VANGUARD GROUP INC
13F-HR, 1999-07-09
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                                  UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                             Washington, D.C. 20549

                                    Form 13F

                               FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:  June 30, 1999

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

Institutional Investment Manager Filing this Report:

         The Vanguard Group
         PO Box 2600
         Valley Forge, Pennsylvania 19482-2600

Form 13F File Number: 28-6408

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

Person Signing this Report on Behalf of Reporting Manager:

Raymond J. Klapinsky       100 Vanguard Blvd.
Secretary                           Malvern, PA 19355
(610)669-6084

Date     4/10/99           By  /s/Raymond J. Klapinsky
- -----    ---------         -----------------------------------

Report Type

[ x ] 13F HOLDINGS REPORT

[  ] 13F NOTICE

[  ] 13F COMBINATION REPORT


<PAGE>

Form 13F Summary Page

Report Summary:

Number of Other Included Managers: NONE

Form 13F Information Table Entry Total:4295

Form 13F Information Table Value Total: $176,705,018 (x1000)

<TABLE>
<S>            <C>



      Security Description            Class        Cusip   (MVx1000)   Shares     S/P   P/CDscretn  Sole    None
AAR CORP.                       COM              000361105       5568     245400   SH       Sole     x
ABC BANCORP                     COM              000400101         93       7000   SH       Sole     x
ABC-NACO, INC.                  COM              000752105       1482      72300   SH       Sole     x
A.C. MOORE ARTS & CRAFTS        COM              00086T103         29       5200   SH       Sole     x
THE A CONSULTING TEAM           COM              000881102         84      10500   SH       Sole     x
ADC TELECOMMUNICATIONS          COM              000886101      21614     474390   SH       Sole     x
ACTV, INC.                      COM              00088E104       1335      96200   SH       Sole     x
ADE CORP.                       COM              00089C107        583      48600   SH       Sole     x
AER ENERGY RES INC              COM              000944108         23     103700   SH       Sole     x
AFC CABLE SYSTEMS, INC.         COM              000950105       2200      62300   SH       Sole     x
ABM INDUSTRIES                  COM              000957100       3692     120300   SH       Sole     x
ACT NETWORKS INC.               COM              000975102        877      51400   SH       Sole     x
AEP INDUSTRIES                  COM              001031103        472      15600   SH       Sole     x
AFLAC,  INC.                    COM              001055102     174128    3637148   SH       Sole     x
AGCO CORP.                      COM              001084102       6137     542460   SH       Sole     x
AGL RESOURCES INC.              COM              001204106       7259     393730   SH       Sole     x
AES CORP.                       COM              00130H105     156662    2695256   SH       Sole     x
AK STEEL HOLDING CORP           COM              001547108       4571     203150   SH       Sole     x
AMBI INC                        COM              00163N102        103      42300   SH       Sole     x
AMB PROPERTY CORP.              COM              00163T109      21441     912400   SH       Sole     x
AMC ENTERTAINMENT INC.          COM              001669100       1086      56800   SH       Sole     x
AML COMMUNICATIONS INC.         COM              001733104         58      38600   SH       Sole     x
AMLI RESIDENTIAL PRP REIT       SH BEN INT       001735109       4173     186500   SH       Sole     x
AMR CORP.                       COM              001765106     146460    2145936   SH       Sole     x
APAC TELESERVICES, INC.         COM              00185E106       1013     311600   SH       Sole     x
ARM FINANCIAL GROUP             CL A             001944107        862     101400   SH       Sole     x
A T & T                         COM              001957109    2704976   48465408   SH       Sole     x
AT&T CORP-LIBERTY MEDIA         COM LIB GRP A    001957208      13626     370770   SH       Sole     x
AT&T CORP-LIBERTY MEDIA         COM LIB GRP B    001957307        314       8438   SH       Sole     x
A.S.V., INC.                    COM              001963107       1238      54700   SH       Sole     x
ATEC GROUP, INC.                COM NEW          00206X604        223      57500   SH       Sole     x
ATMI INC.                       COM              00207R101       1874      63000   SH       Sole     x
AVT CORP                        COM              002420107       1492      39400   SH       Sole     x
AVX CORP.                       COM              002444107       4897     200900   SH       Sole     x
AARON RENTS INC.-CLASS B        COM              002535201        732      32900   SH       Sole     x
AAVID THERMAL TECH.             COM              002539104       2930     129500   SH       Sole     x
AAMES FINANCIAL CORP.           COM              00253A101        359     273450   SH       Sole     x
ABACUS DIRECT CORP.             COM              002553105       6423      70200   SH       Sole     x
ABBOTT LABORATORIES             COM              002824100    1045723   22982913   SH       Sole     x
ABERCROMBIE & FITCH             CL A             002896207      18384  383005.99   SH       Sole     x
ABGENIX, INC.                   COM              00339B107        461      23200   SH       Sole     x
ABINGTON BANCORP INC.           COM              00350P100        473      35000   SH       Sole     x
ABLE TELCOM HOLDING CORP        COM NEW          003712304       1041     143600   SH       Sole     x
ABOUT.COM INC.                  COM              003736105       2314      44600   SH       Sole     x
ABOVENET COMMUNICATIONS         COM              003743101       6981     172900   SH       Sole     x
ACACIA RESEARCH CORP.           COM              003881109        438      54800   SH       Sole     x
ACADIA REALTY TRUST             COM SH BEN INT   004239109         28       5300   SH       Sole     x
ACCELR8 TECHNOLOGY CORP.        COM NEW          004304200        105      52400   SH       Sole     x
ACCEPTANCE INSURANCE COS,       COM              004308102       2302     152800   SH       Sole     x
ACCLAIM ENTERTAINMENT INC       COM PAR $0.02    004325205       3842     602643   SH       Sole     x
ACE CASH EXPRESS, INC.          COM              004403101       1135      80350   SH       Sole     x
ACETO CORP.                     COM              004446100        529      45962   SH       Sole     x
THE ACKERLEY GROUP INC.         COM              004527107       2723     149700   SH       Sole     x
ACMAT CORP. CLASS A             CL A             004616207        546      36700   SH       Sole     x
ACME ELECTRIC CORP.             COM              004644100        233      42800   SH       Sole     x
ACNIELSON CORP                  COM              004833109      11342     374951   SH       Sole     x
ACTIVISION, INC.                COM NEW          004930202       1954     134200   SH       Sole     x
ACTION PERFORMANCE COS IN       COM              004933107       4641     140625   SH       Sole     x
ACTEL CORPORATION               COM              004934105       1474      99900   SH       Sole     x
ACTIVE VOICE CORP.              COM              004938106         36       2500   SH       Sole     x
ACTUATE SOFTWARE CORP           COM              00508B102       1071      40400   SH       Sole     x
ACUSON CORP.                    COM              005113105       3547     206400   SH       Sole     x
ACX TECHNOLOGIES INC.           COM              005123104       1788     110000   SH       Sole     x
ACXIOM CORP.                    COM              005125109       9393     376670   SH       Sole     x
ADAC LABORATORIES               COM NEW          005313200       1595     220033   SH       Sole     x
ADAMS GOLF INC.                 COM              006228100        299     116500   SH       Sole     x
ADAPTIVE BROADBAND CORP         COM              00650M104       1905      87100   SH       Sole     x
ADAPTEC, INC.                   COM              00651F108      12511     354300   SH       Sole     x
ADELPHIA COMMUNICATIONS C       CL A             006848105       8818     138600   SH       Sole     x
ADFLEX SOLUTIONS INC            COM              006866107          8       2000   SH       Sole     x
ADMINISTAFF INC.                COM              007094105       1466      91600   SH       Sole     x
ADOBE SYSTEM, INC.              COM              00724F101      79502     967693   SH       Sole     x
ADTRAN INC                      COM              00738A106       8010     220200   SH       Sole     x
ADVANCE PARADIGM INC.           COM              007491103       3996      65500   SH       Sole     x
ADVANCED COMMUNICATION          COM              00750X109        657      48000   SH       Sole     x
ADVANCED COMM. GROUP            COM              00751B106       2418     243300   SH       Sole     x
ADVANCED DIGITAL INFO.          COM              007525108       2928      72300   SH       Sole     x
ADVANCED LIGHTING TECHS         COM              00753C102        307      34100   SH       Sole     x
ADVANCED MAGNETICS, INC.        COM              00753P103        463     110600   SH       Sole     x
ADVANCED MARKETING SERVIC       COM              00753T105        608      40500   SH       Sole     x
ADVANCED FIBRE COMM.            COM              00754A105       7306     467600   SH       Sole     x
ADVANCED POLYMER SYSTEMS        COM              00754G102       1430     204300   SH       Sole     x
ADVANCED RADIO TELECOM          COM              00754U101       1156      80400   SH       Sole     x
ADVANCED TISSUESCIENCE          COM              00755F103       1647     506800   SH       Sole     x
ADVEST GROUP, INC.              COM              007566102        694      34800   SH       Sole     x
ADVANTAGE LEARNING SYSTEM       COM              00757K100       2812     127100   SH       Sole     x
ADVO, INC.                      COM              007585102       4895     235925   SH       Sole     x
ADVANTICA RESTAURANT GRP        COM              00758B109        131      38100   SH       Sole     x
AERIAL COMMUNICATIONS INC       COM              007655103       3386     250800   SH       Sole     x
AEROFLEX INC.                   COM              007768104        486      24600   SH       Sole     x
ADVANCED MICRO DEVICES          COM              007903107      37452    2073489   SH       Sole     x
ADVANTA CORP. CL A              CL A             007942105       4062     224884   SH       Sole     x
ADVANCED ENERGY                 COM              007973100       2746      67700   SH       Sole     x
ADVENT SOFTWARE, INC.           COM              007974108       2499      37300   SH       Sole     x
AETNA INC.                      COM              008117103     171597    1918629   SH       Sole     x
AETRIUM, INC.                   COM              00817R103        633      69400   SH       Sole     x
AFFILIATED COMPUTER SVCS        CL A             008190100       8946     176716   SH       Sole     x
AFFILIATED MANAGERS GROUP       COM              008252108       4332     143500   SH       Sole     x
AFFYMETRIX, INC.                COM              00826T108       6083     123200   SH       Sole     x
AFTERMARKET TECHNOLOGY          COM              008318107       2150     189000   SH       Sole     x
AGRIBIOTECH INC                 COM              008494106       1122     185000   SH       Sole     x
AGRIBRANDS INTERNATIONAL        COM              00849R105       2480      62692   SH       Sole     x
AGRITOPE INC.                   COM              00855D107        103      29340   SH       Sole     x
AIR EXPRESS INTERNATIONAL       COM              009104100       5844     230300   SH       Sole     x
AIR PRODUCTS & CHEMICALS,       COM              009158106     122716    3048850   SH       Sole     x
AIRBORNE FREIGHT CORP.          COM              009266107      10157     366830   SH       Sole     x
AIRGAS, INC.                    COM              009363102       5237     427480   SH       Sole     x
AIRTRAN HOLDING                 COM              00949P108       2856     496700   SH       Sole     x
AIRTOUCH COMMUNICATIONS         COM              00949T100     207651    1931634   SH       Sole     x
ALABAMA NATIONAL BANCORP        COM              010317105        295      11800   SH       Sole     x
ALAMO GROUP, INC.               COM              011311107        376      43000   SH       Sole     x
ALANCO ENVIRO. RES. CORP.       COM NO PAR NEW   011612405          4  3713.7143   SH       Sole     x
ALARIS MEDICAL                  COM              011637105        165      48900   SH       Sole     x
ALASKA AIR GROUP, INC.          COM              011659109      11823     283190   SH       Sole     x
ALBANY INTERNATIONAL CORP       CL A             012348108       2673     128806   SH       Sole     x
ALBEMARLE CORP                  COM              012653101       5207     225181   SH       Sole     x
ALBERTO-CULVER CO. CLASS        CL B CONV        013068101      21721     815828   SH       Sole     x
ALBERTO-CULVER CO. CL A         CL A             013068200         87       3800   SH       Sole     x
ALBERTSON'S, INC.               COM              013104104     292105  5665065.1   SH       Sole     x
ALCAN ALUMINIUM  LTD.           COM              013716105      87340    2734710   SH       Sole     x
ALCIDE CORP.                    COM NEW          013742507        182      10100   SH       Sole     x
ALCOA, INC.                     COM              013817101     314103    5076409   SH       Sole     x
ALEXANDER & BALDWIN, INC.       COM              014482103       6408     287990   SH       Sole     x
ALEXANDER'S, INC.               COM              014752109       2711      36700   SH       Sole     x
ALEXANDRIA REIT                 COM              015271109       5616     179700   SH       Sole     x
ALFA CORP.                      COM              015385107       4848     242400   SH       Sole     x
ALGOS PHARMACEUTICAL            COM              015869100       2233     101200   SH       Sole     x
ALIANT COMMUNICATIONS INC       COM              016090102       9870     213690   SH       Sole     x
ALICO, INC.                     COM              016230104        409      26400   SH       Sole     x
ALKERMES INC.                   COM              01642T108       2673     115600   SH       Sole     x
ALL AMERICAN SEMICONDUCT        COM NEW          016557407         23       7640   SH       Sole     x
ALLAIRE CORP.                   COM              016714107       1488      21800   SH       Sole     x
ALLEGHANY CORP.                 COM              017175100       6691      36166   SH       Sole     x
ALLEGHENY ENERGY INC.           COM              017361106      13477     420350   SH       Sole     x
ALLEGHENY TELEDYNE INC          COM              017415100      58489    2585130   SH       Sole     x
ALLEGIANCE TELECOM INC.         COM              01747T102       8281     150900   SH       Sole     x
ALLEN ORGAN CO.                 CL B             017753104        502      13700   SH       Sole     x
ALLEN TELECOM GROUP             COM              018091108       2661     247500   SH       Sole     x
ALLERGAN, INC.                  COM              018490102     106319     957827   SH       Sole     x
ALLERGAN SPEC. THERAP.          CL A             018494104         87       8021   SH       Sole     x
ALLIANCE BANCORP INC.           COM              01852J105       1955      84066   SH       Sole     x
ALLIANCE GAMING CORP.           COM NEW          01859P609        331      88228   SH       Sole     x
ALLIANCE PHARMACEUTICAL         COM              018773101        770     293500   SH       Sole     x
ALLIANCE SEMICONDUCTOR          COM              01877H100       2819     283650   SH       Sole     x
ALLIANT ENERGY CORP             COM              018802108       6520     229783   SH       Sole     x
ALLIANT TECHSYSTEMS, INC.       COM              018804104       8806     101800   SH       Sole     x
ALLIED CAPITAL CORP             COM              01903Q108       6384     266000   SH       Sole     x
ALLIED DEVICES CORP.            COM              019120104         16      11200   SH       Sole     x
ALLIED HOLDINGS INC.            COM              019223106        340      41900   SH       Sole     x
ALLIED PRODUCTS CORP.           COM              019411107        221      76999   SH       Sole     x
ALLIED SIGNAL, INC.             COM              019512102     527706    8376283   SH       Sole     x
ALLIED WASTE INDUSTRIES         COM PAR$.01NEW   019589308      14612     739835   SH       Sole     x
ALLMERICA FINANCIAL CORP.       COM              019754100      13084     215158   SH       Sole     x
ALLOU HEALTH & BEAUTY           CL A             019782101        363      51400   SH       Sole     x
ALLSTATE CORP.                  COM              020002101     408446   11385268   SH       Sole     x
ALLTEL CORP.                    COM              020039103     293055    4098676   SH       Sole     x
ALPHA INDUSTRIES                COM              020753109       4491      94300   SH       Sole     x
ALPHARMA, INC. CLASS A          CL A             020813101      11500     323368   SH       Sole     x
ALPINE GROUP INC.               COM              020825105       2075     129200   SH       Sole     x
ALTERA CORP.                    COM              021441100      26087     708640   SH       Sole     x
ALTEON INC.                     COM              02144G107          6       8600   SH       Sole     x
ALTERRA HEALTHCARE CORP         COM              02146C104       2687     195400   SH       Sole     x
ALTIVA FINANCIAL CORP.          COM NEW          021497300         24       5290   SH       Sole     x
ALTRIS SOFTWARE                 COM              022091102          5       5300   SH       Sole     x
ALYN CORP.                      COM              022611107        130      41700   SH       Sole     x
ALZA CORP.                      COM              022615108      71767    1410659   SH       Sole     x
AMAZON.COM INC                  COM              023135106      52965     423300   SH       Sole     x
AMBAC FINANCIAL GROUP INC       COM              023139108      21900     383370   SH       Sole     x
AMBANC HOLDING CO               COM              023161102        319      19200   SH       Sole     x
AMBASSADORS INTERNATIONAL       COM              023178106        605      40700   SH       Sole     x
AMCAST INDUSTRIAL CORP.         COM              023395106       1201      73600   SH       Sole     x
AMCOL INTERNATIONAL CORP        COM              02341W103       2606     181300   SH       Sole     x
AMERADA HESS CORP.              COM              023551104      75972    1276838   SH       Sole     x
AMERCO, INC.                    COM              023586100       2581     114720   SH       Sole     x
AMEREN CORP                     COM              023608102      76208    1985867   SH       Sole     x
AMERICA ONLINE, INC.            COM              02364J104    1789439   16194014   SH       Sole     x
AMERICA SERVICE GROUP           COM              02364L109         69       4500   SH       Sole     x
AMERICA WEST HLDGS CORP         CL B             023657208       5047     267400   SH       Sole     x
AMERICAN ACCESS TECH            COM              02368F108        807      43600   SH       Sole     x
AMERICAN AIRCARRIERS SUPP       COM              023758105        115      13300   SH       Sole     x
AMERICAN ANNUITY GROUP IN       COM              023840101       3616     149095   SH       Sole     x
AMCORE FINANCIAL                COM              023912108       3974     172320   SH       Sole     x
AMERICA FIRST MORTGAGE          COM              023934102         64      13100   SH       Sole     x
AMERICAN AXLE & MAN. HLDG       COM              024061103       2222     158700   SH       Sole     x
AMER. BANK NOTE HOLOGRAPH       COM              024377103        906     329500   SH       Sole     x
AMER BANKERS INS                COM              024456105       8917     163800   SH       Sole     x
AMERICAN BANKNOTE CORP.         COM              024490104        102     327300   SH       Sole     x
AMERICAN BUSINESS PRODS         COM              024763104       1011      66300   SH       Sole     x
AMERICAN CLASSIC VOYAGER        COM              024928103       2345      97700   SH       Sole     x
AMER COIN MERCHANDISING         COM              02516B108         57       8800   SH       Sole     x
AMERICAN DENTAL PARTNERS        COM              025353103        355      31900   SH       Sole     x
AMERICAN ELEC. PWR. CO.,        COM              025537101      96678    2573794   SH       Sole     x
AMERICAN  EAGLE OUTFIT.         COM              02553E106       7599     167000   SH       Sole     x
AMERICAN EXPRESS CO.            COM              025816109     784674    6030153   SH       Sole     x
AMERICAN FINANCIAL GRP          COM              025932104       6113     179470   SH       Sole     x
AMERICAN FREIGHTWAYS            COM              02629V108       5327     272300   SH       Sole     x
AMERICAN GENERAL CORP.          COM              026351106     256193    3398911   SH       Sole     x
AMERICAN GREETINGS CORP.        CL A             026375105      32934    1093260   SH       Sole     x
AMERICAN HEALTH PROP., IN       COM              026494104       2991     148600   SH       Sole     x
AMER HERITAGE LIFE INV. C       COM              026522102       2150      87764   SH       Sole     x
AMERICAN HOME PRODUCTS          COM              026609107    1122507   19521854   SH       Sole     x
AMERICAN HOMESTAR CORP.         COM              026651109        220      31930   SH       Sole     x
AMERICAN INDUSTRIAL PROP.       COM NEW          026791202       1939     137300   SH       Sole     x
AMER. INSD. MTG. INV.           DEPOSITORY UNIT  02686F103        388      70500   SH       Sole     x
AMERICAN INTERN'L GROUP         COM              026874107    1995271   17044492   SH       Sole     x
AMERICAN ITALIAN PASTA          CL A             027070101       4192     138000   SH       Sole     x
AMERICAN MANAGEMENT SYS.,       COM              027352103      10697     333625   SH       Sole     x
AMERICAN MED. SEC. GROUP        COM              02744P101        179      20700   SH       Sole     x
AMERICAN MOBILE SATELLITE       COM              02755R103       2533     154700   SH       Sole     x
AMERICAN NAT'L INS CO.          COM              028591105       4770      66950   SH       Sole     x
AMERICAN PAD & PAPER            COM              028816106        215     107600   SH       Sole     x
AMERICAN RETIREMENT CORP.       COM              028913101        943      75400   SH       Sole     x
AMERICAN PWR CONVERSION C       COM              029066107      13740     682720   SH       Sole     x
AMER. PRECISION INDS.           COM              029069101        438      40700   SH       Sole     x
AMERICAN RESIDENTIAL TR         COM              02926T103        530      71800   SH       Sole     x
AMERICAN SCI & ENGINEERIN       COM              029429107        362      39100   SH       Sole     x
AMERICAN SKIING CO.             COM              029654308        659     162200   SH       Sole     x
AMERICAN SOFTWARE, INC. C       CL A             029683109        472     106450   SH       Sole     x
AMERICAN STANDARD COS.          COM              029712106      13218     275380   SH       Sole     x
AMERICAN STATES WATER           COM              029899101        934      32900   SH       Sole     x
AMERICAN TOWER CLASS A          CL A             029912201      11243     468460   SH       Sole     x
AMERICAN WAGERING               COM              030405104         48       7600   SH       Sole     x
AMERICAN WATER WORKS CO.,       COM              030411102       7542     245264   SH       Sole     x
AMERICAN WOODMARK CORP.         COM              030506109        740      21000   SH       Sole     x
AMERICAN XTAL TECHNOLOGY        COM              030514103       1286      54000   SH       Sole     x
AMERICREDIT CORP                COM              03060R101       7683     480200   SH       Sole     x
AMERON INTERNATIONAL CORP       COM              030710107       1827      41400   SH       Sole     x
AMERIPATH INC.                  COM              03071D109        625      72500   SH       Sole     x
AMERISOURCE HEALTH CORP         CL A             03071P102       7160     280800   SH       Sole     x
AMERITRADE HOLDING CORP.        CL A             03072H109      17829     168200   SH       Sole     x
AMERUS LIFE HOLDINGS            COM              030732101       4600     170369   SH       Sole     x
AMES DEPARTMENTSTORES, IN       COM NEW          030789507       9152     200600   SH       Sole     x
AMERITECH CORP.                 COM              030954101    1208733   16445346   SH       Sole     x
AMETEK AEROSPACE PROD INC       COM              031100100       5868     255150   SH       Sole     x
AMF BOWLING, INC.               COM              03113V109       1902     225400   SH       Sole     x
AMGEN, INC.                     COM              031162100     469975    7720327   SH       Sole     x
AMKOR TECHNOLOGY, INC.          COM              031652100       5148     502200   SH       Sole     x
AMRESCO INC                     COM              031909104       1098     170600   SH       Sole     x
AMPAL-AMER ISRAEL               CL A             032015109        729     135700   SH       Sole     x
AMPCO-PITTSBURGH CORP.          COM              032037103       1144      89300   SH       Sole     x
AMPEX CORP.                     CL A             032092108       1889     373200   SH       Sole     x
AMPHENOL CORP.                  CL A             032095101       5132     129100   SH       Sole     x
AMREP CORP.                     COM              032159105        374      65700   SH       Sole     x
AMSOUTH BANCORP                 COM              032165102      68676    2961770   SH       Sole     x
AMYLIN PHARMACEUTICALS          COM              032346108        323     287500   SH       Sole     x
AMTRAN, INC.                    COM              03234G106        520      21100   SH       Sole     x
ANADARKO PETROLEUM CORP.        COM              032511107      62758    1704790   SH       Sole     x
ANADIGICS, INC.                 COM              032515108       1920      51900   SH       Sole     x
ANALOG DEVICES, INC.            COM              032654105      29397     585739   SH       Sole     x
ANALOGIC CORP.                  COM PAR $0.05    032657207       1511      48600   SH       Sole     x
ANALYSTS INTERNATIONAL          COM              032681108       2224     154700   SH       Sole     x
ANALYTICAL SURVEYS              COM NEW          032683302        614      24700   SH       Sole     x
ANCHOR BANCORP WISCONSIN        COM              032839102       3397     190700   SH       Sole     x
ANCHOR GAMING                   COM              033037102       4542      94500   SH       Sole     x
ANCOR COMMUNICATIONS INC        COM              03332K108       2091      64600   SH       Sole     x
ANDOVER BANCORP INC.            COM              034258103       1449      46175   SH       Sole     x
ANDREA RADIO CORP               COM              034393108        940     144600   SH       Sole     x
ANDREW CORP.                    COM              034425108      29259    1545017   SH       Sole     x
ANDRX CORP.                     COM              034551101       8569     111100   SH       Sole     x
ANGELICA CORP.                  COM              034663104       1382      78400   SH       Sole     x
ANHEUSER BUSCH CO., INC.        COM              035229103     514014    7246010   SH       Sole     x
ANIXTER INTERNATIONAL INC       COM              035290105       5701     312400   SH       Sole     x
ANNALY MORTGAGE MGMT            COM              035710409        563      50000   SH       Sole     x
ANNTAYLOR STORES CORP.          COM              036115103       8114     180300   SH       Sole     x
ANTEC CORP.                     COM              03664P105       6974     217500   SH       Sole     x
ANSWERTHINK CONSULTING          COM              036916104       4835     191500   SH       Sole     x
ANTHRACITE CAPITAL INC.         COM              037023108        156      23800   SH       Sole     x
AON CORP.                       COM              037389103     141840  3438555.5   SH       Sole     x
APACHE CORP.                    COM              037411105      60163    1542652   SH       Sole     x
APART INVT&MGMT REIT CL A       CL A             03748R101      24837     580977   SH       Sole     x
APEX MORTGAGE CAPITAL INC       COM              037564101        973      73100   SH       Sole     x
APOGEE ENTERPRISES, INC.        COM              037598109       3725     277200   SH       Sole     x
APHTON CORP.                    COM              03759P101       1476     105400   SH       Sole     x
APOLLO GROUP INC.-CL A          CL A             037604105       6202     233474   SH       Sole     x
APPLE COMPUTER, INC.            COM              037833100     121166    2616260   SH       Sole     x
APPLEBEE'S INTERNATIONAL        COM              037899101       5998     199100   SH       Sole     x
APPLIED INNOVATION              COM              037916103        493     105100   SH       Sole     x
APRIA HEALTHCARE GROUP          COM              037933108       9407     553350   SH       Sole     x
APPLIED MICROSYSTEMS CORP       COM              037935103        280      89500   SH       Sole     x
APPLIED GRAPHICS TECH           COM              037937109       1222      96820   SH       Sole     x
APPLIED ANALYTICAL INDS         COM              037939105        501      44500   SH       Sole     x
APEX SOLUTIONS, INC.            COM              037945102       1629      79450   SH       Sole     x
APPLIED BIOMETRICS, INC.        COM              03814L103         56      11900   SH       Sole     x
APPLIED DIGITAL ACCESS          COM              038181103        449      99700   SH       Sole     x
APPLIED INDS TECH INC.          COM              03820C105       3075     161850   SH       Sole     x
APPLIED MAGNETICS CORP.         COM              038213104        628     205170   SH       Sole     x
APPLIED MATERIALS, INC.         COM              038222105     420488    5691889   SH       Sole     x
APPLIED POWER, INC.             CL A             038225108       7886     288715   SH       Sole     x
APPLIED MICRO CIRCUITS          COM              03822W109       6235      75800   SH       Sole     x
APPLIEDTHEORY CORP.             COM              03828R104       1090      85500   SH       Sole     x
APPLIX INC                      COM              038316105       1365     156000   SH       Sole     x
APTARGROUP INC                  COM              038336103       7683     256100   SH       Sole     x
AQUA ALLIANCE, INC.             CL A             038367108        997     997098   SH       Sole     x
AQUA CARE SYSTEMS, INC.         COM NEW          038373304         25      16700   SH       Sole     x
AQUARION CO.                    COM              03838W101       4288     123382   SH       Sole     x
AQUILA BIOPHARMACEUTICALS       COM              03839F107          1        920   SH       Sole     x
ARCADIA FINANCIAL LTD.          COM              039101100       3227     416400   SH       Sole     x
ARCH CHEMICALS, INC.            COM              03937R102       4595     189000   SH       Sole     x
ARCH COAL CORP                  COM              039380100       2213     159500   SH       Sole     x
ARCH COMMUNICATIONS GROUP       COM NEW          039381504        542  63766.667   SH       Sole     x
ARCHER-DANIELS-MIDLAND CO       COM              039483102     123621    8007822   SH       Sole     x
ARCHSTONE COMMUNITIES TR.       SH BEN INT       039581103      33328    1519213   SH       Sole     x
ARCTIC CAT INC.                 COM              039670104       1487     166400   SH       Sole     x
ARDEN REALTY GROUP REIT         COM              039793104      16276     660950   SH       Sole     x
ARDENT SOFTWARE, INC.           COM              039794102       2807     132116   SH       Sole     x
AREA BANCSHARES CORP.           COM              039872106       2046  75427.406   SH       Sole     x
ARGONAUT GROUP, INC.            COM              040157109       2899     120800   SH       Sole     x
ARGOSY GAMING CO.               COM              040228108       3295     373900   SH       Sole     x
ARIEL CORPORATION               COM              04033M104         50      21800   SH       Sole     x
ARIBA, INC.                     COM              04033V104       7002      72000   SH       Sole     x
ARKANSAS BEST CORP.             COM              040790107       1093     110000   SH       Sole     x
ARMCO, INC.                     COM              042170100       6055     914000   SH       Sole     x
ARMSTRONG WORLD INDUSTRIE       COM              042476101      36187     625942   SH       Sole     x
ARNOLD INDUSTRY, INC.           COM              042595108       3218     208480   SH       Sole     x
ARROW ELECTRONICS, INC.         COM              042735100       6308     332022   SH       Sole     x
ARROW FINANCIAL CORP.           COM              042744102        654      24782   SH       Sole     x
ARROW INTERNATIONAL, INC.       COM              042764100       3400     131400   SH       Sole     x
ARTISAN COMPONENTS INC.         COM              042923102        379      32600   SH       Sole     x
ARTESYN TECHNOLOGIES, INC       COM              043127109       4263     192156   SH       Sole     x
ARTHROCARE CORP.                COM              043136100        841      41000   SH       Sole     x
ARTRA GROUP, INC.               COM              043147107         41       3000   SH       Sole     x
ARTISOFT, INC.                  COM              04314L106        866     171004   SH       Sole     x
ARVIN INDUSTRIES, INC.          COM              043339100       9581     252970   SH       Sole     x
ASARCO, INC.                    COM              043413103      12583     668879   SH       Sole     x
ASCENT ENTERTAINMENT GRP        COM              043628106       3608     255444   SH       Sole     x
ASCENT PEDIATRICS, INC.         COM              04362X101         38      18900   SH       Sole     x
ASHLAND, INC.                   COM              044204105      46911    1169122   SH       Sole     x
THE ASHTON TECHNOLOGY           COM              045084100        501      40100   SH       Sole     x
ASHWORTH, INC.                  COM              04516H101         90      19400   SH       Sole     x
ASPECT DEVELOPMENT INC.         COM              045234101       4059     219400   SH       Sole     x
ASPECT TELECOMMUNICATIONS       COM              045237104       3399     348600   SH       Sole     x
ASPEN TECHNOLOGY INC.           COM              045327103       3339     284200   SH       Sole     x
ASSET INVESTORS CORP.           COM              04541W107        420      28100   SH       Sole     x
ASSISTED LIVING CONCEPTS        COM              04543L109         10       3500   SH       Sole     x
ASSOCIATED BANC-CORP.           COM              045487105       7888     190064   SH       Sole     x
ASSOCIATED ESTATES REIT         COM              045604105       4431     375100   SH       Sole     x
ASSOCIATED GROUP INC.           CL A             045651106       7311     112254   SH       Sole     x
ASSOCIATED GROUP CLASS B        CL B             045651205       1111      17050   SH       Sole     x
AT HOME CORP. SER A             COM SER A        045919107      48930     907159   SH       Sole     x
A T ENTERTAINMENT               COM              045920105       2580     137600   SH       Sole     x
ASSOCIATES FIRST CAPITAL        CL A             046008108     439160    9910525   SH       Sole     x
ASTEC INDUSTRIES INC.           COM              046224101       3892      95500   SH       Sole     x
ASTEA INTL INC.                 COM              04622E109        138      47000   SH       Sole     x
ASTORIA FINANCIAL CORP.         COM              046265104      12885     293248   SH       Sole     x
ASTRO-MED, INC.                 COM              04638F108        447      64950   SH       Sole     x
ASTRONICS CORP.                 COM              046433108         11       1100   SH       Sole     x
ASTROPOWER, INC.                COM              04644A101        513      29300   SH       Sole     x
ASYST TECHNOLOGIES, INC.        COM              04648X107       3353     112000   SH       Sole     x
ATLANTA SOSNOFF CAPITAL         COM              046499109        640      67600   SH       Sole     x
ATLANTIC BANK & TRUST           COM              04822G102        238      13400   SH       Sole     x
ATLANTIC COAST AIRLINES         COM              048396105       2065     108700   SH       Sole     x
ATLANTIC GULF COMMUNITIES       COM              048556104          1       1500   SH       Sole     x
ATLANTIC RICHFIELD CO.          COM              048825103     375279    4490994   SH       Sole     x
ATLANTIC TELE-NETWORK           COM NEW          049079205        315      30000   SH       Sole     x
ATLAS AIR INC.                  COM              049164106       4694     145550   SH       Sole     x
ATMEL CORP.                     COM              049513104      10601     404800   SH       Sole     x
ATMOS ENERGY CORP.              COM              049560105       5508     220312   SH       Sole     x
ATRIX LABS, INC.                COM              04962L101        944      98123   SH       Sole     x
ATWOOD OCEANICS, INC.           COM              050095108       2906      93000   SH       Sole     x
AUDIO BOOK CLUB, INC.           COM              05068R108        443      34100   SH       Sole     x
AURA SYS, INC.                  COM              051526101         44     199281   SH       Sole     x
AURORA FOODS INC.               COM              05164B106       4725     270000   SH       Sole     x
AUSPEX SYSTEMS INC              COM              052116100       1014      93200   SH       Sole     x
AUTHENTIC FITNESS CORP.         COM              052661105       2872     164100   SH       Sole     x
AUTOBYTEL.COM INC.              COM              05275N106       1536      73600   SH       Sole     x
AUTODESK, INC.                  COM              052769106      24462     827454   SH       Sole     x
AUTOLIV, INC.                   COM              052800109       6117     202228   SH       Sole     x
AUTOMOBILE PROTECTION           COM              052905106        855      66700   SH       Sole     x
AUTOMATIC DATA PROCESSING       COM              053015103     403077    9160835   SH       Sole     x
AUTONATION INC.                 COM              05329W102      23955    1344846   SH       Sole     x
AUTOTOTE CORP.                  CL A             053323101        288     121167   SH       Sole     x
AUTOWEB.COM, INC.               COM              053331104       1309      87600   SH       Sole     x
AUTOZONE, INC.                  COM              053332102      62362    2070112   SH       Sole     x
AVADO BRANDS, INC.              COM              05336P108       1408     168100   SH       Sole     x
AVALONBAY COMMUNITIES           COM              053484101      24768     669392   SH       Sole     x
AVANT! CORP.                    COM              053487104       3843     304428   SH       Sole     x
AVATAR HOLDING, INC.            COM              053494100       1426      75300   SH       Sole     x
AVATEX CORP.                    COM              05349F105         56      50000   SH       Sole     x
AVERY DENN CORP.                COM              053611109     101573    1682362   SH       Sole     x
AVIALL INC.                     COM              05366B102       3271     173869   SH       Sole     x
AVIATION GENERAL, INC.          COM              05366T103         36      28600   SH       Sole     x
AVIATION SALES CO.              COM              053672101       1916      48500   SH       Sole     x
AVID TECHNOLOGY INC             COM              05367P100       3115     193200   SH       Sole     x
AVIGEN, INC.                    COM              053690103        206      34400   SH       Sole     x
AVIRON                          COM              053762100       1409      49000   SH       Sole     x
AVIS RENT A CAR, INC.           COM              053790101       5184     178000   SH       Sole     x
AVISTA CORP.                    COM              05379B107       6303     387900   SH       Sole     x
AVNET, INC.                     COM              053807103       4962     106700   SH       Sole     x
AVON PRODUCTS, INC.             COM              054303102     212927    3836518   SH       Sole     x
AVONDALE INDUSTRIES INC         COM              054350103       2500      64100   SH       Sole     x
AWARE, INC.                     COM              05453N100       5069     109900   SH       Sole     x
AXENT TECHNOLOGIES, INC.        COM              05459C108       2120     190580   SH       Sole     x
AXIOHM TRANSACTION SOLU.        COM              054602107         94  23514.811   SH       Sole     x
AXYS PHARMACEUTICALS            COM              054635107        193      57245   SH       Sole     x
AZTAR CORP.                     COM              054802103       3990     434300   SH       Sole     x
AZTEC TECHN. PARTN., INC.       COM              05480L101        299   159656.4   SH       Sole     x
BB&T CORPORATION                COM              054937107     155704    4244067   SH       Sole     x
BCSB BANKCORP, INC.             COM              054948104        207      24300   SH       Sole     x
AZURIX CORP.                    COM              05501M104       3500     175000   SH       Sole     x
BEC ENERGY                      COM              05538M101      17630     427400   SH       Sole     x
BHA GROUP HOLDINGS INC.         COM              055446108        342      41437   SH       Sole     x
BHC COMM. INC. CL A             CL A             055448104       7705      59900   SH       Sole     x
BISYS GROUP, INC.               COM              055472104       8453     144500   SH       Sole     x
BJ SERVICES CO.                 COM              055482103       9935     337510   SH       Sole     x
BJ SERVICES WARRANTS            WT EXP  041300   055482111         35       1140   SH       Sole             x
BJ'S WHOLESALE CLUB INC.        COM              05548J106       6684     222340   SH       Sole     x
BMC INDUSTRIES, INC.            COM              055607105       3411     330804   SH       Sole     x
BOK FINANCIAL CORP.             COM NEW          05561Q201       3549     140558   SH       Sole     x
BRE PROPERTIES REIT CL A        CL A             05564E106      16246     626344   SH       Sole     x
BSB BANCORP, INC.               COM              055652101       3193     118273   SH       Sole     x
BT FINANCIAL CORP.              COM              055763106       1127      45960   SH       Sole     x
BTG INC.                        COM              05576J101        476      79400   SH       Sole     x
BMC SOFTWARE, INC.              COM              055921100     191764    3551179   SH       Sole     x
BWC FINANCIAL CORP.             COM              056042104         71       3000   SH       Sole     x
BACOU USA INC.                  COM              056439102        425      24900   SH       Sole     x
BADGER METER, INC.              COM              056525108        890      25600   SH       Sole     x
BADGER PAPER MILLS, INC.        COM              056543101         91      12500   SH       Sole     x
BAIRNCO CORP.                   COM              057097107        527      70200   SH       Sole     x
BAKER HUGHES, INC.              COM              057224107     149351    4458237   SH       Sole     x
J. BAKER INC.                   COM              057232100       1778     206100   SH       Sole     x
BALDOR ELECTRIC CO.             COM              057741100       4982     250673   SH       Sole     x
BALDWIN & LYONS, INC. CLA       CL B             057755209       1568      66200   SH       Sole     x
BALDWIN TECH CL A               CL A             058264102        450     153100   SH       Sole     x
BALL CORP.                      COM              058498106      17981     425577   SH       Sole     x
BALLARD MEDICAL PRODUCTS        COM              058566100       5143     220598   SH       Sole     x
BALLY TOTAL FITNESS             COM              05873K108       6407     225789   SH       Sole     x
BANCFIRST OHIO CORP.            COM              059450106         57       2300   SH       Sole     x
BANCFIRST CORP.                 COM              05945F103        755      22032   SH       Sole     x
BANCO SANTANDER PR              COM              059646109       2458     136100   SH       Sole     x
BANCORPSOUTH INC.               COM              059692103       5548     306100   SH       Sole     x
BANCTEC, INC.                   COM              059784108       3538     197228   SH       Sole     x
BANCWEST CORP.                  COM              059790105       7195     193800   SH       Sole     x
BANDAG, INC.                    COM              059815100       3619     104340   SH       Sole     x
BANDAG, INC. CL A               CL A             059815308         32       1138   SH       Sole     x
BANGOR HYDRO-ELECTRIC CO.       COM              060077104        705      43700   SH       Sole     x
BANK OF AMERICA CORP.           COM              060505104    1752682   23906998   SH       Sole     x
BANK OF COMMERCE                COM              061589107        102       5000   SH       Sole     x
BANK OF GRANITE CORP            COM              062401104       1389      56418   SH       Sole     x
BANK OF THE OZARKS              COM              063904106         40       2200   SH       Sole     x
THE BANK OF NEW YORK CO.        COM              064057102     385887   10518212   SH       Sole     x
BANK ONE CORP.                  COM              06423A103     958549   16093159   SH       Sole     x
BANK PLUS CORP.                 COM              064446107        183      34100   SH       Sole     x
BANK UNITED CORP.               CL A             065412108       6583     163800   SH       Sole     x
BANKATLANTIC BANCORP CL B       CL B             065908105        614      75593   SH       Sole     x
BANKATLANTIC BANCORP CL A       CL A             065908501        605  83465.422   SH       Sole     x
BANKBOSTON CORPORATION          COM              06605R106     219247    4288449   SH       Sole     x
BANKFIRST CORP.                 COM              066442104         84       9100   SH       Sole     x
BANK NORTH GROUP                COM              06646L100       6688     202680   SH       Sole     x
BANKUNITED FINANCIAL CORP       CL A             06652B103       1006     104500   SH       Sole     x
BANTA CORP.                     COM              066821109       3896     185545   SH       Sole     x
BANYAN SYSTEMS, INC.            COM              066908104       1764     161300   SH       Sole     x
C.R. BARD, INC.                 COM              067383109      37639     787212   SH       Sole     x
BARNES & NOBLE INC.             COM              067774109       7480     273260   SH       Sole     x
BARNES GROUP, INC.              COM              067806109       2834     130300   SH       Sole     x
BARNESANDNOBLE.COM INC.         CL A             067846105       2691     149500   SH       Sole     x
BARRICK GOLD CORP.              COM              067901108      91274    4710905   SH       Sole     x
BARNETT INC.                    COM              068062108        301      40100   SH       Sole     x
BARNWELL INDUSTRIES, INC.       COM              068221100        156      13400   SH       Sole     x
BARR LABS INC.                  COM              068306109       5501     137950   SH       Sole     x
BARRA INC.                      COM              068313105       1725      68300   SH       Sole     x
BARRETT BUSINESS SERVICES       COM              068463108        530      62300   SH       Sole     x
BARRETT RESOURCES CORP.         COM PAR $0.01    068480201       8936     232850   SH       Sole     x
BARRISTER INFORMATION           COM NEW          068659200         48      16000   SH       Sole     x
BASE TEN SYSTEMS CL A           CL A             069779205         44      47300   SH       Sole     x
BASIN EXPL INC                  COM              070107107       1788      89098   SH       Sole     x
BASSETT FURNITURE IND., I       COM              070203104       2896     126588   SH       Sole     x
BATTLE MOUNTAIN CLASS A         COM              071593107       9874    4050771   SH       Sole     x
BAUSCH & LOMB, INC.             COM              071707103      57855     756279   SH       Sole     x
BAXTER INTERNATIONAL INC.       COM              071813109     258741    4267896   SH       Sole     x
BAY STATE BANCORP INC.          COM              072611106        411      20000   SH       Sole     x
BAY VIEW CAPITAL CORP.          COM              07262L101       1402      68406   SH       Sole     x
BE AVIONICS INC.                COM              073302101       2822     151000   SH       Sole     x
BEA SYSTEMS INC.                COM              073325102       6121     214300   SH       Sole     x
BEAR STEARNS CO., INC.          COM              073902108      97093    2076845   SH       Sole     x
BEAUTICONTROL COSMETICS         COM              074655101        978     211450   SH       Sole     x
BEBE STORES INC.                COM              075571109       3539     104100   SH       Sole     x
BECKMAN COULTER, INC.           COM              075811109       5369     110420   SH       Sole     x
BECTON, DICKINSON & CO.         COM              075887109     102362    3412070   SH       Sole     x
BED BATH AND BEYOND             COM              075896100      19197     498630   SH       Sole     x
BEDFORD BANCSHARES, INC.        COM              076014109         25       1800   SH       Sole     x
BEDFORD PROPERTY INVEST.        COM PAR $0.02    076446301       5720     320000   SH       Sole     x
BEL FUSE INC-CL A               CL A             077347201        556      19850   SH       Sole     x
BEL FUSE INC-CL B               CL B             077347300        857      32950   SH       Sole     x
BELCO OIL & GAS CORP.           COM              077410108       1277     184100   SH       Sole     x
BELDEN, INC.                    COM              077459105       5412     226100   SH       Sole     x
BELL & HOWELL CO.               COM              077852101       5184     137100   SH       Sole     x
BELL ATLANTIC CORP.             COM              077853109    1526035   23342788   SH       Sole     x
BELL INDUSTRIES, INC.           COM              078107109        213      48003   SH       Sole     x
BELLSOUTH CORP.                 COM              079860102    1353234   28869001   SH       Sole     x
BELMONT BANCORP                 COM              080162100         93       9200   SH       Sole     x
A. H. BELO CLASS A              COM SER A        080555105       7692     390696   SH       Sole     x
BEMIS CO., INC.                 COM              081437105      27392     689104   SH       Sole     x
