13F-NT 1 julyfiling13f.txt 2ND QUARTER FILING 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, 2001 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [X] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: The Vanguard Group PO Box 2600 Valley Forge, Pennsylvania 19482-2600 Form 13F File Number: 28-6408 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: R. Gregory Barton 100 Vanguard Blvd. Secretary and Malvern, PA 19355 Managing Director (610)669-4063 Date 06/30/2001 By /s/R. Gregory Barton ----- ---------- ----------------------------- Report Type [ x ] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT Form 13F Summary Page Report Summary: Number of Other Included Managers: NONE Form 13F Information Table Entry Total: 4432 Form 13F Information Table Value Total: $197,526,052.00 (x 1000)
SECURITY DESCRIPTION CLASS CUSIP MV P/C (*1000) SHARES S/P DISCRETN SOLE NONE AAR CORP. COM 000361105 7661 448000 SH Sole X ABC BANCORP COM 000400101 180 16100 SH Sole X ABC-NACO, INC. COM 000752105 171 164400 SH Sole X AB WATLEY GROUP, INC. COM 000788109 237 31652 SH Sole X A.C. MOORE ARTS & CRAFTS COM 00086T103 312 20800 SH Sole X THE A CONSULTING TEAM COM 000881102 13 25000 SH Sole X ADC TELECOMMUNICATIONS COM 000886101 79073 11980831 SH Sole X ACTV, INC. COM 00088E104 1480 444361 SH Sole X ADE CORP. COM 00089C107 2772 145900 SH Sole X ACT TELECONFERENCING INC COM 000955104 489 78200 SH Sole X ABM INDUSTRIES COM 000957100 11346 304599 SH Sole X ACT MANUFACTURING INC COM 000973107 951 86900 SH Sole X AEP INDUSTRIES COM 001031103 315 8900 SH Sole X AFC ENTERPRISES INC COM 00104Q107 3044 158980 SH Sole X AFLAC, INC. COM 001055102 252054 8004267 SH Sole X AGCO CORP. COM 001084102 7833 856011 SH Sole X AGL RESOURCES INC. COM 001204106 20867 878617 SH Sole X AG SERVICES OF AMERICA COM 001250109 54 4000 SH Sole X AES CORP. COM 00130H105 344694 8006836 SH Sole X AK STEEL HOLDING CORP COM 001547108 10481 835792 SH Sole X AMB PROPERTY CORP. COM 00163T109 28506 1106600 SH Sole X AMC ENTERTAINMENT INC. COM 001669100 2971 228500 SH Sole X AML COMMUNICATIONS INC. COM 001733104 58 68000 SH Sole X AMLI RESIDENTIAL PRP REIT SH BEN INT 001735109 5956 242102 SH Sole X AMR CORP. COM 001765106 100053 2769249 SH Sole X ANC RENTAL CORP. COM 001813104 1223 407514 SH Sole X AOL TIME WARNER INC. COM 00184A105 3550557 66991643 SH Sole X APAC TELESERVICES, INC. COM 00185E106 1460 460576 SH Sole X A T & T COM 001957109 1161079 52776339 SH Sole X AT&T CORP-LIBERTY MEDIA COM LIB GRP A 001957208 23533 1345526 SH Sole X A.S.V., INC. COM 001963107 737 54600 SH Sole X AP PHARMA COM 00202J104 1008 336076 SH Sole X ATEC GROUP, INC. COM NEW 00206X604 75 92400 SH Sole X ATMI INC. COM 00207R101 13684 456137 SH Sole X ATS MEDICAL INC COM 002083103 1876 124600 SH Sole X ATP OIL & GAS CORP COM 00208J108 1918 170600 SH Sole X AVI BIOPHARMA INC COM 002346104 1129 145700 SH Sole X AVX CORP. COM 002444107 28756 1369325 SH Sole X AXS-ONE INC. COM 002458107 49 125300 SH Sole X AXT INC. COM 00246W103 7257 271800 SH Sole X AZZ INC. COM 002474104 172 6863 SH Sole X AAIPHARMA INC. COM 00252W104 2575 164100 SH Sole X AARON RENTS INC.-CLASS B COM 002535201 3291 193600 SH Sole X AAMES FINANCIAL CORP. COM NEW 00253A309 74 54690 SH Sole X ABAXIS, INC. COM 002567105 347 65800 SH Sole X ABBOTT LABORATORIES COM 002824100 1197153 24935500 SH Sole X ABERCROMBIE & FITCH CL A 002896207 33795 759449.0016 SH Sole X ABGENIX, INC. COM 00339B107 14502 322276 SH Sole X ABINGTON BANCORP INC. COM 00350P100 657 41700 SH Sole X ABIOMED INC. COM 003654100 4331 183684 SH Sole X ACACIA RESEARCH CORP. COM 003881109 3607 225440 SH Sole X ACADIA REALTY TRUST COM SH BEN INT 004239109 859 123100 SH Sole X ACCELERATED NETWORKS, INC COM 00429P107 84 167920 SH Sole X ACCEPTANCE INSURANCE COS, COM 004308102 1084 206400 SH Sole X ACCLAIM ENTERTAINMENT INC COM PAR $0.02 004325205 5122 1049570 SH Sole X ACCREDO HEALTH, INC. COM 00437V104 15055 404809 SH Sole X ACCRUE SOFTWARE, INC. COM 00437W102 91 190500 SH Sole X ACE CASH EXPRESS, INC. COM 004403101 1307 127550 SH Sole X ACETO CORP. COM 004446100 498 49662 SH Sole X THE ACKERLEY GROUP INC. COM 004527107 2687 239678 SH Sole X ACMAT CORP. CLASS A CL A 004616207 1091 113550 SH Sole X ACLARA BIOSCIENCES INC. COM 00461P106 2523 325078 SH Sole X ACTIVISION, INC. COM NEW 004930202 6819 173731 SH Sole X ACTION PERFORMANCE COS IN COM 004933107 7165 286595 SH Sole X ACTEL CORPORATION COM 004934105 7508 305810 SH Sole X ACTIONPOINT INC. COM 00504A108 220 80700 SH Sole X ACTIVE POWER, INC. COM 00504W100 4892 293294 SH Sole X ACTRADE FINANCIAL TECH COM 00507P102 759 32100 SH Sole X ACTUATE SOFTWARE CORP COM 00508B102 5465 572237 SH Sole X ACTUANT CORP. CL A NEW 00508X203 971 59044 SH Sole X ACXIOM CORP. COM 005125109 7949 607259 SH Sole X ADAM.COM INC. COM 00547M101 13 6389 SH Sole X ADAMS GOLF INC. COM 006228100 113 121600 SH Sole X ADAPTIVE BROADBAND CORP COM 00650M104 53 162390 SH Sole X ADAPTEC, INC. COM 00651F108 16376 1647511 SH Sole X ADELPHIA BUSINESS INC. CL A 006847107 1661 405051 SH Sole X ADELPHIA COMMUNICATIONS C CL A 006848105 26573 648110 SH Sole X ADEPT TECHNOLOGY, INC, COM 006854103 327 33068 SH Sole X ADMINISTAFF INC. COM 007094105 10347 397969 SH Sole X ADOBE SYSTEM, INC. COM 00724F101 187633 3992194 SH Sole X ADOLOR CORP COM 00724X102 5551 257000 SH Sole X ADSTAR.COM, INC. COM 00737P104 1 1000 SH Sole X ADTRAN INC COM 00738A106 7581 369794 SH Sole X ADVANCED DIGITAL INFO. COM 007525108 11033 637720 SH Sole X ADVANCED LIGHTING TECHS COM 00753C102 1058 240420 SH Sole X ADVANCED MAGNETICS, INC. COM 00753P103 557 131102 SH Sole X ADVANCED MARKETING SERVIC COM 00753T105 3169 151987 SH Sole X ADVANCED FIBRE COMM. COM 00754A105 12970 617638 SH Sole X ADVANCED TISSUESCIENCE COM 00755F103 6287 1257410 SH Sole X ADVANTAGE MARKETING SYSMS COM NEW 00756G209 20 6600 SH Sole X ADVANCED NEUROMODULATION COM 00757T101 827 31800 SH Sole X ADVANCED SWITCHING COMM. COM 00757V106 104 36000 SH Sole X ADVO, INC. COM 007585102 9354 273904 SH Sole X ADVANCED NUTRACEUTICALS COM NEW 00760Q201 21 11225 SH Sole X AEROFLEX INC. COM 007768104 8775 835673 SH Sole X ADVANCED MICRO DEVICES COM 007903107 161782 5601887 SH Sole X ADVANCEPCS COM 00790K109 15347 239614 SH Sole X AEGON N.V. ORD AMER REG 007924103 4628 162949 SH Sole X ADVANTA CORP. CL A CL A 007942105 4851 303184 SH Sole X ADVANCED ENERGY COM 007973100 14572 353084 SH Sole X ADVENT SOFTWARE, INC. COM 007974108 14124 222420 SH Sole X AEROSONIC CORP. COM PAR $0.40 008015307 1193 63648 SH Sole X AEROVOX INC. COM 00808M105 4 7200 SH Sole X AETHER SYSTEMS, INC. COM 00808V105 2589 292585 SH Sole X AETRIUM, INC. COM 00817R103 309 134400 SH Sole X AETNA INC-NEW COM 00817Y108 54599 2110499 SH Sole X AFFILIATED COMPUTER SVCS CL A 008190100 29252 406788 SH Sole X AFFILIATED MANAGERS GROUP COM 008252108 15530 252514 SH Sole X AFFYMETRIX, INC. COM 00826T108 4737 214821 SH Sole X AFTERMARKET TECHNOLOGY COM 008318107 1449 197200 SH Sole X AGENCY.COM INC. COM 008447104 494 153523 SH Sole X AGERE SYSTEMS INC. CL A 00845V100 24094 3212496 SH Sole X AGILENT TECHNOLOGIES COM 00846U101 225365 6934296 SH Sole X AGILE SOFTWARE CORP. COM 00846X105 5430 319398 SH Sole X AGREE REALTY CORP. COM 008492100 65 3400 SH Sole X AIR METHODS CORP. COM PAR $.06 009128307 58 14600 SH Sole X AIR PRODUCTS & CHEMICALS, COM 009158106 154075 3367759 SH Sole X AIRBORNE INC COM 009269101 6884 593947 SH Sole X AIRGAS, INC. COM 009363102 8549 718393 SH Sole X AIRGATE PCS, INC. COM 009367103 6697 128790 SH Sole X AIRNET COMMUNICATIONS COM 00941P106 243 166414 SH Sole X AIRTRAN HOLDING COM 00949P108 10461 996259 SH Sole X AKAMAI TECHNOLOGIES COM 00971T101 6794 740543 SH Sole X AKSYS, LTD. COM 010196103 1341 129065 SH Sole X ALABAMA NATIONAL BANCORP COM 010317105 2226 68600 SH Sole X ALAMO GROUP, INC. COM 011311107 654 45900 SH Sole X ALAMOSA HOLDINGS, INC. COM 011589108 11166 685008 SH Sole X ALANCO TECHNOLOGIES INC. COM NO PAR NEW 011612405 4 3714 SH Sole X ALASKA AIR GROUP, INC. COM 011659109 9293 321562 SH Sole X ALASKA COMM SYSTEMS COM 01167P101 473 51700 SH Sole X ALBANY INTERNATIONAL CORP CL A 012348108 4407 233169 SH Sole X ALBANY MOLECULAR RESEARCH COM 012423109 11542 303654 SH Sole X ALBEMARLE CORP COM 012653101 10511 453656 SH Sole X ALBERTO-CULVER CO. CLASS CL B CONV 013068101 35896 853845 SH Sole X ALBERTO-CULVER CO. CL A CL A 013068200 135 3800 SH Sole X ALBERTSON'S, INC. COM 013104104 180157 6007227 SH Sole X ALCAN INC. COM 013716105 171179 4073762 SH Sole X ALCIDE CORP. COM NEW 013742507 1970 65700 SH Sole X ALCOA, INC. COM 013817101 517135 13125266 SH Sole X ALEXANDER & BALDWIN, INC. COM 014482103 12974 503834 SH Sole X ALEXANDER'S, INC. COM 014752109 2693 44814 SH Sole X ALEXANDRIA REIT COM 015271109 10615 266715 SH Sole X ALEXION PHARMACEUTICALS COM 015351109 4742 197595 SH Sole X ALFA CORP. COM 015385107 9072 367288 SH Sole X ALICO, INC. COM 016230104 1874 58438 SH Sole X ALIGN TECHNOLOGY INC. COM 016255101 439 56000 SH Sole X ALKERMES INC. COM 01642T108 7532 214600 SH Sole X ALL AMERICAN SEMICONDUCT COM NEW 016557407 290 47738 SH Sole X ALLEGHANY CORP. COM 017175100 7201 35471 SH Sole X ALLEGHENY ENERGY INC. COM 017361106 88211 1828200 SH Sole X ALLEGHENY TECHNOLOGIES COM 01741R102 21476 1187186 SH Sole X ALLEGIANCE TELECOM INC. COM 01747T102 7230 482319 SH Sole X ALLEN ORGAN CO. CL B 017753104 448 13066 SH Sole X ALLEN TELECOM GROUP COM 018091108 6706 447047 SH Sole X ALLERGAN, INC. COM 018490102 177350 2074274 SH Sole X ALLETE, INC COM 018522102 13326 592258 SH Sole X ALLIANCE BANCORP INC. COM 01852J105 3192 108266 SH Sole X ALLIANCE GAMING CORP. COM NEW 01859P609 5788 147391 SH Sole X ALLIANCE FIBER OPTIC COM 018680108 747 157200 SH Sole X ALLIANCE PHARMACEUTICAL COM 018773101 1832 814224 SH Sole X ALLIANCE SEMICONDUCTOR COM 01877H100 6771 563287 SH Sole X ALLIANCE RESOURCE PRTNRS UT LTD PART 01877R108 735 32300 SH Sole X ALLIANT ENERGY CORP COM 018802108 15623 535954 SH Sole X ALLIANT TECHSYSTEMS, INC. COM 018804104 19923 221610 SH Sole X ALLIED CAPITAL CORP COM 01903Q108 8949 386555 SH Sole X ALLIED DEVICES CORP. COM 019120104 22 11200 SH Sole X ALLIED HOLDINGS INC. COM 019223106 259 101500 SH Sole X ALLIED RISER COMM. COM 019496108 100 188400 SH Sole X ALLIED WASTE INDUSTRIES COM PAR$.01NEW 019589308 64126 3432875 SH Sole X ALLMERICA FINANCIAL CORP. COM 019754100 23839 414591 SH Sole X ALLOU HEALTH & BEAUTY CL A 019782101 304 74200 SH Sole X ALLOY ONLINE, INC. COM 019855105 1670 116700 SH Sole X ALLSCRIPTS HEALTHCARE SOL COM 01988P108 3425 380508 SH Sole X ALLSTATE CORP. COM 020002101 485671 11040483 SH Sole X ALLTEL CORP. COM 020039103 288118 4703201 SH Sole X ALPHA INDUSTRIES COM 020753109 15849 536342 SH Sole X ALPHANET SOLUTIONS, INC. COM 020787107 38 17500 SH Sole X ALPHARMA, INC. CLASS A CL A 020813101 16715 613402 SH Sole X ALPINE GROUP INC. COM 020825105 373 233000 SH Sole X ALTERA CORP. COM 021441100 182676 6299180 SH Sole X ALTEON INC. COM 02144G107 221 63200 SH Sole X ALTERRA HEALTHCARE CORP COM 02146C104 28 126200 SH Sole X AMAZON.COM INC COM 023135106 21105 1491528 SH Sole X AMBAC FINANCIAL GROUP INC COM 023139108 94854 1629786 SH Sole X AMBANC HOLDING CO COM 023161102 581 30100 SH Sole X AMBASSADORS INTERNATIONAL COM 023178106 1818 73600 SH Sole X AMCAST INDUSTRIAL CORP. COM 023395106 1244 145500 SH Sole X AMCOL INTERNATIONAL CORP COM 02341W103 1195 199110 SH Sole X AMERADA HESS CORP. COM 023551104 121174 1499681 SH Sole X AMERCO, INC. COM 023586100 3105 139220 SH Sole X AMEREN CORP COM 023608102 89554 2097294 SH Sole X AMERICA SERVICE GROUP COM 02364L109 530 20700 SH Sole X AMERICA WEST HLDGS CORP CL B 023657208 3567 357812 SH Sole X AMERICA ONLINE LATIN AM. CL A 02365B100 1167 129800 SH Sole X AMERICAN ACCESS TECH COM 02368F108 164 162800 SH Sole X AMCORE FINANCIAL COM 023912108 6278 261164 SH Sole X AMERICA FIRST MORTGAGE COM 023934102 160 21600 SH Sole X AMERICAN AXLE & MAN. HLDG COM 024061103 3227 193796 SH Sole X AMER. BANK NOTE HOLOGRAPH COM 024377103 1113 482000 SH Sole X AMERICAN CLASSIC VOYAGER COM 024928103 458 130900 SH Sole X AMER CAPITAL STRATEGIES COM 024937104 7269 259054 SH Sole X AMER COIN MERCHANDISING COM 02516B108 49 8800 SH Sole X AMERICAN DENTAL PARTNERS COM 025353103 263 62700 SH Sole X AMERICAN ELEC. PWR. CO., COM 025537101 224643 4865558 SH Sole X AMERICAN EAGLE OUTFIT. COM 02553E106 17353 492419 SH Sole X AMERICAN EXPRESS CO. COM 025816109 835674 21537984 SH Sole X AMERICAN FINANCIAL GRP COM 025932104 13764 454265 SH Sole X AMERICAN FINANCIAL COM 026075101 6830 289400 SH Sole X AMERICAN GENERAL CORP. COM 026351106 344344 7413223 SH Sole X AMERICAN GREETINGS CORP. CL A 026375105 14141 1285536 SH Sole X AMERICAN HEALTHCORP INC COM 02649V104 1190 30900 SH Sole X AMERICAN HOME PRODUCTS COM 026609107 1235462 21140691 SH Sole X AMERICAN HOME MTG HLDGS COM 02660M108 173 14500 SH Sole X AMERICAN INTERN'L GROUP COM 026874107 3058110 35559420 SH Sole X AMERICAN ITALIAN PASTA CL A 027070101 13702 295302 SH Sole X AMERICAN LAND LEASE INC. COM 027118108 817 65895 SH Sole X AMERICAN MANAGEMENT SYS., COM 027352103 12665 536661 SH Sole X AMER. MEDICAL SYSTEMS HDG COM 02744M108 2060 134200 SH Sole X AMERICAN MED. SEC. GROUP COM 02744P101 434 77900 SH Sole X AMERICAN PACIFIC BK CL B CL B 02837P307 3 880 SH Sole X AMERICAN NAT'L INS CO. COM 028591105 7836 104827 SH Sole X AMERICAN PHYSICIANS CAP COM 028884104 1072 54974 SH Sole X AMERICAN PWR CONVERSION C COM 029066107 47002 2984259 SH Sole X AMERICAN REAL ESTATE PTRS DEPOSITRY UNIT 029169109 58 5940 SH Sole X AMERICAN RESIDENTIAL TR COM 02926T103 235 116000 SH Sole X AMERICAN SCI & ENGINEERIN COM 029429107 361 58700 SH Sole X AMERICAN SKIING CO. COM 029654308 146 202300 SH Sole X AMERICAN SOFTWARE, INC. C CL A 029683109 157 92150 SH Sole X AMERICAN STANDARD COS. COM 029712106 38737 644543 SH Sole X AMERICAN STATES WATER COM 029899101 4980 146474 SH Sole X AMERICAN TOWER CLASS A CL A 029912201 16148 781234 SH Sole X AMER. SUPERCONDUCTOR CORP COM 030111108 5196 201400 SH Sole X AMERICAN WATER WORKS CO., COM 030411102 22153 671906 SH Sole X AMERICAN WOODMARK CORP. COM 030506109 2044 53200 SH Sole X AMERICREDIT CORP COM 03060R101 34214 658604 SH Sole X AMERISTAR CASINOS INC COM 03070Q101 206 12900 SH Sole X AMERON INTERNATIONAL CORP COM 030710107 3231 48401 SH Sole X AMERIPATH INC. COM 03071D109 9186 313500 SH Sole X AMERISOURCE HEALTH CORP CL A 03071P102 22269 402686 SH Sole X AMERITRADE HOLDING CORP. CL A 03072H109 4979 625492 SH Sole X AMERUS GROUP CO. COM 03072M108 9051 255164 SH Sole X AMERISERV FINANCIAL INC COM 03074A102 1061 206028 SH Sole X AMES DEPARTMENTSTORES, IN COM NEW 030789507 160 114949 SH Sole X AMETEK AEROSPACE PROD INC COM 031100100 16427 537713 SH Sole X AMGEN, INC. COM 031162100 1014885 16725200 SH Sole X AMKOR TECHNOLOGY, INC. COM 031652100 12601 570180 SH Sole X AMRESCO INC. COM NEW 031909203 17 19240 SH Sole X AMPAL-AMER ISRAEL CL A 032015109 695 114902 SH Sole X AMPCO-PITTSBURGH CORP. COM 032037103 1153 102068 SH Sole X AMPEX CORP. CL A 032092108 152 447400 SH Sole X AMPHENOL CORP. CL A 032095101 6262 156354 SH Sole X AMPLIDYNE, INC. COM 032103103 182 121100 SH Sole X AMSOUTH BANCORP COM 032165102 105244 5691918 SH Sole X AMSURG CORP CL A 03232P108 3912 132400 SH Sole X AMTECH SYSTEMS INC. COM PAR $0.01N 032332504 68 7142 SH Sole X AMWEST INSURANCE GROUP COM 032345100 2 2300 SH Sole X AMYLIN PHARMACEUTICALS COM 032346108 6451 573424 SH Sole X AMTRAN, INC. COM 03234G106 335 15300 SH Sole X ANADARKO PETROLEUM CORP. COM 032511107 207470 3839895 SH Sole X ANADIGICS, INC. COM 032515108 7141 310496 SH Sole X ANALOG DEVICES, INC. COM 032654105 251601 5817365 SH Sole X ANALOGIC CORP. COM PAR $0.05 032657207 7115 156200 SH Sole X ANALYSTS INTERNATIONAL COM 032681108 1207 270649 SH Sole X ANALYTICAL SURVEYS COM NEW 032683302 35 24700 SH Sole X ANAREN MICROWAVE INC. COM 032744104 5054 252712 SH Sole X ANCHOR BANCORP WISCONSIN COM 032839102 5945 373900 SH Sole X ANCHOR GAMING COM 033037102 13006 201272 SH Sole X ANDOVER BANCORP INC. COM 034258103 4350 86575 SH Sole X ANDREA RADIO CORP COM 034393108 380 230300 SH Sole X ANDREW CORP. COM 034425108 29310 1588600 SH Sole X ANDRX CORP-ANDRX GROUP COM 034553107 24773 321730 SH Sole X ANGELICA CORP. COM 034663104 1578 143428 SH Sole X ANHEUSER BUSCH CO., INC. COM 035229103 596377 14475169 SH Sole X ANIXTER INTERNATIONAL INC COM 035290105 15087 491423 SH Sole X ANNALY MORTGAGE MGMT COM 035710409 4235 308900 SH Sole X ANNTAYLOR STORES CORP. COM 036115103 15338 428436 SH Sole X ANSOFT CORP. COM 036384105 496 29200 SH Sole X ANSYS, INC. COM 03662Q105 1529 81700 SH Sole X ANTEC CORP. COM 03664P105 4644 374516 SH Sole X ANTHONY & SYLVAN POOLS COM 036762102 169 21501 SH Sole X ANSWERTHINK CONSULTING COM 036916104 3783 378679 SH Sole X ANTHRACITE CAPITAL INC. COM 037023108 2300 208100 SH Sole X ANTIGENICS INC. COM 037032109 4569 231324 SH Sole X AON CORP. COM 037389103 138082 3945210 SH Sole X APACHE CORP. COM 037411105 117440 2314092 SH Sole X APART INVT&MGMT REIT CL A CL A 03748R101 45373 941350 SH Sole X APEX MORTGAGE CAPITAL INC COM 037564101 931 82030 SH Sole X APOGEE ENTERPRISES, INC. COM 037598109 6949 556386 SH Sole X APHTON CORP. COM 03759P101 4093 186900 SH Sole X APOLLO GROUP INC.-CL A CL A 037604105 33295 784325 SH Sole X APOGENT TECHNOLOGIES INC COM 03760A101 23032 936270 SH Sole X APPIANT TECHNOLOGIES, INC COM 03782R108 133 53900 SH Sole X APPLE COMPUTER, INC. COM 037833100 125082 5379877 SH Sole X APPLEBEE'S INTERNATIONAL COM 037899101 15537 485530 SH Sole X APPLIED INNOVATION COM 037916103 1532 183500 SH Sole X APRIA HEALTHCARE GROUP COM 037933108 24936 864329 SH Sole X APPLIED MICROSYSTEMS CORP COM 037935103 959 179300 SH Sole X APPLIED GRAPHICS INC. COM NEW 037937208 106 88388 SH Sole X APPLERA CORP-APPLIED BIOS COM AP BIO GRP 038020103 88835 3320937 SH Sole X APPLERA CORP-CELERA GENOM COM CE GEN GRP 038020202 9402 237065 SH Sole X APPLICA INC. COM 03815A106 3593 451388 SH Sole X APPLIED INDS TECH INC. COM 03820C105 5068 267450 SH Sole X APPLIED MATERIALS, INC. COM 038222105 641319 13061480 SH Sole X APPLIED MICRO CIRCUITS COM 03822W109 78696 4575340 SH Sole X APPLIED MOLECULAR EVOL. COM 03823E108 3457 277000 SH Sole X APPLIEDTHEORY CORP. COM 03828R104 81 158600 SH Sole X APPLIX INC COM 038316105 362 185700 SH Sole X APTARGROUP INC COM 038336103 15010 462851 SH Sole X APTIMUS INC. COM 03833V108 21 68360 SH Sole X AQUA CARE SYSTEMS, INC. COM NEW 038373304 15 7616 SH Sole X AQUILA INC. CL A 03840J106 1368 55500 SH Sole X ARADIGM CORPORATION COM 038505103 348 49692 SH Sole X ARBITRON INC. COM 03875Q108 8642 358602 SH Sole X ARCH CHEMICALS, INC. COM 03937R102 7174 328644 SH Sole X ARCH COAL CORP COM 039380100 5512 213051 SH Sole X ARCHER-DANIELS-MIDLAND CO COM 039483102 144450 11111514 SH Sole X ARCHSTONE COMMUNITIES TR. SH BEN INT 039581103 44886 1741131 SH Sole X ARCTIC CAT INC. COM 039670104 3767 259785 SH Sole X ARDEN GROUP INC. CL A CL A 039762109 336 7000 SH Sole X ARDEN REALTY GROUP REIT COM 039793104 23088 864701 SH Sole X AREA BANCSHARES CORP. COM 039872106 3487 211341 SH Sole X AREMISSOFT CORP. COM 040026106 2623 161900 SH Sole X ARENA PHARMACEUTICALS COM 040047102 4882 160120 SH Sole X ARGONAUT GROUP, INC. COM 040157109 4675 232600 SH Sole X ARGONAUT TECH. COM 040175101 994 191066 SH Sole X ARGOSY GAMING CO. COM 040228108 7259 261488 SH Sole X ARGUSS COMMUNICATIONS,INC COM 040282105 40 8100 SH Sole X ARIAD PHARMACEUTICALS COM 04033A100 1169 230500 SH Sole X ARIEL CORPORATION COM 04033M104 51 105600 SH Sole X ARIBA, INC. COM 04033V104 5221 949312 SH Sole X ARKANSAS BEST CORP. COM 040790107 6366 276200 SH Sole X ARMOR HOLDINGS, INC. COM 042260109 3374 224900 SH Sole X ARMSTRONG HOLDINGS, INC. COM 042384107 1306 367944 SH Sole X ARNOLD INDUSTRY, INC. COM 042595108 7622 393710 SH Sole X ARONEX PHARMACEUTICALS COM NEW 042666206 220 200300 SH Sole X ARQULE, INC. COM 04269E107 5723 264200 SH Sole X ARRAY BIOPHARMA INC. COM 04269X105 636 69900 SH Sole X ARROW ELECTRONICS, INC. COM 042735100 17903 737033 SH Sole X ARROW FINANCIAL CORP. COM 042744102 1867 73943 SH Sole X ARROW INTERNATIONAL, INC. COM 042764100 6496 169160 SH Sole X ART TECHNOLOGY GROUP COM 04289L107 2972 512480 SH Sole X ARTISAN COMPONENTS INC. COM 042923102 1022 100200 SH Sole X ARTESYN TECHNOLOGIES, INC COM 043127109 8235 638385 SH Sole X ARTHROCARE CORP. COM 043136100 8083 309095 SH Sole X ARTISOFT, INC. COM 04314L106 776 170904 SH Sole X ARTISTDIRECT, INC. COM 04315D103 8 12097.775 SH Sole X ARVINMERITOR, INC. COM 043353101 13757 821822.0014 SH Sole X ASCENT PEDIATRICS, INC. DEP SHS 04362X200 9 18900 SH Sole X ASHFORD.COM COM 044093102 12 58900 SH Sole X ASHLAND, INC. COM 044204105 43830 1093017 SH Sole X ASHWORTH, INC. COM 04516H101 423 76700 SH Sole X ASK JEEVES, INC. COM 045174109 345 181578 SH Sole X ASIAINFO HOLDINGS, INC. COM 04518A104 2498 126500 SH Sole X ASPECT MEDICAL SYSTEMS COM 045235108 3309 213453 SH Sole X ASPECT COMMUNICATIONS COM 04523Q102 4864 695838 SH Sole X ASPEN TECHNOLOGY INC. COM 045327103 12158 502396 SH Sole X ASSOCIATED BANC-CORP. COM 045487105 18762 521321 SH Sole X ASSOCIATED ESTATES REIT COM 045604105 4302 445381 SH Sole X AT HOME CORP. SER A COM SER A 045919107 2681 1253016 SH Sole X ASTEC INDUSTRIES INC. COM 046224101 4242 245900 SH Sole X ASTEA INTL INC. COM 04622E109 74 68900 SH Sole X ASTORIA FINANCIAL CORP. COM 046265104 19675 357725 SH Sole X ASTRO-MED, INC. COM 04638F108 165 68650 SH Sole X ASTRONICS CORP. COM 046433108 193 12700 SH Sole X ASTRONICS CORP CL B CL B 046433207 13 760 SH Sole X ASTROPOWER, INC. COM 04644A101 7042 135050 SH Sole X ASYST TECHNOLOGIES, INC. COM 04648X107 4481 331924 SH Sole X ATLANTA SOSNOFF CAPITAL COM 046499109 866 78033 SH Sole X AT&T LATIN AMERICA CORP. COM 04649A106 2448 491490 SH Sole X ATHEROGENICS, INC. COM 047439104 166 27600 SH Sole X ATLANTIC COAST AIRLINES COM 048396105 16402 546915 SH Sole X ATLANTIC TELE-NETWORK COM NEW 049079205 867 65400 SH Sole X ATLAS AIR WORLDWIDE HLDGS COM 049164106 4950 349547 SH Sole X ATMEL CORP. COM 049513104 51328 3804905 SH Sole X ATMOS ENERGY CORP. COM 049560105 14833 606408 SH Sole X ATRIX LABS, INC. COM 04962L101 4304 181623 SH Sole X ATRION CORP. COM 049904105 89 3900 SH Sole X ATWOOD OCEANICS, INC. COM 050095108 5837 166300 SH Sole X AUDIBLE, INC. COM 05069A104 124 182600 SH Sole X AUDIOVOX CORPORATION CL A 050757103 4242 382125 SH Sole X AUGUST TECHNOLOGY CORP COM 05106U105 368 25800 SH Sole X AURORA FOODS INC. COM 05164B106 3009 549100 SH Sole X AURORA BIOSCIENCES CORP. COM 051920106 10165 327917 SH Sole X AUSPEX SYSTEMS INC COM 052116100 3438 481528 SH Sole X AUTOBYTEL.COM INC. COM 05275N106 168 119000 SH Sole X AUTODESK, INC. COM 052769106 31442 842944 SH Sole X AUTOLIV, INC. COM 052800109 776 44900 SH Sole X AUTOMATIC DATA PROCESSING COM 053015103 495748 9974809 SH Sole X AUTONATION INC. COM 05329W102 21331 1838883 SH Sole X AUTOWEB.COM, INC. COM 053331104 78 165100 SH Sole X AUTOZONE, INC. COM 053332102 75259 2006911 SH Sole X AVADO BRANDS, INC. COM 05336P108 43 87550 SH Sole X AVALONBAY COMMUNITIES COM 053484101 41247 882288 SH Sole X AVANT! CORP. COM 053487104 9896 744028 SH Sole X AVANIR PHARMACEUTICALS CL A 05348P104 1673 265500 SH Sole X AVANEX CORP. COM 05348W109 3717 383192 SH Sole X AVANT INC. COM 053491106 2405 425700 SH Sole X AVATAR HOLDING, INC. COM 053494100 2229 96900 SH Sole X AVAYA INC. COM 053499109 61472 4487024 SH Sole X AVANTGO, INC. COM 05349M100 157 78570 SH Sole X AVENUE A, INC. COM 053566105 31 23800 SH Sole X AVERY DENN CORP. COM 053611109 88705 1737610 SH Sole X AVIALL INC. COM 05366B102 2684 244626 SH Sole X AVIATION GENERAL, INC. COM 05366T103 12 28600 SH Sole X AVICI SYSTEMS INC. COM 05367L109 3511 409710 SH Sole X AVID TECHNOLOGY INC COM 05367P100 7234 460765 SH Sole X AVIGEN, INC. COM 053690103 4191 194916 SH Sole X AVIRON COM 053762100 6529 114550 SH Sole X AVISTA CORP. COM 05379B107 14333 717366 SH Sole X AVNET, INC. COM 053807103 18604 829786 SH Sole X AVOCENT CORPORATION COM 053893103 12450 547246 SH Sole X AVON PRODUCTS, INC. COM 054303102 173059 3739401 SH Sole X AWARE, INC. COM 05453N100 2969 329900 SH Sole X AXCELIS TECHNOLOGIES COM 054540109 10796 729489 SH Sole X AXSYS TECHNOLOGIES, INC. COM 054615109 154 12983 SH Sole X AXYS PHARMACEUTICALS COM 054635107 786 187245 SH Sole X AZTAR CORP. COM 054802103 6954 574700 SH Sole X AZTEC TECHN. PARTN., INC. COM 05480L101 13 208857 SH Sole X BB&T CORPORATION COM 054937107 220782 6015865.11 SH Sole X BCSB BANKCORP, INC. COM 054948104 310 33500 SH Sole X BEI TECHNOLOGIES, INC. COM 05538P104 3633 134500 SH Sole X BHA GROUP HOLDINGS INC. COM 055446108 534 39137 SH Sole X BHC COMM. INC. CL A CL A 055448104 12658 91070 SH Sole X BISYS GROUP, INC. COM 055472104 28180 477623 SH Sole X BJ SERVICES CO. COM 055482103 35414 1247842 SH Sole X BKF CAPITAL GROUP INC COM 05548G102 1697 51100 SH Sole X BJ'S WHOLESALE CLUB INC. COM 05548J106 31118 584271 SH Sole X BMC INDUSTRIES, INC. COM 055607105 2786 464309 SH Sole X BOK FINANCIAL CORP. COM NEW 05561Q201 6738 250498 SH Sole X BP PLC ADR SPONSORED ADR 055622104 32241 646756 SH Sole X BP PRUDHOE BAY ROYALTY TR UNIT BEN INT 055630107 1111 77724 SH Sole X BRE PROPERTIES REIT CL A CL A 05564E106 26171 863738 SH Sole X BNP RESIDENTIAL PROPERTY COM 05564T103 938 93750 SH Sole X BSB BANCORP, INC. COM 055652101 3289 142711 SH Sole X BTG INC. COM 05576J101 746 79400 SH Sole X BMC SOFTWARE, INC. COM 055921100 84845 3764177.5 SH Sole X BTU INT'L, INC COM 056032105 565 92668 SH Sole X BWC FINANCIAL CORP. COM 056042104 494 23111 SH Sole X BACOU USA INC. COM 056439102 671 23800 SH Sole X BADGER METER, INC. COM 056525108 696 24200 SH Sole X BADGER PAPER MILLS, INC. COM 056543101 43 14237 SH Sole X BAIRNCO CORP. COM 057097107 439 70200 SH Sole X BAKER HUGHES, INC. COM 057224107 171603 5122483 SH Sole X BALDOR ELECTRIC CO. COM 057741100 8612 403002 SH Sole X BALDWIN & LYONS, INC. CLA CL B 057755209 1651 78600 SH Sole X BALDWIN TECH CL A CL A 058264102 308 257000 SH Sole X BALL CORP. COM 058498106 26967 567003 SH Sole X BALLY TOTAL FITNESS COM 05873K108 15784 533070 SH Sole X BANC CORPORATION COM 05944B103 77 11000 SH Sole X BANCFIRST OHIO CORP. COM 059450106 1238 54643 SH Sole X BANCFIRST CORP. COM 05945F103 2022 50232 SH Sole X BANCORPSOUTH INC. COM 059692103 13332 784217.5 SH Sole X BANCWEST CORP. COM 059790105 8870 257862 SH Sole X BANDAG, INC. COM 059815100 5337 195511 SH Sole X BANDAG, INC. CL A CL A 059815308 27 1138 SH Sole X BANGOR HYDRO-ELECTRIC CO. COM 060077104 3088 116176 SH Sole X BANK OF AMERICA CORP. COM 060505104 1474695 24565967 SH Sole X BANK OF GRANITE CORP COM 062401104 2085 90663 SH Sole X BANK MUTUAL CORP COM 063748107 935 66300 SH Sole X BANK OF THE OZARKS COM 063904106 44 2200 SH Sole X THE BANK OF NEW YORK CO. COM 064057102 567404 11820915 SH Sole X BANK ONE CORP. COM 06423A103 627774 17535592 SH Sole X BANK PLUS CORP. COM 064446107 305 44800 SH Sole X BANKATLANTIC BANCORP CL A CL A 065908501 2716 312586 SH Sole X BANKNORTH GROUP, INC. COM 06646R107 21495 949006 SH Sole X BANKUNITED FINANCIAL CORP CL A 06652B103 2872 204400 SH Sole X BANNER CORP. COM 06652V109 1329 60400 SH Sole X BANTA CORP. COM 066821109 9662 329772 SH Sole X C.R. BARD, INC. COM 067383109 45582 800395 SH Sole X BARNES & NOBLE INC. COM 067774109 18502 470193 SH Sole X BARNES GROUP, INC. COM 067806109 7207 291764 SH Sole X BARNESANDNOBLE.COM INC. CL A 067846105 340 208649 SH Sole X BARRICK GOLD CORP. COM 067901108 76673 5060893 SH Sole X BARR LABS INC. COM 068306109 18987 269670 SH Sole X BARRA INC. COM 068313105 11247 287287 SH Sole X BARRETT BUSINESS SERVICES COM 068463108 234 62300 SH Sole X BARRETT RESOURCES CORP. COM PAR $0.01 068480201 16576 280949 SH Sole X BARRISTER INFORMATION COM NEW 068659200 13 18000 SH Sole X BASSETT FURNITURE IND., I COM 070203104 2697 214385 SH Sole X BAUSCH & LOMB, INC. COM 071707103 28556 787972 SH Sole X BAXTER INTERNATIONAL INC. COM 071813109 461909 9426710 SH Sole X BAY STATE BANCORP INC. COM 072611106 658 20800 SH Sole X BAY VIEW CAPITAL CORP. COM 07262L101 2358 315199 SH Sole X BAYCORP HOLDINGS LTD COM 072728108 238 25000 SH Sole X BE AVIONICS INC. COM 073302101 7389 387877 SH Sole X BE FREE, INC. COM 073308108 290 238000 SH Sole X BE INC. COM 073309106 46 102400 SH Sole X BEA SYSTEMS INC. COM 073325102 58033 1889725 SH Sole X BEACON POWER CORP COM 073677106 1521 220500 SH Sole X BEAR STEARNS CO., INC. COM 073902108 113822 1930175 SH Sole X BEASLEY BROADCAST GROUP CL A 074014101 2360 138838 SH Sole X BEAZER HOMES USA, INC. COM 07556Q105 2590 40800 SH Sole X BEBE STORES INC. COM 075571109 5791 198600 SH Sole X BECKMAN COULTER, INC. COM 075811109 18649 457091 SH Sole X BECTON, DICKINSON & CO. COM 075887109 145323 4060426 SH Sole X BED BATH AND BEYOND COM 075896100 147954 4742105 SH Sole X BEDFORD BANCSHARES, INC. COM 076014109 195 18100 SH Sole X BEDFORD PROPERTY INVEST. COM PAR $0.02 076446301 6535 311936 SH Sole X BEL FUSE INC-CL A CL A 077347201 128 4250 SH Sole X BEL FUSE INC-CL B CL B 077347300 6233 187450 SH Sole X BELCO OIL & GAS CORP. COM 077410108 2698 299818 SH Sole X BELDEN, INC. COM 077459105 11759 439592 SH Sole X BELL INDUSTRIES, INC. COM 078107109 166 66203 SH Sole X BELL MICROPRODUCTS INC. COM 078137106 2424 202700 SH Sole X BELLSOUTH CORP. COM 079860102 1150516 28570044 SH Sole X BELMONT BANCORP COM 080162100 317 86700 SH Sole X BELO CORP. CLASS A COM SER A 080555105 14955 793768 SH Sole X BEMIS CO., INC. COM 081437105 31541 785186 SH Sole X BENCHMARK ELECTRONICS INC COM 08160H101 6338 260200 SH Sole X BENIHANA INC. COM 082047101 116 8400 SH Sole X BENIHANA INC. CL-A CL A 082047200 1471 111028 SH Sole X BENTON OIL & GAS CO. COM 083288100 5 3200 SH Sole X BERGEN BRUNSWIG CLASS A CL A 083739102 18972 987076 SH Sole X W.R. BERKLEY CORP. COM 084423102 8908 215076 SH Sole X BERKSHIRE BANCORP INC. COM 084597103 85 2785 SH Sole X BERKSHIRE HATHAWAY CL A CL A 084670108 391624 5643 SH Sole X BERKSHIRE HATHAWAY CL B CL B 084670207 1120 487 SH Sole X BERRY PETROLEUM CL A CL A 085789105 3403 234691 SH Sole X BEST BUY, INC. COM 086516101 215502 3392659 SH Sole X BETA OIL & GAS, INC. COM 08659A104 181 22600 SH Sole X BETHLEHEM STEEL CORP. COM 087509105 1887 934252 SH Sole X BEVERLEY ENTERPRISES, INC COM NEW 087851309 11515 1076140 SH Sole X BEYOND.COM CORP. COM NEW 08860E101 38 189000 SH Sole X BIG DOG HOLDINGS COM 089128102 282 74400 SH Sole X BIG FOOT FINANCIAL CORP. COM 089165104 212 14100 SH Sole X BIG LOTS INC COM 089302103 25632 1873710 SH Sole X BILLSERV, INC. COM 090181108 91 44500 SH Sole X BINDVIEW DEVELOPMENT CORP COM 090327107 628 297800 SH Sole X BIORAD LABS, INC. CL A CL A 090572207 5871 117892 SH Sole X BIOTECHNOLOGY GEN COM 090578105 12276 937078 SH Sole X BIOCRYST PHARMACEUTICALS COM 09058V103 441 68300 SH Sole X BIOGEN, INC. COM 090597105 130910 2408205 SH Sole X BIOMET, INC. COM 090613100 140890 2931552 SH Sole X BIOMARIN PHARMACEUTICAL COM 09061G101 3062 231797 SH Sole X BIOPURE CORP. CL A 09065H105 3491 132400 SH Sole X BIOSPHERICS INC. COM 090662107 1057 117496 SH Sole X BIOTIME, INC. COM 09066L105 561 72900 SH Sole X BIOSPHERE MEDICAL INC. COM 09066V103 1283 100100 SH Sole X BIO-LOGIC SYSTEMS COM 090909102 182 46200 SH Sole X BIOLASE TECHNOLOGY, INC. COM 090911108 496 98100 SH Sole X BIOSPECIFICS