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
CERES GROUP, INC. COM 156772105 743 80900 SH Sole x
CERIDIAN CORP. COM 15677T106 71152 2176733 SH Sole x
CERNER CORP. COM 156782104 5362 255700 SH Sole x
CHALONE WINE GRP LTD. COM 157639105 1048 107500 SH Sole x
CHAMPION ENTERPRISES, INC COM 158496109 6303 338431 SH Sole x
CHAMPION INTERNATIONAL CO COM 158525105 63631 1329100 SH Sole x
CHAMPIONSHIP AUTO RACING COM 158711101 1012 33800 SH Sole x
CHANCELLOR MEDIA CORP. COM 158915108 22542 408926 SH Sole x
CHARLES RIVER ASSOCIATES COM 159852102 1601 63900 SH Sole x
CHARTER ONE FINANICIAL COM 160903100 20134 723919 SH Sole x
CHARTER MUNICIPAL MTG ACP SH BEN INT 160908109 383 29900 SH Sole x
CHARMING SHOPPES, INC. COM 161133103 3003 492879 SH Sole x
CHART INDUSTRIES, INC. COM 16115Q100 619 78550 SH Sole x
CHARTWELL RE CORP COM 16139W109 712 38210 SH Sole x
CHASE INDUSTRIES INC. COM 161568100 27 3250 SH Sole x
CHASE MANHATTAN CORP. COM 16161A108 1015929 11727892 SH Sole x
CHATEAU COMMUNITIES REIT COM 161726104 11237 375352 SH Sole x
CHATTEM, INC. COM 162456107 1088 34200 SH Sole x
CHEAP TICKETS, INC. COM 162672109 1051 28800 SH Sole x
CHECKERS DRIVE-IN RESTAUR COM 162809107 86 229350 SH Sole x
CHECKFREE HOLDINGS CORP. COM 162816102 3346 121400 SH Sole x
CHECKPOINT SYSTEMS, INC. COM 162825103 2843 318100 SH Sole x
CHEESECAKE FACTORY (THE) COM 163072101 3515 115253 SH Sole x
CHELSEA GCA REALTY REIT COM 163262108 9014 242800 SH Sole x
CHEMED CORP. COM 163596109 3548 106700 SH Sole x
CHEMFIRST INC. COM 16361A106 3968 163200 SH Sole x
CHEMICAL FABRICS CORP. COM 16361L102 1044 57425 SH Sole x
CHEMICAL FINANCE COM 163731102 2431 69820 SH Sole x
THE CHERRY CORP. COM NEW 164541401 311 22200 SH Sole x
CHESAPEAKE BIOLOGICAL CL A 165146101 5 1300 SH Sole x
CHESAPEAKE CORP. OF VA. COM 165159104 6048 161540 SH Sole x
CHESAPEAKE ENERGY CORP COM 165167107 1734 590280 SH Sole x
CHESTER VALLEY BANCORP. COM 166335109 37 2151 SH Sole x
CHEVRON CORP. COM 166751107 849746 8927077 SH Sole x
CHIC BY H.I.S., INC. COM 167113109 530 199600 SH Sole x
CHICAGO TITLE CORP. COM 168228104 4596 128792 SH Sole x
CHICO'S FAS, INC COM 168615102 1741 74100 SH Sole x
THE CHILDREN'S PLACE COM 168905107 4945 122100 SH Sole x
CHOICE HOTEL INTL INC. COM 169905106 6317 319841 SH Sole x
CHIQUITA BRANDS INT'L COM 170032106 3193 354800 SH Sole x
CHIREX INC. COM 170038103 2692 83800 SH Sole x
CHIRON CORP. COM 170040109 14256 687026 SH Sole x
CHITTENDEN CORP COM 170228100 6268 200565 SH Sole x
CHOCK FULL O'NUTS CORP. COM 170268106 818 78360 SH Sole x