BEN &JERRY'S HOMEMADE INC       CL A             081465106       1665      60000   SH       Sole     x
BENCHMARK ELECTRONICS INC       COM              08160H101       2357      65600   SH       Sole     x
BENIHANA INC.                   COM              082047101        122       8400   SH       Sole     x
BENIHANA INC. CL-A              CL A             082047200       1231      84900   SH       Sole     x
BENTON OIL & GAS CO.            COM              083288100         44      21900   SH       Sole     x
BERGEN BRUNSWIG CLASS A         CL A             083739102       7167  415506.08   SH       Sole     x
BERINGER WINE ESTATES           CL B             084102102       4370     104600   SH       Sole     x
W.R. BERKLEY CORP.              COM              084423102       3377     135075   SH       Sole     x
BERKSHIRE HATHAWAY CL A         CL A             084670108     254034       3687   SH       Sole     x
BERKSHIRE HATHAWAY CL B         CL B             084670207        452   201.0047   SH       Sole     x
BERKSHIRE REALTY CO. REIT       COM              084710102       6779     586300   SH       Sole     x
BERLITZ INTERNATIONAL, IN       COM              08520F100       1326      72154   SH       Sole     x
BERRY PETROLEUM CL A            CL A             085789105       2620     188000   SH       Sole     x
BEST BUY, INC.                  COM              086516101     179138    2653891   SH       Sole     x
BEST SOFTWARE, INC.             COM              086579109        655      40600   SH       Sole     x
BESTFOODS                       COM              08658U101     203956    4120320   SH       Sole     x
BETHLEHEM STEEL CORP.           COM              087509105      17201  2237571.4   SH       Sole     x
BEVERLEY ENTERPRISES, INC       COM NEW          087851309       6128     760009   SH       Sole     x
BEYOND.COM CORP.                COM              08860E101       4386     152900   SH       Sole     x
BIG DOG HOLDINGS                COM              089128102        371      70600   SH       Sole     x
BIG ENTERTAINMENT, INC.         COM              089144109        147       9400   SH       Sole     x
BIG FLOWER HOLDINGS INC.        COM              089159107       4077     127900   SH       Sole     x
BIG FOOT FINANCIAL CORP.        COM              089165104         23       1500   SH       Sole     x
BILLING CONCEPTS CORP.          COM              090063108       4521     404100   SH       Sole     x
BINDLY WESTERN IND, INC.        COM              090324104       5073     219988   SH       Sole     x
BINDVIEW DEVELOPMENT CORP       COM              090327107       1299      54700   SH       Sole     x
BIORAD LABS, INC. CL A          CL A             090572207       2678     102500   SH       Sole     x
BIOTECHNOLOGY GEN               COM              090578105       2805     431500   SH       Sole     x
BIOCRYST PHARMACEUTICALS        COM              09058V103        662      75700   SH       Sole     x
BIOGEN, INC.                    COM              090597105      33739     524616   SH       Sole     x
BIOMATRIX, INC.                 COM              09060P102       3538     163600   SH       Sole     x
BIOMET, INC.                    COM              090613100      61754    1553558   SH       Sole     x
BIOSPHERICS INC.                COM              090662107         28       4100   SH       Sole     x
BIOTIME, INC.                   COM              09066L105        413      35300   SH       Sole     x
BIRMAN MANAGED CARE             COM              090883109          5       7400   SH       Sole     x
BIOLASE TECHNOLOGY, INC.        COM              090911108         36      13800   SH       Sole     x
BIOSPECIFICS TECHNOLOGY         COM              090931106        122      40800   SH       Sole     x
BIRMINGHAM STEEL CORP.          COM              091250100        700     169700   SH       Sole     x
BLACK & DECKER CORP.            COM              091797100      80905    1281664   SH       Sole     x
BLACK BOX CORP                  COM              091826107       6822     136100   SH       Sole     x
BLACK HAWK GAMING & DEV.        COM              092067107        101      13300   SH       Sole     x
BLACK HILLS CORP.               COM              092113109       2997     129590   SH       Sole     x
BLAIR CORP.                     COM              092828102       2335      86700   SH       Sole     x
E.W. BLANCH HOLDINGS, INC       COM              093210102       6914     101400   SH       Sole     x
BLIMPIE INTERNATIONAL, IN       COM              093538106         75      27400   SH       Sole     x
BLOCK DRUG CO. CLASS A          CL A             093644102       5085     121985   SH       Sole     x
H & R BLOCK, INC.               COM              093671105      64661    1293221   SH       Sole     x
BLOUNT INTERNATIONAL INC.       CL A             095177101       6147     226100   SH       Sole     x
BLUE RHINO CORP.                COM              095811105        347      37800   SH       Sole     x
BLUE WAVE SYSTEMS, INC.         COM              096081104          4       1000   SH       Sole     x
BLUEGREEN CORP.                 COM              096231105        582     108240   SH       Sole     x
BLYTH INDUSTRIES, INC.          COM              09643P108      11124     323600   SH       Sole     x
BOB EVANS FARMS, INC.           COM              096761101       5493     276366   SH       Sole     x
BODDIE-NOELL PPTYS INC          COM              096903109        762      66300   SH       Sole     x
THE BOEING CO.                  COM              097023105     588135   13309985   SH       Sole     x
BOISE CASCADE CORP.             COM              097383103      32154     747762   SH       Sole     x
BOISE CASCADE OFFICE PROD       COM              097403109       2551     217100   SH       Sole     x
BOMBAY CO.                      COM              097924104       2054     267162   SH       Sole     x
BOLLE, INC.                     COM              097937106        120      43590   SH       Sole     x
BONE CARE INTERNATIONAL         COM              098072101         37       3700   SH       Sole     x
BOOKS-A-MILLION                 COM              098570104        157      20800   SH       Sole     x
B0RDERS GROUP, INC.             COM              099709107       8285     523950   SH       Sole     x
BORG-WARNER AUTOMOTIVE, I       COM              099724106       5777     105030   SH       Sole     x
BORG-WARNER CORP.               COM              099733107       1369      67400   SH       Sole     x
BORON LEPORE & ASSOCIATES       COM              10001P102        525      62700   SH       Sole     x
BOSTON ACOUSTICS, INC.          COM              100534106        406      22700   SH       Sole     x
BOSTON BEER C0. CLASS A         CL A             100557107        720      89300   SH       Sole     x
BOSTON COMMUNICATIONS GRP       COM              100582105        719      53500   SH       Sole     x
BOSTON PROPERTIES, INC.         COM              101121101      25459     709650   SH       Sole     x
BOSTON SCIENTIFIC CORP.         COM              101137107     257909    5869908   SH       Sole     x
BOSTONFED BANCORP, INC.         COM              101178101        617      34500   SH       Sole     x
BOTTOMLINE TECHNOLOGIES         COM              101388106       2184      41200   SH       Sole     x
BOWATER, INC.                   COM              102183100       7633     161549   SH       Sole     x
BOWL AMERICA, INC. CLASS        CL A             102565108         35       5000   SH       Sole     x
BOWNE & CO., INC.               COM              103043105       4017     309000   SH       Sole     x
BOYD GAMING CORP.               COM              103304101       2533     361800   SH       Sole     x
THE BOYDS COLLECTION, LTD       COM              103354106       5885     339900   SH       Sole     x
BOYKIN LODGING CO. REIT         COM              103430104       4013     261000   SH       Sole     x
BRADLEY REAL ESTATE REIT        COM              104580105       7015     338091   SH       Sole     x
BRADLEY REAL ESTATE, INC.       PFD CV A 8.40%   104580204        571      24696   SH       Sole             x
BRADY CORP. CLASS A             CL A             104674106       6172     189900   SH       Sole     x
BRANDYWINE REALTY REIT          SH BEN INT NEW   105368203      10253     517500   SH       Sole     x
BRASS EAGLE INC.                COM              10553F106        308      16400   SH       Sole     x
BREED TECH INC                  COM              106702103        419     186100   SH       Sole     x
BRENTON BANKS, INC.             COM              107211104       2238     144386   SH       Sole     x
BRIDGE VIEW BANCORP             COM              108058108        250      14140   SH       Sole     x
BRIDGEPORT MACHINES, INC.       COM              108228107         17       1700   SH       Sole     x
BRIGGS & STRATTON CORP.         COM              109043109      19125     331175   SH       Sole     x
BRIGHT HRZNS. FAMILY SOL.       COM              109195107       1651      87480   SH       Sole     x
BRIGHTPOINT, INC.               COM              109473108       2646     436425   SH       Sole     x
BRINKER INTERNATIONAL, IN       COM              109641100       8532     313812   SH       Sole     x
BRISTOL HOTELS & RESORTS        COM              110041100       1445     192725   SH       Sole     x
BRISTOL-MYERS SQUIBB CO.        COM              110122108    2063650   29297604   SH       Sole     x
BRIGHT VOICE SYSTEMS, INC       COM              110411105        160      11546   SH       Sole     x
BROADBAND TECHNOLOGIES          COM              111309100        384     155600   SH       Sole     x
BROADCAST.COM INC.              COM              111310108      12074      90400   SH       Sole     x
BROADCOM CORP.                  CL A             111320107      12577      87000   SH       Sole     x
BROADVISION INC.                COM              111412102      12656     171600   SH       Sole     x
BROCADE COMMUNICATIONS          COM              111621108        675       7000   SH       Sole     x
BROOKDALE LIVING COMM.          COM              112462106        729      49200   SH       Sole     x
BROOKE GROUP LTD.               COM              112525100       2202      94200   SH       Sole     x
BROOKLINE BANCORP INC.          COM              113739106        989      85575   SH       Sole     x
BROOKS AUTOMATION, INC.         COM              11434A100        547      20200   SH       Sole     x
BROOKTROUT TECHNOLOGY           COM              114580103        439      27300   SH       Sole     x
BROWN & BROWN, INC.             COM              115236101       3118      82050   SH       Sole     x
BROWN-FORMAN CORP. CLASS        CL B             115637209      61085     937061   SH       Sole     x
BROWN (TOM) INC.                COM NEW          115660201       1604     103100   SH       Sole     x
BROWN SHOE COMPANY, INC.        COM              115736100       3796     174521   SH       Sole     x
BROWNING-FERRIS IND. INC.       COM              115885105      97624    2270320   SH       Sole     x
BRUNSWICK CORP.                 COM              117043109      36791    1319861   SH       Sole     x
BRUSH WELLMAN, INC.             COM              117421107       2360     130200   SH       Sole     x
BRYN MAWR BANK CORP.            COM              117665109        552      21500   SH       Sole     x
BUCKEYE TECHNOLOGY INC.         COM              118255108       3514     231400   SH       Sole     x
THE BUCKLE INC.                 COM              118440106       2984     103800   SH       Sole     x
BUDGET GROUP INC.               CL A             119003101       2365     192100   SH       Sole     x
BUFFETS INC.                    COM              119882108       3066     266642   SH       Sole     x
BUILDING MATERIALS CORP.        COM              120113105        209      18200   SH       Sole     x
BUILDING ONE SERVICES           COM              120114103       2862     206278   SH       Sole     x
BURLINGTON COAT FACTORY W       COM              121579106       3710     192090   SH       Sole     x
BURLINGTON  INDUSTRIES          COM              121693105       3200     353140   SH       Sole     x
BURLINGTON NTHRN SANTA FE       COM              12189T104     211206    6813105   SH       Sole     x
BURLINGTON RESOURCES, INC       COM              122014103     104243    2410244   SH       Sole     x
BURNHAM PACIFIC PROP REIT       COM              12232C108       7485     607900   SH       Sole     x
BURR-BROWN CORP.                COM              122574106       8350     227975   SH       Sole     x
BUSH BOAKE ALLEN                COM              123162109       1989      68000   SH       Sole     x
BUSH INDUSTRIES, INC.           CL A             123164105       1428      85893   SH       Sole     x
BUTLER MANUFACTURING CO.        COM              123655102        296      10600   SH       Sole     x
C & D TECHNOLOGY INC.           COM              124661109       1776      58000   SH       Sole     x
CAIS INTERNET, INC.             COM              12476Q102        198      10800   SH       Sole     x
CB BANCSHARES INC.              COM              124785106        632      19900   SH       Sole     x
CBL & ASSOCIATES PRP REIT       COM              124830100       8944     339110   SH       Sole     x
CCB FINANCIAL CORP.             COM              124875105       6396     120960   SH       Sole     x
CCC INFORMATION SERVICES        COM              12487Q109       1052      81700   SH       Sole     x
CB RICHARD ELLIS SERVICES       COM              12489L108       1919      77129   SH       Sole     x
CBRL GROUP, INC.                COM              12489V106       7167     413957   SH       Sole     x
CBS CORP.                       COM              12490K107     419913    9667052   SH       Sole     x
C F W COMMUNICATIONS CO.        COM              124923103       1736      71600   SH       Sole     x
CFSB BANCORP, INC.              COM              124927104       1069      43418   SH       Sole     x
C-COR ELECTRONICS, INC.         COM              125010108       1346      48300   SH       Sole     x
C-CUBE MICROSYSTEMS INC.        COM              125015107       8983     283500   SH       Sole     x
CDI CORP.                       COM              125071100       5215     153100   SH       Sole     x
CDNOW INC.                      COM              125086108       2819     159967   SH       Sole     x
CD RADIO INC.                   COM              125127100       2876      94400   SH       Sole     x
CDW COMPUTER CENTERS            COM              125129106      12764     290100   SH       Sole     x
CD WAREHOUSE INC.               COM              12512W105        236      27600   SH       Sole     x
CEC ENTERTAINMENT INC           COM              125137109       6746     159675   SH       Sole     x
CFS BANCORP, INC.               COM              12525D102        387      35400   SH       Sole     x
CFI PROSERVICES, INC.           COM              12525N100        666      59200   SH       Sole     x
C.H. ROBINSON WORLDWIDE         COM              12541W100       9603     261300   SH       Sole     x
CHS ELECTRONICS                 COM NEW          12542A206       2388     545800   SH       Sole     x
CIGNA CORP.                     COM              125509109     253156    2844454   SH       Sole     x
THE CIT GROUP, INC.             CL A             125577106      17923     620700   SH       Sole     x
CKE RESTAURANTS INC.            COM              12561E105       6647     409052   SH       Sole     x
CLECO CORP.                     COM              12561M107       4977     163850   SH       Sole     x
CMGI INC                        COM              125750109      38028     333400   SH       Sole     x
CML GROUP, INC.                 COM              125820100          3     122400   SH       Sole     x
CMP GROUP, INC.                 COM              125887109       6658     254241   SH       Sole     x
CMS ENERGY CORP.                COM              125896100      65170    1556287   SH       Sole     x
CPI CORP.                       COM              125902106       3716     112600   SH       Sole     x
CPB INC.                        COM              125903104       1163      43900   SH       Sole     x
CSS INDUSTRIES, INC.            COM              125906107        894      31800   SH       Sole     x
CNET, INC.                      COM              125945105       9935     172400   SH       Sole     x
CTG RESOURCES INC.              COM              125957100        772      21235   SH       Sole     x
CTB INTERNATIONAL CORP.         COM              125960104        478      57500   SH       Sole     x
CSK AUTO CORP.                  COM              125965103       3891     144100   SH       Sole     x
CNA FINANCIAL CORP.             COM              126117100      19971     495399   SH       Sole     x
CNB BANKSHARES                  COM              126126101       6179     108403   SH       Sole     x
CNA SURETY CORP                 COM              12612L108       3222     210400   SH       Sole     x
CNF TRANSPORTATION, INC.        COM              12612W104       7242     188729   SH       Sole     x
CRW FINANCIAL INC.              COM              126276104        229      44700   SH       Sole     x
CSG SYSTEMS INTL INC.           COM              126349109       4871     186000   SH       Sole     x
CSX CORP.                       COM              126408103     131200    2895456   SH       Sole     x
CTC COMMUNICATIONS CORP         COM              126418102        878      45000   SH       Sole     x
CT COMMUNICATIONS               COM NEW          126426402       1386      33700   SH       Sole     x
CTS CORP.                       COM              126501105       5656      80800   SH       Sole     x
CUNO INC.                       COM              126583103       2889     151050   SH       Sole     x
CVB FINANCIAL CORP.             COM              126600105       2223      85510   SH       Sole     x
CV REIT, INC.                   COM              126640101        489      38000   SH       Sole     x
CVS CORP DELAWARE               COM              126650100     269259    5305594   SH       Sole     x
CABLEVISION SYS. CORP.          CL A             12686C109      24346     347800   SH       Sole     x
CABLETRON SYSTEMS, INC.         COM              126920107      29930    2302274   SH       Sole     x
CABLE DESIGN TECHNOLOGIES       COM              126924109       5094     330000   SH       Sole     x
C2 INC                          COM              126948108        260      41600   SH       Sole     x
CABOT CORP.                     COM              127055101       4829     199660   SH       Sole     x
CABOT INDUSTRIAL TRUST          COM              127072106       5823     274000   SH       Sole     x
CABOT OIL & GAS CORP.           CL A             127097103       4269     229190   SH       Sole     x
CACI INTERNATIONAL INC.         CL A             127190304        662      29400   SH       Sole     x
CADENCE DESIGN SYSTEMS, I       COM              127387108      11655  914116.96   SH       Sole     x
CADIZ, INC.                     COM              127537108       2659     281800   SH       Sole     x
CADMUS COMMUNICATION            COM              127587103        352      25600   SH       Sole     x
CAL DIVE INTERNATIONAL          COM              127914109       1727      57800   SH       Sole     x
CALGON CARBON                   COM              129603106       1792     301800   SH       Sole     x
CALIFORNIA AMPLIFIER INC.       COM              129900106        476      73160   SH       Sole     x
CALIF CULINARY ACADEMY IN       COM              129905105         75      11100   SH       Sole     x
CALIBER LEARNING NETWORK        COM              129914107       1218     256400   SH       Sole     x
CALIFORNIA INDEPENDENT BK       COM              130334105        148       7178   SH       Sole     x
CALIFORNIA WATER SERVICE        COM              130788102       1333      51026   SH       Sole     x
CALLAWAY GOLF CO                COM              131193104       7526     514630   SH       Sole     x
CALLON PETEROLEUM CO.           COM              13123X102        466      45200   SH       Sole     x
CALPINE CORP.                   COM              131347106       7112     131700   SH       Sole     x
CALYPTE BIOMEDICAL CORP.        COM              131722100         98      56100   SH       Sole     x
CAM DESIGNS INC.                CL A             131733107          1      11600   SH       Sole     x
CAMBREX CORP.                   COM              132011107       3819     145500   SH       Sole     x
CAMBRIDGE TECHNOLOGY            COM              132524109       6176     351650   SH       Sole     x
CAMDEN PROPERTY TRST REIT       SH BEN INT       133131102      17670     636774   SH       Sole     x
CAMERON ASHLEY BLDG PROD        COM              133290106        972      93100   SH       Sole     x
CAMPBELL SOUP CO.               COM              134429109     297985    6425555   SH       Sole     x
CANDELA CORP                    COM              136907102        380      26700   SH       Sole     x
CANANDAIGUA BRANDS INC.         CL B             137219101       1502      28475   SH       Sole     x
CANANDAIGUA BRANDS INC.         CL A             137219200       5532     105500   SH       Sole     x
CANDIES, INC.                   COM              137409108         77      25000   SH       Sole     x
CANNONDALE CORP                 COM              137798104        660      58000   SH       Sole     x
CAPITAL CITY BANK               COM              139674105        200       8000   SH       Sole     x
CAPITAL AUTOMOTIVE REIT         COM SH BEN INT   139733109       2144     161800   SH       Sole     x
CAPITAL CITIES/ABC, INC.        COM              139859102          0          0   SH       Sole     x
CAPITAL CORP. OF THE WEST       COM              140065103        726      58100   SH       Sole     x
CAPITAL ONE FINANCIAL           COM              14040H105     164693    2957454   SH       Sole     x
CAPITAL PACIFIC HOLDINGS        COM              14040M104        137      37700   SH       Sole     x
CAPITAL RE CORP                 COM              140432105       3367     209600   SH       Sole     x
CAPITAL SENIOR LIVING           COM              140475104        681      68100   SH       Sole     x
CAPITAL TRUST                   COM              14052H100        312      69300   SH       Sole     x
CAPITOL BANCORP LTD.            COM              14056D105        107       5969   SH       Sole     x
CAPITOL FEDERAL FINANCIAL       COM              14057C106       4301     412100   SH       Sole     x
CAPITAL TRANSAMERICA CORP       COM              140640103        474      35750   SH       Sole     x
CAPROCK COMMUNICATIONS          COM              140667106       7553     186500   SH       Sole     x
CAPRIUS INC.                    COM              14066K107         12      53380   SH       Sole     x
CAPSTEAD MTG.CORP               COM              14067E100       2388     439100   SH       Sole     x
CAPSTAR BROADCASTING CORP       CL A             14067G105       2705      98800   SH       Sole     x
CAPTEC NET LEASE REALTY         COM              140724105        719      53000   SH       Sole     x
CARAUSTAR INDUSTRIES INC.       COM              140909102       4782     193700   SH       Sole     x
CAPITAL TITLE GROUP, INC.       COM              140919101        208      83100   SH       Sole     x
CARDIA INC.                     COM              14140R102          0       1029   SH       Sole     x
CARDIMA, INC.                   COM              14147M106         60      29300   SH       Sole     x
CARDINAL FINANCIAL CORP         COM              14149F109         33       4600   SH       Sole     x
CARDINAL HEALTH INC.            COM              14149Y108     238309    3716327   SH       Sole     x
CARDIODYNAMICS INT'L.           COM              141597104         14       5000   SH       Sole     x
CAREERBUILDER, INC.             COM              141684100        358      27300   SH       Sole     x
CAREMATRIX CORP.                COM              141706101        596      47900   SH       Sole     x
CAREINSITE, INC.                COM              14170M106       1465      31000   SH       Sole     x
CAREY DIVERSIFIED LLC           COM              14174P105        218      12600   SH       Sole     x
CARIBINER INT'L.                COM              141888107        759     122700   SH       Sole     x
CARLETON CORP.                  COM NEW          142209204         35      18100   SH       Sole     x
CARLISLE CO., INC.              COM              142339100       4352      90430   SH       Sole     x
CARMIKE CINEMAS CLASS A         CL A             143436103       2775     174100   SH       Sole     x
CARNIVAL CRUISE LINES, IN       COM              143658102     396708    8179537   SH       Sole     x
CAROLINA FIRST CORP.            COM              143877108       4475     183600   SH       Sole     x
CARRIAGE SERVICES INC.          CL A             143905107       1466      78200   SH       Sole     x
CAROLINA POWER & LIGHT CO       COM              144141108      86173    2012809   SH       Sole     x
CAROLINA SOUTHERN BANK          COM              144162104        146       9545   SH       Sole     x
CARPENTER TECHNOLOGY CORP       COM              144285103       3611     126440   SH       Sole     x
CARRAMERICA REALTY REIT         COM              144418100      18109     724350   SH       Sole     x
CARRIER ACCESS CORP.            COM              144460102       3965      90500   SH       Sole     x
CARRINGTON LABS INC.            COM              144525102        338     117400   SH       Sole     x
CARSON INC.                     CL A             145845103        124      37300   SH       Sole     x
CARTER-WALLACE, INC.            COM              146285101       3941     216700   SH       Sole     x
CASCADE BANCORP                 COM              147154108       1109      68745   SH       Sole     x
CASCADE NATURAL GAS CORP.       COM              147339105        300      15800   SH       Sole     x
CASE CORPORATION                COM              14743R103      47784     992912   SH       Sole     x
CASELLA WASTE SYSTEMS           CL A             147448104       1487      57200   SH       Sole     x
CASEY'S GENERAL STORES          COM              147528103       5982     398800   SH       Sole     x
CASH AMERICA INTERNATIONA       COM              14754D100       2504     194522   SH       Sole     x
A.M.CASTLE & CO.                COM              148411101       2443     143681   SH       Sole     x
CASTLE & COOKE INC.             COM              148433105       2912     165199   SH       Sole     x
CATALINA LIGHTING, INC.         COM              148865108        347      69400   SH       Sole     x
CATALINA MARKETING CORP.        COM              148867104       9853     107100   SH       Sole     x
CATALYTICA,INC                  COM              148885106       4246     303300   SH       Sole     x
CATELLUS DEVEL CORP.            COM              149111106       6434     415101   SH       Sole     x
CATERPILLAR, INC.               COM              149123101     304138    5068972   SH       Sole     x
CATHAY BANCORP, INC.            COM              149150104        255       6000   SH       Sole     x
CATHERINES STORES               COM              14916F100        834      67400   SH       Sole     x
CATO CORP CL A                  CL A             149205106       1561     134300   SH       Sole     x
CAVALIER HOMES INC.             COM              149507105        323      39440   SH       Sole     x
CAVALRY BANCORP, INC.           COM              149547101        438      19200   SH       Sole     x
CELLSTAR CORP.                  COM              150925105       2704     343400   SH       Sole     x
CELGENE CORP                    COM              151020104        532      30300   SH       Sole     x
CELLEGY PHARMACEUTICALS         COM              15115L103        420      90800   SH       Sole     x
CELLNET DATA SYSTEMS            COM              15115M101       1924     213800   SH       Sole     x
CELLULAR TECHNICAL SERVS        COM NEW          151167301         75      21770   SH       Sole     x
CELLULAR COMM. OF P.R.          COM              15116N108       1354      47500   SH       Sole     x
CELTRIX LABS                    COM              151186103        266     212600   SH       Sole     x
CENDANT CORP.                   COM              151313103     215925   10532934   SH       Sole     x
CENTENNIAL BANCORP              COM              15133T104       2191     158609   SH       Sole     x
CENTENNIAL CELLULAR CL A        CL A NEW         15133V208       2771      77783   SH       Sole     x
CENTERPOINT PROPS REIT          SH BEN INT       151895109       9702     264900   SH       Sole     x
CENTERTRUST RETAIL PROP.        COM              152038105       3480     296200   SH       Sole     x
CENTEX CORP.                    COM              152312104      33883     902041   SH       Sole     x
CENTIGRAM COMMUNICATIONS        COM              152317103        515      55300   SH       Sole     x
CENTEX CONSTRUCTION PDCTS       COM              15231R109       2675      78400   SH       Sole     x
CENTOCOR, INC.                  COM              152342101      12583     269880   SH       Sole     x
CENTRAL & SW CORP               COM              152357109      72038    3081838   SH       Sole     x
CENTRAL BANCORP, INC.           COM              152418109        583      27100   SH       Sole     x
CENTRAL FIN. ACCEPTANCE         COM              153470109        132      36400   SH       Sole     x
CENTRAL GARDEN & PET CO.        COM              153527106       1645     160500   SH       Sole     x
CENTRAL HUDSON GAS & ELEC       COM              153609102       5233     124600   SH       Sole     x
CENTRAL NEWSPAPERS, INC.        CL A             154647101       3398      90300   SH       Sole     x
CENTRAL PARKING CORP.           COM              154785109       5466     159600   SH       Sole     x
CENTRAL SPRINKLER CORP.         COM              155184104       1740      61725   SH       Sole     x
CENTRAL VT. PUBLIC SERV.        COM              155771108       1031      80900   SH       Sole     x
CENTURA BANKS, INC.             COM              15640T100       5935     105275   SH       Sole     x
CENTURA SOFTWARE CORP           COM              15640W103         48      47988   SH       Sole     x
CENTURY ALUMINUM CO.            COM              156431108         25       4000   SH       Sole     x
CENTURY BANCORP INC.CL-A        CL A NON VTG     156432106        587      30600   SH       Sole             x
CENTURY BUSINESS SERVICES       COM              156490104       5859     404100   SH       Sole     x
CENTURY COMMUN. CORP. CL        CL A             156503104      10313     224194   SH       Sole     x
CENTURY SOUTH BANKS, INC.       COM              156683104        115       5100   SH       Sole     x
CENTURYTEL, INC.                COM              156700106      92844    2335703   SH       Sole     x
CEPHALON, INC.                  COM              156708109       4332     249300   SH       Sole     x
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CHALONE WINE GRP LTD.           COM              157639105       1048     107500   SH       Sole     x
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CREDIT ACCEPTANCE CORP.         COM              225310101       2978     496300   SH       Sole     x
CREDITRUST CORP.                COM              225429109        538      19400   SH       Sole     x
CREE RESEARCH, INC.             COM              225447101       7840     101900   SH       Sole     x
CRESCENDO PHARMACEUTICALS       CL A             225637107        460      26639   SH       Sole     x
CRESCENT REAL ESTATE REIT       COM              225756105      31046    1307200   SH       Sole     x
CRESCENT OPERATING REIT         COM              22575M100       1620     237760   SH       Sole     x
CRESTLINE CAPITAL CORP.         COM              226153104       2739     162928   SH       Sole     x
CRIIMI MAE, INC. REIT           COM              226603108        580     257700   SH       Sole     x
CRITICAL PATH, INC.             COM              22674V100       4513      81600   SH       Sole     x
CROMPTON & KNOWLES CORP.        COM              227111101       9324     476641   SH       Sole     x
A. T. CROSS CO. CLASS A         CL A             227478104        554      99510   SH       Sole     x
CROSS TIMBERS OIL CO.           COM              227573102       4830     324675   SH       Sole     x
CROWN AMERICAN RLTY REIT        SH BEN INT       228186102       3453     472150   SH       Sole     x
CROWN CENTRAL PETROLEUM C       CL B             228219309        633      57500   SH       Sole     x
CROWN CASTLE INT'L. CORP.       COM              228227104       6541     314300   SH       Sole     x
CROWN CORK & SEAL CO., IN       COM              228255105      46802    1642172   SH       Sole     x
CROWN CRAFTS, INC.              COM              228309100        682     155840   SH       Sole     x
CROWN VANTAGE,INC.              COM              228622106        125      57104   SH       Sole     x
CUBIC CORP.                     COM              229669106       1299      53000   SH       Sole     x
CULLEN/FROST BANKERS, INC       COM              229899109       6113     221780   SH       Sole     x
CUMMINS ENGINE CO., INC.        COM              231021106      34265     599817   SH       Sole     x
CUMULUS MEDIA INC.              CL A             231082108        726      33200   SH       Sole     x
CUNNINGHAM GRAPHICS INC.        COM              231157108       1149      69100   SH       Sole     x
CURATIVE HEALTH SERVICES        COM              231264102        517      94000   SH       Sole     x
CURTISS-WRIGHT CORP.            COM              231561101       2877      74000   SH       Sole     x
CYBERGUARD CORP.                COM              231910100         62      62255   SH       Sole     x
CYBERIAN OUTPOST, INC.          COM              231914102        939      94500   SH       Sole     x
CUSTOMTRACKS CORP               COM              232046102       9203     164525   SH       Sole     x
CYBERCASH, INC.                 COM              232462101        691      53900   SH       Sole     x
CYBEROPTICS CORP.               COM              232517102        498      30900   SH       Sole     x
CYBERSHOP INTERNATIONAL         COM              23251X105        329      47800   SH       Sole     x
CYBEX COMPUTER PROD. CORP       COM              232522102       1977      70925   SH       Sole     x
CYGNE DESIGNS, INC.             COM              232556100          4      25000   SH       Sole     x
CYGNUS INC.                     COM              232560102       3758     289100   SH       Sole     x
CYLINK CORP.                    COM              232565101         35       9400   SH       Sole     x
CYMER INC.                      COM              232572107       4791     191620   SH       Sole     x
CYPRESS SEMICONDUCTOR COR       COM              232806109      10210     618775   SH       Sole     x
CYPROS PHARMACEUTICAL           COM              232808105        361     147900   SH       Sole     x
CYPRUS AMAX                     COM              232809103      23091    1520381   SH       Sole     x
CYRK INTERNATIONAL              COM              232817106        135      22300   SH       Sole     x
CYTEC INDUSTRIES INC            COM              232820100      11905     373476   SH       Sole     x
CYTOGEN CORP.                   COM              232824102        346     178469   SH       Sole     x
CYTRX CORP.                     COM NEW          232828301         22      10900   SH       Sole     x
CYTEL CORP.                     COM              23282E308          7       2200   SH       Sole     x
CYTOCLONAL PHARMACEUTICS        COM              23282G105        525      83100   SH       Sole     x
CYTYC CORP.                     COM              232946103       1250      64100   SH       Sole     x
DII GROUP INC.                  COM              232949107       7965     213460   SH       Sole     x
DA CONSULTING GROUP, INC.       COM              233027101        101      16900   SH       Sole     x
DBT ONLINE INC                  COM              233044106       4394     134154   SH       Sole     x
DPL, INC.                       COM              233293109       8886     483617   SH       Sole     x
DQE INC.                        COM              23329J104       7271     181200   SH       Sole     x
DSC COMMUNICATIONS CORP.        COM              233311109          0          0   SH       Sole     x
D.R. HORTON INC.                COM              23331A109       7209     433624   SH       Sole     x
DST SYSTEMS, INC.               COM              233326107      18630     296300   SH       Sole     x
DSP GROUP INC                   COM              23332B106       2664      74000   SH       Sole     x
DSP COMMUNICATIONS INC          COM              23332K106       9174     317700   SH       Sole     x
DTE ENERGY CO.                  COM              233331107      97125    2428119   SH       Sole     x
DT INDUSTRIES INC.              COM              23333J108        541      58900   SH       Sole     x
DVI INC.                        COM              233343102       2240     130800   SH       Sole     x
DAIN RAUSCHER CORP.             COM              233856103       3356      62000   SH       Sole     x
DAILY JOURNAL CORP.-SC          COM              233912104        375      10100   SH       Sole     x
DAISYTEK INTL CORP.             COM              234053106       2504     153500   SH       Sole     x
DAL-TILE INTERNATIONAL          COM              23426R108       4804     422300   SH       Sole     x
DALLAS SEMICONDUCTOR CORP       COM              235204104      10388     205700   SH       Sole     x
DAMARK INTERNATIONAL INC.       CL A             235691102         81       9700   SH       Sole     x
DANA CORP.                      COM              235811106     106537    2312880   SH       Sole     x
DANAHER CORP.                   COM              235851102     107141    1843288   SH       Sole     x
DANIELSON HOLDING CORP          COM              236274106       1314     228500   SH       Sole     x
DARDEN RESTAURANTS INC.         COM              237194105      52413    2402877   SH       Sole     x
DARLING INTERNATIONAL           COM              237266101        367     189400   SH       Sole     x
DATA BROADCASTING CORP          COM              237596101       2830     267970   SH       Sole     x
DATA GENERAL CORP.              COM              237688106      12362     848861   SH       Sole     x
DATA PROCESSING RESOURCES       COM              237823109        976      41300   SH       Sole     x
DATA RACE, INC.                 COM              237842109        202      60900   SH       Sole     x
DATA SYSTEMS & SOFTWARE         COM              237887104        180      50600   SH       Sole     x
DATA SYSTEMS NETWORK CORP       COM              237891106          6       6600   SH       Sole     x
DATAWARE TECHNOLOGIES           COM              237920103        195      82300   SH       Sole     x
DATA TRANSMISSION NETWORK       COM              238017107       2846     101200   SH       Sole     x
DATASCOPE CORP.                 COM              238113104       3469     108000   SH       Sole     x
DATASTREAM SYSTEMS, INC.        COM              238124101       2122     132600   SH       Sole     x
DAVE & BUSTERS                  COM              23833N104       3639     125469   SH       Sole     x
DAVEL COMMUNICATIONS, INC       COM              238341101        756     140600   SH       Sole     x
DAVOX CORP.                     COM              239208101        654      54750   SH       Sole     x
DAYTON-HUDSON CORP.             COM              239753106     395808    6089352   SH       Sole     x
DEAN FOODS CORP.                COM              242361103       5446     131030   SH       Sole     x
DEB SHOPS, INC.                 COM              242728103       1431      72000   SH       Sole     x
DECISIONONE HOLDINGS CORP       COM              243458106        145      77543   SH       Sole     x
DECORA INDUSTRIES, INC.         COM NEW          243593308         31       4800   SH       Sole     x
DEERE & CO.                     COM              244199105     123138    3107580   SH       Sole     x
DEL MONTE FOODS CO.             COM              24522P103       4610     275200   SH       Sole     x
DELIA*S INC.                    COM              246885107        691      51200   SH       Sole     x
DELL COMPUTER CORP.             COM              247025109    1392360   37631339   SH       Sole     x
DELPHI AUTOMOTIVE SYSTEMS       COM              247126105     145059  7814610.5   SH       Sole     x
DELPHI FINANCIAL GROUP          CL A             247131105       5377  149873.84   SH       Sole     x
DELPHI INFORM. SYS. INC.        COM NEW          247171200        257      25680   SH       Sole     x
DELTA & PINE LAND CO            COM              247357106       8545  271269.11   SH       Sole     x
DELTA AIR LINES, INC.           COM              247361108     124847    2166550   SH       Sole     x
DELTIC TIMBER CORP.             COM              247850100       1449  53800.001   SH       Sole     x
DELTEK SYSTEMS, INC.            COM              24785A108        613      62100   SH       Sole     x
DELTA WOODSIDE                  COM              247909104        793     132100   SH       Sole     x
DELTA FINANCIAL CORP.           COM              247918105        432      67700   SH       Sole     x
DELUXE CORP.                    COM              248019101      44519    1143334   SH       Sole     x
DENDRITE INTERNATIONAL          COM              248239105       6138     169900   SH       Sole     x
DENTSPLY INTERNATIONAL          COM              249030107       6563     227280   SH       Sole     x
DEPARTMENT 56 INC.              COM              249509100       4496     167300   SH       Sole     x
DESIGNS, INC.                   COM              25057L102        124      82950   SH       Sole     x
DESTIA COMMUNICATIONS           COM              25063E100        309      25000   SH       Sole     x
DETROIT DIESEL CORP.            COM              250837101       2635     107022   SH       Sole     x
DEVELOPERS DIVRSFIED REIT       COM              251591103      14352     863250   SH       Sole     x
DEVON ENERGY CORP.              COM              251799102       6853     191700   SH       Sole     x
DEVRY, INC.                     COM              251893103       5462     244100   SH       Sole     x
DEXTER CORP.                    COM              252165105       6639     162660   SH       Sole     x
DIACRIN INC.                    COM              25243N103        483      85000   SH       Sole     x
DIAGNOSTIC PRODUCTS CORP.       COM              252450101       4088     148000   SH       Sole     x
DIAL CORP.                      COM              25247D101      11502     309303   SH       Sole     x
DIALOGIC CORPORATION            COM              252499108       5195     118400   SH       Sole     x
DIAMETRICS MEDICAL, INC.        COM              252532106        515      85900   SH       Sole     x
DIAMOND MULTIMEDIA SYS.         COM              252714100       1130     274000   SH       Sole     x
DIAMOND OFFSHORE DRILLING       COM              25271C102      10394     366300   SH       Sole     x
DIAMOND TECH. PRTNRS INC        CL A             252762109       2521     112660   SH       Sole     x
DIEBOLD, INC.                   COM              253651103       7834     272482   SH       Sole     x
DIGENE CORP.                    COM              253752109       1055      95500   SH       Sole     x
DIGI INTERNATIONAL, INC.        COM              253798102       1531     146650   SH       Sole     x
DIGITAL LIGHTWAVE, INC.         COM              253855100        769     128150   SH       Sole     x
DIGITAL LINK CORPORATION        COM              253856108        458      61100   SH       Sole     x
DIGITAL MICROWAVE CORP.         COM              253859102       6138     481450   SH       Sole     x
DIGITAL ISLAND INC.             COM              25385N101        718      40000   SH       Sole     x
DIGITAL ORIGIN, INC.            COM              25385X109         83      25200   SH       Sole     x
DIGITAL RIVER, INC.             COM              25388B104       3834     115300   SH       Sole     x
DIGITAL GENERATION SYS.         COM              253921100        977     200495   SH       Sole     x
DIME COMMUNITY BANCORP          COM              253922108       1802      77500   SH       Sole     x
DILLARDS INC.                   CL A             254067101      53108    1511982   SH       Sole     x
DIME BANCORP INC.*-NEW          COM              25429Q102      10246     509094   SH       Sole     x
DIMON INC.                      COM              254394109       1887     363800   SH       Sole     x
DIONEX CORP.                    COM              254546104       8496     209777   SH       Sole     x
DISCOUNT AUTO PARTS INC.        COM              254642101       2087      86500   SH       Sole     x
THE WALT DISNEY CO.             COM              254687106     871207   28274461   SH       Sole     x
DISPLAY TECHNOLOGIES INC.       COM              25469V102         94      23885   SH       Sole     x
DISPATCH MANAGEMENT SVCS.       COM              254927106         93      33300   SH       Sole     x
THE DIXIE GROUP, INC.           CL A             255519100        146      17200   SH       Sole     x
DOCUCORP INTERNATIONAL          COM              255911109        243      58860   SH       Sole     x
DOCUMENTUM, INC.                COM              256159104       1453     111200   SH       Sole     x
DOLE FOOD CO.                   COM              256605106       6581     224050   SH       Sole     x
DOLLAR GENERAL CORP.            COM              256669102      96757  3336437.5   SH       Sole     x
DOLLAR THRIFTY AUTO. GRP.       COM              256743105       4359     187500   SH       Sole     x
DOLLAR TREE STORES INC.         COM              256747106       8803     200074   SH       Sole     x
DOMINION RES. INC/VA            COM              257470104     111128    2565737   SH       Sole     x
DONALDSON CO., INC.             COM              257651109       7243     295630   SH       Sole     x
DONALDSON LUFKIN&JENRETTE       COM DLJ          257661108      18304     303800   SH       Sole     x
DLJDIRECT                       COM DLJDIRECT    257661504       2038      69100   SH       Sole     x
DONNA KARAN INTERNATIONAL       COM              257826107        366      36800   SH       Sole     x
R.R. DONNELLEY & SONS CO.       COM              257867101      82286    2220195   SH       Sole     x
DONNELLY CORP.                  CL A             257870105       1150      72737   SH       Sole     x
DONNKENNY, INC.                 COM              258006105         48      34600   SH       Sole     x
DORAL FINANCIAL CORP.           COM              25811P100       3759     217900   SH       Sole     x
DOUBLECLICK INC.                COM              258609304       8670      94500   SH       Sole     x
DOVER CORP.                     COM              260003108     100792    2879768   SH       Sole     x
DOVER DOWNS ENTERTAINMENT       COM              260086103       1233      69700   SH       Sole     x
DOW CHEMICAL CO.                COM              260543103     391025    3081968   SH       Sole     x
DOW JONES & CO., INC.           COM              260561105      69972    1318669   SH       Sole     x
DOWNEY FINANCIAL CORP.          COM              261018105       4617     210466   SH       Sole     x
THE DRESS BARN, INC.            COM              261570105       2674     167100   SH       Sole     x
DREXLER TECHNOLOGY CORP.        COM              261876106        926      97500   SH       Sole     x
DREYER'S GRAND ICE CREAM,       COM              261878102       3061     202400   SH       Sole     x
DRIL-QUIP, INC.                 COM              262037104       1569      68400   SH       Sole     x
DRUG EMPORIUM, INC.             COM              262175102       1593     219700   SH       Sole     x
DRYPERS CORP                    COM NEW          262497308        305     109500   SH       Sole     x
DUPONT (E.I.) DE NEMOURS        COM              263534109    1056576   15466800   SH       Sole     x
DUANE READE INC.                COM              263578106       2514      82100   SH       Sole     x
DUFF & PHELPS CREDIT            COM              26432F109       2407      36000   SH       Sole     x
DUKE ENERGY CORP                COM              264399106     266209    4895791   SH       Sole     x
DUKE REALTY INVSTMNT REIT       COM NEW          264411505      20333     901174   SH       Sole     x
DUN & BRADSTREET CORP NEW       COM              26483B106      88954    2510152   SH       Sole     x
DUNN COMPUTER CORP.             COM              265771105         76      38200   SH       Sole     x
DURA AUTOMOTIVE SYS INC.        CL A             265903104       2168  65207.329   SH       Sole     x
DUPONT PHOTOMASKS INC.          COM              26613X101       3461      72300   SH       Sole     x
DURA PHARMACEUTICALS INC.       COM              26632S109       3711     310900   SH       Sole     x
DURAMED PHARMACEUTICALS         COM              266354109       1856     118800   SH       Sole     x
DYCOM INDUSTRIES, INC.          COM              267475101       9450     168750   SH       Sole     x
EA ENGR SCIENCE & TECH IN       COM              267911105         44      41700   SH       Sole     x
DYNAMICS RESEARCH CORP.         COM              268057106         23       4000   SH       Sole     x
DYNATECH CORP.                  COM              268140100         43      12650   SH       Sole     x
DYNEGY INC                      COM              26816L102      10901     535000   SH       Sole     x
EEX CORP.                       COM NEW          26842V207       2432     350560   SH       Sole     x
E4L, INC.                       COM              268452109        525      73000   SH       Sole     x
EG & G, INC.                    COM              268457108      31057     871769   SH       Sole     x
E-LOAN, INC.                    COM              26861P107          8        200   SH       Sole     x
EMC CORP.                       COM              268648102     828468   15063057   SH       Sole     x
EMS TECHNOLOGIES INC.           COM              26873N108        922      63600   SH       Sole     x
E-NET, INC.                     COM              268745106        161      33900   SH       Sole     x
ENSCO INTERNATIONAL, INC.       COM              26874Q100      12119     607868   SH       Sole     x
ESSEF CORP                      COM              269145108       1014      50080   SH       Sole     x
ESS TECHNOLOGY INC.             COM              269151106       3070     228460   SH       Sole     x
E.SPIRE COMMUNICATIONS          COM              269153102       3341     316300   SH       Sole     x
ETEC SYSTEMS INC.               COM              26922C103       5027     151200   SH       Sole     x
E-TEK DYNAMICS INC.             COM              269240107       6958     146300   SH       Sole     x