TECHNOLOGY COM 090931106 115 40800 SH Sole X BIOSITE DIAGNOSTICS COM 090945106 4565 101891 SH Sole X BIRMINGHAM STEEL CORP. COM 091250100 197 189100 SH Sole X BITSTREAM INC. CL A 091736108 29 9600 SH Sole X BLACK & DECKER CORP. COM 091797100 47201 1196164 SH Sole X BLACK BOX CORP COM 091826107 19305 286591 SH Sole X BLACK HAWK GAMING & DEV. COM 092067107 338 31760 SH Sole X BLACK HILLS CORP. COM 092113109 8131 202113 SH Sole X BLACKROCK, INC. CL A 09247X101 1392 40600 SH Sole X BLAIR CORP. COM 092828102 1107 67900 SH Sole X BLIMPIE INTERNATIONAL, IN COM 093538106 121 70300 SH Sole X H & R BLOCK, INC. COM 093671105 92764 1437087 SH Sole X BLOCKBUSTER INC. CL A 093679108 2696 147700 SH Sole X BLOUNT INTERNATIONAL INC. COM 095180105 440 176145 SH Sole X BLUE MARTINI SOFTWARE COM 095698106 1152 384124 SH Sole X BLUE RHINO CORP. COM 095811105 522 101200 SH Sole X BLUE WAVE SYSTEMS, INC. COM 096081104 7 1000 SH Sole X BLUEGREEN CORP. COM 096231105 273 126440 SH Sole X BLYTH, INC. COM 09643P108 12985 505043 SH Sole X BOB EVANS FARMS, INC. COM 096761101 7448 413793 SH Sole X BOCA RESORTS, INC. CL A 09688T106 5002 339568 SH Sole X THE BOEING CO. COM 097023105 751397 13514327 SH Sole X BOISE CASCADE CORP. COM 097383103 34203 972504 SH Sole X BOMBAY CO. COM 097924104 421 156062 SH Sole X BONE CARE INTERNATIONAL COM 098072101 4421 166819 SH Sole X B0RDERS GROUP, INC. COM 099709107 12979 579401 SH Sole X BORGWARNER, INC. COM 099724106 16196 326405 SH Sole X BOREL BANK & TRUST COM 09972F101 146 4100 SH Sole X BORLAND SOFTWARE CORP. COM 099849101 11369 728800 SH Sole X BORON LEPORE & ASSOCIATES COM 10001P102 2166 157198 SH Sole X BOSTON ACOUSTICS, INC. COM 100534106 379 29000 SH Sole X BOSTON BEER C0. CLASS A CL A 100557107 1248 144800 SH Sole X BOSTON COMMUNICATIONS GRP COM 100582105 3868 268600 SH Sole X BOSTON PRIVATE FINL HLDG COM 101119105 2391 106741 SH Sole X BOSTON PROPERTIES, INC. COM 101121101 48108 1176243 SH Sole X BOSTON SCIENTIFIC CORP. COM 101137107 101911 5994786 SH Sole X BOSTONFED BANCORP, INC. COM 101178101 625 27300 SH Sole X BOTTOMLINE TECHNOLOGIES COM 101388106 471 87300 SH Sole X BOWATER, INC. COM 102183100 19853 443750 SH Sole X BOWL AMERICA, INC. CLASS CL A 102565108 185 17745 SH Sole X BOWNE & CO., INC. COM 103043105 9513 827200 SH Sole X BOYD GAMING CORP. COM 103304101 2246 390564 SH Sole X THE BOYDS COLLECTION, LTD COM 103354106 6307 507800 SH Sole X BOYKIN LODGING CO. REIT COM 103430104 4146 321365 SH Sole X BRADY CORP. CLASS A CL A 104674106 12193 337486 SH Sole X BRANDYWINE REALTY REIT SH BEN INT NEW 105368203 14193 632202 SH Sole X BRASS EAGLE INC. COM 10553F106 217 23600 SH Sole X BRAUN COSULTING, INC. COM 105651103 1318 163724 SH Sole X BREAKAWAY SOLUTIONS, INC. COM 106372105 24 133000 SH Sole X BRIDGE VIEW BANCORP COM 108058108 436 29854 SH Sole X BRIGGS & STRATTON CORP. COM 109043109 15398 365743 SH Sole X BRIGHT HRZNS. FAMILY SOL. COM 109195107 4686 149249 SH Sole X BRIGHTPOINT, INC. COM 109473108 4133 1425225 SH Sole X BRINKER INTERNATIONAL, IN COM 109641100 22193 858545 SH Sole X BRIO TECHNOLOGY, INC. COM 109704106 1489 204000 SH Sole X BRISTOL-MYERS SQUIBB CO. COM 110122108 1637416 31308151 SH Sole X BRITESMILE, INC. COM 110415106 2310 219800 SH Sole X BROADCOM CORP. CL A 111320107 166991 3905315 SH Sole X BROADVISION INC. COM 111412102 20660 4132086 SH Sole X BROADWING INC. COM 111620100 41041 1678556 SH Sole X BROCADE COMMUNICATIONS COM 111621108 42984 977135 SH Sole X BROOKLINE BANCORP INC. COM 113739106 2436 173509 SH Sole X BROOKS AUTOMATION, INC. COM 11434A100 14402 312416 SH Sole X BROOKTROUT TECHNOLOGY COM 114580103 543 70300 SH Sole X BROWN & BROWN, INC. COM 115236101 12317 293332 SH Sole X BROWN-FORMAN CORP. CLASS CL B 115637209 70222 1098252 SH Sole X BROWN (TOM) INC. COM NEW 115660201 13352 556320 SH Sole X BROWN SHOE COMPANY, INC. COM 115736100 8626 477921 SH Sole X BRUKER DALTONICS, INC. COM 116795105 8246 547180 SH Sole X BRUNSWICK CORP. COM 117043109 31003 1290195 SH Sole X BRUSH ENGINEERED MATER COM 117421107 3827 239200 SH Sole X BRYN MAWR BANK CORP. COM 117665109 822 26500 SH Sole X BUCA, INC. COM 117769109 3278 150700 SH Sole X BSQUARE CORP. COM 11776U102 2934 279154 SH Sole X BUCKEYE TECHNOLOGY INC. COM 118255108 7373 511996 SH Sole X THE BUCKLE INC. COM 118440106 2200 116400 SH Sole X BUDGET GROUP INC. CL A 119003101 412 171656 SH Sole X BUILDING MATERIALS CORP. COM 120113105 2059 135400 SH Sole X BURLINGTON COAT FACTORY W COM 121579106 10712 535597 SH Sole X BURLINGTON INDUSTRIES COM 121693105 511 222200 SH Sole X BURLINGTON NTHRN SANTA FE COM 12189T104 183945 6096955 SH Sole X BURLINGTON RESOURCES, INC COM 122014103 127110 3181728 SH Sole X BURNHAM PACIFIC PROP REIT COM 12232C108 2333 476198 SH Sole X BUSH INDUSTRIES, INC. CL A 123164105 1747 132881 SH Sole X BUTLER MANUFACTURING CO. COM 123655102 1520 60800 SH Sole X BUY.COM, INC. COM 124269101 119 397400 SH Sole X C & D TECHNOLOGY INC. COM 124661109 12363 398791 SH Sole X CAIS INTERNET, INC. COM 12476Q102 102 138100 SH Sole X CB BANCSHARES INC. COM 124785106 1158 32865.2 SH Sole X CBL & ASSOCIATES PRP REIT COM 124830100 14318 466524 SH Sole X CCC INFORMATION SERVICES COM 12487Q109 994 167300 SH Sole X CB RICHARD ELLIS SERVICES COM 12489L108 1768 112629 SH Sole X CBRL GROUP, INC. COM 12489V106 11780 694973 SH Sole X C-BRIDGE INTERNET SOL. COM 12500B105 304 184500 SH Sole X CCBT FINANCIAL COS COM 12500Q102 1562 52100 SH Sole X C-COR ELECTRONICS, INC. COM 125010108 7115 592900 SH Sole X CDI CORP. COM 125071100 5053 297400 SH Sole X CDW COMPUTER CENTERS COM 125129106 27236 685869 SH Sole X CEC ENTERTAINMENT INC COM 125137109 20622 417872 SH Sole X CFS BANCORP, INC. COM 12525D102 2015 145700 SH Sole X CH ENERGY GROUP, INC. COM 12541M102 11441 260326 SH Sole X C.H. ROBINSON WORLDWIDE COM 12541W100 18855 676048 SH Sole X CIGNA CORP. COM 125509109 223314 2330561 SH Sole X CKE RESTAURANTS INC. COM 12561E105 401 121623 SH Sole X CLECO CORP. COM 12561W105 12285 540017 SH Sole X CMGI INC COM 125750109 3902 1300632 SH Sole X CMS ENERGY CORP. COM 125896100 58845 2112939 SH Sole X CPI CORP. COM 125902106 3577 146010 SH Sole X CPB INC. COM 125903104 2801 94700 SH Sole X CSS INDUSTRIES, INC. COM 125906107 562 21800 SH Sole X CPI AEROSTRUCTURES, INC. COM NEW 125919308 4 2400 SH Sole X CTB INTERNATIONAL CORP. COM 125960104 563 62900 SH Sole X CTI INDUSTRIES CORP. COM NEW 125961300 4 2500 SH Sole X CSK AUTO CORP. COM 125965103 2534 305263 SH Sole X CNA FINANCIAL CORP. COM 126117100 32754 830276 SH Sole X CNA SURETY CORP COM 12612L108 3429 244900 SH Sole X CNF INC. COM 12612W104 9344 330744 SH Sole X CNET NETWORKS, INC. COM 12613R104 6537 502862 SH Sole X CSF HOLDINGS LIT. RIGHTS RTS 126335991 15 29125 SH Sole X CSG SYSTEMS INTL INC. COM 126349109 20322 358027 SH Sole X CSX CORP. COM 126408103 114548 3160817 SH Sole X CTC COMMUNICATIONS GROUP COM 126419100 478 156156 SH Sole X CT COMMUNICATIONS COM NEW 126426402 2663 143500 SH Sole X CTS CORP. COM 126501105 7809 380948 SH Sole X CUNO INC. COM 126583103 7249 241633 SH Sole X CVB FINANCIAL CORP. COM 126600105 4016 209169 SH Sole X CVS CORP DELAWARE COM 126650100 242742 6288647 SH Sole X CV THERAPEUTICS,INC. COM 126667104 12009 210681 SH Sole X CABLEVISION SYS- NY GRP A CL A NY CABLVS 12686C109 32892 562263 SH Sole X CABLEVISION SYS- RAINBOW CL A RAINB MED 12686C844 833 32300.5 SH Sole X CABLETRON SYSTEMS, INC. COM 126920107 72263 3162486 SH Sole X CABLE DESIGN TECHNOLOGIES COM 126924109 13078 809300 SH Sole X CACHEFLOW INC. COM 126946102 1346 272926 SH Sole X C2 INC COM 126948108 51 7500 SH Sole X CABOT CORP. COM 127055101 16127 447718 SH Sole X CABOT INDUSTRIAL TRUST COM 127072106 15277 727472 SH Sole X CABOT OIL & GAS CORP. CL A 127097103 10682 437771 SH Sole X CABOT MICROELECTRONICS COM 12709P103 11435 184442 SH Sole X CACI INTERNATIONAL INC. CL A 127190304 6383 135800 SH Sole X CADENCE DESIGN SYSTEMS, I COM 127387108 33894 1819333 SH Sole X CADIZ, INC. COM 127537108 4326 469700 SH Sole X CADMUS COMMUNICATION COM 127587103 399 35900 SH Sole X CAL DIVE INTERNATIONAL COM 127914109 10909 443464 SH Sole X CALDERA INT'L INC. COM 12877Q107 224 154375 SH Sole X CALGON CARBON COM 129603106 2842 362015 SH Sole X CALICO COMMERCE INC. COM 129897104 28 98200 SH Sole X CALIFORNIA AMPLIFIER INC. COM 129900106 312 76960 SH Sole X CALIBER LEARNING NETWORK COM 129914107 4 259200 SH Sole X CALIFORNIA INDEPENDENT BK COM 130334105 1578 60247 SH Sole X CALIFRONIA MICRO DEVICES COM 130439102 180 25500 SH Sole X CALIFORNIA PIZZA KITCHEN COM 13054D109 3639 156521 SH Sole X CALIFORNIA WATER SERVICE COM 130788102 2053 80026 SH Sole X CALIPER TECHNOLOGIES CORP COM 130876105 4463 212022 SH Sole X CALLAWAY GOLF CO COM 131193104 8771 555096 SH Sole X CALLON PETEROLEUM CO. COM 13123X102 1562 131852 SH Sole X CALPINE CORP. COM 131347106 182661 4832308 SH Sole X CALTON, INC. COM PAR $.05 131380503 90 15400 SH Sole X CALYPTE BIOMEDICAL CORP. COM 131722100 39 91700 SH Sole X CAMBREX CORP. COM 132011107 16138 319059 SH Sole X CAMBRIDGE TECHNOLOGY COM 132524109 2313 653334 SH Sole X CAMDEN PROPERTY TRST REIT SH BEN INT 133131102 25969 707610 SH Sole X CAMINUS CORP. COM 133766105 4053 150267 SH Sole X CAMPBELL SOUP CO. COM 134429109 166054 6448682 SH Sole X CANDELA CORP COM 136907102 1075 164100 SH Sole X CANDIES, INC. COM 137409108 66 25000 SH Sole X CANNONDALE CORP COM 137798104 362 91775 SH Sole X CAPITAL CITY BANK COM 139674105 905 36400 SH Sole X CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 5091 282860 SH Sole X CAPITAL BANK CORP. COM 139793103 132 11257 SH Sole X CAPITAL CORP. OF THE WEST COM 140065103 2193 150850 SH Sole X CAPITAL CROSSING BANK COM 140071101 646 38400 SH Sole X CAPITAL ONE FINANCIAL COM 14040H105 202942 3382361 SH Sole X CAPITAL PACIFIC HOLDINGS COM 14040M104 316 79058 SH Sole X CAPITAL PROPERTIES, INC. COM 140430109 8 900 SH Sole X CAPITAL TRUST COM 14052H100 623 96582 SH Sole X CAPITOL BANCORP LTD. COM 14056D105 41 2969 SH Sole X CAPITOL FEDERAL FINANCIAL COM 14057C106 8916 461265 SH Sole X CAPITAL TRANSAMERICA CORP COM 140640103 663 43500 SH Sole X CAPSTONE TURBINE CORP. COM 14067D102 8714 387468 SH Sole X CAPSTEAD MORTGAGE CORP. COM NO PAR 14067E407 3887 218350 SH Sole X CAPTARIS INC. COM 14071N104 793 381062 SH Sole X CAPTEC NET LEASE REALTY COM 140724105 1181 88735 SH Sole X CARBO CERAMICS INC. COM 140781105 3637 98170 SH Sole X CARAUSTAR INDUSTRIES INC. COM 140909102 4114 447166 SH Sole X CAPITAL TITLE GROUP, INC. COM 140919101 300 122600 SH Sole X CARDIMA, INC. COM 14147M106 49 39500 SH Sole X CARDINAL FINANCIAL CORP COM 14149F109 170 28556 SH Sole X CARDINAL HEALTH INC. COM 14149Y108 492998 7144901.5 SH Sole X CARDIODYNAMICS INT'L. COM 141597104 2753 512600 SH Sole X CAREER EDUCATION CORP. COM 141665109 14234 237629 SH Sole X CAREMARK RX, INC. COM 141705103 17288 1050933 SH Sole X CARLISLE CO., INC. COM 142339100 13823 396418 SH Sole X CARMIKE CINEMAS CLASS A CL A 143436103 83 146000 SH Sole X CARNIVAL CRUISE LINES, IN COM 143658102 265021 8632592 SH Sole X CARRIAGE SERVICES INC. CL A 143905107 611 107304 SH Sole X CARPENTER TECHNOLOGY CORP COM 144285103 8175 279115 SH Sole X CARRAMERICA REALTY REIT COM 144418100 26293 862050 SH Sole X CARREKER CORPORATION COM 144433109 6620 307900 SH Sole X CARRIER ACCESS CORP. COM 144460102 1112 185715 SH Sole X CARRINGTON LABS INC. COM 144525102 173 152800 SH Sole X CARTER-WALLACE, INC. COM 146285101 8587 443786 SH Sole X CASCADE BANCORP COM 147154108 1078 95424 SH Sole X CASCADE NATURAL GAS CORP. COM 147339105 2944 138200 SH Sole X CASELLA WASTE SYSTEMS CL A 147448104 3315 265184 SH Sole X CASEY'S GENERAL STORES COM 147528103 9438 726007 SH Sole X CASH AMERICA INTERNATIONA COM 14754D100 3195 375838 SH Sole X CASINO DATA SYSTEMS COM 147583108 660 71600 SH Sole X A.M.CASTLE & CO. COM 148411101 2905 215534 SH Sole X CASUAL MALE CORP COM 148710106 30 201600 SH Sole X CATALINA LIGHTING, INC. COM 148865108 285 226800 SH Sole X CATALINA MARKETING CORP. COM 148867104 11490 376603 SH Sole X CATALYTICA ENERGY SYSTEM COM 148884109 3520 162195 SH Sole X CATAPULT COMMUNICATIONS COM 149016107 1595 70900 SH Sole X CATELLUS DEVEL CORP. COM 149111106 9794 561246 SH Sole X CATERPILLAR, INC. COM 149123101 263016 5255058 SH Sole X CATHAY BANCORP, INC. COM 149150104 3833 70094 SH Sole X CATO CORP CL A CL A 149205106 7166 367107 SH Sole X CAVALIER HOMES INC. COM 149507105 144 49762 SH Sole X CAVALRY BANCORP, INC. COM 149547101 290 27200 SH Sole X CELL GENESYS, INC. COM 150921104 7746 377874 SH Sole X CELLSTAR CORP. COM 150925105 673 312973 SH Sole X CELERTEK, INC. COM 150926103 1744 116658 SH Sole X CELL THERAPEUTICS, INC. COM 150934107 11500 416081 SH Sole X CELGENE CORP COM 151020104 11445 396691 SH Sole X CELL PATHWAYS, INC. COM 15114R101 2233 352810 SH Sole X CELLEGY PHARMACEUTICALS COM 15115L103 728 105800 SH Sole X CELLULAR TECHNICAL SERVS COM NEW 151167301 88 28305 SH Sole X CENDANT CORP. COM 151313103 266407 13661872 SH Sole X CENTENNIAL BANCORP COM 15133T104 2551 309242 SH Sole X CENTENNIAL COMM. CLASS A CL A NEW 15133V208 5185 393109 SH Sole X CENTER TRUST INC COM 151845104 1161 250245 SH Sole X CENTERPOINT PROPS REIT SH BEN INT 151895109 19308 384628 SH Sole X CENTERSPAN COMM. CORP. COM 152012100 1084 103100 SH Sole X CENTEX CORP. COM 152312104 36883 905115 SH Sole X CENTILLIUM COMMUNICATION COM 152319109 6514 263316 SH Sole X CENTEX CONSTRUCTION PDCTS COM 15231R109 5805 178600 SH Sole X CENTRA SOFTWARE COM 15234X103 5070 298400 SH Sole X CENTRAL BANCORP, INC. COM 152418109 637 27700 SH Sole X CENTRAL COAST BANCORP COM 153145107 2017 81600 SH Sole X CENTRAL EUROPEAN DIST CO COM 153435102 16 3600 SH Sole X CENTRAL GARDEN & PET CO. COM 153527106 1427 150400 SH Sole X CENTRAL PARKING CORP. COM 154785109 8034 429622 SH Sole X CENTRAL VT. PUBLIC SERV. COM 155771108 3994 211208 SH Sole X CENTURA SOFTWARE CORP COM 15640W103 31 110488 SH Sole X CENTURY ALUMINUM CO. COM 156431108 1129 70400 SH Sole X CENTURY BANCORP INC.CL-A CL A NON VTG 156432106 735 36400 SH Sole X CENTURY BUSINESS SERVICES COM 156490104 4129 764600 SH Sole X CENTURYTEL, INC. COM 156700106 70837 2337842 SH Sole X CEPHALON, INC. COM 156708109 30871 437892 SH Sole X CERES GROUP, INC. COM 156772105 663 121700 SH Sole X CERIDIAN CORP.-NEW COM 156779100 19321 1007882 SH Sole X CERNER CORP. COM 156782104 12100 288095 SH Sole X CERUS CORPORATION COM 157085101 10092 139072 SH Sole X CHALONE WINE GRP LTD. COM 157639105 1446 119478 SH Sole X CHAMPION ENTERPRISES, INC COM 158496109 9591 842815 SH Sole X CHAMPIONSHIP AUTO RACING COM 158711101 1128 70500 SH Sole X CHAPARRAL RESOURCES, INC. COM PAR $0.10N 159420306 40 20000 SH Sole X CHARLES & COLVARD LTD COM 159765106 1 700 SH Sole X CHARLES RIVER ASSOCIATES COM 159852102 1736 99200 SH Sole X CHARLES RIVER LABS. COM 159864107 12853 369880 SH Sole X CHARTER ONE FINANICIAL COM 160903100 97505 3056575 SH Sole X CHARTER MUNICIPAL MTG ACP SH BEN INT 160908109 3113 195200 SH Sole X CHARLOTTE RUSSE HOLDINGS COM 161048103 5818 217100 SH Sole X CHARMING SHOPPES, INC. COM 161133103 5427 904479 SH Sole X CHARTER COMMUNICATIONS CL A 16117M107 27397 1173333 SH Sole X CHASE INDUSTRIES INC. COM 161568100 396 42350 SH Sole X CHATEAU COMMUNITIES REIT COM 161726104 15708 500257 SH Sole X CHEAP TICKETS, INC. COM 162672109 2657 175940 SH Sole X CHECKERS DRIVE-IN REST COM NEW 162809305 232 39675 SH Sole X CHECKFREE CORP. COM 162813109 18302 521879 SH Sole X CHECKPOINT SYSTEMS, INC. COM 162825103 9831 552312 SH Sole X CHEESECAKE FACTORY (THE) COM 163072101 18721 661524.5 SH Sole X CHELSEA PROPERTY GROUP COM 163421100 14992 319661 SH Sole X CHEMED CORP. COM 163596109 6130 169615 SH Sole X CHEMFIRST INC. COM 16361A106 6120 233600 SH Sole X CHEMICAL FINANCIAL CORP COM 163731102 5048 171108 SH Sole X CHESAPEAKE CORP. OF VA. COM 165159104 6230 251725 SH Sole X CHESAPEAKE ENERGY CORP COM 165167107 11590 1704380 SH Sole X CHESTER VALLEY BANCORP. COM 166335109 207 14457 SH Sole X CHEVRON CORP. COM 166751107 884301 9771282 SH Sole X CHICO'S FAS, INC COM 168615102 13126 441215 SH Sole X CHILES OFFSHORE, INC. COM 16888M104 2417 136163 SH Sole X THE CHILDREN'S PLACE COM 168905107 5953 222122 SH Sole X CHINAB2BSOURCING,.COM,INC COM 169457108 50 9806 SH Sole X CHIPPAC, INC. CL A 169657103 4912 470469 SH Sole X CHOICE HOTEL INTL INC. COM 169905106 5600 373341 SH Sole X CHIQUITA BRANDS INT'L COM 170032106 208 143400 SH Sole X CHIRON CORP. COM 170040109 161956 3175616 SH Sole X CHITTENDEN CORP COM 170228100 15310 454989 SH Sole X CHOICEPOINT INC. COM 170388102 24673 586750 SH Sole X CHOICE ONE COMMUNICATIONS COM 17038P104 1405 208528 SH Sole X CHOLESTECH CORP COM 170393102 811 98300 SH Sole X CHORDIANT SOFTWARE COM 170404107 943 304039 SH Sole X CHRIS-CRAFT INDUSTRIES, I COM 170520100 18962 265572 SH Sole X CHRISTOPHER & BANKS CORP. COM 171046105 5738 176000 SH Sole X CHROMATICS COLOR SCIENCES COM NEW 171116304 15 116600 SH Sole X CHROMAVISION MED SYSTEMS COM 17111P104 433 86300 SH Sole X THE CHUBB CORP. COM 171232101 200534 2589875.71 SH Sole X CHURCH & DWIGHT, INC. COM 171340102 11912 468074 SH Sole X CHURCHILL DOWNS INC. COM 171484108 2437 97184 SH Sole X CIBER INC. COM 17163B102 7626 802700 SH Sole X CIDCO INC COM 171768104 56 119400 SH Sole X CIENA CORP. COM 171779101 54629 1437606 SH Sole X CIMA LABS INC. COM 171796105 12766 162622 SH Sole X CINCINNATI FINANCIAL CORP COM 172062101 93904 2377319 SH Sole X CINERGY CORP. COM 172474108 83444 2387511 SH Sole X CIPHERGEN BIOSYSTEMS COM 17252Y104 1286 190505 SH Sole X CIRCUIT CITY STORES, INC. CIRCT CITY GRP 172737108 58476 3248639 SH Sole X CIRCUIT CITY-CARMAX CARMAX GROUP 172737306 1950 122200 SH Sole X CIRCOR INTERNATIONAL INC. COM 17273K109 2577 142797 SH Sole X CIRRUS LOGIC COM 172755100 12318 534889 SH Sole X CISCO SYSTEMS, INC. COM 17275R102 2150171 118141273 SH Sole X CINTAS CORP. COM 172908105 127131 2748782 SH Sole X CITIGROUP INC. COM 172967101 4079845 77211307 SH Sole X CITIZENS BKG CORP COM 174420109 12795 437453 SH Sole X CITIZENS COMMUNICATIONS COM 17453B101 53445 4442606 SH Sole X CITIZENS FST FINL CORP. COM 174623108 254 16200 SH Sole X CITIZENS INC. CL A 174740100 1513 221169 SH Sole X CITRIX SYSTEMS INC. COM 177376100 105717 3029153 SH Sole X CITYBANK LYNNWOOD WA COM 17770A109 1423 52700 SH Sole X CITY HOLDING COMPANY COM 177835105 2795 213980 SH Sole X CITY NATIONAL CORP. COM 178566105 14366 324363 SH Sole X CIVIC BANCORP COM 178788105 707 45919 SH Sole X CLAIMSNET.COM INC., COM 179570106 25 9600 SH Sole X CLAIRE'S STORES, INC. COM 179584107 11033 569878 SH Sole X CLARCOR, INC. COM 179895107 11095 413220 SH Sole X CLARENT CORP. COM 180461105 3433 373583 SH Sole X CLARION COMMERCIAL HLGDS CL A 18051W109 49 6100 SH Sole X CLARK/BARDES INC COM 180668105 2063 91300 SH Sole X DICK CLARK PRODUCTIONS COM 181512104 17 1600 SH Sole X CLARUS CORPORATION COM 182707109 661 107447 SH Sole X CLASSIC VACATION GROUP COM 18273V103 366 180193 SH Sole X CLAYTON HOMES, INC. COM 184190106 15469 984021 SH Sole X CLEAN HARBORS, INC. COM 184496107 152 55200 SH Sole X CLEAR CHANNEL COMM COM 184502102 561215 8950801 SH Sole X CLEVELAND-CLIFFS IRON CO. COM 185896107 2747 148500 SH Sole X CLICK COMMERCE, INC. COM 18681D109 2089 232156 SH Sole X CLICKACTION INC. COM 18681E107 346 168552 SH Sole X CLICK2LEARN, INC. COM 18681S106 98 60700 SH Sole X CLOROX CO. COM 189054109 126145 3726579.4 SH Sole X CLOSURE MEDICAL CORP. COM 189093107 2005 87278 SH Sole X COACH, INC. COM 189754104 13246 348132 SH Sole X COACHMEN INDUSTRIES, INC. COM 189873102 4268 322105 SH Sole X COACTIVE MARKETING COM 189875107 5 2000 SH Sole X COASTAL BANCORP INC COM 19041P105 1272 39808 SH Sole X COBALT CORP. COM 19074W100 1659 237000 SH Sole X COBIZ INC. COM 190897108 507 22300 SH Sole X COCA-COLA BOTTLING CO. COM 191098102 3601 91512 SH Sole X THE COCA-COLA CO. COM 191216100 1790905 39797883 SH Sole X COCA-COLA ENTERPRISES, IN COM 191219104 103843 6351247 SH Sole X CODORUS VALLEY BANCORP COM 192025104 174 11544 SH Sole X COEUR D'ALENE MINES CORP. COM 192108108 269 202300 SH Sole X COGNEX CORP. COM 192422103 16270 480650 SH Sole X COGNITRONICS CORP. COM 192432102 65 10900 SH Sole X COGNIZANT TECHNOLOGY SOL CL A 192446102 7497 176606 SH Sole X COHERENT, INC. COM 192479103 17309 478542 SH Sole X COHESION TECHNOLOGIES COM 19248N101 296 55803 SH Sole X COHU INC. COM 192576106 7988 355000 SH Sole X COINSTAR, INC. COM 19259P300 7841 352400 SH Sole X COLDWATER CREEK INC. COM 193068103 2891 111188 SH Sole X COLE NATL CORP CL A CL A 193290103 1525 103400 SH Sole X KENNETH COLE PRODUCTIONS CL A 193294105 3330 165269 SH Sole X COLLATERAL THERAPEUTICS COM 193921103 259 43200 SH Sole X COLGATE-PALMOLIVE CO. COM 194162103 523398 8872656 SH Sole X COLLAGENEX PHARMACEUTICAL COM 19419B100 5 600 SH Sole X COLLINS & AIKMAN CORP. COM 194830105 4624 745840 SH Sole X COLONIAL BANCGROUP, INC. COM 195493309 19640 1365757 SH Sole X COLONIAL PROPERTIES REIT COM SH BEN INT 195872106 10279 333747 SH Sole X COLORADO MEDTECH, INC. COM 19652U104 329 84700 SH Sole X COLUMBIA BANCORP COM 197227101 791 60600 SH Sole X COLUMBIA BANKING SYSTEM COM 197236102 1719 134726 SH Sole X COLUMBIA LAB COM 197779101 2103 260000 SH Sole X COLUMBIA SPORTSWEAR CO. COM 198516106 9398 184315.5 SH Sole X COLUMBUS MCKINNON CORP. COM 199333105 689 61200 SH Sole X COMFORT SYSTEMS USA COM 199908104 586 161900 SH Sole X COMARCO. INC COM 200080109 833 56181 SH Sole X COMCAST CORP. CLASS A CL A 200300101 45972 1070364 SH Sole X COMCAST CORP. CLASS A SPE CL A SPL 200300200 581866 13407047 SH Sole X COMDIAL CORP. COM NEW 200332302 70 78166 SH Sole X COMDISCO, INC. COM 200336105 1423 1069951 SH Sole X COMERICA, INC. COM 200340107 172976 3003053.32 SH Sole X COMFORCE CORP. COM 20038K109 145 105586 SH Sole X COMM BANCORP, INC. COM 200468106 323 11160 SH Sole X COMMERCE BANCORP, INC. COM 200519106 18022 257089 SH Sole X COMMERCE BANCSHARES, INC. COM 200525103 10128 274485 SH Sole X COMMERCE GROUP, INC. COM 200641108 9857 267934 SH Sole X COMMERCE ONE, INC. COM 200693109 9766 1672210 SH Sole X COMMERCIAL BANK OF NY COM 201462108 573 18200 SH Sole X COMMERCIAL FEDERAL CORP. COM 201647104 18112 784083 SH Sole X COMMERCIAL METALS CO. COM 201723103 6932 216432 SH Sole X COMMERCIAL NET LEASE REIT COM 202218103 8111 569215 SH Sole X COMMONWEALTH BANCORP INC. COM 20268X102 770 43100 SH Sole X COMMONWEALTH INDUSTRIES COM 203004106 465 103700 SH Sole X COMMONWEALTH TELEPHONE COM 203349105 8286 196115 SH Sole X COMMONWEALTH TELE ENT B CL B 203349204 326 7400 SH Sole X COMMSCOPE INC. COM 203372107 13927 592632 SH Sole X COMM. INTELLIGENCE COM 20338K106 229 251600 SH Sole X COMMUNITY BANK SYSTEM, IN COM 203607106 2444 87300 SH Sole X COMMUNITY BANKS, INC. COM 203628102 1484 52054 SH Sole X COMMUNITY CAPITAL CORP. COM 20363C102 231 23110 SH Sole X COMMUNITY HEALTH SYSTEMS COM 203668108 9489 321652 SH Sole X COMMUNICATIONS SYSTEMS, I COM 203900105 391 52100 SH Sole X COMM FIRST BANK COM 203902101 12289 534287 SH Sole X COMMUNITY TRUST BANCORP COM 204149108 3548 147818 SH Sole X COMMUNITY WEST BANCSHARES COM 204157101 32 5150 SH Sole X COMPAQ COMPUTER CORP. COM 204493100 398401 25719883 SH Sole X COMPASS BANCSHARES INC. COM 20449H109 23011 868334 SH Sole X COMPETITIVE TECHNOLOGIES COM 204512107 344 60300 SH Sole X COMPUCOM SYSTEMS, INC. COM 204780100 24 9000 SH Sole X COMPUCREDIT CORP COM 20478N100 2754 249259 SH Sole X COMPUTER ASSOCIATES INTL, COM 204912109 314789 8744150 SH Sole X COMPUTER NETWORK TECH. COM 204925101 3266 307800 SH Sole X COMPUTER LEARNING CENTERS COM 205199102 1 82416 SH Sole X COMPUTER SCIENCES CORP. COM 205363104 92684 2678740 SH Sole X COMPUTER TASK GROUP, INC. COM 205477102 997 273900 SH Sole X COMPUTERIZED THERMAL IMG COM 20557C108 1214 303500 SH Sole X COMPUWARE CORP COM 205638109 78378 5602443 SH Sole X COMPX INTERNATIONAL INC. CL A 20563P101 795 66526 SH Sole X COMSTOCK RESOURCES, INC. COM NEW 205768203 3847 375300 SH Sole X COMVERSE TECHNOLOGY, INC. COM PAR $0.10 205862402 162689 2849199 SH Sole X CONAGRA FOODS, INC. COM 205887102 157298 7940315 SH Sole X COMPUTER HORIZONS CORP. COM 205908106 455 146158 SH Sole X COMSHARE COM 205912108 299 93053 SH Sole X COM21, INC. COM 205937105 240 134282 SH Sole X CONCEPTUS INC. COM 206016107 513 34200 SH Sole X CONCERO, INC. COM 206018103 118 107400 SH Sole X CONCORD CAMERA CORP. COM 206156101 1964 332800 SH Sole X CONCORD COMMUNICATIONS COM 206186108 1832 203600 SH Sole X CONCORD EFS, INC. COM 206197105 203164 3906257 SH Sole X CONCUR TECHNOLOGIES, INC. COM 206708109 105 70700 SH Sole X CONCURRENT COMPUTER CORP COM 206710204 5569 795600 SH Sole X CONDUCTUS, INC. COM 206784100 349 67600 SH Sole X CONE MILLS CORP. COM 206814105 131 101400 SH Sole X CONECTIV, INC. COM 206829103 17573 813559 SH Sole X CONESTOGA ENTERPRISES INC COM 207015108 1111 37600 SH Sole X CONEXANT SYSTEMS, INC. COM 207142100 32480 3629087 SH Sole X CONMED CORP. COM 207410101 7266 278924 SH Sole X CONNECTICUT BANCSHARES COM 207540105 1673 63900 SH Sole X CONNECTICUT WATER SERV., COM 207797101 1767 51119 SH Sole X CONNETICS CORPORATION COM 208192104 2060 271800 SH Sole X CONOCO INC. CL A 208251306 3046 108000 SH Sole X CONOCO INC. CL B 208251405 277253 9593534 SH Sole X CONRAD INDUSTRIES INC. COM 208305102 90 13318 SH Sole X CONSECO CO, INC. COM 208464107 71168 5213798 SH Sole X CONSOL ENERGY, INC. COM 20854P109 7774 307270 SH Sole X CONSOLIDATED EDISON INC. COM 209115104 124715 3133536 SH Sole X CON. FREIGHTWAYS INC.,NEW COM 209232107 2528 282145 SH Sole X CONSOLIDATED GRAPHICS INC COM 209341106 3665 215600 SH Sole X CONS TOMOKA LAND CO.-FL COM 210226106 910 59900 SH Sole X CONSTELLATION BRANDS CL A CL A 21036P108 13660 333172 SH Sole X CONSTELLATION BRANDS CL B CL B 21036P207 510 12750 SH Sole X CONSTELLATION ENERGY GRP COM 210371100 102504 2406195 SH Sole X CONSTELLATION 3D INC COM 210379103 380 67000 SH Sole X CONSUMER PORTFOLIO SVS COM 210502100 310 177200 SH Sole X CONTINENTAL AIRLINES-CL B CL B 210795308 17336 351993 SH Sole X CONTINENTAL MATERIALS COM PAR $0.25 211615307 643 30200 SH Sole X CONVERA CORP. CL A 211919105 825 164900 SH Sole X CONTINUCARE CORP. COM 212172100 22 72600 SH Sole X CONTOUR ENERGY CO COM 21220C103 33 14800 SH Sole X CONVERGYS CORP. COM 212485106 85634 2830865 SH Sole X COOPER CAMERON CORP. COM 216640102 24295 435386 SH Sole X COOPER COS., INC. COM NEW 216648402 13040 253704 SH Sole X COOPER INDUSTRIES, INC. COM 216669101 61460 1552400 SH Sole X COOPER TIRE & RUBBER CO. COM 216831107 20232 1424788 SH Sole X ADOLPH COORS COMPANY CL B 217016104 27435 546738 SH Sole X COORSTEK INC COM 217020106 3431 91500 SH Sole X COPART INC. COM 217204106 22023 752938 SH Sole X COPPER MOUNTAIN NETWORKS COM 217510106 1779 433934 SH Sole X COPYTELE, INC. COM 217721109 92 151000 SH Sole X COR THERAPEUTICS INC COM 217753102 15067 493995 SH Sole X CORILLIAN CORP. COM 218725109 396 99100 SH Sole X CORINTHIAN COLLEGES, INC. COM 218868107 11219 238337 SH Sole X CORIO, INC. COM 218875102 210 167600 SH Sole X CORIXA CORP COM 21887F100 5497 322049 SH Sole X CORN PRODUCTS INT'L WI COM 219023108 17064 533239 SH Sole X CORNERSTONE REALTY COM 21922V102 6785 584882 SH Sole X CONERSTONE INTERNET COM 21923C103 4 108000 SH Sole X CORNING, INC. COM 219350105 235194 14075071 SH Sole X CORPORATE EXECUTIVE BOARD COM 21988R102 15778 375667 SH Sole X CORRECTIONAL SVS. CORP. COM 219921103 350 162982 SH Sole X CORPORATE OFFICE PROP SH BEN INT 22002T108 3271 327144 SH Sole X CORRECTIONAL PROPERTIES COM 22025E104 1353 94998 SH Sole X CORRECTIONS CORP OF AMERI COM NEW 22025Y407 3742 234579 SH Sole X CORRPRO COS. COM 220317101 10 4100 SH Sole X CORTEX PHARMACEUTICALS COM NEW 220524300 2 700 SH Sole X CORUS BANKSHARES INC. COM 220873103 10495 174192 SH Sole X CORVAS INTERNATIONAL, INC COM 221005101 2783 236280 SH Sole X CORVEL CORP. COM 221006109 2849 76488 SH Sole X CORVIS CORP. COM 221009103 5908 1345893 SH Sole X COSINE COMMUNICATIONS COM 221222102 1782 795662 SH Sole X COST PLUS INC/CALIFORNIA COM 221485105 7070 235650 SH Sole X COSTCO WHOLESALE CORP. COM 22160K105 281459 6851473 SH Sole X COSTAR GROUP INC. COM 22160N109 2188 83179 SH Sole X COUNTRYWIDE CREDIT INDUST COM 222372104 100586 2192368 SH Sole X COUSINS PROPERTIES REIT COM 222795106 25045 932775 SH Sole X COVAD COMMUNICATIONS GRP. COM 222814204 1393 1379459 SH Sole X COVALENT GROUP, INC COM 222815102 71 23800 SH Sole X COVANCE, INC. COM 222816100 20001 883056 SH Sole X COVANTA ENERGY CORP. COM 22281N103 12872 697277 SH Sole X COVANSYS CORP COM 22281W103 2502 221444 SH Sole X COVENANT TRANSPORT INC. CL A 22284P105 423 34000 SH Sole X COVENTRY HEALTH CARE INC. COM 222862104 19556 968103 SH Sole X COVEST BANCSHARES INC COM 223032103 659 43000 SH Sole X COVISTA COMMUNICATIONS COM 223574104 335 63880 SH Sole X COX COMMUNICATIONS CL A CL A 224044107 99489 2245800 SH Sole X COX RADIO INC. CL A 224051102 4261 153000 SH Sole X CRAFTMADE INTERNATIONAL COM 22413E104 475 42400 SH Sole X CRAIG CORP. COM 224174102 118 58454 SH Sole X JENNY CRAIG INC. COM 224206102 306 203800 SH Sole X CRANE CO. COM 224399105 28702 925871 SH Sole X CRAWFORD & CO. CLASS B CL B 224633107 7430 412768 SH Sole X CREATIVE HOST SERVICES. COM 22527P102 52 54700 SH Sole X CREDENCE SYSTEMS COM 225302108 14429 595259 SH Sole X CREDIT ACCEPTANCE CORP. COM 225310101 2883 374400 SH Sole X CSFBDIRECT COM CSFBDIRECT 22541L103 443 93200 SH Sole X CREE, INC. COM 225447101 7172 274314 SH Sole X CRESCENT REAL ESTATE REIT COM 225756105 45063 1834066 SH Sole X CRESCENT OPERATING REIT COM 22575M100 214 284860 SH Sole X CRESTLINE CAPITAL CORP. COM 226153104 4906 157891 SH Sole X CRIIMI MAE, INC. REIT COM 226603108 65 104851 SH Sole X CRITICAL PATH, INC. COM 22674V100 264 258982 SH Sole X CROMPTON CORP. COM 227116100 17173 1575468 SH Sole X A. T. CROSS CO. CLASS A CL A 227478104 1235 185710 SH Sole X CROSSMANN COMMUNITIES COM 22764E109 1465 36900 SH Sole X CROSSROADS SYSTEMS, INC. COM 22765D100 1438 221558 SH Sole X CROWN AMERICAN RLTY REIT SH BEN INT 228186102 3942 472075 SH Sole X CROWN CASTLE INT'L. CORP. COM 228227104 13805 841772 SH Sole X CROWN CORK & SEAL CO., IN COM 228255105 3838 1023472 SH Sole X CROWN CRAFTS, INC. COM 228309100 43 164240 SH Sole X CROWN MEDIA HOLDINGS CL A 228411104 3003 161861 SH Sole X CRYOLIFE INC. COM 228903100 11699 285970 SH Sole X CUBIC CORP. COM 229669106 1793 57380 SH Sole X CUBIST PHARMACEUTICALS COM 229678107 12614 331951 SH Sole X CULLEN/FROST BANKERS, INC COM 229899109 14025 414314 SH Sole X CUMMINS INC. COM 231021106 24467 632212 SH Sole X CUMULUS MEDIA INC. CL A 231082108 3699 272400 SH Sole X CURATIVE HEALTH SERVICES COM 231264102 1145 181800 SH Sole X CURIS, INC. COM 231269101 988 204654 SH Sole X CURAGEN CORPPRATION COM 23126R101 6982 191800 SH Sole X CURON MEDICAL INC. COM 231292103 557 278486 SH Sole X CURTISS-WRIGHT CORP. COM 231561101 4344 80897 SH Sole X CYBERGUARD CORP. COM 231910100 146 62255 SH Sole X CYBERIAN OUTPOST, INC. COM 231914102 63 106400 SH Sole X CYBEAR GROUP COM 23243C102 40 85409 SH Sole X CYBER-CARE, INC. COM 23243T105 398 318500 SH Sole X CYBEROPTICS CORP. COM 232517102 106 8650 SH Sole X CYBERSOURCE CORP. COM 23251J106 318 196200 SH Sole X CYBERONICS, INC. COM 23251P102 3144 186045 SH Sole X CYGNUS INC. COM 232560102 5266 513800 SH Sole X CYLINK CORP. COM 232565101 39 67000 SH Sole X CYMER INC. COM 232572107 12599 498171 SH Sole X CYPRESS BIOSCIENCE, INC. COM PAR $.02 232674507 55 19012 SH Sole X CYPRESS COMMUNICATIONS COM 232743104 39 130000 SH Sole X CYPRESS SEMICONDUCTOR COR COM 232806109 20797 871998 SH Sole X CYSIVE, INC. COM 23281T108 664 209359 SH Sole X CYTEC INDUSTRIES INC COM 232820100 21439 564187 SH Sole X CYTOGEN CORP. COM 232824102 3422 633750 SH Sole X CYTRX CORP. COM NEW 232828301 11 10900 SH Sole X CYTOCLONAL PHARMACEUTICS COM 23282G105 719 196852 SH Sole X CYTYC CORP. COM 232946103 22941 995285 SH Sole X DA CONSULTING GROUP, INC. COM 233027101 170 113400 SH Sole X DDI CORP. COM 233162106 9856 492785 SH Sole X DMC STRATEX NETWORKS INC. COM 23322L106 11171 1117085 SH Sole X DPL, INC. COM 233293109 24981 862610 SH Sole X DQE INC. COM 23329J104 14527 645644 SH Sole X DRS TECHNOLOGIES COM 23330X100 1746 76000 SH Sole X D.R. HORTON INC. COM 23331A109 17114 753903 SH Sole X DST SYSTEMS, INC. COM 233326107 50773 963428 SH Sole X DSP GROUP INC COM 23332B106 9187 428284 SH Sole X DTE ENERGY CO. COM 233331107 118073 2542482.644 SH Sole X DT INDUSTRIES INC. COM 23333J108 637 90800 SH Sole X DVI INC. COM 233343102 3017 171400 SH Sole X DAILY JOURNAL CORP.