CHOICEPOINT INC. COM 170388102 6337 94407 SH Sole x
CHOLESTECH CORP COM 170393102 257 100300 SH Sole x
CHRIS-CRAFT INDUSTRIES, I COM 170520100 5597 118761 SH Sole x
CHROMATICS COLOR SCIENCES COM NEW 171116304 8 1000 SH Sole x
CHROMAVISION MED SYSTEMS COM 17111P104 202 20500 SH Sole x
THE CHUBB CORP. COM 171232101 149686 2153757 SH Sole x
CHURCH & DWIGHT, INC. COM 171340102 6247 143610 SH Sole x
CHURCHILL DOWNS INC. COM 171484108 1801 52200 SH Sole x
CIBER INC. COM 17163B102 7652 400100 SH Sole x
CIDCO INC COM 171768104 620 83700 SH Sole x
CIENA CORP. COM 171779101 7486 248000 SH Sole x
CILCORP, INC. COM 171794100 6525 104400 SH Sole x
CINCINNATI BELL, INC. COM 171870108 12234 490600 SH Sole x
CINCINNATI FINANCIAL CORP COM 172062101 83161 2213944 SH Sole x
CINERGY CORP. COM 172474108 67691 2115358 SH Sole x
CIRCLE INTL GRP INC COM 172574105 2249 102800 SH Sole x
CIRCUIT CITY STORES, INC. CIRCT CITY GRP 172737108 128623 1383046 SH Sole x
CIRRUS LOGIC COM 172755100 4037 454900 SH Sole x
CISCO SYSTEMS, INC. COM 17275R102 3069113 47721872 SH Sole x
CITADEL COMMUNICATIONS COM 172853202 4491 124100 SH Sole x
CINTAS CORP. COM 172908105 25112 373760 SH Sole x
CITIGROUP INC. COM 172967101 2221387 46766037 SH Sole x
CITIZENS BKG CORP COM 174420109 4759 158300 SH Sole x
CITIZENS INC. CL A 174740100 692 117800 SH Sole x
CITIZENS UTIL CL B CL B 177342201 9661 868445 SH Sole x
CITRIX SYSTEMS INC. COM 177376100 18845 333540 SH Sole x
CITY HOLDING COMPANY COM 177835105 2506 86421 SH Sole x
CITY NATIONAL CORP. COM 178566105 10055 268585 SH Sole x
CIVIC BANCORP COM 178788105 489 34651 SH Sole x
CLAIRE'S STORES, INC. COM 179584107 4222 164760 SH Sole x
CLARCOR, INC. COM 179895107 4270 222525 SH Sole x
CLARIFY INC. COM 180492100 6043 146500 SH Sole x
CLARION COMMERCIAL HLGDS CL A 18051W109 26 3800 SH Sole x
CLARUS CORPORATION COM 182707109 419 83800 SH Sole x
CLAYTON HOMES, INC. COM 184190106 6647 581135 SH Sole x
CLEAN HARBORS, INC. COM 184496107 79 43500 SH Sole x
CLEAR CHANNEL COMM COM 184502102 312376 4531299.6 SH Sole x
CLEVELAND-CLIFFS IRON CO. COM 185896107 2111 65220 SH Sole x
CLINTRIALS RESEARCH INC. COM 188767107 575 114900 SH Sole x
CLOROX CO. COM 189054109 184579 1728065.2 SH Sole x
CLOSURE MEDICAL CORP. COM 189093107 2148 71600 SH Sole x
COACH USA, INC. COM 18975L106 6706 159900 SH Sole x
COACHMEN INDUSTRIES, INC. COM 189873102 3853 165700 SH Sole x
COAST BANCORP COM 190297101 158 7800 SH Sole x
COASTAL BANCORP INC COM 19041P105 106 6300 SH Sole x
COASTAL CORP. COM 190441105 116788 2919688 SH Sole x
COASTAL PHYSICIAN GROUP COM 190495101 48 90000 SH Sole x
