405103    96448  4676246 SH       DEFINED 01                 4676246
NATIONAL COMMERCE BANCORP      COM              635449101     8207   443600 SH       DEFINED 01                  443600
NATIONAL COMPUTER SYSTEMS, INC COM              635519101    11744   231400 SH       DEFINED 01                  231400
NATIONAL DATA CORP             COM              635621105     6738   259155 SH       DEFINED 01                  259155
NATIONAL DISCOUNT BROKERS GROU COM              635646102     4666    94500 SH       DEFINED 01                   94500
NATIONAL EQUIPMENT SERVICES, I COM              635847106      313    50000 SH       DEFINED 01                   50000
NATIONAL HEALTHCARE CORP       COM              635906100       16     3132 SH       DEFINED 01                    3132
NATIONAL FUEL GAS CO           COM              636180101    35447   795436 SH       DEFINED 01                  795436
NATIONAL GOLF PROPERTIES, INC  COM              63623G109     1894    89900 SH       DEFINED 01                   89900
NATIONAL HEALTH INVESTORS, INC COM              63633D104     1609   134800 SH       DEFINED 01                  134800
NATIONAL INSTRUMENTS CORP      COM              636518102     6472   137895 SH       DEFINED 01                  137895
NATIONAL-OILWELL, INC          COM              637071101     9625   311737 SH       DEFINED 01                  311737
NATIONAL PENN BANCSHARES, INC  COM              637138108      252    12425 SH       DEFINED 01                   12425
NATIONAL PRESTO INDUSTRIES, IN COM              637215104     1817    55700 SH       DEFINED 01                   55700
NATIONAL PROCESSING, INC       COM              637229105      831    87490 SH       DEFINED 01                   87490
NATIONAL R.V. HOLDINGS, INC    COM              637277104     1308    82700 SH       DEFINED 01                   82700
NATIONAL SEMICONDUCTOR CORP    COM              637640103    91466  1508722 SH       DEFINED 01                 1508722
NATIONAL SERVICE INDUSTRIES, I COM              637657107     8750   415449 SH       DEFINED 01                  415449
NATIONAL STEEL CORP (CLASS B)  COM              637844309     1010   136966 SH       DEFINED 01                  136966
NATIONAL WESTERN LIFE INSURANC COM              638522102       32      400 SH       DEFINED 01                     400
NATIONSRENT, INC               COM              638588103      670   127700 SH       DEFINED 01                  127700
NATIONWIDE FINANCIAL SVCS, INC COM              638612101     4648   158900 SH       DEFINED 01                  158900
NATIONWIDE HEALTH PROPERTIES,  COM              638620104     3182   304900 SH       DEFINED 01                  304900
NATURAL MICROSYSTEMS CORP      COM              638882100      429     5000 SH       DEFINED 01                    5000
NATURE'S SUNSHINE PRODUCTS, IN COM              639027101     1637   204600 SH       DEFINED 01                  204600
NAUTICA ENTERPRISES, INC       COM              639089101     2718   231300 SH       DEFINED 01                  231300
NAVARRE CORP                   COM              639208107      374    95000 SH       DEFINED 01                   95000
NAVISTAR INTERNATIONAL CORP    COM              63934E108    17893   445935 SH       DEFINED 01                  445935
NAVIGANT CONSULTING CO         COM              63935N107     3368   306150 SH       DEFINED 01                  306150
NAVIGANT INTERNATIONAL, INC    COM              63935R108       16     1685 SH       DEFINED 01                    1685
NEFF CORP                      COM              640094108      638    89600 SH       DEFINED 01                   89600
NEIMAN MARCUS GROUP, INC (CLAS COM              640204202     8880   319281 SH       DEFINED 01                  319281
NEIMAN MARCUS GROUP, INC (CLAS COM              640204301     1044    37958 SH       DEFINED 01                   37958
THOMAS NELSON, INC             COM              640376109        1      100 SH       DEFINED 01                     100
NEOMAGIC CORP                  COM              640497103     1294   260400 SH       DEFINED 01                  260400
NEON SYSTEMS, INC              COM              640509105     1581    47900 SH       DEFINED 01                   47900
NETBANK, INC                   COM              640933107     2233   171789 SH       DEFINED 01                  171789
NETWORKS ASSOCIATES, INC       COM              640938106    31603   979942 SH       DEFINED 01                  979942
NET PERCEPTIONS, INC           COM              64107U101     2859    77400 SH       DEFINED 01                   77400
NETOPIA, INC                   COM              64114K104     4169    57950 SH       DEFINED 01                   57950
NETOBJECTS, INC                COM              64114L102     1056    46400 SH       DEFINED 01                   46400
NETMANAGE, INC                 COM              641144100       21     3788 SH       DEFINED 01                    3788
NETWORK APPLIANCE, INC         COM              64120L104   174743  2111700 SH       DEFINED 01                 2111700
NETWORK EQUIPMENT TECHNOLOGIES COM              641208103      844    84441 SH       DEFINED 01                   84441
NETWORK SOLUTIONS, INC         COM              64121Q102    27713   180300 SH       DEFINED 01                  180300
NETWORK PERIPHERALS, INC       COM              64121R100     3223    90800 SH       DEFINED 01                   90800
NEUROGEN CORP                  COM              64124E106     1862    60300 SH       DEFINED 01                   60300
NEW CENTURY FINANCIAL CORP     COM              64352D101      604    60800 SH       DEFINED 01                   60800
NEW CENTURY ENERGIES, INC      COM              64352U103    29721   988645 SH       DEFINED 01                  988645
NEW ENGLAND BUSINESS SERVICES, COM              643872104     1572    91116 SH       DEFINED 01                   91116
NEW ERA OF NETWORKS, INC       COM              644312100     6959   177300 SH       DEFINED 01                  177300
NEW HORIZONS WORLDWIDE, INC    COM              645526104     3775   212700 SH       DEFINED 01                  212700
NEW JERSEY RESOURCES CORP      COM              646025106     5027   117600 SH       DEFINED 01                  117600
NEW PLAN EXCEL REALTY TRUST    COM              648053106     8042   584883 SH       DEFINED 01                  584883
NEW YORK TIMES CO (CLASS A)    COM              650111107    55850  1300732 SH       DEFINED 01                 1300732
NEWBRIDGE NETWORKS CORP        COM              650901101     9968   314600 SH       DEFINED 01                  314600
NEWELL RUBBERMAID, INC         COM              651229106   193884  7813948 SH       DEFINED 01                 7813948
NEWFIELD EXPLORATION CO        COM              651290108     7903   224200 SH       DEFINED 01                  224200
NEWMONT MINING CORP            COM              651639106    23679  1055336 SH       DEFINED 01                 1055336
NEWPARK RESOURCES, INC         COM              651718504     1372   171500 SH       DEFINED 01                  171500
NEWPORT CORP                   COM              651824104     5144    38100 SH       DEFINED 01                   38100
NEWPORT NEWS SHIPBUILDING, INC COM              652228107     6622   218909 SH       DEFINED 01                  218909
NIAGARA BANCORP, INC           COM              652914102       61     6300 SH       DEFINED 01                    6300
NEXTERA ENTERPRISES, INC       COM              65332E101      504    63500 SH       DEFINED 01                   63500
NEXTCARD, INC                  COM              65332K107     1057    69100 SH       DEFINED 01                   69100
NEXTEL COMMUNICATIONS, INC (CL COM              65332V103   263826  1779600 SH       DEFINED 01                 1779600
NEXTLINK COMMUNICATIONS, INC   COM              65333H707   126297  1021100 SH       DEFINED 01                 1021100
NIAGARA MOHAWK HOLDINGS, INC   COM              653520106    12839   951000 SH       DEFINED 01                  951000
NICOR, INC                     COM              654086107    13446   408240 SH       DEFINED 01                  408240
NIKE, INC (CLASS B)            COM              654106103    67808  1711251 SH       DEFINED 01                 1711251
99 CENTS ONLY STORES           COM              65440K106     2817    71765 SH       DEFINED 01                   71765
NISOURCE, INC                  COM              65473P105    17176  1017858 SH       DEFINED 01                 1017858
NOBLE AFFILIATES, INC          COM              654894104    17330   528147 SH       DEFINED 01                  528147
NOKIA OYJ ADR                  ADR              654902204   105975   487800 SH       DEFINED 01                  487800
NOBLE DRILLING CORP            COM              655042109    49399  1192128 SH       DEFINED 01                 1192128
NORDSON CORP                   COM              655663102     5259   114172 SH       DEFINED 01                  114172
NORDSTROM, INC                 COM              655664100    17666   598836 SH       DEFINED 01                  598836
NORFOLK SOUTHERN CORP          COM              655844108    39435  2743294 SH       DEFINED 01                 2743294
NORSTAN, INC                   COM              656535101       85    13000 SH       DEFINED 01                   13000
NORTEK, INC                    COM              656559101      900    40700 SH       DEFINED 01                   40700
NORTEL NETWORKS CORP           COM              656569100   397250  3163740 SH       DEFINED 01                 3163740
NORTH FORK BANCORP, INC        COM              659424105    27608  1544496 SH       DEFINED 01                 1544496
NORTH PITTSBURGH SYSTEMS, INC  COM              661562108      129     9800 SH       DEFINED 01                    9800
NORTHEAST OPTIC NETWORK, INC   COM              664334109     3805    45000 SH       DEFINED 01                   45000
NORTHEAST UTILITIES CO         COM              664397106     2034    94600 SH       DEFINED 01                   94600
NORTHERN STATES POWER CO       COM              665772109    55194  2777042 SH       DEFINED 01                 2777042
NORTHERN TRUST CORP            COM              665859104   176744  2616006 SH       DEFINED 01                 2616006
NORTHPOINT COMMUNICATIONS GROU COM              666610100     2548   110500 SH       DEFINED 01                  110500
NORTHROP GRUMMAN CORP          COM              666807102    28100   530815 SH       DEFINED 01                  530815
NORTHWEST AIRLINES CORP (CLASS COM              667280101     3826   169100 SH       DEFINED 01                  169100
NORTHWEST BANCORP, INC         COM              667328108      268    40000 SH       DEFINED 01                   40000
NORTHWEST NATURAL GAS CO       COM              667655104     3272   167800 SH       DEFINED 01                  167800
NORTHWESTERN CORP              COM              668074107     2939   142492 SH       DEFINED 01                  142492
NOVA CHEMICALS CORP            COM              66977W109    12842   658545 SH       DEFINED 01                  658545
NOVA CORP (GEORGIA)            COM              669784100    11967   410895 SH       DEFINED 01                  410895
NOVELL, INC                    COM              670006105    78010  2725236 SH       DEFINED 01                 2725236
NOVELLUS SYSTEMS, INC          COM              670008101   192922  3437364 SH       DEFINED 01                 3437364
NOVEN PHARMACEUTICALS, INC     COM              670009109        1       80 SH       DEFINED 01                      80
NOVOSTE CORP                   COM              67010C100     4140   103500 SH       DEFINED 01                  103500
NU SKIN ENTERPRISES, INC (CLAS COM              67018T105     2641   332762 SH       DEFINED 01                  332762
NSTAR                          COM              67019E107    20780   494757 SH       DEFINED 01                  494757
NUCOR CORP                     COM              670346105    40176   803519 SH       DEFINED 01                  803519
NUEVO ENERGY CO                COM              670509108     2571   119600 SH       DEFINED 01                  119600
NVIDIA CORP                    COM              67066G104    13636   161400 SH       DEFINED 01                  161400
O'CHARLEY'S, INC               COM              670823103      669    51450 SH       DEFINED 01                   51450
OEA, INC                       COM              670826106     1008   104700 SH       DEFINED 01                  104700
OGE ENERGY CORP                COM              670837103    12693   661544 SH       DEFINED 01                  661544
OM GROUP, INC                  COM              670872100     2887    63450 SH       DEFINED 01                   63450
OAK TECHNOLOGY, INC            COM              671802106      229    11905 SH       DEFINED 01                   11905
OAKLEY, INC                    COM              673662102      935    88000 SH       DEFINED 01                   88000
OAKWOOD HOMES CORP             COM              674098108      576   151000 SH       DEFINED 01                  151000
OBJECTIVE SYSTEMS INTEGRATORS, COM              674424106      497    32700 SH       DEFINED 01                   32700
OCCIDENTAL PETROLEUM CORP      COM              674599105    56282  2712376 SH       DEFINED 01                 2712376
OCEAN ENERGY, INC (NEW)        COM              67481E106    15913  1107011 SH       DEFINED 01                 1107011
OCEANEERING INTERNATIONAL, INC COM              675232102     3246   173100 SH       DEFINED 01                  173100
OCEANFIRST FINANCIAL CORP      COM              675234108     1393    88800 SH       DEFINED 01                   88800
OCTEL CORP                     COM              675727101      117    11975 SH       DEFINED 01                   11975
OCULAR SCIENCES, INC           COM              675744106     1912   121500 SH       DEFINED 01                  121500
OCWEN FINANCIAL CORP           COM              675746101     1226   158238 SH       DEFINED 01                  158238
OFFICEMAX, INC                 COM              67622M108     3533   543521 SH       DEFINED 01                  543521
OFFICE DEPOT, INC              COM              676220106    49500  4281053 SH       DEFINED 01                 4281053
OFFSHORE LOGISTICS, INC        COM              676255102     1979   142600 SH       DEFINED 01                  142600
OGDEN CORP                     COM              676346109     3895   326288 SH       DEFINED 01                  326288
OHIO CASUALTY CORP             COM              677240103     7016   392500 SH       DEFINED 01                  392500
OLD KENT FINANCIAL CORP        COM              679833103    23952   741276 SH       DEFINED 01                  741276
OLD NATIONAL BANCORP           COM              680033107    10588   320233 SH       DEFINED 01                  320233
OLD REPUBLIC INTERNATIONAL COR COM              680223104    11154   811175 SH       DEFINED 01                  811175
OLIN CORP                      COM              680665205     4168   234790 SH       DEFINED 01                  234790
OMNICARE, INC                  COM              681904108     7517   623200 SH       DEFINED 01                  623200
OMNICOM GROUP, INC             COM              681919106   226100  2419799 SH       DEFINED 01                 2419799
OMEGA HEALTHCARE INVESTORS, IN COM              681936100      873   138346 SH       DEFINED 01                  138346
OMEGA FINANCIAL CORP           COM              682092101      186     7200 SH       DEFINED 01                    7200
OMEGA WORLDWIDE, INC           COM              68210B108       15     3381 SH       DEFINED 01                    3381
OMEGA RESEARCH, INC            COM              68211E101      187    40400 SH       DEFINED 01                   40400
OMNOVA SOLUTIONS, INC          COM              682129101     1513   269024 SH       DEFINED 01                  269024
ON ASSIGNMENT, INC             COM              682159108     3528    78400 SH       DEFINED 01                   78400
ON COMMAND CORP                COM              682160106      324    21600 SH       DEFINED 01                   21600
ONE VALLEY BANCORP, INC        COM              682419106     7682   221862 SH       DEFINED 01                  221862
ONEIDA LTD                     COM              682505102     1807    93241 SH       DEFINED 01                   93241
ONEMAIN.COM, INC               COM              68267P109     1646   145500 SH       DEFINED 01                  145500
ONEOK, INC                     COM              682680103     5273   210923 SH       DEFINED 01                  210923
ONHEALTH NETWORK CO            COM              68272W107      492   117600 SH       DEFINED 01                  117600
ONYX SOFTWARE CORP             COM              683402101     3028    95000 SH       DEFINED 01                   95000
OPEN MARKET, INC               COM              68370M100     4880   189500 SH       DEFINED 01                  189500
OPEN TEXT CORP                 COM              683715106     5302   179000 SH       DEFINED 01                  179000
OPTICAL CABLE CORP             COM              683827109      667    21700 SH       DEFINED 01                   21700
ORACLE CORP                    COM              68389X105  2518388 32261177 SH       DEFINED 01                32261177
ORBITAL SCIENCES CORP          COM              685564106     2550   170017 SH       DEFINED 01                  170017
ORGANOGENESIS, INC             COM              685906109     3289   272650 SH       DEFINED 01                  272650
OREGON STEEL MILLS, INC        COM              686079104      664   171400 SH       DEFINED 01                  171400
O'REILLY AUTOMOTIVE, INC       COM              686091109     3416   240800 SH       DEFINED 01                  240800
ORIENTAL FINANCIAL GROUP       COM              68618W100     1011    53199 SH       DEFINED 01                   53199
ORTHODONTIC CENTERS OF AMERICA COM              68750P103     5574   297300 SH       DEFINED 01                  297300
