TIAA CREF INVESTMENT MANAGEMENT LLC
13F-HR, 2000-08-10
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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: June 30, 2000

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

Institutional Investment Manager Filing this Report:

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

13F File Number:  28-03194

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

Person Signing this Report on Behalf of Reporting Manager:

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

Signature, Place and Date of Signing:

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



Report Type (Check only one.):

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

Report Summary:

Number of Other Included Managers:  1

Form 13F Information Table Entry Total:  3,359

Form 13F Information Table Value Total:  $  135,410,123 (thousands)



List of Other Included Managers:

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


                                                         VALUE    SHARES/  SH/ PUT/ INVSTMT       OTHER           VOTING AUTHORITY
       NAME OF ISSUER          TITLE OF CLASS   CUSIP   (x$1000)  PRN AMT  PRN CALL DSCRETN      MANAGERS        SOLE   SHARED NONE
------------------------------ -------------- --------- -------- --------- --- ---- ------- ----------------- --------- ------ -----
<S>                            <C>            <C>       <C>      <C>       <C>      <C>     <C>               <C>      <C>    <C>
DAIMLERCHRYSLER AG.            COM            D1668R123    76405   1453587 SH       DEFINED 01                  1453587
TOTAL FINA WTS 08/05/03                       F9212D142      124      3645 SH       DEFINED 01                     3645
ACE LTD                        COM            G0070K103    76750   2741056 SH       DEFINED 01                  2741056
AMDOCS LTD                     COM            G02602103    44883    584795 SH       DEFINED 01                   584795
CORECOMM LTD                   COM            G2422R109     1812     92938 SH       DEFINED 01                    92938
EVEREST RE GROUP LTD           COM            G3223R108     4243    129066 SH       DEFINED 01                   129066
GEMSTAR-TV GUIDE INTERNATIONAL COM            G3788V106     1647     26800 SH       DEFINED 01                    26800
GLOBAL CROSSING LTD            COM            G3921A100    20299    771469 SH       DEFINED 01                   771469
GLOBAL SOURCES LTD             COM            G39300101        9       355 SH       DEFINED 01                      355
OPENTV CORP                    COM            G67543101    15006    334400 SH       DEFINED 01                   334400
PXRE GROUP LTD                 COM            G73018106      223     16500 SH       DEFINED 01                    16500
RSL COMMUNICATIONS LTD (CLASS  COM            G7702U102     1430    125000 SH       DEFINED 01                   125000
SANTA FE INTERNATIONAL CORP    COM            G7805C108      873     25000 SH       DEFINED 01                    25000
TRANSOCEAN SEDCO FOREX, INC    COM            G90078109    15525    290529 SH       DEFINED 01                   290529
TRITON ENERGY LTD              COM            G90751101        1        35 SH       DEFINED 01                       35
WHITE MOUNTAINS INSURANCE GROU COM            G9618E107      198      1240 SH       DEFINED 01                     1240
XOMA LTD                       COM            G9825R107        0         3 SH       DEFINED 01                        3
XL CAPITAL LTD                 COM            G98255105    62779   1159889 SH       DEFINED 01                  1159889
CHECK POINT SOFTWARE TECHNOLOG COM            M22465104    54589    257800 SH       DEFINED 01                   257800
ORBOTECH LTD                   COM            M75253100    10746    115700 SH       DEFINED 01                   115700
ORCKIT COMMUNICATIONS LTD      COM            M7531S107    13135    436000 SH       DEFINED 01                   436000
FLEXTRONICS INTERNATIONAL LTD  COM            Y2573F102    33864    493022 SH       DEFINED 01                   493022
OMI CORP (NEW)                 COM            Y6476W104      104     19100 SH       DEFINED 01                    19100
TEEKAY SHIPPING CORP           COM            Y8564W103        7       228 SH       DEFINED 01                      228
AAR CORP                       COM            000361105     2156    179675 SH       DEFINED 01                   179675
ABC RAIL PRODUCTS CORP         COM            000752105     1091    136400 SH       DEFINED 01                   136400
ACTV, INC                      COM            00088E104     4140    277150 SH       DEFINED 01                   277150
ADC TELECOMMUNICATIONS, INC    COM            000886101   219847   2621126 SH       DEFINED 01                  2621126
ADE CORP                       COM            00089C107      241     12600 SH       DEFINED 01                    12600
ABM INDUSTRIES, INC            COM            000957100      723     31443 SH       DEFINED 01                    31443
ACT MANUFACTURING              COM            000973107      724     15600 SH       DEFINED 01                    15600
ACT NETWORKS, INC              COM            000975102     1076     70300 SH       DEFINED 01                    70300
AEP INDUSTRIES, INC            COM            001031103      159      6300 SH       DEFINED 01                     6300
AFLAC, INC                     COM            001055102    79387   1728162 SH       DEFINED 01                  1728162
AGCO CORP                      COM            001084102     5030    410600 SH       DEFINED 01                   410600
AGL RESOURCES, INC             COM            001204106     6036    378700 SH       DEFINED 01                   378700
AHL SERVICES, INC              COM            001296102      407     66400 SH       DEFINED 01                    66400
AES CORP                       COM            00130H105   100167   2195436 SH       DEFINED 01                  2195436
AK STEEL HOLDINGS CORP         COM            001547108     2124    265559 SH       DEFINED 01                   265559
AMB PROPERTY CORP              COM            00163T109    12011    526500 SH       DEFINED 01                   526500
AMC ENTERTAINMENT, INC         COM            001669100      679    139350 SH       DEFINED 01                   139350
AMFM, INC                      COM            001693100   293202   4249306 SH       DEFINED 01                  4249306
AMLI RESIDENTIAL PROPERTIES TR COM            001735109     1197     50800 SH       DEFINED 01                    50800
AMR CORP                       COM            001765106    78667   2975594 SH       DEFINED 01                  2975594
APAC CUSTOMER SERVICES, INC    COM            00185E106      253     22900 SH       DEFINED 01                    22900
ATI TECHNOLOGIES, INC          COM            001941103     1111    131700 SH       DEFINED 01                   131700
AT & T CORP                    COM            001957109   810551  25630085 SH       DEFINED 01                 25630085
AT & T CORP - LIBERTY MEDIA (C COM            001957208   620415  25584126 SH       DEFINED 01                 25584126
A.S.V., INC                    COM            001963107      269     18700 SH       DEFINED 01                    18700
ATMI, INC                      COM            00207R101     7580    163000 SH       DEFINED 01                   163000
AVT CORP                       COM            002420107     1468    199100 SH       DEFINED 01                   199100
AVX CORP                       COM            002444107     9409    410200 SH       DEFINED 01                   410200
AXA FINANCIAL, INC             COM            002451102    45808   1347300 SH       DEFINED 01                  1347300
AAMES FINANCIAL CORP           COM            00253A309        1      1220 SH       DEFINED 01                     1220
AARON RENTS, INC               COM            002535201     1725    137325 SH       DEFINED 01                   137325
ABBOTT LABORATORIES CO         COM            002824100   555412  12463654 SH       DEFINED 01                 12463654
ABERCROMBIE & FITCH CO (CLASS  COM            002896207     7960    653146 SH       DEFINED 01                   653146
ABGENIX, INC                   COM            00339B107    28263    235800 SH       DEFINED 01                   235800
ABIOMED, INC                   COM            003654100      474     15400 SH       DEFINED 01                    15400
ABOUT.COM, INC                 COM            003736105     1241     39400 SH       DEFINED 01                    39400
ABITIBI CONSOLIDATED, INC      COM            003924107     5978    644200 SH       DEFINED 01                   644200
ACCEPTANCE INSURANCE COS, INC  COM            004308102      104     20883 SH       DEFINED 01                    20883
ACCLAIM ENTERTAINMENT, INC     COM            004325205      593    412700 SH       DEFINED 01                   412700
ACCREDO HEALTH, INC            COM            00437V104     1189     34400 SH       DEFINED 01                    34400
ACCRUE SOFTWARE, INC           COM            00437W102      841     23700 SH       DEFINED 01                    23700
ACKERLEY GROUP, INC            COM            004527107      515     43854 SH       DEFINED 01                    43854
ACLARA BIOSCIENCES, INC        COM            00461P106      453      8900 SH       DEFINED 01                     8900
ACNEILSEN CORP                 COM            004833109     8621    391877 SH       DEFINED 01                   391877
ACTIVISION, INC                COM            004930202     1121    172400 SH       DEFINED 01                   172400
ACTION PERFORMANCE COS, INC    COM            004933107      774    106800 SH       DEFINED 01                   106800
ACTEL CORP                     COM            004934105     6731    147520 SH       DEFINED 01                   147520
ACTUATE CORP                   COM            00508B102     9837    184300 SH       DEFINED 01                   184300
ACUSON CORP                    COM            005113105     2183    161736 SH       DEFINED 01                   161736
ACXIOM CORP                    COM            005125109    11128    408380 SH       DEFINED 01                   408380
ADAC LABORATORIES, INC         COM            005313200      928     38675 SH       DEFINED 01                    38675
ADAPTIVE BROADBAND CORP        COM            00650M104     6166    167780 SH       DEFINED 01                   167780
ADAPTEC, INC                   COM            00651F108    68225   2998890 SH       DEFINED 01                  2998890
ADECCO S.A. ADR                ADR            006754105    24646    232235 SH       DEFINED 01                   232235
ADELPHIA BUSINESS SOLUTIONS, I COM            006847107    21979    947900 SH       DEFINED 01                   947900
ADELPHIA COMMUNICATIONS CORP ( COM            006848105    19733    420962 SH       DEFINED 01                   420962
ADMINSTAFF, INC                COM            007094105     1741     27424 SH       DEFINED 01                    27424
ADOBE SYSTEMS, INC             COM            00724F101   120429    926374 SH       DEFINED 01                   926374
ADTRAN, INC                    COM            00738A106     8841    147659 SH       DEFINED 01                   147659
ADVANCE PARADIGM, INC          COM            007491103     2886    140800 SH       DEFINED 01                   140800
ADVANCED DIGITAL INFORMATION C COM            007525108     6011    377182 SH       DEFINED 01                   377182
ADVANCED LIGHTING TECHNOLOGIES COM            00753C102     1584     85600 SH       DEFINED 01                    85600
ADVANCED FIBRE COMMUNICATIONS, COM            00754A105    27736    612109 SH       DEFINED 01                   612109
ADVANCED RADIO TELECOM CORP    COM            00754U101     2703    184800 SH       DEFINED 01                   184800
ADVANCED TISSUE SCIENCE, INC   COM            00755F103      238     29650 SH       DEFINED 01                    29650
ADVEST GROUP, INC              COM            007566102     1036     49475 SH       DEFINED 01                    49475
ADVANTAGE LEARNING SYSTEMS, IN COM            00757K100     1087     70700 SH       DEFINED 01                    70700
ADVANTICA RESTAURANT GROUP, IN COM            00758B109       48     49500 SH       DEFINED 01                    49500
ADVO, INC                      COM            007585102     5936    141330 SH       DEFINED 01                   141330
AEROFLEX, INC                  COM            007768104     6603    132900 SH       DEFINED 01                   132900
ADVANCED MICRO DEVICES, INC    COM            007903107    94072   1217757 SH       DEFINED 01                  1217757
AEGON NV ARS                   ADR            007924103     5297    148696 SH       DEFINED 01                   148696
ADVANTA CORP (CLASS A)         COM            007942105      724     59418 SH       DEFINED 01                    59418
ADVANTA CORP (CLASS B)         COM            007942204      879    103397 SH       DEFINED 01                   103397
ADVANCED ENERGY INDUSTRIES, IN COM            007973100     4532     76900 SH       DEFINED 01                    76900
ADVENT SOFTWARE, INC           COM            007974108    12171    188700 SH       DEFINED 01                   188700
AETHER SYSTEMS, INC            COM            00808V105     5371     26200 SH       DEFINED 01                    26200
AETNA, INC                     COM            008117103    65460   1019828 SH       DEFINED 01                  1019828
AFFILIATED COMPUTER SERVICES,I COM            008190100     8456    255767 SH       DEFINED 01                   255767
AFFILIATED MANAGERS GROUP, INC COM            008252108    11423    251049 SH       DEFINED 01                   251049
AFFYMETRIX, INC                COM            00826T108    29846    180750 SH       DEFINED 01                   180750
AFTERMARKET TECHNOLOGY CORP    COM            008318107      604     71100 SH       DEFINED 01                    71100
AG-CHEM EQUIPMENT CO, INC      COM            008363103        7      1000 SH       DEFINED 01                     1000
AGILENT TECHNOLOGIES, INC      COM            00846U101   230480   3125146 SH       DEFINED 01                  3125146
AGILE SOFTWARE CORP            COM            00846X105     3400     48100 SH       DEFINED 01                    48100
AGRIBRANDS INTERNATIONAL, INC  COM            00849R105     2918     69584 SH       DEFINED 01                    69584
AGRITOPE, INC                  COM            00855D107        4       672 SH       DEFINED 01                      672
AGRIUM, INC                    COM            008916108     1077    125600 SH       DEFINED 01                   125600
AIR PRODUCTS & CHEMICALS, INC  COM            009158106    53646   1741037 SH       DEFINED 01                  1741037
AIRBORNE FREIGHT CORP          COM            009266107     4988    263400 SH       DEFINED 01                   263400
AIRGAS, INC                    COM            009363102     2441    429100 SH       DEFINED 01                   429100
AIRNET SYSTEMS, INC            COM            009417106        1       200 SH       DEFINED 01                      200
AIRTRAN HOLDINGS, INC          COM            00949P108     1560    375400 SH       DEFINED 01                   375400
AKAMAI TECHNOLOGIES, INC       COM            00971T101    10556     88907 SH       DEFINED 01                    88907
ALABAMA NATIONAL BANCORP       COM            010317105      416     21000 SH       DEFINED 01                    21000
ALAMOSA PCS HOLDINGS, INC      COM            011593100      459     22000 SH       DEFINED 01                    22000
ALARIS MEDICAL, INC            COM            011637105      206    117700 SH       DEFINED 01                   117700
ALASKA AIR GROUP, INC          COM            011659109     4851    178829 SH       DEFINED 01                   178829
ALBANY INTERNATIONAL CORP (CLA COM            012348108     3147    217054 SH       DEFINED 01                   217054
ALBANY MOLECULAR RESEARCH, INC COM            012423109     1247     22900 SH       DEFINED 01                    22900
ALBEMARLE CORP                 COM            012653101     3231    163606 SH       DEFINED 01                   163606
ALBERTA ENERGY LTD             COM            012873105    13916    344800 SH       DEFINED 01                   344800
ALBERTO CULVER CO (CLASS B)    COM            013068101     6494    212467 SH       DEFINED 01                   212467
ALBERTO CULVER CO (CLASS A)    COM            013068200      596     22700 SH       DEFINED 01                    22700
ALBERTSON'S, INC               COM            013104104   100924   3035296 SH       DEFINED 01                  3035296
ALCAN ALUMINIUM CO LTD         COM            013716105    19217    619000 SH       DEFINED 01                   619000
ALCOA, INC                     COM            013817101   287890   9927242 SH       DEFINED 01                  9927242
ALCATEL S.A. ADR               ADR            013904305    18729    281637 SH       DEFINED 01                   281637
ALEXANDER & BALDWIN, INC       COM            014482103     6278    284534 SH       DEFINED 01                   284534
ALEXANDER'S, INC               COM            014752109      212      2900 SH       DEFINED 01                     2900
ALEXANDRIA REAL ESTATE EQUITIE COM            015271109     2995     87298 SH       DEFINED 01                    87298
ALEXION PHARMACEUT             COM            015351109     1194     16700 SH       DEFINED 01                    16700
ALFA CORP                      COM            015385107     2324    132800 SH       DEFINED 01                   132800
ALGOS PHARMACEUTICAL CORP      COM            015869100     1394     91400 SH       DEFINED 01                    91400
ALKERMES, INC                  COM            01642T108    19609    416100 SH       DEFINED 01                   416100
ALLAIRE CORP                   COM            016714107     4425    120400 SH       DEFINED 01                   120400
ALLEGHANY CORP (DELAWARE)      COM            017175100    16879    100471 SH       DEFINED 01                   100471
ALLEGHENY ENERGY, INC          COM            017361106    23866    871814 SH       DEFINED 01                   871814
ALLEGHENY TECHNOLOGIES, INC    COM            01741R102     9211    511716 SH       DEFINED 01                   511716
ALLEGIANCE TELECOM, INC        COM            01747T102    47029    734825 SH       DEFINED 01                   734825
ALLEN TELECOM, INC             COM            018091108     3228    182485 SH       DEFINED 01                   182485
ALLERGAN, INC                  COM            018490102    71733    962858 SH       DEFINED 01                   962858
ALLERGAN SPECIALTY THERAPEUTIC COM            018494104      294     16292 SH       DEFINED 01                    16292
ALLIANCE BANCORP               COM            01852J105      286     17400 SH       DEFINED 01                    17400
ALLIANCE SEMICONDUCTOR CORP    COM            01877H100     3176    129300 SH       DEFINED 01                   129300
ALLIANCE PHARMACEUTICAL CORP   COM            018773101      299     26600 SH       DEFINED 01                    26600
ALLIANT ENERGY CORP            COM            018802108    13573    522027 SH       DEFINED 01                   522027
ALLIANT TECHSYSTEMS, INC       COM            018804104     4276     63400 SH       DEFINED 01                    63400
ALLIED CAPITAL CORP            COM            01903Q108     5946    349740 SH       DEFINED 01                   349740
ALLIED PRODUCTS CORP           COM            019411107        1       530 SH       DEFINED 01                      530
ALLIED WASTE INDUSTRIES, INC   COM            019589308    15173   1517275 SH       DEFINED 01                  1517275
ALLMERICA FINANCIAL CORP       COM            019754100    18755    358087 SH       DEFINED 01                   358087
ALLSCRIPTS                     COM            019886100      637     27700 SH       DEFINED 01                    27700
ALLSTATE CORP                  COM            020002101   251596  11307682 SH       DEFINED 01                 11307682
ALLTEL CORP                    COM            020039103   123760   1998136 SH       DEFINED 01                  1998136
ALLTRISTA CORP                 COM            020040101     2437    114010 SH       DEFINED 01                   114010
ALPHA INDUSTRIES, INC          COM            020753109    10355    235000 SH       DEFINED 01                   235000
ALPHARMA, INC (CLASS A)        COM            020813101     8238    132341 SH       DEFINED 01                   132341
ALPINE GROUP, INC              COM            020825105      657     97339 SH       DEFINED 01                    97339
ALTERA CORP                    COM            021441100   497590   4881327 SH       DEFINED 01                  4881327
ALTEON WEBSYSTEMS, INC         COM            02145A109    18151    181400 SH       DEFINED 01                   181400
ALTERNATIVE RESOURCES CORP     COM            02145R102        2      1000 SH       DEFINED 01                     1000
ALTERRA HEALTHCARE CORP        COM            02146C104      316    157900 SH       DEFINED 01                   157900
ALZA CORP                      COM            022615108    28027    474024 SH       DEFINED 01                   474024
AMAZON.COM, INC                COM            023135106    62469   1720320 SH       DEFINED 01                  1720320
AMBAC FINANCIAL GROUP, INC     COM            023139108    29893    545363 SH       DEFINED 01                   545363
AMBASSADORS INTERNATIONAL, INC COM            023178106        2       100 SH       DEFINED 01                      100
AMCOL INTERNATIONAL CORP       COM            02341W103     3375    204550 SH       DEFINED 01                   204550
AMERADA HESS CORP              COM            023551104    38080    616686 SH       DEFINED 01                   616686
AMERCO                         COM            023586100       86      4300 SH       DEFINED 01                     4300
AMEREN CORP                    COM            023608102    28907    856494 SH       DEFINED 01                   856494
AMERICA ONLINE, INC            COM            02364J104  1050945  19923135 SH       DEFINED 01                 19923135
AMERICA WEST HOLDINGS CORP (CL COM            023657208     3697    215880 SH       DEFINED 01                   215880
AMCORE FINANCIAL, INC          COM            023912108     3476    189800 SH       DEFINED 01                   189800
AMERICAN AXLE & MANUFACTURE HO COM            024061103      375     26400 SH       DEFINED 01                    26400
AMERICAN CLASSIC VOYAGES CO    COM            024928103     1520     73700 SH       DEFINED 01                    73700
AM CAP STRATEGIES              COM            024937104      528     22100 SH       DEFINED 01                    22100
AMERICAN EAGLE OUTFITTERS, INC COM            02553E106     2826    201850 SH       DEFINED 01                   201850
AMERICAN ECOLOGY CORP          COM            025533100      426    131185 SH       DEFINED 01                   131185
AMERICAN ELECTRIC POWER CO, IN COM            025537101   114832   3876198 SH       DEFINED 01                  3876198
AMERICAN EXPRESS CO            COM            025816109   534301  10250380 SH       DEFINED 01                 10250380
AMERICAN FINANCIAL GROUP, INC  COM            025932104     6119    246608 SH       DEFINED 01                   246608
AMERICAN FREIGHTWAYS CORP      COM            02629V108     2564    176800 SH       DEFINED 01                   176800
AMERICAN GENERAL CORP          COM            026351106   113851   1866414 SH       DEFINED 01                  1866414
AMERICAN GREETINGS CORP (CLASS COM            026375105     7594    399700 SH       DEFINED 01                   399700
AMERICAN HOME PRODUCTS CORP    COM            026609107   813271  13842903 SH       DEFINED 01                 13842903
AMERICAN HOMESTAR CORP         COM            026651109      136    128200 SH       DEFINED 01                   128200
AMERICAN INDUSTRIAL PROPERTIES COM            026791202       90      6600 SH       DEFINED 01                     6600
AMERICAN INTERNATIONAL GROUP,  COM            026874107  1363773  11606578 SH       DEFINED 01                 11606578
AMERICAN ITALIAN PASTA CO (CLA COM            027070101     1121     54200 SH       DEFINED 01                    54200
AMERICAN MANAGEMENT SYSTEMS, I COM            027352103    11718    356945 SH       DEFINED 01                   356945
AMERICAN NATIONAL CAN GROUP, I COM            027714104     1023     60600 SH       DEFINED 01                    60600
AMERICAN NATIONAL INSURANCE CO COM            028591105    11149    218600 SH       DEFINED 01                   218600
AMERICAN RETIREMENT CORP       COM            028913101      570    102478 SH       DEFINED 01                   102478
AMERICAN POWER CONVERSION CORP COM            029066107    41526   1017482 SH       DEFINED 01                  1017482
AMERICAN STANDARD COS, INC     COM            029712106    20642    503475 SH       DEFINED 01                   503475
AMERICAN STATES WATER CO       COM            029899101      556     18700 SH       DEFINED 01                    18700
AMERICAN TOWER CORP (CLASS A)  COM            029912201    76491   1834874 SH       DEFINED 01                  1834874
AMERICAN SUPERCONDUCTOR CORP   COM            030111108     5505    114100 SH       DEFINED 01                   114100
AMERICAN WATER WORKS CO, INC   COM            030411102    12765    510589 SH       DEFINED 01                   510589
AMERICAN WOODMARK CORP         COM            030506109       80      3900 SH       DEFINED 01                     3900
AMERICAN XTAL TECHNOLOGY, INC  COM            030514103     5268    121800 SH       DEFINED 01                   121800
AMERICREDIT CORP               COM            03060R101     9505    559120 SH       DEFINED 01                   559120
AMERIPATH, INC                 COM            03071D109     1225    138000 SH       DEFINED 01                   138000
AMERISOURCE HEALTH CORP (CLASS COM            03071P102    11349    366100 SH       DEFINED 01                   366100
AMERITRADE HOLDINGS CORP (CLAS COM            03072H109     7606    654280 SH       DEFINED 01                   654280
AMERUS LIFE HOLDINGS, INC (CLA COM            030732101     2063    100030 SH       DEFINED 01                   100030
AMES DEPARTMENT STORES, INC    COM            030789507     1631    210500 SH       DEFINED 01                   210500
AMETEK, INC                    COM            031100100     4958    283300 SH       DEFINED 01                   283300
AMF BOWLING, INC               COM            03113V109       89    472073 SH       DEFINED 01                   472073
AMGEN, INC                     COM            031162100   766553  10911781 SH       DEFINED 01                 10911781
AMKOR TECHNOLOGY, INC          COM            031652100    23165    656000 SH       DEFINED 01                   656000
AMRESCO, INC                   COM            031909104       95    168050 SH       DEFINED 01                   168050
AMPEX CORP (CLASS A)           COM            032092108      423    250420 SH       DEFINED 01                   250420
AMPHENOL CORP (CLASS A)        COM            032095101    16493    249190 SH       DEFINED 01                   249190
AMSOUTH BANCORP                COM            032165102    42160   2676805 SH       DEFINED 01                  2676805
AMTRAN, INC                    COM            03234G106       55      4400 SH       DEFINED 01                     4400
AMYLIN PHARMACEUTICALS, INC    COM            032346108      558     36750 SH       DEFINED 01                    36750
ANACOMP, INC                   COM            032371106      132     44000 SH       DEFINED 01                    44000
ANADARKO PETROLEUM CORP        COM            032511107    73374   1487944 SH       DEFINED 01                  1487944
ANADIGICS, INC                 COM            032515108     7644    224410 SH       DEFINED 01                   224410
ANALOG DEVICES, INC            COM            032654105   366273   4819386 SH       DEFINED 01                  4819386
ANALOGIC CORP                  COM            032657207     2604     65100 SH       DEFINED 01                    65100
ANALYSTS INTERNATIONAL CORP    COM            032681108     1476    158450 SH       DEFINED 01                   158450
ANCHOR BANCORP WISCONSIN, INC  COM            032839102     9380    612600 SH       DEFINED 01                   612600
ANCHOR GAMING CO               COM            033037102     2473     51595 SH       DEFINED 01                    51595
ANCOR COMMUNICATIONS, INC      COM            03332K108     7586    212110 SH       DEFINED 01                   212110
ANDOVER BANCORP, INC           COM            034258103      236      8200 SH       DEFINED 01                     8200
ANDREW CORP                    COM            034425108    21033    626670 SH       DEFINED 01                   626670
ANDRX CORP                     COM            034551101    16211    253600 SH       DEFINED 01                   253600
ANESTA CORP                    COM            034603100     2209     88800 SH       DEFINED 01                    88800
ANHEUSER-BUSCH COS, INC        COM            035229103   252936   3386591 SH       DEFINED 01                  3386591
ANICOM, INC                    COM            035250109      659    175800 SH       DEFINED 01                   175800
ANIXTER INTERNATIONAL, INC     COM            035290105     3766    142102 SH       DEFINED 01                   142102
ANN TAYLOR STORES CORP         COM            036115103     1631     49227 SH       DEFINED 01                    49227
ANTEC CORP                     COM            03664P105     4933    118700 SH       DEFINED 01                   118700
ANTHONY & SYLAN POOLS CORP     COM            036762102        0        27 SH       DEFINED 01                       27
ANSWERTHINK, INC               COM            036916104     3505    210800 SH       DEFINED 01                   210800
AON CORP                       COM            037389103    42563   1370251 SH       DEFINED 01                  1370251
APACHE CORP                    COM            037411105   194887   3313696 SH       DEFINED 01                  3313696
APARTMENT INVESTMENT & MANAGEM COM            03748R101    19248    445047 SH       DEFINED 01                   445047
APEX, INC                      COM            037548104     5974    136550 SH       DEFINED 01                   136550
APHTON CORP                    COM            03759P101      227      8800 SH       DEFINED 01                     8800
APOGEE ENTERPRISES, INC        COM            037598109      842    238510 SH       DEFINED 01                   238510
APOLLO GROUP, INC (CLASS A)    COM            037604105    12563    448687 SH       DEFINED 01                   448687
APPLE COMPUTER, INC            COM            037833100   104666   1998388 SH       DEFINED 01                  1998388
APPLEBEE'S INTERNATIONAL, INC  COM            037899101     6478    213697 SH       DEFINED 01                   213697
APRIA HEALTHCARE GROUP, INC    COM            037933108     4258    347553 SH       DEFINED 01                   347553
APPLIED GRAPHICS TECHNOLOGIES, COM            037937109      260     61200 SH       DEFINED 01                    61200
APPLIED ANALYTICAL INDUSTRIES, COM            037939105      113     11800 SH       DEFINED 01                    11800
APPLICA, INC                   COM            03815A106     1757    155325 SH       DEFINED 01                   155325
APPLIED INDUSTRIAL TECHNOLOGIE COM            03820C105     3215    196341 SH       DEFINED 01                   196341
APPLIED MICRO CIRCUITS CORP    COM            03822W109   291602   2952929 SH       DEFINED 01                  2952929
APPLIED MATERIALS, INC         COM            038222105   591530   6527223 SH       DEFINED 01                  6527223
APPLIED POWER, INC (CLASS A)   COM            038225108    10181    303904 SH       DEFINED 01                   303904
APPLIED SCI & TECH             COM            038236105      618     23900 SH       DEFINED 01                    23900
APPLIEDTHEORY CORP             COM            03828R104      606     40400 SH       DEFINED 01                    40400
APPNET, INC                    COM            03831Q101      799     22200 SH       DEFINED 01                    22200
APTARGROUP, INC                COM            038336103     7116    263558 SH       DEFINED 01                   263558
AQUILA BIOPHARMACEUTICALS, INC COM            03839F107      133     45349 SH       DEFINED 01                    45349
ARACRUZ CELLULOSE S.A. ADR     ADR            038496204     2155    111600 SH       DEFINED 01                   111600
ARADIGM CORP                   COM            038505103      523     29900 SH       DEFINED 01                    29900
ARCH CAPITAL GROUP LTD         COM            03937L105      916     61300 SH       DEFINED 01                    61300
ARCH CHEMICALS, INC            COM            03937R102     3957    180895 SH       DEFINED 01                   180895
ARCH COAL, INC                 COM            039380100     2238    291077 SH       DEFINED 01                   291077
ARCH COMMUNICATIONS GROUP, INC COM            039381504      161     24799 SH       DEFINED 01                    24799
ARCHER DANIELS MIDLAND CO      COM            039483102    42961   4378226 SH       DEFINED 01                  4378226
ARCHSTONE COMMUNITIES TRUST    COM            039581103    13148    624232 SH       DEFINED 01                   624232
ARCTIC CAT, INC                COM            039670104     2741    230800 SH       DEFINED 01                   230800
ARDEN REALTY GROUP, INC        COM            039793104     9936    422800 SH       DEFINED 01                   422800
AREA BANCSHARES CORP           COM            039872106      515     23100 SH       DEFINED 01                    23100
ARGONAUT GROUP, INC            COM            040157109     4137    241552 SH       DEFINED 01                   241552
ARGOSY GAMING CORP             COM            040228108     2060    143300 SH       DEFINED 01                   143300
ARGUSS COMMUNICATIONS, INC     COM            040282105      642     34000 SH       DEFINED 01                    34000
ARIBA, INC                     COM            04033V104    19011    193900 SH       DEFINED 01                   193900
ARIS CORP                      COM            04040A101        0       100 SH       DEFINED 01                      100
ARMSTRONG HOLDINGS, INC        COM            042384107     3816    249184 SH       DEFINED 01                   249184
ARNOLD INDUSTRIES, INC         COM            042595108     4330    359000 SH       DEFINED 01                   359000
ARROW ELECTRONICS, INC         COM            042735100    21927    707335 SH       DEFINED 01                   707335
ARROW INTERNATIONAL, INC       COM            042764100     2772     82734 SH       DEFINED 01                    82734
ART TECHNOLOGY GROUP           COM            04289L107     3886     38500 SH       DEFINED 01                    38500
ARTISAN COMPONENTS, INC        COM            042923102        1       100 SH       DEFINED 01                      100
ARTESYN TECHNOLOGIES, INC      COM            043127109     7281    261806 SH       DEFINED 01                   261806
ARTHROCARE CORP                COM            043136100     1065     20000 SH       DEFINED 01                    20000
ARVIN INDUSTRIES, INC          COM            043339100     3006    173000 SH       DEFINED 01                   173000
ASHLAND, INC                   COM            044204105    15135    431659 SH       DEFINED 01                   431659
ASHTON TECHNOLOGY GROUP, INC   COM            045084100      475    167200 SH       DEFINED 01                   167200
ASK JEEVES, INC                COM            045174109      381     21100 SH       DEFINED 01                    21100
ASPECT TELECOMMUNICATIONS CORP COM            04523Q102    16838    428323 SH       DEFINED 01                   428323
ASPECT MEDICAL SYSTEMS, INC    COM            045235108      753     27900 SH       DEFINED 01                    27900
ASPEN TECHNOLOGY, INC          COM            045327103     7046    183000 SH       DEFINED 01                   183000
ASSISTED LIVING CONCEPTS, INC  COM            04543L109        3      4200 SH       DEFINED 01                     4200
ASSOCIATED BANC-CORP           COM            045487105    15349    703672 SH       DEFINED 01                   703672
ASSOCIATED ESTATES REALTY CORP COM            045604105      467     66700 SH       DEFINED 01                    66700
EXCITE AT HOME                 COM            045919107    27645   1332269 SH       DEFINED 01                  1332269
ASSOCIATES FIRST CAPITAL CORP  COM            046008108   192206   8614292 SH       DEFINED 01                  8614292
ASTEC INDUSTRIES, INC          COM            046224101     2768    109100 SH       DEFINED 01                   109100
ASTORIA FINANCIAL CORP         COM            046265104    34544   1341500 SH       DEFINED 01                  1341500
ASTRAZENECA PLC (SPONS ADR)    ADR            046353108     3488     75000 SH       DEFINED 01                    75000
ASYST TECHNOLOGIES, INC        COM            04648X107     9299    271500 SH       DEFINED 01                   271500
@TRACK COMMUNICATIONS, INC     COM            04648Y105       38     15800 SH       DEFINED 01                    15800
ATLANTIC COAST AIRLINES HOLDIN COM            048396105     2715     85500 SH       DEFINED 01                    85500
ATLAS AIR, INC                 COM            049164106     4289    119550 SH       DEFINED 01                   119550
ATMEL CORP                     COM            049513104    85385   2315530 SH       DEFINED 01                  2315530
ATMOS ENERGY CORP              COM            049560105     3739    213661 SH       DEFINED 01                   213661
ATWOOD OCEANICS, INC           COM            050095108     4037     90983 SH       DEFINED 01                    90983
AUDIOVOX CORP                  COM            050757103      512     23200 SH       DEFINED 01                    23200
AURORA FOODS, INC              COM            05164B106      115     28800 SH       DEFINED 01                    28800
AURORA BIOSCIENCE CORP         COM            051920106     1766     25900 SH       DEFINED 01                    25900
AUSPEX SYSTEMS, INC            COM            052116100      996    201700 SH       DEFINED 01                   201700
AUTOBYTEL.COM, INC             COM            05275N106      428     69500 SH       DEFINED 01                    69500
AUTODESK, INC                  COM            052769106    10688    308120 SH       DEFINED 01                   308120
AUTOLIV, INC                   COM            052800109    26881   1117148 SH       DEFINED 01                  1117148
AUTOMATIC DATA PROCESSING, INC COM            053015103   286360   5346280 SH       DEFINED 01                  5346280
AUTONATION, INC                COM            05329W102    17548   2484665 SH       DEFINED 01                  2484665
AUTOTOTE CORP (CLASS A)        COM            053323101      552    126170 SH       DEFINED 01                   126170
AUTOWEB.COM, INC               COM            053331104      109     51200 SH       DEFINED 01                    51200
AUTOZONE, INC                  COM            053332102    23057   1048066 SH       DEFINED 01                  1048066
AVADO BRANDS, INC              COM            05336P108      334    222800 SH       DEFINED 01                   222800
AVANEX CORP                    COM            05348W109     1433     15000 SH       DEFINED 01                    15000
AVALONBAY COMMUNITIES, INC     COM            053484101    18498    443063 SH       DEFINED 01                   443063
AVANT CORP                     COM            053487104     5047    269380 SH       DEFINED 01                   269380
AVATAR HOLDINGS, INC           COM            053494100     1592     69200 SH       DEFINED 01                    69200
AVENUE A, INC                  COM            053566105       64      7300 SH       DEFINED 01                     7300
AVERY DENNISON CORP            COM            053611109    53594    798426 SH       DEFINED 01                   798426
AVIALL, INC                    COM            05366B102      551    111535 SH       DEFINED 01                   111535
AVID TECHNOLOGIES, INC         COM            05367P100     2029    169050 SH       DEFINED 01                   169050
AVIATION SALES CO              COM            053672101      437     70600 SH       DEFINED 01                    70600
AVIRON, INC                    COM            053762100     5027    162815 SH       DEFINED 01                   162815
AVISTA CORP                    COM            05379B107     2631    150900 SH       DEFINED 01                   150900
AVIS GROUP HOLDINGS, INC       COM            053790101     2900    154664 SH       DEFINED 01                   154664
AVNET, INC                     COM            053807103    22319    376688 SH       DEFINED 01                   376688
AVON PRODUCTS, INC             COM            054303102   148890   3345836 SH       DEFINED 01                  3345836
AWARE, INC                     COM            05453N100     6217    121600 SH       DEFINED 01                   121600
AXENT TECHNOLOGIES, INC        COM            05459C108     5213    210100 SH       DEFINED 01                   210100
AXYS PHARMACEUTICALS, INC      COM            054635107        0        59 SH       DEFINED 01                       59
AZTEC TECHNOLOGY PARTNERS, INC COM            05480L101        0       122 SH       DEFINED 01                      122
AZTAR CORP                     COM            054802103     3951    254872 SH       DEFINED 01                   254872
BB&T CORP                      COM            054937107    71239   2983837 SH       DEFINED 01                  2983837
AZURIX CORP                    COM            05501M104      143     20400 SH       DEFINED 01                    20400
BCE, INC                       COM            05534B109    34007   1435542 SH       DEFINED 01                  1435542
BHC COMMUNICATIONS, INC (CLASS COM            055448104    10861     71455 SH       DEFINED 01                    71455
BISYS GROUP, INC               COM            055472104    11879    193150 SH       DEFINED 01                   193150
BJ'S WHOLESALE CLUB, INC       COM            05548J106    15069    456646 SH       DEFINED 01                   456646
BJ SERVICES CO                 COM            055482103    40375    645998 SH       DEFINED 01                   645998
BMC INDUSTRIES, INC            COM            055607105     1631    401500 SH       DEFINED 01                   401500
BOK FINANCIAL CORP             COM            05561Q201     1427     81261 SH       DEFINED 01                    81261
BP AMOCO PLC (SPONS ADR)       ADR            055622104    58366   1031881 SH       DEFINED 01                  1031881
BRE PROPERTIES, INC (CLASS A)  COM            05564E106     8342    288900 SH       DEFINED 01                   288900
BSB BANCORP, INC               COM            055652101      939     46800 SH       DEFINED 01                    46800
BT FINANCIAL CORP              COM            055763106      588     34100 SH       DEFINED 01                    34100
BMC SOFTWARE, INC              COM            055921100   183676   5034362 SH       DEFINED 01                  5034362
BACOU U.S.A., INC              COM            056439102      381     19073 SH       DEFINED 01                    19073
BAKER HUGHES, INC              COM            057224107    98022   3063202 SH       DEFINED 01                  3063202
BALDOR ELECTRIC CO             COM            057741100     2216    118999 SH       DEFINED 01                   118999
BALDWIN & LYONS, INC (CLASS B) COM            057755209       65      3800 SH       DEFINED 01                     3800
BALL CORP                      COM            058498106     6960    216230 SH       DEFINED 01                   216230
BALLARD POWER SYSTEMS, INC     COM            05858H104    16921    187100 SH       DEFINED 01                   187100
BALLY TOTAL FITNESS HOLDINGS C COM            05873K108     4594    181043 SH       DEFINED 01                   181043
BANCFIRST CORP                 COM            05945F103       13       426 SH       DEFINED 01                      426
BANCFIRST OHIO CORP            COM            059450106      255     15600 SH       DEFINED 01                    15600
BANCORPSOUTH, INC              COM            059692103     5337    379551 SH       DEFINED 01                   379551
BANCWEST CORP                  COM            059790105     8805    535644 SH       DEFINED 01                   535644
BANDAG, INC                    COM            059815100      735     30300 SH       DEFINED 01                    30300
BANDAG, INC (CLASS A)          COM            059815308     2121     92200 SH       DEFINED 01                    92200
BANK OF AMERICA CORP           COM            060505104   781823  18181921 SH       DEFINED 01                 18181921
BANK OF GRANITE CORP           COM            062401104      387     16900 SH       DEFINED 01                    16900
BANK OF MONTREAL               COM            063671101    25486    604200 SH       DEFINED 01                   604200
BANK OF NEW YORK CO, INC       COM            064057102   239229   5144712 SH       DEFINED 01                  5144712
BANK ONE CORP                  COM            06423A103   210737   7933614 SH       DEFINED 01                  7933614
BANK UNITED CORP (CLASS A)     COM            065412108     7928    225300 SH       DEFINED 01                   225300
BANKATLANTIC BANCORP, INC (CLA COM            065908105      638    108600 SH       DEFINED 01                   108600
BANKNORTH GROUP, INC           COM            06646R107    17904   1169265 SH       DEFINED 01                  1169265
BANTA CORP                     COM            066821109     4899    258700 SH       DEFINED 01                   258700
BARD (C.R.), INC               COM            067383109    17928    372538 SH       DEFINED 01                   372538
BARNES & NOBLE, INC            COM            067774109     9221    414440 SH       DEFINED 01                   414440
BARNES GROUP, INC              COM            067806109     1761    107952 SH       DEFINED 01                   107952
BARNESANDNOBLE.COM, INC        COM            067846105     1396    213800 SH       DEFINED 01                   213800
BARRICK GOLD CORP              COM            067901108    16300    902313 SH       DEFINED 01                   902313
BARNETT, INC                   COM            068062108      344     33600 SH       DEFINED 01                    33600
BARR LABORATORIES, INC         COM            068306109     6796    151650 SH       DEFINED 01                   151650
BARRA, INC                     COM            068313105     3053     61600 SH       DEFINED 01                    61600
BARRETT RESOURCES CORP         COM            068480201     5858    192460 SH       DEFINED 01                   192460
BASIN EXPLORATION, INC         COM            070107107     1929    107900 SH       DEFINED 01                   107900
BASSETT FURNITURE INDUSTRIES,  COM            070203104      428     33862 SH       DEFINED 01                    33862
BATTLE MOUNTAIN GOLD CO        COM            071593107     2311   1056564 SH       DEFINED 01                  1056564
BAUSCH & LOMB, INC             COM            071707103    39432    509623 SH       DEFINED 01                   509623
BAXTER INTERNATIONAL, INC      COM            071813109   172301   2450509 SH       DEFINED 01                  2450509
BAY VIEW CAPITAL CORP          COM            07262L101     9763    994969 SH       DEFINED 01                   994969
BE AEROSPACE, INC              COM            073302101     1220    177398 SH       DEFINED 01                   177398
BE FREE, INC                   COM            073308108      271     30100 SH       DEFINED 01                    30100
BEA SYSTEMS, INC               COM            073325102   125716   2542936 SH       DEFINED 01                  2542936
BEAR STEARNS COS, INC          COM            073902108    33935    815254 SH       DEFINED 01                   815254
BEBE STORES, INC               COM            075571109      219     26100 SH       DEFINED 01                    26100
BECKMAN COULTER, INC           COM            075811109    12030    206087 SH       DEFINED 01                   206087
BECTON DICKINSON & CO          COM            075887109    62518   2179286 SH       DEFINED 01                  2179286
BED BATH & BEYOND, INC         COM            075896100    35653    983520 SH       DEFINED 01                   983520
BEDFORD PROPERTY INVESTORS, IN COM            076446301     2738    147500 SH       DEFINED 01                   147500
BELCO OIL & GAS CORP           COM            077410108     1028    120986 SH       DEFINED 01                   120986
BELDEN, INC                    COM            077459105     4418    172400 SH       DEFINED 01                   172400
BELL & HOWELL CO               COM            077852101     2943    121364 SH       DEFINED 01                   121364
VERIZON COMMUNICATION          COM            077853109   706590  13905837 SH       DEFINED 01                 13905837
BELLSOUTH CORP                 COM            079860102   587285  13777942 SH       DEFINED 01                 13777942
BELO (A.H.) CORP SERIES A      COM            080555105     5326    307650 SH       DEFINED 01                   307650
