VANGUARD GROUP INC
13F-HR/A, 1999-10-13
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                                  UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                             Washington, D.C. 20549

                                    Form 13F

                               FORM 13F COVER PAGE

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

Check here if Amendment [X ]; Amendment Number: 1
This Amendment (Check only one.):   [X ] is a restatement.
                         [ ] adds new holdings entries.

Institutional Investment Manager Filing this Report:

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

Form 13F File Number: 28-6408

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

Person Signing this Report on Behalf of Reporting Manager:

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





D/te     09/30/1999        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:4306

Form 13F Information Table Value Total: $171,977,990 (x 1000)

<TABLE>
<S>            <C>



Security Description             Class   Cusip     (MV * 1000) Shares     S/P     P/C     DiscretnSole    None
AAR CORP.                        COM     000361105         4651     258400SH              Sole    X
ABC BANCORP                      COM     000400101           90       7000SH              Sole    X
ABC-NACO, INC.                   COM     000752105         1980     140200SH              Sole    X
A.C. MOORE ARTS & CRAFTS         COM     00086T103           29       6600SH              Sole    X
THE A CONSULTING TEAM            COM     000881102           55      11500SH              Sole    X
ADC TELECOMMUNICATIONS           COM     000886101        80777    1926119SH              Sole    X
ACTV, INC.                       COM     00088E104         1629     116900SH              Sole    X
ADE CORP.                        COM     00089C107          680      48600SH              Sole    X
AER ENERGY RES INC               COM     000944108           20      53700SH              Sole    X
AFC CABLE SYSTEMS, INC.          COM     000950105         3073      72300SH              Sole    X
ACT TELECONFERENCING INC         COM     000955104           64      10100SH              Sole    X
ABM INDUSTRIES                   COM     000957100         3753     147900SH              Sole    X
ACT NETWORKS INC.                COM     000975102          538      61000SH              Sole    X
AEP INDUSTRIES                   COM     001031103          707      19100SH              Sole    X
AFLAC,  INC.                     COM     001055102       156863    3745987SH              Sole    X
AGCO CORP.                       COM     001084102         5173     397960SH              Sole    X
AGL RESOURCES INC.               COM     001204106         6704     412530SH              Sole    X
AES CORP.                        COM     00130H105       164722    2791905SH              Sole    X
AK STEEL HOLDING CORP            COM     001547108         3883     212750SH              Sole    X
AMBI INC                         COM     00163N102          199      68500SH              Sole    X
AMB PROPERTY CORP.               COM     00163T109        19899     939200SH              Sole    X
AMC ENTERTAINMENT INC.           COM     001669100          953      68400SH              Sole    X
AMFM INC.                        COM     001693100        35099     576581SH              Sole    X
AML COMMUNICATIONS INC.          COM     001733104          111      38600SH              Sole    X
AMLI RESIDENTIAL PRP REIT        SH BEN I001735109         4036     192200SH              Sole    X
AMR CORP.                        COM     001765106       117648    2158685SH              Sole    X
APAC TELESERVICES, INC.          COM     00185E106         1109     264900SH              Sole    X
ARM FINANCIAL GROUP              CL A    001944107           11     116800SH              Sole    X
A T & T                          COM     001957109      2180584   50128363SH              Sole    X
AT&T CORP-LIBERTY MEDIA          COM LIB 001957208        14678     395370SH              Sole    X
AT&T CORP-LIBERTY MEDIA          COM LIB 001957307          335       8438SH              Sole    X
A.S.V., INC.                     COM     001963107         1243      85000SH              Sole    X
ATEC GROUP, INC.                 COM NEW 00206X604          132      59500SH              Sole    X
ATMI INC.                        COM     00207R101         3500      93800SH              Sole    X
AVT CORP                         COM     002420107         1421      46400SH              Sole    X
AVX CORP.                        COM     002444107         7977     227100SH              Sole    X
AXA FINANCIAL, INC.              COM     002451102        35363     633600SH              Sole    X
AARON RENTS INC.-CLASS B         COM     002535201         1166      67600SH              Sole    X
AAVID THERMAL TECH.              COM     002539104         2922     129500SH              Sole    X
AAMES FINANCIAL CORP.            COM     00253A101          205     273450SH              Sole    X
ABACUS DIRECT CORP.              COM     002553105         8714      71500SH              Sole    X
ABBOTT LABORATORIES              COM     002824100       872308   23736261SH              Sole    X
ABERCROMBIE & FITCH              CL A    002896207        16892     495906SH              Sole    X
ABGENIX, INC.                    COM     00339B107         2336      59600SH              Sole    X
ABINGTON BANCORP INC.            COM     00350P100          422      35000SH              Sole    X
ABIOMED INC.                     COM     003654100           76       4900SH              Sole    X
ABLE TELCOM HOLDING CORP         COM NEW 003712304         1426     156300SH              Sole    X
ABOUT.COM INC.                   COM     003736105         2571      45500SH              Sole    X
ACACIA RESEARCH CORP.            COM     003881109         1625     100400SH              Sole    X
ACADIA REALTY TRUST              COM SH B004239109           28       5300SH              Sole    X
ACCELR8 TECHNOLOGY CORP.         COM NEW 004304200           80      52400SH              Sole    X
ACCEPTANCE INSURANCE COS,        COM     004308102         2064     161900SH              Sole    X
ACCLAIM ENTERTAINMENT INC        COM PAR 004325205         4661     613843SH              Sole    X
ACE CASH EXPRESS, INC.           COM     004403101         1165      80350SH              Sole    X
ACETO CORP.                      COM     004446100          500      45962SH              Sole    X
THE ACKERLEY GROUP INC.          COM     004527107         1843     149700SH              Sole    X
ACMAT CORP. CLASS A              CL A    004616207          357      47600SH              Sole    X
ACME ELECTRIC CORP.              COM     004644100          247      42900SH              Sole    X
ACNIELSON CORP                   COM     004833109         9437     415951SH              Sole    X
ACTIVISION, INC.                 COM NEW 004930202         3287     186500SH              Sole    X
ACTION PERFORMANCE COS IN        COM     004933107         3057     145125SH              Sole    X
ACTEL CORPORATION                COM     004934105         2578     135700SH              Sole    X
ACTIVE VOICE CORP.               COM     004938106           39       2500SH              Sole    X
ACTUATE SOFTWARE CORP            COM     00508B102         2293      67700SH              Sole    X
ACUSON CORP.                     COM     005113105         2762     216600SH              Sole    X
ACX TECHNOLOGIES INC.            COM     005123104         1146     120600SH              Sole    X
ACXIOM CORP.                     COM     005125109         7244     368540SH              Sole    X
ADAC LABORATORIES                COM NEW 005313200         1664     169600SH              Sole    X
ADAMS GOLF INC.                  COM     006228100          372     121600SH              Sole    X
ADAPTIVE BROADBAND CORP          COM     00650M104         2764      82500SH              Sole    X
ADAPTEC, INC.                    COM     00651F108        53110    1338200SH              Sole    X
ADELPHIA COMMUNICATIONS C        CL A    006848105         9269     157600SH              Sole    X
ADMINISTAFF INC.                 COM     007094105         1761     110500SH              Sole    X
ADOBE SYSTEM, INC.               COM     00724F101       115864    1020824SH              Sole    X
ADTRAN INC                       COM     00738A106         8896     232200SH              Sole    X
ADVANCE PARADIGM INC.            COM     007491103         3969      72500SH              Sole    X
ADVANCED COMMUNICATION           COM     00750X109          597      48000SH              Sole    X
ADVANCED COMM. GROUP             COM     00751B106         2254     281800SH              Sole    X
ADVANCED DIGITAL INFO.           COM     007525108         3685     132500SH              Sole    X
ADVANCED LIGHTING TECHS          COM     00753C102          239      34100SH              Sole    X
ADVANCED MAGNETICS, INC.         COM     00753P103          346     110600SH              Sole    X
ADVANCED MARKETING SERVIC        COM     00753T105          800      40500SH              Sole    X
ADVANCED FIBRE COMM.             COM     00754A105        11666     524300SH              Sole    X
ADVANCED POLYMER SYSTEMS         COM     00754G102          971     235300SH              Sole    X
ADVANCED RADIO TELECOM           COM     00754U101         1163      92100SH              Sole    X
ADVANCED TISSUESCIENCE           COM     00755F103         1377     447200SH              Sole    X
ADVEST GROUP, INC.               COM     007566102          761      41700SH              Sole    X
ADVANTAGE MARKETING SYSMS        COM NEW 00756G209           11       3000SH              Sole    X
ADVANTAGE LEARNING SYSTEM        COM     00757K100         2503     134400SH              Sole    X
ADVO, INC.                       COM     007585102         4772     239325SH              Sole    X
ADVANTICA RESTAURANT GRP         COM     00758B109          319     105100SH              Sole    X
AERIAL COMMUNICATIONS INC        COM     007655103         5588     206000SH              Sole    X
AEROFLEX INC.                    COM     007768104         1161      95300SH              Sole    X
ADVANCED MICRO DEVICES           COM     007903107        36844    2143680SH              Sole    X
AEGON N.V.                       ORD AMER007924103         6957      80430SH              Sole    X
ADVANTA CORP. CL A               CL A    007942105         3156     215784SH              Sole    X
ADVANCED ENERGY                  COM     007973100         3279     106200SH              Sole    X
ADVENT SOFTWARE, INC.            COM     007974108         4258      68400SH              Sole    X
AEROSONIC CORP.                  COM PAR 008015307          612      46600SH              Sole    X
AETNA INC.                       COM     008117103        97112    1971810SH              Sole    X
AETRIUM, INC.                    COM     00817R103          541      77600SH              Sole    X
AFFILIATED COMPUTER SVCS         CL A    008190100         8512     209516SH              Sole    X
AFFILIATED MANAGERS GROUP        COM     008252108         3976     145900SH              Sole    X
AFFYMETRIX, INC.                 COM     00826T108        12669     128700SH              Sole    X
AFTERMARKET TECHNOLOGY           COM     008318107         2219     211300SH              Sole    X
AGILE SOFTWARE CORP.             COM     00846X105         1043      16300SH              Sole    X
AGRIBIOTECH INC                  COM     008494106         1003     247000SH              Sole    X
AGRIBRANDS INTERNATIONAL         COM     00849R105         4257      85792SH              Sole    X
AGRITOPE INC.                    COM     00855D107           59      29340SH              Sole    X
AIR EXPRESS INTERNATIONAL        COM     009104100         5640     248600SH              Sole    X
AIR PRODUCTS & CHEMICALS,        COM     009158106        91449    3146632SH              Sole    X
AIRBORNE FREIGHT CORP.           COM     009266107         8173     388030SH              Sole    X
AIRGAS, INC.                     COM     009363102         5245     451180SH              Sole    X
AIRTRAN HOLDING                  COM     00949P108         2827     561900SH              Sole    X
ALABAMA NATIONAL BANCORP         COM     010317105          846      36400SH              Sole    X
ALAMO GROUP, INC.                COM     011311107          398      43000SH              Sole    X
ALANCO ENVIRO. RES. CORP.        COM NO P011612405            5       3714SH              Sole    X
ALARIS MEDICAL                   COM     011637105          332     110800SH              Sole    X
ALASKA AIR GROUP, INC.           COM     011659109        11624     285690SH              Sole    X
ALBANY INTERNATIONAL CORP        CL A    012348108         2010     132906SH              Sole    X
ALBEMARLE CORP                   COM     012653101         4858     241381SH              Sole    X
ALBERTO-CULVER CO. CLASS         CL B CON013068101        19220     831135SH              Sole    X
ALBERTO-CULVER CO. CL A          CL A    013068200           74       3800SH              Sole    X
ALBERTSON'S, INC.                COM     013104104       230970    5838106SH              Sole    X
ALCAN ALUMINIUM  LTD.            COM     013716105        87133    2788246SH              Sole    X
ALCIDE CORP.                     COM NEW 013742507          205      16400SH              Sole    X
ALCOA, INC.                      COM     013817101       322865    5202248SH              Sole    X
ALEXANDER & BALDWIN, INC.        COM     014482103         7454     312190SH              Sole    X
ALEXANDER'S, INC.                COM     014752109         3254      45000SH              Sole    X
ALEXANDRIA REIT                  COM     015271109         5623     191000SH              Sole    X
ALFA CORP.                       COM     015385107         4196     258200SH              Sole    X
ALGOS PHARMACEUTICAL             COM     015869100         1058     124500SH              Sole    X
ALICO, INC.                      COM     016230104          611      41400SH              Sole    X
ALKERMES INC.                    COM     01642T108         4515     156700SH              Sole    X
ALL AMERICAN SEMICONDUCT         COM NEW 016557407           30       7640SH              Sole    X
ALLAIRE CORP.                    COM     016714107         3685      65800SH              Sole    X
ALLEGHANY CORP.                  COM     017175100         6844      38666SH              Sole    X
ALLEGHENY ENERGY INC.            COM     017361106        13910     437250SH              Sole    X
ALLEGHENY TELEDYNE INC           COM     017415100        44766    2652805SH              Sole    X
ALLEGIANCE TELECOM INC.          COM     01747T102        10267     195100SH              Sole    X
ALLEN ORGAN CO.                  CL B    017753104          543      14300SH              Sole    X
ALLEN TELECOM GROUP              COM     018091108         2738     280800SH              Sole    X
ALLERGAN, INC.                   COM     018490102       110175    1001588SH              Sole    X
ALLERGAN SPEC. THERAP.           CL A    018494104           95       8021SH              Sole    X
ALLIANCE BANCORP INC.            COM     01852J105         1667      84966SH              Sole    X
ALLIANCE GAMING CORP.            COM NEW 01859P609          976     122428SH              Sole    X
ALLIANCE PHARMACEUTICAL          COM     018773101         1542     304600SH              Sole    X
ALLIANCE SEMICONDUCTOR           COM     01877H100         3081     289950SH              Sole    X
ALLIANT ENERGY CORP              COM     018802108         7043     254383SH              Sole    X
ALLIANT TECHSYSTEMS, INC.        COM     018804104         7042     101600SH              Sole    X
ALLIED CAPITAL CORP              COM     01903Q108         8966     399600SH              Sole    X
ALLIED DEVICES CORP.             COM     019120104           13      11200SH              Sole    X
ALLIED HOLDINGS INC.             COM     019223106          281      46300SH              Sole    X
ALLIED PRODUCTS CORP.            COM     019411107          318      76999SH              Sole    X
ALLIED SIGNAL, INC.              COM     019512102       512563    8551627SH              Sole    X
ALLIED WASTE INDUSTRIES          COM PAR$019589308        31656    2708530SH              Sole    X
ALLMERICA FINANCIAL CORP.        COM     019754100        10633     223258SH              Sole    X
ALLOU HEALTH & BEAUTY            CL A    019782101          276      51400SH              Sole    X
ALLSCRIPTS, INC.                 COM     019886100          449      28300SH              Sole    X
ALLSTATE CORP.                   COM     020002101       288872   11583841SH              Sole    X
ALLTEL CORP.                     COM     020039103       305955    4347491SH              Sole    X
ALPHA INDUSTRIES                 COM     020753109         7953     141000SH              Sole    X
ALPHARMA, INC. CLASS A           CL A    020813101        11507     325868SH              Sole    X
ALPINE GROUP INC.                COM     020825105         2017     155900SH              Sole    X
ALTERA CORP.                     COM     021441100        33570     773940SH              Sole    X
ALTEON INC.                      COM     02144G107            9       8600SH              Sole    X
ALTEON WEBSYSTEMS INC            COM     02145A109         6881      73200SH              Sole    X
ALTERRA HEALTHCARE CORP          COM     02146C104         1765     198900SH              Sole    X
ALTIVA FINANCIAL CORP.           COM NEW 021497300           24       5290SH              Sole    X
ALYN CORP.                       COM     022611107          199      72500SH              Sole    X
ALZA CORP.                       COM     022615108        62591    1461991SH              Sole    X
ALYSIS TECHNOLOGIES INC.         COM     02261D101           48      31800SH              Sole    X
AMAZON.COM INC                   COM     023135106        75515     946900SH              Sole    X
AMBAC FINANCIAL GROUP INC        COM     023139108        18527     391070SH              Sole    X
AMBANC HOLDING CO                COM     023161102          460      29100SH              Sole    X
AMBASSADORS INTERNATIONAL        COM     023178106          547      40700SH              Sole    X
AMCAST INDUSTRIAL CORP.          COM     023395106         1024      76900SH              Sole    X
AMCOL INTERNATIONAL CORP         COM     02341W103         2842     192700SH              Sole    X
AMERADA HESS CORP.               COM     023551104        84606    1381323SH              Sole    X
AMERCO, INC.                     COM     023586100         3277     114720SH              Sole    X
AMEREN CORP                      COM     023608102        77555    2051049SH              Sole    X
AMERICA ONLINE, INC.             COM     02364J104      1784609   17159701SH              Sole    X
AMERICA SERVICE GROUP            COM     02364L109           84       6200SH              Sole    X
AMERICA WEST HLDGS CORP          CL B    023657208         4396     253900SH              Sole    X
AMERICAN ACCESS TECH             COM     02368F108          654     104700SH              Sole    X
AMERICAN AIRCARRIERS SUPP        COM     023758105          116      13300SH              Sole    X
AMERICAN ANNUITY GROUP IN        COM     023840101         3224     149095SH              Sole    X
AMCORE FINANCIAL                 COM     023912108         3713     180020SH              Sole    X
AMERICA FIRST MORTGAGE           COM     023934102           64      13100SH              Sole    X
AMERICAN AXLE & MAN. HLDG        COM     024061103         2415     169500SH              Sole    X
AMER. BANK NOTE HOLOGRAPH        COM     024377103         1446     482000SH              Sole    X
AMERICAN BANKNOTE CORP.          COM     024490104           40     318200SH              Sole    X
AMERICAN BUSINESS PRODS          COM     024763104         1191      75600SH              Sole    X
AMERICAN CLASSIC VOYAGER         COM     024928103         2335     101800SH              Sole    X
AMER COIN MERCHANDISING          COM     02516B108           32       8800SH              Sole    X
AMERICAN DENTAL PARTNERS         COM     025353103          387      31900SH              Sole    X
AMERICAN ELEC. PWR. CO.,         COM     025537101        90510    2652319SH              Sole    X
AMERICAN  EAGLE OUTFIT.          COM     02553E106        10085     208200SH              Sole    X
AMERICAN EXPRESS CO.             COM     025816109       833646    6192359SH              Sole    X
AMERICAN FINANCIAL GRP           COM     025932104         5499     195970SH              Sole    X
AMERICAN FREIGHTWAYS             COM     02629V108         5243     288300SH              Sole    X
AMERICAN GENERAL CORP.           COM     026351106       220014    3481930SH              Sole    X
AMERICAN GREETINGS CORP.         CL A    026375105        28716    1115192SH              Sole    X
AMERICAN HEALTH PROP., IN        COM     026494104         3047     151400SH              Sole    X
AMER HERITAGE LIFE INV. C        COM     026522102         3104      97764SH              Sole    X
AMERICAN HOME PRODUCTS           COM     026609107       833401   20081940SH              Sole    X
AMERICAN HOMESTAR CORP.          COM     026651109            2        630SH              Sole    X
AMERICAN INDUSTRIAL PROP.        COM NEW 026791202         2173     163200SH              Sole    X
AMERICAN INTERN'L GROUP          COM     026874107      1904742   21909326SH              Sole    X
AMERICAN ITALIAN PASTA           CL A    027070101         4208     147000SH              Sole    X
AMERICAN MANAGEMENT SYS.,        COM     027352103         9180     357825SH              Sole    X
AMERICAN MED. SEC. GROUP         COM     02744P101          232      35700SH              Sole    X
AMERICAN MOBILE SATELLITE        COM     02755R103         2048     117000SH              Sole    X
AMERICAN NATIONAL CAN GRP        COM     027714104         2256     142700SH              Sole    X
AMERICAN NAT'L INS CO.           COM     028591105         4881      72850SH              Sole    X
AMERICAN PAD & PAPER             COM     028816106           61     107600SH              Sole    X
AMERICAN RETIREMENT CORP.        COM     028913101          843      85900SH              Sole    X
AMERICAN PWR CONVERSION C        COM     029066107        14129     743620SH              Sole    X
AMER. PRECISION INDS.            COM     029069101          417      40700SH              Sole    X
AMERICAN RESIDENTIAL TR          COM     02926T103          601      71800SH              Sole    X
AMERICAN SCI & ENGINEERIN        COM     029429107          239      39100SH              Sole    X
AMERICAN SKIING CO.              COM     029654308          608     162200SH              Sole    X
AMERICAN SOFTWARE, INC. C        CL A    029683109          306     106450SH              Sole    X
AMERICAN STANDARD COS.           COM     029712106        11393     296880SH              Sole    X
AMERICAN STATES WATER            COM     029899101         2080      62800SH              Sole    X
AMERICAN TOWER CLASS A           CL A    029912201         9178     469170SH              Sole    X
AMERICAN WAGERING                COM     030405104           52       9600SH              Sole    X
AMERICAN WATER WORKS CO.,        COM     030411102         9166     316764SH              Sole    X
AMERICAN WOODMARK CORP.          COM     030506109          564      21000SH              Sole    X
AMERICAN XTAL TECHNOLOGY         COM     030514103         1385      64800SH              Sole    X
AMERICREDIT CORP                 COM     03060R101         7715     516500SH              Sole    X
AMERON INTERNATIONAL CORP        COM     030710107         1272      27100SH              Sole    X
AMERIPATH INC.                   COM     03071D109          847     101100SH              Sole    X
AMERISOURCE HEALTH CORP          CL A    03071P102         7658     323300SH              Sole    X
AMERITRADE HOLDING CORP.         CL A    03072H109         9911     539400SH              Sole    X
AMERUS LIFE HOLDINGS             COM     030732101         3754     177169SH              Sole    X
AMES DEPARTMENTSTORES, IN        COM NEW 030789507         7252     227500SH              Sole    X
AMERITECH CORP.                  COM     030954101      1140712   16978042SH              Sole    X
AMETEK AEROSPACE PROD INC        COM     031100100         6050     305350SH              Sole    X
AMF BOWLING, INC.                COM     03113V109         1681     407445SH              Sole    X
AMGEN, INC.                      COM     031162100       645736    7923144SH              Sole    X
AMKOR TECHNOLOGY, INC.           COM     031652100        10567     655300SH              Sole    X
AMRESCO INC                      COM     031909104         1092     364100SH              Sole    X
AMPAL-AMER ISRAEL                CL A    032015109          882     135700SH              Sole    X
AMPCO-PITTSBURGH CORP.           COM     032037103         1273      94300SH              Sole    X
AMPEX CORP.                      CL A    032092108         1499     510400SH              Sole    X
AMPHENOL CORP.                   CL A    032095101         6270     126500SH              Sole    X
AMREP CORP.                      COM     032159105          378      65700SH              Sole    X
AMSOUTH BANCORP                  COM     032165102       107358    4580590SH              Sole    X
AMYLIN PHARMACEUTICALS           COM     032346108         1372     288900SH              Sole    X
AMTRAN, INC.                     COM     03234G106          428      22800SH              Sole    X
ANADARKO PETROLEUM CORP.         COM     032511107        55530    1816925SH              Sole    X
ANADIGICS, INC.                  COM     032515108         1654      58800SH              Sole    X
ANALOG DEVICES, INC.             COM     032654105        38009     741639SH              Sole    X
ANALOGIC CORP.                   COM PAR 032657207         1701      53900SH              Sole    X
ANALYSTS INTERNATIONAL           COM     032681108         1690     162900SH              Sole    X
ANALYTICAL SURVEYS               COM NEW 032683302          389      24700SH              Sole    X
ANCHOR BANCORP WISCONSIN         COM     032839102         3759     231300SH              Sole    X
ANCHOR GAMING                    COM     033037102         5956     100100SH              Sole    X
ANCOR COMMUNICATIONS INC         COM     03332K108         3114     128400SH              Sole    X
ANDOVER BANCORP INC.             COM     034258103         1553      51675SH              Sole    X
ANDREA RADIO CORP                COM     034393108         1087     152500SH              Sole    X
ANDREW CORP.                     COM     034425108        28347    1631490SH              Sole    X
ANDRX CORP.                      COM     034551101         7164     122400SH              Sole    X
ANGELICA CORP.                   COM     034663104          940      81700SH              Sole    X
ANHEUSER BUSCH CO., INC.         COM     035229103       515745    7361220SH              Sole    X
ANIXTER INTERNATIONAL INC        COM     035290105         7182     308900SH              Sole    X
ANNALY MORTGAGE MGMT             COM     035710409          747      80200SH              Sole    X
ANNTAYLOR STORES CORP.           COM     036115103         7717     188800SH              Sole    X
ANTEC CORP.                      COM     03664P105        11539     217200SH              Sole    X
ANTHONY & SYLVAN POOLS           COM     036762102           72      12519SH              Sole    X
ANSWERTHINK CONSULTING           COM     036916104         2259     234700SH              Sole    X
ANTHRACITE CAPITAL INC.          COM     037023108          164      23800SH              Sole    X
AON CORP.                        COM     037389103       104720    3542334SH              Sole    X
APACHE CORP.                     COM     037411105        70174    1624877SH              Sole    X
APART INVT&MGMT REIT CL A        CL A    03748R101        25948     678377SH              Sole    X
APEX INC.                        COM     037548104         2600     139150SH              Sole    X
APEX MORTGAGE CAPITAL INC        COM     037564101          900      73100SH              Sole    X
APOGEE ENTERPRISES, INC.         COM     037598109         2178     309700SH              Sole    X
APHTON CORP.                     COM     03759P101         1557     117500SH              Sole    X
APOLLO GROUP INC.-CL A           CL A    037604105         5348     253174SH              Sole    X
APPLE COMPUTER, INC.             COM     037833100       168871    2667267SH              Sole    X
APPLEBEE'S INTERNATIONAL         COM     037899101         7145     212100SH              Sole    X
APPLIED INNOVATION               COM     037916103          418     109600SH              Sole    X
APRIA HEALTHCARE GROUP           COM     037933108         9816     586050SH              Sole    X
APPLIED MICROSYSTEMS CORP        COM     037935103          464     128000SH              Sole    X
APPLIED GRAPHICS TECH            COM     037937109         1060     122920SH              Sole    X
APPLIED ANALYTICAL INDS          COM     037939105         1146     101900SH              Sole    X
APPLIED BIOMETRICS, INC.         COM     03814L103           60      11900SH              Sole    X
APPLIED DIGITAL ACCESS           COM     038181103         1061     204500SH              Sole    X
APPLIED INDS TECH INC.           COM     03820C105         3122     173450SH              Sole    X
APPLIED MAGNETICS CORP.          COM     038213104          126     143700SH              Sole    X
APPLIED MATERIALS, INC.          COM     038222105       459228    5896995SH              Sole    X
APPLIED POWER, INC.              CL A    038225108         9918     326515SH              Sole    X
APPLIED MICRO CIRCUITS           COM     03822W109         8174     143400SH              Sole    X
APPLIEDTHEORY CORP.              COM     03828R104         1883     158600SH              Sole    X
APPLIX INC                       COM     038316105         1897     162300SH              Sole    X
APTARGROUP INC                   COM     038336103         7538     281800SH              Sole    X
AQUA CARE SYSTEMS, INC.          COM NEW 038373304           26      16700SH              Sole    X
AQUARION CO.                     COM     03838W101         4577     127582SH              Sole    X
AQUILA BIOPHARMACEUTICALS        COM     03839F107            2        920SH              Sole    X
ARCADIA FINANCIAL LTD.           COM     039101100         1604     372000SH              Sole    X
ARCH CHEMICALS, INC.             COM     03937R102         2729     168600SH              Sole    X
ARCH COAL CORP                   COM     039380100         1964     159500SH              Sole    X
ARCH COMMUNICATIONS GROUP        COM NEW 039381504          551     137866SH              Sole    X
ARCHER-DANIELS-MIDLAND CO        COM     039483102       105904    8689572SH              Sole    X
ARCHSTONE COMMUNITIES TR.        SH BEN I039581103        29191    1511513SH              Sole    X
ARCTIC CAT INC.                  COM     039670104         1688     176500SH              Sole    X
ARDEN REALTY GROUP REIT          COM     039793104        14869     683650SH              Sole    X
ARDENT SOFTWARE, INC.            COM     039794102         4316     160216SH              Sole    X
AREA BANCSHARES CORP.            COM     039872106         3187     110627SH              Sole    X
ARGONAUT GROUP, INC.             COM     040157109         3196     127200SH              Sole    X
ARGOSY GAMING CO.                COM     040228108         3974     299900SH              Sole    X
ARIEL CORPORATION                COM     04033M104           90      21800SH              Sole    X
ARIBA, INC.                      COM     04033V104        16300     112800SH              Sole    X
ARKANSAS BEST CORP.              COM     040790107         1381     111600SH              Sole    X
ARMCO, INC.                      COM     042170100         5482     783100SH              Sole    X
ARMSTRONG WORLD INDUSTRIE        COM     042476101        28999     645311SH              Sole    X
ARNOLD INDUSTRY, INC.            COM     042595108         2901     229780SH              Sole    X
ARONEX PHARMACEUTICALS           COM NEW 042666206          161      41600SH              Sole    X
ARROW ELECTRONICS, INC.          COM     042735100         6386     362322SH              Sole    X
ARROW FINANCIAL CORP.            COM     042744102          644      24782SH              Sole    X
ARROW INTERNATIONAL, INC.        COM     042764100         3359     131400SH              Sole    X
ARTISAN COMPONENTS INC.          COM     042923102          281      32600SH              Sole    X
ARTESYN TECHNOLOGIES, INC        COM     043127109         4906     258656SH              Sole    X
ARTHROCARE CORP.                 COM     043136100         2240      41000SH              Sole    X
ARTRA GROUP, INC.                COM     043147107           49       3000SH              Sole    X
ARTISOFT, INC.                   COM     04314L106         1418     218204SH              Sole    X
ARVIN INDUSTRIES, INC.           COM     043339100         8030     259570SH              Sole    X
ASARCO, INC.                     COM     043413103        18422     687073SH              Sole    X
ASCENT ENTERTAINMENT GRP         COM     043628106         3626     263744SH              Sole    X
ASCENT PEDIATRICS, INC.          DEP SHS 04362X200           27      18900SH              Sole    X
ASHFORD.COM                      COM     044093102           46       5000SH              Sole    X
ASHLAND, INC.                    COM     044204105        39994    1189420SH              Sole    X
THE ASHTON TECHNOLOGY            COM     045084100          833     111000SH              Sole    X
ASHWORTH, INC.                   COM     04516H101          124      26100SH              Sole    X
ASK JEEVES, INC.                 COM     045174109         2146      62200SH              Sole    X
ASPECT DEVELOPMENT INC.          COM     045234101         6004     237200SH              Sole    X
ASPECT TELECOMMUNICATIONS        COM     045237104         6638     391200SH              Sole    X
ASPEN TECHNOLOGY INC.            COM     045327103         3080     315900SH              Sole    X
ASSET INVESTORS CORP.            COM     04541W107          374      28100SH              Sole    X
ASSISTED LIVING CONCEPTS         COM     04543L109           10       3500SH              Sole    X
ASSOCIATED BANC-CORP.            COM     045487105         7584     209564SH              Sole    X
ASSOCIATED ESTATES REIT          COM     045604105         4036     439300SH              Sole    X
ASSOCIATED GROUP INC.            CL A    045651106         5349      88406SH              Sole    X
ASSOCIATED GROUP CLASS B         CL B    045651205          987      16300SH              Sole    X
AT HOME CORP. SER A              COM SER 045919107        39410     951059SH              Sole    X
ASYMETRIX LEARNING SYSTEM        COM     045927100          121      13500SH              Sole    X
ASSOCIATES FIRST CAPITAL         CL A    046008108       367906   10219617SH              Sole    X
ASTEC INDUSTRIES INC.            COM     046224101         2470     102400SH              Sole    X
ASTEA INTL INC.                  COM     04622E109          131      52400SH              Sole    X
ASTORIA FINANCIAL CORP.          COM     046265104         7627     248048SH              Sole    X
ASTRO-MED, INC.                  COM     04638F108          383      66650SH              Sole    X
ASTRONICS CORP.                  COM     046433108            9       1100SH              Sole    X
ASTROPOWER, INC.                 COM     04644A101          470      39200SH              Sole    X
ASYST TECHNOLOGIES, INC.         COM     04648X107         3996     121100SH              Sole    X
ATLANTA SOSNOFF CAPITAL          COM     046499109          598      83900SH              Sole    X
ATLANTIC COAST AIRLINES          COM     048396105         2126     119800SH              Sole    X
ATLANTIC RICHFIELD CO.           COM     048825103       412879    4658724SH              Sole    X
ATLANTIC TELE-NETWORK            COM NEW 049079205          687      70500SH              Sole    X
ATLAS AIR INC.                   COM     049164106         3260     149050SH              Sole    X
ATMEL CORP.                      COM     049513104        14692     434500SH              Sole    X
ATMOS ENERGY CORP.               COM     049560105         5933     245912SH              Sole    X
ATRIX LABS, INC.                 COM     04962L101          982     142823SH              Sole    X
@PLAN.INC.                       COM     04962Q100          539      48700SH              Sole    X
ATWOOD OCEANICS, INC.            COM     050095108         3084     100900SH              Sole    X
AUDIO BOOK CLUB, INC.            COM     05068R108          527      43000SH              Sole    X
AUDIBLE, INC.                    COM     05069A104           53       5000SH              Sole    X
AURORA FOODS INC.                COM     05164B106         3899     243700SH              Sole    X
AUSPEX SYSTEMS INC               COM     052116100         1062     119700SH              Sole    X
AUTHENTIC FITNESS CORP.          COM     052661105         3231     184000SH              Sole    X
AUTOBYTEL.COM INC.               COM     05275N106         1016      86500SH              Sole    X
AUTODESK, INC.                   COM     052769106        18488     845148SH              Sole    X
AUTOLIV, INC.                    COM     052800109         7609     202228SH              Sole    X
AUTOMATIC DATA PROCESSING        COM     053015103       423093    9481074SH              Sole    X
AUTONATION INC.                  COM     05329W102        17998    1432646SH              Sole    X
AUTOTOTE CORP.                   CL A    053323101          470     179167SH              Sole    X
AUTOWEB.COM, INC.                COM     053331104         1022     114400SH              Sole    X
AUTOZONE, INC.                   COM     053332102        59917    2135130SH              Sole    X
AVADO BRANDS, INC.               COM     05336P108         1062     188800SH              Sole    X
AVALONBAY COMMUNITIES            COM     053484101        23607     696892SH              Sole    X
AVANT! CORP.                     COM     053487104         6742     377828SH              Sole    X
AVATAR HOLDING, INC.             COM     053494100         1431      75300SH              Sole    X
AVATEX CORP.                     COM     05349F105           59      50000SH              Sole    X
AVERY DENN CORP.                 COM     053611109        91051    1726076SH              Sole    X
AVIALL INC.                      COM     05366B102         1932     188469SH              Sole    X
AVIATION GENERAL, INC.           COM     05366T103           46      28600SH              Sole    X
AVIATION SALES CO.               COM     053672101         1189      62600SH              Sole    X
AVID TECHNOLOGY INC              COM     05367P100         2956     225200SH              Sole    X
AVIGEN, INC.                     COM     053690103          622      51800SH              Sole    X
AVIRON                           COM     053762100         1217      50200SH              Sole    X
AVIS RENT A CAR, INC.            COM     053790101         4653     222900SH              Sole    X
AVISTA CORP.                     COM     05379B107         5818     331300SH              Sole    X
AVNET, INC.                      COM     053807103         4801     114300SH              Sole    X
AVON PRODUCTS, INC.              COM     054303102        97994    3949370SH              Sole    X
AWARE, INC.                      COM     05453N100         3333     116200SH              Sole    X
AXENT TECHNOLOGIES, INC.         COM     05459C108         2614     202080SH              Sole    X
AXIOHM TRANSACTION SOLU.         COM     054602107           21      23515SH              Sole    X
AXYS PHARMACEUTICALS             COM     054635107          225      57245SH              Sole    X
AZTAR CORP.                      COM     054802103         4597     448500SH              Sole    X
AZTEC TECHN. PARTN., INC.        COM     05480L101          274     159656SH              Sole    X
BB&T CORPORATION                 COM     054937107       142144    4390563SH              Sole    X
BCSB BANKCORP, INC.              COM     054948104          175      25500SH              Sole    X
AZURIX CORP.                     COM     05501M104         5215     303400SH              Sole    X
BHA GROUP HOLDINGS INC.          COM     055446108          401      41437SH              Sole    X
BHC COMM. INC. CL A              CL A    055448104         9277      66500SH              Sole    X
BISYS GROUP, INC.                COM     055472104         7711     164400SH              Sole    X
BJ SERVICES CO.                  COM     055482103        10158     319310SH              Sole    X
BJ SERVICES WARRANTS             WT EXP  055482111           40       1140SH              Sole            X
BJ'S WHOLESALE CLUB INC.         COM     05548J106         9269     313540SH              Sole    X