-SC COM 233912104 358 12482 SH Sole X DAISYTEK INTL CORP. COM 234053106 2403 152600 SH Sole X DAKTRONICS INC. COM 234264109 1002 65100 SH Sole X DAL-TILE INTERNATIONAL COM 23426R108 12926 696833 SH Sole X DALEEN TECHNOLOGIES INC COM 23437N104 51 62800 SH Sole X DANA CORP. COM 235811106 50980 2184248 SH Sole X DANAHER CORP. COM 235851102 121733 2173810 SH Sole X DANIELSON HOLDING CORP COM 236274106 1104 248109 SH Sole X DARDEN RESTAURANTS INC. COM 237194105 64103 2297599 SH Sole X DARLING INTERNATIONAL COM 237266101 104 189400 SH Sole X DATA CRITICAL CORP COM 237622105 70 35526 SH Sole X DATA RACE, INC. COM 237842109 13 125400 SH Sole X DATA RETURN CORP. COM 23785M104 295 168812 SH Sole X DATA SYSTEMS & SOFTWARE COM 237887104 390 56500 SH Sole X DATAWATCH CORPORATION COM 237917109 3 6000 SH Sole X DATASCOPE CORP. COM 238113104 9140 198300 SH Sole X DATASTREAM SYSTEMS, INC. COM 238124101 3057 405439 SH Sole X DATRON SYSTEMS INC. COM 238173108 238 15800 SH Sole X DATUM INC. DESIGNS COM 238208102 396 29300 SH Sole X DAVE & BUSTERS COM 23833N104 1111 132069 SH Sole X DAVITA, INC. COM 23918K108 6307 310253 SH Sole X DAVOX CORP. COM 239208101 1553 187150 SH Sole X DEAN FOODS CORP. COM 242361103 17787 442458 SH Sole X DEB SHOPS, INC. COM 242728103 1318 70200 SH Sole X DECODE GENETICS, INC. COM 243586104 3319 269600 SH Sole X DEERE & CO. COM 244199105 131398 3471548 SH Sole X DEL MONTE FOODS CO. COM 24522P103 3657 436384 SH Sole X DELIA*S CORP CL-A CL A 24688Q101 3709 463637 SH Sole X DELL COMPUTER CORP. COM 247025109 1095564 41895391 SH Sole X DELPHI AUTOMOTIVE SYSTEMS COM 247126105 134440 8439414 SH Sole X DELPHI FINANCIAL GROUP CL A 247131105 12777 331879 SH Sole X DELTA & PINE LAND CO COM 247357106 9723 494802 SH Sole X DELTA AIR LINES, INC. COM 247361108 87786 1991517 SH Sole X DELTA APPAREL INC. COM 247368103 204 11890 SH Sole X DELTAGEN, INC. COM 24783R103 1766 196676 SH Sole X DELTIC TIMBER CORP. COM 247850100 3577 124200.0009 SH Sole X DELTEK SYSTEMS, INC. COM 24785A108 633 88900 SH Sole X DELTA WOODSIDE COM 247909104 78 97900 SH Sole X DENBURY RESOURCES COM NEW 247916208 846 90000 SH Sole X DELTA FINANCIAL CORP. COM 247918105 19 52900 SH Sole X DELUXE CORP. COM 248019101 49305 1706062 SH Sole X DENDRITE INTERNATIONAL COM 248239105 4352 580306 SH Sole X DENDREON CORP. COM 24823Q107 1256 75059 SH Sole X DENTSPLY INTERNATIONAL COM 249030107 18051 407011 SH Sole X DEPARTMENT 56 INC. COM 249509100 1425 186300 SH Sole X DESIGNS, INC. COM 25057L102 454 96638 SH Sole X DETWILER, MITCHELL & CO. COM 251464103 9 3179 SH Sole X DEUTSCHE TELEKOM ADR SPONSORED ADR 251566105 26 1145 SH Sole X DEVELOPERS DIVRSFIED REIT COM 251591103 18647 1014551 SH Sole X DEVON ENERGY CORP COM 25179M103 103930 1979626 SH Sole X DEVRY, INC. COM 251893103 17137 474454 SH Sole X DEVX ENERGY INC COM NEW 25189P203 12 1900 SH Sole X DEWOLFE COMPANIES, INC. COM 252115100 138 17700 SH Sole X DIACRIN INC. COM 25243N103 259 136300 SH Sole X DIAGNOSTIC PRODUCTS CORP. COM 252450101 13856 417356 SH Sole X DIAL CORP. COM 25247D101 16828 1180923 SH Sole X DIAMETRICS MEDICAL, INC. COM 252532106 379 135200 SH Sole X DIAMOND HILL INVESTMENT COM 25264R108 1 1000 SH Sole X DIAMOND OFFSHORE DRILLING COM 25271C102 17668 534569 SH Sole X DIAMONDCLUSTER INT'L, INC CL A 25278P106 3432 269589 SH Sole X DIANON SYSTEMS, INC. COM 252826102 1119 24600 SH Sole X DIASYS CORP COM 252838107 16 20800 SH Sole X DICE INC COM 25301P107 100 45700 SH Sole X DIEBOLD, INC. COM 253651103 15645 486634 SH Sole X DIEDRICH COFFEE, INC. COM NEW 253675201 41 10200 SH Sole X DIGENE CORP. COM 253752109 7528 184500 SH Sole X DIGEX, INC. CL A 253756100 2578 198288 SH Sole X DIGI INTERNATIONAL, INC. COM 253798102 2204 252150 SH Sole X DIGIMARC CORP COM 253807101 1350 55900 SH Sole X DIGITAL COURIER TECH COM 253838106 37 127500 SH Sole X DIGITAL LIGHTWAVE, INC. COM 253855100 7659 207218 SH Sole X DIGITAL IMPACT INC COM 25385G106 236 188800 SH Sole X DIGITAL INSIGHT CORP COM 25385P106 5492 248524 SH Sole X DIGITAL RIVER, INC. COM 25388B104 1137 252643 SH Sole X DIGITAS, INC. COM 25388K104 1111 252521 SH Sole X DIGITALTHINK, INC. COM 25388M100 1862 265288 SH Sole X DIGITAL GENERATION SYS. COM 253921100 1824 439595 SH Sole X DIME COMMUNITY BANCSHARES COM 253922108 3215 94776 SH Sole X DILLARDS INC. CL A 254067101 25218 1651478 SH Sole X DIME BANCORP INC.*-NEW COM 25429Q102 32953 884643 SH Sole X DIMON INC. COM 254394109 6863 686320 SH Sole X DIONEX CORP. COM 254546104 9707 291932 SH Sole X DIRECT INSITE CORP COM NEW 25457C207 14 4872 SH Sole X DISCOUNT AUTO PARTS INC. COM 254642101 1476 136000 SH Sole X THE WALT DISNEY CO. COM DISNEY 254687106 929607 32177461 SH Sole X DIRECT FOCUS, INC. COM 254931108 10766 226650 SH Sole X DITECH COMMUNICATIONS COM 25500M103 1603 216033 SH Sole X DIVERSA CORP. COM 255064107 7534 370405 SH Sole X DIVINE INC. CL A 255402109 1691 805023 SH Sole X DOCUCORP INTERNATIONAL COM 255911109 565 156960 SH Sole X DOBSON COMMUNICATIONS CL A 256069105 6311 370158 SH Sole X DOCENT, INC. COM 25608L106 3180 318047 SH Sole X DOCUMENTUM, INC. COM 256159104 4598 355867 SH Sole X DOLE FOOD CO. COM 256605106 11711 614728 SH Sole X DOLLAR GENERAL CORP. COM 256669102 104043 5335514 SH Sole X DOLLAR THRIFTY AUTO. GRP. COM 256743105 8392 349659 SH Sole X DOLLAR TREE STORES INC. COM 256747106 23993 861817 SH Sole X DOMINION RESOURCES, INC. COM 25746U109 221456 3682952 SH Sole X DONALDSON CO., INC. COM 257651109 16245 521521 SH Sole X DONNA KARAN INTERNATIONAL COM 257826107 873 82500 SH Sole X R.R. DONNELLEY & SONS CO. COM 257867101 72727 2448727 SH Sole X DONNELLY CORP. CL A 257870105 1175 82737 SH Sole X DORAL FINANCIAL CORP. COM 25811P100 15514 452308 SH Sole X DOUBLE EAGLE PETROLEUM CO COM PAR $0.10 258570209 105 21004 SH Sole X DOUBLECLICK INC. COM 258609304 6759 484145 SH Sole X DOVER CORP. COM 260003108 113150 3005309 SH Sole X DOVER DOWNS ENTERTAINMENT COM 260086103 2628 170623 SH Sole X DOW CHEMICAL CO. COM 260543103 444201 13359421 SH Sole X DOW JONES & CO., INC. COM 260561105 81417 1363548 SH Sole X DOWNEY FINANCIAL CORP. COM 261018105 18161 384283 SH Sole X THE DRESS BARN, INC. COM 261570105 5913 259915 SH Sole X DREXLER TECHNOLOGY CORP. COM 261876106 1259 104823 SH Sole X DREYER'S GRAND ICE CREAM, COM 261878102 8447 302744 SH Sole X DRIL-QUIP, INC. COM 262037104 3951 183500 SH Sole X DRIVERSSHIELD.COM CORP. COM 262094105 12 9500 SH Sole X DRUGSTORE.COM, INC. COM 262241102 150 132600 SH Sole X DSL.NET, INC. COM 262506108 169 205600 SH Sole X DUPONT (E.I.) DE NEMOURS COM 263534109 758719 15727997 SH Sole X DUANE READE INC. COM 263578106 2600 80000 SH Sole X DUCK HEAD APPAREL CO, INC COM 26410P103 45 9790 SH Sole X DUKE ENERGY CORP COM 264399106 449849 11531644 SH Sole X DUKE REALTY CORP COM NEW 264411505 41675 1677082 SH Sole X DUN & BRADSTREET CORP COM 26483E100 15317 543150 SH Sole X DURA AUTOMOTIVE SYS INC. CL A 265903104 2655 165907 SH Sole X DUPONT PHOTOMASKS INC. COM 26613X101 11377 235800 SH Sole X DURAMED PHARMACEUTICALS COM 266354109 3878 216770 SH Sole X DURECT CORP. COM 266605104 4265 304634 SH Sole X DUSA PHARMACEUTICALS,INC. COM 266898105 1108 77600 SH Sole X DURASWITCH INDUSTRIES INC COM NEW 266905207 339 21900 SH Sole X DUTCHFORK BANCSHARES, INC COM 26704P108 157 7388 SH Sole X DYAX CORP. COM 26746E103 2784 159704 SH Sole X DYCOM INDUSTRIES, INC. COM 267475101 11833 516044 SH Sole X EA ENGR SCIENCE & TECH IN COM 267911105 46 41700 SH Sole X DYNACQ INTERNATIONAL,INC. COM PAR $.001 267919306 388 20200 SH Sole X DYNAMICS RESEARCH CORP. COM 268057106 323 36070 SH Sole X DYNEGY INC. CL A 26816Q101 229086 4926581 SH Sole X EBT INTERNATIONAL, INC. COM 268248101 418 154846 SH Sole X E COM VENTURES INC. COM 26830K106 25 23200 SH Sole X ECHAPMAN.COM, INC. COM 26830Q103 26 11597 SH Sole X EEX CORP. COM NEW 26842V207 1534 567978 SH Sole X EGL, INC. COM 268484102 8947 512428 SH Sole X E-LOAN, INC. COM 26861P107 238 226900 SH Sole X EMC CORP. COM 268648102 1038935 35763693.01 SH Sole X EMCEE BROADCAST PRODUCTS COM 268650108 56 47000 SH Sole X EMS TECHNOLOGIES INC. COM 26873N108 1584 103900 SH Sole X ENSCO INTERNATIONAL, INC. COM 26874Q100 25185 1076281 SH Sole X EOG RESOURCES, INC. COM 26875P101 67498 1898668 SH Sole X E.PIPHANY INC COM 26881V100 5572 548427 SH Sole X EPIQ SYSTEMS, INC. COM 26882D109 1539 59900 SH Sole X ESS TECHNOLOGY INC. COM 269151106 10517 1502442 SH Sole X E.SPIRE COMMUNICATIONS COM 269153102 43 414800 SH Sole X E-STAMP CORP. COM 269154100 27 141700 SH Sole X E*TRADE GROUP, INC. COM 269246104 15827 2453788 SH Sole X E-Z-EM, INC. CLASS A CL A 269305207 279 52700 SH Sole X EAGLE FOOD CENTERS INC COM NEW 269514204 63 22950 SH Sole X EARTHGRAINS CO. W/I COM 270319106 16769 644964 SH Sole X EARTHLINK INC COM 270321102 6934 491779 SH Sole X EARTHSHELL CORP. COM 27032B100 2034 598200 SH Sole X EAST TEXAS FINANCIAL SER. COM 275572105 231 24000 SH Sole X EAST WEST BANCORP, INC. COM 27579R104 8486 314300 SH Sole X EASTERN VIRGINIA BNKSHRS COM 277196101 46 3000 SH Sole X EASTGROUP PROPERTIES REIT COM 277276101 7523 332885 SH Sole X EASTMAN CHEMICAL COM 277432100 58602 1230360 SH Sole X EASTMAN KODAK CO. COM 277461109 210651 4512659 SH Sole X EASYLINK SERVICES CORP. CL A 27784T101 48 86465 SH Sole X EATON CORP. COM 278058102 71029 1013257 SH Sole X EATON VANCE CORP. COM NON VTG 278265103 17890 514080 SH Sole X EBAY INC. COM 278642103 80291 1172307 SH Sole X EBENX INC COM 278668108 187 57100 SH Sole X EBIX.COM INC. COM 278715107 329 172380 SH Sole X ECHELON CORPORATION COM 27874N105 7438 241808 SH Sole X ECHO BAY MINES LTD. COM 278751102 638 651284 SH Sole X ECHOSTAR COMMUNICATIONS CL A 278762109 32033 988060 SH Sole X ECLIPSYS CORP. COM 278856109 14775 525813 SH Sole X ECO SOIL SYSTEMS, INC. COM 278858105 26 136800 SH Sole X ECOLAB, INC. COM 278865100 82083 2003492 SH Sole X ECOLOGY & ENVIRONMENT, IN CL A 278878103 59 6925 SH Sole X ECOLLEGE.COM INC COM 27887E100 201 64100 SH Sole X EDEN BIOSCIENCE CORP. COM 279445100 2003 200509 SH Sole X EDGEWATER TECHNOLOGY INC. COM 280358102 274 78221 SH Sole X EDISON INTERNATIONAL COM 281020107 55686 4994259 SH Sole X EDISON SCHOOLS INC. CL A 281033100 8280 362502 SH Sole X EDO CORP. COM 281347104 2026 127046 SH Sole X EDUCATION MANAGEMENT COM 28139T101 12703 317188 SH Sole X J. D. EDWARDS & CO. COM 281667105 13430 949817 SH Sole X A G EDWARDS & SONS, INC. COM 281760108 28126 625020 SH Sole X EDWARDS LIFESCIENCES CORP COM 28176E108 19886 754399 SH Sole X EFUNDS CORP COM 28224R101 11024 592695 SH Sole X EGAMES, INC. COM 282253103 10 71800 SH Sole X EGAIN COMMUNICATIONS CORP COM 28225C103 443 164668 SH Sole X EGGHEAD.COM, INC. COM 282329101 107 184375 SH Sole X 800 TRAVEL SYSTEMS, INC. COM 282506104 84 85600 SH Sole X EL PASO CORP. COM 28336L109 404547 7699799 SH Sole X EL PASO ELECTRIC CO. COM NEW 283677854 7683 480466 SH Sole X ELANTEC SEMICONDUCTOR COM 284155108 11717 346764 SH Sole X ELASTIC NETWORKS INC. COM 284159100 84 45400 SH Sole X ELCOM INTERNATIONAL COM 284434107 138 82700 SH Sole X ELCOR CORP. COM 284443108 6627 327257 SH Sole X ELEC COMMUNICATIONS CORP. COM 284739109 82 136600 SH Sole X ELECTRIC FUEL CORP COM 284871100 583 229651 SH Sole X ELECTRIC LIGHTWAVE INC. CL A 284895109 33 25300 SH Sole X ELECTRO RENT CORP. COM 285218103 1320 80958 SH Sole X ELECTRO SCIENTIFIC INDS. COM 285229100 16770 440161 SH Sole X ELECTROGLAS, INC. COM 285324109 6466 365300 SH Sole X ELECTRONIC ARTS COM 285512109 57989 1001542 SH Sole X ELECTRONIC DATA SYSTEMS COM 285661104 479758 7676127 SH Sole X ELECTRONIC RETAILING SYS COM 285825105 5 35000 SH Sole X ELECTRONICS BOUTIQUE COM 286045109 2731 86000 SH Sole X ELECTRONICS FOR IMAGING COM 286082102 13480 456940 SH Sole X ELITE INFORMATION GROUP COM 28659M106 489 73500 SH Sole X ELIZABETH ARDEN INC COM 28660G106 2255 92400 SH Sole X PERRY ELLIS INTL. COM 288853104 648 81500 SH Sole X ELOYALTY CORP. COM 290151109 305 305133 SH Sole X EMACHINES, INC. COM 29076P102 90 462600 SH Sole X EMBARCADERO TECHNOLOGIES COM 290787100 3415 153080 SH Sole X EMBREX, INC. COM 290817105 697 44800 SH Sole X EMCORE CORP. COM 290846104 9863 320745 SH Sole X EMCOR GROUP, INC. COM 29084Q100 2646 73200 SH Sole X EMERGE INTERACTIVE, INC. CL A 29088W103 149 128641 SH Sole X EMERGENT INFO TECH, INC. COM 290931104 96 70000 SH Sole X EMERSON ELECTRIC CO. COM 291011104 397797 6575154 SH Sole X EMEX CORPORATION COM 291206100 1936 178400 SH Sole X EMISPHERE TECHNOLOGIES COM 291345106 5782 198916 SH Sole X EMMIS COMMUNICATIONS, INC CL A 291525103 9862 320709 SH Sole X EMPIRE DISTRICT ELECTRIC COM 291641108 4178 201925 SH Sole X EMULEX NEW COM NEW 292475209 15249 377457 SH Sole X EN POINTE TECHNOLOGIES COM 29247F108 77 49300 SH Sole X ENCHIRA BIOTECH CORP. COM 29251Q107 49 53614 SH Sole X ENCOMPASS SERVICES CORP. COM 29255U104 4577 511430 SH Sole X ENCORE ACQUISITION CO. COM 29255W100 606 52720 SH Sole X ENCORE WIRE CORP COM 292562105 1277 107578 SH Sole X ENDO PHARMACEUTICALS COM 29264F205 4061 416541 SH Sole X ENDOCARE, INC. COM 29264P104 1110 69400 SH Sole X ENERGY CONVERSION DEVICES COM 292659109 4738 169200 SH Sole X ENERGEN CORP. COM 29265N108 12995 470828 SH Sole X ENERGY EAST CORP. COM 29266M109 16611 794400 SH Sole X ENERGIZER HOLDINGS, INC. COM 29266R108 17632 768297 SH Sole X ENERGY PARTNERS, LTD. COM 29270U105 2261 168640 SH Sole X ENERGY SEARCH INC. COM 29271T107 11 1294 SH Sole X ENERGY WEST INC COM 29274A105 47 4000 SH Sole X ENGAGE, INC. COM 292827102 578 791710 SH Sole X ENGELHARD CORP. COM 292845104 58967 2286443 SH Sole X ENGINEERED SUPPORT SYSTEM COM 292866100 2486 63444 SH Sole X ENERGYSOUTH, INC. COM 292970100 15 700 SH Sole X ENESCO GROUP INC. COM 292973104 1117 184580 SH Sole X ENHERENT CORP. COM 293313102 5 43300 SH Sole X ENRON CORP. COM 293561106 557705 11381738 SH Sole X ENTEGRIS INC. COM 29362U104 4700 410521 SH Sole X ENTERCOM COMMUNICATIONS CL A 293639100 16440 306668 SH Sole X ENTERGY CORP. COM 29364G103 154339 4020293 SH Sole X ENTERTAINMENT PROPERTIES COM SH BEN INT 29380T105 4028 220725 SH Sole X ENTREMED INC. COM 29382F103 3034 189604 SH Sole X ENTRADE INC. COM 29382L100 2 3000 SH Sole X ENTRAVISION COMMUNICATION CL A 29382R107 3026 245980 SH Sole X ENTRADA NETWORKS, INC. COM NEW 29382Y102 15 20900 SH Sole X ENTRUST INC COM 293848107 3254 459000 SH Sole X ENZON, INC. COM 293904108 11118 177893 SH Sole X ENZO BIOCHEM INC COM 294100102 11815 344454 SH Sole X EPIMMUNE, INC. COM 29425Y101 420 112100 SH Sole X EPLUS INC. COM 294268107 1104 104717 SH Sole X EPICOR SOFTWARE CORP COM 29426L108 450 333208 SH Sole X EPRESENCE, INC. COM 294348107 992 240672 SH Sole X EPRISE CORP. COM 294352109 107 124000 SH Sole X EQUIFAX, INC COM 294429105 86931 2369990 SH Sole X EQUITABLE BANK COM 29444Q105 86 4000 SH Sole X EQUINIX, INC. COM 29444U106 367 342779 SH Sole X EQUITABLE RESOURCES, INC. COM 294549100 19104 573530 SH Sole X EQUITY INNS, INC. REIT COM 294703103 5934 605483 SH Sole X EQUITY OFFICE PROPERTIES COM 294741103 128323 4057004 SH Sole X EQUITY ONE, INC. COM 294752100 1529 136047 SH Sole X EQUIVEST FINANCE, INC. COM NEW 29476H403 87 41275 SH Sole X EQUITY RESIDENTIAL REIT SH BEN INT 29476L107 102102 1805522 SH Sole X ERESEARCH TECHNOLOGY INC. COM 29481V108 335 56750 SH Sole X ERIE INDEMNITY CO.-CL A CL A 29530P102 7112 239073 SH Sole X EROOMSYSTEM TECHNOLOGIES, COM 296016108 8 8100 SH Sole X ESCALADE, INC. COM 296056104 296 12605 SH Sole X ESCO TECHNOLOGIES INC. COM 296315104 1827 60600 SH Sole X ESENJAJ EXPLORATION, INC. COM 296426109 108 27013 SH Sole X ESHARE COMMUNICATIONS,INC COM 296428105 169 135500 SH Sole X ESPEED INC-CL A CL A 296643109 4786 217566 SH Sole X ESPERION THERAPEUTICS COM 29664R106 2451 228000 SH Sole X ESSEX PROPERTY TRUST REIT COM 297178105 16802 339090 SH Sole X ESTERLINE TECHNOLOGIES CO COM 297425100 7857 361254 SH Sole X ETHAN ALLEN INTERIORS INC COM 297602104 14286 439584 SH Sole X ETHYL CORP. COM 297659104 814 602834 SH Sole X EUROWEB INTL CORP COM 298801101 51 61100 SH Sole X EVANS & SUTHERLAND COMP. COM 299096107 504 61997 SH Sole X EVERCEL, INC. COM 299759100 151 45164 SH Sole X EVERGREEN RES INC. COM NO PAR 299900308 6672 175590 SH Sole X EVOLVE SOFTWARE COM 30049P104 72 126210 SH Sole X EXABYTE CORP. COM 300615101 220 229100 SH Sole X EXACT SCIENCES CORP. COM 30063P105 261 18990 SH Sole X EXAR CORP COM 300645108 7082 358417 SH Sole X EXCEL LEGACY CORP COM 300665106 106 51300 SH Sole X EXCEL TECHNOLOGY, INC. COM 30067T103 1585 71800 SH Sole X EXCELON CORP. COM 300691102 325 221100 SH Sole X EXCHANGE APPLICATIONS COM 300867108 132 121800 SH Sole X EXE TECHNOLOGIES, INC. COM 301504106 1611 274872 SH Sole X EXELON CORP. COM 30161N101 303964 4740542 SH Sole X EXELIXIS, INC. COM 30161Q104 6523 343846 SH Sole X EXTENDED SYSTEMS INC. COM 301973103 473 68300 SH Sole X EXIDE CORP. COM 302051107 3235 281321 SH Sole X EXODUS COMMUNICATIONS COM 302088109 4772 2316523 SH Sole X EXPEDIA INC. COM 302125109 10065 215991 SH Sole X EXPEDITORS INT'L OF WASHI COM 302130109 25093 418227 SH Sole X EXPRESS SCRIPTS COM 302182100 31731 576606 SH Sole X EXTENDED STAY AMERICA INC COM 30224P101 13640 909341 SH Sole X EXTENSITY, INC. COM 302255104 2184 216200 SH Sole X EXTREME NETWORKS, INC. COM 30226D106 12517 424296 SH Sole X EXULT INC. COM 302284104 6690 392400 SH Sole X EZCORP, INC. CL A NON VTG 302301106 491 216500 SH Sole X EZENIA! INC. COM 302311105 56 121300 SH Sole X EXXON MOBIL CORP. COM 30231G102 4591828 52568153 SH Sole X F & M BANCORP COM 302367107 3942 132289 SH Sole X F & M NATIONAL CORP. COM 302374103 10628 265688 SH Sole X FBL FINANCIAL GROUP INC. CL A 30239F106 2798 155431 SH Sole X FEI CO. COM 30241L109 11554 281800 SH Sole X FLIR SYSTEMS, INC. COM 302445101 4425 176800 SH Sole X FMC CORP. COM NEW 302491303 37095 541065 SH Sole X FMC TECHNOLOGIES INC. COM 30249U101 506 24500 SH Sole X FNB CORP/NORTH CAROLINA COM 302519103 80 5500 SH Sole X FNB CORP. COM 302520101 7147 242283.5 SH Sole X FNB FINANCIAL SERVICES CO COM 302526108 502 35600 SH Sole X FPIC INSURANCE GROUP,INC. COM 302563101 704 53900 SH Sole X FPL GROUP, INC. COM 302571104 156470 2598735 SH Sole X FSI INTL,INC COM 302633102 4176 331407 SH Sole X FTD.COM INC. CL A 30265F103 278 39200 SH Sole X FYI INC. COM 302712104 7219 176082 SH Sole X FTI CONSULTING INC. COM 302941109 885 40600 SH Sole X FACTORY 2-U STORES, INC. COM 303072102 6251 212976 SH Sole X FACTSET RESEARCH SYSTEMS COM 303075105 15054 421676 SH Sole X FAIR ISSAC & CO. COM 303250104 19540 316080 SH Sole X FAIRCHILD CORP. CL A 303698104 1580 225402 SH Sole X FAIRCHILD SEMICONDUCTOR CL A 303726103 8502 369655 SH Sole X FAIRMARKET, INC. COM 305158107 112 113200 SH Sole X FAMILY DOLLAR STORES, INC COM 307000109 29891 1166251 SH Sole X FAMOUS DAVE'S OF AMERICA COM 307068106 450 46500 SH Sole X FARMER BROTHERS, INC. COM 307675108 2188 9389 SH Sole X FARMERS CAPITAL BANK CORP COM 309562106 1673 41200 SH Sole X FARO TECHNOLOGIES COM 311642102 264 97500 SH Sole X FARREL CORP COM 311667109 2 4000 SH Sole X FASTENAL CO. COM 311900104 18476 298102 SH Sole X FEDDERS CORP. COM 313135105 2037 391745 SH Sole X FEDDERS CORP CLASS A CL A 313135303 364 82838 SH Sole X FEDERAL AGRICULTURAL MTGE CL A 313148108 1397 48926 SH Sole X FEDERAL AGRICULTURAL MORT CL C 313148306 1011 31600 SH Sole X FREDDIE MAC COM 313400301 745234 10646195 SH Sole X FEDERAL-MOGUL CORP. COM 313549107 1095 648133 SH Sole X FANNIE MAE COM 313586109 1394986 16382688 SH Sole X FEDERAL RLTY INVMNTS REIT SH BEN INT NEW 313747206 14452 696810 SH Sole X FEDERAL SIGNAL CORP. COM 313855108 13704 583878 SH Sole X FEDERATED DEPARTMENT COM 31410H101 132194 3110439 SH Sole X FEDERATED INVESTORS, INC. CL B 314211103 17261 536052 SH Sole X FEDEX CORP. COM 31428X106 187432 4662480 SH Sole X FELCOR LODGING TRUST, INC COM 31430F101 28137 1202437 SH Sole X FERRO CORP. COM 315405100 9786 448672 SH Sole X F5 NETWORKS, INC. COM 315616102 3174 180674 SH Sole X FIBERCORE INC. COM 31563B109 2255 346400 SH Sole X FIBERNET TELECOM COM 315653105 40 35800 SH Sole X FIDELITY BANCORP INC. COM 31583B105 752 33700 SH Sole X FIDELITY BANKSHARES INC COM 31604Q107 1079 75000 SH Sole X FIDELITY NATIONAL FIN., I COM 316326107 19075 776339 SH Sole X FIFTH THIRD BANCORP COM 316773100 545361 9081777 SH Sole X FILENET CORP. COM 316869106 9975 674019 SH Sole X FINANCIAL FEDERAL CORP. COM 317492106 5018 173349 SH Sole X FINANCIAL INDUSTRIES CORP COM 317574101 63 5000 SH Sole X FINANCIAL INSTITUTIONS COM 317585404 894 39900 SH Sole X FINISAR CORP. COM 31787A101 13779 737650 SH Sole X FINET.COM, INC. COM PAR $.01 N 317922409 1 1041 SH Sole X FINISH LINE, INC. CL A 317923100 1038 83100 SH Sole X FINOVA GROUP INC. COM 317928109 1143 308825 SH Sole X FIREPOND, INC. COM 318224102 170 152177 SH Sole X FIRST AMERICAN CORP. COM 318522307 19787 1044744.74 SH Sole X FIRST BANCORP/PUERTO RICO COM 318672102 10532 390214 SH Sole X FIRST BANCORP N. CAROLINA COM 318910106 1608 65271 SH Sole X FIRST BANKS AMERICA INC COM 31928N103 93 3900 SH Sole X FIRST BELL BANCORP INC. COM 319301107 587 40200 SH Sole X FIRST BUSEY CORP. COM 319383105 996 46500 SH Sole X FIRST CHARTER CORP. COM 319439105 6399 341257 SH Sole X FIRST CITIZENS BANCSHARES CL A 31946M103 8249 76030 SH Sole X FIRST COMMONWEALTH FINL C COM 319829107 7709 513922 SH Sole X FIRST COMMUNITY BANC COM 31983A103 1203 38500 SH Sole X FIRST CONSULTING GROUP COM 31986R103 2089 290138 SH Sole X FIRST FEDERAL CAPITAL COM 319960100 2370 146324 SH Sole X FIRST DATA CORP. COM 319963104 420093 6538414 SH Sole X FIRST FEDERAL BANCORP COM 319966107 19 3300 SH Sole X FIRST ESSEX BANCORP INC. COM 320103104 1149 46500 SH Sole X FIRST FINANCIAL BANCORP COM 320209109 6369 372913 SH Sole X FIRST FEDERAL BANCSHARES COM 32020F105 557 26778 SH Sole X FIRST FINL BANKSHARES INC COM 32020R109 2544 82063.25 SH Sole X FIRST FINANCIAL CORP/IND COM 320218100 2714 56384 SH Sole X FIRST FINANCIAL HOLDINGS COM 320239106 3225 140231 SH Sole X FIRST HORIZON PHARM COM 32051K106 2344 73020 SH Sole X FRST INDUSTRIAL RLTY REIT COM 32054K103 23502 731924 SH Sole X FIRST INT'L BANCORP, INC COM 32054Q100 934 108600 SH Sole X FIRST INDIANA CORP. COM 32054R108 1564 60082 SH Sole X FIRST KEYSTONE FINANCIAL COM 320655103 462 32700 SH Sole X FIRST OF LONG ISLAND CORP COM 320734106 393 9750 SH Sole X FIRST M&F CORP. COM 320744105 113 4653 SH Sole X FIRST MARINER BANCORP INC COM 320795107 173 26798 SH Sole X FIRST MERCHANTS CORP. COM 320817109 1383 57800 SH Sole X FIRST MIDWEST BANCORP COM 320867104 17661 595635 SH Sole X FIRST MIDWEST FINANCIAL COM 320878101 71 5750 SH Sole X FIRST HEALTH GROUP CORP. COM 320960107 15852 657198 SH Sole X FIRST MUTUAL BANCHSHARES COM 32190E102 446 37144 SH Sole X FIRST NIAGRA FIN GROUP COM 33582U100 1836 118200 SH Sole X FIRST PLACE FIN'L CORP. COM 33610T109 2491 192800 SH Sole X FIRST REPUBLIC BANK COM 336158100 3372 137650 SH Sole X FIRST SENTINEL BANCORP. COM 33640T103 3742 275785 SH Sole X FIRST SOUTHERN BANCSHARES COM 33645B107 10 1600 SH Sole X FIRST SOUTH BANCORP, INC. COM 33646W100 725 26850 SH Sole X FIRST SOURCE CORPORATION COM 336901103 4631 165401 SH Sole X FIRST TENNESSEE NATIONAL COM 337162101 30314 873358 SH Sole X FIRST UNION CORP. COM 337358105 520342 14892451 SH Sole X FIRST UNION REAL ESTATE SH BEN INT 337400105 465 202044 SH Sole X FIRST VIRGINIA BANKS, INC COM 337477103 14816 314432 SH Sole X FIRST VIRTUAL COMM INC COM 337484109 142 157400 SH Sole X THE FIRST YEARS INC. COM 337610109 396 35400 SH Sole X FIRSTCITY FINANCIAL COM 33761X107 4 3000 SH Sole X FIRSTWAVE TECHNOLOGIES COM 33762N108 4 5000 SH Sole X FISERV, INC. COM 337738108 134030 2094877 SH Sole X FISHER COMMUNICATIONS INC COM 337756209 1414 19400 SH Sole X FIRST FEDERAL FINANCIAL COM 337907109 11539 387200 SH Sole X FIRSTMERIT CORP. COM 337915102 15450 585241 SH Sole X FLAGSTAR BANCORP, INC. COM 337930101 1408 67374 SH Sole X FIRSTENERGY CORP. COM 337932107 117797 3662843 SH Sole X FISHER SCIENTIFIC INTL COM NEW 338032204 16646 573987 SH Sole X FLEETBOSTON FIN. CORP COM 339030108 650942 16500434 SH Sole X FLEETWOOD ENTERPRISES INC COM 339099103 7703 547074 SH Sole X FLEMING COS., INC. COM 339130106 20186 565439 SH Sole X FLEXSTEEL INDUSTRY COM 339382103 567 47300 SH Sole X FLORIDA BANKS, INC. COM 340560101 1318 217834 SH Sole X FLORIDA EAST COAST IND CL CL A 340632108 6988 197400 SH Sole X FLORIDA EAST COAST IND. B CL B 340632207 3011 85294.9951 SH Sole X FLORIDA ROCK INDUSTRIES, COM 341140101 12360 263536 SH Sole X FLORSHEIM GROUP INC. COM 343302105 51 58315 SH Sole X FLUOR CORP. COM 343412102 59690 1322031 SH Sole X FLOW INTL CORP. COM 343468104 1281 118600 SH Sole X FLOWERS FOODS, INC. COM 343498101 5392 171991 SH Sole X FLOWSERVE CORP COM 34354P105 14449 469898 SH Sole X FLUSHING FINANCIAL CORP. COM 343873105 2890 120850 SH Sole X FOAMEX INTL, INC COM 344123104 2149 290376 SH Sole X FOCAL COMMUNICATIONS CORP COM 344155106 746 316290 SH Sole X FOOD TECHNOLOGY SERVICE COM 344798103 162 77050 SH Sole X FOODARAMA SUPERMARKETS, I COM 344820105 695 20600 SH Sole X FOOTHILL INDEP BANCORP COM 344905104 19 1488 SH Sole X FOOTSTAR INC COM 344912100 12221 355274 SH Sole X FORD MOTOR COMPANY COM PAR $0.01 345370860 680631 27724273 SH Sole X FOREST CITY ENTERPRISE CL CL A 345550107 11395 207183 SH Sole X FOREST LABORATORIES, INC. COM 345838106 206857 2913484 SH Sole X FOREST OIL CORPORATION COM PAR $0.01 346091705 5642 201486 SH Sole X FORRESTER RESEARCH, INC. COM 346563109 3936 174257 SH Sole X THE FORTRESS GROUP, INC. COM NEW 34956K207 22 14425 SH Sole X FORTUNE BRANDS INC. COM 349631101 93370 2434041 SH Sole X FORWARD AIR CORP. COM 349853101 7152 238799 SH Sole X FOSSIL INC COM 349882100 6855 330380 SH Sole X FOUNDRY NETWORKS INC COM 35063R100 8888 444867 SH Sole X 4 KIDS ENTERTAINMENT INC. COM 350865101 3265 170500 SH Sole X FOX ENTERTAINMENT GRP CL A 35138T107 21650 775993 SH Sole X FRANCHISE FIN OF AMR REIT COM 351807102 26516 1055997 SH Sole X FRANKLIN COVEY CO. COM 353469109 1045 190000 SH Sole X FRANKLIN ELEC INC COM 353514102 3932 51807 SH Sole X FRANKLIN ELECTRPUBL COM 353515109 473 185448 SH Sole X FRANKLIN RESOURCES CORP. COM 354613101 183661 4012688 SH Sole X FRED'S, INC. CL A 356108100 1610 62525 SH Sole X FREEMARKETS INC COM 356602102 6008 300411 SH Sole X FREEPORT-MCMORAN CLASS A CL A 35671D105 2704 269560 SH Sole X FREEPORT-MCMORAN CLASS B CL B 35671D857 27385 2478246 SH Sole X FREMONT GENERAL CORP. COM 357288109 7587 1167268 SH Sole X FRESH CHOICE, INC. COM 358032100 147 49900 SH Sole X FRESH AMERICA CORP. COM 35803R105 37 127100 SH Sole X FRIEDE GOLDMAN HALTER INC COM 358430106 192 436404 SH Sole X FRIEDMAN BILLINGS RAMSEY CL A 358433100 954 136300 SH Sole X FRIEDMAN'S, INC. CLASS A CL A 358438109 760 66100 SH Sole X FRIENDLY ICE CREAM CORP. COM 358497105 755 328218 SH Sole X FRISBY TECHNOLOGIES COM 358743102 14 4300 SH Sole X FRISCH'S RESTAURANTS, INC COM 358748101 608 43934 SH Sole X FRONTIER AIRLINES, INC. COM 359065109 4661 380500 SH Sole X FRONTIER FINANCIAL CORP. COM 35907K105 3889 138900 SH Sole X FRONTIER INSURANCE GROUP, COM 359081106 5 110210 SH Sole X FRONTIER OIL CORP. COM 35914P105 4054 305953 SH Sole X FRONTLINE CAPITAL GROUP COM 35921N101 340 226600 SH Sole X FRONTLINE COMMUNICATIONS COM 35921T108 13 63600 SH Sole X FRONTSTEP INC COM 35921W101 7 2000 SH Sole X FUELCELL ENERGY, INC. COM 35952H106 7658 331674 SH Sole X H. B. FULLER CO. COM 359694106 8469 169711 SH Sole X FULTON FINL CORP. COM 360271100 6629 323989.45 SH Sole X FURNITURE BRANDS INT'L COM 360921100 17419 622104 SH Sole X G & K SERVICES, INC. CL A 361268105 8979 333776 SH Sole X G & L REALTY CORP. COM 361271109 826 61298 SH Sole X GATX CORP. COM 361448103 13077 326122 SH Sole X GBC BANCORP COM 361475106 4200 147100 SH Sole X GC COMPANIES COM 36155Q109 19 35921 SH Sole X GP STRATEGIES CORP. COM 36225V104 37 7900 SH Sole X GPU, INC. COM 36225X100 62340 1773543 SH Sole X GSE SYSTEMS INC. COM 36227K106 1 600 SH Sole X GABELLI ASSET MGT. INC. CL A 36239Y102 1737 42200 SH Sole X GABLES RESIDENTIAL REIT SH BEN INT 362418105 13454 449201 SH Sole X GADZOOKS INC. COM 362553109 1069 81638 SH Sole X GADZOOX NETWORKS, INC. COM 362555104 535 166524 SH Sole X GAIAM, INC. CL A 36268Q103 97 6800 SH Sole X GAINSCO, INC. COM 363127101 263 219107 SH Sole X GALILEO INT'L. COM 363547100 32587 1002662 SH Sole X A.J. GALLAGHER COM 363576109 15152 582769 SH Sole X GALLERY OF HISTORY, INC. COM 363812108 149 47320 SH Sole X GALYAN'S TRADING CO. COM 36458R101 200 9800 SH Sole X GANNETT CO., INC. COM 364730101 257316 3904636 SH Sole X THE GAP, INC. COM 364760108 396181 13661398 SH Sole X GARAN INC. COM 364802108 598 17500 SH Sole X GARDEN FRESH RESTAURANT COM 365235100 815 107200 SH Sole X GARDNER DENVER, INC. COM 365558105 4714 229406 SH Sole X GARTNER INC-CLASS A COM 366651107 8045 731320 SH Sole X GARTNER INC CLASS B CL B 366651206 2733 297087.002 SH Sole X GATEWAY, INC. COM 367626108 80665 4903664 SH Sole X GAYLORD ENTERTAINMENT 'A' COM 367905106 7131 247609.0033 SH Sole X GAYLORD CONTAINER CORP. CL A 368145108 470 448000 SH Sole X GEERLINGS & WADE INC COM 368473104 52 32600 SH Sole X GEMSTAR-TV GUIDE INT'L COM 36866W106 70301 1650262 SH Sole X GENAISSANCE PHARM. COM 36867W105 1213 86400 SH Sole X GENCORP, INC. COM 368682100 8772 685340 SH Sole X GENE LOGIC INC COM 368689105 5901 270700 SH Sole X GENELABS TECHNOLOGIES, IN COM 368706107 1159 562800 SH Sole X GENENCOR INT'L. INC. COM 368709101 5482 344973 SH Sole X GENENTECH INC. COM NEW 368710406 41673 756312 SH Sole X GENERAL BEARING COM 369147103 37 9800 SH Sole X GENERAL BINDING CORP. COM 369154109 1150 108500 SH Sole X GENERAL CABLE CORP. COM 369300108 6986 376591 SH Sole X GENERAL CHEMICAL GROUP COM 369332101 105 248862 SH Sole X GENERAL COMMUNICATION CL A 369385109 7504 620200 SH Sole X GENERAL DATACOMM IND., IN COM 369487103 84 290900 SH Sole X GENERAL DYNAMICS CORP. COM 369550108 233911 3006186 SH Sole X GENERAL ELECTRIC CO. COM 369604103 7774932 159485791 SH Sole X GENERAL GROWTH PROPS REIT COM 370021107 26915 683807 SH Sole X GENERAL MAGIC, INC. COM 370253106 3 3300 SH Sole X GENERAL MILLS, INC. COM 370334104 196106 4479342 SH Sole X GENERAL MOTORS CORP. COM 370442105 529960 8235580 SH Sole X GENERAL MOTORS CORP. CL H CL H NEW 370442832 72834 3596720 SH Sole X GENERAL SEMICONDUCTOR INC COM 370787103 11944 1141845 SH Sole X GENESCO, INC. COM 371532102 11399 339258 SH Sole X GENESEE & WYOMING INC. CL A 371559105 216 11100 SH Sole X GENESISINTERMEDIA INC. COM 37184Y105 4746 253100 SH Sole X GENTEX CORP COM 371901109 17936 643561 SH Sole X GENLYTE GROUP, INC. COM 372302109 3301 106800 SH Sole X GENOME THERAPEUTICS CORP. COM 372430108 4785 322435 SH Sole X GENOMIC SOLUTIONS INC COM 37243R208 59 12096 SH Sole X GENRAD, INC. COM 372447102 2218 369599 SH Sole X GENTA INCORPORATED COM NEW 37245M207 4077 304500 SH Sole X GENSYM CORPORATION COM 37245R107 6 6000 SH Sole X GENTEK INC. COM 37245X104 490 92542 SH Sole X GENUINE PARTS CO. COM 372460105 80582 2558169 SH Sole X GENVEC, INC. COM 37246C109 55 19000 SH Sole X GENZYME TRANSGENICS CORP. COM 37246E105 3433 345400 SH Sole X GENTIVA HEALTH SERVICES COM 37247A102 5032 279576 SH Sole X GENSTAR THERAPEUTICS CORP COM 37248D105 419 56600 SH Sole X GENUITY INC. CL A 37248E103 4383 1404847 SH Sole X GENZYME CORP. COM GENL DIV 372917104 105041 1721988 SH Sole X GENZYME MOLEC. ONCOLOGY COM-MOLECULAR 372917500 2973 219403 SH Sole X GENZYME CORP- GENZYME BIO COM BIOSURGERY 372917708 1339 161921 SH Sole X GEORGIA GULF, CORP. COM PAR $0.01 373200203 7174 462860 SH Sole X GEORGIA-PACIFIC GROUP COM GA PAC GRP 373298108 113278 3346477 SH Sole X GEORGIA PACIFIC TIMBER COM-TIMBER GRP 373298702 21721 607592 SH Sole X GEOWORKS COM 373692102 252 167900 SH Sole X GERBER SCIENTIFIC, INC. COM 373730100 4094 373900 SH Sole X GERMAN AMERICAN BANCORP COM 373865104 1123 70907 SH Sole X GERON CORP. COM 374163103 3388 242034 SH Sole X GETTY IMAGES, INC COM 374276103 9305 354350 SH Sole X GETTY REALTY CORP *NEW* COM 374297109 2793 145770 SH Sole X GIANT INDUSTRIES INC. COM 374508109 840 95459 SH Sole X GIBRALTAR STEEL COM 37476F103 609 31050 SH Sole X GILEAD SCIENCES, INC. COM 375558103 37404 642792 SH Sole X GILLETTE CO. COM 375766102 485368 16742592 SH Sole X GILMAN & CIOCIA INC. COM 375908100 491 168200 SH Sole X GLACIER BANCORP, INC. COM 37637Q105 2024 106508 SH Sole X GLACIER WATER SERVICES COM 376395109 208 22700 SH Sole X P. H. GLATFELTER CO. COM 377316104 5427 380554 SH Sole X GLENAYRE TECHNOLOGIES INC COM 377899109 867 677562 SH Sole X GLENBOROUGH REALTY REIT COM 37803P105 10211 529048 SH Sole X GLIATECH INC. COM 37929C103 379 89200 SH Sole X GLIMCHER REALTY TRST REIT SH BEN INT 379302102 8677 484748 SH Sole X GLOBAL INDUSTRIES LTD. COM 379336100 5540 444255 SH Sole X GLOBAL IMAGING SYSTEMS COM 37934A100 1241 118200 SH Sole X GLOBAL MARINE, INC. COM 379352404 27519 1477112 SH Sole X GLOBAL PAYMENT TECH INC COM 37936S109 230 76300 SH Sole X GLOBAL TELESYSTEMS, INC. COM 37936U104 119 659600 SH Sole X GLOBAL SPORTS, INC. COM 37937A107 1010 126203 SH Sole X GLOBALNET, INC. COM 37940E104 12 14200 SH Sole X GLOBAL EPOINT INC COM 37940U108 16 11600 SH Sole X GLOBAL PAYMENTS INC. COM 37940X102 14479 481027 SH Sole X GLOBAL POWER EQUIPMENT COM 37941P108 1049 35800 SH Sole X GLOBECOMM SYSTEMS, INC. COM 37956X103 371 55300 SH Sole X GLOBESPAN, INC. COM 379571102 7736 529845 SH Sole X GLOBIX CORP COM 37957F101 256 127271 SH Sole X GOLD BANC CORP., INC. COM 379907108 3151 407100 SH Sole X GMX RESOURCES INC. COM 38011M108 194 18520 SH Sole X GO2PHARMACY, INC. COM 380193102 2 2000 SH Sole X GOAMERICA, INC. COM 38020R106 146 69100 SH Sole X GOLDEN ENTERPRISES INC. COM 381010107 288 75900 SH Sole X GOLDEN STATE BANCORP INC COM 381197102 38865 1261849 SH Sole X GOLDEN TELECOM, INC. COM 38122G107 749 53500 SH Sole X GOLDEN WEST FINANCIAL COR COM 381317106 183366 2854393 SH Sole X GOLDMAN SACHS GROUP COM 38141G104 51478 599981 SH Sole X GOOD GUYS, INC. COM 382091106 524 142437 SH Sole X GOODRICH CORP COM 382388106 79698 2098426 SH Sole X GOODYEAR TIRE & RUBBER CO COM 382550101 65626 2343773 SH Sole X GOODY'S FAMILY CLOTHING COM 382588101 1463 364812 SH Sole X GORMAN-RUPP CO. COM 383082104 1745 72425 SH Sole X GOTTSCHALK (E.)