ELIZABETHTOWN CORP.             COM              269242103       1368      29900   SH       Sole     x
E*TRADE GROUP, INC.             COM              269246104      28096     703500   SH       Sole     x
E-Z-EM, INC. CLASS A            CL A             269305207         58      10300   SH       Sole     x
EAGLE FOOD                      COM              269514105        267      86200   SH       Sole     x
EAGLE GEOPHYSICAL, INC.         COM              269524104          8      10547   SH       Sole     x
EAGLE USA AIRFREIGHT INC.       COM              270018104       4150      97800   SH       Sole     x
EARTHGRAINS CO.  W/I            COM              270319106       8406     325664   SH       Sole     x
EARTHLINK NETWORK               COM              270322100       4608      75000   SH       Sole     x
EARTHSHELL CORP.                COM              27032B100       2558     365400   SH       Sole     x
EARTHWEB INC.                   COM              27032C108       1732      46500   SH       Sole     x
EAST TEXAS FINANCIAL SER.       COM              275572105        339      24000   SH       Sole     x
EASTERN ENTERPRISES             COM              27637F100      15140     380871   SH       Sole     x
EASTERN UTILITIES ASSOCIA       COM              277173100       5354     183841   SH       Sole     x
EASTERN VIRGINIA BNKSHRS        COM              277196101         37       2100   SH       Sole     x
EASTGROUP PROPERTIES REIT       COM              277276101       5793     288750   SH       Sole     x
EASTMAN CHEMICAL                COM              277432100      54083    1045089   SH       Sole     x
EASTMAN KODAK CO.               COM              277461109     307354    4536596   SH       Sole     x
EATON CORP.                     COM              278058102      87872     955125   SH       Sole     x
EATON VANCE CORP.               COM NON VTG      278265103       8062     234100   SH       Sole             x
EBAY INC.                       COM              278642103      46457     306900   SH       Sole     x
ECHELON INT. CORP.              COM              278747100       1379  61642.996   SH       Sole     x
ECHO BAY MINES LTD.             COM              278751102        936     651284   SH       Sole     x
ECHOSTAR COMMUNICATIONS         CL A             278762109       6352      41400   SH       Sole     x
ECLIPSYS CORP.                  COM              278856109       3933     164300   SH       Sole     x
ECO SOIL SYSTEMS, INC.          COM              278858105        618     114900   SH       Sole     x
ECOGEN INC.                     COM NEW          278864202         95      32940   SH       Sole     x
ECOLAB, INC.                    COM              278865100      82609    1893608   SH       Sole     x
ECOLOGY & ENVIRONMENT, IN       CL A             278878103         48       6925   SH       Sole     x
EDIFY CORP.                     COM              280599101        457      34200   SH       Sole     x
EDISON BROTHERS STORES          COM NEW          280875303          3      64227   SH       Sole     x
EDISON INTERNATIONAL            COM              281020107     132507    4953530   SH       Sole     x
EDO CORP.                       COM              281347104        475      65500   SH       Sole     x
EDUCATION MANAGEMENT            COM              28139T101       4972     239600   SH       Sole     x
J. D. EDWARDS & CO.             COM              281667105       5562     300650   SH       Sole     x
A G EDWARDS & SONS, INC.        COM              281760108      17733     549848   SH       Sole     x
EGAMES, INC.                    COM              282253103        275      86400   SH       Sole     x
EGGHEAD.COM, INC.               COM              282330109       2092     187000   SH       Sole     x
800-JR CIGAR, INC.              COM              282491109        454      36700   SH       Sole     x
800 TRAVEL SYSTEMS, INC.        COM              282506104        180      44900   SH       Sole     x
EINSTEIN/NOAH BAGEL CORP.       COM              282577105        218     225000   SH       Sole     x
EL PASO ELECTRIC CO.            COM NEW          283677854       4114     460266   SH       Sole     x
EL PASO ENERGY CORP             COM              283905107      12912     366948   SH       Sole     x
ELCOR CORP.                     COM              284443108       5550     127050   SH       Sole     x
ELECTRIC FUEL CORP              COM              284871100        167     100900   SH       Sole     x
ELECTRIC LIGHTWAVE INC.         CL A             284895109         98       7500   SH       Sole     x
ELECTRO RENT CORP.              COM              285218103        834      77558   SH       Sole     x
ELECTRO SCIENTIFIC INDS.        COM              285229100       4446     106400   SH       Sole     x
ELECTROGLAS, INC.               COM              285324109       3228     161400   SH       Sole     x
ELECTRONIC ARTS                 COM              285512109      12660     233370   SH       Sole     x
ELECTRONIC DATA SYSTEMS         COM              285661104     380071    6719493   SH       Sole     x
ELECTRONIC PROCESSING INC       COM              285798104         50       4800   SH       Sole     x
ELECTRONIC RETAILING SYS        COM              285825105         88      58800   SH       Sole     x
ELECTRONICS FOR IMAGING         COM              286082102      10290     200300   SH       Sole     x
ELITE INFORMATION GROUP         COM              28659M106        395      73500   SH       Sole     x
PERRY ELLIS INTL.               COM              288853104        537      40150   SH       Sole     x
EMBREX, INC.                    COM              290817105         32       3800   SH       Sole     x
EMCORE CORP.                    COM              290846104        527      26200   SH       Sole     x
EMCOR GROUP, INC.               COM              29084Q100       1501      59600   SH       Sole     x
EMERSON ELECTRIC CO.            COM              291011104     373700    5943544   SH       Sole     x
EMMIS COMMUNICATIONS, INC       CL A             291525103       5056     102400   SH       Sole     x
EMPIRE DISTRICT ELECTRIC        COM              291641108       3266     125325   SH       Sole     x
EMPIRE OF CAROLINA, INC.        COM              292007101          4       8900   SH       Sole     x
EMPLOYEE SOLUTIONS INC.         COM              292166105        178     149600   SH       Sole     x
EMULEX NEW                      COM NEW          292475209       5832      52450   SH       Sole     x
ENCAD INC                       COM              292503109         19       2900   SH       Sole     x
ENCORE WIRE CORP                COM              292562105        301      33250   SH       Sole     x
ENERGY CONVERSION DEVICES       COM              292659109       1333     134100   SH       Sole     x
ENERGY BIOSYSTEMS CORP          COM NEW          29265L706         31      12414   SH       Sole     x
ENERGEN CORP.                   COM              29265N108       3740     200800   SH       Sole     x
ENERGY EAST CORP.               COM              29266M109      16887     649500   SH       Sole     x
ENERGY RESEARCH CORP.           COM              29271E100        289      20300   SH       Sole     x
ENERGY WEST INC                 COM              29274A105         35       4000   SH       Sole     x
ENGELHARD CORP.                 COM              292845104      46680    2063206   SH       Sole     x
ENGINEERED SUPPORT SYSTEM       COM              292866100        493      41750   SH       Sole     x
ENGINEERING ANIMATION           COM              292872108       2305     108800   SH       Sole     x
ENERGY NORTH, INC.              COM              292925104        825      28511   SH       Sole     x
ENESCO GROUP INC.               COM              292973104       3077     133080   SH       Sole     x
ENHANCE FINANCIAL SVCS GR       COM              293310108       4772     241600   SH       Sole     x
ENRON CORP.                     COM              293561106     389083    4759431   SH       Sole     x
ENRON OIL & GAS CO.             COM              293562104       9817     484800   SH       Sole     x
ENSTAR INC.                     COM              29358M108        221      23266   SH       Sole     x
ENTERCOM COMMUNICATIONS         CL A             293639100       4587     107300   SH       Sole     x
ENTERGY CORP.                   COM              29364G103     104135    3332336   SH       Sole     x
ENTERPRISE PROD PARTNERS        COM              293792107       1537      83100   SH       Sole     x
ENTERTAINMENT PROPERTIES        COM SH BEN INT   29380T105       3239     183800   SH       Sole     x
ENTREMED INC.                   COM              29382F103       1724      76600   SH       Sole     x
ENTRUST TECHNOLOGIES            COM              293848107       1839      55300   SH       Sole     x
ENZON, INC.                     COM              293904108       2420     117000   SH       Sole     x
ENZO BIOCHEM INC                COM              294100102       1952     197703   SH       Sole     x
EPITOPE INC.                    COM              294261102       1214     206700   SH       Sole     x
EPICOR SOFTWARE CORP            COM              29426L108       2915     391898   SH       Sole     x
EQUIFAX, INC                    COM              294429105      75876    2126120   SH       Sole     x
THE EQUITABLE COS.              COM              29444G107      39363     587500   SH       Sole     x
EQUITABLE RESOURCES, INC.       COM              294549100       8107     214750   SH       Sole     x
EQUITY INNS, INC. REIT          COM              294703103       4007     433200   SH       Sole     x
EQUITY OFFICE PROPERTIES        COM              294741103      79858    3116406   SH       Sole     x
EQUIVEST FINANCE, INC.          COM NEW          29476H403        279      51675   SH       Sole     x
EQUITY RESIDENTIAL REIT         SH BEN INT       29476L107      64691    1435573   SH       Sole     x
ERIE INDEMNITY CO.-CL A         CL A             29530P102       4586     160917   SH       Sole     x
ESCALADE, INC.                  COM              296056104         45       2600   SH       Sole     x
ESSEX PROPERTY TRUST REIT       COM              297178105       8097     228900   SH       Sole     x
ESTERLINE TECHNOLOGIES CO       COM              297425100       3686     256400   SH       Sole     x
ETHAN ALLEN INTERIORS INC       COM              297602104      22193     587900   SH       Sole     x
ETHYL CORP.                     COM              297659104       7413    1235454   SH       Sole     x
ETOYS INC.                      COM              297862104      10077     247300   SH       Sole     x
EUROWEB INTL CORP               COM              298801101         20      12000   SH       Sole     x
EVANS & SUTHERLAND COMP.        COM              299096107        807      61797   SH       Sole     x
EVERCEL, INC.                   COM              299759100         59       5332   SH       Sole     x
EVEREN CAPITAL CORP.            COM              299761106       4275     143400   SH       Sole     x
EVEREST RE HOLDINGS             COM              299808105       9916     303950   SH       Sole     x
EVERGREEN RES INC.              COM NO PAR       299900308       2786     110600   SH       Sole     x
EXABYTE CORP.                   COM              300615101        764     197200   SH       Sole     x
EXCALIBUR TECHNOLOGIES          COM NEW          300651205       1037      72800   SH       Sole     x
EXCEL LEGACY CORP               COM              300665106        124      26000   SH       Sole     x
EXCEL SWITCHING CORP.           COM              30067V108       3802     127000   SH       Sole     x
EXCHANGE APPLICATIONS           COM              300867108         86       2100   SH       Sole     x
EXECUTIVE RISK INC.             COM              301586103       7358      86500   SH       Sole     x
EXECUTONE INFORMATION SYS       COM              301607107        459     107100   SH       Sole     x
EXIDE CORP.                     COM              302051107       2186     148200   SH       Sole     x
EXODUS COMMUNICATIONS           COM              302088109      12821     106900   SH       Sole     x
EXPEDITORS INT'L OF WASHI       COM              302130109       6224     228400   SH       Sole     x
EXPRESS SCRIPTS                 CL A             302182100      13578     225600   SH       Sole     x
EXTENDED STAY AMERICA INC       COM              30224P101       5876     489671   SH       Sole     x
EXTREME NETWORKS, INC.          COM              30226D106       6921     119200   SH       Sole     x
EXXON CORP.                     COM              302290101    2575851   33398389   SH       Sole     x
EZCORP, INC.                    CL A NON VTG     302301106        517      75200   SH       Sole             x
F & M BANCORP                   COM              302367107       2251      67068   SH       Sole     x
F & M BANCORPORATION INC.       COM              302371109       2852      75554   SH       Sole     x
F & M NATIONAL CORP.            COM              302374103       3795     114341   SH       Sole     x
FBL FINANCIAL GROUP INC.        CL A             30239F106       3502     179600   SH       Sole     x
FFY FINANCIAL CORP.             COM              30242U108       1463      78000   SH       Sole     x
FLIR SYSTEMS, INC.              COM              302445101        443      29300   SH       Sole     x
FMC CORP.                       COM NEW          302491303      31753     464822   SH       Sole     x
FNB CORP/NORTH CAROLINA         COM              302519103         35       1600   SH       Sole     x
FNB CORP.                       COM              302520101       3592     133044   SH       Sole     x
FNB FINANCIAL SERVICES CO       COM              302526108        307      20100   SH       Sole     x
FPA MEDICAL MANAGEMENT          COM              302543103          1     127500   SH       Sole     x
FPIC INSURANCE GROUP,INC.       COM              302563101       2086      43000   SH       Sole     x
FPL GROUP, INC.                 COM              302571104     134205    2456838   SH       Sole     x
FSI INTL,INC                    COM              302633102       2042     245700   SH       Sole     x
FYI INC.                        COM              302712104       1321      42100   SH       Sole     x
FACTORY 2-U STORES, INC.        COM              303072102        531      28700   SH       Sole     x
FACTSET RESEARCH SYSTEMS        COM              303075105       3805      67200   SH       Sole     x
FAIR ISSAC & CO.                COM              303250104       2637      75200   SH       Sole     x
FAIRCHILD CORP.                 CL A             303698104       2313     181450   SH       Sole     x
FAIRFIELD COMMUNITIES, IN       COM PAR $0.01    304231301       6826     423300   SH       Sole     x
FAMILY DOLLAR STORES, INC       COM              307000109      12576     524000   SH       Sole     x
FAMILY GOLF CENTERS INC.        COM              30701A106       1490     193800   SH       Sole     x
FAMOUS DAVE'S OF AMERICA        COM              307068106        105      41300   SH       Sole     x
FARMER BROTHERS, INC.           COM              307675108       1995       9850   SH       Sole     x
FARM FAMILY HOLDINGS INC.       COM              307901108        356      10400   SH       Sole     x
FARO TECHNOLOGIES               COM              311642102        350      70000   SH       Sole     x
FARREL CORP                     COM              311667109         10       5000   SH       Sole     x
FATBRAIN.COM INC.               COM              311889109        593      35400   SH       Sole     x
FASTENAL CO.                    COM              311900104       7494     142920   SH       Sole     x
FDX CORPORATION                 COM              31304N107     219894    4053352   SH       Sole     x
FEDDERS CORP.                   COM              313135105       1845     275845   SH       Sole     x
FEDDERS CORP CLASS A            CL A             313135303        507      82838   SH       Sole     x
FEDERAL AGRICULTURAL MTGE       CL A             313148108         89       5400   SH       Sole     x
FEDERAL AGRICULTURAL MORT       CL C             313148306        244       3550   SH       Sole     x
FREDDIE MAC                     COM              313400301     554442    9559349   SH       Sole     x
FEDERAL-MOGUL CORP.             COM              313549107      13720     263840   SH       Sole     x
FANNIE MAE                      COM              313586109     972055   14216523   SH       Sole     x
FEDERAL RLTY INVMNTS REIT       SH BEN INT NEW   313747206      13418     585000   SH       Sole     x
FEDERAL SIGNAL CORP.            COM              313855108       6452     304532   SH       Sole     x
FEDERATED DEPARTMENT            COM              31410H101     156338    2953254   SH       Sole     x
FEDERATED INVESTORS, INC.       CL B             314211103       3697     206100   SH       Sole     x
FELCOR LODGING TRUST, INC       COM              31430F101      15663     754862   SH       Sole     x
FEMALE HEALTH COMPANY           COM              314462102         71      37600   SH       Sole     x
FERRO CORP.                     COM              315405100       6346     230752   SH       Sole     x
FIDELITY BANCORP INC.           COM              31583B105        309      14400   SH       Sole     x
FIDELITY HOLDINGS, INC.         COM              31617J108        334      16400   SH       Sole     x
FIDELITY NATIONAL FIN., I       COM              316326107       5506     262202   SH       Sole     x
FIFTH THIRD BANCORP             COM              316773100     237000    3560565   SH       Sole     x
FILENE'S BASEMENT CORP.         COM              316866102        527     366750   SH       Sole     x
FILENET CORP.                   COM              316869106       3376     295200   SH       Sole     x
FILM ROMAN INC.                 COM              317234102         89      30200   SH       Sole     x
FINANCIAL FEDERAL CORP.         COM              317492106       1185      53850   SH       Sole     x
FINANCIAL INDUSTRIES CORP       COM              317574101         60       5000   SH       Sole     x
FINANCIAL SECURITY              COM              31769P100       3947      75900   SH       Sole     x
FINET HOLDINGS CORP             COM PAR $0.01    317922300        319      57300   SH       Sole     x
FINISH LINE, INC.               CL A             317923100        889      79000   SH       Sole     x
FINOVA GROUP INC.               COM              317928109      10616     201735   SH       Sole     x
FIRST AMERICAN FINL CORP        COM              318522307       7740     433000   SH       Sole     x
FIRST BANCORP/PUERTO RICO       COM              318672102       4349     192750   SH       Sole     x
FIRST AMERICAN CORP. (TEN       COM              318900107      12383     297937   SH       Sole     x
FIRST BANCORP N. CAROLINA       COM              318910106        201       7800   SH       Sole     x
FIRST BELL BANCORP INC.         COM              319301107        714      40200   SH       Sole     x
FIRST CHARTER CORP.             COM              319439105       2726     110157   SH       Sole     x
FIRST CITIZENS BANCSHARES       CL A             31946M103       3852      47700   SH       Sole     x
FIRST COMM BANKSHARES-A         CL A             319777108        584      23600   SH       Sole     x
FIRST COMMERCE BANCSHARES       CL B             319777207        623      26172   SH       Sole     x
FIRST COMMONWEALTH FINL C       COM              319829107       4431     185600   SH       Sole     x
FIRST CONSULTING GROUP          COM              31986R103       1897     178513   SH       Sole     x
FIRST FEDERAL CAPITAL           COM              319960100       1779     120600   SH       Sole     x
FIRST DATA CORP.                COM              319963104     289109    5907719   SH       Sole     x
FIRST COMMONWEALTH INC.         COM              319983102        291      11850   SH       Sole     x
FIRST ESSEX BANCORP INC.        COM              320103104         18       1100   SH       Sole     x
FIRST FINANCIAL BANCORP         COM              320209109       4048     178907   SH       Sole     x
FIRST FINL BANKSHARES INC       COM              32020R109       1063      33470   SH       Sole     x
FIRST FINANCIAL CORP/IND        COM              320218100       1244      32900   SH       Sole     x
FIRST FINANCIAL HOLDINGS        COM              320239106       2025     108000   SH       Sole     x
FRST INDUSTRIAL RLTY REIT       COM              32054K103      14599     532100   SH       Sole     x
FIRST INT'L BANCORP, INC        COM              32054Q100        755      58100   SH       Sole     x
FIRST INDIANA CORP.             COM              32054R108        537      25120   SH       Sole     x
FIRST LIBERTY FINL CORP.        COM              320691108       1220      38900   SH       Sole     x
FIRST OF LONG ISLAND CORP       COM              320734106         81       2250   SH       Sole     x
FIRST MERCHANTS CORP.           COM              320817109         78       3300   SH       Sole     x
FIRST MIDWEST BANCORP           COM              320867104       7526     189324   SH       Sole     x
FIRST MIDWEST FINANCIAL         COM              320878101         15       1050   SH       Sole     x
FIRST MUTUAL SAVINGS BANK       COM              320918105        439      36544   SH       Sole     x
FIRST HEALTH GROUP CORP.        COM              320960107       8782     407266   SH       Sole     x
FIRST SAVINGS BANCORP           COM              335939104        334      16700   SH       Sole     x
FIRST SIERRA FINANCIAL          COM              335944104       1473      58900   SH       Sole     x
FIRST REPUBLIC BANK             COM              336158100       2217      76600   SH       Sole     x
FIRST SECURITY CORP.            COM              336294103      15964     585851   SH       Sole     x
FIRST SENTINEL BANCORP.         COM              33640T103       1874     211185   SH       Sole     x
FIRST SOUTHERN BANCSHARES       COM              33645B107         18       1600   SH       Sole     x
FIRST SOURCE CORPORATION        COM              336901103       2897  90539.995   SH       Sole     x
FIRST TENNESSEE NATIONAL        COM              337162101      14904     389010   SH       Sole     x
FIRST UNION CORP.               COM              337358105     619221   13174920   SH       Sole     x
FIRST UNION REAL ESTATE         SH BEN INT       337400105       1529     339880   SH       Sole     x
FIRST UNITED BANCSHARES         COM              33741E104       1738      93300   SH       Sole     x
FIRST VIRGINIA BANKS, INC       COM              337477103       7370     150023   SH       Sole     x
FIRST WASHINGTON REALTY         COM              337489504       1636      70000   SH       Sole     x
FIRST WASHINGTON BANCORP        COM              33748T104        540      26900   SH       Sole     x
FIRST WESTERN BANCORP           COM              337505101       2684      80133   SH       Sole     x
THE FIRST YEARS INC.            COM              337610109        434      28900   SH       Sole     x
FIRSTPLUS FINANCIAL GROUP       COM              33763B103        124     396000   SH       Sole     x
FIRSTAR CORP.                   COM              33763V109     249712    8918299   SH       Sole     x
FISERV, INC.                    COM              337738108      13839     441976   SH       Sole     x
FIRST FEDERAL FINANCIAL         COM              337907109       4239     220200   SH       Sole     x
FIRSTMERIT CORP.                COM              337915102       8762     312236   SH       Sole     x
FLAGSTAR BANCORP, INC.          COM              337930101       1593      63100   SH       Sole     x
FIRSTSPARTAN FINANCIAL CO       COM              337931109        477      20500   SH       Sole     x
FIRSTENERGY CORP.               COM              337932107     107717    3474730   SH       Sole     x
FISHER SCIENTIFIC INTL          COM NEW          338032204       4855     217600   SH       Sole     x
FLASHNET COMMUNICATIONS         COM              338527104        957      32500   SH       Sole     x
FLEET FINANCIAL GROUP INC       COM              338915101     352006    7932520   SH       Sole     x
FLEETWOOD ENTERPRISES INC       COM              339099103      15507     586557   SH       Sole     x
FLEMING COS., INC.              COM              339130106       3444     296239   SH       Sole     x
FLEXSTEEL INDUSTRY              COM              339382103        630      47300   SH       Sole     x
FLORIDA BANKS, INC.             COM              340560101       1085     138900   SH       Sole     x
FLORIDA EAST COAST RAILWA       COM              340632108       7708     174200   SH       Sole     x
FLORIDA PANTHERS HDLGS.         CL A             341064103       2698     252400   SH       Sole     x
FLORIDA PROGRESS CORP.          COM              341109106      45811    1108896   SH       Sole     x
FLORIDA ROCK INDUSTRIES,        COM              341140101       7439     163500   SH       Sole     x
FLORSHEIM GROUP INC.            COM              343302105        298      53048   SH       Sole     x
FLOW INTL CORP.                 COM              343468104        225      20800   SH       Sole     x
FLOWERS INDUSTRIES, INC.        COM              343496105       6591     303925   SH       Sole     x
FLOWSERVE CORP                  COM              34354P105       4897     258602   SH       Sole     x
FLUOR CORP.                     COM              343861100      48762    1204005   SH       Sole     x
FLUSHING FINANCIAL CORP.        COM              343873105       1369      89050   SH       Sole     x
FOAMEX INTL, INC                COM              344123104        458      82300   SH       Sole     x
FOOD LION INC. CLASS B          CL B             344775101        667      57699   SH       Sole     x
FOOD LION INC. CLASS A          CL A             344775200      13772    1159750   SH       Sole     x
FOOD TECHNOLOGY SERVICE         COM              344798103         79      18700   SH       Sole     x
FOODARAMA SUPERMARKETS, I       COM              344820105        496      16600   SH       Sole     x
FOODMAKER, INC.                 COM NEW          344839204       9086     320200   SH       Sole     x
FOOTHILL INDEP BANCORP          COM              344905104         19       1391   SH       Sole     x
FOOTSTAR INC                    COM              344912100       7741     208154   SH       Sole     x
FORCENERGY INC.                 COM              345206106        277  295808.99   SH       Sole     x
FORD MOTOR CO.                  COM              345370100     933447   16539485   SH       Sole     x
FORELAND CORP.                  COM NEW          345458301          2       3566   SH       Sole     x
FOREMOST CORP. OF AMERICA       COM              345469100       3962     180100   SH       Sole     x
FOREST CITY ENTERPRISE CL       CL A             345550107       4236     151300   SH       Sole     x
FOREST LABORATORIES, INC.       CL A             345838106      14546     314500   SH       Sole     x
FOREST OIL                      COM NEW          346091606       2409     191800   SH       Sole     x
FORRESTER RESEARCH, INC.        COM              346563109       1033      41300   SH       Sole     x
FORT JAMES CORP.                COM              347471104     125440    3311944   SH       Sole     x
FORTE SOFTWARE, INC.            COM              349546101       2159     222900   SH       Sole     x
FORTRESS GROUP INC.             COM              34956K108         85      57700   SH       Sole     x
FORTUNE BRANDS INC.             COM              349631101      98274    2375192   SH       Sole     x
FOSSIL INC                      COM              349882100       3783      78200   SH       Sole     x
FOSTER WHEELER CORP.            COM              350244109       9384     664365   SH       Sole     x
FOUNDATION HEALTH SYSTEM        COM              350404109       8590     572670   SH       Sole     x
FOUR MEDIA COMPANY              COM              350872107         97      14900   SH       Sole     x
4FRONT TECHNOLOGIES INC.        COM              351042106        270      27300   SH       Sole     x
FOURTH SHIFT CORP.              COM              351128103        350      94800   SH       Sole     x
FOX ENTERTAINMENT GRP           CL A             35138T107      10005     371400   SH       Sole     x
FRANCHISE FIN OF AMR REIT       COM              351807102      13805     627500   SH       Sole     x
FRANCHISE MORTGAGE ACCEPT       COM              35181D108        504      57600   SH       Sole     x
FRANKLIN BANK                   COM              352456107        247      23020   SH       Sole     x
FRANKLIN COVEY CO.              COM              353469109       1386     187900   SH       Sole     x
FRANKLIN ELEC  INC              COM              353514102       1768      27200   SH       Sole     x
FRANKLIN ELECTRPUBL             COM              353515109        577     156600   SH       Sole     x
FRANKLIN RESOURCES CORP.        COM              354613101     139334    3429758   SH       Sole     x
FRED'S, INC.                    CL A             356108100        643      41125   SH       Sole     x
FREEDOM SECURITIES CORP.        COM              35644K103       1029      60100   SH       Sole     x
FREEPORT-MCMORAN CLASS A        CL A             35671D105       4492     268209   SH       Sole     x
FREEPORT-MCMORAN CLASS B        CL B             35671D857      41764    2328295   SH       Sole     x
FREMONT GENERAL CORP.           COM              357288109       4981     263868   SH       Sole     x
FRESH CHOICE, INC.              COM              358032100        103      49900   SH       Sole     x
FRESH FOODS, INC.               COM              358034106        303      35100   SH       Sole     x
FRESH AMERICA CORP.             COM              35803R105        666      47600   SH       Sole     x
FRIEDE GOLDMAN INT'L.           COM              358430106       2604     187700   SH       Sole     x
FRIEDMAN BILLINGS RAMSEY        CL A             358433100        460      38700   SH       Sole     x
FRIEDMAN'S, INC. CLASS A        CL A             358438109       3284     378000   SH       Sole     x
FRIENDLY ICE CREAM CORP.        COM              358497105       1074     134200   SH       Sole     x
FRISCH'S RESTAURANTS, INC       COM              358748101        494      47634   SH       Sole     x
FRITZ COS., INC.                COM              358846103       2899     269700   SH       Sole     x
FRONTIER CORP.                  COM              35906P105     153370    2599492   SH       Sole     x
FRONTIER FINANCIAL CORP.        COM              35907K105        576      23500   SH       Sole     x
FRONTIER INSURANCE GROUP,       COM              359081106       4352     283032   SH       Sole     x
FRONTIER OIL CORP.              COM              35914P105        692     101600   SH       Sole     x
FRONTLINE COMMUNICATIONS        COM              35921T108        273      32300   SH       Sole     x
FROZEN FOOD EXPRESS INDUS       COM              359360104        181      23700   SH       Sole     x
FUISZ TECHNOLOGIES LTD.         COM              359536109         37      11300   SH       Sole     x
H. B. FULLER CO.                COM              359694106       6376      93250   SH       Sole     x
FULTON FINL CORP.               COM              360271100       3390     163860   SH       Sole     x
FURNITURE BRANDS INT'L          COM              360921100       9346     335270   SH       Sole     x
FURON COMPANY                   COM              361106107       1474      77600   SH       Sole     x
G & K SERVICES, INC.            CL A             361268105       7666     146375   SH       Sole     x
G & L REALTY CORP.              COM              361271109       1103      95900   SH       Sole     x
GATX CORP.                      COM              361448103       5490     144240   SH       Sole     x
GBC BANCORP                     COM              361475106       1494      73800   SH       Sole     x
GC COMPANIES                    COM              36155Q109       2094      58571   SH       Sole     x
GK INTELLIGENT SYSTEMS          COM              361751100         33      74700   SH       Sole     x
GRC INTERNATIONAL INC.          COM              361922107        626      73700   SH       Sole     x
GST TELECOMMUNICATIONS          COM              361942105       1764     133800   SH       Sole     x
GP STRATEGIES CORP.             COM              36225V104         31       3500   SH       Sole     x
GPU, INC.                       COM              36225X100      79476    1883881   SH       Sole     x
GSB FINANCIAL CORP.             COM              362263105         14       1000   SH       Sole     x
GSE SYSTEMS INC.                COM              36227K106          4        600   SH       Sole     x
GTE CORP.                       COM              362320103    1112591   14687666   SH       Sole     x
GT INTERACTIVE SOFTWARE         COM              36236E109        854     244100   SH       Sole     x
GTS DURATEK, INC.               COM              36237J107        125      21900   SH       Sole     x
GABLES RESIDENTIAL REIT         SH BEN INT       362418105       8270     342800   SH       Sole     x
GADZOOKS INC.                   COM              362553109       1189      74300   SH       Sole     x
GAINSCO, INC.                   COM              363127101       1194     203207   SH       Sole     x
GALEY & LORD                    COM              36352K103         82      18700   SH       Sole     x
GALILEO INT'L.                  COM              363547100      13605     254600   SH       Sole     x
A.J. GALLAGHER                  COM              363576109       6782     137000   SH       Sole     x
GALLERY OF HISTORY, INC.        COM              363812108        127      24100   SH       Sole     x
GANNETT CO., INC.               COM              364730101     272560    3818710   SH       Sole     x
THE GAP, INC.                   COM              364760108     647515   12853899   SH       Sole     x
GARDEN FRESH RESTAURANT         COM              365235100       1448      77200   SH       Sole     x
GARDNER DENVER, INC.            COM              365558105       1921     119150   SH       Sole     x
GARTNER GROUP INC-CLASS A       COM              366651107       6363     310400   SH       Sole     x
GATEWAY, INC.                   COM              367626108     139694    2367700   SH       Sole     x
GAYLORD ENTERTAINMENT 'A'       COM              367905106       4582     152734   SH       Sole     x
GAYLORD CONTAINER CORP.         CL A             368145108       3659     461000   SH       Sole     x
GELTEX PHARMACEUTICALS          COM              368538104       2606     144800   SH       Sole     x
GENCORP, INC.                   COM              368682100       6405     253660   SH       Sole     x
GENERAL BINDING CORP.           COM              369154109       2059      87600   SH       Sole     x
GENERAL CABLE CORP.             COM              369300108       3930     245650   SH       Sole     x
GENERAL CHEMICAL GROUP          COM              369332101        329     105300   SH       Sole     x
GENERAL CIGAR HOLDINGS          CL A             36933P100        835     106900   SH       Sole     x
GENERAL COMMUNICATION           CL A             369385109       1630     239800   SH       Sole     x
GENERAL DATACOMM IND., IN       COM              369487103        897     341600   SH       Sole     x
GENERAL DYNAMICS CORP.          COM              369550108     118507    1730031   SH       Sole     x
GENERAL ELECTRIC CO.            COM              369604103    5515994   48814102   SH       Sole     x
GENERAL GROWTH PROPS REIT       COM              370021107      14605     411400   SH       Sole     x
GENERAL INSTRUMENTS INC.        COM              370120107     106248    2499959   SH       Sole     x
GENERAL MAGIC, INC.             COM              370253106         12       3300   SH       Sole     x
GENERAL MILLS, INC.             COM              370334104     180062    2240268   SH       Sole     x
GENERAL MOTORS CORP.            COM              370442105     595479    9022408   SH       Sole     x
GENERAL MOTORS CORP. CL H       CL H NEW         370442832      17421     309705   SH       Sole     x
GENERAL NUTRITION COS., I       COM              37047F103      11622     498550   SH       Sole     x
GENERAL SEMICONDUCTOR INC       COM              370787103       5645     618589   SH       Sole     x
GENESCO, INC.                   COM              371532102       2873     197300   SH       Sole     x
GENTEX CORP                     COM              371901109       9369     334600   SH       Sole     x
GENISIS HEALTH                  COM              371912106        646     215250   SH       Sole     x
GENESYS TELECOMM LABS           COM              371931106       2093      83700   SH       Sole     x
GENESIS DIRECT, INC.            COM              371935107        494     263400   SH       Sole     x
GENEVA STEEL CL A               CL A             372252106         45     181800   SH       Sole     x
GENLYTE GROUP, INC.             COM              372302109        835      37200   SH       Sole     x
GENOME THERAPEUTICS CORP.       COM              372430108        324     108030   SH       Sole     x
GENRAD, INC.                    COM              372447102       4246     204000   SH       Sole     x
GENTEK INC.                     COM              37245X104       1518     109400   SH       Sole     x
GENUINE PARTS CO.               COM              372460105      83323    2380669   SH       Sole     x
GEON CO.                        COM              37246W105       4644     144000   SH       Sole     x
GENZYME CORP.                   COM GENL DIV     372917104      15420     317944   SH       Sole     x
GENZYME MOLEC. ONCOLOGY         COM-MOLECULAR    372917500         50      18103   SH       Sole     x
GENZYME SURGICAL PRODUCTS       COM SURG PRODS   372917609        250  56718.245   SH       Sole     x
GEORGIA GULF, CORP.             COM PAR $0.01    373200203       3830     226990   SH       Sole     x
GEORGIA-PACIFIC GROUP           COM GA PAC GRP   373298108     115280    2433346   SH       Sole     x
GEORGIA PACIFIC TIMBER          COM-TIMBER GRP   373298702      14567     576918   SH       Sole     x
GEOWORKS                        COM              373692102        253      84300   SH       Sole     x
GERBER SCIENTIFIC, INC.         COM              373730100       4393     199100   SH       Sole     x
GERMAN AMERICAN BANCORP         COM              373865104        166       9335   SH       Sole     x
GERON CORP.                     COM              374163103        480      46000   SH       Sole     x
GETTY IMAGES, INC               COM              374276103       2331     123500   SH       Sole     x
GETTY PETROLEUM MRKTG INC       COM              374292100        415     138232   SH       Sole     x
GETTY REALTY CORP *NEW*         COM              374297109       2047     142432   SH       Sole     x
GIANT CEMENT HOLDING INC.       COM              374450104        787      34400   SH       Sole     x
GIANT INDUSTRIES INC.           COM              374508109        852      85700   SH       Sole     x
GIBRALTAR STEEL                 COM              37476F103        825      33350   SH       Sole     x
GIBSON GREETINGS, INC.          COM              374827103        618      97400   SH       Sole     x
GILEAD SCIENCES, INC.           COM              375558103      12221     233900   SH       Sole     x
GILLETTE CO.                    COM              375766102     676197   16492599   SH       Sole     x
GILMAN & CIOCIA INC.            COM              375908100        716      77900   SH       Sole     x
GLACIER WATER SERVICES          COM              376395109         95       4800   SH       Sole     x
P. H. GLATFELTER CO.            COM              377316104       4137     282860   SH       Sole     x
GLENAYRE TECHNOLOGIES INC       COM              377899109       1496     416262   SH       Sole     x
GLENBOROUGH REALTY REIT         COM              37803P105       8122     464100   SH       Sole     x
GLIATECH INC.                   COM              37929C103        671      26300   SH       Sole     x
GLIMCHER REALTY TRST REIT       SH BEN INT       379302102       4734     291300   SH       Sole     x
GLOBAL INDUSTRIAL TECH          COM              379335102       3135     259891   SH       Sole     x
GLOBAL INDUSTRIES LTD.          COM              379336100       9108     710900   SH       Sole     x
GLOBAL IMAGING SYSTEMS          COM              37934A100        768      42100   SH       Sole     x
GLOBAL MARINE, INC.             COM              379352404      11441     741110   SH       Sole     x
GLOBAL PAYMENT TECH INC         COM              37936S109        348      43700   SH       Sole     x
GLOBAL TELESYSTEMS GROUP        COM              37936U104      19116     236000   SH       Sole     x
GLOBAL VACATION GROUP           COM              37937F106        581     129200   SH       Sole     x
GLOBE BUSINESS RESOURCES        COM              379395106        931      71600   SH       Sole     x
GLOBECOMM SYSTEMS, INC.         COM              37956X103         84       8500   SH       Sole     x
GLOBIX CORP                     COM              37957F101       1586      35900   SH       Sole     x
GOLD BANC CORP., INC.           COM              379907108        572      43600   SH       Sole     x
GOLD RESERVE, INC.  CL A        CL A             38068N108        119     104600   SH       Sole     x
GOLDEN ENTERPRISES INC.         COM              381010107        261      69500   SH       Sole     x
GOLDEN GENESIS CO.              COM              38105N103          8       3700   SH       Sole     x
GOLDEN STATE BANCORP INC        COM              381197102      17253     784248   SH       Sole     x
GOLDEN WEST FINANCIAL COR       COM              381317106      98478    1004880   SH       Sole     x
GOLDMAN SACHS GROUP             COM              38141G104      14371     198900   SH       Sole     x
GOLF TRUST OF AMERICA           COM              38168B103       2488     101830   SH       Sole     x
GOOD GUYS, INC.                 COM              382091106        995     132700   SH       Sole     x
THE B F GOODRICH CO.            COM              382388106      47196    1110497   SH       Sole     x
GOODYEAR TIRE & RUBBER CO       COM              382550101     122230    2078302   SH       Sole     x
GOODY'S FAMILY CLOTHING         COM              382588101       2791     244000   SH       Sole     x
GORMAN-RUPP CO.                 COM              383082104        530      32125   SH       Sole     x
GOTTSCHALK (E.)& CO., INC       COM              383485109        830      91000   SH       Sole     x
GO2NET, INC.                    COM              383486107      12128     132000   SH       Sole     x
GOTO.COM, INC.                  COM              38348T107       2646      94500   SH       Sole     x
W.R. GRACE & CO.                COM              38388F108      23544    1281311   SH       Sole     x
GRACO, INC.                     COM              384109104       5502     187287   SH       Sole     x
GRADCO SYSTEMS, INC.            COM              384111100         18       6825   SH       Sole     x
GRAHAM-FIELD HEALTH PROD        COM              384632105        271     180900   SH       Sole     x
W.W. GRAINGER, INC.             COM              384802104      68724    1277097   SH       Sole     x
GRAND PREMIER FINL, INC.        COM              386174106        797      64405   SH       Sole     x
THE GRAND UNION CO.             COM              386532402        705      65200   SH       Sole     x
GRANITE CONSTRUCTION CO.        COM              387328107       4845     165300   SH       Sole     x
GRANITE STATE BANKSHARES        COM              387472103       1403      60650   SH       Sole     x
GREAT A & P TEA CO., INC.       COM              390064103      19332     571733   SH       Sole     x
GREAT LAKES CHEMICAL CORP       COM              390568103      38115     827459   SH       Sole     x
GREAT LAKES REIT INC.           COM              390752103       3174     195300   SH       Sole     x
GREAT SOUTHERN BANCORP          COM              390905107       1078      40500   SH       Sole     x
GREAT PLAINS SOFTWARE           COM              39119E105       2888      61200   SH       Sole     x
GREATER BAY BANCORP             COM              391648102       1643      49400   SH       Sole     x
GREATER COMMUNITY BANCORP       COM              39167M108        117      11400   SH       Sole     x
GREATER DELAWARE SVGS BNK       COM              391688108        378      40100   SH       Sole     x
GREEN MOUNTAIN POWER CORP       COM              393154109        568      50507   SH       Sole     x
GREEN STREET FINANCIAL          COM              393415104        573      49300   SH       Sole     x
GREEN POINT FINANCIAL           COM              395384100      10583     322540   SH       Sole     x
GREIF BROS. CORP. CL A          CL A             397624107       2976     116700   SH       Sole     x
GREKA ENERGY CORP.              COM              397637109          1        164   SH       Sole     x
GREY ADVERTISING, INC.          COM              397838103        999       3000   SH       Sole     x
GREY WOLF INC.                  COM              397888108       2762    1104700   SH       Sole     x
GRIFFIN LAND & NURSERIES        CL A             398231100        286      24100   SH       Sole     x
GRIFFON CORP.                   COM              398433102       1448     185400   SH       Sole     x
GROUP 1 AUTOMOTIVE              COM              398905109       2058      97400   SH       Sole     x
GROUP MAINTENANCE AMER          COM              39943E107       1664     128600   SH       Sole     x
GROVE PROPERTY TRUST            SH BEN INT       399613108        484      37200   SH       Sole     x
GTECH, INC.                     COM              400518106       6300     267360   SH       Sole     x
GUARANTEE LIFE COS. INC.        COM              400740106       2221      88400   SH       Sole     x
GUARANTY FEDERAL BNCSHS         COM              40108P101        248      21100   SH       Sole     x
GUESS ? INC.                    COM              401617105       2843     205800   SH       Sole     x
GUIDANT CORP.                   COM              401698105     231626    4503064   SH       Sole     x
GUILFORD MILLS, INC.            COM              401794102       1913     184375   SH       Sole     x
GUILFORD PHARMACEUTICALS        COM              401829106       1123      88100   SH       Sole     x
GUITAR CENTER                   COM              402040109        987      94600   SH       Sole     x
GULF ISLAND FABRICATION         COM              402307102        987      82700   SH       Sole     x
GULF WEST BANKS, INC.           COM              402582100         80       9400   SH       Sole     x
GULFSTREAM AEROSPACE            COM              402734107      17735     262500   SH       Sole     x
GUNDLE/SLT ENVIRONMENTAL        COM              402809107        558     131300   SH       Sole     x
GYMBOREE INC.                   COM              403777105       2319     220900   SH       Sole     x
HCIA, INC                       COM              403908106        633      70800   SH       Sole     x
HMT TECHNOLOGY CORP.            COM              403917107        782     312600   SH       Sole     x
H.T.E., INC.                    COM              403926108        127      37500   SH       Sole     x
HCC INSURANCE HOLDINGS          COM              404132102       5909     260450   SH       Sole     x
HCR MANOR CARE, INC.            COM              404134108      37681    1557890   SH       Sole     x
HF FINANCIAL CORP.              COM              404172108        446      33350   SH       Sole     x
HIE INC                         COM              40419W100        300     126200   SH       Sole     x
HMN FINANCIAL INC.              COM              40424G108        879      75650   SH       Sole     x
HNC SOFTWARE, INC.              COM              40425P107       6166     200100   SH       Sole     x
HRPT PROPERTIES TRUST           COM SH BEN INT   40426W101       4779     312100   SH       Sole     x
HSB GROUP INC.                  COM              40428N109       7816     189769   SH       Sole     x
HS RESOURCES INC                COM              404297103       2766     187501   SH       Sole     x
HA-LO INDUSTRIES, INC.          COM              404429102       3703     375025   SH       Sole     x
HABERSHAM BANCORP               COM              404459109          9        600   SH       Sole     x
HADCO CORP.                     COM              404681108       4842     121800   SH       Sole     x
HAEMONETICS CORP.               COM              405024100       4136     206150   SH       Sole     x
HAGGAR CORP.                    COM              405173105        139      10600   SH       Sole     x
HAGLER BAILLY, INC.             COM              405183104        786      76700   SH       Sole     x
HAIN FOOD GROUP, INC.           COM              405219106       1834      88900   SH       Sole     x
HALLIBURTON CO.                 COM              406216101     267017    5900920   SH       Sole     x
HALTER MARINE GROUP INC.        COM              40642Y105       2919     440664   SH       Sole     x
HAMBRECHT & QUIST GROUP         COM              406545103       7143     192400   SH       Sole     x
HAMILTON BANCORP, INC.          COM              407013101       1574      65600   SH       Sole     x
HANCOCK FABRICS, INC.           COM              409900107        987     225500   SH       Sole     x
HANCOCK HOLDING CO.             COM              410120109       3473      77392   SH       Sole     x
HANDLEMAN CO.                   COM              410252100       3351     283661   SH       Sole     x
HANGER ORTHOPEDIC GROUP         COM NEW          41043F208       1937     136500   SH       Sole     x
M.A. HANNA CO.                  COM              410522106       5133     312275   SH       Sole     x
HANNAFORD BROS. CO.             COM              410550107       6729     125770   SH       Sole     x
HANOVER COMPRESSOR CO.          COM              410768105       6146     191300   SH       Sole     x
HANOVER DIRECT, INC.            COM              410783104       2428     863376   SH       Sole     x
HANSON PLC ADR                  SPNSRD ADR NEW   411352404        160       3600   SH       Sole     x
HARBINGER CORP.                 COM              41145C103       3907     312530   SH       Sole     x
HARBOR FEDERAL BANCORP          COM              41151A108         23       1500   SH       Sole     x
HARCOURT GENERAL, INC.          COM              41163G101      49415     958361   SH       Sole     x
HARBOR FLORIDA BANCSHRS         COM              411901101       1572     128363   SH       Sole     x
HARKEN ENERGY CORP.             COM              412552101       1032     634900   SH       Sole     x
JOHN H. HARLAND CO.             COM              412693103       5435     272587   SH       Sole     x
HARLEY DAVIDSON, INC.           COM              412822108      28497     524080   SH       Sole     x