BMC INDUSTRIES, INC.             COM     055607105         4322     351004SH              Sole    X
BOK FINANCIAL CORP.              COM NEW 05561Q201         3283     168358SH              Sole    X
BRE PROPERTIES REIT CL A         CL A    05564E106        15876     663244SH              Sole    X
BSB BANCORP, INC.                COM     055652101         3335     138963SH              Sole    X
BT FINANCIAL CORP.               COM     055763106         1500      62160SH              Sole    X
BTG INC.                         COM     05576J101          586      79400SH              Sole    X
BMC SOFTWARE, INC.               COM     055921100       266140    3718990SH              Sole    X
BWC FINANCIAL CORP.              COM     056042104          114       5200SH              Sole    X
BACOU USA INC.                   COM     056439102          514      30800SH              Sole    X
BADGER METER, INC.               COM     056525108          877      25600SH              Sole    X
BADGER PAPER MILLS, INC.         COM     056543101           84      12500SH              Sole    X
BAIRNCO CORP.                    COM     057097107          491      70200SH              Sole    X
BAKER HUGHES, INC.               COM     057224107       133815    4614322SH              Sole    X
J. BAKER INC.                    COM     057232100         1656     210300SH              Sole    X
BALDOR ELECTRIC CO.              COM     057741100         5077     268073SH              Sole    X
BALDWIN & LYONS, INC. CLA        CL B    057755209         1908      92800SH              Sole    X
BALDWIN TECH CL A                CL A    058264102          644     271200SH              Sole    X
BALL CORP.                       COM     058498106        18404     417687SH              Sole    X
BALLY TOTAL FITNESS              COM     05873K108         6745     220689SH              Sole    X
BANCFIRST OHIO CORP.             COM     059450106          276      12700SH              Sole    X
BANCFIRST CORP.                  COM     05945F103         1119      35532SH              Sole    X
BANCO SANTANDER PR               COM     059646109         2103     123700SH              Sole    X
BANCORPSOUTH INC.                COM     059692103         5957     351700SH              Sole    X
BANCWEST CORP.                   COM     059790105         9233     227264SH              Sole    X
BANDAG, INC.                     COM     059815100         3828     119640SH              Sole    X
BANDAG, INC. CL A                CL A    059815308           29       1138SH              Sole    X
BANGOR HYDRO-ELECTRIC CO.        COM     060077104          761      46100SH              Sole    X
BANK OF AMERICA CORP.            COM     060505104      1356991   24367965SH              Sole    X
BANK OF GRANITE CORP             COM     062401104         2058      72218SH              Sole    X
BANK OF THE OZARKS               COM     063904106           37       2200SH              Sole    X
THE BANK OF NEW YORK CO.         COM     064057102       350938   10495351SH              Sole    X
BANK ONE CORP.                   COM     06423A103       573192   16465134SH              Sole    X
BANK PLUS CORP.                  COM     064446107          147      34100SH              Sole    X
BANK UNITED CORP.                CL A    065412108         6426     198500SH              Sole    X
BANKATLANTIC BANCORP CL B        CL B    065908105          918     144693SH              Sole    X
BANKATLANTIC BANCORP CL A        CL A    065908501          617     110984SH              Sole    X
BANKBOSTON CORPORATION           COM     06605R106       192127    4429440SH              Sole    X
BANKFIRST CORP.                  COM     066442104           86       9100SH              Sole    X
BANK NORTH GROUP                 COM     06646L100         6252     209280SH              Sole    X
BANKUNITED FINANCIAL CORP        CL A    06652B103          829     104500SH              Sole    X
BANTA CORP.                      COM     066821109         4263     191045SH              Sole    X
BANYAN SYSTEMS, INC.             COM     066908104         2135     221800SH              Sole    X
C.R. BARD, INC.                  COM     067383109        37772     802597SH              Sole    X
BARNES & NOBLE INC.              COM     067774109         7812     300460SH              Sole    X
BARNES GROUP, INC.               COM     067806109         2827     140900SH              Sole    X
BARNESANDNOBLE.COM INC.          CL A    067846105         3971     205600SH              Sole    X
BARRICK GOLD CORP.               COM     067901108       104670    4812426SH              Sole    X
BARNETT INC.                     COM     068062108          767      83500SH              Sole    X
BARNWELL INDUSTRIES, INC.        COM     068221100          139      13400SH              Sole    X
BARR LABS INC.                   COM     068306109         4488     141350SH              Sole    X
BARRA INC.                       COM     068313105         1628      77500SH              Sole    X
BARRETT BUSINESS SERVICES        COM     068463108          491      62300SH              Sole    X
BARRETT RESOURCES CORP.          COM PAR 068480201         8863     239950SH              Sole    X
BARRISTER INFORMATION            COM NEW 068659200           33      18000SH              Sole    X
BASE TEN SYSTEMS, INC. A         CL A NEW069779304           17       9460SH              Sole    X
BASIN EXPL INC                   COM     070107107         3686     153598SH              Sole    X
BASSETT FURNITURE IND., I        COM     070203104         2983     156988SH              Sole    X
BATTLE MOUNTAIN CLASS A          COM     071593107         3839    1181299SH              Sole    X
BAUSCH & LOMB, INC.              COM     071707103        51742     784714SH              Sole    X
BAXTER INTERNATIONAL INC.        COM     071813109       265764    4411013SH              Sole    X
BAY STATE BANCORP INC.           COM     072611106          390      20000SH              Sole    X
BAY VIEW CAPITAL CORP.           COM     07262L101          959      72406SH              Sole    X
BE AVIONICS INC.                 COM     073302101         2022     169400SH              Sole    X
BEA SYSTEMS INC.                 COM     073325102         6088     172400SH              Sole    X
BEAR STEARNS CO., INC.           COM     073902108        82058    2134845SH              Sole    X
BEAUTICONTROL COSMETICS          COM     074655101          724     227050SH              Sole    X
BEBE STORES INC.                 COM     075571109         2400      99500SH              Sole    X
BECKMAN COULTER, INC.            COM     075811109         5299     117420SH              Sole    X
BECTON, DICKINSON & CO.          COM     075887109        98753    3519042SH              Sole    X
BED BATH AND BEYOND              COM     075896100        63859    1827803SH              Sole    X
BEDFORD BANCSHARES, INC.         COM     076014109          216      17300SH              Sole    X
BEDFORD PROPERTY INVEST.         COM PAR 076446301         5543     328500SH              Sole    X
BEL FUSE INC-CL A                CL A    077347201          709      20550SH              Sole    X
BEL FUSE INC-CL B                CL B    077347300          984      32950SH              Sole    X
BELCO OIL & GAS CORP.            COM     077410108         1330     197100SH              Sole    X
BELDEN, INC.                     COM     077459105         5111     249300SH              Sole    X
BELL & HOWELL CO.                COM     077852101         5525     150600SH              Sole    X
BELL ATLANTIC CORP.              COM     077853109      1611371   23938653SH              Sole    X
BELL INDUSTRIES, INC.            COM     078107109          223      51003SH              Sole    X
BELLSOUTH CORP.                  COM     079860102      1328333   29518508SH              Sole    X
BELMONT BANCORP                  COM     080162100           59      10300SH              Sole    X
A. H. BELO CLASS A               COM SER 080555105         8185     427996SH              Sole    X
BEMIS CO., INC.                  COM     081437105        24309     717616SH              Sole    X
BEN &JERRY'S HOMEMADE INC        CL A    081465106         1557      90600SH              Sole    X
BENCHMARK ELECTRONICS INC        COM     08160H101         3153      89300SH              Sole    X
BENIHANA INC.                    COM     082047101          135       8400SH              Sole    X
BENIHANA INC. CL-A               CL A    082047200         1402      85600SH              Sole    X
BENTON OIL & GAS CO.             COM     083288100           92      34400SH              Sole    X
BERGEN BRUNSWIG CLASS A          CL A    083739102         4555     438989SH              Sole    X
BERINGER WINE ESTATES            CL B    084102102         4578     111500SH              Sole    X
W.R. BERKLEY CORP.               COM     084423102         3107     135075SH              Sole    X
BERKSHIRE HATHAWAY CL A          CL A    084670108       215710       3922SH              Sole    X
BERKSHIRE HATHAWAY CL B          CL B    084670207          460        248SH              Sole    X
BERKSHIRE REALTY CO. REIT        COM     084710102         7224     602000SH              Sole    X
BERLITZ INTERNATIONAL, IN        COM     08520F100         1686      80054SH              Sole    X
BERRY PETROLEUM CL A             CL A    085789105         2550     188000SH              Sole    X
BEST BUY, INC.                   COM     086516101       195476    3149656SH              Sole    X
BEST SOFTWARE, INC.              COM     086579109          802      40600SH              Sole    X
BESTFOODS                        COM     08658U101       204888    4224488SH              Sole    X
BETHLEHEM STEEL CORP.            COM     087509105        17026    2308566SH              Sole    X
BEVERLEY ENTERPRISES, INC        COM NEW 087851309         3381     795509SH              Sole    X
BEYOND.COM CORP.                 COM     08860E101         2069     168900SH              Sole    X
BIG DOG HOLDINGS                 COM     089128102          393      70600SH              Sole    X
BIG ENTERTAINMENT, INC.          COM     089144109          283      16000SH              Sole    X
BIG FLOWER HOLDINGS INC.         COM     089159107         3757     132700SH              Sole    X
BIG FOOT FINANCIAL CORP.         COM     089165104           73       5500SH              Sole    X
BIGSTAR ENTERTAINMENT            COM     089896104          424      64000SH              Sole    X
BILLING CONCEPTS CORP.           COM     090063108         2319     463800SH              Sole    X
BINDLY WESTERN IND, INC.         COM     090324104         3571     249520SH              Sole    X
BINDVIEW DEVELOPMENT CORP        COM     090327107         1274      64700SH              Sole    X
BIORAD LABS, INC. CL A           CL A    090572207         2806     102500SH              Sole    X
BIOTECHNOLOGY GEN                COM     090578105         4723     492300SH              Sole    X
BIO-PLEXUS, INC.                 COM     09057C106          151      46338SH              Sole    X
BIOCRYST PHARMACEUTICALS         COM     09058V103          999      41200SH              Sole    X
BIOGEN, INC.                     COM     090597105        45184     573316SH              Sole    X
BIOMATRIX, INC.                  COM     09060P102         4472     199300SH              Sole    X
BIOMET, INC.                     COM     090613100        42352    1609588SH              Sole    X
BIOSPHERICS INC.                 COM     090662107           17       4100SH              Sole    X
BIOTIME, INC.                    COM     09066L105          436      48100SH              Sole    X
BIRMAN MANAGED CARE              COM NEW 090883307            4       6866SH              Sole    X
BIOLASE TECHNOLOGY, INC.         COM     090911108           56      21500SH              Sole    X
BIOSPECIFICS TECHNOLOGY          COM     090931106          107      40800SH              Sole    X
BIRMINGHAM STEEL CORP.           COM     091250100         1370     179700SH              Sole    X
BIZNESSONLINE.COM, INC           COM     091791103          108      16100SH              Sole    X
BLACK & DECKER CORP.             COM     091797100        60173    1317064SH              Sole    X
BLACK BOX CORP                   COM     091826107         8642     164600SH              Sole    X
BLACK HAWK GAMING & DEV.         COM     092067107          155      28200SH              Sole    X
BLACK HILLS CORP.                COM     092113109         3930     168590SH              Sole    X
BLAIR CORP.                      COM     092828102         1528      86700SH              Sole    X
E.W. BLANCH HOLDINGS, INC        COM     093210102         7007     107600SH              Sole    X
BLIMPIE INTERNATIONAL, IN        COM     093538106          141      70300SH              Sole    X
BLOCK DRUG CO. CLASS A           CL A    093644102         4675     130085SH              Sole    X
H & R BLOCK, INC.                COM     093671105        58033    1336016SH              Sole    X
BLOCKBUSTER INC.                 CL A    093679108         1594     125000SH              Sole    X
BLOUNT INTERNATIONAL INC.        COM     095180105         1165      86317SH              Sole    X
BLUE RHINO CORP.                 COM     095811105          248      37800SH              Sole    X
BLUE WAVE SYSTEMS, INC.          COM     096081104            4       1000SH              Sole    X
BLUEGREEN CORP.                  COM     096231105          514     108240SH              Sole    X
BLYTH INDUSTRIES, INC.           COM     09643P108         9418     335600SH              Sole    X
BOB EVANS FARMS, INC.            COM     096761101         5937     291366SH              Sole    X
BOCA RESORTS, INC.               CL A    09688T106         2846     271000SH              Sole    X
BODDIE-NOELL PPTYS INC           COM     096903109          663      66300SH              Sole    X
THE BOEING CO.                   COM     097023105       576619   13527722SH              Sole    X
BOISE CASCADE CORP.              COM     097383103        31687     869635SH              Sole    X
BOISE CASCADE OFFICE PROD        COM     097403109         2361     217100SH              Sole    X
BOMBAY CO.                       COM     097924104         1929     380962SH              Sole    X
BOLLE, INC.                      COM     097937106          123      43590SH              Sole    X
BONE CARE INTERNATIONAL          COM     098072101          192      20200SH              Sole    X
BOOKS-A-MILLION                  COM     098570104          264      32300SH              Sole    X
B0RDERS GROUP, INC.              COM     099709107         8151     554950SH              Sole    X
BORG-WARNER AUTOMOTIVE, I        COM     099724106         4404     102430SH              Sole    X
BORON LEPORE & ASSOCIATES        COM     10001P102          374      66500SH              Sole    X
BOSTON ACOUSTICS, INC.           COM     100534106          343      22700SH              Sole    X
BOSTON BEER C0. CLASS A          CL A    100557107          856     107800SH              Sole    X
BOSTON COMMUNICATIONS GRP        COM     100582105          433      75300SH              Sole    X
BOSTON PROPERTIES, INC.          COM     101121101        21504     700750SH              Sole    X
BOSTON SCIENTIFIC CORP.          COM     101137107       157488    6379279SH              Sole    X
BOSTONFED BANCORP, INC.          COM     101178101          518      34500SH              Sole    X
BOTTOMLINE TECHNOLOGIES          COM     101388106         1006      68200SH              Sole    X
BOWATER, INC.                    COM     102183100         8933     170149SH              Sole    X
BOWL AMERICA, INC. CLASS         CL A    102565108          113      16400SH              Sole    X
BOWNE & CO., INC.                COM     103043105         4236     351200SH              Sole    X
BOYD GAMING CORP.                COM     103304101         2171     361800SH              Sole    X
THE BOYDS COLLECTION, LTD        COM     103354106         4501     367400SH              Sole    X
BOYKIN LODGING CO. REIT          COM     103430104         3674     277300SH              Sole    X
BRADLEY REAL ESTATE REIT         COM     104580105         6387     347591SH              Sole    X
BRADLEY REAL ESTATE, INC.        PFD CV A104580204          563      24696SH              Sole            X
BRADY CORP. CLASS A              CL A    104674106         6621     206900SH              Sole    X
BRANDYWINE REALTY REIT           SH BEN I105368203         8695     535100SH              Sole    X
BRASS EAGLE INC.                 COM     10553F106          215      16400SH              Sole    X
BREED TECH INC                   COM     106702103           50     161100SH              Sole    X
BRENTON BANKS, INC.              COM     107211104         2038     146585SH              Sole    X
BRIDGE VIEW BANCORP              COM     108058108          317      16240SH              Sole    X
BRIGGS & STRATTON CORP.          COM     109043109        18495     316830SH              Sole    X
BRIGHT HRZNS. FAMILY SOL.        COM     109195107         2481     158780SH              Sole    X
BRIGHTPOINT, INC.                COM     109473108         3689     506625SH              Sole    X
BRINKER INTERNATIONAL, IN        COM     109641100         9174     338212SH              Sole    X
BRISTOL HOTELS & RESORTS         COM     110041100         1361     198025SH              Sole    X
BRISTOL-MYERS SQUIBB CO.         COM     110122108      2035600   30157037SH              Sole    X
BROADBAND TECHNOLOGIES           COM     111309100          326     155600SH              Sole    X
BROADCOM CORP.                   CL A    111320107        11074     101600SH              Sole    X
BROADVISION INC.                 COM     111412102        22993     172800SH              Sole    X
BROCADE COMMUNICATIONS           COM     111621108        14154      67400SH              Sole    X
BROOKE GROUP LTD.                COM     112525100         1644      98910SH              Sole    X
BROOKLINE BANCORP INC.           COM     113739106         1055     103575SH              Sole    X
BROOKS AUTOMATION, INC.          COM     11434A100          982      55900SH              Sole    X
BROOKTROUT TECHNOLOGY            COM     114580103          798      57500SH              Sole    X
BROWN & BROWN, INC.              COM     115236101         2801      84250SH              Sole    X
BROWN-FORMAN CORP. CLASS         CL B    115637209        60323     967107SH              Sole    X
BROWN (TOM) INC.                 COM NEW 115660201         2062     139800SH              Sole    X
BROWN SHOE COMPANY, INC.         COM     115736100         3414     186421SH              Sole    X
BRUNSWICK CORP.                  COM     117043109        33732    1356046SH              Sole    X
BRUSH WELLMAN, INC.              COM     117421107         2200     149800SH              Sole    X
BRYN MAWR BANK CORP.             COM     117665109          623      24800SH              Sole    X
BUCKEYE TECHNOLOGY INC.          COM     118255108         4002     255100SH              Sole    X
THE BUCKLE INC.                  COM     118440106         1967     114000SH              Sole    X
BUDGET GROUP INC.                CL A    119003101         1191     168700SH              Sole    X
BUFFETS INC.                     COM     119882108         3336     286942SH              Sole    X
BUILDING MATERIALS CORP.         COM     120113105          230      23000SH              Sole    X
BUILDING ONE SERVICES            COM     120114103         2209     181278SH              Sole    X
BURLINGTON COAT FACTORY W        COM     121579106         3652     184890SH              Sole    X
BURLINGTON  INDUSTRIES           COM     121693105         1642     369940SH              Sole    X
BURLINGTON NTHRN SANTA FE        COM     12189T104       191168    6951565SH              Sole    X
BURLINGTON RESOURCES, INC        COM     122014103        91351    2485736SH              Sole    X
BURNHAM PACIFIC PROP REIT        COM     12232C108         6534     618600SH              Sole    X
BURNS INTERNATIONAL SRVCS        COM     122374101         1087      67400SH              Sole    X
BURR-BROWN CORP.                 COM     122574106         9605     243175SH              Sole    X
BUSH BOAKE ALLEN                 COM     123162109         1794      68000SH              Sole    X
BUSH INDUSTRIES, INC.            CL A    123164105         1122      85893SH              Sole    X
BUTLER MANUFACTURING CO.         COM     123655102          333      12700SH              Sole    X
C & D TECHNOLOGY INC.            COM     124661109         2324      64000SH              Sole    X
CAIS INTERNET, INC.              COM     12476Q102          458      38000SH              Sole    X
CB BANCSHARES INC.               COM     124785106          572      19900SH              Sole    X
CBL & ASSOCIATES PRP REIT        COM     124830100         8915     364810SH              Sole    X
CCB FINANCIAL CORP.              COM     124875105         5534     132960SH              Sole    X
CCC INFORMATION SERVICES         COM     12487Q109         1274      96600SH              Sole    X
CB RICHARD ELLIS SERVICES        COM     12489L108         1167      77129SH              Sole    X
CBRL GROUP, INC.                 COM     12489V106         6579     424457SH              Sole    X
CBS CORP.                        COM     12490K107       463468   10020931SH              Sole    X
C F W COMMUNICATIONS CO.         COM     124923103         2220      93000SH              Sole    X
C-COR ELECTRONICS, INC.          COM     125010108         1491      49100SH              Sole    X
C-CUBE MICROSYSTEMS INC.         COM     125015107        13555     311600SH              Sole    X
CDI CORP.                        COM     125071100         4384     160500SH              Sole    X
CDNOW INC.                       COM     125086108         1990     159967SH              Sole    X
CD RADIO INC.                    COM     125127100         3267     128100SH              Sole    X
CDW COMPUTER CENTERS             COM     125129106        16231     332100SH              Sole    X
CD WAREHOUSE INC.                COM     12512W105          282      50700SH              Sole    X
CEC ENTERTAINMENT INC            COM     125137109         8503     237012SH              Sole    X
CFS BANCORP, INC.                COM     12525D102          369      35400SH              Sole    X
CFI PROSERVICES, INC.            COM     12525N100          622      63600SH              Sole    X
C.H. ROBINSON WORLDWIDE          COM     12541W100         9197     273000SH              Sole    X
CHS ELECTRONICS                  COM NEW 12542A206          800     556400SH              Sole    X
CIGNA CORP.                      COM     125509109       223152    2870126SH              Sole    X
THE CIT GROUP, INC.              CL A    125577106        17556     853800SH              Sole    X
CKE RESTAURANTS INC.             COM     12561E105         3301     455352SH              Sole    X
CLECO CORP.                      COM     12561W105         5532     170550SH              Sole    X
CK WITCO CORP.                   COM     12562C108        12659     869309SH              Sole    X
CMGI INC                         COM     125750109        35578     347100SH              Sole    X
CML GROUP, INC.                  COM     125820100            0      47400SH              Sole    X
CMP GROUP, INC.                  COM     125887109         6772     256741SH              Sole    X
CMS ENERGY CORP.                 COM     125896100        55050    1622104SH              Sole    X
CPI CORP.                        COM     125902106         4291     125500SH              Sole    X
CPB INC.                         COM     125903104         1036      45300SH              Sole    X
CSS INDUSTRIES, INC.             COM     125906107          807      35100SH              Sole    X
CNET, INC.                       COM     125945105        10444     186500SH              Sole    X
CTG RESOURCES INC.               COM     125957100         1954      55235SH              Sole    X
CTB INTERNATIONAL CORP.          COM     125960104          392      57500SH              Sole    X
CSK AUTO CORP.                   COM     125965103         3169     145300SH              Sole    X
CNA FINANCIAL CORP.              COM     126117100        18595     531299SH              Sole    X
CNB BANKSHARES                   COM     126126101         4858      91658SH              Sole    X
CNA SURETY CORP                  COM     12612L108         2761     210400SH              Sole    X
CNF TRANSPORTATION, INC.         COM     12612W104         7596     203929SH              Sole    X
CSF HOLDINGS LIT. RIGHTS                 126335991           15      29125SH              Sole            X
CSG SYSTEMS INTL INC.            COM     126349109         5437     198400SH              Sole    X
CSX CORP.                        COM     126408103       126613    2987911SH              Sole    X
CTC COMMUNICATIONS CORP          COM     126418102          740      45000SH              Sole    X
CT COMMUNICATIONS                COM NEW 126426402         1842      37300SH              Sole    X
CTS CORP.                        COM     126501105        12253     213100SH              Sole    X
CUNO INC.                        COM     126583103         3052     153550SH              Sole    X
CVB FINANCIAL CORP.              COM     126600105         2340      88310SH              Sole    X
CV REIT, INC.                    COM     126640101          456      38000SH              Sole    X
CVS CORP DELAWARE                COM     126650100       224086    5490631SH              Sole    X
CABLEVISION SYS. CORP.           CL A    12686C109        26656     366400SH              Sole    X
CABLETRON SYSTEMS, INC.          COM     126920107        37672    2401384SH              Sole    X
CABLE DESIGN TECHNOLOGIES        COM     126924109         8048     352800SH              Sole    X
C2 INC                           COM     126948108          210      36600SH              Sole    X
CABOT CORP.                      COM     127055101         5079     213860SH              Sole    X
CABOT INDUSTRIAL TRUST           COM     127072106        10974     570100SH              Sole    X
CABOT OIL & GAS CORP.            CL A    127097103         4164     241390SH              Sole    X
CACI INTERNATIONAL INC.          CL A    127190304          989      46400SH              Sole    X
CADENCE DESIGN SYSTEMS, I        COM     127387108        12940     976616SH              Sole    X
CADIZ, INC.                      COM     127537108         3220     336700SH              Sole    X
CADMUS COMMUNICATION             COM     127587103          296      26600SH              Sole    X
CAL DIVE INTERNATIONAL           COM     127914109         3497     102100SH              Sole    X
CALGON CARBON                    COM     129603106         2202     323200SH              Sole    X
CALIFORNIA AMPLIFIER INC.        COM     129900106         1097      75660SH              Sole    X
CALIF CULINARY ACADEMY IN        COM     129905105           46      10400SH              Sole    X
CALIBER LEARNING NETWORK         COM     129914107          529     256400SH              Sole    X
CALIFORNIA INDEPENDENT BK        COM     130334105          571      30846SH              Sole    X
CALIFORNIA WATER SERVICE         COM     130788102         1211      44226SH              Sole    X
CALLAWAY GOLF CO                 COM     131193104         6550     537430SH              Sole    X
CALLON PETEROLEUM CO.            COM     13123X102          778      51000SH              Sole    X
CALPINE CORP.                    COM     131347106        14265     167700SH              Sole    X
CALYPTE BIOMEDICAL CORP.         COM     131722100           61      56100SH              Sole    X
CAMBREX CORP.                    COM     132011107         4330     163800SH              Sole    X
CAMBRIDGE TECHNOLOGY             COM     132524109         5737     395650SH              Sole    X
CAMDEN PROPERTY TRST REIT        SH BEN I133131102        16866     627574SH              Sole    X
CAMERON ASHLEY BLDG PROD         COM     133290106         1181     131200SH              Sole    X
CAMPBELL SOUP CO.                COM     134429109       257435    6579797SH              Sole    X
CANDELA CORP                     COM     136907102          997      93800SH              Sole    X
CANANDAIGUA BRANDS INC.          CL B    137219101         1687      28475SH              Sole    X
CANANDAIGUA BRANDS INC.          CL A    137219200         6979     116800SH              Sole    X
CANDIES, INC.                    COM     137409108           77      25000SH              Sole    X
CANNONDALE CORP                  COM     137798104          531      59000SH              Sole    X
CAPITAL CITY BANK                COM     139674105          339      14900SH              Sole    X
CAPITAL AUTOMOTIVE REIT          COM SH B139733109         3143     254000SH              Sole    X
CAPITAL CITIES/ABC, INC.         COM     139859102            0          0SH              Sole    X
CAPITAL CORP. OF THE WEST        COM     140065103          777      64100SH              Sole    X
CAPITAL CROSSING BANK            COM     140071101          410      28300SH              Sole    X
CAPITAL ONE FINANCIAL            COM     14040H105       119602    3066718SH              Sole    X
CAPITAL PACIFIC HOLDINGS         COM     14040M104          123      65488SH              Sole    X
CAPITAL RE CORP                  COM     140432105         2460     246000SH              Sole    X
CAPITAL SENIOR LIVING            COM     140475104          515      68100SH              Sole    X
CAPITAL TRUST                    COM     14052H100          342      69300SH              Sole    X
CAPITOL BANCORP LTD.             COM     14056D105           72       5969SH              Sole    X
CAPITOL FEDERAL FINANCIAL        COM     14057C106         5434     545100SH              Sole    X
CAPROCK COMMUNICATIONS           COM     140667106         4803     206600SH              Sole    X
CAPSTEAD MTG.CORP                COM     14067E100         1780     445100SH              Sole    X
CAPTEC NET LEASE REALTY          COM     140724105          785      78000SH              Sole    X
CARAUSTAR INDUSTRIES INC.        COM     140909102         5279     207000SH              Sole    X
CAPITAL TITLE GROUP, INC.        COM     140919101          250     114100SH              Sole    X
CARDIA INC.                      COM     14140R102            0       1029SH              Sole    X
CARDIMA, INC.                    COM     14147M106           40      30300SH              Sole    X
CARDINAL FINANCIAL CORP          COM     14149F109          140      21200SH              Sole    X
CARDINAL HEALTH INC.             COM     14149Y108       208214    3820432SH              Sole    X
CARDIODYNAMICS INT'L.            COM     141597104          158      52500SH              Sole    X
CAREERBUILDER, INC.              COM     141684100          927     131800SH              Sole    X
CAREMARK RX, INC.                COM     141705103         7479    1329541SH              Sole    X
CAREMATRIX CORP.                 COM     141706101          341      65800SH              Sole    X
CAREINSITE, INC.                 COM     14170M106         9194     181600SH              Sole    X
CAREY DIVERSIFIED LLC            COM     14174P105          252      12600SH              Sole    X
CAREY INTERNATIONAL, INC         COM     141750109          870      34800SH              Sole    X
CARIBINER INT'L.                 COM     141888107         1066     122700SH              Sole    X
CARLETON CORP.                   COM NEW 142209204           31      18100SH              Sole    X
CARLISLE CO., INC.               COM     142339100         3892      98530SH              Sole    X
CARMIKE CINEMAS CLASS A          CL A    143436103         2462     187600SH              Sole    X
CARNIVAL CRUISE LINES, IN        COM     143658102       366905    8434608SH              Sole    X
CAROLINA FIRST CORP.             COM     143877108         4244     214200SH              Sole    X
CARRIAGE SERVICES INC.           CL A    143905107          769      91100SH              Sole    X
CAROLINA POWER & LIGHT CO        COM     144141108        77418    2188496SH              Sole    X
CAROLINA SOUTHERN BANK           COM     144162104          168      12245SH              Sole    X
CARPENTER TECHNOLOGY CORP        COM     144285103         4119     168140SH              Sole    X
CARRAMERICA REALTY REIT          COM     144418100        16040     731150SH              Sole    X
CARRIER ACCESS CORP.             COM     144460102         4131      98800SH              Sole    X
CARRINGTON LABS INC.             COM     144525102          227     117400SH              Sole    X
CARSON INC.                      CL A    145845103          107      37300SH              Sole    X
CARTER-WALLACE, INC.             COM     146285101         4118     230400SH              Sole    X
CASCADE BANCORP                  COM     147154108         1153      75619SH              Sole    X
CASCADE NATURAL GAS CORP.        COM     147339105          352      19700SH              Sole    X
CASE CORPORATION                 COM     14743R103        53152    1067044SH              Sole    X
CASELLA WASTE SYSTEMS            CL A    147448104         1025      61400SH              Sole    X
CASEY'S GENERAL STORES           COM     147528103         5748     428757SH              Sole    X
CASH AMERICA INTERNATIONA        COM     14754D100         2308     244522SH              Sole    X
A.M.CASTLE & CO.                 COM     148411101         1940     153681SH              Sole    X
CASTLE & COOKE INC.              COM     148433105         2540     165199SH              Sole    X
CATALINA LIGHTING, INC.          COM     148865108          346      83900SH              Sole    X
CATALINA MARKETING CORP.         COM     148867104         7141      84200SH              Sole    X
CATALYTICA,INC                   COM     148885106         4881     325400SH              Sole    X
CATAPULT COMMUNICATIONS          COM     149016107          515      33200SH              Sole    X
CATELLUS DEVEL CORP.             COM     149111106         5313     452201SH              Sole    X
CATERPILLAR, INC.                COM     149123101       273618    4991882SH              Sole    X
CATHAY BANCORP, INC.             COM     149150104         1267      35500SH              Sole    X
CATHERINES STORES                COM     14916F100          885      67400SH              Sole    X
CATO CORP CL A                   CL A    149205106         2442     173300SH              Sole    X
CAVALIER HOMES INC.              COM     149507105          197      39440SH              Sole    X
CAVALRY BANCORP, INC.            COM     149547101          362      19200SH              Sole    X
CELLSTAR CORP.                   COM     150925105         2825     376700SH              Sole    X
CELGENE CORP                     COM     151020104         2092      77300SH              Sole    X
CELLEGY PHARMACEUTICALS          COM     15115L103          749      90800SH              Sole    X
CELLNET DATA SYSTEMS             COM     15115M101          896     227500SH              Sole    X
CELLULAR TECHNICAL SERVS         COM NEW 151167301           79      21770SH              Sole    X
CELTRIX LABS                     COM     151186103          279     212600SH              Sole    X
CENDANT CORP.                    COM     151313103       180249   10154871SH              Sole    X
CENTENNIAL BANCORP               COM     15133T104         2629     226113SH              Sole    X
CENTENNIAL CELLULAR CL A         CL A NEW15133V208         4234      93183SH              Sole    X
CENTENNIAL TECHNOLOGIES          COM NEW 151392206           10       2256SH              Sole    X
CENTER TRUST INC                 CENTER T151845104         3418     307200SH              Sole    X
CENTERPOINT PROPS REIT           SH BEN I151895109         9168     277300SH              Sole    X
CENTEX CORP.                     COM     152312104        27851     942089SH              Sole    X
CENTIGRAM COMMUNICATIONS         COM     152317103          955      87300SH              Sole    X
CENTEX CONSTRUCTION PDCTS        COM     15231R109         3427      92300SH              Sole    X
CENTOCOR, INC.                   COM     152342101        17163     293080SH              Sole    X
CENTRAL & SW CORP                COM     152357109        67290    3185319SH              Sole    X
CENTRAL BANCORP, INC.            COM     152418109          467      27100SH              Sole    X
CENTRAL FIN. ACCEPTANCE          COM     153470109          248      36400SH              Sole    X
CENTRAL GARDEN & PET CO.         COM     153527106         1282     168100SH              Sole    X
CENTRAL HUDSON GAS & ELEC        COM     153609102         5312     134900SH              Sole    X
CENTRAL NEWSPAPERS, INC.         CL A    154647101         4041      90800SH              Sole    X
CENTRAL PARKING CORP.            COM     154785109         5359     183200SH              Sole    X
CENTRAL VT. PUBLIC SERV.         COM     155771108         1117      84700SH              Sole    X
CENTURA BANKS, INC.              COM     15640T100         4558     110175SH              Sole    X
CENTURA SOFTWARE CORP            COM     15640W103           43      47988SH              Sole    X
CENTURY BANCORP INC.CL-A         CL A NON156432106          611      34200SH              Sole    X
CENTURY BUSINESS SERVICES        COM     156490104         4985     428800SH              Sole    X
CENTURY COMMUN. CORP. CL         CL A    156503104        10237     224378SH              Sole    X
CENTURY SOUTH BANKS, INC.        COM     156683104          720      31300SH              Sole    X
CENTURYTEL, INC.                 COM     156700106        97475    2399386SH              Sole    X
CEPHALON, INC.                   COM     156708109         3761     209300SH              Sole    X
CERES GROUP, INC.                COM     156772105          626      92800SH              Sole    X
CERIDIAN CORP.                   COM     15677T106        56465    2269941SH              Sole    X
CERNER CORP.                     COM     156782104         4577     300100SH              Sole    X
CHALONE WINE GRP LTD.            COM     157639105         1007     111100SH              Sole    X
CHAMPION ENTERPRISES, INC        COM     158496109         3037     337431SH              Sole    X
CHAMPION INTERNATIONAL CO        COM     158525105        70657    1375312SH              Sole    X
CHAMPIONSHIP AUTO RACING         COM     158711101         1152      44300SH              Sole    X
CHARLES RIVER ASSOCIATES         COM     159852102         2801     100500SH              Sole    X
CHARTER ONE FINANICIAL           COM     160903100        18547     802050SH              Sole    X
CHARTER MUNICIPAL MTG ACP        SH BEN I160908109         1091      83500SH              Sole    X
CHARMING SHOPPES, INC.           COM     161133103         2661     519279SH              Sole    X
CHART INDUSTRIES, INC.           COM     16115Q100          566     114550SH              Sole    X
CHARTWELL RE CORP                COM     16139W109          552      38210SH              Sole    X
CHASE INDUSTRIES INC.            COM     161568100          283      33050SH              Sole    X
CHASE MANHATTAN CORP.            COM     16161A108       896559   11894644SH              Sole    X
CHATEAU COMMUNITIES REIT         COM     161726104        10664     410152SH              Sole    X
CHATTEM, INC.                    COM     162456107         1083      49100SH              Sole    X
CHEAP TICKETS, INC.              COM     162672109         1823      56300SH              Sole    X
CHECKERS DRIVE-IN REST           COM NEW 162809305           46      25513SH              Sole    X
CHECKFREE HOLDINGS CORP.         COM     162816102         5840     142000SH              Sole    X
CHECKPOINT SYSTEMS, INC.         COM     162825103         3309     355300SH              Sole    X
CHEESECAKE FACTORY (THE)         COM     163072101         3404     122653SH              Sole    X
CHELSEA GCA REALTY REIT          COM     163262108         8257     261100SH              Sole    X
CHEMDEX CORP.                    COM     163595101         1821      59100SH              Sole    X
CHEMED CORP.                     COM     163596109         3442     113800SH              Sole    X
CHEMFIRST INC.                   COM     16361A106         4725     173000SH              Sole    X
CHEMICAL FABRICS CORP.           COM     16361L102          926      57425SH              Sole    X
CHEMICAL FINANCE                 COM     163731102         2566      75620SH              Sole    X
THE CHERRY CORP.                 COM NEW 164541401          270      21200SH              Sole    X
CHESAPEAKE BIOLOGICAL            CL A    165146101            4       1300SH              Sole    X
CHESAPEAKE CORP. OF VA.          COM     165159104         5162     170640SH              Sole    X
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CYTOGEN CORP.                    COM     232824102          357     178469SH              Sole    X
CYTRX CORP.                      COM NEW 232828301           29      10900SH              Sole    X
