UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                              Washington D.C. 20549

                                    Form 13F

                               Form 13F Cover Page

Report for Calendar Year or Quarter Ended: September 30, 2000
                                           ------------------

Check here if amendment [ ] Amendment Number [ ]

Institutional Investment Manager filing this report:

Name:      State Street Corporation
           ------------------------
Address:   225 Franklin Street
           -------------------
           Boston, Massachusetts 02110
           ---------------------------

Form 13F File Number: 28-399
                      ------

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 the reporting manager:
 
Name:      Frederick P. Baughman
           ---------------------
Title      Senior Vice President, Controller and Chief Accounting Officer
           --------------------------------------------------------------
Telephone: 617-786-3000
           ------------
 
Signature, Place, and Date of Signing:
 
   /s/ Frederick P. Baughman       Boston, Massachusetts    November 8, 2000
   -------------------------       ---------------------    ----------------
          [Signature]                  [City, State]              [Date]

Report Type (Check only one):

[ ]  13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
     are reported in this report.)

[ ]  13F NOTICE. (Check here if no holdings reported are in this report and all
     holdings are reported by other reporting manager(s).)

[X]  13F COMBINATION REPORT. (Check here if a portion of the holdings for this
     reporting manager are reported in this report and a portion are reported by
     other reporting manager(s).)


List of Other Managers Reporting for this Manager:
(if there are no entries in this list, omit this section.)

           ----------------------------------------
            13F File Number        Name
           ----------------------------------------
                28-5798            Roy A. Hammer
           ----------------------------------------
                28-1721            George T. Shaw
           ----------------------------------------
 



 
                             Form 13F SUMMARY PAGE

Report Summary:
 
Number of Other Included Managers:         10
                                           --
Form 13F Information Table Entry Total:    3,153
                                           -----
Form 13F Information Table Value Total:    321,603,069
                                           -----------
                                           (thousands)

List of Other Included Managers:

Provide a numbered list of the names(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.

[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]



  ------------------------------------------------------------- 
  No.        Form 13F File Number       Name                   
  -------------------------------------------------------------
                                          
  1                28-1932              Frederick Ballou       
  -------------------------------------------------------------
  2                28-3602              Francis L. Coolidge    
  -------------------------------------------------------------
  3                28-2710              F. Davis Dossori, Jr.  
  -------------------------------------------------------------
  4                28-3488              Nicholas A. Grace      
  -------------------------------------------------------------
  5                28-5798              Roy A. Hammer          
  -------------------------------------------------------------
  6                28-6740              Edward J. Joyce        
  -------------------------------------------------------------
  7                28-5796              George H. Kidder       
  -------------------------------------------------------------
  8                28-1487              Peter B. Loring        
  -------------------------------------------------------------
  9                28-4282              Dean Ridlon            
  -------------------------------------------------------------
  10               28-1721             George T. Shaw          
  ------------------------------------------------------------- 




 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                             
DAIMLERCHRYSLER AG ORD        D1668R12       1,243,053      28,003     23,313      4,690                25,403                2,600
ACE LTD            ORD        G0070K10       3,486,185      88,820     88,820                           88,820
AMDOCS LTD         ORD        G0260210      11,097,510     177,916    144,541     31,125     2,250     175,666      2,250
APW LTD            COM        G0439710       1,760,167      36,106     36,106                           36,106
CORECOMM LTD       ORD        G2422R10         333,107      41,969                 2,836    39,133       2,836     39,133
EVEREST RE GROUP    
LTD                COM        G3223R10       8,307,535     167,829    167,829                          164,629                3,200
GLOBAL CROSSING     
LTD                COM        G3921A10     363,534,086  11,726,906 11,724,846      2,060            10,639,421    216,153   871,332
LORAL SPACE &       
COMMUN             COM        G5646210      33,330,253   5,441,674  5,428,461        600    12,613   5,429,061     12,613
RENAISSANCE RE      
HLDGS              COM        G7496G10         908,928      14,216     14,216                           14,216
SANTA FE INTL CORP ORD        G7805C10       2,528,744      56,117     56,117                           56,117
TRANSOCEAN SEDCO    
FOR                ORD        G9007810     182,126,594   3,106,637  3,023,058     43,873    39,706   2,727,027     91,549   288,061
XOMA LTD           ORD        G9825R10         510,145      35,336     35,336                           35,336
CHECK POINT         
SOFTWARE           ORD        M2246510       3,568,005      22,654     22,654                              100     22,554
ROYAL CARIBBEAN     
CRUI               COM        V7780T10       2,207,282      85,753     85,753                           85,753
FLEXTRONICS INTL    
LTD                ORD        Y2573F10         926,616      11,283     11,283                           11,283
TEEKAY SHIPPING     
MARS               COM        Y8564W10       8,263,024     176,045    124,200     51,445       400     175,645        400
AAR CORP           COM        00036110       2,395,925     209,489    209,339        150               209,489
ACTV INC           COM        00088E10       3,310,793     240,785    240,685        100               240,785
A D C               
TELECOMMUNICAT     COM        00088610     314,149,159  11,682,316 11,670,504     10,862       950  10,481,376    475,910   717,430
ADE CORP MASS      COM        00089C10       1,095,484      53,480     53,380        100                53,480
ABN AMRO HLDG NV   SPONSORED  00093710       1,341,550      58,013     58,013                           58,013
ABM INDS INC       COM        00095710       3,065,660     112,762    112,462        300               112,762
ACT MFG INC        COM        00097310       3,341,659      63,349     63,249        100                63,349
AFLAC INC          COM        00105510     297,410,589   4,642,543  4,626,973     14,170     1,400   4,194,027     68,890   379,626
AGCO CORP          COM        00108410       8,404,151     707,718    707,718                          703,418                4,300
AGL RES INC        COM        00120410      11,257,269     561,124    559,574      1,550               557,324                3,800
AES CORP           COM        00130H10     491,008,753   7,168,011  7,157,717     10,294             6,436,753    114,510   616,748
AK STL HLDG CORP   COM        00154710       9,278,568     989,714    985,119      3,845       750     978,564        750    10,400
AMB PROPERTY CORP  COM        00163T10      12,948,988     527,196    527,196                          526,296                  900
AMLI RESIDENTIAL    
PPT                SH BEN INT 00173510       3,960,552     165,023    165,023                          165,023
AMR CORP           COM        00176510      86,131,062   2,635,025  2,631,985      2,840       200   2,385,937     36,430   212,658
ANC RENTAL CORP    COM        00181310       1,319,671     229,508    229,508                          228,209                1,299
APAC CUSTOMER       
SERVIC             COM        00185E10         862,196     162,311    162,311                          162,311
AT&T CORP          COM        00195710   2,093,754,031  71,276,733 69,675,355  1,231,074   370,304  64,434,291  1,296,596 5,545,846
AT&T CORP          COM LIB GR 00195720     280,573,758  15,587,431 15,469,143     43,732    74,556  14,321,794     74,556 1,191,081
AT&T CORP          COM WIRLES 00195740      41,296,407   1,978,271  1,967,817      7,303     3,151   1,820,447      3,151   154,673
ATMI INC           COM        00207R10       4,182,512     178,931    177,431      1,500               178,931
                   Page Total            4,295,219,971                                   
                                                                                         



September 2000                                                      Page 1 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                             
ATS MED INC        COM        00208310       1,854,885     123,150    123,150                          123,150
AVT CORP           COM        00242010       1,107,811     199,175    199,175                          199,175
AVX CORP NEW       COM        00244410       7,299,914     280,098    280,098                          279,398                  700
AXA FINL INC       COM        00245110      67,724,663   1,329,577  1,319,323     10,254             1,318,077               11,500
AXT INC            COM        00246W10       4,901,871     117,236    117,236                          117,236
AARON RENTS INC    COM        00253520       1,408,473     109,396    109,396                          109,396
ABBOTT LABS        COM        00282410   1,394,611,346  29,321,966 28,030,142    654,000   637,824  25,300,312  1,729,334 2,275,720
ABERCROMBIE &       
FITCH              CL A       00289620      26,479,157   1,389,107  1,382,121      5,336     1,650   1,373,757      1,650    13,700
ABGENIX INC        COM        00339B10      25,300,216     313,075    312,765        310               312,175                  900
ABIOMED INC        COM        00365410       2,966,571      43,546     43,446        100                43,546
ABOUT COM INC      COM        00373610       2,919,253      90,170     90,170                           90,170
ACACIA RESH CORP   COM        00388110       3,234,795      92,754     92,754                           92,754
ACCELERATED         
NETWORKS           COM        00429P10         418,533      24,802     24,802                           24,802
ACCREDO HEALTH      
INC                COM        00437V10       4,057,651      83,021     82,921        100                83,021
ACCRUE SOFTWARE     
INC                COM        00437W10       1,820,523     152,511    152,511                          152,511
ACKERLEY GROUP INC COM        00452710         885,760      88,576     88,576                           88,576
ACLARA              
BIOSCIENCES I      COM        00461P10       2,049,948      67,488     67,488                           67,488
ACME                
COMMUNICATION I    COM        00463110         423,090      47,010     47,010                           47,010
ACNIELSEN CORP     COM        00483310      14,494,864     608,721    592,645     16,076               604,621                4,100
ACTIVISION INC NEW COM NEW    00493020         295,560      19,704     19,704                           19,704
ACTEL CORP         COM        00493410      10,508,517     292,415    292,415                          292,415
ACTIVE POWER INC   COM        00504W10         892,800      14,400     14,400                           14,400
ACTUATE CORP       COM        00508B10      14,615,557     423,063    422,863        200               423,063
ACTUANT CORP       CL A       00508X10       1,060,186     269,288    269,288                          269,288
ACUSON CORP        COM        00511310       5,168,208     227,174    227,074        100               225,174                2,000
ACXIOM CORP        COM        00512510      20,226,877     637,067    636,467        600               630,167                6,900
ADAC LABS          COM NEW    00531320       7,527,367     361,684    359,584      2,100               361,684
ADAPTIVE            
BROADBAND C        COM        00650M10       5,071,423     260,073    259,873        200               260,073
ADAPTEC INC        COM        00651F10      35,383,980   1,769,199  1,767,299      1,900             1,648,951     26,600    93,648
ADELPHIA BUSINESS   
SO                 CL A       00684710       2,176,195     184,236    184,036        200               184,236
ADELPHIA            
COMMUNICATI        CL A       00684810      10,961,738     397,712    389,706      5,931     2,075     394,870      2,075       767
ADEPT TECHNOLOGY    
INC                COM        00685410       2,548,310      48,482     48,482                           48,482
ADMINISTAFF INC    COM        00709410      11,256,060     148,693    148,693                          148,693
ADOBE SYS INC      COM        00724F10     413,150,368   2,661,194  2,657,479      3,465       250   2,388,859     81,510   189,525
ADTRAN INC         COM        00738A10      12,206,351     286,891    286,791        100               283,991                2,900
ADVANCE PARADIGM    
INC                COM        00749110       7,047,338     167,050    156,450     10,600               167,050
ADVANCED DIGITAL    
INF                COM        00752510       5,650,824     372,083    371,983        100               372,083
                   Page Total            2,129,706,983                                   
                                                                                         



September 2000                                                      Page 2 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                             
ADVANCED LTG        
TECHNOL            COM        00753C10       1,191,724      96,301     96,301                           96,301
ADVANCED            
MARKETING S        COM        00753T10         763,285      43,307     43,307                           43,307
ADVANCED FIBRE      
COMMU              COM        00754A10      14,797,800     390,701    390,381        320               389,601                1,100
ADVANCED RADIO      
TELEC              COM        00754U10       1,624,018     191,061    190,861        200               191,061
ADVANCED TISSUE     
SCIE               COM        00755F10       2,629,276     353,540    353,540                          353,540
ADVANTAGE           
LEARNING S         COM        00757K10       2,655,385      75,734     75,734                           75,734
ADVO INC           COM        00758510       9,074,241     274,977    274,877        100               274,977
AEROFLEX INC       COM        00776810       9,662,322     198,711    198,611        100               198,711
ADVANCED MICRO      
DEVIC              COM        00790310     120,528,016   5,101,715  5,097,430      4,185       100   4,705,071     78,500   318,144
AEGON N V          ORD AMER R 00792410       2,718,032      73,213     68,434      4,779                72,700                  513
ADVANTA CORP       CL A       00794210       1,889,831     167,985    167,985                          167,985
ADVANCED ENERGY     
INDS               COM        00797310       6,132,324     185,828    185,697        131               185,828
ADVENT SOFTWARE     
INC                COM        00797410      13,001,850     186,073    185,953        120               186,073
AETHER SYS INC     COM        00808V10      11,514,481     109,142    109,142                          108,842                  300
AETNA INC          COM        00811710     142,879,550   2,460,810  2,454,885      4,982       943   2,229,795     29,873   201,142
AFFILIATED          
COMPUTER           CL A       00819010      17,833,704     357,568    357,098        470               353,668                3,900
AFFILIATED          
MANAGERS           COM        00825210      14,035,141     246,503    246,303        200               246,503
AFFYMETRIX INC     COM        00826T10       9,299,842     186,463    186,253        210               185,863                  600
AGENCY COM LTD     COM        00844710       4,338,421     290,448     41,874    124,297   124,277     166,171    124,277
AGILENT             
TECHNOLOGIES       COM        00846U10     410,545,754   8,389,271  7,833,288    289,667   266,316   7,146,247    576,625   661,499
AGILE SOFTWARE      
CORP               COM        00846X10      11,683,265     129,905    129,905                          129,505                  400
AGRIBRANDS INTL     
INC                COM        00849R10       3,219,655      73,803     72,807        996                73,803
AIR PRODS &         
CHEMS IN           COM        00915810     576,801,972  16,022,277 15,609,691    242,726   169,860   3,868,141 11,818,201   335,935
AIRBORNE FGHT       
CORP               COM        00926610       5,120,210     502,622    501,572        450       600     498,522        600     3,500
AIRGAS INC         COM        00936310       4,372,139     641,829    641,829                          637,129                4,700
AIRGATE PCS INC    COM        00936710       2,550,515      56,836     56,836                           56,836
AIRNET              
COMMUNICATION      COM        00941P10       1,049,690      47,046     42,847      2,199     2,000      45,046      2,000
AIRTRAN HLDGS INC  COM        00949P10       1,818,477     409,844    409,844                          409,844
AKAMAI              
TECHNOLOGIES       COM        00971T10      25,968,321     494,484    256,947        437   237,100     218,113    237,100    39,271
AKZO NOBEL NV      SPONSORED  01019930       1,819,378      43,190     43,190                           43,190
ALABAMA NATL        
BANCORP            COM        01031710       1,233,641      57,047     57,047                           57,047
ALAMOSA PCS         
HOLDINGS           COM        01159310       1,467,918      90,685     89,685      1,000                90,685
ALASKA AIR GROUP    
INC                COM        01165910       6,599,208     274,967    273,467                1,500     271,567      1,500     1,900
ALASKA              
COMMUNICATION      COM        01167P10         370,916      58,183     58,183                           58,183
ALBANY INTL CORP   CL A       01234810       2,796,444     233,037    232,611        426               230,924                2,113
ALBANY MOLECULAR    
RES                COM        01242310       6,501,734     115,716    115,716                          115,716
ALBEMARLE CORP     COM        01265310       9,505,250     470,860    469,730      1,050        80     467,480         80     3,300
                   Page Total            1,459,993,730                                   
                                                                                         
                                                                                         



September 2000                                                      Page 3 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                             
ALBERTA ENERGY      
LTD                COM        01287310         603,562      14,500     14,500                            9,900                4,600
ALBERTO CULVER      
CO                 CL B CONV  01306810      27,470,311     953,433    952,633        800               892,513     14,620    46,300
ALBERTSONS INC     COM        01310410     147,861,651   7,041,031  6,984,679     34,511    21,841   6,309,218    134,763   597,050
ALCAN ALUMINIUM     
LTD                COM        01371610      84,913,485   2,934,426  2,933,726        700             2,675,155     51,770   207,501
ALCOA INC          COM        01381710     419,942,963  16,590,667 16,522,357     58,758     9,552  15,123,515    228,660 1,238,492
ALCATEL            SPONSORED  01390430       4,857,408      77,255     67,683      9,572                68,161                9,094
ALEXANDER &         
BALDWIN            COM        01448210      11,081,876     426,226    426,106        120               422,926                3,300
ALEXANDERS INC     COM        01475210       2,155,011      26,361     26,361                           26,361
ALEXANDRIA REAL     
ESTA               COM        01527110      14,095,987     410,818    355,913     54,905               410,818
ALEXION             
PHARMACEUTIC       COM        01535110       9,795,222      85,923     85,423        500                85,923
ALFA CORP          COM        01538510       4,710,413     270,139    270,139                          270,139
ALKERMES INC       COM        01642T10       9,472,588     245,245    242,845      2,400               244,545                  700
ALLAIRE CORP       COM        01671410       2,467,635     290,310    289,810        300       200     290,110        200
ALLEGHANY CORP      
DEL                COM        01717510       7,144,788      36,453     35,213      1,240                36,453
ALLEGHENY ENERGY    
INC                COM        01736110      39,658,001   1,038,521  1,023,753      4,668    10,100   1,014,521     10,100    13,900
ALLEGHENY           
TECHNOLOGI         COM        01741R10      27,520,256   1,518,359  1,513,956      3,953       450   1,378,977     19,100   120,282
ALLEGIANCE          
TELECOM I          COM        01747T10      22,528,390     604,789    576,880     25,009     2,900     600,239      2,900     1,650
ALLEN TELECOM INC  COM        01809110       3,458,230     204,182    204,182                          204,182
ALLERGAN INC       COM        01849010     193,722,204   2,294,281  2,289,201      4,280       800   2,026,508     97,700   168,673
ALLETE             COM        01852210      22,328,594   1,009,202  1,009,202                        1,003,902                5,300
ALLIANCE CAP        
MGMT HL            UNIT LTD P 01855A10       3,506,143      69,948     68,088        400     1,460      68,488      1,460
ALLIANCE            
SEMICONDUCT        COM        01877H10       3,876,976     195,068    194,968        100               195,068
ALLIANCE            
PHARMACEUTI        COM        01877310       4,177,676     273,946    273,946                          273,946
ALLIANT CORP       COM        01880210      21,112,928     718,738    693,225     11,250    14,263     697,675     14,263     6,800
ALLIANT             
TECHSYSTEMS        COM        01880410       9,421,708     114,724    114,454        270               114,724
ALLIED CAP CORP     
NEW                COM        01903Q10      11,230,024     541,206    528,142               13,064     528,142     13,064
ALLIED RISER        
COMMUNI            COM        01949610       2,354,611     355,413    354,913        500               355,413
ALLIED WASTE        
INDS IN            COM PAR$.0 01958930      32,097,999   3,493,850  3,487,250      6,600             3,192,156     46,000   255,694
ALLMERICA FINL      
CORP               COM        01975410      34,274,451     536,066    527,230      7,505     1,331     528,346      1,331     6,389
ALLOS               
THERAPEUTICS I     COM        01977710         238,810      26,353     26,353                           26,353
ALLSCRIPTS INC     COM        01988610       1,754,565     124,217    124,217                          124,217
ALLSTATE CORP      COM        02000210     452,975,041  13,035,253 12,992,911     24,774    17,568  11,863,392    201,328   970,533
ALLTEL CORP        COM        02003910     336,170,753   6,441,657  5,942,461    426,545    72,651   5,945,642    150,581   345,434
ALPHA INDS INC     COM        02075310       5,786,827     169,891    169,671        220               169,391                  500
ALPHARMA INC       CL A       02081310      12,612,410     206,338    206,138        200               205,938                  400
ALTERA CORP        COM        02144110     330,785,498   6,927,445  6,905,870     13,275     8,300   6,212,211    283,300   427,634
ALTEON WEBSYSTEMS   
IN                 COM        02145A10      16,456,138     151,822    151,122        700               151,422                  400
                   Page Total            2,334,621,133                                   
                                                                                         



September 2000                                                      Page 4 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                             
ALZA CORP DEL      COM        02261510     179,463,366   2,074,721  2,063,318     10,603       800   1,893,212     74,930   105,379
AMAZON COM INC     COM        02313510      49,253,287   1,281,403  1,279,387      2,016             1,123,482              157,921
AMBAC FINL GROUP    
INC                COM        02313910      45,320,947     618,716    615,496      3,220               611,416                7,300
AMCOL INTL CORP    COM        02341W10         906,584     185,966    185,966                          185,966
AMERADA HESS CORP  COM        02355110     128,220,367   1,915,538  1,909,763      2,200     3,575   1,774,734     25,765   115,039
AMERCO             COM        02358610       1,160,633      59,331     59,231        100                59,331
AMEREN CORP        COM        02360810      95,554,060   2,281,888  2,277,665      3,311       912   2,101,894     39,692   140,302
AMERICA ONLINE      
INC D              COM        02364J10   2,276,357,757  42,350,842 42,132,563    192,016    26,263  37,346,143  1,602,283 3,377,716
AMERICA WEST        
HLDG CO            CL B       02365720       2,863,384     234,954    234,854        100               234,954
AMCORE FINL INC    COM        02391210       3,968,567     202,220    202,220                          202,220
AMERICAN AXLE       
& MFG              COM        02406110         768,270      71,467     71,197         70       200      71,267        200
AMERICAN CLASSIC    
VOY                COM        02492810       1,131,521      77,369     77,269        100                77,369
AMERICAN CAPITAL    
STR                COM        02493710       3,310,518     139,761    139,761                          139,761
AMERICAN EAGLE      
OUTFI              COM        02553E10      10,375,785     329,390    329,190        200               326,090                3,300
AMERICAN ELEC       
PWR IN             COM        02553710     219,638,438   5,613,762  5,580,863     14,075    18,824   5,050,676    106,092   456,994
AMERICAN EXPRESS    
CO                 COM        02581610   1,539,985,952  25,349,563 24,709,732    496,903   142,928  22,905,297    475,488 1,968,778
AMERICAN FINL       
GROUP              COM        02593210       9,476,758     408,710    404,704      4,006               403,210                5,500
AMERICAN FINL       
HLDGS              COM        02607510       2,919,598     165,651    165,651                          165,651
AMERICAN            
FREIGHTWAYS        COM        02629V10       4,805,584     302,714    302,714                          302,714
AMERICAN GENERAL    
COR                COM        02635110     365,001,936   4,679,512  4,314,229    251,154   114,129   4,241,556    179,279   258,677
AMERICAN GREETINGS  
C                  CL A       02637510      21,861,455   1,249,226  1,247,176      2,050             1,169,986     15,040    64,200
AMERICAN HOME       
PRODS              COM        02660910   1,387,836,454  24,536,552 23,100,672    736,074   699,806  21,048,187  1,550,926 1,923,339
AMERICAN INDL       
PPTYS              COM NEW    02679120       1,801,470     126,419    126,419                          126,419
AMERICAN INTL       
GROUP              COM        02687410   4,039,708,981  42,217,950 40,375,791  1,159,547   682,612  37,569,528  1,258,831 3,389,591
AMERICAN ITALIAN    
PAS                CL A       02707010       2,457,029     128,057    127,957        100               128,057
AMERICAN MGMT       
SYS IN             COM        02735210       3,933,915     228,889    207,489        400    21,000     207,489     21,000       400
AMERICAN NATL       
INS CO             COM        02859110       5,543,647      86,789     86,189        600                86,289                  500
AMERICAN PWR        
CONVERS            COM        02906610      64,988,345   3,387,103  3,381,443      4,660     1,000   2,975,763    131,300   277,940
AMERICAN STD        
COS INC            COM        02971210      34,401,125     774,155    773,105      1,050               763,655               10,500
AMERICAN STS        
WTR CO             COM        02989910       2,253,201      74,486     74,486                           74,486
AMERICAN TOWER      
CORP               CL A       02991220      30,009,555     796,284    697,914     87,070    11,300     783,284     11,300     1,700
AMERICAN            
SUPERCONDUC        COM        03011110      10,760,150     218,898    184,728     33,895       275     218,623        275
AMERICAN            
TECHNICNAL         COM        03013710         234,520      15,043     15,043                           15,043
AMERICAN            
TELESOURCE         COM        03018P10         748,815     323,882    323,882                          323,882
AMERICAN WTR        
WKS INC            COM        03041110      23,739,564     861,315    856,815      4,500               853,115                8,200
AMERICREDIT CORP   COM        03060R10      28,437,674     987,008    986,948         60               982,708                4,300
AMERIPATH INC      COM        03071D10       2,088,565     144,039    144,039                          144,039
                   Page Total           10,601,287,777                                   
                                                                                         
                                                                                         



September 2000                                                      Page 5 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                             
AMERISOURCE HEALTH  
C                  CL A       03071P10      34,912,963     742,829    742,489        340               739,929                2,900
AMERITRADE HLDG     
CORP               CL A       03072H10       6,573,552     370,341    369,441        900               369,641                  700
AMES DEPT STORES    
INC                COM NEW    03078950       1,225,600     212,005    212,005                          212,005
AMETEK INC NEW     COM        03110010       9,234,608     435,862    418,862      3,400    13,600     419,962     13,600     2,300
AMGEN INC          COM        03116210   1,364,829,598  19,545,592 19,283,834    162,936    98,822  17,177,662    813,242 1,543,588
AMKOR TECHNOLOGY    
INC                COM        03165210      13,425,951     513,912    513,482        430               512,512                1,400
AMPAL AMERN ISRAEL  
C                  CL A       03201510       1,390,528     105,945    105,945                          105,945
AMPHENOL CORP NEW  CL A       03209510      11,204,575     196,789    196,569        220               196,289                  500
AMSOUTH             
BANCORPORATI       COM        03216510      81,790,200   6,543,216  6,463,813     50,647    28,756   6,032,181    126,796   384,239
AMYLIN              
PHARMACEUTICA      COM        03234610       4,005,654     372,619    372,619                          372,619
ANADARKO PETE CORP COM        03251110     354,607,697   5,335,656  4,933,719    329,162    72,775   4,924,347    131,943   279,366
ANADIGICS INC      COM        03251510       4,645,165     209,951    209,751        200               209,951
ANALOG DEVICES INC COM        03265410     576,060,007   6,977,302  6,828,702    138,202    10,398   6,410,871    251,998   310,633
ANALOGIC CORP      COM PAR $0 03265720       1,733,508      45,100     45,000        100                45,100
ANALYSTS INTL CORP COM        03268110       1,025,718     142,086    142,086                          142,086
ANAREN MICROWAVE    
INC                COM        03274410      10,552,438      77,806     77,806                           77,806
ANCHOR BANCORP      
WIS I              COM        03283910       2,938,237     187,304    187,204        100               187,304
ANCHOR GAMING      COM        03303710       4,358,724      54,784     54,784                           54,784
ANDOVER BANCORP     
INC                COM        03425810       1,610,674      52,809     52,709        100                52,809
ANDREW CORP        COM        03442510      36,096,894   1,378,428  1,377,588        840             1,272,457     18,757    87,214
ANDRX CORP DEL     COM ANDRX  03455310      22,046,677     236,109    236,109                          234,709                1,400
ANESTA CORP        COM        03460310       1,905,274      82,838     82,838                           82,838
ANHEUSER BUSCH      
COS I              COM        03522910     726,785,353  17,176,814 17,032,855     61,409    82,550  15,123,998    674,710 1,368,306
ANIXTER INTL INC   COM        03529010       4,635,127     159,146    158,726        420               159,146
ANNTAYLOR STORES    
COR                COM        03611510       6,910,857     179,797    179,597        200               179,797
ANSOFT CORP        COM        03638410         618,178      46,655        100     36,555    10,000      36,655     10,000
ANTEC CORP         COM        03664P10       7,160,889     242,742    242,542        200               240,042                2,700
ANSWERTHINK INC    COM        03691610       3,809,585     234,436    234,436                          234,436
ANTIGENICS INC      
DEL                COM        03703210         341,698      23,166     23,166                           23,166
AON CORP           COM        03738910     170,750,099   4,350,321  4,328,627      8,908    12,786   3,963,632     75,931   310,758
APACHE CORP        COM        03741110     133,152,988   2,252,059  2,202,858     42,851     6,350   2,072,927     35,585   143,547
APARTMENT INVT      
& MGM              CL A       03748R10      30,646,430     665,330    613,980     51,350               664,630                  700
APERIAN INC        COM        03753110         399,483      62,664     62,664                           62,664
APHTON CORP        COM        03759P10       2,334,183      81,189     81,189                           81,189
APOGEE ENTERPRISES  
I                  COM        03759810       6,125,712   1,077,143  1,077,143                           18,138  1,059,005
APOLLO GROUP INC   CL A       03760410      23,261,519     583,361    582,761        600               577,211                6,150
APPLE COMPUTER INC COM        03783310     183,371,260   7,121,214  7,106,248     11,166     3,800   6,510,246     85,600   525,368
                   Page Total            3,846,477,603                                   
                                                                                         



September 2000                                                      Page 6 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                             
APPLEBEES INTL INC COM        03789910       4,710,607     204,809    193,409        400    11,000     193,809     11,000
APRIA HEALTHCARE    
GRO                COM        03793310       9,226,795     662,036    662,036                          658,236                3,800
APPLIED GRAPHICS    
TEC                COM        03793710         232,262      62,995      4,000     58,995                62,995
APPLICA INC        COM        03815A10         999,157     161,493    161,493                          161,493
APPLIED INDL        
TECHNOL            COM        03820C10       3,019,922     174,441    174,441                          174,441
APPLIED MICRO       
CIRCUI             COM        03822W10     108,975,074     526,292    515,624        460    10,208     514,334     10,208     1,750
APPLIED MATLS INC  COM        03822210     953,655,228  16,078,622 15,627,433    402,249    48,940  14,251,990    602,580 1,215,352
APPLIED SCIENCE     
& TE               COM        03823610       1,049,374      71,144     71,144                           71,144
APPLIEDTHEORY CORP COM        03828R10         311,505      50,858     50,858                           50,858
APTARGROUP INC     COM        03833610      18,847,515     787,380    250,486    370,414   166,480     620,900    166,480
ARACRUZ CELULOSE    
S A                SPON ADR C 03849620         215,306      13,000     13,000                                      13,000
ARADIGM CORP       COM        03850510       2,401,641     104,706    104,706                          104,706
ARCH CAP GROUP LTD COM        03937L10       1,308,951      83,108     83,108                           83,108
ARCH CHEMICALS INC COM        03937R10      69,012,612   3,781,513  3,781,513                          131,964  3,649,549
ARCH COAL INC      COM        03938010       1,641,550     164,155    163,329        385       441     163,445        465       245
ARCHER DANIELS      
MIDLA              COM        03948310      95,562,766  11,079,741 11,047,994     27,095     4,652   9,970,546    167,326   941,869
ARCHSTONE CMNTYS    
TR                 SH BEN INT 03958110      19,236,147     783,167    768,917     14,250               780,467                2,700
ARCTIC CAT INC     COM        03967010       1,520,959     120,472    120,472                          120,472
ARDEN RLTY INC     COM        03979310      14,957,047     557,849    557,749        100               557,849
AREA BANCSHARES     
CORP               COM        03987210       1,619,096      72,975     72,975                           72,975
AREMISSOFT CORP     
DEL                COM        04002610       2,245,837      59,889     59,889                           59,889
ARGONAUT GROUP      
INC                COM        04015710       2,366,035     135,202    134,702        500               135,202
ARGOSY GAMING CO   COM        04022810       7,490,681     413,279    413,279                          413,279
ARGUSS              
COMMUNICATION      COM        04028210       2,609,866     127,703     77,037     50,666               127,703
ARIAD               
PHARMACEUTICAL     COM        04033A10       1,739,610     138,482    137,882        600               138,482
ARIBA INC          COM        04033V10     155,662,950   1,086,531  1,085,431      1,100               988,842               97,689
ARKANSAS BEST       
CORP D             COM        04079010       4,143,009     269,464    269,464                          269,464
ARMOR HOLDINGS INC COM        04226010       1,429,950      95,330     95,330                           95,330
ARMSTRONG HLDGS     
INC                COM        04238410      10,162,815     851,371    849,471      1,900               783,330      9,280    58,761
ARNOLD INDS INC    COM        04259510       3,824,921     226,662    226,562        100               224,962                1,700
ARROW ELECTRS INC  COM        04273510      29,541,223     867,278    865,498      1,780               854,478               12,800
ARROW INTL INC     COM        04276410       3,117,410      85,702     85,602        100                85,702
ART TECHNOLOGY      
GROUP              COM        04289L10      25,199,994     265,963    265,663        300               264,263                1,700
ARTESYN             
TECHNOLOGIES       COM        04312710       6,829,259     234,481    234,381        100               234,481
ARTHROCARE CORP    COM        04313610       2,499,617     128,601    128,601                          128,601
ARVINMERITOR INC   COM        04335310      15,703,355   1,069,201  1,069,201                        1,058,701               10,500
ASHLAND INC        COM        04420410      50,124,066   1,487,935  1,482,572      3,515     1,848   1,391,020     18,478    78,437
                   Page Total            1,633,194,112                                   
                                                                                         



September 2000                                                      Page 7 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
ASK JEEVES INC     COM        04517410       2,510,523     130,845    130,845                          130,845
ASIAINFO HLDGS      
INC                COM        04518A10         252,846      13,352     13,200        152                13,352
ASPECT              
COMMUNICATION      COM        04523Q10       5,259,024     254,983    254,783        200               254,183                  800
ASPECT MED SYS INC COM        04523510         277,893      22,456     22,456                           22,456
ASPEN TECHNOLOGY    
INC                COM        04532710       8,931,862     197,936    197,836        100               197,936
ASSOCIATED BANC     
CORP               COM        04548710      16,415,096     625,337    624,562        775               619,545                5,792
ASSOCIATED ESTATES  
R                  COM        04560410         345,013      42,795     42,795                           42,795
AT HOME CORP       COM SER A  04591910      17,419,938   1,233,270  1,224,530      8,640       100   1,224,270        100     8,900
ASSOCIATES FIRST    
CAP                CL A       04600810     470,593,672  12,384,044 12,266,033     90,996    27,015  11,464,812    205,553   713,679
ASTEC INDS INC     COM        04622410       1,236,580     113,064    112,864        200               113,064
ASTORIA FINL CORP  COM        04626510     117,812,970   3,050,174    666,366  2,383,808             3,046,574                3,600
ASTRAZENECA PLC    SPONSORED  04635310       2,241,243      42,640     29,185     13,455                35,683                6,957
ASYST TECHNOLOGY    
COR                COM        04648X10       4,661,023     230,174    230,154         20               230,174
ATLANTIC COAST      
AIRLI              COM        04839610       3,194,495      99,248     99,148        100                99,248
ATLAS AIR INC      COM        04916410      13,759,050     325,658    285,153     40,080       425     322,533        425     2,700
ATMEL CORP         COM        04951310      52,000,561   3,424,018  3,416,298      4,720     3,000   3,373,568      3,000    47,450
ATMOS ENERGY CORP  COM        04956010       4,516,936     219,003    218,903        100               219,003
ATWOOD OCEANICS     
INC                COM        05009510       3,010,926      72,227     72,027        200                72,227
AUDIOVOX CORP      CL A       05075710       1,343,711      89,212     89,212                           89,212
AURORA FOODS INC   COM        05164B10         372,795     112,559    112,559                          112,559
AURORA BIOSCIENCES  
C                  COM        05192010       9,624,040     141,530    141,530                          141,530
AUTODESK INC       COM        05276910      25,062,177     987,672    986,272      1,400               923,842     13,530    50,300
AUTOLIV INC        COM        05280010      10,488,192     537,856    517,240     12,418     8,198     528,245      8,198     1,413
AUTOMATIC DATA      
PROCE              COM        05301510   1,002,668,979  14,993,181 12,287,560  1,766,365   939,256  12,712,613  1,371,806   901,962
AUTONATION INC     COM        05329W10      11,159,574   1,859,929  1,857,679      2,250             1,849,529               10,400
AUTOZONE INC       COM        05333210      51,060,723   2,250,660  2,247,620      3,040             2,087,980     32,960   129,720
AVANEX CORP        COM        05348W10       4,967,816      46,132     45,731        401                46,132
AVALONBAY CMNTYS    
INC                COM        05348410      31,080,669     651,764    602,314     49,450               650,764                1,000
AVANT CORP         COM        05348710       5,443,318     298,264    298,264                          298,264
AVANT               
IMMUNOTHERAPEU     COM        05349110       5,474,061     506,295    506,295                          506,295
AVENTIS            SPONSORED  05356110       1,137,964      15,110     15,110                           15,110
AVERY DENNISON      
CORP               COM        05361110     105,023,282   2,264,653  2,025,330    197,373    41,950   1,965,945    119,720   177,788
AVICI SYS INC      COM        05367L10       1,892,987      19,900     19,900                           19,900
AVID TECHNOLOGY     
INC                COM        05367P10       2,204,006     157,429    157,429                          157,429
AVIGEN INC         COM        05369010       3,797,556      95,536     95,536                           95,536
AVIRON             COM        05376210       7,508,777     128,769    123,934      4,720       115     128,654        115
AVISTA CORP        COM        05379B10       6,955,267     309,123    309,123                          309,123
                   Page Total            2,011,705,545                                   
                                                                                         



September 2000                                                      Page 8 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
AVIS GROUP HLDGS    
INC                CL A       05379010       5,157,949     174,108    174,008        100               174,108
AVNET INC          COM        05380710      22,577,193     795,672    794,524        712       436     785,836        436     9,400
AVOCENT CORP       COM        05389310      24,273,191     440,330    440,330                          437,277                3,053
AVON PRODS INC     COM        05430310     177,020,877   4,330,786  4,295,345     33,366     2,075   3,810,333    166,625   351,328
AWARE INC MASS     COM        05453N10       5,060,748     131,448    131,148        300               131,448
AXA                SPONSORED  05453610       3,633,274      56,167     44,422     11,745                50,067                6,100
AXCELIS             
TECHNOLOGIES       COM        05454010         556,403      46,855     46,855                           46,855
AXENT               
TECHNOLOGIES I     COM        05459C10       9,935,122     460,770    460,770                          460,770
AXYS                
PHARMACEUTICALS    COM        05463510         203,862      29,927     29,927                           29,927
AZTAR CORP         COM        05480210       8,761,935     569,882    569,882                          569,882
BB&T CORP          COM        05493710     196,685,040   6,528,964  6,523,404      5,560             6,036,700     92,520   399,744
AZURIX CORP        COM        05501M10         925,678     259,876    259,876                          259,876
B A S F  A G       SPONSORED  05526250         746,958      20,500     20,500                           20,500
BHC                 
COMMUNICATIONS I   CL A       05544810       5,706,260      36,259     36,039        220                36,259
BISYS GROUP INC    COM        05547210      10,607,515     137,204    136,914        290               136,904                  300
BJS WHOLESALE       
CLUB I             COM        05548J10      44,506,473   1,304,219  1,300,719      3,500             1,292,219               12,000
BJ SVCS CO         COM        05548210      40,761,389     666,853    666,403        450               659,753                7,100
BOK FINL CORP      COM NEW    05561Q20       1,721,628      93,061     93,061                           93,061
BP AMOCO P L C     SPONSORED  05562210   4,104,454,938  77,442,546 77,425,195     17,351               288,623 77,116,296    37,627
BRE PROPERTIES      
INC                CL A       05564E10      12,732,640     397,895    397,895                          397,895
BSB BANCORP        COM        05565210       1,715,759      76,682     76,682                           76,682
BT FINL CORP       COM        05576310       2,129,091     115,086    115,086                          115,086
BMC SOFTWARE INC   COM        05592110      79,381,812   4,150,683  4,144,033      6,650             3,746,459     59,940   344,284
BACOU USA INC      COM        05643910       1,073,221      41,378     41,298         80                41,378
BAKER HUGHES INC   COM        05722410     237,212,749   6,389,569  6,170,749    206,497    12,323   5,814,540     94,803   480,226
BALDOR ELEC CO     COM        05774110       3,816,198     187,879    187,759        120               187,879
BALDWIN & LYONS     
INC                CL B       05775520       1,752,042      90,428     90,428                           90,428
BALL CORP          COM        05849810      19,271,653     608,188    604,213      3,975               571,551      7,060    29,577
BALLY TOTAL         
FITNESS            COM        05873K10       4,451,200     178,048    177,748        300               178,048
BANCFIRST CORP     COM        05945F10         896,771      28,134     28,134                           28,134
BANCO SANTANDER     
CENT               ADR        05964H10       1,801,706     164,735    116,960     47,775               133,335               31,400
BANCORPSOUTH INC   COM        05969210       8,276,262     575,740    575,740                          575,740
BANCWEST CORP       
NEW                COM        05979010      10,434,053     536,814    536,614        200               535,714                1,100
BANDAG INC         COM        05981510       5,503,895     153,154    153,154                          151,654                1,500
BANGOR HYDRO        
ELEC CO            COM        06007710         297,451      12,298     12,223         75                12,298
BANK OF             
AMERICA CORP       COM        06050510   1,594,908,625  30,451,716 30,083,379    304,016    64,321  27,511,982    515,546 2,424,188
BANK OF             
GRANITE CORP       COM        06240110       1,936,547      84,429     80,673      3,756                84,429
                   Page Total            6,650,888,108                                   
                                                                                         



September 2000                                                      Page 9 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
BANK NEW YORK       
INC                COM        06405710     738,482,301  13,172,600 13,003,704     63,224   105,672  11,825,977    289,232 1,057,391
BANK ONE CORP      COM        06423A10     792,388,167  20,514,904 20,409,053     70,818    35,033  18,329,494    506,922 1,678,488
BANK                
TOKYO-MITSUBISH    SPONSORED  06537910       3,695,137     316,175    261,010     55,165               289,175               27,000
BANK UTD CORP      CL A       06541210      20,303,286     400,562    400,362        200               400,562
BANKATLANTIC        
BANCORP            CL A       06590850         389,851      93,110     93,110                           93,110
BANKNORTH GROUP     
INC                COM        06646R10      25,328,142   1,416,959  1,300,359     64,673    51,927   1,353,732     51,927    11,300
BANTA CORP         COM        06682110       7,026,630     288,272    271,537     13,285     3,450     283,072      3,450     1,750
BARCLAYS PLC       ADR        06738E20       2,460,004      22,250     22,250                           19,250                3,000
BARD C R INC       COM        06738310      36,222,361     857,334    844,834     12,500               794,357      9,930    53,047
BARNES & NOBLE      
INC                COM        06777410      11,441,257     581,158    578,108      3,050               576,558                4,600
BARNES GROUP INC   COM        06780610       2,145,814     116,779    116,779                          116,779
BARNESANDNOBLE      
COM I              CL A       06784610         589,563     120,172    118,972      1,200               120,172
BARRICK GOLD CORP  COM        06790110      80,282,496   5,264,426  5,262,726      1,700             4,792,523    106,340   365,563
BARR LABS INC      COM        06830610      12,847,751     193,747    192,510      1,237               193,747
BARRA INC          COM        06831310       6,007,043      96,791     96,591        200                96,791
BARRETT RES CORP   COM PAR $0 06848020      14,166,984     374,669    327,474     41,670     5,525     369,144      5,525
BASS PUB LTD CO    SPONSORED  06990420         505,000      50,500     50,500                           50,500
BASIN EXPL INC     COM        07010710       2,122,360     108,839    108,839                          108,839
BASSETT             
FURNITURE IN       COM        07020310         817,880      57,650     57,650                           57,650
BATTLE MTN          
GOLD CO            COM        07159310       1,956,529   1,118,017  1,072,359     45,358       300   1,117,717        300
BAUSCH & LOMB INC  COM        07170710      35,062,301     900,488    898,638      1,850               828,338     17,910    54,240
BAXTER INTL INC    COM        07181310     576,865,812   7,227,808  5,134,456  2,092,984       368   4,641,326  2,163,411   423,071
BAY VIEW CAP        
CORP DE            COM        07262L10       2,450,355     227,940    227,940                          227,940
BE AEROSPACE INC   COM        07330210         245,422      15,220     15,220                           15,220
BE FREE INC        COM        07330810         525,253     123,589    123,589                          123,589
BEA SYS INC        COM        07332510     166,200,435   2,134,195  2,124,445      9,150       600   1,971,961        600   161,634
BEAR STEARNS        
COS INC            COM        07390210     144,360,783   2,291,441  2,289,002      2,438         1   2,123,883     27,096   140,462
BEASLEY             
BROADCAST GR       CL A       07401410         390,124      40,273     40,273                           40,273
BEBE STORES INC    COM        07557110         441,430      29,676     29,676                           29,676
BECKMAN             
COULTER INC        COM        07581110      44,227,562     573,453    566,710        743     6,000     562,753      6,000     4,700
BECTON              
DICKINSON & C      COM        07588710     265,877,913  10,057,038 10,031,018     16,920     9,100   4,046,586  5,644,687   365,765
BED BATH &          
BEYOND IN          COM        07589610     108,109,643   4,432,358  4,429,998      2,360             3,974,450    188,200   266,708
BEDFORD PPTY        
INVS IN            COM PAR $0 07644630       5,373,295     264,538    264,538                          264,538
BEL FUSE INC       CL A       07734720       1,322,104      29,627     29,627                           29,627
BEL FUSE INC       CL B       07734730         761,722      19,785     19,785     19,785
BELCO OIL &         
GAS CORP           COM        07741010         872,927      98,358     98,358                           98,358
BELDEN INC         COM        07745910       5,346,621     226,312    226,212        100               226,312
                   Page Total            3,117,612,258                                   