HARLEYSVILLE GROUP INC.         COM              412824104       1396      68100   SH       Sole     x
HARLEYSVILLE NATIONAL           COM              412850109       1844      51577   SH       Sole     x
HARMAN INTL. INDS., INC.        COM              413086109       7133     162120   SH       Sole     x
HARMON INDUSTRIES INC.          COM              413136102       1428      72100   SH       Sole     x
HARMONIC, INC.                  COM              413160102       3733      65000   SH       Sole     x
HARNISCHFEGER INDS., INC.       COM              413345109        652     325906   SH       Sole     x
HARRAH'S ENTERTAINMENT          COM              413619107      47233    2146956   SH       Sole     x
HARRIS CORP.                    COM              413875105      43999    1122789   SH       Sole     x
HARRIS SAVINGS BANK             COM              414541102        901      83300   SH       Sole     x
HARRODSBURG FIRST FINL          COM              415781103        124       9800   SH       Sole     x
HARRY'S FARMERSMARKET           CL A             415863109          3       3200   SH       Sole     x
HARSCO CORP.                    COM              415864107       9017     281790   SH       Sole     x
HARTE-HANKS, INC.               COM              416196103       5674     209182   SH       Sole     x
HARTFORD FINL SVCS GRP          COM              416515104     191717    3287754   SH       Sole     x
HARTFORD LIFE, INC.             CL A             416592103      12493     237400   SH       Sole     x
HARTMARX CORP.                  COM              417119104        841     200800   SH       Sole     x
HASBRO, INC.                    COM              418056107      78287    2802217   SH       Sole     x
HAUSER, INC.                    COM PAR $0.001   419141403        224      40725   SH       Sole     x
HAVEN BANCORP                   COM              419352109       1470      91900   SH       Sole     x
HAWAII LAND & FARMING CO.       CL A             41975N104          4      10000   SH       Sole     x
HAWAIIAN ELECTRIC IND. IN       COM              419870100       7617     214550   SH       Sole     x
HAWK CORPORATION                CL A             420089104        194      22000   SH       Sole     x
HAWTHORNE FINANCIAL CORP.       COM              420542102        569      35000   SH       Sole     x
HAYES CORPORATION               COM NEW          420762304          0     0.9967   SH       Sole     x
HAYES LEMMERZ INTL., INC.       COM              420781106       3850     131060   SH       Sole     x
HEALTHCARE SERVICES GROUP       COM              421906108        622      63814   SH       Sole     x
HEALTH CARE PROP. INVESTO       COM              421915109       5466     189300   SH       Sole     x
HEALTHSOUTH CORP.               COM              421924101      86432    5786262   SH       Sole     x
HEALTH MANGEMENT ASSOC. C       CL A             421933102      10534     936350   SH       Sole     x
HEALTHCARE REALTY TRUST         COM              421946104       5390     256671   SH       Sole     x
HEALTHPLAN SERVICES CORP.       COM              421959107        365      53600   SH       Sole     x
HEALTH SYSTEMS DESIGN           COM              421964107        173      40600   SH       Sole     x
HEARTPORT INC.                  COM              421969106        318     133700   SH       Sole     x
HEARTLAND TECH., INC.           COM              421979105         93      15500   SH       Sole     x
HEADWAY CORPORATE RESRCES       COM              422101105        660     142700   SH       Sole     x
HEALTH CARE REIT INC            COM              42217K106       4418     190000   SH       Sole     x
HEALTH FITNESS CORP.            COM              42217V102          1       1400   SH       Sole     x
HEALTH MGT SYS INC              COM              42219M100        442      80450   SH       Sole     x
HEALTHCARE FINANCIAL            COM              42219W108       3675     107300   SH       Sole     x
HEALTHEON CORP                  COM              422209106      13252     172100   SH       Sole     x
HEARST ARGLY TELEVISION         COM              422317107       3695     153963   SH       Sole     x
HEARTLAND EXPRESS INC           COM              422347104       2806     171358   SH       Sole     x
HECLA MINING CO.                COM              422704106        785     380400   SH       Sole     x
HECTOR COMMUNICATIONS COR       COM              422730101        354      35350   SH       Sole     x
HEICO CORP.                     COM              422806109       1051      42237   SH       Sole     x
HEICO CORP. CLASS A             CL A             422806208        782      32268   SH       Sole     x
HEILIG-MEYERS CO.               COM              422893107       2430     356735   SH       Sole     x
H.J. HEINZ CO.                  COM              423074103     266218    5311085   SH       Sole     x
HELIX TECHNOLOGY CORPORAT       COM              423319102       2497     104300   SH       Sole     x
HELLER FINANCIAL, INC.          CL A             423328103       2776      99800   SH       Sole     x
HELMERICH & PAYNE, INC.         COM              423452101      19965     838409   SH       Sole     x
JACK HENRY & ASSOCIATES         COM              426281101       5365     136700   SH       Sole     x
HERBALIFE INTL CL A             CL A             426908208        264  24132.667   SH       Sole     x
HERBALIFE INTL CL B             CL B             426908307        745      86400   SH       Sole     x
HERCULES, INC.                  COM              427056106      57208    1455207   SH       Sole     x
HERITAGE FINANCIAL CORP.        COM              42722X106        588      68700   SH       Sole     x
HERSHEY FOODS CORP.             COM              427866108     122484    2062889   SH       Sole     x
HERTZ CORP.                     CL A             428040109      13429     216600   SH       Sole     x
HEWLETT-PACKARD CO.             COM              428236103    1389420   13825070   SH       Sole     x
HEXCEL CORP.                    COM              428291108       2369     234000   SH       Sole     x
HI/FN, INC.                     COM              428358105       5243      68877   SH       Sole     x
HIBBETT SPORTING GOODS          COM              428565105        631      28700   SH       Sole     x
HIBERNIA CORP. CLASS A          CL A             428656102       7480     476831   SH       Sole     x
HIGH PLAINS CORP.               COM              429701105        206     107997   SH       Sole     x
HIGH SPEED ACCESS CORP.         COM              42979U102       2819     110000   SH       Sole     x
HIGHLANDS INSURANCE GROUP       COM              431032101        889      84684   SH       Sole     x
HIGHWOOD PROPERTIES REIT        COM              431284108      21358     778410   SH       Sole     x
HILB, ROGAL & HAMILTON CO       COM              431294107       1833      81900   SH       Sole     x
HILLENBRAND INDUSTRIES, I       COM              431573104       8585     198490   SH       Sole     x
HILTON HOTELS CORP.             COM              432848109      53755    3788873   SH       Sole     x
HISPANIC BROADCASTING           CL A             43357B104      11093     146200   SH       Sole     x
HITOX CORP. AMERICA             COM              433658101         97      40700   SH       Sole     x
HOENIG GROUP INC.               COM              434396107       1119     112600   SH       Sole     x
HOLLINGER INTERNATIONAL         CL A             435569108       3306     278400   SH       Sole     x
HOLLY CORP.                     COM PAR $0.01    435758305        815      60900   SH       Sole     x
HOLLYWOOD CASINO CORP.          CL A             436132203        319     212900   SH       Sole     x
HOLLYWOOD ENTERTAINMENT         COM              436141105      11153     570100   SH       Sole     x
HOLLYWOOD PARK, INC.            COM              436255103       3407     200400   SH       Sole     x
HOLOGIC, INC.                   COM              436440101        677     120400   SH       Sole     x
HOLOPHANE CORP.                 COM              43645B106       3161      82900   SH       Sole     x
HOME BANCORP                    COM              436889109        470      17000   SH       Sole     x
HOME HEALTH CORP. OF AMER       COM              436936108          3      47900   SH       Sole     x
HOME DEPOT, INC.                COM              437076102    1419039   22021950   SH       Sole     x
HOME PRODUCTS INTL INC          COM              437305105        439      51620   SH       Sole     x
HOME PROP OF NY                 COM              437306103       7638     276500   SH       Sole     x
HOMEBASE INC.                   COM              43738E108       5558     880400   SH       Sole     x
HOMESTAKE MINING CO             COM              437614100      29754    3634060   SH       Sole     x
HOMESTEAD VILLAGE               COM              437851108        369     151291   SH       Sole     x
HON INDUSTRIES, INC.            COM              438092108      11024     377680   SH       Sole     x
HONEYWELL, INC.                 COM              438506107     196308    1694134   SH       Sole     x
HOOPER HOLMES                   COM              439104100       2166     106300   SH       Sole     x
HOPFED BANCORP, INC.            COM              439734104        471      21400   SH       Sole     x
HORIZON PHARMACIES, INC.        COM              439902107        283      48200   SH       Sole     x
HORIZON MEDICAL PRODUCTS        COM              439903105        169      28200   SH       Sole     x
HORACE MANN EDUCATORS COR       COM              440327104       7832     288070   SH       Sole     x
HORIZON FINANCIAL CORP.         COM              44041F105        634      46333   SH       Sole     x
HORIZON GROUP PROPERTIES        COM              44041U102         93      28755   SH       Sole     x
HORIZON OFFSHORE                COM              44043J105        487      62900   SH       Sole     x
HORMEL FOODS CORP.              COM              440452100       8976     223010   SH       Sole     x
HOST MARRIOTT SERVICES          COM              440914109       2309     284134   SH       Sole     x
HOSPITALITY PROPS REIT          COM SH BEN INT   44106M102      18920     697500   SH       Sole     x
HOSPITALITY WORLDWIDE           COM              44106N100        283      78000   SH       Sole     x
HOST MARRIOTT CORP. REIT        COM              44107P104      29400    2475825   SH       Sole     x
HOT TOPIC, INC.                 COM              441339108       1609      59600   SH       Sole     x
HOUGHTON MIFFLIN CO.            COM              441560109       5159     109630   SH       Sole     x
HOUSEHOLD INTERNATIONAL         COM              441815107     303708    6410719   SH       Sole     x
HOUSTON EXPLORATION CO.         COM              442120101       1006      53100   SH       Sole     x
HOVNANIAN ENTERPRISES CL.       CL A             442487203        647      73950   SH       Sole     x
HOVNANIAN ENTERPRISES CL.       CL B             442487302         84       9650   SH       Sole     x
HOWELL CORP                     COM              443051107         18       3500   SH       Sole     x
HOWMET INT'L. INC.              COM              443208103       4314     251000   SH       Sole     x
HUBBELL INC. CLASS A            CL A             443510102        323       8100   SH       Sole     x
HUBBELL INC. CLASS B            CL B             443510201       8525     187886   SH       Sole     x
HUDSON RIVER BANCORP.           COM              444128102        295      26500   SH       Sole     x
HUDSON TECHNOLOGIES INC.        COM              444144109         14       5600   SH       Sole     x
HUDSON UNITED BANCORP           COM              444165104      11140  363768.58   SH       Sole     x
HUFFY CORP.                     COM              444356109        224      16000   SH       Sole     x
HUGHES SUPPLY, INC.             COM              444482103       5511     185650   SH       Sole     x
HUMANA, INC.                    COM              444859102      30942    2391639   SH       Sole     x
HUMASCAN INC.                   COM              444882104          5      41500   SH       Sole     x
HUMAN GENOME SCIENCES INC       COM              444903108       5637     142700   SH       Sole     x
HUNT CORP.                      COM              445591100        444      53800   SH       Sole     x
J. B. HUNT TRANSPORT SERV       COM              445658107       3514     216240   SH       Sole     x
HUNTCO INC CL-A                 CL A             445661101        473     157700   SH       Sole     x
HUNTINGTON BANCSHARES,INC       COM              446150104      97782    2793785   SH       Sole     x
HUSSMAN INTL.                   COM              448110106       5217     314987   SH       Sole     x
HUTCHINSON TECHNOLOGY, IN       COM              448407106       5103     183900   SH       Sole     x
ICN PHARMACEUTICALS             COM              448924100       7508     233251   SH       Sole     x
IDT CORP.                       COM              448947101       2819     126700   SH       Sole     x
HYPERION TELECOMM INC           CL A             44914K306       2303     122400   SH       Sole     x
HYPERION SOLUTIONS CORP         COM              44914M104       5036     282713   SH       Sole     x
HYSEQ, INC.                     COM              449163302        235      67700   SH       Sole     x
IA CORPORATION I                COM              449194109         54      26800   SH       Sole     x
IBP, INC.                       COM              449223106      16139     679520   SH       Sole     x
ICG COMMUNICATIONS, INC.        COM              449246107       5910     276474   SH       Sole     x
ICH CORPORATION                 COM NEW          44926L300          0      19.73   SH       Sole     x
ICOS CORP.                      COM              449295104       5759     141100   SH       Sole     x
IDEC PHARMACEUTICALS            COM              449370105      12769     165700   SH       Sole     x
IDX SYSTEMS CORP.               COM              449491109       2833     125562   SH       Sole     x
IEC ELECTRONICS CORP.           COM              44949L105        142      39900   SH       Sole     x
IGEN INTERNATIONAL, INC.        COM              449536101       2598      89200   SH       Sole     x
IGI, INC.                       COM              449575109        162      92300   SH       Sole     x
IHOP CORP.                      COM              449623107       4211     175000   SH       Sole     x
ILX RESORTS INC                 COM NEW          449661503          2       1200   SH       Sole     x
IMC GLOBAL INC.                 COM              449669100      10892     617975   SH       Sole     x
IMCO RECYCLING, INC.            COM              449681105       2019     117900   SH       Sole     x
IPC COMMUNICATIONS, INC.        COM NEW          44980K206       1986      29100   SH       Sole     x
IMC MORTGAGE CO.                COM              449923101          2      16800   SH       Sole     x
I-LINK INC.                     COM              449927102       1127     240500   SH       Sole     x
IMS HEALTH INCORPORATED         COM              449934108     147979    4735323   SH       Sole     x
IRI INTERNATIONAL CORP.         COM              45004F107        384      83000   SH       Sole     x
IRT PROPERTY CO. REIT           COM              450058102       5413     548198   SH       Sole     x
ISS GROUP                       COM              450306105       8973     237700   SH       Sole     x
I-STAT CORP.                    COM              450312103        532      58300   SH       Sole     x
ITC DELTACOM INC.               COM              45031T104       9142     326500   SH       Sole     x
ITI TECHNOLOGIES INC            COM              450564109       1575      69600   SH       Sole     x
ITLA CAPITAL CORPORATION        COM              450565106       1106      70200   SH       Sole     x
ITT EDUCATIONAL SERVICES        COM              45068B109       3826     146800   SH       Sole     x
IXC COMMUNICATIONS INC.         COM              450713102       7788     198100   SH       Sole     x
IXL ENTERPRISES, INC.           COM              450718101       1045      38900   SH       Sole     x
ITT INDUSTRIES, INC.            COM              450911102      48959    1284165   SH       Sole     x
IDACORP INC                     COM              451107106       8112     257510   SH       Sole     x
IDEX CORP.                      COM              45167R104       5772     175575   SH       Sole     x
IDEXX LABORATORIES CORP.        COM              45168D104       6721     288300   SH       Sole     x
IKON OFFICE SOLUTIONS           COM              451713101      31405    2093698   SH       Sole     x
IKOS SYSTEMS INC                COM NEW          451716203       1126     114800   SH       Sole     x
IDENTIX INC                     COM              451906101       1297     132200   SH       Sole     x
IL FORNAIO AMERICA              COM              451926109        955      63900   SH       Sole     x
ILLINOIS TOOL WORKS, INC.       COM              452308109     278302    3393925   SH       Sole     x
ILLINOVA CORPORATION            COM              452317100       5790     212466   SH       Sole     x
IMAGE ENTMT INC                 COM NEW          452439201        598      92000   SH       Sole     x
IMALL, INC                      COM PAR $0.001   45244X306        717      37500   SH       Sole     x
IMATION CORP                    COM              45245A107       6234     251237   SH       Sole     x
IMCLONE SYSTEMS, INC.           COM              45245W109       4164     164100   SH       Sole     x
IMMUCOR INC.                    COM              452526106        599      44000   SH       Sole     x
IMMUNEX CORP.                   COM              452528102      32943     258500   SH       Sole     x
IMMULOGIC PHARM                 COM              45252R100        400     213400   SH       Sole     x
IMMUNE RESPONSE                 COM              45252T106        987     183600   SH       Sole     x
IMPERIAL BANCORP                COM              452556103       4680     236196   SH       Sole     x
IMPATH INC.                     COM              45255G101       2255      83500   SH       Sole     x
IMPCO TECHNOLOGIES INC          COM NEW          45255W106        247      19400   SH       Sole     x
IMPERIAL CRED                   COM              452729106       1746     246064   SH       Sole     x
IMPERIAL CREDIT COMM.           COM              45272T102       1844     170500   SH       Sole     x
IMMUNOMEDICS, INC.              COM              452907108        554     377300   SH       Sole     x
IN FOCUS SYSTEMS, INC           COM              452919103       1619     107900   SH       Sole     x
IMPERIAL SUGAR CO               COM              453096109       1121   161571.9   SH       Sole     x
IMPERIAL TOBACCO GR ADR         SPONSORED ADR    453142101        394      18000   SH       Sole     x
IMRGLOBAL CORP.                 COM              45321W106       2171     112800   SH       Sole     x
INACOM CORP.                    COM              45323G109       4641     367604   SH       Sole     x
INCO LTD.                       COM              453258402      41470    2303886   SH       Sole     x
INCYTE PHARMACEUTICALS          COM              45337C102       4883     184700   SH       Sole     x
INDEPENDENCE COMMUNITY BK       COM              453414104       6017     445700   SH       Sole     x
INDEPENDENT BANK CORP.          COM              453836108       2679     170100   SH       Sole     x
INDEPENDENT BANK CORP.          COM              453838104         30       1700   SH       Sole     x
INDIANA ENERGY, INC.            COM              454707100       4213     197662   SH       Sole     x
INDUSTRI-MATEMATIK INTL         COM              455792101         43      17700   SH       Sole     x
INDUSTRIAL DISTRIB. GRP         COM              456061100        324      64000   SH       Sole     x
INDYMAC MORTGAGE HOLDINGS       COM              456607100       7534     470900   SH       Sole     x
INFERENCE CORP.                 CL A             45662K109        187      44000   SH       Sole     x
INFINITY BROADCASTING           CL A             45662S102      13587     456700   SH       Sole     x
INET TECHNOLOGIES               COM              45662V105        754      31400   SH       Sole     x
INFOCURE CORP.                  COM              45665A108       4235      80000   SH       Sole     x
INFORMATICA CORPORATION         COM              45666Q102        125       3500   SH       Sole     x
INFORMATION ARCHITECTS          COM              45669R107         79      33400   SH       Sole     x
INFORMATION HOLDINGS INC.       COM              456727106        157       8000   SH       Sole     x
INFORMATION RES. ENGINEER       COM PAR $0.01    45675F303        681      22600   SH       Sole     x
INFORMIX CORP.                  COM              456779107      11402    1336520   SH       Sole     x
INFOSEEK CORP.                  COM              45678M107       7013     146300   SH       Sole     x
INFOSPACE.COM, INC.             COM              45678T102       5320     113200   SH       Sole     x
INFOUSA, INC.                   CL B             456818103        740      87100   SH       Sole     x
INFORUSA                        CL A             456818202        226      25416   SH       Sole     x
ING GROEP N.V. ADR              SPONSORED ADR    456837103          0     0.9986   SH       Sole     x
INGERSOLL-RAND CO               COM              456866102     142737    2208691   SH       Sole     x
INFORMATION RESOURCES, IN       COM              456905108       2328     266085   SH       Sole     x
INFORMATION MGMT ASSOCS.        COM              456923101        536     153000   SH       Sole     x
INGLES MARKETS                  CL A             457030104        107       7000   SH       Sole     x
INGRAM MICRO, INC.              CL A             457153104       4522     175600   SH       Sole     x
INHALE THERAPEUTIC              COM              457191104       2988     125500   SH       Sole     x
INKTOMI CORP.                   COM              457277101      15438     117400   SH       Sole     x
INLAND RESOURCES INC.           COM NEW          457469203          5       5000   SH       Sole     x
INMARK ENTERPRISES, INC.        COM              457635100          6       2000   SH       Sole     x
INNOVEX, INC.                   COM              457647105       1340      95700   SH       Sole     x
INNOVATIVE GAMING CORP. A       COM              45764F107         36      20050   SH       Sole     x
INPUT/OUTPUT, INC.              COM              457652105       2815     372200   SH       Sole     x
INPUT SOFTWARE INC.             COM              457654101        165      27600   SH       Sole     x
INSIGHT ENTERPRISES INC.        COM              45765U103       3083     124550   SH       Sole     x
INSILCO HOLDING CORP.           COM              457661106         11        488   SH       Sole     x
INSITUFORM TECHNOLOGIES-C       CL A             457667103       3484     161100   SH       Sole     x
INPRISE CORP.                   COM              45766C102        487      99900   SH       Sole     x
INNOVASIVE DEVICES INC.         COM              45766K104         95      29200   SH       Sole     x
INSO CORP.                      COM              457674109        436      81200   SH       Sole     x
INSIGNIA FINANCIAL GROUP        COM              45767A105       2219     211332   SH       Sole     x
INNOTRAC CORP.                  COM              45767M109        747      36900   SH       Sole     x
INNKEEPERS USA TRUST REIT       COM              4576J0104       5152     515200   SH       Sole     x
INSPIRE INSURANCE SOL           COM              457732105       1169      80650   SH       Sole     x
INSTEEL INDUSTRIES, INC.        COM              45774W108        109      12100   SH       Sole     x
INSURANCE AUTO AUCTIONS,I       COM              457875102       2241     139000   SH       Sole     x
INTEGRAL SYSTEMS INC.           COM              45810H107        412      18100   SH       Sole     x
INTEGRAMED AMERICA, INC.        COM NEW          45810N302          6       1400   SH       Sole     x
INTEGRATED DEVICE TECH.,I       COM              458118106       6382     586810   SH       Sole     x
INTEGRATED ELECTRICAL SV        COM              45811E103       3296     204400   SH       Sole     x
INTEGRA INC                     COM              45811M105         36      27500   SH       Sole     x
INTEGRATED HEALTH SERVS         COM              45812C106       3053     381613   SH       Sole     x
INTEGRATED SYSTEMS INC.         COM              45812M104       2332     198500   SH       Sole     x
INTEGRATED SILICON SOLTNS       COM              45812P107       1092     187900   SH       Sole     x
INTEL CORP.                     COM              458140100    2947789   49542669   SH       Sole     x
INTELIDATA TECH. CORP.          COM              45814T107        269     107600   SH       Sole     x
INTELLICELL CORP.               COM              45815F106          4        800   SH       Sole     x
INTELLIGENT MEDICAL IMAG.       COM              45815T106        112     149200   SH       Sole     x
INTELLIGROUP, INC.              COM              45816A106        140      19700   SH       Sole     x
INTER-TEL INC                   COM              458372109       3517     192700   SH       Sole     x
INTERDENT INC.                  COM              45865R109        336      45974   SH       Sole     x
INTERFACE, INC.                 CL A             458665106       3353     388800   SH       Sole     x
INTERFACE SYSTEMS,INC.          COM              458667102        102      30300   SH       Sole     x
INTERDIGITAL COMMCORP.          COM              45866A105       2651     573200   SH       Sole     x
INTERGRAPH CORP.                COM              458683109       2532     326740   SH       Sole     x
INTERIM SERVICES INC            COM              45868P100       7986     387196   SH       Sole     x
INTERLEAF, INC.                 COM NEW          458729209        167  28466.333   SH       Sole     x
INTERLINK ELECTRONICS INC       COM              458751104        409      41200   SH       Sole     x
INTERMAGNETICS GENERAL          COM              458771102        120      15524   SH       Sole     x
INTERMEDIA COMMUNICATIONS       COM              458801107       8517     283900   SH       Sole     x
INTERMET CORP.                  COM              45881K104       2732     180600   SH       Sole     x
INTL ASSETS HOLDING CORP        COM              459028106         14       2178   SH       Sole     x
INTERNATIONAL BANCSHARES        COM              459044103       2767    65403.5   SH       Sole     x
INTL BUSINESS MACHINES          COM              459200101    3582860   27720385   SH       Sole     x
INTERNATIONAL FLAV. AND F       COM              459506101      62471    1407806   SH       Sole     x
INT'L. HOME FOODS               COM              459655106       4785     259500   SH       Sole     x
INTL INTEGRATION INC.           COM              459698106        923      41000   SH       Sole     x
INTL LOTTERY & TOTAL SYS        COM NEW          459824207         15  21233.003   SH       Sole     x
INTL MICROCOMPUTER              COM NEW          459862306        396      81200   SH       Sole     x
INTERNATIONAL GAME TECH.        COM              459902102       7704     416440   SH       Sole     x
INTERNATIONAL MULTIFOODS        COM              460043102       3124     138460   SH       Sole     x
INTL NETWORK SERVICES           COM              460053101       7391     183050   SH       Sole     x
INTERNATIONAL PAPER CO.         COM              460146103     280373  5551938.8   SH       Sole     x
INTERNATIONAL RECTIFIER C       COM              460254105       5446     409100   SH       Sole     x
INT'L SHIPHOLDING CORP.         COM NEW          460321201        248      17275   SH       Sole     x
INTL SPEEDWAY CORP.             CL A             460335201       1325      27900   SH       Sole     x
INTL SPECIALTY PRODUCTS         COM              460337108       4128     405200   SH       Sole     x
INTL TELECOMM DATA SYSTEM       COM              46047F104       2406     150400   SH       Sole     x
INTERNEURON PHARM               COM              460573108        683     248300   SH       Sole     x
INTERNET AMERICA                COM              46058Y109        168       8900   SH       Sole     x
INTERPOOL, INC.                 COM              46062R108       1022      78650   SH       Sole     x
INTERPORE INTERNATIONAL         COM              46062W107        355      86000   SH       Sole     x
INTERPUBLIC GROUP OF COS,       COM              460690100     177745    2051894   SH       Sole     x
INTERSTATE BAKERIES CORP.       COM              46072H108       5858     261090   SH       Sole     x
INTERSTATE HOTELS CORP          COM              46088R108        323      78411   SH       Sole     x
INTERWEST BANCORP INC.          COM              460931108       1710      68400   SH       Sole     x
INTERVOICE, INC.                COM              461142101       3952     273700   SH       Sole     x
INTEST CORP.                    COM              461147100        368      52500   SH       Sole     x
INTERVU INC.                    COM              46114R106       3318      86600   SH       Sole     x
INTIMATE BRANDS INC.            CL A             461156101      30185     637140   SH       Sole     x
INTRAWARE, INC.                 COM              46118M103       1270      52900   SH       Sole     x
INTUIT                          COM              461202103      19625     217750   SH       Sole     x
INVACARE CORP.                  COM              461203101       5545     207300   SH       Sole     x
INVESTMENT TECHNOLOGY           COM              46145F105       5184     160137   SH       Sole     x
INVESTORS TITLE CO              COM              461804106        197      11600   SH       Sole     x
INVISION TECHNOLOGIES INC       COM              461851107        858     167400   SH       Sole     x
INVTRO INTL                     COM              461853103          0       2800   SH       Sole     x
INVITROGEN CORP                 COM              46185R100       1044      42300   SH       Sole     x
INVESTORS FINANCIAL SVCS        COM              461915100       4945     123616   SH       Sole     x
IOMEGA CORP.                    COM              462030107       6804    1378100   SH       Sole     x
IONICS, INC.                    COM              462218108       4296     117700   SH       Sole     x
IPALCO ENTERPRISES, INC.        COM              462613100       5583     263500   SH       Sole     x
IRON MOUNTAIN INC.              COM              46284P104       4330     151250   SH       Sole     x
IRWIN FINL CORP                 COM              464119106       2681     137500   SH       Sole     x
4HEALTH, INC.                   COM              464142108         27      14400   SH       Sole     x
ISCO, INC.                      COM              464268101        240      38385   SH       Sole     x
ISIS PHARMACEUTICALS INC.       COM              464330109       2819     276700   SH       Sole     x
IT GROUP, INC.                  COM              465266104       3553     221229   SH       Sole     x
ITRON, INC.                     COM              465741106        717      83700   SH       Sole     x
I2 TECHNOLOGIES, INC            COM              465754109       7581     176300   SH       Sole     x
ITURF INC.                      CL A             46575Q100        278      15400   SH       Sole     x
IVAX CORP.                      COM              465823102       6308     446590   SH       Sole     x
IVEX PACKAGING CORP             COM              465855104       1877      85300   SH       Sole     x
IVILLAGE INC.                   COM              46588H105       5161     102700   SH       Sole     x
JDN REALTY CORP. REIT           COM              465917102      10571     472450   SH       Sole     x
JTS CORPORATION                 COM              465940104          0      79144   SH       Sole     x
IXYS CORPORATION                COM              46600W106         11       2825   SH       Sole     x
J & J SNACK FOODS CORP.         COM              466032109       1265      52700   SH       Sole     x
JDA SOFTWARE GROUP, INC.        COM              46612K108        915      98300   SH       Sole     x
J. JILL GROUP, INC.             COM              466189107        543      37100   SH       Sole     x
JLG INDUSTRIES, INC.            COM              466210101       7166     351700   SH       Sole     x
JMC GROUP INC.                  COM              466218104          8       5200   SH       Sole     x
JLK DIRECT DISTRIBUTION         CL A             46621C105        716      76900   SH       Sole     x
JLM INDUSTRIES, INC.            COM              46621D103        243      46300   SH       Sole     x
JPS PACKAGING                   COM              46623H102         88      18800   SH       Sole     x
JP REALTY, INC. REIT            COM              46624A106       5116     248800   SH       Sole     x
JSB FINANCIAL                   COM              46624M100       4268      83900   SH       Sole     x
JVWEB INC.                      COM              466259108          0         39   SH       Sole     x
JABIL CIRCUIT INC.              COM              466313103      11931     264400   SH       Sole     x
JACKPOT ENTERPRISES, INC.       COM              466392107       1000     117627   SH       Sole     x
JACOBS ENGINE GRP               COM              469814107       6254     164580   SH       Sole     x
JACOBSON STORES INC.            COM              469834105        283      39100   SH       Sole     x
JAKKS PACIFIC, INC.             COM              47012E106        802      26900   SH       Sole     x
JAMESON INNS, INC. REIT         COM              470457102       1087     116000   SH       Sole     x
JAN BELL MARKETING INC.         COM              470760109       1062     303500   SH       Sole     x
JAVELIN SYSTEMS, INC.           COM              471896100        513      41900   SH       Sole     x
JEFFBANKS, INC.                 COM              472317106       1457      51233   SH       Sole     x
JEFFRIES GROUP, INC.            COM              472319102       5329     177632   SH       Sole     x
JEFFERSON SAVINGS BANCORP       COM              474900107       1156      83300   SH       Sole     x
JEFFERSON-PILOT CORP.           COM              475070108     101213    1529183   SH       Sole     x
JO-ANN STORES INC. CL A         CL A             47758P109       1832     122100   SH       Sole     x
JO-ANN STORES INC. CL B         CL B NON VTG     47758P208        441      33900   SH       Sole             x
JOHN NUVEEN CO-CL A             CL A             478035108       4399     103043   SH       Sole     x
JOHNS MANVILLE CORP             COM              478129109       7561     581600   SH       Sole     x
JOHNSON & JOHNSON               COM              478160104    1973477   20137524   SH       Sole     x
JOHNSON CONTROLS, INC.          COM              478366107      78938    1138865   SH       Sole     x
JONES APPARREL                  COM              480074103      21200     617860   SH       Sole     x
JONES INTERCABLE INC.           COM              480206101       1339      27900   SH       Sole     x
JONES INTERCABLE INC.           CL A             480206200       5929     121000   SH       Sole     x
JONES LANG LASALLE INC.         COM              48020Q107       5071     170100   SH       Sole     x
JONES PHARMA, INC.              COM              480236108       8586     218050   SH       Sole     x
JOSTENS, INC.                   COM              481088102      14253     676715   SH       Sole     x
JOURNAL REGISTER CO.            COM              481138105       5463     242800   SH       Sole     x
JUMBOSPORTS INC                 COM              481386100          9      94550   SH       Sole     x
JUNIPER NETWORKS INC            COM              48203R104        745       5000   SH       Sole     x
JUNO LIGHTING, INC.             COM              482047107       3250     130000   SH       Sole     x
JUNO ONLINE SERVICES, INC       COM              482048105       1150      50000   SH       Sole     x
JUST FOR FEET INC.              COM              48213P106       1306     202900   SH       Sole     x
JUST LIKE HOME INC.             COM              48213Q104          2       2400   SH       Sole     x
JUSTIN INDUSTRIES, INC.         COM              482171105       3158     226610   SH       Sole     x
JWGENESIS FINANCIAL CORP.       COM              482227105         48       3400   SH       Sole     x
KCS ENERGY INC.                 COM              482434206        145     231500   SH       Sole     x
KFX INC.                        COM              48245L107        211     140350   SH       Sole     x
KLA-TENCOR CORP.                COM              482480100      79810    1230214   SH       Sole     x
KMART CORP.                     COM              482584109     119376    7262425   SH       Sole     x
KN ENERGY, INC.                 COM              482620101       2778     207686   SH       Sole     x
K-SWISS                         CL A             482686102       3032      65200   SH       Sole     x
KTI, INC.                       COM NEW          482689205        522      36600   SH       Sole     x
K-TEL INTERNATIONAL, INC.       COM NEW          482724200        256      36700   SH       Sole     x
K2 INC.                         COM              482732104        979     109571   SH       Sole     x
K-V PHARMACEUTICAL CO CL        CL B CONV        482740107        983      61950   SH       Sole     x
KV PHARMACEUTICAL CLASS A       CL A             482740206       1599     103150   SH       Sole     x
KAISER ALUMINUM                 COM              483007100       3893     438700   SH       Sole     x
KAISER VENTURES INC.            COM              483100103         14       1000   SH       Sole     x
KAMAN CORP. CLASS A             CL A             483548103       3232     206000   SH       Sole     x
KANEB SERVICES INC              COM              484170105        578     136000   SH       Sole     x
KANSAS CITY LIFE INS. CO.       COM              484836101       2385      55460   SH       Sole     x
KANSAS CITY POWER & LIGHT       COM              485134100       5048     197980   SH       Sole     x
KANSAS CITY SO. INDUSTRIE       COM              485170104     110423    1730432   SH       Sole     x
KATY INDUSTRIES, INC.           COM              486026107        608      46800   SH       Sole     x
KAUFMAN & BROAD HOME CORP       COM              486168107      20282     815348   SH       Sole     x
KAYDON CORP.                    COM              486587108       7483     222550   SH       Sole     x
KAYE GROUP, INC.                COM              486589104         42       5300   SH       Sole     x
KEANE, INC.                     COM              486665102       4785     211480   SH       Sole     x
KEEBLER FOODS CO.               COM              487256109       7876     259300   SH       Sole     x
KELLOGG CO.                     COM              487836108     197259    5977534   SH       Sole     x
KELLY OIL CORP.                 COM              487906109         32     148000   SH       Sole     x
KELLSTROM INDUSTRIES            COM              488035106       1544      84600   SH       Sole     x
KELLWOOD CO.                    COM              488044108       4352     160450   SH       Sole     x
KELLY SERVICES, INC. CLAS       CL A             488152208       5454     169784   SH       Sole     x
KEMET CORP.                     COM              488360108       8131     354500   SH       Sole     x
KENDLE INTERNATIONAL            COM              48880L107        901      56300   SH       Sole     x
KENNAMETAL, INC.                COM              489170100       5651     182285   SH       Sole     x
KENSEY NASH CORP.               COM              490057106        850     106300   SH       Sole     x
KENT ELECTRONICS CORP.          COM              490553104       4676     236000   SH       Sole     x
KENTUCKY FIRST BANCORP          COM              491290102        141      11600   SH       Sole     x
KERR-MCGEE CORP.                COM              492386107      60481    1205097   SH       Sole     x
KEVCO, INC.                     COM              492716105        442      54000   SH       Sole     x
KEY TRONIC CORP.                COM              493144109        440      78200   SH       Sole     x
KEYCORP                         COM              493267108     204183    6355886   SH       Sole     x
KEYSPAN CORP.                   COM              49337W100      11755     445686   SH       Sole     x
KEYSTONE AUTOMOTIVE IND         COM              49338N109       1070      61600   SH       Sole     x
KEYSTONE CONS. IND., INC.       COM              493422109        657      99209   SH       Sole     x
KEYSTONE FINANCIAL, INC.        COM              493482103       4496     152074   SH       Sole     x
KIMBALL INT'L., INC. CL B       CL B             494274103       4168     247000   SH       Sole     x
KILROY REALTY CORP.             COM              49427F108       9000     370170   SH       Sole     x
KIMBERLY-CLARK CORP             COM              494368103     466146    8177999   SH       Sole     x
KIMCO REALTY CORP. REIT         COM              49446R109      24006     613560   SH       Sole     x
KING PHARMACEUTICALS, INC       COM              495582108       4277     165300   SH       Sole     x
KING WORLD PRODUCTIONS, I       COM              495667107      36337    1043804   SH       Sole     x
KIRBY CORP.                     COM              497266106       1977      93300   SH       Sole     x
KITTY HAWK INC.                 COM              498326107        483      61300   SH       Sole     x
KLAMATH FIRST BANCORP INC       COM              49842P103        620      41300   SH       Sole     x
KNAPE AND VOGT MANUFACTUR       COM              498782101        671      38062   SH       Sole     x
KNOLL, INC.                     COM              498904101       5554     208600   SH       Sole     x
KNIGHT RIDDER                   COM              499040103      64693    1177575   SH       Sole     x
KNIGHT TRANSPORTATION           COM              499064103        874      40900   SH       Sole     x
KNIGHT/TRIMARK GROUP            CL A             499067106      15404     255400   SH       Sole     x
KOALA CORP.                     COM              499866101        465      17400   SH       Sole     x
KOGER EQUITY, INC. REIT         COM              500228101       7998     433800   SH       Sole     x
KOHLS CORP                      COM              500255104     187035    2423130   SH       Sole     x
KOMAG, INC.                     COM              500453105       1332     402200   SH       Sole     x
KONOVER PROPERTY TRUST          COM              50047R100       3844     418400   SH       Sole     x
KOPIN CORP                      COM              500600101       1759      73500   SH       Sole     x
KORN/FERRY INT'L                COM NEW          500643200       1831     107700   SH       Sole     x
KRANZCO REALTY TRUST REIT       COM SH BEN INT   50076E103       1112      83900   SH       Sole     x
KROGER CO.                      COM              501044101     346067   12387171   SH       Sole     x
THE KROLL-O'GARA CO.            COM              501050108       2945     133500   SH       Sole     x
KRONOS INC.                     COM              501052104       4092      89925   SH       Sole     x
KULICKE & SOFFA IND., INC       COM              501242101       6046     225500   SH       Sole     x
L.A. GEAR, INC.                 COM              501708101          0     136216   SH       Sole     x
LCA-VISION INC.                 COM NEW          501803209       2398     257532   SH       Sole     x
LG&E ENERGY CORP.               COM              501917108       8194     390194   SH       Sole     x
LTV CORP.                       COM              501921100       3742     559523   SH       Sole     x
LHS GROUP INC.                  COM              501938104       5416     163500   SH       Sole     x
LNR PROPERTY CORP.              COM              501940100       3952     184900   SH       Sole     x
LINC CAPITAL, INC.              COM              501942106        897     101100   SH       Sole     x
LMI AEROSPACE, INC.             COM              502079106        308      71400   SH       Sole     x
LSB BANCSHARES INC.             COM              502158108        103       5400   SH       Sole     x
LSI LOGIC CORP.                 COM              502161102      91656    1987119   SH       Sole     x
LSI INDUSTRIES, INC.            COM              50216C108        919      38082   SH       Sole     x
LTC PROPERTIES, INC.            COM              502175102       2011     154700   SH       Sole     x
LTC HEALTHCARE, INC.            COM              50217R104          9       4810   SH       Sole     x
LTX CORP.                       COM              502392103       4694     352600   SH       Sole     x
L-3 COMMUNICATIONS CORP.        COM              502424104       3807      78800   SH       Sole     x
LA-Z-BOY INCORPORATED           COM              505336107       8837     384200   SH       Sole     x
LAB HOLDINGS INC.               COM              505353102        493      35500   SH       Sole     x
LABOR READY INC.                COM NEW          505401208       7529     231657   SH       Sole     x
LAB ONE INC.                    COM              50540E101        538      52500   SH       Sole     x
LABORATORY CORP AMERICA         COM              50540R102       2373     825468   SH       Sole     x
LABTEC, INC.                    COM              505450106        113      26566   SH       Sole     x
LACLEDE GAS CO.                 COM              505588103       1465      63000   SH       Sole     x
LADD FURNITURE INC.             COM PAR $0.30    505739201        730      34766   SH       Sole     x
LAFARGE CORP.                   COM              505862102      12169     343400   SH       Sole     x
LAIDLAW INC                     COM              50730K503      29251    3966273   SH       Sole     x
LAKES GAMING INC                COM              51206P109        391      35787   SH       Sole     x
LAM RESEARCH CORP               COM              512807108      19157     410334   SH       Sole     x
LAMAR ADVERTISING CO.           CL A             512815101       4260     104050   SH       Sole     x
LANCASTER COLONY CORP.          COM              513847103       6955     201599   SH       Sole     x
LANCE, INC.                     COM              514606102       3206     205192   SH       Sole     x
LANCER CORP-TEXAS               COM              514614106        423      50487   SH       Sole     x
LANDAUER, INC.                  COM              51476K103       2056      69700   SH       Sole     x
LANDMARK BANCSHARE, INC.        COM              514928100        376      20000   SH       Sole     x
LANDAMERICA FINANCIAL GRP       COM              514936103       3535     122950   SH       Sole     x
LANDMARK SYSTEMS CORP           COM              51506S100        339      32700   SH       Sole     x
LANDS END, INC.                 COM              515086106       6811     140430   SH       Sole     x
LANDRY'S SEAFOOD RESTAURA       COM              51508L103       2502     312800   SH       Sole     x
LANDSTAR SYSTEM                 COM              515098101       3963     109800   SH       Sole     x
LANVISION SYSTEMS, INC.         COM              516555109         15      13400   SH       Sole     x
LARSCOM, INC.                   CL A             51729Y108        102      44800   SH       Sole     x
LASALLE HOTEL PROPERTIES        COM SH BEN INT   517942108       3767     246000   SH       Sole     x
LASER MORTGAGE MANAGEMENT       COM              51806D100        615     179000   SH       Sole     x
LASER VISION CENTERS, INC       COM              51807H100       6357     100900   SH       Sole     x
LASON INC.                      COM              51808R107       6367     128300   SH       Sole     x
LATITUDE COMMUNICATIONS,        COM              518292107        372      28600   SH       Sole     x
LATTICE SEMICON                 COM              518415104      11126     178725   SH       Sole     x
ESTEE LAUDER COS. CLASS A       CL A             518439104      19754     394100   SH       Sole     x
LAUNCH MEDIA, INC.              COM              518567102        415      23200   SH       Sole     x
LAWRENCE SAVINGS BANK           COM              520341108        544      58000   SH       Sole     x
LAWSON PRODUCTS, INC.           COM              520776105       2132      84650   SH       Sole     x
LAYNE CHRISTENSEN CO.           COM              521050104        381      59700   SH       Sole     x
LAZARE KAPLAN INTERNAT'L        COM              521078105        687      67900   SH       Sole     x
LEAP WIRELESS INTL, INC.        COM              521863100       3779     186628   SH       Sole     x
LEAR CORP.                      COM              521865105      12743     256140   SH       Sole     x
LEARNING TREE INTL.             COM              522015106       1922     175700   SH       Sole     x
LECHTERS CORP.                  COM              523238103        877     350900   SH       Sole     x
LECTEC CORP.                    COM              523251106         14       3500   SH       Sole     x
LEE ENTERPRISES, INCORPOR       COM              523768109       9022     295790   SH       Sole     x
LEGATO SYSTEMS INC.             COM              524651106       9385     162505   SH       Sole     x
LEGGETT & PLATT, INC.           COM              524660107      16431     590770   SH       Sole     x
LEGG MASON INC.                 COM              524901105       8397     218098   SH       Sole     x
LEHMAN BROTHERS HOLDINGS        COM              524908100     101340    1627957   SH       Sole     x
LENNAR CORP                     COM              526057104       7559     314939   SH       Sole     x
LET'S TALK CELLULAR & WIR       COM              527260103         56      16100   SH       Sole     x
LEUCADIA NATIONAL CORP.         COM              527288104       7037     281476   SH       Sole     x
LEUKOSITE, INC.                 COM              52728R102        414      34500   SH       Sole     x
LEVEL ONE                       COM              527295109       5825     119025   SH       Sole     x
LEVEL 8 SYSTEMS                 COM              52729M102        573      48800   SH       Sole     x
LEVEL 3 COMMUNICATIONS          COM              52729N100      55227     919500   SH       Sole     x
LEXINGTON GLOBAL ASSET          COM              528932106        161      45200   SH       Sole     x
LEXFORD RESIDENTIAL TRUST       SH BEN INT       528933104       2588     108400   SH       Sole     x
LEXINGTON CORPORATE PROP.       COM              529043101       1721     148010   SH       Sole     x
LEXMARK INTL GROUP - CL A       CL A             529771107      48658     736540   SH       Sole     x
LIBBEY, INC.                    COM              529898108       3825     131900   SH       Sole     x
LIBERTE INVESTORS, INC.         COM              530154103         55      16000   SH       Sole     x