& CO., INC COM 383485109 249 75500 SH Sole X GOTO.COM, INC. COM 38348T107 7427 381841 SH Sole X W.R. GRACE & CO. COM 38388F108 861 491796 SH Sole X GRACO, INC. COM 384109104 17437 528380 SH Sole X GRADCO SYSTEMS, INC. COM 384111100 2 6825 SH Sole X W.W. GRAINGER, INC. COM 384802104 60743 1475774 SH Sole X GRANITE CONSTRUCTION CO. COM 387328107 11908 468459 SH Sole X GRANITE STATE BANKSHARES COM 387472103 1606 69830 SH Sole X GRANT PRIDECO, INC. COM 38821G101 15886 908312 SH Sole X GRAPHIC PACKAGING INT'L COM 388690109 378 79600 SH Sole X GRAPHON CORPORATION COM 388707101 401 122000 SH Sole X GRAY COMMUNICATIONS SYSTM COM 389190109 840 44100 SH Sole X GRAY COMMUNICATIONS CL B 389190208 39 2600 SH Sole X GREAT AMERICAN FINANCIAL COM 389915109 3176 176056 SH Sole X GREAT A & P TEA CO., INC. COM 390064103 7630 515514 SH Sole X GREAT LAKES CHEMICAL CORP COM 390568103 23550 763381 SH Sole X GREAT LAKES REIT INC. COM 390752103 4094 224818 SH Sole X GREAT SOUTHERN BANCORP COM 390905107 2130 81080 SH Sole X GREATER BAY BANCORP COM 391648102 13142 526118 SH Sole X GREATER COMMUNITY BANCORP COM 39167M108 282 26263 SH Sole X GREATER DELAWARE SVGS BNK COM 391688108 918 56214 SH Sole X GREEN MOUNTAIN COFFEE INC COM 393122106 630 21100 SH Sole X GREEN MOUNTAIN POWER CORP COM 393154109 1663 104223 SH Sole X GREEN POINT FINANCIAL COM 395384100 35736 930625 SH Sole X GREIF BROS. CORP. CL A CL A 397624107 4923 162200 SH Sole X GREKA ENERGY CORP. COM 397637109 967 88210 SH Sole X GREY GLOBAL GROUP INC. COM 39787M108 4123 6200 SH Sole X GREY WOLF INC. COM 397888108 7594 1898400 SH Sole X GRIC COMMUNICATIONS INC COM 398081109 160 53300 SH Sole X GRIFFIN LAND & NURSERIES CL A 398231100 813 48916 SH Sole X GRIFFON CORP. COM 398433102 3380 307300 SH Sole X GROUP 1 AUTOMOTIVE COM 398905109 6893 232884 SH Sole X GROUP 1 SOFTWARE COM 39943Y103 224 12300 SH Sole X GTECH, INC. COM 400518106 17071 480743 SH Sole X GUARANTY FEDERAL BNCSHS COM 40108P101 453 39700 SH Sole X GUESS ? INC. COM 401617105 2110 314927 SH Sole X GUIDANT CORP. COM 401698105 178869 4968571 SH Sole X GUILFORD MILLS, INC. COM 401794102 234 112875 SH Sole X GUILFORD PHARMACEUTICALS COM 401829106 5634 165700 SH Sole X GUITAR CENTER COM 402040109 1986 94000 SH Sole X GULF ISLAND FABRICATION COM 402307102 1479 102691 SH Sole X GULF WEST BANKS, INC. COM 402582100 190 23193 SH Sole X GULFMARK OFFSHORE, INC. COM 402629109 3144 101900 SH Sole X GUNDLE/SLT ENVIRONMENTAL COM 402809107 351 132600 SH Sole X GYMBOREE INC. COM 403777105 3780 444648 SH Sole X H.T.E., INC. COM 403926108 102 40400 SH Sole X HCA INC COM 404119109 409296 9057236 SH Sole X HCC INSURANCE HOLDINGS COM 404132102 10319 421204 SH Sole X H.D. VEST, INC. COM 404150104 380 18189 SH Sole X HF FINANCIAL CORP. COM 404172108 812 57950 SH Sole X HMG WORLWIDE CORP. COM 404235103 35 55000 SH Sole X HMN FINANCIAL INC. COM 40424G108 1401 81950 SH Sole X HNC SOFTWARE, INC. COM 40425P107 10057 515745 SH Sole X HRPT PROPERTIES TRUST COM SH BEN INT 40426W101 23863 2452564 SH Sole X H POWER CORP. COM 40427A108 3181 327618 SH Sole X HS RESOURCES INC COM 404297103 15617 241001 SH Sole X HA-LO INDUSTRIES, INC. COM 404429102 88 218800 SH Sole X HABERSHAM BANCORP COM 404459109 57 4500 SH Sole X HAEMONETICS CORP. COM 405024100 9713 318462 SH Sole X HAGGAR CORP. COM 405173105 388 37500 SH Sole X HAIN CELESTIAL GROUP, INC COM 405217100 9887 449407 SH Sole X HALL, KINION & ASSOC. COM 406069104 738 91600 SH Sole X HALLIBURTON CO. COM 406216101 244280 6861808 SH Sole X HAMILTON BANCORP, INC. COM 407013101 305 43600 SH Sole X HANCOCK FABRICS, INC. COM 409900107 3054 341186 SH Sole X HANCOCK HOLDING CO. COM 410120109 4162 96900 SH Sole X JOHN HANCOCK FINANCIAL COM 41014S106 171179 4251850 SH Sole X HANDLEMAN CO. COM 410252100 7666 457661 SH Sole X HANDSPRING, INC. COM 410293104 4462 579478 SH Sole X HANGER ORTHOPEDIC GROUP COM NEW 41043F208 82 32100 SH Sole X HANOVER COMPRESSOR CO. COM 410768105 16866 509690 SH Sole X HANOVER DIRECT, INC. COM 410783104 178 613076 SH Sole X HARCOURT GENERAL, INC. COM 41163G101 75077 1290203 SH Sole X HARBOR FLORIDA BANCSHRS COM 411901101 4154 216917 SH Sole X HARKEN ENERGY CORP COM NEW 412552309 135 55120 SH Sole X JOHN H. HARLAND CO. COM 412693103 11750 504287 SH Sole X HARLEY DAVIDSON, INC. COM 412822108 230752 4901275 SH Sole X HARLEYSVILLE GROUP INC. COM 412824104 7033 236400 SH Sole X HARLEYSVILLE NATIONAL COM 412850109 4130 89306 SH Sole X HARMAN INTL. INDS., INC. COM 413086109 18086 474821 SH Sole X HARMONIC, INC. COM 413160102 8084 808430 SH Sole X HARRAH'S ENTERTAINMENT COM 413619107 66887 1894822 SH Sole X HARRIS CORP. COM 413875105 14034 515778 SH Sole X HARRODSBURG FIRST FINL COM 415781103 124 9800 SH Sole X HARSCO CORP. COM 415864107 13443 495520 SH Sole X HARTE-HANKS, INC. COM 416196103 10935 441656 SH Sole X HARTFORD FINL SVCS GRP COM 416515104 242987 3552444 SH Sole X HARVARD BIOSCIENCE INC COM 416906105 706 64000 SH Sole X HARTMARX CORP. COM 417119104 790 314900 SH Sole X HASBRO, INC. COM 418056107 38959 2696122 SH Sole X HATHAWAY CORPORATION COM 419011101 267 71160 SH Sole X HAVERTY FURNITURE COM 419596101 1319 88200 SH Sole X HAWAIIAN ELECTRIC IND. IN COM 419870100 15660 409936 SH Sole X HAWK CORPORATION CL A 420089104 149 24000 SH Sole X HAWTHORNE FINANCIAL CORP. COM 420542102 1017 56044 SH Sole X HAYES LEMMERZ INTL., INC. COM 420781106 1224 191260 SH Sole X HEARME COM 421903105 34 82100 SH Sole X HEALTHCARE SERVICES GROUP COM 421906108 724 101914 SH Sole X HEALTH CARE PROP. INVESTO COM 421915109 7908 229881 SH Sole X HEALTHSOUTH CORP. COM 421924101 101161 6334441 SH Sole X HEALTH MANGEMENT ASSOC. C CL A 421933102 39948 1898659 SH Sole X HEALTHCARE REALTY TRUST COM 421946104 9994 380019 SH Sole X HEARTLAND TECH., INC. COM 421979105 4 15500 SH Sole X HEADWAY CORPORATE RESRCES COM 422101105 174 174000 SH Sole X HEADWATERS INC. COM 42210P102 3757 234800 SH Sole X HEALTH CARE REIT INC COM 42217K106 5961 251000 SH Sole X HEALTHAXIS, INC. COM 42219D100 142 111500 SH Sole X HEALTH MGT SYS INC COM 42219M100 199 100250 SH Sole X HEALTHEXTRAS INC COM 422211102 521 55000 SH Sole X HEALTHCARE.COM INC. COM 42221Y100 831 181900 SH Sole X HEALTH NET INC. COM 42222G108 15437 887203 SH Sole X HEARST ARGLY TELEVISION COM 422317107 6802 340108 SH Sole X HEARTLAND EXPRESS INC COM 422347104 8854 388326 SH Sole X HECLA MINING CO. COM 422704106 345 299900 SH Sole X HECTOR COMMUNICATIONS COR COM 422730101 1140 89748 SH Sole X HEICO CORP. COM 422806109 3064 159562 SH Sole X HEICO CORP. CLASS A CL A 422806208 1188 66176 SH Sole X HEIDRICK & STRUGGLES COM 422819102 5883 289374 SH Sole X H.J. HEINZ CO. COM 423074103 224350 5486669 SH Sole X HELIX TECHNOLOGY CORPORAT COM 423319102 11771 386204 SH Sole X HELLER FINANCIAL, INC. CL A 423328103 12133 303330 SH Sole X HELMERICH & PAYNE, INC. COM 423452101 10578 341345 SH Sole X HEMISPHERX BIOPHARAMA INC COM 42366C103 611 85500 SH Sole X JACK HENRY & ASSOCIATES COM 426281101 18561 598757 SH Sole X HERBALIFE INTL CL A CL A 426908208 1416 141733 SH Sole X HERBALIFE INTL CL B CL B 426908307 562 64267 SH Sole X HERCULES, INC. COM 427056106 20063 1775445 SH Sole X HERITAGE FINANCIAL CORP. COM 42722X106 1141 107200 SH Sole X HERSHEY FOODS CORP. COM 427866108 133275 2159691 SH Sole X HEWLETT-PACKARD CO. COM 428236103 847665 29638619 SH Sole X HEXCEL CORP. COM 428291108 4167 326800 SH Sole X HI/FN, INC. COM 428358105 1724 113922 SH Sole X HIBBETT SPORTING GOODS COM 428565105 1723 46500 SH Sole X HIBERNIA CORP. CLASS A CL A 428656102 25314 1422118 SH Sole X HICKORY TECH CORP. COM 429060106 1909 119300 SH Sole X HIGH PLAINS CORP. COM 429701105 685 161097 SH Sole X HIGH SPEED ACCESS CORP. COM 42979U102 215 179400 SH Sole X HIGHLANDS INSURANCE GROUP COM 431032101 545 112284 SH Sole X HIGHWOOD PROPERTIES REIT COM 431284108 30094 1129220 SH Sole X HILB, ROGAL & HAMILTON CO COM 431294107 7406 169290 SH Sole X HILLENBRAND INDUSTRIES, I COM 431573104 24202 423778 SH Sole X HILTON HOTELS CORP. COM 432848109 65422 5639849 SH Sole X HISPANIC BROADCASTING CL A 43357B104 21939 764703 SH Sole X HOENIG GROUP INC. COM 434396107 1379 124800 SH Sole X HOLLINGER INTERNATIONAL CL A 435569108 5384 391561 SH Sole X HOLLY CORP. COM PAR $0.01 435758305 3558 96804 SH Sole X HOLLYWOOD CASINO CORP. CL A 436132203 2292 291956 SH Sole X HOLLYWOOD ENTERTAINMENT COM 436141105 5166 610636 SH Sole X HOLLYWOOD MEDIA CORP. COM 436233100 280 62300 SH Sole X HOLOGIC, INC. COM 436440101 1226 180332 SH Sole X HOME DEPOT, INC. COM 437076102 1740700 37394202 SH Sole X HOME PRODUCTS INTL INC COM 437305105 182 63320 SH Sole X HOME PROP OF NY COM 437306103 11838 393280 SH Sole X HOMEBASE INC. COM 43738E108 624 180761 SH Sole X HOMESTAKE MINING CO COM 437614100 34500 4451623 SH Sole X HOMESTORE.COM, INC. COM 437852106 17916 512485 SH Sole X HON INDUSTRIES, INC. COM 438092108 12526 517183 SH Sole X HONEYWELL INTERNATIONAL COM 438516106 426074 12177031 SH Sole X HOOPER HOLMES COM 439104100 8867 865112 SH Sole X HOOVER'S INC. COM 439321100 335 70600 SH Sole X HOPFED BANCORP, INC. COM 439734104 370 30200 SH Sole X HORIZON PHARMACIES, INC. COM 439902107 25 58800 SH Sole X HORIZON MEDICAL PRODUCTS COM 439903105 35 28200 SH Sole X HORACE MANN EDUCATORS COR COM 440327104 11334 525962 SH Sole X HORIZON FINANCIAL CORP. COM 44041F105 855 80692 SH Sole X HORIZON GROUP PROPERTIES COM 44041U102 20 7925 SH Sole X HORIZON OFFSHORE COM 44043J105 2525 187012 SH Sole X HORIZON ORGANIC HOLDING COM 44043T103 786 82300 SH Sole X HORMEL FOODS CORP. COM 440452100 22885 940206 SH Sole X HOSPITALITY PROPS REIT COM SH BEN INT 44106M102 21858 766932 SH Sole X HOST MARRIOTT CORP. REIT COM 44107P104 38977 3113168 SH Sole X HOT TOPIC, INC. COM 441339108 11236 361300 SH Sole X HOTEL RESERVATIONS NETW. CL A 441451101 3139 67465 SH Sole X HOTELWORKS.COM INC. COM 441473105 30 84800 SH Sole X HOTJOBS.COM, LTD COM 441474103 3351 372300 SH Sole X HOUGHTON MIFFLIN CO. COM 441560109 12535 209165 SH Sole X HOUSEHOLD INTERNATIONAL COM 441815107 465390 6977360 SH Sole X HOUSTON EXPLORATION CO. COM 442120101 5368 171780 SH Sole X HOVNANIAN ENTERPRISES CL. CL A 442487203 2246 154800 SH Sole X HOWELL CORP COM 443051107 517 45378 SH Sole X HUBBELL INC. CLASS A CL A 443510102 227 8100 SH Sole X HUBBELL INC. CLASS B CL B 443510201 11370 392055 SH Sole X HUDSON CITY BANCORP, INC. COM 443683107 9341 404560 SH Sole X HUDSON RIVER BANCORP. COM 444128102 2962 163661 SH Sole X HUDSON TECHNOLOGIES INC. COM 444144109 12 5600 SH Sole X HUDSON UNITED BANCORP COM 444165104 17891 701608 SH Sole X HUFFY CORP. COM 444356109 578 60000 SH Sole X HUGHES SUPPLY, INC. COM 444482103 7910 334466 SH Sole X HUGOTON ROYALTY TRUST UNIT BEN INT 444717102 883 70300 SH Sole X HUMANA, INC. COM 444859102 25387 2577394 SH Sole X HUMAN GENOME SCIENCES INC COM 444903108 30179 500898 SH Sole X HUMP HREY HOSPITALITY COM 445467103 625 184376 SH Sole X HUNT CORP. COM 445591100 446 68600 SH Sole X J. B. HUNT TRANSPORT SERV COM 445658107 6437 352542 SH Sole X HUNTCO INC CL-A CL A 445661101 223 307100 SH Sole X HUNTINGTON BANCSHARES,INC COM 446150104 61440 3757812 SH Sole X HUTCHINSON TECHNOLOGY, IN COM 448407106 8205 430700 SH Sole X HUTTIG BUILDING PRODUCTS COM 448451104 859 169526.0045 SH Sole X HYCOR BIOMEDICAL INC. COM 448623108 300 45052 SH Sole X HYDRILL CO. COM 448774109 2915 128000 SH Sole X ICN PHARMACEUTICALS COM 448924100 17340 546665 SH Sole X IDT CORP. COM 448947101 2647 196100 SH Sole X IDT CORP CL B CL B 448947309 2453 223000 SH Sole X HYPERCOM CORP. COM 44913M105 14 3000 SH Sole X HYPERFEED TECHNOLOGIES COM 44913S102 291 137300 SH Sole X HYPERION SOLUTIONS CORP COM 44914M104 7361 490750 SH Sole X HYSEQ, INC. COM 449163302 1970 171300 SH Sole X IBP, INC. COM 449223106 22631 896283 SH Sole X ICH CORPORATION COM NEW 44926L300 15 3520 SH Sole X ICO, INC. COM 449293109 39 14700 SH Sole X ICOS CORP. COM 449295104 17076 266810 SH Sole X ICT GROUP, INC. COM 44929Y101 1380 79300 SH Sole X ICU MEDICAL INC. COM 44930G107 1135 27500 SH Sole X IDEC PHARMACEUTICALS COM 449370105 70501 1041529 SH Sole X I.D. SYSTEMS, INC. COM 449489103 731 128608 SH Sole X IDX SYSTEMS CORP. COM 449491109 3365 224323 SH Sole X IEC ELECTRONICS CORP. COM 44949L105 48 39900 SH Sole X IGEN INTERNATIONAL, INC. COM 449536101 4748 182600 SH Sole X IGI, INC. COM 449575109 51 92300 SH Sole X IHOP CORP. COM 449623107 9451 351987 SH Sole X ILX RESORTS INC COM NEW 449661503 8 1890 SH Sole X IMC GLOBAL INC. COM 449669100 13194 1293543 SH Sole X IMCO RECYCLING, INC. COM 449681105 1156 162800 SH Sole X I-MANY, INC. COM 44973Q103 2936 217500 SH Sole X INT MEDIA GROUP INC COM 44979N104 352 88080 SH Sole X I-LINK INC. COM 449927102 124 238500 SH Sole X IMS HEALTH INCORPORATED COM 449934108 134374 4714877 SH Sole X IRT PROPERTY CO. REIT COM 450058102 7155 657057 SH Sole X I-STAT CORP. COM 450312103 2326 157814 SH Sole X ITC DELTACOM INC. COM 45031T104 2282 570421 SH Sole X ISTAR FINANCIAL INC. COM 45031U101 9119 323364 SH Sole X ISTA PHARMACEUTICALS COM 45031X105 544 167500 SH Sole X ITLA CAPITAL CORPORATION COM 450565106 713 39600 SH Sole X ITT EDUCATIONAL SERVICES COM 45068B109 14975 332783 SH Sole X ITXC CORP. COM 45069F109 1750 249983 SH Sole X IVAX DIAGNOSTICS, INC. COM 45070W109 33 6800 SH Sole X IXL ENTERPRISES, INC. COM 450718101 290 239700 SH Sole X IXIA COM 45071R109 7643 402255 SH Sole X IBASIS, INC. COM 450732102 1757 351337 SH Sole X IBEAM BROADCASTING CORP. COM 45073P101 138 353715 SH Sole X IBERIABANK CORP. COM 450828108 789 26700 SH Sole X ITT INDUSTRIES, INC. COM 450911102 68474 1547434 SH Sole X IDACORP INC COM 451107106 9546 273668 SH Sole X IDEX CORP. COM 45167R104 13597 399911 SH Sole X IDEXX LABORATORIES CORP. COM 45168D104 16840 538872 SH Sole X IGATE CAPITAL CORP. COM 45169U105 1315 263500 SH Sole X IKON OFFICE SOLUTIONS COM 451713101 12335 1258697 SH Sole X IKOS SYSTEMS INC COM NEW 451716203 518 70394 SH Sole X IDENTIX INC COM 451906101 2254 360700 SH Sole X ILEX ONCOLOGY, INC. COM 451923106 5880 196668 SH Sole X IL FORNAIO AMERICA COM 451926109 825 71722 SH Sole X ILLINOIS TOOL WORKS, INC. COM 452308109 288158 4552259 SH Sole X ILLUMINA, INC. COM 452327109 2315 196514 SH Sole X ILLUMINET HOLDINGS COM 452334105 8862 281770 SH Sole X IMAGE ENTMT INC COM NEW 452439201 431 130500 SH Sole X IMATION CORP COM 45245A107 11325 449386 SH Sole X IMAGEWARE SYSTEMS, INC. COM 45245S108 12 2500 SH Sole X IMCLONE SYSTEMS, INC. COM 45245W109 13287 251650 SH Sole X IMANAGE, INC. COM 45245Y105 798 218700 SH Sole X IMMMERSION CORP. COM 452521107 387 55300 SH Sole X IMMUCOR INC. COM 452526106 410 120625 SH Sole X IMMUNEX CORP. COM 452528102 38190 2151538 SH Sole X IMMUNE RESPONSE COM 45252T106 2310 486400 SH Sole X IMMUNOGEN, INC. COM 45253H101 9238 461888 SH Sole X IMPATH INC. COM 45255G101 10298 232462 SH Sole X IMPCO TECHNOLOGIES INC COM 45255W106 3089 87370 SH Sole X IMPAX LABORATIORIES COM 45256B101 1111 91100 SH Sole X IMPERIAL CRED COM 452729106 274 238200 SH Sole X IMATRON INC. COM 452906100 764 381800 SH Sole X IMMUNOMEDICS, INC. COM 452907108 11512 537923 SH Sole X IMPERIAL TOBACCO GR ADR SPONSORED ADR 453142101 2609 110100 SH Sole X IMPRESO, INC. COM 45320V109 72 38100 SH Sole X IMPROVENET, INC. COM 45321E106 21 60000 SH Sole X IMPSAT FIBER NETWORKS COM 45321T103 175 87500 SH Sole X IMRGLOBAL CORP. COM 45321W106 3774 345300 SH Sole X INAMED CORP. COM 453235103 5013 205038 SH Sole X INCO LTD. COM 453258402 40094 2322929 SH Sole X INCYTE GENOMICS, INC. COM 45337C102 18537 755989 SH Sole X INDEPENDENCE COMMUNITY BK COM 453414104 11089 561739 SH Sole X INDEPENDENT BANK CORP. COM 453836108 5278 267400 SH Sole X INDEPENDENT BANK CORP. COM 453838104 1994 81230 SH Sole X INDUS INTERNATIONAL COM 45578L100 907 111900 SH Sole X INDUSTRI-MATEMATIK INTL COM 455792101 50 27000 SH Sole X INDUSTRIAL DISTRIB. GRP COM 456061100 149 69200 SH Sole X INDUSTRIAL HOLDINGS, INC. COM 456160100 3 1796 SH Sole X INDYMAC BANCORP INC. COM 456607100 20467 763682 SH Sole X INET TECHNOLOGIES COM 45662V105 1760 214940 SH Sole X INFINITY, INC. COM PAR $.0001 45663L403 423 39000 SH Sole X INFOCROSSING, INC. COM 45664X109 188 35200 SH Sole X INFOCURE CORP. COM 45665A108 431 181138 SH Sole X INFOCUS CORP. COM 45665B106 9680 474720 SH Sole X INFOGRAMES, INC. COM 45665T107 1597 210100 SH Sole X INFORMATICA CORPORATION COM 45666Q102 5011 288659 SH Sole X INFONET SERVICES CORP CL B 45666T106 10457 1230194 SH Sole X INFORMATION ARCHITECTS COM 45669R107 126 99979 SH Sole X INFORMATION HOLDINGS INC. COM 456727106 9005 278800 SH Sole X INFORMIX CORP. COM 456779107 20284 3473245 SH Sole X INFORMAX, INC. COM 45677N205 294 41100 SH Sole X INFORTE CORP. COM 45677R107 932 76200 SH Sole X INFOSPACE, INC. COM 45678T102 8912 2320736 SH Sole X INFOUSA INC. COM 456818301 1843 307116 SH Sole X INGERSOLL-RAND CO COM 456866102 101115 2454240 SH Sole X INFORMATION RESOURCES, IN COM 456905108 5668 548209 SH Sole X INGLES MARKETS CL A 457030104 672 54600 SH Sole X INGRAM MICRO, INC. CL A 457153104 4269 294611 SH Sole X INHALE THERAPEUTIC COM 457191104 4463 194058 SH Sole X INKINE PHARMACUETICAL CO. COM 457214104 1457 297418 SH Sole X INKTOMI CORP. COM 457277101 9787 1020549 SH Sole X INLAND RESOURCES INC. COM PAR $.001 457469302 1 500 SH Sole X INNOVEX, INC. COM 457647105 321 87400 SH Sole X INNOVATIVE GAMING CORP. A COM 45764F107 27 20050 SH Sole X INPUT/OUTPUT, INC. COM 457652105 10063 792400 SH Sole X INSCI-STATEMENTS.COM CORP COM 45765T106 26 89800 SH Sole X INSIGHT ENTERPRISES INC. COM 45765U103 13070 533465 SH Sole X INSIGNIA SYSTEMS, INC. COM 45765Y105 192 29000 SH Sole X INSILCO HOLDING CORP. COM 457661106 12 488 SH Sole X INSITUFORM TECHNOLOGIES-C CL A 457667103 15220 416999 SH Sole X INSMED INCORPORATED COM NEW 457669208 2550 283680 SH Sole X INNOVATIVE MEDICAL SVCS COM 45766R109 24 7000 SH Sole X INSIGNIA FINANCIAL GROUP COM 45767A105 3138 257178 SH Sole X INNOTRAC CORP. COM 45767M109 547 72872 SH Sole X INSIGHT COMMUNICATIONS CL A 45768V108 5175 207014 SH Sole X INSILICON CORP. COM 45769H108 262 57700 SH Sole X INNOVATIVE SOLUTIONS COM 45769N105 544 37800 SH Sole X INRANGE TECHNOLOGIES CL B 45769V206 4487 292300 SH Sole X INNKEEPERS USA TRUST REIT COM 4576J0104 7278 607482 SH Sole X INSIGHTFUL CORP COM 45770X100 23 8400 SH Sole X INSPIRE INSURANCE SOL COM 457732105 74 90750 SH Sole X INSPIRE PHARMACEUTICALS COM 457733103 1777 126900 SH Sole X INSTINET GROUP INC. COM 457750107 3862 207180 SH Sole X INSURANCE AUTO AUCTIONS,I COM 457875102 4205 247332 SH Sole X INTEGRATED MEASUREMENT COM 457923100 555 25300 SH Sole X INTEGRA LIFESCIENCES COM NEW 457985208 844 39000 SH Sole X INSWEB CORP. COM 45809K103 96 122600 SH Sole X INTEGRAL SYSTEMS INC. COM 45810H107 2136 88513 SH Sole X INTEGRAMED AMERICA, INC. COM NEW 45810N302 13 2147 SH Sole X INTEGRATED DEVICE TECH.,I COM 458118106 26738 843725 SH Sole X INTEGRATED ELECTRICAL SV COM 45811E103 3106 318600 SH Sole X INTERGRAL VISION, INC. COM 45811H106 14 80300 SH Sole X INTERGRATED CIRCUIT SYS COM 45811K208 8978 467603 SH Sole X INTEGRA INC COM 45811M105 19 27500 SH Sole X INTEGRATED SILICON SOLTNS COM 45812P107 3999 287700 SH Sole X INTEL CORP. COM 458140100 3160219 108041662 SH Sole X INTEGRA BANK CORP. COM 45814P105 3573 144266 SH Sole X INTELIDATA TECH. CORP. COM 45814T107 2441 413700 SH Sole X INTEGRATED TELECOM EXPRES COM 45817U101 458 224466 SH Sole X INTER-TEL INC COM 458372109 4605 386635 SH Sole X INTERACTIVE INTELLIGENCE COM 45839M103 622 56500 SH Sole X INTERACTIVE DATA CORP COM 45840J107 5374 597155 SH Sole X THE INTERCEPT GROUP, INC. COM 45845L107 5436 143057 SH Sole X INTERDENT INC. COM 45865R109 23 61274 SH Sole X INTERFACE, INC. CL A 458665106 6461 861500 SH Sole X INTERDIGITAL COMMCORP. COM 45866A105 6950 524491 SH Sole X INTERGRAPH CORP. COM 458683109 9749 633077 SH Sole X INTERLEUKIN GENETICS COM 458738101 492 187700 SH Sole X INTERLIANT INC. COM 458742103 122 221800 SH Sole X INTERLINK ELECTRONICS INC COM 458751104 473 58350 SH Sole X INTERLOGIX, INC. COM 458763109 4837 132529 SH Sole X INTERMAGNETICS GENERAL COM 458771102 7278 224615 SH Sole X INTERMEDIA COMMUNICATIONS COM 458801107 8212 551156 SH Sole X INTERMET CORP. COM 45881K104 1840 325700 SH Sole X INTERMUNE INC. COM 45884X103 10204 286461 SH Sole X INTERNAP NETWORK SERVICES COM 45885A102 4029 1232020 SH Sole X INTL ASSETS HOLDING CORP COM 459028106 5 2395 SH Sole X INTERNATIONAL BANCSHARES COM 459044103 5974 142234.5 SH Sole X INT'L BUSINESS COM 459200101 3172739 28077340 SH Sole X INTERNATIONAL FLAV. AND F COM 459506101 38081 1515374 SH Sole X INTERNATIONAL FIBERCOM COM 45950T101 558 223300 SH Sole X INTERNATIONAL GAME TECH. COM 459902102 36792 587825 SH Sole X INTERNATIONAL MULTIFOODS COM 460043102 6359 306450 SH Sole X INTERNATIONAL PAPER CO. COM 460146103 254504 7128970.47 SH Sole X INTERNATIONAL RECTIFIER C COM 460254105 20357 596976 SH Sole X INT'L SHIPHOLDING CORP. COM NEW 460321201 210 21975 SH Sole X INTL SPEEDWAY CORP. CL A 460335201 15115 359881 SH Sole X INTL SPECIALTY PRODUCTS COM 460337108 3032 286021 SH Sole X INTERNEURON PHARM COM 460573108 6734 793200 SH Sole X INTERNET AMERICA COM 46058Y109 40 66200 SH Sole X INTERNET CAPITAL GROUP COM 46059C106 3803 1901400 SH Sole X INTERNET PICTURES CORP. COM 46059S101 37 149623 SH Sole X INTERNET SECURITY SYS,INC COM 46060X107 7809 160802 SH Sole X INTERNET COMMERCE INC. COM 46061G103 28 172700 SH Sole X INTERPOOL, INC. COM 46062R108 3921 249750 SH Sole X INTERPORE INTERNATIONAL COM 46062W107 436 88000 SH Sole X INTERPUBLIC GROUP OF COS, COM 460690100 173447 5909609 SH Sole X INTERSIL CORP CL A 46069S109 9249 254081 SH Sole X INTERSTATE BAKERIES CORP. COM 46072H108 8363 522694 SH Sole X INTERSTATE HOTELS CORP COM 46088R108 48 17161 SH Sole X INTRANET SOLUTIONS, INC. COM NEW 460939309 9256 243261 SH Sole X INTERTAN, INC. COM 461120107 2736 195450 SH Sole X INTERTRUST TECHNOLOGIES COM 46113Q109 827 689295 SH Sole X INTERVOICE-BRITE, INC. COM 461142101 6786 616950 SH Sole X INTERWOVEN, INC. COM 46114T102 9892 585299 SH Sole X INTIMATE BRANDS INC. CL A 461156101 27655 1835105 SH Sole X INTRABIOTICS PHARM. COM 46116T100 429 296200 SH Sole X INTRADO INC COM 46117A100 1995 116200 SH Sole X INTRAWARE, INC. COM 46118M103 139 120100 SH Sole X INTUIT COM 461202103 139849 3497091 SH Sole X INVACARE CORP. COM 461203101 13407 347054 SH Sole X INTUITIVE SURGICAL, INC. COM 46120E107 4416 326900 SH Sole X INVERNESS MEDICAL TECH COM 461268104 8928 241300 SH Sole X INVESTMENT TECHNOLOGY COM 46145F105 12802 254560 SH Sole X INVESTORS CAPITAL HLDGS COM 46147M108 450 127724 SH Sole X INVESTORS REAL ESTATE SH BEN INT 461730103 2672 303606 SH Sole X INVESTORS TITLE CO COM 461804106 373 24600 SH Sole X INVISION TECHNOLOGIES INC COM 461851107 906 235200 SH Sole X INVITROGEN CORP COM 46185R100 15292 212980 SH Sole X INVESTORS FINANCIAL SVCS COM 461915100 16093 240201 SH Sole X IOMEGA CORP. COM 462030107 7465 3123339 SH Sole X IONA TECHNOLOGIES PLC ADR SPONSORED ADR 46206P109 130 3389 SH Sole X IONICS, INC. COM 462218108 7861 249563 SH Sole X IPRINT TECHNOLOGIES INC COM 462628108 20 30600 SH Sole X IRON MOUNTAIN INC. COM 462846106 9304 207491 SH Sole X IRWIN FINL CORP COM 464119106 4276 170008 SH Sole X ISCO, INC. COM 464268101 420 56059 SH Sole X ISIS PHARMACEUTICALS INC. COM 464330109 5055 407971 SH Sole X ISLE OF CAPRI CASINOS COM 464592104 1012 107700 SH Sole X ISOMET CORP COM 464893106 9 1300 SH Sole X IT GROUP, INC. COM 465266104 1599 251754 SH Sole X I3 MOBILE, INC. COM 465713105 482 166285 SH Sole X ITRON, INC. COM 465741106 3750 197686 SH Sole X I2 TECHNOLOGIES, INC COM 465754109 32742 1653639 SH Sole X IVAX CORP. COM 465823102 79292 2033137.68 SH Sole X IVEX PACKAGING CORP COM 465855104 3040 160000 SH Sole X IVILLAGE INC. COM 46588H105 239 164727.8 SH Sole X JDN REALTY CORP. REIT COM 465917102 8936 666891 SH Sole X IXYS CORPORATION COM 46600W106 2788 178750 SH Sole X J & J SNACK FOODS CORP. COM 466032109 2592 117000 SH Sole X JDS UNIPHASE CORP. COM 46612J101 247971 19837677 SH Sole X JDA SOFTWARE GROUP, INC. COM 46612K108 3868 232867 SH Sole X J. JILL GROUP, INC. COM 466189107 2791 137812 SH Sole X JLG INDUSTRIES, INC. COM 466210101 8319 673608 SH Sole X JLM INDUSTRIES, INC. COM 46621D103 295 113558 SH Sole X JNI CORP. COM 46622G105 3401 242896 SH Sole X J NET ENTERPRISES, INC COM 46622V102 558 138176 SH Sole X JP REALTY, INC. REIT COM 46624A106 6590 268978 SH Sole X JP MORGAN CHASE & CO COM 46625H100 1351267 30297470 SH Sole X J2 GLOBAL COMMUNICATIONS COM NEW 46626E205 287 69100 SH Sole X JABIL CIRCUIT INC. COM 466313103 89653 2905150 SH Sole X JACK IN THE BOX INC. COM 466367109 15731 602734 SH Sole X JACKSONVILLE BANCORP, INC COM 469248108 23 1218 SH Sole X JACOBS ENGINE GRP COM 469814107 14578 223479 SH Sole X JACOBSON STORES INC. COM 469834105 397 116854 SH Sole X JADE FINANCIAL CORP COM 469882104 70 5200 SH Sole X JAKKS PACIFIC, INC. COM 47012E106 4907 262400 SH Sole X JEFFRIES GROUP, INC. COM 472319102 12323 380337 SH Sole X JEFFERSON-PILOT CORP. COM 475070108 108901 2253738 SH Sole X JO-ANN STORES INC. CL A CL A 47758P109 693 171040 SH Sole X JOHN NUVEEN CO-CL A CL A 478035108 7570 133634 SH Sole X JOHNSON & JOHNSON COM 478160104 2465505 49310091.58 SH Sole X JOHNSON CONTROLS, INC. COM 478366107 101290 1397677 SH Sole X JONES APPARREL COM 480074103 45427 1051551 SH Sole X JONES LANG LASALLE INC. COM 48020Q107 4064 307900 SH Sole X JOS. A. BANK COM 480838101 168 33870 SH Sole X JOURNAL REGISTER CO. COM 481138105 5700 354058 SH Sole X JUNIPER NETWORKS INC COM 48203R104 41021 1318994 SH Sole X JUNO LIGHTING INC COM NEW 482047206 159 15496 SH Sole X JUNO ONLINE SERVICES, INC COM 482048105 238 163900 SH Sole X JUPITER MEDIA METRIX INC. COM 48206U104 174 134991 SH Sole X KCS ENERGY INC. COM 482434206 2128 322477 SH Sole X KFX INC. COM 48245L107 551 207750 SH Sole X KLA-TENCOR CORP. COM 482480100 183591 3139914 SH Sole X KMART CORP. COM 482584109 92472 8062095 SH Sole X KPMG CONSULTING INC. COM 48265R109 11756 765887 SH Sole X K-SWISS CL A 482686102 3130 129704 SH Sole X K2 INC. COM 482732104 3708 324371 SH Sole X K-V PHARMACEUTICAL CO CL CL B CONV 482740107 3677 109775 SH Sole X KV PHARMACEUTICAL CLASS A CL A 482740206 3828 137928 SH Sole X KAISER ALUMINUM CORP. COM 483007100 2202 553238 SH Sole X KAISER VENTURES INC. COM 483100103 473 36800 SH Sole X KAMAN CORP. CLASS A CL A 483548103 5708 322500 SH Sole X KANA SOFTWARE, INC COM 483600102 2052 1006107.8 SH Sole X KANEB SERVICES INC COM 484170105 2160 294684 SH Sole X KANSAS CITY LIFE INS. CO. COM 484836101 2873 71824 SH Sole X KANSAS CITY POWER & LIGHT COM 485134100 11094 451912 SH Sole X KANSAS CITY SOUTHERN COM NEW 485170302 13139 831585 SH Sole X KATY INDUSTRIES, INC. COM 486026107 283 59800 SH Sole X KAYDON CORP. COM 486587108 9322 363419 SH Sole X KEANE, INC. COM 486665102 15649 711324 SH Sole X KB HOME COM 48666K109 25594 848325 SH Sole X KEITHLEY INSTRUMENTS, INC COM 487584104 4886 229382 SH Sole X KELLOGG CO. COM 487836108 185524 6397368 SH Sole X KELLSTROM INDUSTRIES COM 488035106 186 96300 SH Sole X KELLWOOD CO. COM 488044108 7340 317750 SH Sole X KELLY SERVICES, INC. CLAS CL A 488152208 7843 323438 SH Sole X KEMET CORP. COM 488360108 14928 753583 SH Sole X KENDLE INTERNATIONAL COM 48880L107 3052 152300 SH Sole X KENNAMETAL, INC. COM 489170100 14065 381169 SH Sole X KENSEY