COCA-COLA BOTTLING CO. COM 191098102 2146 38322 SH Sole x
THE COCA-COLA CO. COM 191216100 2294874 36717990 SH Sole x
COCA-COLA ENTERPRISES, IN COM 191219104 170870 5743516 SH Sole x
CODA MUSIC TECHNOLOGY INC COM 19188P108 123 51100 SH Sole x
CODORUS VALLEY BANCORP COM 192025104 100 5502 SH Sole x
COEUR D'ALENE MINES CORP. COM 192108108 981 212160 SH Sole x
COGENERATION CORP OF AMER COM 19238M105 41 2838 SH Sole x
COGNEX CORP. COM 192422103 8542 270650 SH Sole x
COGNIZANT TECHNOLOGY SOL CL A 192446102 370 14200 SH Sole x
COGNOS INC. COM 19244C109 561 25800 SH Sole x
COHERENT, INC. COM 192479103 3877 208146 SH Sole x
COHESION TECHNOLOGIES COM 19248N101 270 45003 SH Sole x
COHU INC. COM 192576106 1238 35000 SH Sole x
COINMACH LAUNDRY CORP. COM 19259L101 5 400 SH Sole x
COINSTAR, INC. COM 19259P300 1922 67000 SH Sole x
COLDWATER CREEK INC. COM 193068103 1127 57800 SH Sole x
COLE NATL CORP CL A CL A 193290103 396 49900 SH Sole x
KENNETH COLE PRODUCTIONS CL A 193294105 3116 111800 SH Sole x
COLEMAN INC. COM 193559101 1988 212000 SH Sole x
COLLATERAL THERAPEUTICS COM 193921103 1047 45500 SH Sole x
COLGATE-PALMOLIVE CO. COM 194162103 423139 4284950 SH Sole x
COLLAGEN AESTHETICS, INC. COM 194194106 627 45603 SH Sole x
COLLINS & AIKMAN CORP. COM 194830105 3652 479000 SH Sole x
COLONIAL BANCGROUP, INC. COM 195493309 3661 262700.98 SH Sole x
COLONIAL DOWNS HOLDINGS CL A 19564H100 93 47800 SH Sole x
COLONIAL GAS CO. COM 195674106 2822 76276 SH Sole x
COLONIAL PROPERTIES REIT COM SH BEN INT 195872106 9506 336500 SH Sole x
COLORADO CASINO RESORTS COM 196334106 17 101100 SH Sole x
COLORADO MEDTECH, INC. COM 19652U104 287 13100 SH Sole x
COLTEC INC. COM 196879100 7539 347600 SH Sole x
COLUMBIA BANCORP COM 197227101 140 10600 SH Sole x
COLUMBIA BANKING SYSTEM COM 197236102 1345 87502.5 SH Sole x
COLUMBIA ENERGY GROUP COM 197648108 71250 1136591 SH Sole x
COLUMBIA/HCA HEALTHCARE COM 197677107 192638 8444427 SH Sole x
COLUMBIA LAB COM 197779101 1402 163700 SH Sole x
COLUMBIA SPORTSWEAR CO. COM 198516106 2194 142700 SH Sole x
COLUMBUS MCKINNON CORP. COM 199333105 792 33000 SH Sole x
COMAIR HOLDINGS, INC. COM 199789108 6119 294005 SH Sole x
COMFORT SYSTEMS USA COM 199908104 4419 245500 SH Sole x
COMARCO. INC COM 200080109 36 1800 SH Sole x
COMCAST CORP. CLASS A CL A 200300101 37437 1045363.7 SH Sole x
COMCAST CORP. CLASS A SPE CL A SPL 200300200 377509 9821366.7 SH Sole x
COMDIAL CORP. COM NEW 200332302 512 72566 SH Sole x
COMDISCO, INC. COM 200336105 11642 454306 SH Sole x
COMERICA, INC. COM 200340107 123871 2084059 SH Sole x