CYTOCLONAL PHARMACEUTICS         COM     23282G105          849     129400SH              Sole    X
CYTYC CORP.                      COM     232946103         2724      70400SH              Sole    X
DII GROUP INC.                   COM     232949107         7779     221060SH              Sole    X
DA CONSULTING GROUP, INC.        COM     233027101          436      90500SH              Sole    X
DBT ONLINE INC                   COM     233044106         3897     156254SH              Sole    X
DPL, INC.                        COM     233293109         9238     524117SH              Sole    X
DQE INC.                         COM     23329J104         9496     242700SH              Sole    X
D.R. HORTON INC.                 COM     23331A109         6102     471624SH              Sole    X
DST SYSTEMS, INC.                COM     233326107        16989     298700SH              Sole    X
DSP GROUP INC                    COM     23332B106         3066      76900SH              Sole    X
DSP COMMUNICATIONS INC           COM     23332K106         6422     338000SH              Sole    X
DTE ENERGY CO.                   COM     233331107        90045    2492582SH              Sole    X
DT INDUSTRIES INC.               COM     23333J108          379      58900SH              Sole    X
DVI INC.                         COM     233343102         2142     130800SH              Sole    X
DAIN RAUSCHER CORP.              COM     233856103         3455      70500SH              Sole    X
DAILY JOURNAL CORP.-SC           COM     233912104          450      12300SH              Sole    X
DAISYTEK INTL CORP.              COM     234053106         2450     174200SH              Sole    X
DAL-TILE INTERNATIONAL           COM     23426R108         3562     448700SH              Sole    X
DALLAS SEMICONDUCTOR CORP        COM     235204104        12018     224900SH              Sole    X
DAMARK INTERNATIONAL INC.        CL A    235691102          113      11200SH              Sole    X
DANA CORP.                       COM     235811106        88154    2374510SH              Sole    X
DANAHER CORP.                    COM     235851102       105261    1997835SH              Sole    X
DANIELSON HOLDING CORP           COM     236274106         1371     228500SH              Sole    X
DARDEN RESTAURANTS INC.          COM     237194105        48343    2471198SH              Sole    X
DARLING INTERNATIONAL            COM     237266101          260     189400SH              Sole    X
DATA BROADCASTING CORP           COM     237596101         2418     319770SH              Sole    X
DATA GENERAL CORP.               COM     237688106        18881     896404SH              Sole    X
DATA RACE, INC.                  COM     237842109          195      73500SH              Sole    X
DATA SYSTEMS & SOFTWARE          COM     237887104          133      50600SH              Sole    X
DATAWARE TECHNOLOGIES            COM     237920103          201      82300SH              Sole    X
DATA TRANSMISSION NETWORK        COM     238017107         3414     136900SH              Sole    X
DATASCOPE CORP.                  COM     238113104         3983     113400SH              Sole    X
DATASTREAM SYSTEMS, INC.         COM     238124101         2534     193100SH              Sole    X
DAVE & BUSTERS                   COM     23833N104         1535     128569SH              Sole    X
DAVEL COMMUNICATIONS, INC        COM     238341101          615     156200SH              Sole    X
DAVIDS BRIDAL INC.               COM     238576102          407      54700SH              Sole    X
DAVOX CORP.                      COM     239208101          715      54750SH              Sole    X
DAYTON-HUDSON CORP.              COM     239753106       379549    6319237SH              Sole    X
DEAN FOODS CORP.                 COM     242361103         6131     140730SH              Sole    X
DEB SHOPS, INC.                  COM     242728103         1178      60400SH              Sole    X
DECISIONONE HOLDINGS CORP        COM     243458106           14      24614SH              Sole    X
DECORA INDUSTRIES, INC.          COM NEW 243593308           25       4800SH              Sole    X
DEERE & CO.                      COM     244199105       124061    3206735SH              Sole    X
DEL MONTE FOODS CO.              COM     24522P103         4439     314300SH              Sole    X
DELHAIZE AMERICA INC CL A        CL A    246688105         8768     413816SH              Sole    X
DELHAIZE AMERICA INC CL B        CL B    246688204          435      19232SH              Sole    X
DELIA*S INC.                     COM     246885107         1077     171400SH              Sole    X
DELL COMPUTER CORP.              COM     247025109      1628176   38939932SH              Sole    X
DELPHI AUTOMOTIVE SYSTEMS        COM     247126105       127214    7919950SH              Sole    X
DELPHI FINANCIAL GROUP           CL A    247131105         4947     163872SH              Sole    X
DELPHI INFORM. SYS. INC.         COM NEW 247171200          455      67480SH              Sole    X
DELTA & PINE LAND CO             COM     247357106         7694     297369SH              Sole    X
DELTA AIR LINES, INC.            COM     247361108       108319    2233381SH              Sole    X
DELTIC TIMBER CORP.              COM     247850100         1224      53800SH              Sole    X
DELTEK SYSTEMS, INC.             COM     24785A108         1038      63400SH              Sole    X
DELTA WOODSIDE                   COM     247909104          378     137400SH              Sole    X
DELTA FINANCIAL CORP.            COM     247918105          385      76900SH              Sole    X
DELUXE CORP.                     COM     248019101        44937    1321666SH              Sole    X
DENDRITE INTERNATIONAL           COM     248239105         8713     184400SH              Sole    X
DENTSPLY INTERNATIONAL           COM     249030107         5671     249280SH              Sole    X
DEPARTMENT 56 INC.               COM     249509100         4622     193100SH              Sole    X
DESIGNS, INC.                    COM     25057L102          143      82950SH              Sole    X
DESTIA COMMUNICATIONS            COM     25063E100         1339     107100SH              Sole    X
DETROIT DIESEL CORP.             COM     250837101         1980     107022SH              Sole    X
DEVELOPERS DIVRSFIED REIT        COM     251591103        12604     900250SH              Sole    X
DEVON ENERGY CORP                COM     25179M103        10608     256002SH              Sole    X
DEVRY, INC.                      COM     251893103         5210     260500SH              Sole    X
DEWOLFE COMPANIES, INC.          COM     252115100           61       9000SH              Sole    X
DEXTER CORP.                     COM     252165105         6871     184160SH              Sole    X
DIACRIN INC.                     COM     25243N103          507      95400SH              Sole    X
DIAGNOSTIC PRODUCTS CORP.        COM     252450101         4102     153000SH              Sole    X
DIAL CORP.                       COM     25247D101         8611     337703SH              Sole    X
DIAMETRICS MEDICAL, INC.         COM     252532106          589     117800SH              Sole    X
DIAMOND OFFSHORE DRILLING        COM     25271C102        13053     391100SH              Sole    X
DIAMOND TECH. PRTNRS INC         CL A    252762109         4804     107060SH              Sole    X
DIATIDE, INC.                    COM     252842109          107      11500SH              Sole    X
DIEBOLD, INC.                    COM     253651103         6764     292482SH              Sole    X
DIGENE CORP.                     COM     253752109         1182      95500SH              Sole    X
DIGEX, INC.                      CL A    253756100         1530      64600SH              Sole    X
DIGI INTERNATIONAL, INC.         COM     253798102         1654     151250SH              Sole    X
DIGITAL LIGHTWAVE, INC.          COM     253855100          884     124050SH              Sole    X
DIGITAL LINK CORPORATION         COM     253856108          611      61100SH              Sole    X
DIGITAL MICROWAVE CORP.          COM     253859102         8105     516650SH              Sole    X
DIGITAL ISLAND INC.              COM     25385N101         3276     126000SH              Sole    X
DIGITAL ORIGIN, INC.             COM     25385X109          368      66900SH              Sole    X
DIGITAL RIVER, INC.              COM     25388B104         3128     143800SH              Sole    X
DIGITAL GENERATION SYS.          COM     253921100          705     208795SH              Sole    X
DIME COMMUNITY BANCORP           COM     253922108         1710      82400SH              Sole    X
DILLARDS INC.                    CL A    254067101        31666    1558925SH              Sole    X
DIME BANCORP INC.*-NEW           COM     25429Q102        13403     765894SH              Sole    X
DIMON INC.                       COM     254394109         1627     420000SH              Sole    X
DIONEX CORP.                     COM     254546104         8246     192900SH              Sole    X
DISCOUNT AUTO PARTS INC.         COM     254642101         1672     103700SH              Sole    X
THE WALT DISNEY CO.              COM     254687106       755450   29196154SH              Sole    X
DISPLAY TECHNOLOGIES INC.        COM     25469V102           92      25885SH              Sole    X
DISPATCH MANAGEMENT SVCS.        COM     254927106          106      44700SH              Sole    X
THE DIXIE GROUP, INC.            CL A    255519100          160      20600SH              Sole    X
DOCUCORP INTERNATIONAL           COM     255911109          493      77360SH              Sole    X
DOCUMENTUM, INC.                 COM     256159104         2614     120900SH              Sole    X
DOLE FOOD CO.                    COM     256605106         4451     234250SH              Sole    X
DOLLAR GENERAL CORP.             COM     256669102       108257    3506289SH              Sole    X
DOLLAR THRIFTY AUTO. GRP.        COM     256743105         5019     242600SH              Sole    X
DOLLAR TREE STORES INC.          COM     256747106        10507     263074SH              Sole    X
DOMINION RES. INC/VA             COM     257470104       118861    2634032SH              Sole    X
DONALDSON CO., INC.              COM     257651109         7270     313530SH              Sole    X
DONALDSON LUFKIN&JENRETTE        COM DLJ 257661108        12976     328000SH              Sole    X
DLJDIRECT                        COM DLJD257661504         1354      89500SH              Sole    X
DONNA KARAN INTERNATIONAL        COM     257826107          660      77600SH              Sole    X
R.R. DONNELLEY & SONS CO.        COM     257867101        65258    2260013SH              Sole    X
DONNELLY CORP.                   CL A    257870105         1023      72737SH              Sole    X
DONNKENNY, INC.                  COM     258006105           30      34600SH              Sole    X
DORAL FINANCIAL CORP.            COM     25811P100         3379     252600SH              Sole    X
DOUBLECLICK INC.                 COM     258609304        12425     104300SH              Sole    X
DOVER CORP.                      COM     260003108       118479    2898575SH              Sole    X
DOVER DOWNS ENTERTAINMENT        COM     260086103         1061      76500SH              Sole    X
DOW CHEMICAL CO.                 COM     260543103       361360    3180289SH              Sole    X
DOW JONES & CO., INC.            COM     260561105        73299    1373285SH              Sole    X
DOWNEY FINANCIAL CORP.           COM     261018105         4586     227866SH              Sole    X
THE DRESS BARN, INC.             COM     261570105         3287     179200SH              Sole    X
DREXLER TECHNOLOGY CORP.         COM     261876106          906     124900SH              Sole    X
DREYER'S GRAND ICE CREAM,        COM     261878102         3600     207200SH              Sole    X
DRIL-QUIP, INC.                  COM     262037104         2536      99200SH              Sole    X
DRUG EMPORIUM, INC.              COM     262175102         1506     223100SH              Sole    X
DRUGSTORE.COM, INC.              COM     262241102         4009     110600SH              Sole    X
DRYPERS CORP                     COM NEW 262497308          401     134908SH              Sole    X
DUPONT (E.I.) DE NEMOURS         COM     263534109       840521   13807333SH              Sole    X
DUANE READE INC.                 COM     263578106         2901      96300SH              Sole    X
DUFF & PHELPS CREDIT             COM     26432F109         2566      32100SH              Sole    X
DUKE ENERGY CORP                 COM     264399106       279170    5064311SH              Sole    X
DUKE REALTY INVSTMNT REIT        COM NEW 264411505        25378    1301438SH              Sole    X
DUN & BRADSTREET CORP NEW        COM     26483B106        76182    2550011SH              Sole    X
DUNN COMPUTER CORP.              COM     265771105           66      38200SH              Sole    X
DURA AUTOMOTIVE SYS INC.         CL A    265903104         1839      76407SH              Sole    X
DUPONT PHOTOMASKS INC.           COM     26613X101         3330      72300SH              Sole    X
DURA PHARMACEUTICALS INC.        COM     26632S109         4779     342900SH              Sole    X
DURAMED PHARMACEUTICALS          COM     266354109         1584     204400SH              Sole    X
DYCOM INDUSTRIES, INC.           COM     267475101         8343     197750SH              Sole    X
EA ENGR SCIENCE & TECH IN        COM     267911105           42      41700SH              Sole    X
DYNAMICS RESEARCH CORP.          COM     268057106           16       4000SH              Sole    X
DYNATECH CORP.                   COM     268140100           63      12650SH              Sole    X
DYNEGY INC                       COM     26816L102        11966     578400SH              Sole    X
EEX CORP.                        COM NEW 26842V207         1030     350560SH              Sole    X
E4L, INC.                        COM     268452109          387     101400SH              Sole    X
EG & G, INC.                     COM     268457108        33165     833024SH              Sole    X
E-LOAN, INC.                     COM     26861P107         2249     104300SH              Sole    X
EMC CORP.                        COM     268648102      1114930   15607065SH              Sole    X
EMS TECHNOLOGIES INC.            COM     26873N108          816      68000SH              Sole    X
E-NET, INC.                      COM     268745106          161      33900SH              Sole    X
ENSCO INTERNATIONAL, INC.        COM     26874Q100        11406     631468SH              Sole    X
EOG RESOURCES, INC.              COM     26875P101        10876     511800SH              Sole    X
E.PIPHANY INC                    COM     26881V100         2681      55000SH              Sole    X
ESCO ELECTRONICS CORP.           COM TR R269030201          181      16300SH              Sole    X
ESS TECHNOLOGY INC.              COM     269151106         4079     307860SH              Sole    X
E.SPIRE COMMUNICATIONS           COM     269153102         2419     333600SH              Sole    X
ETEC SYSTEMS INC.                COM     26922C103         6483     172300SH              Sole    X
E-TEK DYNAMICS INC.              COM     269240107         9407     173400SH              Sole    X
ELIZABETHTOWN CORP.              COM     269242103         1623      32700SH              Sole    X
E*TRADE GROUP, INC.              COM     269246104        18267     777300SH              Sole    X
E-Z-EM, INC. CLASS A             CL A    269305207           78      17300SH              Sole    X
EAGLE FOOD                       COM     269514105          189      91800SH              Sole    X
EAGLE GEOPHYSICAL, INC.          COM     269524104            1       3222SH              Sole    X
EAGLE USA AIRFREIGHT INC.        COM     270018104         4868     162600SH              Sole    X
EARTHGRAINS CO.  W/I             COM     270319106         7889     356564SH              Sole    X
EARTHLINK NETWORK                COM     270322100         3590      83600SH              Sole    X
EARTHSHELL CORP.                 COM     27032B100         1520     392300SH              Sole    X
EARTHWEB INC.                    COM     27032C108         1837      46500SH              Sole    X
EAST TEXAS FINANCIAL SER.        COM     275572105          345      24000SH              Sole    X
EASTERN ENTERPRISES              COM     27637F100        22301     480231SH              Sole    X
EASTERN UTILITIES ASSOCIA        COM     277173100         5952     199241SH              Sole    X
EASTERN VIRGINIA BNKSHRS         COM     277196101           48       2100SH              Sole    X
EASTGROUP PROPERTIES REIT        COM     277276101         5306     292750SH              Sole    X
EASTMAN CHEMICAL                 COM     277432100        42899    1072478SH              Sole    X
EASTMAN KODAK CO.                COM     277461109       347823    4610740SH              Sole    X
EATON CORP.                      COM     278058102        85390     989307SH              Sole    X
EATON VANCE CORP.                COM NON 278265103         8074     252300SH              Sole    X
EBAY INC.                        COM     278642103        50091     355100SH              Sole    X
ECHELON INT. CORP.               COM     278747100         1530      61643SH              Sole    X
ECHO BAY MINES LTD.              COM     278751102         1262     651284SH              Sole    X
ECHOSTAR COMMUNICATIONS          CL A    278762109         7601      83700SH              Sole    X
ECLIPSYS CORP.                   COM     278856109         3050     212200SH              Sole    X
ECO SOIL SYSTEMS, INC.           COM     278858105          824     118800SH              Sole    X
ECOGEN INC.                      COM NEW 278864202           66      32940SH              Sole    X
ECOLAB, INC.                     COM     278865100        66718    1955111SH              Sole    X
ECOLOGY & ENVIRONMENT, IN        CL A    278878103           38       6925SH              Sole    X
EDIFY CORP.                      COM     280599101         1346     107400SH              Sole    X
EDISON BROTHERS STORES           COM NEW 280875303            1      57371SH              Sole    X
EDISON INTERNATIONAL             COM     281020107       123515    5080292SH              Sole    X
EDO CORP.                        COM     281347104          377      65500SH              Sole    X
EDUCATION MANAGEMENT             COM     28139T101         3313     267700SH              Sole    X
J. D. EDWARDS & CO.              COM     281667105         6834     329850SH              Sole    X
A G EDWARDS & SONS, INC.         COM     281760108        15325     581048SH              Sole    X
EFFICIENT NETWORKS, INC.         COM     282056100         3332      91600SH              Sole    X
EGAMES, INC.                     COM     282253103          271     109700SH              Sole    X
EGGHEAD.COM, INC.                COM     282330109         1446     206500SH              Sole    X
800-JR CIGAR, INC.               COM     282491109         1183     111300SH              Sole    X
800 TRAVEL SYSTEMS, INC.         COM     282506104          254      85600SH              Sole    X
EINSTEIN/NOAH BAGEL CORP.        COM     282577105          169     225000SH              Sole    X
EL PASO ELECTRIC CO.             COM NEW 283677854         4161     462366SH              Sole    X
EL PASO ENERGY CORP              COM     283905107        15660     393348SH              Sole    X
ELCOR CORP.                      COM     284443108         4907     196275SH              Sole    X
ELECTRIC FUEL CORP               COM     284871100          132     100900SH              Sole    X
ELECTRIC LIGHTWAVE INC.          CL A    284895109          651      49100SH              Sole    X
ELECTRO RENT CORP.               COM     285218103          969      77558SH              Sole    X
ELECTRO SCIENTIFIC INDS.         COM     285229100         6687     125500SH              Sole    X
ELECTROGLAS, INC.                COM     285324109         4100     175400SH              Sole    X
ELECTRONIC ARTS                  COM     285512109        18548     256270SH              Sole    X
ELECTRONIC DATA SYSTEMS          COM     285661104       365836    6910712SH              Sole    X
ELECTRONIC PROCESSING INC        COM     285798104           84       8600SH              Sole    X
ELECTRONIC RETAILING SYS         COM     285825105           55      58800SH              Sole    X
ELECTRONICS FOR IMAGING          COM     286082102        10389     202100SH              Sole    X
ELITE INFORMATION GROUP          COM     28659M106          363      73500SH              Sole    X
PERRY ELLIS INTL.                COM     288853104          685      62950SH              Sole    X
EMBREX, INC.                     COM     290817105           33       3800SH              Sole    X
EMCORE CORP.                     COM     290846104          493      35500SH              Sole    X
EMCOR GROUP, INC.                COM     29084Q100         2010     104400SH              Sole    X
EMERSON ELECTRIC CO.             COM     291011104       386046    6109537SH              Sole    X
EMMIS COMMUNICATIONS, INC        CL A    291525103         7108     107600SH              Sole    X
EMPIRE DISTRICT ELECTRIC         COM     291641108         3319     129825SH              Sole    X
EMPIRE OF CAROLINA, INC.         COM     292007101            3       8900SH              Sole    X
EMPLOYEE SOLUTIONS INC.          COM     292166105          145     149600SH              Sole    X
EMULEX NEW                       COM NEW 292475209        10666     124200SH              Sole    X
ENCORE WIRE CORP                 COM     292562105          301      33250SH              Sole    X
ENERGY CONVERSION DEVICES        COM     292659109         1458     134100SH              Sole    X
ENERGY BIOSYSTEMS CORP           COM NEW 29265L706           34      12414SH              Sole    X
ENERGEN CORP.                    COM     29265N108         4613     227800SH              Sole    X
ENERGY EAST CORP.                COM     29266M109        15796     665100SH              Sole    X
ENERGY WEST INC                  COM     29274A105           32       4000SH              Sole    X
ENGAGE TECHNOLOGIES, INC.        COM     292827102         4538     120400SH              Sole    X
ENGELHARD CORP.                  COM     292845104        38094    2094505SH              Sole    X
ENGINEERED SUPPORT SYSTEM        COM     292866100          532      41750SH              Sole    X
ENGINEERING ANIMATION            COM     292872108         2231     141100SH              Sole    X
ENERGY NORTH, INC.               COM     292925104         1133      27311SH              Sole    X
ENESCO GROUP INC.                COM     292973104         2306     149980SH              Sole    X
ENHANCE FINANCIAL SVCS GR        COM     293310108         4563     258000SH              Sole    X
ENRON CORP.                      COM     293561106       408044    9891972SH              Sole    X
ENSTAR INC.                      COM     29358M108          296      26866SH              Sole    X
ENTERCOM COMMUNICATIONS          CL A    293639100         5321     147800SH              Sole    X
ENTERGY CORP.                    COM     29364G103        99457    3436947SH              Sole    X
ENTERPRISE PROD PARTNERS         COM     293792107         1736      87600SH              Sole    X
ENTERTAINMENT PROPERTIES         COM SH B29380T105         2697     184400SH              Sole    X
ENTREMED INC.                    COM     29382F103         1868      86400SH              Sole    X
ENTRUST TECHNOLOGIES             COM     293848107         3895     173600SH              Sole    X
ENZON, INC.                      COM     293904108         7277     238600SH              Sole    X
ENZO BIOCHEM INC                 COM     294100102         5303     186903SH              Sole    X
EPIMMUNE, INC.                   COM     29425Y101            8       2200SH              Sole    X
EPITOPE INC.                     COM     294261102         1429     211700SH              Sole    X
EPICOR SOFTWARE CORP             COM     29426L108         2342     407298SH              Sole    X
EQUIFAX, INC                     COM     294429105        61179    2175241SH              Sole    X
EQUITABLE RESOURCES, INC.        COM     294549100         8370     221350SH              Sole    X
EQUITY INNS, INC. REIT           COM     294703103         3856     453700SH              Sole    X
EQUITY OFFICE PROPERTIES         COM     294741103        72343    3111506SH              Sole    X
EQUITY ONE, INC.                 COM     294752100          867      81100SH              Sole    X
EQUIVEST FINANCE, INC.           COM NEW 29476H403          268      48675SH              Sole    X
EQUITY RESIDENTIAL REIT          SH BEN I29476L107        62828    1482673SH              Sole    X
ERIE INDEMNITY CO.-CL A          CL A    29530P102         5705     173217SH              Sole    X
ESCALADE, INC.                   COM     296056104           59       3700SH              Sole    X
ESSEX PROPERTY TRUST REIT        COM     297178105         8242     235900SH              Sole    X
ESTERLINE TECHNOLOGIES CO        COM     297425100         4284     272000SH              Sole    X
ETHAN ALLEN INTERIORS INC        COM     297602104        19218     604100SH              Sole    X
ETHYL CORP.                      COM     297659104         4978    1284654SH              Sole    X
ETOYS INC.                       COM     297862104        23157     347900SH              Sole    X
EUROWEB INTL CORP                COM     298801101           15      12000SH              Sole    X
EVANS & SUTHERLAND COMP.         COM     299096107          535      43197SH              Sole    X
EVERCEL, INC.                    COM     299759100           67       5332SH              Sole    X
EVEREN CAPITAL CORP.             COM     299761106         4449     150800SH              Sole    X
EVEREST RE HOLDINGS              COM     299808105         7440     312450SH              Sole    X
EVERGREEN RES INC.               COM NO P299900308         3891     161700SH              Sole    X
EXABYTE CORP.                    COM     300615101          967     222600SH              Sole    X
EXAR CORP                        COM     300645108         1374      36700SH              Sole    X
EXCALIBUR TECHNOLOGIES           COM NEW 300651205         1101     133400SH              Sole    X
EXCEL LEGACY CORP                COM     300665106          109      26000SH              Sole    X
EXCEL SWITCHING CORP.            COM     30067V108         4642     129400SH              Sole    X
EXCHANGE APPLICATIONS            COM     300867108         1258      43300SH              Sole    X
EXECUTONE INFORMATION SYS        COM     301607107          713     237700SH              Sole    X
EXIDE CORP.                      COM     302051107         1445     151100SH              Sole    X
EXODUS COMMUNICATIONS            COM     302088109        16502     229000SH              Sole    X
EXPEDITORS INT'L OF WASHI        COM     302130109         7991     249000SH              Sole    X
EXPRESS SCRIPTS                  CL A    302182100        13647     174400SH              Sole    X
EXTENDED STAY AMERICA INC        COM     30224P101         4605     511671SH              Sole    X
EXTREME NETWORKS, INC.           COM     30226D106         8079     127600SH              Sole    X
EXXON CORP.                      COM     302290101      2607947   34343333SH              Sole    X
EZCORP, INC.                     CL A NON302301106          414      78900SH              Sole    X
F & M BANCORP                    COM     302367107         2444      91365SH              Sole    X
F & M BANCORPORATION INC.        COM     302371109         3202      92154SH              Sole    X
F & M NATIONAL CORP.             COM     302374103         3331     128114SH              Sole    X
FBL FINANCIAL GROUP INC.         CL A    30239F106         3508     170100SH              Sole    X
FEI CO.                          COM     30241L109          422      55800SH              Sole    X
FFY FINANCIAL CORP.              COM     30242U108         1438      78000SH              Sole    X
FLIR SYSTEMS, INC.               COM     302445101          400      30900SH              Sole    X
FMC CORP.                        COM NEW 302491303        24860     515241SH              Sole    X
FNB CORP/NORTH CAROLINA          COM     302519103           34       1600SH              Sole    X
FNB CORP.                        COM     302520101         3401     140244SH              Sole    X
FNB FINANCIAL SERVICES CO        COM     302526108          244      20100SH              Sole    X
FPIC INSURANCE GROUP,INC.        COM     302563101          712      47300SH              Sole    X
FPL GROUP, INC.                  COM     302571104       127251    2526072SH              Sole    X
FSI INTL,INC                     COM     302633102         2477     300300SH              Sole    X
FYI INC.                         COM     302712104         1556      46200SH              Sole    X
FCNB CORP                        COM     302920103          331      17800SH              Sole    X
FACTORY 2-U STORES, INC.         COM     303072102         2462      82400SH              Sole    X
FACTSET RESEARCH SYSTEMS         COM     303075105         4249      74700SH              Sole    X
FAIR ISSAC & CO.                 COM     303250104         2343      83500SH              Sole    X
FAIRCHILD CORP.                  CL A    303698104         2298     224150SH              Sole    X
FAIRCHILD SEMICONDUCTOR          CL A    303726103         3339     142100SH              Sole    X
FAIRFIELD COMMUNITIES, IN        COM PAR 304231301         4749     434200SH              Sole    X
FAMILY DOLLAR STORES, INC        COM     307000109        12071     571400SH              Sole    X
FAMILY GOLF CENTERS INC.         COM     30701A106          590     233100SH              Sole    X
FAMOUS DAVE'S OF AMERICA         COM     307068106           83      41300SH              Sole    X
FARMER BROTHERS, INC.            COM     307675108         1635       9850SH              Sole    X
FARM FAMILY HOLDINGS INC.        COM     307901108          411      10400SH              Sole    X
FARO TECHNOLOGIES                COM     311642102          257      74800SH              Sole    X
FARREL CORP                      COM     311667109            7       4000SH              Sole    X
FATBRAIN.COM INC.                COM     311889109          856      57300SH              Sole    X
FASTENAL CO.                     COM     311900104         7475     158620SH              Sole    X
FDX CORPORATION                  COM     31304N107       162665    4197803SH              Sole    X
FECHTOR,DETWILER,MITCHELL        COM     313066102            6       5200SH              Sole    X
FEDDERS CORP.                    COM     313135105         1717     286145SH              Sole    X
FEDDERS CORP CLASS A             CL A    313135303          409      82838SH              Sole    X
FEDERAL AGRICULTURAL MTGE        CL A    313148108          200      12900SH              Sole    X
FEDERAL AGRICULTURAL MORT        CL C    313148306          936      46950SH              Sole    X
FREDDIE MAC                      COM     313400301       509507    9798213SH              Sole    X
FEDERAL-MOGUL CORP.              COM     313549107         8060     292440SH              Sole    X
FANNIE MAE                       COM     313586109       913545   14573008SH              Sole    X
FEDERAL RLTY INVMNTS REIT        SH BEN I313747206        12479     596000SH              Sole    X
FEDERAL SIGNAL CORP.             COM     313855108         6581     331132SH              Sole    X
FEDERATED DEPARTMENT             COM     31410H101       132463    3032052SH              Sole    X
FEDERATED INVESTORS, INC.        CL B    314211103         3767     218400SH              Sole    X
FELCOR LODGING TRUST, INC        COM     31430F101        12954     740240SH              Sole    X
FEMALE HEALTH COMPANY            COM     314462102           31      37600SH              Sole    X
FERRO CORP.                      COM     315405100         5521     259052SH              Sole    X
F5 NETWORKS, INC.                COM     315616102         3230      47500SH              Sole    X
FIDELITY BANCORP INC.            COM     31583B105          580      34600SH              Sole    X
FIDELITY HOLDINGS, INC.          COM     31617J108          506      30300SH              Sole    X
FIDELITY NATIONAL FIN., I        COM     316326107         4748     312602SH              Sole    X
FIFTH THIRD BANCORP              COM     316773100       226957    3730156SH              Sole    X
FILENE'S BASEMENT CORP.          COM     316866102          332     366750SH              Sole    X
FILENET CORP.                    COM     316869106         3942     368800SH              Sole    X
FILM ROMAN INC.                  COM     317234102          113      50000SH              Sole    X
FINANCIAL FEDERAL CORP.          COM     317492106         1016      53850SH              Sole    X
FINANCIAL INDUSTRIES CORP        COM     317574101           49       5000SH              Sole    X
FINANCIAL SECURITY               COM     31769P100         4244      82100SH              Sole    X
FINLAY ENTERPRISES, INC.         COM NEW 317884203           44       3200SH              Sole    X
FINET.COM, INC.                  COM PAR 317922300          541     178600SH              Sole    X
FINISH LINE, INC.                CL A    317923100          776      88700SH              Sole    X
FINOVA GROUP INC.                COM     317928109         7907     216635SH              Sole    X
FIRST AMERICAN FINL CORP         COM     318522307         6663     498200SH              Sole    X
FIRST BANCORP/PUERTO RICO        COM     318672102         4058     205450SH              Sole    X
FIRST AMERICAN CORP. (TEN        COM     318900107        14892     347337SH              Sole    X
FIRST BANCORP N. CAROLINA        COM     318910106          226      12150SH              Sole    X
FIRST BELL BANCORP INC.          COM     319301107          633      40200SH              Sole    X
FIRST CHARTER CORP.              COM     319439105         2320     132557SH              Sole    X
FIRST CITIZENS BANCSHARES        CL A    31946M103         3937      51300SH              Sole    X
FIRST COMM BANKSHARES-A          CL A    319777108          493      23600SH              Sole    X
FIRST COMMERCE BANCSHARES        CL B    319777207          587      28272SH              Sole    X
FIRST COMMONWEALTH FINL C        COM     319829107         4858     190500SH              Sole    X
FIRST CONSULTING GROUP           COM     31986R103         2134     213413SH              Sole    X
FIRST FEDERAL CAPITAL            COM     319960100         2003     129200SH              Sole    X
FIRST DATA CORP.                 COM     319963104       270297    6160609SH              Sole    X
FIRST ESSEX BANCORP INC.         COM     320103104           17       1100SH              Sole    X
FIRST FINANCIAL BANCORP          COM     320209109         4691     199607SH              Sole    X
FIRST FINL BANKSHARES INC        COM     32020R109         1176      35370SH              Sole    X
FIRST FINANCIAL CORP/IND         COM     320218100         1361      37100SH              Sole    X
FIRST FINANCIAL HOLDINGS         COM     320239106         1894     109400SH              Sole    X
FRST INDUSTRIAL RLTY REIT        COM     32054K103        13736     555000SH              Sole    X
FIRST INT'L BANCORP, INC         COM     32054Q100          574      58100SH              Sole    X
FIRST INDIANA CORP.              COM     32054R108          962      45820SH              Sole    X
FIRST LIBERTY FINL CORP.         COM     320691108         1497      53000SH              Sole    X
FIRST OF LONG ISLAND CORP        COM     320734106           65       2250SH              Sole    X
FIRST MARINER BANCORP INC        COM     320795107          195      19700SH              Sole    X
FIRST MERCHANTS CORP.            COM     320817109          816      34300SH              Sole    X
FIRST MIDWEST BANCORP            COM     320867104         7715     202024SH              Sole    X
FIRST MIDWEST FINANCIAL          COM     320878101           13       1050SH              Sole    X
FIRST MUTUAL SAVINGS BANK        COM     320918105          368      36544SH              Sole    X
FIRST HEALTH GROUP CORP.         COM     320960107         8617     384066SH              Sole    X
FIRST SAVINGS BANCORP            COM     335939104          337      16700SH              Sole    X
FIRST SIERRA FINANCIAL           COM     335944104          718      67200SH              Sole    X
FIRST REPUBLIC BANK              COM     336158100         2030      76600SH              Sole    X
FIRST SECURITY CORP.             COM     336294103        15373     646451SH              Sole    X
FIRST SENTINEL BANCORP.          COM     33640T103         1910     244485SH              Sole    X
FIRST SOUTHERN BANCSHARES        COM     33645B107           21       1600SH              Sole    X
FIRST SOURCE CORPORATION         COM     336901103         2375      98940SH              Sole    X
FIRST TENNESSEE NATIONAL         COM     337162101        12184     433210SH              Sole    X
FIRST UNION CORP.                COM     337358105       476077   13387060SH              Sole    X
FIRST UNION REAL ESTATE          SH BEN I337400105         1003     198100SH              Sole    X
FIRST UNITED BANCSHARES          COM     33741E104         1722      97000SH              Sole    X
FIRST VIRGINIA BANKS, INC        COM     337477103         7128     163623SH              Sole    X
FIRST WASHINGTON REALTY          COM     337489504         1481      70500SH              Sole    X
FIRST WASHINGTON BANCORP         COM     33748T104         1029      58800SH              Sole    X
THE FIRST YEARS INC.             COM     337610109          296      28900SH              Sole    X
FIRSTCITY FINANCIAL              COM     33761X107            5       3000SH              Sole    X
FIRSTPLUS FINANCIAL GROUP        COM     33763B103           99     396000SH              Sole    X
FIRSTCOM CORP.                   COM     33763T104          500      50000SH              Sole    X
FIRSTAR CORP.                    COM     33763V109       347548   13562856SH              Sole    X
FISERV, INC.                     COM     337738108        15654     481676SH              Sole    X
FIRST FEDERAL FINANCIAL          COM     337907109         4215     242600SH              Sole    X
FIRSTMERIT CORP.                 COM     337915102         8702     342936SH              Sole    X
FLAGSTAR BANCORP, INC.           COM     337930101         1293      84100SH              Sole    X
FIRSTSPARTAN FINANCIAL CO        COM     337931109          411      21200SH              Sole    X
FIRSTENERGY CORP.                COM     337932107        90436    3546501SH              Sole    X
FISHER SCIENTIFIC INTL           COM NEW 338032204         4840     225100SH              Sole    X
FLASHNET COMMUNICATIONS          COM     338527104          304      38000SH              Sole    X
FLEET FINANCIAL GROUP INC        COM     338915101       298540    8151252SH              Sole    X
FLEETWOOD ENTERPRISES INC        COM     339099103        12207     604658SH              Sole    X
FLEMING COS., INC.               COM     339130106         3267     332939SH              Sole    X
FLEXSTEEL INDUSTRY               COM     339382103          639      47300SH              Sole    X
FLORIDA BANKS, INC.              COM     340560101         1111     161600SH              Sole    X
FLORIDA EAST COAST RAILWA        COM     340632108         6701     214000SH              Sole    X
FLORIDA PROGRESS CORP.           COM     341109106        62162    1344045SH              Sole    X
FLORIDA ROCK INDUSTRIES,         COM     341140101         6036     173700SH              Sole    X
FLORSHEIM GROUP INC.             COM     343302105          133      53015SH              Sole    X
FLOW INTL CORP.                  COM     343468104          269      25900SH              Sole    X
FLOWERS INDUSTRIES, INC.         COM     343496105         4458     328725SH              Sole    X
FLOWSERVE CORP                   COM     34354P105         4479     269402SH              Sole    X
FLUOR CORP.                      COM     343861100        43123    1071381SH              Sole    X
FLUSHING FINANCIAL CORP.         COM     343873105         1430      89050SH              Sole    X
FOAMEX INTL, INC                 COM     344123104          777     111000SH              Sole    X
FOCAL COMMUNICATIONS CORP        COM     344155106         3849     150200SH              Sole    X
FOOD TECHNOLOGY SERVICE          COM     344798103           85      24400SH              Sole    X
FOODARAMA SUPERMARKETS, I        COM     344820105          490      16600SH              Sole    X
FOODMAKER, INC.                  COM     344839204         8643     346600SH              Sole    X
FOOTHILL INDEP BANCORP           COM     344905104           17       1391SH              Sole    X
FOOTSTAR INC                     COM     344912100         7429     210754SH              Sole    X
FORCENERGY INC.                  COM     345206106          222     295809SH              Sole    X