OSHKOSH B'GOSH, INC (CLASS A)  COM              688222207     2097   116500 SH       DEFINED 01                  116500
OSHKOSH TRUCK CORP             COM              688239201     3218   103600 SH       DEFINED 01                  103600
OSTEOTECH, INC                 COM              688582105     1403   104900 SH       DEFINED 01                  104900
OTTER TAIL POWER CO            COM              689648103     1130    56700 SH       DEFINED 01                   56700
OUTBACK STEAKHOUSE, INC        COM              689899102    15100   470950 SH       DEFINED 01                  470950
OVERSEAS SHIPHOLDING GROUP, IN COM              690368105     5201   226760 SH       DEFINED 01                  226760
OWENS CORNING CO               COM              69073F103     9789   505221 SH       DEFINED 01                  505221
OWENS & MINOR, INC             COM              690732102     2419   227685 SH       DEFINED 01                  227685
OWENS ILLINOIS, INC            COM              690768403    18174  1076981 SH       DEFINED 01                 1076981
OXFORD HEALTH PLANS, INC       COM              691471106     9300   609858 SH       DEFINED 01                  609858
OXFORD INDUSTRIES, INC         COM              691497309     1749    96500 SH       DEFINED 01                   96500
PC CONNECTION, INC             COM              69318J100      828    29300 SH       DEFINED 01                   29300
P-COM, INC                     COM              693262107     8584   464000 SH       DEFINED 01                  464000
PECO ENERGY CO                 COM              693304107    53024  1437929 SH       DEFINED 01                 1437929
PG&E CORP                      COM              69331C108    59131  2815778 SH       DEFINED 01                 2815778
PFF BANCORP, INC               COM              69331W104     1350    87100 SH       DEFINED 01                   87100
PE CORP-PE BIOSYSTEMS GROUP    COM              69332S102   133248  1380812 SH       DEFINED 01                 1380812
PE CORP-CELERA GENOMICS GROUP  COM              69332S201    39688   433452 SH       DEFINED 01                  433452
P.F. CHANGS CHINA BISTRO, INC  COM              69333Y108     1358    41000 SH       DEFINED 01                   41000
PICO HOLDINGS, INC             COM              693366205        6      500 SH       DEFINED 01                     500
PLX TECHNOLOGY, INC            COM              693417107     3575    96000 SH       DEFINED 01                   96000
PMA CAPITAL CORP (CLASS A)     COM              693419202      152     8700 SH       DEFINED 01                    8700
PMC-SIERRA, INC                COM              69344F106   244819  1201936 SH       DEFINED 01                 1201936
PMI GROUP, INC                 COM              69344M101     9497   200201 SH       DEFINED 01                  200201
PNC FINANCIAL SERVICES GROUP   COM              693475105   107986  2396353 SH       DEFINED 01                 2396353
PPG INDUSTRIES, INC            COM              693506107    75866  1450243 SH       DEFINED 01                 1450243
PPL CORP                       COM              69351T106    25065  1197152 SH       DEFINED 01                 1197152
PRI AUTOMATION, INC            COM              69357H106     8099   132500 SH       DEFINED 01                  132500
PS BUSINESS PARKS, INC         COM              69360J107     1246    61148 SH       DEFINED 01                   61148
PSS WORLD MEDICAL, INC         COM              69366A100     2919   430506 SH       DEFINED 01                  430506
PTEK HOLDINGS, INC             COM              69366M104     3295   497416 SH       DEFINED 01                  497416
PAC-WEST TELECOMM, INC         COM              69371Y101      213     6820 SH       DEFINED 01                    6820
PACCAR, INC                    COM              693718108    24655   493100 SH       DEFINED 01                  493100
PACIFIC CAPITAL BANCORP        COM              69404P101     3385   139600 SH       DEFINED 01                  139600
PACIFIC CENTURY FINANCIAL CORP COM              694058108    21367  1051900 SH       DEFINED 01                 1051900
PACIFIC CREST CAPITAL, INC     COM              694166109        0       47 SH       DEFINED 01                      47
PACIFIC GATEWAY EXCHANGE, INC  COM              694327107     1542   104970 SH       DEFINED 01                  104970
PACIFIC GULF PROPERTIES, INC   COM              694396102     2271   115700 SH       DEFINED 01                  115700
PACIFIC SUNWEAR CALIFORNIA, IN COM              694873100     7878   204612 SH       DEFINED 01                  204612
PACIFICARE HEALTH SYSTEMS      COM              695112102    12680   254239 SH       DEFINED 01                  254239
PACTIV CORP                    COM              695257105     9798  1119776 SH       DEFINED 01                 1119776
PAGING NETWORK, INC            COM              695542100     3689  1422378 SH       DEFINED 01                 1422378
PAINE WEBBER GROUP, INC        COM              695629105    41771   949352 SH       DEFINED 01                  949352
PAIRGAIN TECHNOLOGIES, INC     COM              695934109     6650   355850 SH       DEFINED 01                  355850
PALL CORP                      COM              696429307    13730   611926 SH       DEFINED 01                  611926
PALM HARBOR HOMES, INC         COM              696639103     1336    86875 SH       DEFINED 01                   86875
PANAMSAT CORP                  COM              697933109    14358   292639 SH       DEFINED 01                  292639
PAN PACIFIC RETAIL PROPERTIES, COM              69806L104     1195    64800 SH       DEFINED 01                   64800
PANAVISION, INC (NEW)          COM              69830E209        1       86 SH       DEFINED 01                      86
PAPA JOHN'S INTERNATIONAL, INC COM              698813102     5114   154970 SH       DEFINED 01                  154970
PARACELSUS HEALTHCARE CORP     COM              698891108        0       56 SH       DEFINED 01                      56
PARAMETRIC TECHNOLOGY CORP     COM              699173100    32871  1560642 SH       DEFINED 01                 1560642
PAREXEL INTERNATIONAL CORP     COM              699462107     1474   156200 SH       DEFINED 01                  156200
PARK ELECTROCHEMICAL CORP      COM              700416209     1553    63404 SH       DEFINED 01                   63404
PARK NATIONAL CORP             COM              700658107     1622    18428 SH       DEFINED 01                   18428
PARK PLACE ENTERTAINMENT CORP  COM              700690100    20756  1795079 SH       DEFINED 01                 1795079
PARKER DRILLING CO             COM              701081101     4953   990586 SH       DEFINED 01                  990586
PARKER-HANNIFIN CORP           COM              701094104    34186   827496 SH       DEFINED 01                  827496
PARKERVISION, INC              COM              701354102     1623    55000 SH       DEFINED 01                   55000
PARKWAY PROPERTIES, INC        COM              70159Q104     1806    61346 SH       DEFINED 01                   61346
PARTNER COMMUNICATIONS CO LTD  COM              70211M109     7897   475000 SH       DEFINED 01                  475000
PATHOGENESIS CORP              COM              70321E104     2534   111400 SH       DEFINED 01                  111400
PATTERSON DENTAL CO            COM              703412106     6699   175125 SH       DEFINED 01                  175125
PATTERSON ENERGY, INC          COM              703414102     6877   216600 SH       DEFINED 01                  216600
PAXAR CORP                     COM              704227107     1906   198075 SH       DEFINED 01                  198075
PAXSON COMMUNICATIONS CORP     COM              704231109     1760   227103 SH       DEFINED 01                  227103
PAYCHEX, INC                   COM              704326107    92139  1759211 SH       DEFINED 01                 1759211
PAYLESS SHOESOURCE, INC        COM              704379106    10758   207139 SH       DEFINED 01                  207139
PCORDER.COM, INC               COM              70453H107      448    19900 SH       DEFINED 01                   19900
PEDIATRIX MEDICAL GROUP, INC   COM              705324101      768   105876 SH       DEFINED 01                  105876
PEGASYSTEMS, INC               COM              705573103     2028   169000 SH       DEFINED 01                  169000
PEGASUS COMMUNICATIONS CORP    COM              705904100    11513    81800 SH       DEFINED 01                   81800
PEGASUS SYSTEMS, INC           COM              705906105     2079   131500 SH       DEFINED 01                  131500
PENFORD CORP                   COM              707051108     1107    61100 SH       DEFINED 01                   61100
PENN NATIONAL GAMING, INC      COM              707569109        2      160 SH       DEFINED 01                     160
PENN TREATY AMERICAN CORP      COM              707874103      607    36400 SH       DEFINED 01                   36400
PENN VIRGINIA CORP             COM              707882106      480    28000 SH       DEFINED 01                   28000
PENNEY, (J.C.) CO, INC         COM              708160106    20531  1380246 SH       DEFINED 01                 1380246
PENNSYLVANIA REAL ESTATE INVES COM              709102107      894    55000 SH       DEFINED 01                   55000
PENNZOIL-QUAKER STATE CO       COM              709323109     5313   508995 SH       DEFINED 01                  508995
PENTAIR, INC                   COM              709631105    10492   283100 SH       DEFINED 01                  283100
PENTON MEDIA, INC              COM              709668107     3981   153119 SH       DEFINED 01                  153119
PENWEST PHARMACEUTICALS CO     COM              709754105      374    30350 SH       DEFINED 01                   30350
PEOPLES BANK OF BRIDGEPORT CO  COM              710198102     3579   170950 SH       DEFINED 01                  170950
PEOPLES ENERGY CORP            COM              711030106    11669   425299 SH       DEFINED 01                  425299
PEOPLES HERITAGE FINANCIAL GRO COM              711147108    13282   885490 SH       DEFINED 01                  885490
PEOPLES HOLDINGS CO            COM              711148106      257    10500 SH       DEFINED 01                   10500
PEOPLESOFT, INC                COM              712713106    21654  1082709 SH       DEFINED 01                 1082709
PEP BOYS MANNY, MOE, & JACK CO COM              713278109     1762   296743 SH       DEFINED 01                  296743
PEPSI BOTTLING GROUP, INC      COM              713409100    22776  1138807 SH       DEFINED 01                 1138807
PEPSICO, INC                   COM              713448108   632492 18299961 SH       DEFINED 01                18299961
PER SE TECHNOLOGIES, INC       COM              713569309     1162   197706 SH       DEFINED 01                  197706
PEREGRINE SYSTEMS, INC         COM              71366Q101    30456   454140 SH       DEFINED 01                  454140
PERFORMANCE FOOD GROUP CO      COM              713755106     1794    82000 SH       DEFINED 01                   82000
PERKINELMER, INC               COM              714046109    16685   250900 SH       DEFINED 01                  250900
PEROT SYSTEMS CORP (CLASS A)   COM              714265105     7380   366700 SH       DEFINED 01                  366700
PERRIGO CO                     COM              714290103     3290   433257 SH       DEFINED 01                  433257
PERSONNEL GROUP OF AMERICA, IN COM              715338109     1107   180670 SH       DEFINED 01                  180670
PERVASIVE SOFTWARE, INC        COM              715710109     1599   124200 SH       DEFINED 01                  124200
PETCO ANIMAL SUPPLIES, INC     COM              716016100     1911   160900 SH       DEFINED 01                  160900
PETRO-CANADA (VARIABLE VOTE)   COM              71644E102    10709   643800 SH       DEFINED 01                  643800
PETSMART, INC                  COM              716768106     1855   618240 SH       DEFINED 01                  618240
PHARMACYCLICS, INC             COM              716933106     5585   100300 SH       DEFINED 01                  100300
PHARMACIA & UPJOHN, INC        COM              716941109   190670  3218061 SH       DEFINED 01                 3218061
PFIZER, INC                    COM              717081103  1290503 35295821 SH       DEFINED 01                35295821
PHARMACEUTICAL PRODUCT DEVELOP COM              717124101     2226   131430 SH       DEFINED 01                  131430
PHARMACEUTICAL RESOURCES, INC  COM              717125108      294    47042 SH       DEFINED 01                   47042
PHELPS DODGE CORP              COM              717265102    20449   430514 SH       DEFINED 01                  430514
PHILADELPHIA CONSOLIDATED HOLD COM              717528103      711    48200 SH       DEFINED 01                   48200
PHILADELPHIA SUBURBAN CORP     COM              718009608     2424   133742 SH       DEFINED 01                  133742
PHILIP MORRIS COS, INC         COM              718154107   436171 20647162 SH       DEFINED 01                20647162
PHILLIPS PETROLEUM CO          COM              718507106    70639  1527339 SH       DEFINED 01                 1527339
PHILLIPS VAN HEUSEN CORP       COM              718592108     2190   284833 SH       DEFINED 01                  284833
PHOENIX INVESTMENT PARTNERS LT COM              719085102     2144   276600 SH       DEFINED 01                  276600
PHOENIX TECHNOLOGIES LTD       COM              719153108     2725   129000 SH       DEFINED 01                  129000
PHYCOR, INC                    COM              71940F100      723   701562 SH       DEFINED 01                  701562
PHOTRONICS, INC                COM              719405102     5842   165425 SH       DEFINED 01                  165425
PICCADILLY CAFETERIAS, INC     COM              719567109     1346   448758 SH       DEFINED 01                  448758
PICTURETEL CORP                COM              720035302     2342   267701 SH       DEFINED 01                  267701
PIEDMONT NATURAL GAS CO, INC   COM              720186105     4904   188151 SH       DEFINED 01                  188151
PIER 1 IMPORTS, INC            COM              720279108     7212   703579 SH       DEFINED 01                  703579
PILGRIMS PRIDE CORP (CLASS B)  COM              721467108      547    86700 SH       DEFINED 01                   86700
PILLOWTEX CORP                 COM              721501104       41    10168 SH       DEFINED 01                   10168
PINNACLE ENTERTAINMENT, INC    COM              723456109     3427   168700 SH       DEFINED 01                  168700
PINNACLE HOLDINGS, INC         COM              72346N101    12254   221800 SH       DEFINED 01                  221800
PINNACLE SYSTEMS, INC          COM              723481107     8911   268000 SH       DEFINED 01                  268000
PINNACLE WEST CAPITAL CORP     COM              723484101    15859   562634 SH       DEFINED 01                  562634
PIONEER GROUP, INC             COM              723684106     3713   159718 SH       DEFINED 01                  159718
PIONEER NATURAL RESOURCES CO   COM              723787107     8303   781442 SH       DEFINED 01                  781442
PIONEER-STANDARD ELECTRONICS,  COM              723877106      388    24650 SH       DEFINED 01                   24650
PITNEY BOWES, INC              COM              724479100   100270  2243794 SH       DEFINED 01                 2243794
PITT-DES MOINES, INC           COM              724508106       34     1500 SH       DEFINED 01                    1500
PITTSTON BRINK'S GROUP CO      COM              725701106     5693   334908 SH       DEFINED 01                  334908
PIVOTAL CORP                   COM              72581R106     2088    65000 SH       DEFINED 01                   65000
PIXAR, INC                     COM              725811103     3515    98500 SH       DEFINED 01                   98500
PLACER DOME, INC               COM              725906101     7187   902900 SH       DEFINED 01                  902900
PLAINS RESOURCES, INC          COM              726540503     1187    94971 SH       DEFINED 01                   94971
PLANTRONICS, INC               COM              727493108    11534   123775 SH       DEFINED 01                  123775
PLAYBOY ENTERPRISES, INC (CLAS COM              728117300      493    24800 SH       DEFINED 01                   24800
PLAYTEX PRODUCTS, INC          COM              72813P100     1379   106100 SH       DEFINED 01                  106100
PLEXUS CORP                    COM              729132100     9667   145100 SH       DEFINED 01                  145100
POGO PRODUCING CO              COM              730448107     6024   210900 SH       DEFINED 01                  210900
POLARIS INDUSTRIES, INC        COM              731068102     7674   254748 SH       DEFINED 01                  254748
POLAROID CORP                  COM              731095105     7163   301608 SH       DEFINED 01                  301608
POLICY MANAGEMENT SYSTEMS CORP COM              731108106     4883   406924 SH       DEFINED 01                  406924
POLO RALPH LAUREN CORP         COM              731572103     6914   370000 SH       DEFINED 01                  370000
POLYCOM, INC                   COM              73172K104    14116   178263 SH       DEFINED 01                  178263
POLYMER GROUP, INC             COM              731745105     2094   164200 SH       DEFINED 01                  164200
POPULAR, INC                   COM              733174106    20010   901873 SH       DEFINED 01                  901873
PORTAL SOFTWARE, INC           COM              736126103    11638   204400 SH       DEFINED 01                  204400
POSSIS MEDICAL, INC            COM              737407106        1       76 SH       DEFINED 01                      76
POST PROPERTIES, INC           COM              737464107     9508   235861 SH       DEFINED 01                  235861
POTASH CORP OF SASKATCHEWAN, I COM              73755L107    14759   295400 SH       DEFINED 01                  295400