COMFORCE CORP. COM 20038K109 284 94585.82 SH Sole x
COMMERCE BANCORP, INC. COM 200519106 8305 194259 SH Sole x
COMMERCE BANCSHARES, INC. COM 200525103 7241 179913 SH Sole x
COMMERCE GROUP, INC. COM 200641108 4319 177200 SH Sole x
COMMERCIAL ASSETS COM 201118106 530 91100 SH Sole x
COMMERCIAL BANK OF NY COM 201462108 97 7900 SH Sole x
COMMERCIAL FEDERAL CORP. COM 201647104 6153 265342 SH Sole x
COMMERCIAL INTERTECH CORP COM 201709102 2740 171950 SH Sole x
COMMERCIAL METALS CO. COM 201723103 3831 134432 SH Sole x
COMMERCIAL NET LEASE REIT COM 202218103 5203 404100 SH Sole x
COMMNET CELLULAR INC. COM 202604203 2129 81100 SH Sole x
COMMONWEALTH BANCORP INC. COM 20268X102 1360 75800 SH Sole x
COMMONWEALTH ENERGY SYSTE COM SH BEN INT 202800108 6497 154700 SH Sole x
COMMONWEALTH INDUSTRIES COM 203004106 1114 89100 SH Sole x
COMMONWEALTH TELEPHONE COM 203349105 4838 119639 SH Sole x
COMMONWEALTH TELE ENT B CL B 203349204 302 7400 SH Sole x
COMMSCOPE INC. COM 203372107 22227 722813.72 SH Sole x
COMMUNITY BANK SYSTEM, IN COM 203607106 241 9500 SH Sole x
COMMUNITY BANKS, INC. COM 203628102 43 2000 SH Sole x
COMMUNITY CAPITAL CORP. COM 20363C102 110 11000 SH Sole x
COMMUNITY FEDERAL BANCORP COM 20364Q100 212 16300 SH Sole x
COMMUNICATIONS SYSTEMS, I COM 203900105 589 47600 SH Sole x
COMM FIRST BANK COM 203902101 8500 356016 SH Sole x
COMMUNITY TRUST BANCORP COM 204149108 2419 103492 SH Sole x
COMPAQ COMPUTER CORP. COM 204493100 544437 22984145 SH Sole x
COMPASS BANCSHARES INC. COM 20449H109 7451 273421 SH Sole x
COMPASS INTERNATIONAL COM 20450K108 195 27800 SH Sole x
COMPETITIVE TECHNOLOGIES COM 204512107 372 56200 SH Sole x
COMPLETE BUSINESS COM 20452F107 3807 212211 SH Sole x
COMPTEK RESEARCH, INC. COM 204682108 231 28600 SH Sole x
COMPUCOM SYSTEMS, INC. COM 204780100 453 109800 SH Sole x
COMPUCREDIT CORP COM 20478N100 2668 140400 SH Sole x
COMPUTER ASSOCIATES INTL, COM 204912109 442734 8049706 SH Sole x
COMPUTER NETWORK TECH. COM 204925101 1810 83700 SH Sole x
COMPUSA, INC. COM 204932107 4516 607140 SH Sole x
COMPUTER LEARNING CENTERS COM 205199102 613 124120 SH Sole x
COMPUTER OUTSOURCING SVCS COM 205265101 576 57600 SH Sole x
COMPUTER SCIENCES CORP. COM 205363104 150361 2173240 SH Sole x
COMPUTER TASK GROUP, INC. COM 205477102 3339 196400 SH Sole x
COMPUTRON SOFTWARE INC. COM 205631104 69 76500 SH Sole x
COMPUWARE CORP COM 205638109 179324 5636904 SH Sole x
COMPX INTERNATIONAL INC. CL A 20563P101 524 29300 SH Sole x
COMSAT CORP. COM SER 1 20564D107 5102 156980 SH Sole x
COMVERSE TECHNOLOGY, INC. COM PAR $0.10 205862402 16871 223460 SH Sole x