September 2000                                                     Page 10 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
BELL & HOWELL       
CO NEW             COM        07785210       2,502,981     114,422    114,422                          114,422
BELLSOUTH CORP     COM        07986010   7,315,555,996 181,752,944180,931,538    407,353   414,053  31,950,565147,008,538 2,793,841
BELO A H CORP       
DEL                COM SER A  08055510      17,426,246     945,178    944,278        900               933,478               11,700
BEMIS INC          COM        08143710      29,573,214     920,567    902,309      9,682     8,576     848,831     20,516    51,220
BENCHMARK           
ELECTRS IN         COM        08160H10      12,084,800     232,400    232,200        200               232,400
BENTHOS INC        COM        08264110         479,366      64,457        100     64,357                64,457
BERGEN BRUNSWIG     
CORP               CL A       08373910      15,831,175   1,354,597  1,353,927        670             1,341,015               13,582
BERINGER WINE       
ESTATE             CL B       08410210       3,868,893      69,632     67,557        675     1,400      68,232      1,400
BERKLEY W R         
CORP               COM        08442310       4,162,543     120,437    119,837        600               120,437
BERKSHIRE           
HATHAWAY I         CL B       08467020     369,203,130     178,359    173,599      2,491     2,269       3,935    174,424
BERRY PETE CO      CL A       08578910       3,013,518     166,843    166,843                          166,843
BEST BUY INC       COM        08651610     268,483,884   4,219,786  4,165,831     47,930     6,025   3,841,562    145,425   230,599
BESTFOODS          COM        08658U10     393,324,257   5,406,519  4,841,696    341,565   223,258   4,697,749    414,308   291,462
BETHLEHEM STL       
CORP               COM        08750910      34,166,178  11,388,726 11,387,626      1,100             2,512,108  8,713,244   163,374
BEVERLY             
ENTERPRISES        COM NEW    08785130       3,985,365     671,276    671,276                          671,276
BILLING CONCEPTS    
COR                COM        09006310       1,027,692     322,464    322,464                          322,464
BINDLEY WESTN       
INDS I             COM        09032410       7,016,928     219,279    219,279                          219,279
BINDVIEW DEV        
CORP               COM        09032710       2,134,941     282,325    282,325                          282,325
BIO RAD LABS INC   CL A       09057220       1,273,593      56,579     56,579                           56,579
BIO TECHNOLOGY      
GEN C              COM        09057810       6,499,738     568,308    567,975        333               568,308
BIOCRYST            
PHARMACEUTI        COM        09058V10       4,202,816     201,942    148,182     52,260     1,500     200,442      1,500
BIOGEN INC         COM        09059710     158,639,284   2,600,644  2,581,641     13,503     5,500   2,340,107    112,500   146,437
BIOMATRIX INC      COM        09060P10       1,887,130     107,836    107,836                          107,836
BIOMARIN            
PHARMACEUTI        COM        09061G10       2,004,510     109,089    109,089                          109,089
BIOMET INC         COM        09061310     173,761,000   4,964,600  4,959,995      4,605             4,723,873     49,680   191,047
BIOPURE CORP       CL A       09065H10       4,107,172     227,393    220,143      6,250     1,000     226,393      1,000
BIOVAIL CORP       COM        09067J10      18,767,156     230,450    230,450                          225,850                4,600
BIOSITE             
DIAGNOSTICS        COM        09094510       6,846,577     171,701    171,501        200               171,701
BLACK & DECKER      
CORP               COM        09179710      52,486,172   1,535,267  1,522,682     12,185       400   1,384,002     23,980   127,285
BLACK BOX CORP      
DEL                COM        09182610       6,712,181     143,961    143,861        100               143,961
BLACK HILLS CORP   COM        09211310       6,825,379     243,225    238,510        740     3,975     237,750      3,975     1,500
BLACKROCK INC      CL A       09247X10       3,550,816     110,963    110,863        100               110,963
BLANCH E W          
HLDGS INC          COM        09321010       1,869,907      90,116     90,116                           90,116
BLAZE SOFTWARE      
INC                COM        09347T10         256,729      20,335     20,335                           20,335
BLOCK DRUG INC     CL A       09364410       3,478,591      80,663     80,463        200                80,663
BLOCK H & R INC    COM        09367110      65,427,846   1,765,362  1,737,277     18,485     9,600   1,592,534     34,200   138,628
BLOCKBUSTER INC    CL A       09367910       1,133,857     128,672    128,672                          128,672
                   Page Total            9,003,571,561                                   
                                                                                         



September 2000                                                     Page 11 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
BLOUNT INTL INC     
NEW                COM        09518010         535,623      47,611     47,611                           47,611
BLUE MARTINI        
SOFTWAR            COM        09569810         941,725      27,800     27,800                           27,800
BLUESTONE           
SOFTWARE I         COM        09623P10       1,353,321      77,889     77,889                           77,889
BLYTH INC          COM        09643P10       9,658,411     412,101    409,301        200     2,600     406,101      2,600     3,400
BOB EVANS           
FARMS INC          COM        09676110      14,436,234     780,337    780,337                          384,137    393,667     2,533
BOCA RESORTS INC   CL A       09688T10       2,274,184     206,744    206,744                          206,744
BOEING CO          COM        09702310   5,780,909,547  91,760,469 91,626,277     91,685    42,507  16,788,629 73,676,040 1,295,800
BOISE CASCADE       
CORP               COM        09738310      80,103,395   3,015,714  1,083,164  1,932,550               974,127  1,943,100    98,487
BONE CARE           
INTL INC           COM        09807210         735,795      35,460     35,460                           35,460
BORDERS GROUP INC  COM        09970910      11,031,734     791,543    790,983        560               786,043                5,500
BORG WARNER INC    COM        09972410       9,316,472     281,252    280,552        700               279,352                1,900
BOSTON              
COMMUNICATION      COM        10058210         396,915      20,619     20,619                           20,619
BOSTON              
PRIVATE FINL       COM        10111910         496,650      30,100     10,100               20,000      10,100     20,000
BOSTON PROPERTIES   
IN                 COM        10112110      22,167,514     516,280    494,205     22,075               515,680                  600
BOSTON SCIENTIFIC   
CO                 COM        10113710     103,524,877   6,298,283  6,254,358     18,220    25,705   5,771,820    112,225   414,238
BOTTOMLINE TECH     
DEL                COM        10138810       2,248,980      60,275     58,275                2,000      58,275      2,000
BOWATER INC        COM        10218310      21,474,744     462,449    461,799        600        50     457,299         50     5,100
BOWNE & CO INC     COM        10304310       2,563,333     262,906    261,306      1,600               262,906
BOYD GAMING CORP   COM        10330410       1,298,993     263,114    263,114                          263,114
BOYDS COLLECTION    
LTD                COM        10335410       2,919,637     395,883    395,883                          395,883
BOYKIN LODGING      
CO                 COM        10343010       1,528,445     147,320    147,320                          147,320
BRADY CORP         CL A       10467410       3,941,726     130,305    128,705      1,600               130,305
BRANDYWINE RLTY     
TR                 SH BEN INT 10536820       9,785,974     483,258    437,383     45,875               483,258
BRAUN CONSULTING    
INC                COM        10565110       2,284,184     115,293    115,293                          115,293
BREAKAWAY           
SOLUTIONS          COM        10637210         715,338      80,321     80,221        100                80,321
BRENTON BKS INC    COM        10721110       1,385,043     114,827    114,827                          114,827
BRIGGS &            
STRATTON CO        COM        10904310      18,004,864     476,168    475,668        500               439,975      4,780    31,413
BRIGHT HORIZON      
FAMIL              COM        10919510       3,385,277     132,434     84,761     47,673               132,434
BRIGHTPOINT INC    COM        10947310       1,974,722     392,511    390,411      2,100               392,511
BRINKER INTL INC   COM        10964110      25,847,942     858,023    852,923      4,500       600     851,623        600     5,800
BRIO TECHNOLOGY     
INC                COM        10970410       1,105,989     104,714    104,714                          104,714
BRISTOL MYERS       
SQUIBB             COM        11012210   2,193,222,746  38,393,396 35,891,849  1,278,427 1,223,120  32,893,838  2,586,430 2,891,928
BRITISH AMERN       
TOB PL             SPONSORED  11044810      15,057,259   1,152,753             1,152,753                        1,152,753
BRITISH             
TELECOMMUNIC       ADR FINAL  11102140       1,995,635      18,640     16,910      1,730                17,040                1,600
BROADBASE           
SOFTWARE           COM        11130R10       3,135,358     231,187    230,987        200               231,187
BROADCOM CORP      CL A       11132010     872,885,812   3,581,070  3,579,195      1,875             3,123,832    151,100   303,738
BROADVISION INC    COM        11141210      38,613,777   1,503,242  1,501,742      1,050       450   1,401,459        450   101,333
                   Page Total            9,263,258,175                                   
                                                                                         



September 2000                                                     Page 12 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
BROADWING INC      COM        11162010      48,466,395   1,896,033  1,886,282      3,880     5,871   1,867,462      5,871    22,700
BROCADE             
COMMUNICATIO       COM        11162110     126,470,040     535,890    529,555      6,135       200     533,990        200     1,700
BROOKLINE BANCORP   
IN                 COM        11373910       1,027,156      89,810     89,761         49                89,810
BROOKS AUTOMATION   
IN                 COM        11434A10       3,657,198     110,406    109,889        517               110,406
BROOKTROUT INC     COM        11458010       2,887,619      87,671     87,571        100                87,671
BROWN & BROWN INC  COM        11523610       4,772,881     150,034    149,934        100               150,034
BROWN FORMAN CORP  CL B       11563720      60,917,368   1,112,646  1,112,446        200             1,027,167     15,480    69,999
BROWN TOM INC      COM NEW    11566020       5,260,664     214,721    214,721                          214,721
BROWN SHOE INC      
NEW                COM        11573610       1,260,291     137,182    137,082                  100     137,082        100
BRUKER DALTONICS    
INC                COM        11679510       2,453,937      55,300     55,300                           55,300
BRUNSWICK CORP     COM        11704310      34,030,337   1,864,676  1,863,816        860             1,697,699     21,970   145,007
BRUSH ENGINEERED    
MAT                COM        11742110       2,641,969     122,172    122,172                          122,172
BSQUARE CORP       COM        11776U10       1,335,371      86,153     86,153                           86,153
BUCA INC           COM        11776910         443,997      41,788     41,788                           41,788
BUCKEYE PARTNERS    
L P                UNIT LTD P 11823010         592,250      20,600      8,800     10,800     1,000      19,600      1,000
BUCKEYE             
TECHNOLOGIES       COM        11825510       4,031,766     194,302    194,302                          194,302
BUCKLE INC         COM        11844010         862,912      74,229     74,229                           74,229
BUFFETS INC        COM        11988210       5,941,485     432,108    432,108                          429,108                3,000
BURLINGTON COAT     
FACT               COM        12157910       2,045,070     142,892    142,892                          142,892
BURLINGTON NORTHN   
SA                 COM        12189T10     162,542,549   7,538,380  7,481,814     41,270    15,296   6,806,922    121,960   609,498
BURLINGTON RES      
INC                COM        12201410     160,091,449   4,348,893  4,203,253     87,649    57,991   4,025,010    108,761   215,122
BURNHAM PAC         
PPTYS IN           COM        12232C10       1,701,833     280,738    280,738                          280,738
BUSH BOAKE          
ALLEN INC          COM        12316210       2,356,127      49,279     49,279                           49,279
BUSH INDS INC      CL A       12316410         656,478      56,779     56,779                           56,779
BUY COM INC        COM        12426910         278,720     100,223    100,223                          100,223
C&D TECHNOLOGIES    
INC                COM        12466110      10,787,323     190,085    189,085      1,000               190,085
CAIS INTERNET       
INC                COM        12476Q10         327,512      67,182     66,682        500                67,182
CBL & ASSOC         
PPTYS IN           COM        12483010      15,316,641     611,150    578,125     33,025               611,150
CCC INFORMATION     
SVCS               COM        12487Q10       1,272,248     157,808    157,808                          157,808
CB RICHARD          
ELLIS SVC          COM        12489L10       1,702,260     138,960    138,960                          138,960
CBRL GROUP INC     COM        12489V10      14,897,085   1,036,319  1,036,019        300             1,032,219                4,100
CFW COMMUNICATION   
CO                 COM        12492310       2,622,186      97,118     97,018        100                97,118
C BRIDGE INTERNET   
SO                 COM        12500B10         474,956      25,331     25,331                           25,331
CCBT FINL COS INC  COM        12500Q10         238,249      13,100                 5,100     8,000       5,100      8,000
C-CUBE              
MICROSYSTEMS       COM        12501N10       6,331,835     308,870    308,870                          308,870
C COR NET CORP     COM        12501010       2,969,241     193,916    193,916                          193,916
C D I CORP         COM        12507110       1,379,216      86,201     85,861        340                86,201
                   Page Total              695,044,614                                   
                                                                                         



September 2000                                                     Page 13 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
CDW COMPUTER        
CTRS IN            COM        12512910      38,315,700     555,300    555,000        300               548,400                6,900
CEC ENTMT INC      COM        12513710       7,192,032     224,751    224,651        100               224,751
CH ENERGY GROUP     
INC                COM        12541M10       4,656,084     116,767    115,684      1,083               116,767
C H ROBINSON        
WORLDWI            COM        12541W10      19,307,578     342,582    342,232        350               339,082                3,500
CIGNA CORP         COM        12550910     319,593,664   3,061,242  3,016,641     34,034    10,567   2,747,789     45,147   268,306
CIT GROUP INC      CL A       12557710      72,915,990   4,166,628  4,164,328      2,300             3,860,030     60,600   245,998
CLECO CORP NEW     COM        12561W10      11,461,837     245,173    245,173                          243,573                1,600
CMGI INC           COM        12575010      35,274,206   1,262,634  1,241,776     17,303     3,555   1,137,404      3,555   121,675
CMS ENERGY CORP    COM        12589610      50,708,848   1,882,498  1,879,948      2,550             1,748,498     29,400   104,600
CPI CORP           COM        12590210       1,289,896      60,701     60,701                           60,701
CPB INC            COM        12590310       1,453,248      53,824     53,824                           53,824
CSS INDS INC       COM        12590610         766,047      38,184     38,184                           38,184
CSK AUTO CORP      COM        12596510         602,554     133,901    133,901                          133,901
CNA FINL CORP      COM        12611710       6,694,247     175,013    174,213        800               174,713                  300
CNA SURETY CORP    COM        12612L10       1,494,747     129,978    129,978                          129,978
CNF TRANSN INC     COM        12612W10      12,519,897     562,692    562,292        400               535,911               26,781
CNET NETWORKS INC  COM        12613R10       8,116,272     333,194    332,394        700       100     332,144        100       950
C P & L ENERGY INC COM        12614C10     932,440,017  22,367,645 22,361,627      5,068       950   2,519,242 19,618,328   230,075
CSG SYS INTL INC   COM        12634910      12,480,498     430,362    413,062     17,300               426,062                4,300
CSX CORP           COM        12640810      85,128,615   3,902,834  3,870,888     18,818    13,128   3,526,583     69,533   306,718
CTC                 
COMMUNICATIONS G   COM        12641910       2,367,690     116,923    105,373               11,550     105,373     11,550
CT COMMUNICATIONS   
IN                 COM NEW    12642640       2,437,399     119,998    119,898        100               119,998
CTS CORP           COM        12650110      10,286,544     203,191    203,191                          203,191
CUNO INC           COM        12658310       2,588,676     116,345    116,345                          116,345
CVB FINL CORP      COM        12660010       2,131,156     126,764    126,764                          126,764
CVS CORP           COM        12665010     315,469,100   6,811,822  6,738,228     48,607    24,987   6,116,596    121,237   573,989
CV THERAPEUTICS     
INC                COM        12666710       8,009,809     102,979    102,979                          102,979
CABLE & WIRELESS    
PUB                SPONSORED  12683020       1,633,742      38,385     25,950     12,435                31,585                6,800
CABLEVISION         
SYS CORP           CL A       12686C10      32,813,697     494,838    490,472      1,795     2,571     490,767      2,571     1,500
CABLETRON SYS INC  COM        12692010      86,376,188   2,940,466  2,936,471      3,995             2,722,126     45,250   173,090
CABLE DESIGN        
TECHNOL            COM        12692410       8,114,202     333,753    333,553        200               333,753
CACHEFLOW INC      COM        12694610      12,252,240      85,680     85,430        200        50      85,630         50
CABOT CORP         COM        12705510     127,464,062   4,022,598  2,075,194    171,690 1,775,714     649,650  3,366,348     6,600
CABOT INDUSTRIAL    
TRU                COM        12707210       6,763,427     339,240    339,120        120               339,240
CABOT               
MICROELECTRONI     COM        12709P10       1,521,648      31,701     31,701                           31,401                  300
CABOT OIL &         
GAS CORP           CL A       12709710       5,060,172     248,352    188,284     20,150    39,918     208,434     39,918
CACI INTL INC      CL A       12719030       1,503,291      70,126     70,126                           70,126
                   Page Total            2,249,205,020                                   
                                                                                         



September 2000                                                     Page 14 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
CADENCE DESIGN      
SYSTE              COM        12738710      55,164,296   2,147,557  2,139,207      5,350     3,000   2,118,357      3,000    26,200
CADIZ INC          COM        12753710       2,622,900     262,290    262,290                          262,290
CADMUS              
COMMUNICATION      COM        12758710         204,059      25,115     25,115                           25,115
CAL DIVE INTL       
INC                COM        12791410       4,324,023      75,612     75,012        600                75,612
CALGON CARBON       
CORP               COM        12960310       1,673,762     245,708    245,708                          245,708
CALICO COMM INC    COM        12989710         765,980     125,058    123,358      1,700               125,058
CALIFORNIA          
AMPLIFIER          COM        12990010       1,764,560      76,720     76,720                           76,720
CALIFORNIA WTR      
SVC G              COM        13078810       2,401,187      89,764     89,764                           89,764
CALIPER             
TECHNOLOGIES       COM        13087610       2,149,057      37,093     36,736        357                37,093
CALLAWAY GOLF CO   COM        13119310      13,094,595     851,681    851,081        600               816,444               35,237
CALLON PETE         
CO DEL             COM        13123X10         695,222      43,968     43,968                           43,968
CALPINE CORP       COM        13134710     119,660,927   1,146,452  1,145,712        740             1,134,952               11,500
CAMBREX CORP       COM        13201110       9,507,927     256,971    229,971     27,000               256,971
CAMBRIDGE TECH      
PARTN              COM        13252410       2,550,633     583,002    581,652      1,350               578,602                4,400
CAMDEN PPTY TR     SH BEN INT 13313110      10,597,784     341,864    341,864                          341,864
CAMINUS CORP       COM        13376610         977,691      24,596     24,596                           24,596
CAMPBELL SOUP CO   COM        13442910     186,059,103   7,190,690  7,158,296      9,512    22,882   6,226,166    317,042   642,882
CANON INC          ADR        13800630       3,078,915      69,580     54,100     15,480                59,080               10,500
CAPITAL CITY        
BK GROU            COM        13967410         593,256      30,327     30,327                           30,327
CAPITAL             
AUTOMOTIVE R       COM SH BEN 13973310       2,158,754     166,058    166,058                          166,058
CAPITAL ONE         
FINL COR           COM        14040H10     249,388,071   3,559,534  3,379,085    172,599     7,850   3,297,385     56,820   205,329
CAPITOL FED         
FINL               COM        14057C10       5,040,228     344,631    343,831        800               344,631
CAPROCK             
COMMUNICATIO       COM        14066710       1,310,248     257,214    257,014        200               257,214
CAPSTONE TURBINE    
COR                COM        14067D10       2,231,719      32,227     32,185         42                32,227
CAPSTEAD MTG        
CORP               COM NEW    14067E40       1,416,042     157,338    157,338                          157,338
CAPTEC NET          
LEASE REA          COM        14072410       1,417,620     124,626    124,626                          124,626
CARBO CERAMICS      
INC                COM        14078110       1,016,129      38,255     38,155        100                38,255
CARAUSTAR INDS      
INC                COM        14090910       8,522,043     770,389    203,433    566,956               770,389
CARDINAL HEALTH     
INC                COM        14149Y10     626,522,072   7,104,472  4,935,358  2,161,202     7,912   4,502,140  2,216,215   386,117
CARDIODYNAMICS      
INTL               COM        14159710         661,424     126,734    126,734                          126,734
CAREER EDUCATION    
COR                COM        14166510       8,405,338     188,884    188,784        100               188,884
CAREMARK RX         
INC                COM        14170510      17,194,623   1,528,411  1,528,311        100             1,525,211                3,200
CARLISLE COS        
INC                COM        14233910      17,825,951     429,541    429,241        300               427,441                2,100
CARNIVAL CORP      COM        14365810     211,354,823   8,582,937  8,449,718    105,225    27,994   7,570,184    181,874   830,879
CARPENTER           
TECHNOLOGY         COM        14428510      60,274,537   2,069,512    220,898  1,848,614               219,298  1,848,614     1,600
CARRAMERICA RLTY    
COR                COM        14441810      14,450,636     477,707    477,707                          477,007                  700
CARREKER CORP      COM        14443310       2,095,684     107,471    107,471                          107,471
                   Page Total            1,649,171,819                                   
                                                                                         



September 2000                                                     Page 15 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
CARRIER ACCESS      
CORP               COM        14446010       1,469,614      74,178     74,078        100                74,178
CARTER WALLACE      
INC                COM        14628510       7,363,845     301,340    301,340                          298,140                3,200
CASCADE CORP       COM        14719510         571,747      36,740     36,740                           36,740
CASCADE NAT GAS     
CORP               COM        14733910       1,307,775      74,730     74,730                           74,730
CASELLA WASTE       
SYS IN             CL A       14744810       1,202,272     118,743    118,743                          118,743
CASEYS GEN          
STORES IN          COM        14752810       4,503,629     346,433    346,113        320               346,433
CASH AMER INTL      
INC                COM        14754D10       1,285,157     175,760    175,760                          175,760
CASINO DATA SYS    COM        14758310         251,300      35,900        900     25,000    10,000      25,900     10,000
CASS COML CORP     COM        14774110       1,407,420      80,424                26,930    53,494      26,930     53,494
CATALINA            
MARKETING C        COM        14886710       8,769,145     233,067    232,067        400       600     231,867        600       600
CATALYTICA INC     COM        14888510       3,233,637     261,304    261,304                          261,304
CATELLUS DEV CORP  COM        14911110      13,078,135     747,322    726,122     21,200               747,322
CATERPILLAR INC     
DEL                COM        14912310     247,832,662   7,343,190  7,234,430     85,810    22,950   6,771,757    111,120   460,313
CATHAY BANCORP      
INC                COM        14915010       3,434,681      70,455     63,355        100     7,000      63,455      7,000
CATO CORP NEW      CL A       14920510       1,423,500     113,880    113,880                          113,880
CEDAR FAIR L P     DEPOSITRY  15018510         443,041      24,030     16,850      6,800       380      23,650        380
CELL GENESYS INC   COM        15092110       6,492,420     216,414    216,314        100               216,414
CELERITEK INC      COM        15092610       2,341,380      62,127     61,627        500                62,127
CELL THERAPEUTICS   
IN                 COM        15093410      11,086,246     166,243    166,243                          166,243
CELGENE CORP       COM        15102010      19,759,533     332,093    331,573        520               331,193                  900
CELL PATHWAYS       
INC NE             COM        15114R10       1,312,138     161,494    161,494                          161,494
CELSION             
CORPORATION        COM        15117N10         469,066     192,477    192,477                          192,477
CENDANT CORP       COM        15131310     134,506,839  12,368,445 12,353,750     13,865       830  11,291,600    176,707   900,138
CENTENNIAL          
COMMUNCTN          CL A NEW   15133V20       2,852,366     129,653    129,653                          129,653
CENTER TR INC      COM        15184510         304,110      50,685     50,685                           50,685
CENTERPOINT         
PPTYS TR           SH BEN INT 15189510      11,085,511     240,665    240,665                          240,665
CENTEX              
CONSTRUCTION       COM        15231R10       3,406,687     137,300    113,200     19,100     5,000     132,300      5,000
CENTEX CORP        COM        15231210      48,713,932   1,516,387  1,515,347      1,040             1,411,408     12,700    92,279
CENTILLIUM          
COMMUNICA          COM        15231910       3,379,680      35,205     35,205                           35,205
CENTRAL GARDEN      
& PET              COM        15352710         822,027     118,499    118,499                          118,499
CENTRAL PKG CORP   COM        15478510       1,977,812      99,829     99,729        100                99,829
CENTURA BKS INC    COM        15640T10       9,848,214     257,053    228,983     28,070               256,753                  300
CENTURY ALUM CO    COM        15643110         675,887      54,071     54,071                           54,071
CENTURY BUSINESS    
SVC                COM        15649010         658,816     502,147    502,147                          502,147
CENTURY SOUTH       
BKS IN             COM        15668310       1,293,747      70,408     70,408                           70,408
CENTURYTEL INC     COM        15670010      76,890,889   2,821,684  2,397,614    345,817    78,253   2,573,556    114,483   133,645
CEPHALON INC       COM        15670810       8,154,305     168,130    165,620      2,510               167,630                  500
                   Page Total              643,609,165                                   
                                                                                         



September 2000                                                     Page 16 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
CERIDIAN CORP      COM        15677T10      70,311,642   2,505,582  2,484,792     20,190       600   2,255,452     36,230   213,900
CERNER CORP        COM        15678210      18,798,440     404,816    396,816      8,000               404,816
CERUS CORP         COM        15708510       2,853,976      51,423     51,423                           51,423
CHAMPION            
ENTERPRISES        COM        15849610       1,410,643     331,916    331,916                          331,916
CHAMPIONSHIP        
AUTO RA            COM        15871110       1,955,655      80,232     74,032        100     6,100      74,132      6,100
CHARLES RIV         
LABS INT           COM        15986410         547,128      16,092     13,092      3,000                16,092
CHARTER ONE         
FINL INC           COM        16090310      88,701,136   3,639,021  3,629,707      9,314             3,389,422     50,505   199,094
CHARTER MUN         
MTG ACCE           SH BEN INT 16090810       1,741,030     125,797    125,797                          125,797
CHARMING SHOPPES    
INC                COM        16113310       3,596,084     689,037    689,037                          689,037
CHARTER             
COMMUNICATIO       CL A       16117M10       8,248,114     507,077    506,077      1,000               506,077                1,000
CHASE MANHATTAN     
CORP               COM        16161A10   1,078,090,903  23,341,869 23,215,183    109,263    17,423  21,100,372    342,823 1,898,674
CHATEAU CMNTYS      
INC                COM        16172610       5,399,722     201,392    201,292        100               201,392
CHEAP TICKETS INC  COM        16267210         658,656      63,485     63,385        100                63,485
CHECKFREE CORP      
NEW                COM        16281310      18,989,986     453,319    453,319                          447,519                5,800
CHECKPOINT SYS INC COM        16282510       2,178,218     288,048    288,048                          288,048
CHEESECAKE          
FACTORY I          COM        16307210       8,473,713     195,924    193,299      2,625               195,924
CHELSEA GCA RLTY    
INC                COM        16326210      10,278,874     292,637    250,387     42,250               292,637
CHEMED CORP        COM        16359610       2,056,264      64,638     64,638                           64,638
CHEMFIRST INC      COM        16361A10       2,406,116     115,612    115,612                          115,612
CHEMICAL FINL       
CORP               COM        16373110       2,258,068      96,088     96,088                           96,088
CHESAPEAKE CORP    COM        16515910       3,310,711     171,985    171,860        125               171,985
CHESAPEAKE ENERGY   
CO                 COM        16516710       5,574,747     775,671    775,671                          775,671
CHEVRON             
CORPORATION        COM        16675110   1,018,491,468  11,947,114 11,684,511    129,266   133,337  10,695,922    296,857   954,335
CHICOS FAS INC     COM        16861510       3,470,788     102,082    102,082                          102,082
CHILDRENS PL        
RETAIL             COM        16890510       3,444,551     133,769    133,669        100               133,769
CHIPPAC INC        CL A       16965710         323,000      27,200     27,200                           27,200
CHOICE HOTELS       
INTL I             COM        16990510       4,073,982     370,362    370,362                          370,362
CHIQUITA BRANDS     
INTL               COM        17003210         861,187     275,580    275,580                          275,580
CHIRON CORP        COM        17004010      61,695,990   1,371,022  1,321,900     46,122     3,000   1,346,372      3,000    21,650
CHITTENDEN CORP    COM        17022810       5,725,760     222,905    208,266      5,339     9,300     213,605      9,300
CHOICE ONE          
COMMUNICA          COM        17038P10         682,337      55,989     55,355        634                55,989
CHOICEPOINT INC    COM        17038810       9,424,238     205,433    204,449        984               205,033                  400
CHORDIANT           
SOFTWARE I         COM        17040410         260,764      33,647     33,647                           33,647
CHRIS CRAFT         
INDS INC           COM        17052010      18,980,270     230,413    229,998        415               227,224                3,189
CHROMAVISION        
MED SYS            COM        17111P10         870,266      91,607     91,607                           91,607
CHUBB CORP         COM        17123210     246,906,793   3,120,465  3,063,270     29,903    27,292   2,804,846     70,392   245,227
CHURCH &            
DWIGHT INC         COM        17134010       7,084,591     385,556    385,456        100               382,856                2,700
                   Page Total            2,720,135,811                                   
                                                                                         



September 2000                                                     Page 17 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
CHURCHILL DOWNS     
INC                COM        17148410       1,609,088      62,187     62,187                           62,187
CIBER INC          COM        17163B10       2,769,508     335,698    335,598        100               335,698
CIENA CORP         COM        17177910     176,024,597   1,433,285  1,431,390      1,895             1,423,835                9,450
CINCINNATI FINL     
CORP               COM        17206210      95,944,891   2,702,673  2,697,469      5,204             2,499,352     39,310   164,011
CINERGY CORP       COM        17247410      91,350,471   2,763,005  2,756,636      6,219       150   2,552,536     44,910   165,559
CIRCLE INTL         
GROUP IN           COM        17257410       2,951,855      97,582     97,582                           97,582
CIRCUIT CITY        
STORE I            CIRCT CITY 17273710      78,140,016   3,397,392  3,388,457      8,735       200   3,134,493     50,655   212,244
CISCO SYS INC      COM        17275R10   7,445,393,478 134,758,253130,024,731  3,302,633 1,430,888 118,040,393  6,284,74810,356,911
CIRRUS LOGIC        
CORP               COM        17275510      25,439,895     631,075    629,045        100     1,930     624,445      1,930     4,700
CITADEL             
COMMUNICATIO       COM        17285320       4,341,001     255,353    252,703        650     2,000     253,353      2,000
CINTAS CORP        COM        17290810      49,985,652   1,147,460  1,135,555      3,555     8,350   1,122,510      8,350    16,600
CITIGROUP INC      COM        17296710   6,636,624,629 122,759,510121,516,385  1,002,874   240,251  76,999,891 39,070,630 6,688,989
CITIZENS BKG        
CORP MI            COM        17442010       7,676,526     333,762    332,952        810               333,762
CITIZENS            
COMMUNICATI        COM        17453B10      20,062,610   1,493,087  1,489,321      3,766             1,483,831                9,256
CITRIX SYS INC     COM        17737610      61,104,779   3,045,797  3,034,672      5,225     5,900   2,725,656    135,000   183,141
CITY BK LYNNWOOD    
WAS                COM        17770A10         820,185      47,547     47,547                           47,547
CITY HLDG CO       COM        17783510         206,245      28,697     28,497        200                28,697
CITY NATL CORP     COM        17856610      18,945,021     490,486    490,286        200               483,986                6,500
CLAIRES STORES      
INC                COM        17958410       8,909,820     494,990    493,590      1,400               491,365                3,625
CLARCOR INC        COM        17989510       3,290,449     168,741    168,741                          168,741
CLARENT CORP DEL   COM        18046110       6,155,493     156,330    156,230        100               156,330
CLARUS CORP        COM        18270710       2,184,408      95,757     95,757                           95,757
CLAYTON HOMES       
INC                COM        18419010      12,679,060   1,267,906  1,266,506      1,400             1,193,006               74,900
CLEAR CHANNEL       
COMMUN             COM        18450210     543,233,205   9,614,747  9,583,871     30,451       425   8,644,455    146,365   823,927
CLEVELAND CLIFFS    
INC                COM        18589610       2,678,708     117,102    116,802        300               116,402                  700
CLICK COMMERCE INC COM        18681D10         805,837      18,850     18,850                           18,850
CLICK2LEARN COM     
INC                COM        18681S10         646,095      43,991     43,991                           43,991
CLOROX CO DEL      COM        18905410     163,725,477   4,138,453  4,126,738      6,555     5,160   3,725,173     65,560   347,720
CLOSURE MED CORP   COM        18909310       1,301,890      51,689     51,589        100                51,689
COACHMEN INDS INC  COM        18987310       1,429,482     136,963    136,963                          136,963
COASTAL CORP       COM        19044110     283,360,083   3,822,733  3,810,413      9,820     2,500   3,447,876     56,450   318,407
COBALT NETWORKS     
INC                COM        19074R10      11,641,324     201,146    200,796        350               201,146
COCA COLA           
BOTTLING C         COM        19109810       1,309,944      31,236     31,236                           31,236
COCA COLA CO       COM        19121610   2,546,073,754  46,187,279 43,608,776  1,127,724 1,450,779  39,414,301  3,149,299 3,596,979
COCA COLA           
ENTERPRISE         COM        19121910      99,308,706   6,231,330  6,226,665      4,395       270   5,689,977    107,630   433,723
COGNEX CORP        COM        19242210      22,126,168     561,051    554,331        420     6,300     552,151      6,300     2,600
COGNIZANT           
TECHNOLOGY         CL A       19244610       5,006,703     128,377    128,377                          128,377
                   Page Total           18,435,257,053                                   
                                                                                         



September 2000                                                     Page 18 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
COHERENT INC       COM        19247910      13,064,228     192,121    192,011        110               192,121
COHU INC           COM        19257610       2,590,897     169,207    169,007        200               169,207
COINSTAR INC       COM        19259P30       2,069,425     152,590    152,590                          152,590
COLDWATER CREEK     
INC                COM        19306810         687,447      25,461     25,461                           25,461
COLE KENNETH        
PRODTNS            CL A       19329410       4,792,721     135,725    135,725                          135,725
COLLATERAL          
THERAPEUT          COM        19392110       1,334,371      46,113     46,113                           46,113
COLGATE PALMOLIVE   
CO                 COM        19416210     463,897,789   9,828,343  9,658,987    129,727    39,629   8,775,830    439,679   606,634
COLLINS & AIKMAN    
COR                COM        19483010       2,083,516     444,531    444,531                          444,531
COLONIAL            
BANCGROUP I        COM        19549330      11,405,662   1,099,341  1,099,241        100             1,099,341
COLONIAL PPTYS TR  COM SH BEN 19587210       4,781,146     186,131    185,991        140               186,131
COLUMBIA FINL       
KY INC             COM        19764R10         230,350      27,100     27,100                           27,100
COLUMBIA ENERGY     
GROU               COM        19764810     105,422,504   1,484,824  1,479,369      1,200     4,255   1,338,154     24,575   122,095
COLUMBIA LABS INC  COM        19777910         971,958     167,233    167,233                          167,233
COLUMBIA            
SPORTSWEAR         COM        19851610       2,696,303      58,775     58,575        200                58,775
COLUMBUS MCKINNON   
CO                 COM        19933310       1,066,515      78,640     78,440        200                78,640
COMFORT SYS         
USA INC            COM        19990810       1,098,824     211,842    211,842                          211,842
COMCAST CORP       CL A       20030010       3,732,096      91,727     87,777      1,650     2,300      89,427      2,300
COMCAST CORP       CL A SPL   20030020     655,503,221  16,012,488 15,605,393    366,783    40,312  14,842,819    260,382   909,287
COMDISCO INC       COM        20033610      28,969,283   1,519,740  1,518,740      1,000             1,506,980               12,760
COMERICA INC       COM        20034010     193,364,526   3,308,940  3,123,364    178,076     7,500   3,093,917     45,400   169,623
COMMERCE BANCORP    
INC                COM        20051910      12,912,626     221,916    221,101        768        47     221,869         47
COMMERCE            
BANCSHARES         COM        20052510      13,550,534     368,101    329,451     36,478     2,172     364,852      2,172     1,077
COMMERCE GROUP      
INC M              COM        20064110       6,482,698     224,028    184,028     40,000               224,028
COMMERCE ONE        
INC DEL            COM        20069310      69,428,383     884,438    882,748      1,690               881,938                2,500
COMMERCIAL          
FEDERAL C          COM        20164710      13,064,383     683,105    682,405        700               683,105
COMMERCIAL METALS   
CO                 COM        20172310       2,415,717      94,734     94,734                           94,734
COMMERCIAL NET      
LEASE              COM        20221810       2,315,440     223,175    223,175                          223,175
COMMONWEALTH TEL    
ENT                COM        20334910       3,774,266     102,353    102,153        200               102,353
COMMSCOPE INC      COM        20337210       9,931,663     405,374    404,801        573               401,174                4,200
COMMUNITY FIRST     
BANK               COM        20390210       7,132,016     406,105    401,830      1,175     3,100     403,005      3,100
COMPANHIA           
BRASILEIRA         ADR        20440T20         404,966      10,890     10,890                                      10,890
COMPANHIA DE        
BEBIDAS            SPON ADR P 20441W20         811,987      36,700     36,700                                      36,700
COMPANHIA VALE      
DO RI              SPON ADR P 20441210         817,185      32,770     32,770                                      32,770
COMPANIA ANONIMA    
NAC                SPON ADR D 20442110         441,576      18,070     18,070                                      18,070
COMPANIA DE         
TELECOMU           SPON ADR N 20444930         536,887      30,900     30,900                                      30,900
COMPASS             
BANCSHARES I       COM        20449H10      20,301,781   1,041,117  1,039,117      2,000             1,030,942               10,175
COMPAQ COMPUTER     
CORP               COM        20449310     785,957,712  28,497,379 28,275,062    169,077    53,240  26,306,320    478,613 1,712,446
                   Page Total            2,450,042,602                                   
                                                                                         



September 2000                                                     Page 19 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
COMPLETE BUSINESS   
SO                 COM        20452F10       2,522,839     186,877    186,877                          186,877
COMPUCREDIT CORP   COM        20478N10       5,256,793      93,714     93,614        100                93,714
COMPUTER ASSOC      
INTL               COM        20491210     251,254,051   9,975,545  9,951,557     18,938     5,050   8,694,987    406,247   868,011
COMPUTER NETWORK    
TEC                COM        20492510      10,911,484     317,425    253,190     61,235     3,000     314,425      3,000
COMPUTER SCIENCES   
CO                 COM        20536310     222,525,913   2,996,982  2,872,837     80,699    43,446   2,655,188     85,206   256,588
COMPX               
INTERNATIONAL      CL A       20563P10       1,130,241      53,821     53,621        200                53,821
COMPUWARE CORP     COM        20563810      50,105,548   5,982,752  5,964,322     16,030     2,400   5,531,825     94,170   356,757
COMSTOCK RES INC   COM NEW    20576820       1,305,406     114,761    114,761                          114,761
COMVERSE            
TECHNOLOGY         COM PAR $0 20586240     276,213,240   2,557,530  2,554,665      2,665       200   2,295,731    106,260   153,939
CONAGRA INC        COM        20588710     687,285,781  34,258,089 29,339,042  4,914,147     4,900   8,044,036 25,462,117   751,936
COMPUTER HORIZONS   
CO                 COM        20590810       1,503,176     220,666    220,666                          220,666
COM21 INC          COM        20593710       2,074,950     153,700    150,500        500     2,700     151,000      2,700
CONCORD CAMERA      
CORP               COM        20615610       3,183,342     124,228    124,228                          124,228
CONCORD             
COMMUNICATIO       COM        20618610       3,040,954     114,753    114,653        100               114,753
CONCORD EFS INC    COM        20619710      61,744,814   1,738,507  1,729,502      9,005             1,714,182               24,325
CONCURRENT          
COMPUTER           COM        20671020       7,301,795     384,305    384,205        100               384,305
CONECTIV INC       COM        20682910      23,958,631   1,340,343  1,335,293      3,450     1,600   1,328,468      1,600    10,275
CONEXANT SYSTEMS    
INC                COM        20714210     166,179,639   3,968,469  3,919,315     36,569    12,585   3,593,304    165,885   206,880
CONMED CORP        COM        20741010       1,465,316     107,059    106,859        200               107,059
CONNETICS CORP     COM        20819210       4,062,891     168,410    168,410                          168,410
CONOCO INC         CL A       20825130      18,667,618     714,550    709,200      1,150     4,200     706,450      4,200     3,900
CONOCO INC         CL B       20825140     267,154,781   9,917,763  9,868,756     25,608    23,399   9,136,274    178,296   603,193
CONSECO INC        COM        20846410      41,832,092   5,486,176  5,475,849      5,153     5,174   5,099,717     89,192   297,267
CONSOL ENERGY INC  COM        20854P10       7,008,974     436,370    436,370                          436,370
CONSOLIDATED        
EDISON             COM        20911510     263,643,300   7,725,811  3,778,692  3,940,107     7,012   7,351,235     61,432   313,144
CONSOLIDATED        
PRODS I            COM        20979810       1,306,944     163,368    163,368                          163,368
CONSOLIDATED        
STORES             COM        21014910      25,481,749   1,887,537  1,885,887      1,650             1,756,992     23,970   106,575
CONSTELLATION       
ENERGY             COM        21037110     132,806,232   2,669,472  2,651,931     11,891     5,650   2,390,313     46,900   232,259
CONTINENTAL         
AIRLS IN           CL B       21079530      10,288,663     226,438    226,438                          225,838                  600
CONVERGYS CORP     COM        21248510      87,738,503   2,256,939  2,166,663     61,150    29,126   1,977,550    133,726   143,963
COOPER CAMERON      
CORP               COM        21664010      36,119,304     490,172    489,872        300               464,067     21,505     4,600
COOPER COS INC     COM NEW    21664840       6,281,751     177,576    177,476        100               177,576
COOPER INDS INC    COM        21666910      77,108,000   2,187,461  2,165,106     15,955     6,400   1,494,228    562,134   131,099
COOPER TIRE &       
RUBR C             COM        21683110      14,797,368   1,470,619  1,467,960      1,859       800   1,381,269     15,750    73,600
COORS ADOLPH CO    CL B       21701610      47,592,006     753,193    752,668        525               696,022      7,200    49,971
COORSTEK INC       COM        21702010       1,000,849      26,166     26,166                           26,166
COPART INC         COM        21720410       4,251,896     306,443    306,343        100               306,443
                   Page Total            2,826,106,834                                   
                                                                                         



September 2000                                                     Page 20 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
COPENE PETROQ       
DO NOR             SPON ADR P 21725210         259,181      13,000     13,000                                      13,000
COPPER MTN          
NETWORKS           COM        21751010       9,725,287     259,341    256,474      2,867               257,941                1,400
COR THERAPEUTICS    
INC                COM        21775310      14,632,290     234,823    234,513        310               234,023                  800
CORILLIAN CORP     COM        21872510         296,488      30,804     30,804                           30,804
CORINTHIAN          
COLLEGES           COM        21886810       2,608,921      44,219     44,219                           44,219
CORIXA CORP        COM        21887F10       6,555,715     130,462    130,462                          130,462
CORN PRODS INTL     
INC                COM        21902310       6,081,416     267,315    254,679      3,001     9,635     257,680      9,635
CORNERSTONE RLTY    
INC                COM        21922V10       3,727,930     350,864    350,864                          350,864
CORNING INC        COM        21935010   1,591,745,067   5,359,411  5,255,129     88,805    15,477   4,708,797    217,107   430,307
CORPORATE           
EXECUTIVE          COM        21988R10       5,583,802     138,728    138,628        100               138,728
CORPORATE OFFICE    
PPT                SH BEN INT 22002T10         306,645      30,859     30,859                           30,859
CORSAIR             
COMMUNICATIO       COM        22040610       2,456,663     314,473    314,473                          314,473
CORUS BANKSHARES    
INC                COM        22087310       2,424,477      67,201     67,201                           67,201
CORVEL CORP        COM        22100610         823,290      29,602     29,602                           29,602
CORVIS CORP        COM        22100910       8,656,464     141,800    141,800                          141,800
COST PLUS INC       
CALIF              COM        22148510       4,917,876     163,249    163,149        100               163,249
COSTCO WHSL         
CORP NEW           COM        22160K10     272,288,077   7,793,688  7,771,906     21,406       376   7,063,787    109,516   620,385
COSTAR GROUP INC   COM        22160N10       2,835,643      76,639     76,639                           76,639
COULTER             
PHARMACEUTIC       COM        22211610       3,788,169     131,192    131,092        100               131,192
COUNTRYWIDE CR      
INDS               COM        22237210      75,831,973   2,008,794  2,006,594      2,200             1,825,359     25,360   158,075
COUSINS PPTYS INC  COM        22279510      10,750,083     249,642    249,642                          249,642
COVAD               
COMMUNICATIONS     COM        22281420      11,564,399     864,628    821,595     40,743     2,290     860,588      2,290     1,750
COVANCE INC        COM        22281610       5,212,392     636,667    636,472        195               632,667                4,000
COVENTRY HEALTH     
CARE               COM        22286210      10,963,855     724,883    724,803         80               724,883
COX                 
COMMUNICATIONS I   CL A       22404410      56,319,720   1,472,411  1,462,163      5,380     4,868   1,197,935      4,868   269,608
COX RADIO INC      CL A       22405110       2,648,505     151,890    151,100        790               151,890
CRANE CO           COM        22439910      25,677,530   1,122,515  1,112,132      5,150     5,233   1,042,200     20,903    59,412
CRAWFORD & CO      CL B       22463310       2,990,641     245,396    245,396                          245,396
CREDENCE SYS CORP  COM        22530210      17,232,600     574,420    574,220        200               566,420                8,000
CREDIT ACCEP        
CORP MI            COM        22531010         887,606     140,622    140,622                          140,622
CREE INC           COM        22544710      16,238,497     139,686    139,476        210               139,286                  400
CRESCENT REAL       
ESTATE             COM        22575610      17,919,949     803,153    801,853      1,300               748,598               54,555
CRESTLINE CAP CORP COM        22615310       2,225,497     110,931    110,931                          110,931
CRITICAL PATH INC  COM        22674V10      13,239,126     217,928    204,498     13,330       100     217,328        100       500
CROMPTON CORP      COM        22711610       9,688,644   1,230,304  1,225,217      5,087             1,221,100                9,204
CROSS TIMBERS       
OIL CO             COM        22757310      10,349,333     539,393    532,293      7,000       100     539,293        100
CROSSMANN CMNTYS    
INC                COM        22764E10       1,136,869      57,563     57,463        100                57,563
                   Page Total            2,230,590,620                                   
                                                                                         