POTLATCH CORP                  COM              737628107     1675    38959 SH       DEFINED 01                   38959
POTOMAC ELECTRIC POWER CO      COM              737679100    26498  1171200 SH       DEFINED 01                 1171200
POWER INTEGRATIONS, INC        COM              739276103     3503   140100 SH       DEFINED 01                  140100
POWER-ONE, INC                 COM              739308104     6502   107700 SH       DEFINED 01                  107700
POWERTEL, INC                  COM              73936C109    14059   203200 SH       DEFINED 01                  203200
POWERWAVE TECHNOLOGIES, INC    COM              739363109    16371   130970 SH       DEFINED 01                  130970
PRAXAIR, INC                   COM              74005P104    57140  1372721 SH       DEFINED 01                 1372721
PREPAID LEGAL SERVICES, INC    COM              740065107     4294   144638 SH       DEFINED 01                  144638
PRECISION CAST PARTS CORP      COM              740189105     5878   161050 SH       DEFINED 01                  161050
PREMIER FARNELL PLC ADR        ADR              74050U107       18     1392 SH       DEFINED 01                    1392
PREMIER FARNELL PLC CV PFD ADR PFD              74050U206       21     1122 SH       DEFINED 01                    1122
PREMIER NATIONAL BANCORP       COM              74053F107      716    47370 SH       DEFINED 01                   47370
PREMIER PARKS, INC             COM              740540208   148813  7086350 SH       DEFINED 01                 7086350
PRENTISS PROPERTIES TRUST      COM              740706106     6593   295500 SH       DEFINED 01                  295500
PRESIDENTIAL LIFE CORP         COM              740884101     2798   203500 SH       DEFINED 01                  203500
PRESSTEK, INC                  COM              741113104     4092   172300 SH       DEFINED 01                  172300
PRICE COMMUNICATIONS CORP      COM              741437305    28007  1217675 SH       DEFINED 01                 1217675
PRICE (T. ROWE) ASSOCIATES, IN COM              741477103    29767   753600 SH       DEFINED 01                  753600
PRICELINE.COM, INC             COM              741503106    20439   255482 SH       DEFINED 01                  255482
PRICESMART, INC                COM              741511109        3       75 SH       DEFINED 01                      75
PRIMEDIA, INC                  COM              74157K101    32151  1004722 SH       DEFINED 01                 1004722
PRIME RETAIL, INC              COM              741570105      547   249893 SH       DEFINED 01                  249893
PRIME RETAIL, INC              PFD              741570303       88    11020 SH       DEFINED 01                   11020
PRIME GROUP REALTY TRUST       COM              74158J103      704    49200 SH       DEFINED 01                   49200
PRIMEX TECHNOLOGIES, INC       COM              741597108     2105    98760 SH       DEFINED 01                   98760
PRIMARK CORP                   COM              741903108      362    14985 SH       DEFINED 01                   14985
PRIME HOSPITALITY CORP         COM              741917108     2381   328371 SH       DEFINED 01                  328371
PRIMUS TELECOMMUNICATIONS GROU COM              741929103    10751   208000 SH       DEFINED 01                  208000
PRIDE INTERNATIONAL, INC       COM              741932107     6816   298800 SH       DEFINED 01                  298800
PRISON REALTY TRUST, INC       COM              74264N105     2138   743687 SH       DEFINED 01                  743687
PRIORITY HEALTHCARE CORP (CLAS COM              74264T102      138     2750 SH       DEFINED 01                    2750
PRIVATE BUSINESS, INC          COM              74267D104       55    18300 SH       DEFINED 01                   18300
PROBUSINESS SERVICES, INC      COM              742674104     2703   104700 SH       DEFINED 01                  104700
PROCTER & GAMBLE CO            COM              742718109   649534 11547264 SH       DEFINED 01                11547264
PRODIGY COMMUNICATIONS CORP    COM              74283P107     1297    86100 SH       DEFINED 01                   86100
PROFESSIONALS GROUP, INC       COM              742954100      210    10850 SH       DEFINED 01                   10850
PROFESSIONAL DETAILING, INC    COM              74312N107      333    13300 SH       DEFINED 01                   13300
PROFIT RECOVERY GROUP INTERNAT COM              743168106     4800   259450 SH       DEFINED 01                  259450
PROGRESS SOFTWARE CORP         COM              743312100     6623   282600 SH       DEFINED 01                  282600
PROGRESSIVE CORP               COM              743315103    20550   270166 SH       DEFINED 01                  270166
PROJECT SOFTWARE & DEVELOPMENT COM              74339P101     5209    92200 SH       DEFINED 01                   92200
PROLOGIS TRUST                 COM              743410102    11632   604253 SH       DEFINED 01                  604253
PROTECTION ONE, INC            COM              743663304       39    18800 SH       DEFINED 01                   18800
PROTECTIVE LIFE CORP           COM              743674103    11202   352820 SH       DEFINED 01                  352820
PROTEIN DESIGN LABORATORIES, I COM              74369L103    10852   136500 SH       DEFINED 01                  136500
PROVANT, INC                   COM              743724106      345    43100 SH       DEFINED 01                   43100
PROVIDENCE AND WORCESTER RAILR COM              743737108     1006   136400 SH       DEFINED 01                  136400
PROVIDENT BANKSHARES CORP      COM              743859100     2740   173979 SH       DEFINED 01                  173979
PROVIDENT FINANCIAL GROUP      COM              743866105     5600   164400 SH       DEFINED 01                  164400
PROVINCE HEALTHCARE CO         COM              743977100     3192   111500 SH       DEFINED 01                  111500
PROVIDIAN FINANCIAL CORP       COM              74406A102   111897  1291744 SH       DEFINED 01                 1291744
PROXICOM, INC                  COM              744282104     8743   197300 SH       DEFINED 01                  197300
PROXIM, INC                    COM              744284100     8007    66900 SH       DEFINED 01                   66900
PROXYMED, INC                  COM              744290107     1121   131900 SH       DEFINED 01                  131900
PSINET, INC                    COM              74437C101    68048  2000496 SH       DEFINED 01                 2000496
PUBLIC SERVICE CO OF NEW MEXIC COM              744499104     3856   244824 SH       DEFINED 01                  244824
PUBLIC SERVICE ENTERPRISE GROU COM              744573106    50540  1706008 SH       DEFINED 01                 1706008
PUBLIC STORAGE, INC            COM              74460D109    13197   628432 SH       DEFINED 01                  628432
PUBLICARD, INC                 COM              744627100      304    31200 SH       DEFINED 01                   31200
PUERTO RICAN CEMENT CO, INC    COM              745075101       26      800 SH       DEFINED 01                     800
PUGET SOUND ENERGY, INC        COM              745332106    16760   755371 SH       DEFINED 01                  755371
PULITZER, INC                  COM              745769109      433    10600 SH       DEFINED 01                   10600
PULTE CORP                     COM              745867101     4803   230061 SH       DEFINED 01                  230061
MINOLTA-QMS, INC               COM              74726G102      215    55364 SH       DEFINED 01                   55364
QRS CORP                       COM              74726X105     5779    76800 SH       DEFINED 01                   76800
QAD, INC                       COM              74727D108       51     5800 SH       DEFINED 01                    5800
QLOGIC CORP                    COM              747277101    73987   546028 SH       DEFINED 01                  546028
QUADRAMED CORP                 COM              74730W101      983   171000 SH       DEFINED 01                  171000
QUAKER OATS CO                 COM              747402105    54438   897945 SH       DEFINED 01                  897945
QUALCOMM, INC                  COM              747525103   949570  6359614 SH       DEFINED 01                 6359614
QUANTA SERVICES, INC           COM              74762E102    15063   248200 SH       DEFINED 01                  248200
QUANEX CORP                    COM              747620102     2846   158129 SH       DEFINED 01                  158129
QUANTUM CORP-DLT & STORAGE SYS COM              747906204    11391   954235 SH       DEFINED 01                  954235
QUANTUM CORP -HARD DISK DRIVE  COM              747906303     6935   616467 SH       DEFINED 01                  616467
QUEBECOR WORLD, INC            COM              747922102     1832    99975 SH       DEFINED 01                   99975
QUEENS COUNTY BANCORP, INC     COM              748242104     2183   120850 SH       DEFINED 01                  120850
QUEST DIAGNOSTICS, INC         COM              74834L100    10453   262970 SH       DEFINED 01                  262970
QUEST SOFTWARE, INC            COM              74834T103     1409    12500 SH       DEFINED 01                   12500
QUESTAR CORP                   COM              748356102    14068   757880 SH       DEFINED 01                  757880
QUIKSILVER, INC                COM              74838C106     2747   156419 SH       DEFINED 01                  156419
QUINTILES TRANSNATIONAL CORP   COM              748767100    12036   705388 SH       DEFINED 01                  705388
QUORUM HEALTH GROUP, INC       COM              749084109     4672   464340 SH       DEFINED 01                  464340
R & B FALCON CORP              COM              74912E101    24670  1253066 SH       DEFINED 01                 1253066
QWEST COMMUNICATIONS INTERNATI COM              749121109    40464   834306 SH       DEFINED 01                  834306
R&G FINANCIAL CORP (CLASS B)   COM              749136107        9     1000 SH       DEFINED 01                    1000
RCN CORP                       COM              749361101    87212  1618791 SH       DEFINED 01                 1618791
RFS HOTEL INVESTORS, INC       COM              74955J108     1984   184600 SH       DEFINED 01                  184600
R.H. DONNELLEY CORP            COM              74955W307     2319   136436 SH       DEFINED 01                  136436
RGS ENERGY GROUP, INC          COM              74956K104     5094   239697 SH       DEFINED 01                  239697
RLI CORP                       COM              749607107      881    26300 SH       DEFINED 01                   26300
RPC, INC                       COM              749660106     5653   598944 SH       DEFINED 01                  598944
RPM, INC                       COM              749685103     3234   293956 SH       DEFINED 01                  293956
RSA SECURITY, INC              COM              749719100     9101   175650 SH       DEFINED 01                  175650
RTI INTERNATIONAL METALS       COM              74973W107      850    96400 SH       DEFINED 01                   96400
RWD TECHNOLOGIES, INC          COM              74975B101      582    69435 SH       DEFINED 01                   69435
RF MICRO DEVICES, INC          COM              749941100    54822   407980 SH       DEFINED 01                  407980
RACING CHAMPIONS CORP          COM              750069106        1      200 SH       DEFINED 01                     200
RADIAN GROUP, INC              COM              750236101    15795   331645 SH       DEFINED 01                  331645
RADIANT SYSTEMS, INC           COM              75025N102     4678    74400 SH       DEFINED 01                   74400
RADIO ONE, INC                 COM              75040P108      959    14400 SH       DEFINED 01                   14400
RADISYS CORP                   COM              750459109     4311    71700 SH       DEFINED 01                   71700
RAINFOREST CAFE, INC           COM              75086K104        0      100 SH       DEFINED 01                     100
RAMBUS, INC                    COM              750917106    26605    90341 SH       DEFINED 01                   90341
RALCORP HOLDINGS, INC          COM              751028101     2743   189143 SH       DEFINED 01                  189143
RALSTON PURINA CO              COM              751277302   167483  6118085 SH       DEFINED 01                 6118085
RAMTRON INTERNATIONAL CORP     COM              751907304        2      120 SH       DEFINED 01                     120
RANGER OIL LTD                 COM              752805101     1902   488800 SH       DEFINED 01                  488800
RANGE RESOURCES CORP           COM              75281A109       29    13200 SH       DEFINED 01                   13200
RARE MEDIUM GROUP, INC         COM              75382N109    13143   297860 SH       DEFINED 01                  297860
RARE MEDIUM GROUP, INC         COM              753820109     1497    77000 SH       DEFINED 01                   77000
RATIONAL SOFTWARE CORP         COM              75409P202    52361   684464 SH       DEFINED 01                  684464
RAYMOND JAMES FINANCIAL CORP   COM              754730109     6119   294906 SH       DEFINED 01                  294906
RAYONIER, INC                  COM              754907103     8416   172639 SH       DEFINED 01                  172639
RAYOVAC CORP                   COM              755081106     4627   199000 SH       DEFINED 01                  199000
RAYTHEON CO (CLASS A)          COM              755111309    21636  1150086 SH       DEFINED 01                 1150086
RAYTHEON CO (CLASS B)          COM              755111408    16404   924151 SH       DEFINED 01                  924151
RAZORFISH, INC                 COM              755236106     3577   130074 SH       DEFINED 01                  130074
READ RITE CORP                 COM              755246105     4403   939230 SH       DEFINED 01                  939230
READERS DIGEST ASSOCIATION     COM              755267101    24595   695266 SH       DEFINED 01                  695266
REALNETWORKS, INC              COM              75605L104    29965   526274 SH       DEFINED 01                  526274
REALTY INCOME CORP             COM              756109104     2920   151700 SH       DEFINED 01                  151700
RECKSON ASSOCIATES REALTY CORP COM              75621K106     4042   215578 SH       DEFINED 01                  215578
RECKSON ASSOCIATES REALTY CORP COM              75621K304     3205   156324 SH       DEFINED 01                  156324
RECOTON CORP                   COM              756268108       33     2831 SH       DEFINED 01                    2831
REDBACK NETWORKS, INC          COM              757209101    11218    37400 SH       DEFINED 01                   37400
REDWOOD TRUST, INC             COM              758075402      238    16041 SH       DEFINED 01                   16041
REEBOK INTERNATIONAL LTD       COM              758110100     2442   263948 SH       DEFINED 01                  263948
REGAL-BELOIT CORP              COM              758750103     2788   159300 SH       DEFINED 01                  159300
REGENERON PHARMACEUTICALS, INC COM              75886F107     7060   238800 SH       DEFINED 01                  238800
REGIS CORP                     COM              758932107     3005   202900 SH       DEFINED 01                  202900
REGENCY REALTY CORP            COM              758939102     3865   195700 SH       DEFINED 01                  195700
REGIONS FINANCIAL CORP         COM              758940100    34217  1499920 SH       DEFINED 01                 1499920
REINSURANCE GROUP OF AMERICA,  COM              759351109     4916   206443 SH       DEFINED 01                  206443
RELIANCE GROUP HOLDINGS, INC   COM              759464100     1486   424578 SH       DEFINED 01                  424578
RELIANCE STEEL & ALUMINUM CO   COM              759509102     2934   131150 SH       DEFINED 01                  131150
RELIANT ENERGY, INC            COM              75952J108    40579  1731364 SH       DEFINED 01                 1731364
RELIASTAR FINANCIAL CORP       COM              75952U103    18957   559618 SH       DEFINED 01                  559618
REMEC, INC                     COM              759543101     7090   140400 SH       DEFINED 01                  140400
REMEDY CORP                    COM              759548100     8007   190080 SH       DEFINED 01                  190080
RENAISSANCE WORLDWIDE, INC     COM              75968A109     1160   222318 SH       DEFINED 01                  222318
REPLIGEN CORP                  COM              759916109      144    15000 SH       DEFINED 01                   15000
REPUBLIC BANCSHARES, INC       COM              759929102      135    10700 SH       DEFINED 01                   10700
RENAL CARE GROUP, INC          COM              759930100     7089   326850 SH       DEFINED 01                  326850
RENT-A-CENTER, INC             COM              76009N100     2660   177300 SH       DEFINED 01                  177300
RENT WAY, INC                  COM              76009U104     3029   155350 SH       DEFINED 01                  155350
REPUBLIC BANCORP, INC (KENTUCK COM              760281204        3      400 SH       DEFINED 01                     400
REPUBLIC BANCORP, INC          COM              760282103     2805   300180 SH       DEFINED 01                  300180
REPUBLIC GROUP, INC            COM              760473108      653    60714 SH       DEFINED 01                   60714
REPUBLIC SECURITY FINANCIAL CO COM              760758102     1746   266074 SH       DEFINED 01                  266074
REPUBLIC SERVICES, INC (CLASS  COM              760759100    38052  3479016 SH       DEFINED 01                 3479016
RES-CARE, INC                  COM              760943100     1273   135750 SH       DEFINED 01                  135750
RESTORATION HARDWARE, INC      COM              760981100      226    43000 SH       DEFINED 01                   43000