LIBERTY CORP.                   COM              530370105       5766     105800   SH       Sole     x
LIBERTY FINANCIAL COS.          COM              530512102       4560     156550   SH       Sole     x
LIBERTY HOMES, INC.             CL A             530582204        310      32500   SH       Sole     x
LIBERTY PROPERTY TST REIT       SH BEN INT       531172104      17338     697000   SH       Sole     x
LIFE FINANCIAL CORP             COM              53184P101         80      18900   SH       Sole     x
LIFE USA HOLDING INC.           COM NEW          531918209       2837     140100   SH       Sole     x
LIFE TECHNOLOGIES, INC.         COM              532177201       1190      32950   SH       Sole     x
LIFECORE BIOMEDIC INC           COM              532187101        474      41200   SH       Sole     x
LIFELINE SYS                    COM              532192101        558      29000   SH       Sole     x
LIFEPOINT HOSPITALS, INC.       COM              53219L109       5298  394269.05   SH       Sole     x
LIGAND PHARM. - CLASS B         CL B             53220K207       1650     148300   SH       Sole     x
LILLIAN VERNON CORP.            COM              532430105        719      55300   SH       Sole     x
ELI LILLY & CO.                 COM              532457108    1156478   16146294   SH       Sole     x
LILLY INDUSTRIES INC.           CL A             532491107       4672     251706   SH       Sole     x
THE LIMITED, INC.               COM              532716107     137920    3039570   SH       Sole     x
LINCARE HOLDINGS, INC.          COM              532791100       8146     325840   SH       Sole     x
LINCOLN ELECTRIC CO.            COM              533900106       5539     270200   SH       Sole     x
LINCOLN NATIONAL CORP.          COM              534187109     139751    2671465   SH       Sole     x
LINDSAY MANUFACTURING CO.       COM              535555106       1875     106782   SH       Sole     x
LINEAR TECHNOLOGY, INC.         COM              535678106      35384     526160   SH       Sole     x
LINENS 'N THINGS INC.           COM              535679104       6528     149200   SH       Sole     x
LIPOSOME CO., INC.              COM              536310105       8101     423600   SH       Sole     x
LITCHFIELD FINANCIAL CORP       COM              536619109        709      41861   SH       Sole     x
LITHIA MOTORS, INC.             CL A             536797103        627      30600   SH       Sole     x
LITTELFUSE, INC.                COM              537008104       3115     161800   SH       Sole     x
LITTLE SWITZERLAND INC.         COM              537528101         46      67000   SH       Sole     x
LITTON INDUSTRIES, INC.         COM              538021106      12798     178369   SH       Sole     x
LIZ CLAIBORNE, INC.             COM              539320101      32014     877101   SH       Sole     x
LO-JACK CORP.                   COM              539451104       4479     534800   SH       Sole     x
LOCAL FINANCIAL CORP.           COM              539553107        872      87200   SH       Sole     x
LOCKHEED MARTIN CORP.           COM              539830109     205593    5519278   SH       Sole     x
LOEWS CINEPLEX ENT.             COM              540423100        646      59400   SH       Sole     x
LOEWS CORP.                     COM              540424108     123649    1562702   SH       Sole     x
LONE STAR INDUSTRIES INC.       COM NEW          542290408      10187     271200   SH       Sole     x
LONE STAR STEAKHOUSE            COM              542307103       3428     352693   SH       Sole     x
LONE STAR TECHNOLOGIES          COM              542312103       2865     161400   SH       Sole     x
LONG BEACH FINANCIAL CORP       COM              542446109       2537     172700   SH       Sole     x
LONGS DRUG STORES, INC.         COM              543162101      18709     541312   SH       Sole     x
LONGVIEW FIBER COMPANY          COM              543213102       5587     357570   SH       Sole     x
LORONIX INFORMATION SYS         COM              544183106        243      29500   SH       Sole     x
LOUIS DREYFUS NATURAL GAS       COM              546011107       3977     184428   SH       Sole     x
LOUISIANA-PACIFIC CORP.         COM              546347105      40896    1721952   SH       Sole     x
LOWE'S COS., INC.               COM              548661107     285329    5033364   SH       Sole     x
LUBRIZOL CORP.                  COM              549271104       4516     165710   SH       Sole     x
LUBY'S, INC.                    COM              549282101       2702     180159   SH       Sole     x
LUCENT TECHNOLOGIES, INC.       COM              549463107    3060875   45388330   SH       Sole     x
LUMISYS INC.                    COM              550274104        218      66500   SH       Sole     x
LYCOS                           COM              550818108       9519     103610   SH       Sole     x
LYDALL, INC.                    COM              550819106       1479     128600   SH       Sole     x
LYNX THERAPEUTIC                COM NEW          551812308        782      69151   SH       Sole     x
LYONDELL CHEMICAL CO.           COM              552078107       8193     397250   SH       Sole     x
M&F WORLDWIDE CORP.             COM              552541104       1013     127579   SH       Sole     x
M & T BANK CORPORATION          COM              55261F104      14844  26989.512   SH       Sole     x
MAF BANCORP, INC.               COM              55261R108       5069     209030   SH       Sole     x
MAI SYSTEMS CORP                COM              552620205        374     114975   SH       Sole     x
MBIA, INC.                      COM              55262C100      87787    1355791   SH       Sole     x
MBNA CORP.                      COM              55262L100     327307   10687584   SH       Sole     x
MDC HOLDINGS, INC.              COM              552676108       2294     106700   SH       Sole     x
MCN CORP.                       COM              55267J100       4994     240670   SH       Sole     x
MCI WORLDCOM, INC.              COM              55268B106    2185468   25393962   SH       Sole     x
MDU RESOURCES GROUP, INC.       COM              552690109       7441     326162   SH       Sole     x
MEMC ELECTRONIC MATERIALS       COM              552715104       2318     190200   SH       Sole     x
MFB CORP.                       COM              55272D106        215      10000   SH       Sole     x
MGC COMMUNICATIONS INC.         COM              552763302       1245      47900   SH       Sole     x
MGIC INVESTMENT CORP.           COM              552848103      84336    1734410   SH       Sole     x
MGI PHARMA, INC.                COM              552880106        950      90500   SH       Sole     x
MGI PROPERTIES, INC. REIT       COM              552885105       1396      49400   SH       Sole     x
M/A/R/C, INC.                   COM              552914103        479      33000   SH       Sole     x
MGM GRAND, INC.                 COM              552953101       9002     183715   SH       Sole     x
MIM CORPORATION                 COM              553044108        300     123100   SH       Sole     x
MLC HOLDINGS INC.               COM              55305V107        773      99700   SH       Sole     x
MMI COS., INC.                  COM              553087107       2567     152100   SH       Sole     x
MMC NETWORKS                    COM              55308N102       9196     205500   SH       Sole     x
MPW INDUSTRIAL SERVICES         COM              553444100        529      52900   SH       Sole     x
MRV COMMUNICATIONS INC.         COM              553477100       2735     208400   SH       Sole     x
MSC IND. DIRECT CLASS A         CL A             553530106       1838     179300   SH       Sole     x
MSC.SOFTWARE CORP.              COM              553531104        453      78000   SH       Sole     x
M S CARRIERS INC.               COM              553533100       2453      82700   SH       Sole     x
MTR GAMING GROUP INC.           COM              553769100        216      76800   SH       Sole     x
MTS SYSTEMS CORP.               COM              553777103       1586     130100   SH       Sole     x
MTI TECHNOLOGY CORP.            COM              553903105       1655     126700   SH       Sole     x
MACDERMID, INC.                 COM              554273102       6731     144761   SH       Sole     x
THE MACERICH CO. REIT           COM              554382101      12322     469400   SH       Sole     x
MACK-CALI REALTY CORP.          COM              554489104      19492     630050   SH       Sole     x
MACROCHEM CORPORATION           COM              555903103        219      36900   SH       Sole     x
MACROVISION                     COM              555904101       3399      45400   SH       Sole     x
MACROMEDIA                      COM              556100105       5735     162700   SH       Sole     x
MADISON GAS & ELECTRIC CO       COM              557497104       1760      85875   SH       Sole     x
MAGELLAN HEALTH SERVICES        COM              559079108       4148     414800   SH       Sole     x
MAGELLAN PETROLEUM CORP         COM              559091301         10       4000   SH       Sole     x
MAGNATEK                        COM              559424106       2131     201750   SH       Sole     x
MAIN STREET BANCORP             COM              559906102        351      24182   SH       Sole     x
MAHONING NATIONAL BANCORP       COM              560090102        683      15600   SH       Sole     x
MAIL-WELL INC.                  COM              560321200       5376     332100   SH       Sole     x
MAINE PUBLIC SERVICE CO.        COM              560483109        508      28600   SH       Sole     x
MAKER COMMUNICATIONS            COM              560875106        155       5000   SH       Sole     x
MALLINCKRODT, INC.              COM              561232109      41444    1139366   SH       Sole     x
MANDALAY RESORT GROUP           MANDALAY         562567107      13147     622350   SH       Sole     x
MANHATTAN ASSOCIATES            COM              562750109        563      68200   SH       Sole     x
MANITOWOC COMPANY INC.          COM              563571108       7501     180200   SH       Sole     x
MANNATECH, INC.                 COM              563771104        371      36600   SH       Sole     x
MANPOWER INC.                   COM              56418H100       7289     322170   SH       Sole     x
MANSUR INDUSTRIES INC.          COM              564491108        799      79900   SH       Sole     x
MNFCTRD HOME COMMUNS REIT       COM              564682102       9162     352400   SH       Sole     x
MAPICS INC.                     COM              564910107       2328     220400   SH       Sole     x
MANUGISTICS GROUP INC.          COM              565011103       2672     184300   SH       Sole     x
MARCAM SOLUTIONS INC.           COM              56614A107        463      62050   SH       Sole     x
MARCUS CORP.                    COM              566330106       2419     196500   SH       Sole     x
MARIMBA INC.                    COM              56781Q109       2824      53600   SH       Sole     x
MARINE DRILLING CO INC          COM PAR $0.01    568240204       5424     396300   SH       Sole     x
MARINER POST-ACUTE NETW.        COM              568459101        110     195363   SH       Sole     x
MARION CAPITAL HOLDINGS         COM              568635106        575      27700   SH       Sole     x
MARK IV INDUSTRIES, INC.        COM              570387100       8751     414239   SH       Sole     x
MARK VII INC                    COM              570414102       1513      91000   SH       Sole     x
MARKEL CORP.                    COM              570535104       5348      28600   SH       Sole     x
MARKETWATCH.COM, INC.           COM              570619106       2638      44800   SH       Sole     x
MARKETING SERVICES GROUP        COM              570907105        951      36300   SH       Sole     x
MARSH & MCLENNAN, INC.          COM              571748102     265945    3522447   SH       Sole     x
MARSHALL & ILSLEY CORP.         COM              571834100      20667     321048   SH       Sole     x
MARRIOTT INTL CL A              CL A             571903202     125866    3367656   SH       Sole     x
MARSHALL INDUSTRIES             COM              572393106       5782     160900   SH       Sole     x
MARTEK BIOSCIENCES CORP.        COM              572901106        611      71900   SH       Sole     x
MARTIN MARIETTA MATERIALS       COM              573284106      10534   178546.4   SH       Sole     x
MARVEL ENTERPRISES, INC.        COM              57383M108        984     133400   SH       Sole     x
MASCO CORP.                     COM              574599106     129468    4483750   SH       Sole     x
MASCOTECH INC.                  COM              574670105       4969     293400   SH       Sole     x
MASSBANK CORP.                  COM              576152102        615      16400   SH       Sole     x
MASTEC INC.                     COM              576323109       4421     156500   SH       Sole     x
MASTECH CORP.                   COM              57632N105       4638     249000   SH       Sole     x
MATERIAL SCIENCES CO            COM              576674105       1063      70850   SH       Sole     x
MATRIA HEALTHCARE, INC.         COM              576817100       2083     287378   SH       Sole     x
MATRIX BANCORP, INC.            COM              576819106        358      25600   SH       Sole     x
MATTEL, INC.                    COM              577081102     150245    5683022   SH       Sole     x
MATTHEWS INT'L.                 CL A             577128101       1721      58100   SH       Sole     x
MATTHEWS STUDIO EQUIPMENT       COM              577140106        227      29300   SH       Sole     x
MATTSON TECH.                   COM              577223100        323      25600   SH       Sole     x
MAXTOR CORP.                    COM NEW          577729205        722     143600   SH       Sole     x
MAXIM INTEGRATED PROD., I       COM              57772K101      30663     461100   SH       Sole     x
MAXWELL TECHNOLOGIES INC.       COM              577767106        156       6500   SH       Sole     x
MAY DEPARTMENT STORES CO.       COM              577778103     185903    4548074   SH       Sole     x
MAXXIM MEDICAL, INC             COM              57777G105       1662      71300   SH       Sole     x
MAXICARE HEALTHPLAN             COM NEW          577904204        440      92578   SH       Sole     x
MAXXAM, INC.                    COM              577913106       3907      60580   SH       Sole     x
MAVERICK TUBE CORP.             COM              577914104       1487     106700   SH       Sole     x
MAXIMUS, INC.                   COM              577933104       3347     116400   SH       Sole     x
MAYTAG CORP.                    COM              578592107     100891    1447761   SH       Sole     x
THE MCCLATCHY CO. CLASS A       CL A             579489105       3733     112700   SH       Sole     x
MCCORMICK & COMPANY, INC.       COM NON VTG      579780206       6729     213200   SH       Sole     x
MCDERMOTT INTERNATIONAL         COM              580037109      21983     778152   SH       Sole     x
MCDONALD'S CORP.                COM              580135101     768186   18594506   SH       Sole     x
MCGRATH RENT CORP.              COM              580589109       1700      85000   SH       Sole     x
THE MCGRAW-HILL COS., INC       COM              580645109     156248    2896839   SH       Sole     x
MCKESSON HBOC, INC.             COM              58155Q103     132179    4114534   SH       Sole     x
MCLEOD, INC.                    COM              582266102      12909     234700   SH       Sole     x
MCMORAN EXPORATION CO.          COM              582411104       2153  97037.888   SH       Sole     x
MCWHORTER TECHNOLOGIES          COM              582803102        917      63500   SH       Sole     x
MEAD CORP                       COM              582834107      63855    1529464   SH       Sole     x
MEADE INSTRUMENTS CORP.         COM              583062104        471      27300   SH       Sole     x
MECH FINANCIAL, INC.            COM              583492103        810      21600   SH       Sole     x
MECHANICAL TECHNOLOGY           COM              583538103        369      13650   SH       Sole     x
MEDALLION FINANCIAL CORP.       COM              583928106        450      23600   SH       Sole     x
MECON, INC.                     COM              58400M105        422      56200   SH       Sole     x
MEDAPHIS CORP.                  COM              584028104       3009     523266   SH       Sole     x
MEDAR INC                       COM              584029102        120      54800   SH       Sole     x
MEDCO RESEARCH, INC.            COM              584059109       2192      83500   SH       Sole     x
MEDE AMERICA CORP.              COM              584067102       1703      45100   SH       Sole     x
MEDFORD BANCORP INC.            COM              584131106       1444      78600   SH       Sole     x
MEDIA GENERAL CLASS A           CL A             584404107       6554     128500   SH       Sole     x
MEDIAONE GROUP                  COM              58440J104     635292    8541745   SH       Sole     x
MEDIA METRIX, INC.              COM              58440X103       1976      37100   SH       Sole     x
MEDIALINK WORLDWIDE             COM              58445P105       1170      73100   SH       Sole     x
MEDICAL ALLIANCE INC.           COM              58449S105         10       5000   SH       Sole     x
MEDICAL ASSURANCE INC.          COM              58449U100       3220     112726   SH       Sole     x
MEDICAL MANAGER CORP.           COM              58461C103       5324     120310   SH       Sole     x
MEDICIS PHARMACEUTICAL          CL A NEW         584690309       5422   213661.5   SH       Sole     x
MEDIMMUNE INC.                  COM              584699102      28076     414400   SH       Sole     x
MEDICAL DYNAMICS, INC.          COM PAR $0.001   584900401         68      63700   SH       Sole     x
MEDIWARE INFORMATION SYS        COM              584946107        135      17900   SH       Sole     x
MEDQUIST INC                    COM              584949101      10837     247700   SH       Sole     x
MEDTOX SCIENTIFIC, INC.         COM NEW          584977201          3        420   SH       Sole     x
MEDITRUST COMPANIES             PAIRED CTF NEW   58501T306       5205  398462.65   SH       Sole     x
MEDPARTNERS, INC.               COM              58503X107       9186    1214739   SH       Sole     x
MEDPLUS INC.                    COM              58504P103         41      26500   SH       Sole     x
MEDTRONIC, INC.                 COM              585055106     675708  8676831.2   SH       Sole     x
MEGO FINANCIAL CORP             COM              585162100         41      52500   SH       Sole     x
MELITA INTERNATIONAL            COM              585493109        718      53200   SH       Sole     x
MELLON BANK CORP.               COM              585509102     264116    7260915   SH       Sole     x
MEMBERWORKS, INC.               COM              586002107       1900      65500   SH       Sole     x
MEN'S WEARHOUSE, INC.           COM              587118100       6095     239029   SH       Sole     x
MENTOR CORP.                    COM              587188103       3880     208300   SH       Sole     x
MENTOR GRAPHICS CORP.           COM              587200106       5683     443520   SH       Sole     x
MERCANTILE BANCORP, INC.        COM              587342106     120051    2101542   SH       Sole     x
MERCANTILE BANK SHARES CO       COM              587405101       7696     217565   SH       Sole     x
MERCHANTS BANCSHARES INC.       COM              588448100       1053      46300   SH       Sole     x
MERCHANTS GROUP INC.            COM              588539106        338      15100   SH       Sole     x
MERCHANTS N.Y. BANCORP          COM              589167105       2044      61000   SH       Sole     x
MERCK & CO., INC.               COM              589331107    2602654   35171006   SH       Sole     x
MERCURY COMPUTER SYSTEMS        COM              589378108       1371      42500   SH       Sole     x
MERCURY GENL CORP NE            COM              589400100       4406     129600   SH       Sole     x
MERCURY INTERACTIVE CORP.       COM              589405109       9629     272200   SH       Sole     x
MEREDITH CORP.                  COM              589433101      24710     713636   SH       Sole     x
MERIDIAN DIAGNOSTICS, INC       COM              589602101        547      76729   SH       Sole     x
MERIDIAN RESOURCE CORP          COM              58977Q109        755     194844   SH       Sole     x
MERISEL, INC.                   COM              589849108       1468     643310   SH       Sole     x
MERISTAR HOSPITALITY CORP       COM              58984Y103      16002     713181   SH       Sole     x
MERIT HOLDING CORP.             COM              589964105        342      15100   SH       Sole     x
MERIDIAN GOLD                   COM              589975101       1688     365000   SH       Sole     x
MERISTAR HOTELS & RESORTS       COM              589988104        957     278500   SH       Sole     x
MERITOR AUTOMOTIVE INC.         COM              59000G100       8670     339992   SH       Sole     x
MERITAGE CORPORATION            COM              59001A102        288      26300   SH       Sole     x
MERIX CORP.                     COM              590049102        619      81200   SH       Sole     x
MERRILL CORP.                   COM              590175105       2391     164900   SH       Sole     x
MERRILL LYNCH & CO., INC.       COM              590188108     418761    5238611   SH       Sole     x
MERRY LAND PROPERTIES INC       COM              590441101        111      22425   SH       Sole     x
MESA AIR GROUP INC              COM              590479101       2995     398500   SH       Sole     x
MESABA HOLDINGS INC.            COM              59066B102       1844     144650   SH       Sole     x
MESSAGEMEDIA INC.               COM              590787107        418      22000   SH       Sole     x
MET PRO CORP.                   COM              590876306       1145      91624   SH       Sole     x
META GROUP INC.                 COM              591002100        876      57000   SH       Sole     x
METACREATIONS                   COM              591016100       1009     175484   SH       Sole     x
METAL MANAGEMENT INC.           COM              591097100        143      95000   SH       Sole     x
METALS USA INC.                 COM              591324108       1472     115475   SH       Sole     x
METAMOR WORLDWIDE, INC.         COM              59133P100       5355     222525   SH       Sole     x
METHODE ELECTRONICS CL A        CL A             591520200       8338     364500   SH       Sole     x
METRA BIOSYSTEMS INC.           COM              591591102        122      70800   SH       Sole     x
METRICOM                        COM              591596101        772      38600   SH       Sole     x
METRIS COS. INC                 COM              591598107      10681     262114   SH       Sole     x
METRIKA SYSTEMS CORP.           COM              59159M106        387      44200   SH       Sole     x
METRO-GOLDWYN-MAYER INC.        COM              591610100       6458     353890   SH       Sole     x
METRO INFORMATION SERV.         COM              59162P104       1051      63200   SH       Sole     x
METRO ONE TELECOMM.             COM              59163F105        919      66800   SH       Sole     x
METROCALL INC                   COM              591647102        768     279100   SH       Sole     x
METROLOGIC INSTRUMENTS          COM              591676101        323      28400   SH       Sole     x
METROMEDIA FIBER NETWORK        CL A             591689104      15301     425756   SH       Sole     x
METROMEDIA INT'L GROUP          COM              591695101       2690     358600   SH       Sole     x
METRO NETWORKS, INC.            COM              591918107       5946     111400   SH       Sole     x
METROWEST BANK                  COM              592668107        683      97638   SH       Sole     x
METTLER-TOLEDO INT'L.           COM              592688105       3645     146900   SH       Sole     x
METZLER GROUP INC.              COM              592903108       6436     232990   SH       Sole     x
MIAMI COMPUTER SUPPLY           COM              593261100       1025      54300   SH       Sole     x
MICHAEL FOODS GROUP, INC.       COM              594079105       7477     318155   SH       Sole     x
MICHAELS STORES, INC.           COM              594087108       6533     213318   SH       Sole     x
MICHIGAN FINANCIAL CORP.        COM              594480105        680    21012.6   SH       Sole     x
MICREL INC.                     COM              594793101       8954     121000   SH       Sole     x
MICRION CORP.                   COM              59479P102        609      54100   SH       Sole     x
MICROS SYSTEMS INC.             COM              594901100       3852     113300   SH       Sole     x
MICROSOFT CORP.                 COM              594918104    6843910   75885348   SH       Sole     x
MICROAGE, INC.                  COM              594928103         96      25200   SH       Sole     x
MICROSTRATEGY INC.              CL A             594972101       5257     138800   SH       Sole     x
MICROCHIP TECH.,INC.            COM              595017104       9858     208095   SH       Sole     x
MICRO WAREHOUSE, INC.           COM              59501B105       4812     269190   SH       Sole     x
MICROFIELD GRAPHICS             COM              59506W104         13      14800   SH       Sole     x
MICROGRAFX INC                  COM              595077108        326      53700   SH       Sole     x
MICROMUSE INC.                  COM              595094103       2728      54700   SH       Sole     x
MICRON ELECTRONICS INC.         COM              595100108       3534     351200   SH       Sole     x
MICRON TECHNOLOGY, INC.         COM              595112103     146173    3626007   SH       Sole     x
MICROTOUCH SYSTEMS, INC.        COM              595145103       1174      78900   SH       Sole     x
MICROWARE SYSTEMS CORP.         COM              595150103        119      75900   SH       Sole     x
MICROWAVE POWER DEVICES         COM              59517M103       1216      79100   SH       Sole     x
MID-AMERICA APARTMNT REIT       COM              59522J103       6015     260100   SH       Sole     x
MID ATLANTIC REALTY TRUST       SH BEN INT       595232109       1900     170800   SH       Sole     x
MID ATLANTIC MEDICAL SVCS       COM              59523C107       4399     445500   SH       Sole     x
MID-STATE BANCSHARES            COM              595440108        803      23800   SH       Sole     x
MIDAS INC.                      COM              595626102       3607     127136   SH       Sole     x
MIDAMERICAN HOLDINGS CO.        COM              59562V107      14804     427552   SH       Sole     x
MID-AMERICA BANCORP             COM              595915109       1120      45484   SH       Sole     x
MIDDLEBY CORP                   COM              596278101         15       2300   SH       Sole     x
MIDDLESEX WATER CO.             COM              596680108        606      24100   SH       Sole     x
MIDWEST EXPRESS HOLDINGS        COM              597911106       3006      88400   SH       Sole     x
MIDWAY GAMES INC.               COM              598148104       4186     323532   SH       Sole     x
MID WEST GRAIN PRODUCTS         COM              59832G104        462      41550   SH       Sole     x
MILACRON, INC.                  COM              598709103      11952     646080   SH       Sole     x
MILLENNIUM PHARMACEUTICAL       COM              599902103      10375     288200   SH       Sole     x
MILLENIUM CHEMICALS INC         COM              599903101       4764     202182   SH       Sole     x
MILLER EXPLORATION CO.          COM              600533103         40      18200   SH       Sole     x
HERMAN MILLER, INC.             COM              600544100       8575     408350   SH       Sole     x
MILLER INDUSTRIES INC.          COM              600551105       1127     286150   SH       Sole     x
MILLIPORE CORP.                 COM              601073109      27561     679481   SH       Sole     x
MILLS CORP. REIT                COM              601148109       6634     305900   SH       Sole     x
MINDSPRING ENTERPRISES          COM              602683104       7453     168200   SH       Sole     x
MINE SAFETY APPLIANCES CO       COM              602720104       1933      30200   SH       Sole     x
MINERALS TECHNOLOGIES, IN       COM              603158106       7849     140640   SH       Sole     x
MINIMED INC.                    COM              60365K108       6694      87000   SH       Sole     x
MINNESOTA MINING & MFG. C       COM              604059105     477551    5493036   SH       Sole     x
MINNESOTA POWER INC             COM              604110106       4899     246500   SH       Sole     x
MINNTECH CORP.                  COM              604258103       1189      80600   SH       Sole     x
MIPS TECHNOLOGIES, INC.         CL A             604567107       8077     168500   SH       Sole     x
MIRAGE RESORTS INC.             COM              60462E104      45789    2733647   SH       Sole     x
MIRAVANT MEDICAL TECH.          COM              604690107        446      62600   SH       Sole     x
MISSISSIPPI CHEMICAL            COM NEW          605288208       2238     228061   SH       Sole     x
MITCHAM INDUSTRIES INC.         COM              606501104        291      72800   SH       Sole     x
MITCHELL ENERGY DEV CL A        CL A             606592202       3078     159400   SH       Sole     x
MITCHELL ENERGY &DEV-CL B       CL B             606592301          9        500   SH       Sole     x
MOBIUS MANAGEMENT SYSTEMS       COM              606925105        479      58100   SH       Sole     x
MOBIL OIL CORP.                 COM              607059102    1072143   10829725   SH       Sole     x
MOBILE AMERICA CORP             COM PAR $0.025   607235504         11       3400   SH       Sole     x
MOBILEMEDIA CORP.               CL A             607415106          0       3000   SH       Sole     x
MOBLEY ENV. SERVICES CL A       CL A             607419108          1       6600   SH       Sole     x
MOCON INC.                      COM              607494101        347      59062   SH       Sole     x
MODACAD, INC.                   COM              60749P104        267      24000   SH       Sole     x
MODEM MEDIA . POPPE TYSON       CL A             607533106        357      15600   SH       Sole     x
MODINE MANUFACTURING CO.        COM              607828100       5520     169530   SH       Sole     x
MODIS PROFESSIONAL SVS          COM              607830106       6620     481437   SH       Sole     x
MODTECH HOLDINGS INC.           COM              60783C100         53       4679   SH       Sole     x
MOHAWK INDUSTRIES INC.          COM              608190104       7847     258350   SH       Sole     x
MOLECULAR BIOSYSTEMS, INC       COM              608513107        626     256731   SH       Sole     x
MOLECULAR DEVICES CORP          COM              60851C107        930      24800   SH       Sole     x
MOLEX, INC.                     COM              608554101      24124     652010   SH       Sole     x
MOLEX NON VTG  CL A             CL A             608554200        102       3241   SH       Sole     x
MOMENTUM BUS. APPS., INC.       CL A             60877P108        208      29502   SH       Sole     x
MONACO COACH CORP.              COM              60886R103       2630      62150   SH       Sole     x
MONARCH DENTAL CORP             COM              609044102         79      25000   SH       Sole     x
ROBERT MONDAVI CORP.            CL A             609200100       1055      29000   SH       Sole     x
MONSANTO CO.                    COM              611662107     337923    8568568   SH       Sole     x
MONTANA POWER CO.               COM              612085100      11668     165510   SH       Sole     x
THE MONY GROUP INC.             COM              615337102       9256     283700   SH       Sole     x
MOORE CORP. LTD.                COM              615785102       1448     172838   SH       Sole     x
J. P. MORGAN & CO., INC.        COM              616880100     343753    2446639   SH       Sole     x
MORGAN KEEGAN, INC.             COM              617410105       2655     140200   SH       Sole     x
MORGAN PRODUCTS LTD             COM              617439104        159      41600   SH       Sole     x
MORGAN ST DEAN WITTER           COM NEW          617446448     824142    8040405   SH       Sole     x
MORRISON HEALTH CARE INC        COM              61841L108       1887  75481.982   SH       Sole     x
MORRISON KNUDSEN CORP.          COM              61844A109       2260     219200   SH       Sole     x
MORTONS RESTAURANT GROUP        COM              619429103       1209      63400   SH       Sole     x
MOSAIX INC.                     COM              619454101       1737     135563   SH       Sole     x
MOSSIMO, INC.                   COM              619696107        419      46900   SH       Sole     x
MOTIVEPOWER INDUSTRIES          COM              61980K101       1811     102000   SH       Sole     x
MOTOROLA, INC.                  COM              620076109     778549    8216871   SH       Sole     x
MOVADO GROUP, INC.              COM              624580106         26       1000   SH       Sole     x
MUELLER (PAUL) CO.              COM              624752101        386      12400   SH       Sole     x
MUELLER INDUSTRIES INC.         COM              624756102       9268     273100   SH       Sole     x
MULTIPLE ZONES INT'L INC.       COM              624906103         32       4300   SH       Sole     x
MULTEX.COM INC.                 COM              625367107       2448      93700   SH       Sole     x
MULTIGRPHICS INC.               COM              625440102         41      19200   SH       Sole     x
MURPHY OIL CORP.                COM              626717102       6606     135330   SH       Sole     x
MUSICLAND STORES CORP.          COM              62758B109       5477     617100   SH       Sole     x
MUTUAL RISK MGT LTD             COM              628351108       1485      44500   SH       Sole     x
MYERS INDUSTRIES, INC.          COM              628464109       3246     162308   SH       Sole     x
MYLAN LABORATORIES, INC.        COM              628530107      15637     590070   SH       Sole     x
MYRIAD GENETICS INC.            COM              62855J104        435      48300   SH       Sole     x
MYSOFTWARE CO.                  COM              628633109        437      28300   SH       Sole     x
N B T BANCORP INC.              COM              628778102       2672     130334   SH       Sole     x
NBTY INC.                       COM              628782104       2921     449400   SH       Sole     x
NCH CORP.                       COM              628850109       1463      29560   SH       Sole     x
NCI BUILDING SYSTEMS INC.       COM              628852105       2240     104800   SH       Sole     x
NCO GROUP                       COM              628858102       5027     132300   SH       Sole     x
NCR CORP.                       COM              62886E108      35200     721130   SH       Sole     x
NCS HEALTHCARE INC.             CL A             628874109        772     141921   SH       Sole     x
NS GROUP INC                    COM              628916108        389      42100   SH       Sole     x
NFO WORLDWIDE, INC.             COM              62910N108       2394     170973   SH       Sole     x
N L INDUSTRIES, INC.            COM NEW          629156407       3065     275500   SH       Sole     x
NMBT CORP                       COM              629189101         45       3200   SH       Sole     x
NPC INTERNATIONAL CL A          COM              629360306       3499     227600   SH       Sole     x
NTL INC.                        COM              629407107      20395  236633.67   SH       Sole     x
NUI CORP.                       COM              629430109       1680      67200   SH       Sole     x
NVR, INC.                       COM              62944T105       2959      56700   SH       Sole     x
NY MAGIC, INC.                  COM              629484106       1400      89600   SH       Sole     x
NABISCO HOLDINGD CORP.          CL A             629526104       5450     126000   SH       Sole     x
NABISCO GROUP HOLDINGS          COM              62952P102      84668    4328093   SH       Sole     x
NABORS INDUSTRIES, INC.         COM              629568106      11532     471910   SH       Sole     x
NACCO INDUSTRIES, INC. CL       CL A             629579103      10928     148686   SH       Sole     x
NALCO CHEMICAL CO.              COM              629853102      45117     869718   SH       Sole     x
NASH-FINCH CO.                  COM              631158102        487      48200   SH       Sole     x
NASHUA CORP.                    COM              631226107       1091     110500   SH       Sole     x
NASTECH PHARMACEUTICAL          COM PAR $0.006   631728409        277      83500   SH       Sole     x
NATL BANK CORP. (ALASKA)        COM              632587101       3442     129900   SH       Sole     x
NATL BANCSHARES CRP-TEXAS       COM NEW P$0.01   632593505        200      12600   SH       Sole     x
NAT'L BEVERAGE CORP.            COM              635017106        598      65540   SH       Sole     x
NATIONAL CITY BANCORPORAT       COM              635312101       1634      78274   SH       Sole     x
NATIONAL CITY BANCSHARES        COM              635313109       1837      57506   SH       Sole     x
NATIONAL CITY CORP.             COM              635405103     289997    4427433   SH       Sole     x
NATIONAL COMMUNITY BANCOR       COM              635449101       5449     249100   SH       Sole     x
NATIONAL COMPUTER SYSTEMS       COM              635519101       7705     228300   SH       Sole     x
NATIONAL DATA CORP.             COM              635621105       6637     155250   SH       Sole     x
NATIONAL DENTEX CORP.           COM              63563H109        605      35100   SH       Sole     x
NATIONAL DISCOUNT BROKERS       COM              635646102       2813      48500   SH       Sole     x
NATIONAL EQUIPMENT SVCS.        COM              635847106        394      32800   SH       Sole     x
NATIONAL FUEL & GAS CO.         COM              636180101       5617     115820   SH       Sole     x
NATIONAL GOLF PROPS REIT        COM              63623G109       4362     179400   SH       Sole     x
NATIONAL HEALTH INVS            COM              63633D104       3538     155100   SH       Sole     x
NATIONAL INSTRUMENTS CORP       COM              636518102       8293     205400   SH       Sole     x
NATIONAL MED FINL SERVICE       COM NEW          636926305          0      13560   SH       Sole     x
NATIONAL-OILWELL INC.           COM              637071101       4005     286100   SH       Sole     x
NATIONAL PENN BANCSHARES        COM              637138108       1296      55057   SH       Sole     x
NATIONAL PRESTO IND., INC       COM              637215104       3301      86300   SH       Sole     x
NATIONAL PROCESSING, INC.       COM              637229105       1809     178700   SH       Sole     x
NATIONAL R. V. HOLDINGS         COM              637277104       1869      76073   SH       Sole     x
NATIONAL RECORD MART, INC       COM              637355108        222      53000   SH       Sole     x
NATIONAL RESEARCH CORP.         COM              637372103          5       2000   SH       Sole     x
NATIONAL SEMICONDUCTOR          COM              637640103      58650    2317034   SH       Sole     x
NATIONAL SERVICE IND., IN       COM              637657107      19381     538364   SH       Sole     x
NATIONAL STEEL CORP CL B        CL B             637844309       2171     259200   SH       Sole     x
NATIONAL TECHTEAM INC.          COM              638108100        438      79700   SH       Sole     x
NATL WSTRN LIFE INSR. CO.       CL A             638522102       1800      18700   SH       Sole     x
NATIONWIDE FINANCIAL SRVC       CL A             638612101      15077     333200   SH       Sole     x
NATIONWIDE HEALTH PROP. I       COM              638620104       5221     273900   SH       Sole     x
NATROL, INC.                    COM              638789107        469      62500   SH       Sole     x
NATURAL ALTERNATIVES INTL       COM NEW          638842302         94      27300   SH       Sole     x
NAVIGATORS GROUP, INC.          COM              638904102        641      42700   SH       Sole     x
NATURAL WONDERS                 COM              639014109          8       2000   SH       Sole     x
NATURE'S SUNSHINE INC.          COM              639027101        921      87682   SH       Sole     x
NAUTICA ENTERPRISES INC.        COM              639089101       5106     302600   SH       Sole     x
NAVARRE CORP                    COM              639208107        332      33700   SH       Sole     x
NAVISTAR INTERNATIONAL CO       COM              63934E108      59193    1183852   SH       Sole     x
NAVIGANT INTERNATIONAL          COM              63935R108        504      64063   SH       Sole     x
NEFF CORP.                      CL A             640094108       1104      71500   SH       Sole     x
NEIMAN MARCUS GROUP INC.        COM              640204103      10563     411200   SH       Sole     x
THOMAS NELSON INC.              COM              640376109        744      66900   SH       Sole     x
NEOMAGIC CORP                   COM              640497103        989     117700   SH       Sole     x
NEON SYSTEMS, INC.              COM              640509105        764      22900   SH       Sole     x
NEOPROBE CORP.                  COM              640518106         70     112000   SH       Sole     x
NEOPHARM                        COM              640919106        364      24700   SH       Sole     x
NET.B@NK, INC.                  COM              640933107       5195     136700   SH       Sole     x
NETWORK ASSOCIATES, INC.        COM              640938106       7688     523459   SH       Sole     x
NETGRAVITY, INC.                COM              641114103       2892     127100   SH       Sole     x
NETMANAGE, INC.                 COM              641144100       1192     552967   SH       Sole     x
NETSMART TECHN., INC.           COM NEW          64114W306         15       3733   SH       Sole     x
NETMOVES, CORP.                 COM              64116A104        543      98800   SH       Sole     x
NETWORK EQUIPMENT TECHNLG       COM              641208103       2032     205747   SH       Sole     x
NETWORK APPLIANCE, INC.         COM              64120L104      35274     631300   SH       Sole     x
NETWORK ACCESS SOLUTIONS        COM              64120S109        333      25000   SH       Sole     x
NETWORK SOLUTIONS INC.          COM              64121Q102       3189      40300   SH       Sole     x
NETWORK PERIPHERALS, INC.       COM              64121R100       1269      65500   SH       Sole     x
NETWORK PLUS CORP.              COM              64122D506        104       5000   SH       Sole     x
NEUROGEN CORP.                  COM              64124E106       1176      80400   SH       Sole     x
NEVADA POWER CO.                COM              641423108       9417     376670   SH       Sole     x
NEW CENTURY FINANCIAL COR       COM              64352D101        745      41100   SH       Sole     x
NEW CENTURY ENERGIES INC.       COM              64352U103      60350    1554921   SH       Sole     x
NEW ENGLAND BUSINESS SVC.       COM              643872104       2924      94700   SH       Sole     x
NEW ENGLAND ELECTRIC SYST       COM              644001109       9196     183460   SH       Sole     x
NEW ERA OF NETWORKS, INC.       COM              644312100       3436      78200   SH       Sole     x
NEW JERSEY RESOURCES CORP       COM              646025106       5833     155800   SH       Sole     x
NEW MEXICO & ARIZONA LAND       COM              647072107        977     134823   SH       Sole     x
NEW PLAN EXCEL REALTY TR.       COM              648053106      17734     985198   SH       Sole     x
NEW YORK TIMES CO CLASS A       CL A             650111107      87996    2390376   SH       Sole     x
NEWCARE HEALTH CORP             COM              651053100          0        252   SH       Sole     x
NEWCOM, INC.                    COM              651093106          2      19500   SH       Sole     x
NEWCOR INC                      COM              651186108        214      43880   SH       Sole     x
NEWELL RUBBERMAID INC.          COM              651229106     194954    4192558   SH       Sole     x
NEWFIELD EXPLORATION CO.        COM              651290108       8099     284800   SH       Sole     x
NEWMIL BANCORP INC.             COM              651633109        805      73200   SH       Sole     x
NEWMONT MINING CORP.            COM              651639106      46315    2330295   SH       Sole     x
NEWPARK RESOURCES               COM PAR $.01NEW  651718504       4141     466600   SH       Sole     x
NEWPORT NEWS SHIPBUILDING       COM              652228107       7457     252787   SH       Sole     x
NEWS COMMUNICATIONS, INC.       COM PAR $.01 N   652484809          1        501   SH       Sole     x
NEWSOUTH BANCORP INC.           COM              652495102        423      23850   SH       Sole     x
NEWSTAR MEDIA, INC.             COM              652503103         68      43500   SH       Sole     x
NIAGARA BANCORP, INC.           COM              652914102         20       1900   SH       Sole     x
NEXTCARD, INC.                  COM              65332K107       3546     104500   SH       Sole     x
NEXTEL COMMUNICATIONS INC       CL A             65332V103     221831    4420051   SH       Sole     x
NEXSTAR PHARMACEUTICALS         COM              65333B106       4606     231044   SH       Sole     x
NEXTLINK COMM.                  CL A             65333H707       5690      76500   SH       Sole     x
NIAGARA MOHAWK HOLDINGS         COM              653520106      42172    2625498   SH       Sole     x
NICHOLS RESEARCH CORP.          COM              653818104        882      40300   SH       Sole     x
NIELSEN MEDIA RESEARCH          COM NEW          653929307       4506  154048.67   SH       Sole     x
NICOR, INC.                     COM              654086107      23870     627134   SH       Sole     x
NIKE, INC. CLASS B              CL B             654106103     239933    3789670   SH       Sole     x
NINE WEST GROUP, INC.           COM              65440D102       6551     216970   SH       Sole     x
99 CENTS ONLY STORES            COM              65440K106       4548      91068   SH       Sole     x
NISOURCE, INC.                  COM              65473P105       9927     384600   SH       Sole     x
NITCHES INC.                    COM              65476M109        108      30128   SH       Sole     x
NOBILITY HOMES, INC.            COM              654892108        255      34000   SH       Sole     x
NOBLE AFFILIATES, INC.          COM              654894104       6904     244930   SH       Sole     x
NOBLE DRILLING CORP.            COM              655042109      10483     532450   SH       Sole     x
NOODLE KIDOODLE INC.            COM              655370104         27       5000   SH       Sole     x
NORD RESOURCES CORP.            COM              655555100         90     160600   SH       Sole     x
NORDSON CORP.                   COM              655663102       6604     107820   SH       Sole     x
NORDSTROM, INC.                 COM              655664100      64405    1922535   SH       Sole     x
NORFOLK SOUTHERN CORP.          COM              655844108     152639    5066858   SH       Sole     x
NORRELL CORP.                   COM              656301108       4955     263400   SH       Sole     x
NORSTAN INC.                    COM              656535101        633      50900   SH       Sole     x
NORTEK, INC.                    COM              656559101       2701      86252   SH       Sole     x
NORTEL NETWORKS CORP.           COM              656569100     697460  8034093.6   SH       Sole     x
NORTH AMERICAN SCIENTIFIC       COM              65715D100        290      35200   SH       Sole     x
NORTH AMERICAN VACCINE, I       COM              657201109        729     149600   SH       Sole     x
NORTH CAROLINA NAT. GAS C       COM              658221106       2146      62652   SH       Sole     x
THE NORTH FACE, INC.            COM              659317101        633      64100   SH       Sole     x
NORTH FORK BANCORP., INC.       COM              659424105       9246     433843   SH       Sole     x
NORTH PITTSBURGH SYSTEMS        COM              661562108        410      24100   SH       Sole     x
NORTHEAST OPTIC NETWORK         COM              664334109        449      29800   SH       Sole     x
NORTHEAST UTILITIES             COM              664397106       9906     560040   SH       Sole     x
NORTHERN STATES POWER CO.       COM              665772109      49267    2036876   SH       Sole     x
NORTHERN TRUST CORP.            COM              665859104     144466    1489345   SH       Sole     x
NORTHLAND CRANBERRIES           CL A             666499108        594      70400   SH       Sole     x
NORTHPOINT COMMUNICATIONS       COM              666610100      10695     293000   SH       Sole     x
NORTHROP GRUMAN CORP.           COM              666807102      60667     914867   SH       Sole     x
NORTHWEST AIRLINES CORP.        CL A             667280101       8577     263900   SH       Sole     x
NORTHWEST BANCORP INC.          COM              667328108       2627     262700   SH       Sole     x
NORTHWEST NATURAL GAS CO.       COM              667655104       4374     181300   SH       Sole     x
NORTHWEST PIPE COMPANY          COM              667746101         25       1500   SH       Sole     x
NORTHWESTERN CORP.              COM              668074107       3065     126700   SH       Sole     x
NOVA CORP.                      COM              669784100       6965     278601   SH       Sole     x
NOVACARE EMPLOYEE SVCS.         COM              66986Q101         89      32200   SH       Sole     x
NU HORIZONS ELECTRONICS         COM              669908105        370      52400   SH       Sole     x
NOVACARE, INC.                  COM              669930109        241     160888   SH       Sole     x
NOVAVAX INC.                    COM              670002104        628     179500   SH       Sole     x
NOVELL, INC.                    COM              670006105     122769    4632792   SH       Sole     x
NOVELLUS SYSTEMS, INC.          COM              670008101      11609     170100   SH       Sole     x
NOVEN PHARMACEUTICALS           COM              670009109        264      43700   SH       Sole     x
NOVOSTE CORP.                   COM              67010C100       2285     108800   SH       Sole     x
NU SKIN ENTERPRISES, INC.       CL A             67018T105        875      43900   SH       Sole     x
NUCOR CORP.                     COM              670346105      56934    1200185   SH       Sole     x
NUEVO ENERGY CO.                COM              670509108       2038     153800   SH       Sole     x
NUMEREX CORP.                   CL A             67053A102        197      46400   SH       Sole     x
NUTRITION FOR LIFE INT'L.       COM PAR $0.01    67061S202         93      43900   SH       Sole     x