FORD MOTOR CO.                   COM     345370100       853867   17013542SH              Sole    X
FORELAND CORP.                   COM NEW 345458301            1       3566SH              Sole    X
FOREMOST CORP. OF AMERICA        COM     345469100         4322     180100SH              Sole    X
FOREST CITY ENTERPRISE CL        CL A    345550107         3450     154600SH              Sole    X
FOREST LABORATORIES, INC.        CL A    345838106        14432     342600SH              Sole    X
FOREST OIL                       COM NEW 346091606         3452     202300SH              Sole    X
FORRESTER RESEARCH, INC.         COM     346563109         1708      43800SH              Sole    X
FORT JAMES CORP.                 COM     347471104        91575    3431386SH              Sole    X
FORTE SOFTWARE, INC.             COM     349546101         4620     168000SH              Sole    X
FORTRESS GROUP INC.              COM     34956K108           94      57700SH              Sole    X
FORTUNE BRANDS INC.              COM     349631101        78356    2429646SH              Sole    X
FOSSIL INC                       COM     349882100         4675     172750SH              Sole    X
FOSTER WHEELER CORP.             COM     350244109         9138     757583SH              Sole    X
FOUNDATION HEALTH SYSTEM         COM     350404109         6196     656570SH              Sole    X
FOUR MEDIA COMPANY               COM     350872107           78      14900SH              Sole    X
4FRONT TECHNOLOGIES INC.         COM     351042106          386      27300SH              Sole    X
FOURTH SHIFT CORP.               COM     351128103          336     114400SH              Sole    X
FOX ENTERTAINMENT GRP            CL A    35138T107         8697     411700SH              Sole    X
FRANCHISE FIN OF AMR REIT        COM     351807102        14352     614000SH              Sole    X
FRANCHISE MORTGAGE ACCEPT        COM     35181D108          460      64500SH              Sole    X
FRANKLIN BANK                    COM     352456107          167      23020SH              Sole    X
FRANKLIN COVEY CO.               COM     353469109         1662     216200SH              Sole    X
FRANKLIN ELEC  INC               COM     353514102         2112      32000SH              Sole    X
FRANKLIN ELECTRPUBL              COM     353515109          443     157600SH              Sole    X
FRANKLIN RESOURCES CORP.         COM     354613101       108850    3539852SH              Sole    X
FRED'S, INC.                     CL A    356108100          506      41125SH              Sole    X
FREEDOM SECURITIES CORP.         COM     35644K103          933      69100SH              Sole    X
FREEPORT-MCMORAN CLASS A         CL A    35671D105         3742     269709SH              Sole    X
FREEPORT-MCMORAN CLASS B         CL B    35671D857        37229    2392218SH              Sole    X
FREMONT GENERAL CORP.            COM     357288109         2580     271568SH              Sole    X
FRESH CHOICE, INC.               COM     358032100          100      49900SH              Sole    X
FRESH FOODS, INC.                COM     358034106          235      35100SH              Sole    X
FRESH AMERICA CORP.              COM     35803R105          612     101000SH              Sole    X
FRIEDE GOLDMAN INT'L.            COM     358430106         2027     200200SH              Sole    X
FRIEDMAN BILLINGS RAMSEY         CL A    358433100          812     117000SH              Sole    X
FRIEDMAN'S, INC. CLASS A         CL A    358438109         3331     378000SH              Sole    X
FRIENDLY ICE CREAM CORP.         COM     358497105          924     187100SH              Sole    X
FRISCH'S RESTAURANTS, INC        COM     358748101          476      47634SH              Sole    X
FRITZ COS., INC.                 COM     358846103         3058     294700SH              Sole    X
FRONTIER FINANCIAL CORP.         COM     35907K105         1525      60400SH              Sole    X
FRONTIER INSURANCE GROUP,        COM     359081106         2608     298032SH              Sole    X
FRONTIER OIL CORP.               COM     35914P105          692     101600SH              Sole    X
FRONTLINE COMMUNICATIONS         COM     35921T108          302      60400SH              Sole    X
FROZEN FOOD EXPRESS INDUS        COM     359360104          171      27900SH              Sole    X
FUELCELL ENERGY, INC.            COM     35952H106          615      23300SH              Sole    X
H. B. FULLER CO.                 COM     359694106         6078      99850SH              Sole    X
FULTON FINL CORP.                COM     360271100         3282     175040SH              Sole    X
FURNITURE BRANDS INT'L           COM     360921100         7183     364870SH              Sole    X
FURON COMPANY                    COM     361106107         1935      77600SH              Sole    X
G & K SERVICES, INC.             CL A    361268105         6216     153475SH              Sole    X
G & L REALTY CORP.               COM     361271109          845      95900SH              Sole    X
GATX CORP.                       COM     361448103         5049     162540SH              Sole    X
GBC BANCORP                      COM     361475106         1893      97700SH              Sole    X
GC COMPANIES                     COM     36155Q109         2093      69771SH              Sole    X
GRC INTERNATIONAL INC.           COM     361922107          677      75700SH              Sole    X
GST TELECOMMUNICATIONS           COM     361942105         1135     161400SH              Sole    X
GP STRATEGIES CORP.              COM     36225V104           39       3500SH              Sole    X
GPU, INC.                        COM     36225X100        62840    1926120SH              Sole    X
GSB FINANCIAL CORP.              COM     362263105           36       2800SH              Sole    X
GSE SYSTEMS INC.                 COM     36227K106            2        600SH              Sole    X
GTE CORP.                        COM     362320103      1173240   15261659SH              Sole    X
GT INTERACTIVE SOFTWARE          COM     36236E109          709     244100SH              Sole    X
GTS DURATEK, INC.                COM     36237J107           95      15900SH              Sole    X
GABLES RESIDENTIAL REIT          SH BEN I362418105         9154     381400SH              Sole    X
GADZOOKS INC.                    COM     362553109          743     112200SH              Sole    X
GADZOOX NETWORKS, INC.           COM     362555104         3400      63100SH              Sole    X
GAINSCO, INC.                    COM     363127101         1257     203207SH              Sole    X
GALEY & LORD                     COM     36352K103           56      21200SH              Sole    X
GALILEO INT'L.                   COM     363547100        10851     269600SH              Sole    X
A.J. GALLAGHER                   COM     363576109         7988     150000SH              Sole    X
GALLERY OF HISTORY, INC.         COM     363812108          150      46200SH              Sole    X
GANNETT CO., INC.                COM     364730101       271863    3929368SH              Sole    X
THE GAP, INC.                    COM     364760108       420957   13154911SH              Sole    X
GARDEN FRESH RESTAURANT          COM     365235100         1217      79500SH              Sole    X
GARDNER DENVER, INC.             COM     365558105         1875     123950SH              Sole    X
GARTNER GROUP INC-CLASS A        COM     366651107         6096     382500SH              Sole    X
GARTNER GROUP B SHS              CL B    366651206          730      43728SH              Sole    X
GATEWAY, INC.                    COM     367626108       217727    4899629SH              Sole    X
GAYLORD ENTERTAINMENT 'A'        COM     367905106         4798     162634SH              Sole    X
GAYLORD CONTAINER CORP.          CL A    368145108         3453     484600SH              Sole    X
GEERLINGS & WADE INC             COM     368473104          240      27100SH              Sole    X
GELTEX PHARMACEUTICALS           COM     368538104         1720     154600SH              Sole    X
GENCORP, INC.                    COM     368682100         6764     369360SH              Sole    X
GENENTECH INC.                   COM NEW 368710406         7711      52700SH              Sole    X
GENERAL BINDING CORP.            COM     369154109         1946      96100SH              Sole    X
GENERAL CABLE CORP.              COM     369300108         2985     248750SH              Sole    X
GENERAL CHEMICAL GROUP           COM     369332101          399     116200SH              Sole    X
GENERAL CIGAR HOLDINGS           CL A    36933P100          878     130100SH              Sole    X
GENERAL COMMUNICATION            CL A    369385109         1402     268700SH              Sole    X
GENERAL DATACOMM IND., IN        COM     369487103          963     342400SH              Sole    X
GENERAL DYNAMICS CORP.           COM     369550108       175704    2814072SH              Sole    X
GENERAL ELECTRIC CO.             COM     369604103      5974789   50393580SH              Sole    X
GENERAL GROWTH PROPS REIT        COM     370021107        17149     544400SH              Sole    X
GENERAL INSTRUMENTS INC.         COM     370120107       124553    2588118SH              Sole    X
GENERAL MAGIC, INC.              COM     370253106            6       3300SH              Sole    X
GENERAL MILLS, INC.              COM     370334104       187474    2310922SH              Sole    X
GENERAL MOTORS CORP.             COM     370442105       581631    9241401SH              Sole    X
GENERAL MOTORS CORP. CL H        CL H NEW370442832        22503     393063SH              Sole    X
GENERAL SEMICONDUCTOR INC        COM     370787103         7105     688989SH              Sole    X
GENESCO, INC.                    COM     371532102         2261     180900SH              Sole    X
GENESISINTERMEDIA.COM            COM     37184T106          341      68100SH              Sole    X
GENTEX CORP                      COM     371901109         7653     370500SH              Sole    X
GENISIS HEALTH                   COM     371912106          515     216950SH              Sole    X
GENESYS TELECOMM LABS            COM     371931106         5729     125400SH              Sole    X
GENESIS DIRECT, INC.             COM     371935107            3     263400SH              Sole    X
GENEVA STEEL CL A                CL A    372252106           45     156800SH              Sole    X
GENLYTE GROUP, INC.              COM     372302109         1570      66100SH              Sole    X
GENOME THERAPEUTICS CORP.        COM     372430108          442     110530SH              Sole    X
GENRAD, INC.                     COM     372447102         4077     213200SH              Sole    X
GENTEK INC.                      COM     37245X104         1334     117300SH              Sole    X
GENUINE PARTS CO.                COM     372460105        65200    2454574SH              Sole    X
GEON CO.                         COM     37246W105         4756     184700SH              Sole    X
GENZYME CORP.                    COM GENL372917104        15661     347544SH              Sole    X
GENZYME MOLEC. ONCOLOGY          COM-MOLE372917500          118      20503SH              Sole    X
GENZYME SURGICAL PRODUCTS        COM SURG372917609          250      44385SH              Sole    X
GEORGIA GULF, CORP.              COM PAR 373200203         4521     256490SH              Sole    X
GEORGIA-PACIFIC GROUP            COM GA P373298108       100668    2485632SH              Sole    X
GEORGIA PACIFIC TIMBER           COM-TIMB373298702        13378     584818SH              Sole    X
GEOWORKS                         COM     373692102          258      84300SH              Sole    X
GERBER SCIENTIFIC, INC.          COM     373730100         4793     214200SH              Sole    X
GERMAN AMERICAN BANCORP          COM     373865104          219       9335SH              Sole    X
GERON CORP.                      COM     374163103          509      48500SH              Sole    X
GETTY IMAGES, INC                COM     374276103         3322     137700SH              Sole    X
GETTY PETROLEUM MRKTG INC        COM     374292100          380     138232SH              Sole    X
GETTY REALTY CORP *NEW*          COM     374297109         1950     144432SH              Sole    X
GIANT CEMENT HOLDING INC.        COM     374450104          904      39400SH              Sole    X
GIANT INDUSTRIES INC.            COM     374508109          996      85700SH              Sole    X
GIBRALTAR STEEL                  COM     37476F103          806      38250SH              Sole    X
GIBSON GREETINGS, INC.           COM     374827103          537     101100SH              Sole    X
GILEAD SCIENCES, INC.            COM     375558103        25686     400169SH              Sole    X
GILLETTE CO.                     COM     375766102       566144   16681970SH              Sole    X
GILMAN & CIOCIA INC.             COM     375908100         1130     100400SH              Sole    X
GLACIER WATER SERVICES           COM     376395109           80       4800SH              Sole    X
P. H. GLATFELTER CO.             COM     377316104         4837     294260SH              Sole    X
GLENAYRE TECHNOLOGIES INC        COM     377899109         2193     730962SH              Sole    X
GLENBOROUGH REALTY REIT          COM     37803P105         8758     530800SH              Sole    X
GLIATECH INC.                    COM     37929C103          678      39600SH              Sole    X
GLIMCHER REALTY TRST REIT        SH BEN I379302102         4411     300300SH              Sole    X
GLOBAL INDUSTRIAL TECH           COM     379335102         3392     278291SH              Sole    X
GLOBAL INDUSTRIES LTD.           COM     379336100         4115     506500SH              Sole    X
GLOBAL IMAGING SYSTEMS           COM     37934A100          626      42100SH              Sole    X
GLOBAL MARINE, INC.              COM     379352404        13168     801110SH              Sole    X
GLOBAL PAYMENT TECH INC          COM     37936S109          439      53200SH              Sole    X
GLOBAL TELESYSTEMS GROUP         COM     37936U104        10372     526000SH              Sole    X
GLOBAL VACATION GROUP            COM     37937F106          769     173400SH              Sole    X
GLOBE BUSINESS RESOURCES         COM     379395106          971      74700SH              Sole    X
GLOBECOMM SYSTEMS, INC.          COM     37956X103          587      56200SH              Sole    X
GLOBESPAN, INC.                  COM     379571102         2986      47300SH              Sole    X
GLOBIX CORP                      COM     37957F101         1884      40300SH              Sole    X
GOLD BANC CORP., INC.            COM     379907108          364      36900SH              Sole    X
GOLD RESERVE, INC.  CL A         CL A    38068N108          126     104600SH              Sole    X
GOLDEN ENTERPRISES INC.          COM     381010107          198      69500SH              Sole    X
GOLDEN STATE BANCORP INC         COM     381197102        14674     818048SH              Sole    X
GOLDEN WEST FINANCIAL COR        COM     381317106        99647    1014215SH              Sole    X
GOLDMAN SACHS GROUP              COM     38141G104        13365     219100SH              Sole    X
GOLF TRUST OF AMERICA            COM     38168B103         2064     104530SH              Sole    X
GOOD GUYS, INC.                  COM     382091106          846     132700SH              Sole    X
THE B F GOODRICH CO.             COM     382388106        43999    1517203SH              Sole    X
GOODYEAR TIRE & RUBBER CO        COM     382550101       103392    2148405SH              Sole    X
GOODY'S FAMILY CLOTHING          COM     382588101         2133     264500SH              Sole    X
GORMAN-RUPP CO.                  COM     383082104          502      32125SH              Sole    X
GOTTSCHALK (E.)& CO., INC        COM     383485109          856      95100SH              Sole    X
GO2NET, INC.                     COM     383486107         9713     150000SH              Sole    X
GOTO.COM, INC.                   COM     38348T107         5775     110800SH              Sole    X
W.R. GRACE & CO.                 COM     38388F108        21377    1330872SH              Sole    X
GRACO, INC.                      COM     384109104         6451     196587SH              Sole    X
GRADCO SYSTEMS, INC.             COM     384111100           13       6825SH              Sole    X
GRAHAM-FIELD HEALTH PROD         COM     384632105           89     180900SH              Sole    X
W.W. GRAINGER, INC.              COM     384802104        63111    1313105SH              Sole    X
GRAND PREMIER FINL, INC.         COM     386174106         1109      72105SH              Sole    X
THE GRAND UNION CO.              COM     386532402         1392     101900SH              Sole    X
GRANITE CONSTRUCTION CO.         COM     387328107         4532     173900SH              Sole    X
GRANITE STATE BANKSHARES         COM     387472103         1474      68150SH              Sole    X
GRAY COMMUNICATIONS SYSTM        COM     389190109          883      51200SH              Sole    X
GREAT A & P TEA CO., INC.        COM     390064103        18010     594139SH              Sole    X
GREAT LAKES CHEMICAL CORP        COM     390568103        32364     850292SH              Sole    X
GREAT LAKES REIT INC.            COM     390752103         3198     212300SH              Sole    X
GREAT SOUTHERN BANCORP           COM     390905107          886      40500SH              Sole    X
GREAT PLAINS SOFTWARE            COM     39119E105         3301      64100SH              Sole    X
GREATER BAY BANCORP              COM     391648102         2453      72400SH              Sole    X
GREATER COMMUNITY BANCORP        COM     39167M108          197      18120SH              Sole    X
GREATER DELAWARE SVGS BNK        COM     391688108          472      44200SH              Sole    X
GREEN MOUNTAIN POWER CORP        COM     393154109          542      52207SH              Sole    X
GREEN STREET FINANCIAL           COM     393415104          751      50700SH              Sole    X
GREEN POINT FINANCIAL            COM     395384100         9625     362340SH              Sole    X
GREIF BROS. CORP. CL A           CL A    397624107         3401     120400SH              Sole    X
GREKA ENERGY CORP.               COM     397637109          130      12364SH              Sole    X
GREY ADVERTISING, INC.           COM     397838103         1104       3000SH              Sole    X
GREY WOLF INC.                   COM     397888108         3687    1229100SH              Sole    X
GRIFFIN LAND & NURSERIES         CL A    398231100          355      32800SH              Sole    X
GRIFFON CORP.                    COM     398433102         1664     208000SH              Sole    X
GROUP 1 AUTOMOTIVE               COM     398905109         2516     137400SH              Sole    X
GROUP MAINTENANCE AMER           COM     39943E107         1903     152200SH              Sole    X
GROVE PROPERTY TRUST             SH BEN I399613108         1339     101500SH              Sole    X
GTECH, INC.                      COM     400518106         5888     274660SH              Sole    X
GUARANTEE LIFE COS. INC.         COM     400740106         2702      88400SH              Sole    X
GUARANTY FEDERAL BNCSHS          COM     40108P101          240      21100SH              Sole    X
GUESS ? INC.                     COM     401617105         2339     174100SH              Sole    X
GUIDANT CORP.                    COM     401698105       250104    4663949SH              Sole    X
GUILFORD MILLS, INC.             COM     401794102         1752     203175SH              Sole    X
GUILFORD PHARMACEUTICALS         COM     401829106         1383      90700SH              Sole    X
GUITAR CENTER                    COM     402040109          994     105300SH              Sole    X
GULF ISLAND FABRICATION          COM     402307102         1091      82700SH              Sole    X
GULF WEST BANKS, INC.            COM     402582100          151      15100SH              Sole    X
GUNDLE/SLT ENVIRONMENTAL         COM     402809107          394     131300SH              Sole    X
GYMBOREE INC.                    COM     403777105         2104     306100SH              Sole    X
HCIA, INC                        COM     403908106          735      70800SH              Sole    X
HMT TECHNOLOGY CORP.             COM     403917107         1094     312600SH              Sole    X
H.T.E., INC.                     COM     403926108           77      37500SH              Sole    X
HCC INSURANCE HOLDINGS           COM     404132102         4744     282150SH              Sole    X
HCR MANOR CARE, INC.             COM     404134108        27714    1612478SH              Sole    X
HF FINANCIAL CORP.               COM     404172108          568      44150SH              Sole    X
HIE INC                          COM     40419W100          303     151600SH              Sole    X
HMN FINANCIAL INC.               COM     40424G108          927      75650SH              Sole    X
HNC SOFTWARE, INC.               COM     40425P107         8398     211600SH              Sole    X
HRPT PROPERTIES TRUST            COM SH B40426W101         3992     343400SH              Sole    X
HSB GROUP INC.                   COM     40428N109         7385     209869SH              Sole    X
HS RESOURCES INC                 COM     404297103         3249     198401SH              Sole    X
HA-LO INDUSTRIES, INC.           COM     404429102         2821     451425SH              Sole    X
HABERSHAM BANCORP                COM     404459109           64       4500SH              Sole    X
HADCO CORP.                      COM     404681108         5722     132300SH              Sole    X
HAEMONETICS CORP.                COM     405024100         4675     237450SH              Sole    X
HAGGAR CORP.                     COM     405173105          160      12700SH              Sole    X
HAGLER BAILLY, INC.              COM     405183104          557      81000SH              Sole    X
HAIN FOOD GROUP, INC.            COM     405219106         2411      97400SH              Sole    X
HALLIBURTON CO.                  COM     406216101       249742    6091273SH              Sole    X
HALTER MARINE GROUP INC.         COM     40642Y105         2752     506164SH              Sole    X
HAMBRECHT & QUIST GROUP          COM     406545103        19257     393500SH              Sole    X
HAMILTON BANCORP, INC.           COM     407013101         1513      71200SH              Sole    X
HANCOCK FABRICS, INC.            COM     409900107          998     231500SH              Sole    X
HANCOCK HOLDING CO.              COM     410120109         3268      81692SH              Sole    X
HANDLEMAN CO.                    COM     410252100         3896     294061SH              Sole    X
HANGER ORTHOPEDIC GROUP          COM NEW 41043F208         2229     153700SH              Sole    X
M.A. HANNA CO.                   COM     410522106         4082     358875SH              Sole    X
HANNAFORD BROS. CO.              COM     410550107         9725     138070SH              Sole    X
HANOVER COMPRESSOR CO.           COM     410768105         6506     204500SH              Sole    X
HANOVER DIRECT, INC.             COM     410783104         2701    1054076SH              Sole    X
HANSON PLC ADR                   SPON ADR411352404          282       7300SH              Sole    X
HARBINGER CORP.                  COM     41145C103         5699     337730SH              Sole    X
HARBOR FEDERAL BANCORP           COM     41151A108           47       3300SH              Sole    X
HARCOURT GENERAL, INC.           COM     41163G101        40955     983902SH              Sole    X
HARBOR FLORIDA BANCSHRS          COM     411901101         1876     153963SH              Sole    X
HARKEN ENERGY CORP.              COM     412552101          714     634900SH              Sole    X
JOHN H. HARLAND CO.              COM     412693103         5621     289187SH              Sole    X
HARLEY DAVIDSON, INC.            COM     412822108        28404     567380SH              Sole    X
HARLEYSVILLE GROUP INC.          COM     412824104         1018      72400SH              Sole    X
HARLEYSVILLE NATIONAL            COM     412850109         1894      54891SH              Sole    X
HARMAN INTL. INDS., INC.         COM     413086109         7198     171120SH              Sole    X
HARMON INDUSTRIES INC.           COM     413136102          967      77000SH              Sole    X
HARMONIC, INC.                   COM     413160102        12532      95800SH              Sole    X
HARNISCHFEGER INDS., INC.        COM     413345109          370     369606SH              Sole    X
HARRAH'S ENTERTAINMENT           COM     413619107        51278    1847870SH              Sole    X
HARRIS CORP.                     COM     413875105        32077    1161157SH              Sole    X
HARRIS SAVINGS BANK              COM     414541102         1286     117600SH              Sole    X
HARRODSBURG FIRST FINL           COM     415781103          130       9800SH              Sole    X
HARRY'S FARMERSMARKET            CL A    415863109            4       3200SH              Sole    X
HARSCO CORP.                     COM     415864107         8273     299490SH              Sole    X
HARTE-HANKS, INC.                COM     416196103         5780     229482SH              Sole    X
HARTFORD FINL SVCS GRP           COM     416515104       137116    3354532SH              Sole    X
HARTFORD LIFE, INC.              CL A    416592103        11963     242900SH              Sole    X
HARTMARX CORP.                   COM     417119104          656     163900SH              Sole    X
HASBRO, INC.                     COM     418056107        68318    3186854SH              Sole    X
HAUSER, INC.                     COM PAR 419141403          259      70225SH              Sole    X
HAVEN BANCORP                    COM     419352109         1470      91900SH              Sole    X
HAVERTY FURNITURE                COM     419596101         1006      69400SH              Sole    X
HAWAII LAND & FARMING CO.        CL A    41975N104            5      10000SH              Sole    X
HAWAIIAN ELECTRIC IND. IN        COM     419870100         8123     230850SH              Sole    X
HAWK CORPORATION                 CL A    420089104          116      22000SH              Sole    X
HAWTHORNE FINANCIAL CORP.        COM     420542102          551      41200SH              Sole    X
HAYES LEMMERZ INTL., INC.        COM     420781106         3612     155360SH              Sole    X
HEALTHCARE SERVICES GROUP        COM     421906108          520      63814SH              Sole    X
HEALTH CARE PROP. INVESTO        COM     421915109         5368     204500SH              Sole    X
HEALTHSOUTH CORP.                COM     421924101        38971    6428143SH              Sole    X
HEALTH MANGEMENT ASSOC. C        CL A    421933102         8011    1086250SH              Sole    X
HEALTHCARE REALTY TRUST          COM     421946104         5124     274171SH              Sole    X
HEALTHPLAN SERVICES CORP.        COM     421959107          405      53600SH              Sole    X
HEALTH SYSTEMS DESIGN            COM     421964107          184      52600SH              Sole    X
HEARTPORT INC.                   COM     421969106          610     133700SH              Sole    X
HEARTLAND TECH., INC.            COM     421979105           76      15500SH              Sole    X
HEADWAY CORPORATE RESRCES        COM     422101105          642     142700SH              Sole    X
HEALTH CARE REIT INC             COM     42217K106         4000     200000SH              Sole    X
HEALTH MGT SYS INC               COM     42219M100          382      80450SH              Sole    X
HEALTHEON CORP                   COM     422209106         8059     217800SH              Sole    X
HEARST ARGLY TELEVISION          COM     422317107         3345     155563SH              Sole    X
HEARTLAND EXPRESS INC            COM     422347104         2823     199858SH              Sole    X
HECLA MINING CO.                 COM     422704106         1228     418000SH              Sole    X
HECTOR COMMUNICATIONS COR        COM     422730101          495      36350SH              Sole    X
HEICO CORP.                      COM     422806109          830      44537SH              Sole    X
HEICO CORP. CLASS A              CL A    422806208          621      32268SH              Sole    X
HEILIG-MEYERS CO.                COM     422893107         2210     465335SH              Sole    X
H.J. HEINZ CO.                   COM     423074103       233495    5430106SH              Sole    X
HELIX TECHNOLOGY CORPORAT        COM     423319102         3850     115800SH              Sole    X
HELLER FINANCIAL, INC.           CL A    423328103         2546     113140SH              Sole    X
HELMERICH & PAYNE, INC.          COM     423452101        22484     888244SH              Sole    X
HEMISPHERX BIOPHARAMA INC        COM     42366C103          254      37300SH              Sole    X
JACK HENRY & ASSOCIATES          COM     426281101         5467     148000SH              Sole    X
HERBALIFE INTL CL A              CL A    426908208          629      41233SH              Sole    X
HERBALIFE INTL CL B              CL B    426908307         1247      86400SH              Sole    X
HERCULES, INC.                   COM     427056106        45809    1600301SH              Sole    X
HERITAGE FINANCIAL CORP.         COM     42722X106          593      76500SH              Sole    X
HERSHEY FOODS CORP.              COM     427866108       102831    2112071SH              Sole    X
HERTZ CORP.                      CL A    428040109         9874     224400SH              Sole    X
HEWLETT-PACKARD CO.              COM     428236103      1308090   14218370SH              Sole    X
HEXCEL CORP.                     COM     428291108         1453     250000SH              Sole    X
HI/FN, INC.                      COM     428358105         6469      58677SH              Sole    X
HIBBETT SPORTING GOODS           COM     428565105          470      28700SH              Sole    X
HIBERNIA CORP. CLASS A           CL A    428656102         6137     527931SH              Sole    X
HIGH PLAINS CORP.                COM     429701105          155     107997SH              Sole    X
HIGH SPEED ACCESS CORP.          COM     42979U102         3225     140600SH              Sole    X
HIGHLANDS INSURANCE GROUP        COM     431032101          783      84684SH              Sole    X
HIGHWOOD PROPERTIES REIT         COM     431284108        21264     821810SH              Sole    X
HILB, ROGAL & HAMILTON CO        COM     431294107         2789     111300SH              Sole    X
HILLENBRAND INDUSTRIES, I        COM     431573104         5768     218690SH              Sole    X
HILTON HOTELS CORP.              COM     432848109        38435    3892143SH              Sole    X
HISPANIC BROADCASTING            CL A    43357B104        12972     170400SH              Sole    X
HITOX CORP. AMERICA              COM     433658101           84      40700SH              Sole    X
HOENIG GROUP INC.                COM     434396107         1424     125200SH              Sole    X
HOLLINGER INTERNATIONAL          CL A    435569108         3222     271300SH              Sole    X
HOLLY CORP.                      COM PAR 435758305          914      60900SH              Sole    X
HOLLYWOOD CASINO CORP.           CL A    436132203          656     269300SH              Sole    X
HOLLYWOOD ENTERTAINMENT          COM     436141105         6888     459200SH              Sole    X
HOLLYWOOD PARK, INC.             COM     436255103         3286     213700SH              Sole    X
HOLOGIC, INC.                    COM     436440101          451     112000SH              Sole    X
HOME BANCORP                     COM     436889109          463      17000SH              Sole    X
HOME HEALTH CORP. OF AMER        COM     436936108            1      47900SH              Sole    X
HOME DEPOT, INC.                 COM     437076102      1564157   22792818SH              Sole    X
HOME PRODUCTS INTL INC           COM     437305105          606      57020SH              Sole    X
HOME PROP OF NY                  COM     437306103         7737     289900SH              Sole    X
HOMEBASE INC.                    COM     43738E108         3467     880400SH              Sole    X
HOMESTAKE MINING CO              COM     437614100        34566    3762323SH              Sole    X
HOMESTEAD VILLAGE                COM     437851108          827     294191SH              Sole    X
HOMESTORE.COM, INC.              COM     437852106         7350     176300SH              Sole    X
HON INDUSTRIES, INC.             COM     438092108         7646     397180SH              Sole    X
HONEYWELL, INC.                  COM     438506107       195994    1760755SH              Sole    X
HOOPER HOLMES                    COM     439104100         5409     211100SH              Sole    X
HOPFED BANCORP, INC.             COM     439734104          504      22900SH              Sole    X
HORIZON PHARMACIES, INC.         COM     439902107          145      48200SH              Sole    X
HORIZON MEDICAL PRODUCTS         COM     439903105           69      28200SH              Sole    X
HORACE MANN EDUCATORS COR        COM     440327104         7756     300470SH              Sole    X
HORIZON FINANCIAL CORP.          COM     44041F105          521      46333SH              Sole    X
HORIZON GROUP PROPERTIES         COM     44041U102          101      28755SH              Sole    X
HORIZON ORGANIC HOLDING          COM     44043T103          507      45600SH              Sole    X
HORMEL FOODS CORP.               COM     440452100         9990     241810SH              Sole    X
HOSPITALITY PROPS REIT           COM SH B44106M102        17518     794000SH              Sole    X
HOSPITALITY WORLDWIDE            COM     44106N100          224      78000SH              Sole    X
HOST MARRIOTT CORP. REIT         COM     44107P104        23984    2524625SH              Sole    X
HOT TOPIC, INC.                  COM     441339108         1646      60400SH              Sole    X
HOTJOBS.COM, LTD                 COM     441474103         1611      63500SH              Sole    X
HOUGHTON MIFFLIN CO.             COM     441560109         4206     103530SH              Sole    X
HOUSEHOLD INTERNATIONAL          COM     441815107       264675    6596263SH              Sole    X
HOUSTON EXPLORATION CO.          COM     442120101         1152      53100SH              Sole    X
HOVNANIAN ENTERPRISES CL.        CL A    442487203          648      83600SH              Sole    X
HOWELL CORP                      COM     443051107          118      20000SH              Sole    X
HOWMET INT'L. INC.               COM     443208103         5998     428400SH              Sole    X
HUBBELL INC. CLASS A             CL A    443510102          272       8100SH              Sole    X
HUBBELL INC. CLASS B             CL B    443510201         6585     206586SH              Sole    X
HUDSON CITY BANCORP, INC.        COM     443683107         3095     225100SH              Sole    X
HUDSON RIVER BANCORP.            COM     444128102          562      50800SH              Sole    X
HUDSON TECHNOLOGIES INC.         COM     444144109           12       5600SH              Sole    X
HUDSON UNITED BANCORP            COM     444165104        11548     374769SH              Sole    X
HUFFY CORP.                      COM     444356109          185      18700SH              Sole    X
HUGHES SUPPLY, INC.              COM     444482103         4249     195350SH              Sole    X
HUMANA, INC.                     COM     444859102        16679    2426042SH              Sole    X
HUMAN GENOME SCIENCES INC        COM     444903108        11107     150600SH              Sole    X
HUNT CORP.                       COM     445591100          440      53800SH              Sole    X
J. B. HUNT TRANSPORT SERV        COM     445658107         3157     227540SH              Sole    X
HUNTCO INC CL-A                  CL A    445661101          640     232800SH              Sole    X
HUNTINGTON BANCSHARES,INC        COM     446150104        83928    3159650SH              Sole    X
HUSSMAN INTL.                    COM     448110106         5618     330487SH              Sole    X
HUTCHINSON TECHNOLOGY, IN        COM     448407106         6140     227400SH              Sole    X
ICN PHARMACEUTICALS              COM     448924100         4389     255351SH              Sole    X
IDT CORP.                        COM     448947101         2891     138100SH              Sole    X
HYPERFEED TECHNOLOGIES           COM     44913S102          421      52200SH              Sole    X
HYPERION TELECOMM INC            CL A    44914K306         4429     178500SH              Sole    X
HYPERION SOLUTIONS CORP          COM     44914M104         6618     300813SH              Sole    X
HYSEQ, INC.                      COM     449163302          334      67700SH              Sole    X
IBP, INC.                        COM     449223106        18491     749020SH              Sole    X
ICG COMMUNICATIONS, INC.         COM     449246107         4791     307874SH              Sole    X
ICH CORPORATION                  COM NEW 44926L300           44       3520SH              Sole    X
ICOS CORP.                       COM     449295104         5118     173500SH              Sole    X
IDEC PHARMACEUTICALS             COM     449370105        15957     169700SH              Sole    X
IDX SYSTEMS CORP.                COM     449491109         2450     135162SH              Sole    X
IEC ELECTRONICS CORP.            COM     44949L105          105      39900SH              Sole    X
IGEN INTERNATIONAL, INC.         COM     449536101         2466      98900SH              Sole    X
IGI, INC.                        COM     449575109          138      92300SH              Sole    X
IHOP CORP.                       COM     449623107         3920     193600SH              Sole    X
ILX RESORTS INC                  COM NEW 449661503            2       1200SH              Sole    X
IMC GLOBAL INC.                  COM     449669100         9489     651575SH              Sole    X
IMCO RECYCLING, INC.             COM     449681105         2244     149600SH              Sole    X
IPC COMMUNICATIONS, INC.         COM NEW 44980K206         2050      33600SH              Sole    X
I-LINK INC.                      COM     449927102          691     240500SH              Sole    X
IMS HEALTH INCORPORATED          COM     449934108       110949    4863529SH              Sole    X
IRI INTERNATIONAL CORP.          COM     45004F107          535     114200SH              Sole    X
IRT PROPERTY CO. REIT            COM     450058102         5028     558698SH              Sole    X
ISS GROUP                        COM     450306105         6671     244800SH              Sole    X
I-STAT CORP.                     COM     450312103          630      58300SH              Sole    X
ITC DELTACOM INC.                COM     45031T104         8778     319200SH              Sole    X
ITI TECHNOLOGIES INC             COM     450564109         2158      71800SH              Sole    X
ITLA CAPITAL CORPORATION         COM     450565106         1125      76300SH              Sole    X
ITT EDUCATIONAL SERVICES         COM     45068B109         3247     166500SH              Sole    X
ITXC CORP.                       COM     45069F109          636      20000SH              Sole    X
IXC COMMUNICATIONS INC.          COM     450713102         8511     215800SH              Sole    X
IXL ENTERPRISES, INC.            COM     450718101         6343     179000SH              Sole    X
ITT INDUSTRIES, INC.             COM     450911102        41270    1297294SH              Sole    X
IDACORP INC                      COM     451107106         8083     268310SH              Sole    X
IDEX CORP.                       COM     45167R104         6483     228975SH              Sole    X
IDEXX LABORATORIES CORP.         COM     45168D104         5457     316900SH              Sole    X
IKON OFFICE SOLUTIONS            COM     451713101        23765    2223618SH              Sole    X
IKOS SYSTEMS INC                 COM NEW 451716203          779     105600SH              Sole    X
IDENTIX INC                      COM     451906101         1128     134700SH              Sole    X
IL FORNAIO AMERICA               COM     451926109          598      66900SH              Sole    X
ILLINOIS TOOL WORKS, INC.        COM     452308109       261203    3503146SH              Sole    X
ILLINOVA CORPORATION             COM     452317100         6487     231166SH              Sole    X
IMAGE ENTMT INC                  COM NEW 452439201          465     101200SH              Sole    X
IMALL, INC                       COM PAR 45244X306          701      37500SH              Sole    X
IMATION CORP                     COM     45245A107         8535     275337SH              Sole    X
IMCLONE SYSTEMS, INC.            COM     45245W109         6806     204700SH              Sole    X
IMMUCOR INC.                     COM     452526106          654      54500SH              Sole    X
IMMUNEX CORP.                    COM     452528102        23878     550500SH              Sole    X
IMMULOGIC PHARM                  COM     45252R100           47     213400SH              Sole    X
IMMUNE RESPONSE                  COM     45252T106         1030     211200SH              Sole    X
IMPERIAL BANCORP                 COM     452556103         5261     247596SH              Sole    X