September 2000                                                     Page 21 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
CROSSROADS SYS      
INC                COM        22765D10         489,906      57,636     57,436        200                57,636
CROSSWORLDS         
SOFTWARE           COM        22769P10         256,769      13,001     13,001                           13,001
CROWN AMERN         
RLTY TR            SH BEN INT 22818610         421,151      69,474     69,474                           69,474
CROWN CASTLE        
INTL CO            COM        22822710      18,431,445     593,376    591,736      1,350       290     592,086        290     1,000
CROWN CORK          
& SEAL IN          COM        22825510      25,139,799   2,352,372  2,342,902      6,770     2,700   2,143,449     31,600   177,323
CROWN MEDIA         
HLDGS IN           CL A       22841110         767,176      54,076     54,076                           54,076
CRYOLIFE INC       COM        22890310       2,203,526      63,526     63,526                           63,526
CUBIC CORP         COM        22966910         620,153      25,975     25,975                           25,975
CUBIST              
PHARMACEUTICA      COM        22967810       9,986,689     191,823    191,623        200               191,823
CULLEN FROST        
BANKERS            COM        22989910      12,371,937     380,675    380,575        100               380,675
CUMMINS ENGINE      
INC                COM        23102110      25,381,187     847,820    846,920        900               779,877      9,140    58,803
CUMULUS MEDIA INC  CL A       23108210       1,349,662     220,353    220,253        100               220,353
CURAGEN CORP       COM        23126R10       9,139,769     171,539    171,539                          171,539
CURTISS WRIGHT      
CORP               COM        23156110       1,817,360      38,514     38,514                           38,514
CYBER-CARE INC     COM        23243T10       1,756,724     276,258    276,258                          276,258
CYBERSOURCE CORP   COM        23251J10       1,314,148     116,173    114,173      2,000               116,173
CYBERONICS INC     COM        23251P10       2,839,587     132,462    132,462                          132,462
CYBEROPTICS CORP   COM        23251710       1,954,714     106,745    106,745                          106,745
CYGNUS INC         COM        23256010       1,888,128     171,648    169,648                2,000     169,648      2,000
CYLINK CORP        COM        23256510       1,262,532     120,967    120,967                          120,967
CYMER INC          COM        23257210       6,570,731     214,121    213,921        200               214,121
CYPRESS             
SEMICONDUCTO       COM        23280610      46,835,261   1,126,877  1,125,567      1,310             1,112,277               14,600
CYSIVE INC         COM        23281T10         280,847      41,999     41,999                           41,999
CYTEC INDS INC     COM        23282010      17,606,854     526,568    525,168        400     1,000     522,668      1,000     2,900
CYTOGEN CORP       COM        23282410       3,041,203     481,813    472,813      1,000     8,000     473,813      8,000
CYTYC CORP         COM        23294610       8,062,477     186,956    180,872      6,084               186,456                  500
DDI CORP           COM        23316210       3,627,349      81,974     81,974                           81,974
DMC STRATEX         
NETWORKS           COM        23322L10       5,667,300     352,839    352,839                          351,839                1,000
DQE INC            COM        23329J10      28,322,913     705,867    704,075      1,792               536,294    163,173     6,400
DPL INC            COM        23329310      35,058,947   1,178,452  1,172,607      5,845             1,167,122               11,330
DRS TECHNOLOGIES    
INC                COM        23330X10         325,195      20,012     20,012                           20,012
D R HORTON INC     COM        23331A10       6,539,086     380,467    380,467                          380,467
DSP GROUP INC      COM        23332B10      11,176,395     299,034    298,834        200               297,134                1,900
DST SYS INC DEL    COM        23332610      49,410,160     420,512    412,412        600     7,500     408,012      7,500     5,000
DTE ENERGY CO      COM        23333110      96,392,371   2,520,062  2,516,062      4,000             2,268,958     39,410   211,694
DVI INC            COM        23334310       1,660,658      85,438     64,438     21,000                85,438
DAIN RAUSCHER       
CORP               COM        23385610       8,640,165      92,905     92,805        100                92,905
                   Page Total              448,610,274                                   
                                                                                         



September 2000                                                     Page 22 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
DAL-TILE INTL INC  COM        23426R10       5,153,350     412,268    412,158        110               412,268
DALEEN              
TECHNOLOGIES       COM        23437N10         711,390      48,028     48,028                           48,028
DALLAS              
SEMICONDUCTOR      COM        23520410      17,917,368     545,015    457,425     61,990    25,600     518,715     25,600       700
DANA CORP          COM        23581110      58,163,348   2,705,272  2,683,888      7,092    14,292   2,446,161     46,987   212,124
DANAHER CORP DEL   COM        23585110     112,840,810   2,268,157  2,239,376     28,781             2,084,936     36,560   146,661
DANIELSON HLDG      
CORP               COM        23627410         216,150      52,400     12,400     40,000                52,400
DARDEN              
RESTAURANTS I      COM        23719410      55,248,201   2,654,632  2,644,607      3,125     6,900   2,419,274     37,670   197,688
DATA                
BROADCASTING CO    COM        23759610       1,256,375     394,219    394,219                          394,219
DATA CRITICAL       
CORP D             COM        23762210       1,826,455     247,655    183,300     64,355               247,655
DATA RETURN CORP   COM        23785M10       1,650,759      81,519     81,519                           81,519
DATASCOPE CORP     COM        23811310       3,168,899      94,594     94,494        100                94,594
DATASTREAM SYS INC COM        23812410       1,629,537     126,566    126,566                          126,566
DAVOX CORP         COM        23920810         466,766      46,389     46,389                           46,389
DEAN FOODS CO      COM        24236110      14,424,249     433,812    433,612        200               431,262                2,550
DEERE & CO         COM        24419910     137,540,320   4,136,551  4,125,721      8,455     2,375   3,747,839     57,635   331,077
DEL MONTE           
FOODS CO           COM        24522P10       2,167,318     350,302    350,102        200               350,302
DELCO REMY          
INTL INC           CL A       24662610       1,115,339     146,274    146,274                          146,274
DELHAIZE AMER INC  CL A       24668810       2,379,261     136,449    136,449                          135,213                1,236
DELHAIZE AMER INC  CL B       24668820      10,101,271     603,061    601,861      1,200               599,294                3,767
DELL COMPUTER       
CORP               COM        24702510   1,462,211,622  47,455,914 47,122,133    269,036    64,745  41,817,168  1,830,455 3,780,591
DELPHI              
AUTOMOTIVE SY      COM        24712610     986,554,351  65,226,734 65,192,734     19,530    14,470   8,783,225 55,626,122   817,387
DELPHI FINL         
GROUP IN           CL A       24713110       5,401,242     133,364    119,228        100    14,036     119,328     14,036
DELTA & PINE        
LD CO              COM        24735710       7,013,090     273,021    272,721        300               273,021
DELTA AIR           
LINES INC          COM        24736110      97,174,283   2,189,843  2,184,489      5,354             1,985,046     31,350   173,447
DELTEK SYS INC     COM        24785A10         406,035      53,035     53,035                           53,035
DELTIC TIMBER       
CORP               COM        24785010       1,182,676      69,828     68,129        100     1,599      68,229      1,599
DENBURY RES INC    COM NEW    24791620         577,101      82,443     82,443                           82,443
DELUXE CORP        COM        24801910      26,084,325   1,284,183  1,251,956      9,637    22,590   1,155,124     39,710    89,349
DENDRITE INTL INC  COM        24823910       9,828,957     366,588    366,488        100               366,588
DENTSPLY INTL       
INC NE             COM        24903010     242,354,824   6,936,910    707,430  6,207,280    22,200   6,895,772     22,200    18,938
DETROIT DIESEL      
CORP               COM        25083710       1,496,375      65,596     65,596                           65,596
DEVELOPERS          
DIVERSIFI          COM        25159110       7,120,428     553,043    553,043                          553,043
DEVON ENERGY        
CORP NE            COM        25179M10     133,467,316   2,218,908  2,213,902      4,776       230   2,071,205     30,130   117,573
DEVRY INC DEL      COM        25189310      19,932,144     529,758    528,848        910               524,058                5,700
DIAGEO P L C       SPON ADR N 25243Q20       2,669,057      75,585     60,705     14,880                61,985               13,600
DIAGNOSTIC          
PRODS COR          COM        25245010       4,609,551      85,959     84,359                1,600      84,359      1,600
DIAL CORP NEW      COM        25247D10      10,927,779     940,024    919,824     20,200               933,324                6,700
                   Page Total            3,446,988,322                                   
                                                                                         



September 2000                                                     Page 23 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
DIAMETRICS MED      
INC                COM        25253210       1,320,697     164,450    164,450                          164,450
DIAMOND OFFSHORE    
DRI                COM        25271C10      16,106,194     392,834    390,234      2,600               388,434                4,400
DIAMOND             
TECHNOLOGY P       CL A       25276210      28,348,798     381,802    378,702        100     3,000     378,802      3,000
DIEBOLD INC        COM        25365110      17,263,785     649,943    638,032      1,787    10,124     632,451     10,124     7,368
DIGENE CORP        COM        25375210       2,222,676      61,741     61,741                           61,741
DIGEX INC DEL      CL A       25375610       8,825,812     188,284    165,464     22,595       225     187,759        225       300
DIGIMARC CORP      COM        25380710         701,343      37,656     37,556        100                37,656
DIGITAL COURIER     
TECH               COM        25383810         266,008     146,804    146,804                          146,804
DIGITAL IMPACT      
INC D              COM        25385G10         292,588      44,372     44,372                           44,372
DIGITAL IS INC DEL COM        25385N10       8,827,856     470,819    470,619        200               470,819
DIGITAL INSIGHT     
CORP               COM        25385P10       5,063,325     141,138    141,038        100               141,138
DIGITAL LIGHTWAVE   
IN                 COM        25385510       4,163,591      57,330     57,130        200                57,330
DIGITAL RIV INC    COM        25388B10         839,552     130,426    130,326        100               130,426
DIGITAS INC        COM        25388K10       1,997,123     112,514     82,488     30,026               112,514
DIGITALTHINK INC   COM        25388M10       1,867,654      44,336     44,336                           44,336
DIME CMNTY          
BANCSHARE          COM        25392210       2,203,665      89,037     89,037                           89,037
DILLARDS INC       CL A       25406710      19,535,996   1,838,682  1,836,507      2,175             1,708,731     21,760   108,191
DIME BANCORP        
INC NEW            COM        25429Q10      49,972,845   2,317,635  2,261,590     56,045             2,285,635               32,000
DIONEX CORP        COM        25454610       4,590,335     166,166    166,066        100               166,166
DISNEY WALT CO     COM DISNEY 25468710   1,563,360,349  40,872,166 38,069,744  1,808,807   993,615  36,348,477  1,514,105 3,009,584
DISNEY WALT CO     COM INTRNT 25468720       2,551,604     240,151    240,051        100               221,320               18,831
DISTRIBUCION Y      
SERVI              SPONSORED  25475310         213,687      13,100     13,100                                      13,100
DIRECT FOCUS INC   COM        25493110       3,253,617      81,852     81,752        100                81,852
DITECH              
COMMUNICATION      COM        25500M10      30,942,126     754,686    578,897    175,789               748,086                6,600
DIVERSA CORP       COM        25506410       1,166,022      43,186     43,179          7                43,186
DOBSON              
COMMUNICATION      CL A       25606910       2,053,360     139,808    139,308        500               139,708                  100
DOCUMENTUM INC     COM        25615910       9,677,246     119,197    115,497        600     3,100     116,097      3,100
DOLE FOOD INC      COM        25660510       7,726,320     515,088    514,288        800               510,588                4,500
DOLLAR GEN CORP    COM        25666910      80,584,501   4,811,015  4,805,011      6,003         1   4,418,110     77,238   315,667
DOLLAR THRIFTY      
AUTOM              COM        25674310       3,449,179     174,642    174,442        200               174,642
DOLLAR TREE         
STORES I           COM        25674710      33,903,382     835,841    835,291        550               826,766                9,075
DOMINION RES        
INC VA             COM        25746U10     243,101,819   4,186,935  4,145,985     13,074    27,876   3,760,822     90,738   335,375
DONALDSON INC      COM        25765110       9,534,602     433,391    433,391                          430,091                3,300
DONALDSON LUFKIN    
& J                COM DLJ    25766110      21,885,859     244,707    243,757        950               244,507                  200
DONALDSON LUFKIN    
& J                COM DLJDIR 25766150         679,016      98,766     98,766                           98,766
DONNELLEY           
R R & SONS         COM        25786710      50,439,196   2,053,546  2,043,721      4,925     4,900   1,826,453     32,210   194,883
DORAL FINL CORP    COM        25811P10       3,905,340     241,264    241,264                          241,264
                             Page Total  2,242,837,068                      8



September 2000                                                     Page 24 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
DOT HILL SYS        
CORP               COM        25848T10         388,466      59,764     59,764                           59,764
DOUBLECLICK INC    COM        25860930      16,319,456     509,983    507,848      2,135               508,683                1,300
DOVER CORP         COM        26000310     213,638,355   4,551,598  4,457,287     13,473    80,838   4,124,872    130,008   296,718
DOVER DOWNS         
ENTMT IN           COM        26008610       1,257,474      93,583     93,583                           93,583
DOW CHEM CO        COM        26054310     305,274,714  12,241,838 12,032,060    110,964    98,814  10,993,281    269,074   979,483
DOW JONES &         
CO INC             COM        26056110     318,216,629   5,259,779  1,463,282     59,808 3,736,689   1,330,736  3,796,499   131,544
DOWNEY FINL CORP   COM        26101810      10,845,001     274,557    274,557                          274,557
DRESS BARN INC     COM        26157010       4,193,805     199,705    199,705                          199,705
DREXLER             
TECHNOLOGY C       COM        26187610         325,960      17,100      6,600               10,500       6,600     10,500
DREYERS GRAND       
ICE CR             COM        26187810       4,564,567     211,695    211,695                          209,695                2,000
DRIL-QUIP INC      COM        26203710       2,865,656      71,866     71,766        100                71,866
DRUGSTORE COM       
INC                COM        26224110         425,104     125,957    125,957                          125,957
DSET CORP          COM        26250410       1,351,432      65,524     54,333     11,191                65,524
DSL NET INC        COM        26250610         562,076     183,565    183,565                          183,565
DU PONT E I         
DE NEMOU           COM        26353410     847,579,456  20,454,653 19,679,474    469,482   305,697  18,373,390    567,062 1,514,201
DUANE READE INC    COM        26357810       3,123,278     128,795    128,595        200               128,795
DUKE ENERGY CORP   COM        26439910   2,503,890,653  29,199,891  6,958,103 22,182,869    58,919   6,483,219 22,172,918   543,754
DUKE WEEKS          
REALTY CO          COM NEW    26441150      31,012,180   1,285,479  1,191,729     93,750             1,283,979                1,500
DUN & BRADSTREET    
COR                COM        26483B10         925,115      26,864                18,414     8,450      18,414      8,450
DURA AUTOMOTIVE     
SYST               CL A       26590310       1,528,513     165,531    163,722      1,809               165,531
DUPONT              
PHOTOMASKS IN      COM        26613X10       2,563,086      43,627     43,527        100                43,627
DURA                
PHARMACEUTICALS    COM        26632S10      28,384,192     802,380    802,380                          802,380
DUSA                
PHARMACEUTICALS    COM        26689810       2,087,759      67,758     67,758                           67,758
DYCOM INDS INC     COM        26747510      11,686,093     280,747    277,152      3,595               280,347                  400
DYNEGY INC NEW     CL A       26816Q10     152,407,056   2,673,808  2,672,888        920             2,642,856               30,952
ECI TELECOM LTD    ORD        26825810         589,898      19,262     19,262                              496     18,766
EDP-ELECTRICIDADE   
DE                 SPONSORED         26835310         613,525      19,400     19,400                           19,400
EEX CORP           COM NEW    26842V20       1,858,456     386,213    234,413    151,800               386,213
EGL INC            COM        26848410       3,310,227     109,429    109,429                          109,429
E M C CORP MASS    COM        26864810   4,210,564,939  42,477,326 39,997,935  1,882,398   596,993  37,220,592  2,087,659 3,145,675
E MEDSOFT COM      COM        26873Q10         503,020     191,627    190,627      1,000               191,627
ENSCO INTL INC     COM        26874Q10      47,217,712   1,234,450  1,232,530      1,920             1,219,550               14,900
ENI S P A          SPONSORED  26874R10       1,095,795      20,700     20,700                           20,700
EOG RES INC        COM        26875P10      31,535,866     811,212    642,022    141,365    27,825     781,987     27,825     1,400
E ON AG            SPONSORED  26878010         712,425      13,800     13,800                           13,800
E PIPHANY INC      COM        26881V10      10,567,357     137,128    136,628        500               136,828                  300
ESS TECHNOLOGY      
INC                COM        26915110       6,982,009     487,843    487,843                          487,843
                   Page Total            8,780,967,305                                   
                                                                                         



September 2000                                                     Page 25 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
E SPIRE             
COMMUNICATIO       COM        26915310       1,150,581     391,754    384,854                6,900     384,854      6,900
E TOWN             COM        26924210       4,331,159      64,765     64,128                  637      64,128        637
E TRADE GROUP       
INC                COM        26924610      34,569,723   2,103,165  2,097,670      3,895     1,600   2,077,565      1,600    24,000
EARTHGRAINS CO     COM        27031910       5,620,925     304,872    304,872                          304,872
EARTHSHELL CORP    COM        27032B10         266,260     213,008    210,508                2,500     210,508      2,500
EARTHLINK INC      COM        27032110       3,635,874     398,452    394,061      1,161     3,230     394,399      3,230       823
EAST WEST           
BANCORP IN         COM        27579R10       7,903,126     404,004    404,004                          404,004
EASTERN             
ENTERPRISES        COM        27637F10      29,831,408     467,489    465,822      1,667               440,938      4,700    21,851
EASTGROUP PPTY      
INC                COM        27727610       2,865,021     128,765    128,765                          128,765
EASTMAN CHEM CO    COM        27743210      59,059,677   1,598,930  1,591,144      2,293     5,493   1,481,650     25,123    92,157
EASTMAN KODAK CO   COM        27746110     268,049,421   6,557,784  6,490,627     23,266    43,891   5,993,443    127,491   436,850
EATON CORP         COM        27805810      80,138,320   1,300,419  1,296,669      3,750             1,172,650     18,670   109,099
EATON VANCE CORP   COM NON VT 27826510      11,411,352     223,752    223,752                          223,752
EBAY INC           COM        27864210      60,216,313     876,677    875,747        730       200     759,110        200   117,367
EBENX INC          COM        27866810         334,937      29,609     29,609                           29,609
ECHELON CORP       COM        27874N10       2,687,783      91,499     91,489         10                91,299                  200
ECHOSTAR            
COMMUNICATI        CL A       27876210      27,681,512     524,768    524,248        520               523,068                1,700
ECLIPSYS CORP      COM        27885610       4,220,656     263,791    257,345        296     6,150     257,641      6,150
ECOLAB INC         COM        27886510      87,532,354   2,427,274  2,141,111    242,620    43,543   2,213,935     77,213   136,126
EDISON INTL        COM        28102010     649,962,296  33,655,877 33,623,987     20,390    11,500   5,280,343 27,898,343   477,191
EDISON SCHOOLS      
INC                CL A       28103310       2,727,388      85,902     85,902                           85,902
EDUCATION MGMT      
CORP               COM        28139T10       4,021,236     149,283    149,283                          149,283
J D EDWARDS & CO   COM        28166710      10,195,759     394,039    393,939        100               394,039
EDWARDS             
LIFESCIENCES       COM        28176E10      44,285,645   2,030,334  1,026,354  1,003,907        73   1,023,806  1,001,868     4,660
EDWARDS AG INC     COM        28176010      42,289,491     808,409    803,241      4,600       568     798,379        568     9,462
EFFICIENT           
NETWORKS I         COM        28205610       5,317,631     142,518    142,318        200               142,118                  400
EGAIN               
COMMUNICATIONS     COM        28225C10       1,390,507     147,832    147,832                          147,832
EGLOBE INC         COM        28233910         308,071     252,725    252,725                          252,725
800-JR CIGAR INC   COM        28249110         203,901      15,837     15,837                           15,837
EL PASO ELEC CO    COM NEW    28367785       5,748,933     417,497    417,497                          417,497
EL PASO ENERGY      
CORP               COM        28390510     251,779,475   4,085,671  4,041,362     13,910    30,399   3,666,999     88,289   330,383
ELAN PLC           ADR        28413120      11,831,310     216,097    201,327     14,770               207,797                8,300
ELANTEC             
SEMICONDUCTO       COM        28415510      13,875,072     139,273    139,273                          139,273
ELCOR CORP         COM        28444310       2,348,275     161,950    161,950                          161,950
ELECTRIC            
LIGHTWAVE I        CL A       28489510         539,809      63,507     63,507                           63,507
ELECTRO RENT CORP  COM        28521810       1,314,015     103,060    103,060                          103,060
ELECTRO             
SCIENTIFIC I       COM        28522910      11,852,158     337,428    337,228        200               337,428
                   Page Total            1,751,497,374                                   
                                                                                         



September 2000                                                     Page 26 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
ELECTROGLAS INC    COM        28532410       6,551,193     383,964    383,864        100               383,964
ELECTRONIC ARTS     
INC                COM        28551210      58,628,121   1,187,405  1,185,895      1,510             1,120,787               66,618
ELECTRONIC DATA     
SYS                COM        28566110     494,354,806  11,912,164 11,889,199     18,468     4,497   7,080,955  4,115,792   715,417
ELECTRONICS         
BOUTIQUE           COM        28604510       1,097,424      51,043     51,043                           51,043
ELECTRONICS FOR     
IMAG               COM        28608210       6,874,186     272,245    272,045        200               271,445                  800
ELOYALTY CORP      COM        29015110       4,392,183     344,485    338,118      6,367               344,485
ELSEVIER N V       SPON ADR N 29025910         290,393      12,800     12,800                           12,800
EMAGIN CORP        COM        29076N10       1,511,676     140,752    140,752                          140,752
EMBARCADERO         
TECHNOLO           COM        29078710       1,459,615      28,411     28,411                           28,411
EMBRATEL            
PARTICIPACO        SPON ADR P 29081N10         744,625      40,250     40,250                                      40,250
EMCOR GROUP INC    COM        29084Q10       1,530,282      58,857     58,857                           58,857
EMCORE CORP        COM        29084610       7,189,792     172,923    172,923                          172,923
EMERGE              
INTERACTIVE I      CL A       29088W10         705,485      44,440     44,400         40                44,440
EMERSON ELEC CO    COM        29101110     560,304,049   8,362,747  7,461,907    597,451   303,389   7,352,294    411,539   598,914
EMISPHERE           
TECHNOLOGI         COM        29134510       2,848,475      95,149     95,049        100                95,149
EMMIS               
COMMUNICATIONS     CL A       29152510       4,632,185     187,159    186,929        230               186,659                  500
EMPIRE DIST         
ELEC CO            COM        29164110       3,728,208     142,027    142,027                          142,027
EMPRESA NACIONAL    
DE                 SPONSORED  29244T10         235,400      21,400     21,400                                      21,400
EMULEX CORP        COM NEW    29247520      29,124,497     237,751    236,841        910               237,251                  500
ENCOMPASS SVCS      
CORP               COM        29255U10       3,654,998     449,846    449,846                          449,846
ENDESA S A         SPONSORED  29258N10       1,884,656     100,515     90,400     10,115                94,015                6,500
ENDO                
PHARMACEUTICALS    COM        29264F20         274,736      28,000     28,000                           28,000
ENDOCARE INC       COM        29264P10       1,179,075      59,700     59,700                           59,700
ENERGEN CORP       COM        29265N10       5,836,563     196,187    195,787        400               196,187
ENERGY CONVERSION   
DE                 COM        29265910       2,722,199      73,203     73,203                           73,203
ENERGY EAST CORP   COM        29266M10      28,154,889   1,244,415  1,238,657      5,058       700   1,232,215        700    11,500
ENERGIZER HLDGS     
INC                COM        29266R10      26,190,451   1,068,998  1,067,030      1,469       499   1,054,435        565    13,998
ENERSIS S A        SPONSORED  29274F10         286,773      16,100     16,100                                      16,100
ENGAGE INC         COM        29282710       1,457,641     179,402    178,902        500               179,302                  100
ENGELHARD CORP     COM        29284510      39,344,760   2,421,216  2,418,820      2,396             2,269,234     26,925   125,057
ENERGYNORTH INC    COM        29292510       2,526,642      41,634     18,175      4,765    18,694      22,940     18,694
ENESCO GROUP INC   COM        29297310         317,667      54,071     54,071                           54,071
ENHANCE FINL        
SVCS GR            COM        29331010       3,291,925     253,225    253,225                          253,225
ENRON CORP         COM        29356110   1,132,864,982  12,928,559 12,689,028    166,755    72,776  11,599,599    253,596 1,075,364
ENTEGRIS INC       COM        29362U10         290,799      30,412     30,412                           30,412
ENTERCOM            
COMMUNICATI        CL A       29363910       4,231,056     141,332    141,232        100               141,032                  300
ENTERGY CORP NEW   COM        29364G10     172,505,122   4,631,010  4,625,800      2,410     2,800   4,227,500     60,950   342,560
                   Page Total            2,613,217,529                                   
                                                                                         



September 2000                                                     Page 27 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
ENTERPRISE PRODS    
PAR                COM        29379210         522,631      18,061     18,061                           18,061
ENTERTAINMENT       
PPTYS              COM SH BEN 29380T10       1,566,188     147,406    147,406                          147,406
ENTREMED INC       COM        29382F10       3,217,165     115,414    109,414      5,000     1,000     114,414      1,000
ENTRAVISION         
COMMUNIC           CL A       29382R10       2,804,325     161,400    161,400                          161,400
ENTRUST             
TECHNOLOGIES       COM        29384810       6,823,043     246,988    237,693      9,045       250     246,238        250       500
ENZON INC          COM        29390410      28,873,416     437,476    402,756     34,620       100     437,376        100
ENZO BIOCHEM INC   COM        29410010       8,468,245     174,603    164,843      9,760               174,603
EOTT ENERGY         
PARTNERS           UNIT LTD P 29410310         232,500      15,500                15,500                15,500
EPLUS INC          COM        29426810         561,331      27,382     27,382                           27,382
EPRESENCE INC      COM        29434810       1,151,023     170,522    168,522                2,000     168,522      2,000
EPRISE CORP        COM        29435210         270,643      31,379     31,379                           31,379
EQUIFAX INC        COM        29442910      66,617,140   2,473,072  2,460,775      6,897     5,400   2,163,256    102,240   206,076
EQUINIX INC        COM        29444U10         283,112      31,900     31,900                           31,900
EQUITABLE RES INC  COM        29454910      14,235,292     224,620    222,158        100     2,362     221,858      2,362       400
EQUITY INNS INC    COM        29470310       2,282,657     344,552    344,552                          344,552
EQUITY OFFICE       
PROPER             COM        29474110      89,592,747   2,884,320  2,765,920    118,400             2,751,690              132,630
EQUITY ONE         COM        29475210         224,141      21,736     21,736                           21,736
EQUITY              
RESIDENTIAL P      SH BEN INT 29476L10      60,729,408   1,265,196  1,203,571     61,625             1,208,514               56,682
ERICSSON L M        
TEL CO             ADR CL B S 29482140      12,679,131     856,004    809,844     46,160               825,204               30,800
ERIE INDTY CO      CL A       29530P10      10,385,031     353,533    353,533                          352,333                1,200
ESCO                
TECHNOLOGIES IN    COM        29631510       1,145,151      65,908     65,908                           65,908
ESPEED INC         CL A       29664310       1,330,083      46,773     46,773                           46,773
ESSEX PPTY TR INC  COM        29717810      18,317,773     330,795    310,270     20,525               330,795
ESTERLINE           
TECHNOLOGI         COM        29742510       4,192,543     212,960    212,960                          212,960
ETHAN ALLEN         
INTERIOR           COM        29760210       8,275,682     292,303    292,203        100               292,303
ETHYL CORP         COM        29765910       1,018,496     708,766    708,766                          708,766
ETOYS INC          COM        29786210       1,975,003     369,574    369,474        100               369,574
EVERGREEN RES INC  COM NO PAR 29990030       3,450,779      99,303     99,103        200                99,303
EVOLVE SOFTWARE     
INC                COM        30049P10         367,200      15,300     15,300                           15,300
EXAR CORP          COM        30064510      16,755,717     138,477    137,817        660               138,477
EXCALIBUR           
TECHNOLOGI         COM NEW    30065120       6,089,896      90,641     90,541        100                90,641
EXCEL               
TECHNOLOGY INC     COM        30067T10       1,651,834      51,520     51,420        100                51,520
EXCELON CORP       COM        30069110       1,623,810     131,217    131,217                          131,217
EXCHANGE            
APPLICATION        COM        30086710         960,349     211,951    210,851      1,100               211,951
EXE TECHNOLOGIES    
INC                COM        30150410         243,000      16,200     16,200                           16,200
EXELIXIS INC       COM        30161Q10       2,121,859      67,629     67,627          2                67,629
EXTENDED SYSTEMS    
INC                COM        30197310       2,699,970      50,232     48,432      1,800                50,232
                   Page Total              383,738,314                                   
                                                                                         



September 2000                                                     Page 28 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
EXIDE CORP         COM        30205110       1,165,726     128,639    128,639                          128,639
EXODUS              
COMMUNICATION      COM        30208810     121,744,085   2,465,703  2,408,968     41,935    14,800   2,274,376     14,800   176,527
EXPEDIA INC        COM        30212510         632,255      48,635     48,535                  100      48,535        100
EXPEDITORS          
INTL WASH          COM        30213010      12,599,921     279,613    278,003      1,610               279,113                  500
EXPRESS             
SCRIPTS INC        CL A       30218210      19,249,639     266,431    265,931        500               263,531                2,900
EXTENDED STAY       
AMER I             COM        30224P10       6,858,756     517,642    517,642                          517,642
EXTENSITY INC      COM        30225510         572,796      27,276     27,276                           27,276
EXTREME NETWORKS    
INC                COM        30226D10      28,348,253     247,583    247,383        200               246,883                  700
EXXON MOBIL CORP   COM        30231G10   5,975,617,528  67,047,602 63,256,963  1,997,505 1,793,134  59,886,682  2,656,021 4,504,899
F&M BANCORP MD     COM        30236710       1,340,281      67,650     67,650                           67,650
F & M NATL CORP    COM        30237410       4,218,559     172,630    172,630                          172,630
FBL FINL GROUP      
INC                CL A       30239F10       1,617,005      99,508     99,508                           99,508
FEI CO             COM        30241L10       1,913,140      88,216     88,216                           88,216
F M C CORP         COM NEW    30249130      66,910,171     997,736    997,186        550               940,571      6,990    50,175
FNB CORP PA        COM        30252010       3,179,253     148,737    147,757        980               148,737
FPL GROUP INC      COM        30257110     212,414,843   3,230,644  3,122,576     61,987    46,081   2,874,440     93,046   263,158
FSI INTL INC       COM        30263310       2,631,020     184,633    184,633                          184,633
F Y I INC          COM        30271210       8,245,224     220,608    220,608                          220,608
FACTORY 2-U INC    COM        30307210       2,673,472      87,477     87,471          6                87,477
FACTSET RESH        
SYS INC            COM        30307510       6,236,599     165,867    150,767        100    15,000     150,867     15,000
FAIR ISAAC &        
CO INC             COM        30325010       3,814,766      89,366     89,266        100                89,366
FAIRCHILD           
SEMICONDUC         CL A       30372610       7,670,053     272,713    272,713                          271,913                  800
FAIRFIELD CMNTYS    
INC                COM PAR $0 30423130       3,080,662     304,263    304,263                          304,263
FALL RIVER GAS CO  COM        30627910         451,976      18,448        100               18,348         100     18,348
FAMILY DLR          
STORES IN          COM        30700010      25,244,950   1,311,426  1,304,426      4,000     3,000   1,294,026      3,000    14,400
FARMERS CAP         
BK CORP            COM        30956210       1,445,745      40,230     40,230                           40,230
FASTENAL CO        COM        31190010      15,308,772     265,662    265,462        200               262,662                3,000
FEDDERS CORP       COM        31313510         808,057     208,531    208,531                          208,531
FEDERAL HOME        
LN MTG             COM        31340030     651,999,559  12,060,219 11,975,739     70,180    14,300  11,154,100    186,970   719,149
FEDERAL MOGUL       
CORP               COM        31354910      30,765,394   5,658,524  5,657,724        800               836,493  4,817,031     5,000
FEDERAL NATL        
MTG ASS            COM        31358610   1,308,924,116  18,306,631 18,085,143    139,153    82,335  16,490,555    333,380 1,482,696
FEDERAL REALTY      
INVT               SH BEN INT 31374720       6,784,574     354,749    354,749                          354,749
FEDERAL SIGNAL      
CORP               COM        31385510       9,280,989     466,968    452,868     13,900       200     463,568        200     3,200
FEDERATED DEPT      
STORE              COM        31410H10      95,132,750   3,641,445  3,633,940      6,905       600   3,365,456     53,100   222,889
FEDERATED INVS      
INC P              CL B       31421110      10,053,276     406,193    406,093        100               405,293                  900
FEDEX CORP         COM        31428X10     229,786,418   5,182,373  5,101,128      6,845    74,400   4,616,497    146,920   418,956
FELCOR LODGING      
TR IN              COM        31430F10      18,908,156     817,650    817,250        400               817,650
                   Page Total            8,897,628,739                                   
                                                                                         



September 2000                                                     Page 29 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
FERRO CORP         COM        31540510       6,919,810     363,016    362,916        100               360,616                2,400
F5 NETWORKS INC    COM        31561610       6,578,252     193,478    191,773      1,505       200     193,278        200
FIBERNET TELECOM    
GRP                COM        31565310         812,112      47,949     47,949                           47,949
FIDELITY NATL       
FINL I             COM        31632610      11,496,696     464,513    463,540        973               464,513
FIFTH THIRD         
BANCORP            COM        31677310     438,765,380   8,144,137  7,439,235    479,451   225,451   7,327,589    340,931   475,617
FILENET CORP       COM        31686910       4,481,658     246,421    246,421                          246,421
FINANCIAL FED       
CORP               COM        31749210       1,765,046      72,975     72,975                           72,975
FINISAR            COM        31787A10      21,676,789     448,099    444,361        738     3,000     443,899      3,000     1,200
FINOVA GROUP INC   COM        31792810       4,578,295     631,489    630,689        800               626,889                4,600
FIREPOND INC       COM        31822410         554,538      38,244     38,244                           38,244
FIRST AMERN CORP    
CAL                COM        31852230       8,164,630     391,120    391,120                          391,120
FIRST BANCORP P R  COM        31867210       3,806,722     155,777    155,677        100               155,777
FIRST BUSEY CORP   COM        31938310       1,170,717      63,282     63,282                           63,282
FIRST CHARTER CORP COM        31943910       2,771,846     191,996    191,996                          191,996
FIRST CTZNS         
BANCSHAR           CL A       31946M10       3,081,459      43,060     42,960        100                43,060
FIRST COMWLTH       
FINL C             COM        31982910       3,816,832     394,016    394,016                          394,016
FIRST CONSULTING    
GRO                COM        31986R10         659,402     118,555    118,425        130               118,555
FIRST FED CAP       
CORP               COM        31996010       1,214,357      98,632     98,632                           98,632
FIRST DATA CORP    COM        31996310     334,588,217   8,565,568  8,448,684     91,034    25,850   7,787,335    129,700   648,533
FIRST FINL          
BANKSHARE          COM        32020R10       2,116,957      66,027     66,027                           66,027
FIRST FINL          
BANCORP O          COM        32020910       3,873,145     245,914    245,914                          245,914
FIRST FINL          
CORP IND           COM        32021810       1,337,943      43,867     43,867                           43,867
FIRST FINL HLDGS    
INC                COM        32023910       1,466,721      95,789     95,789                           95,789
FIRST INDUSTRIAL    
REA                COM        32054K10      14,434,050     469,400    436,675     32,725               469,400
FIRST IND CORP     COM        32054R10       1,709,328      65,587     65,587                           65,587
FIRST MERCHANTS     
CORP               COM        32081710       1,757,278      79,425     79,425                           79,425
FIRST MIDWEST       
BANCOR             COM        32086710       7,823,836     293,853    293,793         60               293,853
FIRST HEALTH        
GROUP C            COM        32096010      12,672,282     392,939    392,839        100               389,039                3,900
FIRST NIAGARA       
FINL G             COM        33582U10         711,408      76,909     76,909                           76,909
FIRST SEC CORP      
DEL                COM        33629410      28,085,871   1,721,792  1,719,192      2,600             1,702,767               19,025
FIRST SENTINEL      
BANCO              COM        33640T10       2,792,621     293,004    293,004                          293,004
1ST SOURCE CORP    COM        33690110       1,786,680      85,080     85,080                           85,080
FIRST TENN NATL     
CORP               COM        33716210      23,703,956   1,159,855  1,149,045      9,110     1,700   1,143,855      1,700    14,300
FIRST UN CORP      COM        33735810     562,148,948  17,465,093 17,387,705     53,730    23,658  15,756,506    273,534 1,435,053
FIRST VA BANKS INC COM        33747710      18,172,358     426,331    423,531      2,800               421,231                5,100
FIRST WASH RLTY     
TR I               COM        33748950       1,696,014      66,838     66,838                           66,838
FIRSTAR CORP        
NEW WIS            COM        33763V10     358,290,449  16,012,981 15,914,808     78,348    19,825  14,772,497    261,343   979,141
                   Page Total            1,901,482,603                                   
                                                                                         



September 2000                                                     Page 30 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
FISERV INC         COM        33773810      73,842,280   1,233,274  1,232,084      1,190             1,222,499               10,775
FIRSTFED FINL       
CORP               COM        33790710       7,402,596     321,852    321,752        100               321,852
FIRSTMERIT CORP    COM        33791510      19,111,452     833,215    782,215     51,000               825,815                7,400
FLAGSTAR BANCORP    
INC                COM        33793010         212,170      17,320     14,600      2,720                17,320
FIRSTENERGY CORP   COM        33793210     468,984,618  17,410,425 17,394,840     13,245     2,340   3,975,192 13,101,803   333,430
FISHER SCIENTIFIC   
IN                 COM NEW    33803220       9,602,415     284,516    284,316        200               284,516
FLEETBOSTON FINL    
COR                COM        33903010     693,018,612  17,769,708 17,294,475    310,266   164,967  16,028,117    391,668 1,349,923
FLEETWOOD           
ENTERPRISE         COM        33909910       3,391,571     250,079    249,189         90       800     249,279        800
FLEMING COS INC    COM        33913010       3,801,760     291,055    291,055                          291,055
FLORIDA EAST        
COAST I            COM        34063210       7,307,061     178,221    174,081      4,140               177,921                  300
FLORIDA PROGRESS    
COR                COM        34110910      87,719,414   1,657,053  1,642,645      5,550     8,858   1,524,515     36,638    95,900
FLORIDA ROCK        
INDS IN            COM        34114010       5,673,091     143,852    143,652        200               143,852
FLOWERS INDS INC   COM        34349610      21,873,891   1,121,738    892,606    221,257     7,875     891,281    222,107     8,350
FLOWSERVE CORP     COM        34354P10       6,526,573     397,066    397,066                          394,466                2,600
FLUOR CORP         COM        34386110      40,674,120   1,355,804  1,355,704        100             1,232,260     16,750   106,794
FOCAL               
COMMUNICATIONS     COM        34415510       1,272,008      82,400     81,600        800                82,400
FOOTSTAR INC       COM        34491210       9,753,021     301,839    301,839                          301,839
FORCENERGY INC     COM NEW    34520620       2,060,139      78,857     78,857                           78,857
FORD MTR CO DEL    COM PAR $0 34537086     930,859,456  36,775,421 36,775,421                       33,441,755    467,349 2,866,317
FOREST CITY         
ENTERPRI           CL A       34555010       4,342,896     120,636    120,636                          120,636
FOREST LABS INC    COM        34583810      86,696,261     755,938    740,568      4,370    11,000     736,538     11,000     8,400
FOREST OIL CORP    COM NEW    34609160       6,528,152     403,296    394,996      8,200       100     299,094    104,202
FORRESTER RESH      
INC                COM        34656310       8,010,888     125,661    125,661                          125,661
FORT JAMES CORP    COM        34747110     106,057,108   3,470,228  3,450,324     19,904             3,199,606     52,250   218,372
FORTUNE BRANDS      
INC                COM        34963110      85,251,745   3,217,047  2,681,145    519,722    16,180   2,505,535    547,561   163,951
FORWARD AIR CORP   COM        34985310       5,814,792     165,254    143,704     21,550               165,254
FOSSIL INC         COM        34988210       1,566,902     117,706    117,456        250               117,706
FOSTER WHEELER      
CORP               COM        35024410       1,941,260     267,760    266,760      1,000               267,760
FOUNDATION          
HEALTH SY          COM        35040410      27,250,436   1,639,124  1,637,709      1,415             1,630,394                8,730
FOUNDRY NETWORKS    
INC                COM        35063R10      27,985,891     418,093    417,893        200               373,212               44,881
4 KIDS ENTMT INC   COM        35086510         909,225      53,880     53,880                           53,880
FOX ENTMT GROUP     
INC                CL A       35138T10      17,844,199     673,366    672,366      1,000               671,466                1,900
FRANCE TELECOM     SPONSORED  35177Q10       1,327,413      12,612     12,612                           12,612
FRANCHISE FIN       
CORP A             COM        35180710       8,125,515     361,134    361,134                          361,134
FRANKLIN ELEC INC  COM        35351410       2,433,768      35,272     35,272                           35,272
FRANKLIN RES INC   COM        35461310     177,051,417   3,984,952  3,772,198    168,965    43,789   3,627,254    105,979   251,719
FREDS INC          CL A       35610810       1,311,936      58,472     58,472                           58,472
                   Page Total            2,963,536,052                                   
                                                                                         