RESMED, INC                    COM              761152107     8743   122500 SH       DEFINED 01                  122500
RESOURCE AMERICA, INC (CLASS A COM              761195205     1119   154400 SH       DEFINED 01                  154400
RESOURCE BANCSHARES MTGE GROUP COM              761197102       19     4725 SH       DEFINED 01                    4725
RESPIRONICS, INC               COM              761230101     3258   226678 SH       DEFINED 01                  226678
RESPONSE ONCOLOGY, INC         COM              761232305      111    80684 SH       DEFINED 01                   80684
REVLON, INC (CLASS A)          COM              761525500     1282   145506 SH       DEFINED 01                  145506
REXALL SUNDOWN, INC            COM              761648104     3384   239590 SH       DEFINED 01                  239590
REYNOLDS & REYNOLDS CO (CLASS  COM              761695105    12531   464100 SH       DEFINED 01                  464100
REYNOLDS METALS CO             COM              761763101    32581   487190 SH       DEFINED 01                  487190
RJR REYNOLDS TOBACCO HOLDINGS, COM              76182K105    13097   770426 SH       DEFINED 01                  770426
RHYTHMS NETCONNECTIONS, INC    COM              762430205    14839   403101 SH       DEFINED 01                  403101
RICHMOND COUNTY FINANCIAL CORP COM              764556106     3265   202500 SH       DEFINED 01                  202500
RIGGS NATIONAL CORP            COM              766570105     1645   135000 SH       DEFINED 01                  135000
RIO ALGOM LTD                  COM              766889109     2087   190000 SH       DEFINED 01                  190000
RISK CAPITAL HOLDINGS, INC     COM              767711104     1004    61300 SH       DEFINED 01                   61300
RITE AID CORP                  COM              767754104     6196  1126498 SH       DEFINED 01                 1126498
RIVERDEEP GROUP PLC (ADR)      ADR              76870Q109     3023    75000 SH       DEFINED 01                   75000
RIVIANA FOODS, INC             COM              769536103      397    25000 SH       DEFINED 01                   25000
ROADWAY EXPRESS, INC           COM              769742107     2812   138850 SH       DEFINED 01                  138850
ROBBINS & MYERS, INC           COM              770196103      315    13353 SH       DEFINED 01                   13353
ROBERT HALF INTERNATIONAL, INC COM              770323103    33090   697542 SH       DEFINED 01                  697542
ROBOTIC VISION SYSTEMS, INC    COM              771074101        1       50 SH       DEFINED 01                      50
ROCK-TENN CO (CLASS A)         COM              772739207      906    92900 SH       DEFINED 01                   92900
ROCKWELL INTERNATIONAL CORP    COM              773903109   116159  2778086 SH       DEFINED 01                 2778086
ROGERS COMMUNICATIONS, INC (CL COM              775109200    11773   397500 SH       DEFINED 01                  397500
ROGERS CORP                    COM              775133101     3978    63400 SH       DEFINED 01                   63400
ROHM & HAAS CO                 COM              775371107    30279   678522 SH       DEFINED 01                  678522
ROHN INDUSTRIES, INC           COM              775381106       31     9600 SH       DEFINED 01                    9600
ROLLINS, INC                   COM              775711104     4501   302556 SH       DEFINED 01                  302556
ROLLINS TRUCK LEASING CORP     COM              775741101     3504   415347 SH       DEFINED 01                  415347
ROMAC INTERNATIONAL, INC       COM              775835101     2823   311485 SH       DEFINED 01                  311485
ROPER INDUSTRIES, INC          COM              776696106     8575   252685 SH       DEFINED 01                  252685
ROSLYN BANCORP, INC            COM              778162107     9164   514465 SH       DEFINED 01                  514465
ROSS STORES, INC               COM              778296103    18919   786260 SH       DEFINED 01                  786260
ROUGE INDUSTRIES, INC (CLASS A COM              779088103      528    83583 SH       DEFINED 01                   83583
ROUSE CO                       COM              779273101    10516   497800 SH       DEFINED 01                  497800
ROWAN COS, INC                 COM              779382100    21981   746702 SH       DEFINED 01                  746702
ROYAL APPLIANCE MANUFACTURING  COM              780076105        7     1400 SH       DEFINED 01                    1400
ROYAL BANK OF CANADA           COM              780087102    34403   734505 SH       DEFINED 01                  734505
RUBY TUESDAY, INC              COM              781182100     3940   225134 SH       DEFINED 01                  225134
RUDDICK CORP                   COM              781258108     1239   113300 SH       DEFINED 01                  113300
RUSS BERRIE & CO, INC          COM              782233100     1340    72450 SH       DEFINED 01                   72450
RUSSELL CORP                   COM              782352108     2644   184700 SH       DEFINED 01                  184700
RYANAIR HOLDINGS PLC ADR       ADR              783513104    30030   654600 SH       DEFINED 01                  654600
RYAN'S FAMILY STEAK HOUSES, IN COM              783519101     2449   256150 SH       DEFINED 01                  256150
RYDER SYSTEM, INC              COM              783549108     9770   430652 SH       DEFINED 01                  430652
RYERSON TULL, INC              COM              78375P107     1383    89227 SH       DEFINED 01                   89227
RYLAND GROUP, INC              COM              783764103     1926   102700 SH       DEFINED 01                  102700
S & T BANCORP, INC             COM              783859101     2045   119400 SH       DEFINED 01                  119400
SBC COMMUNICATIONS, INC        COM              78387G103  1738967 41403967 SH       DEFINED 01                41403967
SCI SYSTEMS, INC               COM              783890106    54771  1017804 SH       DEFINED 01                 1017804
SCM MICROSYSTEMS, INC          COM              784018103     8934    92100 SH       DEFINED 01                   92100
SCPIE HOLDINGS, INC            COM              78402P104     1386    45267 SH       DEFINED 01                   45267
SCP POOL CORP                  COM              784028102     2006    65500 SH       DEFINED 01                   65500
SDL, INC                       COM              784076101    96809   454768 SH       DEFINED 01                  454768
SEI INVESTMENT CO              COM              784117103    18038   159012 SH       DEFINED 01                  159012
SEMCO ENERGY, INC              COM              78412D109      428    36005 SH       DEFINED 01                   36005
SFX ENTERTAINMENT, INC (CLASS  COM              784178105   106613  2612273 SH       DEFINED 01                 2612273
SJW CORP                       COM              784305104      515     4400 SH       DEFINED 01                    4400
SL GREEN REALTY CORP           COM              78440X101     3380   142300 SH       DEFINED 01                  142300
SLM HOLDINGS CORP              COM              78442A109    43788  1314465 SH       DEFINED 01                 1314465
SLI, INC                       COM              78442T108     2312   136000 SH       DEFINED 01                  136000
SPSS, INC                      COM              78462K102     1200    37800 SH       DEFINED 01                   37800
SOS STAFFING SERVICES, INC     COM              78462X104       23     5100 SH       DEFINED 01                    5100
SPS TECHNOLOGIES, INC          COM              784626103     2526    82829 SH       DEFINED 01                   82829
S1 CORP                        COM              78463B101    23593   275341 SH       DEFINED 01                  275341
SPX CORP                       COM              784635104    24696   216754 SH       DEFINED 01                  216754
S3, INC                        COM              784849101     7558   359890 SH       DEFINED 01                  359890
SVI HOLDINGS, INC              COM              784872103     1638   165900 SH       DEFINED 01                  165900
SPR, INC                       COM              784922106        3      450 SH       DEFINED 01                     450
SABRE GROUP HOLDINGS CORP      COM              785905100    44278  1198732 SH       DEFINED 01                 1198732
SAFECO CORP                    COM              786429100    21018   791260 SH       DEFINED 01                  791260
SAFEGUARD SCIENTIFICS, INC     COM              786449108    33834   481200 SH       DEFINED 01                  481200
SAFESCIENCE, INC               COM              786452102      715    55300 SH       DEFINED 01                   55300
SAFETY-KLEEN CORP              COM              78648R203      555   422708 SH       DEFINED 01                  422708
SAFEWAY, INC                   COM              786514208   312428  6904496 SH       DEFINED 01                 6904496
SAGA COMMUNICATIONS, INC (CLAS COM              786598102      134     7000 SH       DEFINED 01                    7000
SAGA SYSTEMS, INC              COM              786610105    16180   452600 SH       DEFINED 01                  452600
SAGENT TECHNOLOGY, INC         COM              786693101     2763    95900 SH       DEFINED 01                   95900
ST. FRANCIS CAPITAL CORP       COM              789374105      192    13700 SH       DEFINED 01                   13700
ST. JOE CO                     COM              790148100     6360   219800 SH       DEFINED 01                  219800
ST. JUDE MEDICAL, INC          COM              790849103    17641   683419 SH       DEFINED 01                  683419
ST. MARY LAND & EXPLORATION CO COM              792228108     3092   103500 SH       DEFINED 01                  103500
ST. PAUL COS, INC              COM              792860108    69393  2033503 SH       DEFINED 01                 2033503
SAKS, INC                      COM              79377W108    14171   977340 SH       DEFINED 01                  977340
INTERACT COMMERCE CORP         COM              79466P105      668    24700 SH       DEFINED 01                   24700
SALIENT 3 COMMUNICATIONS (CLAS COM              794721100     1931   160900 SH       DEFINED 01                  160900
SALTON, INC                    COM              795757103     2960    68250 SH       DEFINED 01                   68250
SAMSONITE CORP                 COM              79604V105      806   143327 SH       DEFINED 01                  143327
SANCHEZ COMPUTER ASSOCIATES, I COM              799702105     3249    92500 SH       DEFINED 01                   92500
SANDISK CORP                   COM              80004C101    34729   283500 SH       DEFINED 01                  283500
SANDY SPRING BANCORP, INC      COM              800363103      332    16000 SH       DEFINED 01                   16000
SANMINA CORP                   COM              800907107   129847  1921876 SH       DEFINED 01                 1921876
SANGSTAT MEDICAL CORP          COM              801003104     3057   110400 SH       DEFINED 01                  110400
SANTA CRUZ OPERATION, INC      COM              801833104     1184   126300 SH       DEFINED 01                  126300
SANTA FE SNYDER CORP           COM              80218K105    14629  1519925 SH       DEFINED 01                 1519925
SAPIENT CORP                   COM              803062108    15987   190600 SH       DEFINED 01                  190600
SARA LEE CORP                  COM              803111103   130040  7224460 SH       DEFINED 01                 7224460
SATYAM INFOWAY LIMITED ADR     ADR              804099109     8784   163800 SH       DEFINED 01                  163800
SAUER, INC                     COM              804137107      911    94000 SH       DEFINED 01                   94000
SAUL CENTERS, INC              COM              804395101      261    16200 SH       DEFINED 01                   16200
SAWTEK, INC                    COM              805468105    10573   201150 SH       DEFINED 01                  201150
SCANA CORP                     COM              80589M102    15007   610967 SH       DEFINED 01                  610967
SCHAWK, INC (CLASS A)          COM              806373106       50     6300 SH       DEFINED 01                    6300
SCHEIN (HENRY), INC            COM              806407102     2849   176000 SH       DEFINED 01                  176000
SCHEIN PHARMACEUTICAL, INC     COM              806416103      622    38700 SH       DEFINED 01                   38700
SCHERING-PLOUGH CORP           COM              806605101   613711 16699617 SH       DEFINED 01                16699617
SCHLUMBERGER LTD               COM              806857108    59922   783300 SH       DEFINED 01                  783300
SCHOLASTIC CORP                COM              807066105    24498   454200 SH       DEFINED 01                  454200
SCHOOL SPECIALTY, INC          COM              807863105     2946   137046 SH       DEFINED 01                  137046
SCHULMAN (A.), INC             COM              808194104     4762   359414 SH       DEFINED 01                  359414
SCHWAB (CHARLES) CORP          COM              808513105   298184  5248567 SH       DEFINED 01                 5248567
SCHWEITZER-MAUDUIT INTERNATION COM              808541106     1463   113116 SH       DEFINED 01                  113116
SCIENT CORP                    COM              80864H109     4135    45600 SH       DEFINED 01                   45600
SCIENTIFIC-ATLANTA, INC        COM              808655104    75180  1185110 SH       DEFINED 01                 1185110
SCIENTIFIC GAMES HOLDINGS CORP COM              808747109      415    25159 SH       DEFINED 01                   25159
SCIOS, INC                     COM              808905103     2261   435850 SH       DEFINED 01                  435850
SCOTT TECHNOLOGIES, INC        COM              810022301     2144   113600 SH       DEFINED 01                  113600
SCOTTISH POWER PLC ADR         ADR              81013T705     9410   296956 SH       DEFINED 01                  296956
SCOTTS CO (CLASS A)            COM              810186106     7148   170200 SH       DEFINED 01                  170200
SCRIPPS (E.W.) CO (CLASS A)    COM              811054204     9152   188695 SH       DEFINED 01                  188695
SEABOARD CORP                  COM              811543107        2       10 SH       DEFINED 01                      10
SEACOAST FINANCIAL SERVICES CO COM              81170Q106     1278   129400 SH       DEFINED 01                  129400
SEAGATE TECHNOLOGY, INC        COM              811804103    90152  1496293 SH       DEFINED 01                 1496293
SEAGRAMS CO LTD                COM              811850106    62050  1046200 SH       DEFINED 01                 1046200
SEACOR SMIT, INC               COM              811904101     2077    34400 SH       DEFINED 01                   34400
SEALED AIR CORP                COM              81211K100    28729   528956 SH       DEFINED 01                  528956
SEARS ROEBUCK & CO             COM              812387108    82325  2666403 SH       DEFINED 01                 2666403
SECOND BANCORP, INC            COM              813114105       25     1400 SH       DEFINED 01                    1400
SECURITY CAPITAL GROUP, INC (C COM              81413P204     2691   186400 SH       DEFINED 01                  186400
SEITEL, INC                    COM              816074306     1249   157400 SH       DEFINED 01                  157400
SELECT COMFORT CORP            COM              81616X103      585   106300 SH       DEFINED 01                  106300
SELECTIVE INSURANCE GROUP, INC COM              816300107    11853   694700 SH       DEFINED 01                  694700
SEMTECH CORP                   COM              816850101    17594   274645 SH       DEFINED 01                  274645
SEMPRA ENERGY                  COM              816851109    27579  1646516 SH       DEFINED 01                 1646516
SENIOR HOUSING PROPERTIES TRUS COM              81721M109      961    93730 SH       DEFINED 01                   93730
SENSORMATIC ELECTRONICS CORP   COM              817265101    11072   493450 SH       DEFINED 01                  493450
SEPRACOR, INC                  COM              817315104    31076   426800 SH       DEFINED 01                  426800
SEQUA CORP (CLASS A)           COM              817320104      695    17542 SH       DEFINED 01                   17542
SERENA SOFTWARE, INC           COM              817492101     3490   109500 SH       DEFINED 01                  109500
SEROLOGICALS CORP              COM              817523103      681   125300 SH       DEFINED 01                  125300
SERVICE CORP INTERNATIONAL     COM              817565104     4219  1406208 SH       DEFINED 01                 1406208
SERVICEMASTER CO               COM              81760N109    25929  2304774 SH       DEFINED 01                 2304774
7-ELEVEN, INC                  COM              817826100     4141  1104300 SH       DEFINED 01                 1104300
724 SOLUTIONS, INC             COM              81788Q100     1868    15000 SH       DEFINED 01                   15000
SHARED MEDICAL SYSTEMS CORP    COM              819486101     9198   177307 SH       DEFINED 01                  177307
SHAW GROUP, INC                COM              820280105        8      218 SH       DEFINED 01                     218
SHAW INDUSTRIES, INC           COM              820286102    12631   831700 SH       DEFINED 01                  831700
SHERWIN-WILLIAMS CO            COM              824348106    24575  1120231 SH       DEFINED 01                 1120231
SHIRE PHARMACEUTICALS GROUP PL ADR              82481R106     2593    50589 SH       DEFINED 01                   50589
SHOE CARNIVAL, INC             COM              824889109      187    20200 SH       DEFINED 01                   20200
SHOPKO STORES, INC             COM              824911101     3500   197200 SH       DEFINED 01                  197200
SHONEY'S, INC                  COM              825039100       18    16800 SH       DEFINED 01                   16800