BEMIS, INC                     COM            081437105     7808    232213 SH       DEFINED 01                   232213
BENCHMARK ELECTRONICS, INC     COM            08160H101     8696    237841 SH       DEFINED 01                   237841
BERGEN BRUNSWIG CORP (CLASS A) COM            083739102     5399    981679 SH       DEFINED 01                   981679
BERINGER WINE ESTATES HLDNGS,  COM            084102102     4926    139500 SH       DEFINED 01                   139500
BERKLEY (W.R.) CORP            COM            084423102     2160    115200 SH       DEFINED 01                   115200
BERKSHIRE HATHAWAY, INC (CLASS COM            084670108    10868       202 SH       DEFINED 01                      202
BERKSHIRE HATHAWAY, INC (CLASS COM            084670207      104        59 SH       DEFINED 01                       59
BERLITZ INTERNATIONAL, INC     COM            08520F100      868     96491 SH       DEFINED 01                    96491
BERRY PETROLEUM CO (CLASS A)   COM            085789105     1975    116195 SH       DEFINED 01                   116195
BEST BUY CO, INC               COM            086516101    90255   1426950 SH       DEFINED 01                  1426950
BESTFOODS, INC                 COM            08658U101   141117   2037790 SH       DEFINED 01                  2037790
BETHLEHEM STEEL CORP           COM            087509105     3514    986507 SH       DEFINED 01                   986507
BEVERLY ENTERPRISES, INC       COM            087851309     1827    649633 SH       DEFINED 01                   649633
BEYOND.COM CORP                COM            08860E101      254    189000 SH       DEFINED 01                   189000
BILLING CONCEPTS CORP          COM            090063108     1303    293700 SH       DEFINED 01                   293700
BINDLEY WESTERN INDUSTRIES, IN COM            090324104     5032    190349 SH       DEFINED 01                   190349
BINDVIEW DEVELOPMENT CORP      COM            090327107     3289    274100 SH       DEFINED 01                   274100
BIO-RAD LABORATORIES, INC (CLA COM            090572207     1825     72989 SH       DEFINED 01                    72989
BIO-TECHNOLOGY GENERAL CORP    COM            090578105     5382    408100 SH       DEFINED 01                   408100
BIOCHEM PHARMA, INC            COM            09058T108     5587    228700 SH       DEFINED 01                   228700
BIOGEN, INC                    COM            090597105    65474   1015098 SH       DEFINED 01                  1015098
BIOMATRIX, INC                 COM            09060P102     2326    102800 SH       DEFINED 01                   102800
BIOMARIN PHARMACEUTICAL, INC   COM            09061G101     7244    426113 SH       DEFINED 01                   426113
BIOMET, INC                    COM            090613100    33214    864100 SH       DEFINED 01                   864100
BIOPURE CORP                   COM            09065H105      410     21800 SH       DEFINED 01                    21800
BIOVAIL CORP                   COM            09067J109     2341     42220 SH       DEFINED 01                    42220
BIRMINGHAM STEEL CORP          COM            091250100      940    242452 SH       DEFINED 01                   242452
BLACK & DECKER CORP            COM            091797100    30377    772707 SH       DEFINED 01                   772707
BLACK BOX CORP                 COM            091826107     9900    125040 SH       DEFINED 01                   125040
BLACK HILLS CORP               COM            092113109     3802    168497 SH       DEFINED 01                   168497
BLAIR CORP                     COM            092828102     1208     65300 SH       DEFINED 01                    65300
BLANCH (E.W.) HOLDINGS, INC    COM            093210102     2073    102072 SH       DEFINED 01                   102072
BLOCK DRUG, INC (CLASS A)      COM            093644102     4166     98447 SH       DEFINED 01                    98447
BLOCK (H&R), INC               COM            093671105    23281    719093 SH       DEFINED 01                   719093
BLOCKBUSTER, INC               COM            093679108      339     35000 SH       DEFINED 01                    35000
BLOUNT INTERNATIONAL, INC      COM            095180105      171     22241 SH       DEFINED 01                    22241
BLUESTONE SOFTWARE, INC        COM            09623P102      444     17300 SH       DEFINED 01                    17300
BLYTH, INC                     COM            09643P108     8190    277635 SH       DEFINED 01                   277635
BOB EVANS FARMS, INC           COM            096761101     3921    262482 SH       DEFINED 01                   262482
BOCA RESORTS, INC (CLASS A)    COM            09688T106     1342    135900 SH       DEFINED 01                   135900
BOEING CO                      COM            097023105   295294   7062341 SH       DEFINED 01                  7062341
BOISE CASCADE CORP             COM            097383103     9696    374732 SH       DEFINED 01                   374732
BOMBAY, INC                    COM            097924104       59     20000 SH       DEFINED 01                    20000
BOOKHAM TECHNOLOGY PLC (SPONS  ADR            09856Q108     8435    142365 SH       DEFINED 01                   142365
BORDERS GROUP, INC             COM            099709107     8559    549967 SH       DEFINED 01                   549967
BORGWARNER, INC                COM            099724106     5821    165711 SH       DEFINED 01                   165711
BOSTON BEER CO, INC (CLASS A)  COM            100557107      373     43505 SH       DEFINED 01                    43505
BOSTON LIFE SCIENCES, INC      COM            100843408      251     28350 SH       DEFINED 01                    28350
BOSTON PROPERTIES, INC         COM            101121101    15991    414000 SH       DEFINED 01                   414000
BOSTON SCIENTIFIC CORP         COM            101137107    50844   2317692 SH       DEFINED 01                  2317692
BOTTOMLINE TECHNOLOGIES, INC   COM            101388106     1832     53600 SH       DEFINED 01                    53600
BOWATER, INC                   COM            102183100    17984    407565 SH       DEFINED 01                   407565
BOWNE & CO, INC                COM            103043105     2493    247740 SH       DEFINED 01                   247740
BOYD GAMING CORP               COM            103304101     1319    237045 SH       DEFINED 01                   237045
BOYDS COLLECTION LTD           COM            103354106      562     66100 SH       DEFINED 01                    66100
BOYKIN LODGING CO              COM            103430104     1543    114327 SH       DEFINED 01                   114327
BRADLEY REAL ESTATE, INC       COM            104580105     3927    184244 SH       DEFINED 01                   184244
BRADY CORP (CLASS A)           COM            104674106    10803    332400 SH       DEFINED 01                   332400
BRANDYWINE REALTY TRUST        COM            105368203     4754    248600 SH       DEFINED 01                   248600
BRASCAN CORP                   COM            10549P606     5743    489050 SH       DEFINED 01                   489050
BREAKAWAY SOLUTIONS, INC       COM            106372105      316     11700 SH       DEFINED 01                    11700
BRENTON BANKS, INC             COM            107211104     1025     73858 SH       DEFINED 01                    73858
BRIGGS & STRATTON CORP         COM            109043109     5250    153291 SH       DEFINED 01                   153291
BRIGHT HORIZONS FAMILY SOLUTIO COM            109195107     1052     49200 SH       DEFINED 01                    49200
BRIGHTPOINT, INC               COM            109473108     3829    442339 SH       DEFINED 01                   442339
BRINKER INTERNATIONAL, INC     COM            109641100    14821    506693 SH       DEFINED 01                   506693
BRIO TECHNOLOGY, INC           COM            109704106     2839    134000 SH       DEFINED 01                   134000
BRISTOL MYERS SQUIBB CO        COM            110122108  1165364  20006247 SH       DEFINED 01                 20006247
BRITESMILE, INC                COM            110415106      323     71700 SH       DEFINED 01                    71700
BROADBASE SOFTWARE, INC        COM            11130R100     1087     35500 SH       DEFINED 01                    35500
BROADCOM CORP (CLASS A)        COM            111320107   172577    788250 SH       DEFINED 01                   788250
BROADVISION, INC               COM            111412102    70081   1379200 SH       DEFINED 01                  1379200
BROADWING, INC                 COM            111620100    61988   2389889 SH       DEFINED 01                  2389889
BROCADE COMMUNICATIONS SYSTEMS COM            111621108    32917    179400 SH       DEFINED 01                   179400
BROOKFIELD PROPERTIES CORP     COM            112900105     2528    190600 SH       DEFINED 01                   190600
BROOKLINE BANCORP, INC         COM            113739106      193     16900 SH       DEFINED 01                    16900
BROOKS AUTOMATION, INC         COM            11434A100     4706     73600 SH       DEFINED 01                    73600
BROOKTROUT, INC                COM            114580103     1928     88400 SH       DEFINED 01                    88400
BROWN & BROWN, INC             COM            115236101     3234     62192 SH       DEFINED 01                    62192
BROWN FORMAN, INC (CLASS B)    COM            115637209    17621    327835 SH       DEFINED 01                   327835
BROWN (TOM), INC               COM            115660201     4802    208200 SH       DEFINED 01                   208200
BROWN SHOE CO, INC             COM            115736100     2368    182130 SH       DEFINED 01                   182130
BRUNSWICK CORP                 COM            117043109    11446    691108 SH       DEFINED 01                   691108
BRUSH ENGINEERED MATERIALS, IN COM            117421107      811     51900 SH       DEFINED 01                    51900
BSQUARE CORP                   COM            11776U102      200      8900 SH       DEFINED 01                     8900
BUCKEYE TECHNOLOGIES, INC      COM            118255108     6830    311327 SH       DEFINED 01                   311327
BUCKLE, INC (THE)              COM            118440106      679     57750 SH       DEFINED 01                    57750
BUDGET GROUP, INC              COM            119003101      718    174101 SH       DEFINED 01                   174101
BUFFETS, INC                   COM            119882108     3519    277350 SH       DEFINED 01                   277350
BURLINGTON COAT FACTORY WAREHO COM            121579106     1243    114944 SH       DEFINED 01                   114944
BURLINGTON INDUSTRIES, INC     COM            121693105      230    136375 SH       DEFINED 01                   136375
BURLINGTON NORTHERN SANTA FE C COM            12189T104    74296   3239083 SH       DEFINED 01                  3239083
BURLINGTON RESOURCES, INC      COM            122014103   235916   6167734 SH       DEFINED 01                  6167734
BURNHAM PACIFIC PROPERTIES, IN COM            12232C108      780    113500 SH       DEFINED 01                   113500
BURNS INTERNATIONAL SERVICES C COM            122374101     1169     93509 SH       DEFINED 01                    93509
BURR BROWN CORP                COM            122574106    20922    241350 SH       DEFINED 01                   241350
BUSH BOAKE ALLEN, INC          COM            123162109     1123     25672 SH       DEFINED 01                    25672
BUSH INDUSTRIES, INC (CLASS A) COM            123164105      681     42561 SH       DEFINED 01                    42561
BUSINESS OBJECTS S.A. (SPON AD ADR            12328X107    14100    160000 SH       DEFINED 01                   160000
BUTLER MANUFACTURING CO        COM            123655102      585     34400 SH       DEFINED 01                    34400
BUY.COM, INC                   COM            124269101       65     13000 SH       DEFINED 01                    13000
C&D TECHNOLOGIES, INC          COM            124661109    13789    244050 SH       DEFINED 01                   244050
CAIS INTERNET, INC             COM            12476Q102      724     51500 SH       DEFINED 01                    51500
CBL & ASSOCIATES PROPERTIES, I COM            124830100     4549    182396 SH       DEFINED 01                   182396
CCC INFORMATION SERVICES GROUP COM            12487Q109     1251    117700 SH       DEFINED 01                   117700
CCB FINANCIAL CORP             COM            124875105     9831    265700 SH       DEFINED 01                   265700
CB RICHARD ELLIS SERVICES GROU COM            12489L108     1329    145597 SH       DEFINED 01                   145597
CBRL GROUP, INC                COM            12489V106     3147    214245 SH       DEFINED 01                   214245
CFW COMMUNICATIONS CO          COM            124923103     3641     97100 SH       DEFINED 01                    97100
C-BRIDGE INTERNET SOLUTIONS, I COM            12500B105       87      5000 SH       DEFINED 01                     5000
C-CUBE MICROSYSTEMS, INC (NEW) COM            12501N108     6517    332100 SH       DEFINED 01                   332100
C-COR.NET CORP                 COM            125010108     5284    195700 SH       DEFINED 01                   195700
CDI CORP                       COM            125071100     1607     78848 SH       DEFINED 01                    78848
CDNOW, INC                     COM            125086108     1265    408765 SH       DEFINED 01                   408765
CDW COMPUTER CENTERS, INC      COM            125129106    21919    350700 SH       DEFINED 01                   350700
CEC ENTERTAINMENT, INC         COM            125137109     8078    315233 SH       DEFINED 01                   315233
CFS BANCORP, INC               COM            12525D102      517     56500 SH       DEFINED 01                    56500
CH ENERGY GROUP, INC           COM            12541M102     3753    110600 SH       DEFINED 01                   110600
C.H. ROBINSON WORLDWIDE, INC   COM            12541W100    12687    256300 SH       DEFINED 01                   256300
CIGNA CORP                     COM            125509109   130010   1390479 SH       DEFINED 01                  1390479
CIT GROUP, INC (CLASS A)       COM            125577106     7855    483400 SH       DEFINED 01                   483400
CKE RESTAURANTS, INC           COM            12561E105      942    313982 SH       DEFINED 01                   313982
CLECO CORP                     COM            12561W105     5014    149664 SH       DEFINED 01                   149664
CMGI, INC                      COM            125750109    68020   1484752 SH       DEFINED 01                  1484752
CMI CORP (CLASS A)             COM            125761304       47     13400 SH       DEFINED 01                    13400
CMP GROUP, INC                 COM            125887109     7167    244506 SH       DEFINED 01                   244506
CMS ENERGY CORP                COM            125896100    15449    698280 SH       DEFINED 01                   698280
CPI CORP                       COM            125902106     1764     83515 SH       DEFINED 01                    83515
CPB, INC                       COM            125903104       30      1200 SH       DEFINED 01                     1200
CSS INDUSTRIES, INC            COM            125906107      694     33978 SH       DEFINED 01                    33978
CTG RESOURCES, INC             COM            125957100     1156     31499 SH       DEFINED 01                    31499
CSK AUTO CORP                  COM            125965103     1115    147399 SH       DEFINED 01                   147399
CNA FINANCIAL CORP             COM            126117100     4247    124900 SH       DEFINED 01                   124900
CNA SURETY CORP                COM            12612L108      944     79118 SH       DEFINED 01                    79118
CNF TRANSPORTATION, INC        COM            12612W104     7185    315827 SH       DEFINED 01                   315827
CNET NETWORKS, INC             COM            12613R104     7604    309596 SH       DEFINED 01                   309596
CNS, INC                       COM            126136100       56     11820 SH       DEFINED 01                    11820
CP&L ENERGY, INC               COM            12614C106    32011   1002303 SH       DEFINED 01                  1002303
CSG SYSTEMS INTERNATIONAL, INC COM            126349109    19616    349900 SH       DEFINED 01                   349900
CSX CORP                       COM            126408103    28388   1339824 SH       DEFINED 01                  1339824
CTC COMMUNICATIONS GROUP, INC  COM            126419100     3658    101600 SH       DEFINED 01                   101600
CT COMMUNICATIONS, INC         COM            126426402      284     10000 SH       DEFINED 01                    10000
CTS CORP                       COM            126501105     7798    173296 SH       DEFINED 01                   173296
CUNO, INC                      COM            126583103      982     42450 SH       DEFINED 01                    42450
CVB FINANCIAL CORP             COM            126600105      732     46291 SH       DEFINED 01                    46291
CVS CORP                       COM            126650100   310329   7758220 SH       DEFINED 01                  7758220
CABLE & WIRELESS PLC ADR       ADR            126830207     4255     85000 SH       DEFINED 01                    85000
CABLEVISION SYSTEMS CORP (CLAS COM            12686C109    65771    969000 SH       DEFINED 01                   969000
CABLETRON SYSTEMS, INC         COM            126920107    17518    693776 SH       DEFINED 01                   693776
CABLE DESIGN TECHNOLOGIES CO   COM            126924109     6518    194576 SH       DEFINED 01                   194576
CACHEFLOW, INC                 COM            126946102     1859     30200 SH       DEFINED 01                    30200
CABOT CORP                     COM            127055101    19642    720800 SH       DEFINED 01                   720800
CABOT OIL & GAS CORP (CLASS A) COM            127097103     3479    164200 SH       DEFINED 01                   164200
CACI INTERNATIONAL, INC (CLASS COM            127190304     1227     62910 SH       DEFINED 01                    62910
CADENCE DESIGN SYSTEMS, INC    COM            127387108    38721   1900439 SH       DEFINED 01                  1900439
CADIZ, INC                     COM            127537108     1338    167300 SH       DEFINED 01                   167300
CAL DIVE INTERNATIONAL, INC    COM            127914109     2834     52300 SH       DEFINED 01                    52300
CALDERA SYSTEMS, INC           COM            128780103       89      6800 SH       DEFINED 01                     6800
CALGON CARBON CORP             COM            129603106     1771    228481 SH       DEFINED 01                   228481
CALICO COMMERCE, INC           COM            129897104      340     20900 SH       DEFINED 01                    20900
CALIFORNIA AMPLIFIER, INC      COM            129900106     1029     22500 SH       DEFINED 01                    22500
CALIFORNIA FEDERAL BANK GOODWI                130209604      110     73290 SH       DEFINED 01                    73290
CALIFORNIA FEDERAL BANK (SCLP)                130209703       48     73900 SH       DEFINED 01                    73900
CALIFORNIA WATER SERVICE GROUP COM            130788102     1523     62807 SH       DEFINED 01                    62807
CALIPER TECHNOLOGIES CORP      COM            130876105     3067     66667 SH       DEFINED 01                    66667
CALLAWAY GOLF CO               COM            131193104     8874    543994 SH       DEFINED 01                   543994
CALPINE CORP                   COM            131347106    71362   1085348 SH       DEFINED 01                  1085348
CAMBREX CORP                   COM            132011107     6920    153782 SH       DEFINED 01                   153782
CAMBRIDGE TECHNOLOGY PARTNERS, COM            132524109     3469    397900 SH       DEFINED 01                   397900
CAMDEN PROPERTY TRUST          COM            133131102     8991    306072 SH       DEFINED 01                   306072
CAMECO CORP                    COM            13321L108     3310    271000 SH       DEFINED 01                   271000
CAMPBELL SOUP CO               COM            134429109    68846   2363811 SH       DEFINED 01                  2363811
CANADIAN PACIFIC LTD           COM            135923100    18768    724200 SH       DEFINED 01                   724200
CANADIAN IMPERIAL BANK OF COMM COM            136069101    25740    938217 SH       DEFINED 01                   938217
CANADIAN OCCIDENTAL PETROLEUM  COM            136420106    11123    410478 SH       DEFINED 01                   410478
CANANDAIGUA BRANDS, INC (CLASS COM            137219200     5513    109305 SH       DEFINED 01                   109305
CAPITAL CITY BANK GROUP, INC   COM            139674105        6       300 SH       DEFINED 01                      300
CAPITAL AUTOMOTIVE REIT        COM            139733109     1047     74100 SH       DEFINED 01                    74100
CAPITAL ONE FINANCIAL CORP     COM            14040H105    64485   1445047 SH       DEFINED 01                  1445047
CAPITAL SENIOR LIVING CORP     COM            140475104      188     64100 SH       DEFINED 01                    64100
CAPITOL FEDERAL FINANCIAL      COM            14057C106     2031    183600 SH       DEFINED 01                   183600
CAPROCK COMMUNICATIONS CORP    COM            140667106     2168    111200 SH       DEFINED 01                   111200
CAPSTEAD MORTGAGE CORP         COM            14067E407      516     61578 SH       DEFINED 01                    61578
CARBIDE/GRAPHITE GROUP, INC    COM            140777103        4      1100 SH       DEFINED 01                     1100
CARBO CERAMICS, INC            COM            140781105      270      7700 SH       DEFINED 01                     7700
CARAUSTAR INDUSTRIES, INC      COM            140909102     4519    298800 SH       DEFINED 01                   298800
CARDINAL HEALTH, INC           COM            14149Y108   753335  10180208 SH       DEFINED 01                 10180208
CAREER EDUCATION CORP          COM            141665109     1416     29200 SH       DEFINED 01                    29200
CAREERBUILDER, INC             COM            141684100       75     22700 SH       DEFINED 01                    22700
CAREMARK RX, INC               COM            141705103    10243   1503506 SH       DEFINED 01                  1503506
CAREMATRIX CORP                COM            141706101       98    183567 SH       DEFINED 01                   183567
CAREY INTERNATIONAL, INC       COM            141750109      731     52700 SH       DEFINED 01                    52700
CARLISLE COS, INC              COM            142339100     9014    200300 SH       DEFINED 01                   200300
CARMIKE CINEMAS, INC (CLASS A) COM            143436103      194     49984 SH       DEFINED 01                    49984
CARNIVAL CORP (CLASS A)        COM            143658102    54891   2814941 SH       DEFINED 01                  2814941
CARRIAGE SERVICES, INC (CLASS  COM            143905107      285     84400 SH       DEFINED 01                    84400
CARPENTER TECHNOLOGY CORP      COM            144285103     2723    128922 SH       DEFINED 01                   128922
CARRAMERICA REALTY CORP        COM            144418100    13769    519600 SH       DEFINED 01                   519600
CARRIER ACCESS CORP            COM            144460102     4367     82600 SH       DEFINED 01                    82600
CARTER WALLACE, INC            COM            146285101     1302     64673 SH       DEFINED 01                    64673
CASCADE CORP                   COM            147195101        1       100 SH       DEFINED 01                      100
CASCADE NATURAL GAS CORP       COM            147339105     1100     65900 SH       DEFINED 01                    65900
CASELLA WASTE SYSTEMS, INC (CL COM            147448104      954     88700 SH       DEFINED 01                    88700
CASEY'S GENERAL STORES, INC    COM            147528103     5434    523791 SH       DEFINED 01                   523791
CASH AMERICA INTERNATIONAL, IN COM            14754D100     1084    147017 SH       DEFINED 01                   147017
CASTLE (A.M.) & CO             COM            148411101      434     52247 SH       DEFINED 01                    52247
CASTLE & COOKE, INC            COM            148433105     2386    123525 SH       DEFINED 01                   123525
CATALINA MARKETING CORP        COM            148867104    12175    119362 SH       DEFINED 01                   119362
CATALYTICA, INC                COM            148885106     5827    529700 SH       DEFINED 01                   529700
CATAPULT COMMUNICATIONS CORP   COM            149016107      477     47430 SH       DEFINED 01                    47430
CATELLUS DEVELOPMENT CORP      COM            149111106     9270    618033 SH       DEFINED 01                   618033
CATERPILLAR, INC               COM            149123101    90599   2674508 SH       DEFINED 01                  2674508
CATHAY BANCORP, INC            COM            149150104     1178     25400 SH       DEFINED 01                    25400
CATO CORP (CLASS A)            COM            149205106     2225    191400 SH       DEFINED 01                   191400
CAVALIER HOMES, INC            COM            149507105        1       400 SH       DEFINED 01                      400
CELL GENESYS, INC              COM            150921104     1117     39909 SH       DEFINED 01                    39909
CELLSTAR CORP                  COM            150925105      746    268256 SH       DEFINED 01                   268256
CELL THERAPEUTICS              COM            150934107      867     28300 SH       DEFINED 01                    28300
CELESTICA, INC                 COM            15101Q108    10827    222500 SH       DEFINED 01                   222500
CELGENE CORP                   COM            151020104    23167    393500 SH       DEFINED 01                   393500
CELL PATHWAYS, INC             COM            15114R101     3500    148916 SH       DEFINED 01                   148916
CELLULAR TECHNICAL SERVICES CO COM            151167301       17      2040 SH       DEFINED 01                     2040
CENDANT CORP                   COM            151313103    79329   5666335 SH       DEFINED 01                  5666335
CENTENNIAL BANCORP             COM            15133T104      496     57120 SH       DEFINED 01                    57120
CENTER TRUST, INC              COM            151845104      253     49900 SH       DEFINED 01                    49900
CENTERPOINT PROPERTIES CORP    COM            151895109     7975    195700 SH       DEFINED 01                   195700
CENTEX CONSTRUCTION PRODUCTS,  COM            15231R109     1468     64701 SH       DEFINED 01                    64701
CENTEX CORP                    COM            152312104     9763    415440 SH       DEFINED 01                   415440
CENTRAL GARDEN & PET CO        COM            153527106     1191    132839 SH       DEFINED 01                   132839
CENTRAL NEWSPAPERS, INC (CLASS COM            154647101    14985    236912 SH       DEFINED 01                   236912
CENTRAL PARKING CORP           COM            154785109      473     19950 SH       DEFINED 01                    19950
CENTURA BANKS, INC             COM            15640T100     8900    262254 SH       DEFINED 01                   262254
CENTURY ALUMINUM CO            COM            156431108       28      2600 SH       DEFINED 01                     2600
CENTURY BUSINESS SERVICES, INC COM            156490104     1006    519000 SH       DEFINED 01                   519000
CENTURY SOUTH BANKS, INC       COM            156683104      312     16100 SH       DEFINED 01                    16100
CENTURYTEL, INC                COM            156700106    24410    849035 SH       DEFINED 01                   849035
CEPHALON, INC                  COM            156708109    17884    298685 SH       DEFINED 01                   298685
CERIDIAN CORP                  COM            15677T106   130948   5441997 SH       DEFINED 01                  5441997
CERNER CORP                    COM            156782104     5382    197500 SH       DEFINED 01                   197500
CERTICOM CORP                  COM            156915100      347     10200 SH       DEFINED 01                    10200
CHAMPION ENTERPRISES, INC      COM            158496109     1361    279203 SH       DEFINED 01                   279203
CHAMPIONSHIP AUTO RACING TEAMS COM            158711101     1749     68600 SH       DEFINED 01                    68600
CHARLES RIVER ASSOCIATES, INC  COM            159852102     1010     57300 SH       DEFINED 01                    57300
CHARTER ONE FINANCIAL, INC     COM            160903100   120173   5224933 SH       DEFINED 01                  5224933
CHARTER MUNICIPAL MORTGAGE ACC COM            160908109      670     54452 SH       DEFINED 01                    54452
CHARMING SHOPPES, INC          COM            161133103     2335    458400 SH       DEFINED 01                   458400
CHART INDUSTRIES, INC          COM            16115Q100      563    115473 SH       DEFINED 01                   115473
CHARTER COMMUNCATIONS (CLASS A COM            16117M107     2331    141800 SH       DEFINED 01                   141800
CHARTERED SEMICONDUCTOR MANUFA ADR            16133R106    51759    575100 SH       DEFINED 01                   575100
CHASE INDUSTRIES, INC          COM            161568100       14      1504 SH       DEFINED 01                     1504
CHASE MANHATTAN CORP           COM            16161A108   631776  13715619 SH       DEFINED 01                 13715619
CHATEAU PROPERTIES, INC        COM            161726104     4342    153700 SH       DEFINED 01                   153700
CHATTEM, INC                   COM            162456107      921     67300 SH       DEFINED 01                    67300
CHEAP TICKETS, INC             COM            162672109      448     37300 SH       DEFINED 01                    37300
CHECKFREE CORP                 COM            162816102    17511    339610 SH       DEFINED 01                   339610
CHECKPOINT SYSTEMS, INC        COM            162825103     1324    176500 SH       DEFINED 01                   176500
THE CHEESECAKE FACTORY CO      COM            163072101     4072    148075 SH       DEFINED 01                   148075
CHELSEA GCA REALTY, INC        COM            163262108     3781    109400 SH       DEFINED 01                   109400
CHEMED CORP                    COM            163596109      984     34900 SH       DEFINED 01                    34900
CHEMFIRST, INC                 COM            16361A106     3636    150700 SH       DEFINED 01                   150700
CHEMICAL FINANCIAL CORP        COM            163731102      611     23503 SH       DEFINED 01                    23503
CHESAPEAKE CORP                COM            165159104     3753    126700 SH       DEFINED 01                   126700
CHESAPEAKE ENERGY CORP         COM            165167107     3510    452900 SH       DEFINED 01                   452900
CHEVRON CORP                   COM            166751107   417963   4928078 SH       DEFINED 01                  4928078
CHICO'S FAS, INC               COM            168615102     1940     97000 SH       DEFINED 01                    97000
CHILDRENS PLACE RETAIL STORES, COM            168905107     2667    130100 SH       DEFINED 01                   130100
CHINA MOBILE HK. LTD - SP ADR  ADR            169428109    13160     74013 SH       DEFINED 01                    74013
CHOICE HOTELS INTERNATIONAL, I COM            169905106     3956    398056 SH       DEFINED 01                   398056
CHIQUITA BRANDS INTERNATIONAL, COM            170032106      680    172800 SH       DEFINED 01                   172800
CHIREX, INC                    COM            170038103     2132    106600 SH       DEFINED 01                   106600
CHIRON CORP                    COM            170040109    25892    545087 SH       DEFINED 01                   545087
CHITTENDEN CORP                COM            170228100     5848    239308 SH       DEFINED 01                   239308
CHOICEPOINT, INC               COM            170388102    15200    341571 SH       DEFINED 01                   341571
CHORDIANT SOFTWARE             COM            170404107      125      7500 SH       DEFINED 01                     7500
CHRIS CRAFT INDUSTRIES, INC    COM            170520100     5752     87063 SH       DEFINED 01                    87063
CHUBB CORP                     COM            171232101    66788   1085984 SH       DEFINED 01                  1085984
CHURCH & DWIGHT CO, INC        COM            171340102     5134    285200 SH       DEFINED 01                   285200
CHURCHILL DOWNS, INC           COM            171484108      374     16000 SH       DEFINED 01                    16000
CHYRON CORP                    COM            171605207        1       400 SH       DEFINED 01                      400
CIBER, INC                     COM            17163B102     4247    320516 SH       DEFINED 01                   320516
CIDCO, INC                     COM            171768104        1       400 SH       DEFINED 01                      400
CIENA CORP                     COM            171779101   558458   3350330 SH       DEFINED 01                  3350330
CINCINNATI FINANCIAL CORP      COM            172062101    31654   1006894 SH       DEFINED 01                  1006894
CINERGY CORP                   COM            172474108    35018   1376621 SH       DEFINED 01                  1376621
CIRCLE INTERNATIONAL GROUP, IN COM            172574105     1994     79350 SH       DEFINED 01                    79350
CIRCOR INTERNATIONAL, INC      COM            17273K109      685     83650 SH       DEFINED 01                    83650
CIRCUIT CITY STORES-CIRCUIT CI COM            172737108   106913   3221474 SH       DEFINED 01                  3221474
CISCO SYSTEMS, INC             COM            17275R102  4891548  76956503 SH       DEFINED 01                 76956503
CIRRUS LOGIC, INC              COM            172755100     7798    487400 SH       DEFINED 01                   487400
CITADEL COMMUNICATIONS CORP    COM            172853202     3469     99300 SH       DEFINED 01                    99300
CINTAS CORP                    COM            172908105    28632    780431 SH       DEFINED 01                   780431
CITIGROUP, INC                 COM            172967101  1786253  29647355 SH       DEFINED 01                 29647355
CITIZENS BANKING CORP (MICHIGA COM            174420109     4496    276934 SH       DEFINED 01                   276934
CITIZENS COMMUNICATIONS CO     COM            17453B101    26273   1523070 SH       DEFINED 01                  1523070
CITRIX SYSTEMS, INC            COM            177376100    23989   1266720 SH       DEFINED 01                  1266720
CITY HOLDINGS CO               COM            177835105      125     21209 SH       DEFINED 01                    21209
CITY NATIONAL CORP             COM            178566105     9567    275300 SH       DEFINED 01                   275300
CLAIRES STORES, INC            COM            179584107     3762    195447 SH       DEFINED 01                   195447
CLARCOR, INC                   COM            179895107     3336    167850 SH       DEFINED 01                   167850
CLARENT CORP                   COM            180461105     1945     27200 SH       DEFINED 01                    27200
CLAYTON HOMES, INC             COM            184190106     6036    754494 SH       DEFINED 01                   754494
CLEAN HARBORS, INC             COM            184496107      855    414740 SH       DEFINED 01                   414740
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CLEVELAND CLIFFS, INC          COM            185896107     2003     77581 SH       DEFINED 01                    77581
CLOROX CO                      COM            189054109    78857   1759700 SH       DEFINED 01                  1759700
CLOSURE MEDICAL CORP           COM            189093107     1086     47200 SH       DEFINED 01                    47200
COACHMEN INDUSTRIES, INC       COM            189873102      555     48300 SH       DEFINED 01                    48300
COAST FEDERAL LITIGATION CONTI                19034Q110     1065    655100 SH       DEFINED 01                   655100
COASTAL CORP                   COM            190441105    75945   1247559 SH       DEFINED 01                  1247559
COCA COLA BOTTLING CO CONSOLID COM            191098102    11839    260200 SH       DEFINED 01                   260200
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COCA COLA ENTERPRISES, INC     COM            191219104    33885   2077258 SH       DEFINED 01                  2077258
COEUR D'ALENE MINES CORP       COM            192108108       46     19000 SH       DEFINED 01                    19000
COGNEX CORP                    COM            192422103    14024    271000 SH       DEFINED 01                   271000
COGNOS, INC                    COM            19244C109    24014    581400 SH       DEFINED 01                   581400
COGNIZANT TECHNOLOGY SOLUTIONS COM            192446102     1523     45900 SH       DEFINED 01                    45900
COHERENT, INC                  COM            192479103    12974    154680 SH       DEFINED 01                   154680
COHESION TECHNOLOGIES, INC     COM            19248N101       59      5000 SH       DEFINED 01                     5000
COHU, INC                      COM            192576106     3692    136900 SH       DEFINED 01                   136900
COINSTAR, INC                  COM            19259P300     1502    149300 SH       DEFINED 01                   149300
COLDWATER CREEK, INC           COM            193068103     2678     88900 SH       DEFINED 01                    88900
COLE NATIONAL CORP (CLASS A)   COM            193290103       18      2500 SH       DEFINED 01                     2500
KENNETH COLE PRODUCTIONS, INC  COM            193294105     1403     35078 SH       DEFINED 01                    35078
COLGATE PALMOLIVE CO           COM            194162103   375672   6274270 SH       DEFINED 01                  6274270
COLLINS & AIKMAN CORP          COM            194830105     1444    278349 SH       DEFINED 01                   278349
COLONIAL BANCGROUP, INC        COM            195493309     5933    659200 SH       DEFINED 01                   659200
COLONIAL PROPERTIES TRUST      COM            195872106     4673    170700 SH       DEFINED 01                   170700
COLUMBIA BANKING SYSTEM, INC   COM            197236102        2       192 SH       DEFINED 01                      192
COLUMBIA ENERGY GROUP          COM            197648108    63638    969722 SH       DEFINED 01                   969722
COLUMBIA LABORATORIES, INC     COM            197779101      984    171100 SH       DEFINED 01                   171100
COLUMBIA SPORTSWEAR CO         COM            198516106     1693     63000 SH       DEFINED 01                    63000
COLUMBUS MCKINNON CORP         COM            199333105      819     59000 SH       DEFINED 01                    59000
COMFORT SYSTEMS U.S.A., INC    COM            199908104      710    177444 SH       DEFINED 01                   177444
COMCAST CORP (CLASS A)         COM            200300101    27800    715100 SH       DEFINED 01                   715100
COMCAST CORP (CLASS A) SPECIAL COM            200300200   214763   5302792 SH       DEFINED 01                  5302792
COMCAST CORP 10/15/29          PFD            200300507    76912    668800 SH       DEFINED 01                   668800
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COMERICA, INC                  COM            200340107    50570   1126908 SH       DEFINED 01                  1126908
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COMMERCE BANCSHARES, INC       COM            200525103    12361    415497 SH       DEFINED 01                   415497
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COMMERCE ONE, INC              COM            200693109     5000    110200 SH       DEFINED 01                   110200
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COMMERCIAL METALS CO           COM            201723103     4230    153821 SH       DEFINED 01                   153821
COMMERCIAL NET LEASE REALTY, I COM            202218103      956     91040 SH       DEFINED 01                    91040
COMMONWEALTH BANCORP, INC      COM            20268X102      741     62400 SH       DEFINED 01                    62400
COMMONWEALTH TELEPHONE ENTERPR COM            203349105     3658     77732 SH       DEFINED 01                    77732
COMMSCOPE, INC                 COM            203372107    11116    271129 SH       DEFINED 01                   271129
COMMUNITY BANK SYSTEM, INC     COM            203607106      663     29900 SH       DEFINED 01                    29900
COMMUNITY FIRST BANKSHARES, IN COM            203902101     5969    365900 SH       DEFINED 01                   365900
COMMUNITY TRUST BANCORP, INC   COM            204149108     1217     68827 SH       DEFINED 01                    68827
COMPASS BANCSHARES, INC        COM            20449H109    16514    967825 SH       DEFINED 01                   967825
COMPAQ COMPUTER CORP           COM            204493100   551604  21578642 SH       DEFINED 01                 21578642
COMPLETE BUSINESS SOLUTIONS, I COM            20452F107     3121    177695 SH       DEFINED 01                   177695
COMPUCREDIT CORP               COM            20478N100     1893     63100 SH       DEFINED 01                    63100
COMPUCOM SYSTEMS, INC          COM            204780100      206    126800 SH       DEFINED 01                   126800
COMPUTER ASSOCIATES INTERNATIO COM            204912109   199858   3904421 SH       DEFINED 01                  3904421
COMPUTER NETWORK TECHNOLOGY CO COM            204925101     3119    179500 SH       DEFINED 01                   179500
COMPUTER LEARNING CENTERS, INC COM            205199102        0       334 SH       DEFINED 01                      334
COMPUTER SCIENCES CORP         COM            205363104   104752   1402537 SH       DEFINED 01                  1402537
COMPUTER TASK GROUP, INC       COM            205477102      607    119997 SH       DEFINED 01                   119997
COMPX INTERNATIONAL, INC       COM            20563P101      126      6200 SH       DEFINED 01                     6200
COMPUWARE CORP                 COM            205638109    23463   2261490 SH       DEFINED 01                  2261490
COMSAT CORP                    COM            20564D107      318     13544 SH       DEFINED 01                    13544
COMSTOCK RESOURCES, INC        COM            205768203      225     28100 SH       DEFINED 01                    28100
COMVERSE TECHNOLOGY, INC       COM            205862402    98318   1057182 SH       DEFINED 01                  1057182
CONAGRA, INC                   COM            205887102    62163   3261005 SH       DEFINED 01                  3261005
COMPUTER HORIZONS CORP         COM            205908106     3162    235315 SH       DEFINED 01                   235315
COMSHARE, INC                  COM            205912108        0        45 SH       DEFINED 01                       45
COM21, INC                     COM            205937105     3265    130600 SH       DEFINED 01                   130600
CONCORD COMMUNICATIONS, INC    COM            206186108     4801    120400 SH       DEFINED 01                   120400
CONCORD EFS, INC               COM            206197105    45447   1747945 SH       DEFINED 01                  1747945
CONCUR TECHNOLOGIES, INC       COM            206708109      425    101400 SH       DEFINED 01                   101400
CONCURRENT COMPUTER CORP       COM            206710204     5064    385841 SH       DEFINED 01                   385841
CONECTIV, INC                  COM            206829103    11924    766170 SH       DEFINED 01                   766170
CONECTIV, INC (CLASS A)        COM            206829202     1616     66299 SH       DEFINED 01                    66299
CONEXANT SYSTEMS, INC          COM            207142100    59687   1227502 SH       DEFINED 01                  1227502
CONMED CORP                    COM            207410101     3713    143500 SH       DEFINED 01                   143500
CONOCO, INC (CLASS A)          COM            208251306      561     25500 SH       DEFINED 01                    25500
CONOCO, INC (CLASS B)          COM            208251405   133355   5429229 SH       DEFINED 01                  5429229
CONSECO, INC                   COM            208464107    16732   1716153 SH       DEFINED 01                  1716153
CONSOL ENERGY, INC             COM            20854P109    20213   1336400 SH       DEFINED 01                  1336400
CONSOLIDATED EDISON CO OF NEW  COM            209115104    47830   1614519 SH       DEFINED 01                  1614519
CONSOLIDATED FREIGHTWAYS CORP  COM            209232107      633    155700 SH       DEFINED 01                   155700
CONSOLIDATED GRAPHICS, INC     COM            209341106      948    101120 SH       DEFINED 01                   101120
CONSOLIDATED PAPERS, INC       COM            209759109    18481    505464 SH       DEFINED 01                   505464
CONSOLIDATED PRODUCTS, INC     COM            209798107      541     60121 SH       DEFINED 01                    60121
CONSOLIDATED STORES CORP       COM            210149100     8423    701909 SH       DEFINED 01                   701909
CONSTELLATION ENERGY GROUP     COM            210371100    30273    929683 SH       DEFINED 01                   929683
CONTIFINANCIAL CORP            COM            21075V107        2     76600 SH       DEFINED 01                    76600
CONTINENTAL AIRLINES, INC (CLA COM            210795308    17750    377653 SH       DEFINED 01                   377653
CONVERGYS CORP                 COM            212485106      640     12336 SH       DEFINED 01                    12336
COOPER CAMERON CORP            COM            216640102    29319    444225 SH       DEFINED 01                   444225
COOPER COS, INC                COM            216648402     3804    104575 SH       DEFINED 01                   104575
COOPER INDUSTRIES, INC         COM            216669101    81482   2502318 SH       DEFINED 01                  2502318
COOPER TIRE & RUBBER CO        COM            216831107     4738    425920 SH       DEFINED 01                   425920
COORS (ADOLPH) CO (CLASS B)    COM            217016104    15822    261517 SH       DEFINED 01                   261517
COORSTEK, INC                  COM            217020106      251      5461 SH       DEFINED 01                     5461
COPART, INC                    COM            217204106     5784    361500 SH       DEFINED 01                   361500
COPPER MOUNTAIN NETWORKS, INC  COM            217510106    12350    140140 SH       DEFINED 01                   140140
COPYTELE, INC                  COM            217721109       59     37500 SH       DEFINED 01                    37500
COR THERAPEUTICS, INC          COM            217753102    20829    244150 SH       DEFINED 01                   244150
COREL CORP                     COM            21868Q109      269     69400 SH       DEFINED 01                    69400
CORINTHIAN COLLEGES, INC       COM            218868107       45      1900 SH       DEFINED 01                     1900
CORIXA CORP                    COM            21887F100     5011    116700 SH       DEFINED 01                   116700
CORN PRODUCTS INTERNATIONAL, I COM            219023108     7131    269100 SH       DEFINED 01                   269100
CORNELL COS, INC               COM            219141108      302     37800 SH       DEFINED 01                    37800
CORNERSTONE REALTY INCOME TRUS COM            21922V102     1660    166000 SH       DEFINED 01                   166000
CORNING, INC                   COM            219350105   719480   2665975 SH       DEFINED 01                  2665975
CORPORATE EXECUTIVE BOARD CO   COM            21988R102     3736     62400 SH       DEFINED 01                    62400
CORUS BANKSHARES, INC          COM            220873103     1605     60700 SH       DEFINED 01                    60700
COST PLUS, INC                 COM            221485105     4490    156500 SH       DEFINED 01                   156500
COSTCO WHOLESALE CORP          COM            22160K105   105727   3203852 SH       DEFINED 01                  3203852
COSTAR GROUP, INC              COM            22160N109     1484     59200 SH       DEFINED 01                    59200
COTELLIGENT, INC               COM            221630106      555     97500 SH       DEFINED 01                    97500
COULTER PHARMACEUTICALS, INC   COM            222116105     2932    143000 SH       DEFINED 01                   143000
COUNTRYWIDE CREDIT INDUSTRIES, COM            222372104    19877    655737 SH       DEFINED 01                   655737
COUSINS PROPERTIES, INC        COM            222795106     6827    177319 SH       DEFINED 01                   177319
COVAD COMMUNICATIONS GROUP, IN COM            222814204    13572    841650 SH       DEFINED 01                   841650
COVANCE, INC                   COM            222816100     4102    465529 SH       DEFINED 01                   465529
COVENANT TRANSPORT, INC (CLASS COM            22284P105      727     90900 SH       DEFINED 01                    90900
COVENTRY HEALTH CARE, INC      COM            222862104     5269    395300 SH       DEFINED 01                   395300
COX COMMUNICATIONS, INC (CLASS COM            224044107    56216   1233826 SH       DEFINED 01                  1233826
COX RADIO, INC (CLASS A)       COM            224051102     5670    202500 SH       DEFINED 01                   202500