September 2000                                                     Page 31 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
FREEMARKETS INC    COM        35660210      16,457,998     288,105     34,326    253,304       475     287,630        475
FREEPORT-MCMORAN    
COP                CL B       35671D85      27,176,701   3,084,056  3,051,189     17,950    14,917   2,730,317    130,027   222,012
FREMONT GEN CORP   COM        35728810       1,591,086     462,929    462,929                          462,929
FRESENIUS MED       
CARE A             SPONSORED  35802910         726,350      24,313     24,313                           24,313
FRIEDE GOLDMAN      
HALTE              COM        35843010       1,643,383     232,708    232,708                          232,708
FRIEDMAN BILLINGS   
RA                 CL A       35843310       1,368,016     146,909    146,909                          146,909
FRITZ COS INC      COM        35884610       1,900,920     158,410    158,410                          158,410
FRONTIER AIRLINES   
IN                 COM        35906510       3,150,893     162,108    162,108                          162,108
FRONTIER FINL       
CORP W             COM        35907K10       1,697,538      90,237     90,237                           90,237
FRONTIER OIL CORP  COM        35914P10       1,188,650     161,173    161,173                          161,173
FRONTLINE CAP       
GROUP              COM        35921N10       2,287,044     139,140    139,040        100               139,140
FUELCELL ENERGY     
INC                COM        35952H10       6,395,134      66,454     63,454      3,000                66,454
FUJI PHOTO FILM     
LTD                ADR        35958630         512,550      15,300     15,300                           15,300
FULLER H B CO      COM        35969410       4,210,322     146,446    146,246        200               145,446                1,000
FULTON FINL         
CORP PA            COM        36027110       9,936,470     501,538    501,264        274               501,538
FURNITURE BRANDS    
INT                COM        36092110       9,707,420     583,905    582,405      1,500               580,305                3,600
FUTURELINK CORP    COM NEW    36114Q20         569,822     186,095    186,095                          186,095
G & K SVCS INC     CL A       36126810       3,854,007     137,339    137,184        155               137,339
GATX CORP          COM        36144810      18,227,936     435,294    433,904      1,390               431,494                3,800
GBC BANCORP CALIF  COM        36147510       2,916,354      85,619     85,619                           85,619
GPU INC            COM        36225X10      93,074,630   2,869,397  2,862,592      6,805             2,052,583    633,919   182,895
GABELLI ASSET       
MGMT I             CL A       36239Y10         634,680      21,156     21,156                           21,156
GABLES              
RESIDENTIAL T      SH BEN INT 36241810       5,919,452     217,731    217,731                          217,731
GADZOOX NETWORKS    
INC                COM        36255510         500,759      70,282     68,282      2,000                70,282
GALILEO             
INTERNATIONA       COM        36354710      13,257,181     855,302    854,532        770               800,359               54,943
GALLAGHER ARTHUR    
J &                COM        36357610      17,732,297     299,912    291,012      1,100     7,800     292,112      7,800
GALLAHER GROUP      
PLC                SPONSORED  36359510         445,470      19,160     18,100      1,060                19,160
GANNETT INC        COM        36473010     261,580,546   4,935,482  4,791,094     63,540    80,848   4,396,960    149,798   388,724
GAP INC DEL        COM        36476010     277,471,022  13,787,380 13,753,618     33,762            12,120,934    583,004 1,074,242
GARAN INC          COM        36480210         260,770      11,720     11,720                           11,720
GARDNER DENVER      
INC                COM        36555810       1,435,638      88,347     88,272         75                88,347
GARTNER GROUP       
INC NE             COM        36665110       5,950,256     511,850    511,450        400               511,850
GARTNER GROUP       
INC NE             CL B       36665120       3,645,930     335,258    334,080        515       663     327,597        663     6,998
GASONICS INTL CORP COM        36727810       1,495,063     122,046    121,946        100               122,046
GATEWAY INC        COM        36762610     232,905,461   4,981,935  4,963,020     13,015     5,900   4,555,429     85,860   340,646
GAYLORD ENTMT       
CO NEW             COM        36790510       3,285,200     137,600    137,380        220               137,300                  300
GAYLORD             
CONTAINER CO       CL A       36814510         671,856     398,255    398,255                          398,255
                   Page Total            1,035,784,805                                   
                                                                                         



September 2000                                                     Page 32 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
GELTEX              
PHARMACEUTICA      COM        36853810       7,356,599     157,152    154,174      2,771       207     156,945        207
GEMSTAR-TV          
GUIDE INT          COM        36866W10      45,597,580     522,986    522,986                          363,142              159,844
GENCORP INC        COM        36868210       2,027,845     249,581    249,481        100               249,581
GENE LOGIC INC     COM        36868910       4,218,154     183,398    183,298        100               183,398
GENENCOR INTL INC  COM        36870910         690,262      23,300     23,300                           23,300
GENENTECH INC      COM NEW    36871040     112,587,598     606,330    593,460     11,760     1,110     602,520      1,110     2,700
GENER S A          SPONSORED  36873110         215,523      16,500     16,500                                      16,500
GENERAL CABLE       
CORP D             COM        36930010       1,661,522     219,720    219,668         52               219,720
GENERAL             
COMMUNICATIO       CL A       36938510       1,962,439     274,237    274,237                          274,237
GENERAL DYNAMICS    
COR                COM        36955010     214,446,197   3,414,096  3,408,476      5,620             3,094,927     42,970   276,199
GENERAL ELEC CO    COM        36960410  11,457,613,687 198,616,910185,995,973  6,621,771 5,999,166 164,923,729 19,123,29114,463,590
GENERAL GROWTH      
PPTYS              COM        37002110      13,347,305     414,680    414,680                          414,280                  400
GENERAL MAGIC INC  COM        37025310         202,405      34,452     24,752      9,700                34,452
GENERAL MLS INC    COM        37033410     200,437,189   5,646,118  5,200,079    167,624   278,415   4,707,704    482,195   453,019
GENERAL MTRS CORP  COM        37044210   4,843,192,120  74,510,648 74,419,107     61,291    30,250   9,569,194 64,182,258   759,196
GENERAL MTRS CORP  CL H NEW   37044283   1,532,969,472  41,231,024 41,227,856      2,078     1,090   3,695,053 37,168,037   367,934
GENERAL             
SEMICONDUCTO       COM        37078710       3,016,270     247,499    247,399        100               247,499
GENESCO INC        COM        37153210       8,517,193     502,875    502,775        100               502,875
GENTEX CORP        COM        37190110      29,052,775   1,162,111  1,002,479    135,407    24,225   1,136,786     24,225     1,100
GENLYTE GROUP INC  COM        37230210       2,024,612      79,204     78,904        300                79,204
GENOME              
THERAPEUTICS       COM        37243010       3,056,685     148,657    148,657                          148,657
GENRAD INC         COM        37244710       2,478,883     225,353    225,353                          225,353
GENTA INC          COM NEW    37245M20         808,065      84,508     84,508                           84,508
GENTEK INC         COM        37245X10       1,141,386      74,845     74,845                           74,845
GENZYME             
TRANSGENICS        COM        37246E10       3,884,902     110,210    110,210                          110,210
GENUINE PARTS CO   COM        37246010      64,830,948   3,401,057  3,103,222    290,535     7,300   3,086,129     49,570   265,358
GENTIVA HEALTH      
SERVI              COM        37247A10       1,379,142     108,168    108,168                          108,168
GENUITY INC        CL A       37248E10         585,687      89,678     84,903        625     4,150      85,528      4,150
GENZYME CORP       COM GENL D 37291710      95,203,098   1,396,206  1,385,956      5,450     4,800   1,379,406      4,800    12,000
GENZYME CORP       COM-MOLECU 37291750         225,801      16,274     12,887        344     3,043      13,231      3,043
GEORGIA GULF CORP  COM PAR $0 37320020       9,657,768     844,432    844,332        100               842,232                2,200
GEORGIA PAC CORP   COM GA PAC 37329810      74,171,522   3,156,235  3,147,862      6,685     1,688   2,849,405     47,778   259,052
GEORGIA PAC CORP   COM-TIMBER 37329870      18,547,136     690,126    686,382      2,900       844     682,082        844     7,200
GEOWORKS CORP      COM        37369210         568,420      77,074     77,074                           77,074
GERBER SCIENTIFIC   
IN                 COM        37373010       1,311,017     152,002    147,276      2,726     2,000     150,002      2,000
GERON CORP         COM        37416310       4,045,849     142,585    142,585                          142,585
GETTHERE INC       COM        37426610         727,713      41,144     41,144                           41,144
                   Page Total           18,763,760,769                                   
                                                                                         



September 2000                                                     Page 33 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
GETTY IMAGES INC   COM        37427610       5,822,506     191,297    191,097        200               190,897                  400
GIBRALTAR STL       
CORP               COM        37476F10         831,550      50,397     50,397                           50,397
GILEAD SCIENCES     
INC                COM        37555810      42,950,357     391,572    391,152        420               387,672                3,900
GILLETTE CO        COM        37576610     942,408,647  30,523,357 18,271,621 11,857,547   394,189  27,896,316  1,115,339 1,500,402
GLATFELTER P H CO  COM        37731610       4,516,829     372,522    372,522                          369,522                3,000
GLAXO WELLCOME PLC SPONSORED  37733W10     144,334,253   2,388,177  2,388,177                        2,388,177
GLENAYRE            
TECHNOLOGIE        COM        37789910       4,997,693     459,558    459,358        200               459,558
GLENBOROUGH         
RLTY TR            COM        37803P10       5,266,314     292,573    292,573                          292,573
GLIATECH INC       COM        37929C10         379,181      60,669     56,369        100     4,200      56,469      4,200
GLIMCHER RLTY TR   SH BEN INT 37930210       4,946,760     331,175    331,175                          331,175
GLOBAL INDS LTD    COM        37933610       6,951,612     556,129    463,984     86,645     5,500     549,229      5,500     1,400
GLOBAL MARINE INC  COM        37935240      50,217,570   1,626,480  1,588,993      3,010    34,477   1,500,611     34,477    91,392
GLOBAL              
TELESYSTEMS I      COM        37936U10       4,779,046   1,047,577    900,732    127,745    19,100   1,026,077     19,100     2,400
GLOBAL SPORTS INC  COM        37937A10         202,395      25,701     25,701                           25,701
GLOBALNET           
FINANCIAL          COM NEW    37937R20         728,284     115,381    115,281        100               115,381
GLOBIX CORP        COM        37957F10       3,295,967     141,385    141,285        100               141,385
GLOBESPAN INC      COM        37957110      20,885,668     171,194    170,994        200               170,194                1,000
GOLD BANC CORP INC COM        37990710         626,956     122,333    122,333                          122,333
GOAMERICA INC      COM        38020R10         628,764      71,095     71,095                           71,095
GOLDEN ST           
BANCORP IN         COM        38119710      14,036,085     594,120    591,290      2,830               586,282                7,838
GOLDEN TELECOM      
INC                COM        38122G10         755,447      43,479     43,479                           43,479
GOLDEN WEST         
FINL COR           COM        38131710     150,752,798   2,811,241  2,806,291      4,950             2,598,939     39,400   172,902
GOLDMAN SACHS       
GROUP              COM        38141G10     136,816,233   1,200,806  1,070,090    109,517    21,199   1,151,583     44,023     5,200
GOODRICH B F CO    COM        38238810      77,730,353   1,983,575  1,979,742      3,073       760   1,593,363    294,579    95,633
GOODYEAR TIRE       
& RUBR             COM        38255010      50,168,592   2,787,144  2,780,818      5,826       500   2,528,611     40,720   217,813
GOTO COM INC       COM        38348T10       2,830,591     171,551    171,551                          171,551
GO2NET INC         COM        38348610      18,944,966     349,113    348,753        200       160     347,353        160     1,600
GRACE W R & CO      
DEL N              COM        38388F10      12,991,914   1,889,733  1,887,835      1,000       898   1,808,875     16,148    64,710
GRACO INC          COM        38410910       5,020,615     155,678    154,921        757               155,678
GRAINGER W W INC   COM        38480210      42,633,701   1,620,314  1,590,271     18,869    11,174   1,453,858     36,014   130,442
GRANITE CONSTR      
INC                COM        38732810       5,442,160     224,419    224,319        100               222,519                1,900
GRANT PRIDECO INC  COM        38821G10      21,347,092     973,109    970,284      1,400     1,425     962,464      1,425     9,220
GRAY                
COMMUNICATIONS     COM        38919010         260,685      23,045     23,045                           23,045
GREAT AMERN         
FINL RES           COM        38991510       1,569,997      85,736     85,736                           85,736
GREAT ATLANTIC      
& PAC              COM        39006410       1,503,569     135,922    135,872         50               133,522                2,400
GREAT LAKES         
CHEM COR           COM        39056810      30,094,395   1,026,692  1,010,267      1,625    14,800     914,849     28,170    83,673
GREAT LAKES         
REIT INC           COM        39075210       2,300,224     132,387    132,387                          132,387
                   Page Total            1,819,969,769                                   
                                                                                         



September 2000                                                     Page 34 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
GREAT PLAINS        
SOFTWAR            COM        39119E10       2,379,628      84,609     84,609                           84,609
GREATER BAY         
BANCORP            COM        39164810      13,727,417     197,696    197,396        300               196,296                1,400
GREEN MOUNTAIN      
PWR C              COM        39315410         306,034      40,470     40,370        100                40,470
GREENPOINT FINL     
CORP               COM        39538410      36,381,603   1,228,071  1,225,721      2,350             1,216,571               11,500
GREIF BROS CORP    CL A       39762410       3,365,498     101,218    101,218                          101,218
GREY WOLF INC      COM        39788810       7,196,849   1,251,626  1,249,626                2,000   1,249,626      2,000
GRIC                
COMMUNICATIONS     COM        39808110         233,203      32,166     32,166                           32,166
GRIFFON CORP       COM        39843310       1,396,058     184,615    184,615                          184,615
GROUP 1             
AUTOMOTIVE I       COM        39890510       2,486,351     228,630    228,530        100               228,630
GROUPE DANONE      SPONSORED  39944910         546,840      19,600     19,600                           19,600
GRUPO TELEVISA      
SA DE              SP ADR REP 40049J20         775,890      13,450     13,450                                      13,450
GTECH HLDGS CORP   COM        40051810       6,077,144     366,933    366,633        300               364,533                2,400
GUESS INC          COM        40161710         836,336      74,341     74,341                           74,341
GUIDANT CORP       COM        40169810     361,114,223   5,108,637  5,052,373     52,989     3,275   4,564,472    216,335   324,530
GUILFORD            
PHARMACEUTI        COM        40182910       3,568,291     154,726    154,726                          154,726
GUITAR CTR MGMT     
INC                COM        40204010       1,932,282     156,943    156,943                          156,943
GULF ISLAND         
FABRICAT           COM        40230710         731,948      41,529     41,529                           41,529
HCA-HEALTHCARE CO  COM        40411910     359,153,487   9,674,168  9,658,038     16,130             8,758,743    120,400   795,025
HCC INS HLDGS INC  COM        40413210       6,321,419     311,216    305,730      5,486               311,216
HNC SOFTWARE INC   COM        40425P10      15,919,224     194,583    194,383        200               194,583
HRPT PPTYS TR      COM SH BEN 40426W10       7,007,378   1,001,054  1,000,654        400             1,001,054
H POWER CORP       COM        40427A10         762,363      22,800     22,800                           22,800
HSB GROUP INC      COM        40428N10      13,629,700     339,681    298,967     17,483    23,231     314,350     23,231     2,100
HSBC HLDGS PLC     SPON ADR N 40428040      12,418,816     173,933    160,308     13,625               167,733                6,200
HS RES INC         COM        40429710       9,024,748     268,394    268,394                          268,394
HA-LO INDS INC     COM        40442910       1,406,760     351,690    351,690                          351,690
HAEMONETICS CORP   COM        40502410       4,735,350     185,700    185,700                          185,700
HAIN CELESTIAL      
GROUP              COM        40521710      11,596,027     330,136    319,244      6,892     4,000     326,136      4,000
HALL KINION         
ASSOCIAT           COM        40606910       4,697,337     165,184    165,184                          165,184
HALLIBURTON CO     COM        40621610     567,153,550  11,589,463  7,676,543  3,847,828    65,092   7,162,315  3,799,277   627,871
HANCOCK HLDG CO    COM        41012010       2,012,575      65,054     65,054                           65,054
HANCOCK JOHN        
FINL SV            COM        41014S10      35,035,701   1,303,654  1,298,469      3,467     1,718   1,289,036      1,718    12,900
HANDLEMAN CO DEL   COM        41025210       3,945,830     318,855    318,855                          318,855
HANOVER             
COMPRESSOR C       COM        41076810      16,100,461     488,826    488,386        440               484,026                4,800
HANOVER DIRECT      
INC                COM        41078310         508,330     904,503    904,503                          904,503
HARCOURT GEN INC   COM        41163G10      69,132,542   1,171,738  1,149,931      1,807    20,000   1,068,104     35,090    68,544
HARBOR FLA          
BANCSHARE          COM        41190110       1,781,834     147,723    147,723                          147,723
                   Page Total            1,585,399,027                                   
                                                                                         



September 2000                                                     Page 35 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
HARDINGE INC       COM        41232430       7,225,020     602,085    602,085                              400    601,685
HARLAND JOHN        
H CO               COM        41269310       3,130,461     204,445    204,345        100               204,445
HARLEY DAVIDSON     
INC                COM        41282210     252,599,559   5,276,231  5,182,145     92,036     2,050   4,639,245    212,750   420,936
HARLEYSVILLE        
GROUP I            COM        41282410       1,799,255      94,618     94,218        400                94,618
HARLEYSVILLE        
NATL CO            COM        41285010       1,717,459      56,894     56,894                           56,894
HARMAN INTL         
INDS INC           COM        41308610      12,706,483     324,974    324,974                          324,974
HARMONIC INC       COM        41316010       5,779,896     240,829    240,409        420               240,129                  700
HARRAHS ENTMT INC  COM        41361910     197,665,050   7,187,820  7,186,120      1,700             2,096,607  4,865,660   225,553
HARRIS CORP DEL    COM        41387510      17,634,210     620,115    619,315        800               613,015                7,100
HARRIS FINL INC    COM        41454110         460,427      59,410     59,410                           59,410
HARSCO CORP        COM        41586410       8,845,097     400,920    400,320        600               398,120                2,800
HARTE-HANKS INC    COM        41619610      13,155,155     482,758    481,158      1,600               477,558                5,200
HARTFORD FINL       
SVCS G             COM        41651510     287,726,910   3,944,869  3,865,518     24,313    55,038   3,513,190    109,628   322,051
HASBRO INC         COM        41805610      34,298,019   2,998,865  2,994,970      3,895             2,787,759     42,330   168,776
HAVERTY FURNITURE   
IN                 COM        41959610       1,424,172     130,216    130,216                          130,216
HAWAIIAN ELEC       
INDUST             COM        41987010      11,659,968     334,336    332,036      2,300               332,036                2,300
HAYES LEMMERZ       
INTL I             COM        42078110       1,388,491     129,162    129,162                          129,162
HEALTH CARE PPTY    
INV                COM        42191510      10,335,836     348,889    348,889                          348,889
HEALTHSOUTH CORP   COM        42192410      55,546,066   6,836,439  6,820,164     15,275     1,000   6,197,155     79,300   559,984
HEALTH MGMT         
ASSOC IN           CL A       42193310      43,545,551   2,092,329  2,084,084      8,245             2,071,154               21,175
HEALTHCARE          
RLTY TR            COM        42194610       6,307,460     298,578    298,578                          298,578
HEALTH CARE REIT    
INC                COM        42217K10       3,639,105     205,020    205,020                          205,020
HEARST-ARGYLE       
TELEVI             COM        42231710       5,110,460     255,523    254,473      1,050               254,923                  600
HEARTLAND EXPRESS   
IN                 COM        42234710       1,963,931     113,032    113,032                          113,032
HEICO CORP NEW     COM        42280610         502,138      38,626     38,626                           38,626
HEIDRICK &          
STRUGGLES          COM        42281910      12,370,380     240,786    240,786                          240,786
HEINZ H J CO       COM        42307410     240,432,164   6,487,296  6,414,078     39,520    33,698   5,680,854    281,708   520,834
HELIX TECHNOLOGY    
COR                COM        42331910       5,180,145     173,394    166,294        100     7,000     166,394      7,000
HELLER FINANCIAL    
INC                CL A       42332810      18,950,315     663,480    649,780     13,700               648,380               15,100
HELMERICH &         
PAYNE IN           COM        42345210      24,105,887     667,291    665,091      2,200               661,591                5,700
HENRY JACK &        
ASSOC I            COM        42628110       6,279,312     144,768    144,548        220               144,268                  500
HERBALIFE INTL INC CL A       42690820         695,396      75,178     74,845        333                75,178
HERCULES INC       COM        42705610      26,415,091   1,870,095  1,865,545      4,550             1,743,265     24,330   102,500
HERSHEY FOODS CORP COM        42786610     118,783,807   2,194,620  2,157,507      9,439    27,674   1,985,081     66,554   142,985
HERTZ CORP         CL A       42804010       3,997,293     125,899    125,599        300               125,699                  200
HEWLETT PACKARD CO COM        42823610   1,990,465,996  20,520,268 18,949,669    844,568   726,031  18,066,401    974,571 1,479,296
HEXCEL CORP NEW    COM        42829110       3,892,820     291,052    291,052                          291,052
                   Page Total            3,437,734,785                                   
                                                                                         



September 2000                                                     Page 36 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
HI / FN INC        COM        42835810       3,501,352      51,396     51,396                           51,396
HIBERNIA CORP      CL A       42865610      27,792,628   2,268,786  2,228,266      4,520    36,000   2,191,428     36,000    41,358
HICKORY TECH CORP  COM        42906010       1,936,150      87,018     87,018                           87,018
HIGH SPEED ACCESS   
CO                 COM        42979U10         510,226     140,752    140,752                          140,752
HIGHLANDS INS       
GROUP              COM        43103210       1,724,812     183,980    183,650        330                18,515    165,465
HIGHWOODS PPTYS     
INC                COM        43128410      12,260,288     518,954    518,954                          518,954
HILB ROGAL &        
HAMILTO            COM        43129410       4,214,764     101,105    101,105                          101,105
HILLENBRAND INDS    
INC                COM        43157310      21,585,386     482,355    478,955      3,200       200     476,255        200     5,900
HILTON HOTELS CORP COM        43284810      96,542,491   8,349,982  7,981,349    368,633             7,751,802     86,120   512,060
HISPANIC            
BROADCASTIN        CL A       43357B10      22,421,702     804,366    801,566      2,800               795,566                8,800
HOLLINGER INTL INC CL A       43556910       4,671,508     278,896    278,496        400               278,896
HOLLYWOOD COM INC  COM        43613710         438,387      72,689     72,689                           72,689
HOLLYWOOD ENTMT     
CORP               COM        43614110       1,758,463     236,448    236,448                          236,448
HOME DEPOT INC     COM        43707610   2,387,684,937  44,998,020 42,627,033  1,804,065   566,922  39,422,796  2,155,366 3,394,958
HOME PPTYS N Y INC COM        43730610       5,532,043     185,173    185,173                          185,173
HOMESTAKE MNG CO   COM        43761410      24,268,256   4,678,669  4,676,074      2,595             4,228,940     63,650   386,079
HOMESTORE COM INC  COM        43785210      11,356,837     242,927    242,227        200       500     241,827        500       600
HON INDS INC       COM        43809210      14,428,944     585,947    585,047        900               581,647                4,300
HONDA MOTOR LTD    AMERN SHS  43812830       6,618,300      90,430     82,200      8,230                87,530                2,900
HONEYWELL INTL INC COM        43851610   3,122,962,205  87,662,097 14,381,244 73,203,817    77,036  13,456,838 73,378,895   826,364
HOOPER HOLMES INC  COM        43910410       4,656,048     489,595    489,595                          489,595
HORACE MANN         
EDUCATOR           COM        44032710       7,122,617     434,969    434,893         76               432,049                2,920
HORIZON OFFSHORE    
INC                COM        44043J10         704,065      39,947     39,947                           39,947
HORMEL FOODS CORP  COM        44045210      15,740,029     943,251    941,746      1,505               932,251               11,000
HOSPITALITY PPTYS   
TR                 COM SH BEN 44106M10      10,678,120     456,818    456,818                          456,818
HOST MARRIOTT       
CORP N             COM        44107P10      21,432,903   1,905,147  1,903,947      1,200             1,802,446              102,701
HOT TOPIC INC      COM        44133910       1,623,990      54,133     54,133                           54,133
HOTEL               
RESERVATIONS N     CL A       44145110       1,917,282      52,349     52,349                           52,349
HOTJOBS COM INC    COM        44147410       1,809,749     106,069    106,069                          106,069
HOUGHTON            
MIFFLIN CO         COM        44156010      67,817,013   1,727,822    295,018     23,900 1,408,904     316,718  1,408,904     2,200
HOUSEHOLD INTL      
INC                COM        44181510     480,235,492   8,480,980  8,456,819     18,103     6,058   7,649,030    124,291   707,659
HOUSTON EXPL CO    COM        44212010       2,112,314      83,656     83,656                           83,656
HUANENG PWR INTL    
INC                SPON ADR N 44330410         297,600      18,600     18,600                                      18,600
HUBBELL INC        CL B       44351020      13,867,381     553,323    533,073     12,522     7,728     539,177      7,728     6,418
HUDSON CITY         
BANCORP            COM        44368310       4,559,910     268,230    266,230      2,000               268,230
HUDSON UNITED       
BANCOR             COM        44416510      16,501,738     597,348    595,888      1,460               597,348
HUGHES SUPPLY INC  COM        44448210       3,498,187     178,297    178,296          1               178,297
                   Page Total            6,426,784,117                                   
                                                                                         



September 2000                                                     Page 37 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
HUGOTON RTY TR      
TEX                UNIT BEN I 44471710         230,394      14,687     14,687                           14,687
HUMANA INC         COM        44485910      34,334,113   3,193,871  3,191,241      1,130     1,500   3,015,971     33,700   144,200
HUMAN GENOME        
SCIENCE            COM        44490310      47,111,813     272,126    268,226      3,675       225     271,101        225       800
HUNT J B TRANS      
SVCS               COM        44565810       3,277,948     257,094    257,094                          254,594                2,500
HUNTINGTON          
BANCSHARE          COM        44615010      60,887,660   4,145,684  4,143,544      2,140             3,830,034     60,395   255,255
HUTCHINSON          
TECHNOLOG          COM        44840710       3,857,041     183,128    182,928        200               183,128
ICN                 
PHARMACEUTICALS    COM        44892410      23,601,880     709,831    708,894        937               703,131                6,700
IDT CORP           COM        44894710       6,827,188     175,619    175,619                          175,619
HYPERCOM CORP      COM        44913M10         997,193      96,115     96,115                           96,115
HYPERION            
SOLUTIONS C        COM        44914M10       6,187,851     239,144    238,944        200               239,144
HYSEQ INC          COM        44916330       2,192,586      59,969     59,969                           59,969
IBP INC            COM        44922310      26,435,661   1,443,625  1,441,725      1,900             1,415,225               28,400
ICOS CORP          COM        44929510      10,895,741     201,307    200,507        800               200,807                  500
IDEC                
PHARMACEUTICALS    COM        44937010      65,933,931     375,994    354,134     18,110     3,750     368,644      3,750     3,600
IDG BOOKS           
WORLDWIDE          CL A       44938410       1,010,821     109,278      5,178    100,100     4,000     105,278      4,000
IDX SYS CORP       COM        44949110       1,752,029     108,653    108,653                          108,653
IGEN INC           COM        44953610       1,515,493      75,304     73,204      2,100                75,304
IHOP CORP          COM        44962310       2,797,585     146,279    146,179        100               146,279
IMC GLOBAL INC     COM        44966910      13,523,932     932,685    931,285      1,400               921,085               11,600
IMS HEALTH INC     COM        44993410     112,011,280   5,398,134  5,318,258     62,276    17,600   4,709,447    230,810   454,677
IRT PPTY CO        COM        45005810       2,424,380     277,072    276,792        280               277,072
ITC DELTACOM INC   COM        45031T10       5,348,822     465,115    428,355     36,460       300     464,815        300
ISTAR FINL INC     COM        45031U10      10,886,342     485,196    485,196                          484,484                  712
I-STAT CORP        COM        45031210       2,254,988      99,668     99,668                           99,668
ITT EDUCATIONAL     
SERV               COM        45068B10       3,680,998     135,705    135,705                          135,705
ITXC CORP          COM        45069F10         691,236      47,264     47,164        100                47,264
IXL ENTERPRISES     
INC                COM        45071810       1,232,931     281,813    281,613        200               281,813
IBEAM               
BROADCASTING C     COM        45073P10         624,197      91,632     91,632                           91,632
IBASIS INC         COM        45073210       2,516,314     158,508     78,931     79,577               158,508
IBIS TECHNOLOGY     
CORP               COM        45090910       1,705,683      46,973     46,973                           46,973
ITT INDS INC IND   COM        45091110      51,444,173   1,585,972  1,566,478      1,025    18,469   1,418,603     37,559   129,810
IDACORP INC        COM        45110710      18,927,257     409,238    403,128      2,400     3,710     402,828      3,710     2,700
IDEX CORP          COM        45167R10       6,063,921     217,057    213,957      3,100               217,057
IDEXX LABS INC     COM        45168D10      12,528,630     468,360    467,460        900               468,360
IGATE CAPITAL       
CORP               COM        45169U10       1,387,206     258,085    257,985        100               258,085
IKON OFFICE         
SOLUTION           COM        45171310       3,929,523     998,101    994,181      2,720     1,200     995,501      1,200     1,400
IDENTIX INC        COM        45190610       2,332,629     191,986    191,886        100               191,986
                   Page Total              553,361,370                                   
                                                                                         



September 2000                                                     Page 38 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
ILEX ONCOLOGY INC  COM        45192310       5,106,970     169,526    169,426        100               169,526
ILLINOIS TOOL       
WKS IN             COM        45230810     342,834,137   6,135,734  5,241,750    658,968   235,016   5,437,893    311,576   386,265
ILLUMINA INC       COM        45232710         549,037      12,100     12,100                           12,100
ILLUMINET HLDGS     
INC                COM        45233410       4,972,134     179,176    179,176                          179,176
IMATION CORP       COM        45245A10       7,052,076     378,635    369,707      8,120       808     375,227        808     2,600
IMCLONE SYS INC    COM        45245W10      18,100,828     154,626    153,016        110     1,500     152,726      1,500       400
IMMUNE RESPONSE     
CORP               COM        45252T10       1,053,662     153,260    153,260                          153,260
IMMERSION CORP     COM        45252110       1,105,227      71,305     71,305                           71,305
IMMUNEX CORP NEW   COM        45252810      55,026,934   1,264,987  1,226,417     33,045     5,525   1,250,262      5,525     9,200
IMMUNOGEN INC      COM        45253H10       8,998,086     263,202    261,202                2,000     261,202      2,000
IMPATH INC         COM        45255G10       6,997,343     110,849    110,649        200               110,849
IMPCO               
TECHNOLOGIES I     COM        45255W10         728,927      25,354     25,354                           25,354
IMPERIAL BANCORP   COM        45255610       5,341,803     279,310    279,310                          279,310
IMATRON INC        COM        45290610       1,170,933     506,459    506,459                          506,459
IMMUNOMEDICS INC   COM        45290710       4,670,814     223,089    222,989        100               223,089
IMPSAT FIBER        
NETWORK            COM        45321T10         727,342      66,122     66,122                           66,122
IMRGLOBAL           
CORPORATIO         COM        45321W10       1,890,469     162,621    162,521        100               162,621
INAMED CORP        COM        45323510       2,352,768      83,654     83,554        100                83,654
INCO LTD           COM        45325840      38,864,523   2,410,203  2,409,503        700             2,187,562     48,810   173,831
INCYTE GENOMICS     
INC                COM        45337C10      19,466,724     473,355    469,550      2,405     1,400     466,655      1,400     5,300
INDEPENDENCE        
CMNTY B            COM        45341410       6,789,622     484,973    484,973                          484,973
INDEPENDENT         
BANK COR           COM        45383610         654,300      54,525     51,104      2,000     1,421      53,104      1,421
INDUS INTL INC     COM        45578L10         366,907      75,263     75,263                           75,263
INDYMAC BANCORP     
INC                COM        45660710       9,894,804     481,218    481,218                          481,218
INFINITY            
BROADCASTIN        CL A       45662S10      68,466,189   2,074,733  2,064,693     10,040             2,066,508                8,225
INET TECHNOLOGIES   
IN                 COM        45662V10      10,105,290     345,480    345,480                          339,680                5,800
INFOCUS CORP       COM        45665B10      26,204,684     494,428    494,428                          491,728                2,700
INFOGRAMES INC     COM        45665T10         343,751      47,414     47,414                           47,414
INFORMATICA CORP   COM        45666Q10      17,431,688     186,935    186,835        100               186,935
INFONET SVCS CORP  CL B       45666T10       3,566,132     337,638    336,753        885               337,538                  100
INFORMATION         
ARCHITEC           COM        45669R10         319,273      96,399     96,399                           96,399
INFORMATION         
HLDGS IN           COM        45672710       6,064,617     171,138     62,332     90,306    18,500     152,638     18,500
INFORTE CORP       COM        45677R10         758,348      21,590     21,050        240       300      21,290        300
INFORMIX CORP      COM        45677910       9,978,568   2,419,047  2,383,777     23,870    11,400   2,379,747     11,400    27,900
INFOSPACE INC      COM        45678T10      25,750,645     851,261    849,001      1,860       400     764,617        400    86,244
INFOUSA INC NEW    COM        45681830         835,855     167,171    167,171                          167,171
ING GROEP N V      SPONSORED  45683710       3,578,527      54,323     43,543     10,780                48,223                6,100
                   Page Total              718,119,937                                   
                                                                                         



September 2000                                                     Page 39 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
INGERSOLL-RAND CO  COM        45686610     102,993,651   3,040,403  2,990,377     28,911    21,115   2,712,142     63,515   264,746
INGLES MKTS INC    CL A       45703010         710,743      64,613     59,113      5,000       500      64,113        500
INGRAM MICRO INC   CL A       45715310       5,042,413     366,721    365,846        875               366,021                  700
INHALE              
THERAPEUTIC S      COM        45719110      13,339,903     236,628    235,478      1,100        50     236,578         50
INKINE              
PHARMACEUTICA      COM        45721410         202,100      18,800     18,800                           18,800
INKTOMI CORP       COM        45727710      54,728,436     480,074    477,914      2,160               433,796               46,278
INNKEEPERS USA TR  COM        4576J010       6,132,636     598,306    598,306                          598,306
INSIGHT             
ENTERPRISES        COM        45765U10       6,829,858     250,637    249,837        800               250,637
INPUT/OUTPUT INC   COM        45765210       2,772,981     288,102    288,102                          288,102
INPRISE CORP       COM        45766C10       1,521,062     284,630    284,630                          284,630
INSITUFORM          
TECHNOLOG          CL A       45766710       4,669,537     138,871    138,771        100               138,871
INSIGNIA FINL       
GROUP              COM        45767A10       1,248,234     121,779    121,779                          121,779
INSIGHT             
COMMUNICATIO       CL A       45768V10       4,554,140     286,875    286,875                          286,875
INSURANCE AUTO      
AUCTI              COM        45787510         688,708      42,547     42,547                           42,547
INTEGRATED          
ELECTRICA          COM        45811E10       1,438,105     209,179    209,179                          209,179
INTEGRATED          
CIRCUIT S          COM        45811K20       1,840,861      99,506     99,306        200                99,506
INTEGRATED DEVICE   
TE                 COM        45811810      81,534,889     900,938    900,408        530               891,438                9,500
INTEGRATED          
SILICON S          COM        45812P10       2,479,461     174,770    174,770                          174,770
INTEGRA BK CORP    COM        45814P10       2,606,728     117,489    117,489                          117,489
INTELIDATA          
TECHNOLOG          COM        45814T10       1,150,192     219,754    216,254      3,500               219,754
INTEL CORP         COM        45814010   5,275,400,779 126,928,463123,676,377  2,039,563 1,212,523 111,153,497  5,805,663 9,897,303
INTELECT            
COMMUNICATI        COM        45814410         447,664     311,527    311,527                          311,527
INTEGRATED          
TELECOM E          COM        45817U10         358,975      17,300     17,300                           17,300
INTER TEL INC      COM        45837210       1,865,136     163,968    163,968                          163,968
INTERACTIVE         
INTELLIG           COM        45839M10       1,178,848      29,987     29,987                           29,987
INTERACT COMM CORP COM        45839Y10         757,945      69,301     69,301                           69,301
INTERCEPT GROUP     
INC                COM        45845L10       1,212,410      52,008     52,008                           52,008
INTERDIGITAL        
COMMUNI            COM        45866A10       5,437,222     388,373    388,153        220               388,373
INTERFACE INC      CL A       45866510       2,395,290     300,576    300,576                          300,576
INTERGRAPH CORP    COM        45868310       2,158,838     300,381    300,381                          300,381
INTERLIANT INC     COM        45874210       2,642,288     330,286    330,186        100               330,286
INTERLINK ELECTRS  COM        45875110       1,126,307      58,132     58,132                           58,132
INTERLOGIX INC     COM        45876310         759,332      57,239     57,239                           57,239
INTERMEDIA          
COMMUNICA          COM        45880110      10,934,912     370,675    369,935        740               370,675
INTERNAP NETWORK    
SVC                COM        45885A10      12,760,267     394,908    394,708        200               393,908                1,000
INTERMUNE           
PHARMACEUT         COM        45885B10       2,532,390      46,680     46,680                           46,680
INTERNATIONAL       
BANCSH             COM        45904410       3,323,302     108,516    108,391        125               108,516
                   Page Total            5,621,776,543                                   
                                                                                         



September 2000                                                     Page 40 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
INTERNATIONAL       
BUSINE             COM        45920010   7,278,830,212  64,700,713 64,038,991    438,210   223,512  30,315,373 31,758,283 2,608,157
INTERNATIONAL       
FIBERC             COM        45950T10       2,526,556     172,756    172,656        100               172,756
INTERNATIONAL       
FLAVOR             COM        45950610      33,395,346   1,829,882  1,820,802      5,980     3,100   1,646,650     30,860   152,372
INTERNATIONAL       
GAME T             COM        45990210      23,384,741     695,457    694,765        692               689,193                6,264
INTERNATIONAL       
MULTIF             COM        46004310       3,092,524     177,987    177,887        100               176,687                1,300
INTL PAPER CO      COM        46014610   1,196,826,889  41,720,183  9,574,572 32,124,472    21,139  17,193,890 23,843,464   682,829
INTERNATIONAL       
RECTIF             COM        46025410      25,034,466     495,732    495,247        485               490,532                5,200
INTERNATIONAL       
SPEEDW             CL A       46033520      12,995,385     333,215    327,489        100     5,626     323,589      5,626     4,000
INTL SPECIALTY      
PRODS              COM        46033710         590,481     109,857    109,857                          109,857
INTERNET CAP        
GROUP I            COM        46059C10      15,867,286     909,978    903,778      6,200               903,278                6,700
INTERNET PICTURES   
CO                 COM        46059S10       1,665,923     306,405    306,305        100               306,405
INTERNET            
INITIATIVE         SPONSORED  46059T10         763,074      18,555     14,610      3,945                15,955                2,600
INTERNET SEC        
SYS INC            COM        46060X10      12,399,456     165,051    165,051                          164,651                  400
INTERPOOL INC      COM        46062R10       1,341,548     117,299    117,299                          117,299
INTERSIL HLDG       
CORP               CL A       46069S10      27,528,356     551,947    551,927         20               549,147                2,800
INTERPUBLIC         
GROUP CO           COM        46069010     196,412,698   5,766,329  5,294,451    318,367   153,511   5,017,398    361,761   383,870
INTERSTATE          
BAKERIES           COM        46072H10      10,448,831     714,450    694,750     19,700               709,750                4,700
INTRANET            
SOLUTIONS I        COM NEW    46093930       5,543,250     110,865    110,865                          110,865
INTERNET COM CORP  COM        46096710       3,968,907     128,290    126,290      2,000               128,290
INTERTAN INC       COM        46112010       3,128,093     216,672    216,432                  240     216,432        240
INTERTRUST          
TECHNOLOG          COM        46113Q10       5,537,398     459,078    458,278        800               459,078
INTERWORLD CORP    COM        46114Q10         419,903     110,153    110,153                          110,153
INTERWOVEN INC     COM        46114T10      33,088,498     292,658    292,658                          292,658
INTERVOICE-BRITE    
INC                COM        46114210       2,566,378     244,417    244,417                          244,417
INTIMATE BRANDS     
INC                CL A       46115610      16,228,500     868,438    862,788      5,650               862,088                6,350
INTRABIOTICS        
PHARMAC            COM        46116T10         828,782      51,002     51,002                           51,002
INTRAWARE INC      COM        46118M10         867,905     116,201    116,201                          116,201
INTUIT             COM        46120210      99,071,586   1,738,098  1,734,668      1,730     1,700   1,645,388      1,700    91,010
INVACARE CORP      COM        46120310       6,930,808     215,745    215,565        180               215,745
INTRUSION COM INC  COM        46121E10       1,087,381      91,569     91,569                           91,569
INVESTMENT          
TECHNOLOG          COM        46145F10      12,166,327     304,638    304,438        200               302,438                2,200
INVITROGEN CORP    COM        46185R10      11,782,283     165,656    165,656                          165,656
INVESTORS FINL      
SERVI              COM        46191510      13,568,024     214,939    213,859      1,080               214,939
IOMEGA CORP        COM        46203010       9,404,780   1,880,956  1,864,556      1,400    15,000   1,865,956     15,000
IONICS INC         COM        46221810       2,416,482     113,386    111,286        550     1,550     111,836      1,550
IPALCO              
ENTERPRISES I      COM        46261310      17,202,640     752,028    745,428      6,600               744,628                7,400
IRON MTN INC PA    COM        46284610      10,256,178     277,194    198,062     79,132               276,794                  400
                   Page Total            9,099,167,875                                   
                                                                                         



September 2000                                                     Page 41 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
IRWIN FINL CORP    COM        46411910       2,279,285     139,193    139,193                          139,193
ISIS                
PHARMACEUTICALS    COM        46433010       3,036,195     264,017    264,017                          264,017
ISLE OF CAPRI       
CASINO             COM        46459210       4,891,784     315,599    315,599                          315,599
ITO YOKADO LTD     ADR NEW    46571430         543,400      10,400     10,400                           10,400
I2 TECHNOLOGIES     
INC                COM        46575410      95,584,566     510,978    508,657      2,321               509,278                1,700
IVAX CORP          COM        46582310      55,788,432   1,212,792  1,211,542      1,250             1,196,442               16,350
IVEX PACKAGING      
CORP               COM        46585510       1,547,607     157,726    157,726                          157,726
IVILLAGE INC       COM        46588H10         669,793     172,850    172,850                          172,850
JDN RLTY CORP      COM        46591710       3,835,480     339,063    339,063                          339,063
IXYS CORP          COM        46600W10         933,237      35,722     35,722                           35,722
JDS UNIPHASE        
CORP               COM        46612J10   1,542,518,647  16,290,712 16,281,575      8,580       557  14,334,183    637,157 1,309,372
JDA SOFTWARE        
GROUP I            COM        46612K10       1,772,071     138,986    138,986                          138,986
JLG INDS INC       COM        46621010       6,259,584     513,628    513,628                          513,628
JNI CORP           COM        46622G10       3,895,530      43,770     43,770                           43,770
JP REALTY INC      COM        46624A10       2,198,091     121,697    121,697                          121,697
JABIL CIRCUIT       
INC                COM        46631310      70,440,824   1,241,248  1,237,498      2,950       800   1,225,448        800    15,000
JACK IN THE         
BOX INC            COM        46636710       6,654,216     310,408    310,328         80               310,408
JACOBS ENGR         
GROUP IN           COM        46981410      11,056,210     274,266    273,966        300               272,366                1,900
JAKKS PAC INC      COM        47012E10       1,323,687     140,728    140,728                          140,728
JAPAN AIR LINES     
LTD                ADR NEW    47103430         540,000      67,500     67,500                           67,500
JEFFERIES GROUP     
INC                COM        47231910       4,975,046     185,118    184,918        200               185,118
JEFFERSON PILOT     
CORP               COM        47507010     121,682,974   1,792,751  1,771,110     12,685     8,956   1,640,483     34,056   118,212
JEFFERSON SMURFIT   
GR                 SPONSORED  47508W10         976,041      54,415     38,150     16,265                45,315                9,100
JOHN NUVEEN CO     CL A       47803510       2,937,426      60,722     60,172        550                60,722
JOHNS MANVILLE      
CORP               COM        47812910       3,750,810     331,578    331,378        200               331,278                  300
JOHNSON & JOHNSON  COM        47816010   2,731,911,717  29,082,382 27,243,812  1,142,420   696,150  25,420,843  1,600,410 2,046,229
JOHNSON CTLS INC   COM        47836610      86,776,717   1,631,540  1,624,040      4,400     3,100   1,460,229     23,670   147,641
JONES APPAREL       
GROUP              COM        48007410      30,697,997   1,158,415  1,157,023      1,392             1,095,283               63,132
JONES LANG          
LASALLE I          COM        48020Q10       2,617,979     201,383    201,383                          201,383
JOURNAL REGISTER    
CO                 COM        48113810       5,325,602     320,337    320,337                          320,337
JUNIPER NETWORKS    
INC                COM        48203R10     265,839,435   1,214,228  1,209,628      4,400       200   1,204,628        200     9,400
JUNO ONLINE SVCS    
INC                COM        48204810         463,896     115,974    115,974                          115,974
KLA-TENCOR CORP    COM        48248010     127,136,031   3,086,800  3,079,825      6,975             2,838,422     46,230   202,148
K MART CORP        COM        48258410      48,803,118   8,133,853  8,118,088     15,765             7,572,475    118,290   443,088
K V                 
PHARMACEUTICAL C   CL B CONV  48274010       4,266,442     123,665    123,665                          123,665
K V                 
PHARMACEUTICAL C   CL A       48274020         603,201      17,173     17,173                           17,173
KAISER ALUMINUM     
CORP               COM        48300710       1,188,424     196,045    196,045                          196,045
                   Page Total            5,255,721,495                                   
                                                                                         