NASH CORP. COM 490057106 2023 120836 SH Sole X KENTUCKY FIRST BANCORP COM 491290102 144 11600 SH Sole X KERR-MCGEE CORP. COM 492386107 97482 1470986 SH Sole X KERYX BIOPHARMACEUTICALS COM 492515101 1808 170700 SH Sole X KEY ENERGY SERVICES, INC. COM 492914106 9743 898800 SH Sole X KEY PRODUCTION CO. COM 493138101 4033 242251 SH Sole X KEY TRONIC CORP. COM 493144109 345 167700 SH Sole X KEYCORP COM 493267108 169660 6512873 SH Sole X KEY3MEDIA GROUP INC. COM 49326R104 4242 365400 SH Sole X KEYNOTE SYSTEMS INCE COM 493308100 3125 285425 SH Sole X KEYSPAN CORP. COM 49337W100 78494 2151687 SH Sole X KEYSTONE CONS. IND., INC. COM 493422109 195 114909 SH Sole X KEYSTONE PROPERTY TRUST COM 493596100 432 32300 SH Sole X KFORCE INC. COM 493732101 2082 320266 SH Sole X KIMBALL INT'L., INC. CL B CL B 494274103 6780 374600 SH Sole X KILROY REALTY CORP. COM 49427F108 13350 458779 SH Sole X KIMBERLY-CLARK CORP COM 494368103 477956 8550190 SH Sole X KIMCO REALTY CORP. REIT COM 49446R109 39230 828520 SH Sole X KINDER MORGAN, INC. COM 49455P101 91158 1814090 SH Sole X KINDER MORGAN MGMT LLC SHS 49455U100 3043 44426 SH Sole X KING PHARMACEUTICALS, INC COM 495582108 150525 2800467 SH Sole X KIRBY CORP. COM 497266106 6310 256000 SH Sole X KLAMATH FIRST BANCORP INC COM 49842P103 654 44400 SH Sole X KNAPE AND VOGT MANUFACTUR COM 498782101 530 41868 SH Sole X KNIGHT RIDDER COM 499040103 70059 1181440 SH Sole X KNIGHT TRADING GROUP,INC. COM 499063105 6762 632522 SH Sole X KNIGHT TRANSPORTATION COM 499064103 3942 191846 SH Sole X THE KNOT, INC. COM 499184109 8 17900 SH Sole X KOALA CORP. COM 499866101 316 79000 SH Sole X KOGER EQUITY, INC. REIT COM 500228101 9202 557701 SH Sole X KOHLS CORP COM 500255104 336667 5366920 SH Sole X KOMAG, INC. COM 500453105 174 528709 SH Sole X KONOVER PROPERTY TRUST COM 50047R100 672 225500 SH Sole X KOPIN CORP COM 500600101 10250 844350 SH Sole X KORN/FERRY INT'L COM NEW 500643200 7169 462500 SH Sole X KOS PHARMACEUTICALS INC. COM 500648100 1059 26800 SH Sole X KOSAN BIOSCIENCES COM 50064W107 503 65300 SH Sole X KOSS CORPORATION COM 500692108 50 1600 SH Sole X KRAFT FOODS INC. CL A 50075N104 20383 657500 SH Sole X KRAMONT REALTY TRUST COM SH BEN INT 50075Q107 5089 372006 SH Sole X KRISPY KREME DOUGHNUTS COM 501014104 8247 206174 SH Sole X KROGER CO. COM 501044101 334723 13388938 SH Sole X THE KROLL-O'GARA CO. COM 501050108 3552 375463 SH Sole X KRONOS INC. COM 501052104 9764 238444 SH Sole X KULICKE & SOFFA IND., INC COM 501242101 13390 780332 SH Sole X LCA-VISION INC. COM NEW 501803209 991 396232 SH Sole X LCC INTERNATIONAL CL A CL A 501810105 592 89500 SH Sole X LNR PROPERTY CORP. COM 501940100 8134 232409 SH Sole X LMI AEROSPACE, INC. COM 502079106 326 81800 SH Sole X LSB BANCSHARES INC. COM 502158108 304 22100 SH Sole X LSI LOGIC CORP. COM 502161102 104178 5541372 SH Sole X LSI INDUSTRIES, INC. COM 50216C108 2116 90445 SH Sole X LTC PROPERTIES, INC. COM 502175102 368 80800 SH Sole X LTX CORP. COM 502392103 16470 644360 SH Sole X L-3 COMMUNICATIONS CORP. COM 502424104 20382 267129 SH Sole X LA JOLLA PHARM CO COM 503459109 1594 155508 SH Sole X LA QUINTA PROPERTIES INC PAIRED CTF 50419Q409 6373 1230216 SH Sole X LA-Z-BOY INCORPORATED COM 505336107 15642 845511 SH Sole X LABOR READY INC. COM NEW 505401208 3766 718752 SH Sole X LABONE, INC. COM 50540L105 512 75900 SH Sole X LABORATORY CORP. AMERICA COM NEW 50540R409 23961 311582 SH Sole X LABRANCHE & CO. INC. COM 505447102 13433 463203 SH Sole X LACLEDE GAS CO. COM 505588103 5497 216400 SH Sole X LADISH CO., INC. COM NEW 505754200 582 43500 SH Sole X LAFARGE CORP. COM 505862102 13677 408146 SH Sole X LAKELAND BANCORP, INC. COM 511637100 950 52500 SH Sole X LAKES GAMING INC COM 51206P109 447 60410 SH Sole X LAM RESEARCH CORP COM 512807108 34185 1152945 SH Sole X LAMAR ADVERTISING CO. CL A 512815101 14693 333932 SH Sole X LANCASTER COLONY CORP. COM 513847103 13625 413124 SH Sole X LANCE, INC. COM 514606102 4936 365666 SH Sole X LANCER CORP-TEXAS COM 514614106 369 58087 SH Sole X LANDAIR CORP COM 514757103 14 2500 SH Sole X LANDEC CORP. COM 514766104 23 5800 SH Sole X LANDAUER, INC. COM 51476K103 2559 85300 SH Sole X LANDMARK BANCSHARE, INC. COM 514928100 409 22300 SH Sole X LANDAMERICA FINANCIAL GRP COM 514936103 12177 382330 SH Sole X LANDMARK SYSTEMS CORP COM 51506S100 484 131100 SH Sole X LANDS END, INC. COM 515086106 11140 277455 SH Sole X LANDRY'S RESTAURANT INC COM 51508L103 5020 295300 SH Sole X LANDSTAR SYSTEM COM 515098101 10356 152249 SH Sole X LANTE CORP. COM 516540101 111 152100 SH Sole X LANTRONIX, INC. COM 516548104 1965 190790 SH Sole X LANVISION SYSTEMS, INC. COM 516555109 19 13400 SH Sole X LARGE SCALE BIOLOGY CORP. COM 517053104 1223 172190 SH Sole X LARSCOM, INC. CL A 51729Y108 198 100600 SH Sole X LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 5223 293090 SH Sole X LASER MORTGAGE MANAGEMENT COM 51806D100 779 195166 SH Sole X LASER VISION CENTERS, INC COM 51807H100 887 334902 SH Sole X LATITUDE COMMUNICATIONS, COM 518292107 528 263800 SH Sole X LATTICE SEMICON COM 518415104 17879 732750 SH Sole X ESTEE LAUDER COS. CLASS A CL A 518439104 23846 553268 SH Sole X LAUNCH MEDIA, INC. COM 518567102 86 94400 SH Sole X LAWRENCE SAVINGS BANK COM 520341108 1126 86348 SH Sole X LAWSON PRODUCTS, INC. COM 520776105 3456 117950 SH Sole X LAYNE CHRISTENSEN CO. COM 521050104 841 98992 SH Sole X LAZARE KAPLAN INTERNAT'L COM 521078105 390 75066 SH Sole X LEAP WIRELESS INTL, INC. COM 521863100 8655 285639 SH Sole X LEAPNET, INC. COM NEW 521864207 38 34636.2 SH Sole X LEAR CORP. COM 521865105 20370 583666 SH Sole X LEARNING TREE INTL. COM 522015106 4938 215060 SH Sole X LECHTERS CORP. COM 523238103 22 293000 SH Sole X LECROY CORP COM 52324W109 1859 73000 SH Sole X LECTEC CORP. COM 523251106 13 5783 SH Sole X LEE ENTERPRISES, INCORPOR COM 523768109 17920 543030 SH Sole X LEEDS FEDERAL BANKSHARES COM 524226107 81 5156 SH Sole X LEGATO SYSTEMS INC. COM 524651106 17574 1101804 SH Sole X LEGGETT & PLATT, INC. COM 524660107 63807 2896368 SH Sole X LEGG MASON INC. COM 524901105 24580 493971 SH Sole X LEHMAN BROTHERS HOLDINGS COM 524908100 308501 3967856 SH Sole X LENDINGTREE, INC. COM 52602Q105 1779 279200 SH Sole X LENNAR CORP COM 526057104 18888 452949 SH Sole X LENNOX INTERNATIONAL INC. COM 526107107 9153 835907 SH Sole X LEUCADIA NATIONAL CORP. COM 527288104 14077 433800 SH Sole X LEVEL 8 SYSTEMS COM 52729M102 500 105800 SH Sole X LEVEL 3 COMMUNICATIONS COM 52729N100 8453 1539642 SH Sole X LEXAR MEDIA, INC. COM 52886P104 592 372169 SH Sole X LEXENT INC. COM 52886Q102 2201 254779 SH Sole X LEXICON GENETICS INC. COM 528872104 4324 345945 SH Sole X LEXINGTON CORPORATE PROP. COM 529043101 3921 253439 SH Sole X LEXMARK INTERNATIONAL,INC CL A 529771107 140564 2090175 SH Sole X LIBBEY, INC. COM 529898108 9038 227594 SH Sole X LIBERATE TECHNOLOGIES COM 530129105 10926 997853 SH Sole X LIBERTE INVESTORS, INC. COM 530154103 217 51400 SH Sole X LIBERTY CORP. COM 530370105 7017 175435 SH Sole X LIBERTY DIGITAL INC. CL A CL A 530436104 1234 202552 SH Sole X LIBERTY FINANCIAL COS. COM 530512102 6144 189341 SH Sole X LIBERTY HOMES, INC. CL A 530582204 450 84900 SH Sole X LIBERTY LIVEWIRE COP. CL A 530709104 222 25400 SH Sole X LIBERTY PROPERTY TST REIT SH BEN INT 531172104 26673 901129 SH Sole X LIBERTY SATELLITE CLASS A CL A 531182103 622 243887 SH Sole X LIBERTY SATELLITE CLASS B CL B 531182202 1 420 SH Sole X LIFE FINANCIAL CORP COM NEW 53184P200 43 13966.4 SH Sole X LIFEWAY FOODS, INC. COM 531914109 158 21530 SH Sole X LIFECELL CORP. COM 531927101 332 154200 SH Sole X LIFECORE BIOMEDIC INC COM 532187101 436 87200 SH Sole X LIFELINE SYS COM 532192101 1369 69274 SH Sole X LIFEPOINT HOSPITALS, INC. COM 53219L109 23810 537715.0071 SH Sole X LIGAND PHARM. - CLASS B CL B 53220K207 3432 303700 SH Sole X LIFEMINDERS, INC. COM 53220Q105 181 114569 SH Sole X LIGHTBRIDGE, INC. COM 532226107 5453 281093 SH Sole X LIGHTPATH TECHNOLOGIES CL A 532257102 1594 179106 SH Sole X LIGHTSPAN INC. COM 53226T103 179 143076 SH Sole X LILLIAN VERNON CORP. COM 532430105 327 46300 SH Sole X ELI LILLY & CO. COM 532457108 1321775 17861821 SH Sole X THE LIMITED, INC. COM 532716107 104883 6348822 SH Sole X LINCARE HOLDINGS, INC. COM 532791100 23770 792084 SH Sole X LINCOLN ELECTRIC CO. COM 533900106 8600 337252 SH Sole X LINCOLN NATIONAL CORP. COM 534187109 144076 2784069 SH Sole X LINDSAY MANUFACTURING CO. COM 535555106 3524 185482 SH Sole X LINEAR TECHNOLOGY, INC. COM 535678106 226775 5128341 SH Sole X LINENS 'N THINGS INC. COM 535679104 16060 587832 SH Sole X LIQUI-BOX CORP. COM 536314107 592 15200 SH Sole X LIQUID AUDIO, INC. COM 53631T102 389 131824 SH Sole X LITHIA MOTORS, INC. CL A 536797103 494 29400 SH Sole X LITRONIC INC. COM 537004103 260 94400 SH Sole X LITTELFUSE, INC. COM 537008104 5237 195500 SH Sole X LIZ CLAIBORNE, INC. COM 539320101 50107 993196 SH Sole X LO-JACK CORP. COM 539451104 550 96200 SH Sole X LOCAL FINANCIAL CORP. COM 539553107 1620 125600 SH Sole X LOCKHEED MARTIN CORP. COM 539830109 244151 6589775 SH Sole X LODGENET ENTERTAINMENT COM 540211109 905 51700 SH Sole X LOEWS CORP. COM 540424108 196388 3048084 SH Sole X LONE STAR STEAKHOUSE COM 542307103 3894 299786 SH Sole X LONE STAR TECHNOLOGIES COM 542312103 11764 324967 SH Sole X LONGS DRUG STORES, INC. COM 543162101 9215 427593 SH Sole X LONGVIEW FIBER COMPANY COM 543213102 7799 633039 SH Sole X LOOKSMART, LTD. COM 543442107 500 475995 SH Sole X LOUDCLOUD, INC. COM 545735102 1209 397600 SH Sole X LOUDEYE TECHNOLOGIES COM 545754103 230 153100 SH Sole X LOUIS DREYFUS NATURAL GAS COM 546011107 11537 331044 SH Sole X LOUISIANA-PACIFIC CORP. COM 546347105 24984 2129883 SH Sole X LOWE'S COS., INC. COM 548661107 454213 6260685 SH Sole X LOWRANCE ELECTRONICS, INC COM 548900109 63 22807 SH Sole X LUBRIZOL CORP. COM 549271104 11691 376522 SH Sole X LUBY'S, INC. COM 549282101 3769 384959 SH Sole X LUCENT TECHNOLOGIES, INC. COM 549463107 316412 51034235 SH Sole X LUFKIN INDUSTRIES COM 549764108 718 26000 SH Sole X LUMINANT WORLDWIDE CORP COM 550260103 85 103400 SH Sole X LUMINEX CORP. COM 55027E102 3972 198700 SH Sole X LUMINENT, INC. COM 55027R103 3071 731100 SH Sole X LYDALL, INC. COM 550819106 3064 255344 SH Sole X LYNCH CORP COM 551137102 76 2600 SH Sole X LYNCH INTERACTIVE CORP, COM 551146103 643 10200 SH Sole X LYNX THERAPEUTIC COM NEW 551812308 933 136351 SH Sole X WILLIAM LYON HOMES COM 552074106 1062 85100 SH Sole X LYONDELL CHEMICAL CO. COM 552078107 18538 1205301 SH Sole X M&F WORLDWIDE CORP. COM 552541104 755 195979 SH Sole X M & T BANK CORPORATION COM 55261F104 53566 709478 SH Sole X MAF BANCORP, INC. COM 55261R108 10446 340274 SH Sole X MAI SYSTEMS CORP COM 552620205 75 150575 SH Sole X MBIA, INC. COM 55262C100 124185 2230329 SH Sole X MBNA CORP. COM 55262L100 422336 12817478 SH Sole X MB FINANCIAL INC. COM 55263D107 694 26700 SH Sole X MAII HOLDINGS INC COM 55265B109 19 5810 SH Sole X MDC HOLDINGS, INC. COM 552676108 11407 322224 SH Sole X MDU RESOURCES GROUP, INC. COM 552690109 15482 489305 SH Sole X MCSI,INC. COM 55270M108 1697 112000 SH Sole X MEMC ELECTRONIC MATERIALS COM 552715104 3745 489524 SH Sole X MFB CORP. COM 55272D106 246 12000 SH Sole X MGIC INVESTMENT CORP. COM 552848103 145988 2009743 SH Sole X MGI PHARMA, INC. COM 552880106 3192 255362 SH Sole X MGM MIRAGE, INC. COM 552953101 20867 696486 SH Sole X M/I SCHOTTENSTEIN HOMES COM 55305B101 1114 28200 SH Sole X MKS INSTRUMENTS COM 55306N104 7265 252243 SH Sole X MPW INDUSTRIAL SERVICES COM 553444100 79 63200 SH Sole X MRV COMMUNICATIONS INC. COM 553477100 6575 703161 SH Sole X MRO SOFTWARE INC COM 55347W105 5215 330050 SH Sole X MSC IND. DIRECT CLASS A CL A 553530106 6107 350995 SH Sole X MSC.SOFTWARE CORP. COM 553531104 2430 129600 SH Sole X M S CARRIERS INC. COM 553533100 3427 111600 SH Sole X MTR GAMING GROUP INC. COM 553769100 2353 174300 SH Sole X MTS SYSTEMS CORP. COM 553777103 2927 212228 SH Sole X MTI TECHNOLOGY CORP. COM 553903105 444 217714 SH Sole X MACDERMID, INC. COM 554273102 7773 431831 SH Sole X THE MACERICH CO. REIT COM 554382101 14940 602434 SH Sole X MACK-CALI REALTY CORP. COM 554489104 21306 748109 SH Sole X MACROCHEM CORPORATION COM 555903103 897 101000 SH Sole X MACROVISION COM 555904101 23083 336981 SH Sole X MACROMEDIA COM 556100105 12251 680594 SH Sole X STEVEN MADDEN, LTD. COM 556269108 884 48400 SH Sole X MADISON GAS & ELECTRIC CO COM 557497104 4117 148109 SH Sole X MAGELLAN HEALTH SERVICES COM 559079108 4073 318200 SH Sole X MAGELLAN PETROLEUM CORP COM 559091301 24 22000 SH Sole X MAGNA ENTERTAINMENT CL A 559211107 669 104700 SH Sole X MAGNATEK COM 559424106 4227 338149 SH Sole X MAGNUM HUNTER RESOURCES COM PAR $0.002 55972F203 3835 430900 SH Sole X MAGNUM SPORTS & ENTERTAIN COM 55972X105 5 6200 SH Sole X MAIN STREET BANCORP COM 559906102 370 33182 SH Sole X MAIL-WELL INC. COM 560321200 1904 448000 SH Sole X MAIN STREET BANKS, INC. COM 56034R102 819 46300 SH Sole X MAINE PUBLIC SERVICE CO. COM 560483109 1028 35744 SH Sole X MAJOR AUTOMOTIVE CO. INC COM 560775108 56 18630 SH Sole X MALAN REALTY INVESTORS COM 561063108 5 600 SH Sole X MGT NETWORK GROUP INC COM 561693102 1322 216800 SH Sole X MANDALAY RESORT GROUP COM 562567107 14542 530748 SH Sole X MANHATTAN ASSOCIATES COM 562750109 9668 243229 SH Sole X MANITOWOC COMPANY INC. COM 563571108 9499 321994 SH Sole X MANOR CARE, INC. COM 564055101 49442 1557235 SH Sole X MANPOWER INC. COM 56418H100 18109 605637 SH Sole X MNFCTRD HOME COMMUNS REIT COM 564682102 11088 394594 SH Sole X MAPICS INC. COM 564910107 1206 201000 SH Sole X MANUFACTURERS' SERVICES COM 565005105 1449 243600 SH Sole X MANUGISTICS GROUP INC. COM 565011103 6269 249764 SH Sole X MAPINFO CORPORATION COM 565105103 4533 206050 SH Sole X MARCUS CORP. COM 566330106 4425 317200 SH Sole X MARIMBA INC. COM 56781Q109 205 97300 SH Sole X MARINE DRILLING CO INC COM PAR $0.01 568240204 9623 503579 SH Sole X MARINE PRODUCTS CORP. COM 568427108 413 97132 SH Sole X MARKEL CORP. (HOLDING CO) COM 570535104 8288 42179 SH Sole X MARKETING SPECIALIST CORP COM 57060R107 12 518200 SH Sole X MARKETWATCH.COM, INC. COM 570619106 299 120988 SH Sole X MARSH & MCLENNAN, INC. COM 571748102 443249 4388602 SH Sole X MARSHALL & ILSLEY CORP. COM 571834100 41995 779125 SH Sole X MARRIOTT INTL CL A CL A 571903202 172339 3640445 SH Sole X MARTEK BIOSCIENCES CORP. COM 572901106 6226 218441 SH Sole X MARTHA STEWART LIVING CL A 573083102 2400 103911 SH Sole X MARTIN MARIETTA MATERIALS COM 573284106 17681 357271 SH Sole X MARVEL ENTERPRISES, INC. COM 57383M108 252 82652 SH Sole X MASCO CORP. COM 574599106 169471 6789711 SH Sole X MASSBANK CORP. COM 576152102 870 22600 SH Sole X MASSEY ENERGY COMPANY COM 576206106 15943 806844 SH Sole X MASTEC INC. COM 576323109 5578 422573 SH Sole X MATERIAL SCIENCES CO COM 576674105 1583 160250 SH Sole X MATRIA HEALTHCARE INC. COM NEW 576817209 1304 82819 SH Sole X MATRITECH INC. COM 576818108 3 1000 SH Sole X MATRIX BANCORP, INC. COM 576819106 471 45200 SH Sole X MATRIX PHARMACEUTICAL INC COM 576844104 1536 147300 SH Sole X MATRIXONE, INC. COM 57685P304 10014 431818 SH Sole X MATTEL, INC. COM 577081102 130811 6913913 SH Sole X MATTHEWS INT'L. CL A 577128101 7075 160909 SH Sole X MATTSON TECH. COM 577223100 4788 273900 SH Sole X MAUI LAND & PINEAPPLE COM COM 577345101 261 10200 SH Sole X MAXTOR CORP. COM NEW 577729205 5926 1128818 SH Sole X MAXIM INTEGRATED PROD., I COM 57772K101 233982 5292523.45 SH Sole X MAXIM PHARMACEUTICALS INC COM 57772M107 1712 271315 SH Sole X MAXWELL TECHNOLOGIES INC. COM 577767106 1929 86500 SH Sole X MAXYGEN COM 577776107 5447 280790 SH Sole X MAY DEPARTMENT STORES CO. COM 577778103 170379 4973132 SH Sole X MAXICARE HEALTH PLANS,INC COM PAR $0.01 577904501 1 27295 SH Sole X MAXXAM, INC. COM 577913106 1413 57119 SH Sole X MAVERICK TUBE CORP. COM 577914104 5700 336309 SH Sole X MAXIMUS, INC. COM 577933104 11548 288054 SH Sole X MAYNARD OIL CO COM 578444101 213 11000 SH Sole X MAYOR'S JEWELER'S, INC. COM 578462103 1624 391214 SH Sole X MAYTAG CORP. COM 578592107 35334 1207602 SH Sole X MCAFEE.COM CORP CL A 579062100 1714 139566 SH Sole X THE MCCLATCHY CO. CLASS A CL A 579489105 6964 178119 SH Sole X MCCORMICK & COMPANY, INC. COM NON VTG 579780206 19610 466673 SH Sole X MCDATA CORP CL A 580031201 7885 449278 SH Sole X MCDERMOTT INTERNATIONAL COM 580037109 10513 902374 SH Sole X MCDONALD'S CORP. COM 580135101 541652 20016690 SH Sole X MCGRATH RENT CORP. COM 580589109 3934 162972 SH Sole X THE MCGRAW-HILL COS., INC COM 580645109 207097 3130713 SH Sole X MCK COMMUNICATIONS, INC. COM 581243102 143 65000 SH Sole X MCKESSON HBOC, INC. COM 58155Q103 157601 4245712 SH Sole X MCLEOD, INC. CL A 582266102 12108 2637813 SH Sole X MCMORAN EXPORATION CO. COM 582411104 3115 207638 SH Sole X MEAD CORP COM 582834107 39688 1462331 SH Sole X MEADE INSTRUMENTS CORP. COM 583062104 1089 161800 SH Sole X MEASUREMENT SPECIALTIES COM 583421102 708 44900 SH Sole X MECHANICAL TECHNOLOGY COM 583538103 2616 362835 SH Sole X MEDAREX, INC. COM 583916101 6404 272525 SH Sole X MED-DESIGN CORP. COM 583926100 1049 34800 SH Sole X MEDALLION FINANCIAL CORP. COM 583928106 1150 112196 SH Sole X MEDFORD BANCORP INC. COM 584131106 1822 89100 SH Sole X MEDIA GENERAL CLASS A CL A 584404107 10369 225408 SH Sole X MEDIA 100 INC. COM 58440W105 347 218530 SH Sole X MEDIALINK WORLDWIDE COM 58445P105 430 115500 SH Sole X MEDIAPLEX, INC. COM 58446B105 116 127500 SH Sole X MEDIABAY, INC. COM 58446J108 45 65500 SH Sole X MEDIACOM COMMUNICATIONS CL A 58446K105 3311 236502 SH Sole X MEDICALOGIC/MEDSCAPE,INC. COM 584642102 63 105946 SH Sole X MEDICHEM LIFE SCIENCES COM 584662100 540 107000 SH Sole X THE MEDICINES CO. COM 584688105 4346 212102 SH Sole X MEDICIS PHARMACEUTICAL CL A NEW 584690309 14149 266969 SH Sole X MEDIMMUNE INC. COM 584699102 162089 3434093 SH Sole X MEDIWARE INFORMATION SYS COM 584946107 181 60300 SH Sole X MEDQUIST INC COM 584949101 5877 198015 SH Sole X MEDTOX SCIENTIFIC, INC. COM NEW 584977201 243 19820 SH Sole X MEDINEX SYSTEMS, INC. COM 585001100 17 69700 SH Sole X MEDIS TECHNOLOGY LTD. COM 58500P107 1417 128800 SH Sole X MEDPLUS INC. COM 58504P103 103 53100 SH Sole X MEDTRONIC, INC. COM 585055106 893928 19428985 SH Sole X MEEMIC HOLDINGS INC. COM 585135106 110 5100 SH Sole X MELLON FINANCIAL CORP. COM 58551A108 349054 7588141 SH Sole X MEMBERWORKS, INC. COM 586002107 4556 196900 SH Sole X MEN'S WEARHOUSE, INC. COM 587118100 17843 646502 SH Sole X MENTOR CORP. COM 587188103 9511 333716 SH Sole X MENTOR GRAPHICS CORP. COM 587200106 7642 436668 SH Sole X MERCANTILE BANK SHARES CO COM 587405101 18741 478951 SH Sole X MERCATOR SOFTWARE, INC. COM 587587106 324 129964 SH Sole X MERCHANTS BANCSHARES INC. COM 588448100 1520 49421 SH Sole X MERCHANTS GROUP INC. COM 588539106 334 15700 SH Sole X MERCK & CO., INC. COM 589331107 2369615 37077380 SH Sole X MERCURY COMPUTER SYSTEMS COM 589378108 14278 323768 SH Sole X MERCURY GENL CORP NE COM 589400100 7530 215314 SH Sole X MERCURY INTERACTIVE CORP. COM 589405109 81109 1354070 SH Sole X MEREDITH CORP. COM 589433101 27076 756115 SH Sole X MERIDIAN BIOSCIENCE INC COM 589584101 586 112729 SH Sole X MERIDIAN RESOURCE CORP COM 58977Q109 2057 286944 SH Sole X MERISEL, INC. COM PAR $.01 589849306 61 31181 SH Sole X MERISTAR HOSPITALITY CORP COM 58984Y103 19134 805636 SH Sole X MERIDIAN GOLD COM 589975101 2742 344854 SH Sole X MERISTAR HOTELS & RESORTS COM 589988104 680 378000 SH Sole X MERITAGE CORPORATION COM 59001A102 2111 45884 SH Sole X MERIX CORP. COM 590049102 2736 156434 SH Sole X MERRILL LYNCH & CO., INC. COM 590188108 765563 12920894 SH Sole X MERRILL MERCHANTS COM 59021H103 1 100 SH Sole X MERRY LAND PROPERTIES INC COM 590441101 51 6740 SH Sole X MESA AIR GROUP INC COM 590479101 8753 708762 SH Sole X MESABA HOLDINGS INC. COM 59066B102 1508 163550 SH Sole X MESSAGEMEDIA INC. COM 590787107 233 424200 SH Sole X MESTEK, INC. COM 590829107 293 12700 SH Sole X MET PRO CORP. COM 590876306 1424 105453 SH Sole X META GROUP INC. COM 591002100 127 49200 SH Sole X METALS USA INC. COM 591324108 100 47775 SH Sole X METASOLV, INC. COM 59139P104 2624 330946 SH Sole X METAWAVE COMMUNICATIONS COM 591409107 1580 304340 SH Sole X METHODE ELECTRONICS CL A CL A 591520200 4553 529443 SH Sole X METROPOLITAN LIFE INS. COM 59156R108 349302 11275094 SH Sole X METRICOM COM 591596101 236 136329 SH Sole X METRIS COS. INC COM 591598107 9375 278093 SH Sole X METRETEK TECHNOLOGIES, COM 59159Q107 99 68100 SH Sole X METRO-GOLDWYN-MAYER INC. COM 591610100 20443 902569 SH Sole X METRO INFORMATION SERV. COM 59162P104 191 47800 SH Sole X METRO ONE TELECOMM. COM 59163F105 9588 147800 SH Sole X METROCALL INC COM 591647102 21 415400 SH Sole X METROLOGIC INSTRUMENTS COM 591676101 523 49300 SH Sole X METROMEDIA FIBER NETWORK CL A 591689104 4574 2242120 SH Sole X METROMEDIA INT'L GROUP COM 591695101 1914 581909 SH Sole X METROWEST BANK COM 592668107 969 86138 SH Sole X METTLER-TOLEDO INT'L. COM 592688105 2156 50800 SH Sole X MICHAELS STORES, INC. COM 594087108 19938 486282 SH Sole X MICREL INC. COM 594793101 20322 615832 SH Sole X MICRO GENERAL CORP COM NEW 594838302 807 49200 SH Sole X MICROS SYSTEMS INC. COM 594901100 6911 314133 SH Sole X MICROSOFT CORP. COM 594918104 6275650 85967813 SH Sole X MICROVISION, INC. COM 594960106 1541 88000 SH Sole X MICROSTRATEGY INC. CL A 594972101 755 269700 SH Sole X MICROCHIP TECH.,INC. COM 595017104 30453 889136 SH Sole X MICROFINANCIAL INC. COM 595072109 543 33500 SH Sole X MICROGRAFX INC COM 595077108 98 78200 SH Sole X MICROMUSE INC. COM 595094103 8246 294609 SH Sole X MICRON ELECTRONICS INC. COM 595100108 835 524996 SH Sole X MICRON TECHNOLOGY, INC. COM 595112103 370335 9010580 SH Sole X MICRONECTICS WIRELESS COM 595125105 334 80900 SH Sole X MICROSEMI CORPORATION COM 595137100 18091 254800 SH Sole X MICROTUNE INC. COM 59514P109 5525 251120 SH Sole X MICROWARE SYSTEMS CORP. COM 595150103 117 244600 SH Sole X MID-AMERICA APARTMNT REIT COM 59522J103 7438 290654 SH Sole X MID ATLANTIC REALTY TRUST SH BEN INT 595232109 3298 263847 SH Sole X MID ATLANTIC MEDICAL SVCS COM 59523C107 13609 758995 SH Sole X MID-STATE BANCSHARES COM 595440108 3433 188200 SH Sole X MIDAS INC. COM 595626102 3610 284236 SH Sole X MID-AMERICA BANCORP COM 595915109 2501 86385 SH Sole X MIDDLEBY CORP COM 596278101 563 93800 SH Sole X MIDDLESEX WATER CO. COM 596680108 1785 52491 SH Sole X MIDLAND CO. COM 597486109 1024 23000 SH Sole X MIDWEST EXPRESS HOLDINGS COM 597911106 3708 213700 SH Sole X MIDWAY GAMES INC. COM 598148104 10133 547726 SH Sole X MIDWEST BANC HOLDINGS COM 598251106 1727 78500 SH Sole X MID WEST GRAIN PRODUCTS COM 59832G104 666 59450 SH Sole X MILACRON, INC. COM 598709103 6123 390762 SH Sole X MILLENNIUM PHARMACEUTICAL COM 599902103 54036 1518729 SH Sole X MILLENIUM CHEMICALS INC COM 599903101 9884 656730 SH Sole X MILLENNIUM CELL INC. COM 60038B105 1709 162000 SH Sole X MILLER EXPLORATION CO. COM 600533103 25 26600 SH Sole X HERMAN MILLER, INC. COM 600544100 15209 628487 SH Sole X MILLER INDUSTRIES INC. COM 600551105 127 135100 SH Sole X MILLIPORE CORP. COM 601073109 48525 782910 SH Sole X MILLS CORP. REIT COM 601148109 11141 452869 SH Sole X MINE SAFETY APPLIANCES CO COM 602720104 3167 92460 SH Sole X MINERALS TECHNOLOGIES, IN COM 603158106 10264 239140 SH Sole X MINIMED INC. COM 60365K108 24137 502854 SH Sole X MINNESOTA MINING & MFG. C COM 604059105 731958 6415055 SH Sole X MIPS TECHNOLOGIES, INC. CL A 604567107 1322 76389 SH Sole X MIPS TECH, INC. CLASS B CL B 604567206 4009 417605 SH Sole X MIRANT CORP. COM 604675108 178665 5193742 SH Sole X MIRAVANT MEDICAL TECH. COM 604690107 2844 218800 SH Sole X MISSION WEST PROPERTIES COM 605203108 3451 285210 SH Sole X MISSISSIPPI CHEMICAL COM NEW 605288208 1194 386321 SH Sole X MISSISSIPPI VALLEY BKSHRS COM 605720101 2566 64300 SH Sole X MITCHAM INDUSTRIES INC. COM 606501104 672 98800 SH Sole X MITCHELL ENERGY DEV CL A CL A 606592202 9469 204729 SH Sole X MOBIUS MANAGEMENT SYSTEMS COM 606925105 657 199000 SH Sole X MOBILE MINI, INC. COM 60740F105 4042 122566 SH Sole X MOCON INC. COM 607494101 701 95362 SH Sole X MODINE MANUFACTURING CO. COM 607828100 8850 320890 SH Sole X MODIS PROFESSIONAL SVS COM 607830106 7857 1138646 SH Sole X MODTECH HOLDINGS INC. COM 60783C100 311 45379 SH Sole X MOHAWK INDUSTRIES INC. COM 608190104 14910 423577 SH Sole X MOLDFLOW CORP. COM 608507109 316 20500 SH Sole X MOLECULAR DEVICES CORP COM 60851C107 3392 169175 SH Sole X MOLEX, INC. COM 608554101 108713 2976000 SH Sole X MOLEX NON VTG CL A CL A 608554200 155 5183 SH Sole X MOMENTUM BUS. APPS., INC. CL A 60877P108 734 53982 SH Sole X MONACO COACH CORP. COM 60886R103 7992 240725 SH Sole X MONARCH DENTAL CORP COM NEW 609044201 17 7016.67 SH Sole X ROBERT MONDAVI CORP. CL A 609200100 1913 47200 SH Sole X MONSANTO CO. COM 61166W101 4906 132589 SH Sole X MONTANA POWER CO. COM 612085100 13847 1193703 SH Sole X MONTEREY PASTA CO COM 612570101 395 49700 SH Sole X THE MONY GROUP INC. COM 615337102 16919 421617 SH Sole X MOODY'S CORP. COM 615369105 87045 2598360 SH Sole X MOOG INC. CL A 615394202 1811 46500 SH Sole X MORGAN ST DEAN WITTER COM NEW 617446448 1094331 17037696 SH Sole X MORTON INDUSTRIAL GROUP CL A 619328107 1 900 SH Sole X MORTONS RESTAURANT GROUP COM 619429103 1349 68356 SH Sole X MOSSIMO, INC. COM 619696107 788 228400 SH Sole X MOTIENT CORPORATION COM 619908106 222 207800 SH Sole X MOTOROLA, INC. COM 620076109 547466 33059549 SH Sole X MOVADO GROUP, INC. COM 624580106 2018 99896 SH Sole X MOVIE GALLERY INC. COM 624581104 409 22600 SH Sole X MOYCO TECHNOLOGIES, INC. COM PAR $0.005 624720207 2 1786 SH Sole X MPOWER HOLDING CORP. COM 62473L101 260 274177 SH Sole X MP3.COM, INC. COM 62473M109 2278 469600 SH Sole X MUELLER (PAUL) CO. COM 624752101 695 22156 SH Sole X MUELLER INDUSTRIES INC. COM 624756102 15949 484612 SH Sole X MULTEX.COM INC. COM 625367107 6011 369888 SH Sole X MULTILINK TECHNOLOGY CORP CL A 62544T109 701 49000 SH Sole X MURPHY OIL CORP. COM 626717102 23187 315036 SH Sole X MUSE TECHNOLOGIES, INC. COM 627487101 4 39300 SH Sole X MUSICMAKER.COM, INC. COM NEW 62757C207 2 700 SH Sole X MUTUAL RISK MGT LTD COM 628351108 2132 239500 SH Sole X MUTUALFIRST FINANCIAL INC COM 62845B104 1191 82140 SH Sole X MYERS INDUSTRIES, INC. COM 628464109 4586 303684 SH Sole X MYLAN LABORATORIES, INC. COM 628530107 29607 1052502 SH Sole X MYRIAD GENETICS INC. COM 62855J104 6180 97603 SH Sole X MYPOINTS,COM. INC. COM 62855T102 211 82200 SH Sole X MYSTIC FIANCIAL, INC. COM 628643108 257 16400 SH Sole X NABI, INC. COM 628716102 3292 414600 SH Sole X NBC CAPITAL CORP COM 628729105 742 25200 SH Sole X N B T BANCORP INC. COM 628778102 5305 274858 SH Sole X NBTY INC. COM 628782104 11338 911384 SH Sole X NCH CORP. COM 628850109 1870 47833 SH Sole X NCI BUILDING SYSTEMS INC. COM 628852105 2761 151300 SH Sole X NCO GROUP COM 628858102 9060 292926 SH Sole X NCO PORTFOLIO MGT INC. COM 62885J108 31 5177 SH Sole X NCR CORP. COM 62886E108 85098 1810592 SH Sole X NS GROUP INC COM 628916108 2175 162900 SH Sole X N L INDUSTRIES, INC. COM NEW 629156407 4242 306316 SH Sole X NMS COMMUNICATIONS CORP. COM 629248105 2434 347668 SH Sole X NN, INC. COM 629337106 556 54800 SH Sole X NPC INTERNATIONAL CL A COM 629360306 3890 360200 SH Sole X NPS PHARMACEUTICALS INC. COM 62936P103 13745 341912 SH Sole X NRG ENERGY, INC. COM 629377102 6397 289697 SH Sole X NTL INC. COM 629407107 14235 1181339 SH Sole X NTN COMMUNICATIONS INC. COM NEW 629410309 57 75300 SH Sole X NUI CORP. COM 629431107 4690 203225 SH Sole X NVR, INC. COM 62944T105 17468 118024 SH Sole X NX NETWORKS, INC. COM 629478108 53 96100 SH Sole X NY MAGIC, INC. COM 629484106 2096 105881 SH Sole X NZ CORP. COM 629497108 683 160796 SH Sole X NABORS INDUSTRIES, INC. COM 629568106 84385 2268420 SH Sole X NACCO INDUSTRIES, INC. CL CL A 629579103 5569 71402 SH Sole X NANOGEN, INC. COM 630075109 1480 217900 SH Sole X NANOMETRICS INCORPORATED COM 630077105 1127 41000 SH Sole X NANOPHASE TECHNOLOGIES COM 630079101 612 55400 SH Sole X NAPRO BIOTHERAPEUTICS COM 630795102 2835 277980 SH Sole X NASH-FINCH CO. COM 631158102 4097 173592 SH Sole X NASHUA CORP. COM 631226107 973 140000 SH Sole X NASTECH PHARMACEUTICAL COM PAR $0.006 631728409 1470 149196 SH Sole X NATCO GROUP CL A 63227W203 895 101700 SH Sole X NATL BANCSHARES CRP-TEXAS COM NEW P$0.01 632593505 335 18326 SH Sole X NAT'L BEVERAGE CORP. COM 635017106 1015 109740 SH Sole X NATIONAL CITY BANCORPORAT COM 635312101 3135 104674 SH Sole X NATIONAL CITY CORP. COM 635405103 281394 9142112 SH Sole X NATIONAL COMMERCE FIN'L COM 63545P104 33979 1394311 SH Sole X NATIONAL DATA CORP. COM 635621105 19745 609427 SH Sole X NATIONAL DENTEX CORP. COM 63563H109 998 47072 SH Sole X NATIONAL HEALTHCARE CORP COM 635906100 611 38900 SH Sole X NATIONAL FUEL & GAS CO. COM 636180101 13910 267542 SH Sole X NATIONAL GOLF PROPS REIT COM 63623G109 6995 256689 SH Sole X NATIONAL HEALTH INVS COM 63633D104 2553 247900 SH Sole X NAT'L. INFO CONSORTIUM COM 636491102 430 236200 SH Sole X NATIONAL INSTRUMENTS CORP COM 636518102 11194 344962 SH Sole X NATIONAL-OILWELL INC. COM 637071101 17214 642311 SH Sole X NATIONAL PENN BANCSHARES COM 637138108 2275 112407 SH Sole X NATIONAL PRESTO IND., INC COM 637215104 3760 126600 SH Sole X NATIONAL PROCESSING, INC. COM 637229105 7650 273222 SH Sole X NATIONAL R. V. HOLDINGS COM 637277104 537 35773 SH Sole X NATIONAL RESEARCH CORP. COM 637372103 30 5400 SH Sole X NATIONAL SEMICONDUCTOR COM 637640103 84060 2886679 SH Sole X NATIONAL SERVICE IND., IN COM 637657107 18914 838025 SH Sole X NATIONAL STEEL CORP CL B CL B 637844309 618 359400 SH Sole X NATIONAL TECH SYST, INC. COM 638104109 9 4400 SH Sole X NATIONAL TECHTEAM INC. COM 638108100 259 97700 SH Sole X NATL WSTRN LIFE INSR. CO. CL A 638522102 2820 23500 SH Sole X NATIONWIDE FINANCIAL SRVC CL A 638612101 12516 286729 SH Sole X NATIONWIDE HEALTH PROP. I COM 638620104 8154 403649 SH Sole X NATROL, INC. COM 638789107 219 93100 SH Sole X NATURAL ALTERNATIVES INTL COM NEW 638842302 111 49500 SH Sole X NAVIGATORS GROUP, INC. COM 638904102 898 47500 SH Sole X NATURE'S SUNSHINE INC. COM 639027101 2651 224100 SH Sole X NAUTICA ENTERPRISES INC. COM 639089101 15137 740900 SH Sole X NAVARRE CORP COM 639208107 122 99700 SH Sole X NAVISTAR INTERNATIONAL CO COM 63934E108 28071 997902 SH Sole X NAVIDEC, INC. COM 63934Q101 78 75500 SH Sole X NAVISITE, INC. COM 63935M109 321 221590 SH Sole X NAVIGANT CONSULTING CO COM 63935N107 3130 381740 SH Sole X NAVIGANT INTERNATIONAL COM 63935R108 1889 134895 SH Sole X NEFF CORP. CL A 640094108 90 106100 SH Sole X NEIMAN MARCUS GROUP CLS-A CL A 640204202 10595 341760 SH Sole X NEIMAN MARCUS GROUP CLS-B CL B 640204301 1779 60301 SH Sole X THOMAS NELSON INC. COM 640376109 1478 210248 SH Sole X NEMATRON CORP. COM 640441101 34 63000 SH Sole X NEOFORMA, INC. COM 640475109 214 251900 SH Sole X NEOMEDIA TECHNOLOGIES COM 640505103 123 62926 SH Sole X NEON COMMUNICATIONS INC. COM 640506101 1470 210367 SH Sole X NEORX CORPORATION COM PAR $0.02 640520300 83 27500 SH Sole X NEOSE TECHNOLOGIES INC. COM 640522108 6219 138200 SH Sole X NEOPHARM COM 640919106 3802 149092 SH Sole X NET.B@NK, INC. COM 640933107 3523 311800 SH Sole X NETWORK ASSOCIATES, INC. COM 640938106 11607 932262 SH Sole X NET.GENESIS CORP. COM 64107E107 115 147500 SH Sole X NET PERCEPTIONS, INC. COM 64107U101 166 