CRANE CO                       COM            224399105     9114    374874 SH       DEFINED 01                   374874
CRAWFORD & CO (CLASS B)        COM            224633107     2130    193663 SH       DEFINED 01                   193663
CRAWFORD & CO (CLASS A)        COM            224633206     2542    235100 SH       DEFINED 01                   235100
CREATIVE BIOMOLECULES, INC     COM            225270107      253     18080 SH       DEFINED 01                    18080
CREDENCE SYSTEMS CORP          COM            225302108    21529    390112 SH       DEFINED 01                   390112
CREDIT ACCEPTANCE CORP         COM            225310101     1580    284100 SH       DEFINED 01                   284100
CREDITRUST CORP                COM            225429109       40     30200 SH       DEFINED 01                    30200
CREE, INC                      COM            225447101    24537    183800 SH       DEFINED 01                   183800
CRESCENDO PHARMACEUTICALS CORP COM            225637107       82      4050 SH       DEFINED 01                     4050
CRESCENT REAL ESTATE EQUITIES  COM            225756105    16160    788300 SH       DEFINED 01                   788300
CRESTLINE CAPITAL CORP         COM            226153104     2549    149370 SH       DEFINED 01                   149370
CRIIMI MAE, INC                COM            226603108       31     22890 SH       DEFINED 01                    22890
CRITICAL PATH, INC             COM            22674V100     8008    137326 SH       DEFINED 01                   137326
CROMPTON CORP                  COM            227116100    12355   1008543 SH       DEFINED 01                  1008543
CROSS TIMBERS OIL CO           COM            227573102     8098    366000 SH       DEFINED 01                   366000
CROSSMAN COMMUNITIES, INC      COM            22764E109     1280     77600 SH       DEFINED 01                    77600
CROSSROADS SYSTEMS, INC        COM            22765D100      477     18900 SH       DEFINED 01                    18900
CROWN AMERICAN REALTY TRUST    COM            228186102      893    166094 SH       DEFINED 01                   166094
CROWN CASTLE INTERNATIONAL COR COM            228227104    16976    465100 SH       DEFINED 01                   465100
CROWN CORK & SEAL CO, INC      COM            228255105    14246    949728 SH       DEFINED 01                   949728
CUBIC CORP                     COM            229669106     1779     94880 SH       DEFINED 01                    94880
CULLEN FROST BANKERS, INC      COM            229899109    14451    549200 SH       DEFINED 01                   549200
CUMMINS ENGINE CO, INC         COM            231021106     9260    339800 SH       DEFINED 01                   339800
CUMULUS MEDIA, INC             COM            231082108     1267    138900 SH       DEFINED 01                   138900
CURAGEN CORP                   COM            23126R101     1328     34900 SH       DEFINED 01                    34900
CURATIVE HEALTH SERVICES, INC  COM            231264102      537     89100 SH       DEFINED 01                    89100
CURTISS WRIGHT CORP            COM            231561101     1952     52500 SH       DEFINED 01                    52500
CYBERIAN OUTPOST, INC          COM            231914102      534    111000 SH       DEFINED 01                   111000
CYBER-CARE, INC                COM            23243T105      280     28100 SH       DEFINED 01                    28100
CYBERCASH, INC                 COM            232462101      642    135200 SH       DEFINED 01                   135200
CYBERSOURCE CORP               COM            23251J106      459     33200 SH       DEFINED 01                    33200
CYBERONICS, INC                COM            23251P102     1594    132800 SH       DEFINED 01                   132800
CYBEROPTICS THERAPEUTICS CORP  COM            232517102      930     20100 SH       DEFINED 01                    20100
CYBEX COMPUTER PRODUCTS CORP   COM            232522102     4984    117617 SH       DEFINED 01                   117617
CYGNUS, INC                    COM            232560102     2428    170400 SH       DEFINED 01                   170400
CYLINK CORP                    COM            232565101      169     10100 SH       DEFINED 01                    10100
CYMER, INC                     COM            232572107    11297    236581 SH       DEFINED 01                   236581
CYPRESS SEMICONDUCTOR CORP     COM            232806109    39428    933200 SH       DEFINED 01                   933200
CYTEC INDUSTRIES, INC          COM            232820100     9074    367557 SH       DEFINED 01                   367557
CYTOGEN CORP                   COM            232824102      372     36736 SH       DEFINED 01                    36736
CYTYC CORP                     COM            232946103    14705    275500 SH       DEFINED 01                   275500
DQE, INC                       COM            23329J104    28356    717863 SH       DEFINED 01                   717863
DPL, INC                       COM            233293109    17346    790717 SH       DEFINED 01                   790717
HORTON (D.R.), INC             COM            23331A109     4324    318809 SH       DEFINED 01                   318809
DSP GROUP, INC                 COM            23332B106     7955    142050 SH       DEFINED 01                   142050
DST SYSTEMS, INC               COM            233326107    20891    274432 SH       DEFINED 01                   274432
DT INDUSTRIES, INC             COM            23333J108        1       100 SH       DEFINED 01                      100
DTE ENERGY CO                  COM            233331107    68182   2230914 SH       DEFINED 01                  2230914
DVI, INC                       COM            233343102      987     61700 SH       DEFINED 01                    61700
DAIN RAUSCHER CORP             COM            233856103     2521     38200 SH       DEFINED 01                    38200
DAISYTEK INTERNATIONAL CORP    COM            234053106     1070    113400 SH       DEFINED 01                   113400
DAL-TILE INTERNATIONAL, INC    COM            23426R108     2703    327600 SH       DEFINED 01                   327600
DALLAS SEMICONDUCTOR CORP      COM            235204104    18202    446670 SH       DEFINED 01                   446670
DAN RIVER, INC (CLASS A)       COM            235774106      804    169210 SH       DEFINED 01                   169210
DANA CORP                      COM            235811106    30696   1448801 SH       DEFINED 01                  1448801
DANAHER CORP                   COM            235851102    37659    761742 SH       DEFINED 01                   761742
DARDEN RESTAURANTS, INC        COM            237194105    16811   1034525 SH       DEFINED 01                  1034525
DATA BROADCASTING CORP         COM            237596101     1024    162238 SH       DEFINED 01                   162238
DATASCOPE CORP                 COM            238113104     2970     82500 SH       DEFINED 01                    82500
DATASTREAM SYSTEMS, INC        COM            238124101     1531    122490 SH       DEFINED 01                   122490
DAVE & BUSTER'S, INC           COM            23833N104      349     55850 SH       DEFINED 01                    55850
DAVID'S BRIDAL, INC            COM            238576102      652     56400 SH       DEFINED 01                    56400
DAVOX CORP                     COM            239208101      281     21700 SH       DEFINED 01                    21700
DAY RUNNER, INC                COM            239545205       23     20520 SH       DEFINED 01                    20520
DEAN FOODS CO                  COM            242361103     7757    244799 SH       DEFINED 01                   244799
DEB SHOPS, INC                 COM            242728103     1760    140800 SH       DEFINED 01                   140800
DEERE & CO                     COM            244199105    70185   1896890 SH       DEFINED 01                  1896890
DEL MONTE FOODS CO             COM            24522P103     1271    186600 SH       DEFINED 01                   186600
DELCO REMY INTERNATIONAL, INC  COM            246626105     1011    121622 SH       DEFINED 01                   121622
DELHAIZE AMERICA, INC (CLASS A COM            246688105      186     10517 SH       DEFINED 01                    10517
DELHAIZE AMERICA, INC (CLASS B COM            246688204    12166    791309 SH       DEFINED 01                   791309
DELIA*S, INC                   COM            246885107      112     47100 SH       DEFINED 01                    47100
DELL COMPUTER CORP             COM            247025109  1169588  23717877 SH       DEFINED 01                 23717877
DELPHI AUTOMOTIVE SYSTEMS CORP COM            247126105    51697   3550042 SH       DEFINED 01                  3550042
DELPHI FINANCIAL GROUP, INC    COM            247131105     3254     95869 SH       DEFINED 01                    95869
DELTA & PINE LAND CO           COM            247357106     6592    263042 SH       DEFINED 01                   263042
DELTA AIRLINES, INC            COM            247361108    53376   1055644 SH       DEFINED 01                  1055644
DELTEK SYSTEMS, INC            COM            24785A108        1       100 SH       DEFINED 01                      100
DELTIC TIMBER CORP             COM            247850100     1158     54165 SH       DEFINED 01                    54165
DELUXE CORP                    COM            248019101    12857    545635 SH       DEFINED 01                   545635
DENDRITE INTERNATIONAL, INC    COM            248239105     7472    224300 SH       DEFINED 01                   224300
DENTSPLY INTERNATIONAL, INC    COM            249030107     9253    300300 SH       DEFINED 01                   300300
DEPARTMENT 56, INC             COM            249509100     1153    104832 SH       DEFINED 01                   104832
THE DESCARTES SYSTMES GROUP, I COM            249906108    24564    827200 SH       DEFINED 01                   827200
DETROIT DIESEL CORP            COM            250837101     1704    115500 SH       DEFINED 01                   115500
DEVELOPERS DIVERSIFIED REALTY  COM            251591103     6130    410400 SH       DEFINED 01                   410400
DEVON ENERGY CORP (NEW)        COM            25179M103    17589    313043 SH       DEFINED 01                   313043
DEVRY, INC                     COM            251893103    11241    425181 SH       DEFINED 01                   425181
DEXTER CORP                    COM            252165105     7803    162560 SH       DEFINED 01                   162560
DIA MET MINERALS LTD (CLASS B) COM            25243K307     1096     81200 SH       DEFINED 01                    81200
DIAGNOSTIC PRODUCTS CORP       COM            252450101     2516     78616 SH       DEFINED 01                    78616
DIAL CORP                      COM            25247D101     7440    717107 SH       DEFINED 01                   717107
DIAMOND OFFSHORE DRILLING, INC COM            25271C102    10789    307159 SH       DEFINED 01                   307159
DIAMOND TECH PARTNERS, INC (CL COM            252762109     6310     71700 SH       DEFINED 01                    71700
DIEBOLD, INC                   COM            253651103    14205    509599 SH       DEFINED 01                   509599
DIGI INTERNATIONAL, INC        COM            253798102        0         5 SH       DEFINED 01                        5
DIGITAL IMPACT, INC            COM            25385G106      218     15400 SH       DEFINED 01                    15400
DIGITAL INSIGHT CO             COM            25385P106      479     14100 SH       DEFINED 01                    14100
DIGITAL LIGHTWAVE, INC         COM            253855100     1246     12388 SH       DEFINED 01                    12388
DIGITAL MICROWAVE CORP         COM            253859102    18784    492700 SH       DEFINED 01                   492700
DIGITAL RIVER, INC             COM            25388B104      906    117800 SH       DEFINED 01                   117800
DIME COMMUNITY BANCORP, INC    COM            253922108     1992    122600 SH       DEFINED 01                   122600
DILLARDS, INC (CLASS A)        COM            254067101     8178    667600 SH       DEFINED 01                   667600
DIME BANCORP, INC              COM            25429Q102    11590    735900 SH       DEFINED 01                   735900
DIMON, INC                     COM            254394109      919    432320 SH       DEFINED 01                   432320
DIONEX CORP                    COM            254546104     4443    166100 SH       DEFINED 01                   166100
DISCOUNT AUTO PARTS, INC       COM            254642101      592     59198 SH       DEFINED 01                    59198
DISNEY (WALT) CO               COM            254687106   734033  18912280 SH       DEFINED 01                 18912280
WALT DISNEY INTERNET GROUP     COM            254687205     5388    451341 SH       DEFINED 01                   451341
DISPATCH MANAGEMENT SERVICES C COM            254927106        1       500 SH       DEFINED 01                      500
DIRECT FOCUS, INC              COM            254931108     2587     52800 SH       DEFINED 01                    52800
DITECH COMMUNICATIONS          COM            25500M103     4113     43500 SH       DEFINED 01                    43500
DOBSON COMMUNICATIONS CORP     COM            256069105      635     33000 SH       DEFINED 01                    33000
DOCUMENTUM, INC                COM            256159104    10448    116900 SH       DEFINED 01                   116900
DOLE FOOD, INC                 COM            256605106     4331    309357 SH       DEFINED 01                   309357
DOLLAR GENERAL CORP            COM            256669102    21503   1102696 SH       DEFINED 01                  1102696
DOLLAR THRIFTY AUTOMOTIVE GROU COM            256743105     2958    160418 SH       DEFINED 01                   160418
DOLLAR TREE STORES, INC        COM            256747106    27813    703017 SH       DEFINED 01                   703017
DOMINION RESOURCES, INC        COM            25746U109    73694   1718819 SH       DEFINED 01                  1718819
DOMTAR, INC                    COM            257561100     4526    487700 SH       DEFINED 01                   487700
DONALDSON CO, INC              COM            257651109     5733    290257 SH       DEFINED 01                   290257
DONALDSON, LUFKIN & JENRETTE,  COM            257661108    13414    316100 SH       DEFINED 01                   316100
DLJ DIRECT                     COM            257661504      735    103100 SH       DEFINED 01                   103100
DONNA KARAN INTERNATIONAL, INC COM            257826107      766    120200 SH       DEFINED 01                   120200
DONNELLEY (R.R.) & SONS CO     COM            257867101    14718    652308 SH       DEFINED 01                   652308
DORAL FINANCIAL CORP           COM            25811P100     3115    272353 SH       DEFINED 01                   272353
DOUBLECLICK, INC               COM            258609304    24881    652612 SH       DEFINED 01                   652612
DOVER CORP                     COM            260003108    56470   1392172 SH       DEFINED 01                  1392172
DOVER DOWNS ENTERTAINMENT, INC COM            260086103      540     38600 SH       DEFINED 01                    38600
DOW CHEMICAL CO                COM            260543103   170723   5655414 SH       DEFINED 01                  5655414
DOW JONES & CO, INC            COM            260561105     8368    114236 SH       DEFINED 01                   114236
DOWNEY FINANCIAL CORP          COM            261018105     3917    135055 SH       DEFINED 01                   135055
DRESS BARN, INC                COM            261570105     2429    109800 SH       DEFINED 01                   109800
DREXLER TECHNOLOGY CORP        COM            261876106        3       267 SH       DEFINED 01                      267
DREYERS GRAND ICE CREAM, INC   COM            261878102     2231    106244 SH       DEFINED 01                   106244
DRIL-QUIP, INC                 COM            262037104     3034     64900 SH       DEFINED 01                    64900
DRUGSTORE.COM, INC             COM            262241102      115     15300 SH       DEFINED 01                    15300
DSL.NET, INC                   COM            262506108      320     31000 SH       DEFINED 01                    31000
DU PONT (E.I.) DE NEMOURS & CO COM            263534109   384400   8786294 SH       DEFINED 01                  8786294
DUANE READE, INC               COM            263578106     3328    129236 SH       DEFINED 01                   129236
DUCOMMUN, INC                  COM            264147109      740     61995 SH       DEFINED 01                    61995
DUKE ENERGY CORP               COM            264399106   129762   2301760 SH       DEFINED 01                  2301760
DUKE-WEEKS REALTY CORP         COM            264411505    19183    857334 SH       DEFINED 01                   857334
DUN & BRADSTREET CORP          COM            26483B106    33887   1183815 SH       DEFINED 01                  1183815
DURA AUTOMOTIVE SYSTEMS, INC   COM            265903104     1169    108093 SH       DEFINED 01                   108093
DUPONT PHOTOMASKS, INC         COM            26613X101     2927     42731 SH       DEFINED 01                    42731
DURA PHARMACEUTICALS, INC      COM            26632S109     4481    311750 SH       DEFINED 01                   311750
DURAMED PHARMACEUTICALS, INC   COM            266354109      867    159400 SH       DEFINED 01                   159400
DYCOM INDUSTRIES, INC          COM            267475101    14043    305290 SH       DEFINED 01                   305290
DYNEGY, INC                    COM            26816Q101    63104    923753 SH       DEFINED 01                   923753
EEX CORP                       COM            26842V207     1716    295208 SH       DEFINED 01                   295208
E4L, INC                       COM            268452109      204    251411 SH       DEFINED 01                   251411
EGL, INC                       COM            268484102     3481    113200 SH       DEFINED 01                   113200
E-LOAN, INC                    COM            26861P107       46      9600 SH       DEFINED 01                     9600
EMC CORP                       COM            268648102  2046490  26599384 SH       DEFINED 01                 26599384
ENSCO INTERNATIONAL, INC       COM            26874Q100    43042   1201874 SH       DEFINED 01                  1201874
EOG RESOURCES, INC             COM            26875P101    18100    540300 SH       DEFINED 01                   540300
E.PIPHANY, INC                 COM            26881V100     3259     30400 SH       DEFINED 01                    30400
ESS TECHNOLOGY, INC            COM            269151106     2647    182521 SH       DEFINED 01                   182521
E.SPIRE COMMUNICATIONS, INC    COM            269153102     3056    452700 SH       DEFINED 01                   452700
E-TEK DYNAMICS, INC            COM            269240107    55341    209775 SH       DEFINED 01                   209775
E'TOWN CORP                    COM            269242103      341      5137 SH       DEFINED 01                     5137
E TRADE GROUP, INC             COM            269246104    26722   1619491 SH       DEFINED 01                  1619491
E-Z-EM, INC (CLASS A)          COM            269305207     1099    169000 SH       DEFINED 01                   169000
E-Z-EM, INC (CLASS B)          COM            269305306     1706    231367 SH       DEFINED 01                   231367
EARTHGRAINS CO                 COM            270319106     8705    447844 SH       DEFINED 01                   447844
EARTHSHELL CORP                COM            27032B100     1464    482980 SH       DEFINED 01                   482980
EARTHWEB, INC                  COM            27032C108      627     44800 SH       DEFINED 01                    44800
EARTHLINK, INC                 COM            270321102     8191    530574 SH       DEFINED 01                   530574
EAST WEST BANCORP, INC         COM            27579R104     2255    156900 SH       DEFINED 01                   156900
EASTERN ENTERPRISES CO         COM            27637F100    10164    161338 SH       DEFINED 01                   161338
EASTGROUP PROPERTIES, INC      COM            277276101     2266    107600 SH       DEFINED 01                   107600
EASTMAN CHEMICAL CO            COM            277432100    27031    566098 SH       DEFINED 01                   566098
EASTMAN KODAK CO               COM            277461109   144553   2429467 SH       DEFINED 01                  2429467
EATON CORP                     COM            278058102    35660    532234 SH       DEFINED 01                   532234
EATON VANCE CORP               COM            278265103    10347    223724 SH       DEFINED 01                   223724
EBAY, INC                      COM            278642103    32077    590600 SH       DEFINED 01                   590600
EBENX CORP                     COM            278668108      225     10600 SH       DEFINED 01                    10600
ECHELON CORP                   COM            27874N105     8056    139045 SH       DEFINED 01                   139045
ECHOSTAR COMMUNICATIONS CORP ( COM            278762109    40210   1214460 SH       DEFINED 01                  1214460
ECLIPSE SURGICAL TECHNOLOGY, I COM            278849104      626    143100 SH       DEFINED 01                   143100
ECLIPSYS CORP                  COM            278856109     2046    272862 SH       DEFINED 01                   272862
ECOGEN, INC                    COM            278864202       15     14504 SH       DEFINED 01                    14504
ECOLAB, INC                    COM            278865100    35584    910951 SH       DEFINED 01                   910951
EDISON INTERNATIONAL CO        COM            281020107    50937   2484752 SH       DEFINED 01                  2484752
EDUCATION MANAGEMENT CORP      COM            28139T101     2648    146600 SH       DEFINED 01                   146600
J.D. EDWARDS & CO              COM            281667105     5802    385200 SH       DEFINED 01                   385200
EDWARDS LIFESCIENCES CORP      COM            28176E108     9695    524078 SH       DEFINED 01                   524078
EDWARDS (A.G.), INC            COM            281760108    22967    588892 SH       DEFINED 01                   588892
EFAX.COM, INC                  COM            282012103       84     69000 SH       DEFINED 01                    69000
EFFICIENT NETWORKS, INC        COM            282056100     1126     15300 SH       DEFINED 01                    15300
EGAIN COMMUNICATIONS CORP      COM            28225C103      233     19200 SH       DEFINED 01                    19200
EGGHEAD.COM, INC               COM            282329101      492    167329 SH       DEFINED 01                   167329
EL PASO ELECTRIC CO            COM            283677854     3574    319422 SH       DEFINED 01                   319422
EL PASO ENERGY CORP            COM            283905107    70657   1387132 SH       DEFINED 01                  1387132
ELAN CORP PLC ADR              ADR            284131208    26203    540964 SH       DEFINED 01                   540964
ELANTEC SEMICONDUCTOR, INC     COM            284155108      954     13700 SH       DEFINED 01                    13700
ELCOR CORP                     COM            284443108     3525    153250 SH       DEFINED 01                   153250
ELDER BEERMAN STORES CORP      COM            284470101       35      8600 SH       DEFINED 01                     8600
ELECTRIC LIGHTWAVE (CLASS A)   COM            284895109     1605     85900 SH       DEFINED 01                    85900
ELECTRO RENT CORP              COM            285218103       54      4400 SH       DEFINED 01                     4400
ELECTRO SCIENTIFIC INDUSTRIES, COM            285229100     9062    205800 SH       DEFINED 01                   205800
ELECTROGLAS, INC               COM            285324109     2812    130800 SH       DEFINED 01                   130800
ELECTRONIC ARTS, INC           COM            285512109    26834    367900 SH       DEFINED 01                   367900
ELECTRONIC DATA SYSTEMS CORP   COM            285661104   153114   3711856 SH       DEFINED 01                  3711856
ELECTRONICS BOUTIQUE HOLDINGS  COM            286045109      475     29000 SH       DEFINED 01                    29000
ELECTRONICS FOR IMAGING, INC   COM            286082102     9418    372059 SH       DEFINED 01                   372059
ELOT, INC                      COM            290143106      884    471500 SH       DEFINED 01                   471500
ELOYALTY CORP                  COM            290151109     4435    347825 SH       DEFINED 01                   347825
EMACHINES, INC                 COM            29076P102       53     19700 SH       DEFINED 01                    19700
EMCOR GROUP, INC               COM            29084Q100     1113     48000 SH       DEFINED 01                    48000
EMCORE CORP                    COM            290846104     9096     75800 SH       DEFINED 01                    75800
EMERGE INTERACTIVE, INC        COM            29088W103      251     13970 SH       DEFINED 01                    13970
EMERSON ELECTRIC CO            COM            291011104   203486   3370366 SH       DEFINED 01                  3370366
EMMIS COMMUNICATIONS (CLASS A) COM            291525103    11333    273900 SH       DEFINED 01                   273900
EMPIRE DISTRICT ELECTRIC CO    COM            291641108     1473     66781 SH       DEFINED 01                    66781
EMULEX CORP                    COM            292475209    20738    315700 SH       DEFINED 01                   315700
ENBRIDGE, INC                  COM            29250N105     9665    466098 SH       DEFINED 01                   466098
ENCOMPASS SERVICES CORP        COM            29255U104     2107    366367 SH       DEFINED 01                   366367
ENCORE WIRE CORP               COM            292562105      282     52550 SH       DEFINED 01                    52550
ENERGEN CORP                   COM            29265N108     6646    304686 SH       DEFINED 01                   304686
ENERGY CONVERSION DEVICES, INC COM            292659109       80      3150 SH       DEFINED 01                     3150
ENERGY EAST CORP               COM            29266M109    20172   1058214 SH       DEFINED 01                  1058214
ENERGIZER HOLDINGS, INC        COM            29266R108    34870   1910694 SH       DEFINED 01                  1910694
ENGAGE, INC                    COM            292827102      116      9000 SH       DEFINED 01                     9000
ENGELHARD CORP                 COM            292845104     9605    562955 SH       DEFINED 01                   562955
ENGINEERING ANIMATION, INC     COM            292872108      802     85800 SH       DEFINED 01                    85800
ENESCO GROUP, INC              COM            292973104      553    116327 SH       DEFINED 01                   116327
ENHANCE FINANCIAL SERVICES GRO COM            293310108     2563    178300 SH       DEFINED 01                   178300
ENRON CORP                     COM            293561106   348288   5399809 SH       DEFINED 01                  5399809
ENTERCOM COMMUNICATIONS CORP   COM            293639100     8414    172600 SH       DEFINED 01                   172600
ENTERGY CORP                   COM            29364G103    48040   1766998 SH       DEFINED 01                  1766998
ENTERTAINMENT PROPERTIES TRUST COM            29380T105     1506    109000 SH       DEFINED 01                   109000
ENTREMED, INC                  COM            29382F103     2735     91361 SH       DEFINED 01                    91361
ENTRUST TECHNOLOGIES, INC      COM            293848107    11196    135300 SH       DEFINED 01                   135300
ENZON, INC                     COM            293904108     9312    219096 SH       DEFINED 01                   219096
ENVISION DEVELOPMENT CORP      COM            29410N102      112      5100 SH       DEFINED 01                     5100
ENZO BIOCHEMICAL, INC          COM            294100102    10693    154966 SH       DEFINED 01                   154966
EPICOR SOFTWARE CORP           COM            29426L108      782    312653 SH       DEFINED 01                   312653
EPITOPE, INC                   COM            294261102        4       263 SH       DEFINED 01                      263
EPRESENCE, INC                 COM            294348107      941    129800 SH       DEFINED 01                   129800
EPRISE CORP                    COM            294352109      104      6300 SH       DEFINED 01                     6300
EQUIFAX, INC                   COM            294429105    32440   1235807 SH       DEFINED 01                  1235807
EQUITABLE RESOURCES, INC       COM            294549100    16139    334494 SH       DEFINED 01                   334494
EQUITY INNS, INC               COM            294703103      782    127700 SH       DEFINED 01                   127700
EQUITY OFFICE PROPERTIES TRUST COM            294741103    60537   2196360 SH       DEFINED 01                  2196360
EQUITY OIL CO                  COM            294749106      865    304280 SH       DEFINED 01                   304280
EQUITY RESIDENTIAL PROPERTIES  COM            29476L107    39782    864819 SH       DEFINED 01                   864819
ERICSSON TELEFON (LM) SERIES B ADR            294821400   125628   6281400 SH       DEFINED 01                  6281400
ERIE INDEMNITY CO (CLASS A)    COM            29530P102     3956    125600 SH       DEFINED 01                   125600
ESHARE COMMUNICATIONS, INC     COM            296428105      228     32500 SH       DEFINED 01                    32500
ESSEX PROPERTY TRUST, INC      COM            297178105     3994     95100 SH       DEFINED 01                    95100
ESTERLINE CORP                 COM            297425100     1689    113520 SH       DEFINED 01                   113520
ETHAN ALLEN INTERIORS, INC     COM            297602104     7351    306300 SH       DEFINED 01                   306300
ETHYL CORP                     COM            297659104      257    102600 SH       DEFINED 01                   102600
ETOYS, INC                     COM            297862104      442     69635 SH       DEFINED 01                    69635
EVANS & SUTHERLAND COMPUTER CO COM            299096107      276     43300 SH       DEFINED 01                    43300
EVERGREEN RESOURCES, INC       COM            299900308     2690     90800 SH       DEFINED 01                    90800
EXABYTE CORP                   COM            300615101       28      6200 SH       DEFINED 01                     6200
EXAR CORP                      COM            300645108     7982     91550 SH       DEFINED 01                    91550
EXCALIBUR TECHNOLOGIES CORP    COM            300651205     3389     84850 SH       DEFINED 01                    84850
EXCEL LEGACY CORP     09.0000                 300665AA4        6      6000 PRN      DEFINED 01                     6000
EXCEL LEGACY CORP              COM            300665106        4      1400 SH       DEFINED 01                     1400
EXCELON CORP                   COM            300691102      206     25900 SH       DEFINED 01                    25900
EXCHANGE APPLICATIONS, INC     COM            300867108     4590    172400 SH       DEFINED 01                   172400
EXIDE CORP                     COM            302051107     1250    156300 SH       DEFINED 01                   156300
EXODUS COMMUNICATIONS, INC     COM            302088109   130230   2827240 SH       DEFINED 01                  2827240
EXPEDITORS INTERNATIONAL OF WA COM            302130109    17062    359200 SH       DEFINED 01                   359200
EXPRESS SCRIPTS, INC           COM            302182100    11866    191000 SH       DEFINED 01                   191000
EXTENDED STAY AMERICA, INC     COM            30224P101     8733    944080 SH       DEFINED 01                   944080
EXTENSITY, INC                 COM            302255104       45      1300 SH       DEFINED 01                     1300
EXTREME NETWORKS, INC          COM            30226D106    38852    368263 SH       DEFINED 01                   368263
EXXON MOBIL CORP               COM            30231G102  2736348  34857942 SH       DEFINED 01                 34857942
F & M BANCORP, INC (MARYLAND)  COM            302367107      437     22110 SH       DEFINED 01                    22110
F & M NATIONAL CORP            COM            302374103     3226    153640 SH       DEFINED 01                   153640
FBL FINANCIAL GROUP, INC (CLAS COM            30239F106     3187    202329 SH       DEFINED 01                   202329
FMC CORP                       COM            302491303     9353    161267 SH       DEFINED 01                   161267
F.N.B. CORP                    COM            302520101     1552     75251 SH       DEFINED 01                    75251
FPIC INSURANCE GROUP, INC      COM            302563101     1095     69800 SH       DEFINED 01                    69800
FPL GROUP, INC                 COM            302571104    60526   1222748 SH       DEFINED 01                  1222748
FSI INTERNATIONAL, INC         COM            302633102     3238    149300 SH       DEFINED 01                   149300
F.Y.I., INC                    COM            302712104     3204     95100 SH       DEFINED 01                    95100
FAB INDUSTRIES, INC            COM            302747100      132     12396 SH       DEFINED 01                    12396
FCNB CORP                      COM            302920103       90      5000 SH       DEFINED 01                     5000
FACTORY 2-U STORES, INC        COM            303072102     3464     91600 SH       DEFINED 01                    91600
FACTSET RESEARCH SYSTEMS, INC  COM            303075105     3927    138996 SH       DEFINED 01                   138996
FAIR ISSAC & CO, INC           COM            303250104     4234     96227 SH       DEFINED 01                    96227
FAIRCHILD CORP (CLASS A)       COM            303698104       37      7503 SH       DEFINED 01                     7503
FAIRCHILD SEMICONDUCTOR        COM            303726103     2742     67700 SH       DEFINED 01                    67700
FAIRFIELD COMMUNITIES, INC     COM            304231301     2555    324400 SH       DEFINED 01                   324400
FAMILY DOLLAR STORES, INC      COM            307000109    18431    942180 SH       DEFINED 01                   942180
FANSTEEL, INC                  COM            307260109      985    250100 SH       DEFINED 01                   250100
FARMER BROTHERS CO             COM            307675108       18       100 SH       DEFINED 01                      100
FARM FAMILY HOLDINGS, INC      COM            307901108       65      2100 SH       DEFINED 01                     2100
FARMERS CAPITAL BANK CORP      COM            309562106      282      9300 SH       DEFINED 01                     9300
FATBRAIN.COM, INC              COM            311889109      189     28700 SH       DEFINED 01                    28700
FASTENAL CO                    COM            311900104     9126    180270 SH       DEFINED 01                   180270
FEDDERS CORP                   COM            313135105     1463    251770 SH       DEFINED 01                   251770
FEDDERS CORP (CLASS A)         COM            313135303      710    153550 SH       DEFINED 01                   153550
FEDERAL AGRICULTURAL MORTGAGE  COM            313148306      444     30500 SH       DEFINED 01                    30500
FREDDIE MAC                    COM            313400301   202173   4991917 SH       DEFINED 01                  4991917
FEDERAL-MOGUL CORP             COM            313549107     3878    405523 SH       DEFINED 01                   405523
FEDERAL NATIONAL MORTGAGE ASSO COM            313586109   394230   7554103 SH       DEFINED 01                  7554103
FEDERAL REALTY INVESTMENT TRUS COM            313747206     5452    272616 SH       DEFINED 01                   272616
FEDERAL SIGNAL CORP            COM            313855108     4777    289514 SH       DEFINED 01                   289514
FEDERATED DEPARTMENT STORES, I COM            31410H101    65151   1930387 SH       DEFINED 01                  1930387
FEDERATED INVESTORS, INC       COM            314211103    16606    473600 SH       DEFINED 01                   473600
FEDEX CORP                     COM            31428X106    68219   1795234 SH       DEFINED 01                  1795234
FELCOR LODGING TRUST, INC      COM            31430F101     7421    401119 SH       DEFINED 01                   401119
FERRO CORP                     COM            315405100     5389    256603 SH       DEFINED 01                   256603
F5 NETWORKS, INC               COM            315616102     1086     19900 SH       DEFINED 01                    19900
FIDELITY HOLDINGS, INC         COM            31617J306       25     19850 SH       DEFINED 01                    19850
FIDELITY NATIONAL FINANCIAL, I COM            316326107    11103    606309 SH       DEFINED 01                   606309
FIFTH THIRD BANCORP            COM            316773100   113812   1799406 SH       DEFINED 01                  1799406
FILENET CORP                   COM            316869106     4480    243797 SH       DEFINED 01                   243797
FINANCIAL FEDERAL CORP         COM            317492106     1209     69600 SH       DEFINED 01                    69600
FINANCIAL SECURITY ASSURANCE H COM            31769P100     9736    128321 SH       DEFINED 01                   128321
FINISAR CORP                   COM            31787A101     3072    117300 SH       DEFINED 01                   117300
FINLAY ENTERPRISES, INC        COM            317884203       12       900 SH       DEFINED 01                      900
FINET.COM, INC                 COM            317922300      289    420500 SH       DEFINED 01                   420500
FINISH LINE, INC (CLASS A)     COM            317923100     1027    125400 SH       DEFINED 01                   125400
FINOVA GROUP, INC              COM            317928109     5760    443110 SH       DEFINED 01                   443110
FIREPOND, INC                  COM            318224102      367     10200 SH       DEFINED 01                    10200
FIRST AMERICAN CORP            COM            318522307     5638    393948 SH       DEFINED 01                   393948
FIRST BANCORP (PUERTO RICO)    COM            318672102     3304    178017 SH       DEFINED 01                   178017
FIRST BUSEY CORP               COM            319383105       13       800 SH       DEFINED 01                      800
FIRST CHARTER CORP             COM            319439105      832     52800 SH       DEFINED 01                    52800
FIRST CITIZENS BANCSHARES, INC COM            31946M103     2065     34700 SH       DEFINED 01                    34700
FIRST COMMONWEALTH FINANCIAL C COM            319829107     1973    217664 SH       DEFINED 01                   217664
FIRST CONSULTING GROUP, INC    COM            31986R103      708    127311 SH       DEFINED 01                   127311
FIRST FEDERAL CAPITAL CORP     COM            319960100      659     59600 SH       DEFINED 01                    59600
FIRST DATA CORP                COM            319963104   167682   3378982 SH       DEFINED 01                  3378982
FIRST FINANCIAL BANKSHARES, IN COM            32020R109      167      6080 SH       DEFINED 01                     6080
FIRST FINANCIAL BANCORP        COM            320209109     3055    155192 SH       DEFINED 01                   155192
FIRST FINANCIAL CORP (INDIANA) COM            320218100      128      4200 SH       DEFINED 01                     4200
FIRST FINANCIAL HOLDINGS, INC  COM            320239106     1004     73000 SH       DEFINED 01                    73000
FIRST INDUSTRIAL REALTY TRUST, COM            32054K103     7750    262700 SH       DEFINED 01                   262700
FIRST INDIANA CORP             COM            32054R108      731     36800 SH       DEFINED 01                    36800
FIRST MERCHANTS CORP           COM            320817109      582     27450 SH       DEFINED 01                    27450
FIRST MIDWEST BANCORP, INC     COM            320867104     5514    237169 SH       DEFINED 01                   237169
FIRST HEALTH GROUP CORP        COM            320960107    11553    352080 SH       DEFINED 01                   352080
FIRST NIAGARA FINANCIAL GROUP, COM            33582U100      195     20800 SH       DEFINED 01                    20800
FIRST REPUBLIC BANK            COM            336158100     1232     61800 SH       DEFINED 01                    61800
FIRST SECURITY CORP            COM            336294103    18445   1359990 SH       DEFINED 01                  1359990
FIRST SENTINEL BANCORP, INC    COM            33640T103      856    104200 SH       DEFINED 01                   104200
FIRST SOURCE CORP              COM            336901103      493     31440 SH       DEFINED 01                    31440
FIRST TENNESSEE NATIONAL CORP  COM            337162101    14457    872847 SH       DEFINED 01                   872847
FIRST UNION CORP               COM            337358105   181692   7322581 SH       DEFINED 01                  7322581
FIRST UNION REAL ESTATE INVEST COM            337400105       10      3380 SH       DEFINED 01                     3380
FIRST UNITED BANCSHARES, INC   COM            33741E104      975     64200 SH       DEFINED 01                    64200
FIRST VIRGINIA BANKS, INC      COM            337477103    13111    376605 SH       DEFINED 01                   376605
FIRST WASHINGTON BANCORP, INC  COM            33748T104      776     55660 SH       DEFINED 01                    55660
FIRST WASHINGTON REALTY TRUST, COM            337489504      993     45000 SH       DEFINED 01                    45000
FIRSTWORLD COMMUNICATIONS      COM            337625305      211     20100 SH       DEFINED 01                    20100
FIRSTCOM CORP                  COM            33763T104      529     35100 SH       DEFINED 01                    35100
FIRSTAR CORP                   COM            33763V109   280856  13334394 SH       DEFINED 01                 13334394
FISERV, INC                    COM            337738108    37341    863380 SH       DEFINED 01                   863380
FIRSTFED FINANCIAL CORP        COM            337907109     4522    320150 SH       DEFINED 01                   320150
FIRSTMERIT CORP                COM            337915102    11560    540808 SH       DEFINED 01                   540808
FLAGSTAR BANCORP, INC          COM            337930101      497     61200 SH       DEFINED 01                    61200
FIRSTENERGY CORP               COM            337932107    41233   1763963 SH       DEFINED 01                  1763963
FISHER SCIENTIFIC INTERNATIONA COM            338032204     2813    113672 SH       DEFINED 01                   113672
FLEETBOSTON FINANCIAL CORP     COM            339030108   400300  11773525 SH       DEFINED 01                 11773525
FLEETWOOD ENTERPRISES, INC     COM            339099103     3372    236600 SH       DEFINED 01                   236600
FLORIDA EAST COAST INDUSTRIES, COM            340632108     8136    203401 SH       DEFINED 01                   203401
FLORIDA PROGRESS CORP          COM            341109106    27724    591439 SH       DEFINED 01                   591439
FLORIDA ROCK INDUSTRIES, INC   COM            341140101     3924    110138 SH       DEFINED 01                   110138
FLOWERS INDUSTRIES, INC        COM            343496105    13011    652575 SH       DEFINED 01                   652575
FLOWSERVE CORP                 COM            34354P105     6351    421615 SH       DEFINED 01                   421615
FLUOR CORP                     COM            343861100    17952    567652 SH       DEFINED 01                   567652
FOAMEX INTERNATIONAL, INC      COM            344123104      694    114500 SH       DEFINED 01                   114500
FOOTSTAR, INC                  COM            344912100     5079    152738 SH       DEFINED 01                   152738
FORD MOTOR CO                  COM            345370100   353402   8218647 SH       DEFINED 01                  8218647
FOREST CITY ENTERPRISES, INC ( COM            345550107     2673     80100 SH       DEFINED 01                    80100
FOREST LABORATORIES, INC       COM            345838106    62791    621692 SH       DEFINED 01                   621692
FOREST OIL CORP                COM            346091606     3928    246434 SH       DEFINED 01                   246434
FORRESTER RESEARCH, INC        COM            346563109     3262     44800 SH       DEFINED 01                    44800
FORT JAMES CORP                COM            347471104   107345   4641952 SH       DEFINED 01                  4641952
FORTUNE BRANDS, INC            COM            349631101    26440   1146457 SH       DEFINED 01                  1146457
FORWARD AIR CORP               COM            349853101     3836     95900 SH       DEFINED 01                    95900
FOSSIL, INC                    COM            349882100     2195    112950 SH       DEFINED 01                   112950
FOSTER WHEELER CORP            COM            350244109     2234    259002 SH       DEFINED 01                   259002
FOUNDATION HEALTH SYSTEMS (CLA COM            350404109     8418    647546 SH       DEFINED 01                   647546
FOUNDRY NETWORKS, INC          COM            35063R100    21237    193064 SH       DEFINED 01                   193064
4 KIDS ENTERTAINMENT, INC      COM            350865101      370     14200 SH       DEFINED 01                    14200
FOUR SEASONS HOTELS, INC       COM            35100E104     4705     75200 SH       DEFINED 01                    75200
FOX ENTERTAINMENT GROUP, INC   COM            35138T107    32504   1070100 SH       DEFINED 01                  1070100
FRANCHISE FINANCE CORP OF AMER COM            351807102     8778    381640 SH       DEFINED 01                   381640
FRANKLIN COVEY CO              COM            353469109      942    135825 SH       DEFINED 01                   135825
FRANKLIN ELECTRIC CO, INC      COM            353514102      935     13800 SH       DEFINED 01                    13800
FRANKLIN RESOURCES, INC        COM            354613101    36061   1187204 SH       DEFINED 01                  1187204
FRED'S, INC                    COM            356108100       95      5300 SH       DEFINED 01                     5300
FREEMARKETS, INC               COM            356602102     1091     23000 SH       DEFINED 01                    23000
FREEPORT-MCMORAN COPPER & GOLD COM            35671D105     6043    662224 SH       DEFINED 01                   662224
FREEPORT-MCMORAN COPPER & GOLD COM            35671D857     3954    427447 SH       DEFINED 01                   427447
FREMONT GENERAL CORP           COM            357288109     1502    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     2190    244988 SH       DEFINED 01                   244988
FRIEDMAN, BILLINGS, RAMSEY GRO COM            358433100     1307    160901 SH       DEFINED 01                   160901
FRIEDMAN'S, INC (CLASS A)      COM            358438109       13      2600 SH       DEFINED 01                     2600
FRISCH'S RESTAURANTS, INC      COM            358748101     2104    200384 SH       DEFINED 01                   200384
FRITZ COS, INC                 COM            358846103     1361    132000 SH       DEFINED 01                   132000
FRONTIER AIRLINES, INC         COM            359065109     1478    103300 SH       DEFINED 01                   103300
FRONTIER FINANCIAL CORP        COM            35907K105      549     29900 SH       DEFINED 01                    29900
FRONTIER INSURANCE GROUP, INC  COM            359081106      122    195210 SH       DEFINED 01                   195210
FRONTIER OIL CORP              COM            35914P105       83     10400 SH       DEFINED 01                    10400
FRONTLINE CAPITAL GROUP, INC   COM            35921N101      566     26542 SH       DEFINED 01                    26542
FULLER (H.B.) CO               COM            359694106     5060    111046 SH       DEFINED 01                   111046
FULTON FINANCIAL CORP          COM            360271100     7586    428867 SH       DEFINED 01                   428867
FURNITURE BRANDS INTERNATIONAL COM            360921100     5139    339788 SH       DEFINED 01                   339788
G & K SERVICES, INC (CLASS A)  COM            361268105     3495    139450 SH       DEFINED 01                   139450
GATX CORP                      COM            361448103    10880    320000 SH       DEFINED 01                   320000
GBC BANCORP                    COM            361475106     3027    103500 SH       DEFINED 01                   103500
GC COS, INC                    COM            36155Q109      585     26131 SH       DEFINED 01                    26131
GPU, INC                       COM            36225X100    29566   1092494 SH       DEFINED 01                  1092494
GTE CORP                       COM            362320103   396744   6373395 SH       DEFINED 01                  6373395
GABLES RESIDENTIAL TRUST       COM            362418105     3994    155100 SH       DEFINED 01                   155100
GADZOOX NETWORKS, INC          COM            362555104      268     19600 SH       DEFINED 01                    19600
GALILEO INTERNATIONAL, INC     COM            363547100     8818    422416 SH       DEFINED 01                   422416
GALLAGHER (ARTHUR J.) & CO     COM            363576109     9589    228300 SH       DEFINED 01                   228300
GANNETT CO, INC                COM            364730101   128103   2141742 SH       DEFINED 01                  2141742
GAP, INC                       COM            364760108   156250   4999990 SH       DEFINED 01                  4999990