September 2000                                                     Page 42 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
KAMAN CORP         CL A       48354810       2,090,535     165,587    165,587                          165,587
KANA                
COMMUNICATIONS     COM        48360010       8,355,653     375,535    356,921     18,614               374,335                1,200
KANSAS CITY         
LIFE INS           COM        48483610       1,708,047      51,759     51,759                           51,759
KANSAS CITY PWR     
& LT               COM        48513410      16,658,559     624,220    623,720        500               619,820                4,400
KANSAS CITY         
SOUTHN I           COM NEW    48517030       3,084,779     355,103    355,103                          353,303         50     1,750
KATY INDS INC      COM        48602610         233,828      33,404     33,404                           33,404
KAUFMAN & BROAD     
HOME               COM        48616810      24,561,183     911,801    910,951        850               853,381      9,320    49,100
KAYDON CORP        COM        48658710       7,117,465     309,455    308,655        800               307,355                2,100
KEANE INC          COM        48666510      10,403,842     597,922    585,912      1,760    10,250     581,572     10,250     6,100
KEEBLER FOODS CO   COM        48725610      10,027,416     238,748    238,248                  500     236,048        500     2,200
KEITHLEY INSTRS     
INC                COM        48758410       3,913,910      55,913     55,913                           55,913
KELLOGG CO         COM        48783610     151,772,457   6,274,960  6,265,830      6,880     2,250   5,569,014    282,300   419,246
KELLWOOD CO        COM        48804410       3,280,382     179,747    179,747                          179,747
KELLY SVCS INC     CL A       48815220       5,870,694     248,495    244,592      3,903               245,920                2,575
KEMET CORP         COM        48836010      58,690,610   2,124,547  2,124,017        530             2,123,547                1,000
KENNAMETAL INC     COM        48917010      16,879,974     655,533    655,533                          653,333                2,200
KENT ELECTRS        
CORP               COM        49055310       5,826,908     244,059    243,959        100               244,059
KERR MCGEE CORP    COM        49238610     295,974,525   4,467,540  4,462,792      2,936     1,812   1,906,656  2,467,360    93,524
KEY ENERGY SVCS     
INC                COM        49291410       6,628,143     675,514    675,214        300               675,514
KEY PRODTN INC     COM        49313810       4,017,093     182,082    182,082                          182,082
KEY3MEDIA GROUP     
INC                COM        49326R10       1,149,533     105,105    105,105                          105,105
KEYCORP NEW        COM        49326710     978,001,613  38,637,864 38,594,988     26,094    16,782   7,855,478 30,142,199   640,187
KEYNOTE SYS INC    COM        49330810       3,124,507     116,804    116,804                          116,804
KEYSPAN CORP       COM        49337W10      93,699,579   2,335,192  2,324,091     10,096     1,005   2,173,067     31,605   130,520
KEYSTONE            
FINANCIAL I        COM        49348210      11,515,711     529,458    528,258      1,200               525,958                3,500
KFORCE COM INC     COM        49373210       1,025,724     293,064    293,064                          293,064
KILROY RLTY CORP   COM        49427F10       6,345,981     237,793    237,793                          237,793
KIMBALL INTL INC   CL B       49427410       3,952,377     221,112    221,112                          221,112
KIMBERLY CLARK      
CORP               COM        49436810     551,491,432   9,881,234  9,482,470    242,749   156,015   8,796,420    293,189   791,625
KIMCO REALTY CORP  COM        49446R10      20,272,944     479,833    457,083     22,750               479,533                  300
KINDER MORGAN INC   
KA                 COM        49455P10      41,153,802   1,005,296    997,625      4,296     3,375     992,471      3,375     9,450
KING                
PHARMACEUTICALS    COM        49558210      44,767,294   1,338,855  1,338,740        115             1,334,355                4,500
KIRBY CORP         COM        49726610       3,309,717     168,648    168,648                          168,648
KNIGHT RIDDER INC  COM        49904010      73,111,455   1,438,862  1,432,317      6,545             1,315,041     21,110   102,711
KNIGHT TRADING      
GROUP              COM        49906310      15,562,440     432,290    431,040      1,250               431,190                1,100
KNIGHT TRANSN INC  COM        49906410         796,634      51,191     51,191                           51,191
KOGER EQUITY INC   COM        50022810       4,239,868     249,404    249,404                          249,404
                   Page Total            2,490,616,614                                   
                                                                                         



September 2000                                                     Page 43 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
KOHLS CORP         COM        50025510     325,596,042   5,644,184  5,631,990     12,194             5,093,183    221,940   325,561
KONINKLIJKE AHOLD   
N                  SPON ADR N 50046730       1,600,993      56,799     47,319      9,480                49,899                6,900
KONOVER PPTY TR     
INC                COM        50047R10         307,969      70,393     70,393                           70,393
KONINKLIJKE         
PHILIPS            SP ADR NEW 50047230       3,284,867      77,291     77,291                           67,191               10,100
KOPIN CORP         COM        50060010       6,065,748     336,986    301,526      9,060    26,400     309,886     26,400       700
KOREA ELECTRIC      
PWR                SPONSORED  50063110       1,981,505     151,700    151,700                                     151,700
KORN FERRY INTL    COM NEW    50064320       9,581,674     253,403    253,303        100               253,403
KOS                 
PHARMACEUTICALS    COM        50064810       1,021,114      51,702     51,702                           51,702
KRISPY KREME        
DOUGHNU            COM        50101410       3,006,038      35,893     22,793      1,100    12,000      23,893     12,000
KROGER CO          COM        50104410     323,897,499  14,355,886 14,301,430     53,560       896  12,938,678    213,256 1,203,952
KRONOS INC         COM        50105210       5,305,770     176,859    176,159        700               176,859
KULICKE & SOFFA     
INDS               COM        50124210       4,645,182     348,947    348,472        475               348,947
LCC INTERNATIONAL   
IN                 CL A       50181010         936,613      64,594     64,594                           64,594
LG&E ENERGY CORP   COM        50191710      28,315,836   1,158,728  1,136,646     18,182     3,900   1,143,693      3,900    11,135
LTV CORP NEW       COM        50192110         891,709     679,657    679,657                          679,657
LNR PPTY CORP      COM        50194010       4,200,210     189,840    189,740        100               189,840
LSI INDS INC       COM        50216C10         228,526      10,300     10,300                           10,300
LSI LOGIC CORP     COM        50216110     149,401,599   5,107,747  5,097,717     10,030             4,587,284    209,560   307,603
LTX CORP           COM        50239210       9,429,622     497,947    331,036        300   166,611     331,336    166,611
L-3                 
COMMUNICATIONS H   COM        50242410      15,937,068     282,072    281,772        300               279,372                2,700
LVMH MOET           
HENNESSY L         SPONSORED  50244120         559,300      37,600     37,600                           37,600
LA Z BOY INC       COM        50533610       5,992,030     411,484    411,384        100               411,484
LABORATORY CORP     
AMER               COM NEW    50540R40      20,759,500     173,357    173,357                          173,357
LABOR READY INC    COM NEW    50540120       1,113,712     265,993    262,618      3,375               265,993
LABRANCHE & CO INC COM        50544710       8,047,179     241,114    241,114                          241,114
LACLEDE GAS CO     COM        50558810       2,868,815     132,662    132,162        500               132,662
LAFARGE CORP       COM        50586210       5,157,816     237,141    237,041        100               236,741                  400
LAKES GAMING INC   COM        51206P10         233,737      27,100     27,100                           27,100
LAM RESEARCH CORP  COM        51280710      13,207,185     630,806    630,156        650               629,006                1,800
LAMAR ADVERTISING   
CO                 CL A       51281510       9,872,156     260,651    260,451        200               260,251                  400
LANCASTER COLONY    
COR                COM        51384710      13,595,067     553,500    553,400        100               546,719                6,781
LANCE INC          COM        51460610       2,551,344     262,511    262,511                          260,411                2,100
LANDAMERICA FINL    
GRO                COM        51493610       2,570,322      89,991     89,991                           89,991
LANDRYS SEAFOOD     
REST               COM        51508L10       1,294,320     190,006    190,006                          190,006
LANDS END INC      COM        51508610       4,290,615     204,315    204,315                          202,115                2,200
LANDSTAR SYS INC   COM        51509810       5,536,802     124,074    123,974        100               124,074
LANTE CORP         COM        51654010         495,725      99,145     99,145                           99,145
                   Page Total              993,781,209                                   
                                                                                         



September 2000                                                     Page 44 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
LASALLE HOTEL       
PPTYS              COM SH BEN 51794210       2,660,850     175,924    125,174     50,750               175,924
LATITUDE            
COMMUNICATI        COM        51829210         530,518      68,454     68,454                           68,454
LATTICE             
SEMICONDUCTO       COM        51841510      23,016,395     428,212    426,372        240     1,600     422,512      1,600     4,100
LAUDER ESTEE COS    
INC                CL A       51843910      16,741,287     457,100    447,250      3,550     6,300     446,800      6,300     4,000
LAWSON PRODS INC   COM        52077610       1,031,502      42,647     42,647                           42,647
LEAP WIRELESS       
INTL I             COM        52186310      11,689,772     186,851    185,310      1,466        75     186,776         75
LEAR CORP          COM        52186510      50,008,963   2,432,106  2,410,182     20,354     1,570   2,425,836      1,570     4,700
LEARNING TREE       
INTL I             COM        52201510      10,492,597     220,317    220,317                          220,317
LEE ENTERPRISES     
INC                COM        52376810      14,734,797     510,296    501,236      9,060               507,196                3,100
LEGATO SYS INC     COM        52465110      12,257,728     912,237    906,112      5,825       300     905,487        300     6,450
LEGGETT & PLATT     
INC                COM        52466010      53,380,995   3,375,980  3,323,939     42,041    10,000   3,129,440     54,700   191,840
LEGG MASON INC     COM        52490110      35,285,711     607,066    603,206      3,485       375     601,491        375     5,200
LEHMAN BROS HLDGS   
IN                 COM        52490810     366,338,589   2,479,449  2,475,322      4,027       100   2,302,462     31,045   145,942
LENNAR CORP        COM        52605710      17,786,639     599,139    599,139                          594,739                4,400
LENNOX INTL INC    COM        52610710       2,390,962     255,036    255,036                          255,036
LEUCADIA NATL CORP COM        52728810       7,637,874     285,528    285,528                          284,528                1,000
LEVEL 8 SYS INC    COM        52729M10         578,739      31,496     31,496                           31,496
LEVEL 3             
COMMUNICATIO       COM        52729N10     139,015,807   1,802,474  1,796,555      3,319     2,600   1,638,573      2,600   161,301
LEXAR MEDIA INC    COM        52886P10         263,887      22,700     22,700                           22,700
LEXENT INC         COM        52886Q10         458,150      15,400     15,400                           15,400
LEXICON GENETICS    
INC                COM        52887210       2,684,077      84,872     84,872                           84,872
LEXINGTON CORP      
PPTYS              COM        52904310       1,251,967     111,286    111,286                          111,286
LEXMARK INTL NEW   CL A       52977110      81,463,575   2,172,362  2,166,792      5,570             1,956,464     88,000   126,498
LIBBEY INC         COM        52989810       4,681,386     150,406    150,306        100               150,406
LIBERATE            
TECHNOLOGIE        COM        53012910       6,559,294     226,675    226,225        450               226,075                  600
LIBERTY CORP S C   COM        53037010       3,809,165     110,012    110,012                          110,012
LIBERTY DIGITAL     
INC                CL A       53043610       1,621,053      80,052     79,852        200                79,952                  100
LIBERTY FINL COS    
INC                COM        53051210       2,498,590     106,323    106,223        100               106,323
LIBERTY LIVEWIRE    
COR                CL A       53070910         348,766      11,342     11,342                           11,342
LIBERTY PPTY TR    SH BEN INT 53117210      14,106,372     512,959    512,859        100               512,259                  700
LIFEPOINT           
HOSPITALS          COM        53219L10      11,936,697     336,245    335,789        456               336,235         10
LIGAND              
PHARMACEUTICA      CL B       53220K20       4,750,933     370,819    365,119                5,700     365,119      5,700
LIFEMINDERS INC    COM        53220Q10       1,613,365      70,339     70,339                           70,339
LIGHTBRIDGE INC    COM        53222610       1,332,852     114,654    114,654                          114,654
LIGHTPATH           
TECHNOLOGI         CL A       53225710       3,310,845      69,702     69,702                           69,702
LILLY ELI & CO     COM        53245710   1,566,464,123  19,309,265 19,190,143     95,001    24,121  16,825,846    814,781 1,656,438
LILLY INDS INC     CL A       53249110       5,238,816     177,587    168,374                9,213     168,374      9,213
                   Page Total            2,479,973,638                                   
                                                                                         



September 2000                                                     Page 45 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
LIMITED INC        COM        53271610     159,528,005   7,230,895  7,217,705     12,890       300   6,453,564    104,374   672,957
LINCARE HLDGS INC  COM        53279110      14,214,953     495,519    494,919        600               491,719                3,800
LINCOLN ELEC        
HLDGS I            COM        53390010       3,497,794     262,755    262,755                          262,755
LINCOLN NATL        
CORP IN            COM        53418710     166,809,960   3,466,181  3,447,337     13,644     5,200   3,125,246     53,810   287,125
LINDSAY MFG CO     COM        53555510       1,975,870     106,087     86,087      5,000    15,000      91,087     15,000
LINEAR TECHNOLOGY   
CO                 COM        53567810     447,553,618   6,912,025  6,074,946    671,398   165,681   6,197,771    380,381   330,473
LINENS N THINGS     
INC                COM        53567910       9,526,876     373,603    329,253     41,350     3,000     370,603      3,000
LIONBRIDGE          
TECHNOLOG          COM        53625210       1,269,033     148,217     10,421    137,796               148,217
LIQUI BOX CORP     COM        53631410         739,056      22,828     22,828                           22,828
LITTELFUSE INC     COM        53700810       9,167,612     308,809    299,309        100     9,400     299,409      9,400
LITTON INDS INC    COM        53802110      16,556,444     370,498    370,098        400               366,198                4,300
LIZ CLAIBORNE INC  COM        53932010      39,354,045   1,022,183  1,019,543      1,840       800     910,391     14,920    96,872
LOCKHEED MARTIN     
CORP               COM        53983010   2,696,747,911  81,818,808 81,796,997     20,475     1,336   6,317,270    235,37475,266,164
LODGENET ENTMT      
CORP               COM        54021110       2,102,850      72,826     72,826                           72,826
LOEWS CORP         COM        54042410     178,427,335   2,140,058  2,136,833      2,725       500   2,075,558     25,940    38,560
LONE STAR           
STEAKHOUSE         COM        54230710       2,494,468     338,233    338,233                          336,333                1,900
LONE STAR           
TECHNOLOGI         COM        54231210       7,863,498     170,390    170,290        100               170,390
LONGS DRUG STORES   
CO                 COM        54316210      13,847,991     724,078    720,778      3,300               677,988      8,790    37,300
LONGVIEW FIBRE CO  COM        54321310       6,574,284     547,857    532,857               15,000     529,157     15,000     3,700
LOOKSMART LTD      COM        54344210       3,322,281     296,977    296,977                          296,977
LOUDEYE             
TECHNOLOGIES       COM        54575410         221,349      32,494     32,494                           32,494
LOUIS DREYFUS       
NAT GA             COM        54601110       8,413,932     212,339    208,239      4,000       100     212,239        100
LOUISIANA PAC CORP COM        54634710      19,951,380   2,171,697  2,161,520      6,675     3,502   1,988,274     27,322   156,101
LOWES COS INC      COM        54866110   1,596,374,948  35,573,815  6,127,992 29,429,898    15,925   5,687,455 29,492,231   394,129
LUBRIZOL CORP      COM        54927110      11,161,209     566,933    565,573        160     1,200     560,233      1,200     5,500
LUBYS INC          COM        54928210         970,539     182,707    182,557        150               182,707
LUCENT              
TECHNOLOGIES       COM        54946310   1,896,803,177  62,064,105 59,279,315  1,964,365   820,425  54,095,534  3,102,757 4,830,014
LUMINEX CORP DEL   COM        55027E10       1,397,184      36,768     36,768                           36,768
LYCOS INC          COM        55081810      29,877,520     434,481    430,497      2,184     1,800     431,331      1,800     1,350
LYNX THERAPEUTICS   
IN                 COM NEW    55181230       1,851,979      59,146     59,146                           59,146
LYONDELL CHEMICAL   
CO                 COM        55207810      10,329,594     874,500    871,880      2,620               865,600                8,900
M & T BK CORP      COM        55261F10      23,189,700      45,470     42,370        100     3,000      42,070      3,000       400
MAF BANCORP INC    COM        55261R10       4,373,049     175,801    175,801                          175,801
MBIA INC           COM        55262C10     123,319,867   1,733,847  1,720,742     13,105             1,564,694     24,110   145,043
MBNA CORP          COM        55262L10     570,358,789  14,814,514 14,738,003     44,117    32,394  13,362,985    243,356 1,208,173
MCN ENERGY GROUP    
INC                COM        55267J10      20,283,596     791,555    786,913      4,642               784,355                7,200
M D C HLDGS INC    COM        55267610       3,851,614     148,139    148,139                          148,139
                   Page Total            8,104,303,310                                   
                                                                                         



September 2000                                                     Page 46 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
MDU RES GROUP INC  COM        55269010      13,217,300     444,279    438,619      5,660               444,279
MCSI INC           COM        55270M10       2,138,213      63,590     63,590                           63,590
MEMC ELECTR MATLS   
IN                 COM        55271510       3,083,034     239,459    239,359        100               239,459
MGIC INVT CORP      
WIS                COM        55284810     119,748,642   1,959,078  1,951,617      7,461             1,817,060     27,120   114,898
MGI PHARMA INC     COM        55288010       5,264,940     175,498    175,398        100               175,498
MGM MIRAGE         COM        55295310      13,689,352     358,482    358,282        200               357,882                  600
M/I SCHOTTENSTEIN   
HO                 COM        55305B10         312,104      15,318     15,318                           15,318
MKS INSTRUMENT INC COM        55306N10       2,405,167      87,860     87,860                           87,860
MMC NETWORKS INC   COM        55308N10      32,225,622     254,748    254,195        553               254,748
MRV                 
COMMUNICATIONS I   COM        55347710      18,265,856     403,113    402,893        220               403,113
MSC INDL DIRECT     
INC                CL A       55353010       2,851,765     187,001    186,901        100               187,001
M S CARRIERS INC   COM        55353310       1,086,390      69,529     69,529                           69,529
MTI TECHNOLOGY      
CORP               COM        55390310         855,557     224,438    224,438                          224,438
MACDERMID INC      COM        55427310       2,673,909     127,329    127,229        100               127,329
MACERICH CO        COM        55438210       5,960,497     280,494    280,494                          280,494
MACK CALI RLTY      
CORP               COM        55448910      10,750,098     381,385    380,685        700               380,785                  600
MACROVISION CORP   COM        55590410      12,121,164     149,644    149,434        210               149,344                  300
MACROMEDIA INC     COM        55610010      35,353,068     437,473    436,753        520       200     432,873        200     4,400
MADDEN STEVEN LTD  COM        55626910         367,778      42,641     42,641                           42,641
MADISON GAS &       
ELEC C             COM        55749710       3,522,450     154,833    152,630      1,753       450     154,383        450
MAGNETEK INC       COM        55942410       2,546,716     239,691    239,691                          237,891                1,800
MAIL COM INC       CL A       56031110       1,261,740     241,759    240,759      1,000               241,759
MAIL-WELL INC      COM        56032120       1,337,897     301,532    301,532                          301,532
MALLINCKRODT INC    
NEW                COM        56123210      56,621,035   1,241,009  1,238,794      1,990       225   1,127,038     23,995    89,976
MANAGEMENT          
NETWORK G          COM        56169310         847,692      40,608     40,608                           40,608
MANDALAY RESORT     
GROU               COM        56256710      30,472,173   1,189,158  1,188,358        800             1,173,358               15,800
MANHATTAN ASSOCS    
INC                COM        56275010       9,056,425     147,860    147,860                          147,860
MANITOWOC INC      COM        56357110       5,400,491     280,545    280,245        300               280,545
MANOR CARE INC      
NEW                COM        56405510      28,914,701   1,843,227  1,841,677        550     1,000   1,683,627     29,250   130,350
MANPOWER INC       COM        56418H10      23,641,108     740,242    739,292        950               700,690               39,552
MANUFACTURED HOME   
CM                 COM        56468210       4,450,525     178,021    177,921        100               178,021
MANUGISTICS GROUP   
IN                 COM        56501110      18,711,063     190,686    190,353        333               190,686
MAPINFO CORP       COM        56510510       2,271,998      72,560     72,560                           72,560
MARCHFIRST INC     COM        56624410      20,419,595   1,301,689  1,236,260     65,429             1,289,166               12,523
MARCUS CORP        COM        56633010       1,706,628     162,536    162,536                          162,536
MARIMBA INC        COM        56781Q10       2,951,890     241,582    241,482        100               241,582
MARINE DRILLING     
COS                COM PAR $0 56824020      15,938,138     558,019    508,879     49,140               557,119                  900
                   Page Total              512,442,721                                   
                                                                                         



September 2000                                                     Page 47 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
MARKEL CORP        COM        57053510       5,762,402      37,973     37,973                           37,973
MARSH & MCLENNAN    
COS                COM        57174810     701,900,491   5,287,386  4,915,308    245,083   126,995   4,707,730    194,315   385,341
MARSHALL &          
ILSLEY CO          COM        57183410      45,233,551     902,415    901,215      1,200               891,687               10,728
MARRIOTT INTL       
INC NE             CL A       57190320     148,383,998   4,072,344  4,043,894     28,450             3,671,521     60,380   340,443
MARTEK              
BIOSCIENCES C      COM        57290110       1,951,209     100,062    100,062                          100,062
MARTHA STEWART      
LIVIN              CL A       57308310       1,686,667      64,254     64,154        100                64,254
MARTIN MARIETTA     
MATL               COM        57328410      44,481,130   1,161,994  1,161,494        500               428,992    728,902     4,100
MASCO CORP         COM        57459910     147,432,426   7,915,835  7,873,634     20,711    21,490   7,156,137    133,010   626,688
MASCOTECH INC      COM        57467010       4,618,893     278,885    278,795         90               278,885
MASTEC INC         COM        57632310       4,014,656     128,469    128,469                          128,469
MATRIX              
PHARMACEUTICA      COM        57684410       2,247,230     144,405    143,805        600               144,405
MATRIXONE INC      COM        57685P30      12,633,600     315,840     51,167    264,555       118     315,722        118
MATSUSHITA ELEC     
INDL               ADR        57687920       2,862,612      10,900      8,900      2,000                 9,500                1,400
MATTEL INC         COM        57708110      83,161,294   7,433,744  7,390,322     39,820     3,602   6,725,696    112,483   595,565
MATTHEWS INTL       
CORP               CL A       57712810       2,823,877      96,132     96,132                           96,132
MATTSON             
TECHNOLOGY I       COM        57722310       1,466,883      98,614     98,614                           98,614
MAXIM INTEGRATED    
PRO                COM        57772K10     385,283,818   4,789,883  4,758,523     29,560     1,800   4,305,233    194,600   287,050
MAXIM               
PHARMACEUTICAL     COM        57772M10       9,517,095     156,660    156,660                          156,660
MAXTOR CORP        COM NEW    57772920       5,142,238     489,737    489,537        200               489,737
MAXYGEN INC        COM        57777610       3,044,751      58,694     58,341        322        31      58,663         31
MAY DEPT STORES     
CO                 COM        57777810     127,628,203   6,225,766  5,708,709    321,217   195,840   5,471,690    274,870   479,206
MAXXAM INC         COM        57791310         582,695      29,318     29,318                           28,818                  500
MAVERICK TUBE       
CORP               COM        57791410       3,621,625     134,448    134,348        100               134,448
MAXIMUS INC        COM        57793310       2,180,794      98,567     98,467        100                98,567
MAYTAG CORP        COM        57859210     146,335,132   4,711,066  1,862,034  2,843,832     5,200   1,726,915  2,864,182   119,969
MCAFEE COM CORP    CL A       57906210         458,120      30,798     30,758         40                30,798
MCCLATCHY CO       CL A       57948910       5,140,785     146,099    145,899        200               146,099
MCCORMICK & CO      
INC                COM NON VT 57978020      21,901,146     736,173    729,273      6,900               726,173               10,000
MCDATA CORP        CL B       58003110       1,339,511      10,900     10,900                           10,900
MCDERMOTT INTL      
INC                COM        58003710      11,579,986   1,052,726  1,052,526        200               984,266     12,760    55,700
MCDONALDS CORP     COM        58013510     773,041,676  25,608,430 24,285,151    964,070   359,209  22,945,290    695,989 1,967,151
MCGRATH RENTCORP   COM        58058910       1,185,258      62,382     62,382                           62,382
MCGRAW HILL COS     
INC                COM        58064510     233,506,066   3,673,674  3,539,366     41,696    92,612   3,219,365    140,522   313,787
MCK                 
COMMUNICATIONS I   COM        58124310       1,392,614      61,552     61,552                           61,552
MCKESSON HBOC INC  COM        58155Q10     148,694,979   4,865,355  4,860,040      5,315             4,388,404     82,897   394,054
MCLEODUSA INC      CL A       58226610      29,602,740   2,068,386  2,059,794      6,990     1,602   2,060,984      1,602     5,800
MCMORAN             
EXPLORATION        COM        58241110       1,255,688     108,249    108,187         62               108,249
                   Page Total            3,123,095,839                                   
                                                                                         



September 2000                                                     Page 48 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
MEAD CORP          COM        58283410      43,094,757   1,843,626  1,841,736      1,890             1,662,139     25,920   155,567
MEADE               
INSTRUMENTS CO     COM        58306210       1,042,274      51,631     51,631                           51,631
MECHANICAL          
TECHNOLOG          COM        58353810       1,929,347     178,445    178,445                          178,445
MEDAREX INC        COM        58391610      20,352,928     173,494    173,294        200               172,994                  500
MEDALLION FINL      
CORP               COM        58392810       1,416,780      84,272     84,272                           84,272
MEDIA 100 INC      COM        58440W10         993,696      90,336     66,336               24,000      66,336     24,000
MEDIA GEN INC      CL A       58440410       9,550,214     222,098    222,098                          220,498                1,600
MEDIAPLEX INC      COM        58446B10         280,491      67,998     67,998                           67,998
MEDIACOM            
COMMUNICATI        CL A       58446K10       2,218,929     137,608    137,608                          137,608
MEDICAL ASSURN      
INC                COM        58449U10       1,761,464     143,793    143,793                          143,793
MEDICALOGIC         
/MEDSCAPE          COM        58464210         219,226      61,546     61,546                           61,546
MEDICIS             
PHARMACEUTIC       CL A NEW   58469030      14,293,830     232,420    231,920        500               232,420
MEDIMMUNE INC      COM        58469910     263,186,578   3,406,946  3,399,431      6,465     1,050   3,060,251    147,150   197,245
MEDQUIST INC       COM        58494910       2,711,941     134,341    134,121        220               134,341
MEDITRUST CORP     PAIRED CTF 58501T30       2,952,530   1,005,288  1,005,268         20             1,003,988                1,300
MEDTRONIC INC      COM        58505510   1,146,431,948  22,126,765 21,445,043    589,987    91,735  19,443,992    926,195 1,743,678
MELLON FINL CORP   COM        58551A10     429,493,946   9,261,325  8,941,032    280,538    39,755   8,587,402    165,355   508,568
MEMBERWORKS INC    COM        58600210       2,609,551      79,378     79,378                           79,378
MENS WEARHOUSE      
INC                COM        58711810       6,568,836     232,016    231,816        200               232,016
MENTOR CORP MINN   COM        58718810       2,434,603     154,578    154,578                          154,578
MENTOR GRAPHICS     
CORP               COM        58720010      27,317,877   1,159,404  1,159,054        350             1,154,904                4,500
MERCANTILE          
BANKSHARE          COM        58740510      22,888,053     630,577    619,857      7,120     3,600     620,927      3,600     6,050
MERCATOR SOFTWARE   
IN                 COM        58758710       2,801,892     169,176    168,376        800               169,176
MERCHANTS N Y       
BANCOR             COM        58916710       2,886,616     140,386    140,386                          140,386
MERCK & CO INC     COM        58933110   3,510,208,190  47,156,766 43,699,217  1,785,166 1,672,383  40,462,933  3,272,931 3,396,202
MERCURY COMPUTER    
SYS                COM        58937810       4,114,841     147,952    146,852        100     1,000     146,952      1,000
MERCURY GENL        
CORP NE            COM        58940010       6,122,498     216,251    207,051        600     8,600     207,651      8,600
MERCURY             
INTERACTIVE        COM        58940510     219,352,344   1,399,377  1,372,562     21,215     5,600   1,245,297     59,100    94,080
MEREDITH CORP      COM        58943310      27,081,708     918,024    915,420        400     2,204     853,821     12,994    51,209
MERIDIAN MED        
TECHNOL            COM        58965810         470,959      27,302      9,682     17,620                27,302
MERIDIAN RESOURCE   
CO                 COM        58977Q10       1,124,956     163,630    163,630                          163,630
MERISTAR            
HOSPITALITY        COM        58984Y10      20,998,541   1,036,965    957,885     79,080             1,036,965
MERIDIAN GOLD INC  COM        58997510         345,347      50,697     50,697                           50,697
MERIX CORP         COM        59004910       3,355,317      51,770     51,770                           51,770
MERRILL LYNCH &     
CO I               COM        59018810   7,207,664,970 109,207,045 14,591,057 94,611,688     4,300  13,260,000 94,776,116 1,170,929
MESA AIR GROUP      
INC                COM        59047910       1,231,285     225,139    225,139                          225,139
MESABA HLDGS INC   COM        59066B10       1,054,650      98,107     98,107                           98,107
                   Page Total           13,012,563,913                                   
                                                                                         



September 2000                                                     Page 49 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
META GROUP INC     COM        59100210         830,412      67,104     53,883     13,221                67,104
METACREATIONS       
CORP               COM        59101610       1,551,431     137,905    137,905                          137,905
METALS USA INC     COM        59132410         588,375     200,332    200,332                          200,332
METASOLV SOFTWARE   
IN                 COM        59139310       3,114,511      76,196     75,996                  200      75,996        200
METAWAVE            
COMMUNICATI        COM        59140910         753,099      41,126     41,126                           41,126
METHODE ELECTRS     
INC                CL A       59152020      11,857,403     267,589    267,389        200               267,589
METLIFE INC        COM        59156R10      47,590,865   1,817,347  1,781,851     29,959     5,537   1,808,710      5,537     3,100
METRICOM INC       COM        59159610       3,772,323     146,498    146,398        100               146,498
METRIS COS INC     COM        59159810      41,069,098   1,039,724  1,037,894      1,830             1,036,524                3,200
METRO GOLDWYN       
MAYER              COM        59161010       4,508,544     187,856    187,756        100               187,856
METROCALL INC      COM        59164710       1,220,157     406,719    406,719                          406,719
METROMEDIA FIBER    
NET                CL A       59168910      56,301,875   2,315,806  2,313,286      2,520             2,106,246              209,560
METROMEDIA INTL     
GROU               COM        59169510       1,759,374     470,421    470,421                          470,421
METTLER TOLEDO      
INTER              COM        59268810      12,012,396     273,009    271,909      1,100               273,009
MICHAEL FOOD        
INC NEW            COM        59407910       2,769,376     118,476    118,476                          118,476
MICHAELS STORES     
INC                COM        59408710      17,586,960     439,674    439,454        220               439,674
MICREL INC         COM        59479310      43,083,613     643,039    612,379     30,660               636,339                6,700
MICROS SYS INC     COM        59490110       1,845,185     122,506    122,506                          122,506
MICROSOFT CORP     COM        59491810   5,739,807,155  95,168,576 92,846,803  1,519,095   802,678  83,050,620  4,401,413 7,660,043
MICROVISION INC     
WASH               COM        59496010       2,504,379      65,582     65,582                           65,582
MICROSTRATEGY INC  CL A       59497210       5,080,796     186,028    184,998        530       500     185,528        500
MICROCHIP           
TECHNOLOGY         COM        59501710      31,536,155     953,849    952,574      1,275               943,574               10,275
MICROMUSE INC      COM        59509410      43,922,416     218,588    196,938     18,240     3,410     214,678      3,410       500
MICRON              
ELECTRONICS I      COM        59510010       2,513,529     279,281    279,281                          279,281
MICRON TECHNOLOGY   
IN                 COM        59511210     492,632,032  10,709,392 10,694,422     13,770     1,200   9,498,644    385,780   818,968
MICROSEMI CORP     COM        59513710       7,303,263     191,561    191,561                          191,561
MID-AMER APT        
CMNTYS             COM        59522J10       3,754,973     156,869    156,869                          156,869
MID ATLANTIC        
MED SVC            COM        59523C10       8,741,342     577,940    577,940                          577,940
MID-ATLANTIC        
RLTY TR            SH BEN INT 59523210         266,856      22,592     22,592                           22,592
MID-STATE           
BANCSHARES         COM        59544010       2,255,406      72,173     72,073        100                72,173
MIDAS GROUP INC    COM        59562610       1,578,640     112,760    112,660        100               112,760
MIDCOAST ENERGY     
RES                COM        59563W10       1,632,314      79,385     79,385                           79,385
MID AMER BANCORP   COM        59591510       1,545,163      59,145     59,145                           59,145
MIDLAND CO         COM        59748610         884,888      33,392     33,392                           33,392
MIDWEST EXPRESS     
HLDG               COM        59791110       1,886,054      93,717     93,617        100                93,717
MIDWAY GAMES INC   COM        59814810       1,475,558     210,794    210,794                          210,794
MILACRON INC       COM        59870910       6,435,340     483,424    483,224        200               483,424
                   Page Total            6,607,971,256                                   
                                                                                         



September 2000                                                     Page 50 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
MILLENNIUM          
PHARMACEU          COM        59990210     104,818,326     717,629    716,909        620       100     709,629        100     7,900
MILLENNIUM          
CHEMICALS          COM        59990310       7,117,876     480,548    480,548                          480,548
MILLER HERMAN INC  COM        60054410      20,212,077     630,406    629,766        640               623,406                7,000
MILLIPORE CORP     COM        60107310      37,796,602     780,325    776,729      2,996       600     699,491     31,270    49,064
MILLS CORP         COM        60114810       3,145,378     166,097    166,097                          166,097
MINE SAFETY         
APPLIANC           COM        60272010       1,645,053      74,565     74,565                           74,565
MINERALS            
TECHNOLOGIE        COM        60315810      42,513,936     924,216    924,116        100               352,717    570,099     1,400
MINIMED INC        COM        60365K10      37,593,627     420,628    420,328        300               415,528                5,100
MINNESOTA MNG       
& MFG              COM        60405910   2,513,078,328  27,578,363 26,935,351    344,018   298,994   7,661,372 19,335,429   581,562
MIPS TECHNOLOGIES   
IN                 CL A       60456710      11,574,198     251,613    251,413        200               251,613
MIPS TECHNOLOGIES   
IN                 CL B       60456720         954,068      24,781     24,343        438                24,656                  125
MIRAVANT MED        
TECHNOL            COM        60469010       1,956,282      89,944     89,944                           89,944
MISSISSIPPI VY      
BANCS              COM        60572010       1,096,029      42,462     42,462                           42,462
MITCHELL ENERGY     
& DE               CL A       60659220       9,104,230     195,265    195,015        250               195,265
MOBILE MINI INC    COM        60740F10       1,116,538      58,002     58,002                           58,002
MOCON INC          COM        60749410         287,500      50,000                40,000    10,000      40,000     10,000
MODEM MEDIA INC    CL A       60753310         272,397      63,172     63,172                           63,172
MODINE MFG CO      COM        60782810       7,322,381     259,917    259,517        400               257,817                2,100
MODIS               
PROFESSIONAL S     COM        60783010       5,052,744     974,117    973,517        600               967,317                6,800
MOHAWK INDS INC    COM        60819010      11,038,660     506,082    504,932      1,150               502,282                3,800
MOLECULAR DEVICES   
CO                 COM        60851C10      10,095,973     102,758    102,758                          102,758
MOLEX INC          COM        60855410     164,268,437   3,017,588  3,011,309      4,678     1,601   2,778,843     50,251   188,494
MOLEX INC          CL A       60855420         421,787      10,179      7,622      1,307     1,250       4,057      1,250     4,872
MONACO COACH CORP  COM        60886R10       2,183,527     132,335    132,335                          132,335
MONDAVI ROBERT      
CORP               CL A       60920010       2,425,931      59,350     59,150        200                59,350
MONTANA POWER CO   COM        61208510      32,042,670     960,080    947,356     11,924       800     950,180        800     9,100
MONY GROUP INC     COM        61533710      16,253,329     407,607    407,294        313               403,807                3,800
MOOG INC           CL A       61539420       1,231,931      40,894     40,394        500                40,894
MORGAN J P & CO     
INC                COM        61688010     688,475,156   4,214,079  3,912,721    173,322   128,036   3,816,621    153,306   244,152
MORGAN KEEGAN INC  COM        61741010       3,097,517     177,001    177,001                          177,001
MORGAN STANLEY      
DEAN               COM NEW    61744644   1,847,981,910  20,210,439 19,751,666    431,210    27,563  18,719,345    307,541 1,183,553
MORRISON MGMT       
SPECIA             COM        61845910       2,951,217      99,872     99,872                           99,872
MORTONS             
RESTAURANT G       COM        61942910       2,019,937      99,750     57,500     42,250                99,750
MOTIENT CORP       COM        61990810       3,223,438     228,208    228,208                          228,208
MOTOROLA INC       COM        62007610   1,142,854,964  40,455,043 38,293,019  1,444,473   717,551  36,032,952  1,254,179 3,167,912
MOVADO GROUP INC   COM        62458010         459,516      26,447     26,447                           26,447
MPOWER              
COMMUNICATION      COM        62473J10       2,994,645     343,462    343,462                          343,462
                   Page Total            6,740,678,115                                   
                                                                                         



September 2000                                                     Page 51 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
MP3 COM INC        COM        62473M10         521,042     132,345    132,345                          132,345
MUELLER INDS INC   COM        62475610       7,941,463     353,945    353,645        300               353,945
MULTEX COM INC     COM        62536710       2,049,811     119,697    119,497        200               119,697
MURPHY OIL CORP    COM        62671710      38,656,987     596,448    579,468      9,880     7,100     585,448      7,100     3,900
MUSICLAND STORES    
COR                COM        62758B10       4,335,792     613,961    613,961                          613,961
MUTUAL RISK MGMT    
LTD                COM        62835110         683,732      31,168     30,976        192                31,168
MYERS INDS INC     COM        62846410       1,526,411     120,313    120,313                          120,313
MYLAN LABS INC     COM        62853010      30,201,252   1,121,181  1,117,731      3,000       450   1,108,231        450    12,500
MYRIAD GENETICS     
INC                COM        62855J10      11,726,356     135,761    135,761                          135,761
MYPOINTS COM INC   COM        62855T10         757,878     137,796    137,696        100               137,796
NABI INC           COM        62871610       1,456,581     208,083    208,083                          208,083
NBC INTERNET INC   CL A       62873D10       1,291,473     196,811    196,686                  125     196,686        125
NBT BANCORP INC    COM        62877810       1,976,028     164,669    164,669                          164,669
NBTY INC           COM        62878210       6,466,937     990,191    990,191                          990,191
NCH CORP           COM        62885010       1,402,627      39,721     39,721                           39,321                  400
NCI BUILDING SYS    
INC                COM        62885210       1,791,884     122,522    122,122        400               122,522
NCO GROUP INC      COM        62885810       2,473,800     208,320    208,320                          206,520                1,800
NCR CORP NEW       COM        62886E10      60,850,019   1,609,278  1,573,724     35,083       471   1,511,014     23,571    74,693
NS GROUP INC       COM        62891610       1,783,149      89,786     89,786                           89,786
NL INDS INC        COM NEW    62915640       4,578,892     216,118    216,018        100               216,118
NPS                 
PHARMACEUTICALS    COM        62936P10       6,316,787     111,679    111,679                          111,679
NPC INTERNATIONAL   
IN                 COM        62936030         805,074      82,310     82,310                           82,310
NRG ENERGY INC     COM        62937710      15,684,050     429,700    399,277     30,423               429,700
NTL INC            COM        62940710      37,253,650     804,406    783,869      2,098    18,439     782,835     18,439     3,132
NUI CORP           COM        62943010       2,976,075      98,588     98,388        200                98,588
NVR INC            COM        62944T10      12,906,621     159,341    158,341      1,000               159,341
NABISCO GROUP       
HLDG C             COM        62952P10     157,891,824   5,540,064  5,527,138     12,926             5,096,811     81,970   361,283
NABISCO HLDGS       
CORP               CL A       62952610      15,582,877     289,914    289,414        500               288,114                1,800
NABORS INDS INC    COM        62956810      63,133,720   1,204,842  1,195,042      8,800     1,000   1,191,842      1,000    12,000
NACCO INDS INC     CL A       62957910       1,880,676      44,778     44,578        200                44,778
NANOGEN INC        COM        63007510       1,584,933      81,803     81,803                           81,803
NANOMETRICS INC    COM        63007710       9,431,203     176,492    171,792      4,700               176,492
NATIONAL            
AUSTRALIA B        SPONSORED  63252540         950,437      13,700     13,700                           13,700
NATIONAL CITY       
CORP               COM        63540510     244,545,036  11,052,883 10,697,015     40,604   315,264   9,707,794    464,824   880,265
NATIONAL COMM       
BANCOR             COM        63544910      35,774,992   1,794,402  1,793,902        500             1,777,472               16,930
NATIONAL DATA       
CORP               COM        63562110       7,909,791     241,064    240,864        200               241,064
NATIONAL DISC       
BROKER             COM        63564610       2,912,749      94,151     93,951        200                94,151
                   Page Total              800,012,609                                   
                                                                                         



September 2000                                                     Page 52 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
NATIONAL FUEL GAS   
CO                 COM        63618010      21,890,697     390,473    389,013      1,160       300     385,773        300     4,400
NATIONAL GOLF       
PPTYS              COM        63623G10       1,952,300      94,657     94,657                           94,657
NATIONAL HEALTH     
INVS               COM        63633D10       1,822,810     270,046    270,046                          270,046
NATIONAL INFO       
CONSOR             COM        63649110         451,076     113,650    113,650                          113,650
NATIONAL INSTRS     
CORP               COM        63651810       6,258,954     141,846    141,746        100               141,846
NATIONAL-OILWELL    
INC                COM        63707110      11,109,625     355,508    355,208        300               354,808                  700
NATIONAL PENN       
BANCSH             COM        63713810       2,446,141     127,178    127,178                          127,178
NATIONAL PRESTO     
INDS               COM        63721510       1,566,722      52,334     52,234        100                52,334
NATIONAL            
PROCESSING         COM        63722910         921,556      66,123     66,123                           66,123
NATIONAL            
SEMICONDUCT        COM        63764010     152,352,770   3,785,162  3,779,397      5,765             3,544,732     45,050   195,380
NATIONAL SVC        
INDS IN            COM        63765710      16,318,190     834,178    833,328        550       300     782,898     12,480    38,800
NATIONAL STL CORP  CL B       63784430         359,505     119,835    119,835                          119,835
NATIONAL WESTN      
LIFE               CL A       63852210       1,811,057      24,809     24,809                           24,809
NATIONSRENT INC    COM        63858810       2,149,987     546,098    257,298    288,800               546,098
NATIONWIDE FINL   
SVCS               CL A       63861210       6,541,148     175,014    174,914        100               175,014
NATIONWIDE HEALTH 
PP                 COM        63862010       5,939,895     372,711    372,711                          372,711
NATURAL           
MICROSYSTEMS       COM        63888210      13,140,132     244,254    239,734      4,520               244,254
NAUTICA           
ENTERPRISES        COM        63908910       2,750,082     212,575    212,575                          212,575
NAVISTAR INTL     
CORP N             COM        63934E10      34,537,837   1,153,684  1,152,729        955             1,046,267     13,900    93,517
NAVISITE INC       COM        63935M10       1,794,192      66,607     66,607                           66,607
NAVIGANT          
CONSULTING         COM        63935N10       1,411,544     410,691    410,691                          407,791                2,900
NEIMAN MARCUS     
GROUP              CL A       64020420      19,236,503     593,042    592,742        300               589,642                3,400
NEOFORMA COM INC   COM        64047510         207,274      55,734     55,734                           55,734
NEON              
COMMUNICATIONS     COM        64050610       1,851,618      53,093     53,093                           53,093
NEON SYS INC       COM        64050910         371,888      33,808     33,608        200                33,808
NEORX CORP         COM PAR $0 64052030       2,695,490     110,020    110,020                          110,020
NEOSE             
TECHNOLOGIES I     COM        64052210       3,005,296      62,125     62,125                           62,125
NETBANK INC        COM        64093310       2,108,182     178,478    178,478                          178,478
NETWORKS ASSOCS   
INC                COM        64093810      27,169,412   1,200,858  1,198,364      2,494             1,188,310               12,548
NET GENESIS CORP   COM        64107E10         250,750      28,865     28,865                           28,865
NET PERCEPTIONS   
INC                COM        64107U10         492,795     104,428    104,028        400               104,428
NET2PHONE          COM        64108N10       1,494,765      66,434     66,434                           66,434
NETCENTIVES INC    COM        64108P10       1,350,327     176,375    176,375                          176,375
NETCREATIONS INC   COM        64110N10         229,236      21,450     21,450                           21,450
NETEGRITY INC      COM        64110P10      13,237,560     189,108    189,108                          189,108
NETGURU COM INC    COM        64111K10         396,831      23,343     23,343                           23,343
NETOPIA INC        COM        64114K10       3,509,594     319,054    318,854        200               319,054
                   Page Total              365,133,741                                   
                                                                                         