NVIDIA CORP.                    COM              67066G104       1677      87700   SH       Sole     x
OEA, INC.                       COM              670826106       1609     181300   SH       Sole     x
OEC MEDICAL SYSTEMS             COM              670828102       1144      46700   SH       Sole     x
OAO TECHNOLOGY                  COM              67082B105        433     115600   SH       Sole     x
OGE ENERGY CORP.                COM              670837103       5731     241290   SH       Sole     x
OIS OPTICAL IMAGING SYSTE       COM              670852102          2      76400   SH       Sole     x
OM GROUP INC.                   COM              670872100       7276     210900   SH       Sole     x
ONIX SYSTEMS                    COM              67088G108         18       3000   SH       Sole     x
NVIEW CORP                      COM              670974104          1       3300   SH       Sole     x
OAK HILL FINANCIAL, INC.        COM              671337103        190      10400   SH       Sole     x
OAK INDUSTRIES INC              COM NEW          671400505       5719     130900   SH       Sole     x
OAK TECHNOLOGY, INC.            COM              671802106       1322     364600   SH       Sole     x
OAKLEY, INC.                    COM              673662102       2812     394600   SH       Sole     x
OAKWOOD HOMES CORP.             COM              674098108       4674     356100   SH       Sole     x
OBIE MEDIA CORP                 COM              674391107         41       3200   SH       Sole     x
OBJECT DESIGN INC.              COM              674416102        820     211500   SH       Sole     x
OBJECTIVE SYS. INTEGRATOR       COM              674424106        510     185600   SH       Sole     x
OBJECTSHARE INC.                COM              674426101         17      23000   SH       Sole     x
OCCIDENTAL PETROLEUM CORP       COM              674599105      98682    4671340   SH       Sole     x
OCEAN ENERGY, INC.              COM              67481E106       8490     882130   SH       Sole     x
OCEAN FINANCIAL CORP.           COM              674904107       2106     116200   SH       Sole     x
OCEANEERING INTERNATIONAL       COM              675232102       3448     213800   SH       Sole     x
OCTEL CORP.                     COM              675727101        528      42275   SH       Sole     x
OCULAR SCIENCES INC.            COM              675744106       1953     112400   SH       Sole     x
OCWEN FINANCIAL CORP.           COM              675746101       2229     251200   SH       Sole     x
OFFICE DEPOT, INC.              COM              676220106      99525    4511068   SH       Sole     x
OFFICEMAX, INC.                 COM              67622M108      10120     843330   SH       Sole     x
OFFSHORE LOGISTICS, INC.        COM              676255102       3250     292100   SH       Sole     x
OGDEN CORP.                     COM              676346109       8801     326736   SH       Sole     x
OHIO ART CO.                    COM              677143109        231      14800   SH       Sole     x
OHIO CASUALTY CORP.             COM              677240103       6369     176309   SH       Sole     x
OHIO VALLEY BANC CORP.          COM              677719106        531      16625   SH       Sole     x
OIL-DRI CORP. OF AMERICA        COM              677864100        617      38575   SH       Sole     x
OLD DOMINION FREIGHT            COM              679580100        638      53715   SH       Sole     x
OLD KENT FINANCIAL CORP.        COM              679833103      21289   508392.5   SH       Sole     x
OLD NATIONAL BANCORP            COM              680033107       6147     204475   SH       Sole     x
OLD REPUBLIC INTERNATIONL       COM              680223104      12715     734416   SH       Sole     x
OLIN CORP.                      COM PAR $1       680665205       3660     277520   SH       Sole     x
OLSTEN CORP.                    COM              681385100       3634     575755   SH       Sole     x
OMNICARE, INC.                  COM              681904108       3405     269690   SH       Sole     x
OMNICOM GROUP INC.              COM              681919106     208721    2609011   SH       Sole     x
OMEGA HEALTH SYSTEMS INC.       COM              681931101         30       4000   SH       Sole     x
OMEGA HEALTHCARE INVESTOR       COM              681936100       4113     159341   SH       Sole     x
OMNIQUIP INTERNATIONAL          COM              681969101        839     106500   SH       Sole     x
OMTOOL, LTD.                    COM              681974101        205      62000   SH       Sole     x
1-800 CONTACTS, INC.            COM              681977104        546      29100   SH       Sole     x
OMEGA FINANCIAL CORP.           COM              682092101       3177      91412   SH       Sole     x
OMEGA WORLDWIDE, INC.           COM              68210B108        558   137452.4   SH       Sole     x
OMNI ENERGY SERVICES            COM              68210T109         15       4400   SH       Sole     x
OMEGA RESEARCH, INC.            COM              68211E101        119      10800   SH       Sole     x
OMNIPOINT CORP.                 COM              68212D102       8291     286500   SH       Sole     x
ON ASSIGNMENT, INC.             COM              682159108       2670     102200   SH       Sole     x
ONCOR INC                       COM              682311105          2     100500   SH       Sole     x
ONE VALLEY BNCRP INC            COM              682419106       8354     222761   SH       Sole     x
ONEIDA LTD.                     COM              682505102       3323     118168   SH       Sole     x
ONEMAIN.COM, INC.               COM              68267P109       2880     121900   SH       Sole     x
ONEOK INC                       COM              682680103      16998     535385   SH       Sole     x
ONHEALTH NETWORK CO.            COM              68272W107        625      58800   SH       Sole     x
ONSALE, INC.                    COM              682838107       2028     107100   SH       Sole     x
ONYX ACCEPTANCE CORP.           COM              682914106        374      49000   SH       Sole     x
ONEWORLD SYSTEMS, INC.          COM NEW          682917109         13      16600   SH       Sole     x
ONYX SOFTWARE CORP.             COM              683402101        954      44100   SH       Sole     x
OPEN MARKET INC.                COM              68370M100       2646     186500   SH       Sole     x
OPTICAL CABLE CORP.             COM              683827109       1695     154100   SH       Sole     x
OPTICAL COATING LAB, INC.       COM              683829105       7707      92166   SH       Sole     x
ORACLE CORPORATION              COM              68389X105     799325   21530638   SH       Sole     x
OPENROUTE NETWORK INC           COM              683986103        210      49500   SH       Sole     x
ORANGE & ROCKLAND UTIL.,        COM              684065105       6013     102900   SH       Sole     x
ORANGE-CO INC.                  COM              684177108        520      95700   SH       Sole     x
ORBITAL SCIENCECORP             COM              685564106       7054     298600   SH       Sole     x
ORGANOGENESIS, INC.             COM              685906109       1856     197976   SH       Sole     x
OREGON TRAIL FINANCIAL          COM              685932105        850      66700   SH       Sole     x
OREGON STEEL MILLS, INC.        COM              686079104       2494     187380   SH       Sole     x
O'REILLY AUTOMOTIVE, INC.       COM              686091109       8795     174600   SH       Sole     x
ORIENTAL FINANCIAL GROUP        COM              68618W100       1808      74932   SH       Sole     x
ORIOLE HOMES CORP. CL B         CL B             686264201         37      19300   SH       Sole     x
ORION CAPITAL CORP.             COM              686268103       7419     206800   SH       Sole     x
ORPHAN MEDICAL, INC.            COM              687303107         52       8700   SH       Sole     x
ORTEL CORP.                     COM              68749W102        668      62900   SH       Sole     x
ORTHOLOGIC CORP.                COM              68750J107        330     133600   SH       Sole     x
ORTHODONTIC CENTERS             COM              68750P103       4677     331100   SH       Sole     x
OSHKOSH B GOSH, INC. CLAS       CL A             688222207       2178     103100   SH       Sole     x
OSHKOSH TRUCK CORP.             COM              688239201       1399      27800   SH       Sole     x
OSICOM TECHNOLOGIES, INC.       COM PAR $0.30    688271501         17  1347.3332   SH       Sole     x
OSMONICS, INC.                  COM              688350107        355      32600   SH       Sole     x
OSTEOTECH, INC.                 COM              688582105       1643      57150   SH       Sole     x
O'SULLIVAN CORP.                COM              688605104       1089      89385   SH       Sole     x
O'SULLIVAN INDUSTRIES           COM              688609106       1921     113000   SH       Sole     x
OTTAWA FINANCIAL CORP.          COM              689389104        766      35629   SH       Sole     x
OTTER TAIL POWER CO.            COM              689648103       2017      52300   SH       Sole     x
OUTBACK STEAKHOUSE              COM              689899102      11103     282441   SH       Sole     x
OUTDOOR SYSTEMS, INC.           COM              690057104      18860     516721   SH       Sole     x
OUTLOOK GROUP CORP.             COM              690113105         28       8000   SH       Sole     x
OVERSEAS SHIPHLDING GROUP       COM              690368105       2802     217610   SH       Sole     x
OWENS & MINOR INC HLDG CO       COM              690732102       2435     221387   SH       Sole     x
OWENS CORNING                   COM              69073F103      37954    1104107   SH       Sole     x
OWENS ILLINOIS, INC.            COM NEW          690768403      70066    2143517   SH       Sole     x
OXFORD HLTH PLN                 COM              691471106       4904     315090   SH       Sole     x
OXFORD INDUSTRIES, INC.         COM              691497309       1764      62300   SH       Sole     x
OXIGENE INC                     COM              691828107       1048     111000   SH       Sole     x
PC CONNECTION INC.              COM              69318J100        484      40100   SH       Sole     x
PCD INC.                        COM              69318P106        462      42000   SH       Sole     x
P-COM, INC.                     COM              693262107       2510     479500   SH       Sole     x
PECO ENERGY CORP.               COM              693304107     113302    2705731   SH       Sole     x
PG&E CORP                       COM              69331C108     175292    5393611   SH       Sole     x
PFF BANCORP, INC.               COM              69331W104       2316     123500   SH       Sole     x
PE CORP-PE BIOSYSTEMS           COM PE BIO GRP   69332S102      85192     742414   SH       Sole     x
PE CORP.-CELERA GENOMICS        CELERA GEN GRP   69332S201       5006     309242   SH       Sole     x
P.F. CHANG'S CHINA BISTRO       COM              69333Y108        664      30700   SH       Sole     x
PHP HEALTHCARE CORP.            COM              693344103          2      36100   SH       Sole     x
PICO HOLDINGS INC.              COM NEW          693366205       2784     109967   SH       Sole     x
PLX TECHNOLOGY                  COM              693417107       2047      43200   SH       Sole     x
PMA CAPITAL CORP CL A           CL A             693419202       1114      54200   SH       Sole     x
PMC CAPITAL INC.                COM              693430100        492      58800   SH       Sole     x
PMC SIERRA INC.                 COM              69344F106       3359      57000   SH       Sole     x
THE PMI GROUP INC.              COM              69344M101      16339     260130   SH       Sole     x
PMR CORPORATION                 COM              693451106        187      56500   SH       Sole     x
PNC BANK CORP.                  COM              693475105     249009    4321190   SH       Sole     x
PP&L RESOURCES INC.             COM              693499105      76401    2484600   SH       Sole     x
PPG INDUSTRIES, INC.            COM              693506107     136957    2318847   SH       Sole     x
PRT GROUP INC.                  COM              693579104        113      39300   SH       Sole     x
PRI AUTOMATION, INC.            COM              69357H106       3690     101800   SH       Sole     x
PS BUSINESS PARKS, INC.         COM              69360J107       6569     269500   SH       Sole     x
PS GROUP HOLDINGS INC.          COM              693622102        480      43900   SH       Sole     x
PSW TECHNOLOGIES                COM              69364J103        196      50600   SH       Sole     x
PVF CAPITAL CORP.               COM              693654105        467      32490   SH       Sole     x
PSS WORLD MEDICAL, INC.         COM              69366A100       5105     456292   SH       Sole     x
PXRE CORP.                      COM              693674103       1719      94821   SH       Sole     x
PACCAR, INC.                    COM              693718108      72130    1351377   SH       Sole     x
PACIFIC CAPITAL BANCORP         COM              69404P101       3056      97000   SH       Sole     x
PACIFIC CENTURY FINL CORP       COM              694058108       5966     276682   SH       Sole     x
PACIFIC CHEMICAL INC.           COM              69406F101          0     69.986   SH       Sole     x
PACIFIC CREST CAPITAL INC       COM              694166109        666      43645   SH       Sole     x
PACIFIC GATEWAY EXCHANGE        COM              694327107       2717      93300   SH       Sole     x
PACIFIC GULF PROPS REIT         COM              694396102       6213     274600   SH       Sole     x
PACIFIC SUNWEAR OF CALIF.       COM              694873100       6189   253887.5   SH       Sole     x
PACIFICARE HLTH SYS. INC.       COM              695112102      17500     243260   SH       Sole     x
PACIFICORP                      COM              695114108      72507    3945953   SH       Sole     x
PAGEMART WIRELESS INC.          CL A             69553J104        892     118000   SH       Sole     x
PAGING NETWORK INC.             COM              695542100       2457     510500   SH       Sole     x
PAINEWEBBER GROUP               COM              695629105      90817    1942599   SH       Sole     x
PAIRGAIN TECHNOLOGIES INC       COM              695934109       5582     485400   SH       Sole     x
PALEX, INC.                     COM              696368109        110      18100   SH       Sole     x
PALL CORP.                      COM              696429307      36600    1649566   SH       Sole     x
PALM HARBOR HOMES               COM              696639103       2286      91229   SH       Sole     x
PANAMSAT CORP. (NEW)            COM              697933109       3971     101973   SH       Sole     x
PAN PACIFIC RETAIL PPTYS        COM              69806L104       3576     184000   SH       Sole     x
PANERA BREAD CO.                CL A             69840W108        117      18300   SH       Sole     x
PAPA JOHN'S INTL INC.           COM              698813102       7704     172400   SH       Sole     x
PARACELSUS HEALTHCARE COR       COM              698891108         20      15000   SH       Sole     x
PARAMETRIC TECHNOLOGY COR       COM              699173100      57716    4159738   SH       Sole     x
PAREXEL INTERNATIONAL           COM              699462107       2448     183900   SH       Sole     x
PARK ELECTROCHEMICAL CORP       COM              700416209       1636      56900   SH       Sole     x
PARK NATIONAL CORP.             COM              700658107       5100      51000   SH       Sole     x
PARK-OHIO HOLDINGS CORP.        COM              700666100       1242      73309   SH       Sole     x
PARK PLACE ENTERTAINMENT        COM              700690100       6200     639983   SH       Sole     x
PARKER DRILLING CO.             COM              701081101       2012     607400   SH       Sole     x
PARKER HANNIFIN CORP            COM              701094104      65905    1440545   SH       Sole     x
PARKERVISION, INC.              COM              701354102       2202      62900   SH       Sole     x
PARKWAY PROPERTIES INC.         COM              70159Q104       4874     147150   SH       Sole     x
PARTY CITY CORP.                COM              702145103        111      28800   SH       Sole     x
PATHOGENESIS CORP.              COM              70321E104       1551     109300   SH       Sole     x
PATINA OIL & GAS COMMON         COM              703224105        566      89668   SH       Sole     x
PATRIOT AMER HOSP REIT          CL A             703352203          0          0   SH       Sole     x
PATRIOT BANK CORP.              COM              70335P103        242      25475   SH       Sole     x
PATTERSON DENTAL CO.            COM              703412106       7214     207600   SH       Sole     x
PATTERSON ENERGY INC.           COM              703414102       2176     220400   SH       Sole     x
PAUL-SON GAMING CORP            COM              703578104        253      28100   SH       Sole     x
PAXAR CORP.                     COM              704227107       2945     327256   SH       Sole     x
PAXSON COMMUNICATIONS           COM              704231109       1400     103700   SH       Sole     x
PAYCHEX, INC.                   COM              704326107     117097  3673631.5   SH       Sole     x
PAYLESS SHOESOURCE, INC.        COM              704379106       7442     139094   SH       Sole     x
PAYMENTECH, INC.                COM              704384106       4364     172000   SH       Sole     x
PCORDER.COM, INC.               CL A             70453H107        341       8200   SH       Sole     x
PEAPOD, INC.                    COM              704718105        504      63500   SH       Sole     x
PEC ISRAEL ECONOMIC             COM              705098101       4183     132800   SH       Sole     x
PEDIATRIX MEDICAL GROUP         COM              705324101       4522     212800   SH       Sole     x
PEEKSKILL FINANCIAL CORP.       COM              705385102        294      22200   SH       Sole     x
PEERLESS SYSTEMS                COM              705536100        548      52200   SH       Sole     x
PEGASYSTEMS INC.                COM              705573103       1954     190600   SH       Sole     x
PEGASUS COMMUNICATIONS          CL A             705904100       1621      41100   SH       Sole     x
PEGASUS SYSTEMS INC.            COM              705906105       1632      43600   SH       Sole     x
PENFORD CORP.                   COM              707051108       1102      67800   SH       Sole     x
PENN ENGINEERING & MFG. C       CL A             707389102        169       8300   SH       Sole     x
PENN ENGINEERING & MFG          COM NON VTG      707389300        619      27500   SH       Sole             x
PENN TRAFFIC CO.                COM              707832101          8      50900   SH       Sole     x
PENN VIRGINIA CORP.             COM              707882106        385      19500   SH       Sole     x
PENNCORP FINANCIAL GROUP        COM              708094107         71     141700   SH       Sole     x
J.C. PENNEY CO., INC.           COM              708160106     171982    3541459   SH       Sole     x
PENNFED FINANCIAL SVCS          COM              708167101        671      42600   SH       Sole     x
PENNSYLVANIA ENTERPRISES,       COM              708720107       3164     103100   SH       Sole     x
PENNSYLVANIA REIT               SH BEN INT       709102107       4093     195500   SH       Sole     x
PENNZENERGY CO.                 COM              70931Q109       4498     269514   SH       Sole     x
PENNZOIL-QUAKER STATE CO.       COM              709323109       8076     538423   SH       Sole     x
PENSKE MOTORSPORTS              COM              709598106       1916      38600   SH       Sole     x
PENTAIR, INC.                   COM              709631105      12351     269978   SH       Sole     x
PENTON MEDIA, INC. CL. A        COM              709668107       4041     166650   SH       Sole     x
PENWEST PHARMACEUTICALS         COM              709754105       1187     148349   SH       Sole     x
PEOPLES BANCSHARES INC.         COM              709795108        547      27000   SH       Sole     x
PEOPLES BANCTRUST CO. INC       COM              709796106         82       4800   SH       Sole     x
PEOPLES BANCORP, INC.           COM              709909105       2833     284182   SH       Sole     x
PEOPLES BANK BRIDGEPORT         COM              710198102       6094     200200   SH       Sole     x
PEOPLES BANK/CATAWBA NC         COM              710215104         51       2710   SH       Sole     x
PEOPLES ENERGY CORP.            COM              711030106      18897     501409   SH       Sole     x
PEOPLES HERITAGE FINL SV.       COM              711147108       4641     246716   SH       Sole     x
PEOPLES HOLDING CO.             COM              711148106        790      24300   SH       Sole     x
PEOPLESOFT, INC.                COM              712713106      63027    3653741   SH       Sole     x
PEP BOYS (MANNY, MOE & JA       COM              713278109      19555     904273   SH       Sole     x
PEPSI BOTTLING GROUP, INC       COM              713409100       9246     400900   SH       Sole     x
PEPSICO, INC.                   COM              713448108     847650   21910176   SH       Sole     x
PERCLOSE INC.                   COM              71361C107       3287      68400   SH       Sole     x
PEREGRINE SYSTEMS, INC.         COM              71366Q101       5158     200800   SH       Sole     x
PERFORMANCE FOOD GROUP          COM              713755106       1877      69050   SH       Sole     x
PERFUMANIA INC                  COM              713766103         25       8000   SH       Sole     x
PERICOM SEMICONDUCTOR CO        COM              713831105        114      10100   SH       Sole     x
PERINI CORP.                    COM              713839108        218      38400   SH       Sole     x
PERIPHONICS CORP.               COM              714005105        282      17200   SH       Sole     x
PEROT SYSTEMS CORP.             CL A             714265105       6210     210500   SH       Sole     x
PERRIGO CO.                     COM              714290103       3248     425910   SH       Sole     x
PERSONNEL GROUP OF AMER         COM              715338109       2210     221000   SH       Sole     x
PETCO ANIMAL SUPPLIES           COM              716016100       1353  85930.001   SH       Sole     x
PETROCORP, INC.                 COM              71645N101        569      92900   SH       Sole     x
PETROLEUM HELICOPTERS, IN       COM NON VTG      716604202        711      58000   SH       Sole             x
PETSMART INC.                   COM              716768106       7095     692150   SH       Sole     x
PHARMACYCLICS INC.              COM              716933106       1448      51700   SH       Sole     x
PHARMACIA & UPJOHN, INC.        COM              716941109     352490    6204443   SH       Sole     x
PFIZER, INC.                    COM              717081103    2120030   19316903   SH       Sole     x
PHARM. PRODUCT DEVEL.           COM              717124101       4608     168324   SH       Sole     x
PHARMACEUTICAL RESOURC          COM              717125108       1637     188488   SH       Sole     x
PHARMACOPEIA INC.               COM              71713B104        946      84100   SH       Sole     x
PHELPS DODGE CORP.              COM              717265102      47631     769014   SH       Sole     x
PHILADELPHIA CONS HLDG CO       COM              717528103       3695     150800   SH       Sole     x
PHILADELPHIA SUBURBAN           COM PAR $0.50    718009608       6190   268389.6   SH       Sole     x
PHILIP MORRIS COS., INC.        COM              718154107    1334808   33214501   SH       Sole     x
PHILLIPS INT'L REALTY CO.       COM              718333107       1303      77200   SH       Sole     x
PHILLIPS PETROLEUM CO.          COM              718507106     181489    3607226   SH       Sole     x
PHILLIPS-VAN HEUSEN CORP.       COM              718592108       2506     253793   SH       Sole     x
PHYSICIANS SPECIALTY            COM              718934102        470      49100   SH       Sole     x
PHOENIX INTERNATIONAL LTD       COM              719078107        569      89300   SH       Sole     x
PHOENIX INVESTMENT PARTN.       COM              719085102       2912     337600   SH       Sole     x
PHOENIX TECHNOLOGIES LTD.       COM              719153108       1698      94972   SH       Sole     x
PHONE.COM, INC.                 COM              71920Q100       1949      34800   SH       Sole     x
PHOTRONICS LABS INC.            COM              719405102       4589     187300   SH       Sole     x
PHYCOR, INC.                    COM              71940F100       4042     545775   SH       Sole     x
PICTURETEL INC                  COM NEW          720035302       2673     334100   SH       Sole     x
PIEDMONT NATURAL GAS, INC       COM              720186105       7346     236002   SH       Sole     x
PIER 1 IMPORTS INC.             COM              720279108       8729     775868   SH       Sole     x
PIERCING PAGODA, INC.           COM              720773100       1097      86900   SH       Sole     x
PILGRIM CAPITAL CORP.           COM              72142Y103       1139      58800   SH       Sole     x
PILGRIM'S PRIDE CORP.           CL B             721467108       3078     102600   SH       Sole     x
PILLOWTEX DESIGNS               COM              721501104        772      47311   SH       Sole     x
PINNACLE BANC  GRP INC          COM              723449104        924      29050   SH       Sole     x
PINNACLE GLOBAL GROUP INC       COM              723465100         44       8675   SH       Sole     x
PINNACLE HOLDINGS, INC.         COM              72346N101       1759      71800   SH       Sole     x
PINNACLE SYSTEMS INC.           COM              723481107       4006     119144   SH       Sole     x
PINNACLE WEST CAPITAL COR       COM              723484101      14616     363130   SH       Sole     x
PIONEER GROUP, INC.             COM              723684106       3786     219500   SH       Sole     x
PIONEER HI-BRED INTL INC.       COM              723686101     136965    3517556   SH       Sole     x
PIONEER NATURAL RESOURCES       COM              723787107       9214     837666   SH       Sole     x
PIONEER STD ELECTRONICS I       COM              723877106       3239     269875   SH       Sole     x
PITNEY BOWES, INC.              COM              724479100     260412    4053110   SH       Sole     x
PITT DES MOINES, INC.           COM              724508106       1613      25800   SH       Sole     x
PITTSBURGH & W.VA. RAILRO       SH BEN INT       724819107         26       3300   SH       Sole     x
PITTSTON BRINK'S GROUP          COM BRINKS GRP   725701106       7852     293550   SH       Sole     x
PITTSTON BAX GROUP              COM BAX GROUP    725701882       2605     274200   SH       Sole     x
PITTWAY CORP. CLASS A           CL A             725790208       6793     198700   SH       Sole     x
PIXAR INC.                      COM              725811103       4735     109800   SH       Sole     x
PJ AMERICA INC.                 COM              72585Q104       1297      61200   SH       Sole     x
PLACER DOME, INC.               COM              725906101      46259  3916140.4   SH       Sole     x
PLAINS RESOURCES                COM PAR $0.10    726540503       2974     156500   SH       Sole     x
PLANAR SYSTEMS                  COM              726900103        336      43300   SH       Sole     x
PLANET HOLLYWOOD INTL INC       CL A             727025108        120     175100   SH       Sole     x
PLANET POLYMER TECH             COM              727044109          8       5200   SH       Sole     x
PLANTRONICS, INC.               COM              727493108       8290     127300   SH       Sole     x
PLASMA-THERM, INC.              COM              727900102        250      91000   SH       Sole     x
PLAYERS INTERNATIONAL, IN       COM              727903106       1276     177500   SH       Sole     x
PLAYBOY ENTERPRISES CLA         CL A             728117201        537      22850   SH       Sole     x
PLAYBOY ENTERPRISES CL B        CL B             728117300       3431     129150   SH       Sole     x
PLAYCORE, INC.                  COM              72811G102        213      37011   SH       Sole     x
PLAY BY PLAY TOY & NOVEL        COM              72811K103        189      46100   SH       Sole     x
PLAYTEX PRODUCTS                COM              72813P100       4032     259100   SH       Sole     x
PLEXUS CORP.                    COM              729132100       3106     103100   SH       Sole     x
PLUMA, INC.                     COM              729272104          3      19000   SH       Sole     x
POGO PRODUCING CO.              COM              730448107       5863     314800   SH       Sole     x
POLARIS INDUSTRIES INC.         COM              731068102       8041     184850   SH       Sole     x
POLAROID CORP.                  COM              731095105      20741     750804   SH       Sole     x
POLICY MANAGEMENT SYSTEMS       COM              731108106       7544     251468   SH       Sole     x
POLO RALPH LAUREN               CL A             731572103       2062     108500   SH       Sole     x
POLYCOM, INC.                   COM              73172K104       5686     145800   SH       Sole     x
POLYMER GROUP INC.              COM              731745105       1794     152700   SH       Sole     x
POOL ENERGY SERVICE CO.         COM              732788104       2991     147267   SH       Sole     x
POPE & TALBOT, INC.             COM              732827100        948      78600   SH       Sole     x
POPULAR, INC.                   COM              733174106      13378     441344   SH       Sole     x
PORTAL SOFTWARE, INC.           COM              736126103       7887     170300   SH       Sole     x
POST PROPERTIES INC. REIT       COM              737464107      16235     395970   SH       Sole     x
POTLATCH CORP.                  COM              737628107      21432     487785   SH       Sole     x
POTOMAC ELECTRIC POWER CO       COM              737679100      10615     360610   SH       Sole     x
POWER INTEGRATIONS, INC.        COM              739276103       2991      40900   SH       Sole     x
POWERCERV CORP.                 COM              73931P105         43      15600   SH       Sole     x
POWERWAVE TECHNOLOGIES          COM              739363109       2035      63100   SH       Sole     x
POWERTEL INC.                   COM              73936C109       3803     127300   SH       Sole     x
PREMIER BANCSHARES, INC.        COM              739909109       2324     126900   SH       Sole     x
PRAXAIR INC                     COM              74005P104     105209    2149863   SH       Sole     x
PREPAID LEGAL SERVICES          COM              740065107       4451     163700   SH       Sole     x
PRECISION CASTPARTS CORP.       COM              740189105       6928     163020   SH       Sole     x
PRECISION RESPONSE CORP.        COM              740314109       1105     197500   SH       Sole     x
PRECISION SYSTEMS INC.          COM              740329107        102     109300   SH       Sole     x
PREMARK INTERNATIONAL, IN       COM              740459102      10604     282770   SH       Sole     x
PREMIER NATIONAL BANCORP        COM              74053F107       1985      99241   SH       Sole     x
PREMIER PARKS INC.              COM NEW          740540208      10029     272900   SH       Sole     x
PREMIER RESEARCH WRLDWDE        COM              740568100        248      38900   SH       Sole     x
PREMISYS COMMUNICATIONS         COM              740584107       1794     245400   SH       Sole     x
PREMIERE TECHNOLOGIES           COM              74058F102       3460     300900   SH       Sole     x
PRENTISS PROPERTIES REIT        SH BEN INT       740706106      12956     551300   SH       Sole     x
PRESIDENT CASINOS, INC.         COM NEW          740822309         46      26213   SH       Sole     x
PRESIDENTIAL LIFE CORP.         COM              740884101       3415     174000   SH       Sole     x
PRESSTEK INC.                   COM              741113104       1307     181100   SH       Sole     x
PREVIEW TRAVEL                  COM              74137R101       2279     103900   SH       Sole     x
PRICE COMMUNICATIONS CORP       COM NEW          741437305       1511     100700   SH       Sole     x
PRICE ENTERPRISES INC           COM NEW          741444202         91      12668   SH       Sole     x
T. ROWE PRICE                   COM              741477103      13969     364020   SH       Sole     x
PRICELINE.COM INC.              COM              741503106      40181     347700   SH       Sole     x
PRICESMART                      COM              741511109       1159      33100   SH       Sole     x
PRIME RETAIL, INC. REIT         COM              741570105       5788     666207   SH       Sole     x
PRIME RETAIL CVT PFD            PFD CONV SER B   741570303        258      16100   SH       Sole             x
PRIME BANCSHARES, INC.          COM              74157H108        794      44400   SH       Sole     x
PRIMEDIA  INC.                  COM              74157K101       7683     453600   SH       Sole     x
PRIMEENERGY CORP.               COM              74158E104         15       3000   SH       Sole     x
PRIME GROUP REALTY TRUST        SH BEN INT       74158J103       2913     169500   SH       Sole     x
PRIMEX TECHNOLOGIES, INC.       COM              741597108       2526     117140   SH       Sole     x
PRIMARK CORP.                   COM              741903108       5447     194100   SH       Sole     x
PRIME BANCORP INC               COM              741914105       2249      81424   SH       Sole     x
PRIME HOSPITALITY CO.           COM              741917108       4415     367900   SH       Sole     x
PRIMUS TELECOMM GROUP           COM              741929103       3583     159700   SH       Sole     x
PRIDE PETROLEUM SERVICES        COM              741932107       5072     480190   SH       Sole     x
PRINCETON VIDEO IMAGE           COM              742476104        143      31600   SH       Sole     x
PRISON REALTY TRUST,INC.        COM              74264N105      11088    1130035   SH       Sole     x
PRISM FINANIAL CORP.            COM              74264Q108        372      18200   SH       Sole     x
PRIORITY HEALTHCARE CL A        CL B             74264T102       2793    80967.5   SH       Sole     x
PRIORITY HEALTHCARE CORP        CL B             74264T102       2227    64550.5   SH       Sole     x
PROBUSINESS SERVICES, INC       COM              742674104       3261      90900   SH       Sole     x
PROCOM TECHNOLOGY INC.          COM              74270W107        602      73000   SH       Sole     x
PROCTER & GAMBLE CO.            COM              742718109    1765993   19787038   SH       Sole     x
PROCURENET, INC.                COM              742804107         28     186400   SH       Sole     x
PRODIGY COMMUNICATIONS          COM              74283P107       3708     143300   SH       Sole     x
PROFESSIONAL DETAILING          COM              74312N107        761      32400   SH       Sole     x
PROFILE TECHNOLOGIES, INC       COM              743164105        214      26700   SH       Sole     x
PROFIT RECOVERY GRP INTL        COM              743168106       7925     167500   SH       Sole     x
PROGRESS FINANCIAL CORP.        COM              743266108        501      34230   SH       Sole     x
PROGRESS SOFTWARE CORP.         COM              743312100       3808     134800   SH       Sole     x
PROGRESSIVE CORP. OF OHIO       COM              743315103     143188     987501   SH       Sole     x
PROJECT SOFTWARE & DEVEL        COM              74339P101       3025      96800   SH       Sole     x
PROLOGIS TRUST                  SH BEN INT       743410102      34294    1693509   SH       Sole     x
PROLONG INTERNATIONAL           COM              743411100          3       2500   SH       Sole     x
PROMUS HOTEL CORP. (NEW)        COM              74342P106       9726     313757   SH       Sole     x
PROTECTION ONE INC              COM              743663304       2294     426700   SH       Sole     x
PROTECTIVE LIFE CORP.           COM              743674103       7000     212110   SH       Sole     x
PROTEIN DESIGN LABS             COM              74369L103       4038     182000   SH       Sole     x
PROTOCOL SYSTEMS, INC.          COM              74371R106        405      46600   SH       Sole     x
PROVANT, INC.                   COM              743724106         78       5000   SH       Sole     x
PROVIDENT BANKSHARES CORP       COM              743859100       3780     162586   SH       Sole     x
PROVIDENT COMPANIES INC         COM              743862104      74705    1867636   SH       Sole     x
PROVIDENT FINANCIAL GROUP       COM              743866105       8328     190345   SH       Sole     x
PROVIDENT FINANCIAL HLDG.       COM              743868101        406      20300   SH       Sole     x
PROVINCE HEALTHCARE             COM              743977100       2488     127600   SH       Sole     x
PROVIDIAN FINANCIAL CORP        COM              74406A102     200192    2141093   SH       Sole     x
PROXICOM, INC.                  COM              744282104        627      24400   SH       Sole     x
PROXIM, INC.                    COM              744284100       4611      79500   SH       Sole     x
PROXYMED PHARMACY, INC.         COM              744290107       1022      64150   SH       Sole     x
PSYCHEMEDICS CORP.              COM              744375106        918     183556   SH       Sole     x
PSINET INC.                     COM              74437C101       5981     136700   SH       Sole     x
PUBL SERVICE CO. OF NEW M       COM              744499104       5067     254960   SH       Sole     x
PUBLIC SERVICE CO OF NC         COM              744516105       3367     115100   SH       Sole     x
PUBLIC SERVICE ENTERPRISE       COM              744573106     142095    3476338   SH       Sole     x
PUBLIC STORAGE, INC. REIT       COM              74460D109      40699    1453528   SH       Sole     x
PUBLICARD, INC.                 COM              744627100        528      51800   SH       Sole     x
PUDGIE'S CHICKEN, INC.          COM              744678103          0       7100   SH       Sole     x
PUERTO RICAN CEMENT CO.,        COM              745075101       1152      34700   SH       Sole     x
PUGET SOUND ENERGY INC.         COM              745332106       6022     250914   SH       Sole     x
PULASKI FINANCIAL CORP.         COM              745548107         85       7648   SH       Sole     x
PULITZER, INC.                  COM              745769109       3602      74181   SH       Sole     x
PULTE CORPORATION               COM              745867101      16476     714394   SH       Sole     x
PUMA TECHNOLOGY INC.            COM              745887109        100      19100   SH       Sole     x
QCF BANCORP, INC.               COM              746924109        104       3900   SH       Sole     x
QMS, INC.                       COM              74726G102        463      84100   SH       Sole     x
QRS CORPORATION                 COM              74726X105       6692      85800   SH       Sole     x
QLOGIC                          COM              747277101       8276      62700   SH       Sole     x
QAD, INC.                       COM              74727D108        337     110200   SH       Sole     x
QUADRAMED CORP.                 COM              74730W101        777      95600   SH       Sole     x
QUAKER CHEMICAL CORP.           COM              747316107        691      42500   SH       Sole     x
QUAKER CITY BANCORP INC.        COM              74731K106        487      29522   SH       Sole     x
QUAKER OATS CO.                 COM              747402105     131457    1980520   SH       Sole     x
QUALCOMM INC.                   COM              747525103      74281     517640   SH       Sole     x
QUALITY SYSTEMS INC.            COM              747582104        119      18700   SH       Sole     x
QUANEX CORP.                    COM              747620102       3095     108600   SH       Sole     x
QUANTA SERVICES, INC.           COM              74762E102       5346     121500   SH       Sole     x
QUANTUM CORP.                   COM              747906105      14320     593560   SH       Sole     x
Q MED INC.                      COM              747914109         34       9800   SH       Sole     x
QUEENS COUNTY BANCORP INC       COM              748242104       4773     147419   SH       Sole     x
QUEST DIAGNOSTICS, INC.         COM              74834L100       5221     190718   SH       Sole     x
QUESTAR CORP.                   COM              748356102       4739     247810   SH       Sole     x
QUIKSILVER, INC.                COM              74838C106       4109     157650   SH       Sole     x
QUINTEL COMMUNICATIONS          COM              748762101        128      85000   SH       Sole     x
QUINTILES TRANSNATIONAL         COM              748767100      17782     423372   SH       Sole     x
QUORUM HEALTH GROUP,INC.        COM              749084109       7258     577750   SH       Sole     x
QWEST COMMUNICATIONS            COM              749121109      62313    1884700   SH       Sole     x
R & B FALCON CORP.              COM              74912E101       7077     754870   SH       Sole     x
R & G FINANCIAL CORP            CL B             749136107        564      33200   SH       Sole     x
RCN CORPORATION                 COM              749361101       8658     208000   SH       Sole     x
RFS HOTEL INVESTORS REIT        COM              74955J108       4906     390500   SH       Sole     x
R.H. DONNELLY CORP.             COM NEW          74955W307       5046     257922   SH       Sole     x
R.L.I. CORP.                    COM              749607107       3120      80506   SH       Sole     x
RPC INC.                        COM              749660106       2069     236500   SH       Sole     x
RPM INC. (OHIO)                 COM              749685103       4591     323567   SH       Sole     x
RTI INTERNATIONAL METALS        COM              74973W107       1532     104300   SH       Sole     x
RWD TECHNOLOGIES, INC.          COM              74975B101        771      73900   SH       Sole     x
RF MICRO DEVICES, INC.          COM              749941100       7186      96300   SH       Sole     x
RACING CHAMPIONS CORP.          COM              750069106        361      50600   SH       Sole     x
RADIAN GROUP, INC.              COM              750236101      14244  291810.62   SH       Sole     x
RADIANT SYSTEMS INC.            COM              75025N102        741      52000   SH       Sole     x
RADIO ONE, INC.                 CL A             75040P108       1395      30000   SH       Sole     x
RAILTEX, INC.                   COM              750766107        785      56600   SH       Sole     x
RAINBOW RENTALS, INC.           COM              750857104         94       8200   SH       Sole     x
RAINBOW TECHNOLOGIES, INC       COM              750862104       1161      98300   SH       Sole     x
RAINFOREST CAFE, INC.           COM              75086K104        765     151150   SH       Sole     x
RAMBUS INC.                     COM              750917106       5660      61400   SH       Sole     x
RALCORP HLDGS                   COM              751028101       5214     324590   SH       Sole     x
RALSTON -  PURINA               COM RAL-PUR GP   751277302     145434    4778129   SH       Sole     x
RAMAPO FINANCIAL CORP.          COM              751366105          0          0   SH       Sole     x
RAMCO GERSHENSON PROP           COM SH BEN INT   751452202        949      58400   SH       Sole     x
RAMTRON INTERNATIONAL           COM              751907106         82     131800   SH       Sole     x
RANGER OIL LTD.                 COM              752805101        337      68190   SH       Sole     x
RARE HOSPITALITY INTL INC       COM              753820109       2400      94100   SH       Sole     x
RARE MEDIUM GROUP, INC.         COM              75382N109        888      71400   SH       Sole     x
RATIONAL SOFTWARE CORP.         COM NEW          75409P202      15722     477327   SH       Sole     x
RAYCHEM CORP.                   COM              754603108      39419    1065386   SH       Sole     x
RAYMOND JAMES FINANCIAL,        COM              754730109       7953     332249   SH       Sole     x
RAYONIER INC.                   COM              754907103       9220     185085   SH       Sole     x
RAYOVAC CORP                    COM              755081106       4501     198400   SH       Sole     x
RAYTEL MEDICAL CORP.            COM              755107109        454      98200   SH       Sole     x
RAYTHEON CO. CLASS A            CL A             755111309      58011     842262   SH       Sole     x
RAYTHEON CO. CLASS B            CL B             755111408     279120    3966184   SH       Sole     x
RAZORFISH INC.                  CL A             755236106       3365      90800   SH       Sole     x
READ RITE CORP.                 COM              755246105       2429     391600   SH       Sole     x
READER'S DIGEST ASSN. INC       CL A NON VTG     755267101      12772     321306   SH       Sole             x
READER'S DIGEST CL B            CL B             755267200         71       1900   SH       Sole     x
REALNETWORKS, INC               COM              75605L104      11461     166400   SH       Sole     x
REALTY INCOME CORP. REIT        COM              756109104       8973     377800   SH       Sole     x
RECKSON SERVICE INDS INC.       COM              75621J109        396      26196   SH       Sole     x
RECKSON ASSOC REALTY REIT       COM              75621K106      13816     587900   SH       Sole     x
RECKSON ASSOCIATES CL B         CL B             75621K304       3846   161089.6   SH       Sole     x
RECOVERY ENGINEERING, INC       COM              756269106       1598      94000   SH       Sole     x
RED ROOF INNS INC.              COM              757005103       1749      97500   SH       Sole     x
REDBACK NETWORKS INC.           COM              757209101       6328      50400   SH       Sole     x
REDHOOK ALE BREWERY INC.        COM              757473103        142      36900   SH       Sole     x
REDWOOD EMPIRE BANCORP          COM              757897103        232       9700   SH       Sole     x
REDWOOD TRUST INC.              COM              758075402       2055     124100   SH       Sole     x
REEBOK INTERNATIONAL LTD.       COM              758110100      17609     945429   SH       Sole     x
REGAL-BELOIT CORP.              COM              758750103       4553     192700   SH       Sole     x
REGENERON PHARMACEUTICAL        COM              75886F107       1113     142500   SH       Sole     x
REGIS CORP-NEW                  COM              758932107       4768     248511   SH       Sole     x
REGENCY REALTY CORP. REIT       COM              758939102      16006     729600   SH       Sole     x
REGIONS FINANCIAL CORP          COM              758940100     115934    3016181   SH       Sole     x
REHABILICARE, INC.              COM              758944102         23       6880   SH       Sole     x
REGENT ASSISTED LIVING          COM              758949101          6       1500   SH       Sole     x
REGISTRY MAGIC INC.             COM              75913K103         22       4900   SH       Sole     x
REHABCARE CORPORATION           COM              759148109       1449      78600   SH       Sole     x
REINSURANCE GROUP               COM              759351109       3952     112125   SH       Sole     x
RELIANCE BANCORP INC.           COM              759451107       2793     101100   SH       Sole     x
RELIANCE GROUP                  COM              759464100       3776     507700   SH       Sole     x
RELIANCE STEEL & ALUMINUM       COM              759509102       3674      94200   SH       Sole     x
RELIANT ENERGY, INC.            COM              75952J108     109518    3964465   SH       Sole     x
RELIASTAR FINANCIAL CORP        COM              75952U103      12073     275964   SH       Sole     x
REMEC INC.                      COM              759543101       1127      69900   SH       Sole     x
REMEDY CORP.                    COM              759548100       4623     172000   SH       Sole     x
REMINGTON OIL & GAS CORP        COM              759594302        157      32300   SH       Sole     x
RENEX CORP.                     COM              759683105        252      46300   SH       Sole     x
RENAISSANCE WORLDWIDE           COM              75968A109       1956     245400   SH       Sole     x
REPUBLIC BANK                   COM              759929102       1218      59400   SH       Sole     x
RENAL CARE GROUP, INC.          COM              759930100       9202     355650   SH       Sole     x
RENT-A-CENTER                   COM              76009N100       2969     123700   SH       Sole     x
RENT-WAY, INC.                  COM              76009U104       1441      58500   SH       Sole     x
RENTAL SERVICE CORP             COM              76009V102       3309     115600   SH       Sole     x
RENTRAK CORP.                   COM              760174102        425      84900   SH       Sole     x
REPUBLIC BANCORP                COM              760282103       2838     186860   SH       Sole     x
REPUBLIC BANKING CORP.          COM              760322107        597      31000   SH       Sole     x
REPUBLIC FIRST BANCORP          COM              760416107        200      25030   SH       Sole     x
REPUBLIC GROUP, INC.            COM              760473108       1087      60400   SH       Sole     x
REPUBLIC NEW YORK CORP.         COM              760719104      95816    1405183   SH       Sole     x
REPUBLIC SECURITY FINL          COM              760758102       3051     364316   SH       Sole     x
REPUBLIC SERVICES, INC.         COM              760759100      12056     487100   SH       Sole     x
RESEARCH FRONTIERS INC.         COM              760911107        684      70600   SH       Sole     x
RES-CARE INC                    COM              760943100       2518     110700   SH       Sole     x
RESTORATION HARDWARE            COM              760981100        362      27100   SH       Sole     x
RESEARCH PARTNERS INT'L         COM              761013101         37       9300   SH       Sole     x
RESMED INC.                     COM              761152107       2097      63200   SH       Sole     x
RESORTQUEST INTERNATIONAL       COM              761183102        431      52200   SH       Sole     x
RESOURCE AMERICA                CL A             761195205       1109      76500   SH       Sole     x
RESOURCE ASSET INVESTMENT       COM              761196104        196      15500   SH       Sole     x
RESOURCE BANCSHARES MTG.        COM              761197102       1003      97900   SH       Sole     x
RESPIRONICS, INC.               COM              761230101       3049     201557   SH       Sole     x
RESPONSE ONCOLOGY, INC          COM PAR $0.01    761232305        500     170103   SH       Sole     x
RESPONSE USA                    COM NEW          761235506         62      33400   SH       Sole     x
REVLON, INC. CLASS A            CL A             761525500       3697     122200   SH       Sole     x
REXALL SUNDOWN, INC.            COM              761648104       3410     279800   SH       Sole     x