IMPATH INC.                      COM     45255G101         2589      88900SH              Sole    X
IMPCO TECHNOLOGIES INC           COM NEW 45255W106          249      19400SH              Sole    X
IMPERIAL CRED                    COM     452729106         1523     348164SH              Sole    X
IMPERIAL CREDIT COMM.            COM     45272T102         1962     178400SH              Sole    X
IMMUNOMEDICS, INC.               COM     452907108          507     377300SH              Sole    X
IN FOCUS SYSTEMS, INC            COM     452919103         1640      97900SH              Sole    X
IMPERIAL SUGAR CO                COM     453096109         1110     181172SH              Sole    X
IMPERIAL TOBACCO GR ADR          SPONSORE453142101          404      17200SH              Sole    X
IMRGLOBAL CORP.                  COM     45321W106         1182     143300SH              Sole    X
INACOM CORP.                     COM     45323G109         3791     412604SH              Sole    X
INCO LTD.                        COM     453258402        50500    2362582SH              Sole    X
INCYTE PHARMACEUTICALS           COM     45337C102         4782     206800SH              Sole    X
INDEPENDENCE COMMUNITY BK        COM     453414104         5558     465600SH              Sole    X
INDEPENDENT BANK CORP.           COM     453836108         2261     173100SH              Sole    X
INDEPENDENT BANK CORP.           COM     453838104           63       4100SH              Sole    X
INDIANA ENERGY, INC.             COM     454707100         4862     242362SH              Sole    X
INDUSTRI-MATEMATIK INTL          COM     455792101           43      17700SH              Sole    X
INDUSTRIAL DISTRIB. GRP          COM     456061100          212      64000SH              Sole    X
INDYMAC MORTGAGE HOLDINGS        COM     456607100         7493     499500SH              Sole    X
INFERENCE CORP.                  CL A    45662K109          276     102700SH              Sole    X
INFINITY BROADCASTING            CL A    45662S102        14369     490200SH              Sole    X
INET TECHNOLOGIES                COM     45662V105         6058     151800SH              Sole    X
INFOCURE CORP.                   COM     45665A108         3116     165100SH              Sole    X
INFORMATICA CORPORATION          COM     45666Q102         3329      65600SH              Sole    X
INFORMATION ARCHITECTS           COM     45669R107           76      37900SH              Sole    X
INFORMATION HOLDINGS INC.        COM     456727106          818      42100SH              Sole    X
INFORMATION RES. ENGINEER        COM PAR 45675F303          498      23800SH              Sole    X
INFORMIX CORP.                   COM     456779107        11730    1477820SH              Sole    X
INFOSEEK CORP.                   COM     45678M107         5107     165400SH              Sole    X
INFOSPACE.COM, INC.              COM     45678T102         5120     124500SH              Sole    X
INFOUSA, INC.                    CL B    456818103         1543     224500SH              Sole    X
INFORUSA                         CL A    456818202          172      25416SH              Sole    X
ING GROEP N.V. ADR               SPONSORE456837103            0          1SH              Sole    X
INGERSOLL-RAND CO                COM     456866102       124765    2271036SH              Sole    X
INFORMATION RESOURCES, IN        COM     456905108         3452     312085SH              Sole    X
INFORMATION MGMT ASSOCS.         COM     456923101          826     161100SH              Sole    X
INGLES MARKETS                   CL A    457030104          106       8000SH              Sole    X
INGRAM MICRO, INC.               CL A    457153104         2235     173600SH              Sole    X
INHALE THERAPEUTIC               COM     457191104         2491      82000SH              Sole    X
INKTOMI CORP.                    COM     457277101        16300     135800SH              Sole    X
INLAND RESOURCES INC.            COM NEW 457469203            2       5000SH              Sole    X
INMARK ENTERPRISES, INC.         COM     457635100            6       2000SH              Sole    X
INNOVEX, INC.                    COM     457647105         1198     133100SH              Sole    X
INNOVATIVE GAMING CORP. A        COM     45764F107           46      20050SH              Sole    X
INPUT/OUTPUT, INC.               COM     457652105         2687     405600SH              Sole    X
INPUT SOFTWARE INC.              COM     457654101          110      27600SH              Sole    X
INSIGHT ENTERPRISES INC.         COM     45765U103         4639     142750SH              Sole    X
INSILCO HOLDING CORP.            COM     457661106           13        488SH              Sole    X
INSITUFORM TECHNOLOGIES-C        CL A    457667103         4288     171500SH              Sole    X
INPRISE CORP.                    COM     45766C102          409      99900SH              Sole    X
INNOVASIVE DEVICES INC.          COM     45766K104          344      43700SH              Sole    X
INSO CORP.                       COM     457674109          650      81200SH              Sole    X
INSIGNIA FINANCIAL GROUP         COM     45767A105         1959     223932SH              Sole    X
INNOTRAC CORP.                   COM     45767M109          951      53200SH              Sole    X
INSIGHT COMMUNICATIONS           CL A    45768V108         3366     117600SH              Sole    X
INNKEEPERS USA TRUST REIT        COM     4576J0104         4446     534800SH              Sole    X
INSPIRE INSURANCE SOL            COM     457732105         1071     155850SH              Sole    X
INSTEEL INDUSTRIES, INC.         COM     45774W108          140      15500SH              Sole    X
INSURANCE AUTO AUCTIONS,I        COM     457875102         1920     129100SH              Sole    X
INSWEB CORP.                     COM     45809K103         1688      86000SH              Sole    X
INTEGRAL SYSTEMS INC.            COM     45810H107          520      18100SH              Sole    X
INTEGRAMED AMERICA, INC.         COM NEW 45810N302            6       1400SH              Sole    X
INTEGRATED DEVICE TECH.,I        COM     458118106        11598     626910SH              Sole    X
INTEGRATED ELECTRICAL SV         COM     45811E103         3855     243800SH              Sole    X
INTERGRAL VISION, INC.           COM     45811H106           60      54800SH              Sole    X
INTEGRA INC                      COM     45811M105           41      27500SH              Sole    X
INTEGRATED HEALTH SERVS          COM     45812C106          599     383113SH              Sole    X
INTEGRATED SYSTEMS INC.          COM     45812M104         2109     207000SH              Sole    X
INTEGRATED SILICON SOLTNS        COM     45812P107         1788     182200SH              Sole    X
INTEL CORP.                      COM     458140100      3778299   50843383SH              Sole    X
INTELIDATA TECH. CORP.           COM     45814T107          380     186900SH              Sole    X
INTELLICELL CORP.                COM     45815F106           38       6800SH              Sole    X
INTELLIGENT MEDICAL IMAG.        COM     45815T106           89     149200SH              Sole    X
INTELLIGROUP, INC.               COM     45816A106          122      16700SH              Sole    X
INTER-TEL INC                    COM     458372109         3626     204300SH              Sole    X
INTERACTIVE PICTURES CORP        COM     45839N101          215      10000SH              Sole    X
THE INTERCEPT GROUP, INC.        COM     45845L107          342      18500SH              Sole    X
INTERDENT INC.                   COM     45865R109          416      49674SH              Sole    X
INTERFACE, INC.                  CL A    458665106         2092     408100SH              Sole    X
INTERFACE SYSTEMS,INC.           COM     458667102          303      30300SH              Sole    X
INTERDIGITAL COMMCORP.           COM     45866A105         3118     566900SH              Sole    X
INTERGRAPH CORP.                 COM     458683109         2772     492840SH              Sole    X
INTERIM SERVICES INC             COM     45868P100         9191     561256SH              Sole    X
INTERLEAF, INC.                  COM NEW 458729209         1349      79366SH              Sole    X
INTERLIANT INC.                  COM     458742103         2140     179300SH              Sole    X
INTERLINK ELECTRONICS INC        COM     458751104          332      41200SH              Sole    X
INTERMAGNETICS GENERAL           COM     458771102          122      20324SH              Sole    X
INTERMEDIA COMMUNICATIONS        COM     458801107         6890     316800SH              Sole    X
INTERMET CORP.                   COM     45881K104         1939     229000SH              Sole    X
INTERNAP NETWORK SERVICES        COM     45885A102          446      10000SH              Sole    X
INTL ASSETS HOLDING CORP         COM     459028106           14       2178SH              Sole    X
INTERNATIONAL BANCSHARES         COM     459044103         3177      71003SH              Sole    X
INTL BUSINESS MACHINES           COM     459200101      3457107   28482855SH              Sole    X
INTERNATIONAL FLAV. AND F        COM     459506101        50129    1453016SH              Sole    X
INT'L. HOME FOODS                COM     459655106         5019     286800SH              Sole    X
INTL INTEGRATION INC.            COM     459698106         1343      41000SH              Sole    X
INTL MICROCOMPUTER               COM NEW 459862306          203      83100SH              Sole    X
INTERNATIONAL GAME TECH.         COM     459902102         7651     425040SH              Sole    X
INTERNATIONAL MULTIFOODS         COM     460043102         3396     147660SH              Sole    X
INTL NETWORK SERVICES            COM     460053101         8039     147850SH              Sole    X
INTERNATIONAL PAPER CO.          COM     460146103       276847    5760149SH              Sole    X
INTERNATIONAL RECTIFIER C        COM     460254105         6672     437500SH              Sole    X
INT'L SHIPHOLDING CORP.          COM NEW 460321201          197      17275SH              Sole    X
INTL SPEEDWAY CORP.              CL A    460335201         1137      21625SH              Sole    X
INTL SPECIALTY PRODUCTS          COM     460337108         3277     329753SH              Sole    X
INTL TELECOMM DATA SYSTEM        COM     46047F104         1610     190800SH              Sole    X
INTERNEURON PHARM                COM     460573108          334     267500SH              Sole    X
INTERNET AMERICA                 COM     46058Y109          108       8900SH              Sole    X
INTERNET CAPITAL GROUP           COM     46059C106         3424      38961SH              Sole    X
INTERPOOL, INC.                  COM     46062R108          685      89850SH              Sole    X
INTERPORE INTERNATIONAL          COM     46062W107          570      86000SH              Sole    X
INTERPUBLIC GROUP OF COS,        COM     460690100       175534    4268302SH              Sole    X
INTERSTATE BAKERIES CORP.        COM     46072H108         6378     277290SH              Sole    X
INTERSTATE HOTELS CORP           COM     46088R108          225      70565SH              Sole    X
INTERWEST BANCORP INC.           COM     460931108         2052      98886SH              Sole    X
INTERTAN, INC.                   COM     461120107         1232      62800SH              Sole    X
INTERVOICE-BRITE, INC.           COM     461142101         3584     323950SH              Sole    X
INTEST CORP.                     COM     461147100          354      52500SH              Sole    X
INTERWORLD CORP                  COM     46114Q108         3096      85700SH              Sole    X
INTERVU INC.                     COM     46114R106         4566     123000SH              Sole    X
INTIMATE BRANDS INC.             CL A    461156101        26787     687940SH              Sole    X
INTRAWARE, INC.                  COM     46118M103         3241     124200SH              Sole    X
INTUIT                           COM     461202103        21086     240550SH              Sole    X
INVACARE CORP.                   COM     461203101         4292     219400SH              Sole    X
INVESTMENT TECHNOLOGY            COM     46145F105         4226     183737SH              Sole    X
INVESTORS REAL ESTATE            SH BEN I461730103         1087     126000SH              Sole    X
INVESTORS TITLE CO               COM     461804106          195      13800SH              Sole    X
INVISION TECHNOLOGIES INC        COM     461851107          607     170300SH              Sole    X
INVITROGEN CORP                  COM     46185R100         3312      98500SH              Sole    X
INVESTORS FINANCIAL SVCS         COM     461915100         4026     117116SH              Sole    X
IOMEGA CORP.                     COM     462030107         5818    1723900SH              Sole    X
IONICS, INC.                     COM     462218108         4248     131200SH              Sole    X
IPALCO ENTERPRISES, INC.         COM     462613100         5534     284700SH              Sole    X
IRON MOUNTAIN INC.               COM     46284P104         6015     177550SH              Sole    X
IRWIN FINL CORP                  COM     464119106         2985     148800SH              Sole    X
ISCO, INC.                       COM     464268101          191      42485SH              Sole    X
ISIS PHARMACEUTICALS INC.        COM     464330109         3366     300900SH              Sole    X
IT GROUP, INC.                   COM     465266104         2180     227929SH              Sole    X
ITRON, INC.                      COM     465741106          531      90300SH              Sole    X
I2 TECHNOLOGIES, INC             COM     465754109         7421     191200SH              Sole    X
ITURF INC.                       CL A    46575Q100          420      40000SH              Sole    X
IVAX CORP.                       COM     465823102        12667     767690SH              Sole    X
IVEX PACKAGING CORP              COM     465855104          925      92500SH              Sole    X
IVILLAGE INC.                    COM     46588H105         4131     117200SH              Sole    X
JDN REALTY CORP. REIT            COM     465917102        10089     492150SH              Sole    X
JTS CORPORATION                  COM     465940104            0      79144SH              Sole    X
IXYS CORPORATION                 COM     46600W106          216      43025SH              Sole    X
IXNET, INC.                      COM     46601C109         1900     125600SH              Sole    X
J & J SNACK FOODS CORP.          COM     466032109         1396      70700SH              Sole    X
JDS UNIPHASE CORP.               COM     46612J101        28282     248500SH              Sole    X
JDA SOFTWARE GROUP, INC.         COM     46612K108         1242     106250SH              Sole    X
J. JILL GROUP, INC.              COM     466189107          174      37100SH              Sole    X
JLG INDUSTRIES, INC.             COM     466210101         5594     368300SH              Sole    X
JLK DIRECT DISTRIBUTION          CL A    46621C105          582      83100SH              Sole    X
JLM INDUSTRIES, INC.             COM     46621D103          208      46300SH              Sole    X
JPS PACKAGING                    COM     46623H102           80      18800SH              Sole    X
JP REALTY, INC. REIT             COM     46624A106         4399     256900SH              Sole    X
JSB FINANCIAL                    COM     46624M100         5347      93400SH              Sole    X
JVWEB INC.                       COM     466259108            0         39SH              Sole    X
JABIL CIRCUIT INC.               COM     466313103        14607     295100SH              Sole    X
JACKPOT ENTERPRISES, INC.        COM     466392107         1029     117627SH              Sole    X
JACOBS ENGINE GRP                COM     469814107         5632     173280SH              Sole    X
JACOBSON STORES INC.             COM     469834105          200      41600SH              Sole    X
JAKKS PACIFIC, INC.              COM     47012E106         1339      35700SH              Sole    X
JAMESON INNS, INC. REIT          COM     470457102         1000     116000SH              Sole    X
JAN BELL MARKETING INC.          COM     470760109          981     320400SH              Sole    X
JAVELIN SYSTEMS, INC.            COM     471896100          486      49200SH              Sole    X
JEFFBANKS, INC.                  COM     472317106         1979      68533SH              Sole    X
JEFFRIES GROUP, INC.             COM     472319102         4374     209532SH              Sole    X
JEFFERSON SAVINGS BANCORP        COM     474900107          968      83300SH              Sole    X
JEFFERSON-PILOT CORP.            COM     475070108        99098    1568309SH              Sole    X
JFAX.COM, INC.                   COM     477366108          775     155900SH              Sole    X
JO-ANN STORES INC. CL A          CL A    47758P109         1782     143300SH              Sole    X
JO-ANN STORES INC. CL B          CL B NON47758P208          383      33900SH              Sole    X
JOHN NUVEEN CO-CL A              CL A    478035108         4034     107743SH              Sole    X
JOHNS MANVILLE CORP              COM     478129109         9568     722100SH              Sole    X
JOHNSON & JOHNSON                COM     478160104      1900248   20682969SH              Sole    X
JOHNSON CONTROLS, INC.           COM     478366107        81439    1228105SH              Sole    X
JONES APPARREL                   COM     480074103        19883     691582SH              Sole    X
JONES INTERCABLE INC.            CL A    480206200         7012     129700SH              Sole    X
JONES LANG LASALLE INC.          COM     48020Q107         3285     203700SH              Sole    X
JONES PHARMA, INC.               COM     480236108        11548     350275SH              Sole    X
JOSTENS, INC.                    COM     481088102        13830     723136SH              Sole    X
JOURNAL REGISTER CO.             COM     481138105         4408     320600SH              Sole    X
JUNIPER NETWORKS INC             COM     48203R104        24266     132600SH              Sole    X
JUNO LIGHTING INC                COM NEW 482047206           65       5433SH              Sole    X
JUNO ONLINE SERVICES, INC        COM     482048105          809      50000SH              Sole    X
JUST FOR FEET INC.               COM     48213P106          583     282600SH              Sole    X
JUSTIN INDUSTRIES, INC.          COM     482171105         3514     247710SH              Sole    X
JWGENESIS FINANCIAL CORP.        COM     482227105          408      25300SH              Sole    X
KCS ENERGY INC.                  COM     482434206          232     231500SH              Sole    X
KFX INC.                         COM     48245L107          202     140350SH              Sole    X
KLA-TENCOR CORP.                 COM     482480100        84547    1300725SH              Sole    X
KMART CORP.                      COM     482584109        87138    7455652SH              Sole    X
KN ENERGY, INC.                  COM     482620101         5274     235036SH              Sole    X
K-SWISS                          CL A    482686102         2197      69600SH              Sole    X
KTI, INC.                        COM NEW 482689205          378      48400SH              Sole    X
K-TEL INTERNATIONAL, INC.        COM NEW 482724200          299      52800SH              Sole    X
K2 INC.                          COM     482732104         1016     115271SH              Sole    X
K-V PHARMACEUTICAL CO CL         CL B CON482740107         1098      59550SH              Sole    X
KV PHARMACEUTICAL CLASS A        CL A    482740206         2148     114950SH              Sole    X
KAISER ALUMINUM                  COM     483007100         3754     451600SH              Sole    X
KAISER VENTURES INC.             COM     483100103           78       6000SH              Sole    X
KAMAN CORP. CLASS A              CL A    483548103         2808     220200SH              Sole    X
KANA COMMUNICATIONS INC          COM     483600102         3167      63500SH              Sole    X
KANEB SERVICES INC               COM     484170105          646     136000SH              Sole    X
KANSAS CITY LIFE INS. CO.        COM     484836101         2046      56060SH              Sole    X
KANSAS CITY POWER & LIGHT        COM     485134100         5188     214480SH              Sole    X
KANSAS CITY SO. INDUSTRIE        COM     485170104        83086    1789206SH              Sole    X
KATY INDUSTRIES, INC.            COM     486026107          592      49300SH              Sole    X
KAUFMAN & BROAD HOME CORP        COM     486168107        17511     849004SH              Sole    X
KAYDON CORP.                     COM     486587108         5834     234550SH              Sole    X
KAYE GROUP, INC.                 COM     486589104           46       5300SH              Sole    X
KEANE, INC.                      COM     486665102         5374     235580SH              Sole    X
KEEBLER FOODS CO.                COM     487256109         8219     275100SH              Sole    X
KELLOGG CO.                      COM     487836108       231512    6183969SH              Sole    X
KELLSTROM INDUSTRIES             COM     488035106         1230     125700SH              Sole    X
KELLWOOD CO.                     COM     488044108         4333     196950SH              Sole    X
KELLY SERVICES, INC. CLAS        CL A    488152208         5618     186484SH              Sole    X
KEMET CORP.                      COM     488360108        11093     347000SH              Sole    X
KENDLE INTERNATIONAL             COM     48880L107          447      56300SH              Sole    X
KENNAMETAL, INC.                 COM     489170100         5079     196285SH              Sole    X
KENSEY NASH CORP.                COM     490057106         2081     133200SH              Sole    X
KENT ELECTRONICS CORP.           COM     490553104         4675     252700SH              Sole    X
KENTUCKY FIRST BANCORP           COM     491290102          130      11600SH              Sole    X
KERR-MCGEE CORP.                 COM     492386107        68401    1242246SH              Sole    X
KEVCO, INC.                      COM     492716105          257      54000SH              Sole    X
KEY ENERGY SERVICES, INC.        COM     492914106         1596     323300SH              Sole    X
KEY TRONIC CORP.                 COM     493144109          363      85500SH              Sole    X
KEYCORP                          COM     493267108       168766    6538167SH              Sole    X
KEYSPAN CORP.                    COM     49337W100        13405     468286SH              Sole    X
KEYSTONE AUTOMOTIVE IND          COM     49338N109          850      77700SH              Sole    X
KEYSTONE CONS. IND., INC.        COM     493422109          432     103109SH              Sole    X
KEYSTONE FINANCIAL, INC.         COM     493482103         3761     158374SH              Sole    X
KIMBALL INT'L., INC. CL B        CL B    494274103         4745     246500SH              Sole    X
KILROY REALTY CORP.              COM     49427F108         8280     391970SH              Sole    X
KIMBERLY-CLARK CORP              COM     494368103       443384    8445402SH              Sole    X
KIMCO REALTY CORP. REIT          COM     49446R109        23315     652160SH              Sole    X
KING PHARMACEUTICALS, INC        COM     495582108         5873     167800SH              Sole    X
KING WORLD PRODUCTIONS, I        COM     495667107        40019    1067166SH              Sole    X
KIRBY CORP.                      COM     497266106         1976     100700SH              Sole    X
KITTY HAWK INC.                  COM     498326107          421      41600SH              Sole    X
KLAMATH FIRST BANCORP INC        COM     49842P103          521      41300SH              Sole    X
KNAPE AND VOGT MANUFACTUR        COM     498782101          576      38062SH              Sole    X
KNOLL, INC.                      COM     498904101         5663     210700SH              Sole    X
KNIGHT RIDDER                    COM     499040103        66903    1219190SH              Sole    X
KNIGHT TRANSPORTATION            COM     499064103          593      40900SH              Sole    X
KNIGHT/TRIMARK GROUP             CL A    499067106         9212     310950SH              Sole    X
KOALA CORP.                      COM     499866101          606      19700SH              Sole    X
KOGER EQUITY, INC. REIT          COM     500228101         7032     439500SH              Sole    X
KOHLS CORP                       COM     500255104       166034    2510911SH              Sole    X
KOMAG, INC.                      COM     500453105         1521     507000SH              Sole    X
KONOVER PROPERTY TRUST           COM     50047R100         2656     424900SH              Sole    X
KOPIN CORP                       COM     500600101         2398      86400SH              Sole    X
KORN/FERRY INT'L                 COM NEW 500643200         3250     140900SH              Sole    X
KRANZCO REALTY TRUST REIT        COM SH B50076E103          858      84700SH              Sole    X
KROGER CO.                       COM     501044101       283371   12843999SH              Sole    X
THE KROLL-O'GARA CO.             COM     501050108         2503     150000SH              Sole    X
KRONOS INC.                      COM     501052104         3886     105925SH              Sole    X
KULICKE & SOFFA IND., INC        COM     501242101         6613     272000SH              Sole    X
L.A. GEAR, INC.                  COM     501708101            0     136216SH              Sole    X
LCA-VISION INC.                  COM NEW 501803209         1769     332932SH              Sole    X
LCC INTERNATIONAL CL A           CL A    501810105          720     118800SH              Sole    X
LG&E ENERGY CORP.                COM     501917108         9029     424894SH              Sole    X
LTV CORP.                        COM     501921100         3100     570123SH              Sole    X
LHS GROUP INC.                   COM     501938104         5464     185600SH              Sole    X
LNR PROPERTY CORP.               COM     501940100         3863     189600SH              Sole    X
LINC CAPITAL, INC.               COM     501942106          700     162400SH              Sole    X
LMI AEROSPACE, INC.              COM     502079106          323      80800SH              Sole    X
LSB BANCSHARES INC.              COM     502158108           97       5400SH              Sole    X
LSI LOGIC CORP.                  COM     502161102       108594    2108629SH              Sole    X
LSI INDUSTRIES, INC.             COM     50216C108          871      38082SH              Sole    X
LTC PROPERTIES, INC.             COM     502175102         1757     165400SH              Sole    X
LTC HEALTHCARE, INC.             COM     50217R104            9       4810SH              Sole    X
LTX CORP.                        COM     502392103         5426     396400SH              Sole    X
L-3 COMMUNICATIONS CORP.         COM     502424104         3194      84600SH              Sole    X
LA-Z-BOY INCORPORATED            COM     505336107         7696     403700SH              Sole    X
LABOR READY INC.                 COM NEW 505401208         3827     380286SH              Sole    X
LABONE, INC.                     COM     50540L105          540      57600SH              Sole    X
LABORATORY CORP AMERICA          COM     50540R102         2375     863768SH              Sole    X
LABTEC, INC.                     COM     505450106          174      45366SH              Sole    X
LACLEDE GAS CO.                  COM     505588103         1695      74500SH              Sole    X
LADD FURNITURE INC.              COM PAR 505739201          961      45366SH              Sole    X
LAFARGE CORP.                    COM     505862102        11440     356100SH              Sole    X
LAIDLAW INC                      COM     50730K503        27364    4053967SH              Sole    X
LAKES GAMING INC                 COM     51206P109          344      35787SH              Sole    X
LAM RESEARCH CORP                COM     512807108        29849     489334SH              Sole    X
LAMAR ADVERTISING CO.            CL A    512815101         5606     113250SH              Sole    X
LANCASTER COLONY CORP.           COM     513847103         6486     202699SH              Sole    X
LANCE, INC.                      COM     514606102         2726     208692SH              Sole    X
LANCER CORP-TEXAS                COM     514614106          290      50487SH              Sole    X
LANDAUER, INC.                   COM     51476K103         2108      83900SH              Sole    X
LANDMARK BANCSHARE, INC.         COM     514928100          315      20000SH              Sole    X
LANDAMERICA FINANCIAL GRP        COM     514936103         2476     125350SH              Sole    X
LANDMARK SYSTEMS CORP            COM     51506S100          266      32700SH              Sole    X
LANDS END, INC.                  COM     515086106        10074     152630SH              Sole    X
LANDRY'S SEAFOOD RESTAURA        COM     51508L103         2775     346900SH              Sole    X
LANDSTAR SYSTEM                  COM     515098101         4205     121000SH              Sole    X
LANVISION SYSTEMS, INC.          COM     516555109           13      13400SH              Sole    X
LARSCOM, INC.                    CL A    51729Y108           98      44800SH              Sole    X
LASALLE HOTEL PROPERTIES         COM SH B517942108         3190     246600SH              Sole    X
LASER MORTGAGE MANAGEMENT        COM     51806D100          682     179000SH              Sole    X
LASER VISION CENTERS, INC        COM     51807H100         3941     280900SH              Sole    X
LASON INC.                       COM     51808R107         6657     149500SH              Sole    X
LATITUDE COMMUNICATIONS,         COM     518292107         3683     126200SH              Sole    X
LATTICE SEMICON                  COM     518415104        11651     392450SH              Sole    X
ESTEE LAUDER COS. CLASS A        CL A    518439104        16289     417000SH              Sole    X
LAUNCH MEDIA, INC.               COM     518567102          706      58800SH              Sole    X
LAWRENCE SAVINGS BANK            COM     520341108          695      89000SH              Sole    X
LAWSON PRODUCTS, INC.            COM     520776105         1911      88350SH              Sole    X
LAYNE CHRISTENSEN CO.            COM     521050104          642      59700SH              Sole    X
LAZARE KAPLAN INTERNAT'L         COM     521078105          676      83900SH              Sole    X
LEAP WIRELESS INTL, INC.         COM     521863100         4564     194228SH              Sole    X
LEAR CORP.                       COM     521865105         9755     277240SH              Sole    X
LEARN2.COM, INC.                 COM     522002104          357     122700SH              Sole    X
LEARNING TREE INTL.              COM     522015106         3245     195900SH              Sole    X
LECHTERS CORP.                   COM     523238103          680     350900SH              Sole    X
LECTEC CORP.                     COM     523251106           11       3500SH              Sole    X
LEE ENTERPRISES, INCORPOR        COM     523768109         8820     322190SH              Sole    X
LEGATO SYSTEMS INC.              COM     524651106        13336     305910SH              Sole    X
LEGGETT & PLATT, INC.            COM     524660107        12808     650570SH              Sole    X
LEGG MASON INC.                  COM     524901105        15497     404498SH              Sole    X
LEHMAN BROTHERS HOLDINGS         COM     524908100        99012    1697953SH              Sole    X
LENNAR CORP                      COM     526057104         5329     334339SH              Sole    X
LENNOX INTERNATIONAL INC.        COM     526107107         1674     108000SH              Sole    X
LET'S TALK CELLULAR & WIR        COM     527260103           54      16100SH              Sole    X
LEUCADIA NATIONAL CORP.          COM     527288104         6667     317476SH              Sole    X
LEUKOSITE, INC.                  COM     52728R102          892      44300SH              Sole    X
LEVEL 8 SYSTEMS                  COM     52729M102          790      62600SH              Sole    X
LEVEL 3 COMMUNICATIONS           COM     52729N100        51059     977800SH              Sole    X
LEXINGTON GLOBAL ASSET           COM     528932106          144      45200SH              Sole    X
LEXFORD RESIDENTIAL TRUST        SH BEN I528933104         2134     108400SH              Sole    X
LEXINGTON CORPORATE PROP.        COM     529043101         1666     148910SH              Sole    X
LEXMARK INTL GROUP - CL A        CL A    529771107       153048    1901222SH              Sole    X
LIBBEY, INC.                     COM     529898108         4106     138900SH              Sole    X
LIBERATE TECHNOLOGIES            COM     530129105         4457     105800SH              Sole    X
LIBERTE INVESTORS, INC.          COM     530154103           55      16000SH              Sole    X
LIBERTY CORP.                    COM     530370105         5199     112100SH              Sole    X
LIBERTY DIGITAL INC. CL A        CL A    530436104          972      41700SH              Sole    X
LIBERTY FINANCIAL COS.           COM     530512102         3603     164250SH              Sole    X
LIBERTY HOMES, INC.              CL A    530582204          233      36500SH              Sole    X
LIBERTY PROPERTY TST REIT        SH BEN I531172104        16294     718200SH              Sole    X
LIFE FINANCIAL CORP              COM     53184P101          210      55036SH              Sole    X
LIFEWAY FOODS, INC.              COM     531914109           73       9600SH              Sole    X
LIFE USA HOLDING INC.            COM NEW 531918209         3079     149300SH              Sole    X
LIFE TECHNOLOGIES, INC.          COM     532177201         1351      32950SH              Sole    X
LIFECORE BIOMEDIC INC            COM     532187101         1082      78700SH              Sole    X
LIFELINE SYS                     COM     532192101          419      29000SH              Sole    X
LIFEPOINT HOSPITALS, INC.        COM     53219L109         2450     282069SH              Sole    X
LIGAND PHARM. - CLASS B          CL B    53220K207         1313     172200SH              Sole    X
LILLIAN VERNON CORP.             COM     532430105          730      58400SH              Sole    X
ELI LILLY & CO.                  COM     532457108      1059478   16554336SH              Sole    X
LILLY INDUSTRIES INC.            CL A    532491107         3654     268206SH              Sole    X
THE LIMITED, INC.                COM     532716107       124162    3246062SH              Sole    X
LINCARE HOLDINGS, INC.           COM     532791100        10829     406240SH              Sole    X
LINCOLN ELECTRIC CO.             COM     533900106         5691     272600SH              Sole    X
LINCOLN NATIONAL CORP.           COM     534187109       102967    2741231SH              Sole    X
LINDSAY MANUFACTURING CO.        COM     535555106         2294     116882SH              Sole    X
LINEAR TECHNOLOGY, INC.          COM     535678106        33750     574160SH              Sole    X
LINENS 'N THINGS INC.            COM     535679104         4998     148100SH              Sole    X
LIPOSOME CO., INC.               COM     536310105         3083     405100SH              Sole    X
LIQUID AUDIO, INC.               COM     53631T102         1610      43500SH              Sole    X
LITCHFIELD FINANCIAL CORP        COM     536619109         1128      46861SH              Sole    X
LITHIA MOTORS, INC.              CL A    536797103          840      36600SH              Sole    X
LITRONIC INC.                    COM     537004103          129      31100SH              Sole    X
LITTELFUSE, INC.                 COM     537008104         3760     169000SH              Sole    X
LITTLE SWITZERLAND INC.          COM     537528101           27      67000SH              Sole    X
LITTON INDUSTRIES, INC.          COM     538021106        10198     186269SH              Sole    X
LIZ CLAIBORNE, INC.              COM     539320101        27385     883401SH              Sole    X
LO-JACK CORP.                    COM     539451104         4000     483000SH              Sole    X
LOCAL FINANCIAL CORP.            COM     539553107         1087     117500SH              Sole    X
LOCKHEED MARTIN CORP.            COM     539830109       179601    5494489SH              Sole    X
LOEWS CINEPLEX ENT.              COM     540423100          521      66100SH              Sole    X
LOEWS CORP.                      COM     540424108       110980    1581192SH              Sole    X
LOISLAW.COM                      COM     541431102          145      10000SH              Sole    X
LONE STAR INDUSTRIES INC.        COM NEW 542290408        15292     306600SH              Sole    X
LONE STAR STEAKHOUSE             COM     542307103         2794     363393SH              Sole    X
LONE STAR TECHNOLOGIES           COM     542312103         3444     172200SH              Sole    X
LONG BEACH FINANCIAL CORP        COM     542446109         3526     222100SH              Sole    X
LONGS DRUG STORES, INC.          COM     543162101        16002     535643SH              Sole    X
LONGVIEW FIBER COMPANY           COM     543213102         4915     395170SH              Sole    X
LOOKSMART, LTD.                  COM     543442107         3717     156100SH              Sole    X
LORONIX INFORMATION SYS          COM     544183106          383      33300SH              Sole    X
LOUIS DREYFUS NATURAL GAS        COM     546011107         4408     205628SH              Sole    X
LOUISIANA-PACIFIC CORP.          COM     546347105        27363    1751258SH              Sole    X
LOWE'S COS., INC.                COM     548661107       260571    5345043SH              Sole    X
LUBRIZOL CORP.                   COM     549271104         4578     178210SH              Sole    X
LUBY'S, INC.                     COM     549282101         2396     208359SH              Sole    X
LUCENT TECHNOLOGIES, INC.        COM     549463107      3056109   47107647SH              Sole    X
LUMISYS INC.                     COM     550274104          199      75800SH              Sole    X
LYCOS                            COM     550818108        11440     228220SH              Sole    X
LYDALL, INC.                     COM     550819106         1485     144000SH              Sole    X
LYNX THERAPEUTIC                 COM NEW 551812308         1006      89451SH              Sole    X
LYONDELL CHEMICAL CO.            COM     552078107         7689     574850SH              Sole    X
M&F WORLDWIDE CORP.              COM     552541104         1021     127579SH              Sole    X
M & T BANK CORPORATION           COM     55261F104        11516      25089SH              Sole    X
MAF BANCORP, INC.                COM     55261R108         4733     238130SH              Sole    X
MAI SYSTEMS CORP                 COM     552620205          169     150575SH              Sole    X
MBLA FINANCIAL CORP              COM     552623100           23       1000SH              Sole    X
MBIA, INC.                       COM     55262C100        65186    1398089SH              Sole    X
MBNA CORP.                       COM     55262L100       251344   11017816SH              Sole    X
MDC HOLDINGS, INC.               COM     552676108         2753     170100SH              Sole    X
MCN CORP.                        COM     55267J100         4893     284670SH              Sole    X
MCI WORLDCOM, INC.               COM     55268B106      1896329   26383710SH              Sole    X
MDU RESOURCES GROUP, INC.        COM     552690109         7755     344662SH              Sole    X
MEMC ELECTRONIC MATERIALS        COM     552715104         4478     325700SH              Sole    X
MFB CORP.                        COM     55272D106          198      10000SH              Sole    X
MGC COMMUNICATIONS INC.          COM     552763302         1527      73600SH              Sole    X
MGIC INVESTMENT CORP.            COM     552848103        85419    1788884SH              Sole    X
MGI PHARMA, INC.                 COM     552880106         1138      87500SH              Sole    X
MGI PROPERTIES, INC. REIT        COM     552885105          445      49400SH              Sole    X
M/A/R/C, INC.                    COM     552914103          466      33000SH              Sole    X
MGM GRAND, INC.                  COM     552953101         6763     132118SH              Sole    X
MLC HOLDINGS INC.                COM     55305V107          960      99700SH              Sole    X
MMI COS., INC.                   COM     553087107         1704     155800SH              Sole    X
MMC NETWORKS                     COM     55308N102         6674     214000SH              Sole    X
MPW INDUSTRIAL SERVICES          COM     553444100          377      52900SH              Sole    X
MRV COMMUNICATIONS INC.          COM     553477100         4953     209100SH              Sole    X
MSC IND. DIRECT CLASS A          CL A    553530106         2189     238300SH              Sole    X
MSC.SOFTWARE CORP.               COM     553531104          522      78000SH              Sole    X
M S CARRIERS INC.                COM     553533100         2333      97200SH              Sole    X
MTR GAMING GROUP INC.            COM     553769100          252      80500SH              Sole    X