September 2000                                                     Page 53 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
NETOBJECTS INC     COM        64114L10         226,518      72,486     72,486                           72,486
NETRO CORP         COM        64114R10      16,627,920     280,640    280,440        200               280,640
NETMANAGE INC      COM        64114410         487,200     229,271    229,271                          229,271
NETSOL            
INTERNATIONAL      COM        64115A10         248,488      16,429     16,429                           16,429
NETSPEAK CORP      COM        64115D10         221,081      19,544      8,544               11,000       8,544     11,000
NETSOLVE INC       COM        64115J10         206,496      28,982     28,982                           28,982
NETIQ CORP         COM        64115P10      10,888,933     165,770    165,570        200               165,770
NETSCOUT SYS INC   COM        64115T10       2,173,196      91,503     91,503                           91,503
NETSILICON INC     COM        64115X10         587,031      28,038     27,938        100                28,038
NETRATINGS INC     COM        64116M10         639,281      34,095     34,095                           34,095
NETWORK APPLIANCE 
IN                 COM        64120L10     689,551,695   5,413,556  5,406,786      6,645       125   4,888,563    211,545   310,148
NETWORK ACCESS    
SOLUT              COM        64120S10         388,224      94,115     93,915        200                94,115
NETWORK EQUIP     
TECHNO             COM        64120810       1,553,921     145,403    145,403                          145,403
NETWORK ENGINES   
INC                COM        64121A10         654,418      15,986     15,986                           15,986
NETWORK           
PERIPHERALS        COM        64121R10       1,976,794     116,282    116,282                          116,282
NETWORK PLUS CORP  COM        64122D50       1,895,576     219,777    219,777                          219,777
NET2000           
COMMUNICATIO       COM        64122G10         382,984      60,076     59,340        736                60,076
NETZERO INC        COM        64122R10         352,465     165,866    165,866                          165,866
NETWORK COMM INC   COM        64122T10       1,021,676     182,638    182,638                          182,638
NEUBERGER BERMAN  
INC                COM        64123410      12,878,038     209,399    209,399                          208,999                  400
NEUROGEN CORP      COM        64124E10       3,047,324      97,906     97,906                           97,906
NEUROCRINE        
BIOSCIENC          COM        64125C10       5,873,940     130,532    130,532                          130,532
NEW ENGLAND       
BUSINESS           COM        64387210       1,609,536      88,802     88,802                           88,802
NEW ERA OF        
NETWORKS           COM        64431210       6,240,764     256,526    183,451     72,600       475     256,051        475
NEW FOCUS INC      COM        64438310       1,601,954      20,262     20,259          3                20,262
NEW JERSEY RES     COM        64602510       5,007,478     123,261    121,961        300     1,000     122,261      1,000
NEW PLAN EXCEL    
RLTY               COM        64805310       9,940,525     726,275    726,275                          726,275
NEW YORK TIMES CO  CL A       65011110     167,749,100   4,267,122  4,029,853    237,269             3,936,863     41,670   288,589
NEWELL RUBBERMAID 
IN                 COM        65122910     107,666,366   4,719,725  4,703,220     15,027     1,478   4,269,515     72,965   377,245
NEWFIELD EXPL CO   COM        65129010      10,339,909     221,473    221,213        260               221,073                  400
NEWHALL LAND &    
FARMI              DEPOSITARY 65142610         296,352      12,600     12,600                           12,600
NEWMONT MINING    
CORP               COM        65163910      51,735,709   3,043,277  3,022,723     20,554             2,767,889     38,724   236,664
NEWPARK RES INC    COM PAR $. 65171850       4,696,807     507,763    507,763                          507,763
NEWPORT CORP       COM        65182410      21,600,769     135,627    135,627                          135,327                  300
NEWPORT NEWS      
SHIPBUI            COM        65222810      19,258,413     443,998    422,523     21,475               441,798                2,200
NEWS CORP LTD      ADR NEW    65248770       1,347,730      24,040     24,040                           24,040
NEWS CORP LTD      SP ADR PFD 65248780       1,046,578      22,327     22,327                           22,327
                   Page Total            1,162,021,189                                   
                                                                                         



September 2000                                                     Page 54 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
NEXELL            
THERAPEUTICS       COM NEW    65332H20         326,276      35,515     35,515                           35,515
NEXTCARD INC       COM        65332K10       1,836,051     201,897    201,897                          201,897
NEXTEL            
COMMUNICATION      CL A       65332V10     588,942,849  12,597,708 12,442,367    112,141    43,200  10,952,407    561,510 1,075,591
NEXTEL PARTNERS   
INC                CL A       65333F10       6,923,420     237,714    237,114        600               237,314                  400
NEXTLINK          
COMMUNICATI        CL A       65333H70      59,928,598   1,703,146  1,652,625     46,561     3,960   1,693,936      3,960     5,250
NEXT LEVEL        
COMM INC           COM        65333U10       7,193,408     108,785    108,085        700               108,585                  200
NHANCEMENT        
TECHNOLOG          COM        65334P10         759,628      44,684     44,684                           44,684
NIAGARA MOHAWK    
HLDGS              COM        65352010      46,588,736   2,958,015  2,949,695      8,320             2,729,120     42,860   186,035
NICOR INC          COM        65408610      31,043,271     857,857    857,387        470               802,397     10,760    44,700
NIKE INC           CL B       65410610     166,905,703   4,166,185  4,155,730      4,055     6,400   3,692,106     75,370   398,709
NIKU CORP          COM        65411310       1,213,899      49,801     49,761         40                49,801
99 CENTS ONLY     
STORES             COM        65440K10       5,265,720     104,922    104,722        200               104,922
NIPPON TELEG      
& TEL C            SPONSORED  65462410       2,663,395      54,355     41,020     13,335                47,555                6,800
NISOURCE INC       COM        65473P10      26,286,316   1,078,413  1,075,643      2,770             1,067,913               10,500
NISSAN MOTORS      SPONSORED  65474440         548,163      49,000     49,000                           49,000
NOBLE AFFILIATES  
INC                COM        65489410      20,146,029     542,654    522,848      1,725    18,081     519,873     18,081     4,700
NOKIA CORP         SPONSORED  65490220      14,182,228     356,230    338,250     17,980               348,830                7,400
NOBLE DRILLING    
CORP               COM        65504210      73,554,291   1,463,767  1,448,282      7,285     8,200   1,442,967      8,200    12,600
NORDSON CORP       COM        65566310       9,055,648     318,446    318,346        100               316,146                2,300
NORDSTROM INC      COM        65566410      34,013,692   2,185,689  2,179,484      6,205             2,024,809     29,360   131,520
NORFOLK SOUTHERN  
COR                COM        65584410     101,101,440   6,912,919  6,774,370     73,518    65,031   6,215,986    163,781   533,152
NORTEK INC         COM        65655910       2,310,630     132,036    131,536        500               132,036
NORTEL NETWORKS   
CORP               COM        65656810   2,500,404,242  41,979,857 41,966,587     13,270            36,914,047  2,041,644 2,992,066
NORTH FORK        
BANCORPOR          COM        65942410      36,010,209   1,665,212  1,647,547      6,265    11,400   1,639,812     11,400    14,000
NORTH PITTSBURGH  
SYS                COM        66156210       1,430,502     104,991    104,991                          104,991
NORTHEAST UTILS    COM        66439710      28,601,292   1,318,822  1,310,043      8,531       248   1,303,974        248    14,600
NORTHERN TR CORP   COM        66585910     439,156,260   4,941,280  3,715,435    953,822   272,023   4,383,037    327,863   230,380
NORTHPOINT        
COMMUNICA          COM        66661010       4,782,835     538,911    487,056     50,830     1,025     537,686      1,025       200
NORTHROP GRUMMAN  
COR                COM        66680710     519,384,703   5,715,375  5,712,821      2,554             1,251,722  4,383,127    80,526
NORTHWEST AIRLS   
CORP               CL A       66728010      43,016,585   1,751,347    259,351  1,491,996               275,917  1,473,630     1,800
NORTHWEST         
BANCORP IN         COM        66732810         951,952     113,666    113,666                          113,666
NORTHWEST NAT     
GAS CO             COM        66765510       4,590,608     201,785    201,785                          201,785
NORTHWESTERN CORP  COM        66807410       3,164,908     162,303    162,303                          162,303
NOVA CORP GA       COM        66978410       9,921,214     579,341    517,996     58,945     2,400     571,441      2,400     5,500
NOVARTIS A G       SPONSORED  66987V10       2,260,713      58,436     58,436                           58,436
NOVADIGM INC       COM        66993710       1,193,506      77,080     77,080                           77,080
NUANCE            
COMMUNICATION      COM        66996710       5,049,158      41,493     41,493                           41,493
                   Page Total            4,800,708,078                                   
                                                                                              



September 2000                                                     Page 55 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
NOVELL INC         COM        67000610      58,190,108   5,855,903  5,847,403      8,500             5,277,783     79,460   498,660
NOVELLUS SYS INC   COM        67000810     163,442,770   3,510,218  3,508,588      1,630             3,351,607     30,800   127,811
NOVEN             
PHARMACEUTICAL     COM        67000910      10,830,498     253,345    253,345                          253,345
NOVOSTE CORP       COM        67010C10       4,860,342     114,361    114,161        200               114,361
NU SKIN           
ENTERPRISES        CL A       67018T10       2,114,825     319,219    319,219                          319,219
NSTAR              COM        67019E10      20,985,746     521,385    508,595      6,140     6,650     509,935      6,650     4,800
NUCENTRIX         
BROADBAND          COM        67019810       1,351,052      52,724     52,724                           52,724
NUCOR CORP         COM        67034610      47,642,868   1,581,506  1,522,158     22,898    36,450   1,402,546     58,870   120,090
NUEVO ENERGY CO    COM        67050910       2,211,725     120,366    120,266        100               120,366
NUMERICAL         
TECHNOLOGI         COM        67053T10       1,238,973      43,002     43,002                           43,002
NVEST L P          UNIT LTD P 67065F10         882,000      22,400     22,400                           22,400
NVIDIA CORP        COM        67066G10      34,895,043     426,199    420,979      5,220               420,999                5,200
NYFIX INC          COM        67071210       6,176,484     138,022    138,022                          138,022
O CHARLEYS INC     COM        67082310       1,373,957     111,595    111,595                          111,595
OGE ENERGY CORP    COM        67083710      17,491,269     820,724    811,778      7,746     1,200     814,024      1,200     5,500
OM GROUP INC       COM        67087210       7,501,449     171,953    171,517        436               171,953
OSI               
PHARMACEUTICALS    COM        67104010      10,087,560     144,108    144,008        100               144,108
OTG SOFTWARE      
INC                COM        67105910       2,188,161      53,533     53,494         39                53,533
OAK TECHNOLOGY    
INC                COM        67180210       7,899,247     288,557    288,557                          288,557
OAKLEY INC         COM        67366210       6,510,461     370,713    370,713                          370,713
OBJECTIVE SYS     
INTEGR             COM        67442410       1,041,336     119,873    119,873                          119,873
OCCIDENTAL PETE   
CORP               COM        67459910     177,344,014   8,130,571  8,117,706     12,865             7,410,868    167,346   552,357
OCEAN ENERGY      
INC TEX            COM        67481E10      24,080,160   1,559,899  1,550,099      9,700       100   1,545,689        100    14,110
OCEANEERING       
INTL INC           COM        67523210       2,603,724     156,615    144,015      2,600    10,000     146,615     10,000
OCEANFIRST FINL   
CORP               COM        67523410       2,058,462      99,203     99,203                           99,203
OCULAR SCIENCES   
INC                COM        67574410       1,342,080     111,840    111,740        100               111,840
OCWEN FINL CORP    COM        67574610       1,800,476     306,464    263,864               42,600     263,864     42,600
OFFICEMAX INC      COM        67622M10       4,138,139   1,161,746  1,161,746                        1,153,946                7,800
OFFICE DEPOT INC   COM        67622010      53,711,007   6,875,449  6,862,677     12,772             5,023,022  1,550,013   302,414
OFFSHORE          
LOGISTICS I        COM        67625510       2,653,633     148,455    147,355      1,100               148,455
OGDEN CORP         COM        67634610       6,946,795     512,225    512,025        200               508,725                3,500
OHIO CAS CORP      COM        67724010       4,121,113     649,608    646,678      2,930               645,308                4,300
OLD KENT FINL CORP COM        67983310      66,075,874   2,283,439  2,275,533      7,906             2,124,321     33,430   125,688
OLD NATL BANCORP  
IND                COM        68003310       9,250,601     305,805    305,505        300               305,280                  525
OLD REP INTL CORP  COM        68022310      28,836,478   1,198,424  1,189,473      8,951             1,179,574               18,850
OLD SECOND        
BANCORP I          COM        68027710         242,688      10,112     10,112                           10,112
OLIN CORP          COM PAR $1 68066520     149,859,861   9,258,038  9,257,938        100               438,394  8,816,444     3,200
                   Page Total              943,980,979                                   
                                                                                         



September 2000                                                     Page 56 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
OMNICARE INC       COM        68190410      15,869,676     984,166    982,316      1,850               977,666                6,500
OMNICOM GROUP INC  COM        68191910     230,865,735   3,165,276  3,147,781     14,895     2,600   2,778,823    126,050   258,503
OMEGA FINL CORP    COM        68209210       1,804,503      59,653     59,653                           59,653
OMNOVA SOLUTIONS  
INC                COM        68212910       1,317,454     236,867    236,867                          236,867
ON ASSIGNMENT INC  COM        68215910       7,848,613     250,155    250,155                          250,155
ON COMMAND CORP    COM        68216010         858,601      69,913     69,913                           69,913
ON SEMICONDUCTOR  
COR                COM        68218910       1,255,649     115,462    115,462                          115,462
ONEIDA LTD         COM        68250510       1,420,467     102,376    102,376                          102,376
ONEOK INC NEW      COM        68268010      30,093,691     757,074    755,676        250     1,148     719,546      7,228    30,300
ON2 COM INC        COM        68338A10         205,997      82,730     82,730                           82,730
ONYX SOFTWARE     
CORP               COM        68340210       2,726,707     132,204    132,204                          132,204
OPEN MKT INC       COM        68370M10       1,600,920     254,883    254,883                          254,883
OPTICAL CABLE     
CORP               COM        68382710       1,198,421      49,166     49,166                           49,166
ORACLE CORP        COM        68389X10   3,979,849,466  50,537,771 50,215,151    263,717    58,903  44,366,374  1,983,447 4,157,750
ORATEC            
INTERVENTIONS      COM        68554M10         349,492      28,530     28,530                           28,530
ORBITAL SCIENCES  
COR                COM        68556410       2,201,125     262,821    261,121        100     1,600     261,221      1,600
ORCHID            
BIOSCIENCES I      COM        68571P10       1,630,980      47,970     47,970                           47,970
ORGANOGENESIS INC  COM        68590610       3,923,871     266,930    264,087                2,843     264,087      2,843
O REILLY          
AUTOMOTIVE         COM        68609110       3,928,450     268,612    268,612                          268,612
ORGANIC INC        COM        68617E10         282,775      62,839     62,839                           62,839
ORIENTAL FINL     
GROUP              COM        68618W10       1,205,078      77,747     77,747                           77,747
ORTHODONTIC CTRS  
AME                COM        68750P10      10,293,108     308,991    308,991                          308,991
OSHKOSH B GOSH    
INC                CL A       68822220       1,288,394      84,657     84,657                           84,657
OSHKOSH TRUCK     
CORP               COM        68823920       8,124,015     209,652    178,333     31,319               209,652
OSICOM            
TECHNOLOGIES       COM PAR $0 68827150       1,663,348      67,206     67,106        100                67,206
OTTER TAIL PWR CO  COM        68964810       3,905,766     168,898    164,898                4,000     164,898      4,000
OUTBACK           
STEAKHOUSE I       COM        68989910      19,380,948     714,505    710,220      3,860       425     707,180        425     6,900
OVERSEAS          
SHIPHOLDING        COM        69036810       8,073,352     294,917    294,917                          292,517                2,400
OWENS CORNING      COM        69073F10       2,629,617   1,001,759  1,000,819        940               976,666        700    24,393
OWENS & MINOR     
INC NE             COM        69073210       8,896,151     564,835    564,835                          564,835
OWENS ILL INC      COM NEW    69076840     161,853,456  17,497,671  9,766,409  7,731,262             2,474,113 14,810,752   212,806
OXFORD HEALTH     
PLANS              COM        69147110      47,214,031   1,536,215  1,535,415        800             1,527,115                9,100
P C CONNECTION     COM        69318J10       2,280,798      40,014     40,014                           40,014
PC-TEL INC         COM        69325Q10       1,751,097      75,316     75,316                           75,316
P-COM INC          COM        69326210       3,760,509     567,624    567,424        200               567,624
PECO ENERGY CO     COM        69330410     155,495,963   2,567,550  2,556,997     10,053       500   2,463,010      9,500    95,040
PG&E CORP          COM        69331C10     643,733,836  26,614,869 26,600,416     10,040     4,413   7,231,033 18,807,902   575,934
                   Page Total            5,370,782,060                                   
                                                                                         



September 2000                                                     Page 57 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
PFF BANCORP INC    COM        69331W10       3,540,878     162,799    162,799                          162,799
PE CORP            COM PE BIO 69332S10     420,058,108   3,605,649  3,594,864     10,785             3,157,104    145,160   301,185
PE CORP            CELERA GEN 69332S20      34,052,622     341,808    336,629      5,079       100     315,485        100    26,223
P F CHANGS CHINA  
BIS                COM        69333Y10       1,662,086      48,090     47,990        100                48,090
PICO HLDGS INC     COM NEW    69336620       1,254,670      96,055     96,055                           96,055
PLX TECHNOLOGY    
INC                COM        69341710       2,883,069     107,277    107,277                          107,277
PMA CAP CORP       CL A       69341920       2,058,606     114,367    114,367                          114,367
PMC-SIERRA INC     COM        69344F10     155,875,009     724,158    722,938      1,220               721,508                2,650
PMI GROUP INC      COM        69344M10      64,029,237     945,081    939,881      5,200               932,431               12,650
PNC FINL SVCS     
GROUP              COM        69347510     347,187,100   5,341,340  5,232,114     70,266    38,960   4,797,731    111,540   432,069
PPG INDS INC       COM        69350610     123,059,981   3,100,763  3,083,890      6,965     9,908   2,798,843     54,738   247,182
PPL CORP           COM        69351T10     147,228,243   3,526,425  3,518,910      5,115     2,400   3,218,479     38,620   269,326
PRI AUTOMATION    
INC                COM        69357H10       2,673,698     146,504    146,104        400               146,504
PS BUSINESS PKS   
INC                COM        69360J10       4,384,061     160,883    160,883                          160,883
PSS WORLD MED INC  COM        69366A10       2,652,365     731,687    731,687                          726,687                5,000
PAC-WEST TELECOM  
INC                COM        69371Y10         966,830     105,954    105,814        140               105,954
PACCAR INC         COM        69371810      48,435,475   1,306,877  1,305,437      1,440             1,206,919     17,060    82,898
PACIFIC CAP       
BANCORP            COM        69404P10       4,425,841     165,452    165,452                          165,452
PACIFIC CENTY     
FINL C             COM        69405810      13,134,720     766,991    764,491      2,500               759,687                7,304
PACIFIC GULF      
PPTYS I            COM        69439610       4,748,446     177,512    177,512                          177,512
PACIFIC           
NORTHWEST BA       COM        69466M10       1,357,375     104,922    104,922                          104,922
PACIFIC SUNWEAR   
CALI               COM        69487310       4,155,956     221,651    221,651                          221,651
PACIFICARE        
HEALTH SY          COM        69511210      30,800,578     884,769    883,999        770               854,503               30,266
PACKAGING CORP    
AMER               COM        69515610       4,008,614     362,377    362,377                          362,377
PACKARD           
BIOSCIENCE I       COM        69517220       1,702,408      87,303     87,303                           87,303
PACKETEER INC      COM        69521010       9,029,423     238,011    184,651     53,360               238,011
PACTIV CORP        COM        69525710      34,852,673   3,115,462  3,111,592      3,870             2,934,510     35,100   145,852
PAIN              
THERATEUTICS IN    COM        69562K10         202,082      10,200     10,200                           10,200
PAINE WEBBER      
GROUP I            COM        69562910     164,621,678   2,416,465  2,413,035      3,430             2,178,457     36,630   201,378
PALL CORP          COM        69642930      42,411,501   2,127,276  2,118,987      3,200     5,089   1,974,514     33,335   119,427
PALM HARBOR HOMES  COM        69663910       1,667,091     121,243    121,243                          121,243
PALM INC           COM        69664210     526,424,108   9,944,351  9,736,045    206,805     1,501   8,540,671    589,501   807,979
PANAMSAT CORP NEW  COM        69793310       5,100,913     159,718    159,568        150               159,218                  500
PAN PACIFIC       
RETAIL P           COM        69806L10       2,026,940     101,347    101,347                          101,347
PAPA JOHNS INTL   
INC                COM        69881310       5,886,086     234,861    234,561        300               233,161                1,700
PARADIGM          
GENETICS IN        COM        69900R10         646,320      27,071     27,071                           27,071
PARADYNE          
NETWORKS IN        COM        69911G10         674,533     124,775    124,775                          124,775
                   Page Total            2,219,879,324                                   
                                                                                         



September 2000                                                     Page 58 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
PARAMETRIC        
TECHNOLOG          COM        69917310      52,100,040   4,763,650  4,756,910      6,740             4,302,875     68,110   392,665
PAREXEL INTL      
CORP               COM        69946210       1,554,471     182,879    182,879                          182,879
PARK              
ELECTROCHEMICAL    COM        70041620       4,460,401      80,187     80,087        100                80,187
PARK NATL CORP     COM        70065810       6,435,168      67,033     67,033                           67,033
PARK PL ENTMT     
CORP               COM        70069010      40,820,242   2,698,859  2,693,739      5,120             2,545,882              152,977
PARKER DRILLING   
CO                 COM        70108110       3,795,197     542,171    438,171              104,000     438,171    104,000
PARKER HANNIFIN   
CORP               COM        70109410      69,443,662   2,057,590  1,996,354     33,769    27,467   1,835,737     56,767   165,086
PARKERVISION      
INC                COM        70135410       2,742,932      56,996     56,996                           56,996
PARKWAY PPTYS     
INC                COM        70159Q10       2,533,147      83,054     83,054                           83,054
PATINA OIL &      
GAS COR            COM        70322410       5,147,220     257,361    257,361                          257,361
PATTERSON         
DENTAL CO          COM        70341210       5,663,857     251,727    251,507        220               251,127                  600
PATTERSON         
ENERGY INC         COM        70341410      12,475,065     362,911    362,811        100               362,911
PAXAR CORP         COM        70422710       2,457,889     275,024    275,024                          275,024
PAXSON            
COMMUNICATION      COM        70423110       2,797,398     243,252    242,752        500               243,252
PAYCHEX INC        COM        70432610     388,296,877   7,396,131  6,412,491    939,632    44,008   6,518,090    297,673   576,368
PAYLESS           
SHOESOURCE I       COM        70437910      16,902,872     301,837    300,387      1,426        24     300,204         24     1,609
PECHINEY           SPONSORED  70515120         225,400      11,200     11,200                           11,200
PEDIATRIX MED     
GROUP              COM        70532410         201,351      15,564     15,564                           15,564
PEGASUS           
COMMUNICATIO       CL A       70590410       7,334,099     151,807    151,807                          151,407                  400
PEGASUS SOLUTIONS 
IN                 COM        70590610       3,117,889     159,385    159,285        100               159,385
PENN ENGR & MFG   
CORP               COM NON VT 70738930       1,144,086      36,393     36,393                           36,393
PENN NATL         
GAMING INC         COM        70756910         566,283      37,209     37,209                           37,209
PENN VA CORP       COM        70788210         894,686      34,411     34,411                           34,411
PENNACO ENERGY    
INC                COM        70804610       1,615,788      92,995     92,995                           92,995
PENNEY J C INC     COM        70816010     498,921,480  42,238,527 42,219,756      9,566     9,205   4,066,929 37,917,736   253,862
PENNSYLVANIA      
RL ESTA            SH BEN INT 70910210       1,933,519     110,886    110,886                          110,886
PENNZOIL-QUAKER   
STAT               COM        70932310       8,590,165     818,111    816,606      1,100       405     811,474        405     6,232
PENTAIR INC        COM        70963110      11,414,519     426,711    426,411        300               422,711                4,000
PENTON MEDIA INC   COM        70966810       4,380,145     159,278    159,078        200               159,278
PEOPLEPC INC       COM        70977610         266,137      45,300     45,300                           45,300
PEOPLES BK        
BRIDGEPOR          COM        71019810       4,730,967     224,621    215,771      2,250     6,600     218,021      6,600
PEOPLES ENERGY    
CORP               COM        71103010      23,427,047     701,934    701,194        740               656,594      8,140    37,200
PEOPLESOFT INC     COM        71271310     126,216,013   4,517,880  4,513,735      4,145             4,076,018     65,230   376,632
PEP BOYS MANNY    
MOE &              COM        71327810       1,844,730     368,946    368,946                          368,946
PEPSI BOTTLING    
GROUP              COM        71340910      92,754,016   3,085,424  3,084,924        500             1,740,261  1,330,063    15,100
PEPSI AMERICAS    
INC                CL B       71343P10         465,230     132,923    132,923                          132,923
PEPSI CO          
INC                COM        71344810   1,887,681,944  41,036,564 38,623,864  1,546,652   866,048  24,681,849 14,838,401 1,500,714
                   Page Total            3,295,351,932                                   
                                                                                          



September 2000                                                     Page 59 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                            
PER-S E           
TECHNOLOGIES       COM NEW    71356930       2,531,716     199,552    199,552                          199,552
PEREG RINE        
SYSTEMS IN         COM        71366Q10      12,396,576     654,622    653,950        672               652,522                2,100
PERFI CIENT INC    COM        71375U10         354,600      19,700      5,700               14,000       5,700     14,000
PERFO RMANCE      
FOOD GRO           COM        71375510       3,338,767      88,738     88,638        100                88,738
PERIC OM          
SEMICONDUCTO       COM        71383110       9,913,363     263,920    263,920                          263,920
PERKI NELMER INC   COM        71404610      93,034,447     891,348    889,318      2,030               825,138     10,200    56,010
PEROT  SYS CORP    CL A       71426510       4,487,910     417,480    417,480                          417,480
PERRI GO CO        COM        71429010       4,423,845     646,383    646,383                          641,283                5,100
PERSI STENCE      
SOFTWARE           COM        71532910         818,721      74,858     69,177      5,681                74,858
PETCO  ANIMAL     
SUPPLIE            COM        71601610       6,924,263     317,452    317,352        100               317,452
PETSM ART INC      COM        71676810       3,700,902     789,610    781,610                8,000     781,610      8,000
PHARM ACYCLICS    
INC                COM        71693310       5,525,694     111,349    110,349      1,000               111,349
PFIZE R INC        COM        71708110   5,534,543,286 123,162,278115,808,857  4,316,575 3,036,846 103,785,211 10,160,314 9,148,953
PHARM ACEUTICAL   
PROD               COM        71712410       3,536,889     133,156    132,956        200               133,156
PHARM ACOPEIA INC  COM        71713B10       3,879,978     152,156    152,156                          152,156
PHARM ACIA CORP    COM        71713U10   1,622,883,652  26,964,023 21,600,339  5,311,502    52,182  19,593,742  5,499,607 1,870,674
PHELP S DODGE CORP COM        71726510      57,786,509   1,384,108  1,382,898        710       500   1,254,873     21,175   108,060
PHILA DELPHIA     
CONS HL            COM        71752810       1,133,763      54,312     54,312                           54,312
PHILA DELPHIA     
SUBN CO            COM PAR $0 71800960       5,568,566     240,159    240,159                          240,159
PHILI P MORRIS    
COS IN             COM        71815410   1,219,992,179  41,444,175 40,769,182    342,075   332,918  38,826,114    800,488 1,817,573
PHILIPS INTL      
RLTY CO            COM        71833310         208,621      12,094     12,094                           12,094
PHILLIPS PETE CO   COM        71850710     283,832,306   4,523,224  4,478,202     16,854    28,168   4,166,244     87,108   269,872
PHILLIPS VAN      
HEUSEN             COM        71859210      15,179,387   1,472,012    150,777  1,321,235               150,777  1,321,235
PHOENIX INVT      
PARTNER            COM        71908510       5,035,934     324,899    324,899                          324,899
PHOENIX TECHNOLOGY
L                  COM        71915310       3,098,519     194,423    194,423                          194,423
PHONE COM INC      COM        71920Q10      19,736,321     173,697    149,402     23,595       700     172,697        700       300
PHOTON DYNAMICS   
INC                COM        71936410       6,150,985     162,940    131,250     31,690               162,940
PHOTRONICS INC     COM        71940510       4,019,515     184,280    184,180        100               184,280
PIEDMONT NAT GAS  
INC                COM        72018610       6,939,502     226,596    225,846        750               226,596
PIER 1 IMPORTS    
INC                COM        72027910      12,665,714     933,912    933,712        200               933,912
PILGRIMS PRIDE    
CORP               CL B       72146710         763,131     111,001    111,001                          111,001
PILOT NETWORK     
SVCS I             COM        72159610       1,720,859     165,866    127,796     38,070               165,866
PINNACLE ENTMT INC COM        72345610       3,453,965     158,803    158,803                          158,803
PINNACLE HLDGS INC COM        72346N10       5,005,739     188,009    186,309      1,700               187,509                  500
PINNACLE SYS INC   COM        72348110       3,715,965     330,308    330,208        100               330,308
PINNACLE WEST     
CAP CO             COM        72348410      74,581,071   1,465,967  1,464,727      1,240             1,364,367     20,000    81,600
PIONEER GROUP INC  COM        72368410       7,666,874     174,370    174,170        200               174,370
                   Page Total            9,050,550,034                                   
                                                                                         



September 2000                                                     Page 60 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
PIONEER NAT RES   
CO                 COM        72378710      16,515,952   1,164,161  1,163,761        400             1,153,461               10,700
PIONEER STD       
ELECTRS            COM        72387710       2,671,646     196,995    196,995                          196,995
PITNEY BOWES INC   COM        72447910     173,112,734   4,389,602  4,359,636     25,166     4,800   4,050,121     69,960   269,521
PITTSTON CO        COM BRINKS 72570110       8,892,582     573,715    572,960        755               570,015                3,700
PIXELWORKS INC     COM        72581M10       2,173,001      45,568     45,568                           45,568
PIVOTAL CORP       COM        72581R10       2,399,250      45,700     45,700                           45,700
PIXAR              COM        72581110       5,564,499     173,214    173,114        100               170,514                2,700
PLACER DOME INC    COM        72590610      42,117,670   4,463,036  4,462,536        500             4,067,836     76,050   319,150
PLAINS RES INC     COM PAR $0 72654050       2,294,935     121,586    121,486        100               121,586
PLANTRONICS INC   
NEW                COM        72749310      14,576,116     383,582    383,482        100               383,582
PLAYBOY           
ENTERPRISES        CL B       72811730       2,128,567     142,503    139,953      2,550               142,503
PLAYTEX PRODS INC  COM        72813P10       2,570,480     217,616    217,516        100               217,616
PLEXUS CORP        COM        72913210      22,130,655     313,910    313,800        110               313,910
PLUG POWER INC     COM        72919P10       1,662,616      44,634     44,634                           44,634
PLUM CREEK        
TIMBER CO          COM        72925110       5,573,983     249,820    249,820                          249,320                  500
POGO PRODUCING CO  COM        73044810       7,411,504     292,079    291,729        350               292,079
POHANG IRON &     
STL LT             SPONSORED  73045010         545,712      29,300     29,300                                      29,300
POLARIS INDS INC   COM        73106810       9,492,860     269,301    269,001        300               269,301
POLAROID CORP      COM        73109510     111,953,711   8,331,749  8,320,657     11,092               834,956  7,452,543    44,250
POLO RALPH        
LAUREN CO          CL A       73157210       9,475,372     587,620    587,520        100               587,620
POLYCOM INC        COM        73172K10      33,077,194     493,918    493,708        210               488,318                5,600
POLYMEDICA CORP    COM        73173810       5,109,370     119,169    118,669        500               119,169
POLYMER GROUP INC  COM        73174510       1,066,454     144,604    144,604                          144,604
POLYONE CORP       COM        73179P10      46,755,838   6,394,398    647,824  5,746,574               647,824  5,746,574
POPE & TALBOT INC  COM        73282710       1,169,290      81,700     81,700                           81,700
POPULAR INC        COM        73317410      21,437,921     792,178    791,078      1,100               790,278                1,900
PORTAL SOFTWARE IN COM        73612610      23,729,320     593,233    592,833        400               531,195               62,038
POST PPTYS INC     COM        73746410      12,781,744     293,415    293,415                          293,015                  400
POTLATCH CORP      COM        73762810      17,350,360     548,628    546,956        320     1,352     513,771      7,002    27,855
POTOMAC ELEC      
PWR CO             COM        73767910      25,607,219   1,016,684  1,010,170      5,700       814   1,004,070        814    11,800
POWER             
INTEGRATIONS I     COM        73927610       5,945,510     426,599    426,499        100               426,599
POWER-ONE INC      COM        73930810      14,863,213     245,608    245,508        100               245,008                  600
POWERTEL INC       COM        73936C10       9,502,805     124,935    124,715        220               124,535                  400
POWERWAVE         
TECHNOLOGI         COM        73936310      16,193,588     426,495    425,895        300       300     421,095        300     5,100
PRAECIS           
PHARMACEUTIC       COM        73942110       2,528,410      59,492     59,492                           59,492
PRAXAIR INC        COM        74005P10     105,433,454   2,820,962  2,813,172      7,190       600   2,555,324     43,275   222,363
PRE PAID LEGAL    
SVCS               COM        74006510       4,581,098     141,777    140,877        900               141,777
                   Page Total              790,396,633                                   
                                                                                        



September 2000                                                     Page 61 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
PRECISION         
CASTPARTS          COM        74018910      29,643,536     772,470    772,230        240               769,070                3,400
PREDICTIVE SYS    
INC                COM        74036W10         524,378      27,153     27,153                           27,153
PREMIER NATL      
BANCORP            COM        74053F10       2,143,928     105,873    105,873                          105,873
PRENTISS PPTYS TR  SH BEN INT 74070610      15,720,039     601,724    565,149     36,575               601,724
PRESIDENTIAL      
LIFE CO            COM        74088410       2,522,231     168,858    168,858                          168,858
PRESSTEK INC       COM        74111310       4,084,624     212,885    209,885      3,000               212,885
PREVIEW SYS INC    COM        74137910         265,756      28,066     28,066                           28,066
PRICE             
COMMUNICATIONS     COM NEW    74143730      12,784,803     653,553    653,453        100               653,553
PRICE T ROWE      
& ASSOC            COM        74147710     106,064,149   2,259,713  1,951,560    250,012    58,141   2,059,014     85,641   115,058
PRICELINE COM INC  COM        74150310       4,359,918     367,151    366,051        600       500     365,651        500     1,000
PRIMEDIA INC       COM        74157K10      13,514,353     825,304    822,304      3,000               823,304                2,000
PRIME GROUP       
REALTY T           SH BEN INT 74158J10       1,904,631     120,929    120,929                          120,929
PRIMEX            
TECHNOLOGIES       COM        74159710      24,572,095     845,506    845,506                           70,880    774,626
PRIMUS KNOWLEDGE  
SOL                COM        74163Q10       1,178,887      79,590     79,590                           79,590
PRIMA ENERGY CORP  COM PAR $0 74190120       1,883,239      35,366     35,366                           35,366
PRIME             
HOSPITALITY CO     COM        74191710       3,336,663     329,547    329,547                          329,547
PRIMUS            
TELECOMMUNICA      COM        74192910       1,929,326     203,087    202,887        200               203,087
PRIDE INTL INC     COM        74193210       9,820,661     370,591    370,391        200               369,491                1,100
PRIORITY          
HEALTHCARE         CL B       74264T10       7,247,181      95,045     94,945        100                95,045
PRIVATE MEDIA     
GROUP              COM        74266R10         294,193      52,301     52,301                           52,301
PRIZE ENERGY CORP  COM        74267L10         207,738      11,006     11,006                           11,006
PROBUSINESS       
SERVICES           COM        74267410       3,434,433     113,535    113,335        200               113,535
PROCOM TECHNOLOGY 
IN                 COM        74270W10         994,288      33,634     33,634                           33,634
PROCTER & GAMBLE C COM        74271810   1,802,557,883  26,903,849 24,637,511  1,347,500   918,838  23,777,405  1,245,828 1,880,616
PRODIGY           
COMMUNICATIO       CL A       74283P20         826,944     161,355    161,355                          161,355
PROFESSIONAL      
BANCORP            COM        74311210         249,139      33,500     33,500                           33,500
PROFESSIONAL      
DETAILI            COM        74312N10       2,744,778      48,154     48,054        100                48,154
PROFIT RECOVERY   
GROU               COM        74316810       2,902,795     293,954    293,954                          293,954
PROGRESS SOFTWARE 
CO                 COM        74331210       4,050,358     297,274    297,274                          297,274
PROGRESSIVE CORP  
OHI                COM        74331510      95,103,871   1,161,574  1,157,094      4,480             1,074,108     17,300    70,166
PROJECT SOFTWARE  
& D                COM        74339P10       1,559,208     100,290     99,970        320               100,290
PROLOGIS TR        SH BEN INT 74341010      21,786,706     917,335    884,935     32,400               916,835                  500
PROSOFTTRAINING   
COM                COM        74347710       1,745,952     122,523    122,523                          122,523
PROTECTIVE LIFE   
CORP               COM        74367410      17,188,880     575,360    538,535     27,325     9,500     560,160      9,500     5,700
PROTEIN DESIGN    
LABS               COM        74369L10      23,067,556     191,432    191,422         10               190,832                  600
PROVIDENT         
BANKSHARES         COM        74385910       5,583,914     333,368    333,368                          333,368
PROVIDENT FINL    
GROUP              COM        74386610       9,705,118     330,387    330,387                          326,887                3,500
                   Page Total            2,237,504,152                                   
                                                                                         



September 2000                                                     Page 62 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
PROVINCE HEALTHCAR COM        74397710       7,700,732     192,822    192,622        200               192,822
PROVIDIAN FINL COR COM        74406A10     309,464,583   2,436,729  2,430,661      3,470     2,598   2,184,443    102,073   148,713
PROXICOM INC       COM        74428210       4,742,575     243,209    243,009        200               242,909                  300
PROXIM INC         COM        74428410       8,478,496     190,528    190,528                          190,528
PSINET INC         COM        74437C10       6,571,141     682,716    681,996        720               681,016                1,700
PUBLIC SVC CO N ME COM        74449910      16,775,176     648,316    648,316                          645,516                2,800
PUBLIC SVC ENTERPR COM        74457310     198,101,314   4,433,086  4,414,971     10,100     8,015   4,029,692     66,025   337,369
PUBLIC STORAGE INC COM        74460D10      17,274,303     721,657    721,547        110               720,257                1,400
PUGET SOUND ENERGY COM        74533210      19,749,184     778,293    770,703      7,590               768,693                9,600
PULITZER INC       COM        74576910       2,451,242      57,072     56,872        200                57,072
PULTE CORP         COM        74586710      26,190,219     793,643    793,233        410               728,313      8,560    56,770
PUMA TECHNOLOGY IN COM        74588710       4,614,073     227,160    227,160                          227,160
PURCHASEPRO COM    COM        74614410       6,297,561      71,665     71,665                           71,665
PURE RES INC       COM        74622E10       6,648,650     313,808    313,808                          313,808
QRS CORP           COM        74726X10       1,364,752      90,609     89,259      1,350                90,609
QLOGIC CORP        COM        74727710      64,477,336     732,697    731,347      1,350               725,097                7,600
QUAKER OATS CO     COM        74740210     196,726,667   2,486,277  2,418,963     36,556    30,758   2,169,253    121,458   194,166
QUALCOMM INC       COM        74752510     905,532,708  12,709,231 12,652,351     47,675     9,205  11,101,252    517,125 1,082,854
QUANTA SVCS INC    COM        74762E10      10,572,677     384,461    384,161        300               379,561                4,900
QUANEX CORP        COM        74762010       1,853,665      97,244     97,244                           97,244
QUANTUM CORP       COM DSSG   74790620      22,652,555   1,503,954  1,492,916     11,038             1,490,554               13,400
QUANTUM CORP       COM HDDG   74790630       6,567,462     660,910    653,003      7,907               660,760                  150
QUEENS CNTY BANCOR COM        74824210       3,941,726     136,510    136,510                          136,510
QUEST DIAGNOSTICS  COM        74834L10      36,053,876     314,195    314,095        100               310,695                3,500
QUEST SOFTWARE INC COM        74834T10       7,581,583     122,069    121,969        100               122,069
QUESTAR CORP       COM        74835610      22,961,865     825,610    819,410      3,000     3,200     813,110      3,200     9,300
QUICKLOGIC CORP    COM        74837P10       1,961,833     118,899    118,499        400               118,899
QUIKSILVER INC     COM        74838C10       3,223,123     167,435    167,435                          167,435
QUINTILES TRANSNAT COM        74876710      30,552,488   1,917,079  1,915,513      1,066       500   1,776,979     27,700   112,400
QUINTUS CORP       COM        74879810         947,676     110,684    110,684                          110,684
QUOKKA SPORTS INC  COM        74907710         448,600     113,026    112,226        800               113,026
QUORUM HEALTH GROU COM        74908410      10,023,130     771,010    771,010                          766,110                4,900
R & B FALCON CORP  COM        74912E10      23,678,307     849,446    834,046      2,900    12,500     834,002     12,500     2,944
QWEST COMMUNICATIO COM        74912110   1,330,372,260  27,680,335 27,573,897     93,324    13,114  24,166,443  1,141,784 2,354,308
R & G FINANCIAL CO CL B       74913610         580,310      60,292     60,292                           60,292
RCN CORP           COM        74936110       5,809,792     279,990    278,990      1,000               279,390                  600
RFS HOTEL INVS INC COM        74955J10       5,286,996     418,772    418,772                          418,772
                   Page Total            3,328,230,636                                   
                                                                                         



September 2000                                                     Page 63 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
R H DONNELLEY     
CORP               COM NEW    74955W30       9,394,519     444,711    444,126        565        20     444,691         20
R G S ENERGY      
GROUP I            COM        74956K10       8,670,687     307,613    306,413      1,200               307,613
RLI CORP           COM        74960710       2,290,312      59,393     59,293        100                59,393
RPC INC            COM        74966010       1,050,485      89,403     89,403                           89,403
RPM INC OHIO       COM        74968510       9,865,654   1,088,684  1,080,872      7,812             1,081,257                7,427
RSA SEC INC        COM        74971910      13,497,521     312,986    312,266        720               311,486                1,500
RTI INTL METALS   
INC                COM        74973W10       1,658,176     114,856    113,796      1,060               114,856
RF MICRODEVICES   
INC                COM        74994110      19,139,936     598,123    596,293      1,680       150     595,973        150     2,000
RADIAN GROUP INC   COM        75023610      66,975,795     992,234    992,074        160               982,934                9,300
RADIANT SYSTEMS   
INC                COM        75025N10       2,478,944     115,974    115,974                          115,974
RADIO ONE INC      CL A       75040P10       2,678,492     322,244    320,704      1,540               321,244                1,000
RADIOSHACK CORP    COM        75043810     300,191,720   4,645,133  4,632,495      6,238     6,400   4,220,503    133,200   289,430
RADISYS CORP       COM        75045910       5,494,977     108,678    107,772                  906     107,772        906
RAINBOW           
TECHNOLOGIES       COM        75086210       2,306,131      65,191     65,191                           65,191
RAMBUS INC DEL     COM        75091710      29,238,659     370,405    370,205        200               369,205                1,200
RALCORP HLDGS     
INC NE             COM        75102810       2,881,584     204,006    204,006                          204,006
RALSTON PURINA CO  COM RAL-PU 75127730     133,809,355   5,649,063  5,640,661      5,102     3,300   5,112,533     83,980   452,550
RAMP NETWORKS INC  COM        75156710         235,408      66,669     66,669                           66,669
RANK GROUP PLC     SPONSORED  75303710         342,480      80,000     80,000                           80,000
RARE MEDIUM GROUP 
IN                 COM        75382N10       1,684,004     226,436    226,336        100               226,436
RARE HOSPITALITY  
INT                COM        75382010       5,854,165     287,321    287,221        100               287,321
RATIONAL SOFTWARE 
CO                 COM NEW    75409P20     123,251,139   1,776,593  1,772,268      3,950       375   1,689,962        375    86,256
RAYMOND JAMES     
FINANC             COM        75473010      10,272,128     311,872    311,802         70               311,872
RAYONIER INC       COM        75490710      10,348,023     287,949    287,649        300               286,049                1,900
RAYOVAC CORP       COM        75508110       3,431,832     200,399    200,399                          200,399
RAYTHEON CO        CL A       75511130     100,786,920   3,681,714  3,680,556      1,143        15      86,969  3,553,006    41,739
RAYTHEON CO        CL B       75511140     168,370,983   5,920,842  5,718,626    175,863    26,353   5,449,998    102,073   368,771
RAZORFISH INC      CL A       75523610       5,150,511     498,694    443,072     55,622               498,694
READ-RITE CORP     COM        75524610         430,593      38,275     38,275                           38,275
READERS DIGEST    
ASSN               CL A NON V 75526710      39,636,801   1,122,474  1,012,199     90,775    19,500     959,534    108,175    54,765
READERS DIGEST    
ASSN               CL B       75526720      50,003,897   1,584,307             1,584,307                        1,584,307
REALNETWORKS INC   COM        75605L10      17,194,737     432,572    432,372        200               429,772                2,800
REALTY INCOME     
CORP               COM        75610910       4,127,949     177,074    177,074                          177,074
RECKSON ASSOCS    
RLTY               COM        75621K10      17,519,928     687,056    687,056                          687,056
RED HAT INC        COM        75657710       7,325,910     429,370    423,346      3,874     2,150     426,220      2,150     1,000
REDBACK NETWORKS  
INC                COM        75720910      82,791,956     504,829    504,429        400               503,229                1,600
REEBOK INTL LTD    COM        75811010      29,714,927   1,579,573  1,576,573      1,200     1,800   1,462,543     15,780   101,250
                   Page Total            1,290,097,238                                   
                                                                                         