96500 SH Sole X NET2PHONE, INC. COM 64108N106 1022 170402 SH Sole X NETCENTIVES INC COM 64108P101 66 127700 SH Sole X NETEGRITY INC. COM 64110P107 9472 315722 SH Sole X NET4MUSIC INC. COM 64111E101 81 75400 SH Sole X NETMANAGE, INC. COM 641144100 374 519167 SH Sole X NETOPIA INC COM 64114K104 606 98700 SH Sole X NET OBJECTS INC. COM 64114L102 39 49200 SH Sole X NETRO CORP. COM 64114R109 1600 377459 SH Sole X NETSMART TECHN., INC. COM NEW 64114W306 29 14133 SH Sole X NETPLIANCE, INC. COM 64115K103 80 215215 SH Sole X NETIQ CORP. COM 64115P102 16669 532725 SH Sole X NETSCOUT SYSTEMS, INC. COM 64115T104 610 93900 SH Sole X NETRATINGS INC COM 64116M108 2014 139838 SH Sole X NETWORK EQUIPMENT TECHNLG COM 641208103 683 213447 SH Sole X NETWORK APPLIANCE, INC. COM 64120L104 71996 5255188 SH Sole X NETWORK ACCESS SOLUTIONS COM 64120S109 54 175200 SH Sole X NETWORK ENGINES, INC. COM 64121A107 117 127676 SH Sole X NETWORK-1 SECURITY, INC. COM 64121N109 45 44500 SH Sole X NETWORK PERIPHERALS, INC. COM 64121R100 2472 211254 SH Sole X NETWORK PLUS CORP. COM 64122D506 834 307800 SH Sole X NET2000 COMMUNICATIONS COM 64122G103 132 122200 SH Sole X NETZERO INC COM 64122R109 264 314100 SH Sole X NETWORK COMMERCE INC. COM NEW 64122T204 3 5013.33 SH Sole X NEUBERGER BERMAN INC. COM 641234109 25436 374065 SH Sole X NEUROGEN CORP. COM 64124E106 3603 157000 SH Sole X NEURICRINE BIOSCIENCES COM 64125C109 10277 257000 SH Sole X NEW CENT EQUITY HOLDINGS COM 64353J107 348 347700 SH Sole X NEW ENGLAND BUSINESS SVC. COM 643872104 3454 179900 SH Sole X NEW FOCUS, INC. COM 644383101 4123 499706 SH Sole X NEW FRONTIER MEDIA, INC. COM 644398109 279 107252 SH Sole X NEW HORIZONS WORLDWIDE COM 645526104 466 31200 SH Sole X NEW JERSEY RESOURCES CORP COM 646025106 12598 278718 SH Sole X NEW PLAN EXCEL REALTY TR. COM 648053106 18231 1191580 SH Sole X NEW WORLD COFFEEMANHATTAN COM NEW 648904209 7 6000 SH Sole X NEW YORK COMM. BANCORP COM 649445103 21497 570975 SH Sole X NEW YORK TIMES CO CLASS A CL A 650111107 108168 2575426 SH Sole X NEWCOR INC COM 651186108 54 43880 SH Sole X NEWELL RUBBERMAID INC. COM 651229106 101051 4025937 SH Sole X NEWFIELD EXPLORATION CO. COM 651290108 15899 495906 SH Sole X NEWMARK HOMES CORP. COM 651578106 150 10900 SH Sole X NEWMIL BANCORP INC. COM 651633109 987 85200 SH Sole X NEWMONT MINING CORP. COM 651639106 57165 3071736 SH Sole X NEWPARK RESOURCES COM PAR $.01NEW 651718504 7579 682786 SH Sole X NEWPORT CORP. COM 651824104 10780 406778 SH Sole X NEWPORT NEWS SHIPBUILDING COM 652228107 15941 260255 SH Sole X NEWPOWER HOLDINGS, INC. COM 652463100 5933 659240 SH Sole X NEWS COMMUNICATIONS, INC. COM PAR $.01 N 652484809 1 501 SH Sole X NEXTCARD, INC. COM 65332K107 3971 359409 SH Sole X NEXTEL COMMUNICATIONS INC CL A 65332V103 215311 12303473 SH Sole X NEXTEL PARTNERS INC CL A 65333F107 9571 616698 SH Sole X NEXT LEVEL COMMUNICATIONS COM 65333U104 2820 417710 SH Sole X NEXIQ TECHNOLOGIES INC COM 65334M101 3 1500 SH Sole X NIAGARA MOHAWK HOLDINGS COM 653520106 46051 2603198 SH Sole X NICOR, INC. COM 654086107 26300 674705 SH Sole X NIKE, INC. CLASS B CL B 654106103 168429 4011173 SH Sole X NIKU CORP. COM 654113109 273 273380 SH Sole X 99 CENTS ONLY STORES COM 65440K106 16126 538434 SH Sole X NISOURCE, INC. COM 65473P105 84190 3080492 SH Sole X NITCHES INC. COM 65476M109 173 30128 SH Sole X NOBILITY HOMES, INC. COM 654892108 374 42100 SH Sole X NOBLE AFFILIATES, INC. COM 654894104 24987 706857 SH Sole X NOBLE DRILLING CORP. COM 655042109 68242 2083737 SH Sole X NORDSON CORP. COM 655663102 8264 354525 SH Sole X NORDSTROM, INC. COM 655664100 37000 1994621 SH Sole X NORFOLK SOUTHERN CORP. COM 655844108 117574 5679911 SH Sole X NORSTAN INC. COM 656535101 216 77168 SH Sole X NORTEK, INC. COM 656559101 3647 116823 SH Sole X NORTEL NETWORKS CORP COM 656568102 370235 40729905 SH Sole X NORTH AMERICAN SCIENTIFIC COM 65715D100 1121 77300 SH Sole X NORTH FORK BANCORP., INC. COM 659424105 34270 1105479 SH Sole X NORTH PITTSBURGH SYSTEMS COM 661562108 1805 112900 SH Sole X NORTH VALLEY BANCORP COM 66304M105 974 69100 SH Sole X NORTHEAST UTILITIES COM 664397106 26860 1294434 SH Sole X NORTHERN TRUST CORP. COM 665859104 223807 3580907 SH Sole X NORTHFIELD LABORATORIES COM 666135108 828 50500 SH Sole X NORTHROP GRUMAN CORP. COM 666807102 108442 1353831.08 SH Sole X NORTHWEST AIRLINES CORP. CL A 667280101 17295 684958 SH Sole X NORTHWEST BANCORP INC. COM 667328108 2970 282900 SH Sole X NORTHWEST NATURAL GAS CO. COM 667655104 9955 399793 SH Sole X NORTHWEST PIPE COMPANY COM 667746101 289 18193 SH Sole X NORTHWESTERN CORP. COM 668074107 6989 312000 SH Sole X NOVA CORP. COM 669784100 13969 444164 SH Sole X NOVATEL WIRELESS INC. COM 66987M109 581 286168 SH Sole X NU HORIZONS ELECTRONICS COM 669908105 2003 210870 SH Sole X NOVADIGM, INC. COM 669937104 1006 89400 SH Sole X NUANCE COMMUNICATIONS COM 669967101 4903 272094 SH Sole X NOVAVAX INC. COM 670002104 3166 287800 SH Sole X NOVELL, INC. COM 670006105 34683 6095415 SH Sole X NOVELLUS SYSTEMS, INC. COM 670008101 130353 2295355 SH Sole X NOVEN PHARMACEUTICALS COM 670009109 14656 373889 SH Sole X NOVOSTE CORP. COM 67010C100 4312 169100 SH Sole X NU SKIN ENTERPRISES, INC. CL A 67018T105 2079 244600 SH Sole X NUCENTRIX BROADBAND COM 670198100 114 14700 SH Sole X NSTAR COM 67019E107 18763 440869 SH Sole X NTELOS INC. COM 67019U101 6353 211355 SH Sole X NUCOR CORP. COM 670346105 57438 1174833 SH Sole X NUEVO ENERGY CO. COM 670509108 4811 295162 SH Sole X NUMEREX CORP. CL A 67053A102 696 76900 SH Sole X NUMERICAL TECH. COM 67053T101 4965 236448 SH Sole X NVIDIA CORP. COM 67066G104 44070 475146 SH Sole X NUTRITION 21 INC COM 67069V108 235 206300 SH Sole X NYFIX, INC. COM 670712108 10346 323818 SH Sole X O'CHARLEY'S INC. COM 670823103 3855 198900 SH Sole X OAO TECHNOLOGY COM 67082B105 383 221300 SH Sole X OGE ENERGY CORP. COM 670837103 12790 565691 SH Sole X OM GROUP INC. COM 670872100 11083 197036 SH Sole X OSI PHARMACEITICALS, INC. COM 671040103 11207 213093 SH Sole X OTG SOFTWARE, INC. COM 671059103 1630 232800 SH Sole X OAK HILL FINANCIAL, INC. COM 671337103 436 30816 SH Sole X OAK TECHNOLOGY, INC. COM 671802106 5212 492200 SH Sole X OAKLEY, INC. COM 673662102 4781 258411 SH Sole X OAKWOOD HOMES CORP. COM NEW 674098207 109 21746.8 SH Sole X OBIE MEDIA CORP COM 674391107 234 33210 SH Sole X OCCIDENTAL PETROLEUM CORP COM 674599105 158778 5971346 SH Sole X OCEAN ENERGY, INC. COM 67481E106 24160 1384503 SH Sole X OCEANEERING INTERNATIONAL COM 675232102 7026 338600 SH Sole X OCEANFIRST FINANCIAL CORP COM 675234108 3494 134700 SH Sole X OCTEL CORP. COM 675727101 775 47700 SH Sole X OCULAR SCIENCES INC. COM 675744106 6388 251500 SH Sole X OCWEN FINANCIAL CORP. COM 675746101 4633 452000 SH Sole X ODWALLA, INC. COM 676111107 287 27822 SH Sole X ODYSSEY RE HOLDINGS COM 67612W108 4215 233240 SH Sole X OFFICE DEPOT, INC. COM 676220106 49611 4779466 SH Sole X OFFICEMAX, INC. COM 67622M108 3506 950050 SH Sole X OFFICIAL PAYMENTS CORP COM 676235104 386 75000 SH Sole X OFFSHORE LOGISTICS, INC. COM 676255102 6226 327664 SH Sole X OGLEBAY NORTON CO. COM 677007106 353 13400 SH Sole X OHIO ART CO. COM 677143109 252 14800 SH Sole X OHIO CASUALTY CORP. COM 677240103 10202 787805 SH Sole X OHIO VALLEY BANC CORP. COM 677719106 543 21725 SH Sole X OIL-DRI CORP. OF AMERICA COM 677864100 464 57269 SH Sole X OIL STATES INT'L INC. COM 678026105 1500 162700 SH Sole X OLD DOMINION FREIGHT COM 679580100 431 44215 SH Sole X OLD NATIONAL BANCORP COM 680033107 5901 223540 SH Sole X OLD REPUBLIC INTERNATIONL COM 680223104 31004 1069111 SH Sole X OLD SECOND BANCORP INC. COM 680277100 916 27700 SH Sole X OLIN CORP. COM PAR $1 680665205 12551 738741 SH Sole X OLYMPIC CASACADE COM 68158N106 9 2900 SH Sole X OMNICARE, INC. COM 681904108 13663 676367 SH Sole X OMNICOM GROUP INC. COM 681919106 250838 2916721 SH Sole X OMEGA HEALTHCARE INVESTOR COM 681936100 388 129257 SH Sole X OMTOOL, LTD. COM 681974101 78 91900 SH Sole X 1-800 CONTACTS, INC. COM 681977104 1661 67009 SH Sole X OMEGA FINANCIAL CORP. COM 682092101 3654 113512 SH Sole X OMEGA WORLDWIDE, INC. COM 68210B108 544 205453 SH Sole X OMNI ENERGY SERVICES COM 68210T109 9 7400 SH Sole X OMNIVISION TECHNOLOGIES COM 682128103 623 110400 SH Sole X OMNOVA SOLUTIONS INC. COM 682129101 4106 564000 SH Sole X OMNISKY CORP. COM 68213L103 695 347540 SH Sole X ON ASSIGNMENT, INC. COM 682159108 5607 311520 SH Sole X ON COMMAND CORP. COM 682160106 307 68304 SH Sole X ON SEMICONDUCTOR CORP. COM 682189105 3071 674883 SH Sole X 1-800-FLOWERS.COM, INC. CL A 68243Q106 2607 175669 SH Sole X ONEIDA LTD. COM 682505102 3199 157341 SH Sole X ONEOK INC COM 682680103 28458 1444579 SH Sole X ONESOURCE INFORMATION COM 68272J106 635 75600 SH Sole X ONI SYSTEMS CORP. COM 68273F103 14225 509854 SH Sole X ONYX ACCEPTANCE CORP. COM 682914106 448 81500 SH Sole X ON2 TECHNOLOGIES INC COM 68338A107 102 203700 SH Sole X ONIVIA.COM, INC. COM 68338T106 28 39400 SH Sole X ONYX PHARMACEUTICALS COM 683399109 1056 87900 SH Sole X ONYX SOFTWARE CORP. COM 683402101 2989 373652 SH Sole X OPEN MARKET INC. COM 68370M100 171 145200 SH Sole X OPENWAVE SYSTEMS INC. COM 683718100 22185 639347 SH Sole X OPNET TECHNOLOGIES COM 683757108 2379 133111 SH Sole X OPLINK COMMUNICATIONS COM 68375Q106 4251 1133706 SH Sole X OPTICAL CABLE CORP. COM 683827109 2689 268900 SH Sole X OPTICAL COMMUNICATION CL A 68382T101 2299 216092 SH Sole X ORACLE CORPORATION COM 68389X105 1710514 90027064 SH Sole X OPTION CARE INC. COM 683948103 418 27500 SH Sole X OPTIKA INC. COM 683973101 75 62800 SH Sole X ORAPHARMA INC. COM 68554E106 523 91914 SH Sole X ORATEC INTERVENTIONS COM 68554M108 1441 155500 SH Sole X ORASURE TECHNOLOGIES INC COM 68554V108 3780 302408 SH Sole X ORBITAL SCIENCECORP COM 685564106 2349 605500 SH Sole X ORCHID BIOSCIENCES COM 68571P100 2751 359607 SH Sole X ORGANOGENESIS, INC. COM 685906109 3101 419017.25 SH Sole X OREGON TRAIL FINANCIAL COM 685932105 1136 77800 SH Sole X OREGON STEEL MILLS, INC. COM 686079104 3006 353608 SH Sole X O'REILLY AUTOMOTIVE, INC. COM 686091109 17412 606688 SH Sole X ORGANIC, INC. COM 68617E101 115 268500 SH Sole X ORIENTAL FINANCIAL GROUP COM 68618W100 3936 207132 SH Sole X ORIOLE HOMES CORP. CL B CL B 686264201 52 19300 SH Sole X ORION POWER HOLDINGS COM 686286105 10423 437741 SH Sole X ORPHAN MEDICAL, INC. COM 687303107 602 53200 SH Sole X ORTHOLOGIC CORP. COM 68750J107 714 161800 SH Sole X ORTHODONTIC CENTERS COM 68750P103 11933 392535 SH Sole X OSCA INC. CL A 687836106 935 45133 SH Sole X OSHKOSH B GOSH, INC. CLAS CL A 688222207 6218 187000 SH Sole X OSHKOSH TRUCK CORP. COM 688239201 11360 256712 SH Sole X OSMONICS, INC. COM 688350107 694 50300 SH Sole X OSTEOTECH, INC. COM 688582105 715 157050 SH Sole X OSTEX INTERNATIONAL INC COM 68859Q101 69 38100 SH Sole X OTTER TAIL CORP COM 689648103 6638 239200 SH Sole X O2WIRELESS SOLUTIONS COM 689803104 337 164444 SH Sole X OUTBACK STEAKHOUSE COM 689899102 21317 740166 SH Sole X OUTLOOK GROUP CORP. COM 690113105 108 19200 SH Sole X OVERSEAS SHIPHLDING GROUP COM 690368105 13217 432768 SH Sole X OWENS & MINOR INC HLDG CO COM 690732102 8299 436787 SH Sole X OWENS CORNING COM 69073F103 786 390944 SH Sole X OWENS ILLINOIS, INC. COM NEW 690768403 8387 1236954 SH Sole X OXFORD HLTH PLN COM 691471106 22137 774022 SH Sole X OXFORD INDUSTRIES, INC. COM 691497309 2237 101689 SH Sole X OXIGENE INC COM 691828107 776 147500 SH Sole X PASW, INC. COM 693153108 9 9000 SH Sole X PC CONNECTION INC. COM 69318J100 2814 175883 SH Sole X PCD INC. COM 69318P106 241 53300 SH Sole X PC MALL INC COM 69323K100 108 65200 SH Sole X PC-TEL INC L COM 69325Q105 2938 319000 SH Sole X P-COM, INC. COM 693262107 179 325400 SH Sole X PG&E CORP COM 69331C108 66995 5981656 SH Sole X PFF BANCORP, INC. COM 69331W104 2925 117000 SH Sole X P.F. CHANG'S CHINA BISTRO COM 69333Y108 5363 141500 SH Sole X PICO HOLDINGS INC. COM NEW 693366205 2927 200234 SH Sole X PLX TECHNOLOGY COM 693417107 1560 183700 SH Sole X PMA CAPITAL CORP CL A CL A 693419202 1668 92411 SH Sole X PMC CAPITAL INC. COM 693430100 537 68800 SH Sole X PMC SIERRA INC. COM 69344F106 1174 37783 SH Sole X THE PMI GROUP INC. COM 69344M101 40563 558258 SH Sole X PMR CORPORATION COM 693451106 85 56500 SH Sole X PNC FINANCIAL SERVICES COM 693475105 291382 4428972 SH Sole X PPG INDUSTRIES, INC. COM 693506107 140830 2678895 SH Sole X PPL CORP. COM 69351T106 137889 2507079 SH Sole X PRI AUTOMATION, INC. COM 69357H106 4464 240962 SH Sole X PS BUSINESS PARKS, INC. COM 69360J107 9473 338325 SH Sole X PVF CAPITAL CORP. COM 693654105 508 47262 SH Sole X PSS WORLD MEDICAL, INC. COM 69366A100 5913 919612 SH Sole X PTEK HOLDINGS, INC. COM 69366M104 873 333200 SH Sole X PYR ENERGY CORP. COM 693677106 490 69000 SH Sole X PACCAR, INC. COM 693718108 69812 1357686 SH Sole X PAC-WEST TELECOM. INC. COM 69371Y101 688 354471 SH Sole X PACIFIC CAPITAL BANCORP COM 69404P101 6664 218851 SH Sole X PACIFIC CENTURY FINL CORP COM 694058108 20601 798798 SH Sole X PACIFIC CREST CAPITAL INC COM 694166109 720 36345 SH Sole X PACIFIC GULF PROPS REIT COM 694396102 2286 467518 SH Sole X PACIFIC NORTHWEST BANCORP COM 69466M103 3193 127768 SH Sole X PACIFIC SUNWEAR OF CALIF. COM 694873100 9627 429183 SH Sole X PACIFICARE HLTH SYS. INC. COM 695112102 5866 359871 SH Sole X PACKAGING CORP. OF AMER. COM 695156109 10392 669161 SH Sole X PACKARD BIOSCIENCE CO. COM 695172205 4914 591996 SH Sole X PACKETEER. INC. COM 695210104 3008 240069 SH Sole X PACTIV CORP. COM 695257105 33837 2525186 SH Sole X PAIN THERAPEUTICS, INC. COM 69562K100 581 76000 SH Sole X PALL CORP. COM 696429307 42609 1810856 SH Sole X PALM HARBOR HOMES COM 696639103 3633 167016 SH Sole X PALM, INC. COM 696642107 52548 8656951 SH Sole X PANAMSAT CORP. (NEW) COM 697933109 24047 618490 SH Sole X PAN PACIFIC RETAIL PPTYS COM 69806L104 13838 532232 SH Sole X PANERA BREAD CO. CL A 69840W108 2545 80600 SH Sole X THE PANTRY, INC. COM 698657103 580 76300 SH Sole X PAPA JOHN'S INTL INC. COM 698813102 6455 254626 SH Sole X PARADIGM GENETICS INC. COM 69900R106 1509 167702 SH Sole X PARADYNE NETWORKS COM 69911G107 339 184440 SH Sole X PARAGON TECHNOLOGIES INC. COM 69912T108 222 30000 SH Sole X PARAMETRIC TECHNOLOGY COR COM 699173100 58825 4204764 SH Sole X PAREXEL INTERNATIONAL COM 699462107 8717 447000 SH Sole X PARK ELECTROCHEMICAL CORP COM 700416209 6096 230900 SH Sole X PARK NATIONAL CORP. COM 700658107 11048 109388 SH Sole X PARK-OHIO HOLDINGS CORP. COM 700666100 622 129609 SH Sole X PARK PLACE ENTERTAINMENT COM 700690100 31585 2610300 SH Sole X PARKER DRILLING CO. COM 701081101 5647 868800 SH Sole X PARKER HANNIFIN CORP COM 701094104 73389 1729237 SH Sole X PARKERVISION, INC. COM 701354102 2931 112100 SH Sole X PARKWAY PROPERTIES INC. COM 70159Q104 6012 170556 SH Sole X PARTY CITY CORP. COM 702145103 158 28800 SH Sole X PARTSBASE.COM, INC. COM 70214P109 3 2600 SH Sole X PATINA OIL & GAS COMMON COM 703224105 5501 207568 SH Sole X PATHMARK STORES INC. COM 70322A101 6654 270500 SH Sole X PATRIOT BANK CORP. COM 70335P103 552 54975 SH Sole X PATTERSON DENTAL CO. COM 703412106 15273 509111 SH Sole X PATTERSON-UTI ENERGY, INC COM 703481101 6669 373188 SH Sole X PAUL-SON GAMING CORP COM 703578104 96 35500 SH Sole X PAXAR CORP. COM 704227107 9076 630256 SH Sole X PAXSON COMMUNICATIONS COM 704231109 3742 277200 SH Sole X PAYCHEX, INC. COM 704326107 240912 6022804 SH Sole X PAYLESS SHOESOURCE, INC. COM 704379106 16288 251753 SH Sole X PEABODY ENERGY CORP COM 704549104 7381 225380 SH Sole X PEAPOD, INC. COM 704718105 72 71500 SH Sole X PEC SOLUTIONS COM 705107100 164 7400 SH Sole X PECO II, INC. COM 705221109 1135 173348 SH Sole X PEDIATRIX MEDICAL GROUP COM 705324101 9014 271514 SH Sole X PEERLESS SYSTEMS COM 705536100 106 57500 SH Sole X PEETS COFFEE & TEA COM 705560100 32 3900 SH Sole X PEGASYSTEMS INC. COM 705573103 837 245500 SH Sole X PEGASUS COMMUNICATIONS CL A 705904100 8537 379438 SH Sole X PEGASUS SOLUTIONS INC. COM 705906105 4842 419228 SH Sole X PEMSTAR INC. COM 706552106 2127 144900 SH Sole X PENFORD CORP. COM 707051108 1394 120145 SH Sole X PENN ENGINEERING & MFG. C CL A 707389102 294 16600 SH Sole X PENN ENGINEERING & MFG COM NON VTG 707389300 3633 207600 SH Sole X PENN NATIONAL GAMING INC. COM 707569109 1227 48300 SH Sole X PENN OCTANE CORP. COM 707573101 210 61700 SH Sole X PENN TRAFFIC CO COM NEW 707832200 2 509 SH Sole X PENN VIRGINIA CORP. COM 707882106 2799 85084 SH Sole X J.C. PENNEY CO., INC. COM 708160106 102391 3884330 SH Sole X PENNFED FINANCIAL SVCS COM 708167101 1471 63700 SH Sole X PENNSYLVANIA REIT SH BEN INT 709102107 5806 235043 SH Sole X PENNZOIL-QUAKER STATE CO. COM 709323109 10909 973992 SH Sole X PENTAIR, INC. COM 709631105 11222 332003 SH Sole X PENTASTAR COMMUNICATION COM 709632103 638 26600 SH Sole X PENTON MEDIA, INC. CL. A COM 709668107 8092 462386 SH Sole X PENWEST PHARMACEUTICALS COM 709754105 2921 188598 SH Sole X PEOPLEPC INC. COM 709776108 39 195891 SH Sole X PEOPLES BANCSHARES INC. COM 709795108 551 34550 SH Sole X PEOPLES BANCTRUST CO. INC COM 709796106 115 9900 SH Sole X PEOPLES BANK BRIDGEPORT COM 710198102 8633 370375 SH Sole X PEOPLES BANCORP OF NC COM 710577107 117 7271 SH Sole X PEOPLES COMMUNITY BANCORP COM 71086E107 14 1000 SH Sole X PEOPLES ENERGY CORP. COM 711030106 29004 721495 SH Sole X PEOPLES HOLDING CO. COM 711148106 1904 57665 SH Sole X PEOPLESOFT, INC. COM 712713106 245304 4982816 SH Sole X PEP BOYS (MANNY, MOE & JA COM 713278109 9105 810735 SH Sole X PEPSI BOTTLING GROUP, INC COM 713409100 108103 2695838 SH Sole X PEPSIAMERICAS, INC. COM 71343P200 17343 1303975 SH Sole X PEPSICO, INC. COM 713448108 1047532 23699808 SH Sole X PER-SE TECHNOLOGIES, INC. COM NEW 713569309 4198 515119 SH Sole X PERCEPTRON INC. COM 71361F100 76 56500 SH Sole X PEREGRINE PHARMACEUTICALS COM 713661106 1720 653900 SH Sole X PEREGRINE SYSTEMS, INC. COM 71366Q101 17028 587161 SH Sole X PERFECTDATA CORP COM 713727105 8 6100 SH Sole X PERFORMANCE FOOD GROUP COM 713755106 19066 630706 SH Sole X PERFICIENT, INC. COM 71375U101 455 131231 SH Sole X PERFORMANCE TECHNOLOGIES COM 71376K102 713 47500 SH Sole X PERICOM SEMICONDUCTOR CO COM 713831105 6321 402111 SH Sole X PERINI CORP. COM 713839108 801 93100 SH Sole X PERKINELMER, INC. COM 714046109 42856 1556712 SH Sole X PEROT SYSTEMS CORP. CL A 714265105 12768 705422 SH Sole X PERRIGO CO. COM 714290103 16310 977209 SH Sole X PERSISTENCE SOFTWARE, INC COM 715329108 4 71100 SH Sole X PERSONNEL GROUP OF AMER COM 715338109 265 192000 SH Sole X PETROCORP, INC. COM 71645N101 870 92856 SH Sole X PETROLEUM DEVELOPMENT COM 716578109 38 6000 SH Sole X PETROLEUM HELICOPTERS, IN COM NON VTG 716604202 757 42300 SH Sole X PETROQUEST ENERGY INC. COM 716748108 1877 268100 SH Sole X PETSMART INC. COM 716768106 7772 1102350 SH Sole X PHARMACYCLICS INC. COM 716933106 4634 136685 SH Sole X PFIZER, INC. COM 717081103 4068048 101574231 SH Sole X PFSWEB INC. COM 717098107 89 85137 SH Sole X PHARM. PRODUCT DEVEL. COM 717124101 19257 631158 SH Sole X PHARMACEUTICAL RESOURC COM 717125108 3584 116788 SH Sole X PHARMOS CORP COM NEW 717139208 972 259100 SH Sole X PHARMACOPEIA INC. COM 71713B104 7786 324429 SH Sole X PHARMANETICS INC. COM 71713J107 674 64153 SH Sole X PHARMACIA CORP. COM 71713U102 963429 20966891 SH Sole X PHELPS DODGE CORP. COM 717265102 48224 1162034 SH Sole X PHILADELPHIA CONS HLDG CO COM 717528103 7149 205563 SH Sole X PHILADELPHIA SUBURBAN COM PAR $0.50 718009608 18278 716771 SH Sole X PHILIP MORRIS COS., INC. COM 718154107 1820544 35872788 SH Sole X PHILLIPS INT'L REALTY CO. COM 718333107 220 52400 SH Sole X PHILLIPS PETROLEUM CO. COM 718507106 229627 4028538 SH Sole X PHILLIPS-VAN HEUSEN CORP. COM 718592108 6044 419741 SH Sole X PHYSIOMETRIX INC. COM 718928104 3 1000 SH Sole X THE PHOENIX COMPANIES COM 71902E109 1823 98000 SH Sole X PHOENIX TECHNOLOGIES LTD. COM 719153108 5426 371672 SH Sole X PHOTON DYNAMICS, INC. COM 719364101 5363 198646 SH Sole X PHOTRONICS LABS INC. COM 719405102 13541 527708 SH Sole X PHOTOWORKS, INC. COM 71940B109 156 207954 SH Sole X PICTURETEL INC COM NEW 720035302 2324 415050 SH Sole X PIEDMONT NATURAL GAS, INC COM 720186105 16928 476565 SH Sole X PIER 1 IMPORTS INC. COM 720279108 18154 1578629 SH Sole X PIERRE FOODS, INC. COM 720830108 45 36100 SH Sole X PILGRIM'S PRIDE CORP. CL B 721467108 2535 202026 SH Sole X PILGRIM'S PRIDE CLASS A CL A 721467207 581 66400 SH Sole X PINNACLE ENTERTAINMENT COM 723456109 2448 333100 SH Sole X PINNACLE HOLDINGS, INC. COM 72346N101 4880 811911 SH Sole X PINNACLE SYSTEMS INC. COM 723481107 4570 755408 SH Sole X PINNACLE WEST CAPITAL COR COM 723484101 63904 1348181 SH Sole X PIONEER NATURAL RESOURCES COM 723787107 12568 737145 SH Sole X PIONEER STD ELECTRONICS I COM 723877106 6228 486575 SH Sole X PITNEY BOWES, INC. COM 724479100 187845 4459757 SH Sole X PITT DES MOINES, INC. COM 724508106 1911 55390 SH Sole X PITTSBURGH & W.VA. RAILRO SH BEN INT 724819107 25 3300 SH Sole X PITTSTON BRINK'S GROUP COM BRINKS GRP 725701106 14325 642651 SH Sole X PIXAR INC. COM 725811103 7301 178957 SH Sole X PIXELWORKS, INC. COM 72581M107 12473 348995 SH Sole X PJ AMERICA INC. COM 72585Q104 785 92800 SH Sole X PLACER DOME, INC. COM 725906101 41005 4184209 SH Sole X PLAINS ALL AMER. PIPELINE UNIT LTD PARTN 726503105 989 42735 SH Sole X PLAINS RESOURCES COM PAR $0.10 726540503 7729 325312 SH Sole X PLANAR SYSTEMS COM 726900103 2960 114300 SH Sole X PLANVISTA CORP COM 72701P105 798 96200 SH Sole X PLANET POLYMER TECH COM 727044109 2 5200 SH Sole X PLANTRONICS, INC. COM 727493108 14364 620485 SH Sole X THE PLASTIC SURGERY CO. COM 727557100 6 3700 SH Sole X PLATO LEARNING INC. COM 72764Y100 2868 92669 SH Sole X PLAYBOY ENTERPRISES CLA CL A 728117201 313 22850 SH Sole X PLAYBOY ENTERPRISES CL B CL B 728117300 3041 194327 SH Sole X PLAYTEX PRODUCTS COM 72813P100 4402 411417 SH Sole X PLEXUS CORP. COM 729132100 16949 513595 SH Sole X PLUG POWER INC. COM 72919P103 5393 250470 SH Sole X PLUM CREEK TIMBER CO. COM 729251108 10434 371326 SH Sole X POGO PRODUCING CO. COM 730448107 12736 530680 SH Sole X POLARIS INDUSTRIES INC. COM 731068102 14551 317707 SH Sole X POLAROID CORP. COM 731095105 1742 670113 SH Sole X POLO RALPH LAUREN CL A 731572103 4653 180350 SH Sole X POLYCOM, INC. COM 73172K104 12944 560570 SH Sole X POLYMEDICA CORP. COM 731738100 8047 198700 SH Sole X POLYMER GROUP INC. COM 731745105 144 63900 SH Sole X POLYONE CORP. COM 73179P106 12915 1240623 SH Sole X POLYVISION CORP COM 731805107 6 4800 SH Sole X POMEROY COMPUTER RESOURCE COM 731822102 713 47500 SH Sole X POPE & TALBOT, INC. COM 732827100 2740 212200 SH Sole X POPULAR, INC. COM 733174106 17079 518484 SH Sole X PORT FINANCIAL CORP. COM 734119100 731 36100 SH Sole X PORTAL SOFTWARE, INC. COM 736126103 4570 1106566 SH Sole X POSSIS MEDICAL INC. COM 737407106 965 80100 SH Sole X POST PROPERTIES INC. REIT COM 737464107 26602 702820 SH Sole X POTLATCH CORP. COM 737628107 19963 580151 SH Sole X POTOMAC ELECTRIC POWER CO COM 737679100 16840 804952 SH Sole X POWELL INDS., INC. COM 739128106 2544 84800 SH Sole X POWER INTEGRATIONS, INC. COM 739276103 5877 376733 SH Sole X POWER-ONE, INC. COM 739308104 19277 1158495 SH Sole X POWERCERV CORP. COM NEW 73931P204 12 3466 SH Sole X POWERWAVE TECHNOLOGIES COM 739363109 10359 714423 SH Sole X PRACTICEWORKS INC. COM 739419109 443 53428 SH Sole X POZEN INC. COM 73941U102 1767 117800 SH Sole X PRAECIS PHARMACEUTICALS COM 739421105 7775 472920 SH Sole X PRAXAIR INC COM 74005P104 128307 2729943 SH Sole X PREPAID LEGAL SERVICES COM 740065107 6739 306300 SH Sole X PRECISION CASTPARTS CORP. COM 740189105 13967 373242 SH Sole X PRECISION AUTO CARE, INC. COM 74018R105 1 1600 SH Sole X PRECISION OPTICS CORP. COM 740294103 325 209424 SH Sole X PREDICTIVE SYSTEMS, INC. COM 74036W102 1234 308588 SH Sole X PRENTISS PROPERTIES REIT SH BEN INT 740706106 17239 655485 SH Sole X PRESIDENTIAL LIFE CORP. COM 740884101 6254 279200 SH Sole X PRESIDENTIAL REALTY CORP. CL B 741004204 55 7800 SH Sole X PRESSTEK INC. COM 741113104 4315 359624 SH Sole X PREVIEW SYSTEMS INC COM 741379101 575 166600 SH Sole X PREVIO, INC. COM 74138B105 479 146924 SH Sole X PRICE COMMUNICATIONS CORP COM NEW 741437305 15615 773395 SH Sole X PRICE ENTERPRISES INC COM NEW 741444202 313 45168 SH Sole X T. ROWE PRICE GROUP INC COM 74144T108 67395 1802497 SH Sole X PRICELINE.COM INC. COM 741503106 11202 1237769 SH Sole X PRICESMART COM 741511109 3141 72200 SH Sole X PRIME RETAIL, INC. REIT COM 741570105 45 167900 SH Sole X PRIMEDIA INC. COM 74157K101 6367 937730 SH Sole X PRIMEENERGY CORP. COM 74158E104 48 5599 SH Sole X PRIME GROUP REALTY TRUST SH BEN INT 74158J103 3195 236679 SH Sole X PRIMUS KNOWLEDGE SOLUTION COM 74163Q100 489 81600 SH Sole X PRIMA ENERGY CORP COM PAR $0.015 741901201 2422 100550 SH Sole X PRIME HOSPITALITY CO. COM 741917108 7706 650300 SH Sole X PRIMUS TELECOMM GROUP COM 741929103 233 284700 SH Sole X PRIDE PETROLEUM SERVICES COM 741932107 15547 818286 SH Sole X PRINCETON VIDEO IMAGE COM 742476104 474 93800 SH Sole X PRIORITY HEALTHCARE CL A CL B 74264T102 2393 84620 SH Sole X PRIORITY HEALTHCARE CORP CL B 74264T102 7793 275561 SH Sole X PRIVATE MEDIA GROUP, INC. COM 74266R104 629 66900 SH Sole X PROBUSINESS SERVICES, INC COM 742674104 7205 271364 SH Sole X PROASSURANCE CORP. COM 74267C106 3102 179851 SH Sole X PRIZE ENERGY CORP. COM 74267L106 1399 72507 SH Sole X PROCOM TECHNOLOGY INC. COM 74270W107 731 81000 SH Sole X THE PROCTER & GAMBLE CO. COM 742718109 1332542 20886240 SH Sole X PROCURENET, INC. COM 742804107 28 186400 SH Sole X PROGIDY COMM.S CLASS A CL A 74283P206 1647 289400 SH Sole X PROFESSIONALS GOURP, INC. COM 742954100 189 6900 SH Sole X PROFESSIONAL DETAILING COM 74312N107 8770 95324 SH Sole X PROFILE TECHNOLOGIES, INC COM 743164105 128 102008 SH Sole X PROFIT RECOVERY GRP INTL COM 743168106 7566 660240 SH Sole X PROGENICS PHARMACEUTICALS COM 743187106 2689 140712 SH Sole X PROGRESS ENERGY, INC COM 743263105 140401 3125580 SH Sole X PROGRESS FINANCIAL CORP. COM 743266108 317 39838 SH Sole X PROGRESS SOFTWARE CORP. COM 743312100 9519 587622 SH Sole X PROGRESSIVE CORP. OF OHIO COM 743315103 152945 1131332 SH Sole X PROLOGIS TRUST SH BEN INT 743410102 51753 2277870 SH Sole X PROMOTIONS.COM COM 74341U106 6 17300 SH Sole X PROMISTAR FINANCIAL CORP. COM 74342Y107 2028 84493 SH Sole X PROQUEST COMPANY COM 74346P102 7152 230773 SH Sole X PROSPERITY BANCSHARES INC COM 743606105 660 27600 SH Sole X PROTECTION ONE INC COM 743663304 534 464100 SH Sole X PROTECTIVE LIFE CORP. COM 743674103 15755 458402 SH Sole X PROTEIN DESIGN LABS COM 74369L103 30457 351047 SH Sole X PROTON ENERGY SYSTEMS COM 74371K101 3141 261727 SH Sole X PROVANT, INC. COM 743724106 71 39700 SH Sole X PROVELL, INC. CL A 74372Y100 284 69300 SH Sole X PROVIDENT BANCORP INC. COM 743835100 293 15000 SH Sole X PROVIDENT BANKSHARES CORP COM 743859100 11098 444987 SH Sole X PROVIDENT FINANCIAL GROUP COM 743866105 11279 342607 SH Sole X PROVIDENT FINANCIAL HLDG. COM 743868101 949 40800 SH Sole X PROVINCE HEALTHCARE COM 743977100 15135 428877 SH Sole X PROVIDIAN FINANCIAL CORP COM 74406A102 273896 4626621 SH Sole X PROXIM, INC. COM 744284100 5753 408012 SH Sole X PROXYMED PHARMACY, INC. COM 744290107 61 79450 SH Sole X PSYCHEMEDICS CORP. COM 744375106 788 185432 SH Sole X PUBL SERVICE CO. OF NEW M COM 744499104 17799 554475 SH Sole X PUBLIC SERVICE ENTERPRISE COM 744573106 157597 3222837 SH Sole X PUBLIC STORAGE, INC. REIT COM 74460D109 52991 1787210 SH Sole X PUERTO RICAN CEMENT CO., COM 745075101 924 38900 SH Sole X PUGET ENERGY INC COM 745310102 15322 584827 SH Sole X PULASKI FINANCIAL CORP. COM 745548107 467 32880 SH Sole X PULITZER, INC. COM 745769109 5152 97581 SH Sole X PULTE HOMES INC COM 745867101 26535 622460 SH Sole X PUMATECH INC. COM 745887109 1076 358725 SH Sole X PURCHASEPRO.COM, INC. COM 746144104 467 315670 SH Sole X PURE RESOURCES, INC. COM 74622E102 4760 264445 SH Sole X PURINA MILLS INC. COM 746276104 1855 77300 SH Sole X QCF BANCORP, INC. COM 746924109 170 7100 SH Sole X QRS CORPORATION COM 74726X105 5918 356500 SH Sole X QLOGIC COM 747277101 96710 1500550 SH Sole X QAD, INC. COM 74727D108 557 159100 SH Sole X QUAKER CHEMICAL CORP. COM 747316107 2513 132238 SH Sole X QUAKER CITY BANCORP INC. COM 74731K106 1772 60122 SH Sole X QUAKER FABRIC CORP. COM 747399103 567 55300 SH Sole X QUAKER OATS CO. COM 747402105 189862 2080681 SH Sole X QUALCOMM INC. COM 747525103 709649 12134900 SH Sole X QUALITY SYSTEMS INC. COM 747582104 456 35100 SH Sole X QUANEX CORP. COM 747620102 5079 196100 SH Sole X QUANTA SERVICES, INC. COM 74762E102 10819 490895 SH Sole X QUANTUM CORP-DLT&STORAGE COM DSSG 747906204 14976 1484258 SH Sole X Q MED INC. COM 747914109 576 52600 SH Sole X QUEST DIAGNOSTICS, INC. COM 74834L100 52183 697164 SH Sole X QUEST SOFTWARE, INC. COM 74834T103 12433 329339 SH Sole X QUESTAR CORP. COM 748356102 16581 669676 SH Sole X QUESTCOM PHARMACEUTICALS COM 74835Y101 96 171500 SH Sole X QUICKLOGIC CORP COM 74837P108 673 111759 SH Sole X QUICKSILVER RESOURCES INC COM 74837R104 2227 123714 SH Sole X QUIKSILVER, INC. COM 74838C106 7724 308950 SH Sole X QUINTILES TRANSNATIONAL COM 748767100 43208 1711195 SH Sole X QUIXOTE CORP. COM 749056107 2097 73400 SH Sole X QWEST COMMUNICATIONS COM 749121109 802498 25180366 SH Sole X R & G FINANCIAL CORP CL B 749136107 1550 96600 SH Sole X RAIT INVESTMENT TRUST COM 749227104 563 34300 SH Sole X RCN CORPORATION COM 749361101 2488 453124 SH Sole X RF MONOLITHICS INC COM 74955F106 28 7500 SH Sole X RFS HOTEL INVESTORS REIT COM 74955J108 7704 487905 SH Sole X R.H. DONNELLY CORP. COM NEW 74955W307 17602 550076 SH Sole X RGS ENERGY GROUP COM 74956K104 19681 524832 SH Sole X R.L.I. CORP. COM 749607107 6810 151594 SH Sole X RPC INC. COM 749660106 3803 267822 SH Sole X RPM INC. (OHIO) COM 749685103 11669 1268337 SH Sole X RSA SECURITY INC. COM 749719100 14019 452955 SH Sole X RTI INTERNATIONAL METALS COM 74973W107 3619 237300 SH Sole X RWD TECHNOLOGIES, INC. COM 74975B101 217 70379 SH Sole X RMH TELESERVICES, INC. COM 749938106 711 55100 SH Sole X RF MICRO DEVICES, INC. COM 749941100 29747 1109974 SH Sole X RADIAN GROUP, INC. COM 750236101 30933 764728 SH Sole X RADIANT SYSTEMS INC. COM 75025N102 6584 408450 SH Sole X RADIO ONE, INC. CL A 75040P108 3 116 SH Sole X RADIO ONE INC. CL D CL D NON VTG 75040P405 3197 145000 SH Sole X RADIO UNICA CORP COM 75040Q106 527 176716 SH Sole X RADIOSHACK CORP. COM 750438103 91229 2991130 SH Sole X RADISYS CORP. COM 750459109 5360 234571 SH Sole X RAILAMERICA, INC. COM 750753105 1851 162054 SH Sole X RAINBOW RENTALS, INC. COM 750857104 553 79000 SH Sole X RAINBOW TECHNOLOGIES, INC COM 750862104 2520 450806 SH Sole X RAINDANCE COMMUNICATIONS COM 75086X106 195 135600 SH Sole X RAINMAKER SYSTEMS, INC. COM 750875106 102 138300 SH Sole X RAMBUS INC. COM 750917106 9382 762167 SH Sole X RALCORP HLDGS COM 751028101 9070 483984 SH Sole X RALSTON - PURINA COM 751277302 150512 5013708 SH Sole X RAMCO GERSHENSON PROP COM SH BEN INT 751452202 9 500 SH Sole X RAMTRON INTERNATIONAL COM NEW 751907304 325 104923 SH Sole X RANGE RESOURCES CORP. COM 75281A109 1347 224500 SH Sole X RARE HOSPITALITY INTL INC COM 753820109 9428 417150 SH Sole X RARE MEDIUM GROUP, INC. COM 75382N109 136 332500 SH Sole X RATIONAL SOFTWARE CORP. COM NEW 75409P202 41795 1490018.8 SH Sole X RAYMOND JAMES FINANCIAL, COM 