CONAGRA, INC. COM 205887102 186333 6998440 SH Sole x
CONCENTRIC NETWORK CORP COM 20589R107 8805 221500 SH Sole x
CONCENTRA MANAGED CARE COM 20589T103 4817 325170 SH Sole x
COMPUTER HORIZONS CORP. COM 205908106 2737 198182 SH Sole x
COMSHARE COM 205912108 85 27853 SH Sole x
COM21, INC. COM 205937105 1942 113800 SH Sole x
CONCORD COMMUNICATIONS COM 206186108 4073 90500 SH Sole x
CONCORD EFS, INC. COM 206197105 19431 459231 SH Sole x
CONCUR TECHNOLOGIES, INC. COM 206708109 1738 61800 SH Sole x
CONCURRENT COMPUTER CORP COM 206710204 415 65800 SH Sole x
CONE MILLS CORP. COM 206814105 741 123500 SH Sole x
CONECTIV, INC. COM 206829103 6781 277469.5 SH Sole x
CONEXANT SYSTEMS, INC. COM 207142100 13826 238124 SH Sole x
CONMED CORP. COM 207410101 3890 127024 SH Sole x
CONNECTICUT ENERGY CORP. COM 207567108 2842 73700 SH Sole x
CONNECTICUT WATER SERV., COM 207797101 565 20550 SH Sole x
CONOCO INC. CL A 208251306 12889 462400 SH Sole x
CONRAD INDUSTRIES INC. COM 208305102 17 3300 SH Sole x
CONSECO CO, INC. COM 208464107 137435 4515332 SH Sole x
CONSOL ENERGY, INC. COM 20854P109 3262 271800 SH Sole x
CONS DELIVERY & LOGISTICS COM 209029107 10 2800 SH Sole x
CONSOLIDATED EDISON INC. COM 209115104 142497 3149106 SH Sole x
CON. FREIGHTWAYS INC.,NEW COM 209232107 2625 204349 SH Sole x
CONSOLIDATED GRAPHICS INC COM 209341106 5495 109900 SH Sole x
CONSOLIDATED NATURAL GAS COM 209615103 77215 1271033 SH Sole x
CONSOLIDATED PAPERS COM 209759109 7271 271800 SH Sole x
CONSOLIDATED PRODUCTS INC COM 209798107 2930 162760 SH Sole x
CONSOLIDATED STORES, INC. COM 210149100 41171 1524845 SH Sole x
CONS TOMOKA LAND CO.-FL COM 210226106 433 29700 SH Sole x
CONSTELLATION ENERGY GRP COM 210371100 72209 2437436 SH Sole x
CONSUMER PORTFOLIO SVS COM 210502100 296 177200 SH Sole x
CONTIFINANCIAL CORP. COM 21075V107 735 206300 SH Sole x
CONTINENTAL AIRLINES-CL B CL B 210795308 13105 348300 SH Sole x
CONTINENTAL MATERIALS COM PAR $0.25 211615307 891 46000 SH Sole x
CONTL MORTGAGE & EQUITY T SH BEN INT NEW 211663208 219 14100 SH Sole x
CONTINUCARE CORP. COM 212172100 45 72600 SH Sole x
CONVERGYS CORP. COM 212485106 11068 574980 SH Sole x
CONVERSE INC COM 212540108 981 270599 SH Sole x
COOPER CAMERON CORP. COM 216640102 7564 204100 SH Sole x
COOPER COS., INC. COM NEW 216648402 3521 141200 SH Sole x
COOPER INDUSTRIES, INC. COM 216669101 65361 1256948 SH Sole x
COOPER TIRE & RUBBER CO. COM 216831107 27303 1155683 SH Sole x
ADOLPH COORS COMPANY CL B 217016104 26018 525623 SH Sole x
COPART INC. COM 217204106 2665 125400 SH Sole x
COPLEY PHARMACEUTICAL, IN COM 21745K101 826 80617 SH Sole x