September 2000                                                     Page 64 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
REGAL BELOIT CORP  COM        75875010       2,646,489     156,043    156,043                          156,043
REGENERON         
PHARMACEUT         COM        75886F10       4,627,562     141,841    141,841                          141,841
REGENT            
COMMUNICATION      COM        75886510         458,386      82,414     82,414                           82,414
REGIS CORP MINN    COM        75893210       3,597,285     239,819    239,619        200               239,819
REGENCY RLTY CORP  COM        75893910       7,110,997     310,023    310,023                          310,023
REGIONS FINL CORP  COM        75894010      85,385,541   3,763,633  3,691,235     44,780    27,618   3,459,835     78,458   225,340
REGISTER COM INC   COM        75914G10         214,263      22,554     22,369        185                22,554
REHABCARE GROUP   
INC                COM        75914810       3,123,452      73,493     72,893        600                73,493
REINSURANCE       
GROUP AM           COM        75935110       3,983,994     116,321    116,221        100               116,321
RELIANCE STEEL    
& ALU              COM        75950910       2,712,427     128,783    128,783                          128,783
RELIANT ENERGY INC COM        75952J10     239,650,537   5,153,775  5,124,440     22,831     6,504   4,643,727     82,022   428,026
REMEC INC          COM        75954310       7,976,720     270,976    270,876        100               270,976
REMEDY CORP        COM        75954810       3,549,198     188,037    187,937        100               188,037
REMINGTON OIL &   
GAS                COM        75959430         228,246      21,869     21,869                           21,869
RENAL CARE GROUP  
INC                COM        75993010       5,981,102     321,133    320,933        200               321,133
RENT A CTR INC NEW COM        76009N10       4,443,057     128,090    127,990        100               128,090
RENT WAY INC       COM        76009U10       5,077,090     167,147    166,947        200               167,147
REPUBLIC BANCORP  
INC                COM        76028210       3,286,287     345,925    345,660        265               345,925
REPUBLIC GROUP INC COM        76047310         284,261      15,470     15,470                           15,470
REPUBLIC SECURITY 
FI                 COM        76075810       1,761,575     356,811    355,973        838               356,811
REPUBLIC SVCS INC  COM        76075910      12,436,921     947,575    944,775      2,800               945,475                2,100
RESEARCH          
FRONTIERS I        COM        76091110       1,147,075      59,784     59,784                           59,784
RES-CARE INC       COM        76094310         623,360     136,642    136,642                          136,642
RESONATE INC       COM        76115Q10         402,900      10,200     10,200                           10,200
RESMED INC         COM        76115210       6,873,125     219,940    219,840        100               219,940
RESPIRONICS INC    COM        76123010       3,839,461     230,087    230,087                          230,087
RETEK INC          COM        76128Q10       3,721,130      70,210     70,210                           66,810                3,400
REVLON INC         CL A       76152550         671,361     100,398    100,198        200               100,398
REYNOLDS &        
REYNOLDS           CL A       76169510      13,964,751     702,629    695,529      7,100               696,429                6,200
REYNOLDS R J      
TOB HLD            COM        76182K10      31,900,119     989,151    983,535      5,616               979,818                9,333
RHYTHMS           
NETCONNECTIO       COM        76243020       3,502,394     474,901    473,301      1,300       300     474,601        300
RIBOZYME          
PHARMACEUTI        COM        76256710       1,619,128      55,832     55,832                           55,832
RICA FOODS INC     COM NEW    76258220         561,396      34,024     34,024                           34,024
RICHMOND CNTY     
FINL C             COM        76455610       5,029,517     207,943    207,943                          207,943
RIGHTCHOICE       
MANAGED            CL A       76657K10         450,856      18,592     18,592                           18,592
RIGGS NATL CORP   
WASH               COM        76657010       2,630,736     214,754    214,354        400               214,754
RITE AID CORP      COM        76775410       7,548,748   1,887,187  1,879,992      7,195             1,766,287              120,900
                   Page Total              483,021,447                                   
                                                                                         



September 2000                                                     Page 65 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
RIVIANA FOODS INC  COM        76953610         919,820      55,122     55,122                           55,122
ROADWAY EXPRESS   
INC                COM        76974210       1,788,570      99,714     99,214                  500      99,214        500
ROBBINS & MYERS   
INC                COM        77019610       1,708,300      72,309     72,309                           72,309
ROBERT HALF INTL  
INC                COM        77032310      73,750,354   2,126,167  2,123,487      2,680             2,034,302               91,865
ROBOTIC VISION    
SYS I              COM        77107410       1,340,559     224,587    224,587                          224,587
ROCK-TENN CO       CL A       77273920       1,232,873     124,069     94,816     29,253               124,069
ROCKWELL INTL     
CORP N             COM        77390310      98,948,264   3,271,017  3,256,205      8,049     6,763   2,930,302     56,183   284,532
ROGERS CORP        COM        77513310       3,429,162     108,432    107,332      1,100               108,432
ROHM & HAAS CO     COM        77537110     102,523,354   3,527,746  3,510,150      4,004    13,592   3,122,565     67,552   337,629
ROLLINS INC        COM        77571110       3,228,156     217,942    217,802        140               215,842                2,100
ROLLINS TRUCK     
LEASIN             COM        77574110       2,162,207     342,555    341,535      1,020               342,555
ROPER INDS INC    
NEW                COM        77669610       8,100,017     244,072    243,972        100               244,072
ROSETTA           
INPHARMATICS       COM        77777710         320,746      11,500     11,500                           11,500
ROSLYN BANCORP INC COM        77816210      27,412,731   1,225,150    682,980    542,170             1,220,550                4,600
ROSS STORES INC    COM        77829610      14,295,779     994,489    989,663      4,826               979,089               15,400
ROSTELECOM OPEN   
JT S               SPONSORED  77852910         222,406      25,239     25,239                                      25,239
ROUSE CO           COM        77927310      12,627,672     506,383    500,383      6,000               504,883                1,500
ROWAN COS INC      COM        77938210      46,468,382   1,602,358  1,598,358      4,000             1,464,621     18,120   119,617
ROYAL DUTCH       
PETE CO            NY REG GLD 78025780   1,728,905,061  28,845,372 28,825,006     20,366            26,153,036    533,130 2,159,206
ROYAL PTT NEDERLAN SPONSORED  78064120       1,120,283      51,805     40,613     11,192                41,805               10,000
RUBY TUESDAY INC   COM        78118210       8,620,728     766,287    651,587    114,700               766,287
RUDDICK CORP       COM        78125810       4,988,076     359,501    359,501                          356,301                3,200
RUDOLPH           
TECHNOLOGIES       COM        78127010       1,292,507      38,655     38,655                           38,655
RURAL CELLULAR    
CORP               CL A       78190410       6,983,357     102,508     88,958     12,850       700     101,808        700
RUSS BERRIE & CO   COM        78223310       1,463,396      74,096     73,996        100                74,096
RUSSELL CORP       COM        78235210      10,064,924     634,011    633,811        200               594,831      8,180    31,000
RYANS FAMILY      
STEAK H            COM        78351910       1,891,716     246,093    246,093                          246,093
RYDER SYS INC      COM        78354910      22,056,312   1,196,307  1,194,067      1,290       950   1,116,379     17,100    62,828
RYERSON TULL INC  
NEW                COM        78375P10       2,325,474     246,421    246,421                          244,707                1,714
RYLAND GROUP INC   COM        78376410       4,320,067     139,357    139,157        200               139,357
S & T BANCORP INC  COM        78385910       3,525,868     185,572    185,572                          185,572
SBC               
COMMUNICATIONS I   COM        78387G10   7,948,748,900 158,974,978 150,659,312 7,884,978   430,687  58,228,491 95,750,937 4,995,549
SBS TECHNOLOGIES  
INC                COM        78387P10       1,553,890      66,834     66,834                           66,834
SBA               
COMMUNICATIONS C   COM        78388J10       8,095,770     193,046    193,046                          193,046
SCI SYS INC        COM        78389010      49,310,659   1,202,699  1,199,539      3,160             1,190,199               12,500
SCM MICROSYSTEMS  
INC                COM        78401810       3,585,008      94,499     94,389        110                94,499
SCPIE HLDGS INC    COM        78402P10       1,354,654      67,312     67,312                           67,312
                   Page Total           10,210,686,002                                   
                                                                                         



September 2000                                                     Page 66 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
SCP POOL CORP      COM        78402810       6,979,887     235,608    235,308        300               235,608
SDL INC            COM        78407610     115,617,423     373,789    371,839      1,950               372,589                1,200
SEI INVESTMENTS   
CO                 COM        78411710      26,679,329     377,093    363,152     13,941               373,093                4,000
SEMCO ENERGY INC   COM        78412D10       2,282,265     148,440    148,440                          148,440
SJW CORP           COM        78430510       1,627,231      13,703     13,703                           13,703
SKF AB             SPONSORED  78437540         205,375      15,500     15,500                           15,500
SK TELECOM LTD     SPONSORED  78440P10       1,493,937      58,300     58,300                                      58,300
SL GREEN RLTY     
CORP               COM        78440X10      11,839,301     421,898    364,598     57,300               421,898
SLI INC            COM        78442T10       1,175,908     160,819    160,119        700               160,819
SPDR TR            UNIT SER 1 78462F10      60,943,534     424,324    424,324                          345,824               78,500
SPSS INC           COM        78462K10       1,692,293      63,117     63,017        100                63,117
SPS TECHNOLOGIES  
INC                COM        78462610       4,219,548      87,001     86,801        200                87,001
S1 CORPORATION     COM        78463B10       3,093,175     259,125    258,705        420               258,225                  900
SPX CORP           COM        78463510      73,486,462     517,740    470,996     43,084     3,660     510,876      3,660     3,204
S3 INC             COM        78484910       6,666,305     646,461    645,611        850               646,461
SVI HLDGS INC      COM        78487210         624,154     126,347    126,347                          126,347
SABA SOFTWARE INC  COM        78493210       1,275,400      45,550     44,811        739                45,550
SABRE HLDGS CORP   CL A       78590510      63,187,354   2,183,618  2,179,832      2,892       894   2,026,596     33,769   123,253
SAFECO CORP        COM        78642910      61,661,409   2,262,804  2,254,005      2,400     6,399   2,049,922     34,669   178,213
SAFEGUARD         
SCIENTIFIC         COM        78644910      12,828,323     643,443    637,273      6,170               641,543                1,900
SAFEWAY INC        COM NEW    78651420     374,030,332   8,011,445  7,994,715     16,305       425   7,396,543    126,510   488,392
SAGA              
COMMUNICATIONS     CL A       78659810         919,759      55,743     55,743                           55,743
SAGA SYS INC       COM        78661010       2,195,119     209,059    209,059                          209,059
SAGENT TECHNOLOGY 
IN                 COM        78669310         813,830     107,621    107,371        250               107,621
ST JOE CO          COM        79014810       5,153,480     185,711    185,411        300               184,011                1,700
ST JUDE MED INC    COM        79084910      71,405,508   1,400,108  1,397,108      3,000             1,289,572     23,310    87,226
ST MARY LD &      
EXPL CO            COM        79222810       7,985,240     346,251    314,976     28,575     2,700     343,551      2,700
ST PAUL COS INC    COM        79286010     186,031,048   3,772,531  3,763,688      4,047     4,796   3,425,967     56,906   289,658
SAKS INC           COM        79377W10      12,656,955   1,281,717  1,276,317      5,400             1,269,269               12,448
SALEM             
COMMUNICATIONS     CL A       79409310       1,656,046     130,531    130,531                          130,531
SALTON INC         COM        79575710       8,446,162     261,394    261,394                          261,394
SANCHEZ COMPUTER  
ASS                COM        79970210       1,593,136     102,783    102,183        100       500     102,283        500
SANDISK CORP       COM        80004C10      17,748,558     265,896    265,651        245               264,996                  900
SANDY SPRING      
BANCORP            COM        80036310       1,447,275      57,891     57,891                           57,891
SANGAMO           
BIOSCIENCES        COM        80067710         459,807      11,866     11,866                           11,866
SANMINA CORP       COM        80090710     238,173,199   2,543,906  2,539,056      4,850             2,299,055     35,700   209,151
SANGSTAT MED      
CORP               COM        80100310       1,484,103     115,837    115,837                          115,837
                   Page Total            1,389,778,170                                   
                                                                                         



September 2000                                                     Page 67 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
SANTANDER BANCORP  COM        80280910       1,253,686      75,981     75,981                           75,981
SAP               
AKTIENGESELLSCHA   SPONSORED  80305420       2,053,485      33,390     25,560      7,830                30,290                3,100
SAPIENT CORP       COM        80306210      78,142,475   1,920,576  1,916,401      4,175             1,680,652     81,600   157,124
SARA LEE CORP      COM        80311110     409,808,960  20,175,707 16,535,703  3,507,283   132,721  13,775,534  5,101,710 1,289,063
SATCON TECHNOLOGY 
CO                 COM        80389310       1,567,494      43,846     43,846                           43,846
SAUER-DANFOSS INC  COM        80413710       1,259,632     114,512    114,512                          114,512
SAUL CTRS INC      COM        80439510       1,692,222     106,182    106,182                          106,182
SAVVIS            
COMMUNICATION      COM        80542310       1,185,831     131,759    131,759                          131,759
SAWTEK INC         COM        80546810      11,653,246     302,556    302,356        200               299,256                3,300
SCANA CORP NEW     COM        80589M10      27,490,822     890,391    886,288      3,850       253     880,938        253     9,200
SCHEIN HENRY INC   COM        80640710       6,367,000     319,356    319,356                          319,356
SCHERING PLOUGH   
CORP               COM        80660510   1,177,954,647  25,332,358 24,657,575    350,142   324,641  22,424,791  1,349,041 1,542,726
SCHLUMBERGER LTD   COM        80685710     672,687,741   8,172,414  8,164,629      7,785             7,241,743    142,690   787,981
SCHOLASTIC CORP    COM        80706610      14,727,721     185,110    184,110      1,000               183,910                1,200
SCHOOL SPECIALTY  
INC                COM        80786310       2,810,072     131,854    131,754        100               131,854
SCHULMAN A INC     COM        80819410       3,513,092     319,372    317,572      1,800               317,247                2,125
SCHWAB CHARLES    
CORP               COM        80851310     822,788,505  23,177,141 23,039,592    127,779     9,770  20,244,631    949,405 1,968,405
SCHWEITZER-MAUDUIT
I                  COM        80854110       1,510,291     112,919    112,916                    3     112,916          3
SCICLONE          
PHARMACEUTI        COM        80862K10       1,879,265     172,806    172,806                          172,806
SCIENT CORP        COM        80864H10       3,782,645     180,668    180,468        200               180,368                  300
SCIENTIFIC        
ATLANTA I          COM        80865510     171,084,698   2,688,954  2,683,529      5,425             2,414,539    107,720   164,995
SCIOS INC          COM        80890510         215,727      20,793     20,793                           20,793
SCIQUEST COM INC   COM        80908Q10         820,418     118,798    118,798                          118,798
SCOTT             
TECHNOLOGIES I     COM        81002230       1,950,525     110,081    110,081                          110,081
SCOTTISH PWR PLC   SPON ADR F 81013T70         461,361      15,347     15,172        175                15,093                  254
SCOTTS CO          CL A       81018610       4,624,641     138,049    133,849      4,200               138,049
SCRIPPS E W CO    
OHIO               CL A       81105420       9,687,330     179,395    179,395                          178,295                1,100
SEACHANGE INTL INC COM        81169910       3,217,516      96,405     96,405                           96,405
SEACOAST FINL     
SVCS C             COM        81170Q10       2,662,561     242,051    236,455      5,596               242,051
SEAGATE TECHNOLOGY COM        81180410     270,462,543   3,919,747  3,912,777      6,970             3,584,598     54,980   280,169
SEAGRAM LTD        COM        81185010     329,251,226   5,732,389  5,730,639      1,750             5,203,936     93,990   434,463
SEACOR SMIT INC    COM        81190410       6,456,863     138,485    138,335        150               138,485
SEALED AIR CORP   
NEW                COM        81211K10      70,455,155   1,557,020  1,500,748     55,791       481   1,367,769     59,589   128,762
SEARS ROEBUCK & CO COM        81238710   1,121,716,016  34,599,507 34,576,729     17,570     5,208   6,585,993 27,450,462   563,052
SECURE COMPUTING  
COR                COM        81370510       3,801,064     145,847    145,847                          145,847
SECURITY CAP      
GROUP I            CL B       81413P20       9,046,678     477,725    477,725                          477,725
SEITEL INC         COM NEW    81607430       3,042,713     211,667    211,667                          211,667
                   Page Total            5,253,085,867                                   
                                                                                         



September 2000                                                     Page 68 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
SELECTICA INC      COM        81628810         808,784      20,283     20,235         48                20,283
SELECTIVE INS     
GROUP              COM        81630010       3,256,789     182,198    182,198                          182,198
SEMTECH CORP       COM        81685010      23,945,657     578,747    578,027        720               573,347                5,400
SEMPRA ENERGY      COM        81685110     101,420,393   4,873,169  4,868,249      4,320       600   4,503,687     56,537   312,945
SEMITOOL INC       COM        81690910       1,284,531     100,260    100,260                          100,260
SENIOR HSG PPTYS  
TR                 SH BEN INT 81721M10       1,083,507     116,356    116,356                          116,356
SENSORMATIC       
ELECTRS            COM        81726510      17,304,555   1,153,637  1,152,837        800             1,147,437                6,200
SEPRACOR INC       COM        81731510      81,145,427     661,402    584,330      4,210    72,862     582,440     72,862     6,100
SEQUA CORPORATION  CL A       81732010       3,603,107      84,779     84,779                           84,079                  700
SEQUENOM INC       COM        81733710       1,374,328      32,625     32,595         30                32,625
SERENA SOFTWARE   
INC                COM        81749210      13,404,272     291,005    291,005                          291,005
SERONO S A         SPONSORED  81752M10         511,225      16,900     16,900                           16,900
SERVICE CORP INTL  COM        81756510       5,235,092   2,148,171  2,145,451      2,720             2,023,623              124,548
SERVICEMASTER CO   COM        81760N10      19,731,207   1,998,097  1,994,573      2,849       675   1,858,637        675   138,785
7-ELEVEN INC       COM NEW    81782620       2,352,069     184,476    184,476                          184,476
SHAW GROUP INC     COM        82028010       6,985,351      99,083     99,083                           99,083
SHAW INDS INC      COM        82028610      22,373,844   1,209,397  1,207,797      1,600             1,137,150               72,247
SHERWIN WILLIAMS  
CO                 COM        82434810      63,322,881   2,962,474  2,952,774      3,700     6,000   2,637,633     43,600   281,241
SHOPKO STORES INC  COM        82491110       2,637,127     254,181    254,181                          254,181
SHURGARD STORAGE  
CTR                COM        82567D10       5,884,553     260,817    260,817                          260,817
SICOR INC          COM        82584610       5,663,524     552,539    552,139        400               552,539
SIEBEL SYS INC     COM        82617010     780,281,758   7,009,862  7,004,952      4,910             6,139,107    284,900   581,355
SIERRA PAC RES    
NEW                COM        82642810      16,179,498     898,861    898,861                          893,261                5,600
SIGMA ALDRICH CORP COM        82655210      51,486,171   1,560,187  1,539,605      7,542    13,040   1,423,171     49,270    87,746
SILICON IMAGE INC  COM        82705T10       5,786,505     233,214    233,214                          233,214
SILICON GRAPHICS  
INC                COM        82705610       5,113,807   1,239,711  1,235,991      3,720             1,238,011                1,700
SILICON STORAGE   
TECH               COM        82705710       9,847,892     362,228    362,228                          361,228                1,000
SILICON VY        
BANCSHARE          COM        82706410      24,680,908     423,823    409,789     14,034               420,423                3,400
SILICON VY GROUP  
INC                COM        82706610       6,556,687     249,190    249,090        100               249,190
SILICONIX INC      COM NEW    82707920       2,173,433      46,060     46,060                           46,060
SILVERSTREAM      
SOFTWAR            COM        82790710       2,094,591      69,530     69,530                           69,530
SIMON PPTY GROUP  
INC                COM        82880610      31,684,644   1,351,907  1,248,532    103,375             1,268,163               83,744
SIMPSON           
MANUFACTURIN       COM        82907310       2,556,230      57,203     57,203                           57,203
SINCLAIR          
BROADCAST G        CL A       82922610       4,889,593     447,069    447,069                          447,069
SIRIUS SATELLITE  
RAD                COM        82966U10      13,425,174     253,904    253,704        200               253,904
SITEL CORP         COM        82980K10         924,673     314,836    314,836                          314,836
SIPEX CORP         COM        82990910       6,444,992     153,226    153,026        200               153,226
                   Page Total            1,347,454,779                                   
                                                                                         



September 2000                                                     Page 69 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
SIX FLAGS INC      COM        83001P10      10,620,042     685,164    685,164                          678,164                7,000
SKECHERS U S A    
INC                CL A       83056610       1,284,793      84,945     84,945                           84,945
SKY FINL GROUP INC COM        83080P10       9,849,173     554,883    554,883                          554,883
SKYLINE CORP       COM        83083010       1,218,833      57,190     57,190                           57,190
SKYWEST INC        COM        83087910       8,650,538     168,791    168,691        100               168,791
SMART & FINAL INC  COM        83168310         600,439      85,024     85,024                           85,024
SMARTSERV ONLINE  
INC                COM NE     83169M20         731,516      20,462     20,462                           20,462
SMARTDISK CORP     COM        83169Q10         693,335      48,232     48,132        100                48,232
SMITH A O          COM        83186520       1,875,142     149,271    148,821        450               149,271
SMITH INTL INC     COM        83211010      38,312,770     469,738    460,893      8,495       350     465,188        350     4,200
SMITH CHARLES E   
RESD               COM        83219710      12,184,049     268,519    268,519                          268,519
SMITHFIELD FOODS  
INC                COM        83224810      12,239,535     466,268    466,018        250               463,868                2,400
SMITHKLINE        
BEECHAM P          ADR REP OR 83237830       2,913,817      42,460     32,820      9,640                37,860                4,600
SMUCKER J M CO     COM        83269630       5,712,298     234,958    234,958                          233,358                1,600
SMURFIT-STONE     
CONTAI             COM        83272710      16,654,524   1,387,877  1,242,994    137,833     7,050   1,375,537      7,050     5,290
SNAP ON INC        COM        83303410      27,448,999   1,164,969  1,164,409        560             1,070,103     13,130    81,736
SODEXHO MARRIOTT  
SVC                COM        83379310       3,908,981     237,816    236,091        225     1,500     236,316      1,500
SOFTNET SYS INC    COM        83396410       1,036,761     173,691    172,491      1,200               173,691
SOFTWARE COM INC   COM        83402P10      28,894,205     159,252    159,052        200               158,952                  300
SOFTWARE          
TECHNOLOGIE        COM        83404010       1,103,849      48,222     48,222                           48,222
SOLECTRON CORP     COM        83418210     481,991,028  10,449,670  9,940,592    406,909   102,169   9,455,407    249,909   744,354
SOLUTIA INC        COM        83437610      13,053,005   1,147,517  1,144,387      3,130             1,139,917                7,600
SOMERA            
COMMUNICATION      COM        83445810       1,537,309     161,822    161,822                          161,822
SONERA GROUP PLC   SPONSORED  83543320       3,783,081     149,825    147,900      1,925               149,825
SONIC AUTOMOTIVE  
INC                CL A       83545G10       2,347,092     282,374    282,374                          282,374
SONIC INNOVATIONS 
IN                 COM        83545M10         213,171      20,302     20,302                           20,302
SONIC FDRY INC     COM        83545R10         495,597      55,842     50,042                5,800      50,042      5,800
SONIC CORP         COM        83545110       4,445,784     141,136    140,936        200               141,136
SONICWALL INC      COM        83547010       5,066,103     177,758    177,758                          177,758
SONOCO PRODS CO    COM        83549510      92,461,942   5,119,142    883,759  4,232,248     3,135     884,948  4,224,041    10,153
SONOSITE INC       COM        83568G10       1,085,210      58,073     57,973        100                58,073
SONY CORP          ADR NEW    83569930      13,060,036     129,388    121,038      8,350               125,788                3,600
SOTHEBYS HLDGS    
INC                CL A       83589810      12,197,108     490,336    489,936        400               486,136                4,200
SONUS NETWORKS INC COM        83591610       2,383,306      18,859     18,859                           18,859
SOURCE            
INFORMATION M      COM NEW    83615120         503,263      73,879     73,879                           73,879
SOUTH FINL GROUP  
INC                COM        83784110       3,898,069     308,758    308,541        217               308,758
SOUTH JERSEY      
INDS IN            COM        83851810       1,942,569      66,556     66,556                           66,556
                   Page Total              826,397,272                                   
                                                                                         



September 2000                                                     Page 70 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
SOUTHDOWN INC      COM        84129710      23,549,051     330,513    326,017      2,822     1,674     325,823      1,674     3,016
SOUTHERN CO        COM        84258710     369,225,473  11,382,849 11,355,147     20,163     7,539  10,252,930    174,739   955,180
SOUTHERN PERU     
COPPER             COM        84361110       2,668,340     172,151    172,151                          172,151
SOUTHERN UN CO    
NEW                COM        84403010       5,040,410     254,412    244,061        105    10,246     244,166     10,246
SOUTHTRUST CORP    COM        84473010      89,199,092   2,837,392  2,833,592      3,800             2,633,735     40,870   162,787
SOUTHWEST AIRLS CO COM        84474110   1,426,817,159  58,837,821 58,803,752     26,521     7,548   7,972,768 50,139,757   725,296
SOUTHWEST         
BANCORPORA         COM        84476R10       6,514,519     199,300    199,300                          199,300
SOUTHWEST GAS CORP COM        84489510       4,512,384     215,522    215,522                          215,522
SOUTHWEST SECS    
GROUP              COM        84522410       7,505,520     256,599    254,999      1,600               256,599
SOUTHWESTERN      
ENERGY             COM        84546710       1,559,293     178,205    178,205                          178,205
SOVEREIGN BANCORP 
IN                 COM        84590510      19,592,832   2,118,144  2,103,324     14,820             2,098,944               19,200
SOVRAN SELF       
STORAGE            COM        84610H10       2,237,985     109,170    109,170                          109,170
SPANISH           
BROADCASTING       CL A       84642588       2,512,126     213,798    209,998      3,800               213,798
SPARTECH CORP      COM NEW    84722020       1,733,528     111,395    111,395                          111,395
SPECIALTY EQUIP   
COS                COM NEW    84749720       2,079,287      84,226     84,226                           84,226
SPECTRA-PHYSICS   
LASE               COM        84756810       1,411,144      26,346     26,346                           26,346
SPECTRALINK CORP   COM        84758010         505,445      53,560     53,560                           53,560
SPECTRASITE HLDGS 
IN                 COM        84760T10       6,123,436     329,891    329,391        500               329,191                  700
SPEECHWORKS INTL  
INC                COM        84764M10         706,800      11,400     11,400                           11,400
SPEEDFAM-IPEC INC  COM        84770510       2,109,737     184,466    184,466                          184,466
SPEEDWAY          
MOTORSPORTS        COM        84778810       2,365,283     113,650    108,650                5,000     108,650      5,000
SPHERION CORP      COM        84842010       4,913,866     411,650    411,650                          411,650
SPIEGEL INC        CL A       84845710       1,144,423     163,489    163,489                          163,489
SPIEKER PPTYS INC  COM        84849710      30,932,494     537,377    505,252     32,125               536,677                  700
SPINNAKER EXPL CO  COM        84855W10       2,237,161      64,148     64,048        100                64,148
SPORTSLINE COM INC COM        84893410       1,891,581     136,952    136,852        100               136,952
SPRINGS INDS INC   CL A       85178310       9,764,033     346,402    346,402                          324,072      3,930    18,400
SPRINT CORP        COM FON GR 85206110     421,562,780  14,381,918 14,252,547     99,795    29,576  13,218,994    249,826   913,098
SPRINT CORP        PCS COM SE 85206150     515,375,636  14,698,980 14,501,210    169,145    28,625  13,081,093    659,805   948,182
STAAR SURGICAL CO  COM PAR $0 85231230       1,244,871      71,908     71,908                           71,908
STAMPS COM INC     COM        85285710         688,733     179,171    179,171                          179,171
STANCORP FINL     
GROUP              COM        85289110       9,281,238     217,105    217,105                          217,105
STANDARD          
MICROSYSTEM        COM        85362610       1,631,341      74,791     74,791                           74,791
STANDARD PAC      
CORP NE            COM        85375C10       8,307,630     461,535    461,535                          461,535
STANDARD REGISTER 
CO                 COM        85388710       3,148,352     196,772    196,672        100               194,872                1,900
STANDEX INTL CORP  COM        85423110       1,780,991      92,222     89,702                2,520      89,702      2,520
STANFORD          
MICRODEVICE        COM        85439910       1,513,622      28,292     28,292                           28,292
                   Page Total            2,993,387,596                                   
                                                                                         



September 2000                                                     Page 71 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
STANLEY WKS        COM        85461610      36,478,134   1,581,742  1,541,208     27,634    12,900   1,421,929     32,790   127,023
STARBASE CORP      COM NEW    85491020       1,473,018     259,015    256,815      2,200               259,015
STAPLES INC        COM        85503010     128,176,977   9,034,819  7,800,564    943,311   290,944   7,960,056    410,524   664,239
STAR SCIENTIFIC   
INC                COM        85517P10         299,824      74,956     74,956                           74,956
STARBUCKS CORP     COM        85524410     118,978,891   2,969,869  2,925,059     44,610       200   2,745,738     45,100   179,031
STARMEDIA NETWORK 
IN                 COM        85554610       1,949,497     259,933    258,833      1,100               253,404      6,529
STARTEK INC        COM        85569C10       1,684,871      58,099     58,099                           58,099
STATE AUTO FINL   
CORP               COM        85570710       1,425,978     108,646    108,646                          108,646
STARWOOD          
HOTELS&RESO        PAIRED CTF 85590A20      38,491,218   1,231,719  1,209,224     22,495             1,146,984               84,735
STATE STR CORP     COM        85747710     896,170,080   6,893,616  2,802,470  3,886,120   205,026   2,778,399  3,889,137   226,080
STATEN IS BANCORP 
IN                 COM        85755010       5,439,800     271,990    271,490        500               271,990
STATION CASINOS   
INC                COM        85768910       4,468,073     313,549    313,449        100               313,549
STEEL DYNAMICS    
INC                COM        85811910       4,594,326     500,090    422,535     76,755       800     499,290        800
STEELCASE INC      CL A       85815520       6,500,792     388,107    388,007        100               387,407                  700
STEIN MART INC     COM        85837510       2,314,773     214,093    214,093                          214,093
STEPAN CO          COM        85858610         838,431      41,792     41,792                           41,792
STERLING          
BANCSHARES         COM        85890710       2,901,892     190,288    190,288                          190,288
STERICYCLE INC     COM        85891210       2,200,418      89,813     89,813                           89,813
STERIS CORP        COM        85915210       8,189,928     682,494    681,994        500               677,694                4,800
STEWART &         
STEVENSON          COM        86034210       6,372,369     365,451    365,341        110               363,451                2,000
STEWART           
ENTERPRISES        CL A       86037010       1,992,245   1,028,521  1,026,921      1,600             1,028,521
STEWART           
INFORMATION        COM        86037210       1,068,685      69,508     69,508                           69,508
STILLWATER MNG CO  COM        86074Q10       7,724,776     285,363    283,663      1,700               285,363
STILWELL FINL INC  COM        86083110     183,542,551   4,219,369  4,219,369                        3,849,653    151,740   215,576
STMICROELECTRONICS
N                  COM        86101210       1,022,365      21,467     21,467                           21,467
STONE ENERGY CORP  COM        86164210       7,591,430     138,026    137,926        100               138,026
STONERIDGE INC     COM        86183P10       1,214,617     126,194    126,194                          126,194
STORAGE USA INC    COM        86190710       8,339,218     273,417    245,052     28,365               273,417
STORA ENSO CORP    SPON ADR R 86210M10         258,060      31,280     31,280                           28,830                2,450
STORAGENETWORKS   
INC                COM        86211E10       1,208,974      11,831     11,371        436        24      11,807         24
STORAGE           
TECHNOLOGY C       COM PAR $0 86211120      13,262,334     977,904    977,238        666               970,704                7,200
STRATOS           
LIGHTWAVE IN       COM        86310010         982,302      30,459     30,459                           30,459
STRAYER ED INC     COM        86323610       1,215,440      55,563     55,463        100                55,563
STRIDE RITE CORP   COM        86331410       1,579,860     312,102    312,102                          312,102
STRUCTURAL        
DYNAMICS           COM        86355510       7,977,490     487,175    487,175                          484,575                2,600
STRYKER CORP       COM        86366710      87,559,706   2,039,260  1,866,117    154,368    18,775   2,004,485     18,775    16,000
STUDENT LN CORP    COM        86390210       1,844,214      37,782     37,782                           37,782
                   Page Total            1,597,333,557                                   
                                                                                         



September 2000                                                     Page 72 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
STURM RUGER & CO  
INC                COM        86415910       1,122,683     137,130    137,130                          137,130
SUIZA FOODS CORP   COM        86507710      21,804,787     430,185    429,885        300               424,585                5,600
SUMMIT BANCORP     COM        86600510     102,242,613   2,963,554  2,924,210      9,244    30,100   2,707,959     71,940   183,655
SUMMIT PPTYS INC   COM        86623910       5,240,631     217,797    217,797                          217,797
SUN COMMUNITIES   
INC                COM        86667410       4,671,613     147,719    147,719                          147,719
SUN MICROSYSTEMS  
INC                COM        86681010   3,390,412,294  29,039,934 28,282,158    651,326   106,450  26,149,218  1,192,610 1,681,106
SUNAIR ELECTRS    
INC                COM        86701710         766,975     278,900               278,900               278,900
SUNBEAM CORP       COM        86707110         732,994     558,685    545,785     12,900               558,685
SUNGLASS HUT      
INTL IN            COM        86736F10       1,914,177     293,091    293,091                          293,091
SUNGARD DATA      
SYS INC            COM        86736310      50,438,957   1,178,150  1,111,797     56,953     9,400   1,157,950      9,400    10,800
SUNOCO INC         COM        86764P10      42,347,253   1,572,085  1,566,469      5,516       100   1,464,596     24,515    82,974
SUNRISE ASSISTED  
LIV                COM        86768K10       3,271,136     150,834    150,834                          150,834
SUNRISE           
TECHNOLOGIES       COM        86769L10       2,365,680     329,161    329,161                          329,161
SUNRISE TELECOM   
INC                COM        86769Y10         697,250      24,200     24,200                           24,200
SUNTRUST BKS INC   COM        86791410     260,410,361   5,227,864  5,198,894     28,970             4,717,782     75,280   434,802
SUPERCONDUCTOR    
TECHN              COM        86793110       1,991,425     110,255    110,255                          110,255
SUPERGEN INC       COM        86805910       3,399,418     177,173    177,173                          177,173
SUPERIOR ENERGY   
SVCS               COM        86815710       4,324,194     411,828    411,828                          411,828
SUPERIOR INDS     
INTL I             COM        86816810       6,947,100     231,570    231,540         30               229,770                1,800
SUPERIOR TELECOM  
INC                COM        86836510         404,652      67,442     67,442                           67,442
SUPERTEX INC       COM        86853210       2,204,007      43,752     43,752                           43,752
SUPERVALU INC      COM        86853610      37,155,739   2,466,853  2,463,743      3,110             2,199,172     38,930   228,751
SUPPORT COM INC    COM        86858710         511,560      16,704     16,704                           16,704
SURMODICS INC      COM        86887310       1,949,647      35,610     35,610                           35,610
SUSQUEHANNA       
BANCSHAR           COM        86909910       4,317,824     283,136    282,636                  500     282,636        500
SWIFT ENERGY CO    COM        87073810       7,084,616     170,459    170,359        100               170,459
SWIFT TRANSN CO    COM        87075610       6,828,656     522,788    522,588        200               518,188                4,600
SWISSCOM AG        SPONSORED  87101310         293,037      11,900     11,900                           11,900
SWITCHBOARD INC    COM        87104510         224,568      34,549     34,549                           34,549
SYBASE INC         COM        87113010      48,326,542   2,101,154  2,098,924      2,230             2,093,654                7,500
SYBRON INTL CORP   COM        87114F10      21,600,048     900,002    888,302     11,700               890,902                9,100
SYCAMORE NETWORKS 
IN                 COM        87120610      69,854,940     646,805    487,955    158,600       250     645,155        250     1,400
SYKES ENTERPRISES 
IN                 COM        87123710       1,703,332     316,899    316,499        400               313,999                2,900
SYLVAN LEARNING   
SYS                COM        87139910       8,152,969     550,430    545,030      5,400               547,330                3,100
SYMANTEC CORP      COM        87150310      87,927,488   1,998,352  1,997,152      1,200             1,979,891               18,461
SYMBOL            
TECHNOLOGIES       COM        87150810      39,166,909   1,089,877  1,087,987      1,890             1,077,879               11,998
SYMMETRICOM INC    COM        87154310       2,051,843     131,318    131,318                          131,318
                   Page Total            4,244,859,918                                   
                                                                                         



September 2000                                                     Page 73 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
SYMYX TECHNOLOGIES COM        87155S10       6,190,957     142,731    142,531        200               142,731
SYNAVANT INC       COM        87157A10         402,891      60,250     60,250                           51,412         20     8,818
SYNCOR INTL CORP  
DEL                COM        87157J10       8,392,142     227,973    227,973                          227,973
SYNOPSYS INC       COM        87160710      20,909,461     552,065    548,965        600     2,500     543,471      2,500     6,094
SYNOVUS FINL CORP  COM        87161C10      96,786,453   4,568,200  4,564,000      4,200             4,205,538     70,850   291,812
SYNTEL INC         COM        87162H10         457,624      58,460     58,460                           58,460
SYNTROLEUM CORP    COM        87163010       4,275,469     209,839    209,639        200               209,839
SYSCO CORP         COM        87182910     367,983,203   7,945,742  6,285,760    938,576   721,406   6,495,852    956,946   489,344
SYSTEMAX INC       COM        87185110         393,615     143,133    143,133                          143,133
SYSTEMS &         
COMPUTER T         COM        87187310       4,279,894     243,702    243,602        100               243,702
TCF FINL CORP      COM        87227510      27,522,273     731,489    728,697      1,000     1,792     722,797      1,792     6,900
TD WATERHOUSE     
GRP IN             COM        87236210       3,651,952     196,078    193,678      2,400               196,078
TECO ENERGY INC    COM        87237510      35,794,382   1,245,022  1,120,517     52,772    71,733   1,161,189     71,733    12,100
TEPPCO PARTNERS   
L P                UT LTD PAR 87238410         420,715      15,839     13,439                2,400      13,439      2,400
THQ INC            COM NEW    87244340       3,063,699     131,772    131,772                          131,772
TJX COS INC NEW    COM        87254010     122,379,412   5,439,085  5,425,440     11,545     2,100   4,638,929    477,535   322,621
TRW INC            COM        87264910      84,366,668   2,076,718  2,061,172      7,020     8,526   1,877,495     45,196   154,027
TMP WORLDWIDE INC  COM        87294110      25,296,481     314,242    314,042        200               313,342                  900
TXU CORP           COM        87316810     186,808,654   4,714,414  4,704,713      4,602     5,099   4,254,178     74,321   385,915
TAKE-TWO          
INTERACTIVE        COM        87405410       1,997,847     159,039    159,039                          159,039
TALBOTS INC        COM        87416110       7,056,088     106,507    106,207        100       200     106,307        200
TALK COM INC       COM        87426410       1,880,115     426,717    426,717                          426,717
TANGER FACTORY    
OUTLE              COM        87546510       1,183,424      53,792     53,792                           53,792
TANNING           
TECHNOLOGY C       COM        87588P10       1,033,986      75,199     75,199                           75,199
TANOX INC          COM        87588Q10       1,270,786      37,514     37,514                           37,514
TARGET CORP        COM        87612E10   2,135,270,339  83,327,623 83,002,101    239,103    86,419  14,615,144 67,364,223 1,348,256
TARGETED GENETICS 
CO                 COM        87612M10       1,889,763     159,138    159,138                          159,138
TAUBMAN CTRS INC   COM        87666410       3,993,746     345,420    345,220        200               345,420
TECH DATA CORP     COM        87823710      19,818,087     463,581    462,406      1,175               459,381                4,200
TECHNE CORP        COM        87837710      12,872,832     114,936    114,816        120               114,736                  200
TECHNICLONE CORP   COM NEW    87851730       1,098,991     450,961    450,961                          450,961
TECHNITROL INC     COM        87855510      15,866,393     157,093    156,593        500               155,993                1,100
TECHNOLOGY        
SOLUTIONS          COM        87872T10         818,535     327,414    321,247      6,167               327,414
TECUMSEH PRODS CO  CL A       87889520       7,423,432     177,276    176,776        500               175,876                1,400
TEJON RANCH CO DEL COM        87908010       1,214,703      48,012     48,012                           48,012
TEKELEC            COM        87910110       7,315,345     222,520    222,320        200               221,820                  700
TEKTRONIX INC      COM        87913110      62,024,768     807,488    806,968        520               749,013     10,190    48,285
                   Page Total            3,283,405,125                                   
                                                                                         



September 2000                                                     Page 74 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
TELCOM            
SEMICONDUCTOR      COM        87921P10       4,942,784     332,288    317,288     15,000               332,288
TELE DANMARK A/S   SPON ADR C 87924210         782,437      27,820     20,150      7,670                22,220                5,600
TELE NORTE        
LESTE PAR          SPON ADR P 87924610         473,421      20,696     20,696                                      20,696
TELECOM ITALIA    
SPA                SPON ADR O 87927W10       1,207,500      11,500     11,500                           11,500
TELECORP PCS INC   CL A       87929910       3,154,323     166,017    166,017                          166,017
TELEDYNE          
TECHNOLOGIE        COM        87936010       6,469,099     222,115    221,204        911               222,030                   85
TELEFLEX INC       COM        87936910      13,556,331     394,366    392,416      1,950               391,666                2,700
TELEFONICA S A     SPONSORED  87938220       2,776,183      46,708     37,026      9,682                42,608                4,100
TELEFONOS DE      
MEXICO             SPON ADR O 87940378       3,715,111      69,850     69,850                                      69,850
TELEPHONE & DATA  
SYS                COM        87943310      59,779,439     540,013    537,406      2,607               534,113                5,900
TELE1 EUROPE      
HLDG AB            SPONSORED  87944T20         634,293      70,477     70,477                           70,477
TELESP CELULAR    
PART               SPON ADR P 87952L10         592,701      17,995     17,995                                      17,995
TELIGENT INC       CL A       87959Y10       2,002,949     154,073    150,648      3,175       250     153,823        250
TELLABS INC        COM        87966410     324,130,724   6,788,078  6,772,524     14,154     1,400   6,070,525    280,985   432,168
TELXON CORP        COM        87970010       1,513,767      86,501     86,501                           86,501
TELOCITY INC       COM        87971D10         240,336      73,251     73,251                           73,251
TEMPLE INLAND     
INC                COM        87986810      52,119,181   1,376,084    994,391    381,693               896,660    392,848    86,576
TELETECH          
HOLDINGS IN        COM        87993910       3,529,053     142,588    142,588                          142,588
TENFOLD CORP       COM        88033A10         344,408      77,622     77,422        200                77,622
TENET HEALTHCARE  
COR                COM        88033G10     199,392,072   5,481,569  5,470,944     10,625             4,958,859     71,460   451,250
TENNANT CO         COM        88034510       2,880,188      65,089     64,889        200                65,089
TENNECO           
AUTOMOTIVE I       COM        88034910       1,452,365     280,001    276,537      3,424        40     279,961         40
TERADYNE INC       COM        88077010     111,062,070   3,173,202  3,163,227      9,775       200   2,875,675    117,000   178,627
TERAYON           
COMMUNICATIO       COM        88077510       6,325,279     186,383    186,053        330               185,983                  400
TEREX CORP NEW     COM        88077910       2,886,493     220,984    220,784        200               220,984
TERRA NETWORKS    
S A                SPONSORED  88100W10         522,327      14,213      9,278      4,935                12,513                1,700
TERREMARK         
WORLDWIDE          COM        88144810       1,852,409     726,435    726,435                          726,435
TESORO PETE CORP   COM        88160910       2,237,186     225,137    225,137                          225,137
TETRA TECH INC    
NEW                COM        88162G10       7,287,137     255,134    255,034        100               255,134
TEVA              
PHARMACEUTICAL     ADR        88162420       1,515,849      20,712     20,712                                      20,712
TEXACO INC         COM        88169410   2,141,736,765  40,794,986  9,417,578 31,279,901    97,507  39,983,723    238,437   572,826
TEXAS             
BIOTECHNOLOGY      COM        88221T10       4,237,264     264,829    264,829                          264,829
TEXAS INDS INC     COM        88249110       5,478,228     171,866    170,366      1,500               171,866
TEXAS INSTRS INC   COM        88250810   1,471,499,887  31,184,434 31,024,012    148,922    11,500  27,466,202  1,194,520 2,505,112
TEXAS REGL        
BANCSHARE          CL A VTG   88267310       2,971,884     104,736    104,736                          104,736
TEXTRON INC        COM        88320310     119,465,179   2,590,031  2,566,066     18,374     5,591   2,332,044     46,706   211,281
THERAGENICS       
CORP               COM        88337510       1,252,023     192,619    192,619                          192,619
                   Page Total            4,566,018,645                                   
                                                                                         