GARDNER DENVER, INC            COM            365558105     1630     91191 SH       DEFINED 01                    91191
GARTNER GROUP, INC (CLASS A)   COM            366651107     4439    369922 SH       DEFINED 01                   369922
GARTNER GROUP, INC (CLASS B)   COM            366651206     2878    291431 SH       DEFINED 01                   291431
GASONICS INTERNATIONAL CORP    COM            367278108      375      9500 SH       DEFINED 01                     9500
GATEWAY, INC                   COM            367626108    61298   1080136 SH       DEFINED 01                  1080136
GAYLORD ENTERTAINMENT CO       COM            367905106      695     32336 SH       DEFINED 01                    32336
GAYLORD CONTAINER CO           COM            368145108     1843    685888 SH       DEFINED 01                   685888
GELTEX PHARMACEUTICALS, INC    COM            368538104     2011     98400 SH       DEFINED 01                    98400
GENCORP, INC                   COM            368682100     1792    224024 SH       DEFINED 01                   224024
GENENTECH, INC                 COM            368710406    91848    534000 SH       DEFINED 01                   534000
GENERAL BINDING CORP           COM            369154109       99     14800 SH       DEFINED 01                    14800
GENERAL CABLE CORP             COM            369300108     1744    214679 SH       DEFINED 01                   214679
GENERAL CHEMICAL GROUP, INC    COM            369332101        2      3361 SH       DEFINED 01                     3361
GENERAL COMMUNICATION, INC (CL COM            369385109     1100    214600 SH       DEFINED 01                   214600
GENERAL DATACOMM INDUSTRIES, I COM            369487103        0        57 SH       DEFINED 01                       57
GENERAL DYNAMICS CORP          COM            369550108   112305   2149386 SH       DEFINED 01                  2149386
GENERAL ELECTRIC CO            COM            369604103  5385688 101616747 SH       DEFINED 01                101616747
GENERAL GROWTH PROPERTIES, INC COM            370021107    10862    342100 SH       DEFINED 01                   342100
GENERAL MAGIC, INC             COM            370253106        0        20 SH       DEFINED 01                       20
GENERAL MILLS, INC             COM            370334104    80845   2113594 SH       DEFINED 01                  2113594
GENERAL MOTORS CORP            COM            370442105   215472   3711032 SH       DEFINED 01                  3711032
GENERAL MOTORS CORP (CLASS H)  COM            370442832   356753   4065557 SH       DEFINED 01                  4065557
GENERAL SEMICONDUCTOR, INC     COM            370787103     3245    220000 SH       DEFINED 01                   220000
GENESCO, INC                   COM            371532102     6036    375800 SH       DEFINED 01                   375800
GENTEX CORP                    COM            371901109    14697    584950 SH       DEFINED 01                   584950
GENESIS HEALTH VENTURES, INC   COM            371912106        2     11676 SH       DEFINED 01                    11676
GENLYTE GROUP, INC             COM            372302109      971     46100 SH       DEFINED 01                    46100
GENRAD, INC                    COM            372447102     1950    216622 SH       DEFINED 01                   216622
GENTEK, INC                    COM            37245X104      138     12294 SH       DEFINED 01                    12294
GEON CO                        COM            37246W105     2650    143220 SH       DEFINED 01                   143220
GENUINE PARTS CO               COM            372460105    27717   1385846 SH       DEFINED 01                  1385846
GENTIVA HEALTH SERVICES, INC   COM            37247A102      829    102068 SH       DEFINED 01                   102068
GENZYME CORP (GENERAL DIVISION COM            372917104    33249    559396 SH       DEFINED 01                   559396
GENZYME CORP (TISSUE REPAIR DI COM            372917401       64     12284 SH       DEFINED 01                    12284
GENZYME-MOLECULAR ONCOLOGY     COM            372917500      274     19721 SH       DEFINED 01                    19721
GENZYME SURGICAL PRODUCTS      COM            372917609       49      4887 SH       DEFINED 01                     4887
GEORGIA GULF CORP              COM            373200203     4595    220781 SH       DEFINED 01                   220781
GEORGIA-PACIFIC CORP (PACKING  COM            373298108    25297    963698 SH       DEFINED 01                   963698
GEORGIA-PACIFIC CORP (TIMBER G COM            373298702    11827    546900 SH       DEFINED 01                   546900
GEOWORKS CORP                  COM            373692102      257     16300 SH       DEFINED 01                    16300
GERBER SCIENTIFIC, INC         COM            373730100     2193    190695 SH       DEFINED 01                   190695
GETTY IMAGES, INC              COM            374276103     8560    230957 SH       DEFINED 01                   230957
GETTY PETROLEUM MARKETING, INC COM            374292100      902    212338 SH       DEFINED 01                   212338
GETTY REALTY HOLDINGS CORP     COM            374297109     3753    345138 SH       DEFINED 01                   345138
GIBRALTAR STEEL CORP           COM            37476F103     1457    104100 SH       DEFINED 01                   104100
GILEAD SCIENCES, INC           COM            375558103    26702    375423 SH       DEFINED 01                   375423
GILLETTE CO                    COM            375766102   422240  12085571 SH       DEFINED 01                 12085571
GLACIER BANCORP, INC           COM            37637Q105       33      2530 SH       DEFINED 01                     2530
GLATFELTER (P.H.) CO           COM            377316104     2524    247748 SH       DEFINED 01                   247748
GLAXO WELLCOME PLC (SPONS ADR) ADR            37733W105    78741   1362000 SH       DEFINED 01                  1362000
GLENAYRE TECHNOLOGIES, INC     COM            377899109     3818    361474 SH       DEFINED 01                   361474
GLENBOROUGH REALTY TRUST, INC  COM            37803P105     3634    208400 SH       DEFINED 01                   208400
GLIATECH, INC                  COM            37929C103     1472     72700 SH       DEFINED 01                    72700
GLIMCHER REALTY TRUST          COM            379302102     2287    159100 SH       DEFINED 01                   159100
GLOBAL INDUSTRIES LTD          COM            379336100     8781    465214 SH       DEFINED 01                   465214
GLOBAL IMAGING SYSTEMS, INC    COM            37934A100      677     64500 SH       DEFINED 01                    64500
GLOBAL MARINE, INC             COM            379352404    32073   1137840 SH       DEFINED 01                  1137840
GLOBAL TELESYSTEMS, INC        COM            37936U104    21957   1820244 SH       DEFINED 01                  1820244
GLOBAL SPORTS, INC             COM            37937A107      236     36600 SH       DEFINED 01                    36600
GLOBIX CORP                    COM            37957F101     5906    201500 SH       DEFINED 01                   201500
GLOBESPAN, INC                 COM            379571102     5225     42800 SH       DEFINED 01                    42800
GOLD BANC CORP, INC            COM            379907108       48      9600 SH       DEFINED 01                     9600
GOAMERICA, INC                 COM            38020R106      258     16700 SH       DEFINED 01                    16700
GOLDEN ENTERPRISES, INC        COM            381010107      381    124479 SH       DEFINED 01                   124479
GOLDEN STATE BANCORP, INC      COM            381197102    36739   2041039 SH       DEFINED 01                  2041039
GOLDEN WEST FINANCIAL CORP     COM            381317106    41955   1028000 SH       DEFINED 01                  1028000
THE GOLDMAN SACHS GROUP, INC   COM            38141G104    40531    427200 SH       DEFINED 01                   427200
GOLF TRUST OF AMERICA, INC     COM            38168B103      214     13500 SH       DEFINED 01                    13500
GOODRICH (B.F.) CO             COM            382388106    20045    588486 SH       DEFINED 01                   588486
GOODYEAR TIRE & RUBBER CO      COM            382550101    18057    902831 SH       DEFINED 01                   902831
GOODY'S FAMILY CLOTHING, INC   COM            382588101      663    120500 SH       DEFINED 01                   120500
GOTTSCHALKS, INC               COM            383485109     1922    304500 SH       DEFINED 01                   304500
GO2NET, INC                    COM            383486107     8970    178283 SH       DEFINED 01                   178283
GRACE W.R. & CO                COM            38388F108     5630    464300 SH       DEFINED 01                   464300
GRACO, INC                     COM            384109104     5571    171404 SH       DEFINED 01                   171404
GRADCO SYSTEMS, INC            COM            384111100        2      1262 SH       DEFINED 01                     1262
GRAINGER (W.W.), INC           COM            384802104    14309    464383 SH       DEFINED 01                   464383
GRAND UNION CO                 COM            386532402      100    188600 SH       DEFINED 01                   188600
GRANITE CONSTRUCTION, INC      COM            387328107     3056    124749 SH       DEFINED 01                   124749
GRANT PRIDECO, INC             COM            38821G101    17499    699940 SH       DEFINED 01                   699940
GRAPHIC PACKAGING INTERNATIONA COM            388690109      199     93547 SH       DEFINED 01                    93547
GRAY COMMUNICATIONS SYSTEMS, I COM            389190109       43      4350 SH       DEFINED 01                     4350
GREAT AMERICAN FINANCIAL RESOU COM            389915109     3263    184501 SH       DEFINED 01                   184501
GREAT ATLANTIC & PACIFIC TEA C COM            390064103     2053    123500 SH       DEFINED 01                   123500
GREAT LAKES CHEMICAL CORP      COM            390568103    10398    330100 SH       DEFINED 01                   330100
GREAT LAKES REIT, INC          COM            390752103     1395     82084 SH       DEFINED 01                    82084
GREAT SOUTHERN BANCORP         COM            390905107       31      1800 SH       DEFINED 01                     1800
GREAT PLAINS SOFTWARE, INC     COM            39119E105     1517     77316 SH       DEFINED 01                    77316
GREATER BAY BANCORP            COM            391648102     2828     60500 SH       DEFINED 01                    60500
GREENPOINT FINANCIAL CORP      COM            395384100    10871    579796 SH       DEFINED 01                   579796
GREIF BROTHERS CORP (CLASS A)  COM            397624107     1399     45500 SH       DEFINED 01                    45500
GREY GLOBAL GROUP, INC         COM            397838103       52       100 SH       DEFINED 01                      100
GREY WOLF, INC                 COM            397888108     7761   1552199 SH       DEFINED 01                  1552199
GRIC COMMUNICATIONS            COM            398081109      179     10000 SH       DEFINED 01                    10000
GRIFFON CORP                   COM            398433102      827    148762 SH       DEFINED 01                   148762
GROUP 1 AUTOMOTIVE, INC        COM            398905109     1387    115600 SH       DEFINED 01                   115600
CGI GROUP, INC                 COM            39945C109     2510    307300 SH       DEFINED 01                   307300
GRUBB & ELLIS CO               COM            400095204       11      1900 SH       DEFINED 01                     1900
GTECH HOLDINGS CORP            COM            400518106     9574    421979 SH       DEFINED 01                   421979
GUESS ?, INC                   COM            401617105      522     37300 SH       DEFINED 01                    37300
GUIDANT CORP                   COM            401698105   162682   3286501 SH       DEFINED 01                  3286501
GUILFORD MILLS, INC            COM            401794102      441    103735 SH       DEFINED 01                   103735
GUILFORD PHARMACEUTICALS, INC  COM            401829106    21943   1456800 SH       DEFINED 01                  1456800
GUITAR CENTER, INC             COM            402040109     1664    158500 SH       DEFINED 01                   158500
GULF CANADA RESOURCES LTD      COM            40218L305     3021    648647 SH       DEFINED 01                   648647
GULF ISLAND FABRICATION, INC   COM            402307102      150      8800 SH       DEFINED 01                     8800
GULFMARK OFFSHORE, INC         COM            402629109       83      3400 SH       DEFINED 01                     3400
GYMBOREE CORP                  COM            403777105      422    140700 SH       DEFINED 01                   140700
HMT TECHNOLOGY CORP            COM            403917107       10      6600 SH       DEFINED 01                     6600
COLUMBIA/HCA HEALTHCARE CORP   COM            404119109   128699   4237016 SH       DEFINED 01                  4237016
HCC INSURANCE HOLDINGS, INC    COM            404132102     5072    268700 SH       DEFINED 01                   268700
HNC SOFTWARE, INC              COM            40425P107    11230    181870 SH       DEFINED 01                   181870
HRPT PROPERTIES TRUST          COM            40426W101     5298    865000 SH       DEFINED 01                   865000
HSB GROUP, INC                 COM            40428N109     6211    199550 SH       DEFINED 01                   199550
HS RESOURCES, INC              COM            404297103     3374    112461 SH       DEFINED 01                   112461
HA-LO INDUSTRIES, INC          COM            404429102     1803    320500 SH       DEFINED 01                   320500
HAEMONETICS CORP               COM            405024100     3614    172100 SH       DEFINED 01                   172100
HAGLER BAILLY, INC             COM            405183104       11      2100 SH       DEFINED 01                     2100
HAIN CELESTIAL GROUP, INC      COM            405217100     3863    105300 SH       DEFINED 01                   105300
HALLIBURTON CO                 COM            406216101   149736   3173216 SH       DEFINED 01                  3173216
HAMILTON BANCORP, INC          COM            407013101     1129     64500 SH       DEFINED 01                    64500
HANCOCK FABRICS, INC           COM            409900107      418     98278 SH       DEFINED 01                    98278
HANCOCK HOLDINGS CO            COM            410120109     1329     39100 SH       DEFINED 01                    39100
JOHN HANCOCK FINANCIAL SERVICE COM            41014S106   113777   4803254 SH       DEFINED 01                  4803254
HANDLEMAN CO                   COM            410252100     2287    182984 SH       DEFINED 01                   182984
HANGER ORTHOPEDIC GROUP, INC   COM            41043F208      762    154300 SH       DEFINED 01                   154300
HANNA (M.A.) CO                COM            410522106     4374    485969 SH       DEFINED 01                   485969
HANNAFORD BROTHERS, INC        COM            410550107    14170    197143 SH       DEFINED 01                   197143
HANOVER COMPRESSOR CO          COM            410768105    15800    415800 SH       DEFINED 01                   415800
HANOVER DIRECT, INC            COM            410783104      995    636874 SH       DEFINED 01                   636874
HARBOR FLORIDA BANCSHARES, INC COM            411901101      528     50609 SH       DEFINED 01                    50609
HARDINGE, INC                  COM            412324303      450     43100 SH       DEFINED 01                    43100
HARKEN ENERGY CORP             COM            412552101      169    269796 SH       DEFINED 01                   269796
HARLAND (JOHN H.) CO           COM            412693103     4984    333635 SH       DEFINED 01                   333635
HARLEY DAVIDSON, INC           COM            412822108   182217   4732922 SH       DEFINED 01                  4732922
HARLEYSVILLE GROUP, INC        COM            412824104     2824    168600 SH       DEFINED 01                   168600
HARLEYSVILLE NATIONAL CORP     COM            412850109      332     10125 SH       DEFINED 01                    10125
HARMAN INTERNATIONAL INDUSTRIE COM            413086109     6389    104730 SH       DEFINED 01                   104730
HARMON INDUSTRIES, INC         COM            413136102     1265     95500 SH       DEFINED 01                    95500
HARMONIC, INC                  COM            413160102    10489    423796 SH       DEFINED 01                   423796
HARRAH'S ENTERTAINMENT, INC    COM            413619107    20906    998482 SH       DEFINED 01                   998482
HARRIS CORP                    COM            413875105    17110    522449 SH       DEFINED 01                   522449
HARRIS FINANCIAL, INC          COM            414541102      131     21100 SH       DEFINED 01                    21100
HARSCO CORP                    COM            415864107     6829    267800 SH       DEFINED 01                   267800
HARTE-HANKS, INC               COM            416196103     7568    302700 SH       DEFINED 01                   302700
HARTFORD FINANCIAL SERVICES GR COM            416515104   133817   2392254 SH       DEFINED 01                  2392254
HASBRO, INC                    COM            418056107    19782   1313323 SH       DEFINED 01                  1313323
HAVERTY FURNITURE COS, INC     COM            419596101     1336    157200 SH       DEFINED 01                   157200
HAWAIIAN ELECTRIC INDUSTRIES,  COM            419870100     7038    214493 SH       DEFINED 01                   214493
HAYES LEMMERZ INTERNATIONAL, I COM            420781106     1645    136380 SH       DEFINED 01                   136380
HEARME.COM                     COM            421903105      363     80700 SH       DEFINED 01                    80700
HEALTH CARE PROPERTY INVESTORS COM            421915109     9121    334730 SH       DEFINED 01                   334730
HEALTHSOUTH CORP               COM            421924101    15092   2099724 SH       DEFINED 01                  2099724
HEALTH MANAGEMENT ASSOCIATES,  COM            421933102   116242   8898916 SH       DEFINED 01                  8898916
HEALTHCARE REALTY TRUST, INC   COM            421946104     4506    264100 SH       DEFINED 01                   264100
HEALTHPLAN SERVICES CORP       COM            421959107       10      4200 SH       DEFINED 01                     4200
HEALTH CARE REIT, INC          COM            42217K106     2621    161302 SH       DEFINED 01                   161302
HEALTHAXIS, INC                COM            42219D100      275     72000 SH       DEFINED 01                    72000
HEALTH MANAGEMENT SYSTEMS, INC COM            42219M100        2       500 SH       DEFINED 01                      500
HEALTHEON/WEBMD CORP           COM            422209106     5036    340002 SH       DEFINED 01                   340002
HEARST-ARGYLE TELEVISION, INC  COM            422317107     2998    153730 SH       DEFINED 01                   153730
HEARTLAND EXPRESS, INC         COM            422347104     2114    126707 SH       DEFINED 01                   126707
HECLA MINING CO                COM            422704106       95     84600 SH       DEFINED 01                    84600
HEICO CORP                     COM            422806109      400     28073 SH       DEFINED 01                    28073
HEICO CORP (CLASS A)           COM            422806208        1        50 SH       DEFINED 01                       50
HEIDRICK & STRUGGLES INTERNATI COM            422819102     4520     71600 SH       DEFINED 01                    71600
HEILIG MEYERS CO               COM            422893107      156    131687 SH       DEFINED 01                   131687
HEINZ (H.J.) CO                COM            423074103   113011   2583112 SH       DEFINED 01                  2583112
HELIX TECHNOLOGY CORP          COM            423319102     7699    197400 SH       DEFINED 01                   197400
HELLER FINANCIAL, INC          COM            423328103     5634    274817 SH       DEFINED 01                   274817
HELMERICH & PAYNE, INC         COM            423452101    16346    437349 SH       DEFINED 01                   437349
HEMISPHERX BIOPHARMA, INC      COM            42366C103      600    106700 SH       DEFINED 01                   106700
JACK HENRY & ASSOCIATES, INC   COM            426281101     9830    196100 SH       DEFINED 01                   196100
HERBALIFE INTERNATIONAL, INC ( COM            426908208       99     11283 SH       DEFINED 01                    11283
HERBALIFE INTERNATIONAL, INC ( COM            426908307      164     20766 SH       DEFINED 01                    20766
HERCULES, INC                  COM            427056106     8833    628150 SH       DEFINED 01                   628150
HERSHEY FOODS CORP             COM            427866108    38519    794200 SH       DEFINED 01                   794200
HERTZ CORP (CLASS A)           COM            428040109     4049    144295 SH       DEFINED 01                   144295
HEWLETT-PACKARD CO             COM            428236103   978284   7834105 SH       DEFINED 01                  7834105
HEXCEL CORP                    COM            428291108     1836    193230 SH       DEFINED 01                   193230
HI/FN, INC                     COM            428358105     2250     50700 SH       DEFINED 01                    50700
HIBERNIA CORP (CLASS A)        COM            428656102    12361   1136650 SH       DEFINED 01                  1136650
HIGH SPEED ACCESS CORP         COM            42979U102      203     30900 SH       DEFINED 01                    30900
HIGHWOODS PROPERTIES, INC      COM            431284108    10133    422200 SH       DEFINED 01                   422200
HILB, ROGAL & HAMILTON CO      COM            431294107     2468     71162 SH       DEFINED 01                    71162
HILLENBRAND INDUSTRIES, INC    COM            431573104     9119    291237 SH       DEFINED 01                   291237
HILTON HOTELS CORP             COM            432848109    17863   1905379 SH       DEFINED 01                  1905379
HINES HORTICULTURE, INC        COM            433245107       43      6300 SH       DEFINED 01                     6300
HISPANIC BROADCASTING CORP     COM            43357B104    19670    593800 SH       DEFINED 01                   593800
HOLLINGER INTERNATIONAL, INC   COM            435569108      625     45900 SH       DEFINED 01                    45900
HOLLYWOOD.COM, INC             COM            436137103       93     12000 SH       DEFINED 01                    12000
HOLLYWOOD ENTERTAINMENT CORP   COM            436141105     2594    329400 SH       DEFINED 01                   329400
HOME DEPOT, INC                COM            437076102  1076078  21548492 SH       DEFINED 01                 21548492
HOME PROPERTIES OF NEW YORK, I COM            437306103     2847     94912 SH       DEFINED 01                    94912
HOMEBASE, INC                  COM            43738E108      104     66550 SH       DEFINED 01                    66550
HOMESTAKE MINING CO            COM            437614100     9305   1353524 SH       DEFINED 01                  1353524
HOMESTORE.COM, INC             COM            437852106     1182     40500 SH       DEFINED 01                    40500
HON INDUSTRIES, INC            COM            438092108     9560    406800 SH       DEFINED 01                   406800
HONEYWELL INTERNATIONAL, INC   COM            438516106   490898  14572126 SH       DEFINED 01                 14572126
HOOPER HOLMES, INC             COM            439104100     3465    433100 SH       DEFINED 01                   433100
HORACE MANN EDUCATORS CORP     COM            440327104     3027    201832 SH       DEFINED 01                   201832
HORIZON GROUP PROPERTIES, INC  COM            44041U102        0       118 SH       DEFINED 01                      118
HORIZON OFFSHORE, INC          COM            44043J105     4183    269900 SH       DEFINED 01                   269900
HORMEL FOODS CORP              COM            440452100     8906    529714 SH       DEFINED 01                   529714
HOSPITALITY PROPERTIES TRUST   COM            44106M102     7547    334500 SH       DEFINED 01                   334500
HOST MARRIOTT CORP (NEW)       COM            44107P104    13151   1402812 SH       DEFINED 01                  1402812
HOT TOP, INC                   COM            441339108      506     15800 SH       DEFINED 01                    15800
HOUGHTON MIFFLIN CO            COM            441560109     6233    133500 SH       DEFINED 01                   133500
HOUSEHOLD INTERNATIONAL, INC   COM            441815107   141104   3394982 SH       DEFINED 01                  3394982
HOUSTON EXPLORATION CO         COM            442120101     1418     56437 SH       DEFINED 01                    56437
HUB GROUP, INC (CLASS A)       COM            443320106       10       700 SH       DEFINED 01                      700
HUBBELL, INC (CLASS B)         COM            443510201     5353    209926 SH       DEFINED 01                   209926
HUDSON RIVER BANCORP, INC      COM            444128102      455     38300 SH       DEFINED 01                    38300
HUDSON UNITED BANCORP          COM            444165104    12600    561545 SH       DEFINED 01                   561545
HUGHES SUPPLY, INC             COM            444482103     3000    151900 SH       DEFINED 01                   151900
HUMANA, INC                    COM            444859102     5155   1057475 SH       DEFINED 01                  1057475
HUMAN GENOME SCIENCES, INC     COM            444903108    60735    455370 SH       DEFINED 01                   455370
HUNT (J.B.) TRANSPORT SERVICES COM            445658107     2810    182050 SH       DEFINED 01                   182050
HUNTINGTON BANCSHARES, INC     COM            446150104    21868   1382925 SH       DEFINED 01                  1382925
HUTCHINSON TECHNOLOGY, INC     COM            448407106     2600    182470 SH       DEFINED 01                   182470
HUTTIG BUILDING PRODUCTS, INC  COM            448451104      237     57344 SH       DEFINED 01                    57344
ICN PHARMACEUTICALS, INC       COM            448924100    14297    514048 SH       DEFINED 01                   514048
IDT CORP                       COM            448947101     5213    153600 SH       DEFINED 01                   153600
HYPERCOM CORP                  COM            44913M105     1123     78100 SH       DEFINED 01                    78100
HYPERION SOLUTIONS CORP        COM            44914M104     7804    240580 SH       DEFINED 01                   240580
HYSEQ, INC                     COM            449163302      504     11100 SH       DEFINED 01                    11100
IBP, INC                       COM            449223106     7529    487700 SH       DEFINED 01                   487700
ICG COMMUNICATIONS, INC        COM            449246107    11359    514872 SH       DEFINED 01                   514872
ICOS CORP                      COM            449295104    12793    290750 SH       DEFINED 01                   290750
IDEC PHARMACEUTICALS CORP      COM            449370105    29176    248700 SH       DEFINED 01                   248700
IDG BOOKS WORLDWIDE, INC       COM            449384106      203     22400 SH       DEFINED 01                    22400
IDX SYSTEMS CORP               COM            449491109     1370     97000 SH       DEFINED 01                    97000
IGEN INTERNATIONAL, INC        COM            449536101     1237     74700 SH       DEFINED 01                    74700
IHOP CORP (NEW)                COM            449623107     2389    142600 SH       DEFINED 01                   142600
IMC GLOBAL, INC                COM            449669100     8631    663946 SH       DEFINED 01                   663946
IMCO RECYCLING, INC            COM            449681105      533     97960 SH       DEFINED 01                    97960
IMS HEALTH, INC                COM            449934108    50532   2807346 SH       DEFINED 01                  2807346
IRT PROPERTY CO                COM            450058102     1836    216000 SH       DEFINED 01                   216000
INTERNET SECURITY SYSTEMS, INC COM            450306105    17891    181200 SH       DEFINED 01                   181200
ITC DELTACOM, INC              COM            45031T104     8120    363900 SH       DEFINED 01                   363900
ISTAR FINANCIAL, INC           COM            45031U101     9449    451316 SH       DEFINED 01                   451316
I-STAT CORP                    COM            450312103       54      3100 SH       DEFINED 01                     3100
ITT EDUCATIONAL SERVICES, INC  COM            45068B109     1138     64800 SH       DEFINED 01                    64800
IXL ENTERPRISES, INC           COM            450718101      677     46700 SH       DEFINED 01                    46700
IBASIS, INC                    COM            450732102      896     20800 SH       DEFINED 01                    20800
IBIS TECHNOLOGY, INC           COM            450909106      749     12400 SH       DEFINED 01                    12400
ITT INDUSTRIES, INC            COM            450911102    18153    597636 SH       DEFINED 01                   597636
IDACORP, INC                   COM            451107106     9449    293000 SH       DEFINED 01                   293000
IDEAMALL, INC                  COM            451662100       98     20400 SH       DEFINED 01                    20400
IDEX CORP                      COM            45167R104     4511    142930 SH       DEFINED 01                   142930
IDEXX LABORATORIES, INC        COM            45168D104     5060    221200 SH       DEFINED 01                   221200
IGATE CAPITAL CORP             COM            45169U105     3483    253337 SH       DEFINED 01                   253337
IKON OFFICE SOLUTIONS, INC     COM            451713101     3982   1027600 SH       DEFINED 01                  1027600
IDENTIX, INC                   COM            451906101     2662    169700 SH       DEFINED 01                   169700
ILEX ONCOLOGY, INC             COM            451923106      962     27300 SH       DEFINED 01                    27300
ILLINOIS TOOL WORKS, INC       COM            452308109   110224   1933763 SH       DEFINED 01                  1933763
ILLUMINET HOLDINGS, INC        COM            452334105      219      4300 SH       DEFINED 01                     4300
IMATION CORP                   COM            45245A107     7870    267922 SH       DEFINED 01                   267922
IMCLONE SYSTEMS, INC           COM            45245W109    22503    294400 SH       DEFINED 01                   294400
IMMUCOR, INC                   COM            452526106      939    166900 SH       DEFINED 01                   166900
IMMUNEX CORP                   COM            452528102    83559   1690191 SH       DEFINED 01                  1690191
IMPATH, INC                    COM            45255G101     3092     57000 SH       DEFINED 01                    57000
IMPERIAL BANCORP               COM            452556103     6622    425514 SH       DEFINED 01                   425514
IMPERIAL CREDIT INDUSTRIES, IN COM            452729106      719    169100 SH       DEFINED 01                   169100
IMATRON, INC                   COM            452906100       43     18500 SH       DEFINED 01                    18500
IMMUNOMEDICS, INC              COM            452907108     1080     44100 SH       DEFINED 01                    44100
IMPERIAL OIL LTD               COM            453038408    26749   1096364 SH       DEFINED 01                  1096364
IMPERIAL PARKING CORP          COM            453077109        3       169 SH       DEFINED 01                      169
IMPERIAL SUGAR CO              COM            453096109       11      8538 SH       DEFINED 01                     8538
IMRGLOBAL CORP                 COM            45321W106     2726    208700 SH       DEFINED 01                   208700
INCO LTD CO (U.S.)             COM            453258402    17257   1124281 SH       DEFINED 01                  1124281
INCTYE GENOMICS                COM            45337C102    15136    184165 SH       DEFINED 01                   184165
INDEPENDENCE COMMUNITY BANK CO COM            453414104     5923    447000 SH       DEFINED 01                   447000
INDEPENDENT BANK CORP          COM            453836108      713     63039 SH       DEFINED 01                    63039
INDUS INTERNATIONAL, INC       COM            45578L100       86     10000 SH       DEFINED 01                    10000
INDUSTRI-MATEMATIK INTERNATION COM            455792101        1       100 SH       DEFINED 01                      100
INDYMAC BANCORP, INC           COM            456607100    10709    789580 SH       DEFINED 01                   789580
INFINEON TECHNOLOGIES AG. ADR  ADR            45662N103    15698    198081 SH       DEFINED 01                   198081
INFINITY BROADCASTING CORP (CL COM            45662S102   114560   3144005 SH       DEFINED 01                  3144005
INET TECHNOLOGIES, INC         COM            45662V105     2268     41800 SH       DEFINED 01                    41800
INFOCURE CORP                  COM            45665A108     1371    243675 SH       DEFINED 01                   243675
INFOCUS CORP                   COM            45665B106     5259    163400 SH       DEFINED 01                   163400
INFOGRAMES, INC                COM            45665T107      414     50900 SH       DEFINED 01                    50900
INFORMATICA CORP               COM            45666Q102    11258    137400 SH       DEFINED 01                   137400
INFONET SERVICES CORP          COM            45666T106     5918    495762 SH       DEFINED 01                   495762
INFORMATION ARCHITECTS CORP    COM            45669R107      194     28000 SH       DEFINED 01                    28000
INFORMATION HOLDINGS, INC      COM            456727106     1362     36800 SH       DEFINED 01                    36800
INFORMIX CORP                  COM            456779107    17612   2367950 SH       DEFINED 01                  2367950
INFOSPACE.COM, INC             COM            45678T102    45336    820560 SH       DEFINED 01                   820560
INFOUSA, INC                   COM            456818301     1095    168400 SH       DEFINED 01                   168400
INGERSOLL-RAND CO              COM            456866102    51488   1279200 SH       DEFINED 01                  1279200
INFORMATION RESOURCES, INC     COM            456905108      147     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     7485    429250 SH       DEFINED 01                   429250
INHALE THERAPEUTIC SYSTEMS     COM            457191104     9305     91700 SH       DEFINED 01                    91700
INKTOMI CORP                   COM            457277101    65126    550746 SH       DEFINED 01                   550746
INNKEEPERS U.S.A. TRUST        COM            4576J0104     1833    200900 SH       DEFINED 01                   200900
INNOVEX, INC                   COM            457647105      981    100600 SH       DEFINED 01                   100600
INSIGHT ENTERPRISES, INC       COM            45765U103    11724    197659 SH       DEFINED 01                   197659
INPUT/OUTPUT, INC              COM            457652105     2467    292374 SH       DEFINED 01                   292374
INPRISE CORP                   COM            45766C102      248     40437 SH       DEFINED 01                    40437
INSITUFORM TECHNOLOGIES, INC ( COM            457667103     4972    183300 SH       DEFINED 01                   183300
INSIGNIA FINANCIAL GROUP, INC  COM            45767A105     1419    141944 SH       DEFINED 01                   141944
INSIGHT COMMUNICATIONS CO, INC COM            45768V108      122      7800 SH       DEFINED 01                     7800
INSPIRE INSURANCE SOLUTIONS, I COM            457732105      211     70350 SH       DEFINED 01                    70350
INSURANCE AUTO AUCTIONS, INC   COM            457875102       80      3800 SH       DEFINED 01                     3800
INTEGRATED ELECTRICAL SERVICES COM            45811E103      713    139100 SH       DEFINED 01                   139100
INTEGRATED DEVICE TECHNOLOGY,  COM            458118106    42254    705710 SH       DEFINED 01                   705710
INTEGRATED SILICON SOLUTION, I COM            45812P107     1501     39500 SH       DEFINED 01                    39500
INTEGRA BANK CORP              COM            45814P105      784     46101 SH       DEFINED 01                    46101
INTELIDATA TECHNOLOGIES CORP   COM            45814T107      376     36500 SH       DEFINED 01                    36500
INTEL CORP                     COM            458140100  4990558  37330028 SH       DEFINED 01                 37330028
INTELECT COMMUNICATIONS        COM            458144102      100     43100 SH       DEFINED 01                    43100
INTER-TEL, INC                 COM            458372109     2654    165225 SH       DEFINED 01                   165225
INTERACT COMMERCE CORP         COM            45839Y107      295     25000 SH       DEFINED 01                    25000
INTERDIGITAL COMMUNICATIONS CO COM            45866A105     6555    395786 SH       DEFINED 01                   395786
INTERFACE, INC (CLASS A)       COM            458665106     1124    294700 SH       DEFINED 01                   294700
SPHERION CORP                  COM            45868P100     6832    384900 SH       DEFINED 01                   384900
INTERGRAPH CORP                COM            458683109     1627    215165 SH       DEFINED 01                   215165
INTERLIANT, INC                COM            458742103      333     14300 SH       DEFINED 01                    14300
INTERLOGIX, INC                COM            458763109      191     13909 SH       DEFINED 01                    13909
INTERMEDIA COMMUNICATIONS, INC COM            458801107    14593    490513 SH       DEFINED 01                   490513
INTERMET CORP                  COM            45881K104     1172    170500 SH       DEFINED 01                   170500
INTERNAP NETWORK SERVICES CORP COM            45885A102     1976     47600 SH       DEFINED 01                    47600
INTERNATIONAL ALUMINUM CORP    COM            458884103     2003    116100 SH       DEFINED 01                   116100
INTERNATIONAL BANCSHARES CORP  COM            459044103     2078     63687 SH       DEFINED 01                    63687
INTERNATIONAL BUSINESS MACHINE COM            459200101  2110541  19263351 SH       DEFINED 01                 19263351
INTERNATIONAL FIBERCOM, INC    COM            45950T101     4335    170000 SH       DEFINED 01                   170000
INT'L FLAVORS & FRAGRANCES, IN COM            459506101    23048    763487 SH       DEFINED 01                   763487
INTERNATIONAL HOME FOODS, INC  COM            459655106     5487    262042 SH       DEFINED 01                   262042
INTERNATIONAL GAME TECHNOLOGY  COM            459902102    14236    537221 SH       DEFINED 01                   537221
INTERNATIONAL MULTIFOODS CORP  COM            460043102     1918    110800 SH       DEFINED 01                   110800
INTERNATIONAL PAPER CO         COM            460146103   107305   3599329 SH       DEFINED 01                  3599329
INTERNATIONAL RECTIFIER CORP   COM            460254105    24590    439100 SH       DEFINED 01                   439100
INTERNATIONAL SPEEDWAY CORP (C COM            460335201     5653    136633 SH       DEFINED 01                   136633
INTERNATIONAL SPECIALTY PRODUC COM            460337108     1286    226100 SH       DEFINED 01                   226100
INTERNET CAPITAL GROUP, INC    COM            46059C106     4224    114115 SH       DEFINED 01                   114115
INTERNET INITIATIVE JAPAN, INC ADR            46059T109    19738    333130 SH       DEFINED 01                   333130
INTERPOOL, INC                 COM            46062R108      608     62400 SH       DEFINED 01                    62400
INTERSIL HOLDINGS CORP         COM            46069S109     1557     28800 SH       DEFINED 01                    28800
INTERPUBLIC GROUP OF COS, INC  COM            460690100   165625   3851742 SH       DEFINED 01                  3851742
INTERSTATE BAKERIES CORP       COM            46072H108     3650    260711 SH       DEFINED 01                   260711
INTERSTATE HOTELS CORP         COM            46088R108        2       541 SH       DEFINED 01                      541
INTERWEST BANCORP, INC         COM            460931108     1034     73850 SH       DEFINED 01                    73850
INTRANET SOLUTIONS             COM            460939309     1067     27800 SH       DEFINED 01                    27800
INTERTAN, INC                  COM            461120107     2046    174150 SH       DEFINED 01                   174150
INTERTRUST TECHNOLOGIES CORP   COM            46113Q109     1795     87300 SH       DEFINED 01                    87300
INTERWOVEN, INC                COM            46114T102     1628     14800 SH       DEFINED 01                    14800
INTERVOICE-BRITE, INC          COM            461142101     1556    237100 SH       DEFINED 01                   237100
INTIMATE BRANDS, INC (CLASS A) COM            461156101     9975    505064 SH       DEFINED 01                   505064
INTRAWARE, INC                 COM            46118M103     2075    129200 SH       DEFINED 01                   129200
INTUIT, INC                    COM            461202103    40810    986355 SH       DEFINED 01                   986355
INVACARE CORP                  COM            461203101     4289    163400 SH       DEFINED 01                   163400
INVESTMENT TECHNOLOGY GROUP, I COM            46145F105     3707     93845 SH       DEFINED 01                    93845
INVITROGEN CORP                COM            46185R100     3166     42100 SH       DEFINED 01                    42100
INVESTORS FINANCIAL SERVICES C COM            461915100    11809    297556 SH       DEFINED 01                   297556
IOMEGA CORP                    COM            462030107     8324   2081004 SH       DEFINED 01                  2081004
IONICS, INC                    COM            462218108     1519     49600 SH       DEFINED 01                    49600
IPALCO ENTERPRISES, INC        COM            462613100    10307    512134 SH       DEFINED 01                   512134
IRON MOUNTAIN, INC             COM            462846106     7835    230431 SH       DEFINED 01                   230431
IRWIN FINANCIAL CORP           COM            464119106     1093     75700 SH       DEFINED 01                    75700
ISIS PHARMACEUTICALS, INC      COM            464330109     3782    260820 SH       DEFINED 01                   260820
ISLE OF CAPRI CASINOS, INC     COM            464592104       98      7250 SH       DEFINED 01                     7250
IT GROUP, INC                  COM            465266104      722    148200 SH       DEFINED 01                   148200
ITRON, INC                     COM            465741106       12      1500 SH       DEFINED 01                     1500
ITURF, INC                     COM            46575Q100      107     37082 SH       DEFINED 01                    37082
I2 TECHNOLOGIES, INC           COM            465754109    85788    822780 SH       DEFINED 01                   822780
IVAX CORP                      COM            465823102    36936    890025 SH       DEFINED 01                   890025
IVEX PACKAGING CORP            COM            465855104     1882    169200 SH       DEFINED 01                   169200
IVILLAGE, INC                  COM            46588H105     1453    172195 SH       DEFINED 01                   172195
JDN REALTY CORP                COM            465917102     1972    193550 SH       DEFINED 01                   193550
JPM CO                         COM            465933109        1       100 SH       DEFINED 01                      100
J & J SNACK FOODS CORP         COM            466032109     1376     77000 SH       DEFINED 01                    77000
JDS UNIPHASE CORP              COM            46612J101   831652   6937662 SH       DEFINED 01                  6937662
JDA SOFTWARE GROUP, INC        COM            46612K108     2713    141400 SH       DEFINED 01                   141400
JLK DIRECT DISTRIBUTION, INC ( COM            46621C105      122     23900 SH       DEFINED 01                    23900
JLG INDUSTRIES, INC            COM            466210101     4267    359366 SH       DEFINED 01                   359366
JNI CORP                       COM            46622G105      338     10700 SH       DEFINED 01                    10700
JP REALTY, INC                 COM            46624A106     1641     92100 SH       DEFINED 01                    92100
JABIL CIRCUIT, INC             COM            466313103    40426    814632 SH       DEFINED 01                   814632
JACK IN THE BOX, INC           COM            466367109     7968    323569 SH       DEFINED 01                   323569
JACOBS ENGINEERING GROUP, INC  COM            469814107     5063    154897 SH       DEFINED 01                   154897
JACOBSON STORES, INC           COM            469834105        0        50 SH       DEFINED 01                       50
CLEAR CHANNEL WTS 09/18/01                    469858138     2646    224000 SH       DEFINED 01                   224000
JAKKS PACIFIC, INC             COM            47012E106     1642    111300 SH       DEFINED 01                   111300
JEFFERIES GROUP, INC (NEW)     COM            472319102      838     41500 SH       DEFINED 01                    41500
JEFFERSON SAVINGS BANCORP, INC COM            474900107        1       100 SH       DEFINED 01                      100
JEFFERSON-PILOT CORP           COM            475070108    41446    734371 SH       DEFINED 01                   734371
JO-ANN STORES, INC (CLASS A)   COM            47758P109      622     88841 SH       DEFINED 01                    88841
JO-ANN STORES, INC (CLASS B)   COM            47758P208     1808    237100 SH       DEFINED 01                   237100
JOHN NUVEEN CO (CLASS A)       COM            478035108     1773     42283 SH       DEFINED 01                    42283
JOHNS MANVILLE CORP            COM            478129109     1945    147500 SH       DEFINED 01                   147500
JOHNSON & JOHNSON CO           COM            478160104  1262510  12392734 SH       DEFINED 01                 12392734
JOHNSON CONTROLS, INC          COM            478366107    32566    634669 SH       DEFINED 01                   634669
JONES APPAREL GROUP, INC       COM            480074103    30392   1293273 SH       DEFINED 01                  1293273
JONES LANG LA SALLE            COM            48020Q107     2775    207496 SH       DEFINED 01                   207496
JONES PHARMACEUTICAL, INC      COM            480236108    16988    425375 SH       DEFINED 01                   425375
JOURNAL REGISTER CO            COM            481138105     3030    166038 SH       DEFINED 01                   166038
JUNIPER NETWORKS, INC          COM            48203R104    48269    331600 SH       DEFINED 01                   331600
JUNO LIGHTING, INC (W/I)       COM            482047206       54      9054 SH       DEFINED 01                     9054
JUNO ONLINE SERVICES, INC      COM            482048105      516     47967 SH       DEFINED 01                    47967
JUPITER COMMUNICATIONS, INC    COM            482050101      184      8000 SH       DEFINED 01                     8000
JUSTIN INDUSTRIES, INC         COM            482171105     2454    112200 SH       DEFINED 01                   112200
KLA-TENCOR CORP                COM            482480100    87344   1491466 SH       DEFINED 01                  1491466
K MART CORP                    COM            482584109    20667   3033698 SH       DEFINED 01                  3033698
K-SWISS, INC (CLASS A)         COM            482686102      288     18100 SH       DEFINED 01                    18100
K2, INC                        COM            482732104      232     27905 SH       DEFINED 01                    27905
KV PHARMACEUTICAL CO (CLASS B) COM            482740107     1389     51072 SH       DEFINED 01                    51072
KAISER ALUMINUM CORP           COM            483007100      676    169100 SH       DEFINED 01                   169100
KAMAN CORP (CLASS A)           COM            483548103     1399    130900 SH       DEFINED 01                   130900
KANA COMMUNICATIONS, INC       COM            483600102     5993     96864 SH       DEFINED 01                    96864
KANSAS CITY LIFE INSURANCE CO  COM            484836101      624     23200 SH       DEFINED 01                    23200
KANSAS CITY POWER & LIGHT CO   COM            485134100     9279    412404 SH       DEFINED 01                   412404
KANSAS CITY SOUTHERN INDUSTRIE COM            485170104    81069    914092 SH       DEFINED 01                   914092
KAUFMAN & BROAD HOME CORP      COM            486168107     6002    302959 SH       DEFINED 01                   302959
KAYDON CORP                    COM            486587108     4460    212400 SH       DEFINED 01                   212400
KEANE, INC                     COM            486665102     7866    363755 SH       DEFINED 01                   363755
KEEBLER FOODS CO               COM            487256109     5725    154206 SH       DEFINED 01                   154206
KELLOGG CO                     COM            487836108    47178   1585803 SH       DEFINED 01                  1585803
KELLSTROM INDUSTRIES, INC      COM            488035106      376     81400 SH       DEFINED 01                    81400
KELLWOOD CO                    COM            488044108     3880    183690 SH       DEFINED 01                   183690
KELLY SERVICES, INC (CLASS A)  COM            488152208     4169    180295 SH       DEFINED 01                   180295