COPPER MOUNTAIN NETWORKS COM 217510106 4079 52800 SH Sole x
COPYTELE, INC. COM 217721109 11 6500 SH Sole x
COR THERAPEUTICS INC COM 217753102 1730 117300 SH Sole x
CORAM HEALTHCARE CORP COM 218103109 684 390927 SH Sole x
CORDANT TECHNOLOGIES, INC COM 218412104 5775 127800 SH Sole x
CORINTHIAN COLLEGES, INC. COM 218868107 398 21100 SH Sole x
CORIXA CORP COM 21887F100 358 20100 SH Sole x
CORN PRODUCTS INT'L WI COM 219023108 8602 282615 SH Sole x
CORNELL CORRECTIONS, INC. COM 219141108 717 43600 SH Sole x
CORNERSTONE PROPERTIES COM 21922H103 21558 1357970 SH Sole x
CORNERSTONE REALTY COM 21922V102 5216 485200 SH Sole x
CORNING, INC. COM 219350105 250586 3573419 SH Sole x
CORPORATE EXPRESS, INC. COM 219888104 4438 633942 SH Sole x
CORRECTIONAL SVS. CORP. COM 219921103 481 63082 SH Sole x
CORPORATE OFFICE PROP SH BEN INT 22002T108 1575 192400 SH Sole x
CORRECTIONAL PROPERTIES COM 22025E104 1947 123600 SH Sole x
CORT BUSINESS SERVICES COM 220493100 3275 136800 SH Sole x
CORUS BANKSHARES INC. COM 220873103 5736 180300 SH Sole x
CORVAS INTERNATIONAL, INC COM 221005101 10 3200 SH Sole x
CORVEL CORP. COM 221006109 740 34400 SH Sole x
COSMETIC CENTER INC. CLC CL C 221234305 2 8019 SH Sole x
COST PLUS INC/CALIFORNIA COM 221485105 2307 50700 SH Sole x
COSTCO CO. INC. COM 22160Q102 239211 2987809 SH Sole x
COSTILLA ENERGY, INC. COM 22161G103 2 11200 SH Sole x
COTELLIGENT, INC. COM 221630106 485 62100 SH Sole x
COULTER PHARMACEUTICAL COM 222116105 1437 63700 SH Sole x
COUNTRYWIDE CREDIT INDUST COM 222372104 80368 1879950 SH Sole x
COUSINS PROPERTIES REIT COM 222795106 14772 436877 SH Sole x
COVAD COMMUNICATIONS GRP. COM 222814204 9514 178450 SH Sole x
COVANCE, INC. COM 222816100 9459 395138 SH Sole x
COVENTRY HEALTH CARE INC. COM 222862104 5627 514500 SH Sole x
COVEST BANCSHARES INC COM 223032103 173 11600 SH Sole x
COX COMMUNICATIONS CL A CL A 224044107 56905 1545806 SH Sole x
COX RADIO INC. CL A 224051102 163 3000 SH Sole x
CRAFTMADE INTERNATIONAL COM 22413E104 239 18400 SH Sole x
CRAIG CORP. COM 224174102 396 56100 SH Sole x
CRAIG CORP. PR PREF CL A 224174201 142 20077 SH Sole x
JENNY CRAIG INC. COM 224206102 650 185800 SH Sole x
CRANE CO. COM 224399105 31251 994059 SH Sole x
CRAWFORD & CO. CLASS B CL B 224633107 4139 254700 SH Sole x
CREDIT MGMT SOLUTIONS COM 224905109 111 23300 SH Sole x
CREATIVE BIOMOLECULES COM 225270107 757 208900 SH Sole x
CREATIVE COMPUTERS, INC. COM 22527E107 434 54200 SH Sole x
CREDENCE SYSTEMS COM 225302108 5127 138100 SH Sole x
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>