September 2000                                                     Page 75 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
THERMA-WAVE INC    COM        88343A10       2,224,445      77,372     77,372                           77,372
THERMO            
CARDIOSYSTEMS      COM NONRED 88355K20       1,061,731     120,487    120,487                          120,487
THERMO FIBERTEK   
INC                COM        88355W10         213,901      51,087     51,087                           51,087
THERMO ELECTRON   
CORP               COM        88355610      85,431,268   3,285,818  3,278,685      7,062        71   3,077,611     47,676   160,531
THOMAS & BETTS    
CORP               COM        88431510      18,955,274   1,087,072  1,083,752        824     2,496   1,015,876     15,186    56,010
THOMAS INDS INC    COM        88442510       2,137,225     105,542    105,542                          105,542
THOR INDS INC      COM        88516010       1,180,831      51,063     51,063                           51,063
THORATEC LABS     
CORP               COM NEW    88517530       2,065,514      93,887     93,887                           93,887
3DO CO             COM        88553W10         900,016     134,592    134,592                          134,592
3DFX INTERACTIVE  
INC                COM        88553X10         718,019     147,286    147,286                          147,286
3COM CORP          COM        88553510      60,136,087   3,134,210  3,111,580     20,280     2,350   2,951,085    141,000    42,125
THREE FIVE SYS    
INC                COM        88554L10       4,378,578     149,695    149,695                          149,695
TIBCO SOFTWARE    
INC                COM        88632Q10      52,330,590     619,759    619,359        400               617,859                1,900
TICKETMASTER      
ONLINE-            CL B       88633P20       2,107,555     124,435    124,435                          124,435
TIDEWATER INC      COM        88642310      25,959,433     570,537    569,737        800               565,837                4,700
TIFFANY & CO NEW   COM        88654710     158,068,761   4,099,081  4,095,806      3,075       200   3,909,359     35,200   154,522
TIMBERLAND CO      CL A       88710010       7,589,674     185,114    184,354        700        60     185,054         60
TIME WARNER INC    COM        88731510   1,800,660,908  23,011,641 22,748,783    232,797    30,061  20,129,899    991,375 1,876,167
TIME WARNER       
TELECOM            CL A       88731910      15,094,939     312,447    311,947        500               310,247                2,200
TIMKEN CO          COM        88738910      15,633,633   1,142,225  1,140,625      1,600             1,072,545     12,180    57,500
TITAN CORP         COM        88826610       7,173,952     434,785    434,465        320               430,285                4,500
TITAN             
PHARMACEUTICAL     COM        88831410       9,968,790     153,366    150,866                2,500     150,866      2,500
TIVO INC           COM        88870610       1,856,938      95,842     95,642        200                95,842
TNT POST GROEP    
N V                SPONSORED  88874210         250,449      10,772     10,772                           10,772
TOKIO MARINE &    
FIRE               ADR NEW    88909040         802,992      16,000     16,000                           16,000
TOLL BROTHERS INC  COM        88947810       8,530,671     248,165    248,165                          248,165
TOLLGRADE         
COMMUNICAT         COM        88954210      11,455,460      82,525     82,525                           82,525
TOO INC            COM        89033310       4,866,208     204,893    204,359        534               204,879         14
TOOTSIE ROLL INDS 
IN                 COM        89051610       7,476,693     190,489    189,181      1,308               190,053                  436
TOPPS INC          COM        89078610       9,656,648   1,051,121  1,051,121                        1,051,121
TORCHMARK CORP     COM        89102710      61,025,841   2,194,227  2,176,377     14,750     3,100   2,034,216     34,920   125,091
TORO CO            COM        89109210       2,442,541      77,541     77,341        200                77,541
TOSCO CORP         COM NEW    89149030      99,736,743   3,198,023  3,180,638     14,285     3,100   2,963,571     38,000   196,452
TOTAL FINA ELF    
S A                SPONSORED  89151E10       2,168,300      29,526     29,526                           27,926                1,600
TOWER AUTOMOTIVE  
INC                COM        89170710       2,787,778     297,363    293,963      1,100     2,300     295,063      2,300
TOTAL SYS SVCS    
INC                COM        89190610       3,924,223     233,418    233,318        100               232,968                  450
TOWN & CTRY TR     SH BEN INT 89208110       2,581,902     143,439    143,439                          143,439
                   Page Total            2,493,554,511                                   
                                                                                         



September 2000                                                     Page 76 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
TOYOTA MOTOR CORP  SP ADR REP 89233130       8,583,818     109,348    109,348                          109,348
TOYS R US INC      COM        89233510      64,444,558   3,965,819  3,940,944     24,875             3,549,315     54,760   361,744
TRAMMELL CROW CO   COM        89288R10       2,494,815     166,321    166,321                          166,321
TRANS WORLD       
ENTMT CO           COM        89336Q10       4,755,380     475,538    475,538                          475,538
TRANSACTION SYS   
ARCH               CL A       89341610       5,626,855     346,268    346,068        200               343,968                2,300
TRANSATLANTIC     
HLDGS              COM        89352110      11,974,310     129,452    129,252        200               128,802                  650
TRANSKARYOTIC     
THERAP             COM        89373510       6,304,104     146,396    146,296        100               146,396
TRANSMONTAIGNE    
INC                COM        89393410       1,216,496     246,404    246,404                          246,404
TRAVELOCITY COM   
INC                COM        89395310       1,490,230     105,042    105,042                          105,042
TRANSWITCH CORP    COM        89406510      41,276,786     647,479    647,159        320               640,979                6,500
TREDEGAR CORP      COM        89465010       2,915,098     168,386    168,386                          168,386
TREMONT CORP       COM PAR $1 89474520         417,288      14,970     14,970                           14,970
TRENDWEST RESORTS 
IN                 COM        89491710         534,244      32,135     32,135                           32,135
TREX INC           COM        89531P10       1,105,721      36,478     36,378        100                36,478
TRIAD HOSPITALS   
INC                COM        89579K10       7,427,850     252,863    252,207        656               252,853         10
TRIANGLE          
PHARMACEUTI        COM        89589H10       1,930,537     228,818    228,818                          228,818
TRIAD GTY INC      COM        89592510       2,654,622      89,231     89,231                           89,231
TRIARC COS INC     CL A       89592710       2,654,279     107,788    107,608        180               107,788
TRICON GLOBAL     
RESTAU             COM        89595310     140,973,581   4,603,219  4,576,017     21,129     6,073   2,313,380  2,142,109   146,130
TRIBUNE CO NEW     COM        89604710     232,306,135   5,325,069  5,127,950    120,598    76,521   4,712,724    150,753   461,592
TRICO MARINE      
SERVICE            COM        89610610       2,086,721     131,447    131,447                          131,447
TRICORD SYSTEMS   
INC                COM        89612110       1,500,257     100,439     99,939        500               100,439
TRIGON HEALTHCARE 
IN                 COM        89618L10      23,821,518     453,208    452,808        400               450,008                3,200
TRIMBLE           
NAVIGATION L       COM        89623910       3,773,968     168,669    167,269        400     1,000     167,669      1,000
TRIMERIS INC       COM        89626310       7,679,012     109,799    109,799                          109,799
TRINITY INDS INC   COM        89652210       9,491,091     406,036    405,636        400               402,886                3,150
TRIQUINT          
SEMICONDUCT        COM        89674K10      22,991,491     630,993    605,013     25,005       975     623,918        975     6,100
TRITEL INC         CL A       89675X10       1,069,149      74,703     74,303        400                74,703
TRITON PCS HLDGS  
INC                CL A       89677M10       4,798,007     174,473    174,273        200               174,073                  400
TRITON NETWORK    
SYS I              COM        89677510         223,125      17,000     17,000                           17,000
TRIUMPH GROUP     
INC NE             COM        89681810       2,857,336      79,647     79,547        100                79,647
TRIZETTO GROUP INC COM        89688210       1,262,847      81,474     81,474                           80,776                  698
TRUE NORTH        
COMMUNICA          COM        89784410       9,851,341     275,562    274,932        630               275,062                  500
TRUST CO NJ       
JERSEY C           COM        89830410       1,922,096     114,752    114,752                          114,752
TRUSTCO BK CORP   
N Y                COM        89834910       4,749,563     385,767    385,767                          385,767
TRUSTMARK CORP     COM        89840210       8,683,369     445,301    445,301                          445,301
TUCKER ANTHONY    
SUTRO              COM        89864710       4,701,048     185,263    185,163        100               185,263
                   Page Total              652,548,646                                   
                                                                                         



September 2000                                                     Page 77 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
TUESDAY MORNING   
CORP               COM NEW    89903550         629,256      80,550     80,550                           80,550
TULARIK INC        COM        89916510       2,853,510      86,470     86,470                           86,470
TUMBLEWEED        
COMMUNICA          COM        89969010       3,300,057      64,707     64,707                           64,707
TUPPERWARE CORP    COM        89989610      20,725,002   1,151,389  1,150,465        700       224   1,052,685     43,604    54,500
TURNSTONE SYSTEMS 
IN                 COM        90042310       1,053,176      22,710     22,054        609        47      22,663         47
TUT SYSTEMS        COM        90110310      14,786,195     171,311    171,311                          171,311
TWEETER HOME      
ENTMT G            COM        90116710       3,677,243     101,268    100,668        600               101,268
21ST CENTY INS    
GROUP              COM        90130N10       3,913,869     231,084    230,984        100               230,484                  600
24 / 7 MEDIA INC   COM        90131410       1,651,065     163,569    163,469        100               163,569
TWINLAB CORP       COM        90177410         673,277     153,892    153,892                          153,892
II VI INC          COM        90210410       1,068,785      57,240     57,140        100                57,240
TYCO INTL LTD NEW  COM        90212410   1,186,190,350  22,866,320 22,368,788    376,896   120,636  20,603,072    542,253 1,720,995
TYSON FOODS INC    CL A       90249410      15,227,220   1,522,722  1,521,572      1,150             1,502,922               19,800
UAL CORP           COM PAR $0 90254950      15,187,200     361,600    359,924      1,676               335,158        417    26,025
UCAR INTL INC      COM        90262K10       5,896,701     464,783    464,683        100               461,683                3,100
UCBH HOLDINGS INC  COM        90262T30       1,868,312      52,170     52,170                           52,170
UGI CORP NEW       COM        90268110       6,014,921     248,038    246,738      1,300               248,038
UICI               COM        90273710       1,798,510     256,930    256,930                          256,930
UIL HLDG CORP      COM        90274810       5,400,473     104,992    104,992                          104,992
UMB FINL CORP      COM        90278810       4,440,349     119,204    119,204                          119,204
USX MARATHON      
GROUP              COM NEW    90290582     215,144,754   7,582,194  7,570,222      7,072     4,900   6,984,768     88,650   508,776
U S B HLDG INC     COM        90291010         859,515      64,567     64,567                           64,567
UST INC            COM        90291110      63,129,166   2,759,745  2,740,445      6,800    12,500   2,579,550    121,720    56,675
US BANCORP DEL     COM        90297310     302,245,693  13,285,525 13,189,160     55,139    41,226  12,006,093    228,039 1,051,393
USA NETWORKS INC   COM        90298410      19,754,027     900,489    894,409      5,430       650     893,839        650     6,000
URS CORP NEW       COM        90323610       1,288,562      97,250     97,250                           97,250
U S CAN CORP       COM        90328W10       1,754,134      88,539     88,539                           88,539
U S G CORP         COM NEW    90329340      26,460,309   1,055,794  1,054,184      1,010       600   1,021,952        600    33,242
US LEC CORP        CL A       90331S10         662,099      77,330     76,830        500                77,330
USEC INC           COM        90333E10       2,519,123     592,735    592,735                          592,735
U S AGGREGATES    
INC                COM        90334D10         395,235      23,864     23,864                           23,864
U S INTERACTIVE   
INC                COM        90334M10         271,151     107,132    106,632        500               107,132
USX-U S STL        COM        90337T10      24,637,748   1,622,292  1,621,082      1,210             1,471,386     24,050   126,856
US UNWIRED INC     CL A       90338R10         768,675      80,650     79,400      1,250                80,650
US ONCOLOGY INC    COM        90338W10       2,143,742     473,128    473,128                          473,128
UTI ENERGY CORP    COM        90338710       4,760,148     106,670    106,670                          106,670
U S WIRELESS CORP  COM        90339C10       1,293,987      81,511     81,511                           81,511
                   Page Total            1,964,443,539                                   
                                                                                         



September 2000                                                     Page 78 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
UBIQUITEL INC      COM        90347430         295,956      32,884     32,884                           32,884
ULTICOM INC        COM        90384410       1,910,023      40,531     40,531                           40,531
ULTIMATE ELECTRS  
INC                COM        90384910       2,132,865      51,863     51,863                           51,863
USA ED INC         COM        90390U10     130,115,067   2,700,211  2,700,211                        2,421,303    106,240   171,068
ULTRAMAR DIAMOND  
SHA                COM        90400010      30,344,972   1,195,861  1,194,161      1,700             1,188,191                7,670
ULTRATECH STEPPER 
IN                 COM        90403410       2,356,745     146,728    146,728                          146,728
UNIFI INC          COM        90467710       6,423,983     630,606    630,506        100               626,506                4,100
UNIFY CORP         COM        90474310         281,805      72,724     72,724                           72,724
UNILEVER PLC       SPON ADR N 90476770         863,861      32,909     32,909                           30,909                2,000
UNILEVER N V       N Y SHS NE 90478470     366,096,923   7,587,501  7,577,067     10,434             6,855,931    147,812   583,758
UNICOM CORP        COM        90491110     177,029,841   3,150,726  3,140,612      9,966       148   2,832,542     47,068   271,116
UNIGRAPHICS       
SOLUTION           CL A       90492810         667,210      33,998     32,898      1,100                33,998
UNION CARBIDE     
CORP               COM        90558110     587,311,027  15,557,908  2,365,416 13,190,992     1,500   2,147,798 13,221,447   188,663
UNION PAC CORP     COM        90781810     173,540,876   4,464,074  4,345,121     43,888    75,065   3,980,056    137,735   346,283
UNION PLANTERS    
CORP               COM        90806810      75,647,542   2,288,051  2,284,751      3,300             2,114,018     33,120   140,913
UNIONBANCAL CORP   COM        90890610      26,049,155   1,117,414  1,115,014                2,400   1,097,851      2,400    17,163
UNIROYAL          
TECHNOLOGY         COM        90916310       1,369,185      91,279     91,279                           91,279
UNISOURCE ENERGY  
COR                COM        90920510       3,631,598     221,777    221,777                          221,777
UNISYS CORP        COM        90921410      58,204,620   5,173,744  5,163,264      6,480     4,000   4,784,724     75,280   313,740
UNIT CORP          COM        90921810       2,572,355     174,397    174,397                          174,397
UNITED AUTO       
GROUP IN           COM        90944010         641,676      77,779     76,779      1,000                77,779
UNITED CMNTY      
FINL CO            COM        90983910       1,404,517     214,038    214,038                          214,038
UNITED BANKSHARES 
IN                 COM        90990710       4,977,920     253,652    253,652                          253,652
UNITED DOMINION   
INDS               COM        90991410         574,930      24,272     24,272                           24,272
UNITED DOMINION   
REAL               COM        91019710       9,503,227     873,860    873,860                          873,860
UNITED FIRE &     
CAS CO             COM        91033110         389,142      22,559     14,122      8,437                22,559
UNITED NATL       
BANCORP            COM        91090910       2,066,668     116,432    116,432                          116,432
UNITED NAT FOODS  
INC                COM        91116310         865,940      69,975     69,075        900                69,975
UNITED PAN-EUROPE 
CO                 SPON ADR A 91130020         931,032      47,900     38,290      9,610                37,100               10,800
UNITED PARCEL     
SERVIC             CL B       91131210      38,930,038     690,555    572,230     85,782    32,543     656,812     32,543     1,200
UNITED RENTALS INC COM        91136310      11,662,845     483,434    483,234        200               478,434                5,000
UNITED STATES     
CELLUL             COM        91168410      15,387,330     219,819    218,249      1,170       400     219,319        400       100
US AIRWAYS GROUP  
INC                COM        91190510      37,263,775   1,224,292  1,222,942      1,350             1,089,022     46,210    88,360
U S INDS INC NEW   COM        91208010       6,177,852     621,702    602,952     18,750               621,702
UNITED STATIONERS 
IN                 COM        91300410      11,168,712     415,580    415,480        100               415,580
UNITED            
TECHNOLOGIES       COM        91301710     670,552,112   9,683,063  9,497,433    109,803    75,827   8,861,608    197,777   623,678
UNITED TELEVISION 
IN                 COM        91306610       4,388,391      29,853     29,833         20                29,853
                   Page Total            2,463,731,716                                   
                                                                                         



September 2000                                                     Page 79 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
UNITED            
THERAPEUTICS       COM        91307C10       8,705,171      99,630     99,230        400                99,630
UNITEDHEALTH      
GROUP I            COM        91324P10     301,091,416   3,049,027  3,043,402      5,625             2,769,883     35,060   244,084
UNITEDGLOBALCOM    CL A       91324750      12,377,970     412,599    411,629        970               411,399                1,200
UNITRIN INC        COM        91327510      16,231,285     512,238    511,138        100     1,000     504,838      1,000     6,400
UNIVERSAL ACCESS  
INC                COM        91336310         729,404      62,077     61,997         80                62,077
UNIVERSAL         
COMPRESSIO         COM        91343110       1,316,709      42,561     42,561                           42,561
UNIVERSAL         
CORP VA            COM        91345610       8,909,055     303,287    301,927      1,360               301,287                2,000
UNIVERSAL DISPLAY 
CO                 COM        91347P10       1,630,028      73,884     73,784        100                73,884
UNIVERSAL ELECTRS 
IN                 COM        91348310       2,028,249      83,857     83,757        100                83,857
UNIVERSAL FOODS   
CORP               COM        91353810      10,208,995     501,055    500,755        300               497,555                3,500
UNIVERSAL FST     
PRODS              COM        91354310       1,207,453     105,713    105,713                          105,713
UNIVERSAL HLTH    
SVCS               CL B       91390310      12,249,426     143,059    142,859        200               142,759                  300
UNIVISION         
COMMUNICAT         CL A       91490610      60,940,087   1,630,504  1,626,804      3,700             1,611,204               19,300
UNOCAL CORP        COM        91528910     155,496,528   4,387,971  4,343,913     17,618    26,440   3,943,887     85,840   358,244
UNOVA INC          COM        91529B10       1,236,044     313,956    313,956                          313,956
UNUMPROVIDENT     
CORP               COM        91529Y10     113,950,616   4,181,674  4,159,698     18,424     3,552   3,766,267     69,417   345,990
USFREIGHTWAYS     
CORP               COM        91690610       4,509,563     198,773    198,533        240               198,773
URBAN SHOPPING    
CTRS               COM        91706010       7,143,952     150,399    150,399                          150,399
USINTERNETWORKING 
IN                 COM        91731180         967,773     145,050    145,050                          145,050
UTILICORP UTD INC  COM        91800510      22,701,172     877,340    870,720      5,720       900     868,540        900     7,900
UTSTARCOM INC      COM        91807610       1,051,518      50,223     49,861        241       121      50,102        121
VA LINUX SYSTEMS  
INC                COM        91819B10       2,113,301      45,693     45,559         84        50      45,643         50
V F CORP           COM        91820410      51,067,059   2,068,581  2,049,676     15,705     3,200   1,842,762     30,000   195,819
VYYO INC           COM        91845810       1,728,570      57,619     57,619                           57,619
VAIL RESORTS INC   COM        91879Q10       2,422,122     119,611    119,611                          119,611
VALASSIS          
COMMUNICATI        COM        91886610      11,830,280     531,698    531,298        400               524,498                7,200
VALHI INC NEW      COM        91890510       1,274,653     101,469    101,469                          101,469
VALENCE           
TECHNOLOGY I       COM        91891410       3,753,634     217,602    216,902        700               217,602
VALENTIS INC       COM        91913E10       1,727,632     209,410    206,555      2,855               209,410
VALERO ENERGY     
CORP N             COM        91913Y10      44,606,982   1,267,712  1,264,812        400     2,500   1,252,412      2,500    12,800
VALLEY NATL       
BANCORP            COM        91979410       9,653,672     353,459    352,199      1,260               352,881                  578
VALMONT INDS INC   COM        92025310       2,105,458     105,935    105,835        100               105,935
VALSPAR CORP       COM        92035510       9,660,398     420,200    419,600        200       400     416,700        400     3,100
VALUE CITY DEPT   
STOR               COM        92038710         975,174     118,203    118,203                          118,203
VALUE LINE INC     COM        92043710         973,379      27,749     27,749                           27,749
VALUEVISION INTL  
INC                CL A       92047K10       6,882,742     273,940    273,940                          273,940
VANS INC           COM        92193010         952,819      61,972     61,972                           61,972
                   Page Total              896,410,289                                   
                                                                                         



September 2000                                                     Page 80 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
VARCO INTL INC    
DEL                COM        92212210      16,084,803     772,862    768,455      4,407               765,575                7,287
VARIAN MED SYS    
INC                COM        92220P10      11,012,433     243,708    243,328        380               243,708
VARIAN INC         COM        92220610      11,650,553     270,553    270,453        100               270,553
VARIAN            
SEMICONDUCTOR      COM        92220710      13,583,753     362,843    361,743      1,100               362,843
VASCO DATA SEC    
INTL               COM        92230Y10         855,434      53,676     53,676                           53,676
VASOMEDICAL INC    COM        92232110       1,808,703     371,016    294,016               77,000     294,016     77,000
VAXGEN INC         COM NEW    92239020       1,177,562      50,377     50,377                           50,377
VECTREN CORP       COM        92240G10      12,742,814     627,354    624,688      2,666               623,021                4,333
VECTOR GROUP LTD   COM        92240M10       2,165,359     124,625    124,625                          124,625
VEECO INSTRS INC  
DEL                COM        92241710      17,580,221     165,436    165,236        200               165,436
VENTAS INC         COM        92276F10       1,950,630     390,126    390,126                          390,126
VENTANA MED SYS   
INC                COM        92276H10       1,858,591      73,245     73,145        100                73,245
VENTIV HEALTH INC  COM        92279310       1,433,985     113,583    113,583                          113,583
VENTRO CORP        COM        92281510       2,026,651     184,241    184,041        200               184,241
VENATOR GROUP INC  COM        92294410      12,087,961     976,805    971,985      2,220     2,600     971,205      2,600     3,000
VERITY INC         COM        92343C10      22,466,429     629,541    629,341        200               629,541
VERISIGN INC       COM        92343E10     286,004,377   1,411,935  1,377,598     33,137     1,200   1,326,786      1,200    83,949
VERITAS DGC INC    COM        92343P10       5,653,508     195,373    195,373                          195,373
VERIZON           
COMMUNICATIO       COM        92343V10   2,447,389,764  50,527,278 50,527,278                       44,408,396  2,140,373 3,978,509
VERITAS SOFTWARE  
CO                 COM        92343610     972,867,276   6,851,178  6,832,208     17,970     1,000   6,162,999    274,800   409,079
VERTEL CORP        COM        92490710       1,477,206     159,698    159,698                          159,698
VERSATA INC        COM        92529810         498,226      18,801     18,801                           18,801
VERTEX            
PHARMACEUTICA      COM        92532F10      22,019,686     260,588    258,478      1,110     1,000     258,988      1,000       600
VERTICALNET INC    COM        92532L10      13,702,789     390,115    388,695        420     1,000     387,915      1,000     1,200
VERTEX            
INTERACTIVE I      COM        92532210         931,110      50,847     50,847                           50,847
VIALINK CO         COM        92552Q10         751,677      84,696     84,696                           84,696
VIAD CORP          COM        92552R10      49,677,607   1,870,251  1,869,551        700             1,833,951               36,300
VIASAT INC         COM        92552V10       2,362,710     105,596    103,783        100     1,713     103,883      1,713
VIACOM INC         CL A       92552410       1,318,005      22,530     22,115        415                15,572                6,958
VIACOM INC         CL B       92552430   1,685,172,703  28,806,371 28,730,136     63,786    12,449  23,862,342  1,052,893 3,874,836
VIATEL INC         COM        92552920       3,525,774     343,978    343,778        200               343,978
VIASYSTEMS GROUP  
INC                COM        92553H10       4,765,780     280,340    280,340                          280,340
VIANT CORP         COM        92553N10       1,598,035     272,006    271,806        200               272,006
VIADOR INC         COM        92553R10         477,548      54,577     54,577                           54,577
VICAL INC          COM        92560210       3,730,993     144,193    143,743        450               144,193
VICINITY CORP      COM        92565310         454,839      41,349     40,842        507                41,349
VICOR CORP         COM        92581510       8,511,662     156,897    156,697        200               156,897
                   Page Total            5,643,377,157                                   
                                                                                         



September 2000                                                     Page 81 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
VIA NET WRKS      
INC                COM        92591210       1,007,891     104,716    104,716                          104,716
VIGNETTE CORP      COM        92673410      33,575,078   1,123,852  1,122,152      1,700             1,032,585               91,267
VINTAGE PETE INC   COM        92746010      14,914,558     655,585    655,585                          655,585
VION              
PHARMACEUTICALS    COM        92762410         772,343      43,208      8,208               35,000       8,208     35,000
VIRATA CORP        COM        92764610       9,268,410     140,165    139,965        200               139,865                  300
VISHAY            
INTERTECHNOLO      COM        92829810      69,663,141   2,265,468  2,263,884        690       894   2,246,602        894    17,972
VISTEON CORP       COM        92839U10      37,705,354   2,492,916  2,476,250     12,513     4,153   2,252,663     36,189   204,064
VISX INC DEL       COM        92844S10      16,250,768     603,288    593,088      2,500     7,700     591,188      7,700     4,400
VISUAL NETWORKS   
INC                COM        92844410       1,366,195     208,198    207,288        410       500     207,698        500
VITAL SIGNS INC    COM        92846910       1,171,512      44,208     44,208                           44,208
VITRIA TECHNOLOGY  COM        92849Q10      15,756,126     337,933    337,633        300               336,933                1,000
VITESSE           
SEMICONDUCTO       COM        92849710     131,324,463   1,476,601  1,460,511     15,815       275   1,460,826        275    15,500
VIVUS INC          COM        92855110         594,124     139,794    139,794                          139,794
VODAFONE GROUP    
PLC N              SPONSORED  92857W10      19,515,502     527,446    527,446                          454,346               73,100
VOICESTREAM       
WIRELESS           COM        92861510     175,236,326   1,509,851  1,236,099    239,299    34,453   1,472,098     34,453     3,300
VOLT INFORMATION  
SCI                COM        92870310       1,273,294      59,223     59,123        100                59,223
VORNADO RLTY TR    SH BEN INT 92904210      18,680,483     503,178    503,178                          502,278                  900
VOYAGER NET INC    COM        92906W10         290,627      48,189     48,189                           48,189
VULCAN MATLS CO    COM        92916010      70,683,829   1,758,873  1,757,403      1,470             1,590,811     23,440   144,622
WFS FINL INC       COM        92923B10       1,059,832      62,575     62,575                           62,575
WD-40 CO           COM        92923610       2,215,780     104,272    103,172      1,100               104,272
W HLDG CO INC      COM        92925110       2,395,737     235,176    235,176                          235,176
WJ COMMUNICATIONS 
IN                 COM        92928410         795,500      21,500     21,500                           21,500
WLR FOODS INC      COM        92928610         234,350      17,200     17,200                           17,200
WMS INDS INC       COM        92929710       3,477,915     154,574    154,574                          154,574
W P CAREY & CO    
LLC                COM        92930Y10         232,257      13,225     13,225                           13,225
WPS RESOURCES     
CORP               COM        92931B10      70,125,086   2,141,224    194,089  1,947,135               195,489  1,945,735
WABASH NATL CORP   COM        92956610       1,545,072     169,323    169,323                          169,323
WABTEC CORP        COM        92974010       2,358,041     232,893    232,893                          232,893
WACHOVIA CORP      COM        92977110     222,281,121   3,921,201  3,616,010    198,406   106,785   3,469,756    156,605   294,840
WACKENHUT CORP     COM SER A  92979410         956,343      64,292     64,292                           64,292
WADDELL & REED    
FINL               CL A       93005910      20,976,708     676,668    675,364      1,040       264     669,718        264     6,686
WADDELL & REED    
FINL               CL B       93005920         294,495      10,155      7,549      1,468     1,138       9,017      1,138
WAL MART STORES   
INC                COM        93114210   3,780,516,932  78,556,196 75,600,136  1,855,899 1,100,161  67,840,507  4,157,811 6,509,878
WALGREEN CO        COM        93142210     736,532,249  19,414,615 17,696,163  1,102,023   616,429  16,632,038  1,309,469 1,462,208
WALLACE COMPUTER  
SER                COM        93227010       6,850,849     449,236    442,336                6,900     439,436      6,900     2,900
WALTER INDS INC    COM        93317Q10       2,238,656     252,243    252,043        200               252,243
                   Page Total            5,474,136,947                                   
                                                                                         



September 2000                                                     Page 82 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
WARNACO GROUP INC  CL A       93439010       2,193,948     548,487    547,487      1,000               544,787                3,700
WASHINGTON FED    
INC                COM        93882410       9,259,136     406,995    403,995                3,000     403,995      3,000
WASHINGTON GAS    
LT CO              COM        93883710      12,841,735     477,832    473,977      3,855               474,132                3,700
WASHINGTON MUT    
INC                COM        93932210     408,270,149  10,254,952 10,208,115     46,837             9,354,700    142,715   757,537
WASHINGTON POST   
CO                 CL B       93964010      34,218,969      64,824     53,995      3,912     6,917      57,042      6,917       865
WASHINGTON REAL   
ESTA               SH BEN INT 93965310       6,022,391     300,189    299,969        220               300,189
WASTE CONNECTIONS 
IN                 COM        94105310       4,552,025     177,640    177,640                          177,640
WASTE MGMT INC    
DEL                COM        94106L10     260,564,735  14,943,209 10,779,080  4,157,932     6,197   9,761,185  4,308,956   873,068
WATCHGUARD        
TECHNOLOG          COM        94110510       4,642,500      77,375     77,375                           77,375
WATERS CORP        COM        94184810     116,256,072   1,306,248  1,305,048      1,200             1,293,848               12,400
WATSCO INC         COM        94262220       1,429,805     138,951    137,251      1,700               138,951
WATSON            
PHARMACEUTICA      COM        94268310     101,694,611   1,567,547  1,564,297      1,850     1,400   1,453,604     21,820    92,123
WATTS INDS INC     CL A       94274910       1,248,600     124,860    124,860                          124,860
WAUSAU-MOSINEE    
PAPER              COM        94331510       4,302,056     555,104    553,916                1,188     550,256      1,188     3,660
WAVE SYSTEMS CORP  CL A       94352610       5,331,960     318,326    317,426        900               318,326
WEATHERFORD INTL  
INC                COM        94707410      40,593,892     944,044    941,019      1,600     1,425     933,499      1,425     9,120
WEBB DEL CORP      COM        94742310       3,813,016     137,406    137,306        100               137,406
WEBEX INC          COM        94767L10         512,562      13,900     13,900                           13,900
WEBMETHODS INC     COM        94768C10       8,212,902      71,339     71,339                           71,339
WEBSENSE INC       COM        94768410         562,606      23,627     23,627                           23,627
WEBLINK WIRELESS  
INC                CL A       94769A10       2,349,931     305,702    305,702                          305,702
WEBMD CORP         COM        94769M10      20,056,510   1,315,181  1,315,181                        1,313,481                1,700
WEBSTER FINL CORP 
CO                 COM        94789010      15,018,993     557,560    534,424      7,613    15,523     538,237     15,523     3,800
WEBTRENDS CORP     COM        94844D10      10,529,023     281,713    281,613        100               281,713
WEBVAN GROUP INC   COM        94845V10       1,910,602     826,385    826,385                          824,085                2,300
WEINGARTEN RLTY   
INVS               SH BEN INT 94874110       8,960,069     219,879    219,879                          219,879
WEIRTON STL CORP   COM        94877410         307,827     123,131    123,131                          123,131
WEIS MKTS INC      COM        94884910       3,848,567      96,973     94,614        100     2,259      94,514      2,259       200
WELLMAN INC        COM        94970210       4,771,890     330,532    330,532                          328,232                2,300
WELLPOINT HEALTH  
NET                COM        94973H10     170,292,384   1,773,879  1,772,629      1,250             1,634,328     13,760   125,791
WELLS FARGO & CO  
NEW                COM        94974610   1,417,186,538  30,850,655 29,058,984  1,267,026   524,645  27,542,835    934,615 2,373,205
WENDYS INTL INC    COM        95059010      38,721,565   1,930,095  1,927,638      2,457             1,761,381     28,730   139,984
WERNER            
ENTERPRISES I      COM        95075510       3,221,497     274,170    274,170                          274,170
WESBANCO INC       COM        95081010       2,917,768     136,109    136,109                          136,109
WESCO FINL CORP    COM        95081710       2,999,952      11,952     10,663                1,289      10,663      1,289
WESCO INTL INC     COM        95082P10       1,411,096     176,387    176,387                          176,387
WESLEY JESSEN     
VISION             COM        95101810       4,961,140     129,072    128,372        700               129,072
                   Page Total            2,735,989,022                                   
                                                                                         



September 2000                                                     Page 83 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
WEST              
PHARMACEUTICAL     COM        95530610       1,896,084      81,552     81,552                           81,552
WEST TELESERVICES 
CO                 COM        95618810       1,521,872      69,176     69,176                           69,176
WESTAMERICA       
BANCORPO           COM        95709010      12,335,143     368,907    368,657        250               366,307                2,600
WESTELL           
TECHNOLOGIES       CL A       95754110       2,312,671     179,625    179,525        100               179,625
WESTCORP INC       COM        95790710       1,179,975      78,665     78,665                           78,665
WESTERN DIGITAL   
CORP               COM        95810210       5,504,234     936,891    936,891                          936,891
WESTERN GAS RES   
INC                COM        95825910       3,828,420     152,758    152,658        100               152,758
WESTERN MULTIPLEX 
CO                 CL A       95874P10         359,788      22,400     22,400                           22,400
WESTERN PPTYS TR   SH BEN INT 95926110       1,850,333     150,287    150,067        220               150,287
WESTERN RES INC    COM        95942510      16,214,403     749,799    747,430      1,769       600     744,199        600     5,000
WESTERN WIRELESS  
COR                CL A       95988E20      10,995,193     308,637    296,542      8,345     3,750     304,087      3,750       800
WESTFIELD AMER INC COM        95991010       4,526,527     329,202    329,202                          329,202
WESTPOINT STEVENS 
IN                 COM        96123810       5,467,567     446,332    446,332                          442,732                3,600
WESTVACO CORP      COM        96154810     425,231,778  15,934,042 15,931,177      2,865             1,650,324 14,173,806   109,912
WESTWOOD ONE INC   COM        96181510      17,077,528     796,638    793,748      2,890               787,938                8,700
WEYERHAEUSER CO    COM        96216610     157,316,261   3,896,378  3,874,001      6,577    15,800   3,494,550     72,340   329,488
WHIRLPOOL CORP     COM        96332010      57,009,060   1,466,471  1,463,101      1,520     1,850   1,334,243     20,740   111,488
WHITE ELECTR      
DESIGNS            COM        96380110       1,123,344      93,612     93,612                           93,612
WHITEHALL JEWELLER COM        96506310         952,320     119,985    119,985                          119,985
WHITMAN CORP NEW   COM        96647R10      14,190,782   1,227,364  1,225,126      2,120       118   1,213,846        118    13,400
WHITNEY HLDG CORP  COM        96661210       5,732,539     157,869    157,769        100               157,869
WHOLE FOODS MKT IN COM        96683710      10,222,273     190,405    189,525        880               190,405
WILD OATS MARKETS 
IN                 COM        96808B10       1,852,563     157,665    151,220      6,445               157,665
WILEY JOHN & SONS 
IN                 CL A       96822320      76,808,696   3,348,681    426,557     14,870 2,907,254     441,427  2,907,254
WILEY JOHN & SONS 
IN                 CL B       96822330      29,321,760   1,267,968                       1,267,968              1,267,968
WILLAMETTE INDS IN COM        96913310      51,643,480   1,844,410  1,843,035      1,375             1,700,873     28,490   115,047
WILLIAMS          
COMMUNICATI        CL A       96945510       4,102,060     205,103    201,623      3,480               204,703                  400
WILLIAMS COS INC  
DEL                COM        96945710     339,013,028   8,023,977  7,923,445     65,632    34,900   7,262,100    144,635   617,242
WILLIAMS CLAYTON  
ENE                COM        96949010       1,767,298      43,637     43,637                           43,637
WILLIAMS SONOMA IN COM        96990410      14,083,688     405,286    405,186        100               400,886                4,400
WILMINGTON TRUST  
COR                COM        97180710      15,554,896     290,068    287,868      2,200               287,368                2,700
WILSONS THE LEATHE COM        97246310       1,119,952      62,006     62,006                           62,006
WIND RIVER        
SYSTEMS I          COM        97314910      25,111,701     523,848    522,628      1,220               517,848                6,000
WINK COMMUNICATION COM        97416810       1,579,668     131,639    131,539        100               131,639
WINN DIXIE STORES 
IN                 COM        97428010      35,531,305   2,471,743  2,469,343      2,400             2,227,343     41,140   203,260
WINNEBAGO INDS INC COM        97463710       1,495,762     119,661    119,661                          119,661
WINSTAR           
COMMUNICATIO       COM        97551510       6,333,749     408,629    407,729        900               407,579                1,050
                   Page Total            1,362,167,701                                   
                                                                                         



September 2000                                                     Page 84 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                           
WINSTON HOTELS INC COM        97563A10         247,830      28,734     28,734                           28,734
WIRELESS          
FACILITIES         COM        97653A10       3,998,228      69,309     69,309                           69,309
WISCONSIN CENT    
TRANS              COM        97659210       5,565,371     526,924    526,924                          523,424                3,500
WISCONSIN ENERGY  
COR                COM        97665710      23,528,291   1,180,132  1,150,017     10,565    19,550   1,144,382     19,550    16,200
WIT SOUNDVIEW     
GROUP              COM        97738310       4,344,156     482,684    482,484                  200     482,484        200
WITNESS SYS INC    COM        97742410         232,295      12,861     12,861                           12,861
WOLVERINE TUBE INC COM        97809310       1,048,940      70,517     70,517                           70,517
WOLVERINE WORLD   
WIDE               COM        97809710       5,039,980     541,235    441,820     93,315     6,100     535,135      6,100
WOMEN COM         
NETWORKS I         COM        97814910         200,938      73,496     73,496                           73,496
WOODHEAD INDS INC  COM        97943810       1,203,911      57,847     57,847                           57,847
WOODWARD GOVERNOR 
CO                 COM        98074510       2,456,836      55,133     55,033        100                55,133
WORLD ACCESS INC   COM        98141A10       2,327,856     430,606    430,506        100               430,606
WORLDGATE         
COMMUNICAT         COM        98156L30       2,042,565      97,265     97,165        100                97,265
WORLD WRESTLING   
FEDN               CL A       98156Q10         970,859      63,927     63,927                           63,927
WORLDCOM INC GA   
NEW                COM        98157D10   1,588,016,147  52,280,367 50,847,538  1,127,552   305,277  47,099,161  1,008,358 4,172,848
WORTHINGTON INDS  
INC                COM        98181110      16,540,500   1,764,320  1,682,736     45,487    36,097   1,586,118     55,957   122,245
WORLDPAGES COM INC COM        98192210         892,415     209,980    209,980                          209,980
WRIGLEY WM JR CO   COM        98252610     139,091,244   1,857,646  1,849,099      8,547             1,659,259     79,245   117,942
WYNDHAM INTL INC   CL A       98310110       1,794,378     990,275    973,275     17,000               990,275
XM SATELLITE      
RADIO H            CL A       98375910       3,435,357      79,777     79,677        100                79,777
X-RITE INC         COM        98385710         770,822      88,094     88,094                           88,094
XCEED INC          COM        98388N10         260,335     104,134    104,034        100               104,134
XCEL ENERGY INC    COM        98389B10     154,351,312   5,612,775  5,612,775                        5,168,291     87,101   357,383
XILINX INC         COM        98391910     480,441,789   5,610,999  5,587,084     19,715     4,200   5,048,656    227,100   331,743
XIRCOM INC         COM        98392210       4,951,550     196,101    195,901        200               196,101
XETEL CORP         COM        98394210         279,200      34,900        400               34,500         400     34,500
XEROX CORP         COM        98412110     505,110,586  33,535,426 11,855,945 21,669,811     9,670  10,783,367 21,817,084   934,975
XTRA CORP          COM        98413810       4,207,917      94,694     94,364        330                94,694
XYBERNAUT CORP     COM        98414910       1,070,916     180,380    180,380                          180,380
YAHOO INC          COM        98433210     827,947,393   9,098,323  9,083,340     14,143       840   7,925,344    374,760   792,319
YANKEE CANDLE INC  COM        98475710       1,978,991      98,335     96,760      1,575                98,335
YELLOW CORP        COM        98550910      10,124,054     669,359    419,189    250,170               669,359
YORK INTL CORP    
NEW                COM        98667010       9,929,826     399,189    398,239        950               396,489                2,700
YOUNG & RUBICAM   
INC                COM        98742510      57,361,887   1,158,826  1,158,076        750             1,040,167     50,600    67,259
YOUNG BROADCASTING
I                  CL A       98743410       3,646,786     116,003    116,003                          116,003
Z TEL TECHNOLOGIES
I                  COM        98879210         331,346      45,703     45,703                           45,703
ZALE CORP NEW      COM        98885810      63,792,290   1,966,652  1,966,452        200             1,558,693    397,359    10,600
                   Page Total            3,929,535,097                                   
                                                                                         



September 2000                                                     Page 85 of 86


 





    Name of        Title of   Cusip          Fair Market   Shares       Investment Discretion                Voting Authority
     Issuer        Class      Number         Value         Prin Amt   Sole     Shared as    Shared       Sole     Shared       None
                                                                                Defined     Other

                                                                                             
ZEBRA TECHNOLOGIES
C                  CL A       98920710       9,843,530     204,809    204,479        330               204,809
ZENITH NATL INS   
CORP               COM        98939010       1,550,784      70,893     70,393        500                70,893
ZIFF-DAVIS INC     COM ZD     98951110       2,006,281     246,927    246,027        900               246,927
ZIONS             
BANCORPORATION     COM        98970110      38,352,170     749,930    748,930      1,000               742,630                7,300
ZIXIT CORP         COM        98974P10       3,608,363     118,307    118,207        100               118,307
ZORAN CORP         COM        98975F10      10,365,127     212,618    185,473     26,145     1,000     211,618      1,000
ZYGO CORP          COM        98985510       7,548,468      86,764     86,664        100                86,764
ZOLL MED CORP      COM        98992210       2,313,967      47,466     46,966        500                47,466
ZOMAX INC MINN     COM        98992910       1,297,219     185,317    185,217        100               185,317
                   Page Total               76,885,909                                   
                                                                                          
                                                                                          
TOTAL MARKET VALUE                      321,603,068,698                                   
                                                                                Defined    Other
                                                                                           
                                                                                           
                                                                                            


                     
                    

September 2000                                                     Page 86 of 86