KEMET CORP                     COM            488360108    18403    734286 SH       DEFINED 01                   734286
KENDLE INTERNATIONAL, INC      COM            48880L107        2       300 SH       DEFINED 01                      300
KENNAMETAL, INC                COM            489170100     4166    194346 SH       DEFINED 01                   194346
KENT ELECTRONICS CORP          COM            490553104     5694    191000 SH       DEFINED 01                   191000
KERR-MCGEE CORP                COM            492386107    33035    560515 SH       DEFINED 01                   560515
KEY ENERGY SERVICES, INC       COM            492914106     5293    549919 SH       DEFINED 01                   549919
KEYCORP                        COM            493267108    62447   3543079 SH       DEFINED 01                  3543079
KEYNOTE SYSTEMS, INC           COM            493308100      127      1800 SH       DEFINED 01                     1800
KEYSPAN CORP                   COM            49337W100    34700   1128451 SH       DEFINED 01                  1128451
KEYSTONE AUTOMOTIVE INDUSTRIES COM            49338N109      203     29300 SH       DEFINED 01                    29300
KEYSTONE FINANCIAL, INC        COM            493482103     6855    322582 SH       DEFINED 01                   322582
KFORCE.COM, INC                COM            493732101     1980    285385 SH       DEFINED 01                   285385
KILROY REALTY CORP             COM            49427F108     4752    183226 SH       DEFINED 01                   183226
KIMBALL INTERNATIONAL, INC (CL COM            494274103     5941    402796 SH       DEFINED 01                   402796
KIMBERLY-CLARK CORP            COM            494368103   213321   3718020 SH       DEFINED 01                  3718020
KIMCO REALTY CORP              COM            49446R109    13788    336300 SH       DEFINED 01                   336300
KINDER MORGAN, INC             COM            49455P101    22765    658650 SH       DEFINED 01                   658650
KING PHARMACEUTICALS, INC      COM            495582108    13740    313160 SH       DEFINED 01                   313160
KINROSS GOLD CORP              COM            496902107       13     13587 SH       DEFINED 01                    13587
KIRBY CORP                     COM            497266106     1959     92172 SH       DEFINED 01                    92172
KNIGHT-RIDDER, INC             COM            499040103    24493    460500 SH       DEFINED 01                   460500
KNIGHT TRADING GROUP, INC      COM            499063105    18447    618768 SH       DEFINED 01                   618768
KNIGHT TRANSPORTATION, INC     COM            499064103     1340     92000 SH       DEFINED 01                    92000
KOGER EQUITY, INC              COM            500228101     2300    136300 SH       DEFINED 01                   136300
KOHL'S CORP                    COM            500255104   125460   2255458 SH       DEFINED 01                  2255458
KOMAG, INC                     COM            500453105     1184    676550 SH       DEFINED 01                   676550
KONOVER PROPERTY TRUST, INC    COM            50047R100       35      7300 SH       DEFINED 01                     7300
KOPIN CORP                     COM            500600101    14806    213800 SH       DEFINED 01                   213800
KORN FERRY INTERNATIONAL       COM            500643200     2440     77000 SH       DEFINED 01                    77000
KOS PHARMACEUTICALS, INC       COM            500648100      164     10200 SH       DEFINED 01                    10200
KRISPY KREME DOUGH             COM            501014104      478      6500 SH       DEFINED 01                     6500
KROGER CO                      COM            501044101   153375   6951832 SH       DEFINED 01                  6951832
KROLL-O'GARA CO                COM            501050108       72     10700 SH       DEFINED 01                    10700
KRONOS, INC                    COM            501052104     2508     96450 SH       DEFINED 01                    96450
KULICHE & SOFFA INDUSTRIES, IN COM            501242101    13435    226275 SH       DEFINED 01                   226275
LCA-VISION, INC                COM            501803209      533    218858 SH       DEFINED 01                   218858
LCC INTERNATIONAL, INC (CLASS  COM            501810105      432     15800 SH       DEFINED 01                    15800
LOUISVILLE GAS & ELECTRIC ENER COM            501917108    25266   1058242 SH       DEFINED 01                  1058242
LTV CORP                       COM            501921100     2170    754800 SH       DEFINED 01                   754800
LHS GROUP, INC                 COM            501938104     6379    184900 SH       DEFINED 01                   184900
LNR PROPERTY CORP              COM            501940100     7196    369010 SH       DEFINED 01                   369010
LSI INDUSTRIES, INC            COM            50216C108      434     28600 SH       DEFINED 01                    28600
LSI LOGIC CORP                 COM            502161102   309016   5709309 SH       DEFINED 01                  5709309
LTC HEALTHCARE, INC            COM            50217R104        1       550 SH       DEFINED 01                      550
LTC PROPERTIES, INC            COM            502175102     1063    179000 SH       DEFINED 01                   179000
LTX CORP                       COM            502392103    12781    365835 SH       DEFINED 01                   365835
L-3 COMMUNICATIONS HOLDINGS, I COM            502424104    14020    245700 SH       DEFINED 01                   245700
LA-Z-BOY, INC                  COM            505336107     5054    361013 SH       DEFINED 01                   361013
LABONE, INC                    COM            50540L105     2108    374826 SH       DEFINED 01                   374826
LABORATORY CORP OF AMERICA HOL COM            50540R409     4647     60256 SH       DEFINED 01                    60256
LABOR READY, INC               COM            505401208     1460    220375 SH       DEFINED 01                   220375
LACLEDE GAS CO                 COM            505588103     2437    126600 SH       DEFINED 01                   126600
LADISH CO, INC                 COM            505754200      188     19300 SH       DEFINED 01                    19300
LAFARGE CORP                   COM            505862102     4623    220156 SH       DEFINED 01                   220156
LAIDLAW, INC (U.S.)            COM            50730K503       22     58400 SH       DEFINED 01                    58400
LAKES GAMING, INC              COM            51206P109      417     47037 SH       DEFINED 01                    47037
LAM RESEARCH CORP              COM            512807108    43195   1151869 SH       DEFINED 01                  1151869
LAMAR ADVERTISING CO (CLASS A) COM            512815101    18252    421400 SH       DEFINED 01                   421400
LANCASTER COLONY CORP          COM            513847103     4511    231329 SH       DEFINED 01                   231329
LANCE, INC                     COM            514606102     1614    179332 SH       DEFINED 01                   179332
LANDAUER, INC                  COM            51476K103      800     51398 SH       DEFINED 01                    51398
LANDAMERICA FINANCIAL GROUP, I COM            514936103     2155     93940 SH       DEFINED 01                    93940
LANDRY'S SEAFOOD RESTAURANTS,  COM            51508L103     1425    167589 SH       DEFINED 01                   167589
LAND'S END, INC                COM            515086106     3303     98964 SH       DEFINED 01                    98964
LANDSTAR SYSTEM, INC           COM            515098101     4366     73294 SH       DEFINED 01                    73294
LANIER WORLDWIDE, INC          COM            51589L105      556    556449 SH       DEFINED 01                   556449
LASERSIGHT, INC                COM            517924106      539    141500 SH       DEFINED 01                   141500
LASALLE HOTEL PROPERTIES       COM            517942108     1126     78300 SH       DEFINED 01                    78300
LASER VISION CENTERS, INC      COM            51807H100     1229    198600 SH       DEFINED 01                   198600
LASON, INC                     COM            51808R107      305    122000 SH       DEFINED 01                   122000
LATITUDE COMMUNICATIONS, INC   COM            518292107      242     21600 SH       DEFINED 01                    21600
LATTICE SEMICONDUCTOR CORP     COM            518415104    26843    388322 SH       DEFINED 01                   388322
LAUDER (ESTEE) CO (CLASS A)    COM            518439104    27523    556720 SH       DEFINED 01                   556720
LAUNCH MEDIA, INC              COM            518567102      676     73100 SH       DEFINED 01                    73100
LAWSON PRODUCTS, INC           COM            520776105     2416     98100 SH       DEFINED 01                    98100
LEAP WIRELESS INTERNATIONAL, I COM            521863100     8152    173442 SH       DEFINED 01                   173442
LEAPNET, INC                   COM            521864108        2       488 SH       DEFINED 01                      488
LEAR CORP                      COM            521865105     8705    435240 SH       DEFINED 01                   435240
LEARN2.COM, INC                COM            522002104      680    345300 SH       DEFINED 01                   345300
LEARNING TREE INTERNATIONAL, I COM            522015106     4912     80200 SH       DEFINED 01                    80200
LEE ENTERPRISES, INC           COM            523768109     7342    314956 SH       DEFINED 01                   314956
LEGATO SYSTEMS, INC            COM            524651106     8322    550194 SH       DEFINED 01                   550194
LEGGETT & PLATT, INC           COM            524660107    21789   1320568 SH       DEFINED 01                  1320568
LEGG MASON, INC                COM            524901105    18368    367364 SH       DEFINED 01                   367364
LEHMAN BROTHERS HOLDINGS, INC  COM            524908100    72401    765639 SH       DEFINED 01                   765639
LENNAR CORP                    COM            526057104     7585    374565 SH       DEFINED 01                   374565
LENNOX INTERNATIONAL, INC      COM            526107107      352     26573 SH       DEFINED 01                    26573
LEUCADIA NATIONAL CORP         COM            527288104     6299    276100 SH       DEFINED 01                   276100
LEVEL 8 SYSTEMS, INC           COM            52729M102      253     12000 SH       DEFINED 01                    12000
LEVEL 3 COMMUNICATIONS, INC    COM            52729N100   172446   1959608 SH       DEFINED 01                  1959608
LEXINGTON CORPORATE PROPERTIES COM            529043101      168     15000 SH       DEFINED 01                    15000
LEXMARK INTERNATIONAL, INC     COM            529771107   129071   1919268 SH       DEFINED 01                  1919268
LIBBEY, INC                    COM            529898108     3590    111765 SH       DEFINED 01                   111765
LIBERATE TECHNOLOGY            COM            530129105     1600     54600 SH       DEFINED 01                    54600
LIBERTY CORP                   COM            530370105     2483     59114 SH       DEFINED 01                    59114
LIBERTY DIGITAL, INC (CLASS A) COM            530436104     9939    331300 SH       DEFINED 01                   331300
LIBERTY FINANCIAL COS, INC     COM            530512102      476     21700 SH       DEFINED 01                    21700
LIBERTY PROPERTY TRUST CO      COM            531172104    10691    412200 SH       DEFINED 01                   412200
LIFEPOINT HOSPITALS, INC       COM            53219L109     5595    251440 SH       DEFINED 01                   251440
LIGAND PHARMACEUTICALS CO (CLA COM            53220K207     5374    407540 SH       DEFINED 01                   407540
LIFEMINDERS, INC               COM            53220Q105      467     15800 SH       DEFINED 01                    15800
LIGHTBRIDGE, INC               COM            532226107      205      8600 SH       DEFINED 01                     8600
LILLY (ELI) & CO               COM            532457108   965245   9664532 SH       DEFINED 01                  9664532
LILLY INDUSTRIES, INC (CLASS A COM            532491107     7571    251833 SH       DEFINED 01                   251833
LIMITED, INC                   COM            532716107   189954   8783982 SH       DEFINED 01                  8783982
LINCARE HOLDINGS, INC          COM            532791100     6668    270780 SH       DEFINED 01                   270780
LINCOLN ELECTRIC HOLDINGS CO   COM            533900106     2055    144200 SH       DEFINED 01                   144200
LINCOLN NATIONAL CORP          COM            534187109    51511   1425900 SH       DEFINED 01                  1425900
LINDSAY MANUFACTURING CO       COM            535555106      729     37150 SH       DEFINED 01                    37150
LINEAR TECHNOLOGY CO           COM            535678106   365767   5720700 SH       DEFINED 01                  5720700
LINENS 'N THINGS, INC          COM            535679104     9581    353200 SH       DEFINED 01                   353200
LIQUI-BOX CORP                 COM            536314107       50      1000 SH       DEFINED 01                     1000
LITHIA MOTORS, INC (CLASS A)   COM            536797103      173     12900 SH       DEFINED 01                    12900
LITTELFUSE, INC                COM            537008104     7105    145000 SH       DEFINED 01                   145000
LITTON INDUSTRIES, INC         COM            538021106    11550    274997 SH       DEFINED 01                   274997
LIZ CLAIBORNE, INC             COM            539320101    15824    448900 SH       DEFINED 01                   448900
LOCAL FINANCIAL CORP           COM            539553107     1113    133430 SH       DEFINED 01                   133430
LOCKHEED MARTIN CORP           COM            539830109    48981   1974032 SH       DEFINED 01                  1974032
LODGIAN, INC                   COM            54021P106      413    169400 SH       DEFINED 01                   169400
LODGENET ENTERTAINMENT         COM            540211109      308     12700 SH       DEFINED 01                    12700
LOEWS CINEPLEX ENTERTAINMENT C COM            540423100       49     15300 SH       DEFINED 01                    15300
LOEWS CORP                     COM            540424108    29870    497841 SH       DEFINED 01                   497841
LONE STAR STEAKHOUSE & SALOON, COM            542307103     2014    198869 SH       DEFINED 01                   198869
LONE STAR TECHNOLOGIES, INC    COM            542312103     4827    104359 SH       DEFINED 01                   104359
LONGS DRUG STORES CORP         COM            543162101     2564    117898 SH       DEFINED 01                   117898
LONGVIEW FIBRE CO              COM            543213102     3666    331400 SH       DEFINED 01                   331400
LOOKSMART LTD                  COM            543442107      697     37700 SH       DEFINED 01                    37700
LOUDEYE TECHNOLOGIES, INC      COM            545754103       80      4600 SH       DEFINED 01                     4600
LOUIS DREYFUS NATURAL GAS CORP COM            546011107     4064    129792 SH       DEFINED 01                   129792
LOUISIANA PACIFIC CORP         COM            546347105     6616    608405 SH       DEFINED 01                   608405
LOWE'S COS, INC                COM            548661107   133782   3258016 SH       DEFINED 01                  3258016
LUBRIZOL CORP                  COM            549271104     7991    380526 SH       DEFINED 01                   380526
LUBY'S, INC                    COM            549282101     1192    148991 SH       DEFINED 01                   148991
LUCENT TECHNOLOGIES, INC       COM            549463107  2105615  35537798 SH       DEFINED 01                 35537798
LUMINEX CORP                   COM            55027E102      404      9700 SH       DEFINED 01                     9700
LUXOTTICA GROUP S.P.A. ADR     ADR            55068R202     2196    180200 SH       DEFINED 01                   180200
LYCOS, INC                     COM            550818108    27173    503204 SH       DEFINED 01                   503204
LYDALL, INC                    COM            550819106     1161    109269 SH       DEFINED 01                   109269
LYONDELL CHEMICAL CO           COM            552078107    29158   1740768 SH       DEFINED 01                  1740768
M & T BANK CORP                COM            55261F104    23863     53029 SH       DEFINED 01                    53029
MAF BANCORP, INC               COM            55261R108     5047    277480 SH       DEFINED 01                   277480
MBIA, INC                      COM            55262C100    34472    715381 SH       DEFINED 01                   715381
MBNA CORP                      COM            55262L100   162952   6007448 SH       DEFINED 01                  6007448
MCN ENERGY GROUP, INC          COM            55267J100    12690    593672 SH       DEFINED 01                   593672
MDC HOLDINGS, INC              COM            552676108     3574    191900 SH       DEFINED 01                   191900
MDS, INC                       COM            55269P302     1606     52300 SH       DEFINED 01                    52300
MDU RESOURCES GROUP, INC       COM            552690109     4680    216429 SH       DEFINED 01                   216429
MSCI, INC                      COM            55270M108     1324     51162 SH       DEFINED 01                    51162
MEMC ELECTRONIC MATERIALS, INC COM            552715104     5148    286000 SH       DEFINED 01                   286000
MGC COMMUNICATIONS, INC        COM            552763302     9075    151400 SH       DEFINED 01                   151400
MGIC INVESTMENT CORP           COM            552848103    36705    806700 SH       DEFINED 01                   806700
MGI PHARMA, INC                COM            552880106      446     15500 SH       DEFINED 01                    15500
MGI PROPERTIES, INC            COM            552885105      148     64100 SH       DEFINED 01                    64100
MGM MIRAGE                     COM            552953101     2109     65644 SH       DEFINED 01                    65644
MKS INSTRUMENTS, INC           COM            55306N104     1933     49400 SH       DEFINED 01                    49400
MMC NETWORKS, INC              COM            55308N102    12709    237820 SH       DEFINED 01                   237820
MRV COMMUNICATIONS, INC        COM            553477100    20307    301960 SH       DEFINED 01                   301960
MSC INDUSTRIAL DIRECT CO (CLAS COM            553530106     4227    201883 SH       DEFINED 01                   201883
M.S. CARRIERS, INC             COM            553533100     2508    142300 SH       DEFINED 01                   142300
MTS SYSTEMS CORP               COM            553777103     1269    203100 SH       DEFINED 01                   203100
MTI TECHNOLOGY CORP            COM            553903105     1712    213980 SH       DEFINED 01                   213980
MACDERMID, INC                 COM            554273102     2552    108600 SH       DEFINED 01                   108600
MACERICH CO                    COM            554382101     4448    201600 SH       DEFINED 01                   201600
MACK-CALI REALTY CORP          COM            554489104    10406    405100 SH       DEFINED 01                   405100
MACKENZIE FINANCIAL CORP       COM            554531103     4292    285800 SH       DEFINED 01                   285800
MACROCHEM CORP (DELAWARE)      COM            555903103      735    151700 SH       DEFINED 01                   151700
MACROVISION CORP               COM            555904101    12669    198200 SH       DEFINED 01                   198200
MACROMEDIA, INC                COM            556100105    26067    269600 SH       DEFINED 01                   269600
MADDEN STEVEN, LTD             COM            556269108       62      9400 SH       DEFINED 01                     9400
MADISON GAS & ELECTRIC CO      COM            557497104     2038    103200 SH       DEFINED 01                   103200
MAGELLAN HEALTH SERVICES, INC  COM            559079108      135    108000 SH       DEFINED 01                   108000
MAGNA INTERNATIONAL, INC       COM            559222401     9876    210400 SH       DEFINED 01                   210400
MAGNETEK, INC                  COM            559424106      117     14652 SH       DEFINED 01                    14652
MAIL.COM, INC                  COM            560311102      251     44200 SH       DEFINED 01                    44200
MAIL-WELL, INC                 COM            560321200     2461    285361 SH       DEFINED 01                   285361
MALIBU ENTERTAINMENT WORLDWIDE COM            561182106        1      5500 SH       DEFINED 01                     5500
MALLINCKRODT, INC              COM            561232109    22086    508450 SH       DEFINED 01                   508450
MANDALAY RESORT GROUP          COM            562567107     9651    482560 SH       DEFINED 01                   482560
MANHATTAN ASSOCIATES, INC      COM            562750109     1178     47100 SH       DEFINED 01                    47100
MANITOWOC, INC                 COM            563571108     5371    200784 SH       DEFINED 01                   200784
MANNATECH, INC                 COM            563771104       10      4400 SH       DEFINED 01                     4400
MANOR CARE, INC                COM            564055101     3864    552002 SH       DEFINED 01                   552002
MANPOWER, INC                  COM            56418H100    18582    580701 SH       DEFINED 01                   580701
MANUFACTURED HOME COMMUNITIES, COM            564682102     3404    142200 SH       DEFINED 01                   142200
MAPICS, INC                    COM            564910107      798    138700 SH       DEFINED 01                   138700
MANULIFE FINANCIAL CORP        COM            56501R106    66926   3799400 SH       DEFINED 01                  3799400
MANUGISTICS GROUP, INC         COM            565011103     6892    147426 SH       DEFINED 01                   147426
MAPINFO CORP                   COM            565105103      228      5600 SH       DEFINED 01                     5600
MARCHFIRST, INC                COM            566244109    15677    859032 SH       DEFINED 01                   859032
MARCUS CORP                    COM            566330106      971     80115 SH       DEFINED 01                    80115
MARIMBA, INC                   COM            56781Q109     1394    100000 SH       DEFINED 01                   100000
MARINE TRANSPORT CORP          COM            567912100       65     26520 SH       DEFINED 01                    26520
MARINE DRILLING CO, INC        COM            568240204    13065    466600 SH       DEFINED 01                   466600
MARK IV INDUSTRIES, INC        COM            570387100     9130    437370 SH       DEFINED 01                   437370
MARKEL CORP                    COM            570535104     3739     26400 SH       DEFINED 01                    26400
MARKETWATCH.COM, INC           COM            570619106      421     22400 SH       DEFINED 01                    22400
MARKETING SERVICES GROUP       COM            570907105      599    135000 SH       DEFINED 01                   135000
MARSH & MCLENNAN COS, INC      COM            571748102   187493   1795269 SH       DEFINED 01                  1795269
MARSHALL & ILSLEY CORP         COM            571834100    25780    621214 SH       DEFINED 01                   621214
MARRIOTT INTERNATIONAL, INC (C COM            571903202    52200   1447500 SH       DEFINED 01                  1447500
MARTEK BIOSCIENCES CORP        COM            572901106    24097   1285150 SH       DEFINED 01                  1285150
MARTHA STEWART LIVING OMNIMEDI COM            573083102       88      4000 SH       DEFINED 01                     4000
MARTIN MARIETTA MATERIALS, INC COM            573284106    12676    313462 SH       DEFINED 01                   313462
MARVEL ENTERPRISES             COM            57383M108      318     50866 SH       DEFINED 01                    50866
MASCO CORP                     COM            574599106    60176   3331542 SH       DEFINED 01                  3331542
MASCOTECH, INC                 COM            574670105     2694    249174 SH       DEFINED 01                   249174
MASTEC, INC                    COM            576323109     8747    229050 SH       DEFINED 01                   229050
MATRIA HEALTHCARE, INC         COM            576817100     1023    222600 SH       DEFINED 01                   222600
MATRIX PHARMACEUTICALS, INC    COM            576844104      298     22850 SH       DEFINED 01                    22850
MATRIXONE, INC                 COM            57685P304      431     10600 SH       DEFINED 01                    10600
MATRIX SERVICE CO              COM            576853105      136     29500 SH       DEFINED 01                    29500
MATSUSHITA ELECTRIC INDUSTRIAL ADR            576879209    15506     60335 SH       DEFINED 01                    60335
MATTEL, INC                    COM            577081102    45844   3476285 SH       DEFINED 01                  3476285
MATTHEWS INTERNATIONAL CORP (C COM            577128101     2230     76900 SH       DEFINED 01                    76900
MATTSON TECHNOLOGY, INC        COM            577223100      861     26500 SH       DEFINED 01                    26500
MAXIM INTEGRATED PRODUCTS, INC COM            57772K101   232960   3429034 SH       DEFINED 01                  3429034
MAXIM PHARMACEUTICAL           COM            57772M107     1141     22200 SH       DEFINED 01                    22200
MAXTOR CORP                    COM            577729205     5457    516600 SH       DEFINED 01                   516600
MAXWELL TECHNOLOGIES, INC      COM            577767106      757     56100 SH       DEFINED 01                    56100
MAXYGEN, INC                   COM            577776107      886     15600 SH       DEFINED 01                    15600
MAY DEPARTMENT STORES CO       COM            577778103    48466   2019432 SH       DEFINED 01                  2019432
MAXICARE HEALTH PLANS, INC     COM            577904204        9      9820 SH       DEFINED 01                     9820
MAXXAM, INC                    COM            577913106      832     46862 SH       DEFINED 01                    46862
MAVERICK TUBE CORP             COM            577914104     3425    117600 SH       DEFINED 01                   117600
MAXIMUS, INC                   COM            577933104     1854     83785 SH       DEFINED 01                    83785
MAYTAG CO                      COM            578592107    23416    635003 SH       DEFINED 01                   635003
MCAFEE.COM CORP                COM            579062100      104      4000 SH       DEFINED 01                     4000
MCCLATCHY CO (CLASS A)         COM            579489105     2621     79135 SH       DEFINED 01                    79135
MCCORMICK & CO, INC (NON-VOTE) COM            579780206    14999    461500 SH       DEFINED 01                   461500
MCDONALD'S CORP                COM            580135101   328810   9982839 SH       DEFINED 01                  9982839
MCGRATH RENTCORP               COM            580589109      534     31400 SH       DEFINED 01                    31400
MCGRAW HILL COS, INC           COM            580645109    85954   1591748 SH       DEFINED 01                  1591748
MCK COMMUNICATIONS, INC        COM            581243102      136      5900 SH       DEFINED 01                     5900
MCKESSON HBOC, INC             COM            58155Q103    41049   1960543 SH       DEFINED 01                  1960543
MCLEODUSA, INC (CLASS A)       COM            582266102    55609   2688031 SH       DEFINED 01                  2688031
MCMORAN EXPLORATION CO         COM            582411104     1370     83021 SH       DEFINED 01                    83021
MCWHORTER TECHNOLOGIES, INC    COM            582803102      635     32666 SH       DEFINED 01                    32666
MEAD CORP                      COM            582834107    15061    596476 SH       DEFINED 01                   596476
MECHANICAL TECHNOLOGY, INC     COM            583538103     2456    163700 SH       DEFINED 01                   163700
MEDAREX, INC                   COM            583916101     4132     48900 SH       DEFINED 01                    48900
MEDALLION FINANCIAL CORP       COM            583928106      906     58700 SH       DEFINED 01                    58700
MEDIA ONE GROUP, INC           COM            58440J104   314442   4719586 SH       DEFINED 01                  4719586
MEDIA METRIX, INC              COM            58440X103      651     25600 SH       DEFINED 01                    25600
MEDIA GENERAL, INC (CLASS A)   COM            584404107     7023    144626 SH       DEFINED 01                   144626
MEDICAL ASSURANCE, INC         COM            58449U100     1624    144335 SH       DEFINED 01                   144335
MEDICAL MANAGER CORP           COM            58461U103     8778    257699 SH       DEFINED 01                   257699
MEDICONSULT.COM, INC           COM            58469J100      118     78800 SH       DEFINED 01                    78800
MEDICIS PHARMACEUTICAL CORP (C COM            584690309    12341    216502 SH       DEFINED 01                   216502
MEDIMMUNE, INC                 COM            584699102    98263   1327877 SH       DEFINED 01                  1327877
MEDQUIST, INC                  COM            584949101     9163    269500 SH       DEFINED 01                   269500
MEDITRUST CORP PAIRED          COM            58501T306     3618    964845 SH       DEFINED 01                   964845
MEDTRONIC, INC                 COM            585055106   625339  12553854 SH       DEFINED 01                 12553854
MELLON FINANCIAL CORP          COM            58551A108   277885   7626340 SH       DEFINED 01                  7626340
MEMBERWORKS, INC               COM            586002107     3033     90200 SH       DEFINED 01                    90200
MEN'S WEARHOUSE, INC           COM            587118100     4211    188736 SH       DEFINED 01                   188736
MENTOR CORP                    COM            587188103     3836    141100 SH       DEFINED 01                   141100
MENTOR GRAPHICS CORP           COM            587200106     9453    475600 SH       DEFINED 01                   475600
MERANT PLC ADR                 ADR            587336108       22      2127 SH       DEFINED 01                     2127
MERCANTILE BANKSHARES CORP     COM            587405101    14809    496744 SH       DEFINED 01                   496744
MERCATOR SOFTWARE, INC         COM            587587106     7961    115800 SH       DEFINED 01                   115800
MERCHANTS NEW YORK BANCORP, IN COM            589167105     1217     70800 SH       DEFINED 01                    70800
MERCK & CO, INC                COM            589331107  1921786  25080406 SH       DEFINED 01                 25080406
MERCURY COMPUTER SYSTEMS, INC  COM            589378108     4947    153100 SH       DEFINED 01                   153100
MERCURY GENERAL CORP           COM            589400100     2381    100800 SH       DEFINED 01                   100800
MERCURY INTERACTIVE CORP       COM            589405109    48307    499300 SH       DEFINED 01                   499300
MEREDITH CORP                  COM            589433101      861     25500 SH       DEFINED 01                    25500
MERIDIAN RESOURCE CORP         COM            58977Q109      690    121300 SH       DEFINED 01                   121300
MERISTAR HOSPITALITY CORP      COM            58984Y103     6598    314181 SH       DEFINED 01                   314181
MERISEL, INC                   COM            589849108      350    466800 SH       DEFINED 01                   466800
MERISTAR HOTELS & RESORTS, INC COM            589988104       36     12600 SH       DEFINED 01                    12600
MERITOR AUTOMOTIVE, INC        COM            59000G100    28818   2619780 SH       DEFINED 01                  2619780
MERRILL LYNCH & CO, INC        COM            590188108   304653   2649156 SH       DEFINED 01                  2649156
MERRY LAND PROPERTIES, INC     COM            590441101      100     19211 SH       DEFINED 01                    19211
MESA AIR GROUP, INC            COM            590479101     1843    333150 SH       DEFINED 01                   333150
MESABA HOLDINGS, INC           COM            59066B102      911     95300 SH       DEFINED 01                    95300
MESSAGEMEDIA, INC              COM            590787107      827    236200 SH       DEFINED 01                   236200
META GROUP, INC                COM            591002100      321     16700 SH       DEFINED 01                    16700
METALS U.S.A., INC             COM            591324108      480    102300 SH       DEFINED 01                   102300
METASOLV SOFTWARE, INC         COM            591393103      559     12700 SH       DEFINED 01                    12700
METHANEX CORP                  COM            59151K108     1474    441100 SH       DEFINED 01                   441100
METHODE ELECTRONICS, INC (CLAS COM            591520200     8951    231750 SH       DEFINED 01                   231750
METROPOLITAN LIFE INSURANCE CO COM            59156R108   151092   7173506 SH       DEFINED 01                  7173506
METRICOM, INC                  COM            591596101     2794    100220 SH       DEFINED 01                   100220
METRIS COS, INC                COM            591598107    13302    529426 SH       DEFINED 01                   529426
METRO-GOLDWYN-MAYER, INC       COM            591610100     2809    107523 SH       DEFINED 01                   107523
METRO INFORMATION SERVICES, IN COM            59162P104      875     87500 SH       DEFINED 01                    87500
METROMEDIA FIBER NETWORK, INC( COM            591689104    69593   1753520 SH       DEFINED 01                  1753520
METROMEDIA INTERNATIONAL GROUP COM            591695101     1634    344100 SH       DEFINED 01                   344100
METTLER-TOLEDO INTERNATIONAL,  COM            592688105    13664    341597 SH       DEFINED 01                   341597
MICHAEL FOODS, INC             COM            594079105     2378     97075 SH       DEFINED 01                    97075
MICHAELS STORES, INC           COM            594087108     9245    201800 SH       DEFINED 01                   201800
MICREL, INC                    COM            594793101    18503    425960 SH       DEFINED 01                   425960
MICRO LINEAR CORP              COM            594850109        1       100 SH       DEFINED 01                      100
MICROS SYSTEMS, INC            COM            594901100     2313    124600 SH       DEFINED 01                   124600
MICROSOFT CORP                 COM            594918104  3506636  43832945 SH       DEFINED 01                 43832945
MICROVISION, INC               COM            594960106      858     17500 SH       DEFINED 01                    17500
MICROSTRATEGY, INC             COM            594972101    17579    585976 SH       DEFINED 01                   585976
MICROCHIP TECHNOLOGY, INC      COM            595017104    38654    663417 SH       DEFINED 01                   663417
MICROMUSE, INC                 COM            595094103    25501    154100 SH       DEFINED 01                   154100
MICRON ELECTRONICS, INC        COM            595100108     3126    250100 SH       DEFINED 01                   250100
MICRON TECHNOLOGY, INC         COM            595112103   286318   3251308 SH       DEFINED 01                  3251308
MICROSEMI CORP                 COM            595137100      414     12200 SH       DEFINED 01                    12200
MID-AMERICA APARTMENT COMMUNIT COM            59522J103     1325     55225 SH       DEFINED 01                    55225
MID ATLANTIC MEDICAL SERVICES, COM            59523C107     2654    196600 SH       DEFINED 01                   196600
MID-STATE BANCSHARES           COM            595440108      226      8300 SH       DEFINED 01                     8300
MIDAS, INC                     COM            595626102     2935    146756 SH       DEFINED 01                   146756
MID-AMERICA BANCORP            COM            595915109     1222     48885 SH       DEFINED 01                    48885
MIDLAND CO                     COM            597486109      262     10691 SH       DEFINED 01                    10691
MIDWEST EXPRESS HOLDINGS, INC  COM            597911106     2125     98835 SH       DEFINED 01                    98835
MIDWAY GAMES, INC              COM            598148104     1473    182637 SH       DEFINED 01                   182637
MIDWEST BANC HOLDINGS, INC     COM            598251106       28      2000 SH       DEFINED 01                     2000
MIDWEST GRAIN PRODUCTS, INC    COM            59832G104      810     97400 SH       DEFINED 01                    97400
MIKASA, INC                    COM            59862T109       19      1700 SH       DEFINED 01                     1700
MILACRON, INC                  COM            598709103     3524    243052 SH       DEFINED 01                   243052
MILLENNIUM PHARMACEUTICALS, IN COM            599902103    73571    657618 SH       DEFINED 01                   657618
MILLENNIUM CHEMICAL, INC       COM            599903101     7496    440924 SH       DEFINED 01                   440924
MILLER (HERMAN), INC           COM            600544100    16832    650500 SH       DEFINED 01                   650500
MILLER INDUSTRIES, INC         COM            600551105       81     44650 SH       DEFINED 01                    44650
MILLIPORE CORP                 COM            601073109    21685    287700 SH       DEFINED 01                   287700
MILLS CORP                     COM            601148109     2105    111916 SH       DEFINED 01                   111916
MINE SAFETY APPLIANCE CO       COM            602720104     6862    285900 SH       DEFINED 01                   285900
MINERALS TECHNOLOGIES, INC     COM            603158106     4802    104400 SH       DEFINED 01                   104400
MINIMED, INC                   COM            60365K108    15800    133895 SH       DEFINED 01                   133895
MINNESOTA MINING & MANUFACTURI COM            604059105   236989   2872592 SH       DEFINED 01                  2872592
MINNESOTA POWER, INC           COM            604110106     6167    356210 SH       DEFINED 01                   356210
MINOLTA-QMS, INC               COM            604312108      173     55364 SH       DEFINED 01                    55364
MIPS TECHNOLOGIES, INC         COM            604567107     4548    107000 SH       DEFINED 01                   107000
MIRAVANT MEDICAL TECHNOLOGY    COM            604690107      129      5800 SH       DEFINED 01                     5800
MISSISSIPPI CHEMICAL CORP      COM            605288208      802    168945 SH       DEFINED 01                   168945
MISSISSIPPI VALLEY BANCSHARES  COM            605720101      463     19100 SH       DEFINED 01                    19100
MITCHELL ENERGY & DEV CORP (CL COM            606592202    10139    315611 SH       DEFINED 01                   315611
MITEL CORP                     COM            606711109     1716     82300 SH       DEFINED 01                    82300
MODEM MEDIA, INC               COM            607533106      560     45000 SH       DEFINED 01                    45000
MODINE MANUFACTURING CO        COM            607828100     4163    154170 SH       DEFINED 01                   154170
MODIS PROFESSIONAL SERVICES, I COM            607830106     5065    664277 SH       DEFINED 01                   664277
MOHAWK INDUSTRIES, INC         COM            608190104     7063    324724 SH       DEFINED 01                   324724
MOLECULAR DEVICES CORP         COM            60851C107     5078     73400 SH       DEFINED 01                    73400
MOLEX, INC                     COM            608554101    28213    586250 SH       DEFINED 01                   586250
MOLEX, INC (CLASS A)           COM            608554200     7317    209065 SH       DEFINED 01                   209065
MOMENTUM BUSINESS APPLICATIONS COM            60877P108        8      1029 SH       DEFINED 01                     1029
MONACO COACH CORP              COM            60886R103     2975    218325 SH       DEFINED 01                   218325
ROBERT MONDAVI CORP (CLASS A)  COM            609200100     1672     54500 SH       DEFINED 01                    54500
MONTANA POWER CO               COM            612085100    19952    565012 SH       DEFINED 01                   565012
MONY GROUP, INC                COM            615337102     8358    247200 SH       DEFINED 01                   247200
MOOG, INC (CLASS A)            COM            615394202      696     26400 SH       DEFINED 01                    26400
MORGAN (J.P.) & CO, INC        COM            616880100   125859   1142878 SH       DEFINED 01                  1142878
MORGAN KEEGAN, INC             COM            617410105     3193    216500 SH       DEFINED 01                   216500
MORGAN STANLEY DEAN WITTER & C COM            617446448   693420   8329372 SH       DEFINED 01                  8329372
MORRSION KNUDSEN CORP          COM            61844A109     1008    138984 SH       DEFINED 01                   138984
MORRISON KNUDSEN CORP WTS 03/1                61844A117       35     18185 SH       DEFINED 01                    18185
MORRISON MANAGEMENT SPECIALIST COM            618459101      599     21243 SH       DEFINED 01                    21243
MOTIENT CORP                   COM            619908106     2263    144250 SH       DEFINED 01                   144250
MOTOROLA, INC                  COM            620076109   529580  18222096 SH       DEFINED 01                 18222096
MOVADO GROUP, INC              COM            624580106      768     64000 SH       DEFINED 01                    64000
MOVIE GALLERY, INC             COM            624581104       34      8800 SH       DEFINED 01                     8800
MP3.COM, INC                   COM            62473M109      312     23000 SH       DEFINED 01                    23000
MUELLER INDUSTRIES, INC        COM            624756102     7988    285300 SH       DEFINED 01                   285300
MULTEX.COM, INC                COM            625367107     2688    106700 SH       DEFINED 01                   106700
MURPHY OIL CORP                COM            626717102    27792    467580 SH       DEFINED 01                   467580
MUSICLAND STORES CORP          COM            62758B109     5327    716177 SH       DEFINED 01                   716177
MYERS INDUSTRIES, INC          COM            628464109     1331    123786 SH       DEFINED 01                   123786
MYLAN LABORATORIES, INC        COM            628530107    16285    892313 SH       DEFINED 01                   892313
MYRIAD GENETICS, INC           COM            62855J104     2606     17600 SH       DEFINED 01                    17600
MYPOINTS.CO, INC               COM            62855T102      697     36800 SH       DEFINED 01                    36800
NABI, INC                      COM            628716102      198     27100 SH       DEFINED 01                    27100
NBC INTERNET, INC              COM            62873D105     1496    119700 SH       DEFINED 01                   119700
NBT BANCORP, INC               COM            628778102      502     46924 SH       DEFINED 01                    46924
NBTY, INC                      COM            628782104     2292    359500 SH       DEFINED 01                   359500
NCH CORP                       COM            628850109     1115     30800 SH       DEFINED 01                    30800
NCI BUILDING SYSTEMS, INC      COM            628852105     2430    120020 SH       DEFINED 01                   120020
NCO GROUP, INC                 COM            628858102     2107     91100 SH       DEFINED 01                    91100
NCS HEALTHCARE, INC (CLASS A)  COM            628874109       72     96500 SH       DEFINED 01                    96500
NDS GROUP PLC ADR              ADR            628891103    11499    188500 SH       DEFINED 01                   188500
NS GROUP, INC                  COM            628916108     1216     58100 SH       DEFINED 01                    58100
NL INDUSTRIES, INC             COM            629156407     2190    143600 SH       DEFINED 01                   143600
NPC INTERNATIONAL, INC         COM            629360306      897    100000 SH       DEFINED 01                   100000
NTL, INC                       COM            629407107    74512   1244455 SH       DEFINED 01                  1244455
NUI CORP                       COM            629430109     2676     99100 SH       DEFINED 01                    99100
NVR, INC                       COM            62944T105     4435     77811 SH       DEFINED 01                    77811
NABISCO GROUP HOLDINGS         COM            62952P102    76286   2941159 SH       DEFINED 01                  2941159
NABISCO HOLDINGS CORP (CLASS A COM            629526104    15589    296930 SH       DEFINED 01                   296930
NABORS INDUSTRIES, INC         COM            629568106    31250    751875 SH       DEFINED 01                   751875
NACCO INDUSTRIES, INC (CLASS A COM            629579103     1491     42457 SH       DEFINED 01                    42457
NANOGEN, INC                   COM            630075109      946     22300 SH       DEFINED 01                    22300
NATIONAL BANCORP OF ALASKA, IN COM            632587101     3214     89600 SH       DEFINED 01                    89600
NATIONAL CITY CORP             COM            635405103    77234   4526543 SH       DEFINED 01                  4526543
NATIONAL COMMERCE BANCORP      COM            635449101     8340    519200 SH       DEFINED 01                   519200
NATIONAL COMPUTER SYSTEMS, INC COM            635519101    11648    236500 SH       DEFINED 01                   236500
NATIONAL DATA CORP             COM            635621105     6011    261355 SH       DEFINED 01                   261355
NATIONAL DISCOUNT BROKERS GROU COM            635646102     3070     96300 SH       DEFINED 01                    96300
NATIONAL EQUIPMENT SERVICES, I COM            635847106      319     53100 SH       DEFINED 01                    53100
NATIONAL HEALTHCARE CORP       COM            635906100       17      3132 SH       DEFINED 01                     3132
NATIONAL FUEL GAS CO           COM            636180101    38305    785736 SH       DEFINED 01                   785736
NATIONAL GOLF PROPERTIES, INC  COM            63623G109     1931     91400 SH       DEFINED 01                    91400
NATIONAL HEALTH INVESTORS, INC COM            63633D104     1483    134800 SH       DEFINED 01                   134800
NATIONAL INFO CONS             COM            636491102      300     26400 SH       DEFINED 01                    26400
NATIONAL INSTRUMENTS CORP      COM            636518102     6622    151795 SH       DEFINED 01                   151795
NATIONAL-OILWELL, INC          COM            637071101    12037    366135 SH       DEFINED 01                   366135
NATIONAL PENN BANCSHARES, INC  COM            637138108      316     15325 SH       DEFINED 01                    15325
NATIONAL PRESTO INDUSTRIES, IN COM            637215104     1639     53300 SH       DEFINED 01                    53300
NATIONAL PROCESSING, INC       COM            637229105     1106     88490 SH       DEFINED 01                    88490
NATIONAL R.V. HOLDINGS, INC    COM            637277104      759     72300 SH       DEFINED 01                    72300
NATIONAL SEMICONDUCTOR CORP    COM            637640103    85529   1507122 SH       DEFINED 01                  1507122
NATIONAL SERVICE INDUSTRIES, I COM            637657107     5584    286349 SH       DEFINED 01                   286349
NATIONAL STEEL CORP (CLASS B)  COM            637844309      569    135966 SH       DEFINED 01                   135966
NATIONAL WESTERN LIFE INSURANC COM            638522102       29       400 SH       DEFINED 01                      400
NATIONSRENT, INC               COM            638588103      491    128700 SH       DEFINED 01                   128700
NATIONWIDE FINANCIAL SVCS, INC COM            638612101     5175    157400 SH       DEFINED 01                   157400
NATIONWIDE HEALTH PROPERTIES,  COM            638620104     4254    305200 SH       DEFINED 01                   305200
NATURAL MICROSYSTEMS CORP      COM            638882100     2800     24900 SH       DEFINED 01                    24900
NATURE'S SUNSHINE PRODUCTS, IN COM            639027101     1359    194100 SH       DEFINED 01                   194100
NAUTICA ENTERPRISES, INC       COM            639089101     2470    231100 SH       DEFINED 01                   231100
NAVARRE CORP                   COM            639208107      125     95000 SH       DEFINED 01                    95000
NAVISTAR INTERNATIONAL CORP    COM            63934E108    12796    411935 SH       DEFINED 01                   411935
NAVISITE, INC                  COM            63935M109      991     23700 SH       DEFINED 01                    23700
NAVIGANT CONSULTING CO         COM            63935N107     1350    317750 SH       DEFINED 01                   317750
NAVIGANT INTERNATIONAL, INC    COM            63935R108       16      1685 SH       DEFINED 01                     1685
NEFF CORP                      COM            640094108      347     91100 SH       DEFINED 01                    91100
NEIMAN MARCUS GROUP, INC (CLAS COM            640204202     9371    316981 SH       DEFINED 01                   316981
NEIMAN MARCUS GROUP, INC (CLAS COM            640204301     1053     37958 SH       DEFINED 01                    37958