MTS SYSTEMS CORP.                COM     553777103         1898     182900SH              Sole    X
MTI TECHNOLOGY CORP.             COM     553903105         3464     150200SH              Sole    X
MACDERMID, INC.                  COM     554273102         5231     153561SH              Sole    X
THE MACERICH CO. REIT            COM     554382101        11345     490600SH              Sole    X
MACK-CALI REALTY CORP.           COM     554489104        16912     630750SH              Sole    X
MACROCHEM CORPORATION            COM     555903103          601     100200SH              Sole    X
MACROVISION                      COM     555904101         6279     141500SH              Sole    X
MACROMEDIA                       COM     556100105         7030     172000SH              Sole    X
MADISON GAS & ELECTRIC CO        COM     557497104         1896      95375SH              Sole    X
MAGELLAN HEALTH SERVICES         COM     559079108         2986     408400SH              Sole    X
MAGELLAN PETROLEUM CORP          COM     559091301           39      22000SH              Sole    X
MAGNATEK                         COM     559424106         2108     235850SH              Sole    X
MAIN STREET BANCORP              COM     559906102          316      24182SH              Sole    X
MAHONING NATIONAL BANCORP        COM     560090102         1182      30700SH              Sole    X
MAIL-WELL INC.                   COM     560321200         4665     336200SH              Sole    X
MAINE PUBLIC SERVICE CO.         COM     560483109          529      29400SH              Sole    X
MAKER COMMUNICATIONS             COM     560875106          428      18200SH              Sole    X
MALLINCKRODT, INC.               COM     561232109        36962    1224416SH              Sole    X
MANDALAY RESORT GROUP            MANDALAY562567107        12649     640450SH              Sole    X
MANHATTAN ASSOCIATES             COM     562750109          562     102100SH              Sole    X
MANITOWOC COMPANY INC.           COM     563571108         6794     199100SH              Sole    X
MANNATECH, INC.                  COM     563771104          339      51700SH              Sole    X
MANPOWER INC.                    COM     56418H100         9835     337670SH              Sole    X
MANSUR INDUSTRIES INC.           COM     564491108          651     100100SH              Sole    X
MNFCTRD HOME COMMUNS REIT        COM     564682102         8441     361100SH              Sole    X
MAPICS INC.                      COM     564910107         2190     252100SH              Sole    X
MANUGISTICS GROUP INC.           COM     565011103         2396     228200SH              Sole    X
MARCUS CORP.                     COM     566330106         3075     254900SH              Sole    X
MARIMBA INC.                     COM     56781Q109         2492      83400SH              Sole    X
MARINE DRILLING CO INC           COM PAR 568240204         6921     437700SH              Sole    X
MARINER POST-ACUTE NETW.         COM     568459101           54     144514SH              Sole    X
MARION CAPITAL HOLDINGS          COM     568635106          730      40700SH              Sole    X
MARK IV INDUSTRIES, INC.         COM     570387100         8114     410839SH              Sole    X
MARK SOLUTIONS, INC.             COM NEW 570418202            9       5500SH              Sole    X
MARKEL CORP.                     COM     570535104         5881      32300SH              Sole    X
MARKETWATCH.COM, INC.            COM     570619106         2741      58000SH              Sole    X
MARKETING SERVICES GROUP         COM     570907105          815      68600SH              Sole    X
MARSH & MCLENNAN, INC.           COM     571748102       249056    3635858SH              Sole    X
MARSHALL & ILSLEY CORP.          COM     571834100        19484     341448SH              Sole    X
MARRIOTT INTL CL A               CL A    571903202       113423    3469913SH              Sole    X
MARSHALL INDUSTRIES              COM     572393106         5789     158600SH              Sole    X
MARTEK BIOSCIENCES CORP.         COM     572901106          481      83700SH              Sole    X
MARTIN MARIETTA MATERIALS        COM     573284106         7678     192246SH              Sole    X
MARVEL ENTERPRISES, INC.         COM     57383M108          742     136400SH              Sole    X
MARVEL ENT. CL. A WARR           WT A EX 57383M124            3       4154SH              Sole            X
MARVEL ENT. CL.C WARRANTS        WT C EX 57383M140            2       7035SH              Sole            X
MASCO CORP.                      COM     574599106       188657    6085715SH              Sole    X
MASCOTECH INC.                   COM     574670105         5287     326600SH              Sole    X
MASSBANK CORP.                   COM     576152102          728      20400SH              Sole    X
MASTEC INC.                      COM     576323109         4548     154500SH              Sole    X
MASTECH CORP.                    COM     57632N105         4130     305900SH              Sole    X
MATERIAL SCIENCES CO             COM     576674105         1007      75650SH              Sole    X
MATRIA HEALTHCARE, INC.          COM     576817100         1477     251378SH              Sole    X
MATRIX BANCORP, INC.             COM     576819106          382      31800SH              Sole    X
MATTEL, INC.                     COM     577081102       112210    5905797SH              Sole    X
MATTHEWS INT'L.                  CL A    577128101         1777      59000SH              Sole    X
MATTHEWS STUDIO EQUIPMENT        COM     577140106          350      69900SH              Sole    X
MATTSON TECH.                    COM     577223100          270      22600SH              Sole    X
MAXTOR CORP.                     COM NEW 577729205         1594     241700SH              Sole    X
MAXIM INTEGRATED PROD., I        COM     57772K101        31976     506800SH              Sole    X
MAXWELL TECHNOLOGIES INC.        COM     577767106           85       6500SH              Sole    X
MAY DEPARTMENT STORES CO.        COM     577778103       170027    4666257SH              Sole    X
MAXXIM MEDICAL, INC              COM     57777G105         1951      81500SH              Sole    X
MAXICARE HEALTHPLAN              COM NEW 577904204          614     130978SH              Sole    X
MAXXAM, INC.                     COM     577913106         3174      61780SH              Sole    X
MAVERICK TUBE CORP.              COM     577914104         2559     153900SH              Sole    X
MAXIMUS, INC.                    COM     577933104         3970     132600SH              Sole    X
MAYTAG CORP.                     COM     578592107        49040    1472121SH              Sole    X
THE MCCLATCHY CO. CLASS A        CL A    579489105         4008     112100SH              Sole    X
MCCORMICK & COMPANY, INC.        COM NON 579780206         7747     234300SH              Sole    X
MCDERMOTT INTERNATIONAL          COM     580037109        16328     806327SH              Sole    X
MCDONALD'S CORP.                 COM     580135101       814928   18951823SH              Sole    X
MCGRATH RENT CORP.               COM     580589109         1532      85100SH              Sole    X
THE MCGRAW-HILL COS., INC        COM     580645109       144230    2981497SH              Sole    X
MCKESSON HBOC, INC.              COM     58155Q103       126370    4357573SH              Sole    X
MCLEOD, INC.                     COM     582266102        21911     514800SH              Sole    X
MCMORAN EXPORATION CO.           COM     582411104         3245     150938SH              Sole    X
MCWHORTER TECHNOLOGIES           COM     582803102          984      66700SH              Sole    X
MEAD CORP                        COM     582834107        54255    1578316SH              Sole    X
MEADE INSTRUMENTS CORP.          COM     583062104          657      27300SH              Sole    X
MECH FINANCIAL, INC.             COM     583492103          713      21600SH              Sole    X
MECHANICAL TECHNOLOGY            COM     583538103         1755      49345SH              Sole    X
MEDALLION FINANCIAL CORP.        COM     583928106         1063      52500SH              Sole    X
MECON, INC.                      COM     58400M105          358      56200SH              Sole    X
MEDCO RESEARCH, INC.             COM     584059109         2756     110500SH              Sole    X
MEDE AMERICA CORP.               COM     584067102         1155      50200SH              Sole    X
MEDFORD BANCORP INC.             COM     584131106         1208      78600SH              Sole    X
MEDIA GENERAL CLASS A            CL A    584404107         4541      88600SH              Sole    X
MEDIAONE GROUP                   COM     58440J104       595166    8712399SH              Sole    X
MEDIA METRIX, INC.               COM     58440X103         2732      39100SH              Sole    X
MEDIALINK WORLDWIDE              COM     58445P105          768      73100SH              Sole    X
MEDICAL ALLIANCE INC.            COM     58449S105            9       5000SH              Sole    X
MEDICAL ASSURANCE INC.           COM     58449U100         2956     117926SH              Sole    X
MEDICAL MANAGER GROUP            COM     58461U103         6041     121418SH              Sole    X
MEDICIS PHARMACEUTICAL           CL A NEW584690309         6406     224762SH              Sole    X
MEDIMMUNE INC.                   COM     584699102        39583     397200SH              Sole    X
MEDICONSULT. COM, INC.           COM     58469J100          393      50700SH              Sole    X
MEDICAL DYNAMICS, INC.           COM PAR 584900401           40      63700SH              Sole    X
MEDIWARE INFORMATION SYS         COM     584946107          143      17900SH              Sole    X
MEDQUIST INC                     COM     584949101         9296     278000SH              Sole    X
MEDTOX SCIENTIFIC, INC.          COM NEW 584977201            3        420SH              Sole    X
MEDITRUST COMPANIES              PAIRED C58501T306         3536     415963SH              Sole    X
MEDPLUS INC.                     COM     58504P103           33      26500SH              Sole    X
MEDTRONIC, INC.                  COM     585055106       641004   18056441SH              Sole    X
MEGO FINANCIAL CORP.             COM NEW 585162308           31       8750SH              Sole    X
MELITA INTERNATIONAL             COM     585493109          416      53200SH              Sole    X
MELLON BANK CORP.                COM     585509102       253827    7520804SH              Sole    X
MEMBERWORKS, INC.                COM     586002107         2323      69600SH              Sole    X
MEN'S WEARHOUSE, INC.            COM     587118100         5352     248929SH              Sole    X
MENTOR CORP.                     COM     587188103         6333     222200SH              Sole    X
MENTOR GRAPHICS CORP.            COM     587200106         4013     468720SH              Sole    X
MERCANTILE BANK SHARES CO        COM     587405101         7176     231965SH              Sole    X
MERCHANTS BANCSHARES INC.        COM     588448100         1105      46300SH              Sole    X
MERCHANTS GROUP INC.             COM     588539106          345      15100SH              Sole    X
MERCHANTS N.Y. BANCORP           COM     589167105         2447      64400SH              Sole    X
MERCK & CO., INC.                COM     589331107      2337645   36067810SH              Sole    X
MERCURY COMPUTER SYSTEMS         COM     589378108         1489      43800SH              Sole    X
MERCURY GENL CORP NE             COM     589400100         3952     143400SH              Sole    X
MERCURY INTERACTIVE CORP.        COM     589405109        19085     295600SH              Sole    X
MEREDITH CORP.                   COM     589433101        26787     737681SH              Sole    X
MERIDIAN DIAGNOSTICS, INC        COM     589602101          614      76729SH              Sole    X
MERIDIAN RESOURCE CORP           COM     58977Q109          926     194844SH              Sole    X
MERISEL, INC.                    COM     589849108         1119     688310SH              Sole    X
MERISTAR HOSPITALITY CORP        COM     58984Y103        11320     742281SH              Sole    X
MERIT HOLDING CORP.              COM     589964105          355      15100SH              Sole    X
MERIDIAN GOLD                    COM     589975101         2487     365000SH              Sole    X
MERISTAR HOTELS & RESORTS        COM     589988104          986     335700SH              Sole    X
MERITOR AUTOMOTIVE INC.          COM     59000G100         7799     373592SH              Sole    X
MERITAGE CORPORATION             COM     59001A102          316      26300SH              Sole    X
MERIX CORP.                      COM     590049102         1307     100500SH              Sole    X
MERRILL CORP.                    COM     590175105         3545     177800SH              Sole    X
MERRILL LYNCH & CO., INC.        COM     590188108       364293    5422029SH              Sole    X
MERRY LAND PROPERTIES INC        COM     590441101          123      22425SH              Sole    X
MESA AIR GROUP INC               COM     590479101         2799     456900SH              Sole    X
MESABA HOLDINGS INC.             COM     59066B102         1716     146050SH              Sole    X
MESSAGEMEDIA INC.                COM     590787107         2210     205600SH              Sole    X
MET PRO CORP.                    COM     590876306          974      91624SH              Sole    X
META GROUP INC.                  COM     591002100         1012      57000SH              Sole    X
METACREATIONS                    COM     591016100         1026     183484SH              Sole    X
METAL MANAGEMENT INC.            COM     591097100          140      95000SH              Sole    X
METALS USA INC.                  COM     591324108         1176     115475SH              Sole    X
METAMOR WORLDWIDE, INC.          COM     59133P100         4214     237425SH              Sole    X
METHODE ELECTRONICS CL A         CL A    591520200         7954     421400SH              Sole    X
METRICOM                         COM     591596101         1099      48300SH              Sole    X
METRIS COS. INC                  COM     591598107         7784     264414SH              Sole    X
METRIKA SYSTEMS CORP.            COM     59159M106          254      44200SH              Sole    X
METRO-GOLDWYN-MAYER INC.         COM     591610100         6835     390590SH              Sole    X
METRO INFORMATION SERV.          COM     59162P104          867      67700SH              Sole    X
METRO ONE TELECOMM.              COM     59163F105         1316      68600SH              Sole    X
METROCALL INC                    COM     591647102          349     279100SH              Sole    X
METROLOGIC INSTRUMENTS           COM     591676101          380      32700SH              Sole    X
METROMEDIA FIBER NETWORK         CL A    591689104        13415     547562SH              Sole    X
METROMEDIA INT'L GROUP           COM     591695101         1542     373800SH              Sole    X
METROWEST BANK                   COM     592668107          659      97638SH              Sole    X
METTLER-TOLEDO INT'L.            COM     592688105         4459     150500SH              Sole    X
MIAMI COMPUTER SUPPLY            COM     593261100         1372      76500SH              Sole    X
MICHAEL FOODS GROUP, INC.        COM     594079105         8814     335355SH              Sole    X
MICHAELS STORES, INC.            COM     594087108         6777     229718SH              Sole    X
MICHIGAN FINANCIAL CORP.         COM     594480105          976      31611SH              Sole    X
MICREL INC.                      COM     594793101        12063     278100SH              Sole    X
MICROS SYSTEMS INC.              COM     594901100         4965     122600SH              Sole    X
MICROSOFT CORP.                  COM     594918104      7084468   78227391SH              Sole    X
MICROAGE, INC.                   COM     594928103           73      34000SH              Sole    X
MICROSTRATEGY INC.               CL A    594972101         9699     173000SH              Sole    X
MICROCHIP TECH.,INC.             COM     595017104         8631     167995SH              Sole    X
MICRO WAREHOUSE, INC.            COM     59501B105         3838     318190SH              Sole    X
MICROFIELD GRAPHICS              COM     59506W104           10      14800SH              Sole    X
MICROGRAFX INC                   COM     595077108          223      56700SH              Sole    X
MICROMUSE INC.                   COM     595094103         5275      82100SH              Sole    X
MICRON ELECTRONICS INC.          COM     595100108         4020     382900SH              Sole    X
MICRON TECHNOLOGY, INC.          COM     595112103       234522    3523335SH              Sole    X
MICROTOUCH SYSTEMS, INC.         COM     595145103         1331      78900SH              Sole    X
MICROWARE SYSTEMS CORP.          COM     595150103          119      75900SH              Sole    X
MICROWAVE POWER DEVICES          COM     59517M103         1611     117700SH              Sole    X
MID-AMERICA APARTMNT REIT        COM     59522J103         5822     270800SH              Sole    X
MID ATLANTIC REALTY TRUST        SH BEN I595232109         1783     170800SH              Sole    X
MID ATLANTIC MEDICAL SVCS        COM     59523C107         3982     445500SH              Sole    X
MID-STATE BANCSHARES             COM     595440108         1197      39100SH              Sole    X
MIDAS INC.                       COM     595626102         2709     131336SH              Sole    X
MIDAMERICAN HOLDINGS CO.         COM     59562V107        13875     470352SH              Sole    X
MID-AMERICA BANCORP              COM     595915109         1855      76884SH              Sole    X
MIDDLEBY CORP                    COM     596278101           14       2300SH              Sole    X
MIDDLESEX WATER CO.              COM     596680108          765      25400SH              Sole    X
MIDWEST EXPRESS HOLDINGS         COM     597911106         2915     111300SH              Sole    X
MIDWAY GAMES INC.                COM     598148104         5494     348832SH              Sole    X
MID WEST GRAIN PRODUCTS          COM     59832G104          498      52750SH              Sole    X
MILACRON, INC.                   COM     598709103        11511     648487SH              Sole    X
MILLENNIUM PHARMACEUTICAL        COM     599902103        21587     332100SH              Sole    X
MILLENIUM CHEMICALS INC          COM     599903101         4396     215082SH              Sole    X
MILLER EXPLORATION CO.           COM     600533103           36      18200SH              Sole    X
HERMAN MILLER, INC.              COM     600544100         9863     412550SH              Sole    X
MILLER INDUSTRIES INC.           COM     600551105          947     336750SH              Sole    X
MILLIPORE CORP.                  COM     601073109        26869     715318SH              Sole    X
MILLS CORP. REIT                 COM     601148109         5586     313600SH              Sole    X
MINDSPRING ENTERPRISES           COM     602683104         4981     179900SH              Sole    X
MINE SAFETY APPLIANCES CO        COM     602720104         2010      31900SH              Sole    X
MINERALS TECHNOLOGIES, IN        COM     603158106         7034     144840SH              Sole    X
MINIMED INC.                     COM     60365K108        12271     124900SH              Sole    X
MINNESOTA MINING & MFG. C        COM     604059105       543912    5662065SH              Sole    X
MINNESOTA POWER INC              COM     604110106         4097     233300SH              Sole    X
MINNTECH CORP.                   COM     604258103          826      80600SH              Sole    X
MIPS TECHNOLOGIES, INC.          CL A    604567107         4667     146700SH              Sole    X
MIRAGE RESORTS INC.              COM     60462E104        39521    2810407SH              Sole    X
MIRAVANT MEDICAL TECH.           COM     604690107         1195     118000SH              Sole    X
MISSISSIPPI CHEMICAL             COM NEW 605288208         2394     341961SH              Sole    X
MITCHAM INDUSTRIES INC.          COM     606501104          437      85200SH              Sole    X
MITCHELL ENERGY DEV CL A         CL A    606592202         4321     176800SH              Sole    X
MITCHELL ENERGY &DEV-CL B        CL B    606592301           12        500SH              Sole    X
MOBIUS MANAGEMENT SYSTEMS        COM     606925105          371      84700SH              Sole    X
MOBIL OIL CORP.                  COM     607059102      1124219   11158503SH              Sole    X
MOBILE AMERICA CORP              COM PAR 607235504            8       3400SH              Sole    X
MOBILE MINI, INC.                COM     60740F105          980      44800SH              Sole    X
MOCON INC.                       COM     607494101          269      59062SH              Sole    X
MODEM MEDIA . POPPE TYSON        CL A    607533106          829      22400SH              Sole    X
MODINE MANUFACTURING CO.         COM     607828100         4269     183130SH              Sole    X
MODIS PROFESSIONAL SVS           COM     607830106         6945     524137SH              Sole    X
MODTECH HOLDINGS INC.            COM     60783C100           35       4679SH              Sole    X
MOHAWK INDUSTRIES INC.           COM     608190104         6172     309550SH              Sole    X
MOLECULAR BIOSYSTEMS, INC        COM     608513107          438     250131SH              Sole    X
MOLECULAR DEVICES CORP           COM     60851C107         1705      62000SH              Sole    X
MOLEX, INC.                      COM     608554101        25434     699223SH              Sole    X
MOLEX NON VTG  CL A              CL A    608554200          105       3241SH              Sole    X
MOMENTUM BUS. APPS., INC.        CL A    60877P108          438      48702SH              Sole    X
MONACO COACH CORP.               COM     60886R103         3757     154125SH              Sole    X
MONARCH DENTAL CORP              COM     609044102           55      25000SH              Sole    X
ROBERT MONDAVI CORP.             CL A    609200100         1225      32600SH              Sole    X
MONSANTO CO.                     COM     611662107       316853    8878550SH              Sole    X
MONTANA POWER CO.                COM     612085100        11126     365520SH              Sole    X
THE MONY GROUP INC.              COM     615337102         8824     305600SH              Sole    X
J. P. MORGAN & CO., INC.         COM     616880100       289773    2536306SH              Sole    X
MORGAN KEEGAN, INC.              COM     617410105         2549     149400SH              Sole    X
MORGAN ST DEAN WITTER            COM NEW 617446448       739524    8291788SH              Sole    X
MORRISON KNUDSEN CORP.           COM     61844A109         2535     245800SH              Sole    X
MORRISON MANAGEMENT              COM     618459101         2868     127482SH              Sole    X
MORTONS RESTAURANT GROUP         COM     619429103         1152      65600SH              Sole    X
MOSSIMO, INC.                    COM     619696107          783     108900SH              Sole    X
MOTIVEPOWER INDUSTRIES           COM     61980K101         1692     153800SH              Sole    X
MOTOROLA, INC.                   COM     620076109       750012    8522869SH              Sole    X
MOVADO GROUP, INC.               COM     624580106           23       1000SH              Sole    X
MP3.COM, INC.                    COM     62473M109         7039     187400SH              Sole    X
MUELLER (PAUL) CO.               COM     624752101          397      12400SH              Sole    X
MUELLER INDUSTRIES INC.          COM     624756102         8882     299200SH              Sole    X
MULTIPLE ZONES INT'L INC.        COM     624906103          212      38300SH              Sole    X
MULTEX.COM INC.                  COM     625367107         1297     101700SH              Sole    X
MULTIGRPHICS INC.                COM     625440102           35      19200SH              Sole    X
MURPHY OIL CORP.                 COM     626717102         8024     148430SH              Sole    X
MUSICLAND STORES CORP.           COM     62758B109         5679     649000SH              Sole    X
MUTUAL RISK MGT LTD              COM     628351108          624      50900SH              Sole    X
MYERS INDUSTRIES, INC.           COM     628464109         3293     185539SH              Sole    X
MYLAN LABORATORIES, INC.         COM     628530107        16553     900870SH              Sole    X
MYRIAD GENETICS INC.             COM     62855J104          869      51100SH              Sole    X
N B T BANCORP INC.               COM     628778102         2426     140134SH              Sole    X
NBTY INC.                        COM     628782104         3787     496700SH              Sole    X
NCH CORP.                        COM     628850109         1385      30660SH              Sole    X
NCI BUILDING SYSTEMS INC.        COM     628852105         1878     113400SH              Sole    X
NCO GROUP                        COM     628858102         6613     140699SH              Sole    X
NCR CORP.                        COM     62886E108        28341     857198SH              Sole    X
NCS HEALTHCARE INC.              CL A    628874109          536     204021SH              Sole    X
NS GROUP INC                     COM     628916108          453      42100SH              Sole    X
NFO WORLDWIDE, INC.              COM     62910N108         2459     192873SH              Sole    X
N L INDUSTRIES, INC.             COM NEW 629156407         3187     252400SH              Sole    X
NMBT CORP                        COM     629189101           48       3200SH              Sole    X
NPC INTERNATIONAL CL A           COM     629360306         2561     227600SH              Sole    X
NTL INC.                         COM     629407107        21423     222934SH              Sole    X
NUI CORP.                        COM     629430109         1945      78600SH              Sole    X
NVR, INC.                        COM     62944T105         2939      58200SH              Sole    X
NY MAGIC, INC.                   COM     629484106         1165      89600SH              Sole    X
NABISCO HOLDINGD CORP.           CL A    629526104         4611     133400SH              Sole    X
NABISCO GROUP HOLDINGS           COM     62952P102        70875    4725012SH              Sole    X
NABORS INDUSTRIES, INC.          COM     629568106        13553     542110SH              Sole    X
NACCO INDUSTRIES, INC. CL        CL A    629579103        10792     154449SH              Sole    X
NALCO CHEMICAL CO.               COM     629853102        49067     971619SH              Sole    X
NASH-FINCH CO.                   COM     631158102          321      45900SH              Sole    X
NASHUA CORP.                     COM     631226107          990     111500SH              Sole    X
NASTECH PHARMACEUTICAL           COM PAR 631728409          230      83500SH              Sole    X
NATL BANK CORP. (ALASKA)         COM     632587101         3449     134600SH              Sole    X
NATL BANCSHARES CRP-TEXAS        COM NEW 632593505          186      12600SH              Sole    X
NAT'L BEVERAGE CORP.             COM     635017106          524      65540SH              Sole    X
NATIONAL CITY BANCORPORAT        COM     635312101         1044      59674SH              Sole    X
NATIONAL CITY BANCSHARES         COM     635313109         2025      66406SH              Sole    X
NATIONAL CITY CORP.              COM     635405103       238938    8953174SH              Sole    X
NATIONAL COMMUNITY BANCOR        COM     635449101         6041     275000SH              Sole    X
NATIONAL COMPUTER SYSTEMS        COM     635519101         9482     247300SH              Sole    X
NATIONAL DATA CORP.              COM     635621105         3329     128050SH              Sole    X
NATIONAL DENTEX CORP.            COM     63563H109          686      40200SH              Sole    X
NATIONAL DISCOUNT BROKERS        COM     635646102         2607      98600SH              Sole    X
NATIONAL EQUIPMENT SVCS.         COM     635847106         1356     133100SH              Sole    X
NATIONAL FUEL & GAS CO.          COM     636180101         6008     127320SH              Sole    X
NATIONAL GOLF PROPS REIT         COM     63623G109         4158     184800SH              Sole    X
NATIONAL HEALTH INVS             COM     63633D104         2905     176700SH              Sole    X
NAT'L. INFO CONSORTIUM           COM     636491102         3427     138800SH              Sole    X
NATIONAL INSTRUMENTS CORP        COM     636518102        11232     317800SH              Sole    X
NATIONAL-OILWELL INC.            COM     637071101         5689     346100SH              Sole    X
NATIONAL PENN BANCSHARES         COM     637138108         1844      67057SH              Sole    X
NATIONAL PRESTO IND., INC        COM     637215104         3793      98200SH              Sole    X
NATIONAL PROCESSING, INC.        COM     637229105         1608     178700SH              Sole    X
NATIONAL R. V. HOLDINGS          COM     637277104         1599      80973SH              Sole    X
NATIONAL RECORD MART, INC        COM     637355108          186      53000SH              Sole    X
NATIONAL RESEARCH CORP.          COM     637372103            6       2000SH              Sole    X
NATIONAL SEMICONDUCTOR           COM     637640103        73423    2407305SH              Sole    X
NATIONAL SERVICE IND., IN        COM     637657107        17466     554478SH              Sole    X
NATIONAL STEEL CORP CL B         CL B    637844309         1908     275000SH              Sole    X
NATIONAL TECHTEAM INC.           COM     638108100          369      79700SH              Sole    X
NATL WSTRN LIFE INSR. CO.        CL A    638522102         1585      18700SH              Sole    X
NATIONSRENT,  INC.               COM     638588103          274      35300SH              Sole    X
NATIONWIDE FINANCIAL SRVC        CL A    638612101        11483     324600SH              Sole    X
NATIONWIDE HEALTH PROP. I        COM     638620104         4901     294800SH              Sole    X
NATROL, INC.                     COM     638789107          539      66300SH              Sole    X
NATURAL ALTERNATIVES INTL        COM NEW 638842302          106      27300SH              Sole    X
NAVIGATORS GROUP, INC.           COM     638904102          571      42700SH              Sole    X
NATURAL WONDERS                  COM     639014109            4       2000SH              Sole    X
NATURE'S SUNSHINE INC.           COM     639027101          972     102682SH              Sole    X
NAUTICA ENTERPRISES INC.         COM     639089101         5150     319400SH              Sole    X
NAVARRE CORP                     COM     639208107          603      62200SH              Sole    X
NAVISTAR INTERNATIONAL CO        COM     63934E108        58989    1268581SH              Sole    X
NAVIDEC, INC.                    COM     63934Q101          745      61100SH              Sole    X
NAVIGANT CONSULTING CO           COM     63935N107        13601     293290SH              Sole    X
NAVIGANT INTERNATIONAL           COM     63935R108          527      72663SH              Sole    X
NEFF CORP.                       CL A    640094108          834      65100SH              Sole    X
NEIMAN MARCUS GROUP INC.         COM     640204103         7812     334200SH              Sole    X
THOMAS NELSON INC.               COM     640376109          833      85400SH              Sole    X
NEOMAGIC CORP                    COM     640497103          950     122600SH              Sole    X
NEOMEDIA TECHNOLOGIES            COM     640505103          227      33600SH              Sole    X
NEON SYSTEMS, INC.               COM     640509105          913      33900SH              Sole    X
NEOPROBE CORP.                   COM     640518106           96     105700SH              Sole    X
NEOPHARM                         COM     640919106          739      50100SH              Sole    X
NETWORK EVENT THEATER            COM     640924106          510      22800SH              Sole    X
NET.B@NK, INC.                   COM     640933107         3409     154100SH              Sole    X
NETWORK ASSOCIATES, INC.         COM     640938106        10666     557709SH              Sole    X
NET2PHONE, INC.                  COM     64108N106          766      14700SH              Sole    X
NETEGRITY INC.                   COM     64110P107         1319      54100SH              Sole    X
NETGRAVITY, INC.                 COM     641114103         5098     154200SH              Sole    X
NETMANAGE, INC.                  COM     641144100         1140     552967SH              Sole    X
NETOPIA INC                      COM     64114K104          399      10000SH              Sole    X
NETRO CORP.                      COM     64114R109         2275      83100SH              Sole    X
NETSMART TECHN., INC.            COM NEW 64114W306           26       3733SH              Sole    X
NETIQ CORP.                      COM     64115P102         1419      47900SH              Sole    X
NETIVATION.COM, INC.             COM     64115R108          162      34000SH              Sole    X
NETMOVES, CORP.                  COM     64116A104          628     100500SH              Sole    X
NETWORK EQUIPMENT TECHNLG        COM     641208103         2018     219647SH              Sole    X
NETWORK APPLIANCE, INC.          COM     64120L104        73777    1030051SH              Sole    X
NETWORK ACCESS SOLUTIONS         COM     64120S109         1587     119800SH              Sole    X
NETWORK SOLUTIONS INC.           COM     64121Q102         5494      59800SH              Sole    X
NETWORK PERIPHERALS, INC.        COM     64121R100         2199     120500SH              Sole    X
NETWORK PLUS CORP.               COM     64122D506         1865     135000SH              Sole    X
NETZERO INC                      COM     64122R109         6887     264900SH              Sole    X
NEUROGEN CORP.                   COM     64124E106         1576      94800SH              Sole    X
NEW CENTURY FINANCIAL COR        COM     64352D101          901      51100SH              Sole    X
NEW CENTURY ENERGIES INC.        COM     64352U103        53855    1610631SH              Sole    X
NEW ENGLAND BUSINESS SVC.        COM     643872104         2865     100300SH              Sole    X
NEW ENGLAND ELECTRIC SYST        COM     644001109        10197     196560SH              Sole    X
NEW ERA OF NETWORKS, INC.        COM     644312100         1589      73500SH              Sole    X
NEW JERSEY RESOURCES CORP        COM     646025106         5816     145400SH              Sole    X
NEW MEXICO & ARIZONA LAND        COM     647072107          607     134823SH              Sole    X
NEW PLAN EXCEL REALTY TR.        COM     648053106        17394     976489SH              Sole    X
NEW YORK TIMES CO CLASS A        CL A    650111107        90200    2405321SH              Sole    X
NEWCARE HEALTH CORP              COM     651053100            0        252SH              Sole    X
NEWCOM, INC.                     COM     651093106            1      19500SH              Sole    X
NEWCOR INC                       COM     651186108           77      43880SH              Sole    X
NEWELL RUBBERMAID INC.           COM     651229106       123946    4339451SH              Sole    X
NEWFIELD EXPLORATION CO.         COM     651290108        10128     307500SH              Sole    X
NEWMIL BANCORP INC.              COM     651633109         1005      91400SH              Sole    X
NEWMONT MINING CORP.             COM     651639106        62491    2415097SH              Sole    X
NEWPARK RESOURCES                COM PAR 651718504         3722     480200SH              Sole    X
NEWPORT NEWS SHIPBUILDING        COM     652228107         8352     258487SH              Sole    X
NEWS COMMUNICATIONS, INC.        COM PAR 652484809            1        501SH              Sole    X
NEWSOUTH BANCORP INC.            COM     652495102          425      23850SH              Sole    X
NEWSTAR MEDIA, INC.              COM     652503103           22      43500SH              Sole    X
NIAGARA BANCORP, INC.            COM     652914102          126      12100SH              Sole    X
NEXTCARD, INC.                   COM     65332K107         2903     118500SH              Sole    X
NEXTEL COMMUNICATIONS INC        CL A    65332V103       351690    5186213SH              Sole    X
NEXTLINK COMM.                   CL A    65333H707        13049     251700SH              Sole    X
NIAGARA MOHAWK HOLDINGS          COM     653520106        41965    2718353SH              Sole    X
NICHOLS RESEARCH CORP.           COM     653818104         1456      54700SH              Sole    X
NIELSEN MEDIA RESEARCH           COM NEW 653929307         6103     164115SH              Sole    X
NICOR, INC.                      COM     654086107        23950     644036SH              Sole    X
NIKE, INC. CLASS B               CL B    654106103       222557    3913088SH              Sole    X
99 CENTS ONLY STORES             COM     65440K106         3599      99618SH              Sole    X
NISOURCE, INC.                   COM     65473P105         9115     412000SH              Sole    X
NITCHES INC.                     COM     65476M109           90      30128SH              Sole    X
NOBILITY HOMES, INC.             COM     654892108          251      34000SH              Sole    X
NOBLE AFFILIATES, INC.           COM     654894104         7750     267230SH              Sole    X
NOBLE DRILLING CORP.             COM     655042109        12815     585850SH              Sole    X
NOODLE KIDOODLE INC.             COM     655370104           21       5000SH              Sole    X
NORD RESOURCES CORP.             COM     655555100           60     160600SH              Sole    X
NORDSON CORP.                    COM     655663102         5499     112220SH              Sole    X
NORDSTROM, INC.                  COM     655664100        53389    1977360SH              Sole    X
NORFOLK SOUTHERN CORP.           COM     655844108       128055    5226751SH              Sole    X
NORSTAN INC.                     COM     656535101          421      52600SH              Sole    X
NORTEK, INC.                     COM     656559101         3332      97652SH              Sole    X
NORTEL NETWORKS CORP.            COM     656569100       835775   16387752SH              Sole    X
NORTH AMERICAN SCIENTIFIC        COM     65715D100          312      35200SH              Sole    X
NORTH AMERICAN VACCINE, I        COM     657201109         1235     164700SH              Sole    X
THE NORTH FACE, INC.             COM     659317101            0          0SH              Sole    X
NORTH FORK BANCORP., INC.        COM     659424105         8940     458443SH              Sole    X
NORTH PITTSBURGH SYSTEMS         COM     661562108          869      47600SH              Sole    X
NORTHEAST OPTIC NETWORK          COM     664334109         1166      30900SH              Sole    X
NORTHEAST UTILITIES              COM     664397106        11470     624240SH              Sole    X
NORTHERN STATES POWER CO.        COM     665772109        45509    2110561SH              Sole    X
NORTHERN TRUST CORP.             COM     665859104       127782    1530321SH              Sole    X
NORTHLAND CRANBERRIES            CL A    666499108          366      56000SH              Sole    X
NORTHPOINT COMMUNICATIONS        COM     666610100         6029     325900SH              Sole    X
NORTHROP GRUMAN CORP.            COM     666807102        65023    1022972SH              Sole    X
NORTHWEST AIRLINES CORP.         CL A    667280101         7375     289200SH              Sole    X
NORTHWEST BANCORP INC.           COM     667328108         2266     262700SH              Sole    X
NORTHWEST NATURAL GAS CO.        COM     667655104         5325     206300SH              Sole    X
NORTHWEST PIPE COMPANY           COM     667746101           23       1500SH              Sole    X
NORTHWESTERN CORP.               COM     668074107         3874     170300SH              Sole    X
NOVA CORP.                       COM     669784100         6098     243901SH              Sole    X
NU HORIZONS ELECTRONICS          COM     669908105          568      71000SH              Sole    X
NOVACARE, INC.                   COM     669930109          191     160888SH              Sole    X
NOVAVAX INC.                     COM     670002104         1270     303200SH              Sole    X
NOVELL, INC.                     COM     670006105        98891    4780218SH              Sole    X
NOVELLUS SYSTEMS, INC.           COM     670008101        14674     217600SH              Sole    X
NOVEN PHARMACEUTICALS            COM     670009109          424      49900SH              Sole    X
NOVOSTE CORP.                    COM     67010C100         2650     148500SH              Sole    X
NU SKIN ENTERPRISES, INC.        CL A    67018T105          547      40500SH              Sole    X
NSTAR                            COM     67019E107        18647     481220SH              Sole    X
NUCOR CORP.                      COM     670346105        59455    1248401SH              Sole    X
NUEVO ENERGY CO.                 COM     670509108         2653     153800SH              Sole    X
NUMEREX CORP.                    CL A    67053A102          208      52000SH              Sole    X