SHOP AT HOME, INC              COM              825066301     1625   188400 SH       DEFINED 01                  188400
SHORELINE FINANCIAL CORP       COM              825190101      118     7850 SH       DEFINED 01                    7850
SHURGARD STORAGE CENTERS, INC  COM              82567D104     3642   139400 SH       DEFINED 01                  139400
SICOR, INC                     COM              825846108     6178   595459 SH       DEFINED 01                  595459
SIEBEL SYSTEMS, INC            COM              826170102   196754  1647342 SH       DEFINED 01                 1647342
SIEBERT FINANCIAL CORP         COM              826176109       13     1000 SH       DEFINED 01                    1000
SIERRA HEALTH SERVICES, INC    COM              826322109      879   178050 SH       DEFINED 01                  178050
SIERRA PACIFIC RESOURCES (NEW) COM              826428104     6015   481172 SH       DEFINED 01                  481172
SIERRACITIES.COM, INC          COM              826521106     1564   116900 SH       DEFINED 01                  116900
SIGMA ALDRICH CORP             COM              826552101    18506   688594 SH       DEFINED 01                  688594
SIG CORP, INC                  COM              826912107     3922   156882 SH       DEFINED 01                  156882
SILGAN HOLDINGS, INC           COM              827048109      518    42700 SH       DEFINED 01                   42700
SILICON GRAPHICS, INC          COM              827056102    13957  1321372 SH       DEFINED 01                 1321372
SILICON VALLEY BANCSHARES      COM              827064106     9337   129900 SH       DEFINED 01                  129900
SILICON VALLEY GROUP, INC      COM              827066101     5668   206100 SH       DEFINED 01                  206100
SILICONIX, INC                 COM              827079203     3926    41300 SH       DEFINED 01                   41300
SILKNET SOFTWARE, INC          COM              827094103     4151    40080 SH       DEFINED 01                   40080
SIMMONS FIRST NATIONAL CORP (C COM              828730200      208     8100 SH       DEFINED 01                    8100
SIMON PROPERTY GROUP, INC      COM              828806109    21026   876080 SH       DEFINED 01                  876080
SIMPSON INDUSTRIES, INC        COM              829060102     2417   246275 SH       DEFINED 01                  246275
SIMPSON MANUFACTURING CO, INC  COM              829073105     2275    57585 SH       DEFINED 01                   57585
SINCLAIR BROADCASTING GROUP, I COM              829226109      334    37400 SH       DEFINED 01                   37400
SIRIUS SATELLITE RADIO, INC    COM              82966U103     7743   135846 SH       DEFINED 01                  135846
SITEL CORP                     COM              82980K107     2436   354353 SH       DEFINED 01                  354353
SIPEX CORP                     COM              829909100     4640   131400 SH       DEFINED 01                  131400
SKY FINANCIAL GROUP, INC       COM              83080P103     7325   450774 SH       DEFINED 01                  450774
SKYLINE CORP                   COM              830830105     2033    93718 SH       DEFINED 01                   93718
SKYWEST, INC                   COM              830879102     7039   179900 SH       DEFINED 01                  179900
SMART & FINAL, INC             COM              831683107      366    49200 SH       DEFINED 01                   49200
SMARTFORCE PLC ADR             ADR              83170A206     2615    57000 SH       DEFINED 01                   57000
SMITH (A.O.) CORP              COM              831865209     2936   163100 SH       DEFINED 01                  163100
SMITH INTERNATIONAL, INC       COM              832110100    32357   417514 SH       DEFINED 01                  417514
CHARLES E. SMITH RESIDENTIAL R COM              832197107     3649   101000 SH       DEFINED 01                  101000
SMITHFIELD FOODS, INC          COM              832248108     6418   320900 SH       DEFINED 01                  320900
SMUCKER, (J.M.) CO (CLASS A)   COM              832696108      910    49508 SH       DEFINED 01                   49508
SMUCKER, (J.M.) CO (CLASS B)   COM              832696207     2787   194700 SH       DEFINED 01                  194700
SMURFIT-STONE CONTAINER CORP   COM              832727101    46479  2744132 SH       DEFINED 01                 2744132
SNYDER COMMUNICATIONS, INC     COM              832914105     8186   363800 SH       DEFINED 01                  363800
CIRCLE.COM                     COM              832914204      828   100350 SH       DEFINED 01                  100350
SNAP-ON, INC                   COM              833034101    10356   395450 SH       DEFINED 01                  395450
SODEXHO MARRIOTT SERVICES, INC COM              833793102     2591   172720 SH       DEFINED 01                  172720
SOFTNET SYSTEMS, INC           COM              833964109     3960   135400 SH       DEFINED 01                  135400
SOLA INTERNATIONAL, INC        COM              834092108      249    40649 SH       DEFINED 01                   40649
SOLECTRON CORP                 COM              834182107   374299  9342878 SH       DEFINED 01                 9342878
SOLUTIA, INC                   COM              834376105     9784   731491 SH       DEFINED 01                  731491
SONIC CORP                     COM              835451105     6091   223525 SH       DEFINED 01                  223525
SONOCO PRODUCTS CO             COM              835495102    18963   806934 SH       DEFINED 01                  806934
SONOSITE, INC                  COM              83568G104      228     6872 SH       DEFINED 01                    6872
SOTHEBY'S HOLDINGS, INC (CLASS COM              835898107     4681   253900 SH       DEFINED 01                  253900
SOURCE INFORMATION MANAGEMENT  COM              836151209     1243    71000 SH       DEFINED 01                   71000
SOURCE MEDIA, INC              COM              836153304     1335    97100 SH       DEFINED 01                   97100
SOUTH JERSEY INDUSTRIES, INC   COM              838518108     1485    52700 SH       DEFINED 01                   52700
SOUTHDOWN, INC                 COM              841297104    13637   231133 SH       DEFINED 01                  231133
SOUTHERN CO                    COM              842587107   100524  4621811 SH       DEFINED 01                 4621811
SOUTHERN PERU COPPER CORP      COM              843611104     1531   117800 SH       DEFINED 01                  117800
SOUTHERN UNION CO              COM              844030106     4458   246837 SH       DEFINED 01                  246837
SOUTHTRUST CORP                COM              844730101    30366  1193755 SH       DEFINED 01                 1193755
SOUTHWEST AIRLINES CO          COM              844741108    81877  3934052 SH       DEFINED 01                 3934052
SOUTHWEST BANCORP OF TEXAS, IN COM              84476R109     3956   203500 SH       DEFINED 01                  203500
SOUTHWEST GAS CORP             COM              844895102     2415   126700 SH       DEFINED 01                  126700
SOUTHWEST SECURITIES GROUP, IN COM              845224104     3876    89239 SH       DEFINED 01                   89239
SOUTHWESTERN ENERGY CO         COM              845467109     1249   188600 SH       DEFINED 01                  188600
SOVEREIGN BANCORP, INC         COM              845905108     9119  1205836 SH       DEFINED 01                 1205836
SOVRAN SELF STORAGE, INC       COM              84610H108     1565    77300 SH       DEFINED 01                   77300
SPACELABS MEDICAL, INC         COM              846247104        1       60 SH       DEFINED 01                      60
SPARTAN MOTORS, INC            COM              846819100      576   139650 SH       DEFINED 01                  139650
SPARTECH CORP                  COM              847220209     3640   105900 SH       DEFINED 01                  105900
SPECIAL METALS CORP            COM              84741Y103        1      400 SH       DEFINED 01                     400
SPECIALTY EQUIPMENT COS, INC   COM              847497203     2548   122800 SH       DEFINED 01                  122800
SPECTRASITE HOLDINGS, INC      COM              84760T100        2       82 SH       DEFINED 01                      82
SPEEDFAM-IPEC, INC             COM              847705100     3644   183350 SH       DEFINED 01                  183350
SPEEDWAY MOTORSPORTS, INC      COM              847788106     1958    78500 SH       DEFINED 01                   78500
SPIEGEL, INC (CLASS A)         COM              848457107      598    74700 SH       DEFINED 01                   74700
SPIEKER PROPERTIES, INC        COM              848497103    18067   406000 SH       DEFINED 01                  406000
SPLASH TECHNOLOGY HOLDINGS, IN COM              848623104      345    27600 SH       DEFINED 01                   27600
SPORTSLINE.COM                 COM              848934105     3521   119600 SH       DEFINED 01                  119600
SPRING INDUSTRIES, INC         COM              851783100     2678    70473 SH       DEFINED 01                   70473
SPRINT CORP (FON GROUP)        COM              852061100   314116  4985974 SH       DEFINED 01                 4985974
SPRINT CORP (PCS GROUP)        COM              852061506   136566  2090966 SH       DEFINED 01                 2090966
SPYGLASS, INC                  COM              852192103     9794   126300 SH       DEFINED 01                  126300
ST ASSEMBLY TEST SERVICES LTD  ADR              85227G102     7526   155170 SH       DEFINED 01                  155170
SS&C TECHNOLOGIES, INC         COM              85227Q100      487    83800 SH       DEFINED 01                   83800
STAFF LEASING, INC             COM              852381102     1358   233600 SH       DEFINED 01                  233600
STAFFMARK, INC                 COM              852389105     1522   191800 SH       DEFINED 01                  191800
STAGE STORES, INC              COM              85254C107       10    12700 SH       DEFINED 01                   12700
STANCORP FINANCIAL GROUP, INC  COM              852891100     2086    76200 SH       DEFINED 01                   76200
STANDARD COMMERCIAL CORP       COM              853258101      381   108836 SH       DEFINED 01                  108836
STANDARD MOTOR PRODUCTS, INC ( COM              853666105      768    51663 SH       DEFINED 01                   51663
STANDARD-PACIFIC CORP          COM              85375C101     1930   192964 SH       DEFINED 01                  192964
STANDARD REGISTER, INC         COM              853887107     1048    81421 SH       DEFINED 01                   81421
STANDEX INTERNATIONAL CORP     COM              854231107     1888   121782 SH       DEFINED 01                  121782
STANLEY WORKS CO               COM              854616109    11645   441500 SH       DEFINED 01                  441500
STAR TELECOMMUNICATIONS, INC   COM              854923109     1556   259315 SH       DEFINED 01                  259315
STAPLES, INC                   COM              855030102    72623  3631140 SH       DEFINED 01                 3631140
STARBUCKS CORP                 COM              855244109    57299  1278630 SH       DEFINED 01                 1278630
STARMEDIA NETWORK, INC         COM              855546107     1635    54400 SH       DEFINED 01                   54400
STARRETT (L.S.) CO (CLASS A)   COM              855668109      659    28035 SH       DEFINED 01                   28035
STARTEK, INC                   COM              85569C107     3872    52500 SH       DEFINED 01                   52500
ISTAR FINANCIAL, INC           COM              85569R104     7791   442016 SH       DEFINED 01                  442016
STATE AUTO FINANCIAL CORP      COM              855707105       98    12200 SH       DEFINED 01                   12200
STARWOOD HOTELS & RESORTS WORL COM              85590A203    36166  1377743 SH       DEFINED 01                 1377743
STATE STREET CORP              COM              857477103   131177  1354083 SH       DEFINED 01                 1354083
STATEN ISLAND BANCORP, INC     COM              857550107     4481   261685 SH       DEFINED 01                  261685
STATION CASINOS, INC           COM              857689103     3945   180837 SH       DEFINED 01                  180837
STEEL DYNAMICS, INC            COM              858119100     3125   270300 SH       DEFINED 01                  270300
STEELCASE, INC                 COM              858155203     2806   233806 SH       DEFINED 01                  233806
STEIN MART, INC                COM              858375108     1618   196100 SH       DEFINED 01                  196100
STEINWAY MUSICAL INSTRUMENTS,  COM              858495104     1499    79686 SH       DEFINED 01                   79686
STEPAN CO                      COM              858586100      492    22685 SH       DEFINED 01                   22685
STERLING BANCSHARES, INC       COM              858907108     1150   120300 SH       DEFINED 01                  120300
STERICYCLE, INC                COM              858912108     1475    59000 SH       DEFINED 01                   59000
STERIS CORP                    COM              859152100     4990   486864 SH       DEFINED 01                  486864
STERLING BANCORP               COM              859158107       29     1900 SH       DEFINED 01                    1900
STERLING FINANCIAL CORP        COM              859317109       42     2250 SH       DEFINED 01                    2250
STERLING SOFTWARE, INC         COM              859547101    14752   483681 SH       DEFINED 01                  483681
STEWART & STEVENSON SERVICES,  COM              860342104     2359   209700 SH       DEFINED 01                  209700
STEWART ENTERPRISES, INC (CLAS COM              860370105     2557   517800 SH       DEFINED 01                  517800
STEWART INFORMATION SERVICES C COM              860372101     1548    97900 SH       DEFINED 01                   97900
STILLWATER MINING CO           COM              86074Q102    10054   251348 SH       DEFINED 01                  251348
STONE & WEBSTER, INC           COM              861572105      901    62119 SH       DEFINED 01                   62119
STONE ENERGY CORP              COM              861642106     5157   104711 SH       DEFINED 01                  104711
STONERIDGE, INC                COM              86183P102     1298   112885 SH       DEFINED 01                  112885
STORAGE U.S.A., INC            COM              861907103     5595   182700 SH       DEFINED 01                  182700
STORAGE TECHNOLOGY CORP        COM              862111200     9804   615146 SH       DEFINED 01                  615146
STRATTEC SECURITY CORP         COM              863111100      763    22194 SH       DEFINED 01                   22194
STRAYER EDUCATION, INC         COM              863236105      161     6200 SH       DEFINED 01                    6200
STRIDE RITE CORP               COM              863314100     2630   326200 SH       DEFINED 01                  326200
STRUCTURAL DYNAMICS RESEARCH C COM              863555108     3261   241540 SH       DEFINED 01                  241540
STRYKER CORP                   COM              863667101    36805   527669 SH       DEFINED 01                  527669
STUDENT LOAN CORP              COM              863902102      610    14900 SH       DEFINED 01                   14900
STRUM, RUGER & CO, INC         COM              864159108     1168   133500 SH       DEFINED 01                  133500
SUBURBAN LODGES OF AMERICA, IN COM              864444104        3      500 SH       DEFINED 01                     500
SUIZA FOODS CORP               COM              865077101     8430   209450 SH       DEFINED 01                  209450
SUMMIT BANCORP                 COM              866005101    32108  1223147 SH       DEFINED 01                 1223147
SUMMIT PROPERTIES, INC         COM              866239106     2628   137389 SH       DEFINED 01                  137389
SUMMIT TECHNOLOGY, INC         COM              86627E101     3196   350250 SH       DEFINED 01                  350250
SUN COMMUNITIES, INC           COM              866674104     3064   106100 SH       DEFINED 01                  106100
SUN MICROSYSTEMS, INC          COM              866810104  1415139 15102368 SH       DEFINED 01                15102368
SUNBURST HOSPITALITY CORP      COM              866948102        8     1569 SH       DEFINED 01                    1569
SUNBEAM CORP                   COM              867071102     2639   630183 SH       DEFINED 01                  630183
SUNCOR ENERGY, INC             COM              867229106    11152   257600 SH       DEFINED 01                  257600
SUNGLASS HUT INTERNATIONAL, IN COM              86736F106     2403   307550 SH       DEFINED 01                  307550
SUNGARD DATA SYSTEMS, INC      COM              867363103    33364   883822 SH       DEFINED 01                  883822
SUNOCO, INC                    COM              86764P109    17970   656442 SH       DEFINED 01                  656442
SUNQUEST INFORMATION SYSTEMS,  COM              867654105      311    27600 SH       DEFINED 01                   27600
SUNRISE ASSISTED LIVING, INC   COM              86768K106     1704   128570 SH       DEFINED 01                  128570
SUNRISE TECHNOLOGY INTERNATION COM              86769L103     2381   337900 SH       DEFINED 01                  337900
SUNSHINE MINING & REFINING CO  COM              867833501       11    14300 SH       DEFINED 01                   14300
SUNTERRA CORP                  COM              86787D109      473   236293 SH       DEFINED 01                  236293
SUNRISE MEDICAL, INC           COM              867910101      345    55200 SH       DEFINED 01                   55200
SUNTRUST BANKS, INC            COM              867914103   133468  2311140 SH       DEFINED 01                 2311140
SUPERGEN, INC                  COM              868059106     5693   118600 SH       DEFINED 01                  118600
SUPERIOR CONSULTANT HOLDINGS C COM              868146101      827    49200 SH       DEFINED 01                   49200