THOMAS NELSON, INC             COM            640376109        1       100 SH       DEFINED 01                      100
NEOFORMA.COM, INC              COM            640475109       80     11400 SH       DEFINED 01                    11400
NEOMAGIC CORP                  COM            640497103      793    261500 SH       DEFINED 01                   261500
NEON SYSTEMS, INC              COM            640509105      921     49100 SH       DEFINED 01                    49100
NEO RX CORP                    COM            640520300      615     32600 SH       DEFINED 01                    32600
NEOSE TECHNOLOGIES, INC        COM            640522108      681     16200 SH       DEFINED 01                    16200
NETBANK, INC                   COM            640933107     2235    179689 SH       DEFINED 01                   179689
NETWORKS ASSOCIATES, INC       COM            640938106    21103   1035742 SH       DEFINED 01                  1035742
NET PERCEPTIONS, INC           COM            64107U101     1273     80200 SH       DEFINED 01                    80200
NET2PHONE, INC                 COM            64108N106      546     15300 SH       DEFINED 01                    15300
NETCENTIVES, INC               COM            64108P101      387     20800 SH       DEFINED 01                    20800
NETEGRITY, INC                 COM            64110P107     1838     24400 SH       DEFINED 01                    24400
NETOPIA, INC                   COM            64114K104     2365     58750 SH       DEFINED 01                    58750
NETOBJECTS, INC                COM            64114L102      436     47800 SH       DEFINED 01                    47800
NETRO CORP                     COM            64114R109     2611     45500 SH       DEFINED 01                    45500
NETMANAGE, INC                 COM            641144100        0        88 SH       DEFINED 01                       88
NETRIX CORP                    COM            641148101      527     42800 SH       DEFINED 01                    42800
NETRATINGS, INC                COM            64116M108      202      7900 SH       DEFINED 01                     7900
NETWORK APPLIANCE, INC         COM            64120L104   187388   2327800 SH       DEFINED 01                  2327800
NETWORK EQUIPMENT TECHNOLOGIES COM            641208103      850     84441 SH       DEFINED 01                    84441
NETWORK PERIPHERALS, INC       COM            64121R100     1564     93400 SH       DEFINED 01                    93400
NETWORK PLUS CORP              COM            64122D506      650     45800 SH       DEFINED 01                    45800
NET2000 COMMUNICATIONS, INC    COM            64122G103      283     17300 SH       DEFINED 01                    17300
NETZERO, INC                   COM            64122R109      243     46600 SH       DEFINED 01                    46600
NEUROGEN CORP                  COM            64124E106     1938     67100 SH       DEFINED 01                    67100
NEW CENTURY FINANCIAL CORP     COM            64352D101      530     60800 SH       DEFINED 01                    60800
NEW CENTURY ENERGIES, INC      COM            64352U103    27433    914445 SH       DEFINED 01                   914445
NEW ENGLAND BUSINESS SERVICES, COM            643872104     1512     93016 SH       DEFINED 01                    93016
NEW ERA OF NETWORKS, INC       COM            644312100     7705    181300 SH       DEFINED 01                   181300
NEW FOCUS, INC                 COM            644383101     5850     71230 SH       DEFINED 01                    71230
NEW HORIZONS WORLDWIDE, INC    COM            645526104     4758    204800 SH       DEFINED 01                   204800
NEW JERSEY RESOURCES CORP      COM            646025106     4484    117800 SH       DEFINED 01                   117800
NEW PLAN EXCEL REALTY TRUST    COM            648053106     7841    603138 SH       DEFINED 01                   603138
NEW YORK TIMES CO (CLASS A)    COM            650111107    50810   1286332 SH       DEFINED 01                  1286332
NEWELL RUBBERMAID, INC         COM            651229106   198744   7718225 SH       DEFINED 01                  7718225
NEWFIELD EXPLORATION CO        COM            651290108     9816    250900 SH       DEFINED 01                   250900
NEWMONT MINING CORP            COM            651639106    28345   1310736 SH       DEFINED 01                  1310736
NEWPARK RESOURCES, INC         COM            651718504     1677    177700 SH       DEFINED 01                   177700
NEWPORT CORP                   COM            651824104     6324     58900 SH       DEFINED 01                    58900
NEWPORT NEWS SHIPBUILDING, INC COM            652228107     8155    221909 SH       DEFINED 01                   221909
NEXTERA ENTERPRISES, INC       COM            65332E101      316     66100 SH       DEFINED 01                    66100
NEXELL THERAPEUTICS, INC       COM            65332H203      123      8285 SH       DEFINED 01                     8285
NEXTCARD, INC                  COM            65332K107      595     70000 SH       DEFINED 01                    70000
NEXTEL COMMUNICATIONS, INC (CL COM            65332V103   223757   3656900 SH       DEFINED 01                  3656900
NEXTLINK COMMUNICATIONS, INC   COM            65333H707   100147   2639792 SH       DEFINED 01                  2639792
NEXT LEVEL COMMUNICATIONS, INC COM            65333U104     1852     21600 SH       DEFINED 01                    21600
NIAGARA MOHAWK HOLDINGS, INC   COM            653520106    14722   1056300 SH       DEFINED 01                  1056300
NICOR, INC                     COM            654086107    13335    408740 SH       DEFINED 01                   408740
NIKE, INC (CLASS B)            COM            654106103    61908   1555001 SH       DEFINED 01                  1555001
NIKU CORP                      COM            654113109      385     11400 SH       DEFINED 01                    11400
99 CENTS ONLY STORES           COM            65440K106     2862     71765 SH       DEFINED 01                    71765
NISOURCE, INC                  COM            65473P105    19637   1054358 SH       DEFINED 01                  1054358
NOBLE AFFILIATES, INC          COM            654894104    24546    658947 SH       DEFINED 01                   658947
NOKIA OYJ ADR                  ADR            654902204    81907   1640200 SH       DEFINED 01                  1640200
NOBLE DRILLING CORP            COM            655042109    47882   1162528 SH       DEFINED 01                  1162528
NORDSON CORP                   COM            655663102     5886    116272 SH       DEFINED 01                   116272
NORDSTROM, INC                 COM            655664100    22857    947436 SH       DEFINED 01                   947436
NORFOLK SOUTHERN CORP          COM            655844108    42267   2841494 SH       DEFINED 01                  2841494
NORSTAN, INC                   COM            656535101       48     12000 SH       DEFINED 01                    12000
NORTEK, INC                    COM            656559101      804     40700 SH       DEFINED 01                    40700
NORTEL NETWORKS CORP (U.S.)    COM            656568102    68468   1003200 SH       DEFINED 01                  1003200
NORTH FORK BANCORP, INC        COM            659424105    20131   1330996 SH       DEFINED 01                  1330996
NORTH PITTSBURGH SYSTEMS, INC  COM            661562108      186     12600 SH       DEFINED 01                    12600
NORTHEAST OPTIC NETWORK, INC   COM            664334109     3981     64600 SH       DEFINED 01                    64600
NORTHEAST UTILITIES CO         COM            664397106     2216    101900 SH       DEFINED 01                   101900
NORTHERN STATES POWER CO       COM            665772109    38366   1900468 SH       DEFINED 01                  1900468
NORTHERN TRUST CORP            COM            665859104   111661   1716206 SH       DEFINED 01                  1716206
NORTHPOINT COMMUNICATIONS GROU COM            666610100     1278    114200 SH       DEFINED 01                   114200
NORTHROP GRUMMAN CORP          COM            666807102    32616    492315 SH       DEFINED 01                   492315
NORTHWEST AIRLINES CORP (CLASS COM            667280101     4429    145500 SH       DEFINED 01                   145500
NORTHWEST BANCORP, INC         COM            667328108      336     48900 SH       DEFINED 01                    48900
NORTHWEST NATURAL GAS CO       COM            667655104     3763    168200 SH       DEFINED 01                   168200
NORTHWESTERN CORP              COM            668074107     3295    142492 SH       DEFINED 01                   142492
NOVA CHEMICALS CORP            COM            66977W109    14159    658545 SH       DEFINED 01                   658545
NOVA CORP (GEORGIA)            COM            669784100    11605    415395 SH       DEFINED 01                   415395
NOVADIGM, INC                  COM            669937104       49      2500 SH       DEFINED 01                     2500
NUANCE COMMUNICATIONS          COM            669967101      558      6700 SH       DEFINED 01                     6700
NOVELL, INC                    COM            670006105    22152   2394771 SH       DEFINED 01                  2394771
NOVELLUS SYSTEMS, INC          COM            670008101   162332   2869964 SH       DEFINED 01                  2869964
NOVEN PHARMACEUTICALS, INC     COM            670009109      423     14080 SH       DEFINED 01                    14080
NOVOSTE CORP                   COM            67010C100     6472    106100 SH       DEFINED 01                   106100
NU SKIN ENTERPRISES, INC (CLAS COM            67018T105     1961    341062 SH       DEFINED 01                   341062
NSTAR                          COM            67019E107    20147    495157 SH       DEFINED 01                   495157
NUCOR CORP                     COM            670346105    24522    738900 SH       DEFINED 01                   738900
NUEVO ENERGY CO                COM            670509108     2257    119600 SH       DEFINED 01                   119600
NVIDIA CORP                    COM            67066G104    23340    367200 SH       DEFINED 01                   367200
O'CHARLEY'S, INC               COM            670823103      749     54950 SH       DEFINED 01                    54950
OGE ENERGY CORP                COM            670837103    12240    661644 SH       DEFINED 01                   661644
OM GROUP, INC                  COM            670872100     4059     92250 SH       DEFINED 01                    92250
OTG SOFTWARE, INC              COM            671059103      226      7900 SH       DEFINED 01                     7900
OAK TECHNOLOGY, INC            COM            671802106     1376     63805 SH       DEFINED 01                    63805
OAKLEY, INC                    COM            673662102     1102     95800 SH       DEFINED 01                    95800
OAKWOOD HOMES CORP             COM            674098108      285    157400 SH       DEFINED 01                   157400
OBJECTIVE SYSTEMS INTEGRATORS, COM            674424106      331     31000 SH       DEFINED 01                    31000
OCCIDENTAL PETROLEUM CORP      COM            674599105    56228   2669576 SH       DEFINED 01                  2669576
OCEAN ENERGY, INC (NEW)        COM            67481E106    16717   1178311 SH       DEFINED 01                  1178311
OCEANEERING INTERNATIONAL, INC COM            675232102     3270    172100 SH       DEFINED 01                   172100
OCEANFIRST FINANCIAL CORP      COM            675234108     1639     88900 SH       DEFINED 01                    88900
OCTEL CORP                     COM            675727101       94     11975 SH       DEFINED 01                    11975
OCULAR SCIENCES, INC           COM            675744106     1438    122400 SH       DEFINED 01                   122400
OCWEN FINANCIAL CORP           COM            675746101      896    161038 SH       DEFINED 01                   161038
OFFICEMAX, INC                 COM            67622M108     2727    545421 SH       DEFINED 01                   545421
OFFICE DEPOT, INC              COM            676220106    26169   4187003 SH       DEFINED 01                  4187003
OFFSHORE LOGISTICS, INC        COM            676255102     2051    142700 SH       DEFINED 01                   142700
OGDEN CORP                     COM            676346109     2875    319488 SH       DEFINED 01                   319488
OHIO CASUALTY CORP             COM            677240103     4178    393200 SH       DEFINED 01                   393200
OLD KENT FINANCIAL CORP        COM            679833103    22224    830793 SH       DEFINED 01                   830793
OLD NATIONAL BANCORP           COM            680033107     9633    328633 SH       DEFINED 01                   328633
OLD REPUBLIC INTERNATIONAL COR COM            680223104    13351    809175 SH       DEFINED 01                   809175
OLIN CORP                      COM            680665205     3887    235590 SH       DEFINED 01                   235590
OMNICARE, INC                  COM            681904108     5730    632300 SH       DEFINED 01                   632300
OMNICOM GROUP, INC             COM            681919106   234083   2628299 SH       DEFINED 01                  2628299
OMEGA HEALTHCARE INVESTORS, IN COM            681936100      623    138346 SH       DEFINED 01                   138346
OMEGA FINANCIAL CORP           COM            682092101      253     10000 SH       DEFINED 01                    10000
OMEGA WORLDWIDE, INC           COM            68210B108       12      3381 SH       DEFINED 01                     3381
OMEGA RESEARCH, INC            COM            68211E101      128     42600 SH       DEFINED 01                    42600
OMNOVA SOLUTIONS, INC          COM            682129101     1557    249124 SH       DEFINED 01                   249124
ON ASSIGNMENT, INC             COM            682159108     4907    160900 SH       DEFINED 01                   160900
ON COMMAND CORP                COM            682160106      308     21600 SH       DEFINED 01                    21600
ONDISPLAY, INC                 COM            68232L100     1409     17300 SH       DEFINED 01                    17300
ONE VALLEY BANCORP, INC        COM            682419106     6936    221962 SH       DEFINED 01                   221962
ONEIDA LTD                     COM            682505102     1671     94141 SH       DEFINED 01                    94141
ONEMAIN.COM, INC               COM            68267P109     1681    149400 SH       DEFINED 01                   149400
ONEOK, INC                     COM            682680103     5486    211523 SH       DEFINED 01                   211523
ONHEALTH NETWORK CO            COM            68272W107      272    117800 SH       DEFINED 01                   117800
ONI SYSTEMS CORP               COM            68273F103     4923     42000 SH       DEFINED 01                    42000
ON2.COM, INC                   COM            68338A107       97     18900 SH       DEFINED 01                    18900
ONYX SOFTWARE CORP             COM            683402101     2856     96200 SH       DEFINED 01                    96200
OPEN MARKET, INC               COM            68370M100     2691    194800 SH       DEFINED 01                   194800
OPEN TEXT CORP                 COM            683715106    11144    512000 SH       DEFINED 01                   512000
OPTICAL CABLE CORP             COM            683827109      548     18100 SH       DEFINED 01                    18100
ORACLE CORP                    COM            68389X105  2688189  31978458 SH       DEFINED 01                 31978458
OPUS360 CORP                   COM            68400F109       27      7205 SH       DEFINED 01                     7205
ORATEC INTERVENTIONS, INC      COM            68554M108      304      9100 SH       DEFINED 01                     9100
ORBITAL SCIENCES CORP          COM            685564106     2148    176217 SH       DEFINED 01                   176217
ORCHID BIOSCIENCES, INC        COM            68571P100      342      9000 SH       DEFINED 01                     9000
ORGANOGENESIS, INC             COM            685906109     3231    282450 SH       DEFINED 01                   282450
OREGON STEEL MILLS, INC        COM            686079104      332    171400 SH       DEFINED 01                   171400
O'REILLY AUTOMOTIVE, INC       COM            686091109     3405    245400 SH       DEFINED 01                   245400
ORIENTAL FINANCIAL GROUP       COM            68618W100      803     55599 SH       DEFINED 01                    55599
ORTHODONTIC CENTERS OF AMERICA COM            68750P103     6876    303900 SH       DEFINED 01                   303900
OSHKOSH B'GOSH, INC (CLASS A)  COM            688222207     1908    116500 SH       DEFINED 01                   116500
OSHKOSH TRUCK CORP             COM            688239201     3750    104900 SH       DEFINED 01                   104900
OSICOM TECHNOLOGIES            COM            688271501     1134     13400 SH       DEFINED 01                    13400
OSTEOTECH, INC                 COM            688582105     1116    106300 SH       DEFINED 01                   106300
OTTER TAIL POWER CO            COM            689648103     1625     77400 SH       DEFINED 01                    77400
OUTBACK STEAKHOUSE, INC        COM            689899102    14141    483450 SH       DEFINED 01                   483450
OVERSEAS SHIPHOLDING GROUP, IN COM            690368105     5591    227060 SH       DEFINED 01                   227060
OWENS CORNING CO               COM            69073F103     3762    406721 SH       DEFINED 01                   406721
OWENS & MINOR, INC             COM            690732102     3913    227685 SH       DEFINED 01                   227685
OWENS ILLINOIS, INC            COM            690768403    11929   1020681 SH       DEFINED 01                  1020681
OXFORD HEALTH PLANS, INC       COM            691471106    15870    666458 SH       DEFINED 01                   666458
OXFORD INDUSTRIES, INC         COM            691497309     1739     96600 SH       DEFINED 01                    96600
PC CONNECTION, INC             COM            69318J100     2616     45900 SH       DEFINED 01                    45900
PC-TEL, INC                    COM            69325Q105      703     18500 SH       DEFINED 01                    18500
P-COM, INC                     COM            693262107     2732    480400 SH       DEFINED 01                   480400
PECO ENERGY CO                 COM            693304107    52609   1305029 SH       DEFINED 01                  1305029
PG&E CORP                      COM            69331C108    65918   2676878 SH       DEFINED 01                  2676878
PFF BANCORP, INC               COM            69331W104     1643     90000 SH       DEFINED 01                    90000
PE CORP-PE BIOSYSTEMS GROUP    COM            69332S102    97404   1478612 SH       DEFINED 01                  1478612
PE CORP-CELERA GENOMICS GROUP  COM            69332S201    45175    483152 SH       DEFINED 01                   483152
P.F. CHANGS CHINA BISTRO, INC  COM            69333Y108     1373     43000 SH       DEFINED 01                    43000
PICO HOLDINGS, INC             COM            693366205       76      5400 SH       DEFINED 01                     5400
PLX TECHNOLOGY, INC            COM            693417107     4013     96700 SH       DEFINED 01                    96700
PMA CAPITAL CORP (CLASS A)     COM            693419202      194     10200 SH       DEFINED 01                    10200
PMC-SIERRA, INC                COM            69344F106   223399   1257260 SH       DEFINED 01                  1257260
PMI GROUP, INC                 COM            69344M101     9524    200501 SH       DEFINED 01                   200501
PNC FINANCIAL SERVICES GROUP,  COM            693475105   112338   2396553 SH       DEFINED 01                  2396553
PPG INDUSTRIES, INC            COM            693506107    64242   1449743 SH       DEFINED 01                  1449743
PPL CORP                       COM            69351T106    25813   1176652 SH       DEFINED 01                  1176652
PRI AUTOMATION, INC            COM            69357H106     8900    136100 SH       DEFINED 01                   136100
PS BUSINESS PARKS, INC         COM            69360J107     1468     61148 SH       DEFINED 01                    61148
PSS WORLD MEDICAL, INC         COM            69366A100     3122    464606 SH       DEFINED 01                   464606
PTEK HOLDINGS, INC             COM            69366M104     1627    500616 SH       DEFINED 01                   500616
PAC-WEST TELECOMM, INC         COM            69371Y101      604     30220 SH       DEFINED 01                    30220
PACCAR, INC                    COM            693718108    19625    494500 SH       DEFINED 01                   494500
PACIFIC CAPITAL BANCORP        COM            69404P101     4236    169000 SH       DEFINED 01                   169000
PACIFIC CENTURY FINANCIAL CORP COM            694058108    13198    902400 SH       DEFINED 01                   902400
PACIFIC CREST CAPITAL, INC     COM            694166109        1        47 SH       DEFINED 01                       47
PACIFIC GATEWAY EXCHANGE, INC  COM            694327107      366    107370 SH       DEFINED 01                   107370
PACIFIC GULF PROPERTIES, INC   COM            694396102     2900    115700 SH       DEFINED 01                   115700
PACIFIC SUNWEAR CALIFORNIA, IN COM            694873100     3887    207312 SH       DEFINED 01                   207312
PACIFICARE HEALTH SYSTEMS      COM            695112102    15428    256339 SH       DEFINED 01                   256339
PACKAGING CORP OF AMERICA      COM            695156109      447     44100 SH       DEFINED 01                    44100
PACKARD BIOSCIENCE             COM            695172205      257     15100 SH       DEFINED 01                    15100
PACKETEER, INC                 COM            695210104      553     19000 SH       DEFINED 01                    19000
PACTIV CORP                    COM            695257105     9154   1162376 SH       DEFINED 01                  1162376
PAGING NETWORK, INC            COM            695542100     1042   1449778 SH       DEFINED 01                  1449778
PAINE WEBBER GROUP, INC        COM            695629105    40197    883452 SH       DEFINED 01                   883452
PALL CORP                      COM            696429307    11463    619626 SH       DEFINED 01                   619626
PALM HARBOR HOMES, INC         COM            696639103     1290     88975 SH       DEFINED 01                    88975
PALM, INC                      COM            696642107     1539     46100 SH       DEFINED 01                    46100
PANAMSAT CORP                  COM            697933109    12907    295439 SH       DEFINED 01                   295439
PAN PACIFIC RETAIL PROPERTIES, COM            69806L104     1302     64700 SH       DEFINED 01                    64700
PANAVISION, INC (NEW)          COM            69830E209        1        86 SH       DEFINED 01                       86
PAPA JOHN'S INTERNATIONAL, INC COM            698813102     3797    154970 SH       DEFINED 01                   154970
PARADYNE NETWORKS, INC         COM            69911G107      381     11700 SH       DEFINED 01                    11700
PARAMETRIC TECHNOLOGY CORP     COM            699173100    17297   1572487 SH       DEFINED 01                  1572487
PAREXEL INTERNATIONAL CORP     COM            699462107     1755    183500 SH       DEFINED 01                   183500
PARK ELECTROCHEMICAL CORP      COM            700416209     2287     63404 SH       DEFINED 01                    63404
PARK NATIONAL CORP             COM            700658107     1818     20028 SH       DEFINED 01                    20028
PARK PLACE ENTERTAINMENT CORP  COM            700690100    22060   1810079 SH       DEFINED 01                  1810079
PARKER DRILLING CO             COM            701081101     5395    871886 SH       DEFINED 01                   871886
PARKER-HANNIFIN CORP           COM            701094104    29588    863876 SH       DEFINED 01                   863876
PARKERVISION, INC              COM            701354102     2774     55000 SH       DEFINED 01                    55000
PARKWAY PROPERTIES, INC        COM            70159Q104     1871     61346 SH       DEFINED 01                    61346
PARTNER COMMUNICATIONS CO LTD  COM            70211M109     4513    475000 SH       DEFINED 01                   475000
PATHOGENESIS CORP              COM            70321E104     2977    114500 SH       DEFINED 01                   114500
PATINA OIL & GAS CORP          COM            703224105      303     14600 SH       DEFINED 01                    14600
PATTERSON DENTAL CO            COM            703412106     9100    178425 SH       DEFINED 01                   178425
PATTERSON ENERGY, INC          COM            703414102     6190    217200 SH       DEFINED 01                   217200
PAXAR CORP                     COM            704227107     2365    198075 SH       DEFINED 01                   198075
PAXSON COMMUNICATIONS CORP     COM            704231109     1822    227803 SH       DEFINED 01                   227803
PAYCHEX, INC                   COM            704326107   100045   2382015 SH       DEFINED 01                  2382015
PAYLESS SHOESOURCE, INC        COM            704379106     5579    108853 SH       DEFINED 01                   108853
PCORDER.COM, INC               COM            70453H107      151     19500 SH       DEFINED 01                    19500
PEDIATRIX MEDICAL GROUP, INC   COM            705324101     1239    106576 SH       DEFINED 01                   106576
PEGASYSTEMS, INC               COM            705573103      974    194700 SH       DEFINED 01                   194700
PEGASUS COMMUNICATIONS CORP    COM            705904100     8782    179000 SH       DEFINED 01                   179000
PEGASUS SOLUTIONS, INC         COM            705906105     1551    142600 SH       DEFINED 01                   142600
PENFORD CORP                   COM            707051108     1245     57900 SH       DEFINED 01                    57900
PENN NATIONAL GAMING, INC      COM            707569109      192     14060 SH       DEFINED 01                    14060
PENN TREATY AMERICAN CORP      COM            707874103      619     36400 SH       DEFINED 01                    36400
PENN VIRGINIA CORP             COM            707882106      690     28000 SH       DEFINED 01                    28000
PENNEY, (J.C.) CO, INC         COM            708160106    24891   1350046 SH       DEFINED 01                  1350046
PENNSYLVANIA REAL ESTATE INVES COM            709102107      942     55000 SH       DEFINED 01                    55000
PENNZOIL-QUAKER STATE CO       COM            709323109     6160    510695 SH       DEFINED 01                   510695
PENTAIR, INC                   COM            709631105    10135    285500 SH       DEFINED 01                   285500
PENTON MEDIA, INC              COM            709668107     5573    159219 SH       DEFINED 01                   159219
PENWEST PHARMACEUTICALS CO     COM            709754105      305     30350 SH       DEFINED 01                    30350
PEOPLES BANK OF BRIDGEPORT CO  COM            710198102     3141    170950 SH       DEFINED 01                   170950
PEOPLES ENERGY CORP            COM            711030106    14549    449399 SH       DEFINED 01                   449399
PEOPLES HOLDINGS CO            COM            711148106      212     10600 SH       DEFINED 01                    10600
PEOPLESOFT, INC                COM            712713106    19784   1181109 SH       DEFINED 01                  1181109
PEP BOYS MANNY, MOE, & JACK CO COM            713278109     1780    296743 SH       DEFINED 01                   296743
PEPSI BOTTLING GROUP, INC      COM            713409100    35446   1214410 SH       DEFINED 01                  1214410
PEPSICO, INC                   COM            713448108   813441  18305283 SH       DEFINED 01                 18305283
PER SE TECHNOLOGIES, INC       COM            713569309     1937    206606 SH       DEFINED 01                   206606
PEREGRINE SYSTEMS, INC         COM            71366Q101    24447    704777 SH       DEFINED 01                   704777
PERFORMANCE FOOD GROUP CO      COM            713755106     2685     83900 SH       DEFINED 01                    83900
PERKINELMER, INC               COM            714046109    18522    280100 SH       DEFINED 01                   280100
PEROT SYSTEMS CORP (CLASS A)   COM            714265105     4120    374500 SH       DEFINED 01                   374500
PERRIGO CO                     COM            714290103     2736    433357 SH       DEFINED 01                   433357
PERSISTENCE SOFTWARE, INC      COM            715329108      132      7300 SH       DEFINED 01                     7300
PERSONNEL GROUP OF AMERICA, IN COM            715338109      528    179670 SH       DEFINED 01                   179670
PERVASIVE SOFTWARE, INC        COM            715710109      718    127700 SH       DEFINED 01                   127700
PETCO ANIMAL SUPPLIES, INC     COM            716016100     3016    153700 SH       DEFINED 01                   153700
PETRO-CANADA (VARIABLE VOTE)   COM            71644E102    18887   1012100 SH       DEFINED 01                  1012100
PETSMART, INC                  COM            716768106     2348    695840 SH       DEFINED 01                   695840
PHARMACYCLICS INC              COM            716933106     6826    111900 SH       DEFINED 01                   111900
PFIZER, INC                    COM            717081103  3050796  63558259 SH       DEFINED 01                 63558259
PHARMACEUTICAL PRODUCT DEVELOP COM            717124101     2838    135130 SH       DEFINED 01                   135130
PHARMACEUTICAL RESOURCES, INC  COM            717125108      300     57142 SH       DEFINED 01                    57142
PHARMACOPEIA, INC              COM            71713B104      830     17900 SH       DEFINED 01                    17900
PHARMACIA CORP                 COM            71713U102   496006   9596255 SH       DEFINED 01                  9596255
PHELPS DODGE CORP              COM            717265102    18200    489414 SH       DEFINED 01                   489414
PHILADELPHIA CONSOLIDATED HOLD COM            717528103      918     54600 SH       DEFINED 01                    54600
PHILADELPHIA SUBURBAN CORP     COM            718009608     2187    106669 SH       DEFINED 01                   106669
PHILIP MORRIS COS, INC         COM            718154107   599430  22566762 SH       DEFINED 01                 22566762
PHILIP SERVICE CORP /DE        COM            718193105        2       400 SH       DEFINED 01                      400
PHILLIPS PETROLEUM CO          COM            718507106    77620   1531339 SH       DEFINED 01                  1531339
PHILLIPS VAN HEUSEN CORP       COM            718592108     2418    254533 SH       DEFINED 01                   254533
PHOENIX INVESTMENT PARTNERS LT COM            719085102     2928    278900 SH       DEFINED 01                   278900
PHOENIX TECHNOLOGIES LTD       COM            719153108     2320    142200 SH       DEFINED 01                   142200
PHONE.COM, INC                 COM            71920Q100     2260     34700 SH       DEFINED 01                    34700
PHOTON DYNAMICS INC            COM            719364101     1322     17700 SH       DEFINED 01                    17700
PHYCOR, INC                    COM            71940F100      438    701562 SH       DEFINED 01                   701562
PHOTRONICS, INC                COM            719405102     4776    168325 SH       DEFINED 01                   168325
PICCADILLY CAFETERIAS, INC     COM            719567109     1241    441258 SH       DEFINED 01                   441258
PICTURETEL CORP                COM            720035302      707    269201 SH       DEFINED 01                   269201
PIEDMONT NATURAL GAS CO, INC   COM            720186105     5090    191624 SH       DEFINED 01                   191624
PIER 1 IMPORTS, INC            COM            720279108     7072    725379 SH       DEFINED 01                   725379
PILGRIMS PRIDE CORP (CLASS B)  COM            721467108      626     87900 SH       DEFINED 01                    87900
PILLOWTEX CORP                 COM            721501104       92     21568 SH       DEFINED 01                    21568
PINNACLE ENTERTAINMENT, INC    COM            723456109     3279    168700 SH       DEFINED 01                   168700
PINNACLE HOLDINGS, INC         COM            72346N101    11140    206300 SH       DEFINED 01                   206300
PINNACLE SYSTEMS, INC          COM            723481107     6492    288737 SH       DEFINED 01                   288737
PINNACLE WEST CAPITAL CORP     COM            723484101    17813    525834 SH       DEFINED 01                   525834
PIONEER GROUP, INC             COM            723684106     6959    164218 SH       DEFINED 01                   164218
PIONEER NATURAL RESOURCES CO   COM            723787107     9963    781442 SH       DEFINED 01                   781442
PIONEER-STANDARD ELECTRONICS,  COM            723877106      852     57750 SH       DEFINED 01                    57750
PITNEY BOWES, INC              COM            724479100    91076   2276894 SH       DEFINED 01                  2276894
PITT-DES MOINES, INC           COM            724508106       29      1500 SH       DEFINED 01                     1500
PITTSTON BRINK'S GROUP CO      COM            725701106     4584    334908 SH       DEFINED 01                   334908
PIVOTAL CORP                   COM            72581R106     1528     65000 SH       DEFINED 01                    65000
PIXAR, INC                     COM            725811103     3546    100600 SH       DEFINED 01                   100600
PLACER DOME, INC               COM            725906101     7819    833152 SH       DEFINED 01                   833152
PLAINS RESOURCES, INC          COM            726540503     1579     98671 SH       DEFINED 01                    98671
PLANTRONICS, INC               COM            727493108    14573    126175 SH       DEFINED 01                   126175
PLAYBOY ENTERPRISES, INC (CLAS COM            728117300      319     24800 SH       DEFINED 01                    24800
PLAYTEX PRODUCTS, INC          COM            72813P100     1229    108600 SH       DEFINED 01                   108600
PLEXUS CORP                    COM            729132100    15074    133400 SH       DEFINED 01                   133400
PLUG POWER, INC                COM            72919P103      913     14600 SH       DEFINED 01                    14600
PLUM CREEK TIMBER CO, INC      COM            729251108     1144     44000 SH       DEFINED 01                    44000
POGO PRODUCING CO              COM            730448107     5239    236800 SH       DEFINED 01                   236800
POLARIS INDUSTRIES, INC        COM            731068102     7544    235748 SH       DEFINED 01                   235748
POLAROID CORP                  COM            731095105     5453    301908 SH       DEFINED 01                   301908
POLICY MANAGEMENT SYSTEMS CORP COM            731108106     6366    414024 SH       DEFINED 01                   414024
POLO RALPH LAUREN CORP         COM            731572103     5292    371400 SH       DEFINED 01                   371400
POLYCOM, INC                   COM            73172K104    18778    199563 SH       DEFINED 01                   199563
POLYMER GROUP, INC             COM            731745105     1539    166400 SH       DEFINED 01                   166400
POPE & TALBOT, INC             COM            732827100      232     14500 SH       DEFINED 01                    14500
POPULAR, INC                   COM            733174106    17338    909532 SH       DEFINED 01                   909532
PORTAL SOFTWARE, INC           COM            736126103    13950    218400 SH       DEFINED 01                   218400
POSSIS MEDICAL, INC            COM            737407106        0        76 SH       DEFINED 01                       76
POST PROPERTIES, INC           COM            737464107    10589    240655 SH       DEFINED 01                   240655
POTASH CORP OF SASKATCHEWAN, I COM            73755L107    21252    386300 SH       DEFINED 01                   386300
POTLATCH CORP                  COM            737628107     2768     83559 SH       DEFINED 01                    83559
POTOMAC ELECTRIC POWER CO      COM            737679100    29300   1172000 SH       DEFINED 01                  1172000
POWER INTEGRATIONS, INC        COM            739276103     3428    145500 SH       DEFINED 01                   145500
POWER-ONE, INC                 COM            739308104    18629    163500 SH       DEFINED 01                   163500
POWERTEL, INC                  COM            73936C109    14705    207300 SH       DEFINED 01                   207300
POWERWAVE TECHNOLOGIES, INC    COM            739363109    18749    426110 SH       DEFINED 01                   426110
PRAECIS PHARMACEUTICALS, INC   COM            739421105     1056     37900 SH       DEFINED 01                    37900
PRAXAIR, INC                   COM            74005P104    48774   1302821 SH       DEFINED 01                  1302821
PREPAID LEGAL SERVICES, INC    COM            740065107     4405    147438 SH       DEFINED 01                   147438
PRECISION CAST PARTS CORP      COM            740189105     7328    161950 SH       DEFINED 01                   161950
PRECISION DRILLING CORP        COM            74022D100     1108     28700 SH       DEFINED 01                    28700
PREDICTIVE SYSTEMS, INC        COM            74036W102      226      6300 SH       DEFINED 01                     6300
PREMIER FARNELL PLC ADR        ADR            74050U107       20      1392 SH       DEFINED 01                     1392
PREMIER FARNELL PLC CV PFD ADR PFD            74050U206       22      1122 SH       DEFINED 01                     1122
PREMIER NATIONAL BANCORP, INC  COM            74053F107      741     56970 SH       DEFINED 01                    56970
SIX FLAGS, INC                 COM            740540208   157592   6927104 SH       DEFINED 01                  6927104
PRENTISS PROPERTIES TRUST      COM            740706106     7097    295700 SH       DEFINED 01                   295700
PRESIDENTIAL LIFE CORP         COM            740884101     2682    193300 SH       DEFINED 01                   193300
PRESSTEK, INC                  COM            741113104     3455    211800 SH       DEFINED 01                   211800
PRICE COMMUNICATIONS CORP      COM            741437305    46217   1961475 SH       DEFINED 01                  1961475
PRICE (T. ROWE) ASSOCIATES, IN COM            741477103    32181    757200 SH       DEFINED 01                   757200
PRICELINE.COM, INC             COM            741503106    13298    350082 SH       DEFINED 01                   350082
PRICESMART, INC                COM            741511109        3        75 SH       DEFINED 01                       75
PRIMEDIA, INC                  COM            74157K101    23756   1044222 SH       DEFINED 01                  1044222
PRIME RETAIL, INC              COM            741570105      308    246793 SH       DEFINED 01                   246793
PRIME RETAIL, INC              PFD            741570303       77     11020 SH       DEFINED 01                    11020
PRIME GROUP REALTY TRUST       COM            74158J103      747     49200 SH       DEFINED 01                    49200
PRIMEX TECHNOLOGIES, INC       COM            741597108     2173     98760 SH       DEFINED 01                    98760
PRIMA ENERGY CORP              COM            741901201      530      9900 SH       DEFINED 01                     9900
PRIMARK CORP                   COM            741903108      558     14985 SH       DEFINED 01                    14985
PRIME HOSPITALITY CORP         COM            741917108     3022    320171 SH       DEFINED 01                   320171
PRIMUS TELECOMMUNICATIONS GROU COM            741929103     5378    216200 SH       DEFINED 01                   216200
PRIDE INTERNATIONAL, INC       COM            741932107     8046    325100 SH       DEFINED 01                   325100
PRISON REALTY TRUST, INC       COM            74264N105     2427    792387 SH       DEFINED 01                   792387
PRIORITY HEALTHCARE CORP (CLAS COM            74264T102      264      3550 SH       DEFINED 01                     3550
PRIVATE BUSINESS, INC          COM            74267D104       46     18300 SH       DEFINED 01                    18300
PROBUSINESS SERVICES, INC      COM            742674104     2874    108200 SH       DEFINED 01                   108200
PROCTER & GAMBLE CO            COM            742718109   655111  11442987 SH       DEFINED 01                 11442987
PRODIGY COMMUNICATIONS CORP (C COM            74283P206     1197    114030 SH       DEFINED 01                   114030
PROFESSIONALS GROUP, INC       COM            742954100      314     12850 SH       DEFINED 01                    12850
PROFESSIONAL DETAILING, INC    COM            74312N107      920     27000 SH       DEFINED 01                    27000
PROFIT RECOVERY GROUP INTERNAT COM            743168106     4505    270950 SH       DEFINED 01                   270950
PROGRESS SOFTWARE CORP         COM            743312100     4879    272000 SH       DEFINED 01                   272000
PROGRESSIVE CORP               COM            743315103    21065    284666 SH       DEFINED 01                   284666
PROJECT SOFTWARE & DEVELOPMENT COM            74339P101     1737     96500 SH       DEFINED 01                    96500
PROLOGIS TRUST                 COM            743410102    12914    605953 SH       DEFINED 01                   605953
PROTECTION ONE, INC            COM            743663304       41     18800 SH       DEFINED 01                    18800
PROTECTIVE LIFE CORP           COM            743674103     7573    284420 SH       DEFINED 01                   284420
PROTEIN DESIGN LABORATORIES, I COM            74369L103    32351    196125 SH       DEFINED 01                   196125
PROVANT, INC                   COM            743724106      253     45000 SH       DEFINED 01                    45000
PROVIDENCE AND WORCESTER RAILR COM            743737108      821    107700 SH       DEFINED 01                   107700
PROVIDENT BANKSHARES CORP      COM            743859100     2466    182677 SH       DEFINED 01                   182677
PROVIDENT FINANCIAL GROUP      COM            743866105     3922    164700 SH       DEFINED 01                   164700
PROVINCE HEALTHCARE CO         COM            743977100     4017    111200 SH       DEFINED 01                   111200
PROVIDIAN FINANCIAL CORP       COM            74406A102   108976   1210844 SH       DEFINED 01                  1210844
PROXICOM, INC                  COM            744282104     9656    201700 SH       DEFINED 01                   201700
PROXIM, INC                    COM            744284100     7393     74700 SH       DEFINED 01                    74700
PROXYMED, INC                  COM            744290107      235    139200 SH       DEFINED 01                   139200
PSINET, INC                    COM            74437C101    49145   1956014 SH       DEFINED 01                  1956014
PUBLIC SERVICE CO OF NEW MEXIC COM            744499104     3779    244824 SH       DEFINED 01                   244824
PUBLIC SERVICE ENTERPRISE GROU COM            744573106    46067   1330451 SH       DEFINED 01                  1330451
PUBLIC STORAGE, INC            COM            74460D109    14741    628932 SH       DEFINED 01                   628932
PUBLICARD, INC                 COM            744627100      128     38900 SH       DEFINED 01                    38900
PUERTO RICAN CEMENT CO, INC    COM            745075101       22       800 SH       DEFINED 01                      800
PUGET SOUND ENERGY, INC        COM            745332106    16190    759671 SH       DEFINED 01                   759671
PULITZER, INC                  COM            745769109      527     12500 SH       DEFINED 01                    12500
PULTE CORP                     COM            745867101     4716    218061 SH       DEFINED 01                   218061
PUMA TECHNOLOGY, INC           COM            745887109     1239     46200 SH       DEFINED 01                    46200
PURCHSEPRO.COM, INC            COM            746144104      898     21900 SH       DEFINED 01                    21900
QLT PHOTOTHERAPEUTICS, INC     COM            746927102     5045     65000 SH       DEFINED 01                    65000
QRS CORP                       COM            74726X105     2169     88300 SH       DEFINED 01                    88300
QAD, INC                       COM            74727D108       11      2800 SH       DEFINED 01                     2800
QLOGIC CORP                    COM            747277101    37558    568528 SH       DEFINED 01                   568528
QUADRAMED CORP                 COM            74730W101      449    179700 SH       DEFINED 01                   179700
QUAKER OATS CO                 COM            747402105    68901    917145 SH       DEFINED 01                   917145
QUALCOMM, INC                  COM            747525103   389491   6491519 SH       DEFINED 01                  6491519
QUANTA SERVICES, INC           COM            74762E102    20788    377966 SH       DEFINED 01                   377966
QUANEX CORP                    COM            747620102     2337    157129 SH       DEFINED 01                   157129
QUANTUM EFFECT DEVICES, INC    COM            74764T107      165      2900 SH       DEFINED 01                     2900
QUANTUM CORP-DLT & STORAGE SYS COM            747906204     9271    957035 SH       DEFINED 01                   957035
QUANTUM CORP-HARD DISK DRIVE G COM            747906303     6972    630267 SH       DEFINED 01                   630267
QUEBECOR WORLD                 COM            747922102       43      1775 SH       DEFINED 01                     1775
QUEBECOR WORLD, INC            COM            748203106     2356     98200 SH       DEFINED 01                    98200
QUEENS COUNTY BANCORP, INC     COM            748242104     2302    124850 SH       DEFINED 01                   124850
QUEST DIAGNOSTICS, INC         COM            74834L100    19470    260470 SH       DEFINED 01                   260470
QUEST SOFTWARE, INC            COM            74834T103     3605     65100 SH       DEFINED 01                    65100
QUESTAR CORP                   COM            748356102    13270    684880 SH       DEFINED 01                   684880
QUIKSILVER, INC                COM            74838C106     2498    160519 SH       DEFINED 01                   160519
QUINTILES TRANSNATIONAL CORP   COM            748767100    11748    831688 SH       DEFINED 01                   831688
QUORUM HEALTH GROUP, INC       COM            749084109     4789    464340 SH       DEFINED 01                   464340
R & B FALCON CORP              COM            74912E101    30326   1287066 SH       DEFINED 01                  1287066
QWEST COMMUNICATIONS INTERNATI COM            749121109    46100    927806 SH       DEFINED 01                   927806
R&G FINANCIAL CORP (CLASS B)   COM            749136107        8      1000 SH       DEFINED 01                     1000
RCN CORP                       COM            749361101    40411   1592538 SH       DEFINED 01                  1592538
RFS HOTEL INVESTORS, INC       COM            74955J108     2168    184500 SH       DEFINED 01                   184500
R.H. DONNELLEY CORP            COM            74955W307     2847    146936 SH       DEFINED 01                   146936
RGS ENERGY GROUP, INC          COM            74956K104     5333    239697 SH       DEFINED 01                   239697
RLI CORP                       COM            749607107      914     26300 SH       DEFINED 01                    26300
RPC, INC                       COM            749660106     6315    597844 SH       DEFINED 01                   597844
RPM, INC                       COM            749685103     3424    338156 SH       DEFINED 01                   338156
RSA SECURITY, INC              COM            749719100    13383    193250 SH       DEFINED 01                   193250
RTI INTERNATIONAL METALS       COM            74973W107     1097     96400 SH       DEFINED 01                    96400
RWD TECHNOLOGIES, INC          COM            74975B101      404     69435 SH       DEFINED 01                    69435
RF MICRO DEVICES, INC          COM            749941100    36985    422080 SH       DEFINED 01                   422080
RACING CHAMPIONS CORP          COM            750069106        2      1100 SH       DEFINED 01                     1100
RADIAN GROUP, INC              COM            750236101    16443    317745 SH       DEFINED 01                   317745
RADIANT SYSTEMS, INC           COM            75025N102     2868    119500 SH       DEFINED 01                   119500
RADIO ONE, INC                 COM            75040P108      633     21400 SH       DEFINED 01                    21400
RADIO ONE, INC (CLASS D)       COM            75040P405      922     41800 SH       DEFINED 01                    41800
RADIOSHACK CORP                COM            750438103   154674   3264885 SH       DEFINED 01                  3264885
RADISYS CORP                   COM            750459109     4347     76600 SH       DEFINED 01                    76600
RAINFOREST CAFE, INC           COM            75086K104        0       100 SH       DEFINED 01                      100
RAINBOW TECHNOLOGIES, INC      COM            750862104      635     13050 SH       DEFINED 01                    13050