REYNOLDS & REYNOLDS CL A        CL A             761695105       5878     252160   SH       Sole     x
REYNOLDS METALS CO.             COM              761763101      50633     858191   SH       Sole     x
R.J. REYNOLDS TOBACCO           COM              76182K105      29604  939812.33   SH       Sole     x
RHYTHMS NETCONNECTIONS          COM              762430205       9614     164700   SH       Sole     x
RICHFOOD HOLDINGS, INC.         COM              763408101       6816     386700   SH       Sole     x
RICHMOND COUNTY FINL CORP       COM              764556106       1866      96950   SH       Sole     x
RIGGS NATIONAL CORP.            COM              766570105       4228     205600   SH       Sole     x
RIGHT MANAGEMENT                COM              766573109       1429      92200   SH       Sole     x
THE RIGHT START, INC.           COM NEW          766574206         39       5100   SH       Sole     x
RIGHTCHOICE MANAGED CARE        CL A             76657K101        486      42500   SH       Sole     x
RIMAGE CORP.                    COM              766721104        204      13600   SH       Sole     x
RISK CAPITAL HOLDINGS INC       COM              767711104        728      53900   SH       Sole     x
RITE AID CORP.                  COM              767754104      85126    3456902   SH       Sole     x
RIVIANA FOODS INC.              COM              769536103        724      38600   SH       Sole     x
ROADWAY EXPRESS INC.            COM              769742107       3496     180458   SH       Sole     x
ROBBINS & MYERS, INC.           COM              770196103       1158      51878   SH       Sole     x
ROBERT HALF INTERNATIONAL       COM              770323103       9177     352960   SH       Sole     x
ROBERTS PHARMACEUTICALS         COM              770491108       6249     257700   SH       Sole     x
ROCHESTER GAS & ELECTRIC        COM              771367109       7244     272700   SH       Sole     x
ROCHESTER MEDICAL CORP.         COM              771497104        573      57250   SH       Sole     x
ROCK-TENN CO.                   CL A             772739207       2079     124610   SH       Sole     x
ROCKWELL INTERNATIONAL CO       COM              773903109     154037    2535584   SH       Sole     x
ROCKY MOUNTAIN CHOC FACT        COM PAR $0.03    774678403        117      19500   SH       Sole     x
ROCKY MOUNTAIN INTERNET         COM              774720106        529      44100   SH       Sole     x
ROGERS CORP.                    COM              775133101       2611      88500   SH       Sole     x
ROHM & HAAS CO                  COM              775371107     127193    2966596   SH       Sole     x
ROHN INDUSTRIES INC.            COM              775381106        134      97400   SH       Sole     x
ROLLINS, INC.                   COM              775711104       3605     226190   SH       Sole     x
ROLLINS TRUCK LEASING           COM              775741101       4404     395824   SH       Sole     x
ROMAC INTERNATIONAL INC.        COM              775835101       3139     353693   SH       Sole     x
ROPER INDS INC NEW              COM              776696106       7286     227700   SH       Sole     x
ROSLYN BANCORP INC.             COM              778162107       5081     295626   SH       Sole     x
ROSS STORES, INC.               COM              778296103      13985     277620   SH       Sole     x
ROSS TECHNOLOGY INC.            COM              778304105          1     138800   SH       Sole     x
THE ROTTLUND CO.                COM              779077106        233      50300   SH       Sole     x
ROUGE INDUSTRIES INC            CL A             779088103        332      34500   SH       Sole     x
ROUSE CO. REIT                  COM              779273101      19624     773350   SH       Sole     x
ROWAN COS., INC.                COM              779382100      23706    1285758   SH       Sole     x
ROYAL APPLIANCE MANUFACTU       COM              780076105       2328     335600   SH       Sole     x
ROYAL DUTCH PETRO ADR           NY REG GLD1.25   780257804    1562569   25934749   SH       Sole     x
ROYAL GOLD INC                  COM              780287108         87      19000   SH       Sole     x
ROYAL PRECISION INC             COM              780921102         20       7800   SH       Sole     x
RUBY TUESDAY                    COM              781182100       5073     266998   SH       Sole     x
RUDDICK CORP.                   COM              781258108       5042     252110   SH       Sole     x
RURAL/METRO CORP.               COM              781748108        273      28400   SH       Sole     x
RUSH ENTERPRISES INC.           COM              781846100        821      50900   SH       Sole     x
RUSS BERRIE, INC.               COM              782233100       2836     114600   SH       Sole     x
RUSSELL CORP.                   COM              782352108      11191     573897   SH       Sole     x
RYAN'S FAMILY STEAK HOUSE       COM              783519101       4299     369815   SH       Sole     x
RYDER SYSTEM, INC.              COM              783549108      30369    1168036   SH       Sole     x
RYERSON TULL, INC.              COM              78375P107       3540     156881   SH       Sole     x
RYLAND GROUP, INC.              COM              783764103       4489     151200   SH       Sole     x
S&K FAMOUS BRANDS INC           COM              783774102        517      54200   SH       Sole     x
S & T BANCORP INC               COM              783859101       3755     148700   SH       Sole     x
SBC COMMUNICATIONS              COM              78387G103    1704461   29387252   SH       Sole     x
SCB COMPUTER TECHNOLOGY         COM              78388N107         65      12400   SH       Sole     x
SCC COMMUNICATIONS CORP.        COM              78388X105         98      22400   SH       Sole     x
SCI SYSTEMS, INC.               COM              783890106      17459     367560   SH       Sole     x
SCM MICROSYSTEMS INC            COM              784018103       3833      82655   SH       Sole     x
SCP POOL CORP.                  COM              784028102        541      20900   SH       Sole     x
SCPIE HOLDINGS INC.             COM              78402P104       1491      45700   SH       Sole     x
SDL INC.                        COM              784076101       4831      94600   SH       Sole     x
SEEC INC.                       COM              784110108        219      51500   SH       Sole     x
SEI INVESTMENT COMPANY          COM              784117103       6036      68400   SH       Sole     x
SEMCO ENERGY INC                COM              78412D109        488      31585   SH       Sole     x
SFX ENTERTMNT. INC. CL A        CL A             784178105       7169     107708   SH       Sole     x
SJNB FINANCIAL CORP.            COM              784273104        236       7800   SH       Sole     x
SJW CORP.                       COM              784305104       1616      20300   SH       Sole     x
SL GREEN REALTY CORP            COM              78440X101       6603     323100   SH       Sole     x
SLM HOLDING CORP                COM              78442A109     109869    2398236   SH       Sole     x
SLI, INC.                       COM              78442T108       5837     216175   SH       Sole     x
SM&A CORPORATION                COM              784432106        344      45100   SH       Sole     x
SMC CORP.                       COM              784460107        122      23800   SH       Sole     x
SPS TECHNOLOGIES, INC.          COM              784626103       4020     107200   SH       Sole     x
SPSS, INC.                      COM              78462K102       1387      54000   SH       Sole     x
SOS STAFFING SERVICES           COM              78462X104        240      45800   SH       Sole     x
SPX CORP.                       COM              784635104      16140     193289   SH       Sole     x
S3 INC.                         COM              784849101       4251     467500   SH       Sole     x
SVI HOLDINGS, INC.              COM              784872103        457      38100   SH       Sole     x
SPR, INC.                       COM              784922106        394      74200   SH       Sole     x
S.Y. BANCORP INC.               COM              785060104        465      18600   SH       Sole     x
SABRATEK CORP.                  COM              78571U108       2750     125700   SH       Sole     x
SABRE GROUP HOLDINGS INC.       CL A             785905100      11193     162800   SH       Sole     x
SAFECO                          COM              786429100      83047    1882082   SH       Sole     x
SAFEGUARD HEALTH ENT., IN       COM              786444109        223      49600   SH       Sole     x
SAFEGUARD SCIENTIFICS, IN       COM              786449108       7130     115000   SH       Sole     x
SAFESKIN CORP.                  COM              786454108       4367     363900   SH       Sole     x
SAFETY FIRST INC                COM              786475103        158      26900   SH       Sole     x
SAFETY-KLEEN CORP               COM NEW          78648R203       4269     235538   SH       Sole     x
SAFEWAY, INC.                   COM NEW          786514208     369840    7471523   SH       Sole     x
SAGA COMMUNICATIONS, INC.       CL A             786598102        493      26475   SH       Sole     x
SAGA SYSTEMS, INC.              COM              786610105       2440     191400   SH       Sole     x
SAGENT TECHNOLOGY, INC.         COM              786693101        872     101100   SH       Sole     x
ST. FRANCIS CAPITAL CORP.       COM              789374105       1595      74200   SH       Sole     x
THE ST. JOE COMPANY             COM              790148100       7849     290697   SH       Sole     x
ST. JOHN KNITS, INC.            COM              790289102       4858     166100   SH       Sole     x
ST. JUDE MEDICAL, INC.          COM              790849103      42632    1196700   SH       Sole     x
ST MARY LAND & EXPLORATIO       COM              792228108       1765      85840   SH       Sole     x
ST PAUL BANCORP, INC.           COM              792848103       7899     309764   SH       Sole     x
ST. PAUL COMPANIES, INC.        COM              792860108      97116    3052772   SH       Sole     x
SAKS, INC.                      COM              79377W108      14878     515243   SH       Sole     x
SALESLOGIX CORP.                COM              79466P105        263      17700   SH       Sole     x
SALIENT 3 COMMUNICATIONS        CL A             794721100        531      65400   SH       Sole     x
SALTON, INC.                    COM              795757103        635      12700   SH       Sole     x
SAMES CORP.                     COM              79587E104        371      18650   SH       Sole     x
SAMSONITE CORP.                 COM              79604V105        409      81844   SH       Sole     x
SANCHEZ COMPUTER ASSOC.         COM              799702105       5671     163782   SH       Sole     x
SANDERSON FARMS, INC.           COM              800013104        799      56050   SH       Sole     x
SANDISK CORP.                   COM              80004C101       6665     148100   SH       Sole     x
SANDY SPRING BANCORP, INC       COM              800363103        347      12500   SH       Sole     x
SANMINA CORP.                   COM              800907107      16698     220079   SH       Sole     x
SANGSTAT MEDICAL CORP.          COM              801003104       1584      91800   SH       Sole     x
SANTA BARBARA RESTAURANT        COM              801378100          6       2300   SH       Sole     x
SANTA CRUZ OPERATION INC        COM              801833104        165      25200   SH       Sole     x
SANTA FE SNYDER CORP            COM              80218K105       5346     701065   SH       Sole     x
SAPIENT CORP.                   COM              803062108       5011      88500   SH       Sole     x
SARA LEE CORP.                  COM              803111103     300918   13263611   SH       Sole     x
SATCON TECHNOLOGY CORP.         COM              803893106        608      78500   SH       Sole     x
SAUER INC.                      COM              804137107       1506     140100   SH       Sole     x
SAUL CENTERS, INC. REIT         COM              804395101       2553     154700   SH       Sole     x
SAWTEK INC.                     COM              805468105       5326     116100   SH       Sole     x
SBARRO, INC.                    COM              805844107       4710     174030   SH       Sole     x
SCANA CORP.                     COM              805898103       7303     312440   SH       Sole     x
SCHEID VINEYARDS, INC.          CL A             806403101         17       3300   SH       Sole     x
HENRY SCHEIN INC.               COM              806407102       7152     225714   SH       Sole     x
SCHEIN PHARMACEUTICAL           COM              806416103       1329     110200   SH       Sole     x
SCHERER HEALTH                  COM              806530101         10       3200   SH       Sole     x
SCHERING-PLOUGH CORP.           COM              806605101    1159346   21874452   SH       Sole     x
SCHICK TECHNOLOGIES             COM              806683108        123      40000   SH       Sole     x
SCHLUMBERGER LTD.               COM              806857108     465384    7307309   SH       Sole     x
SCHNITZER STEELINDUSTRIES       CL A             806882106        420      18700   SH       Sole     x
SCHOLASTIC CORP.                COM              807066105       5492     108480   SH       Sole     x
SCHOOL SPECIALTY, INC.          COM              807863105       2182  135819.74   SH       Sole     x
SCHULER HOMES INC               COM              808188106        430      66100   SH       Sole     x
SCHULMAN, A., INC.              COM              808194104       4268     248325   SH       Sole     x
CHARLES SCHWAB CORP.            COM              808513105     668673    6085761   SH       Sole     x
SCHWEITZER-MAUDUIT INT'L        COM              808541106       1990     132687   SH       Sole     x
SCICLONE PARM                   COM              80862K104        115      91900   SH       Sole     x
SCIENT CORP.                    COM              80864H109       3905      82100   SH       Sole     x
SCIENTIFIC-ATLANTA, INC.        COM              808655104      35856     996013   SH       Sole     x
SCIENTIFIC GAMES HOLDINGS       COM              808747109       2880     147700   SH       Sole     x
SCIOS, INC.                     COM              808905103        640     196868   SH       Sole     x
SCOPE INDUSTRIES                COM              809163108        550       8400   SH       Sole     x
THE SCORE BOARD, INC.           COM NEW          809173206          0      16500   SH       Sole     x
SCOTSMAN IND., INC.             COM              809340102       2079      96400   SH       Sole     x
SCOTT TECHNOLOGIES, INC.        COM              810022301       3065     159200   SH       Sole     x
SCOTTS CO.                      CL A             810186106       6406     134500   SH       Sole     x
E.W SCRIPPS CO                  CL A             811054204       9645     202780   SH       Sole     x
SEABOARD CORP.                  COM              811543107         78        230   SH       Sole     x
SEACOAST BANKING CORP.CLA       CL A             811707108        692      22700   SH       Sole     x
SEACOAST FINL SERV. CORP.       COM              81170Q106        512      44970   SH       Sole     x
SEAGATE TECHNOLOGY              COM              811804103      86457    3373921   SH       Sole     x
THE SEAGRAM CO. LTD.            COM              811850106     261091    5182942   SH       Sole     x
SEACOR SMIT INC.                COM              811904101       5066      94700   SH       Sole     x
SEALED AIR CORP                 COM              81211K100      80295    1237694   SH       Sole     x
SEALED AIR CORP CVT PFD         PFD CV A $2      81211K209       2327      37228   SH       Sole             x
SEAMED CORP.                    COM              81218Q100        770      65500   SH       Sole     x
SEARS, ROEBUCK & CO.            COM              812387108     241886    5428018   SH       Sole     x
SEATTLE FILMWORKS, INC          COM              812572105        325     106275   SH       Sole     x
SECOND BANCORP, INC.            COM              813114105        527      18000   SH       Sole     x
SECURE COMPUTING CORP.          COM              813705100        249     102000   SH       Sole     x
SECURITY CAPITAL GROUP B        CL B             81413P204       3559     244400   SH       Sole     x
SECURITY DYNAMICS TECH          COM              814208104       6060     285160   SH       Sole     x
SECURITY FIRST TECHNOLOGY       COM              814279105       7608  168598.17   SH       Sole     x
SEGUE SOFTWARE, INC.            COM              815807102        215      29600   SH       Sole     x
SEITEL, INC.                    COM NEW          816074306       4146     256100   SH       Sole     x
SELECT COMFORT CORP             COM              81616X103        451      50500   SH       Sole     x
SELECTIVE INSURANCE GROUP       COM              816300107       3717     195000   SH       Sole     x
SEMTECH CORP.                   COM              816850101       4527      86851   SH       Sole     x
SEMPRA ENERGY                   COM              816851109      72148    3188873   SH       Sole     x
SENSORMATIC ELECTRONICS C       COM              817265101       6764     485279   SH       Sole     x
SENSORY SCIENCE CORP.           COM              81726X100        351      98600   SH       Sole     x
SEPRACOR INC                    COM              817315104       9881     121610   SH       Sole     x
SEQUA CORP.                     CL A             817320104       4824      68910   SH       Sole     x
SEQUENT COMPUTER SYSTEMS,       COM              817338106       5465     307880   SH       Sole     x
SERACARE, INC.                  COM              817473101         55      11000   SH       Sole     x
SERENA SOFTWARE, INC.           COM              817492101        341      25400   SH       Sole     x
SEROLOGICALS CORP.              COM              817523103       1182     145450   SH       Sole     x
SERVICE CORP. INT'L.            COM              817565104      70269    3650331   SH       Sole     x
SERVICE EXPERTS INC.            COM              817567100       2597     118400   SH       Sole     x
SERVICE MERCHANDISE CO.,        COM              817587108        210     560349   SH       Sole     x
SERVICEMASTER CO.               COM              81760N109      16308     869750   SH       Sole     x
7-ELEVEN INC.                   COM              817826100       2997    1350600   SH       Sole     x
7TH LEVEL INC.                  COM              817916109        125      27400   SH       Sole     x
SEVEN SEAS PETROLEUM            COM              817917107        274      99800   SH       Sole     x
SHARED MEDICAL SYSTEMS CO       COM              819486101      23091     353881   SH       Sole     x
SHARPER IMAGE CORP              COM              820013100        130      15300   SH       Sole     x
SHAW INDUSTRIES, INC.           COM              820286102       8751     530350   SH       Sole     x
SHERWIN-WILLIAMS CO.            COM              824348106      63082    2273210   SH       Sole     x
SHOE CARNIVAL                   COM              824889109       1046      61550   SH       Sole     x
SHOE PAVILION, INC.             COM              824894109         48      10600   SH       Sole     x
SHOPKO STORES, INC.             COM              824911101       7330     202200   SH       Sole     x
SHOLODGE, INC.                  COM              825034101        199      39333   SH       Sole     x
SHONEY'S, INC.                  COM              825039100       1088     497501   SH       Sole     x
SHOREWOOD PACKAGING CORP.       COM              825229107       6046     327900   SH       Sole     x
SHOWPOWER, INC.                 COM              825396104         12       3000   SH       Sole     x
SHUFFLE MASTER, INC.            COM              825549108        579      69150   SH       Sole     x
SHURGARD STRAGE REIT CL A       COM              82567D104      10836     399500   SH       Sole     x
SICOR, INC.                     COM              825846108       3001     706081   SH       Sole     x
SIEBEL SYSTEMS INC.             COM              826170102      23283     350786   SH       Sole     x
SIERRA HEALTH SERVICES          COM              826322109       2794     193503   SH       Sole     x
SIERRA PACIFIC RESOURCES        COM              826425100       8432     231800   SH       Sole     x
SIERRAWEST BANCORP              COM              826527103        620      20200   SH       Sole     x
SIGMA ALDRICH CORP.             COM              826552101      48452    1406969   SH       Sole     x
SIGNAL TECHNOLOGY CORP.         COM              826675100        272      49500   SH       Sole     x
SIG CORP INC.                   COM              826912107       4077     142730   SH       Sole     x
SILGAN HOLDINGS INC.            COM              827048109       1654      83200   SH       Sole     x
SILICON GRAPHICS, INC.          COM              827056102      42897    2619654   SH       Sole     x
SILICON VALLEY BANCSHARES       COM              827064106       4992     201700   SH       Sole     x
SILICON VALLEY GROUP, INC       COM              827066101       4227     251400   SH       Sole     x
SILICONIX INC.                  COM NEW          827079203       1856      54200   SH       Sole     x
SILKNET SOFTWARE, INC.          COM              827094103        304       7500   SH       Sole     x
SIMMONS FIRST NATIONAL          CL A $5 PAR      828730200       2254      70150   SH       Sole     x
SIMON PROPERTY GROUP, INC       COM              828806109      51017    2010534   SH       Sole     x
SIMPSON INDUSTRIES, INC.        COM              829060102       1271     124000   SH       Sole     x
SIMPSON MANUFACTURING           COM              829073105       1933      40700   SH       Sole     x
SIMULA INC.                     COM              829206101        339      52200   SH       Sole     x
SINCLAIR BROADCAST GROUP        CL A             829226109       3087     188500   SH       Sole     x
SIRCO INTERNATIONAL CORP.       COM              829639103        131      74600   SH       Sole     x
THE SIRENA APPAREL GROUP        COM              82966Q102          5       2500   SH       Sole     x
SITEL CORP.                     COM              82980K107       1666     567300   SH       Sole     x
SIPEX CORP.                     COM              829909100       2593     126500   SH       Sole     x
SIZZLER PROPERTY INVESTOR       COM              830137105        606      69300   SH       Sole     x
SIZZLER INTERNATIONAL           COM              830139101        832     369575   SH       Sole     x
SKANEATELES BANCORP             COM              830506101        635      24423   SH       Sole     x
SKYEPHARMA PLC ADR              SPONSORED ADR    830808101         81  10589.667   SH       Sole     x
SKY FINANCIAL GROUP INC.        COM              83080P103       7361     270120   SH       Sole     x
SKYLINE CORP.                   COM              830830105       2383      81300   SH       Sole     x
SKYWEST, INC.                   COM              830879102       4010     160800   SH       Sole     x
SKYTEL COMMUNICATIONS,INC       COM              83087Q104       8337     398200   SH       Sole     x
SMART MODULAR TECHNOLGIES       COM              831690102       4427     254800   SH       Sole     x
SMARTALK TELESERVICES INC       COM              83169A100          0       3000   SH       Sole     x
SMITH (A.O.) CORPORATION        COM              831865209       5124     183000   SH       Sole     x
SMITH INTERNATIONAL, INC.       COM              832110100       9188     211530   SH       Sole     x
CHARLES E. SMITH RES REIT       COM              832197107       9073     267340   SH       Sole     x
SMITHFIELD FOOD, INC.           COM              832248108      10713     320400   SH       Sole     x
J. M. SMUCKER CO.               CL A             832696108       4228     190020   SH       Sole     x
J.M.SMUCKER CL B                CL B             832696207         89       4700   SH       Sole     x
SMURFIT-STONE CONTAINER         COM              832727101      15482     752912   SH       Sole     x
SNYDER COMMUNICATIONS INC       COM              832914105       9367     286029   SH       Sole     x
SNAP-ON INC.                    COM              833034101      31137     860436   SH       Sole     x
SOCRATES TECHNOLOGIES           COM              833719107        114     107100   SH       Sole     x
SODEXHO MARRIOTT SVCS WI        COM              833793102       4314     224846   SH       Sole     x
SOFTWARE SPECTRUM               COM              833960107       1203      74000   SH       Sole     x
SOFTWARE PUBLISHING CORP        COM NEW          833979206         25      10109   SH       Sole     x
SOFTWARE.COM, INC.              COM              83402P104       1380      59500   SH       Sole     x
SOLA INTERNATIONAL              COM              834092108       4027     207200   SH       Sole     x
SOLECTRON CORP.                 COM              834182107     251755    3775145   SH       Sole     x
SOLUTIA, INC.                   COM              834376105      23470    1101253   SH       Sole     x
SOLV-EX CORP.                   COM              834382103          6      32466   SH       Sole     x
SOMERSET GROUP, INC.            COM              834706103        103       5156   SH       Sole     x
SONAT, INC.                     COM              835415100      48356    1459810   SH       Sole     x
SONIC CORP                      COM              835451105       4118     126225   SH       Sole     x
SONIC AUTOMOTIVE INC.           CL A             83545G102        897      65200   SH       Sole     x
SONOCO PRODUCTS                 COM              835495102       9018     301219   SH       Sole     x
SONOSITE, INC.                  COM              83568G104       1018      59858   SH       Sole     x
SONUS PHARMACEUTICALS INC       COM              835692104        295      56800   SH       Sole     x
SOTHEBY'S HOLDINGS CLASS        CL A             835898107       7641     200430   SH       Sole     x
SOURCE INFORMATION MGMT         COM NEW          836151209       1278      94700   SH       Sole     x
SOURCE MEDIA, INC.              COM NEW          836153304       1374      80800   SH       Sole     x
SOUTH JERSEY INDUSTRIES,        COM              838518108       1940      68520   SH       Sole     x
SOUTHDOWN, INC.                 COM              841297104       7380     114864   SH       Sole     x
SOUTHERN CO.                    COM              842587107     258502    9754801   SH       Sole     x
SOUTHERN ENERGY HOMES           COM              842814105         97      18300   SH       Sole     x
SOUTHERN FIN'L BANCORP          COM              842870107        348      17100   SH       Sole     x
SOUTHERN PERU COPPER CORP       COM              843611104       1786     123700   SH       Sole     x
SOUTHERN UNION CO.              COM              844030106       3748     172343   SH       Sole     x
SOUTHTRUST CORP.                COM              844730101      85616    2231028   SH       Sole     x
SOUTHWEST AIRLINES CO.          COM              844741108     142776    4587176   SH       Sole     x
SOUTHWEST BANCORP, INC.         COM              844767103        194       8600   SH       Sole     x
SOUTHWEST BANCORP OF TX         COM              84476R109       3632     201800   SH       Sole     x
SOUTHWEST GAS CORP.             COM              844895102       6624     231400   SH       Sole     x
SOUTHWEST SECURITIES, INC       COM              845224104       3229      45000   SH       Sole     x
SOUTHWESTERN ENERGY CO.         COM              845467109       3114     294800   SH       Sole     x
SOVEREIGN BANCORP, INC.         COM              845905108       7353     606432   SH       Sole     x
SOVRAN SELF STORAGE REIT        COM              84610H108       5743     213200   SH       Sole     x
SPACELABS MEDICAL, INC.         COM              846247104        931      49339   SH       Sole     x
SPARTAN MOTORS, INC.            COM              846819100       1221     212400   SH       Sole     x
SPARTECH CORP.                  COM NEW          847220209       4307     136200   SH       Sole     x
SPECIALTY CHEM RESOURCES,       COM NEW          847487204         18      29400   SH       Sole     x
SPECIALTY EQUIPMENT COS.        COM NEW          847497203       2172      73800   SH       Sole     x
SPECTRALINK CORP.               COM              847580107         58      11000   SH       Sole     x
SPECTRAN CORP                   COM              847598109        429      38100   SH       Sole     x
SPECTRIAN CORP.                 COM              847608106        690      47600   SH       Sole     x
SPECTRANETICS                   COM              84760C107        334     118600   SH       Sole     x
SPECTRX, INC.                   COM              847635109         39       5074   SH       Sole     x
SPEEDFAM-IPEC, INC.             COM              847705100       3118     194145   SH       Sole     x
SPEEDUS.COM, INC.               COM              847723103       1169     198900   SH       Sole     x
SPEEDWAY MOTORSPORTS INC.       COM              847788106       4419     112400   SH       Sole     x
SPIEGEL, INC.                   CL A             848457107       3424     385800   SH       Sole     x
SPIEKER PROPERTIES REIT         COM              848497103      27310     702500   SH       Sole     x
SPORTSLINE USA                  COM              848934105       3896     108600   SH       Sole     x
THE SPORTS AUTHORITY INC        COM              849176102        880     198210   SH       Sole     x
SPRINGS INDUSTRIES, INC.        CL A             851783100      11758     269518   SH       Sole     x
SPRINT CORP.                    COM FON GROUP    852061100     637125   12063913   SH       Sole     x
SPRINT CORP. PCS                PCS COM SER 1    852061506     340767    5965278   SH       Sole     x
SPYGLASS, INC.                  COM              852192103       2870     142600   SH       Sole     x
SS&C TECHNOLOGIES               COM              85227Q100        390      51200   SH       Sole     x
STAC SOFTWARE, INC.             COM NEW          852323203        504      90624   SH       Sole     x
STAFF LEASING INC.              COM              852381102       1362     105800   SH       Sole     x
STAFFMARK INC.                  COM              852389105       1295     129100   SH       Sole     x
STAGE STORES                    COM              85254C107        667     102600   SH       Sole     x
STANCORP FINANCIAL GROUP        COM              852891100       4002     133400   SH       Sole     x
STANDARD COMMERCIAL TOBAC       COM              853258101        414      70534   SH       Sole     x
STD MICROSYSTEM                 COM              853626109        713      94300   SH       Sole     x
STANDARD MOTOR PRODUCTS,        COM              853666105       2195      89600   SH       Sole     x
STANDARD PACIFIC CORP           COM              85375C101       3176     245500   SH       Sole     x
STANDARD PRODUCTS CO.           COM              853836104       5163     201475   SH       Sole     x
THE STANDARD REGISTER CO.       COM              853887107       6818     221734   SH       Sole     x
STANDEX INTERNATIONAL COR       COM              854231107       2784     101700   SH       Sole     x
STANFORD TELECOMM               COM              854402104        287       9700   SH       Sole     x
THE STANLEY WORKS               COM              854616109      37840    1175610   SH       Sole     x
STAR TELECOMMUNICATIONS         COM              854923109       2265     289915   SH       Sole     x
STAPLES, INC.                   COM              855030102     214489    6932994   SH       Sole     x
STAR BUFFET INC.                COM              855086104         39       7600   SH       Sole     x
STARBUCKS CORP.                 COM              855244109      23869     635460   SH       Sole     x
STARMEDIA NETWORK, INC.         COM              855546107        160       2500   SH       Sole     x
STARMET CORP.                   COM              855547105         13       3200   SH       Sole     x
L. S. STARRETT CO. CL. A        CL A             855668109       2282      84900   SH       Sole     x
L. S. STARRETT CO. CL. B        CL B             855668208         11        400   SH       Sole     x
STARTER CORP.                   COM              855684106        294     235200   SH       Sole     x
STARWOOD FINANCIAL TRUST        CL A SH BEN IN   85568W104       7476     120580   SH       Sole     x
STARTEC GLOBAL COMM.            COM              85569E103        424      35000   SH       Sole     x
STATE AUTO FINL CORP            COM              855707105        979      72500   SH       Sole     x
STARWOOD HOTELS & RESORTS       PAIRED CTF       85590A203      15730  514679.01   SH       Sole     x
STATE FINL SVCS. CORP A         CL A             856855101        858      56269   SH       Sole     x
STATE STREET CORP.              COM              857477103     187191    2192578   SH       Sole     x
STATEN ISLAND BANCORP           COM              857550107       4693     260700   SH       Sole     x
STATION CASINOS, INC.           COM              857689103       4817     236400   SH       Sole     x
STEEL DYNAMICS INC.             COM              858119100       4067     262900   SH       Sole     x
STEEL TECHNOLOGIES, INC.        COM              858147101        155      16400   SH       Sole     x
STEELCASE INC.                  CL A             858155203        734      36700   SH       Sole     x
STEIN MART, INC.                COM              858375108       2605     277900   SH       Sole     x
STEINWAY MUSICAL INST.          COM ORD          858495104       1277      48200   SH       Sole     x
STEPAN CO.                      COM              858586100        505      19900   SH       Sole     x
STEPHAN CO                      COM              858603103        315      75250   SH       Sole     x
STERLING BANCSHARES INC.        COM              858907108       2553     190900   SH       Sole     x
STERICYCLE, INC.                COM              858912108       1425     105100   SH       Sole     x
STERILE RECOVERIES, INC.        COM              859151102        247      21200   SH       Sole     x
STERIS CORP.                    COM              859152100       9830     507372   SH       Sole     x
STERLING BANCORP                COM              859158107        973      51200   SH       Sole     x
STERIGENICS INTL INC.           COM              85915R105        443      16800   SH       Sole     x
STERLING COMMERCE, INC.         COM              859205106      13120     359464   SH       Sole     x
STERLING FINANCIAL CORP.        COM              859317109        113       3300   SH       Sole     x
STERLING SOFTWARE, INC.         COM              859547101       9105     341154   SH       Sole     x
STEWART & STEVENSON SVCS.       COM              860342104       4005     262620   SH       Sole     x
STEWART ENTERPRISES CL. A       CL A             860370105       5690     390710   SH       Sole     x
STEWART INFORMATION SERVI       COM              860372101       1703      80600   SH       Sole     x
STIFEL FINANCIAL CORP.          COM              860630102        436      46798   SH       Sole     x
STILLWATER MINING CO.           COM              86074Q102       8546     261450   SH       Sole     x
STONE & WEBSTER, INC.           COM              861572105       2351      88300   SH       Sole     x
STONE ENERGY CORP.              COM              861642106       5043     119000   SH       Sole     x
STONERIDGE INC.                 COM              86183P102       3642     269800   SH       Sole     x
STORAGE USA, INC. REIT          COM              861907103      12316     386400   SH       Sole     x
STORAGE TECHNOLOGY CORP.        COM PAR $0.10    862111200       8108     356384   SH       Sole     x
STORAGE COMPUTER CORP.          COM              86211A101          4       2000   SH       Sole     x
STRATEGIC DISTRIBUTION          COM              862701208        987     426978   SH       Sole     x
STRATTEC STRATEGY CORP          COM              863111100        699      20705   SH       Sole     x
STRATUS PROPERTIES, INC.        COM              863167102        613     132500   SH       Sole     x
STRAYER EDUCATION               COM              863236105       2101      68450   SH       Sole     x
STREAMLOGIC CORP.               COM              863238101          0      34100   SH       Sole     x
STRIDE RITE CORP.               COM              863314100       4456     432126   SH       Sole     x
STROUDS, INC.                   COM              863451100        112      69100   SH       Sole     x
STRUCTURAL DYNAMICS RESEA       COM              863555108       4755     256161   SH       Sole     x
STRYKER CORP.                   COM              863667101      20127     334760   SH       Sole     x
STUDENT LOAN CORP.              COM              863902102       3026      68000   SH       Sole     x
STYLING TECHNOLOGY CORP.        COM              863905105        504      38800   SH       Sole     x
STURM, RUGER & CO., INC.        COM              864159108       1349     126200   SH       Sole     x
SUCCESS BANCSHARES INC.         COM              864578109         11       1000   SH       Sole     x
SUFFOLK BANCORP                 COM              864739107        719      25900   SH       Sole     x
SUIZA FOODS CORP.               COM              865077101       9078     216790   SH       Sole     x
SUMMIT BANCORP.                 COM              866005101      95562    2285491   SH       Sole     x
SUMMIT BANCSHARES INC           COM              866011109        754      43400   SH       Sole     x
SUMMIT PROPERTIES REIT          COM              866239106       6816     345100   SH       Sole     x
SUMMIT TECHNOLOGY, INC.         COM              86627E101       8067     366671   SH       Sole     x
SUN COMMUNITIES INC. REIT       COM              866674104       9312     262300   SH       Sole     x
SUN MICROSYSTEMS, INC.          COM              866810104     793933   11527164   SH       Sole     x
SUN HEALTHCARE GROUP INC        COM              866933104         57     152171   SH       Sole     x
SUNBURST HOSPITALITY CORP       COM              866948102        595     101345   SH       Sole     x
SUNBEAM CORP.                   COM              867071102       4158     523800   SH       Sole     x
SUNDSTRAND CORP.                COM              867323107       5063      67500   SH       Sole     x
SUNGARD DATA SYSTEMS            COM              867363103      14138     409796   SH       Sole     x
SUNGLASS HUT INTERNATIONA       COM              86736F106       6569     382200   SH       Sole     x
SUNOCO, INC.                    COM              86764P109      47239    1564854   SH       Sole     x
SUNRISE ASSISTED LIVING         COM              86768K106       3979     114100   SH       Sole     x
SUNRISE TECH INT'L              COM              86769L103       1840     150200   SH       Sole     x
SUNTERRA RESORTS INC.           COM              86787D109       4455     319650   SH       Sole     x
SUNRISE MEDICAL, INC.           COM              867910101       3386     475200   SH       Sole     x
SUNTRUST BANKS, INC.            COM              867914103     301183    4337462   SH       Sole     x
SUPERCONDUCTOR TECH INC.        COM              867931107          9       2300   SH       Sole     x
SUNSTONE HOTEL INVST REIT       COM              867933103       3682     433200   SH       Sole     x
SUPERGEN INC.                   COM              868059106        773      50500   SH       Sole     x
SUPERIOR CONSULTANT HLDGS       COM              868146101       2234      90500   SH       Sole     x
SUPERIOR INDUSTRIES INT'L       COM              868168105       4123     150969   SH       Sole     x
SUPERIOR NAT'L. INSURANCE       COM              868224106       1128      41400   SH       Sole     x
SUPERIOR SERVICES INC.          COM              868316100       4641     173900   SH       Sole     x
SUPERIOR UNIFORM GROUP          COM              868358102        473      37800   SH       Sole     x
SUPERIOR TELECOM INC.           COM              868365107       2995     119818   SH       Sole     x
SUPERIOR TELECOM 8.5% CVT       PFD CV 8.50%     86836P202        601      13971   SH       Sole             x
SUPERVALU, INC.                 COM              868536103      40843    1590011   SH       Sole     x
SURMODICS, INC.                 COM              868873100         72       4400   SH       Sole     x
SUSQUEHANNA BKSHS PA            COM              869099101       4608     260525   SH       Sole     x
SWIFT ENERGY CO.                COM              870738101       1892     176999   SH       Sole     x
SWIFT TRANSPORTATION CO.,       COM              870756103       7110     323175   SH       Sole     x
SWISS ARMY BRANDS, INC.         COM              870827102         97      10900   SH       Sole     x
SYBASE, INC.                    COM              871130100       5526     502400   SH       Sole     x
SYBRON CORP.                    COM              87114F106      10758     390310   SH       Sole     x
SYKES ENTERPRISES, INC.         COM              871237103       6086     182350   SH       Sole     x
SYLVAN LEARNING SYSTEMS         COM              871399101       5366     197375   SH       Sole     x
SYMANTEC CORP.                  COM              871503108      15013     588750   SH       Sole     x
SYMBOL TECHNOLOGIES, INC.       COM              871508107      10631     288287   SH       Sole     x
SYMMETRICOM INC                 COM              871543104        801      98600   SH       Sole     x
SYMS CORP                       COM              871551107        604      74300   SH       Sole     x
SYNAGRO TECHNOLOGIES, INC       COM NEW          871562203        283      44446   SH       Sole     x
SYNALLOY CORP.                  COM              871565107        225      27700   SH       Sole     x
SYNCOR INTERNATIONAL CORP       COM              87157J106       2347      65200   SH       Sole     x
SYNOPSYS, INC.                  COM              871607107      20740     375806   SH       Sole     x
SYNETIC INC.                    COM              87160F109       4751      69100   SH       Sole     x
SYNOVUS FINANCIAL CORP.         COM              87161C105      71311    3587977   SH       Sole     x
SYNTEL, INC.                    COM              87162H103       1913     212580   SH       Sole     x
SYNTROLEUM CORP.                COM              871630109        744      83300   SH       Sole     x
SYSCO CORP.                     COM              871829107     147121    4934870   SH       Sole     x
SYSTEM SOFTWARE ASSOC., I       COM              871839106        588     354750   SH       Sole     x
SYSTEMAX INC                    COM              871851101       2408     194546   SH       Sole     x
SYSTEMS & COMPUTER TECH.        COM              871873105       2218     152300   SH       Sole     x
TAVA TECHNOLOGIES               COM              872169107        471      61300   SH       Sole     x
TBC CORP.                       COM              872180104       1199     169725   SH       Sole     x
TCA CABLE T V, INC.             COM              872241104       8245     148550   SH       Sole     x
TCBY ENTERPRISES, INC.          COM              872245105        759     125130   SH       Sole     x
TCF FINANCIAL CORP.             COM              872275102       7357     263920   SH       Sole     x
TCI SATELLITE ENT CL A          CL A             872298104        716     243887   SH       Sole     x
TCI SATELLITE ENT CL B          CL B             872298203          1        420   SH       Sole     x
TCI MUSIC INC CL A              CL A             87229N101        796      22500   SH       Sole     x
TCSI CORP.                      COM              87233R106        940     366750   SH       Sole     x
TD WATERHOUSE GROUP, INC.       COM              872362108        251      10000   SH       Sole     x
TECO ENERGY, INC.               COM              872375100       9117     400750   SH       Sole     x
TF FINANCIAL CORP.              COM              872391107        935      48412   SH       Sole     x
TJ INTERNATIONAL, INC.          COM              872534102       3515     113400   SH       Sole     x
TJX COS., INC.                  COM              872540109     175992    5283049   SH       Sole     x
TNP ENTERPRISES, INC.           COM              872594106       4201     115900   SH       Sole     x
TRO LEARNING, INC.              COM              87263R109        292      47700   SH       Sole     x
TRW, INC.                       COM              872649108      94807    1727687   SH       Sole     x
TSI INT'L SOFTWARE LTD.         COM              872879101       4272     150564   SH       Sole     x
TSR, INC.                       COM              872885108        456      53700   SH       Sole     x
TST/IMPRESO, INC.               COM              872895107        155      38100   SH       Sole     x
TMP WORLDWIDE, INC.             COM              872941109       5302      83500   SH       Sole     x
TV GUIDE, INC.                  CL A             87307Q109       6816     186100   SH       Sole     x
TACO CABANA                     COM              873425102        412      40400   SH       Sole     x
TALBOTS INC.                    COM              874161102       4571     119900   SH       Sole     x
TALK.COM, INC.                  COM              874264104       3686     327600   SH       Sole     x
TANDY CORP.                     COM              875382103     145697    2981010   SH       Sole     x
TANDYCRAFTS, INC.               COM              875386104         18       5000   SH       Sole     x
TANGER FACTORY OUTLET CEN       COM              875465106       3515     135200   SH       Sole     x
TARRANT APPAREL GROUP           COM              876289109        562      24700   SH       Sole     x
TAUBMAN CO. REIT                COM              876664103       9487     719400   SH       Sole     x
TECH DATA CORP.                 COM              878237106      10502     274560   SH       Sole     x
TECH/OPS SEVCON, INC.           COM              878293109        538      43500   SH       Sole     x
TECH-SYM CORP.                  COM              878308105       1544      65000   SH       Sole     x
TECHNE                          COM              878377100       3127     123228   SH       Sole     x
TECHNICAL COMMUNICATIONS        COM              878409101         35      14000   SH       Sole     x
TECH. CHEM. & PROD.             COM              87840Q103         47      41400   SH       Sole     x
TECHNISOURCE, INC.              COM              878553106        199      38400   SH       Sole     x
TECHNITROL, INC.                COM              878555101       3322     103000   SH       Sole     x
TECHNOLOGY SOLUTIONS CO.        COM              87872T108       4701     434746   SH       Sole     x
TECUMSEH PRODUCTS CO. CL        CL B             878895101        703      12900   SH       Sole     x
TECUMSEH PRODUCTS CO. CL        CL A             878895200       6904     114003   SH       Sole     x
TEJON RANCH CO.                 COM              879080109       2916     111100   SH       Sole     x
TEKELEC                         COM              879101103       3224     264500   SH       Sole     x
TEKTRONIX, INC.                 COM              879131100      23687   784674.5   SH       Sole     x
TELCOM SEMICONDUCTOR INC.       COM              87921P107        978     101600   SH       Sole     x
TELEBANC FINANCIAL CORP         COM              87925R109       7363     190000   SH       Sole     x
TELEFLEX INC.                   COM              879369106       4896     112710   SH       Sole     x
TELEGROUP, INC.                 COM              879422103          1      77300   SH       Sole     x
TELEPHONE & DATA SYSTEMS,       COM              879433100      22540     308498   SH       Sole     x
TELESCAN INC.                   COM              879516102       1639      67400   SH       Sole     x
TELIGENT, INC.                  CL A             87959Y103         96       1600   SH       Sole     x
TELLABS, INC.                   COM              879664100     392693    5812291   SH       Sole     x
TELXON CORP.                    COM              879700102       1125     141700   SH       Sole     x
TELULAR CORP.                   COM NEW          87970T208        195      66250   SH       Sole     x
TEMPLE-INLAND, INC.             COM              879868107      50241     736139   SH       Sole     x
TELETECH HOLDINGS INC.          COM              879939106       3412     337000   SH       Sole     x
TENFOLD CORP.                   COM              88033A103       2800      88200   SH       Sole     x
TENET HEALTHCARE CORP.          COM              88033G100      85063    4582513   SH       Sole     x
TENNANT CO.                     COM              880345103       1075      33600   SH       Sole     x
TENNECO, INC.                   COM              88037E101      54580    2286073   SH       Sole     x
TERADYNE, INC.                  COM              880770102      29493     411048   SH       Sole     x
TERAYON COMMUNICATIONS          COM              880775101       5498      98400   SH       Sole     x
TEREX CORPORATION               COM              880779103       9445     310300   SH       Sole     x
TERRA INDUSTRIES, INC.          COM              880915103       1428     357092   SH       Sole     x
TERRA NITROGEN COMPANY          COM UNIT         881005201         56       5800   SH       Sole     x
TESORO PETROLEUM CORP.          COM              881609101       3588     225100   SH       Sole     x
THE TESSERACT GROUP INC.        COM              881612105        447     170300   SH       Sole     x
TETRA TECHNOLOGIES INC.         COM              88162F105        187      20300   SH       Sole     x
TETRA TECH INC                  COM              88162G103       3513   212902.5   SH       Sole     x
TEXACO, INC.                    COM              881694103     454895    7278328   SH       Sole     x
TEXAS INDUSTRIES, INC.          COM              882491103       6771     174734   SH       Sole     x
TEXAS INSTRUMENTS, INC.         COM              882508104     848290    5850275   SH       Sole     x
TEXAS REGIONAL BANCSHARES       CL A VTG         882673106       2576      94750   SH       Sole     x
TEXAS UTILITIES CO.             COM              882848104     163975    3975145   SH       Sole     x
TEXTRON, INC.                   COM              883203101     173250    2104783   SH       Sole     x
THEGLOBE.COM, INC.              COM              88335R101       1041      52900   SH       Sole     x
THERAGENICS CORP                COM              883375107       1782     256900   SH       Sole     x
THERMO ELECTRON CORP.           COM              883556102      45176    2251745   SH       Sole     x
THERMO INSTRUMENT SYSTEMS       COM              883559106       5456     323319   SH       Sole     x
THERMEDICS DETECTION INC.       COM              88355E105       1222     121435   SH       Sole     x
THERMO CARDIO  SYSTEMS          COM NONREDEEM    88355K200       1640     150800   SH       Sole     x