SUPERIOR ENERGY SERVICES, INC  COM              868157108       14     1400 SH       DEFINED 01                    1400
SUPERIOR INDUSTRIES INTERNATIO COM              868168105     3501   110500 SH       DEFINED 01                  110500
SUPERIOR NATIONAL INSURANCE GR COM              868224106       21    13300 SH       DEFINED 01                   13300
SUPERIOR TRUST I SERIES A      PFD              86836P202      312    10071 SH       DEFINED 01                   10071
SUPERIOR TELECOM, INC          COM              868365107     1970   152979 SH       DEFINED 01                  152979
SUPERVALU, INC                 COM              868536103    21110  1114695 SH       DEFINED 01                 1114695
SUSQUEHANNA BANCSHARES, INC    COM              869099101     2307   167030 SH       DEFINED 01                  167030
SWIFT ENERGY CO                COM              870738101      189    10550 SH       DEFINED 01                   10550
SWIFT TRANSPORTATION CO, INC   COM              870756103     8094   394825 SH       DEFINED 01                  394825
SYBASE, INC                    COM              871130100    11179   550355 SH       DEFINED 01                  550355
SYBRON INTERNATIONAL CORP      COM              87114F106    21055   726020 SH       DEFINED 01                  726020
SYCAMORE NETWORKS, INC         COM              871206108     6857    53156 SH       DEFINED 01                   53156
SYKES ENTERPRISES, INC         COM              871237103     3176   166600 SH       DEFINED 01                  166600
SYLVAN LEARNING SYSTEMS, INC   COM              871399101     5005   314050 SH       DEFINED 01                  314050
SYMANTEC CORP                  COM              871503108    33990   452443 SH       DEFINED 01                  452443
SYMBOL TECHNOLOGIES, INC       COM              871508107    47784   580523 SH       DEFINED 01                  580523
SYMMETRICOM, INC               COM              871543104     1949   184520 SH       DEFINED 01                  184520
SYNCOR INTERNATIONAL CORP      COM              87157J106     2297    69600 SH       DEFINED 01                   69600
SYNOPSYS, INC                  COM              871607107    21389   438741 SH       DEFINED 01                  438741
SYNOVUS FINANCIAL CORP         COM              87161C105    23444  1242081 SH       DEFINED 01                 1242081
SYNTEL, INC                    COM              87162H103     2052   137950 SH       DEFINED 01                  137950
SYNTROLEUM CORP                COM              871630109     3300   141176 SH       DEFINED 01                  141176
SYSCO CORP                     COM              871829107    97443  2730454 SH       DEFINED 01                 2730454
SYSTEMAX, INC                  COM              871851101     2244   245885 SH       DEFINED 01                  245885
SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105     5592   239232 SH       DEFINED 01                  239232
TBC CORP                       COM              872180104       46     9050 SH       DEFINED 01                    9050
TCBY ENTERPRISES, INC          COM              872245105     1125   195690 SH       DEFINED 01                  195690
TCF FINANCIAL CORP             COM              872275102    20014   840488 SH       DEFINED 01                  840488
TCSI CORP                      COM              87233R106        1      200 SH       DEFINED 01                     200
TD WATERHOUSE GROUP            COM              872362108    23567   963800 SH       DEFINED 01                  963800
TECO ENERGY, INC               COM              872375100    20122  1035232 SH       DEFINED 01                 1035232
THQ, INC                       COM              872443403     2327   130203 SH       DEFINED 01                  130203
TJX COS, INC                   COM              872540109    49508  2231343 SH       DEFINED 01                 2231343
TNP ENTERPRISES, INC           COM              872594106     3558    81200 SH       DEFINED 01                   81200
TRW, INC                       COM              872649108    35414   605371 SH       DEFINED 01                  605371
MERCATOR SOFTWARE, INC         COM              872879101     9278   111700 SH       DEFINED 01                  111700
TMP WORLDWIDE, INC             COM              872941109    34848   448200 SH       DEFINED 01                  448200
TV GUIDE, INC                  COM              87307Q109    12962   269700 SH       DEFINED 01                  269700
TAIWAN SEMICONDUCTOR MNFG CO L ADR              874039100    13321   233700 SH       DEFINED 01                  233700
TALBOTS, INC                   COM              874161102     3456    58700 SH       DEFINED 01                   58700
TALK.COM, INC                  COM              874264104     4725   295285 SH       DEFINED 01                  295285
TANDY CORP                     COM              875382103   162211  3196285 SH       DEFINED 01                 3196285
TANGER FACTORY OUTLET CENTERS, COM              875465106      679    35400 SH       DEFINED 01                   35400
TARGET CORP                    COM              87612E106   386636  5172386 SH       DEFINED 01                 5172386
TARRANT APPAREL GROUP          COM              876289109        4      500 SH       DEFINED 01                     500
TAUBMAN CENTERS, INC           COM              876664103     4564   410230 SH       DEFINED 01                  410230
TECH DATA CORP                 COM              878237106    11772   358071 SH       DEFINED 01                  358071
TECH-SYM CORP                  COM              878308105      469    23235 SH       DEFINED 01                   23235
TECHNE CORP                    COM              878377100     7907   114600 SH       DEFINED 01                  114600
TECHNITROL, INC                COM              878555101     5186    89038 SH       DEFINED 01                   89038
TECHNOLOGY SOLUTIONS CO        COM              87872T108     2316   253825 SH       DEFINED 01                  253825
TECUMSEH PRODUCTS CO (CLASS B) COM              878895101     1315    31300 SH       DEFINED 01                   31300
TECUMSEH PRODUCTS CO (CLASS A) COM              878895200     3973    90300 SH       DEFINED 01                   90300
TEJON RANCH CO                 COM              879080109      796    35090 SH       DEFINED 01                   35090
TEKELEC                        COM              879101103     7614   205100 SH       DEFINED 01                  205100
TEKTRONIX, INC                 COM              879131100    16292   290929 SH       DEFINED 01                  290929
TELEDYNE TECHNOLOGIES, INC     COM              879360105     2148   123632 SH       DEFINED 01                  123632
TELEFLEX, INC                  COM              879369106     8624   242933 SH       DEFINED 01                  242933
TELEGLOBE, INC (U.S.A.)        COM              87941V100     3475   127827 SH       DEFINED 01                  127827
TELEPHONE & DATA SYSTEMS, INC  COM              879433100    40340   363426 SH       DEFINED 01                  363426
TELESCAN, INC                  COM              879516102     2008    85000 SH       DEFINED 01                   85000
TELIGENT, INC                  COM              87959Y103    10817   161900 SH       DEFINED 01                  161900
TELLABS, INC                   COM              879664100   338407  5372864 SH       DEFINED 01                 5372864
TEMPLE-INLAND, INC             COM              879868107    19368   388824 SH       DEFINED 01                  388824
TELETECH HOLDINGS, INC         COM              879939106     5365   155500 SH       DEFINED 01                  155500
TELESYSTEM INTERNATIONAL WIREL COM              879946101    12586   346400 SH       DEFINED 01                  346400
TENFOLD CORP                   COM              88033A103     1990    32900 SH       DEFINED 01                   32900
TENET HEALTHCARE CORP          COM              88033G100   154113  6700551 SH       DEFINED 01                 6700551
TENNANT CO                     COM              880345103     5971   192600 SH       DEFINED 01                  192600
TENNECO AUTOMOTIVE, INC        COM              880349105     1767   222675 SH       DEFINED 01                  222675
TERADYNE, INC                  COM              880770102   126214  1534513 SH       DEFINED 01                 1534513
TERAYON COMMUNICATION SYSTEMS, COM              880775101    32277   157450 SH       DEFINED 01                  157450
TEREX CORP                     COM              880779103     2535   176360 SH       DEFINED 01                  176360
TERRA INDUSTRIES, INC          COM              880915103      219    94753 SH       DEFINED 01                   94753
TESORO PETROLEUM CORP          COM              881609101     2410   209581 SH       DEFINED 01                  209581
TETRA TECHNOLOGIES, INC        COM              88162F105       52     3900 SH       DEFINED 01                    3900
TETRA TECH, INC                COM              88162G103     5783   243480 SH       DEFINED 01                  243480
TEXACO, INC                    COM              881694103   201599  3759421 SH       DEFINED 01                 3759421
TEXAS INDUSTRIES, INC          COM              882491103     4792   153971 SH       DEFINED 01                  153971
TEXAS INSTRUMENTS, INC         COM              882508104  1227288  7670548 SH       DEFINED 01                 7670548
TEXAS REGIONAL BANCSHRS, INC ( COM              882673106     2643   103900 SH       DEFINED 01                  103900
TEXAS UTILITIES CO             COM              882848104    62876  2117939 SH       DEFINED 01                 2117939
TEXTRON, INC                   COM              883203101    57880   950807 SH       DEFINED 01                  950807
THEGLOBE.COM, INC              COM              88335R101      529    83028 SH       DEFINED 01                   83028
THERAGENICS CORP               COM              883375107     2727   203900 SH       DEFINED 01                  203900
THERMO BIOANALYSIS CORP        COM              88355H108      318    11500 SH       DEFINED 01                   11500
THERMO CARDIOSYSTEMS, INC      COM              88355K200      748    53400 SH       DEFINED 01                   53400
THERMO ECOTEK CORP             COM              88355R106       25     3000 SH       DEFINED 01                    3000
THERMO FIBERTEK, INC           COM              88355W105       76    11100 SH       DEFINED 01                   11100
THERMO ELECTRON CORP           COM              883556102    20947  1028072 SH       DEFINED 01                 1028072
THERMO INSTRUMENT SYSTEMS, INC COM              883559106     1629    77353 SH       DEFINED 01                   77353
THERMO OPTEK CORP              COM              883582108      128     8600 SH       DEFINED 01                    8600
THERMOQUEST CORP               COM              883655102      102     6100 SH       DEFINED 01                    6100
THERMOTREX CORP                COM              883666109       10     1000 SH       DEFINED 01                    1000
THESTREET.COM                  COM              88368Q103      531    57000 SH       DEFINED 01                   57000
THERMEDICS, INC                COM              883901100      550    67150 SH       DEFINED 01                   67150
THOMAS & BETTS CORP            COM              884315102    11561   409238 SH       DEFINED 01                  409238
THOMAS INDUSTRIES, INC         COM              884425109     2743   146277 SH       DEFINED 01                  146277
THOR INDUSTRIES, INC           COM              885160101      768    31580 SH       DEFINED 01                   31580
THORNBURG MORTAGE, INC         COM              885218107     1071   145261 SH       DEFINED 01                  145261
3DFX INTERACTIVE, INC          COM              88553X103     1657   138800 SH       DEFINED 01                  138800
3COM CORP                      COM              885535104   143675  2582921 SH       DEFINED 01                 2582921
TICKETMASTER ONLINE-CITYSEARCH COM              88633P203     4591   183191 SH       DEFINED 01                  183191
TIDEWATER, INC                 COM              886423102    17344   545192 SH       DEFINED 01                  545192
TIFFANY & CO                   COM              886547108    45583   545088 SH       DEFINED 01                  545088
TIMBERLAND CO                  COM              887100105     3231    63360 SH       DEFINED 01                   63360
TIME WARNER, INC               COM              887315109  1206260 12062597 SH       DEFINED 01                12062597
TIME WARNER TELECOM, INC       COM              887319101    11430   143775 SH       DEFINED 01                  143775
TIMES MIRROR CO SERIES A       COM              887364107    16511   177654 SH       DEFINED 01                  177654
TIMKEN CO                      COM              887389104     7097   436754 SH       DEFINED 01                  436754
TITAN CORP                     COM              888266103    10664   209100 SH       DEFINED 01                  209100
TITAN INTERNATIONAL, INC       COM              88830M102       49     6758 SH       DEFINED 01                    6758
TITANIUM METALS CORP           COM              888339108      491   112200 SH       DEFINED 01                  112200
TOLL BROTHERS, INC             COM              889478103     3169   158466 SH       DEFINED 01                  158466
TOO, INC                       COM              890333107    19150   606737 SH       DEFINED 01                  606737
TOOTSIE ROLL INDUSTRIES, INC   COM              890516107     7552   239742 SH       DEFINED 01                  239742
TOPPS, INC                     COM              890786106     2326   279790 SH       DEFINED 01                  279790
TORCHMARK CORP                 COM              891027104    40228  1739600 SH       DEFINED 01                 1739600
TORO CO                        COM              891092108     2513    83950 SH       DEFINED 01                   83950
TORONTO DOMINION BANK          COM              891160509    12847   485700 SH       DEFINED 01                  485700
TOSCO CORP                     COM              891490302    33135  1088633 SH       DEFINED 01                 1088633
TOTAL RENAL CARE HOLDINGS, INC COM              89151A107     1684   539010 SH       DEFINED 01                  539010
TOWER AUTOMOTIVE, INC          COM              891707101     4510   275445 SH       DEFINED 01                  275445
TOTAL SYSTEM SERVICES, INC     COM              891906109     2403   150799 SH       DEFINED 01                  150799
TRACK DATA CORP                COM              891918104      671    91400 SH       DEFINED 01                   91400
TOWN & COUNTRY TRUST           COM              892081100     2010   120000 SH       DEFINED 01                  120000
TOWNE SERVICES, INC            COM              892148107      165    94300 SH       DEFINED 01                   94300
TOYS "R" US, INC               COM              892335100    23404  1579992 SH       DEFINED 01                 1579992
TRACTOR SUPPLY CO              COM              892356106      127     6200 SH       DEFINED 01                    6200
TRAMMELL CROW CO               COM              89288R106     1949   176180 SH       DEFINED 01                  176180
TRANS WORLD AIRLINES, INC      COM              893349837      675   291700 SH       DEFINED 01                  291700
TRANS WORLD ENTERTAINMENT CORP COM              89336Q100     5346   534587 SH       DEFINED 01                  534587
TRANSACTION SYSTEM ARCHITECTUR COM              893416107     6902   239020 SH       DEFINED 01                  239020
TRANSATLANTIC HOLDINGS, INC    COM              893521104     2672    31257 SH       DEFINED 01                   31257
TRANS CANADA PIPELINES LTD     COM              893526103     5995   817274 SH       DEFINED 01                  817274
TRANSKARYOTIC THERAPIES, INC   COM              893735100     8116   145900 SH       DEFINED 01                  145900
TRANSPRO, INC                  COM              893885103      379    75775 SH       DEFINED 01                   75775
TRANSMONTAIGNE, INC            COM              893934109     1145   168125 SH       DEFINED 01                  168125
TRAVELERS PROPERTY CASUALTY CO COM              893939108    17254   418282 SH       DEFINED 01                  418282
TRAVELOCITY.COM, INC           COM              893953109     2893    98500 SH       DEFINED 01                   98500
TRANSWITCH CORP                COM              894065101    26901   279850 SH       DEFINED 01                  279850
TREDEGAR CORP                  COM              894650100     4903   182017 SH       DEFINED 01                  182017
TRENDWEST RESORTS, INC         COM              894917103     1543    65300 SH       DEFINED 01                   65300
TRENWICK GROUP, INC            COM              895290104      679    48053 SH       DEFINED 01                   48053
TREX CO, INC                   COM              89531P105      612    16000 SH       DEFINED 01                   16000
TREX MEDICAL CORP              COM              89531R101        0      136 SH       DEFINED 01                     136
TRIAD HOSPITALS, INC           COM              89579K109     4166   248740 SH       DEFINED 01                  248740
TRIANGLE PHARMACEUTICALS, INC  COM              89589H104     3665   232700 SH       DEFINED 01                  232700
TRIAD GUARANTY, INC            COM              895925105     1922    94600 SH       DEFINED 01                   94600
TRIARC COS, INC                COM              895927101      282    14100 SH       DEFINED 01                   14100
TRICON GLOBAL RESTAURANTS, INC COM              895953107    38387  1235785 SH       DEFINED 01                 1235785
TRIBUNE CO                     COM              896047107    57210  1564718 SH       DEFINED 01                 1564718