NUTRITION FOR LIFE INT'L.        COM PAR 67061S202          107      43900SH              Sole    X
NVIDIA CORP.                     COM     67066G104         3303     171600SH              Sole    X
OEA, INC.                        COM     670826106         2058     269900SH              Sole    X
OEC MEDICAL SYSTEMS              COM     670828102         1732      49300SH              Sole    X
OAO TECHNOLOGY                   COM     67082B105          370     120700SH              Sole    X
OGE ENERGY CORP.                 COM     670837103         5747     258290SH              Sole    X
OM GROUP INC.                    COM     670872100         8769     228500SH              Sole    X
ONIX SYSTEMS                     COM     67088G108           17       3000SH              Sole    X
OAK HILL FINANCIAL, INC.         COM     671337103          249      14200SH              Sole    X
OAK INDUSTRIES INC               COM NEW 671400505         4593     135100SH              Sole    X
OAK TECHNOLOGY, INC.             COM     671802106         1658     371100SH              Sole    X
OAKLEY, INC.                     COM     673662102         2603     420700SH              Sole    X
OAKWOOD HOMES CORP.              COM     674098108         1690     375500SH              Sole    X
OBIE MEDIA CORP                  COM     674391107           77       7200SH              Sole    X
OBJECT DESIGN INC.               COM     674416102         1411     309300SH              Sole    X
OBJECTIVE SYS. INTEGRATOR        COM     674424106          441     185600SH              Sole    X
OCCIDENTAL PETROLEUM CORP        COM     674599105       112092    4847230SH              Sole    X
OCEAN ENERGY, INC.               COM     67481E106         8673     851330SH              Sole    X
OCEANEERING INTERNATIONAL        COM     675232102         3568     212200SH              Sole    X
OCEANFIRST FINANCIAL CORP        COM     675234108         1981     121000SH              Sole    X
OCTEL CORP.                      COM     675727101          769      68375SH              Sole    X
OCULAR SCIENCES INC.             COM     675744106         2178     112400SH              Sole    X
OCWEN FINANCIAL CORP.            COM     675746101         1905     284900SH              Sole    X
OFFICE DEPOT, INC.               COM     676220106        54539    5353562SH              Sole    X
OFFICEMAX, INC.                  COM     67622M108         5061     870630SH              Sole    X
OFFSHORE LOGISTICS, INC.         COM     676255102         3125     303000SH              Sole    X
OGDEN CORP.                      COM     676346109         3527     352736SH              Sole    X
OHIO ART CO.                     COM     677143109          163      14800SH              Sole    X
OHIO CASUALTY CORP.              COM     677240103         7505     444718SH              Sole    X
OHIO VALLEY BANC CORP.           COM     677719106          590      17225SH              Sole    X
OIL-DRI CORP. OF AMERICA         COM     677864100          562      38575SH              Sole    X
OLD DOMINION FREIGHT             COM     679580100          792      53715SH              Sole    X
OLD KENT FINANCIAL CORP.         COM     679833103        24774     667318SH              Sole    X
OLD NATIONAL BANCORP             COM     680033107         3395     117575SH              Sole    X
OLD REPUBLIC INTERNATIONL        COM     680223104        10916     756116SH              Sole    X
OLIN CORP.                       COM PAR 680665205         3987     292620SH              Sole    X
OLSTEN CORP.                     COM     681385100         6333     606755SH              Sole    X
OMNICARE, INC.                   COM     681904108         2789     289790SH              Sole    X
OMNICOM GROUP INC.               COM     681919106       212892    2688453SH              Sole    X
OMEGA HEALTHCARE INVESTOR        COM     681936100         3256     155041SH              Sole    X
OMTOOL, LTD.                     COM     681974101          178      79300SH              Sole    X
1-800 CONTACTS, INC.             COM     681977104          829      29100SH              Sole    X
OMEGA FINANCIAL CORP.            COM     682092101         2891      91412SH              Sole    X
OMEGA WORLDWIDE, INC.            COM     68210B108          569     138952SH              Sole    X
OMNI ENERGY SERVICES             COM     68210T109           16       7400SH              Sole    X
OMEGA RESEARCH, INC.             COM     68211E101          167      43000SH              Sole    X
OMNIPOINT CORP.                  COM     68212D102        16371     293000SH              Sole    X
OMNI NUTRACEUTICALS INC.         COM     68212M102           78      36900SH              Sole    X
ON ASSIGNMENT, INC.              COM     682159108         2628     109500SH              Sole    X
ON COMMAND CORP.                 COM     682160106          454      23900SH              Sole    X
ONE VALLEY BNCRP INC             COM     682419106         7999     231861SH              Sole    X
1-800-FLOWERS.COM, INC.          CL A    68243Q106          894      61900SH              Sole    X
ONEIDA LTD.                      COM     682505102         2490     104568SH              Sole    X
ONEMAIN.COM, INC.                COM     68267P109         2165     131700SH              Sole    X
ONEOK INC                        COM     682680103        16936     558713SH              Sole    X
ONHEALTH NETWORK CO.             COM     68272W107          896     143400SH              Sole    X
ONLINETRADINGINC.COM             COM     68273D108           91      10200SH              Sole    X
ONSALE, INC.                     COM     682838107         1594     117000SH              Sole    X
ONYX ACCEPTANCE CORP.            COM     682914106          374      49000SH              Sole    X
ONEWORLD SYSTEMS, INC.           COM NEW 682917307            6       1660SH              Sole    X
ON2.COM INC.                     COM     68338A107         2817     187800SH              Sole    X
ONYX SOFTWARE CORP.              COM     683402101         1412      94100SH              Sole    X
OPEN MARKET INC.                 COM     68370M100         2991     227900SH              Sole    X
OPTICAL CABLE CORP.              COM     683827109         1729     157200SH              Sole    X
OPTICAL COATING LAB, INC.        COM     683829105         9258     100566SH              Sole    X
ORACLE CORPORATION               COM     68389X105      1011083   22221603SH              Sole    X
OPENROUTE NETWORK INC            COM     683986103          251      91400SH              Sole    X
ORANGE-CO INC.                   COM     684177108          659      96700SH              Sole    X
ORBITAL SCIENCECORP              COM     685564106         5411     309200SH              Sole    X
ORGANOGENESIS, INC.              COM     685906109         1777     238876SH              Sole    X
OREGON TRAIL FINANCIAL           COM     685932105          746      66700SH              Sole    X
OREGON STEEL MILLS, INC.         COM     686079104         2245     200680SH              Sole    X
O'REILLY AUTOMOTIVE, INC.        COM     686091109         8936     187500SH              Sole    X
ORIENTAL FINANCIAL GROUP         COM     68618W100         1903      82732SH              Sole    X
ORIOLE HOMES CORP. CL B          CL B    686264201           29      19300SH              Sole    X
ORION CAPITAL CORP.              COM     686268103        10858     229200SH              Sole    X
ORPHAN MEDICAL, INC.             COM     687303107          132      19500SH              Sole    X
ORTEL CORP.                      COM     68749W102          975      62900SH              Sole    X
ORTHOLOGIC CORP.                 COM     68750J107          401     133600SH              Sole    X
ORTHODONTIC CENTERS              COM     68750P103         6410     366300SH              Sole    X
OSHKOSH B GOSH, INC. CLAS        CL A    688222207         1943     121700SH              Sole    X
OSHKOSH TRUCK CORP.              COM     688239201         1134      42600SH              Sole    X
OSMONICS, INC.                   COM     688350107          344      32600SH              Sole    X
OSTEOTECH, INC.                  COM     688582105         1480     108650SH              Sole    X
O'SULLIVAN INDUSTRIES            COM     688609106         2075     138300SH              Sole    X
OTTAWA FINANCIAL CORP.           COM     689389104          782      37929SH              Sole    X
OTTER TAIL POWER CO.             COM     689648103         2321      54600SH              Sole    X
OUTBACK STEAKHOUSE               COM     689899102        10470     411091SH              Sole    X
OUTDOOR SYSTEMS, INC.            COM     690057104        20046     560721SH              Sole    X
OUTLOOK GROUP CORP.              COM     690113105           34       8000SH              Sole    X
OVERSEAS SHIPHLDING GROUP        COM     690368105         4100     265610SH              Sole    X
OWENS & MINOR INC HLDG CO        COM     690732102         2434     252887SH              Sole    X
OWENS CORNING                    COM     69073F103        24618    1135122SH              Sole    X
OWENS ILLINOIS, INC.             COM NEW 690768403        44349    2238434SH              Sole    X
OXFORD HLTH PLN                  COM     691471106         4829     386290SH              Sole    X
OXFORD INDUSTRIES, INC.          COM     691497309         1464      67900SH              Sole    X
OXIGENE INC                      COM     691828107         1290     117300SH              Sole    X
PC CONNECTION INC.               COM     69318J100          602      40100SH              Sole    X
PCD INC.                         COM     69318P106          331      42000SH              Sole    X
P-COM, INC.                      COM     693262107         3974     567700SH              Sole    X
PECO ENERGY CORP.                COM     693304107        98191    2618428SH              Sole    X
PG&E CORP                        COM     69331C108       143806    5557724SH              Sole    X
PFF BANCORP, INC.                COM     69331W104         2547     123500SH              Sole    X
PE CORP-PE BIOSYSTEMS            COM PE B69332S102       111291    1540354SH              Sole    X
PE CORP.-CELERA GENOMICS         CELERA G69332S201         7862     195328SH              Sole    X
P.F. CHANG'S CHINA BISTRO        COM     69333Y108          776      35900SH              Sole    X
PHP HEALTHCARE CORP.             COM     693344103            2      36100SH              Sole    X
PICO HOLDINGS INC.               COM NEW 693366205         2525     117767SH              Sole    X
PLX TECHNOLOGY                   COM     693417107         2005      83100SH              Sole    X
PMA CAPITAL CORP CL A            CL A    693419202         1394      69700SH              Sole    X
PMC CAPITAL INC.                 COM     693430100          492      58800SH              Sole    X
THE PMI GROUP INC.               COM     69344M101        16636     406995SH              Sole    X
PMR CORPORATION                  COM     693451106          162      56500SH              Sole    X
PNC BANK CORP.                   COM     693475105       234788    4456230SH              Sole    X
PP&L RESOURCES INC.              COM     693499105        69141    2554875SH              Sole    X
PPG INDUSTRIES, INC.             COM     693506107       143032    2383872SH              Sole    X
PRT GROUP INC.                   COM     693579104           87      43300SH              Sole    X
PRI AUTOMATION, INC.             COM     69357H106         4956     137200SH              Sole    X
PS BUSINESS PARKS, INC.          COM     69360J107         7511     288900SH              Sole    X
PS GROUP HOLDINGS INC.           COM     693622102          466      43900SH              Sole    X
PSW TECHNOLOGIES                 COM     69364J103          305      57500SH              Sole    X
PVF CAPITAL CORP.                COM     693654105          527      35739SH              Sole    X
PSS WORLD MEDICAL, INC.          COM     69366A100         4384     490492SH              Sole    X
PXRE CORP.                       COM     693674103         1674     114921SH              Sole    X
PACCAR, INC.                     COM     693718108        72136    1417911SH              Sole    X
PACIFIC CAPITAL BANCORP          COM     69404P101         4274     124100SH              Sole    X
PACIFIC CENTURY FINL CORP        COM     694058108        10310     504482SH              Sole    X
PACIFIC CREST CAPITAL INC        COM     694166109          546      43645SH              Sole    X
PACIFIC GATEWAY EXCHANGE         COM     694327107         2324     141900SH              Sole    X
PACIFIC GATEWAY                  COM     694330101           42       5600SH              Sole    X
PACIFIC GULF PROPS REIT          COM     694396102         5648     283300SH              Sole    X
PACIFIC SUNWEAR OF CALIF.        COM     694873100         7279     259687SH              Sole    X
PACIFICARE HLTH SYS. INC.        COM     695112102        11361     262684SH              Sole    X
PACIFICORP                       COM     695114108        82072    4078114SH              Sole    X
PACKETEER. INC.                  COM     695210104         2296      67400SH              Sole    X
PAGEMART WIRELESS INC.           CL A    69553J104         1430     238400SH              Sole    X
PAGING NETWORK INC.              COM     695542100          747     724400SH              Sole    X
PAINEWEBBER GROUP                COM     695629105        78079    2153891SH              Sole    X
PAIRGAIN TECHNOLOGIES INC        COM     695934109         6458     506500SH              Sole    X
PALEX, INC.                      COM     696368109          105      15600SH              Sole    X
PALL CORP.                       COM     696429307        39477    1702533SH              Sole    X
PALM HARBOR HOMES                COM     696639103         1428     103829SH              Sole    X
PANAMSAT CORP. (NEW)             COM     697933109         4039     111817SH              Sole    X
PAN PACIFIC RETAIL PPTYS         COM     69806L104         3218     188600SH              Sole    X
PANERA BREAD CO.                 CL A    69840W108          142      21400SH              Sole    X
PAPA JOHN'S INTL INC.            COM     698813102         7738     187600SH              Sole    X
PARACELSUS HEALTHCARE COR        COM     698891108           14      15000SH              Sole    X
PARADYNE NETWORKS                COM     69911G107         2184      78000SH              Sole    X
PARAMETRIC TECHNOLOGY COR        COM     699173100        58178    4309501SH              Sole    X
PAREXEL INTERNATIONAL            COM     699462107         2028     222200SH              Sole    X
PARK ELECTROCHEMICAL CORP        COM     700416209         1887      57400SH              Sole    X
PARK NATIONAL CORP.              COM     700658107         5909      58500SH              Sole    X
PARK-OHIO HOLDINGS CORP.         COM     700666100          916      73309SH              Sole    X
PARK PLACE ENTERTAINMENT         COM     700690100        12887    1030983SH              Sole    X
PARKER DRILLING CO.              COM     701081101         2813     633900SH              Sole    X
PARKER HANNIFIN CORP             COM     701094104        66711    1488663SH              Sole    X
PARKERVISION, INC.               COM     701354102         1865      77300SH              Sole    X
PARKWAY PROPERTIES INC.          COM     70159Q104         4846     150250SH              Sole    X
PARTY CITY CORP.                 COM     702145103           58      28800SH              Sole    X
THE PATHWAYS GROUP, INC.         COM     70321D106          619     107700SH              Sole    X
PATHOGENESIS CORP.               COM     70321E104         1939     126100SH              Sole    X
PATINA OIL & GAS COMMON          COM     703224105          796      89668SH              Sole    X
PATRIOT BANK CORP.               COM     70335P103          321      32075SH              Sole    X
PATTERSON DENTAL CO.             COM     703412106        11033     222600SH              Sole    X
PATTERSON ENERGY INC.            COM     703414102         3546     233500SH              Sole    X
PAUL-SON GAMING CORP             COM     703578104          181      32500SH              Sole    X
PAXAR CORP.                      COM     704227107         3291     341956SH              Sole    X
PAXSON COMMUNICATIONS            COM     704231109         2231     182100SH              Sole    X
PAYCHEX, INC.                    COM     704326107       130133    3813408SH              Sole    X
PAYLESS SHOESOURCE, INC.         COM     704379106         7565     149794SH              Sole    X
PCORDER.COM, INC.                CL A    70453H107          987      28100SH              Sole    X
PEAPOD, INC.                     COM     704718105          639      63500SH              Sole    X
PEC ISRAEL ECONOMIC              COM     705098101         4484     128800SH              Sole    X
PEDIATRIX MEDICAL GROUP          COM     705324101         3204     230900SH              Sole    X
PEEKSKILL FINANCIAL CORP.        COM     705385102          291      22200SH              Sole    X
PEERLESS SYSTEMS                 COM     705536100          692      52200SH              Sole    X
PEGASYSTEMS INC.                 COM     705573103         1973     253600SH              Sole    X
PEGASUS COMMUNICATIONS           CL A    705904100         1940      43000SH              Sole    X
PEGASUS SYSTEMS INC.             COM     705906105         2726      72700SH              Sole    X
PENFORD CORP.                    COM     707051108          954      70000SH              Sole    X
PENN ENGINEERING & MFG. C        CL A    707389102          182       8300SH              Sole    X
PENN ENGINEERING & MFG           COM NON 707389300          675      27500SH              Sole    X
PENN TRAFFIC CO                  COM NEW 707832200            4        509SH              Sole    X
PENN VIRGINIA CORP.              COM     707882106          405      19500SH              Sole    X
PENNCORP FINANCIAL GROUP         COM     708094107           97     141700SH              Sole    X
J.C. PENNEY CO., INC.            COM     708160106       125443    3649260SH              Sole    X
PENNFED FINANCIAL SVCS           COM     708167101          639      42600SH              Sole    X
PENNSYLVANIA ENTERPRISES,        COM     708720107         3633     112000SH              Sole    X
PENNSYLVANIA REIT                SH BEN I709102107         3898     206500SH              Sole    X
PENNZOIL-QUAKER STATE CO.        COM     709323109         7069     559923SH              Sole    X
PENTAIR, INC.                    COM     709631105         7924     197478SH              Sole    X
PENTON MEDIA, INC. CL. A         COM     709668107         3256     200350SH              Sole    X
PENWEST PHARMACEUTICALS          COM     709754105         1094     148349SH              Sole    X
PEOPLES BANCSHARES INC.          COM     709795108          488      27000SH              Sole    X
PEOPLES BANCTRUST CO. INC        COM     709796106           84       5700SH              Sole    X
PEOPLES BANK BRIDGEPORT          COM     710198102         4949     209500SH              Sole    X
PEOPLES BANCORP OF NC            COM     710577107          119       6610SH              Sole    X
PEOPLES ENERGY CORP.             COM     711030106        17025     483836SH              Sole    X
PEOPLES HERITAGE FINL SV.        COM     711147108         7324     440516SH              Sole    X
PEOPLES HOLDING CO.              COM     711148106          826      24300SH              Sole    X
PEOPLESOFT, INC.                 COM     712713106        65002    3837747SH              Sole    X
PEP BOYS (MANNY, MOE & JA        COM     713278109        13210     888063SH              Sole    X
PEPSI BOTTLING GROUP, INC        COM     713409100         7281     426700SH              Sole    X
PEPSICO, INC.                    COM     713448108       678933   22444082SH              Sole    X
PER-SE TECHNOLOGIES INC          COM     713569200         2002     582466SH              Sole    X
PERCLOSE INC.                    COM     71361C107         3208      68900SH              Sole    X
PEREGRINE SYSTEMS, INC.          COM     71366Q101         9409     230900SH              Sole    X
PERFORMANCE FOOD GROUP           COM     713755106         2464      96150SH              Sole    X
PERFICIENT, INC.                 COM     71375U101          141      16600SH              Sole    X
PERFUMANIA INC                   COM     713766103           26       8000SH              Sole    X
PERICOM SEMICONDUCTOR CO         COM     713831105          150      10100SH              Sole    X
PERINI CORP.                     COM     713839108          134      38400SH              Sole    X
PERIPHONICS CORP.                COM     714005105          753      24000SH              Sole    X
PEROT SYSTEMS CORP.              CL A    714265105         4208     225200SH              Sole    X
PERRIGO CO.                      COM     714290103         3579     454510SH              Sole    X
PERSONNEL GROUP OF AMER          COM     715338109         1474     235800SH              Sole    X
PERVASIVE SOFTWARE               COM     715710109         2129      61700SH              Sole    X
PETCO ANIMAL SUPPLIES            COM     716016100         1140      96030SH              Sole    X
PETROCORP, INC.                  COM     71645N101          660     100500SH              Sole    X
PETROLEUM HELICOPTERS, IN        COM NON 716604202          919      88800SH              Sole    X
PETSMART INC.                    COM     716768106         2744     737950SH              Sole    X
PHARMACYCLICS INC.               COM     716933106         3164      77400SH              Sole    X
PHARMACIA & UPJOHN, INC.         COM     716941109       315320    6354057SH              Sole    X
PFIZER, INC.                     COM     717081103      2141996   59603359SH              Sole    X
PHARM. PRODUCT DEVEL.            COM     717124101         2782     205124SH              Sole    X
PHARMACEUTICAL RESOURC           COM     717125108         1092     215788SH              Sole    X
PHARMACOPEIA INC.                COM     71713B104          915      84100SH              Sole    X
PHELPS DODGE CORP.               COM     717265102        43691     793483SH              Sole    X
PHILADELPHIA CONS HLDG CO        COM     717528103         2138     158400SH              Sole    X
PHILADELPHIA SUBURBAN            COM PAR 718009608         6868     291490SH              Sole    X
PHILIP MORRIS COS., INC.         COM     718154107      1156805   33837080SH              Sole    X
PHILLIPS INT'L REALTY CO.        COM     718333107         1233      78300SH              Sole    X
PHILLIPS PETROLEUM CO.           COM     718507106       181305    3719077SH              Sole    X
PHILLIPS-VAN HEUSEN CORP.        COM     718592108         2452     276293SH              Sole    X
PHYSICIANS SPECIALTY             COM     718934102          578      57400SH              Sole    X
PHOENIX INTERNATIONAL LTD        COM     719078107          433     108300SH              Sole    X
PHOENIX INVESTMENT PARTN.        COM     719085102         2827     337600SH              Sole    X
PHOENIX TECHNOLOGIES LTD.        COM     719153108         1810     161772SH              Sole    X
PHONE.COM, INC.                  COM     71920Q100        12105      79900SH              Sole    X
PHOTRONICS LABS INC.             COM     719405102         4429     197400SH              Sole    X
PHYCOR, INC.                     COM     71940F100         2613     597175SH              Sole    X
PICTURETEL INC                   COM NEW 720035302         1561     367300SH              Sole    X
PIEDMONT NATURAL GAS, INC        COM     720186105         7891     260338SH              Sole    X
PIER 1 IMPORTS INC.              COM     720279108         5589     828068SH              Sole    X
PIERCING PAGODA, INC.            COM     720773100         1167      89800SH              Sole    X
PILGRIM CAPITAL CORP.            COM     72142Y103         1686      59300SH              Sole    X
PILGRIM'S PRIDE CORP.            CL B    721467108         1245     143300SH              Sole    X
PILGRIM'S PRIDE CLASS A          CL A    721467207          340      66400SH              Sole    X
PILLOWTEX DESIGNS                COM     721501104          386      51411SH              Sole    X
PINNACLE GLOBAL GROUP INC        COM     723465100           91      18375SH              Sole    X
PINNACLE HOLDINGS, INC.          COM     72346N101         5481     209800SH              Sole    X
PINNACLE SYSTEMS INC.            COM     723481107         5049     119144SH              Sole    X
PINNACLE WEST CAPITAL COR        COM     723484101        37093    1019730SH              Sole    X
PIONEER GROUP, INC.              COM     723684106         3585     239000SH              Sole    X
PIONEER HI-BRED INTL INC.        COM     723686101       144139    3620439SH              Sole    X
PIONEER NATURAL RESOURCES        COM     723787107         7583     713666SH              Sole    X
PIONEER STD ELECTRONICS I        COM     723877106         4052     280675SH              Sole    X
PITNEY BOWES, INC.               COM     724479100       253051    4152633SH              Sole    X
PITT DES MOINES, INC.            COM     724508106          720      32800SH              Sole    X
PITTSBURGH & W.VA. RAILRO        SH BEN I724819107           22       3300SH              Sole    X
PITTSTON BRINK'S GROUP           COM BRIN725701106         7182     309750SH              Sole    X
PITTSTON BAX GROUP               COM BAX 725701882         2276     282300SH              Sole    X
PITTWAY CORP. CLASS A            CL A    725790208         7825     248400SH              Sole    X
PIXAR INC.                       COM     725811103         4447     118200SH              Sole    X
PJ AMERICA INC.                  COM     72585Q104         1278      61200SH              Sole    X
PLACER DOME, INC.                COM     725906101        59585    4005698SH              Sole    X
PLAINS RESOURCES                 COM PAR 726540503         2731     152800SH              Sole    X
PLANAR SYSTEMS                   COM     726900103          281      43300SH              Sole    X
PLANET HOLLYWOOD INTL INC        CL A    727025108           24     175100SH              Sole    X
PLANET POLYMER TECH              COM     727044109           14       5200SH              Sole    X
PLANTRONICS, INC.                COM     727493108         6507     130800SH              Sole    X
PLASMA-THERM, INC.               COM     727900102          444      91000SH              Sole    X
PLAYERS INTERNATIONAL, IN        COM     727903106         2429     327900SH              Sole    X
PLAYBOY ENTERPRISES CLA          CL A    728117201          504      22850SH              Sole    X
PLAYBOY ENTERPRISES CL B         CL B    728117300         4007     150150SH              Sole    X
PLAYCORE, INC.                   COM     72811G102          301      37011SH              Sole    X
PLAY BY PLAY TOY & NOVEL         COM     72811K103          208      52000SH              Sole    X
PLAYTEX PRODUCTS                 COM     72813P100         4009     271800SH              Sole    X
PLEXUS CORP.                     COM     729132100         5708     186400SH              Sole    X
PLUMA, INC.                      COM     729272104            0      19000SH              Sole    X
POGO PRODUCING CO.               COM     730448107         6706     323200SH              Sole    X
POLARIS INDUSTRIES INC.          COM     731068102         6653     192150SH              Sole    X
POLAROID CORP.                   COM     731095105        20375     783647SH              Sole    X
POLICY MANAGEMENT SYSTEMS        COM     731108106         8294     262268SH              Sole    X
POLO RALPH LAUREN                CL A    731572103         2978     166000SH              Sole    X
POLYCOM, INC.                    COM     73172K104         7997     167800SH              Sole    X
POLYMER GROUP INC.               COM     731745105         2426     164500SH              Sole    X
POLYVISION CORP                  COM     731805107           11       4800SH              Sole    X
POOL ENERGY SERVICE CO.          COM     732788104         3910     158767SH              Sole    X
POPE & TALBOT, INC.              COM     732827100         1026      82900SH              Sole    X
POPMAIL.CON, INC                 COM     733167100           91      45300SH              Sole    X
POPULAR, INC.                    COM     733174106        11939     430244SH              Sole    X
PORTAL SOFTWARE, INC.            COM     736126103         8254     213000SH              Sole    X
POST PROPERTIES INC. REIT        COM     737464107        16196     411970SH              Sole    X
POTLATCH CORP.                   COM     737628107        20426     495922SH              Sole    X
POTOMAC ELECTRIC POWER CO        COM     737679100         9946     391010SH              Sole    X
POWER INTEGRATIONS, INC.         COM     739276103         5381      77700SH              Sole    X
POWER-ONE, INC.                  COM     739308104         1148      45000SH              Sole    X
POWERCERV CORP.                  COM     73931P105           49      20200SH              Sole    X
POWERWAVE TECHNOLOGIES           COM     739363109         5020     104100SH              Sole    X
POWERTEL INC.                    COM     73936C109         9350     169800SH              Sole    X
PREMIER BANCSHARES, INC.         COM     739909109         2284     130500SH              Sole    X
PRAXAIR INC                      COM     74005P104       103293    2245510SH              Sole    X
PREPAID LEGAL SERVICES           COM     740065107         7887     200300SH              Sole    X
PRECISION CASTPARTS CORP.        COM     740189105         5375     176220SH              Sole    X
PRECISION AUTO CARE, INC.        COM     74018R105            3       1600SH              Sole    X
PRECISION RESPONSE CORP.         COM     740314109         2313     188800SH              Sole    X
PREMARK INTERNATIONAL, IN        COM     740459102        15234     301670SH              Sole    X
PREMIER NATIONAL BANCORP         COM     74053F107         1790     103041SH              Sole    X
PREMIER PARKS INC.               COM NEW 740540208         9753     336300SH              Sole    X
PREMIER RESEARCH WRLDWDE         COM     740568100          224      38900SH              Sole    X
PREMISYS COMMUNICATIONS          COM     740584107         2309     277800SH              Sole    X
PREMIERE TECHNOLOGIES            COM     74058F102         2108     355100SH              Sole    X
PRENTISS PROPERTIES REIT         SH BEN I740706106        12263     552700SH              Sole    X
PRESIDENT CASINOS, INC.          COM NEW 740822309           42      26213SH              Sole    X
PRESIDENTIAL LIFE CORP.          COM     740884101         3182     185800SH              Sole    X
PRESSTEK INC.                    COM     741113104         2262     312000SH              Sole    X
PREVIEW TRAVEL                   COM     74137R101         1718     105700SH              Sole    X
PRICE COMMUNICATIONS CORP        COM NEW 741437305        13386     534120SH              Sole    X
PRICE ENTERPRISES INC            COM NEW 741444202           99      12668SH              Sole    X
T. ROWE PRICE                    COM     741477103        11050     402720SH              Sole    X
PRICELINE.COM INC.               COM     741503106        25097     389100SH              Sole    X
PRICESMART                       COM     741511109         1466      40100SH              Sole    X
PRIME RETAIL, INC. REIT          COM     741570105         5027     681607SH              Sole    X
PRIME RETAIL CVT PFD             PFD CONV741570303          224      16100SH              Sole            X
PRIME BANCSHARES, INC.           COM     74157H108          334      14700SH              Sole    X
PRIMEDIA  INC.                   COM     74157K101         7000     500000SH              Sole    X
PRIMEENERGY CORP.                COM     74158E104           15       3000SH              Sole    X
PRIME GROUP REALTY TRUST         SH BEN I74158J103         2820     188000SH              Sole    X
PRIMEX TECHNOLOGIES, INC.        COM     741597108         2612     132240SH              Sole    X
PRIMARK CORP.                    COM     741903108         5966     209800SH              Sole    X
PRIME HOSPITALITY CO.            COM     741917108         3244     405500SH              Sole    X
PRIMUS TELECOMM GROUP            COM     741929103         3442     163900SH              Sole    X
PRIDE PETROLEUM SERVICES         COM     741932107         7448     524990SH              Sole    X
PRINCETON VIDEO IMAGE            COM     742476104          183      39000SH              Sole    X
PRISON REALTY TRUST,INC.         COM     74264N105        12061    1121911SH              Sole    X
PRISM FINANIAL CORP.             COM     74264Q108          253      25300SH              Sole    X
PRIORITY HEALTHCARE CL A         CL B    74264T102         3664     118667SH              Sole    X
PRIORITY HEALTHCARE CORP         CL B    74264T102         2709      87750SH              Sole    X
PROBUSINESS SERVICES, INC        COM     742674104         2698     100400SH              Sole    X
PROCOM TECHNOLOGY INC.           COM     74270W107          543      73000SH              Sole    X
PROCTER & GAMBLE CO.             COM     742718109      1912017   20394852SH              Sole    X
PROCURENET, INC.                 COM     742804107           28     186400SH              Sole    X
PRODIGY COMMUNICATIONS           COM     74283P107         2748     154800SH              Sole    X
PROFESSIONAL DETAILING           COM     74312N107         1061      40900SH              Sole    X
PROFILE TECHNOLOGIES, INC        COM     743164105          596      74500SH              Sole    X
PROFIT RECOVERY GRP INTL         COM     743168106        13425     300850SH              Sole    X
PROGRESS FINANCIAL CORP.         COM     743266108          472      35941SH              Sole    X
PROGRESS SOFTWARE CORP.          COM     743312100         5177     165000SH              Sole    X
PROGRESSIVE CORP. OF OHIO        COM     743315103        83910    1027202SH              Sole    X
PROJECT SOFTWARE & DEVEL         COM     74339P101         4424      82700SH              Sole    X
PROLOGIS TRUST                   SH BEN I743410102        33145    1756009SH              Sole    X
PROLONG INTERNATIONAL            COM     743411100            2       2500SH              Sole    X
PROMUS HOTEL CORP. (NEW)         COM     74342P106        10984     337322SH              Sole    X
PROTECTION ONE INC               COM     743663304         1695     423700SH              Sole    X
PROTECTIVE LIFE CORP.            COM     743674103         6169     212710SH              Sole    X
PROTEIN DESIGN LABS              COM     74369L103         7099     196500SH              Sole    X
PROTOCOL SYSTEMS, INC.           COM     74371R106          326      46600SH              Sole    X
PROVANT, INC.                    COM     743724106          485      30100SH              Sole    X
PROVIDENT AMERICAN CORP.         COM     743832107         1116      73800SH              Sole    X
PROVIDENT BANKSHARES CORP        COM     743859100         4075     191486SH              Sole    X
PROVIDENT FINANCIAL GROUP        COM     743866105         7515     205545SH              Sole    X
PROVIDENT FINANCIAL HLDG.        COM     743868101          695      40000SH              Sole    X
PROVINCE HEALTHCARE              COM     743977100         1642     142800SH              Sole    X
PROVIDIAN FINANCIAL CORP         COM     74406A102       174940    2209181SH              Sole    X
PROXICOM, INC.                   COM     744282104         6154     105200SH              Sole    X
PROXIM, INC.                     COM     744284100         3629      78900SH              Sole    X
PROXYMED PHARMACY, INC.          COM     744290107          969      77150SH              Sole    X
PSYCHEMEDICS CORP.               COM     744375106          826     183556SH              Sole    X
PSINET INC.                      COM     74437C101         6057     168400SH              Sole    X
PUBL SERVICE CO. OF NEW M        COM     744499104         4739     259660SH              Sole    X
PUBLIC SERVICE CO OF NC          COM     744516105         3953     127500SH              Sole    X
PUBLIC SERVICE ENTERPRISE        COM     744573106       137323    3555282SH              Sole    X
PUBLIC STORAGE, INC. REIT        COM     74460D109        36588    1452628SH              Sole    X
PUBLICARD, INC.                  COM     744627100          905     106500SH              Sole    X
PUERTO RICAN CEMENT CO.,         COM     745075101         1251      34700SH              Sole    X
PUGET SOUND ENERGY INC.          COM     745332106         6162     274614SH              Sole    X
PULASKI FINANCIAL CORP.          COM     745548107          237      21648SH              Sole    X
PULITZER, INC.                   COM     745769109         3825      84181SH              Sole    X
PULTE CORPORATION                COM     745867101        16295     749214SH              Sole    X
PUMA TECHNOLOGY INC.             COM     745887109          291      19100SH              Sole    X
QCF BANCORP, INC.                COM     746924109          184       7100SH              Sole    X
QMS, INC.                        COM     74726G102          127      37617SH              Sole    X
QRS CORPORATION                  COM     74726X105         9535     148700SH              Sole    X
QLOGIC                           COM     747277101         9503     136000SH              Sole    X
QAD, INC.                        COM     74727D108          468     110200SH              Sole    X
QUADRAMED CORP.                  COM     74730W101          789     105200SH              Sole    X
QUAKER CHEMICAL CORP.            COM     747316107          760      45700SH              Sole    X
QUAKER CITY BANCORP INC.         COM     74731K106          641      37022SH              Sole    X
QUAKER OATS CO.                  COM     747402105       125922    2035097SH              Sole    X
QUALCOMM INC.                    COM     747525103       472194    2495906SH              Sole    X
QUALITY SYSTEMS INC.             COM     747582104          129      20700SH              Sole    X
QUANEX CORP.                     COM     747620102         2967     115800SH              Sole    X
QUANTA SERVICES, INC.            COM     74762E102         4719     161000SH              Sole    X
QUANTUM CORP-DLT&STORAGE         COM DSSG747906204         9008     640560SH              Sole    X
QUANTUM CORP-HARD DISK           COM HDDG747906303         1924     258700SH              Sole    X
Q MED INC.                       COM     747914109           70      21400SH              Sole    X
QUEENS COUNTY BANCORP INC        COM     748242104         4291     155319SH              Sole    X
QUEST DIAGNOSTICS, INC.          COM     74834L100         5112     196618SH              Sole    X
QUEST SOFTWARE, INC.             COM     74834T103         4613      99200SH              Sole    X
QUESTAR CORP.                    COM     748356102         4937     272410SH              Sole    X
QUIKSILVER, INC.                 COM     74838C106         2999     164350SH              Sole    X
QUINTEL COMMUNICATIONS           COM     748762101          154      85000SH              Sole    X
QUINTILES TRANSNATIONAL          COM     748767100        14612     767772SH              Sole    X
QUOKKA SPORTS, INC.              COM     749077103           69      10000SH              Sole    X
QUORUM HEALTH GROUP,INC.         COM     749084109         3625     515550SH              Sole    X
QWEST COMMUNICATIONS             COM     749121109        59373    2008394SH              Sole    X
R & B FALCON CORP.               COM     74912E101        10418     793774SH              Sole    X
R & G FINANCIAL CORP             CL B    749136107          465      33200SH              Sole    X
RCN CORPORATION                  COM     749361101         9922     242000SH              Sole    X
RFS HOTEL INVESTORS REIT         COM     74955J108         4598     399800SH              Sole    X
R.H. DONNELLY CORP.              COM NEW 74955W307         5100     273822SH              Sole    X
RGS ENERGY GROUP                 COM     74956K104         6909     282000SH              Sole    X
R.L.I. CORP.                     COM     749607107         2835      85906SH              Sole    X
RMI.NET INC.                     COM     74961K107          393      58800SH              Sole    X
RPC INC.                         COM     749660106         1670     240700SH              Sole    X
RPM INC. (OHIO)                  COM     749685103         4358     357567SH              Sole    X
RSA SECURITY INC.                COM     749719100         7949     299260SH              Sole    X
RTI INTERNATIONAL METALS         COM     74973W107         1226     122600SH              Sole    X
RWD TECHNOLOGIES, INC.           COM     74975B101          849     107800SH              Sole    X
RF MICRO DEVICES, INC.           COM     749941100         9511     207900SH              Sole    X
RACING CHAMPIONS CORP.           COM     750069106          458      80500SH              Sole    X