754730109 20406 666854 SH Sole X RAYONIER INC. COM 754907103 15648 336880 SH Sole X RAYOVAC CORP COM 755081106 4886 229400 SH Sole X RAYTEL MEDICAL CORP COM NEW 755107208 65 32733.33 SH Sole X RAYTHEON CO. COM NEW 755111507 138938 5233066 SH Sole X RAZORFISH INC. CL A 755236106 166 307335 SH Sole X READ RITE CORP. COM 755246105 10810 2059000 SH Sole X READER'S DIGEST ASSN. INC CL A NON VTG 755267101 19977 694864 SH Sole X READER'S DIGEST CL B CL B 755267200 49 1900 SH Sole X REALNETWORKS, INC COM 75605L104 7057 600566 SH Sole X REALTY INCOME CORP. REIT COM 756109104 15238 515487 SH Sole X RECKSON ASSOC REALTY REIT COM 75621K106 16702 726194 SH Sole X RECKSON ASSOCIATES CL B CL B 75621K304 3964 161089 SH Sole X RECOTON CORP. COM 756268108 776 44800 SH Sole X RED HAT, INC. COM 756577102 2947 736816 SH Sole X REDBACK NETWORKS INC. COM 757209101 5133 575490 SH Sole X REDHOOK ALE BREWERY INC. COM 757473103 83 43782 SH Sole X REDWOOD EMPIRE BANCORP COM 757897103 536 18100 SH Sole X REDWOOD TRUST INC. COM 758075402 2195 96500 SH Sole X REEBOK INTERNATIONAL LTD. COM 758110100 31426 983590 SH Sole X REGAL-BELOIT CORP. COM 758750103 7394 353435 SH Sole X REGENCY CENTERS CORP COM 758849103 22485 885239 SH Sole X REGENT COMMUNICATIONS COM 758865109 3033 253000 SH Sole X REGENERON PHARMACEUTICAL COM 75886F107 18959 547151 SH Sole X REGENERATION TECHNOLOGIES COM 75886N100 2036 231400 SH Sole X REGIS CORP-NEW COM 758932107 12887 613962 SH Sole X REGIONS FINANCIAL CORP COM 758940100 111575 3486714 SH Sole X REHABILICARE, INC. COM 758944102 23 6880 SH Sole X REGENT ASSISTED LIVING COM 758949101 1 1500 SH Sole X REHABCARE CORPORATION COM 759148109 11732 243400 SH Sole X REGISTER.COM, INC. COM 75914G101 1654 106800 SH Sole X REINSURANCE GROUP COM 759351109 13726 362171 SH Sole X RELIANCE STEEL & ALUMINUM COM 759509102 8047 318700 SH Sole X RELIANT RESOURCES INC. COM 75952B105 6489 262722 SH Sole X RELIANT ENERGY, INC. COM 75952J108 167392 5196910 SH Sole X REMEC INC. COM 759543101 5396 435130 SH Sole X REMEDY CORP. COM 759548100 16359 470076 SH Sole X REMINGTON OIL & GAS CORP COM 759594302 3682 193800 SH Sole X RENAISSANCE WORLDWIDE COM 75968A109 266 199800 SH Sole X RENAISSANCE LEARNING INC. COM 75968L105 10606 209648 SH Sole X REPLIGEN CORP. COM 759916109 280 116700 SH Sole X REPUBLIC BANK COM 759929102 1298 76900 SH Sole X RENAL CARE GROUP, INC. COM 759930100 20478 622615 SH Sole X RENT-A-CENTER COM 76009N100 11945 227100 SH Sole X RENT-WAY, INC. COM 76009U104 3512 322200 SH Sole X RENTRAK CORP. COM 760174102 317 88000 SH Sole X REPUBLIC BANCORP, INC CL A 760281204 433 33300 SH Sole X REPUBLIC BANCORP COM 760282103 5182 372830 SH Sole X REPUBLIC FIRST BANCORP COM 760416107 220 42030 SH Sole X REPUBLIC SERVICES, INC. COM 760759100 19523 983520 SH Sole X RESEARCH FRONTIERS INC. COM 760911107 2646 98000 SH Sole X RES-CARE INC COM 760943100 735 89000 SH Sole X RESTORATION HARDWARE COM 760981100 520 95800 SH Sole X RESMED INC. COM 761152107 13265 262418 SH Sole X RESONATE INC. COM 76115Q104 456 109836 SH Sole X RESORTQUEST INTERNATIONAL COM 761183102 1612 140200 SH Sole X RESOURCE AMERICA CL A 761195205 1247 95200 SH Sole X RESOURCE BANCSHARES MTG. COM 761197102 1307 179000 SH Sole X RESOURCES CONNECTION, INC COM 76122Q105 1463 56600 SH Sole X RESPIRONICS, INC. COM 761230101 17942 602877 SH Sole X RETEK INC. COM 76128Q109 16883 352178 SH Sole X REVLON, INC. CLASS A CL A 761525500 2216 305600 SH Sole X REYNOLDS & REYNOLDS CL A CL A 761695105 12166 554265 SH Sole X R.J. REYNOLDS TOBACCO COM 76182K105 48285 884343 SH Sole X RHYTHMS NETCONNECTIONS COM 762430205 27 254325 SH Sole X ROBOZYME PHARACEUTICALS COM 762567105 1430 143000 SH Sole X RICHARDSON ELECTRONICS, L COM 763165107 304 21700 SH Sole X RICHMOND COUNTY FINL CORP COM 764556106 7206 192050 SH Sole X RIGEL PHARMACEUTICALS, COM 766559108 1049 123400 SH Sole X RIGGS NATIONAL CORP. COM 766570105 6864 403980 SH Sole X RIGHT MANAGEMENT COM 766573109 4314 165275 SH Sole X THE RIGHT START, INC. COM NEW 766574206 45 23900 SH Sole X RIGHTCHOICE MANAGED CARE COM 76657T102 5592 125941 SH Sole X RIMAGE CORP. COM 766721104 434 52000 SH Sole X RITE AID CORP. COM 767754104 12816 1424017 SH Sole X RIVERSTONE NETWORKS INC COM 769320102 7620 383124 SH Sole X RIVIANA FOODS INC. COM 769536103 1361 75000 SH Sole X ROADWAY CORP. COM 769742107 6787 285509 SH Sole X ROANOKE ELECTRIC STEEL COM 769841107 908 52000 SH Sole X ROBBINS & MYERS, INC. COM 770196103 2977 105578 SH Sole X ROBERT HALF INTERNATIONAL COM 770323103 72968 2931638 SH Sole X ROCHESTER MEDICAL CORP. COM 771497104 548 90655 SH Sole X ROCK-TENN CO. CL A 772739207 1425 116310 SH Sole X ROCKWELL INTERNATIONAL CO COM 773903109 104012 2728545 SH Sole X ROCKY MOUNTAIN CHOC FACT COM PAR $0.03 774678403 57 6143 SH Sole X ROCKY SHOES & BOOTS, INC. COM 774830103 354 77500 SH Sole X ROGERS CORP. COM 775133101 6052 228383 SH Sole X ROHM & HAAS CO COM 775371107 106868 3248257 SH Sole X ROHN INDUSTRIES INC. COM 775381106 1149 242000 SH Sole X ROLLINS, INC. COM 775711104 7016 352380 SH Sole X ROPER INDS INC NEW COM 776696106 16494 395071 SH Sole X ROSETTA INPHARMATICS INC COM 777777103 5303 342131 SH Sole X ROSLYN BANCORP INC. COM 778162107 13033 495557 SH Sole X ROSS STORES, INC. COM 778296103 13163 549617 SH Sole X THE ROTTLUND CO. COM 779077106 284 56700 SH Sole X ROUGE INDUSTRIES INC CL A 779088103 76 34200 SH Sole X ROUSE CO. REIT COM 779273101 29399 1026135 SH Sole X ROWAN COS., INC. COM 779382100 33782 1528587 SH Sole X ROXIO, INC COM 780008108 2917 224410.3 SH Sole X ROYAL APPLIANCE MANUFACTU COM 780076105 2294 377224 SH Sole X ROYAL BANCSHARES OF PENN CL A 780081105 311 16800 SH Sole X ROYAL DUTCH PETRO ADR NY REG GLD1.25 780257804 1595762 27385649 SH Sole X ROYAL GOLD INC COM 780287108 280 91100 SH Sole X ROYALE ENERGY, INC. COM NEW 78074G200 186 18028 SH Sole X ROYAL PRECISION INC COM 780921102 19 7800 SH Sole X RUBY TUESDAY COM 781182100 17953 1049896 SH Sole X RUDDICK CORP. COM 781258108 8760 516796 SH Sole X RUDOLPH TECNOLOGIES, INC. COM 781270103 3929 83600 SH Sole X RUSH ENTERPRISES INC. COM 781846100 299 50900 SH Sole X RURAL CELLULAR CORP CL A 781904107 4539 100200 SH Sole X RUSS BERRIE, INC. COM 782233100 6277 213500 SH Sole X RUSSELL CORP. COM 782352108 7815 459981 SH Sole X RYAN'S FAMILY STEAK HOUSE COM 783519101 6576 536815 SH Sole X RYDER SYSTEM, INC. COM 783549108 23143 1180785 SH Sole X RYERSON TULL, INC. COM 78375P107 4256 315503 SH Sole X RYLAND GROUP, INC. COM 783764103 9103 179900 SH Sole X S&K FAMOUS BRANDS INC COM 783774102 887 85700 SH Sole X S & T BANCORP INC COM 783859101 7781 288174 SH Sole X SBC COMMUNICATIONS COM 78387G103 2183847 54514415 SH Sole X SBS TECHNOLOGIES COM 78387P103 3154 166700 SH Sole X SBA COMMUNICATIONS CORP. COM 78388J106 10749 434289 SH Sole X SCI SYSTEMS, INC. COM 783890106 28221 1106707 SH Sole X SCM MICROSYSTEMS INC COM 784018103 2437 234332 SH Sole X SCP POOL CORP. COM 784028102 7778 225850 SH Sole X SCPIE HOLDINGS INC. COM 78402P104 2089 103400 SH Sole X SEEC INC. COM 784110108 212 79400 SH Sole X SEI INVESTMENT COMPANY COM 784117103 34942 737172 SH Sole X SEMCO ENERGY INC COM 78412D109 1540 102685 SH Sole X SJNB FINANCIAL CORP. COM 784273104 1194 27614 SH Sole X SJW CORP. COM 784305104 2787 32600 SH Sole X SL GREEN REALTY CORP COM 78440X101 13694 451798 SH Sole X SL INDUSTRIES, INC. COM 784413106 11 1000 SH Sole X SLI, INC. COM 78442T108 4209 510153 SH Sole X SMC CORP. COM 784460107 216 59300 SH Sole X SPS TECHNOLOGIES, INC. COM 784626103 9019 190278 SH Sole X SPSS, INC. COM 78462K102 3512 222114 SH Sole X SOS STAFFING SERVICES COM 78462X104 146 111500 SH Sole X SPX CORP. COM 784635104 36622 292551.4642 SH Sole X S1 CORPORATION COM 78463B101 6790 485009.17 SH Sole X SRI/SURGICAL EXPRESS, INC COM 78464W104 2586 85046 SH Sole X STM WIRELESS, INC. CL A 784776106 8 6800 SH Sole X SABA SOFTWARE, INC. COM 784932105 5500 335136 SH Sole X S.Y. BANCORP INC. COM 785060104 1771 52100 SH Sole X SABRE HOLDINGS CORP. CL A 785905100 110480 2209609 SH Sole X SAFECO COM 786429100 55666 1886988 SH Sole X SAFEGUARD SCIENTIFICS, IN COM 786449108 5132 998362 SH Sole X SAFESCIENCE, INC. COM 786452102 64 32100 SH Sole X SAFENET, INC. COM 78645R107 424 42444 SH Sole X SAFEWAY, INC. COM NEW 786514208 367934 7665286 SH Sole X SAGA COMMUNICATIONS, INC. CL A 786598102 2495 105093 SH Sole X SAGE, INC. COM 786632109 835 53900 SH Sole X SAGENT TECHNOLOGY, INC. COM 786693101 329 219300 SH Sole X ST. FRANCIS CAPITAL CORP. COM 789374105 2830 129500 SH Sole X THE ST. JOE COMPANY COM 790148100 11938 444119 SH Sole X ST. JUDE MEDICAL, INC. COM 790849103 85108 1418472 SH Sole X ST MARY LAND & EXPLORATIO COM 792228108 11844 507036 SH Sole X ST. PAUL COMPANIES, INC. COM 792860108 161421 3184471 SH Sole X SAKS, INC. COM 79377W108 9677 1008051 SH Sole X SALEM COMMUNICATIONS CORP CL A 794093104 1173 53600 SH Sole X SALIENT 3 COMMUNICATIONS CL A 794721100 295 124300 SH Sole X SALTON, INC. COM 795757103 2569 144350 SH Sole X SAMES CORP. COM 79587E104 12 72750 SH Sole X SAMSONITE CORP. COM 79604V105 682 239348 SH Sole X SANCHEZ COMPUTER ASSOC. COM 799702105 3008 226982 SH Sole X SANDERS MORRIS HARRIS GRO COM 80000Q104 264 44079 SH Sole X SANDERSON FARMS, INC. COM 800013104 1089 85950 SH Sole X SANDISK CORP. COM 80004C101 12866 461309 SH Sole X SANDY SPRING BANCORP, INC COM 800363103 1736 53900 SH Sole X SANGAMO BIOSCIENCES COM 800677106 2294 156666 SH Sole X SANMINA CORP. COM 800907107 113475 4847305 SH Sole X SANGSTAT MEDICAL CORP. COM 801003104 2740 167300 SH Sole X SANTA BARBARA RESTAURANT COM 801378100 14 6300 SH Sole X SANTANDER BANCORP COM 802809103 3215 164474 SH Sole X SAPIENT CORP. COM 803062108 21149 2169101 SH Sole X SARA LEE CORP. COM 803111103 237262 12527022 SH Sole X SATCON TECHNOLOGY CORP. COM 803893106 1183 113200 SH Sole X SAUER-DANFOSS, INC. COM 804137107 2052 217159 SH Sole X SAUL CENTERS, INC. REIT COM 804395101 4427 234341 SH Sole X SAVVIS COMMUNICATIONS COM 805423100 217 301743 SH Sole X SAWTEK INC. COM 805468105 10494 445982 SH Sole X SCANA CORP COM 80589M102 23275 819551 SH Sole X SCANSOURCE, INC. COM 806037107 1295 27300 SH Sole X SCHAWK, INC. CL A 806373106 436 42700 SH Sole X SCHEID VINEYARDS, INC. CL A 806403101 9 2300 SH Sole X HENRY SCHEIN INC. COM 806407102 6342 158306 SH Sole X SCHERER HEALTH COM 806530101 10 3200 SH Sole X SCHERING-PLOUGH CORP. COM 806605101 850271 23462219 SH Sole X SCHICK TECHNOLOGIES COM 806683108 40 40000 SH Sole X SCHLUMBERGER LTD. COM 806857108 448180 8512449 SH Sole X SCHNITZER STEELINDUSTRIES CL A 806882106 323 22700 SH Sole X SCHOLASTIC CORP. COM 807066105 17727 393941 SH Sole X SCHOOL SPECIALTY, INC. COM 807863105 7973 308420 SH Sole X SCHULER HOMES INC - CL A CL A 808188106 2912 215062 SH Sole X SCHULMAN, A., INC. COM 808194104 5497 407216 SH Sole X CHARLES SCHWAB CORP. COM 808513105 340080 22227451 SH Sole X SCHWEITZER-MAUDUIT INT'L COM 808541106 6429 272422 SH Sole X SCICLONE PARM COM 80862K104 1893 324703 SH Sole X SCIENT CORP. COM 80864H109 270 290745 SH Sole X SCIENTIFIC-ATLANTA, INC. COM 808655104 110347 2717902 SH Sole X SCIENTIFIC GAMES CORP CL A 80874P109 2552 433209 SH Sole X SCIOS, INC. COM 808905103 8978 358965 SH Sole X SCIQUEST.COM. INC. COM 80908Q107 87 83900 SH Sole X SCOPE INDUSTRIES COM 809163108 526 12500 SH Sole X SCOTTISHPOWER ADR SPON ADR FINAL 81013T705 4573 156600 SH Sole X SCOTTS CO. CL A 810186106 15473 373297 SH Sole X SCREAMINGMEDIA INC. COM 810883108 261 88331 SH Sole X E.W SCRIPPS CO CL A 811054204 21449 310852 SH Sole X SEABOARD CORP. COM 811543107 422 2030 SH Sole X SEACHANGE INTERNATIONAL COM 811699107 4578 253900 SH Sole X SEACOAST BANKING CORP.CLA CL A 811707108 2603 74300 SH Sole X SEACOAST FINL SERV. CORP. COM 81170Q106 3511 216070 SH Sole X SEACOR SMIT INC. COM 811904101 13551 289925 SH Sole X SEALED AIR CORP COM 81211K100 48219 1294473 SH Sole X SEALED AIR CORP CVT PFD PFD CV A $2 81211K209 1512 37845 SH Sole X SEARS, ROEBUCK & CO. COM 812387108 224150 5297793 SH Sole X SEATTLE GENETICS INC. COM 812578102 204 33400 SH Sole X SECOND BANCORP, INC. COM 813114105 1349 58900 SH Sole X SECURE COMPUTING CORP. COM 813705100 6909 439778 SH Sole X SECURITY CAPITAL GROUP B CL B 81413P204 14231 664996 SH Sole X SEEBEYOND TECHNOLOGY CORP COM 815704101 6487 540601 SH Sole X SEGUE SOFTWARE, INC. COM 815807102 199 73600 SH Sole X SEITEL, INC. COM NEW 816074306 4842 369600 SH Sole X SELECT MEDICAL CORP COM 816196109 6150 307500 SH Sole X SELECTICA, INC. COM 816288104 775 181054 SH Sole X SELECTIVE INSURANCE GROUP COM 816300107 8941 335130 SH Sole X SEMTECH CORP. COM 816850101 13963 465422 SH Sole X SEMPRA ENERGY COM 816851109 88434 3234597 SH Sole X SEMITOOL INC COM 816909105 1207 101200 SH Sole X SENTO CORPORATION COM 816918106 12 6700 SH Sole X SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 2054 157990 SH Sole X SENSIENT TECHNOLOGIES COR COM 81725T100 12283 598603 SH Sole X SENSORMATIC ELECTRONICS C COM 817265101 19850 1167638 SH Sole X SEPRACOR INC COM 817315104 24125 606144 SH Sole X SEQUA CORP. CL A 817320104 4183 91943 SH Sole X SEQUENOM INC. COM 817337108 3261 232911 SH Sole X SERACARE, INC. COM 817473101 670 95957 SH Sole X SERENA SOFTWARE, INC. COM 817492101 10652 293107 SH Sole X SEROLOGICALS CORP. COM 817523103 3560 166800 SH Sole X SERVICE CORP. INT'L. COM 817565104 13088 2057905 SH Sole X SERVICEMASTER CO. COM 81760N109 14447 1203912 SH Sole X 7-ELEVEN, INC. COM NEW 817826209 5620 499576 SH Sole X SHARPER IMAGE CORP COM 820013100 595 56800 SH Sole X SHAW GROUP INC. COM 820280105 14703 366661 SH Sole X SHEFFIELD PHARMACEUTICAL COM NEW 82123D309 230 57000 SH Sole X SHERWIN-WILLIAMS CO. COM 824348106 51711 2329326 SH Sole X SHOE CARNIVAL COM 824889109 1068 89006 SH Sole X SHOE PAVILION, INC. COM 824894109 21 21100 SH Sole X SHOPKO STORES, INC. COM 824911101 3028 416000 SH Sole X SHOLODGE, INC. COM 825034101 211 39333 SH Sole X SHUFFLE MASTER, INC. COM 825549108 3284 156382.5 SH Sole X SHURGARD STRAGE REIT CL A COM 82567D104 17949 574357 SH Sole X SICOR, INC. COM 825846108 11316 489886 SH Sole X SIEBEL SYSTEMS INC. COM 826170102 341576 7283064 SH Sole X SIERRA HEALTH SERVICES COM 826322109 2686 383203 SH Sole X SIERRA PACIFIC RESOURCES COM 826428104 15612 976389 SH Sole X SIGMA ALDRICH CORP. COM 826552101 50536 1308537 SH Sole X SIGNAL TECHNOLOGY CORP. COM 826675100 873 81200 SH Sole X SIGNALSOFT CORP. COM 82668M102 2610 226928 SH Sole X SIGA TECHNOLOGIES COM 826917106 252 63081 SH Sole X SILICON LABS. COM 826919102 4380 198210 SH Sole X SILGAN HOLDINGS INC. COM 827048109 2741 156100 SH Sole X SILICON GRAPHICS, INC. COM 827056102 2440 1755401 SH Sole X SILICON STORAGE TECH. COM 827057100 7237 714430 SH Sole X SILICON IMAGE INC. COM 82705T102 3075 614904 SH Sole X SILICON VALLEY BANCSHARES COM 827064106 12895 586119 SH Sole X SILICONIX INC. COM NEW 827079203 4852 153363 SH Sole X SILVERSTREAM SOFTWARE COM 827907106 735 104277 SH Sole X SIMMONS FIRST NATIONAL CL A $5 PAR 828730200 3532 105750 SH Sole X SIMON PROPERTY GROUP, INC COM 828806109 73074 2438231 SH Sole X SIMPLEX SOLUTIONS COM 828854109 432 19000 SH Sole X SIMPSON MANUFACTURING COM 829073105 8192 135400 SH Sole X SIMULA INC. COM 829206101 252 68000 SH Sole X SINCLAIR BROADCAST GROUP CL A 829226109 3646 354000 SH Sole X SIRIUS SATELLITE RADIO COM 82966U103 6295 516430 SH Sole X SITEL CORP. COM 82980K107 1330 831020 SH Sole X SIPEX CORP. COM 829909100 3476 230372 SH Sole X SIX FLAGS, INC. COM 83001P109 12739 605451 SH Sole X SIZZLER PROPERTY INVESTOR COM 830137105 802 84652 SH Sole X SIZZLER INTERNATIONAL COM 830139101 536 369575 SH Sole X SKETCHERS U.S.A, INC CL A 830566105 6472 221424 SH Sole X SKILLSOFT CORP. COM 83066P101 3307 96542 SH Sole X SKY FINANCIAL GROUP INC. COM 83080P103 6697 353778 SH Sole X SKYLINE CORP. COM 830830105 3142 115500 SH Sole X SKYWEST, INC. COM 830879102 13040 465714 SH Sole X SMART & FINAL INC. COM 831683107 619 56300 SH Sole X SMARTDISK CORP. COM 83169Q105 662 159800 SH Sole X SMITH (A.O.) CORPORATION COM 831865209 5028 280900 SH Sole X SMITH INTERNATIONAL, INC. COM 832110100 24281 405360 SH Sole X CHARLES E. SMITH RES REIT COM 832197107 22250 443677 SH Sole X SMITHFIELD FOOD, INC. COM 832248108 23160 574696 SH Sole X J. M. SMUCKER CO. COM 832696306 7157 275279 SH Sole X SMURFIT-STONE CONTAINER COM 832727101 18930 1168519 SH Sole X SNAP-ON INC. COM 833034101 21519 890690 SH Sole X SOFTWARE SPECTRUM COM 833960107 1111 91698 SH Sole X SOFTNET SYSTEMS, INC. COM 833964109 275 140300 SH Sole X SOLA INTERNATIONAL COM 834092108 6004 425500 SH Sole X SOLECTRON CORP. COM 834182107 181087 9895482 SH Sole X SOLUTIA, INC. COM 834376105 9827 770764 SH Sole X SOMERA COMMUNICATIONS COM 834458101 2759 385400 SH Sole X SONIC CORP COM 835451105 10555 332638 SH Sole X SONIC AUTOMOTIVE INC. CL A 83545G102 4571 239300 SH Sole X SONIC INNOVATIONS. INC COM 83545M109 681 105600 SH Sole X SONIC SOLUTIONS INC. COM 835460106 13 9700 SH Sole X SONICBLUE INC. COM 83546Q109 4361 1321553.14 SH Sole X SONICWALL, INC. COM 835470105 12402 491954 SH Sole X SONOCO PRODUCTS COM 835495102 17858 717760 SH Sole X SONOSITE, INC. COM 83568G104 2654 136826 SH Sole X SONUS PHARMACEUTICALS INC COM 835692104 828 254800 SH Sole X SORRENTO NETWORKS CORP COM 83586Q100 1980 165272 SH Sole X SOTHEBY'S HOLDINGS CLASS CL A 835898107 8570 531305 SH Sole X SONUS NETWORKS, INC. COM 835916107 19152 819880 SH Sole X SOURCE INFORMATION MGMT COM NEW 836151209 339 61300 SH Sole X SOURCE MEDIA, INC. COM NEW 836153304 5 104100 SH Sole X SOUTH FINANCIAL GROUP COM 837841105 12431 658419 SH Sole X SOUTH JERSEY INDUSTRIES, COM 838518108 3084 99020 SH Sole X SOUTHERN CO. COM 842587107 237289 10205986 SH Sole X SOUTHERN FIN'L BANCORP COM 842870107 485 19200 SH Sole X SOUTHERN PERU COPPER CORP COM 843611104 2282 184800 SH Sole X SOUTHERN UNION CO. COM 844030106 13880 680373 SH Sole X SOUTHTRUST CORP. COM 844730101 137236 5278292 SH Sole X SOUTHWEST AIRLINES CO. COM 844741108 214186 11583866 SH Sole X SOUTHWEST BANCORP, INC. COM 844767103 989 40578 SH Sole X SOUTHWEST BANCORP OF TX COM 84476R109 11812 390981 SH Sole X SOUTHWEST GAS CORP. COM 844895102 10836 457604 SH Sole X SOUTHWEST SECURITIES, INC COM 845224104 4199 202860 SH Sole X SOUTHWEST WATER CO. COM 845331107 202 13900 SH Sole X SOUTHWESTERN ENERGY CO. COM 845467109 5580 455500 SH Sole X SOVEREIGN BANCORP, INC. COM 845905108 22711 1746970 SH Sole X SOVRAN SELF STORAGE REIT COM 84610H108 7248 264799 SH Sole X 3PACELABS MEDICAL, INC. COM 846247104 1173 96142 SH Sole X SPANISH BROADCASTING SYS. CL A 846425882 2665 324600 SH Sole X SPARTAN MOTORS, INC. COM 846819100 1172 296688 SH Sole X SPARTAN STORES, INC COM 846822104 1486 92500 SH Sole X SPARTECH CORP. COM NEW 847220209 6594 273024 SH Sole X SPECIALTY LABORATORIES COM 84749R100 4069 107492 SH Sole X SPECTRA-PHYSICS INC COM 847568102 2060 89011 SH Sole X SPECTRALINK CORP. COM 847580107 1193 91700 SH Sole X SPECTRIAN CORP. COM 847608106 1656 103500 SH Sole X SPECTRANETICS COM 84760C107 338 132400 SH Sole X SPECTRASITE HOLDINGS,INC COM 84760T100 6304 870738 SH Sole X SPECTRUM CONTROL, INC. COM 847615101 61 10200 SH Sole X SPECTRX, INC. COM 847635109 43 5074 SH Sole X SPEECHWORKS INT'L. COM 84764M101 3588 228521 SH Sole X SPEEDCOM WIRELESS CORP. COM 847703105 52 21680 SH Sole X SPEEDFAM-IPEC, INC. COM 847705100 1240 388794 SH Sole X SPEEDUS.COM, INC. COM 847723103 264 240100 SH Sole X SPEEDWAY MOTORSPORTS INC. COM 847788106 5839 231608 SH Sole X SPHERION CORP. COM 848420105 7610 850321 SH Sole X SPHINX INTERNATIONAL INC. COM 84842Q108 117 120500 SH Sole X SPIEGEL, INC. CL A 848457107 5475 566160 SH Sole X SPIEKER PROPERTIES REIT COM 848497103 52787 880521 SH Sole X SPINNAKER EXPLORATION COM 84855W109 10581 265462 SH Sole X SPORTSLINE.COM, INC. COM 848934105 174 75600 SH Sole X THE SPORTS AUTHORITY INC COM 849176102 668 190352 SH Sole X SPORTS RESORTS INTL INC. COM 84918U108 711 58200 SH Sole X SPRINGS INDUSTRIES, INC. CL A 851783100 10853 246093 SH Sole X SPRINT CORP. COM FON GROUP 852061100 288697 13515775 SH Sole X SPRINT CORP. PCS PCS COM SER 1 852061506 361718 14977985 SH Sole X STAFF LEASING INC. COM 852381102 271 71200 SH Sole X STAMPS.COM INC COM 852857101 1222 325800 SH Sole X STAN LEE MEDIA, INC. COM 85285P101 7 70070 SH Sole X STANCORP FINANCIAL GROUP COM 852891100 13921 293763 SH Sole X STANDARD COMMERCIAL TOBAC COM 853258101 1958 111434 SH Sole X STD MICROSYSTEM COM 853626109 5037 281419 SH Sole X STANDARD MOTOR PRODUCTS, COM 853666105 1990 149600 SH Sole X STANDARD PACIFIC CORP COM 85375C101 10751 464400 SH Sole X THE STANDARD REGISTER CO. COM 853887107 6975 377034 SH Sole X STANDEX INTERNATIONAL COR COM 854231107 3894 165000 SH Sole X STANELY FURNITURE CO. COM NEW 854305208 683 25400 SH Sole X STANFORD MICRDEVICES, INC COM 854399102 3406 201558 SH Sole X THE STANLEY WORKS COM 854616109 53497 1277698 SH Sole X STARBASE CORPORATION COM NEW 854910205 1292 353900 SH Sole X STAPLES, INC. COM 855030102 112316 7024122 SH Sole X STAR BUFFET INC. COM 855086104 23 7600 SH Sole X STAR SCIENTIFIC, INC. COM 85517P101 218 74900 SH Sole X STARBUCKS CORP. COM 855244109 142882 6212274 SH Sole X STARCRAFT CORP. COM 855269106 8 5500 SH Sole X STARMEDIA NETWORK, INC. COM 855546107 804 432400 SH Sole X L. S. STARRETT CO. CL. A CL A 855668109 1328 64800 SH Sole X L. S. STARRETT CO. CL. B CL A 855668109 8 400 SH Sole X STARTEK INC. COM 85569C107 3767 166664 SH Sole X STARTEC GLOBAL COMM. COM 85569E103 13 87700 SH Sole X STATE AUTO FINL CORP COM 855707105 4054 247325 SH Sole X STARWOOD HOTELS & RESORTS PAIRED CTF 85590A203 120292 3226704 SH Sole X STATE FINL SVCS. CORP A CL A 856855101 1293 101373 SH Sole X STATE STREET CORP. COM 857477103 259848 5250521 SH Sole X STATEN ISLAND BANCORP COM 857550107 14322 514238 SH Sole X STATION CASINOS, INC. COM 857689103 6696 418520 SH Sole X STEAK N SHAKE COMPANY COM 857873103 3494 377713 SH Sole X STEEL DYNAMICS INC. COM 858119100 6867 549400 SH Sole X STEEL TECHNOLOGIES, INC. COM 858147101 425 59600 SH Sole X STEELCASE INC. CL A 858155203 1092 91365 SH Sole X STEELCLOUD COMPANY COM 85815M107 20 38200 SH Sole X STEIN MART, INC. COM 858375108 6194 599047 SH Sole X STEINWAY MUSICAL INST. COM ORD 858495104 860 48700 SH Sole X STEPAN CO. COM 858586100 1585 60500 SH Sole X STEPHAN CO COM 858603103 230 75250 SH Sole X STERLING BANCSHARES INC. COM 858907108 7314 381311 SH Sole X STERICYCLE, INC. COM 858912108 6334 134909 SH Sole X STERIS CORP. COM 859152100 18480 921677 SH Sole X STERLING BANCORP COM 859158107 2348 76746 SH Sole X STERLING FINANCIAL CORP. COM 859317109 1266 54700 SH Sole X STEWART & STEVENSON SVCS. COM 860342104 28003 848574 SH Sole X STEWART ENTERPRISES CL. A CL A 860370105 6845 937672 SH Sole X STEWART INFORMATION SERVI COM 860372101 2099 107700 SH Sole X STIFEL FINANCIAL CORP. COM 860630102 65 5345 SH Sole X STILLWATER MINING CO. COM 86074Q102 16247 555448 SH Sole X STILWELL FINANCIAL, INC. COM 860831106 120308 3584850 SH Sole X STONE ENERGY CORP. COM 861642106 19288 435385 SH Sole X STONERIDGE INC. COM 86183P102 2738 254689 SH Sole X STORAGE USA, INC. REIT COM 861907103 15512 430893 SH Sole X STORAGE TECHNOLOGY CORP. COM PAR $0.10 862111200 10407 756321 SH Sole X STORAGE COMPUTER CORP. COM 86211A101 358 55930 SH Sole X STORAGENETWORKS, INC. COM 86211E103 1746 102793 SH Sole X STRATEGIC DIAGNOSTICS COM 862700101 20 6000 SH Sole X STRATEGIC DISTRIBUTION IN COM NEW 862701307 395 48864 SH Sole X STRATOS LIGHTWAVE, INC. COM 863100103 11117 855118.63 SH Sole X STRATTEC SECURITY CORP COM 863111100 879 25305 SH Sole X STRATUS PROPERTIES INC COM NEW 863167201 746 67780 SH Sole X STRAYER EDUCATION COM 863236105 7164 146955 SH Sole X STRIDE RITE CORP. COM 863314100 6152 723726 SH Sole X STROUDS, INC. COM 863451100 1 69100 SH Sole X STRUCTURAL DYNAMICS RESEA COM 863555108 10496 428405 SH Sole X STRYKER CORP. COM 863667101 174318 3178081 SH Sole X STUDENT LOAN CORP. COM 863902102 6813 97675 SH Sole X STURM, RUGER & CO., INC. COM 864159108 2601 265400 SH Sole X SYLECLICK, INC. CL A 86422L102 43 41700 SH Sole X SUCCESS BANCSHARES INC. COM 864578109 1019 55300 SH Sole X SUFFOLK BANCORP COM 864739107 2543 56743 SH Sole X SUIZA FOODS CORP. COM 865077101 17164 323248 SH Sole X SUMMIT BANCSHARES INC COM 866011109 1103 58600 SH Sole X SUMMIT FINANCIAL CORP COM 866057102 14 1400 SH Sole X SUMMIT PROPERTIES REIT COM 866239106 13646 508618 SH Sole X SUN COMMUNITIES INC. REIT COM 866674104 11087 313628 SH Sole X SUM COMMUNITY BANCORP COM 866678105 34 3800 SH Sole X SUN MICROSYSTEMS, INC. COM 866810104 828048 52674801 SH Sole X SUNGARD DATA SYSTEMS COM 867363103 67709 2256206 SH Sole X SUNOCO, INC. COM 86764P109 51072 1394268 SH Sole X SUNQUEST INFO. SYSTEMS COM 867654105 2379 100000 SH Sole X SUNRISE ASSISTED LIVING COM 86768K106 7247 276093 SH Sole X SUNRISE TELECOM COM 86769Y105 1673 281124 SH Sole X SUNTRUST BANKS, INC. COM 867914103 282177 4355933 SH Sole X SUPERCONDUCTOR TECH INC. COM 867931107 422 70400 SH Sole X SUPERGEN INC. COM 868059106 3835 260335 SH Sole X SUPERIOR CONSULTANT HLDGS COM 868146101 1073 233200 SH Sole X SUPERIOR ENERGY SERVICES COM 868157108 2896 366560 SH Sole X SUPERIOR INDUSTRIES INT'L COM 868168105 10674 278695 SH Sole X SUPERIOR UNIFORM GROUP COM 868358102 455 46926 SH Sole X SUPERIOR TELECOM INC. COM 868365107 680 240987 SH Sole X SUPERTEX INC. COM 868532102 1431 116000 SH Sole X SUPERVALU, INC. COM 868536103 36155 2060093 SH Sole X SUPPORT.COM, INC. COM 868587106 1370 212463 SH Sole X SUREBEAM CORP. CL A 86866R102 1503 87800 SH Sole X SURMODICS, INC. COM 868873100 9966 169498 SH Sole X SUSQUEHANNA BKSHS PA COM 869099101 12021 590689 SH Sole X SWIFT ENERGY CO. COM 870738101 13262 440151 SH Sole X SWIFT TRANSPORTATION CO., COM 870756103 12959 672843 SH Sole X SWITCHBOARD INC. COM 871045100 1109 187928 SH Sole X SYBASE, INC. COM 871130100 11475 697587 SH Sole X SYBRON DENTAL SPECIALTIES COM 871142105 9080 443162.0001 SH Sole X SYCAMORE NETWORKS, INC. COM 871206108 9537 1023329 SH Sole X SYKES ENTERPRISES, INC. COM 871237103 4723 429396 SH Sole X SYLVAN LEARNING SYSTEMS COM 871399101 12762 525189 SH Sole X SYMANTEC CORP. COM 871503108 26667 610366 SH Sole X SYMBOL TECHNOLOGIES, INC. COM 871508107 73457 3308855 SH Sole X SYMMETRICOM INC COM 871543104 6360 434400 SH Sole X SYMS CORP COM 871551107 636 112221 SH Sole X SYMYX TECHNOLOGIES COM 87155S108 6726 255831 SH Sole X SYNAGRO TECHNOLOGIES, INC COM NEW 871562203 174 72946 SH Sole X SYNALLOY CORP. COM 871565107 374 54132 SH Sole X SYNAVANT INC. COM 87157A105 159 22387 SH Sole X SYNCOR INTERNATIONAL CORP COM 87157J106 9703 313012 SH Sole X SYNOPSYS, INC. COM 871607107 22799 471151 SH Sole X SYNPLICITY, INC. COM 87160Y108 491 49040 SH Sole X SYNOVUS FINANCIAL CORP. COM 87161C105 142754 4549191 SH Sole X SYNTELLECT INC. COM 87161L105 623 226700 SH Sole X SYNTEL, INC. COM 87162H103 1745 226687 SH Sole X SYNTROLEUM CORP. COM 871630109 2617 287850 SH Sole X SYSCO CORP. COM 871829107 292784 10783950 SH Sole X SYSTEMAX INC COM 871851101 243 99846 SH Sole X SYSTEMS & COMPUTER TECH. COM 871873105 5341 590166 SH Sole X SYSTEMONE TECH, INC. COM 87187Q104 213 100200 SH Sole X TBC CORP. COM 872180104 3457 360861 SH Sole X TCF FINANCIAL CORP. COM 872275102 28403 613321 SH Sole X TC PIPELINES, LP UT COM LTD PRT 87233Q108 642 27900 SH Sole X TCSI CORP. COM 87233R106 411 360650 SH Sole X TD WATERHOUSE GROUP, INC. COM 872362108 2028 185582 SH Sole X TECO ENERGY, INC. COM 872375100 27842 912867 SH Sole X TF FINANCIAL CORP. COM 872391107 1527 77312 SH Sole X THCG, INC COM 87242T101 20 78400 SH Sole X THQ INC. COM NEW 872443403 17532 294018 SH Sole X TJX COS., INC. COM 872540109 154371 4843765 SH Sole X TRC COS.INC. COM 872625108 1964 48900 SH Sole X T/R SYSTEMS, INC. COM 87263U102 16 4100 SH Sole X TRW, INC. COM 872649108 75379 1838513 SH Sole X TSR, INC. COM 872885108 522 93300 SH Sole X TMP WORLDWIDE, INC. COM 872941109 99047 1675631 SH Sole X TTM TECHNOLOGIES, INC. COM 87305R109 1369 155534 SH Sole X TXU CORP. COM 873168108 190908 3961561 SH Sole X TAKE-TWO INTERACTIVE COM 874054109 5951 320800 SH Sole X TALARIAN CORP. COM 874090103 105 61216 SH Sole X TALBOTS INC. COM 874161102 11865 271195 SH Sole X TALK AMERICA HOLDINGS INC COM 87426R103 815 867180 SH Sole X TALX CORP. COM 874918105 1510 37800 SH Sole X TANDYCRAFTS, INC. COM 875386104 7 135700 SH Sole X TANGER FACTORY OUTLET CEN COM 875465106 3219 139935 SH Sole X TANNING TECHNOLOGY CORP. COM 87588P101 912 188000 SH Sole X TANOX, INC. COM 87588Q109 9739 308693 SH Sole X TARANTELLA, INC. COM 876090101 203 118900 SH Sole X TARGET CORP. COM 87612E106 504465 14579903 SH Sole X TARGETED GENETICS CORP. COM 87612M108 1397 215000 SH Sole X TAUBMAN CO. REIT COM 876664103 11988 856280 SH Sole X TEAM, INC. COM 878155100 167 50720 SH Sole X TEAM FINANCIAL INC. COM 87815X109 427 53500 SH Sole X TECH DATA CORP. COM 878237106 15361 460448 SH Sole X TECH/OPS SEVCON, INC. COM 878293109 603 63800 SH Sole X TECHNE COM 878377100 18200 560009 SH Sole X TECHNICAL COMMUNICATIONS COM 878409101 22 14000 SH Sole X TECHNISOURCE, INC. COM 878553106 363 231200 SH Sole X TECHNITROL, INC. COM 878555101 14292 549688 SH Sole X TECHNOLOGY SOLUTIONS CO. COM 87872T108 605 339771 SH Sole X TECHSYS, INC. COM 87873J109 12 8500 SH Sole X TECUMSEH PRODUCTS CO. CL CL B 878895101 576 12900 SH Sole X TECUMSEH PRODUCTS CO. CL CL A 878895200 9934 200690 SH Sole X TEJON RANCH CO. COM 879080109 3580 131384 SH Sole X TEKELEC COM 879101103 5992 221100 SH Sole X TEKTRONIX, INC. COM 879131100 44223 1628833 SH Sole X TELAXIS COMMUNICATIONS COM 879202109 72 114800 SH Sole X TELECORP PCS, INC. CL A 879300101 15787 815014 SH Sole X TELEDYNE TECHNOLOGIES INC COM 879360105 6899 453900.9985 SH Sole X TELEFLEX INC. COM 879369106 12899 293154 SH Sole X TELEFONICA SA SPONSORED ADR 879382208 6773 181884 SH Sole X TELEPHONE & DATA SYSTEMS, COM 879433100 62098 571014 SH Sole X TELESCAN INC. COM 879516102 20 59300 SH Sole X TELIK, INC. COM 87959M109 877 89000 SH Sole X TELIGENT, INC. CL A 87959Y103 27 141600 SH Sole X TELLABS, INC. COM 879664100 130880 6788371 SH Sole X TELLIUM, INC. COM 87967E107 7172 394092 SH Sole X TELULAR CORP. COM NEW 87970T208 1454 144250 SH Sole X TEMPLE-INLAND, INC. COM 879868107 40454 759130 SH Sole X TELETECH HOLDINGS INC. COM 879939106 3783 420825 SH Sole X TENFOLD CORP. COM 88033A103 83 193363 SH Sole X TENET HEALTHCARE CORP. COM 88033G100 291233 5645140 SH Sole X TENNANT CO. COM 880345103 2048 51200 SH Sole X TENNECO AUTOMOTIVE COM 880349105 1260 386452 SH Sole X TERADYNE, INC. COM 880770102 89182 2694334 SH Sole X TERAYON COMMUNICATIONS COM 880775101 3280 535921 SH Sole X TEREX CORPORATION COM 880779103 5027 237100 SH Sole X TERRA INDUSTRIES, INC. COM 880915103 1585 406492 SH Sole X TERRA NITROGEN COMPANY COM UNIT 881005201 49 6124 SH Sole X TERREMARK WORLDWIDE,INC. COM 881448104 1447 958400 SH Sole X TESORO PETROLEUM CORP. COM 881609101 3150 250000 SH Sole X TETRA TECHNOLOGIES INC. COM 88162F105 5405 221050 SH Sole X TETRA TECH INC COM 88162G103 14359 527903 SH Sole X TEXACO, INC. COM 881694103 562715 8449181 SH Sole X TEXAS BIOTECHNOLOGY CORP. COM 88221T104 3668 437700 SH Sole X TEXAS INDUSTRIES, INC. COM 882491103 11124 323460 SH Sole X TEXAS INSTRUMENTS, INC. COM 882508104 831716 26403692 SH Sole X TEXAS REGIONAL BANCSHARES CL A VTG 882673106 7668 190330 