THERMO ECOTEK CORP.             COM              88355R106        868     108450   SH       Sole     x
THERMO FIBERTEK, INC.           COM              88355W105       1666     233875   SH       Sole     x
THERMO OPTEK CORP.              COM              883582108         70       6700   SH       Sole     x
THERMO TERRATECH INC.           COM              883598104        436      77600   SH       Sole     x
THERMOLASE CORP.                COM              883624108        312     237900   SH       Sole     x
THERMOQUEST CORP.               COM              883655102       3131     235200   SH       Sole     x
THERMORTEC CORPORATION          COM              883656100        179      42100   SH       Sole     x
THERMOTREX CORP                 COM              883666109        736      96500   SH       Sole     x
THESTREET.COM, INC.             COM              88368Q103       1879      52200   SH       Sole     x
THERMEDICS, INC.                COM              883901100        946     101550   SH       Sole     x
THOMAS & BETTS CORP.            COM              884315102      35500     751333   SH       Sole     x
THOMAS INDUSTRIES INC.          COM              884425109       1688      82350   SH       Sole     x
THOR INDS, INC.                 COM              885160101       1859      65500   SH       Sole     x
THORNBURG MORTGAGE ASSET        COM              885218107       1338     133800   SH       Sole     x
3 COM CORP.                     COM              885535104     131864    4941034   SH       Sole     x
3DO CO.                         COM              88553W105         22       4800   SH       Sole     x
3DFX INTERACTIVE INC.           COM              88553X103       1275      81600   SH       Sole     x
THREE-FIVE SYSTEMS, INC.        COM              88554L108        138      10000   SH       Sole     x
THRUSTMASTER, INC.              COM              886027101        595      24800   SH       Sole     x
TIDEWATER, INC.                 COM              886423102      16135     529030   SH       Sole     x
TIFFANY & COMPANY NEW           COM              886547108      15613     161790   SH       Sole     x
TIMBERLAND BANCORP, INC.        COM              887098101         69       5900   SH       Sole     x
TIMBERLAND CO.                  CL A             887100105       2886      42400   SH       Sole     x
TIMBERLINE SOFTWARE CORP.       COM              887134104       1527      96947   SH       Sole     x
TIME WARNER, INC.               COM              887315109    1309895   17821702   SH       Sole     x
TIME WARNER TELECOM INC.        CL A             887319101        774      26700   SH       Sole     x
TIMES MIRROR CO. CLASS A        COM SER A        887364107      68112    1149577   SH       Sole     x
TIMES MIRROR CO.                PEPS    031501   887364503       1613      17900   SH       Sole     x
TIMKEN CO.                      COM              887389104      19637    1007015   SH       Sole     x
THE TITAN CORP                  COM              888266103       1492     135600   SH       Sole     x
TITAN EXPLORATION, INC.         COM              888289105        168      33522   SH       Sole     x
TITAN INTERNATIONAL INC.        COM              88830M102       1901     160050   SH       Sole     x
TITANIUM METALS CORP.           COM              888339108       1892     170100   SH       Sole     x
TODAY'S MAN WARRANTS            WT EXP  123199   888910114          5      19150   SH       Sole             x
TODAY'S MAN INC.                COM NEW          888910205         89      79025   SH       Sole     x
TODD SHIPYARDS CORP.            COM              889039103       1374     199800   SH       Sole     x
TODHUNTER INT'L., INC.          COM              889050100        197      23500   SH       Sole     x
TOLL BROTHERS INC               COM              889478103       4868     227100   SH       Sole     x
TOOTSIE ROLL INDUSTRIES,        COM              890516107       3140      81290   SH       Sole     x
THE TOPPS CO., INC.             COM              890786106       3085     423637   SH       Sole     x
TORCHMARK CORP.                 COM              891027104      60713    1779133   SH       Sole     x
THE TORO CO.                    COM              891092108       4875     123800   SH       Sole     x
TOSCO CORP.                     COM NEW          891490302      27170    1047522   SH       Sole     x
TOTAL CONTAINMENT               COM              89149T101          6       2100   SH       Sole     x
TOTAL RENAL CARE HLDGS.         COM              89151A107       8043     516788   SH       Sole     x
TOTAL-TEL USA COMMUNICATI       COM              89151T106        488      27680   SH       Sole     x
TOWER AUTOMOTIVE INC.           COM              891707101       9867     387900   SH       Sole     x
TOTAL SYSTEM SERVICES, IN       COM              891906109      10053     529100   SH       Sole     x
TRACK DATA CORP                 COM              891918104        165      11700   SH       Sole     x
TOWN & COUNTRY TRUST REIT       SH BEN INT       892081100       5463     305600   SH       Sole     x
TOWNE SERVICES, INC.            COM              892148107        542      68800   SH       Sole     x
TOYMAX INTERNATIONAL INC.       COM              892268103        306      61500   SH       Sole     x
TOYS R US, INC.                 COM              892335100      78619    3800327   SH       Sole     x
TRACTOR SUPPLY COMPANY          COM              892356106       1448      53000   SH       Sole     x
TRAILER BRIDGE INC              COM              892782103         38      18400   SH       Sole     x
TRAMMELL CROW CO.               COM              89288R106       3278     199450   SH       Sole     x
TRANS WORLD AIRLINES            COM PAR$.01NEW   893349837       2238     453200   SH       Sole     x
TRANS WORLD ENTERTAINMENT       COM              89336Q100       2563     227850   SH       Sole     x
TRANSACTION NETWORK SVS         COM              893414102       1230      42050   SH       Sole     x
TRANSACTION SYSTEMS             CL A             893416107       8510     218200   SH       Sole     x
TRANSAMERICA CORP.              COM              893485102     124327    1657688   SH       Sole     x
TRANSATLANTIC HOLDINGS          COM              893521104       7913     105600   SH       Sole     x
TRANSCRYPT INTERNATIONAL        COM              89363A101         12       8400   SH       Sole     x
TRANSKARYOTIC THERAPIES         COM              893735100       3531     107000   SH       Sole     x
TRANSPO INC.                    COM              893885103        426      81235   SH       Sole     x
TRANSTECHNOLOGY CORP.           COM              893889105        567      28800   SH       Sole     x
TRANS TECH INDS                 COM              89388T101        700      52800   SH       Sole     x
TRANSTEXAS GAS CORP.            COM              893895102        108     182500   SH       Sole     x
TRANSMONTAIGNE INC.             COM              893934109       2707     215500   SH       Sole     x
TRAVELERS P'PRTY CAS CORP       CL A             893939108      16284     416200   SH       Sole     x
TRANSWITCH CORP.                COM              894065101       7393     156050   SH       Sole     x
TRANSWORLD HEALTHCARE INC       COM              894081108        613     181745   SH       Sole     x
TRAVEL SERVICES INT'L           COM              894169101        312      26000   SH       Sole     x
TREDEGAR CORP.                  COM              894650100       4063     186800   SH       Sole     x
TREMONT CORP.                   COM PAR $1.00    894745207        892      41497   SH       Sole     x
TRENWICK GROUP INC.             COM              895290104       1985      80500   SH       Sole     x
TREX MEDICAL CORP.              COM              89531R101        764     127400   SH       Sole     x
TRIAD HOSPITALS                 COM              89579K109       7507  556047.38   SH       Sole     x
TRIANGLE BANCORP INC.           COM              895835106       1468      86700   SH       Sole     x
TRIANGLE PHARMACEUTICALS        COM              89589H104       1627      90400   SH       Sole     x
TRIAD GUARANTY, INC.            COM              895925105       1921     107100   SH       Sole     x
TRIARC COS INC                  CL A             895927101       4667     219600   SH       Sole     x
TRICON GLOBAL RESTAURANTS       COM              895953107     147772    2730202   SH       Sole     x
TRIBUNE CO.                     COM              896047107     137674    1580195   SH       Sole     x
TRICO BANCSHARES                COM              896095106         52       2800   SH       Sole     x
TRICO MARINE SERVICES           COM              896106101        492      75000   SH       Sole     x
TRIGON HEALTHCARE, INC.         COM              89618L100       6877     189070   SH       Sole     x
TRIMBLE NAVIGATION LTD.         COM              896239100       3216     249800   SH       Sole     x
TRIMEDYNE, INC.                 COM              896259108         75      60000   SH       Sole     x
TRINET CORPRATE RLTY REIT       COM              896287109       9361     338100   SH       Sole     x
TRINITECH SYSTEMS, INC.         CL A             896406105        535      34800   SH       Sole     x
TRINITY INDUSTRIES, INC.        COM              896522109       9741     290780   SH       Sole     x
TRIQUINT SEMICONDUCTOR, I       COM              89674K103       3505      61700   SH       Sole     x
TRISTAR AEROSPACE CO.           COM              89674L101          0          0   SH       Sole     x
TRISTAR CORP                    COM              89674U101        301      43400   SH       Sole     x
TRIUMPH GROUP INC.              COM              896818101       1071      42000   SH       Sole     x
TRITEAL CORP.                   COM              896937109          0       8000   SH       Sole     x
TRUE NORTH COMMUNICATIONS       COM              897844106       9444     314800   SH       Sole     x
TRUMP HOTELS & CASINO           COM              898168109        139      30500   SH       Sole     x
THE TRUST COMPANY OF N.J.       COM              898304100       3329     141670   SH       Sole     x
TRUSTCO BANK                    COM              898349105       5725     213036   SH       Sole     x
TRUSTMARK CORP.                 COM              898402102       3900     170500   SH       Sole     x
TUBOSCOPE INC.                  COM              898600101       4258     311100   SH       Sole     x
TUPPERWARE CORP.                COM              899896104      26552    1041272   SH       Sole     x
TULTEX CORP.                    COM              899900104        185     246900   SH       Sole     x
TUT SYSTEMS, INC.               COM              901103101       3421      69900   SH       Sole     x
20TH CENTURY INDUSTRIES O       COM PAR $10      901272203       4807     254700   SH       Sole     x
24/7 MEDIA, INC.                COM              901314104       3623      94100   SH       Sole     x
TWINLAB CORP.                   COM              901774109       1895     220500   SH       Sole     x
TYCO INT'L. LTD.                COM              902124106    1046084   11040470   SH       Sole     x
TYLER TECHNOLOGIES, INC.        COM              902252105       2091     304100   SH       Sole     x
TYSON FOODS, INC.               CL A             902494103      20080     892459   SH       Sole     x
UAL CORP.                       COM PAR $0.01    902549500      20961     322480   SH       Sole     x
UCAR INT'L. INC.                COM              90262K109       7817     309600   SH       Sole     x
UGI CORP. HOLDING CO.(NEW       COM              902681105       3699     183246   SH       Sole     x
UICI                            COM              902737105       6837     247500   SH       Sole     x
UMB FINANCIAL CORP              COM              902788108       4711     109871   SH       Sole     x
UST CORP                        COM              902900109       9946     328790   SH       Sole     x
USX-MARATHON GROUP              COM NEW          902905827     133829    4109927   SH       Sole     x
U.S.B. HOLDING CO., INC.        COM              902910108        907      59242   SH       Sole     x
UST, INC.                       COM              902911106      76972    2631509   SH       Sole     x
USA DETERGENTS INC.             COM              902938109         84      13900   SH       Sole     x
U.S. FRANCHISE SYSTEMS          CL A NEW         902956309        485      20900   SH       Sole     x
U.S.RESTAURANT PROPERTIES       COM              902971100       3443     162000   SH       Sole     x
US BANCORP                      COM              902973106     331913    9762137   SH       Sole     x
U S LIQUIDS INC.                COM              902974104        555      26600   SH       Sole     x
USA NETWORKS INC.               COM              902984103      16007     398931   SH       Sole     x
UNUM CORP.                      COM              903192102     104268    1904440   SH       Sole     x
URS CORP.                       COM              903236107       4530     154558   SH       Sole     x
UNITED STATES CAN CO.           COM              90328W105       1827      82100   SH       Sole     x
USG CORP.                       COM NEW          903293405      20798     371400   SH       Sole     x
U.S. FOODSERVICE                COM              90331R101       7733     181416   SH       Sole     x
US LEC CORP.                    CL A             90331S109       2003      89000   SH       Sole     x
USEC INC.                       COM              90333E108       9194     618100   SH       Sole     x
U. S. PHYSICAL THERAPY          COM              90337L108        233      27400   SH       Sole     x
USX-U.S. STEEL GROUP INC.       COM              90337T101      39536    1464281   SH       Sole     x
UTI ENERGY CORP.                COM              903387108        936      56500   SH       Sole     x
U.S. XPRESS ENTERPRISES         CL A             90338N103        307      28700   SH       Sole     x
US ONCOLOGY INC.                COM              90338W103       7684     640340   SH       Sole     x
UBID, INC.                      COM              903469104       1401   43778.08   SH       Sole     x
ULTRALIFE BATTERIES INC         COM              903899102        321      58300   SH       Sole     x
ULTRAMAR DIAMOND SHAMROCK       COM              904000106       5776     264801   SH       Sole     x
ULTRATECH STEPPER, INC.         COM              904034105       2976     197600   SH       Sole     x
UNICAPITAL CORP.                COM              90459D108       2506     397000   SH       Sole     x
UNIFI, INC.                     COM              904677101       8784     413345   SH       Sole     x
UNIFIRST CORP.                  COM              904708104       1378      75000   SH       Sole     x
UNIFY CORP.                     COM              904743101        624      46200   SH       Sole     x
UNIGENE                         COM              904753100        117     124700   SH       Sole     x
UNILAB CORP.                    COM              904763109       2015     335900   SH       Sole     x
UNILEVER N V-NY SHARES          N Y SHS NEW      904784709     534318    7660480   SH       Sole     x
UNICOM CORP                     COM              904911104     111659    2895531   SH       Sole     x
UNIGRAPHICS SOLUTIONS INC       CL A             904928108        224      11900   SH       Sole     x
UNION CARBIDE CORP.             COM              905581104      86063    1765404   SH       Sole     x
UNION PACIFIC CORP.             COM              907818108     194258    3331323   SH       Sole     x
UNION PACIFIC RESOURCES         COM              907834105      56016    3433944   SH       Sole     x
UNION PLANTERS CORP.            COM              908068109      84588    1892886   SH       Sole     x
UNIONBANCAL CORP.               COM              908906100      33609     930360   SH       Sole     x
UNIPHASE CORP.                  COM              909149106      19057     114800   SH       Sole     x
UNIQUE MOBILITY INC             COM              909154106        470      99000   SH       Sole     x
UNIROYAL TECHNOLOGY CORP        COM              909163107        854      72700   SH       Sole     x
UNISOURCE ENERGY CORP.          COM              909205106       2791     233840   SH       Sole     x
UNISOURCE WORLDWIDE  INC.       COM              909208100        121      10000   SH       Sole     x
UNISYS CORP.                    COM              909214108     157506    4045098   SH       Sole     x
UNIT CORP.                      COM              909218109       1034     127300   SH       Sole     x
UNISTAR FINANCIAL SERVICE       COM              90921U100       2614      44300   SH       Sole     x
UNITED ASSET MANAGEMENT         COM              909420101       7530     331000   SH       Sole     x
UNITED COMMUNITY FIN'L          COM              909839102       1025      69800   SH       Sole     x
UNITED COS. FINANCE CORP.       COM              909870107         43     361820   SH       Sole     x
UNITED BANKSHARES, INC.         COM              909907107       8577     323650   SH       Sole     x
UNITED CAPITAL CORP.            COM              909912107        431      27600   SH       Sole     x
UNITED DOMINIONIND LTD.         COM              909914103       2252      92885   SH       Sole     x
UNITED DOMINION RLTY REIT       COM              910197102      17480    1487626   SH       Sole     x
UTD FIRE & CAS CO.              COM              910331107        765      29425   SH       Sole     x
UNITED GUARDIAN, INC.           COM              910571108        151      31800   SH       Sole     x
UNITED HEALTHCARE CORP.         COM              910581107     165358    2640447   SH       Sole     x
UNITED ILLUMINATING CO.         COM              910637107       4955     116750   SH       Sole     x
UNITED INT'L. HLDGS. CLAS       CL A             910734102       8402     124239   SH       Sole     x
UNITED LEISURE CORP.            COM              910776103          5       1800   SH       Sole     x
UNITED NATIONAL BANCORP         COM              910909100       2730     114967   SH       Sole     x
UNITED MOBILE HOMES, INC.       COM              911024107        584      61900   SH       Sole     x
UNITED NATURAL FOODS            COM              911163103        705      28500   SH       Sole     x
UNITED PANAM FINANCIAL          COM              911301109        153      47200   SH       Sole     x
UNIT. PAYORS & UNIT. PROV       COM              911319101       2560     110400   SH       Sole     x
UNITED RENTALS INC.             COM              911363109       7234     245215   SH       Sole     x
UNITED ROAD SERVICES            COM              911384105         98      19200   SH       Sole     x
U.S. BIOSCIENCE                 COM PAR $0.01    911646206       2811     288292   SH       Sole     x
U.S. CELLULAR CORP.             COM              911684108      23746     443850   SH       Sole     x
U S ENERGY CORP.                COM              911805109        362      96630   SH       Sole     x
US AIRWAYS GROUP, INC.          COM              911905107      51872    1190758   SH       Sole     x
U.S. HOME CORP.                 COM              911920106       3369      94900   SH       Sole     x
U.S. INDUSTRIES, INC.           COM              912080108       8082     475430   SH       Sole     x
U.S. OFFICE PRODUCTS CO.        COM NEW          912325305        336    62596.9   SH       Sole     x
US SATELLITE BRDCSTNG CLA       CL A             912534104       5976     332100   SH       Sole     x
U S  WEST, INC.                 COM              91273H101     434976    7403839   SH       Sole     x
U.S. TRUST CORP.                COM              91288L105       7030      76000   SH       Sole     x
UNITED STATIONERS, INC.         COM              913004107       6257     284388   SH       Sole     x
UNITED TECHNOLOGIES CORP.       COM              913017109     463151  6460690.8   SH       Sole     x
UNITED TELEVISION, INC.         COM              913066106       3997      38116   SH       Sole     x
UNITED WATER RESOURCES, I       COM              913190104       4830     212912   SH       Sole     x
UNITED WISCONSIN SERVICES       COM              913238101       1210     151200   SH       Sole     x
UNITIL CORP.                    COM              913259107        715      28400   SH       Sole     x
UNITRIN, INC.                   COM              913275103       9112     222250   SH       Sole     x
UNITRODE CORP.                  COM              913283107       7863     274100   SH       Sole     x
UNITY BANCORP, INC              COM              913290102        181      15435   SH       Sole     x
UNIVERSAL CORP.                 COM              913456109       8860     311570   SH       Sole     x
UNIVERSAL DISPLAY CORP.         COM              91347P105        211      49700   SH       Sole     x
UNIVERSAL ELECTRONICS, IN       COM              913483103       1442      51400   SH       Sole     x
UNIVERSAL FOODS CORP.           COM              913538104       7157     338798   SH       Sole     x
UNIVERSAL FOREST PRODUCTS       COM              913543104       2602     121000   SH       Sole     x
UNIVERSAL HEALTH RLTY           SH BEN INT       91359E105       1162      59000   SH       Sole     x
UNIVERSAL STAINLESS             COM              913837100        223      38700   SH       Sole     x
UNIVERSAL HEALTH SERVICES       CL B             913903100       6828     143000   SH       Sole     x
UNIVISION COMMUNICATIONS        CL A             914906102      19747     299200   SH       Sole     x
UNOCAL CORP.                    COM              915289102     128054  3231636.8   SH       Sole     x
UNOVA, INC.                     COM              91529B106       4657     293338   SH       Sole     x
URANIUM RESOURCES INC           COM NEW          916901309         17      72432   SH       Sole     x
USFREIGHTWAYS CORP.             COM              916906100       9462     204300   SH       Sole     x
URBAN OUTFITTERS, INC.          COM              917047102       1254      49900   SH       Sole     x
URBAN SHOPPING CNTRS REIT       COM              917060105       6700     212700   SH       Sole     x
UROCOR INC.                     COM              91727P105        292      59600   SH       Sole     x
UROQUEST MEDICAL                COM              917285108        118      66500   SH       Sole     x
URSTADT BIDDLE PROPERTIES       COM              917286106        323      43000   SH       Sole     x
URSTADT BIDDLE - CL A           CL A             917286205        198      25200   SH       Sole     x
US BANCORP, INC.                COM              917292104       2504     158999   SH       Sole     x
USDATA CORP.                    COM              917294100        424     109450   SH       Sole     x
USINTERNETWORKING, INC.         COM              917311805       5162     122900   SH       Sole     x
USWEB CORPORATION               COM              917327108       4222     190300   SH       Sole     x
V. I. TECHNOLOGIES, INC.        COM              917920100        155      31000   SH       Sole     x
UTILICORP UNITED, INC.          COM              918005109       6545     269219   SH       Sole     x
V F CORP.                       COM              918204108      68922    1612211   SH       Sole     x
VIB CORP                        COM              91823H106        161      17510   SH       Sole     x
V-ONE CORP.                     COM              918278102        310     114100   SH       Sole     x
VTEL CORP.                      COM              918333105        835     196438   SH       Sole     x
VWR SCIENTIFIC PRODUCTS         COM              918435108       4006     109200   SH       Sole     x
VAIL RESORTS INC.               COM              91879Q109       4457     254700   SH       Sole     x
VALASSIS COMMUNICATION          COM              918866104      15463     422200   SH       Sole     x
VALHI, INC.                     COM              918905100       3670     329900   SH       Sole     x
VALENCE TECHNOLOGY              COM              918914102       1381     187300   SH       Sole     x
VALERO ENERGY CORP.             COM              91913Y100       7711     359720   SH       Sole     x
VALLEY MEDIA, INC.              COM              91972C106        318      21400   SH       Sole     x
VALLEY NATIONAL BANCORP.        COM              919794107       4284     148992   SH       Sole     x
VALMONT INDUSTRIES, INC.        COM              920253101       1953     114700   SH       Sole     x
VALSPAR CORP.                   COM              920355104       3777      99400   SH       Sole     x
VALUE CITY DEPT STRS, INC       COM              920387107       2559     208900   SH       Sole     x
VALUE AMERICA, INC.             COM              92038N102       2580     135800   SH       Sole     x
VALUE LINE, INC.                COM              920437100       1256      32200   SH       Sole     x
VALUEVISION INT'L.CL A          CL A             92047K107       1878      94500   SH       Sole     x
VANTIVE CORP.                   COM              922091103       2808     245500   SH       Sole     x
VARCO INTERNATIONAL, INC.       COM              922126107       4911     449010   SH       Sole     x
VARIAN, INC.                    COM              922206107       2210     163700   SH       Sole     x
VARIAN SEMI. EQUIP. ASSOC       COM              922207105       2458     144600   SH       Sole     x
VARIAN MEDICAL SYSTEMS          COM              92220P105       5558     220100   SH       Sole     x
VARLEN CORP.                    COM              922248109       2545      62850   SH       Sole     x
VASTAR RESOURCES, INC.          COM              922380100      12108     230900   SH       Sole     x
VEECO INSTRUMENTS INC.          COM              922417100       2125      62500   SH       Sole     x
VENCOR, INC.                    COM              92260R102         49     326328   SH       Sole     x
VENTAS, INC.                    COM              92276F100       5859    1090028   SH       Sole     x
VENTANA MEDICAL SYSTEMS         COM              92276H106       1605      83900   SH       Sole     x
VENATOR GROUP, INC.             COM              922944103       7853     752351   SH       Sole     x
VERIO INC.                      COM              923433106       6241      89800   SH       Sole     x
VERITAS SOFTWARE CORP.          COM              923436109      27721     291987   SH       Sole     x
VERITY, INC.                    COM              92343C106       5852     108000   SH       Sole     x
VERISIGN, INC.                  COM              92343E102      11885     137800   SH       Sole     x
VERITAS DGC INC.                COM              92343P107       3280     179100   SH       Sole     x
VESTCOM INTERNATIONAL INC       COM              924904105        184      52700   SH       Sole     x
VERTEL CORP                     COM              924907108        497     265000   SH       Sole     x
VERSANT CORPORATION             COM              925284101        264     105400   SH       Sole     x
VERTEX COMMUNICATIONS COR       COM              925320103        390      28500   SH       Sole     x
VERTEX INDUSTRIES, INC.         COM              925322109         18       6700   SH       Sole     x
VERTEX PHARMACEUTICALS, I       COM              92532F100       4946     205000   SH       Sole     x
VERTICALNET, INC.               COM              92532L107      10624     101300   SH       Sole     x
VESTA INSURANCE GROUP INC       COM              925391104        729     157600   SH       Sole     x
VETERINARY CENTERS              COM              925514101       1941     143100   SH       Sole     x
VIACOM INTL CL A. VTG           CL A             925524100       9219     208934   SH       Sole     x
VIACOM INTL CL B NON VTG        CL B             925524308     412529    9375657   SH       Sole     x
VIATEL, INC                     COM              925529208       4911      87500   SH       Sole     x
VIAD CORP.                      COM              92552R109       9411     304208   SH       Sole     x
VIASOFT INC                     COM              92552U102        321      91600   SH       Sole     x
VIANT CORP.                     COM              92553N107        175       5000   SH       Sole     x
VICAL INC.                      COM              925602104       1331     109800   SH       Sole     x
VICOR CORP.                     COM              925815102       5907     278800   SH       Sole     x
VICORP RESTAURANTS, INC.        COM              925817108       1302      74939   SH       Sole     x
VIDIKRON TECHNOLOGIES           COM              92659F107          1       1000   SH       Sole     x
VIGNETTE CORPORATION            COM              926734104       4808      64100   SH       Sole     x
VIISAGE TECH.                   COM              92675K106         62      52500   SH       Sole     x
VIDEOSERVER, INC.               COM              926918103       1036     109100   SH       Sole     x
VINTAGE PETE, INC.              COM              927460105       4601     428000   SH       Sole     x
VIRBAC CORP.                    COM              927649103         34      23910   SH       Sole     x
VIRCO MANUFACTURING CORP.       COM              927651109       1201      74450   SH       Sole     x
VISIO CORP.                     COM              927914101       7449     195700   SH       Sole     x
VITALCOM INC.                   COM              927917104         90      42200   SH       Sole     x
VISHAY INTERTECHNOLOGY, I       COM              928298108       6274     298740   SH       Sole     x
VISTA ENERGY RESOURCES          COM              928350107          4       2000   SH       Sole     x
VISTA INFORMATION SOL.          COM NEW          928365204         38       3300   SH       Sole     x
VISTANA, INC.                   COM              92839P108       1550      98425   SH       Sole     x
VISUAL DATA CORP                COM NEW          928428200        188      10300   SH       Sole     x
VISUAL NETWORKS, INC.           COM              928444108       4161     130034   SH       Sole     x
VISIX SPACE INC                 COM              92844S105      22996     290400   SH       Sole     x
VITAL SIGNS, INC.               COM              928469105       1855      93064   SH       Sole     x
VITESSE SEMICONDUCTOR COR       COM              928497106      25390     376500   SH       Sole     x
VIVUS                           COM              928551100        563     214600   SH       Sole     x
VLASIC FOODS INTL., INC.        COM              928559103       2529     345795   SH       Sole     x
VOICESTREAM WIRELESS CORP       COM              928615103       8443     296900   SH       Sole     x
VOLT INFO SCIENCES INC          COM              928703107       2889     126300   SH       Sole     x
VORNADO REALTY TRUST REIT       SH BEN INT       929042109      32066     908068   SH       Sole     x
VORNADO OPERATING, INC.         COM              92904N103         98      12239   SH       Sole     x
VULCAN INTERNATIONAL CORP       COM              929136109        216       5900   SH       Sole     x
VULCAN MATERIALS CO.            COM              929160109      22557     467510   SH       Sole     x
WD-40 CO.                       COM              929236107       1665      66600   SH       Sole     x
WFS FINANCIAL, INC.             COM              92923B106       2401     173020   SH       Sole     x
WHX CORP.                       COM              929248102        668     101764   SH       Sole     x
WICOR, INC.                     COM              929253102       7923     283600   SH       Sole     x
WMF GROUP LIMITED               COM              929289106          0     0.9999   SH       Sole     x
WMS INDUSTRIES, INC.            COM              929297109       3671     215950   SH       Sole     x
WPI GROUP, INC.                 COM              92930K107          5       1500   SH       Sole     x
WPS RESOURCES CORP.             COM              92931B106       4677     155900   SH       Sole     x
WSFS FINANCIAL CORP             COM              929328102       2798     190500   SH       Sole     x
WABASH NATIONAL CORP.           COM              929566107       4642     239600   SH       Sole     x
WACHOVIA CORP.                  COM              929771103     243460    2845400   SH       Sole     x
WACKENHUT CORP.                 COM SER A        929794105       2725      91600   SH       Sole     x
WACKENHUT CORP CL B             COM SER B        929794303        621      25868   SH       Sole     x
WACKENHUT CORRECTIONS           COM              929798106       2488     125600   SH       Sole     x
WADDELL & REED FINANCIAL        CL A             930059100        503      18347   SH       Sole     x
WADDELL & REED FIN. CL. B       CL B             930059209       4682     173409   SH       Sole     x
WAINWRIGHT BANK & TRUST C       COM              930705108        128      15800   SH       Sole     x
WAL-MART STORES, INC.           COM              931142103    3186451   66040433   SH       Sole     x
WALDEN RESDNTL PROPS REIT       COM              931210108       6603     307100   SH       Sole     x
WALGREEN CO.                    COM              931422109     436551   14861306   SH       Sole     x
WALKER INTERACTIVE SYSTEM       COM              931664106        260      98900   SH       Sole     x
WALL DATA INC                   COM              932045107       1696     177400   SH       Sole     x
WALLACE COMPUTER SERVICES       COM              932270101       7062     282480   SH       Sole     x
WALTER INDUSTRIES INC.          COM              93317Q105       3933     304000   SH       Sole     x
THE WARNACO GROUP CLASS A       CL A             934390105      19712     736909   SH       Sole     x
WARNER-LAMBERT CO.              COM              934488107     865465   12475165   SH       Sole     x
WARREN BANCORP INC.             COM              934710104        507      61400   SH       Sole     x
WASHINGTON FEDERAL INC          COM              938824109       8115     361662   SH       Sole     x
WASHINGTON GAS LIGHT CORP       COM              938837101       7990     307300   SH       Sole     x
WASHINGTON MUTUAL, INC.         COM              939322103     282485    7985446   SH       Sole     x
WASHINGTON POST CO CL B         CL B             939640108      16310      30330   SH       Sole     x
WASHINGTON REIT                 SH BEN INT       939653101       9379     553750   SH       Sole     x
WASHINGTON TRUST BANCORP        COM              940610108        455      25250   SH       Sole     x
WASTE CONNECTIONS, INC.         COM              941053100       1495      49000   SH       Sole     x
WASTE INDUSTRIES, INC.          COM              941058109        913      51050   SH       Sole     x
WASTE MANAGEMENT, INC.          COM              94106L109     487395    9067806   SH       Sole     x
WASTE SYSTEMS INT'L, INC        COM NEW          94106P209        238      34400   SH       Sole     x
WATERLINK, INC.                 COM              94155N105          7       2500   SH       Sole     x
WATERS CORP.                    COM              941848103      10019     188600   SH       Sole     x
WATKINS-JOHNSON CO.             COM              942486101       1068      36200   SH       Sole     x
WATSCO INC.                     COM              942622200       2936     179300   SH       Sole     x
WATSON PHARMACEUTICAL INC       COM              942683103      46318    1321005   SH       Sole     x
WATTS INDUSTRIES CLASS-A        CL A             942749102       2815     146700   SH       Sole     x
WAUSAU-MOSINEE PAPER CORP       COM              943315101       6955     386408   SH       Sole     x
WAVE SYSTEMS CORP               CL A             943526103       2453     129100   SH       Sole     x
WAVE TECHNOLOGIES               COM              94352Q109        145      40800   SH       Sole     x
WAVO CORPORATION                COM              944027101       1209     189600   SH       Sole     x
WEATHERFORD INTL., INC.         COM              947074100      16106  439757.19   SH       Sole     x
DEL E. WEBB CORP.               COM              947423109       2882     120696   SH       Sole     x
WEBCO INDUSTRIES, INC           COM              947621108        139      27100   SH       Sole     x
WEBSTER FINANCIAL CORP.         COM              947890109       6518   240300.4   SH       Sole     x
WEBTRENDS CORP.                 COM              94844D104       2435      52800   SH       Sole     x
WEEKS CORP. REIT                COM              94856P102       8577     281200   SH       Sole     x
WEINGARTEN REALTY REIT          SH BEN INT       948741103      15764     377575   SH       Sole     x
WEIRTON STEEL                   COM              948774104        360     155500   SH       Sole     x
WEIS MARKETS, INC.              COM              948849104       3709      94800   SH       Sole     x
WELLCARE MGMT. GROUP, INC       COM              949470108         15      20100   SH       Sole     x
WELLMAN, INC.                   COM              949702104       3859     242150   SH       Sole     x
WELLPOINT HEATLH NEW            COM              94973H108      83807     987420   SH       Sole     x
WELLS FARGO & CO.               COM              949746101     959887   22453507   SH       Sole     x
WELLSFORD REAL PROP             COM              950240101       1232     114612   SH       Sole     x
WENDY'S INTERNATIONAL           COM              950590109      46637    1647236   SH       Sole     x
WERNER ENTERPRISES,INC.         COM              950755108       6334     305250   SH       Sole     x
WESTBANCO INC                   COM              950810101       3508     116929   SH       Sole     x
WESCO FINANCIAL CORP.           COM              950817106       6473      20880   SH       Sole     x
WESCO INTERNATIONAL             COM              95082P105       3114     151900   SH       Sole     x
WESLEY JESSEN VISIONCARE        COM              951018100       2668      82400   SH       Sole     x
WEST COAST BANCORP/OREGON       COM              952145100       1159      66255   SH       Sole     x
WEST MARINE                     COM              954235107        584      40100   SH       Sole     x
WEST PHARMA. SERV., INC.        COM              955306105       2958      75356   SH       Sole     x
WEST TELESERVICES CORP.         COM              956188106       2097     223700   SH       Sole     x
WESTAMERICA BANCORP             COM              957090103       8913     244196   SH       Sole     x
WESTELL TECH., INC.             CL A             957541105        235      33700   SH       Sole     x
WESTERFED FINANCIAL CORP.       COM              957550106        423      25853   SH       Sole     x
WESTERN BANCORP                 COM              957683105       5877     135098   SH       Sole     x
WESTERN BEEF                    COM              957781107        230      37160   SH       Sole     x
WESTCORP, INC.                  COM              957907108       2174     193207   SH       Sole     x
WESTERN DIGITAL CORP.           COM              958102105       3472     534200   SH       Sole     x
WESTERN GAS RESOURCES, IN       COM              958259103       3339     208700   SH       Sole     x
WESTERN REIT                    SH BEN INT       958468100       3421     294300   SH       Sole     x
WESTERN PACIFIC AIRLINES        COM              959080102          0        700   SH       Sole     x
WESTERN RESOURCES, INC.         COM              959425109       4234     159035   SH       Sole     x
WESTERN WATER COMPANY           COM              959881103        342      97600   SH       Sole     x
WESTERN WIRELESS CORP           CL A             95988E204       5673     210100   SH       Sole     x
WESTERNBANK PUERTO RICO         COM              959897109       2648     202700   SH       Sole     x
WESTFIELD AMERICA INC.          COM              959910100      13118     870880   SH       Sole     x
WESTINGHOUSE AIR BRAKE CO       COM              960386100       4627     178400   SH       Sole     x
WESTMARK GROUP HOLDINGS         COM PAR $.005    960577401          2        800   SH       Sole     x
ROY F. WESTON, INC.             CL A             961137106        194      64600   SH       Sole     x
WESTPOINT STEVENS, INC.         COM              961238102       6094     204420   SH       Sole     x
WESTVACO CORP.                  COM              961548104      45615    1572932   SH       Sole     x
WESTWOOD ONE, INC.              COM              961815107       6277     175900   SH       Sole     x
WETSEAL INC.                    CL A             961840105       2665      93100   SH       Sole     x
WEYERHAEUSER CO.                COM              962166104     183727    2672397   SH       Sole     x
WHIRLPOOL CORP.                 COM              963320106      85128    1150375   SH       Sole     x
WHITE MOUNTAINS INS.            COM              964126106       5037      35723   SH       Sole     x
WHITMAN CORPORATION             COM              96647R107       5417     300935   SH       Sole     x
WHITNEY HOLDINGS                COM              966612103       7073     177925   SH       Sole     x
WHITTAKER CORP.                 COM PAR $0.01    966680407       1327      47400   SH       Sole     x
WHITTMAN-HART INC.              COM              966834103       6020     189600   SH       Sole     x
WHOLE FOOD MARKETS              COM              966837106       9007     187400   SH       Sole     x
WILD OATS MARKETS               COM              96808B107       1202      39600   SH       Sole     x
JOHN WILEY & SONS               CL A             968223206       4827     273900   SH       Sole     x
WILLAMETTE INDUSTRIES, IN       COM              969133107      67892    1473920   SH       Sole     x
WILLIAMS COS., INC.             COM              969457100     248070    5828380   SH       Sole     x
CLAYTON WILLIAMS ENERGY,        COM              969490101        907     152800   SH       Sole     x
WILLIAMS SONOMA, INC.           COM              969904101       6569     188700   SH       Sole     x
WILLIS LEASE FINANCE CORP       COM              970646105        514      31500   SH       Sole     x
WILMINGTON TRUST CORP.          COM              971807102       5587      97370   SH       Sole     x
WILSHIRE FINANCIAL SVCS         COM              971867106         14      57700   SH       Sole     x
WIND RIVER SYSTEMS              COM              973149107       3509     218473   SH       Sole     x
WINDMERE-DURABLE HOLDINGS       COM              973411101       3023     179164   SH       Sole     x
WINFIELD CAPITAL CORP.          COM              973859101        115       5000   SH       Sole     x
WINN DIXIE STORES, INC.         COM              974280109      72730    1969004   SH       Sole     x
WINNEBAGO INDUSTRIES, INC       COM              974637100       1949      86600   SH       Sole     x
WINSLOW FURNITURE CO            COM              975377102        693      20600   SH       Sole     x
WINSTAR COMMUNICATIONS          COM              975515107       7083     145300   SH       Sole     x
WINSTON HOTELS, INC. REIT       COM              97563A102       2206     210075   SH       Sole     x
WINTER SPORTS INC               COM              976072108         23       2425   SH       Sole     x
WINTRUST FINANCIAL CORP         COM              97650W108        148       8400   SH       Sole     x
WISCONSIN CENT TRANS            COM              976592105       6581     348660   SH       Sole     x
WISCONSIN ENERGY CORP.          COM              976657106       8668     345854   SH       Sole     x
WISER OIL CO.                   COM              977284108        435     131200   SH       Sole     x
WIT CAPITAL GROUP, INC.         COM              97737K309       1020      30000   SH       Sole     x
WITCO CHEMICAL CORP.            COM              977385103       7895     394740   SH       Sole     x
WOLOHAN LUMBER CO.              COM              977865104        445      36300   SH       Sole     x
WOLVERINE TUBE INC.             COM              978093102       1754      69800   SH       Sole     x
WOLVERINE WORLD WIDE            COM              978097103       4415     315364   SH       Sole     x
WORKFLOW MANAGEMENT, INC.       COM              98137N109       1585     111221   SH       Sole     x
WORLD ACCEPTANCE CORP.          COM              981419104       1111     220900   SH       Sole     x
WORLD ACCESS                    COM              98141A101       3193     226081   SH       Sole     x
WORLD COLOR PRESS INC.          COM              981443104      10857     394800   SH       Sole     x
WORLD FUEL SERVICES             COM              981475106       1494     101274   SH       Sole     x
WORLDGATE COMMUNICATIONS        COM              98156L307       4623      90200   SH       Sole     x
WORTHINGTON FOODS               COM              981809106       1238      75054   SH       Sole     x
WORTHINGTON INDUSTRIES, I       COM              981811102      23681    1440649   SH       Sole     x
WORLD CORP.                     COM              981904105          7      86500   SH       Sole     x
WORLDTEX INC                    COM              981907108        266     111944   SH       Sole     x
WM. WRIGLEY, JR. CO             COM              982526105     155646    1729402   SH       Sole     x
WYMAN GORDON CORP.              COM              983085101       4436     229700   SH       Sole     x
WYNDHAM INTL INC                CL A             983101106       5844    1263536   SH       Sole     x
WYNN'S INTERNATIONAL INC.       COM              983195108       1749      94850   SH       Sole     x
X-RITE INC.                     COM              983857103        379      58900   SH       Sole     x
XCEED INC.                      COM              98388N105        521      23800   SH       Sole     x
XIOX CORP.                      COM              983905100         36       1900   SH       Sole     x
XETA CORP.                      COM              983909102        363      11800   SH       Sole     x
XILINX, INC.                    COM              983919101      36232     632880   SH       Sole     x
XIRCOM INC.                     COM              983922105       5246     174500   SH       Sole     x
XEROX CORP.                     COM              984121103     576233    9756328   SH       Sole     x
XOMED SURGICAL PRODUCTS         COM              98412V107       3445      70750   SH       Sole     x
XTRA CORP.                      COM              984138107       4699     102300   SH       Sole     x
XOOM, INC.                      COM              98413F101       3470      66100   SH       Sole     x
YAHOO! INC.                     COM              984332106     106866  620410.12   SH       Sole     x
YANKEE ENERGY SYSTEMS           COM              984779108       2928      73777   SH       Sole     x
YARDVILLE NATL BANCORP.         COM              985021104        467      37385   SH       Sole     x
YELLOW CORP.                    COM              985509108       4120     232097   SH       Sole     x
YORK FINANCIAL GROUP            COM              986630101         94       6435   SH       Sole     x
YORK INTERNATIONAL CORP.        COM              986670107       6449     150640   SH       Sole     x
YORK RESEARCH CORP              COM              987048105        653     105500   SH       Sole     x
YOUNG & RUBICAM INC.            COM              987425105       7615     167600   SH       Sole     x
YOUNG BROADCASTING CORP         CL A             987434107       3584      84200   SH       Sole     x
ZALE CORP                       COM              988858106       6024     150600   SH       Sole     x
ZAMBA CORPORATION               COM              988881108        134      69300   SH       Sole     x
ZEBRA TECHNOLOGIES CL A         CL A             989207105       7434     193400   SH       Sole     x
ZEBRA TECHNOLOGIES CL B         CL A             989207105        515      13410   SH       Sole     x
ZENITH NATIONAL INSURANCE       COM              989390109       3050     123860   SH       Sole     x
ZIEGLER COMPANIES INC.          COM              989506100        427      24300   SH       Sole     x
ZIFF-DAVIS INC.                 COM ZD           989511100       5235     339100   SH       Sole     x
ZIFF DAVIS INC.-ZDNET           COM ZDNET        989511209       1331      51200   SH       Sole     x
ZIONS BANCORP.                  COM              989701107      21264     334860   SH       Sole     x
ZORAN CORP.                     COM              98975F101        722      43100   SH       Sole     x
ZONAGEN, INC.                   COM              98975L108        112      12100   SH       Sole     x
ZOLTEK COS., INC.               COM              98975W104        982     123700   SH       Sole     x
ZYGO CORP.                      COM              989855101        375      32800   SH       Sole     x
ZOLL MEDICAL CORP               COM              989922109        556      46300   SH       Sole     x
ZOMAX INC.                      COM              989929104       1518      34500   SH       Sole     x
S+P 500 FUTURES                 FUTURES          CONTRACT      678415       1964   SH       Sole          x
S+P VALUE FUTURES               FUTURES          CONTRACT         783          5   SH       Sole          x
S+P GROWTH FUTURES              FUTURES          CONTRACT        1936         10   SH       Sole          x
RUSSEL FUTURES                  FUTURES          CONTRACT      120582        522   SH       Sole          x
HANG SENG FUTURES               FUTURES          CONTRACT       14757        169   SH       Sole          x
FTSE FUTURES                    FUTURES          CONTRACT       15821        158   SH       Sole          x
NIKKEI FUTURES                  FUTURES          CONTRACT       32826       1434   SH       Sole          x
MIDCAP FUTURES                  FUTURES          CONTRACT       77999        372   SH       Sole          x
5 YEAR T-NOTES                  FUTURES          CONTRACT        1526         14   SH       Sole          x
FORWARD CURRENCY CONTRACTS      FORWARDS         CURRENCY       72933  3.965E+09   SH       Sole          x
FRESH DELMONTE PRODUCE          ORD              G36738105       1558     110300   SH       Sole     x
FRUIT OF THE LOOM INC           ORD CL A         G3682L105       8790     901577   SH       Sole     x
HELEN OF TROY CORP.             COM              G4388N106         38       2100   SH       Sole     x
LORAL SPACE & COMM              COM              G56462107      10649     591584   SH       Sole     x
SANTA FE INTL CORP              ORD              G7805C108       6297     273800   SH       Sole     x
TRANSOCEAN OFFSHORE INC.        ORD              G90076103      10143     386410   SH       Sole     x
XL CAPITAL LTD. CLASS A         CL A             G98255105       3166  56036.625   SH       Sole     x
XOMA LTD.                       ORD              G9825R107       1580     260600   SH       Sole     x
STOLT COMEX SEAWAY, S.A.        COM              L8873E103        148      13600   SH       Sole     x
ROYAL CARIBBEAN CRUISES,        COM              V7780T103      17981     411000   SH       Sole     x

</TABLE>


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