TRICO MARINE SERVICES, INC     COM              896106101       37     4234 SH       DEFINED 01                    4234
TRICORD SYSTEMS, INC           COM              896121100      985   103000 SH       DEFINED 01                  103000
TRIGON HEALTHCARE, INC         COM              89618L100     7379   206400 SH       DEFINED 01                  206400
TRIMBLE NAVIGATION LTD         COM              896239100     3914   152000 SH       DEFINED 01                  152000
TRIMERIS, INC                  COM              896263100     3146    63000 SH       DEFINED 01                   63000
TRINITY INDUSTRIES, INC        COM              896522109     6872   290100 SH       DEFINED 01                  290100
TRINTECH GROUP PLC - ADR       ADR              896682101     5082   130320 SH       DEFINED 01                  130320
TRIQUINT SEMICONDUCTOR, INC    COM              89674K103    15956   217094 SH       DEFINED 01                  217094
TRIUMPH GROUP, INC             COM              896818101     2355    80872 SH       DEFINED 01                   80872
TRIZEC HAHN CORP               COM              896938107      754    50000 SH       DEFINED 01                   50000
TROPICAL SPORTSWEAR INTERNATIO COM              89708P102       38     3100 SH       DEFINED 01                    3100
TRUE NORTH COMMUNICATIONS, INC COM              897844106    11967   304404 SH       DEFINED 01                  304404
TRUMP HOTEL & CASINO RESORT, I COM              898168109        4     1100 SH       DEFINED 01                    1100
TRUST CO OF NEW JERSEY         COM              898304100     1598    82500 SH       DEFINED 01                   82500
TRUSTCO BANK CORP (NEW YORK)   COM              898349105     2827   241854 SH       DEFINED 01                  241854
TRUSTMARK CORP                 COM              898402102     5275   261302 SH       DEFINED 01                  261302
TUBOSCOPE, INC                 COM              898600101     1741   102400 SH       DEFINED 01                  102400
TUESDAY MORNING CORP           COM              899035505      749    52100 SH       DEFINED 01                   52100
TUPPERWARE CORP                COM              899896104    13961   882907 SH       DEFINED 01                  882907
TUT SYSTEMS, INC               COM              901103101     4997    83900 SH       DEFINED 01                   83900
TWEETER HOME ENTERTAINMENT GRO COM              901167106     3018    68200 SH       DEFINED 01                   68200
21ST CENTURY INSURANCE GROUP   COM              90130N103     2724   126700 SH       DEFINED 01                  126700
24/7 MEDIA, INC                COM              901314104     4874   123400 SH       DEFINED 01                  123400
TWINLAB CORP                   COM              901774109     1154   161900 SH       DEFINED 01                  161900
TYCO INTERNATIONAL LTD         COM              902124106  1878771 37669584 SH       DEFINED 01                37669584
TYLER TECHNOLOGIES, INC        COM              902252105      449    75600 SH       DEFINED 01                   75600
TYSON FOODS, INC               COM              902494103    13946  1253560 SH       DEFINED 01                 1253560
UAL CORP                       COM              902549500     6958   116202 SH       DEFINED 01                  116202
UCAR INTERNATIONAL, INC        COM              90262K109     3976   301500 SH       DEFINED 01                  301500
UGI CORP                       COM              902681105     4503   208234 SH       DEFINED 01                  208234
UICI                           COM              902737105     1644   248200 SH       DEFINED 01                  248200
UMB FINANCIAL CORP             COM              902788108     3421    93095 SH       DEFINED 01                   93095
USX-MARATHON GROUP, INC        COM              902905827    61024  2341454 SH       DEFINED 01                 2341454
U.S.B. HOLDINGS CO, INC        COM              902910108      190    12745 SH       DEFINED 01                   12745
UST, INC                       COM              902911106    18878  1208217 SH       DEFINED 01                 1208217
U.S.A. DETERGENTS, INC         COM              902938109      113    48800 SH       DEFINED 01                   48800
U.S. PLASTIC LUMBER CORP       COM              902948108     1334   144200 SH       DEFINED 01                  144200
U.S. FRANCHISE SYSTEMS, INC (C COM              902956309      352    70300 SH       DEFINED 01                   70300
U.S. RESTAURANT PROPERTIES, IN COM              902971100     1379   105600 SH       DEFINED 01                  105600
U.S. BANCORP                   COM              902973106   124474  5690228 SH       DEFINED 01                 5690228
U.S. LIQUIDS, INC              COM              902974104      467    71800 SH       DEFINED 01                   71800
U.S.A. NETWORKS, INC           COM              902984103    18306   811368 SH       DEFINED 01                  811368
URS CORP                       COM              903236107     1097    83600 SH       DEFINED 01                   83600
U.S. CAN CORP                  COM              90328W105     1374    70677 SH       DEFINED 01                   70677
USG CORP                       COM              903293405    14273   340337 SH       DEFINED 01                  340337
U.S. FOODSERVICE, INC          COM              90331R101    12447   483376 SH       DEFINED 01                  483376
U.S. LEC CORP (CLASS A)        COM              90331S109     3065    77100 SH       DEFINED 01                   77100
USEC, INC                      COM              90333E108     2838   613520 SH       DEFINED 01                  613520
US INTERACTIVE, INC            COM              90334M109        8      210 SH       DEFINED 01                     210
USX-US STEEL GROUP, INC        COM              90337T101    15150   606014 SH       DEFINED 01                  606014
U.S. EXPRESS ENTERPRISES, INC  COM              90338N103      900   102100 SH       DEFINED 01                  102100
US ONCOLOGY, INC               COM              90338W103     2131   473654 SH       DEFINED 01                  473654
UTI ENERGY CORP                COM              903387108     3447    91300 SH       DEFINED 01                   91300
UBID, INC                      COM              903469104      579    19739 SH       DEFINED 01                   19739
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106    19927   785293 SH       DEFINED 01                  785293
ULTRATECH STEPPER, INC         COM              904034105     1819   127656 SH       DEFINED 01                  127656
UNICAPITAL CORP                COM              90459D108     1447   609240 SH       DEFINED 01                  609240
UNIFI, INC                     COM              904677101     2323   259925 SH       DEFINED 01                  259925
UNIFIRST CORP                  COM              904708104     1058    94061 SH       DEFINED 01                   94061
UNILEVER NV (NEW YORK SHS)     COM              904784709     4520    93914 SH       DEFINED 01                   93914
UNICOM CORP                    COM              904911104    57713  1581188 SH       DEFINED 01                 1581188
UNIGRAPHICS SOLUTIONS, INC     COM              904928108     1256    42500 SH       DEFINED 01                   42500
UNION CARBIDE CORP             COM              905581104    35794   613838 SH       DEFINED 01                  613838
UNION PACIFIC CORP             COM              907818108    72972  1865106 SH       DEFINED 01                 1865106
UNION PACIFIC RESOURCES GROUP, COM              907834105    27237  1878408 SH       DEFINED 01                 1878408
UNION PLANTERS CORP            COM              908068109    27416   889784 SH       DEFINED 01                  889784
UNIONBANCAL CORP               COM              908906100     7902   286706 SH       DEFINED 01                  286706
UNISOURCE ENERGY CORP HOLDINGS COM              909205106     3192   217360 SH       DEFINED 01                  217360
UNISYS CORP                    COM              909214108   100712  3949474 SH       DEFINED 01                 3949474
UNITED ASSET MANAGEMENT CORP   COM              909420101     5942   343200 SH       DEFINED 01                  343200
UNITED AUTO GROUP, INC         COM              909440109      948   107600 SH       DEFINED 01                  107600
UNITED COMMUNITY FINANCIAL COR COM              909839102      570    81800 SH       DEFINED 01                   81800
UNITED BANKSHARES, INC         COM              909907107     3287   149402 SH       DEFINED 01                  149402
UNITED DOMINION INDUSTRIES LTD COM              909914103      527    30200 SH       DEFINED 01                   30200
UNITED DOMINION REALTY TRUST,  COM              910197102     9702   964190 SH       DEFINED 01                  964190
UNITED FIRE & CASULTY CO       COM              910331107       13      700 SH       DEFINED 01                     700
UNITEDHEALTH GROUP, INC        COM              910581107   156085  2617774 SH       DEFINED 01                 2617774
UNITED ILLUMINATING CO         COM              910637107     3748    95500 SH       DEFINED 01                   95500
UNITED NATIONAL BANCORP        COM              910909100      446    20703 SH       DEFINED 01                   20703
UNITED NATURAL FOODS, INC      COM              911163103      575    38300 SH       DEFINED 01                   38300
UNITED RENTALS, INC            COM              911363109     4354   252387 SH       DEFINED 01                  252387
UNITED RETAIL GROUP, INC       COM              911380103       96    10100 SH       DEFINED 01                   10100
U.S. CELLULAR CORP             COM              911684108     3914    55121 SH       DEFINED 01                   55121
U.S. AIRWAYS GROUP, INC        COM              911905107    12867   462627 SH       DEFINED 01                  462627
U.S. HOME CORP                 COM              911920106     1665    43813 SH       DEFINED 01                   43813
U.S. INDUSTRIES, INC           COM              912080108     7784   703679 SH       DEFINED 01                  703679
U.S. OFFICE PRODUCTS CO        COM              912325305      354   141478 SH       DEFINED 01                  141478
U.S. WEST, INC                 COM              91273H101   263489  3628072 SH       DEFINED 01                 3628072
U.S. TRUST CORP                COM              91288L105    22334   118169 SH       DEFINED 01                  118169
UNITED STATIONERS, INC         COM              913004107     9318   261096 SH       DEFINED 01                  261096
UNITED TECHNOLOGIES CORP       COM              913017109   482188  7631067 SH       DEFINED 01                 7631067
UNITED TELEVISION, INC         COM              913066106    28196   213000 SH       DEFINED 01                  213000
UNITED THERAPEUTICS CORP       COM              91307C102    12215   157100 SH       DEFINED 01                  157100
UNITED WATER RESOURCES, INC    COM              913190104     4493   129300 SH       DEFINED 01                  129300
UNITED WISCONSIN SERVICES, INC COM              913238101       14     2500 SH       DEFINED 01                    2500
UNITEDGLOBALCOM, INC (CLASS A) COM              913247508    43837   584000 SH       DEFINED 01                  584000
UNITRIN, INC                   COM              913275103    12812   322308 SH       DEFINED 01                  322308
UNIVERSAL CORP                 COM              913456109     3067   203596 SH       DEFINED 01                  203596
UNIVERSAL FOODS CORP           COM              913538104     7676   359132 SH       DEFINED 01                  359132
UNIVERSAL FOREST PRODUCTS, INC COM              913543104     1082    87400 SH       DEFINED 01                   87400
UNIVERSAL HEALTH SERVICES, INC COM              913903100     8987   183400 SH       DEFINED 01                  183400
UNIVISION COMMUNICATIONS, INC  COM              914906102    66177   585635 SH       DEFINED 01                  585635
UNOCAL CORP                    COM              915289102    51019  1714911 SH       DEFINED 01                 1714911
UNOVA, INC                     COM              91529B106     3436   254488 SH       DEFINED 01                  254488
UNUMPROVIDENT CORP             COM              91529Y106    20062  1180133 SH       DEFINED 01                 1180133
USFREIGHTWAYS CORP             COM              916906100     7716   206100 SH       DEFINED 01                  206100
URBAN OUTFITTERS, INC          COM              917047102      709    48100 SH       DEFINED 01                   48100
URBAN SHOPPING CENTERS, INC    COM              917060105     1968    67700 SH       DEFINED 01                   67700
UROMED CORP                    COM              917274300        1      300 SH       DEFINED 01                     300
USBANCORP, INC                 COM              917292104      964    85700 SH       DEFINED 01                   85700
USINTERNETWORKING, INC         COM              917311805     7239   186800 SH       DEFINED 01                  186800
UTILICORP UNITED, INC          COM              918005109    11110   615079 SH       DEFINED 01                  615079
UTSTARCOM, INC                 COM              918076100     8579   109902 SH       DEFINED 01                  109902
VF CORP                        COM              918204108    13869   576369 SH       DEFINED 01                  576369
VTEL CORP                      COM              918333105        0       56 SH       DEFINED 01                      56
VAIL RESORTS, INC              COM              91879Q109      412    25531 SH       DEFINED 01                   25531
VALASSIS COMMUNICATIONS, INC   COM              918866104    15824   475010 SH       DEFINED 01                  475010
VALHI, INC                     COM              918905100      426    38046 SH       DEFINED 01                   38046
VALENCE TECHNOLOGY, INC        COM              918914102     4102   174100 SH       DEFINED 01                  174100
VALERO ENERGY CORP             COM              91913Y100    10014   327000 SH       DEFINED 01                  327000
VALLEY MEDIA, INC              COM              91972C106       86    14900 SH       DEFINED 01                   14900
VALLEY NATIONAL BANCORP        COM              919794107    10924   406486 SH       DEFINED 01                  406486
VALMONT INDUSTRIES             COM              920253101      669    38800 SH       DEFINED 01                   38800
VALSPAR CORP                   COM              920355104     7237   188900 SH       DEFINED 01                  188900
VALUE AMERICA, INC             COM              92038N102      182    55900 SH       DEFINED 01                   55900
VALUE CITY DEPARTMENT STORES,  COM              920387107     1088    78400 SH       DEFINED 01                   78400
VALUE LINE, INC                COM              920437100    10071   272200 SH       DEFINED 01                  272200
VALUEVISION INTERNATIONAL, INC COM              92047K107    10389   251100 SH       DEFINED 01                  251100
VARCO INTERNATIONAL, INC       COM              922126107     5527   437779 SH       DEFINED 01                  437779
VARIAN MEDICAL SYSTEMS, INC    COM              92220P105     2926    64128 SH       DEFINED 01                   64128
VARIAN, INC                    COM              922206107     8459   220428 SH       DEFINED 01                  220428
VARIAN SEMICONDUCTOR EQUIPMENT COM              922207105    13242   208128 SH       DEFINED 01                  208128
VASTAR RESOURCES, INC          COM              922380100    14193   190994 SH       DEFINED 01                  190994
VEECO INSTRUMENTS, INC         COM              922417100     5824    78704 SH       DEFINED 01                   78704
VENTAS, INC                    COM              92276F100     1401   422871 SH       DEFINED 01                  422871
VENTANA MEDICAL SYSTEMS, INC   COM              92276H106     4211    97500 SH       DEFINED 01                   97500
VENTIV HEALTH, INC             COM              922793104     1130   112265 SH       DEFINED 01                  112265
VENATOR GROUP, INC             COM              922944103     6818   762800 SH       DEFINED 01                  762800
VERITY, INC                    COM              92343C106     8024   196900 SH       DEFINED 01                  196900
VERISIGN, INC                  COM              92343E102   110143   736740 SH       DEFINED 01                  736740
VERITAS DGC, INC               COM              92343P107     3755   133500 SH       DEFINED 01                  133500
VERIO, INC                     COM              923433106    23162   514000 SH       DEFINED 01                  514000
VERITAS SOFTWARE CORP          COM              923436109   504187  3848752 SH       DEFINED 01                 3848752
VERTEX PHARMACEUTICALS, INC    COM              92532F100     7408   158240 SH       DEFINED 01                  158240
VERTICALNET, INC               COM              92532L107    35289   259481 SH       DEFINED 01                  259481
VETERINARY CENTERS OF AMERICA, COM              925514101     2111   153500 SH       DEFINED 01                  153500
VIAD CORP                      COM              92552R109    13352   583700 SH       DEFINED 01                  583700
VIASOFT, INC                   COM              92552U102     1369   212620 SH       DEFINED 01                  212620
VIACOM, INC (CLASS A)          COM              925524100    49092   918686 SH       DEFINED 01                  918686
VIACOM, INC (CLASS B)          COM              925524308   155446  2946838 SH       DEFINED 01                 2946838
VIATEL, INC                    COM              925529208   120358  2398163 SH       DEFINED 01                 2398163
VICAL, INC                     COM              925602104     4345   129700 SH       DEFINED 01                  129700
VICOR CORP                     COM              925815102     2556   142000 SH       DEFINED 01                  142000