SH Sole X TEXTRON, INC. COM 883203101 114851 2086690 SH Sole X THEGLOBE.COM, INC. COM 88335R101 6 30600 SH Sole X THERAGENICS CORP COM 883375107 8388 750940 SH Sole X THERMA-WAVE INC. COM 88343A108 6358 333408 SH Sole X THERMO ELECTRON CORP. COM 883556102 66544 3022001 SH Sole X THERMO FIBERTEK, INC. COM 88355W105 1005 346675 SH Sole X THESTREET.COM, INC. COM 88368Q103 214 142400 SH Sole X THIRD WAVE TECHNOLOGIES COM 88428W108 527 51000 SH Sole X THOMAS & BETTS CORP. COM 884315102 24927 1129463 SH Sole X THISTLE GROUP HOLDINGS COM 88431E103 39 4100 SH Sole X THOMAS INDUSTRIES INC. COM 884425109 5043 170950 SH Sole X THOR INDS, INC. COM 885160101 4968 150670 SH Sole X THORATEC CORP COM NEW 885175307 6772 435494 SH Sole X THORNBURG MORTGAGE, INC. COM 885218107 2514 162100 SH Sole X 3 COM CORP. COM 885535104 11581 2438149 SH Sole X 3DO CO. COM 88553W105 1342 184400 SH Sole X 3DFX INTERACTIVE INC. COM 88553X103 34 101200 SH Sole X 3D SYSTEMS CORP COM NEW 88554D205 651 38300 SH Sole X THREE-FIVE SYSTEMS, INC. COM 88554L108 5879 326953 SH Sole X 3 DIMENSIONAL PHARM. COM 88554W104 973 101262 SH Sole X THREE RIVERS BANCORP INC. COM 88562Q107 818 72750 SH Sole X 3TEC ENERGY CORPORATION COM NEW 88575R308 1739 108700 SH Sole X TIBCO SOFTWARE, INC. COM 88632Q103 9391 735403 SH Sole X TICKETS.COM, INC. COM 88633M101 58 153600 SH Sole X TICKETMASTER-CLASS B CL B 88633P203 4397 297099 SH Sole X TIDEWATER, INC. COM 886423102 15463 410167 SH Sole X TIFFANY & COMPANY NEW COM 886547108 83139 2295398 SH Sole X TIMBERLAND BANCORP, INC. COM 887098101 187 12400 SH Sole X TIMBERLAND CO. CL A 887100105 15505 392421 SH Sole X TIMBERLINE SOFTWARE CORP. COM 887134104 787 152895 SH Sole X TIME WARNER TELECOM INC. CL A 887319101 7843 233984 SH Sole X TIMKEN CO. COM 887389104 19768 1166933 SH Sole X THE TITAN CORP COM 888266103 13521 590439 SH Sole X TITAN INTERNATIONAL INC. COM 88830M102 1054 258350 SH Sole X TITAN PHARMACEUTICALS COM 888314101 9364 312013 SH Sole X TITANIUM METALS CORP. COM 888339108 2466 246599 SH Sole X TIVO INC. COM 888706108 1237 224888 SH Sole X TODD SHIPYARDS CORP. COM 889039103 1484 185495 SH Sole X TODHUNTER INT'L., INC. COM 889050100 302 38492 SH Sole X TOLL BROTHERS INC COM 889478103 19112 486196 SH Sole X TOLLGRADE COMMUNICATIONS COM 889542106 5015 175981 SH Sole X TOMPKINS COUNTY TRUSTCO COM 890110109 1236 31300 SH Sole X TOO, INC. COM 890333107 8562 312490.0018 SH Sole X TOOTSIE ROLL INDUSTRIES, COM 890516107 14554 377629 SH Sole X THE TOPPS CO., INC. COM 890786106 11853 1013968 SH Sole X TOR MINERALS INT'L INC. COM 890878101 84 40700 SH Sole X TORCH OFFSHORE, INC. COM 891019101 74 7400 SH Sole X TORCHMARK CORP. COM 891027104 76413 1900358 SH Sole X TOREADOR RESOURCES CORP. COM 891050106 76 13588 SH Sole X THE TORO CO. COM 891092108 9163 203852 SH Sole X TOSCO CORP. COM NEW 891490302 104864 2380572 SH Sole X TOTAL CONTAINMENT COM 89149T101 1 2100 SH Sole X TOTAL ENTERTAINMENT REST. COM 89150E100 20 6868 SH Sole X TOWER AUTOMOTIVE INC. COM 891707101 6416 625936 SH Sole X TOTAL SYSTEM SERVICES, IN COM 891906109 24378 858369 SH Sole X TRACK DATA CORP COM 891918104 341 233600 SH Sole X TOWN & COUNTRY TRUST REIT SH BEN INT 892081100 6857 336136 SH Sole X TOWNE SERVICES, INC. COM NEW 892148206 25 28760 SH Sole X TOYMAX INTERNATIONAL INC. COM 892268103 149 79454 SH Sole X TOYS R US, INC. COM 892335100 93952 3796033 SH Sole X TRACTOR SUPPLY COMPANY COM 892356106 545 34100 SH Sole X TRADESTATION GROUP INC COM 89267P105 2042 385242 SH Sole X TRAFFIX INC COM 892721101 785 234300 SH Sole X TRAILER BRIDGE INC COM 892782103 54 33769 SH Sole X TRAMMELL CROW CO. COM 89288R106 3216 291050 SH Sole X TRANS WORLD ENTERTAINMENT COM 89336Q100 2666 280300 SH Sole X TRANSACTION SYSTEMS CL A 893416107 7211 465217 SH Sole X TRANSATLANTIC HOLDINGS COM 893521104 19188 156624 SH Sole X TRANSCONTINENTAL REIT COM NEW 893617209 426 32797 SH Sole X TRANSGENOMIC, INC. COM 89365K206 3097 163000 SH Sole X TRANSKARYOTIC THERAPIES COM 893735100 7896 268100 SH Sole X TRANSMETA CORP. COM 89376R109 2714 486443 SH Sole X TRANSPO INC. COM 893885103 559 147035 SH Sole X TRANSTECHNOLOGY CORP. COM 893889105 586 66800 SH Sole X TRANSMONTAIGNE INC. COM 893934109 2370 408586 SH Sole X TRAVELOCITY.COM INC. COM 893953109 3168 103200 SH Sole X TRANSWITCH CORP. COM 894065101 10506 977308 SH Sole X TRANSWORLD HEALTHCARE INC COM 894081108 660 206125 SH Sole X TRAVIS BOATS & MOTORS COM 894363100 2 700 SH Sole X TREDEGAR CORP. COM 894650100 8195 427922 SH Sole X TREMONT CORP. COM PAR $1.00 894745207 2245 63253 SH Sole X TRENDWEST RESORTS, INC. COM 894917103 1198 51200 SH Sole X TREX CO., INC. COM 89531P105 1473 76500 SH Sole X TRIAD HOSPITALS COM 89579K109 16030 543929 SH Sole X TRIANGLE PHARMACEUTICALS COM 89589H104 1318 281700 SH Sole X TRIDENT MICROSYSTEMS INC COM 895919108 356 87600 SH Sole X TRIAD GUARANTY, INC. COM 895925105 4151 103772 SH Sole X TRIARC COS INC CL A 895927101 9545 364296 SH Sole X TRICON GLOBAL RESTAURANTS COM 895953107 106256 2420402 SH Sole X TRIBUNE CO. COM 896047107 176753 4417712 SH Sole X TRICO BANCSHARES COM 896095106 543 32300 SH Sole X TRICO MARINE SERVICES COM 896106101 2175 204400 SH Sole X TRICORD SYSTEMS, INC. COM 896121100 250 92200 SH Sole X TRIKON TECHNOLOGIES INC. COM NEW 896187408 673 48100 SH Sole X TRIGON HEALTHCARE, INC. COM 89618L100 19866 306345 SH Sole X TRIMBLE NAVIGATION LTD. COM 896239100 7749 397614 SH Sole X TRIMEDYNE, INC. COM 896259108 178 142600 SH Sole X TRIMERIS, INC. COM 896263100 10913 217949 SH Sole X TRINITY INDUSTRIES, INC. COM 896522109 9411 450494 SH Sole X TRIPATH TECHNOLOGY INC. COM 89672P104 1660 187800 SH Sole X TRIQUINT SEMICONDUCTOR, I COM 89674K103 20794 924198 SH Sole X TRISTAR CORP COM 89674U101 328 113000 SH Sole X TRITON NETWORK SYSTEMS COM 896775103 126 157036 SH Sole X TRITON PCS, INC. CL A 89677M106 12093 294947 SH Sole X TRIUMPH GROUP INC. COM 896818101 7840 160000 SH Sole X THE TRIZETTE GROUP, INC. COM 896882107 2917 315400 SH Sole X TRIPATH IMAGING, INC. COM 896942109 3393 342391 SH Sole X TROPICAL SPORTSWEAR INTL COM 89708P102 1211 58200 SH Sole X TROY FINANCIAL CORP. COM 897329108 404 22100 SH Sole X TROY GROUP, INC. COM 89733N106 572 133100 SH Sole X TRUMP HOTELS & CASINO COM 898168109 124 61400 SH Sole X THE TRUST COMPANY OF N.J. COM 898304100 8156 239870 SH Sole X TRUSTCO BANK COM 898349105 10899 816385 SH Sole X TRUSTMARK CORP. COM 898402102 5676 279319 SH Sole X TUCKER ANTHONY SUTRO CORP COM 898647102 6356 288900 SH Sole X TUESDAY MORNING, INC. COM NEW 899035505 3531 266525 SH Sole X TULARIK INC. COM 899165104 7490 289979 SH Sole X TUMBLEWEED COMMUNICATIONS COM 899690101 410 108118 SH Sole X TUPPERWARE CORP. COM 899896104 30611 1306499 SH Sole X TURBOCHEF INC. COM 900006107 2 1000 SH Sole X TURNSTONE SYSTEMS. INC. COM 900423104 1726 246547 SH Sole X TUT SYSTEMS, INC. COM 901103101 127 76386 SH Sole X TWEETER HOME ENT. GROUP COM 901167106 4981 141100 SH Sole X 21ST CENTURY INSURANCE COM 90130N103 6707 360584 SH Sole X 24/7 MEDIA, INC. COM 901314104 38 121400 SH Sole X TWINLAB CORP. COM 901774109 717 278100 SH Sole X II-VI, INC. COM 902104108 1026 58650 SH Sole X TYCO INT'L. LTD. COM 902124106 1449858 26602895.17 SH Sole X TYLER TECHNOLOGIES, INC. COM 902252105 1087 452900 SH Sole X TYSON FOODS, INC. CL A 902494103 13887 1507827 SH Sole X UAL CORP. COM PAR $0.01 902549500 7244 206091 SH Sole X UCAR INT'L. INC. COM 90262K109 7301 610939 SH Sole X UCBH HOLDINGS, INC. COM 90262T308 7833 258100 SH Sole X UGI CORP. HOLDING CO.(NEW COM 902681105 12674 469389 SH Sole X UICI COM 902737105 5718 448488 SH Sole X UIL HOLDINGS CORP. COM 902748102 10208 210082 SH Sole X UMB FINANCIAL CORP COM 902788108 7497 174351 SH Sole X USX-MARATHON GROUP COM NEW 902905827 147295 4991346 SH Sole X U.S.B. HOLDING CO., INC. COM 902910108 2369 155354 SH Sole X UST, INC. COM 902911106 79058 2739351 SH Sole X U.S. ENERGY SYSTEMS, INC. COM 902951102 254 39803 SH Sole X U.S.RESTAURANT PROPERTIES COM 902971100 3776 252908 SH Sole X US BANCORP COM NEW 902973304 653647 28681319.37 SH Sole X U S LIQUIDS INC. COM 902974104 518 112700 SH Sole X USA NETWORKS INC. COM 902984103 36637 1299643 SH Sole X UNB CORP. COM 903056109 921 49800 SH Sole X UQM TECHNOLOGIES, INC. COM 903213106 696 107500 SH Sole X URS CORP. COM 903236107 7202 266746 SH Sole X USG CORP. COM NEW 903293405 1420 336474 SH Sole X US LEC CORP. CL A 90331S109 224 83100 SH Sole X USEC INC. COM 90333E108 6239 740073 SH Sole X U.S. CONCRETE, INC. COM 90333L102 637 79900 SH Sole X U. S. PHYSICAL THERAPY COM 90337L108 1222 76500 SH Sole X USX-U.S. STEEL GROUP INC. COM 90337T101 26400 1310153 SH Sole X U.S. XPRESS ENTERPRISES CL A 90338N103 1 200 SH Sole X US UNWIRED INC. CL A 90338R104 1533 144500 SH Sole X US ONCOLOGY INC. COM 90338W103 12693 1427756 SH Sole X USOL HOLDINGS, INC. COM 90338Y109 1 1000 SH Sole X U.S. VISION, INC. COM 90339M104 618 179960 SH Sole X US SEARCH.COM INC. COM 903404101 405 188600 SH Sole X UBIQUITEL INC. COM 903474302 4074 536100 SH Sole X ULTICOM, INC. COM 903844108 8519 252031 SH Sole X ULTIMATE ELECTRONICS COM 903849107 3261 100600 SH Sole X ULTRALIFE BATTERIES INC COM 903899102 415 63800 SH Sole X USA EDUCATION INC. COM 90390U102 191531 2623712 SH Sole X ULTRA PETROLEUM CORP COM 903914109 92 19172 SH Sole X ULTRAMAR DIAMOND SHAMROCK COM 904000106 29777 630199 SH Sole X ULTRATECH STEPPER, INC. COM 904034105 10111 394194 SH Sole X UMPQUA HOLDINGS CORP COM 904214103 880 68700 SH Sole X UNIFI, INC. COM 904677101 5643 663886 SH Sole X UNIFIRST CORP. COM 904708104 1335 70247 SH Sole X UNIFY CORP. COM 904743101 35 117274 SH Sole X UNILAB CORP. COM NEW 904763208 2897 114974 SH Sole X UNILEVER N V-NY SHARES N Y SHS NEW 904784709 467832 7853486 SH Sole X UNIGRAPHICS SOLUTIONS INC CL A 904928108 1953 61500 SH Sole X UNION COMMUNITY BANCORP COM 906054101 162 12800 SH Sole X UNION PACIFIC CORP. COM 907818108 216925 3950553.003 SH Sole X UNION PLANTERS CORP. COM 908068109 91267 2093269 SH Sole X UNIONBANCAL CORP. COM 908906100 34609 1026967 SH Sole X UNIROYAL TECHNOLOGY CORP COM 909163107 1821 214186 SH Sole X UNISOURCE ENERGY CORP. COM 909205106 10902 474634 SH Sole X UNISYS CORP. COM 909214108 71651 4870886 SH Sole X UNIT CORP. COM 909218109 7653 482819 SH Sole X UNITED AUTO GROUP COM 909440109 777 44400 SH Sole X UNITED COMMUNITY FIN'L COM 909839102 2297 264000 SH Sole X UNITED BANKSHARES, INC. COM 909907107 17705 660643 SH Sole X UNITED CAPITAL CORP. COM 909912107 1122 45776 SH Sole X UNITED FINANCIAL CORP COM 909919102 35 1996 SH Sole X UNITED DOMINION RLTY REIT COM 910197102 27391 1908783 SH Sole X UTD FIRE & CAS CO. COM 910331107 1884 64489 SH Sole X UNITED GUARDIAN, INC. COM 910571108 175 34600 SH Sole X UNITED INDUSTRIAL CORP. COM 910671106 1003 59900 SH Sole X UNITED LEISURE CORP. COM 910776103 2 1800 SH Sole X UNITED NATIONAL BANCORP COM 910909100 5249 231425 SH Sole X UNITED MOBILE HOMES, INC. COM 911024107 1084 98960 SH Sole X UNITED NATURAL FOODS COM 911163103 2560 122200 SH Sole X UNITED PANAM FINANCIAL COM 911301109 221 54900 SH Sole X UNITED PARCEL SERVICE CL B 911312106 67637 1170194 SH Sole X UNITED RENTALS INC. COM 911363109 13685 527368 SH Sole X U.S. CELLULAR CORP. COM 911684108 24527 425446 SH Sole X U S ENERGY CORP. COM 911805109 1007 205011 SH Sole X US AIRWAYS GROUP, INC. COM 911905107 27915 1148772 SH Sole X U.S. INDUSTRIES, INC. COM 912080108 3210 782835 SH Sole X UNITED STATIONERS, INC. COM 913004107 17809 564292 SH Sole X UNITED SURGICAL PARTNERS COM 913016309 2174 90590 SH Sole X UNITED TECHNOLOGIES CORP. COM 913017109 548736 7490252 SH Sole X UNITED TELEVISION, INC. COM 913066106 6461 51278 SH Sole X UNITED THERAPEUTICS CORP COM 91307C102 2712 203179 SH Sole X UNITEDGLOBALCOM INC A SHS CL A 913247508 5733 662754 SH Sole X UNITEDHEALTH GROUP INC. COM 91324P102 346235 5607045 SH Sole X UNITIL CORP. COM 913259107 688 27800 SH Sole X UNITRIN, INC. COM 913275103 17640 459371 SH Sole X UNITY BANCORP, INC COM 913290102 193 45435 SH Sole X UNIVERSAL ACCESS, INC. COM 913363107 3554 573221 SH Sole X UNIVERSAL AMERICAN FINAN COM 913377107 1530 246300 SH Sole X UNIVERSAL COMPRESSION COM 913431102 2785 98068 SH Sole X UNIVERSAL CORP. COM 913456109 15514 391184 SH Sole X UNIVERSAL DISPLAY CORP. COM 91347P105 2913 148604 SH Sole X UNIVERSAL ELECTRONICS, IN COM 913483103 3493 194040 SH Sole X UNIVERSAL FOREST PRODUCTS COM 913543104 4077 181200 SH Sole X UNIVERSAL HEALTH RLTY SH BEN INT 91359E105 2259 104572 SH Sole X UNIVERSAL STAINLESS COM 913837100 374 40700 SH Sole X UNIVERSAL HEALTH SERVICES CL B 913903100 24231 532560 SH Sole X UNIVISION COMMUNICATIONS CL A 914906102 143992 3365871 SH Sole X UNIVIEW TECHNOLOGIES COM PAR $0.10 915282206 54 115600 SH Sole X UNOCAL CORP. COM 915289102 122664 3591908 SH Sole X UNOVA, INC. COM 91529B106 3255 473062 SH Sole X UNUMPROVIDENT CORP. COM 91529Y106 114439 3562854 SH Sole X USFREIGHTWAYS CORP. COM 916906100 11453 388225 SH Sole X URBAN OUTFITTERS, INC. COM 917047102 342 31800 SH Sole X UROLOGIX INC. COM 917273104 941 51400 SH Sole X UROCOR INC. COM 91727P105 2782 177764 SH Sole X URSTADT BIDDLE PROPERTIES COM 917286106 472 56183 SH Sole X URSTADT BIDDLE - CL A CL A 917286205 230 25300 SH Sole X USABANC SHARES.COM, INC. COM 917289100 12 12000 SH Sole X USDATA CORP. COM 917294100 84 183663 SH Sole X USINTERNETWORKING, INC. COM 917311805 691 576080 SH Sole X V. I. TECHNOLOGIES, INC. COM 917920100 2020 157200 SH Sole X UTILICORP UNITED, INC. COM 918005109 25169 823853 SH Sole X UTSTARCOM, INC. COM 918076100 1262 54164 SH Sole X VA LINUX SYSTEMS, INC. COM 91819B105 1112 317849 SH Sole X V F CORP. COM 918204108 62466 1717039 SH Sole X VIB CORP COM 91823H106 271 31009.18 SH Sole X V-ONE CORP. COM 918278102 431 329362 SH Sole X VTEL CORP. COM 918333105 212 182538 SH Sole X VYYO INC. COM 918458100 383 258723 SH Sole X VAIL RESORTS INC. COM 91879Q109 3466 182400 SH Sole X VALASSIS COMMUNICATION COM 918866104 12987 362755 SH Sole X VALHI, INC. COM 918905100 5714 441256 SH Sole X VALENCE TECHNOLOGY COM 918914102 4732 736000 SH Sole X VALENTIS, INC. COM 91913E104 1137 181852 SH Sole X VALERO ENERGY CORP. COM 91913Y100 18952 515275 SH Sole X VALLEY NATIONAL BANCORP. COM 919794107 8360 294879 SH Sole X VALMONT INDUSTRIES, INC. COM 920253101 3988 219100 SH Sole X VALSPAR CORP. COM 920355104 12434 350240 SH Sole X VALUE CITY DEPT STRS, INC COM 920387107 3185 277000 SH Sole X VALUE LINE, INC. COM 920437100 1816 43007 SH Sole X VALUECLICK, INC. COM 92046N102 261 81700 SH Sole X VALUEVISION INT'L.CL A CL A 92047K107 6098 280348 SH Sole X VANS, INC. COM 921930103 2874 122300 SH Sole X INDIVIDUAL PACIFIC INDEX PACIFIC PTF 922042106 43185 5253602.31 SH Sole X INDIVIDUAL EUROPEAN INDEX EUROPEAN PTF 922042205 98518 4580115.27 SH Sole X INSTITUTIONAL PACIFIC IDX PAC ST IND INS 922042403 58442 7109707.05 SH Sole X INSTITUTIONAL EUROPEAN EURO STINDX IN 922042502 133409 6199290.46 SH Sole X VARCO INTERNATIONAL, INC. COM 922122106 14653 787372 SH Sole X VARIAGENICS, INC. COM 922196100 621 163400 SH Sole X VARIAN, INC. COM 922206107 12394 383716 SH Sole X VARIAN SEMI. EQUIP. ASSOC COM 922207105 21490 511670 SH Sole X VARIAN MEDICAL SYSTEMS COM 92220P105 24493 342560 SH Sole X VASCO DATA SECURITY COM 92230Y104 92 28200 SH Sole X VASOMEDICAL INC. COM 922321104 1366 316300 SH Sole X VAXGEN,INC. COM NEW 922390208 907 47744 SH Sole X VASTERA, INC. COM 92239N109 2048 144200 SH Sole X VCAMPUS CORP. COM 92240C100 141 89300 SH Sole X VECTREN CORP. COM 92240G101 10168 491221 SH Sole X VECTOR GROUP LTD. COM 92240M108 5096 159507 SH Sole X VEECO INSTRUMENTS INC. COM 922417100 9578 240949 SH Sole X VENTAS, INC. COM 92276F100 9662 882348 SH Sole X VENTANA MEDICAL SYSTEMS COM 92276H106 3600 114292 SH Sole X VENTIV HEALTH, INC. COM 922793104 4658 225688 SH Sole X VENTRO CORP. COM 922815105 57 142000 SH Sole X VENATOR GROUP, INC. COM 922944103 9162 598829 SH Sole X VERADO HOLDINGS, INC. COM SER B 92335X100 25 111800 SH Sole X VERITAS SOFTWARE CORP. COM 923436109 428978 6447885 SH Sole X VERITY, INC. COM 92343C106 11595 581205 SH Sole X VERISIGN, INC. COM 92343E102 48724 811931 SH Sole X VERITAS DGC INC. COM 92343P107 11799 425172 SH Sole X VERIZON COMMUNICATIONS COM 92343V104 2200609 41132872 SH Sole X VERMONT TEDDY BEAR CO INC COM 92427X109 11 2820 SH Sole X VESTCOM INTERNATIONAL INC COM 924904105 137 62700 SH Sole X VERTEL CORP COM 924907108 12 237800 SH Sole X VERSANT CORPORATION COM 925284101 379 236592 SH Sole X VERSATA, INC. COM 925298101 76 113822 SH Sole X VERSICOR, INC. COM 925314106 1685 134350 SH Sole X VERSO TECHNOLOGIES, INC. COM 925317109 17 19700 SH Sole X VERTEX INTERACTIVE, INC. COM 925322109 14 6700 SH Sole X VERTEX PHARMACEUTICALS, I COM 92532F100 20171 407505 SH Sole X VERTICALNET, INC. COM 92532L107 1540 618350 SH Sole X VESTA INSURANCE GROUP INC COM 925391104 3399 310400 SH Sole X VIACOM INTL CL A. VTG CL A 925524100 11001 207402 SH Sole X VIACOM INTL CL B NON VTG CL B 925524308 1380466 26675680.2 SH Sole X VIATEL, INC COM 925529208 28 315289 SH Sole X THE VIALINK COMPANY COM 92552Q101 10 6476 SH Sole X VIAD CORP. COM 92552R109 19243 728895 SH Sole X VIASAT INC. COM 92552V100 5008 209700 SH Sole X VIASYSTEMS GROUP COM 92553H100 2486 826072 SH Sole X VIANT CORP. COM 92553N107 668 357374 SH Sole X VIADOR, INC. COM 92553R108 67 177500 SH Sole X VICAL INC. COM 925602104 2550 182416 SH Sole X VICINITY CORP. COM 925653107 175 101486 SH Sole X VICOR CORP. COM 925815102 7284 446884 SH Sole X VIA.NET.WORKS, INC. COM 925912107 263 171000 SH Sole X VIADMED, INC. COM 926530106 1012 167200 SH Sole X VIDEO NETWORK COMM, INC. COM 92656N103 26 12700 SH Sole X VIEWPOINT CORP. COM 92672P108 3612 424884 SH Sole X VIGNETTE CORPORATION COM 926734104 8119 915359 SH Sole X VIISAGE TECH. COM 92675K106 373 154300 SH Sole X VINTAGE PETE, INC. COM 927460105 18241 975449 SH Sole X VION PHARMACEUTICALS INC. COM 927624106 1101 124800 SH Sole X VIRAGE, INC. COM 92763Q106 299 86700 SH Sole X VIRAGE LOGIC CORP. COM 92763R104 2012 129910 SH Sole X VIRATA CORP. COM 927646109 5512 465148 SH Sole X VIRBAC CORP. COM 927649103 216 41610 SH Sole X VIRCO MANUFACTURING CORP. COM 927651109 1115 108236 SH Sole X VIROLOGIC, INC. COM 92823R201 59 26972 SH Sole X VIROPHARMA INC. COM 928241108 5732 168600 SH Sole X VISHAY INTERTECHNOLOGY, I COM 928298108 26787 1164673 SH Sole X VISTA BANCORP INC COM 92830R103 87 4305 SH Sole X VISTA INFORMATION SOL. COM NEW 928365204 200 178900 SH Sole X VISTEON CORP. COM 92839U107 35762 1945723 SH Sole X VISUAL DATA CORP COM NEW 928428200 148 98800 SH Sole X VISUAL NETWORKS, INC. COM 928444108 4108 469484 SH Sole X VISX INC. COM 92844S105 13209 682632 SH Sole X VITAL SIGNS, INC. COM 928469105 5820 176088 SH Sole X VITESSE SEMICONDUCTOR COR COM 928497106 59596 2832490 SH Sole X VITRIA TECHNOLOGY COM 92849Q104 2804 815147 SH Sole X VIVENDI UNIVERSAL ADR SPON ADR NEW 92851S204 16170 278800 SH Sole X VIVUS COM 928551100 1339 431900 SH Sole X VIXEL CORP COM 928552108 25 10000 SH Sole X VIZACOM INC. COM NEW 92855E201 9 8070.9 SH Sole X VODAFONE GROUP PLC SPONSORED ADR 92857W100 26315 1177400 SH Sole X VOICEFLASH NETWORKS, INC. COM 92861T101 6 4900 SH Sole X VOLT INFO SCIENCES INC COM 928703107 3591 205174 SH Sole X VYSIS, INC. COM 928961101 1271 50450 SH Sole X VORNADO REALTY TRUST REIT SH BEN INT 929042109 44483 1139426 SH Sole X VORNADO OPERATING, INC. COM 92904N103 132 95439 SH Sole X VULCAN INTERNATIONAL CORP COM 929136109 312 7800 SH Sole X VULCAN MATERIALS CO. COM 929160109 80161 1491362 SH Sole X WD-40 CO. COM 929236107 4779 183100 SH Sole X WFS FINANCIAL, INC. COM 92923B106 6457 209997 SH Sole X WHX CORP. COM 929248102 162 84564 SH Sole X WGL HOLDINGS INC. COM 92924F106 15666 577850 SH Sole X W HOLDING CO COM 929251106 2942 226316 SH Sole X W-H ENERGY SERVICES, INC COM 92925E108 2796 147132 SH Sole X WJ COMMUNICATIONS, INC. COM 929284107 1219 262156 SH Sole X WMS INDUSTRIES, INC. COM 929297109 13725 426627 SH Sole X WPP GROUP PLC-ADR SPON ADR NEW 929309300 4041 80410 SH Sole X W.P. CAREY & CO. LLC COM 92930Y107 1497 80934 SH Sole X WPS RESOURCES CORP. COM 92931B106 9165 260009 SH Sole X WSFS FINANCIAL CORP COM 929328102 2440 141874 SH Sole X WABASH NATIONAL CORP. COM 929566107 4935 407852 SH Sole X WABTEC CORP. COM 929740108 5701 380088 SH Sole X WACHOVIA CORP. COM 929771103 220923 3105037 SH Sole X WACKENHUT CORP. COM SER A 929794105 1953 113212 SH Sole X WACKENHUT CORP CL B COM SER B 929794303 356 25868 SH Sole X WACKENHUT CORRECTIONS COM 929798106 1293 98700 SH Sole X WADDELL & REED FINANCIAL CL A 930059100 17553 552840 SH Sole X WAINWRIGHT BANK & TRUST C COM 930705108 299 36200 SH Sole X WAL-MART STORES, INC. COM 931142103 3473134 71170785 SH Sole X WALGREEN CO. COM 931422109 556168 16286032 SH Sole X WALKER INTERACTIVE SYSTEM COM 931664106 102 155200 SH Sole X WALLACE COMPUTER SERVICES COM 932270101 7799 471502 SH Sole X WALTER INDUSTRIES INC. COM 93317Q105 4770 400800 SH Sole X THE WARNACO GROUP CLASS A CL A 934390105 18 314490 SH Sole X WARREN BANCORP INC. COM 934710104 556 61600 SH Sole X WASHINGTON FEDERAL INC COM 938824109 14210 579522 SH Sole X WASHINGTON GROUP INTL INC COM 938862109 2 29200 SH Sole X WASHINGTON MUTUAL, INC. COM 939322103 501483 13355079 SH Sole X WASHINGTON POST CO CL B CL B 939640108 36829 64162 SH Sole X WASHINGTON REIT SH BEN INT 939653101 16769 709333 SH Sole X WASHINGTON TRUST BANCORP COM 940610108 2217 100738 SH Sole X WASTE CONNECTIONS, INC. COM 941053100 9725 270125 SH Sole X WASTE HOLDINGS INC. COM 941057101 521 66750 SH Sole X WASTE MANAGEMENT, INC. COM 94106L109 314643 10209043 SH Sole X WASTE SYSTEMS INT'L, INC COM NEW 94106P209 6 246500 SH Sole X WATCHGUARD TECHNOLOGIES COM 941105108 2219 216498 SH Sole X WATER PIK TECHNOLOGIES COM 94113U100 1747 206778 SH Sole X WATERLINK, INC. COM 94155N105 4 24900 SH Sole X WATERS CORP. COM 941848103 26728 968072 SH Sole X WATSCO INC. COM 942622200 4746 336600 SH Sole X WATSON PHARMACEUTICAL INC COM 942683103 103843 1684669.68 SH Sole X WATSON WYATT AND CO. CL A 942712100 1029 44000 SH Sole X WATTS INDUSTRIES CLASS-A CL A 942749102 6738 397500 SH Sole X WAUSAU-MOSINEE PAPER CORP COM 943315101 8137 631293 SH Sole X WAVE SYSTEMS CORP CL A 943526103 2471 460240 SH Sole X WAYNE SAVINGS BANCSHARES COM 946250107 161 11000 SH Sole X WAYPOINT FINANCIAL CORP. COM 946756103 3828 305041 SH Sole X WEATHERFORD INTL., INC. COM 947074100 41042 855041 SH Sole X DEL E. WEBB CORP. COM 947423109 10907 281904 SH Sole X WEBB INTERACTIVE SERVICES COM 94748P104 5 2000 SH Sole X WEBCO INDUSTRIES, INC COM 947621108 83 32000 SH Sole X WEBEX COMMUNICATIONS, INC COM 94767L109 6208 232860 SH Sole X WEBSENSE, INC. COM 947684106 2472 123600 SH Sole X WEBMETHODS, INC. COM 94768C108 6197 292601 SH Sole X WEBHIRE INC COM NEW 94768W203 15 4980 SH Sole X WEBMD CORP. COM 94769M105 9378 1339684 SH Sole X WEBSTER FINANCIAL CORP. COM 947890109 11746 358337 SH Sole X WEBVAN GROUP INC. COM 94845V103 50 625579 SH Sole X WEIDER NUTRITION INT'L CL A 948603105 41 18100 SH Sole X WEINGARTEN REALTY REIT SH BEN INT 948741103 25160 573763 SH Sole X WEIRTON STEEL COM 948774104 100 155500 SH Sole X WEIS MARKETS, INC. COM 948849104 5338 151398 SH Sole X WELLMAN, INC. COM 949702104 8605 480745 SH Sole X WELLPOINT HEATLH NEW COM 94973H108 104679 1110774 SH Sole X WELLS FARGO & CO. COM 949746101 1206016 25974930 SH Sole X WELLSFORD REAL PROPERTIES COM NEW 950240200 421 21756 SH Sole X WENDY'S INTERNATIONAL COM 950590109 51954 2034217 SH Sole X WERNER ENTERPRISES,INC. COM 950755108 15179 625930.5 SH Sole X WESTBANCO INC COM 950810101 4515 179961 SH Sole X WESCO FINANCIAL CORP. COM 950817106 12483 35880 SH Sole X WESCO INTERNATIONAL COM 95082P105 3014 331172 SH Sole X WEST COAST BANCORP/OREGON COM 952145100 1088 85884 SH Sole X WEST CORP. COM 952355105 5328 242058 SH Sole X WEST PHARMA. SERV., INC. COM 955306105 2680 99256 SH Sole X WESTAMERICA BANCORP COM 957090103 19420 494777 SH Sole X WESTELL TECH., INC. CL A 957541105 349 232598 SH Sole X WESTCORP, INC. COM 957907108 5015 236538 SH Sole X WESTERN DIGITAL CORP. COM 958102105 8319 2079715 SH Sole X WESTERN GAS RESOURCES, IN COM 958259103 11332 347600 SH Sole X WESTERN MULTIPLEX CORP. CL A 95874P107 2920 424987 SH Sole X WESTERN RESOURCES, INC. COM 959425109 15782 734030 SH Sole X WESTERN WIRELESS CORP CL A 95988E204 15050 350003 SH Sole X WESTFIELD AMERICA INC. COM 959910100 73 4500 SH Sole X WESTPOINT STEVENS, INC. COM 961238102 537 388897 SH Sole X WESTPORT RESOURCES COM 961415106 5404 257324 SH Sole X WESTVACO CORP. COM 961548104 39977 1645824 SH Sole X WESTWOOD ONE, INC. COM 961815107 27126 736124 SH Sole X WETSEAL INC. CL A 961840105 5849 169000 SH Sole X WEYERHAEUSER CO. COM 962166104 174923 3182148 SH Sole X WHIRLPOOL CORP. COM 963320106 83193 1331088 SH Sole X WHITEHALL JEWELLERS, INC. COM 965063100 179 19550 SH Sole X WHITNEY HOLDINGS COM 966612103 18326 390741 SH Sole X WHOLE FOOD MARKETS COM 966837106 12925 476948 SH Sole X WILD OATS MARKETS COM 96808B107 944 90700 SH Sole X JOHN WILEY & SONS CL A 968223206 11390 481597 SH Sole X WILLAMETTE INDUSTRIES, IN COM 969133107 88548 1788845 SH Sole X WILLIAMS COMMUNCTNS GRP CL A 969455104 5531 1874812.505 SH Sole X WILLIAMS COS., INC. COM 969457100 237453 7206471 SH Sole X WILLIAMS CONTROLS, INC. COM 969465103 6 3700 SH Sole X CLAYTON WILLIAMS ENERGY, COM 969490101 3894 229712 SH Sole X WILLIAMS SONOMA, INC. COM 969904101 14931 384632 SH Sole X WILLIS LEASE FINANCE CORP COM 970646105 662 59834 SH Sole X WILMINGTON TRUST CORP. COM 971807102 13819 220570 SH Sole X WILSHIRE OIL CO. OF TEXAS COM 971889100 188 48800 SH Sole X WILSON GREATBATCH TECH. COM 972232102 1151 39700 SH Sole X WILSONS THE LEATHER EXPRT COM 972463103 3273 176450 SH Sole X WIND RIVER SYSTEMS COM 973149107 8808 504446 SH Sole X WINFIELD CAPITAL CORP. COM 973859101 153 76500 SH Sole X WINK COMMUNICATIONS INC. COM 974168106 545 213006 SH Sole X WINN DIXIE STORES, INC. COM 974280109 57708 2208488 SH Sole X WINNEBAGO INDUSTRIES, INC COM 974637100 5855 190400 SH Sole X WINSTON HOTELS, INC. REIT COM 97563A102 3086 297279 SH Sole X WINTER SPORTS INC COM 976072108 42 2425 SH Sole X WINTRUST FINANCIAL CORP COM 97650W108 1948 78409 SH Sole X WIRELESS FACILITIES, INC. COM 97653A103 1722 264972 SH Sole X WISCONSIN CENT TRANS COM 976592105 9098 543803 SH Sole X WISCONSIN ENERGY CORP. COM 976657106 19142 805307 SH Sole X WISER OIL CO. COM 977284108 1488 212500 SH Sole X WIT SOUNDVIEW GROUP, INC. COM 977383108 1201 656200 SH Sole X WITNESS SYSTEMS COM 977424100 2031 184800 SH Sole X WOLOHAN LUMBER CO. COM 977865104 431 42000 SH Sole X WOLVERINE TUBE INC. COM 978093102 1876 113200 SH Sole X WOLVERINE WORLD WIDE COM 978097103 11080 620041 SH Sole X WOODHEAD INDUSTRIES, INC. COM 979438108 1027 60400 SH Sole X WOODWARD GOVERNOR CO. COM 980745103 18498 219300 SH Sole X WORKFLOW MANAGEMENT, INC. COM 98137N109 671 108169 SH Sole X WORLD ACCEPTANCE CORP. COM 981419104 2710 294232 SH Sole X WORLD FUEL SERVICES COM 981475106 1827 152909 SH Sole X WORLDGATE COMMUNICATIONS COM 98156L307 658 129000 SH Sole X WORLD WRESTLING FED A CL A 98156Q108 1939 140524 SH Sole X WORLDCOM INC-WORLDCOM GRO WRLDCOM GP COM 98157D106 626754 44137608 SH Sole X WORLDCOM INC. - MCI GROUP MCI GROUP COM 98157D304 11403 708245.2 SH Sole X WORTHINGTON INDUSTRIES, I COM 981811102 22245 1635695 SH Sole X WM. WRIGLEY, JR. CO COM 982526105 169497 3617873 SH Sole X WYNDHAM INTL INC CL A 983101106 3660 1463826 SH Sole X XM SATELLITE RADIO HOLD CL A 983759101 3322 205087 SH Sole X XO COMMUNICATIONS INC. CL A 983764101 4181 2177863 SH Sole X X-RITE INC. COM 983857103 3822 432300 SH Sole X XTO ENERGY INC COM 98385X106 14971 1043274 SH Sole X XCARE.NET, INC. COM 98388Y101 1559 115500 SH Sole X XCEL ENERGY, INC. COM 98389B100 144194 5068341 SH Sole X XETA TECHNOLOGIES INC. COM 983909102 220 42500 SH Sole X XILINX, INC. COM 983919101 221245 5364810 SH Sole X XEROX CORP. COM 984121103 97176 10154272 SH Sole X XTRA CORP. COM 984138107 6037 121718 SH Sole X XYBERNAUT CORPORATION COM 984149104 1176 245000 SH Sole X YAHOO! INC. COM 984332106 179456 8977313 SH Sole X THE YANKEE CANDLE CO. COM 984757104 5405 284601 SH Sole X XICOR, INC. COM 984903104 2928 264541 SH Sole X YARDVILLE NATL BANCORP. COM 985021104 565 40385 SH Sole X YELLOW CORP. COM 985509108 7733 407422 SH Sole X YORK INTERNATIONAL CORP. COM 986670107 21710 619929 SH Sole X YORK RESEARCH CORP COM 987048105 392 124600 SH Sole X YOUNG BROADCASTING CORP CL A 987434107 5668 168800 SH Sole X YOUTHSTREAM MEDIA NETWORK COM 987819109 56 35100 SH Sole X Z-TEL TECHNOLOGIES INC COM 988792107 154 102617 SH Sole X ZALE CORP COM 988858106 17357 515035 SH Sole X ZAMBA CORPORATION COM 988881108 243 243300 SH Sole X ZANY BRAINY, INC. COM 98906Q101 1 6165 SH Sole X ZEBRA TECHNOLOGIES CL A CL A 989207105 21546 438644 SH Sole X ZEBRA TECHNOLOGIES CL B CL A 989207105 659 13410 SH Sole X ZENGINE INC. COM 98935C107 52 18424 SH Sole X ZENITH NATIONAL INSURANCE COM 989390109 5874 217547 SH Sole X ZEROPLUS.COM, INC. COM 98949Y103 3 112100 SH Sole X ZIEGLER COMPANIES INC. COM 989506100 392 24500 SH Sole X ZEVEX INTERNATIONAL, INC. COM PAR $0.04 98950E400 48 12563 SH Sole X ZILA,INC COM PAR $0.01 989513205 325 121800 SH Sole X ZIONS BANCORP. COM 989701107 71799 1216928 SH Sole X ZIXIT CORPORATION COM 98974P100 2752 300728 SH Sole X ZORAN CORP. COM 98975F101 4063 136700 SH Sole X ZONAGEN, INC. COM 98975L108 637 207416 SH Sole X ZOLTEK COS., INC. COM 98975W104 821 184800 SH Sole X ZONES, INC. COM 98976N103 177 88100 SH Sole X ZYGO CORP. COM 989855101 5126 230400 SH Sole X ZOLL MEDICAL CORP COM 989922109 2451 89300 SH Sole X ZOMAX INC. COM 989929104 4039 453300 SH Sole X MIDCAP FUTURES FUTURES CONTRACT 53034 203 SH Sole X S + P 500 FUTURES FUTURES CONTRACT 979509 3181 SH Sole X S + P VALUE FUTURES FUTURES CONTRACT 6187 40 SH Sole X S + P GROWTH FUTURES FUTURES CONTRACT 3525 23 SH Sole X RUSSEL FUTURES FUTURES CONTRACT 39959 155 SH Sole X MSCI PAN FUTURES FUTURES CONTRACT 31406 1551 SH Sole X TOPIX FUTURES CONTRACT 50288 484 SH Sole X FORWARDS CURRENCY CONTRACTS FORWARDS CURRENCY 83353 6479197522 SH Sole X DAIMLERCHRYSLER AG ORD D1668R123 15090 327337 SH Sole X AMDOCS LIMITED ORD G02602103 85 1576 SH Sole X APW LTD. COM G04397108 3888 383038 SH Sole X XCELERA.COM COM G31611109 1 300 SH Sole X EVEREST RE GROUP, LTD. COM G3223R108 10538 140881 SH Sole X FOSTER WHEELER LTD. SHS G36535105 4127 456026 SH Sole X FRESH DELMONTE PRODUCE ORD G36738105 1736 157400 SH Sole X GLOBAL CROSSING LTD. COM G3921A100 97887 11329489 SH Sole X HELEN OF TROY CORP. COM G4388N106 319 36100 SH Sole X LORAL SPACE & COMM COM G56462107 3112 1111307 SH Sole X SANTA FE INTL CORP ORD G7805C108 12523 431844 SH Sole X SEVEN SEAS PETROLEUM INC. ORD G80550109 798 332544 SH Sole X TRANSOCEAN SEDCO FOREX ORD G90078109 194129 4706156 SH Sole X TRENWICK GROUP LTD COM G9032C109 4889 213300 SH Sole X WHITE MOUNTAINS INS. GRP. COM G9618E107 8281 22009 SH Sole X XL CAPITAL LTD. CLASS A CL A G98255105 4236 51600 SH Sole X XOMA LTD. ORD G9825R107 4875 285774 SH Sole X GILAT SATELLITE NETWORKS ORD M51474100 400 33309 SH Sole X RADVIEW SOFTWARE LTD ORD M81867109 7 9000 SH Sole X ASML HOLDING N.V. N Y SHS N07059111 858 38580 SH Sole X ROYAL CARIBBEAN CRUISES, COM V7780T103 15937 720819 SH Sole X GENERAL MARITIME CORP SHS Y2692M103 1974 135200 SH Sole X