RAMBUS, INC                    COM            750917106    43277    420164 SH       DEFINED 01                   420164
RALCORP HOLDINGS, INC          COM            751028101     2317    189143 SH       DEFINED 01                   189143
RALSTON PURINA CO              COM            751277302   112162   5625685 SH       DEFINED 01                  5625685
RAMP NETWORKS, INC             COM            751567108      239     20100 SH       DEFINED 01                    20100
RAMTRON INTERNATIONAL CORP     COM            751907304        2       120 SH       DEFINED 01                      120
RANGER OIL LTD                 COM            752805101     2846    533800 SH       DEFINED 01                   533800
RANGE RESOURCES CORP           COM            75281A109        2       500 SH       DEFINED 01                      500
RARE MEDIUM GROUP, INC         COM            75382N109     5760    364260 SH       DEFINED 01                   364260
RARE MEDIUM GROUP, INC         COM            753820109     2243     79400 SH       DEFINED 01                    79400
RATIONAL SOFTWARE CORP         COM            75409P202    65174    701264 SH       DEFINED 01                   701264
RAYMOND JAMES FINANCIAL CORP   COM            754730109     6712    298306 SH       DEFINED 01                   298306
RAYONIER, INC                  COM            754907103     6201    172839 SH       DEFINED 01                   172839
RAYOVAC CORP                   COM            755081106     4562    203900 SH       DEFINED 01                   203900
RAYTHEON CO (CLASS A)          COM            755111309    22345   1149586 SH       DEFINED 01                  1149586
RAYTHEON CO (CLASS B)          COM            755111408    17630    915851 SH       DEFINED 01                   915851
RAZORFISH, INC                 COM            755236106     2157    134274 SH       DEFINED 01                   134274
READ RITE CORP                 COM            755246105     2031    915430 SH       DEFINED 01                   915430
READERS DIGEST ASSOCIATION     COM            755267101    26607    669366 SH       DEFINED 01                   669366
REALNETWORKS, INC              COM            75605L104    27525    544374 SH       DEFINED 01                   544374
REALTY INCOME CORP             COM            756109104     3574    151700 SH       DEFINED 01                   151700
RECKSON ASSOCIATES REALTY CORP COM            75621K106     5156    217078 SH       DEFINED 01                   217078
RECKSON ASSOCIATES REALTY CORP COM            75621K304     3976    156324 SH       DEFINED 01                   156324
RECOTON CORP                   COM            756268108       24      2331 SH       DEFINED 01                     2331
RED HAT, INC                   COM            756577102     3480    128600 SH       DEFINED 01                   128600
REDBACK NETWORKS, INC          COM            757209101     8199     46060 SH       DEFINED 01                    46060
REDWOOD TRUST, INC             COM            758075402      230     16425 SH       DEFINED 01                    16425
REEBOK INTERNATIONAL LTD       COM            758110100     4701    294948 SH       DEFINED 01                   294948
REGAL-BELOIT CORP              COM            758750103     2559    159300 SH       DEFINED 01                   159300
REGENERON PHARMACEUTICALS, INC COM            75886F107     7140    239500 SH       DEFINED 01                   239500
REGIS CORP                     COM            758932107     2648    211800 SH       DEFINED 01                   211800
REGENCY REALTY CORP            COM            758939102     4653    195900 SH       DEFINED 01                   195900
REGIONS FINANCIAL CORP         COM            758940100    29853   1502020 SH       DEFINED 01                  1502020
REGISTER.COM, INC              COM            75914G101      312     10200 SH       DEFINED 01                    10200
REINSURANCE GROUP OF AMERICA,  COM            759351109     5306    176143 SH       DEFINED 01                   176143
RELIANCE GROUP HOLDINGS, INC   COM            759464100      319    424978 SH       DEFINED 01                   424978
RELIANCE STEEL & ALUMINUM CO   COM            759509102     2508    131150 SH       DEFINED 01                   131150
RELIANT ENERGY, INC            COM            75952J108    44207   1495364 SH       DEFINED 01                  1495364
RELIASTAR FINANCIAL CORP       COM            75952U103    24962    476040 SH       DEFINED 01                   476040
REMEC, INC                     COM            759543101     6084    145300 SH       DEFINED 01                   145300
REMEDY CORP                    COM            759548100    10759    192980 SH       DEFINED 01                   192980
RENAISSANCE WORLDWIDE, INC     COM            75968A109      357    228218 SH       DEFINED 01                   228218
REPLIGEN CORP                  COM            759916109       94     15000 SH       DEFINED 01                    15000
REPUBLIC BANCSHARES, INC       COM            759929102      208     17300 SH       DEFINED 01                    17300
RENAL CARE GROUP, INC          COM            759930100     8173    334250 SH       DEFINED 01                   334250
RENT-A-CENTER, INC             COM            76009N100     3557    158100 SH       DEFINED 01                   158100
RENT WAY, INC                  COM            76009U104     4283    146750 SH       DEFINED 01                   146750
REPUBLIC BANCORP, INC (KENTUCK COM            760281204        5       500 SH       DEFINED 01                      500
REPUBLIC BANCORP, INC          COM            760282103     2689    300880 SH       DEFINED 01                   300880
REPUBLIC GROUP, INC            COM            760473108      547     60814 SH       DEFINED 01                    60814
REPUBLIC SECURITY FINANCIAL CO COM            760758102     1607    321474 SH       DEFINED 01                   321474
REPUBLIC SERVICES, INC (CLASS  COM            760759100    60437   3777316 SH       DEFINED 01                  3777316
RES-CARE, INC                  COM            760943100      747    139050 SH       DEFINED 01                   139050
RESTORATION HARDWARE, INC      COM            760981100      290     52700 SH       DEFINED 01                    52700
RESMED, INC                    COM            761152107     6241    233300 SH       DEFINED 01                   233300
RESOURCE AMERICA, INC (CLASS A COM            761195205     1008    154400 SH       DEFINED 01                   154400
RESOURCE BANCSHARES MTGE GROUP COM            761197102       20      4725 SH       DEFINED 01                     4725
RESPIRONICS, INC               COM            761230101     4197    233178 SH       DEFINED 01                   233178
RESPONSE ONCOLOGY, INC         COM            761232305       73     80684 SH       DEFINED 01                    80684
RETEK, INC                     COM            76128Q109      368     11500 SH       DEFINED 01                    11500
REVLON, INC (CLASS A)          COM            761525500      943    149406 SH       DEFINED 01                   149406
REYNOLDS & REYNOLDS CO (CLASS  COM            761695105     8483    464800 SH       DEFINED 01                   464800
RJR REYNOLDS TOBACCO HOLDINGS, COM            76182K105    21426    766926 SH       DEFINED 01                   766926
RHYTHMS NETCONNECTIONS, INC    COM            762430205     4673    372001 SH       DEFINED 01                   372001
RIBOZYME PHARMACEUTICALS, INC  COM            762567105      219      8500 SH       DEFINED 01                     8500
RICHMOND COUNTY FINANCIAL CORP COM            764556106     3884    203100 SH       DEFINED 01                   203100
RIGGS NATIONAL CORP            COM            766570105     1684    133400 SH       DEFINED 01                   133400
RIO ALGOM LTD                  COM            766889109     2295    196600 SH       DEFINED 01                   196600
RITE AID CORP                  COM            767754104    13300   2026698 SH       DEFINED 01                  2026698
RIVERDEEP GROUP PLC (ADR)      ADR            76870Q109      841     43421 SH       DEFINED 01                    43421
RIVIANA FOODS, INC             COM            769536103      436     25000 SH       DEFINED 01                    25000
ROADWAY EXPRESS, INC           COM            769742107     2502    106750 SH       DEFINED 01                   106750
ROBBINS & MYERS, INC           COM            770196103      305     13353 SH       DEFINED 01                    13353
ROBERT HALF INTERNATIONAL, INC COM            770323103    37488   1315384 SH       DEFINED 01                  1315384
ROBOTIC VISION SYSTEMS, INC    COM            771074101      537     29850 SH       DEFINED 01                    29850
ROCK-TENN CO (CLASS A)         COM            772739207      795     92900 SH       DEFINED 01                    92900
ROCKWELL INTERNATIONAL CORP    COM            773903109    88993   2825186 SH       DEFINED 01                  2825186
ROGERS COMMUNICATIONS, INC (CL COM            775109200     8230    290700 SH       DEFINED 01                   290700
ROGERS CORP                    COM            775133101     4449    127100 SH       DEFINED 01                   127100
ROHM & HAAS CO                 COM            775371107    26652    772522 SH       DEFINED 01                   772522
ROHN INDUSTRIES, INC           COM            775381106       41      9600 SH       DEFINED 01                     9600
ROLLINS, INC                   COM            775711104     4438    298356 SH       DEFINED 01                   298356
ROLLINS TRUCK LEASING CORP     COM            775741101     2648    381747 SH       DEFINED 01                   381747
ROPER INDUSTRIES, INC          COM            776696106     6918    269985 SH       DEFINED 01                   269985
ROSLYN BANCORP, INC            COM            778162107     8552    514865 SH       DEFINED 01                   514865
ROSS STORES, INC               COM            778296103    13555    794460 SH       DEFINED 01                   794460
ROUGE INDUSTRIES, INC (CLASS A COM            779088103      181     60483 SH       DEFINED 01                    60483
ROUSE CO                       COM            779273101    12333    498300 SH       DEFINED 01                   498300
ROWAN COS, INC                 COM            779382100    23835    784702 SH       DEFINED 01                   784702
ROYAL APPLIANCE MANUFACTURING  COM            780076105        8      1400 SH       DEFINED 01                     1400
ROYAL BANK OF CANADA           COM            780087102    39171    766205 SH       DEFINED 01                   766205
ROYAL DUTCH PETROLEUM CO (NY R ADR            780257804    15391    250000 SH       DEFINED 01                   250000
RUBY TUESDAY, INC              COM            781182100     5674    451668 SH       DEFINED 01                   451668
RUDDICK CORP                   COM            781258108     1327    112300 SH       DEFINED 01                   112300
RUDOLPH TECHNOLOGIES, INC      COM            781270103      116      3000 SH       DEFINED 01                     3000
RUSS BERRIE & CO, INC          COM            782233100     1395     72450 SH       DEFINED 01                    72450
RUSSELL CORP                   COM            782352108     3694    184700 SH       DEFINED 01                   184700
RYANAIR HOLDINGS PLC ADR       ADR            783513104    23893    654600 SH       DEFINED 01                   654600
RYAN'S FAMILY STEAK HOUSES, IN COM            783519101     2113    250450 SH       DEFINED 01                   250450
RYDER SYSTEM, INC              COM            783549108     8928    471452 SH       DEFINED 01                   471452
RYERSON TULL, INC              COM            78375P107      926     89227 SH       DEFINED 01                    89227
RYLAND GROUP, INC              COM            783764103     1989     89900 SH       DEFINED 01                    89900
S & T BANCORP, INC             COM            783859101     2314    126800 SH       DEFINED 01                   126800
SBC COMMUNICATIONS, INC        COM            78387G103  1816569  42001594 SH       DEFINED 01                 42001594
SBA COMMUNICATIONS CORP        COM            78388J106     1314     25300 SH       DEFINED 01                    25300
SCG HOLDING CORP               COM            783884109    50726   2318901 SH       DEFINED 01                  2318901
SCI SYSTEMS, INC               COM            783890106    36260    925304 SH       DEFINED 01                   925304
SCM MICROSYSTEMS, INC          COM            784018103     5753     95000 SH       DEFINED 01                    95000
SCPIE HOLDINGS, INC            COM            78402P104      983     47967 SH       DEFINED 01                    47967
SCP POOL CORP                  COM            784028102     2309     98250 SH       DEFINED 01                    98250
SDL, INC                       COM            784076101   145895    511574 SH       DEFINED 01                   511574
SEI INVESTMENTS CO             COM            784117103    17169    431236 SH       DEFINED 01                   431236
SEMCO ENERGY, INC              COM            78412D109      501     38505 SH       DEFINED 01                    38505
SFX ENTERTAINMENT, INC (CLASS  COM            784178105   116769   2576975 SH       DEFINED 01                  2576975
SJW CORP                       COM            784305104      523      4400 SH       DEFINED 01                     4400
SL GREEN REALTY CORP           COM            78440X101     3807    142300 SH       DEFINED 01                   142300
USA EDUCATION, INC             COM            78442A109    46657   1246265 SH       DEFINED 01                  1246265
SLI, INC                       COM            78442T108     1678    138400 SH       DEFINED 01                   138400
SPSS, INC                      COM            78462K102     1398     48000 SH       DEFINED 01                    48000
SOS STAFFING SERVICES, INC     COM            78462X104       13      4100 SH       DEFINED 01                     4100
SPS TECHNOLOGIES, INC          COM            784626103     3401     82829 SH       DEFINED 01                    82829
S1 CORP                        COM            78463B101     7284    312441 SH       DEFINED 01                   312441
SPX CORP                       COM            784635104    26310    217554 SH       DEFINED 01                   217554
S3, INC                        COM            784849101     5438    368690 SH       DEFINED 01                   368690
SVI HOLDINGS, INC              COM            784872103      865    168800 SH       DEFINED 01                   168800
SABRE, INC                     COM            785905100    42302   1484280 SH       DEFINED 01                  1484280
SAFECO CORP                    COM            786429100    17237    867260 SH       DEFINED 01                   867260
SAFEGUARD SCIENTIFICS, INC     COM            786449108    16547    516100 SH       DEFINED 01                   516100
SAFESCIENCE, INC               COM            786452102      308     58700 SH       DEFINED 01                    58700
SAFETY-KLEEN CORP              COM            78648R203       30    421523 SH       DEFINED 01                   421523
SAFEWAY, INC                   COM            786514208   312193   6918396 SH       DEFINED 01                  6918396
SAGA COMMUNICATIONS, INC (CLAS COM            786598102      207      9400 SH       DEFINED 01                     9400
SAGA SYSTEMS, INC              COM            786610105     5015    403200 SH       DEFINED 01                   403200
SAGENT TECHNOLOGY, INC         COM            786693101     1418     99500 SH       DEFINED 01                    99500
ST. FRANCIS CAPITAL CORP       COM            789374105      296     19600 SH       DEFINED 01                    19600
ST. JOE CO                     COM            790148100     6609    220300 SH       DEFINED 01                   220300
ST. JUDE MEDICAL, INC          COM            790849103    29338    639519 SH       DEFINED 01                   639519
ST. MARY LAND & EXPLORATION CO COM            792228108     4337    103100 SH       DEFINED 01                   103100
ST. PAUL COS, INC              COM            792860108    99939   2928603 SH       DEFINED 01                  2928603
SAKS, INC                      COM            79377W108    10333    984140 SH       DEFINED 01                   984140
SALIENT 3 COMMUNICATIONS, INC  COM            794721100     1923    159400 SH       DEFINED 01                   159400
SALTON, INC                    COM            795757103     2565     69550 SH       DEFINED 01                    69550
SAMSONITE CORP                 COM            79604V105      613    136327 SH       DEFINED 01                   136327
SANCHEZ COMPUTER ASSOCIATES, I COM            799702105     2223     93600 SH       DEFINED 01                    93600
SANDISK CORP                   COM            80004C101    18907    309000 SH       DEFINED 01                   309000
SANDY SPRING BANCORP, INC      COM            800363103      372     18200 SH       DEFINED 01                    18200
SANMINA CORP                   COM            800907107   241617   2825926 SH       DEFINED 01                  2825926
SANGSTAT MEDICAL CORP          COM            801003104     3367    116600 SH       DEFINED 01                   116600
SANTA CRUZ OPERATION, INC      COM            801833104      859    134800 SH       DEFINED 01                   134800
SANTA FE SNYDER CORP           COM            80218K105    16558   1455625 SH       DEFINED 01                  1455625
SANTANDER BANCORP              COM            802809103      159     12440 SH       DEFINED 01                    12440
SAPIENT CORP                   COM            803062108    22435    209800 SH       DEFINED 01                   209800
SARA LEE CORP                  COM            803111103   123674   6403820 SH       DEFINED 01                  6403820
SAUER-DANFOSS, INC             COM            804137107      929     94100 SH       DEFINED 01                    94100
SAUL CENTERS, INC              COM            804395101      261     16200 SH       DEFINED 01                    16200
SAVVIS COMMUNICATIONS CORP     COM            805423100       77      5900 SH       DEFINED 01                     5900
SAWTEK, INC                    COM            805468105    15264    265175 SH       DEFINED 01                   265175
SCANA CORP                     COM            80589M102    15121    626767 SH       DEFINED 01                   626767
SCHAWK, INC (CLASS A)          COM            806373106       53      5700 SH       DEFINED 01                     5700
SCHEIN (HENRY), INC            COM            806407102     3074    178200 SH       DEFINED 01                   178200
SCHEIN PHARMACEUTICAL, INC     COM            806416103      884     40900 SH       DEFINED 01                    40900
SCHERING-PLOUGH CORP           COM            806605101   835734  16549198 SH       DEFINED 01                 16549198
SCHLUMBERGER LTD               COM            806857108    59484    797100 SH       DEFINED 01                   797100
SCHOLASTIC CORP                COM            807066105    29774    487100 SH       DEFINED 01                   487100
SCHOOL SPECIALTY, INC          COM            807863105     2544    137046 SH       DEFINED 01                   137046
SCHULMAN (A.), INC             COM            808194104     4212    349214 SH       DEFINED 01                   349214
SCHWAB (CHARLES) CORP          COM            808513105   307091   9132831 SH       DEFINED 01                  9132831
SCHWEITZER-MAUDUIT INTERNATION COM            808541106     1401    112116 SH       DEFINED 01                   112116
SCIENT CORP                    COM            80864H109     2052     46500 SH       DEFINED 01                    46500
SCIENTIFIC-ATLANTA, INC        COM            808655104    91307   1225600 SH       DEFINED 01                  1225600
SCIENTIFIC GAMES HOLDINGS CORP COM            808747109      645     26259 SH       DEFINED 01                    26259
SCIOS, INC                     COM            808905103     2452    435850 SH       DEFINED 01                   435850
SCOTT TECHNOLOGIES, INC        COM            810022301     1898    110400 SH       DEFINED 01                   110400
SCOTTISH POWER PLC ADR         ADR            81013T705     9923    296756 SH       DEFINED 01                   296756
SCOTTS CO (CLASS A)            COM            810186106     6515    178500 SH       DEFINED 01                   178500
SCRIPPS (E.W.) CO (CLASS A)    COM            811054204     9264    188095 SH       DEFINED 01                   188095
SEABOARD CORP                  COM            811543107        2        10 SH       DEFINED 01                       10
SEACOAST FINANCIAL SERVICES CO COM            81170Q106     1642    172800 SH       DEFINED 01                   172800
SEAGATE TECHNOLOGY, INC        COM            811804103    76114   1383893 SH       DEFINED 01                  1383893
SEAGRAMS CO LTD                COM            811850106    59150   1007400 SH       DEFINED 01                  1007400
SEACOR SMIT, INC               COM            811904101     2228     57600 SH       DEFINED 01                    57600
SEALED AIR CORP                COM            81211K100    29202    557556 SH       DEFINED 01                   557556
SEALED AIR CORP (CLASS A)      PFD            81211K209     7341    145017 SH       DEFINED 01                   145017
SEARS ROEBUCK & CO             COM            812387108    96094   2945403 SH       DEFINED 01                  2945403
SECOND BANCORP, INC            COM            813114105       38      2500 SH       DEFINED 01                     2500
SECURE COMPUTING CORP          COM            813705100      299     15900 SH       DEFINED 01                    15900
SECURITY CAPITAL GROUP, INC (C COM            81413P204     3169    186400 SH       DEFINED 01                   186400
SEITEL, INC                    COM            816074306     1279    157400 SH       DEFINED 01                   157400
SELECT COMFORT CORP            COM            81616X103      339    106300 SH       DEFINED 01                   106300
SELECTICA, INC                 COM            816288104      539      7700 SH       DEFINED 01                     7700
SELECTIVE INSURANCE GROUP, INC COM            816300107    12261    645300 SH       DEFINED 01                   645300
SEMTECH CORP                   COM            816850101    21251    277846 SH       DEFINED 01                   277846
SEMPRA ENERGY                  COM            816851109    29256   1720916 SH       DEFINED 01                  1720916
SENIOR HOUSING PROPERTIES TRUS COM            81721M109      704     96330 SH       DEFINED 01                    96330
SENSORMATIC ELECTRONICS CORP   COM            817265101     7826    494950 SH       DEFINED 01                   494950
SEPRACOR, INC                  COM            817315104    65258    541000 SH       DEFINED 01                   541000
SEQUA CORP (CLASS A)           COM            817320104      689     18042 SH       DEFINED 01                    18042
SEQUENOM, INC                  COM            817337108      331      7300 SH       DEFINED 01                     7300
SERENA SOFTWARE, INC           COM            817492101     4863    107100 SH       DEFINED 01                   107100
SEROLOGICALS CORP              COM            817523103      627    125400 SH       DEFINED 01                   125400
SERVICE CORP INTERNATIONAL     COM            817565104     4891   1534308 SH       DEFINED 01                  1534308
SERVICEMASTER CO               COM            81760N109    27220   2392974 SH       DEFINED 01                  2392974
7-ELEVEN, INC                  COM            817826209     3042    221240 SH       DEFINED 01                   221240
SHARED MEDICAL SYSTEMS CORP    COM            819486101    11911    163307 SH       DEFINED 01                   163307
SHAW GROUP, INC                COM            820280105      995     21118 SH       DEFINED 01                    21118
SHAW INDUSTRIES, INC           COM            820286102     8249    659920 SH       DEFINED 01                   659920
SHERWIN-WILLIAMS CO            COM            824348106    23195   1094742 SH       DEFINED 01                  1094742
SHIRE PHARMACEUTICALS GROUP PL ADR            82481R106       67      1289 SH       DEFINED 01                     1289
SHOE CARNIVAL, INC             COM            824889109      132     21100 SH       DEFINED 01                    21100
SHOPKO STORES, INC             COM            824911101     3020    196400 SH       DEFINED 01                   196400
SHONEY'S, INC                  COM            825039100       21     16800 SH       DEFINED 01                    16800
SHOP AT HOME, INC              COM            825066301      921    197100 SH       DEFINED 01                   197100
SHORELINE FINANCIAL CORP       COM            825190101      102      8557 SH       DEFINED 01                     8557
SHURGARD STORAGE CENTERS, INC  COM            82567D104     3137    139400 SH       DEFINED 01                   139400
SICOR, INC                     COM            825846108     4826    603259 SH       DEFINED 01                   603259
SIEBEL SYSTEMS, INC            COM            826170102   263915   1613542 SH       DEFINED 01                  1613542
SIEBERT FINANCIAL CORP         COM            826176109        7      1000 SH       DEFINED 01                     1000
SIERRA HEALTH SERVICES, INC    COM            826322109      568    178050 SH       DEFINED 01                   178050
SIERRA PACIFIC RESOURCES (NEW) COM            826428104     7454    593372 SH       DEFINED 01                   593372
SIERRACITIES.COM, INC          COM            826521106      447    119200 SH       DEFINED 01                   119200
SIGMA ALDRICH CORP             COM            826552101    20279    693294 SH       DEFINED 01                   693294
SILICON LABRATORIES, INC       COM            826919102      367      6900 SH       DEFINED 01                     6900
SILGAN HOLDINGS, INC           COM            827048109      459     46800 SH       DEFINED 01                    46800
SILICON IMAGE, INC             COM            82705T102     1471     29500 SH       DEFINED 01                    29500
SILICON GRAPHICS, INC          COM            827056102     4969   1325172 SH       DEFINED 01                  1325172
SILICON STORAGE TECHNOLOGY, IN COM            827057100     3117     35300 SH       DEFINED 01                    35300
SILICON VALLEY BANCSHARES      COM            827064106    14371    337150 SH       DEFINED 01                   337150
SILICON VALLEY GROUP, INC      COM            827066101     5835    225500 SH       DEFINED 01                   225500
SILICONIX, INC                 COM            827079203     2801     41500 SH       DEFINED 01                    41500
SILVERSTREAM SOFTWARE, INC     COM            827907106     1288     22300 SH       DEFINED 01                    22300
SIMMONS FIRST NATIONAL CORP (C COM            828730200      183      8200 SH       DEFINED 01                     8200
SIMON PROPERTY GROUP, INC      COM            828806109    19895    896680 SH       DEFINED 01                   896680
SIMPSON INDUSTRIES, INC        COM            829060102     1846    245075 SH       DEFINED 01                   245075
SIMPSON MANUFACTURING CO, INC  COM            829073105     2772     57985 SH       DEFINED 01                    57985
SINCLAIR BROADCASTING GROUP, I COM            829226109      413     37500 SH       DEFINED 01                    37500
SIRIUS SATELLITE RADIO, INC    COM            82966U103     6560    148046 SH       DEFINED 01                   148046
SITEL CORP                     COM            82980K107     1652    334553 SH       DEFINED 01                   334553
SIPEX CORP                     COM            829909100     4524    163400 SH       DEFINED 01                   163400
SKY FINANCIAL GROUP, INC       COM            83080P103     9108    571474 SH       DEFINED 01                   571474
SKYLINE CORP                   COM            830830105     1879     87418 SH       DEFINED 01                    87418
SKYWEST, INC                   COM            830879102     5467    147500 SH       DEFINED 01                   147500
SMART & FINAL, INC             COM            831683107      378     49200 SH       DEFINED 01                    49200
SMARTFORCE PLC ADR             ADR            83170A206     2736     57000 SH       DEFINED 01                    57000
SMITH (A.O.) CORP              COM            831865209     3367    160800 SH       DEFINED 01                   160800
SMITH INTERNATIONAL, INC       COM            832110100    34369    472014 SH       DEFINED 01                   472014
CHARLES E. SMITH RESIDENTIAL R COM            832197107     3963    104300 SH       DEFINED 01                   104300
SMITHFIELD FOODS, INC          COM            832248108     9468    337400 SH       DEFINED 01                   337400
SMUCKER, (J.M.) CO (CLASS A)   COM            832696108      809     42008 SH       DEFINED 01                    42008
SMUCKER, (J.M.) CO (CLASS B)   COM            832696207     3651    194700 SH       DEFINED 01                   194700
SMURFIT-STONE CONTAINER CORP   COM            832727101    39824   3093106 SH       DEFINED 01                  3093106
SNYDER COMMUNICATIONS, INC     COM            832914105     8849    372600 SH       DEFINED 01                   372600
CIRCLE.COM                     COM            832914204      370    100350 SH       DEFINED 01                   100350
SNAP-ON, INC                   COM            833034101    10593    397850 SH       DEFINED 01                   397850
SODEXHO MARRIOTT SERVICES, INC COM            833793102     2810    175620 SH       DEFINED 01                   175620
SOFTNET SYSTEMS, INC           COM            833964109     1904    197800 SH       DEFINED 01                   197800
SOFTWARE.COM, INC              COM            83402P104     4182     32200 SH       DEFINED 01                    32200
SOLA INTERNATIONAL, INC        COM            834092108      199     40749 SH       DEFINED 01                    40749
SOLECTRON CORP                 COM            834182107   411673   9831001 SH       DEFINED 01                  9831001
SOLUTIA, INC                   COM            834376105    10062    731791 SH       DEFINED 01                   731791
SOMERA COMMUNICATIONS, INC     COM            834458101      383     28100 SH       DEFINED 01                    28100
SONIC FOUNDRY, INC             COM            83545R108      246     11700 SH       DEFINED 01                    11700
SONIC CORP                     COM            835451105     6381    217225 SH       DEFINED 01                   217225
SONICWALL, INC                 COM            835470105     2087     23700 SH       DEFINED 01                    23700
SONOCO PRODUCTS CO             COM            835495102    16601    807334 SH       DEFINED 01                   807334
SONOSITE, INC                  COM            83568G104      365     12672 SH       DEFINED 01                    12672
SOTHEBY'S HOLDINGS, INC (CLASS COM            835898107     5310    303400 SH       DEFINED 01                   303400
SONUS NETWORKS, INC            COM            835916107    29584    187389 SH       DEFINED 01                   187389
SOURCE INFORMATION MANAGEMENT  COM            836151209     1119     73400 SH       DEFINED 01                    73400
SOURCE MEDIA, INC              COM            836153304      393    100600 SH       DEFINED 01                   100600
SOUTH FINANCIAL GROUP, INC     COM            837841105     1606    110761 SH       DEFINED 01                   110761
SOUTH JERSEY INDUSTRIES, INC   COM            838518108     1370     52700 SH       DEFINED 01                    52700
SOUTHDOWN, INC                 COM            841297104    12802    221678 SH       DEFINED 01                   221678
SOUTHERN CO                    COM            842587107    98071   4206811 SH       DEFINED 01                  4206811
SOUTHERN PERU COPPER CORP      COM            843611104     1436    117800 SH       DEFINED 01                   117800
SOUTHERN UNION CO              COM            844030106     4128    261068 SH       DEFINED 01                   261068
SOUTHTRUST CORP                COM            844730101    27054   1195755 SH       DEFINED 01                  1195755
SOUTHWEST AIRLINES CO          COM            844741108    62743   3313158 SH       DEFINED 01                  3313158
SOUTHWEST BANCORP OF TEXAS, IN COM            84476R109     4341    209200 SH       DEFINED 01                   209200
SOUTHWEST GAS CORP             COM            844895102     2833    161900 SH       DEFINED 01                   161900
SOUTHWEST SECURITIES GROUP, IN COM            845224104     3503     94039 SH       DEFINED 01                    94039
SOUTHWESTERN ENERGY CO         COM            845467109     1154    184700 SH       DEFINED 01                   184700
SOVEREIGN BANCORP, INC         COM            845905108     8756   1245336 SH       DEFINED 01                  1245336
SOVRAN SELF STORAGE, INC       COM            84610H108     1657     77300 SH       DEFINED 01                    77300
SPACELABS MEDICAL, INC         COM            846247104        1        60 SH       DEFINED 01                       60
SPARTAN MOTORS, INC            COM            846819100      522    124750 SH       DEFINED 01                   124750
SPARTECH CORP                  COM            847220209     2878    106600 SH       DEFINED 01                   106600
SPECIAL METALS CORP            COM            84741Y103        1       400 SH       DEFINED 01                      400
SPECIALTY EQUIPMENT COS, INC   COM            847497203     3391    125000 SH       DEFINED 01                   125000
SPECTRASITE HOLDINGS, INC      COM            84760T100      371     13082 SH       DEFINED 01                    13082
SPEEDFAM-IPEC, INC             COM            847705100     3411    187550 SH       DEFINED 01                   187550
SPEEDWAY MOTORSPORTS, INC      COM            847788106     1849     80400 SH       DEFINED 01                    80400
SPIEGEL, INC (CLASS A)         COM            848457107      635     74700 SH       DEFINED 01                    74700
SPIEKER PROPERTIES, INC        COM            848497103    18694    406400 SH       DEFINED 01                   406400
SPLASH TECHNOLOGY HOLDINGS, IN COM            848623104      187     23800 SH       DEFINED 01                    23800
SPORTSLINE.COM, INC            COM            848934105     2133    125000 SH       DEFINED 01                   125000
SPRING INDUSTRIES, INC         COM            851783100     2258     70573 SH       DEFINED 01                    70573
SPRINT CORP (FON GROUP)        COM            852061100   256014   5019874 SH       DEFINED 01                  5019874
SPRINT CORP (PCS GROUP)        COM            852061506   121176   2036566 SH       DEFINED 01                  2036566
SPYGLASS, INC                  COM            852192103     4296    137200 SH       DEFINED 01                   137200
SS&C TECHNOLOGIES, INC         COM            85227Q100      356     83800 SH       DEFINED 01                    83800
STAFF LEASING, INC             COM            852381102      833    233700 SH       DEFINED 01                   233700
EDGEWATER TECHOLOGY, INC       COM            852389105     1291    193000 SH       DEFINED 01                   193000
STAMPS.COM, INC                COM            852857101      155     21200 SH       DEFINED 01                    21200
STANCORP FINANCIAL GROUP, INC  COM            852891100     2448     76200 SH       DEFINED 01                    76200
STANDARD COMMERCIAL CORP       COM            853258101      497    108836 SH       DEFINED 01                   108836
STANDARD MOTOR PRODUCTS, INC ( COM            853666105      426     50163 SH       DEFINED 01                    50163
STANDARD-PACIFIC CORP          COM            85375C101     1756    175564 SH       DEFINED 01                   175564
STANDARD REGISTER, INC         COM            853887107     1160     81421 SH       DEFINED 01                    81421
STANDEX INTERNATIONAL CORP     COM            854231107     1930    121582 SH       DEFINED 01                   121582
STANLEY WORKS CO               COM            854616109    10533    443491 SH       DEFINED 01                   443491
STAR TELECOMMUNICATIONS, INC   COM            854923109      711    280815 SH       DEFINED 01                   280815
STAPLES, INC                   COM            855030102    58020   3773640 SH       DEFINED 01                  3773640
STARBUCKS CORP                 COM            855244109    51745   1355030 SH       DEFINED 01                  1355030
STARMEDIA NETWORK, INC         COM            855546107     1048     55500 SH       DEFINED 01                    55500
STARRETT (L.S.) CO (CLASS A)   COM            855668109      471     26935 SH       DEFINED 01                    26935
STARTEK, INC                   COM            85569C107     2690     53400 SH       DEFINED 01                    53400
STATE AUTO FINANCIAL CORP      COM            855707105      210     17700 SH       DEFINED 01                    17700
STARWOOD HOTELS & RESORTS WORL COM            85590A203    42554   1306843 SH       DEFINED 01                  1306843
STATE STREET CORP              COM            857477103   133478   1258483 SH       DEFINED 01                  1258483
STATEN ISLAND BANCORP, INC     COM            857550107     4621    262185 SH       DEFINED 01                   262185
STATION CASINOS, INC           COM            857689103     4586    183437 SH       DEFINED 01                   183437
STEEL DYNAMICS, INC            COM            858119100     2716    299700 SH       DEFINED 01                   299700
STEELCASE, INC                 COM            858155203     3975    233806 SH       DEFINED 01                   233806
STEIN MART, INC                COM            858375108     2090    203900 SH       DEFINED 01                   203900
STEINWAY MUSICAL INSTRUMENTS,  COM            858495104     1313     79586 SH       DEFINED 01                    79586
STEPAN CO                      COM            858586100      532     22885 SH       DEFINED 01                    22885
STERLING BANCSHARES, INC       COM            858907108     1465    135500 SH       DEFINED 01                   135500
STERICYCLE, INC                COM            858912108     1490     62100 SH       DEFINED 01                    62100
STERIS CORP                    COM            859152100     4418    497764 SH       DEFINED 01                   497764
STERLING BANCORP               COM            859158107       25      1600 SH       DEFINED 01                     1600
STERLING FINANCIAL CORP        COM            859317109       49      2450 SH       DEFINED 01                     2450
STEWART & STEVENSON SERVICES,  COM            860342104     3318    220300 SH       DEFINED 01                   220300
STEWART ENTERPRISES, INC (CLAS COM            860370105     1836    519900 SH       DEFINED 01                   519900
STEWART INFORMATION SERVICES C COM            860372101     1432     97900 SH       DEFINED 01                    97900
STILLWATER MINING CO           COM            86074Q102     8400    301348 SH       DEFINED 01                   301348
STONE ENERGY CORP              COM            861642106     6513    109011 SH       DEFINED 01                   109011
STONERIDGE, INC                COM            86183P102      988    112885 SH       DEFINED 01                   112885
STORAGE U.S.A., INC            COM            861907103     5396    182900 SH       DEFINED 01                   182900
STORAGE TECHNOLOGY CORP        COM            862111200     6733    615546 SH       DEFINED 01                   615546
STRATTEC SECURITY CORP         COM            863111100      721     22194 SH       DEFINED 01                    22194
STRAYER EDUCATION, INC         COM            863236105      168      7000 SH       DEFINED 01                     7000
STRIDE RITE CORP               COM            863314100     2038    332700 SH       DEFINED 01                   332700
STRUCTURAL DYNAMICS RESEARCH C COM            863555108     3721    247040 SH       DEFINED 01                   247040
STRYKER CORP                   COM            863667101    48529   1109238 SH       DEFINED 01                  1109238
STUDENT LOAN CORP              COM            863902102      626     14900 SH       DEFINED 01                    14900
STRUM, RUGER & CO, INC         COM            864159108     1148    129400 SH       DEFINED 01                   129400
SUIZA FOODS CORP               COM            865077101    10261    209950 SH       DEFINED 01                   209950
SUMMIT BANCORP                 COM            866005101    30531   1239847 SH       DEFINED 01                  1239847
SUMMIT PROPERTIES, INC         COM            866239106     2949    140415 SH       DEFINED 01                   140415
SUMMIT TECHNOLOGY, INC         COM            86627E101     6741    357150 SH       DEFINED 01                   357150
SUN COMMUNITIES, INC           COM            866674104     3551    106200 SH       DEFINED 01                   106200
SUN LIFE FINANCIAL SERVICES OF COM            866796105     6193    367800 SH       DEFINED 01                   367800
SUN MICROSYSTEMS, INC          COM            866810104  1398745  15381391 SH       DEFINED 01                 15381391
SUNBURST HOSPITALITY CORP      COM            866948102        7      1569 SH       DEFINED 01                     1569
SUNBEAM CORP                   COM            867071102     2188    636383 SH       DEFINED 01                   636383
SUNCOR ENERGY, INC             COM            867229106    12169    527200 SH       DEFINED 01                   527200
SUNGLASS HUT INTERNATIONAL, IN COM            86736F106     2544    309550 SH       DEFINED 01                   309550
SUNGARD DATA SYSTEMS, INC      COM            867363103    24639    794822 SH       DEFINED 01                   794822
SUNOCO, INC                    COM            86764P109    18862    640742 SH       DEFINED 01                   640742
SUNQUEST INFORMATION SYSTEMS,  COM            867654105      297     27600 SH       DEFINED 01                    27600
SUNRISE ASSISTED LIVING, INC   COM            86768K106     2586    139770 SH       DEFINED 01                   139770
SUNRISE TECHNOLOGY INTERNATION COM            86769L103     3464    346400 SH       DEFINED 01                   346400
SUNSHINE MINING & REFINING CO  COM            867833501        5     14300 SH       DEFINED 01                    14300
SUNRISE MEDICAL, INC           COM            867910101      269     55200 SH       DEFINED 01                    55200
SUNTRUST BANKS, INC            COM            867914103   107299   2348540 SH       DEFINED 01                  2348540
SUPERGEN, INC                  COM            868059106     5760    158900 SH       DEFINED 01                   158900
SUPERIOR CONSULTANT HOLDINGS C COM            868146101      238     50100 SH       DEFINED 01                    50100
SUPERIOR ENERGY SERVICES, INC  COM            868157108      247     23800 SH       DEFINED 01                    23800
SUPERIOR INDUSTRIES INTERNATIO COM            868168105     2845    110500 SH       DEFINED 01                   110500
SUPERIOR TRUST I SERIES A      PFD            86836P202      268     10071 SH       DEFINED 01                    10071
SUPERIOR TELECOM, INC          COM            868365107     1522    153179 SH       DEFINED 01                   153179
SUPERTEX, INC                  COM            868532102      673     13400 SH       DEFINED 01                    13400
SUPERVALU, INC                 COM            868536103    17783    932895 SH       DEFINED 01                   932895
SUSQUEHANNA BANCSHARES, INC    COM            869099101     2890    202830 SH       DEFINED 01                   202830
SWIFT ENERGY CO                COM            870738101      336     11850 SH       DEFINED 01                    11850
SWIFT TRANSPORTATION CO, INC   COM            870756103     5470    390725 SH       DEFINED 01                   390725
SYBASE, INC                    COM            871130100    12798    556455 SH       DEFINED 01                   556455
SYBRON INTERNATIONAL CORP      COM            87114F106    14608    737295 SH       DEFINED 01                   737295
SYCAMORE NETWORKS, INC         COM            871206108    19476    176456 SH       DEFINED 01                   176456
SYKES ENTERPRISES, INC         COM            871237103     2124    165000 SH       DEFINED 01                   165000
SYLVAN LEARNING SYSTEMS, INC   COM            871399101     4329    314850 SH       DEFINED 01                   314850
SYMANTEC CORP                  COM            871503108    24458    453443 SH       DEFINED 01                   453443
SYMBOL TECHNOLOGIES, INC       COM            871508107    46887    868284 SH       DEFINED 01                   868284
SYMMETRICOM, INC               COM            871543104     3477    137720 SH       DEFINED 01                   137720
SYMYX TECHNOLOGIES, INC        COM            87155S108     1001     23500 SH       DEFINED 01                    23500
SYNCOR INTERNATIONAL CORP      COM            87157J106     5213     72400 SH       DEFINED 01                    72400
SYNOPSYS, INC                  COM            871607107    14860    429941 SH       DEFINED 01                   429941
SYNOVUS FINANCIAL CORP         COM            87161C105    24567   1393881 SH       DEFINED 01                  1393881
SYNTEL, INC                    COM            87162H103     1345    134450 SH       DEFINED 01                   134450
SYNTROLEUM CORP                COM            871630109     2550    148876 SH       DEFINED 01                   148876
SYSCO CORP                     COM            871829107   118323   2808854 SH       DEFINED 01                  2808854
SYSTEMAX, INC                  COM            871851101      953    245885 SH       DEFINED 01                   245885
SYSTEMS & COMPUTER TECHNOLOGY  COM            871873105     4875    243732 SH       DEFINED 01                   243732
TBC CORP                       COM            872180104       36      7850 SH       DEFINED 01                     7850
TCF FINANCIAL CORP             COM            872275102    18906    735988 SH       DEFINED 01                   735988
TCSI CORP                      COM            87233R106        0       200 SH       DEFINED 01                      200
TD WATERHOUSE GROUP            COM            872362108     1641     87000 SH       DEFINED 01                    87000
TECO ENERGY, INC               COM            872375100    20781   1035832 SH       DEFINED 01                  1035832
THQ, INC                       COM            872443403     1626    133403 SH       DEFINED 01                   133403
TJX COS, INC                   COM            872540109    48050   2562643 SH       DEFINED 01                  2562643
TRW, INC                       COM            872649108    26202    604071 SH       DEFINED 01                   604071
TMP WORLDWIDE, INC             COM            872941109    34493    467300 SH       DEFINED 01                   467300
TV GUIDE, INC                  COM            87307Q109    11578    338050 SH       DEFINED 01                   338050
TXU CORP                       COM            873168108    67170   2276939 SH       DEFINED 01                  2276939
TALBOTS, INC                   COM            874161102     3631     66100 SH       DEFINED 01                    66100
TALK.COM, INC                  COM            874264104     1777    305685 SH       DEFINED 01                   305685
TANGER FACTORY OUTLET CENTERS, COM            875465106      832     35400 SH       DEFINED 01                    35400
TARGET CORP                    COM            87612E106   308777   5323740 SH       DEFINED 01                  5323740
TARRANT APPAREL GROUP          COM            876289109       57      6400 SH       DEFINED 01                     6400
TAUBMAN CENTERS, INC           COM            876664103     4498    408930 SH       DEFINED 01                   408930
TECH DATA CORP                 COM            878237106    15768    361971 SH       DEFINED 01                   361971
TECH-SYM CORP                  COM            878308105      653     23235 SH       DEFINED 01                    23235
TECHNE CORP                    COM            878377100    15405    118500 SH       DEFINED 01                   118500
TECHNITROL, INC                COM            878555101    10137    104638 SH       DEFINED 01                   104638
TECHNOLOGY SOLUTIONS CO        COM            87872T108     1711    276525 SH       DEFINED 01                   276525
TECUMSEH PRODUCTS CO (CLASS B) COM            878895101     1289     31300 SH       DEFINED 01                    31300
TECUMSEH PRODUCTS CO (CLASS A) COM            878895200     3414     89400 SH       DEFINED 01                    89400
TEJON RANCH CO                 COM            879080109      817     36190 SH       DEFINED 01                    36190
TEKELEC                        COM            879101103     9136    189600 SH       DEFINED 01                   189600
TEKTRONIX, INC                 COM            879131100    16963    229229 SH       DEFINED 01                   229229
TELAXIS COMMUNICATIONS CORP    COM            879202109      181      5800 SH       DEFINED 01                     5800
TELCOM SEMICONDUCTOR, INC      COM            87921P107     1086     27100 SH       DEFINED 01                    27100