VICORP RESTAURANTS, INC        COM              925817108     2906   139203 SH       DEFINED 01                  139203
VIA NET.WORKS, INC             COM              925912107     4144   156020 SH       DEFINED 01                  156020
VIGNETTE CORP                  COM              926734104    28375   177068 SH       DEFINED 01                  177068
VINTAGE PETROLEUM, INC         COM              927460105     6496   322800 SH       DEFINED 01                  322800
VIRCO MANUFACTURING            COM              927651109      156    15004 SH       DEFINED 01                   15004
VISHAY INTERTECHNOLOGY, INC    COM              928298108    35762   642915 SH       DEFINED 01                  642915
VISX, INC                      COM              92844S105     6571   360050 SH       DEFINED 01                  360050
VISUAL NETWORKS, INC           COM              928444108    10317   181800 SH       DEFINED 01                  181800
VITAL SIGNS, INC               COM              928469105     1833    79900 SH       DEFINED 01                   79900
VITESSE SEMICONDUCTOR CORP     COM              928497106    97690  1014960 SH       DEFINED 01                 1014960
VIZACOM, INC                   COM              92855E102       81    13212 SH       DEFINED 01                   13212
VIVUS, INC                     COM              928551100     2118   255700 SH       DEFINED 01                  255700
VLASIC FOODS INTERNATIONAL, IN COM              928559103      526   221600 SH       DEFINED 01                  221600
VODAFONE AIRTOUCH PLC ADR      ADR              92857T107   111538  2007430 SH       DEFINED 01                 2007430
VOICESTREAM WIRELESS CORP      COM              928615103   162626  1262499 SH       DEFINED 01                 1262499
VOLT INFORMATION SCIENCES, INC COM              928703107      133     3700 SH       DEFINED 01                    3700
VORNADO OPERATING CO           COM              92904N103       38     2945 SH       DEFINED 01                    2945
VORNADO REALTY TRUST           COM              929042109    20157   601700 SH       DEFINED 01                  601700
VULCAN MATERIALS CO            COM              929160109    26480   578000 SH       DEFINED 01                  578000
WFS FINANCIAL, INC             COM              92923B106      531    27300 SH       DEFINED 01                   27300
WD-40 CO                       COM              929236107     5086   242200 SH       DEFINED 01                  242200
W HOLDING CO, INC              COM              929251106     1341   139750 SH       DEFINED 01                  139750
WICOR, INC                     COM              929253102     5512   177798 SH       DEFINED 01                  177798
WLR FOODS, INC                 COM              929286102       43     7553 SH       DEFINED 01                    7553
WMS INDUSTRIES, INC            COM              929297109     1585   160456 SH       DEFINED 01                  160456
WPS RESOURCES CORP             COM              92931B106     4673   180172 SH       DEFINED 01                  180172
WABASH NATIONAL CORP           COM              929566107     1408   101050 SH       DEFINED 01                  101050
WACHOVIA CORP                  COM              929771103   103980  1539018 SH       DEFINED 01                 1539018
WACKENHUT CORP SERIES A        COM              929794105      178    12800 SH       DEFINED 01                   12800
WACKENHUT CORP SERIES B        COM              929794303     2738   272102 SH       DEFINED 01                  272102
WACKENHUT CORRECTIONS CORP     COM              929798106      711    73900 SH       DEFINED 01                   73900
WADDELL & REED FINANCIAL,INC ( COM              930059100    19976   472108 SH       DEFINED 01                  472108
WADDELL & REED FINANCIAL,INC ( COM              930059209     4009   102793 SH       DEFINED 01                  102793
WAL-MART STORES, INC           COM              931142103  1612899 29061239 SH       DEFINED 01                29061239
WALGREEN CO                    COM              931422109   196785  7642146 SH       DEFINED 01                 7642146
WALLACE COMPUTER SERVICES, INC COM              932270101     3133   265268 SH       DEFINED 01                  265268
WALTER INDUSTRIES, INC         COM              93317Q105     1289   166300 SH       DEFINED 01                  166300
WARNACO GROUP, INC (CLASS A)   COM              934390105     4351   368299 SH       DEFINED 01                  368299
WARNER-LAMBERT CO              COM              934488107   690078  7077721 SH       DEFINED 01                 7077721
WASHINGTON FEDERAL, INC        COM              938824109    11839   621037 SH       DEFINED 01                  621037
WASHINGTON GAS LIGHT CO        COM              938837101     8395   308772 SH       DEFINED 01                  308772
WASHINGTON MUTUAL, INC         COM              939322103    98591  3720430 SH       DEFINED 01                 3720430
WASHINGTON POST CO (CLASS B)   COM              939640108    28253    52224 SH       DEFINED 01                   52224
WASHINGTON REAL ESTATE INVESTM COM              939653101     3900   260027 SH       DEFINED 01                  260027
WASHINGTON TRUST BANCORP, INC  COM              940610108       32     2000 SH       DEFINED 01                    2000
WASTE CONNECTIONS, INC         COM              941053100     1345   110900 SH       DEFINED 01                  110900
WASTE INDUSTRIES, INC          COM              941058109       26     2400 SH       DEFINED 01                    2400
WASTE MANAGEMENT, INC          COM              94106L109    67941  4963745 SH       DEFINED 01                 4963745
WATER PIK TECHNOLOGIES, INC    COM              94113U100       15     2090 SH       DEFINED 01                    2090
WATERS CORP                    COM              941848103    39454   414220 SH       DEFINED 01                  414220
WATSCO, INC                    COM              942622200     1123   107638 SH       DEFINED 01                  107638
WATSON PHARMACEUTICALS, INC    COM              942683103    26312   662981 SH       DEFINED 01                  662981
WATTS INDUSTRIES, INC (CLASS A COM              942749102     1564   126400 SH       DEFINED 01                  126400
WAUSAU-MOSINEE PAPER CORP      COM              943315101     5155   398467 SH       DEFINED 01                  398467
WAVE SYSTEMS CORP (CLASS A)    COM              943526103     8870   222100 SH       DEFINED 01                  222100
WAVO CORP                      COM              944027101      687   153695 SH       DEFINED 01                  153695
WEATHERFORD INTERNATIONAL, INC COM              947074100    39043   662440 SH       DEFINED 01                  662440
WEBB (DEL) CORP                COM              947423109     1458    98458 SH       DEFINED 01                   98458
WEBLINK WIRELESS, INC          COM              94769A101     3576   267400 SH       DEFINED 01                  267400
WEBSTER FINANCIAL CORP         COM              947890109     7482   325284 SH       DEFINED 01                  325284
WEBTRENDS CORP                 COM              94844D104     6905    95900 SH       DEFINED 01                   95900
WEINGARTEN REALTY INVESTORS, I COM              948741103    13764   374529 SH       DEFINED 01                  374529
WEIS MARKETS, INC              COM              948849104     3666   107831 SH       DEFINED 01                  107831
WELLMAN, INC                   COM              949702104     3957   199700 SH       DEFINED 01                  199700
WELLPOINT HEALTH NETWORKS, INC COM              94973H108    43577   623637 SH       DEFINED 01                  623637
WELLS FARGO CO                 COM              949746101   542045 13240797 SH       DEFINED 01                13240797
WELLSFORD REAL PROPERTIES, INC COM              950240101      599    68898 SH       DEFINED 01                   68898
WENDY'S INTERNATIONAL, INC     COM              950590109     8549   423469 SH       DEFINED 01                  423469
WERNER ENTERPRISES, INC        COM              950755108     3603   211952 SH       DEFINED 01                  211952
WESBANCO, INC                  COM              950810101     1182    61200 SH       DEFINED 01                   61200
WESCO FINANCIAL CORP           COM              950817106     1701     6670 SH       DEFINED 01                    6670
WESCO INTERNATIONAL, INC       COM              95082P105     1558   201000 SH       DEFINED 01                  201000
WESLEY JESSEN VISIONCARE, INC  COM              951018100     4673   130018 SH       DEFINED 01                  130018
WEST COAST BANCORP (OREGON)    COM              952145100      785    79980 SH       DEFINED 01                   79980
WEST MARINE, INC               COM              954235107       62     6200 SH       DEFINED 01                    6200
WEST PHARMACEUTICAL SERVICES   COM              955306105     2134    84311 SH       DEFINED 01                   84311
WEST TELESERVICES CORP         COM              956188106     4424   171800 SH       DEFINED 01                  171800
WESTAFF, INC                   COM              957070105       34     3700 SH       DEFINED 01                    3700
WESTAMERICA BANCORP            COM              957090103     7051   254100 SH       DEFINED 01                  254100
WESTCOAST ENERGY, INC          COM              95751D102     3715   222383 SH       DEFINED 01                  222383
WESTELL TECHNOLOGIES, INC (CLA COM              957541105     7426   232975 SH       DEFINED 01                  232975
WESTCORP                       COM              957907108      302    21600 SH       DEFINED 01                   21600
WESTERN DIGITAL CORP           COM              958102105     9910  1332500 SH       DEFINED 01                 1332500
WESTERN GAS RESOURCES, INC     COM              958259103     1616   101800 SH       DEFINED 01                  101800
WESTERN PROPERTIES TRUST       COM              959261108      639    62300 SH       DEFINED 01                   62300
WESTERN RESOURCES, INC         COM              959425109     3964   250710 SH       DEFINED 01                  250710
WESTERN WIRELESS CORP (CLASS A COM              95988E204    15585   340200 SH       DEFINED 01                  340200
WESTFIELD AMERICA, INC         COM              959910100     2577   190000 SH       DEFINED 01                  190000
WABTEC                         COM              960386100     2972   279684 SH       DEFINED 01                  279684
WESTON (ROY F.), INC (CLASS A) COM              961137106      540   221400 SH       DEFINED 01                  221400
WESTPOINT STEVENS, INC         COM              961238102     5668   298300 SH       DEFINED 01                  298300
WESTVACO CORP                  COM              961548104    20074   601471 SH       DEFINED 01                  601471
WESTWOOD ONE, INC              COM              961815107    21366   589400 SH       DEFINED 01                  589400
WET SEAL, INC (CLASS A)        COM              961840105     1136    72100 SH       DEFINED 01                   72100
WEYERHAEUSER CO                COM              962166104    93286  1636603 SH       DEFINED 01                 1636603
WHIRLPOOL CORP                 COM              963320106    38648   659237 SH       DEFINED 01                  659237
WHITEHALL JEWELLERS, INC       COM              965063100     2263    96300 SH       DEFINED 01                   96300
WHITMAN CORP                   COM              96647R107    11291   810106 SH       DEFINED 01                  810106
WHITNEY HOLDINGS CORP          COM              966612103     4202   128800 SH       DEFINED 01                  128800
WHOLE FOODS MARKET, INC        COM              966837106     7069   170600 SH       DEFINED 01                  170600
WILD OATS MARKETS, INC         COM              96808B107     2550   124400 SH       DEFINED 01                  124400
WILEY (JOHN) & SONS, INC (CLAS COM              968223206     5281   293376 SH       DEFINED 01                  293376
WILLAMETTE INDUSTRIES, INC     COM              969133107    28343   706372 SH       DEFINED 01                  706372
WILLIAMS COS, INC              COM              969457100   136545  3107720 SH       DEFINED 01                 3107720
WILLIAMS-SONOMA, INC           COM              969904101    10310   332567 SH       DEFINED 01                  332567
WILMAR INDUSTRIES, INC         COM              971426101       56     3300 SH       DEFINED 01                    3300
WILMINGTON TRUST CORP          COM              971807102    11947   245700 SH       DEFINED 01                  245700
WIND RIVER SYSTEMS, INC        COM              973149107    11357   313283 SH       DEFINED 01                  313283
WINDMERE-DURABLE HOLDINGS, INC COM              973411101     2276   154325 SH       DEFINED 01                  154325
WINN DIXIE STORES, INC         COM              974280109     9098   468068 SH       DEFINED 01                  468068
WINNEBAGO INDUSTRIES, INC      COM              974637100     1839   101796 SH       DEFINED 01                  101796
WINSTAR COMMUNICATIONS, INC    COM              975515107    41502   691700 SH       DEFINED 01                  691700
WINSTON HOTELS, INC            COM              97563A102        1      100 SH       DEFINED 01                     100
WISCONSIN CENTRAL TRANSIT CORP COM              976592105     4199   342750 SH       DEFINED 01                  342750
WISCONSIN ENERGY CORP          COM              976657106    16659   835581 SH       DEFINED 01                  835581
WOLVERINE TUBE, INC            COM              978093102     1270    99100 SH       DEFINED 01                   99100
WOLVERINE WORLD WIDE, INC      COM              978097103     1841   167349 SH       DEFINED 01                  167349
WOODHEAD INDUSTRIES, INC       COM              979438108     4955   286200 SH       DEFINED 01                  286200
WOODWARD GOVERNOR CO           COM              980745103      403    17500 SH       DEFINED 01                   17500
WORKFLOW MANAGEMENT, INC       COM              98137N109       60     2214 SH       DEFINED 01                    2214
WORLD ACCESS, INC              COM              98141A101     6502   339951 SH       DEFINED 01                  339951
WORLDGATE COMMUNICATIONS, INC  COM              98156L307     2369    78800 SH       DEFINED 01                   78800
WORTHINGTON INDUSTRIES, INC    COM              981811102     8084   653282 SH       DEFINED 01                  653282
WORLDPAGES.COM, INC            COM              981922107      804    83500 SH       DEFINED 01                   83500
WRIGLEY (WM) JR CO             COM              982526105    16460   214285 SH       DEFINED 01                  214285
WYNDHAM INTERNATIONAL, INC     COM              983101106      963   513672 SH       DEFINED 01                  513672
WYNN'S INTERNATIONAL, INC      COM              983195108      828    59973 SH       DEFINED 01                   59973
X RITE, INC                    COM              983857103      546    53900 SH       DEFINED 01                   53900
XCEED, INC                     COM              98388N105     2172    90500 SH       DEFINED 01                   90500
XILINX, INC                    COM              983919101   478115  5773464 SH       DEFINED 01                 5773464
XIRCOM, INC                    COM              983922105     6320   170800 SH       DEFINED 01                  170800
XEROX CORP                     COM              984121103   282984 10883992 SH       DEFINED 01                10883992
XTRA CORP                      COM              984138107     3374    88800 SH       DEFINED 01                   88800
YAHOO, INC                     COM              984332106   418098  2439669 SH       DEFINED 01                 2439669
YELLOW CORP                    COM              985509108     3236   175500 SH       DEFINED 01                  175500
YORK INTERNATIONAL CORP        COM              986670107     6127   262130 SH       DEFINED 01                  262130
YORK RESEARCH CORP             COM              987048105      148    87535 SH       DEFINED 01                   87535
YOUNG & RUBICAM, INC           COM              987425105    41849   890400 SH       DEFINED 01                  890400
YOUNG BROADCASTING, INC (CLASS COM              987434107     1296    68200 SH       DEFINED 01                   68200
YOUTHSTREAM MEDIA NETWORKS, IN COM              987819109     1242    94600 SH       DEFINED 01                   94600
ZALE CORP                      COM              988858106    14431   305827 SH       DEFINED 01                  305827
ZI CORP                        COM              988918108     8945   577200 SH       DEFINED 01                  577200
ZAPATA CORP                    COM              989070503       19     3900 SH       DEFINED 01                    3900
ZEBRA TECHNOLOGY CORP          COM              989207105     9090   181800 SH       DEFINED 01                  181800
ZENITH NATIONAL INSURANCE CORP COM              989390109      955    43042 SH       DEFINED 01                   43042
ZIFF-DAVIS, INC                COM              989511100     2708   173300 SH       DEFINED 01                  173300
ZIFF-DAVIS, INC -ZDNET         COM              989511209     2193   103200 SH       DEFINED 01                  103200
ZILA, INC                      COM              989513205      158    33738 SH       DEFINED 01                   33738
ZIONS BANCORP                  COM              989701107    21941   527100 SH       DEFINED 01                  527100
ZIXIT CORP                     COM              98974P100     7949   109170 SH       DEFINED 01                  109170
ZOLTEK COS, INC                COM              98975W104        5      580 SH       DEFINED 01                     580
ZOMAX, INC                     COM              989929104     4708    78144 SH       DEFINED 01                   78144
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