TELEDYNE TECHNOLOGIES, INC     COM            879360105     2468    147332 SH       DEFINED 01                   147332
TELEFLEX, INC                  COM            879369106     8989    251433 SH       DEFINED 01                   251433
TELEFONICA S.A. ADR            COM            879382208     2409     37600 SH       DEFINED 01                    37600
TELEGLOBE, INC (U.S.A.)        COM            87941V100     2692    127827 SH       DEFINED 01                   127827
TELEPHONE & DATA SYSTEMS, INC  COM            879433100    39201    391033 SH       DEFINED 01                   391033
TELESCAN, INC                  COM            879516102      617     84400 SH       DEFINED 01                    84400
TELIGENT, INC                  COM            87959Y103     4012    169800 SH       DEFINED 01                   169800
TELLABS, INC                   COM            879664100   326538   4771338 SH       DEFINED 01                  4771338
TELXON CORP                    COM            879700102      522     29200 SH       DEFINED 01                    29200
TEMPLE-INLAND, INC             COM            879868107    16142    384324 SH       DEFINED 01                   384324
TELETECH HOLDINGS, INC         COM            879939106     4964    159800 SH       DEFINED 01                   159800
TENFOLD CORP                   COM            88033A103      559     34000 SH       DEFINED 01                    34000
TENET HEALTHCARE CORP          COM            88033G100   184423   6830496 SH       DEFINED 01                  6830496
TENNANT CO                     COM            880345103     6908    184200 SH       DEFINED 01                   184200
TENNECO AUTOMOTIVE, INC        COM            880349105     1169    222675 SH       DEFINED 01                   222675
TERADYNE, INC                  COM            880770102   111530   1517413 SH       DEFINED 01                  1517413
TERAYON COMMUNICATION SYSTEMS, COM            880775101    31128    484600 SH       DEFINED 01                   484600
TEREX CORP                     COM            880779103     2505    177360 SH       DEFINED 01                   177360
TERRA INDUSTRIES, INC          COM            880915103      101     94753 SH       DEFINED 01                    94753
TESORO PETROLEUM CORP          COM            881609101     2132    210581 SH       DEFINED 01                   210581
TETRA TECH, INC                COM            88162G103     6010    262713 SH       DEFINED 01                   262713
TEVA PHARMACEUTICALS INDUSTRIE ADR            881624209      388      7000 SH       DEFINED 01                     7000
TEXACO, INC                    COM            881694103   199295   3742621 SH       DEFINED 01                  3742621
TEXAS BIOTECHNOLOGY CORP       COM            88221T104      591     31100 SH       DEFINED 01                    31100
TEXAS INDUSTRIES, INC          COM            882491103     4151    143771 SH       DEFINED 01                   143771
TEXAS INSTRUMENTS, INC         COM            882508104  1063513  15483352 SH       DEFINED 01                 15483352
TEXAS REGIONAL BANCSHRS, INC ( COM            882673106     2636    103900 SH       DEFINED 01                   103900
TEXTRON, INC                   COM            883203101    50696    933407 SH       DEFINED 01                   933407
THEGLOBE.COM, INC              COM            88335R101      160     93328 SH       DEFINED 01                    93328
THERAGENICS CORP               COM            883375107     1756    205100 SH       DEFINED 01                   205100
THERMO CARDIOSYSTEMS, INC      COM            88355K200      544     54400 SH       DEFINED 01                    54400
THERMO ECOTEK CORP             COM            88355R106       28      3000 SH       DEFINED 01                     3000
THERMO FIBERTEK, INC           COM            88355W105       53     11100 SH       DEFINED 01                    11100
THERMO ELECTRON CORP           COM            883556102    21207   1006872 SH       DEFINED 01                  1006872
THERMO INSTRUMENT SYSTEMS, INC COM            883559106     1516     80853 SH       DEFINED 01                    80853
THERMOTREX CORP                COM            883666109       90      8100 SH       DEFINED 01                     8100
THESTREET.COM, INC             COM            88368Q103      311     53500 SH       DEFINED 01                    53500
THERMEDICS, INC                COM            883901100      667     67150 SH       DEFINED 01                    67150
THOMAS & BETTS CORP            COM            884315102     7846    410238 SH       DEFINED 01                   410238
THOMAS INDUSTRIES, INC         COM            884425109     2587    146277 SH       DEFINED 01                   146277
THOR INDUSTRIES, INC           COM            885160101      669     31880 SH       DEFINED 01                    31880
THORNBURG MORTGAGE, INC        COM            885218107     1093    152115 SH       DEFINED 01                   152115
3DO CO                         COM            88553W105      287     36600 SH       DEFINED 01                    36600
3DFX INTERACTIVE, INC          COM            88553X103     1178    151400 SH       DEFINED 01                   151400
3COM CORP                      COM            885535104   151659   2631821 SH       DEFINED 01                  2631821
THREE-FIVE SYSTEMS, INC        COM            88554L108     1746     29600 SH       DEFINED 01                    29600
THREE RIVERS BANCORP, INC      COM            88562Q107      270     41150 SH       DEFINED 01                    41150
TIBCO SOFTWARE, INC            COM            88632Q103     5662     52800 SH       DEFINED 01                    52800
TICKETMASTER ONLINE-CITYSEARCH COM            88633P203     2974    186591 SH       DEFINED 01                   186591
TIDEWATER, INC                 COM            886423102     9183    255092 SH       DEFINED 01                   255092
TIFFANY & CO                   COM            886547108    36388    539088 SH       DEFINED 01                   539088
TIMBERLAND CO                  COM            887100105     5273     74460 SH       DEFINED 01                    74460
TIME WARNER, INC               COM            887315109   924494  12164396 SH       DEFINED 01                 12164396
TIME WARNER TELECOM, INC       COM            887319101     9758    151575 SH       DEFINED 01                   151575
TIMKEN CO                      COM            887389104     8138    436954 SH       DEFINED 01                   436954
TITAN CORP                     COM            888266103     9773    218400 SH       DEFINED 01                   218400
TITAN INTERNATIONAL, INC       COM            88830M102       36      6758 SH       DEFINED 01                     6758
TITAN PHARMACEUTICALS, INC     COM            888314101     1557     36200 SH       DEFINED 01                    36200
TITANIUM METALS CORP           COM            888339108      526    112200 SH       DEFINED 01                   112200
TIVO, INC                      COM            888706108      914     26100 SH       DEFINED 01                    26100
TOLL BROTHERS, INC             COM            889478103     2822    137666 SH       DEFINED 01                   137666
TOLLGRADE COMMUNICATIONS, INC  COM            889542106     2769     20900 SH       DEFINED 01                    20900
TOO, INC                       COM            890333107    15571    612137 SH       DEFINED 01                   612137
TOOTSIE ROLL INDUSTRIES, INC   COM            890516107     8398    239942 SH       DEFINED 01                   239942
TOPPS, INC                     COM            890786106     3310    287790 SH       DEFINED 01                   287790
TORCHMARK CORP                 COM            891027104    53219   2155700 SH       DEFINED 01                  2155700
TORO CO                        COM            891092108     2772     84150 SH       DEFINED 01                    84150
TORONTO DOMINION BANK          COM            891160509     2082     85700 SH       DEFINED 01                    85700
TOSCO CORP                     COM            891490302    30208   1066933 SH       DEFINED 01                  1066933
TOTAL RENAL CARE HOLDINGS, INC COM            89151A107     3420    570010 SH       DEFINED 01                   570010
TOWER AUTOMOTIVE, INC          COM            891707101     3443    275445 SH       DEFINED 01                   275445
TOTAL SYSTEM SERVICES, INC     COM            891906109     2470    155599 SH       DEFINED 01                   155599
TRACK DATA CORP                COM            891918104      124     96400 SH       DEFINED 01                    96400
TOWN & COUNTRY TRUST           COM            892081100     2063    120000 SH       DEFINED 01                   120000
TOWNE SERVICES, INC            COM            892148107       88     94300 SH       DEFINED 01                    94300
TOYS "R" US, INC               COM            892335100    19286   1324392 SH       DEFINED 01                  1324392
TRACTOR SUPPLY CO              COM            892356106      103      6200 SH       DEFINED 01                     6200
TRAMMELL CROW CO               COM            89288R106     1941    180580 SH       DEFINED 01                   180580
TRANS WORLD AIRLINES, INC      COM            893349837      638    291700 SH       DEFINED 01                   291700
TRANS WORLD ENTERTAINMENT CORP COM            89336Q100     4178    344587 SH       DEFINED 01                   344587
TRANSACTION SYSTEMS ARCHITECTS COM            893416107     4175    243820 SH       DEFINED 01                   243820
TRANSATLANTIC HOLDINGS, INC    COM            893521104     3145     37557 SH       DEFINED 01                    37557
TRANS CANADA PIPELINES LTD     COM            893526103     6615    867374 SH       DEFINED 01                   867374
TRANSKARYOTIC THERAPIES, INC   COM            893735100     5586    152000 SH       DEFINED 01                   152000
TRANSPRO, INC                  COM            893885103      371     73275 SH       DEFINED 01                    73275
TRANSMONTAIGNE, INC            COM            893934109     1062    173325 SH       DEFINED 01                   173325
TRAVELOCITY.COM, INC           COM            893953109     1841    112400 SH       DEFINED 01                   112400
TRANSWITCH CORP                COM            894065101    23677    306750 SH       DEFINED 01                   306750
TREDEGAR CORP                  COM            894650100     3409    179417 SH       DEFINED 01                   179417
TRENDWEST RESORTS, INC         COM            894917103     1058     65600 SH       DEFINED 01                    65600
TRENWICK GROUP, INC            COM            895290104      700     48053 SH       DEFINED 01                    48053
TREX CO, INC                   COM            89531P105      805     16100 SH       DEFINED 01                    16100
TREX MEDICAL CORP              COM            89531R101        0       136 SH       DEFINED 01                      136
TRIAD HOSPITALS, INC           COM            89579K109     6157    254540 SH       DEFINED 01                   254540
TRIANGLE PHARMACEUTICALS, INC  COM            89589H104     2180    240500 SH       DEFINED 01                   240500
TRIAD GUARANTY, INC            COM            895925105     2170     94600 SH       DEFINED 01                    94600
TRIARC COS, INC                COM            895927101      740     36100 SH       DEFINED 01                    36100
TRICON GLOBAL RESTAURANTS, INC COM            895953107    34645   1226385 SH       DEFINED 01                  1226385
TRIBUNE CO                     COM            896047107    49778   1422215 SH       DEFINED 01                  1422215
TRICO MARINE SERVICES, INC     COM            896106101      268     21034 SH       DEFINED 01                    21034
TRICORD SYSTEMS, INC           COM            896121100      927     51300 SH       DEFINED 01                    51300
TRIGON HEALTHCARE, INC         COM            89618L100    11349    220100 SH       DEFINED 01                   220100
TRIMBLE NAVIGATION LTD         COM            896239100     7751    158800 SH       DEFINED 01                   158800
TRIMERIS, INC                  COM            896263100     5098     72900 SH       DEFINED 01                    72900
TRINITY INDUSTRIES, INC        COM            896522109     4867    263100 SH       DEFINED 01                   263100
TRIQUINT SEMICONDUCTOR, INC    COM            89674K103    22716    237394 SH       DEFINED 01                   237394
TRITON PCS HOLDINGS, INC (CLAS COM            89677M106     2310     40000 SH       DEFINED 01                    40000
TRIUMPH GROUP, INC             COM            896818101     2254     80872 SH       DEFINED 01                    80872
TRIZEC HAHN CORP               COM            896938107     2786    155800 SH       DEFINED 01                   155800
TROPICAL SPORTSWEAR INTERNATIO COM            89708P102      105      6000 SH       DEFINED 01                     6000
TRUE NORTH COMMUNICATIONS, INC COM            897844106    13579    308604 SH       DEFINED 01                   308604
TRUST CO OF NEW JERSEY         COM            898304100     2121    116200 SH       DEFINED 01                   116200
TRUSTCO BANK CORP (NEW YORK)   COM            898349105     3473    277854 SH       DEFINED 01                   277854
TRUSTMARK CORP                 COM            898402102     5020    287902 SH       DEFINED 01                   287902
TUCKER ANTHONY SUTRO CORP      COM            898647102     3256    180910 SH       DEFINED 01                   180910
TUESDAY MORNING CORP           COM            899035505      552     52600 SH       DEFINED 01                    52600
TULARIK, INC                   COM            899165104      681     23100 SH       DEFINED 01                    23100
TUMBLEWEED COMMUNICATIONS CORP COM            899690101      921     18100 SH       DEFINED 01                    18100
TUPPERWARE CORP                COM            899896104    16621    755507 SH       DEFINED 01                   755507
TURNSTONE SYSTEMS, INC         COM            900423104      878      5300 SH       DEFINED 01                     5300
TUT SYSTEMS, INC               COM            901103101     5135     89500 SH       DEFINED 01                    89500
TWEETER HOME ENTERTAINMENT GRO COM            901167106     2476     81500 SH       DEFINED 01                    81500
21ST CENTURY INSURANCE GROUP   COM            90130N103     2003    127200 SH       DEFINED 01                   127200
24/7 MEDIA, INC                COM            901314104     2019    129200 SH       DEFINED 01                   129200
TWINLAB CORP                   COM            901774109     1032    161900 SH       DEFINED 01                   161900
TYCO INTERNATIONAL LTD         COM            902124106  1769881  37358962 SH       DEFINED 01                 37358962
TYLER TECHNOLOGIES, INC        COM            902252105      282    110000 SH       DEFINED 01                   110000
TYSON FOODS, INC               COM            902494103    10216   1167560 SH       DEFINED 01                  1167560
UAL CORP                       COM            902549500    54039    928702 SH       DEFINED 01                   928702
UCAR INTERNATIONAL, INC        COM            90262K109     3938    301500 SH       DEFINED 01                   301500
UGI CORP                       COM            902681105     4269    208234 SH       DEFINED 01                   208234
UICI                           COM            902737105     1640    249900 SH       DEFINED 01                   249900
UMB FINANCIAL CORP             COM            902788108     3334    101595 SH       DEFINED 01                   101595
USX-MARATHON GROUP, INC        COM            902905827    59755   2384254 SH       DEFINED 01                  2384254
U.S.B. HOLDINGS CO, INC        COM            902910108      224     15881 SH       DEFINED 01                    15881
UST, INC                       COM            902911106    17891   1218117 SH       DEFINED 01                  1218117
U.S.A. DETERGENTS, INC         COM            902938109      146     48800 SH       DEFINED 01                    48800
U.S. PLASTIC LUMBER CORP       COM            902948108     1042    236400 SH       DEFINED 01                   236400
U.S. FRANCHISE SYSTEMS, INC (C COM            902956309      356     74000 SH       DEFINED 01                    74000
U.S. RESTAURANT PROPERTIES, IN COM            902971100      944    105600 SH       DEFINED 01                   105600
U.S. BANCORP                   COM            902973106    97879   5084628 SH       DEFINED 01                  5084628
U.S. LIQUIDS, INC              COM            902974104      395     71800 SH       DEFINED 01                    71800
U.S.A. NETWORKS, INC           COM            902984103    16707    772568 SH       DEFINED 01                   772568
URS CORP                       COM            903236107     1275     83600 SH       DEFINED 01                    83600
U.S. CAN CORP                  COM            90328W105     1230     70777 SH       DEFINED 01                    70777
USG CORP                       COM            903293405     9705    319520 SH       DEFINED 01                   319520
U.S. LEC CORP (CLASS A)        COM            90331S109     1318     77500 SH       DEFINED 01                    77500
USEC, INC                      COM            90333E108     2838    613520 SH       DEFINED 01                   613520
US INTERACTIVE, INC            COM            90334M109      322     24910 SH       DEFINED 01                    24910
USX-US STEEL GROUP, INC        COM            90337T101    10457    563314 SH       DEFINED 01                   563314
U.S. EXPRESS ENTERPRISES, INC  COM            90338N103      815    101100 SH       DEFINED 01                   101100
US ONCOLOGY, INC               COM            90338W103     2330    465954 SH       DEFINED 01                   465954
UTI ENERGY CORP                COM            903387108     3671     91500 SH       DEFINED 01                    91500
ULTICOM, INC                   COM            903844108     2453    102141 SH       DEFINED 01                   102141
ULTRAMAR DIAMOND SHAMROCK CORP COM            904000106    16810    677493 SH       DEFINED 01                   677493
ULTRATECH STEPPER, INC         COM            904034105     2234    150156 SH       DEFINED 01                   150156
UNICAPITAL CORP                COM            90459D108      307    613640 SH       DEFINED 01                   613640
UNIFI, INC                     COM            904677101     3337    269625 SH       DEFINED 01                   269625
UNIFIRST CORP                  COM            904708104      718     91161 SH       DEFINED 01                    91161
UNILEVER NV (NEW YORK SHS)     COM            904784709     5251    122114 SH       DEFINED 01                   122114
UNICOM CORP                    COM            904911104    54744   1415038 SH       DEFINED 01                  1415038
UNIGRAPHICS SOLUTIONS, INC     COM            904928108      833     42700 SH       DEFINED 01                    42700
UNION CARBIDE CORP             COM            905581104    33706    680938 SH       DEFINED 01                   680938
UNION PACIFIC CORP             COM            907818108    59946   1612006 SH       DEFINED 01                  1612006
UNION PACIFIC RESOURCES GROUP, COM            907834105    34168   1553108 SH       DEFINED 01                  1553108
UNION PLANTERS CORP            COM            908068109    25417    909784 SH       DEFINED 01                   909784
UNIONBANCAL CORP               COM            908906100     5608    302118 SH       DEFINED 01                   302118
UNISOURCE ENERGY CORP HOLDINGS COM            909205106     3221    214760 SH       DEFINED 01                   214760
UNISYS CORP                    COM            909214108    56110   3853074 SH       DEFINED 01                  3853074
UNITED ASSET MANAGEMENT CORP   COM            909420101     8062    344900 SH       DEFINED 01                   344900
UNITED AUTO GROUP, INC         COM            909440109      982    107600 SH       DEFINED 01                   107600
UNITED COMMUNITY FINANCIAL COR COM            909839102      742    111400 SH       DEFINED 01                   111400
UNITED BANKSHARES, INC         COM            909907107     3270    179802 SH       DEFINED 01                   179802
UNITED DOMINION INDUSTRIES LTD COM            909914103      587     34500 SH       DEFINED 01                    34500
UNITED DOMINION REALTY TRUST,  COM            910197102    10896    990584 SH       DEFINED 01                   990584
UNITED FIRE & CASULTY CO       COM            910331107       20      1300 SH       DEFINED 01                     1300
UIL HOLDINGS CORP              COM            910637107     4156     95000 SH       DEFINED 01                    95000
UNITED NATIONAL BANCORP        COM            910909100      549     29903 SH       DEFINED 01                    29903
UNITED NATURAL FOODS, INC      COM            911163103      539     39200 SH       DEFINED 01                    39200
UNITED PARCEL SERVICE, INC (CL COM            911312106     6325    107200 SH       DEFINED 01                   107200
UNITED RENTALS, INC            COM            911363109     3764    219787 SH       DEFINED 01                   219787
UNITED RETAIL GROUP, INC       COM            911380103       86     10100 SH       DEFINED 01                    10100
U.S. CELLULAR CORP             COM            911684108     4008     63621 SH       DEFINED 01                    63621
U.S. AIRWAYS GROUP, INC        COM            911905107    16307    418127 SH       DEFINED 01                   418127
U.S. INDUSTRIES, INC           COM            912080108     8088    667079 SH       DEFINED 01                   667079
U.S. OFFICE PRODUCTS CO        COM            912325305       53    141478 SH       DEFINED 01                   141478
U.S. WEST, INC                 COM            91273H101   313911   3660772 SH       DEFINED 01                  3660772
UNITED STATIONERS, INC         COM            913004107     8388    259096 SH       DEFINED 01                   259096
UNITED TECHNOLOGIES CORP       COM            913017109   441987   7507204 SH       DEFINED 01                  7507204
UNITED TELEVISION, INC         COM            913066106    27295    212000 SH       DEFINED 01                   212000
UNITED THERAPEUTICS CORP       COM            91307C102    19269    177800 SH       DEFINED 01                   177800
UNITED WATER RESOURCES, INC    COM            913190104     5073    145460 SH       DEFINED 01                   145460
UNITED WISCONSIN SERVICES, INC COM            913238101        8      1500 SH       DEFINED 01                     1500
UNITEDHEALTH GROUP, INC        COM            91324P102   191872   2237574 SH       DEFINED 01                  2237574
UNITEDGLOBALCOM, INC (CLASS A) COM            913247508    29616    633500 SH       DEFINED 01                   633500
UNITRIN, INC                   COM            913275103     9471    322408 SH       DEFINED 01                   322408
UNIVERSAL ACCESS, INC          COM            913363107      289     11800 SH       DEFINED 01                    11800
UNIVERSAL CORP                 COM            913456109     4305    203796 SH       DEFINED 01                   203796
UNIVERSAL ELECTRONICS, INC     COM            913483103      432     17600 SH       DEFINED 01                    17600
UNIVERSAL FOODS CORP           COM            913538104     5915    319732 SH       DEFINED 01                   319732
UNIVERSAL FOREST PRODUCTS, INC COM            913543104     1231     89500 SH       DEFINED 01                    89500
UNIVERSAL HEALTH SERVICES, INC COM            913903100    12118    185000 SH       DEFINED 01                   185000
UNIVISION COMMUNICATIONS, INC  COM            914906102    57105    551735 SH       DEFINED 01                   551735
UNOCAL CORP                    COM            915289102    61061   1843347 SH       DEFINED 01                  1843347
UNOVA, INC                     COM            91529B106     1862    254688 SH       DEFINED 01                   254688
UNUMPROVIDENT CORP             COM            91529Y106    24684   1230333 SH       DEFINED 01                  1230333
USFREIGHTWAYS CORP             COM            916906100     4554    185400 SH       DEFINED 01                   185400
URBAN OUTFITTERS, INC          COM            917047102      582     66000 SH       DEFINED 01                    66000
URBAN SHOPPING CENTERS, INC    COM            917060105     2264     67200 SH       DEFINED 01                    67200
UROMED CORP                    COM            917274300        1       300 SH       DEFINED 01                      300
USBANCORP, INC                 COM            917292104      305     85700 SH       DEFINED 01                    85700
USINTERNETWORKING, INC         COM            917311805     5263    257500 SH       DEFINED 01                   257500
UTILICORP UNITED, INC          COM            918005109    12549    631417 SH       DEFINED 01                   631417
UTSTARCOM, INC                 COM            918076100      419     13800 SH       DEFINED 01                    13800
VA LINUX SYSTEMS, INC          COM            91819B105      976     22700 SH       DEFINED 01                    22700
V.F. CORP                      COM            918204108    14608    613469 SH       DEFINED 01                   613469
VTEL CORP                      COM            918333105        0        56 SH       DEFINED 01                       56
VAIL RESORTS, INC              COM            91879Q109      439     26931 SH       DEFINED 01                    26931
VALASSIS COMMUNICATIONS, INC   COM            918866104    17762    465885 SH       DEFINED 01                   465885
VALHI, INC                     COM            918905100      395     38046 SH       DEFINED 01                    38046
VALENCE TECHNOLOGY, INC        COM            918914102     3837    208100 SH       DEFINED 01                   208100
VALERO ENERGY CORP             COM            91913Y100    10649    335400 SH       DEFINED 01                   335400
VALLEY MEDIA, INC              COM            91972C106       52     14900 SH       DEFINED 01                    14900
VALLEY NATIONAL BANCORP        COM            919794107    10377    426810 SH       DEFINED 01                   426810
VALMONT INDUSTRIES, INC        COM            920253101      996     50100 SH       DEFINED 01                    50100
VALSPAR CORP                   COM            920355104     6423    190300 SH       DEFINED 01                   190300
VALUE AMERICA, INC             COM            92038N102       59     54000 SH       DEFINED 01                    54000
VALUE CITY DEPARTMENT STORES,  COM            920387107      745     78400 SH       DEFINED 01                    78400
VALUE LINE, INC                COM            920437100    10476    272100 SH       DEFINED 01                   272100
VALUEVISION INTERNATIONAL, INC COM            92047K107     6641    276700 SH       DEFINED 01                   276700
VARCO INTERNATIONAL, INC (NEW) COM            922122106     9646    414873 SH       DEFINED 01                   414873
VARIAN MEDICAL SYSTEMS, INC    COM            92220P105     4457    113928 SH       DEFINED 01                   113928
VARIAN, INC                    COM            922206107    10389    225228 SH       DEFINED 01                   225228
VARIAN SEMICONDUCTOR EQUIPMENT COM            922207105    14147    225228 SH       DEFINED 01                   225228
VASTAR RESOURCES, INC          COM            922380100    14889    181294 SH       DEFINED 01                   181294
VECTREN CORP                   COM            92240G101     6996    405589 SH       DEFINED 01                   405589
VECTOR GROUP LTD               COM            92240M108      278     18865 SH       DEFINED 01                    18865
VEECO INSTRUMENTS, INC         COM            922417100     6109     83404 SH       DEFINED 01                    83404
VENTAS, INC                    COM            92276F100     1348    422971 SH       DEFINED 01                   422971
VENTANA MEDICAL SYSTEMS, INC   COM            92276H106     2329     99100 SH       DEFINED 01                    99100
VENTIV HEALTH, INC             COM            922793104     1249    112265 SH       DEFINED 01                   112265
VENTRO CORP                    COM            922815105      680     36000 SH       DEFINED 01                    36000
VENATOR GROUP, INC             COM            922944103     7902    770900 SH       DEFINED 01                   770900
VERITY, INC                    COM            92343C106     7687    202300 SH       DEFINED 01                   202300
VERISIGN, INC                  COM            92343E102   163343    925457 SH       DEFINED 01                   925457
VERITAS DGC, INC               COM            92343P107     4443    170900 SH       DEFINED 01                   170900
VERIO, INC                     COM            923433106    32311    582350 SH       DEFINED 01                   582350
VERITAS SOFTWARE CORP          COM            923436109   449819   3980152 SH       DEFINED 01                  3980152
VERSATA, INC                   COM            925298101      210      5200 SH       DEFINED 01                     5200
VERTEX PHARMACEUTICALS, INC    COM            92532F100    18382    174440 SH       DEFINED 01                   174440
VERTICALNET, INC               COM            92532L107    25242    683377 SH       DEFINED 01                   683377
VETERINARY CENTERS OF AMERICA, COM            925514101     2111    153500 SH       DEFINED 01                   153500
VIALINK CO                     COM            92552Q101      134     13000 SH       DEFINED 01                    13000
VIAD CORP                      COM            92552R109    16099    590800 SH       DEFINED 01                   590800
VIASAT, INC                    COM            92552V100      380      7000 SH       DEFINED 01                     7000
VIACOM, INC (CLASS A)          COM            925524100    62815    918686 SH       DEFINED 01                   918686
VIACOM, INC (CLASS B)          COM            925524308  1317680  19324356 SH       DEFINED 01                 19324356
VIATEL, INC                    COM            925529208    80097   2804267 SH       DEFINED 01                  2804267
VIANT CORP                     COM            92553N107     1535     51800 SH       DEFINED 01                    51800
VICAL, INC                     COM            925602104     2807    145800 SH       DEFINED 01                   145800
VICOR CORP                     COM            925815102     5208    149600 SH       DEFINED 01                   149600
VICORP RESTAURANTS, INC        COM            925817108     2493    136603 SH       DEFINED 01                   136603
VIA NET.WORKS, INC             COM            925912107      124      8000 SH       DEFINED 01                     8000
VIGNETTE CORP                  COM            926734104    41799    803591 SH       DEFINED 01                   803591
VINTAGE PETROLEUM, INC         COM            927460105     7369    326600 SH       DEFINED 01                   326600
VIRATA CORP                    COM            927646109     2606     43700 SH       DEFINED 01                    43700
VIRCO MANUFACTURING CORP       COM            927651109      221     15004 SH       DEFINED 01                    15004
VISHAY INTERTECHNOLOGY, INC    COM            928298108    35157    926721 SH       DEFINED 01                   926721
VISTEON CORP                   COM            92839U107    13047   1076066 SH       DEFINED 01                  1076066
VISX, INC                      COM            92844S105     9675    344750 SH       DEFINED 01                   344750
VISUAL NETWORKS, INC           COM            928444108     5250    184200 SH       DEFINED 01                   184200
VITAL SIGNS, INC               COM            928469105     1281     70700 SH       DEFINED 01                    70700
VITRIA TECHNOLOGY, INC         COM            92849Q104     4322     70700 SH       DEFINED 01                    70700
VITESSE SEMICONDUCTOR CORP     COM            928497106    82659   1123660 SH       DEFINED 01                  1123660
VIZACOM, INC                   COM            92855E102       34     13212 SH       DEFINED 01                    13212
VIVUS, INC                     COM            928551100     1440    207500 SH       DEFINED 01                   207500
VLASIC FOODS INTERNATIONAL, IN COM            928559103      360    221800 SH       DEFINED 01                   221800
VODAFONE GROUP PLC ADR         ADR            92857T107    87265   2105949 SH       DEFINED 01                  2105949
VOICESTREAM WIRELESS CORP      COM            928615103   148688   1278523 SH       DEFINED 01                  1278523
VOLT INFORMATION SCIENCES, INC COM            928703107      132      4000 SH       DEFINED 01                     4000
VORNADO OPERATING CO           COM            92904N103       23      2945 SH       DEFINED 01                     2945
VORNADO REALTY TRUST           COM            929042109    20958    603100 SH       DEFINED 01                   603100
VULCAN MATERIALS CO            COM            929160109    24860    582383 SH       DEFINED 01                   582383
WFS FINANCIAL, INC             COM            92923B106      488     28300 SH       DEFINED 01                    28300
WD-40 CO                       COM            929236107     4851    233800 SH       DEFINED 01                   233800
W HOLDING CO, INC              COM            929251106     1387    168150 SH       DEFINED 01                   168150
WLR FOODS, INC                 COM            929286102       35      7553 SH       DEFINED 01                     7553
WMS INDUSTRIES, INC            COM            929297109     2534    164156 SH       DEFINED 01                   164156
WPS RESOURCES CORP             COM            92931B106     5431    180672 SH       DEFINED 01                   180672
WABASH NATIONAL CORP           COM            929566107     1206    101050 SH       DEFINED 01                   101050
WABTEC CORP                    COM            929740108     2987    287884 SH       DEFINED 01                   287884
WACHOVIA CORP                  COM            929771103    78951   1455318 SH       DEFINED 01                  1455318
WACKENHUT CORP SERIES A        COM            929794105      179     13800 SH       DEFINED 01                    13800
WACKENHUT CORP SERIES B        COM            929794303     2539    270802 SH       DEFINED 01                   270802
WACKENHUT CORRECTIONS CORP     COM            929798106      564     75200 SH       DEFINED 01                    75200
WADDELL & REED FINANCIAL,INC ( COM            930059100    23389    712812 SH       DEFINED 01                   712812
WADDELL & REED FINANCIAL,INC ( COM            930059209     4452    153189 SH       DEFINED 01                   153189
WAL-MART STORES, INC           COM            931142103  1702871  29550899 SH       DEFINED 01                 29550899
WALGREEN CO                    COM            931422109   251157   7802946 SH       DEFINED 01                  7802946
WALLACE COMPUTER SERVICES, INC COM            932270101     2622    265568 SH       DEFINED 01                   265568
WALTER INDUSTRIES, INC         COM            93317Q105     1902    166300 SH       DEFINED 01                   166300
WARNACO GROUP, INC (CLASS A)   COM            934390105     2861    369199 SH       DEFINED 01                   369199
WASHINGTON FEDERAL, INC        COM            938824109    11049    605437 SH       DEFINED 01                   605437
WASHINGTON GAS LIGHT CO        COM            938837101     7461    310072 SH       DEFINED 01                   310072
WASHINGTON MUTUAL, INC         COM            939322103   114646   3970430 SH       DEFINED 01                  3970430
WASHINGTON POST CO (CLASS B)   COM            939640108    20518     42924 SH       DEFINED 01                    42924
WASHINGTON REAL ESTATE INVESTM COM            939653101     4691    262427 SH       DEFINED 01                   262427
WASHINGTON TRUST BANCORP, INC  COM            940610108       30      2000 SH       DEFINED 01                     2000
WASTE CONNECTIONS, INC         COM            941053100     2358    119400 SH       DEFINED 01                   119400
WASTE INDUSTRIES, INC          COM            941058109       26      2400 SH       DEFINED 01                     2400
WASTE MANAGEMENT, INC          COM            94106L109    88819   4674695 SH       DEFINED 01                  4674695
WATERS CORP                    COM            941848103    50289    402920 SH       DEFINED 01                   402920
WATSCO, INC                    COM            942622200     1369    109538 SH       DEFINED 01                   109538
WATSON PHARMACEUTICALS, INC    COM            942683103    33614    625381 SH       DEFINED 01                   625381
WATTS INDUSTRIES, INC (CLASS A COM            942749102     1519    120300 SH       DEFINED 01                   120300
WAUSAU-MOSINEE PAPER CORP      COM            943315101     3456    403667 SH       DEFINED 01                   403667
WAVE SYSTEMS CORP (CLASS A)    COM            943526103     3480    220100 SH       DEFINED 01                   220100
WAVO CORP                      COM            944027101      112    149595 SH       DEFINED 01                   149595
WEATHERFORD INTERNATIONAL, INC COM            947074100    31816    799140 SH       DEFINED 01                   799140
WEBB (DEL) CORP                COM            947423109     1508     98458 SH       DEFINED 01                    98458
WEBMETHODS, INC                COM            94768C108      943      6000 SH       DEFINED 01                     6000
WEBSENSE, INC                  COM            947684106      158      6300 SH       DEFINED 01                     6300
WEBLINK WIRELESS, INC          COM            94769A101     3726    281200 SH       DEFINED 01                   281200
WEBSTER FINANCIAL CORP         COM            947890109     7233    325984 SH       DEFINED 01                   325984
WEBTRENDS CORP                 COM            94844D104     3768     97400 SH       DEFINED 01                    97400
WEBVAN GROUP, INC              COM            94845V103      409     56200 SH       DEFINED 01                    56200
WEINGARTEN REALTY INVESTORS, I COM            948741103    15105    374129 SH       DEFINED 01                   374129
WEIS MARKETS, INC              COM            948849104     3561    108731 SH       DEFINED 01                   108731
WELLMAN, INC                   COM            949702104     3262    201500 SH       DEFINED 01                   201500
WELLPOINT HEALTH NETWORKS, INC COM            94973H108    43089    594837 SH       DEFINED 01                   594837
WELLS FARGO CO                 COM            949746101   523614  13512620 SH       DEFINED 01                 13512620
WELLSFORD REAL PROPERTIES, INC COM            950240200      521     34449 SH       DEFINED 01                    34449
WENDY'S INTERNATIONAL, INC     COM            950590109     9688    543869 SH       DEFINED 01                   543869
WERNER ENTERPRISES, INC        COM            950755108     2428    209952 SH       DEFINED 01                   209952
WESBANCO, INC                  COM            950810101     1685     69500 SH       DEFINED 01                    69500
WESCO FINANCIAL CORP           COM            950817106     1367      6670 SH       DEFINED 01                     6670
WESCO INTERNATIONAL, INC       COM            95082P105     1971    206100 SH       DEFINED 01                   206100
WESLEY JESSEN VISIONCARE, INC  COM            951018100     4884    130018 SH       DEFINED 01                   130018
WEST COAST BANCORP (OREGON)    COM            952145100      932     93180 SH       DEFINED 01                    93180
WEST MARINE, INC               COM            954235107       42      6200 SH       DEFINED 01                     6200
WEST PHARMACEUTICAL SERVICES,  COM            955306105     1823     84311 SH       DEFINED 01                    84311
WEST TELESERVICES CORP         COM            956188106     3703    146300 SH       DEFINED 01                   146300
WESTAIM CORP                   COM            956909105    10849    903100 SH       DEFINED 01                   903100
WESTAFF, INC                   COM            957070105       10      2200 SH       DEFINED 01                     2200
WESTAMERICA BANCORP            COM            957090103     6670    255300 SH       DEFINED 01                   255300
WESTCOAST ENERGY, INC          COM            95751D102     3239    210479 SH       DEFINED 01                   210479
WESTELL TECHNOLOGIES, INC (CLA COM            957541105     3526    235075 SH       DEFINED 01                   235075
WESTCORP                       COM            957907108      441     36960 SH       DEFINED 01                    36960
WESTERN DIGITAL CORP           COM            958102105     6846   1369100 SH       DEFINED 01                  1369100
WESTERN GAS RESOURCES, INC     COM            958259103     2144    102100 SH       DEFINED 01                   102100
WESTERN PROPERTIES TRUST       COM            959261108      740     62300 SH       DEFINED 01                    62300
WESTERN RESOURCES, INC         COM            959425109     4047    261110 SH       DEFINED 01                   261110
WESTERN WIRELESS CORP (CLASS A COM            95988E204    34746    637550 SH       DEFINED 01                   637550
WESTFIELD AMERICA, INC         COM            959910100     2553    190000 SH       DEFINED 01                   190000
WESTON (ROY F.), INC (CLASS A) COM            961137106      658    214800 SH       DEFINED 01                   214800
WESTPOINT STEVENS, INC         COM            961238102     3307    297300 SH       DEFINED 01                   297300
WESTVACO CORP                  COM            961548104    14959    602871 SH       DEFINED 01                   602871
WESTWOOD ONE, INC              COM            961815107    19939    584300 SH       DEFINED 01                   584300
WET SEAL, INC (CLASS A)        COM            961840105     1042     79400 SH       DEFINED 01                    79400
WEYERHAEUSER CO                COM            962166104    88977   2069225 SH       DEFINED 01                  2069225
WHIRLPOOL CORP                 COM            963320106    29539    633537 SH       DEFINED 01                   633537
WHITEHALL JEWELLERS, INC       COM            965063100     1794     96300 SH       DEFINED 01                    96300
WHITMAN CORP                   COM            96647R107     9450    763606 SH       DEFINED 01                   763606
WHITNEY HOLDINGS CORP          COM            966612103     4902    143400 SH       DEFINED 01                   143400
WHOLE FOODS MARKET, INC        COM            966837106     7568    183200 SH       DEFINED 01                   183200
WILD OATS MARKETS, INC         COM            96808B107     1779    141600 SH       DEFINED 01                   141600
WILEY (JOHN) & SONS, INC (CLAS COM            968223206     6916    307376 SH       DEFINED 01                   307376
WILLAMETTE INDUSTRIES, INC     COM            969133107    19720    723672 SH       DEFINED 01                   723672
WILLIAMS COMMUNICATIONS GROUP, COM            969455104     3604    108600 SH       DEFINED 01                   108600
WILLIAMS COS, INC              COM            969457100   135343   3246620 SH       DEFINED 01                  3246620
WILLIAMS-SONOMA, INC           COM            969904101    11534    355567 SH       DEFINED 01                   355567
WILMINGTON TRUST CORP          COM            971807102    10508    245800 SH       DEFINED 01                   245800
WIND RIVER SYSTEMS, INC        COM            973149107    12941    341683 SH       DEFINED 01                   341683
WINN DIXIE STORES, INC         COM            974280109     6872    480168 SH       DEFINED 01                   480168
WINNEBAGO INDUSTRIES, INC      COM            974637100     1356    103796 SH       DEFINED 01                   103796
WINSTAR COMMUNICATIONS, INC    COM            975515107    24817    732600 SH       DEFINED 01                   732600
WINSTON HOTELS, INC            COM            97563A102        1       100 SH       DEFINED 01                      100
WIRELESS FACILITIES, INC       COM            97653A103      983     19300 SH       DEFINED 01                    19300
WISCONSIN CENTRAL TRANSIT CORP COM            976592105     4514    347250 SH       DEFINED 01                   347250
WISCONSIN ENERGY CORP          COM            976657106    16674    841581 SH       DEFINED 01                   841581
WIT SOUNDVIEW GROUP, INC       COM            977383108      269     25100 SH       DEFINED 01                    25100
WOLVERINE TUBE, INC            COM            978093102     1685     99100 SH       DEFINED 01                    99100
WOLVERINE WORLD WIDE, INC      COM            978097103     1773    179549 SH       DEFINED 01                   179549
WOODHEAD INDUSTRIES, INC       COM            979438108     4760    260800 SH       DEFINED 01                   260800
WOODWARD GOVERNOR CO           COM            980745103      524     18500 SH       DEFINED 01                    18500
WORKFLOW MANAGEMENT, INC       COM            98137N109       26      2214 SH       DEFINED 01                     2214
WORLD ACCESS, INC              COM            98141A101     4066    367551 SH       DEFINED 01                   367551
WORLDGATE COMMUNICATIONS, INC  COM            98156L307     1424     80200 SH       DEFINED 01                    80200
WORLDCOM, INC                  COM            98157D106  1303325  28410354 SH       DEFINED 01                 28410354
WORTHINGTON INDUSTRIES, INC    COM            981811102     7237    689282 SH       DEFINED 01                   689282
WORLDPAGES.COM, INC            COM            981922107      601    100200 SH       DEFINED 01                   100200
WRIGLEY (WM) JR CO             COM            982526105    14529    181185 SH       DEFINED 01                   181185
WYNDHAM INTERNATIONAL, INC     COM            983101106     1300    519872 SH       DEFINED 01                   519872
WYNN'S INTERNATIONAL, INC      COM            983195108     1422     62673 SH       DEFINED 01                    62673
X RITE, INC                    COM            983857103      522     57200 SH       DEFINED 01                    57200
XCEED, INC                     COM            98388N105      852     93400 SH       DEFINED 01                    93400
XILINX, INC                    COM            983919101   471412   5709764 SH       DEFINED 01                  5709764
XIRCOM, INC                    COM            983922105     8118    170900 SH       DEFINED 01                   170900
XEROX CORP                     COM            984121103   168780   8133992 SH       DEFINED 01                  8133992
XTRA CORP                      COM            984138107     3506     88900 SH       DEFINED 01                    88900
YAHOO, INC                     COM            984332106   310880   2509629 SH       DEFINED 01                  2509629
YELLOW CORP                    COM            985509108     2593    175800 SH       DEFINED 01                   175800
YORK INTERNATIONAL CORP        COM            986670107     6624    262330 SH       DEFINED 01                   262330
YORK RESEARCH CORP             COM            987048105      126     87535 SH       DEFINED 01                    87535
YOUNG & RUBICAM, INC           COM            987425105     6256    109400 SH       DEFINED 01                   109400
YOUNG BROADCASTING, INC (CLASS COM            987434107     1749     68100 SH       DEFINED 01                    68100
YOUTHSTREAM MEDIA NETWORKS, IN COM            987819109      594    100100 SH       DEFINED 01                   100100
Z-TEL TECHNOLOGIES, INC        COM            988792107      160     13300 SH       DEFINED 01                    13300
ZALE CORP                      COM            988858106    10900    298627 SH       DEFINED 01                   298627
ZI CORP                        COM            988918108     3490    383000 SH       DEFINED 01                   383000
ZAPATA CORP                    COM            989070503       12      3900 SH       DEFINED 01                     3900
ZEBRA TECHNOLOGY CORP          COM            989207105     8185    184700 SH       DEFINED 01                   184700
ZENITH NATIONAL INSURANCE CORP COM            989390109      917     43142 SH       DEFINED 01                    43142
ZIFF-DAVIS, INC -ZD            COM            989511100     1591    176800 SH       DEFINED 01                   176800
ZIFF-DAVIS, INC -ZDNET         COM            989511209      943    104800 SH       DEFINED 01                   104800
ZILA, INC                      COM            989513205      123     32238 SH       DEFINED 01                    32238
ZIONS BANCORP                  COM            989701107    24841    541300 SH       DEFINED 01                   541300
ZIXIT CORP                     COM            98974P100     5314    115370 SH       DEFINED 01                   115370
ZOLTEK COS, INC                COM            98975W104        5       580 SH       DEFINED 01                      580
ZOMAX, INC                     COM            989929104     2117    161288 SH       DEFINED 01                   161288
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