RADIAN GROUP, INC.               COM     750236101        13114     305410SH              Sole    X
RADIANT SYSTEMS INC.             COM     75025N102          889      54900SH              Sole    X
RADIO ONE, INC.                  CL A    75040P108         3233      77900SH              Sole    X
RADISYS CORP.                    COM     750459109          703      17900SH              Sole    X
RAILTEX, INC.                    COM     750766107         1213      73500SH              Sole    X
RAINBOW RENTALS, INC.            COM     750857104          159      17200SH              Sole    X
RAINBOW TECHNOLOGIES, INC        COM     750862104         1424     108500SH              Sole    X
RAINFOREST CAFE, INC.            COM     75086K104          803     151150SH              Sole    X
RAMBUS INC.                      COM     750917106         4134      62400SH              Sole    X
RALCORP HLDGS                    COM     751028101         6199     350490SH              Sole    X
RALSTON -  PURINA                COM RAL-751277302       136574    4910510SH              Sole    X
RAMCO GERSHENSON PROP            COM SH B751452202          883      59100SH              Sole    X
RAMTRON INTERNATIONAL            COM NEW 751907304           65      30360SH              Sole    X
RARE HOSPITALITY INTL INC        COM     753820109         2238     103500SH              Sole    X
RARE MEDIUM GROUP, INC.          COM     75382N109         1353     128100SH              Sole    X
RATIONAL SOFTWARE CORP.          COM NEW 75409P202        13215     451327SH              Sole    X
RAYMOND JAMES FINANCIAL,         COM     754730109         7268     364549SH              Sole    X
RAYONIER INC.                    COM     754907103         8383     199585SH              Sole    X
RAYOVAC CORP                     COM     755081106         4446     205600SH              Sole    X
RAYTEL MEDICAL CORP.             COM     755107109          267      98200SH              Sole    X
RAYTHEON CO. CLASS A             CL A    755111309        40965     844629SH              Sole    X
RAYTHEON CO. CLASS B             CL B    755111408       204023    4111285SH              Sole    X
RAZORFISH INC.                   CL A    755236106         4902     112700SH              Sole    X
READ RITE CORP.                  COM     755246105         2325     496100SH              Sole    X
READER'S DIGEST ASSN. INC        CL A NON755267101        10340     353506SH              Sole    X
READER'S DIGEST CL B             CL B    755267200           50       1900SH              Sole    X
REALNETWORKS, INC                COM     75605L104        20703     198000SH              Sole    X
REALTY INCOME CORP. REIT         COM     756109104         9225     398900SH              Sole    X
RECKSON SERVICE INDS INC.        COM     75621J109          414      26196SH              Sole    X
RECKSON ASSOC REALTY REIT        COM     75621K106         9424     452800SH              Sole    X
RECKSON ASSOCIATES CL B          CL B    75621K304         3524     161089SH              Sole    X
RECOVERY ENGINEERING, INC        COM     756269106         3201      90500SH              Sole    X
RED HAT, INC.                    COM     756577102        16771     174700SH              Sole    X
REDBACK NETWORKS INC.            COM     757209101        12226     113200SH              Sole    X
REDHOOK ALE BREWERY INC.         COM     757473103          123      41900SH              Sole    X
REDWOOD EMPIRE BANCORP           COM     757897103          248      13300SH              Sole    X
REDWOOD TRUST INC.               COM     758075402         1864     144100SH              Sole    X
REEBOK INTERNATIONAL LTD.        COM     758110100         9935     929552SH              Sole    X
REGAL-BELOIT CORP.               COM     758750103         4248     204700SH              Sole    X
REGENERON PHARMACEUTICAL         COM     75886F107         1249     153700SH              Sole    X
REGIS CORP-NEW                   COM     758932107         5015     260511SH              Sole    X
REGENCY REALTY CORP. REIT        COM     758939102        16298     776100SH              Sole    X
REGIONS FINANCIAL CORP           COM     758940100        92271    3075708SH              Sole    X
REHABILICARE, INC.               COM     758944102           28       6880SH              Sole    X
REGENT ASSISTED LIVING           COM     758949101            4       1500SH              Sole    X
REGISTRY MAGIC INC.              COM     75913K103           13       4900SH              Sole    X
REHABCARE CORPORATION            COM     759148109         1395      78600SH              Sole    X
REINSURANCE GROUP                COM     759351109         3630     141325SH              Sole    X
RELIANCE BANCORP INC.            COM     759451107         3804     101100SH              Sole    X
RELIANCE GROUP                   COM     759464100         2400     540900SH              Sole    X
RELIANCE STEEL & ALUMINUM        COM     759509102         3238     154200SH              Sole    X
RELIANT ENERGY, INC.             COM     75952J108       110472    4082112SH              Sole    X
RELIASTAR FINANCIAL CORP         COM     75952U103         9641     289964SH              Sole    X
REMEC INC.                       COM     759543101         1445     105100SH              Sole    X
REMEDY CORP.                     COM     759548100         5403     190400SH              Sole    X
REMINGTON OIL & GAS CORP         COM     759594302          221      38900SH              Sole    X
RENEX CORP.                      COM     759683105          538     101800SH              Sole    X
RENAISSANCE WORLDWIDE            COM     75968A109         1310     338100SH              Sole    X
REPUBLIC BANK                    COM     759929102          982      67700SH              Sole    X
RENAL CARE GROUP, INC.           COM     759930100         8341     380750SH              Sole    X
RENT-A-CENTER                    COM     76009N100         2736     146900SH              Sole    X
RENT-WAY, INC.                   COM     76009U104         1254      66000SH              Sole    X
RENTRAK CORP.                    COM     760174102          414      86000SH              Sole    X
REPUBLIC BANCORP                 COM     760282103         2716     234860SH              Sole    X
REPUBLIC FIRST BANCORP           COM     760416107          163      25030SH              Sole    X
REPUBLIC GROUP, INC.             COM     760473108         1013      72700SH              Sole    X
REPUBLIC NEW YORK CORP.          COM     760719104        88394    1438767SH              Sole    X
REPUBLIC SECURITY FINL           COM     760758102         3360     386716SH              Sole    X
REPUBLIC SERVICES, INC.          COM     760759100         5836     536600SH              Sole    X
RESEARCH FRONTIERS INC.          COM     760911107          675      67500SH              Sole    X
RES-CARE INC                     COM     760943100         1882     110700SH              Sole    X
RESTORATION HARDWARE             COM     760981100          509      67900SH              Sole    X
RESEARCH PARTNERS INT'L          COM     761013101           27      11400SH              Sole    X
RESMED INC.                      COM     761152107         2189      66200SH              Sole    X
RESORTQUEST INTERNATIONAL        COM     761183102          486      52200SH              Sole    X
RESOURCE AMERICA                 CL A    761195205          801     107700SH              Sole    X
RESOURCE ASSET INVESTMENT        COM     761196104          310      27900SH              Sole    X
RESOURCE BANCSHARES MTG.         COM     761197102          880     177200SH              Sole    X
RESPIRONICS, INC.                COM     761230101         1837     222657SH              Sole    X
RESPONSE ONCOLOGY, INC           COM PAR 761232305          177     188803SH              Sole    X
RESPONSE USA                     COM NEW 761235506           49      33400SH              Sole    X
REVLON, INC. CLASS A             CL A    761525500         3221     176500SH              Sole    X
REXALL SUNDOWN, INC.             COM     761648104         3544     287800SH              Sole    X
REYNOLDS & REYNOLDS CL A         CL A    761695105         5659     277760SH              Sole    X
REYNOLDS METALS CO.              COM     761763101        53135     880076SH              Sole    X
R.J. REYNOLDS TOBACCO            COM     76182K105        11777     436171SH              Sole    X
RHYTHMS NETCONNECTIONS           COM     762430205         6552     189900SH              Sole    X
RICHMOND COUNTY FINL CORP        COM     764556106         2608     138650SH              Sole    X
RIGGS NATIONAL CORP.             COM     766570105         3842     227700SH              Sole    X
RIGHT MANAGEMENT                 COM     766573109         1181     105000SH              Sole    X
THE RIGHT START, INC.            COM NEW 766574206           46       5100SH              Sole    X
RIGHTCHOICE MANAGED CARE         CL A    76657K101          449      42500SH              Sole    X
RIMAGE CORP.                     COM     766721104          442      26100SH              Sole    X
RISK CAPITAL HOLDINGS INC        COM     767711104          842      53900SH              Sole    X
RITE AID CORP.                   COM     767754104        49147    3558183SH              Sole    X
RIVIANA FOODS INC.               COM     769536103          743      38600SH              Sole    X
ROADWAY EXPRESS INC.             COM     769742107         3643     180458SH              Sole    X
ROBBINS & MYERS, INC.            COM     770196103          951      61378SH              Sole    X
ROBERT HALF INTERNATIONAL        COM     770323103         9265     386060SH              Sole    X
ROBERTS PHARMACEUTICALS          COM     770491108         7871     260200SH              Sole    X
ROCHESTER MEDICAL CORP.          COM     771497104          553      57450SH              Sole    X
ROCK-TENN CO.                    CL A    772739207         1799     124610SH              Sole    X
ROCKWELL INTERNATIONAL CO        COM     773903109       138043    2629387SH              Sole    X
ROCKY MOUNTAIN CHOC FACT         COM PAR 774678403          115      19500SH              Sole    X
ROGERS CORP.                     COM     775133101         3407      92700SH              Sole    X
ROHM & HAAS CO                   COM     775371107       113066    3129855SH              Sole    X
ROHN INDUSTRIES INC.             COM     775381106          195      97400SH              Sole    X
ROLLINS, INC.                    COM     775711104         3591     232590SH              Sole    X
ROLLINS TRUCK LEASING            COM     775741101         4676     461824SH              Sole    X
ROMAC INTERNATIONAL INC.         COM     775835101         2600     313993SH              Sole    X
ROPER INDS INC NEW               COM     776696106         9077     237300SH              Sole    X
ROSLYN BANCORP INC.              COM     778162107         5463     305626SH              Sole    X
ROSS STORES, INC.                COM     778296103        11573     575040SH              Sole    X
THE ROTTLUND CO.                 COM     779077106          135      50300SH              Sole    X
ROUGE INDUSTRIES INC             CL A    779088103          696      94400SH              Sole    X
ROUSE CO. REIT                   COM     779273101        20076     872850SH              Sole    X
ROWAN COS., INC.                 COM     779382100        21276    1309263SH              Sole    X
ROYAL APPLIANCE MANUFACTU        COM     780076105         1656     331200SH              Sole    X
ROYAL DUTCH PETRO ADR            NY REG G780257804      1563925   26479150SH              Sole    X
ROYAL GOLD INC                   COM     780287108          120      24000SH              Sole    X
ROYAL PRECISION INC              COM     780921102           17       7800SH              Sole    X
RUBY TUESDAY                     COM     781182100         5382     275998SH              Sole    X
RUDDICK CORP.                    COM     781258108         4245     267410SH              Sole    X
RURAL/METRO CORP.                COM     781748108          220      33200SH              Sole    X
RUSH ENTERPRISES INC.            COM     781846100          795      50900SH              Sole    X
RURAL CELLULAR CORP              CL A    781904107          372       8100SH              Sole    X
RUSS BERRIE, INC.                COM     782233100         2693     128600SH              Sole    X
RUSSELL CORP.                    COM     782352108         8095     570542SH              Sole    X
RYAN'S FAMILY STEAK HOUSE        COM     783519101         3552     394715SH              Sole    X
RYDER SYSTEM, INC.               COM     783549108        24198    1187619SH              Sole    X
RYERSON TULL, INC.               COM     78375P107         3281     141881SH              Sole    X
RYLAND GROUP, INC.               COM     783764103         3674     161500SH              Sole    X
S&K FAMOUS BRANDS INC            COM     783774102          492      69400SH              Sole    X
S & T BANCORP INC                COM     783859101         3583     157500SH              Sole    X
SBC COMMUNICATIONS               COM     78387G103      1544296   30243243SH              Sole    X
SCB COMPUTER TECHNOLOGY          COM     78388N107           64      12400SH              Sole    X
SCC COMMUNICATIONS CORP.         COM     78388X105          201      36500SH              Sole    X
SCI SYSTEMS, INC.                COM     783890106        17342     390260SH              Sole    X
SCM MICROSYSTEMS INC             COM     784018103         3942      86755SH              Sole    X
SCP POOL CORP.                   COM     784028102         1161      49400SH              Sole    X
SCPIE HOLDINGS INC.              COM     78402P104         1503      47700SH              Sole    X
SDL INC.                         COM     784076101         6372      83500SH              Sole    X
SEEC INC.                        COM     784110108          180      51500SH              Sole    X
SEI INVESTMENT COMPANY           COM     784117103         5973      66900SH              Sole    X
SEMCO ENERGY INC                 COM     78412D109          613      43985SH              Sole    X
SFX ENTERTMNT. INC. CL A         CL A    784178105         4534     148662SH              Sole    X
SJNB FINANCIAL CORP.             COM     784273104          272       8700SH              Sole    X
SJW CORP.                        COM     784305104         1835      20300SH              Sole    X
SL GREEN REALTY CORP             COM     78440X101         6817     343000SH              Sole    X
SLM HOLDING CORP                 COM     78442A109       105089    2443938SH              Sole    X
SLI, INC.                        COM     78442T108         4618     216675SH              Sole    X
SM&A CORPORATION                 COM     784432106          506      65300SH              Sole    X
SMC CORP.                        COM     784460107          211      59300SH              Sole    X
SPS TECHNOLOGIES, INC.           COM     784626103         4424     116600SH              Sole    X
SPSS, INC.                       COM     78462K102         1392      71600SH              Sole    X
SOS STAFFING SERVICES            COM     78462X104          278      47800SH              Sole    X
SPX CORP.                        COM     784635104        18258     201189SH              Sole    X
S3 INC.                          COM     784849101         6873     658480SH              Sole    X
SVI HOLDINGS, INC.               COM     784872103          779      87200SH              Sole    X
SPR, INC.                        COM     784922106          264      74200SH              Sole    X
S.Y. BANCORP INC.                COM     785060104          428      19300SH              Sole    X
SABRATEK CORP.                   COM     78571U108          527     187500SH              Sole    X
SABRE GROUP HOLDINGS INC.        CL A    785905100         7155     166400SH              Sole    X
SAFECO                           COM     786429100        51050    1823209SH              Sole    X
SAFEGUARD HEALTH ENT., IN        COM     786444109          161      49600SH              Sole    X
SAFEGUARD SCIENTIFICS, IN        COM     786449108        15640     230000SH              Sole    X
SAFESKIN CORP.                   COM     786454108         3439     418400SH              Sole    X
SAFETY FIRST INC                 COM     786475103          190      26900SH              Sole    X
SAFETY-KLEEN CORP                COM NEW 78648R203         3702     306938SH              Sole    X
SAFEWAY, INC.                    COM NEW 786514208       302698    7952660SH              Sole    X
SAGA COMMUNICATIONS, INC.        CL A    786598102          609      26475SH              Sole    X
SAGA SYSTEMS, INC.               COM     786610105         2875     199100SH              Sole    X
SAGENT TECHNOLOGY, INC.          COM     786693101         1210     128200SH              Sole    X
ST. FRANCIS CAPITAL CORP.        COM     789374105         1657      80600SH              Sole    X
THE ST. JOE COMPANY              COM     790148100         6743     312697SH              Sole    X
ST. JUDE MEDICAL, INC.           COM     790849103        39136    1242400SH              Sole    X
ST MARY LAND & EXPLORATIO        COM     792228108         2381      91140SH              Sole    X
ST PAUL BANCORP, INC.            COM     792848103         7658     334764SH              Sole    X
ST. PAUL COMPANIES, INC.         COM     792860108        85802    3120079SH              Sole    X
SAKS, INC.                       COM     79377W108         7954     523743SH              Sole    X
SALESLOGIX CORP.                 COM     79466P105          572      28600SH              Sole    X
SALIENT 3 COMMUNICATIONS         CL A    794721100          352      65400SH              Sole    X
SALTON, INC.                     COM     795757103          575      19050SH              Sole    X
SAMES CORP.                      COM     79587E104          333      18650SH              Sole    X
SAMSONITE CORP.                  COM     79604V105          607      88644SH              Sole    X
SANCHEZ COMPUTER ASSOC.          COM     799702105         5279     150282SH              Sole    X
SANDERSON FARMS, INC.            COM     800013104          562      56050SH              Sole    X
SANDISK CORP.                    COM     80004C101        10085     154700SH              Sole    X
SANDY SPRING BANCORP, INC        COM     800363103         1181      38100SH              Sole    X
SANMINA CORP.                    COM     800907107        17671     228379SH              Sole    X
SANGSTAT MEDICAL CORP.           COM     801003104         2595     121400SH              Sole    X
SANTA BARBARA RESTAURANT         COM     801378100            5       2300SH              Sole    X
SANTA CRUZ OPERATION INC         COM     801833104         1201     100600SH              Sole    X
SANTA FE SNYDER CORP             COM     80218K105         7217     801900SH              Sole    X
SAPIENT CORP.                    COM     803062108         8520      90400SH              Sole    X
SARA LEE CORP.                   COM     803111103       324642   13851394SH              Sole    X
SATCON TECHNOLOGY CORP.          COM     803893106          848      84800SH              Sole    X
SAUER INC.                       COM     804137107         1707     140100SH              Sole    X
SAUL CENTERS, INC. REIT          COM     804395101         2531     160700SH              Sole    X
SAWTEK INC.                      COM     805468105         8330     238000SH              Sole    X
SCANA CORP.                      COM     805898103         8246     340940SH              Sole    X
SCHEID VINEYARDS, INC.           CL A    806403101           11       2300SH              Sole    X
HENRY SCHEIN INC.                COM     806407102         3357     235614SH              Sole    X
SCHEIN PHARMACEUTICAL            COM     806416103         1038     110700SH              Sole    X
SCHERER HEALTH                   COM     806530101           10       3200SH              Sole    X
SCHERING-PLOUGH CORP.            COM     806605101       984636   22570457SH              Sole    X
SCHICK TECHNOLOGIES              COM     806683108           45      40000SH              Sole    X
SCHLUMBERGER LTD.                COM     806857108       470599    7552243SH              Sole    X
SCHNITZER STEELINDUSTRIES        CL A    806882106          341      18700SH              Sole    X
SCHOLASTIC CORP.                 COM     807066105         5589     111780SH              Sole    X
SCHOOL SPECIALTY, INC.           COM     807863105         3269     193720SH              Sole    X
SCHULER HOMES INC                COM     808188106          446      66100SH              Sole    X
SCHULMAN, A., INC.               COM     808194104         4377     252825SH              Sole    X
CHARLES SCHWAB CORP.             COM     808513105       424236   12593286SH              Sole    X
SCHWEITZER-MAUDUIT INT'L         COM     808541106         1959     151387SH              Sole    X
SCICLONE PARM                    COM     80862K104          155      91900SH              Sole    X
SCIENT CORP.                     COM     80864H109         6208      97000SH              Sole    X
SCIENTIFIC-ATLANTA, INC.         COM     808655104        52053    1050246SH              Sole    X
SCIENTIFIC GAMES HOLDINGS        COM     808747109         2941     148900SH              Sole    X
SCIOS, INC.                      COM     808905103          737     199968SH              Sole    X
SCOPE INDUSTRIES                 COM     809163108          508       8400SH              Sole    X
SCOTT TECHNOLOGIES, INC.         COM     810022301         3506     177500SH              Sole    X
SCOTTS CO.                       CL A    810186106         5083     146800SH              Sole    X
E.W SCRIPPS CO                   CL A    811054204        10394     211580SH              Sole    X
SEABOARD CORP.                   COM     811543107          136        630SH              Sole    X
SEACOAST BANKING CORP.CLA        CL A    811707108          916      31100SH              Sole    X
SEACOAST FINL SERV. CORP.        COM     81170Q106         1774     177370SH              Sole    X
SEAGATE TECHNOLOGY               COM     811804103       104957    3406304SH              Sole    X
THE SEAGRAM CO. LTD.             COM     811850106       242898    5338413SH              Sole    X
SEACOR SMIT INC.                 COM     811904101         6078     118600SH              Sole    X
SEALED AIR CORP                  COM     81211K100        65772    1281785SH              Sole    X
SEALED AIR CORP CVT PFD          PFD CV A81211K209         1921      37845SH              Sole            X
SEARS, ROEBUCK & CO.             COM     812387108       174076    5548253SH              Sole    X
SEATTLE FILMWORKS, INC           COM     812572105          840     206754SH              Sole    X
SECOND BANCORP, INC.             COM     813114105          918      34000SH              Sole    X
SECURE COMPUTING CORP.           COM     813705100          319     102000SH              Sole    X
SECURITY CAPITAL GROUP B         CL B    81413P204         3974     270600SH              Sole    X
SECURITY FIRST TECHNOLOGY        COM     814279105         7005     180198SH              Sole    X
SEGUE SOFTWARE, INC.             COM     815807102          405      29600SH              Sole    X
SEITEL, INC.                     COM NEW 816074306         2890     296400SH              Sole    X
SELECT COMFORT CORP              COM     81616X103          730     105200SH              Sole    X
SELECTIVE INSURANCE GROUP        COM     816300107         4017     212800SH              Sole    X
SEMTECH CORP.                    COM     816850101         8105     221302SH              Sole    X
SEMPRA ENERGY                    COM     816851109        68600    3296120SH              Sole    X
SENSORMATIC ELECTRONICS C        COM     817265101         7563     596079SH              Sole    X
SENSORY SCIENCE CORP.            COM     81726X100          588     269000SH              Sole    X
SEPRACOR INC                     COM     817315104        10337     136910SH              Sole    X
SEQUA CORP.                      CL A    817320104         5060      80310SH              Sole    X
SERACARE, INC.                   COM     817473101          273      63400SH              Sole    X
SERENA SOFTWARE, INC.            COM     817492101          700      40900SH              Sole    X
SEROLOGICALS CORP.               COM     817523103          724     170350SH              Sole    X
SERVICE CORP. INT'L.             COM     817565104        39857    3773471SH              Sole    X
SERVICE EXPERTS INC.             COM     817567100         1598     154000SH              Sole    X
SERVICE MERCHANDISE CO.,         COM     817587108          158     560349SH              Sole    X
SERVICEMASTER CO.                COM     81760N109        15718     978550SH              Sole    X
7-ELEVEN INC.                    COM     817826100         2727    1385100SH              Sole    X
SEVEN SEAS PETROLEUM             COM     817917107          312      99800SH              Sole    X
SHARED MEDICAL SYSTEMS CO        COM     819486101        16989     363397SH              Sole    X
SHARPER IMAGE CORP               COM     820013100          410      37300SH              Sole    X
SHAW INDUSTRIES, INC.            COM     820286102         9124     574750SH              Sole    X
SHERWIN-WILLIAMS CO.             COM     824348106        48689    2325428SH              Sole    X
SHOE CARNIVAL                    COM     824889109          703      63550SH              Sole    X
SHOE PAVILION, INC.              COM     824894109           77      21100SH              Sole    X
SHOPKO STORES, INC.              COM     824911101         7108     245100SH              Sole    X
SHOLODGE, INC.                   COM     825034101          231      39333SH              Sole    X
SHONEY'S, INC.                   COM     825039100         1210     624601SH              Sole    X
SHOREWOOD PACKAGING CORP.        COM     825229107         4618     340500SH              Sole    X
SHOWPOWER, INC.                  COM     825396104           15       3000SH              Sole    X
SHUFFLE MASTER, INC.             COM     825549108          688      83450SH              Sole    X
SHURGARD STRAGE REIT CL A        COM     82567D104        10152     410200SH              Sole    X
SICOR, INC.                      COM     825846108         2946     742281SH              Sole    X
SIEBEL SYSTEMS INC.              COM     826170102        24680     370434SH              Sole    X
SIERRA HEALTH SERVICES           COM     826322109         2100     207403SH              Sole    X
SIERRA PACIFIC RESOURCES         COM     826428104        13972     627950SH              Sole    X
SIGMA ALDRICH CORP.              COM     826552101        46298    1458191SH              Sole    X
SIGNAL TECHNOLOGY CORP.          COM     826675100          248      49500SH              Sole    X
SIG CORP INC.                    COM     826912107         3762     147530SH              Sole    X
SILGAN HOLDINGS INC.             COM     827048109         1706      85300SH              Sole    X
SILICON GRAPHICS, INC.           COM     827056102        29717    2716999SH              Sole    X
SILICON VALLEY BANCSHARES        COM     827064106         5339     221300SH              Sole    X
SILICON VALLEY GROUP, INC        COM     827066101         3188     269900SH              Sole    X
SILICONIX INC.                   COM NEW 827079203          949      20200SH              Sole    X
SILKNET SOFTWARE, INC.           COM     827094103          812      17600SH              Sole    X
SIMMONS FIRST NATIONAL           CL A $5 828730200         2483      83450SH              Sole    X
SIMON PROPERTY GROUP, INC        COM     828806109        46572    2075634SH              Sole    X
SIMPSON INDUSTRIES, INC.         COM     829060102         1426     128900SH              Sole    X
SIMPSON MANUFACTURING            COM     829073105         2161      46100SH              Sole    X
SIMULA INC.                      COM     829206101          290      52700SH              Sole    X
SINCLAIR BROADCAST GROUP         CL A    829226109         1977     218100SH              Sole    X
SIRCO INTERNATIONAL CORP.        COM     829639103           98      74600SH              Sole    X
SITEL CORP.                      COM     82980K107         2614     615000SH              Sole    X
SIPEX CORP.                      COM     829909100         1885     131700SH              Sole    X
SIZZLER PROPERTY INVESTOR        COM     830137105          602      69300SH              Sole    X
SIZZLER INTERNATIONAL            COM     830139101          785     369575SH              Sole    X
SKY FINANCIAL GROUP INC.         COM     83080P103         9881     420466SH              Sole    X
SKYLANDS FINANCIAL CORP.         COM     83081H100           82       7900SH              Sole    X
SKYLINE CORP.                    COM     830830105         2304      89700SH              Sole    X
SKYWEST, INC.                    COM     830879102         5331     243000SH              Sole    X
SKYTEL COMMUNICATIONS,INC        COM     83087Q104         7711     421100SH              Sole    X
SMART MODULAR TECHNOLGIES        COM     831690102         8986     263800SH              Sole    X
SMITH (A.O.) CORPORATION         COM     831865209         5965     197200SH              Sole    X
SMITH INTERNATIONAL, INC.        COM     832110100         9539     235530SH              Sole    X
CHARLES E. SMITH RES REIT        COM     832197107         9800     286640SH              Sole    X
SMITHFIELD FOOD, INC.            COM     832248108         9841     367900SH              Sole    X
J. M. SMUCKER CO.                CL A    832696108         4382     207420SH              Sole    X
J.M.SMUCKER CL B                 CL B    832696207           86       4700SH              Sole    X
SMURFIT-STONE CONTAINER          COM     832727101        17942     829700SH              Sole    X
SNYDER COMMUNICATIONS INC        COM     832914105         4347     286229SH              Sole    X
SNAP-ON INC.                     COM     833034101        29085     894910SH              Sole    X
SOCRATES TECHNOLOGIES            COM     833719107           67     107100SH              Sole    X
SODEXHO MARRIOTT SVCS WI         COM     833793102         4641     273021SH              Sole    X
SOFTWARE SPECTRUM                COM     833960107         1147      74000SH              Sole    X
SOFTNET SYSTEMS, INC.            COM     833964109         2464     101100SH              Sole    X
SOFTWARE.COM, INC.               COM     83402P104         4605     107400SH              Sole    X
SOLA INTERNATIONAL               COM     834092108         4375     283400SH              Sole    X
SOLECTRON CORP.                  COM     834182107       300032    4177998SH              Sole    X
SOLUTIA, INC.                    COM     834376105        20223    1131353SH              Sole    X
SOLV-EX CORP.                    COM     834382103            2      32466SH              Sole    X
SOMERSET GROUP, INC.             COM     834706103           91       5156SH              Sole    X
SONAT, INC.                      COM     835415100        59797    1506706SH              Sole    X
SONIC CORP                       COM     835451105         4107     134925SH              Sole    X
SONIC AUTOMOTIVE INC.            CL A    83545G102          943      72500SH              Sole    X
SONOCO PRODUCTS                  COM     835495102         7643     335019SH              Sole    X
SONOSITE, INC.                   COM     83568G104         1822      69758SH              Sole    X
SONUS PHARMACEUTICALS INC        COM     835692104          207      62500SH              Sole    X
SOTHEBY'S HOLDINGS CLASS         CL A    835898107         5019     194430SH              Sole    X
SOURCE INFORMATION MGMT          COM NEW 836151209         1583     111600SH              Sole    X
SOURCE MEDIA, INC.               COM NEW 836153304         1773     197000SH              Sole    X
SOUTH JERSEY FIN CORP            COM     838493104          616      42700SH              Sole    X
SOUTH JERSEY INDUSTRIES,         COM     838518108         1849      70120SH              Sole    X
SOUTHDOWN, INC.                  COM     841297104         6616     123664SH              Sole    X
SOUTHERN CO.                     COM     842587107       254916    9899653SH              Sole    X
SOUTHERN ENERGY HOMES            COM     842814105           54      20400SH              Sole    X
SOUTHERN FIN'L BANCORP           COM     842870107          340      17100SH              Sole    X
SOUTHERN PERU COPPER CORP        COM     843611104         2131     126300SH              Sole    X
SOUTHERN UNION CO.               COM     844030106         3844     202310SH              Sole    X
SOUTHTRUST CORP.                 COM     844730101        82385    2296448SH              Sole    X
SOUTHWEST AIRLINES CO.           COM     844741108       108026    7112845SH              Sole    X
SOUTHWEST BANCORP, INC.          COM     844767103          431      19800SH              Sole    X
SOUTHWEST BANCORP OF TX          COM     84476R109         3805     218200SH              Sole    X
SOUTHWEST GAS CORP.              COM     844895102         6786     251900SH              Sole    X
SOUTHWEST SECURITIES, INC        COM     845224104         1418      52500SH              Sole    X
SOUTHWESTERN ENERGY CO.          COM     845467109         2785     307300SH              Sole    X
SOVEREIGN BANCORP, INC.          COM     845905108        11458    1260037SH              Sole    X
SOVRAN SELF STORAGE REIT         COM     84610H108         4975     218700SH              Sole    X
SPACELABS MEDICAL, INC.          COM     846247104          786      51939SH              Sole    X
SPARTAN MOTORS, INC.             COM     846819100         1093     216000SH              Sole    X
SPARTECH CORP.                   COM NEW 847220209         4927     168100SH              Sole    X
SPECIALTY CHEM RESOURCES,        COM NEW 847487204            9      29400SH              Sole    X
SPECIALTY EQUIPMENT COS.         COM NEW 847497203         3409     135000SH              Sole    X
SPECTRALINK CORP.                COM     847580107           50      11000SH              Sole    X
SPECTRIAN CORP.                  COM     847608106          761      35000SH              Sole    X
SPECTRANETICS                    COM     84760C107          494     123600SH              Sole    X
SPECTRX, INC.                    COM     847635109           50       5074SH              Sole    X
SPEEDFAM-IPEC, INC.              COM     847705100         2756     229645SH              Sole    X
SPEEDUS.COM, INC.                COM     847723103         1051     254800SH              Sole    X
SPEEDWAY MOTORSPORTS INC.        COM     847788106         4604     106300SH              Sole    X
SPIEGEL, INC.                    CL A    848457107         4567     451100SH              Sole    X
SPIEKER PROPERTIES REIT          COM     848497103        25447     733600SH              Sole    X
SPLITROCK SERVICES, INC.         COM     848636304         1023      68200SH              Sole    X
SPORTSLINE USA                   COM     848934105         3367     113900SH              Sole    X
THE SPORTS AUTHORITY INC         COM     849176102          743     233210SH              Sole    X
SPRINGS INDUSTRIES, INC.         CL A    851783100         9354     275622SH              Sole    X
SPRINT CORP.                     COM FON 852061100       680298   12540056SH              Sole    X
SPRINT CORP. PCS                 PCS COM 852061506       459100    6157253SH              Sole    X
SPYGLASS, INC.                   COM     852192103         2690     215200SH              Sole    X
SS&C TECHNOLOGIES                COM     85227Q100          437      79500SH              Sole    X
STAC SOFTWARE, INC.              COM NEW 852323203          454     108524SH              Sole    X
STAFF LEASING INC.               COM     852381102         1421     142100SH              Sole    X
STAFFMARK INC.                   COM     852389105         1735     218600SH              Sole    X
STAGE STORES                     COM     85254C107          635     102600SH              Sole    X
STAMPS.COM INC                   COM     852857101         3107      89400SH              Sole    X
STANCORP FINANCIAL GROUP         COM     852891100         2909     130000SH              Sole    X
STANDARD COMMERCIAL TOBAC        COM     853258101          575     143634SH              Sole    X
STD MICROSYSTEM                  COM     853626109         1242     134300SH              Sole    X
STANDARD MOTOR PRODUCTS,         COM     853666105         1835      94400SH              Sole    X
STANDARD PACIFIC CORP            COM     85375C101         2728     266100SH              Sole    X
STANDARD PRODUCTS CO.            COM     853836104         7230     204375SH              Sole    X
THE STANDARD REGISTER CO.        COM     853887107         5302     225634SH              Sole    X
STANDEX INTERNATIONAL COR        COM     854231107         2946     109100SH              Sole    X
STANFORD TELECOMM                COM     854402104         1342      42200SH              Sole    X
THE STANLEY WORKS                COM     854616109        30693    1218571SH              Sole    X
STAR TELECOMMUNICATIONS          COM     854923109         1921     355315SH              Sole    X
STAPLES, INC.                    COM     855030102       157100    7202301SH              Sole    X
STAR BUFFET INC.                 COM     855086104           35       7600SH              Sole    X
STARBUCKS CORP.                  COM     855244109        17596     710036SH              Sole    X
STARMEDIA NETWORK, INC.          COM     855546107         5611     152800SH              Sole    X
STARMET CORP.                    COM     855547105            7       3200SH              Sole    X
L. S. STARRETT CO. CL. A         CL A    855668109         2229      89600SH              Sole    X
L. S. STARRETT CO. CL. B         CL A    855668109           10        400SH              Sole    X
STARTER CORP.                    COM     855684106            2     235200SH              Sole    X
STARWOOD FINANCIAL TRUST         CL A SH 85568W104         3668     131280SH              Sole    X
STARTEK INC.                     COM     85569C107          715      13000SH              Sole    X
STARTEC GLOBAL COMM.             COM     85569E103          589      42800SH              Sole    X
STATE AUTO FINL CORP             COM     855707105          832      81200SH              Sole    X
STARWOOD HOTELS & RESORTS        PAIRED C85590A203        12115     542979SH              Sole    X
STATE FINL SVCS. CORP A          CL A    856855101          819      56269SH              Sole    X
STATE STREET CORP.               COM     857477103       146297    2263786SH              Sole    X
STATEN ISLAND BANCORP            COM     857550107         5036     267700SH              Sole    X
STATION CASINOS, INC.            COM     857689103         4924     211800SH              Sole    X
STEEL DYNAMICS INC.              COM     858119100         4371     278600SH              Sole    X
STEEL TECHNOLOGIES, INC.         COM     858147101          228      19600SH              Sole    X
STEELCASE INC.                   CL A    858155203          452      32400SH              Sole    X
STEIN MART, INC.                 COM     858375108         2385     334800SH              Sole    X
STEINWAY MUSICAL INST.           COM ORD 858495104         1009      48200SH              Sole    X
STEPAN CO.                       COM     858586100          495      21700SH              Sole    X
STEPHAN CO                       COM     858603103          301      75250SH              Sole    X
STERLING BANCSHARES INC.         COM     858907108         2249     196600SH              Sole    X
STERICYCLE, INC.                 COM     858912108         1685     114700SH              Sole    X
STERILE RECOVERIES, INC.         COM     859151102          487      62800SH              Sole    X
STERIS CORP.                     COM     859152100         7258     527872SH              Sole    X
STERLING BANCORP                 COM     859158107          348      20200SH              Sole    X
STERLING COMMERCE, INC.          COM     859205106         6678     359764SH              Sole    X
STERLING FINANCIAL CORP.         COM     859317109          554      14400SH              Sole    X
STERLING SOFTWARE, INC.          COM     859547101         7517     375854SH              Sole    X
STEWART & STEVENSON SVCS.        COM     860342104         3590     273520SH              Sole    X
STEWART ENTERPRISES CL. A        CL A    860370105         2765     456110SH              Sole    X
STEWART INFORMATION SERVI        COM     860372101         1612      88000SH              Sole    X
STIFEL FINANCIAL CORP.           COM     860630102          418      46798SH              Sole    X
STILLWATER MINING CO.            COM     86074Q102         8166     303850SH              Sole    X
STONE & WEBSTER, INC.            COM     861572105         2652      94700SH              Sole    X
STONE ENERGY CORP.               COM     861642106         7357     144600SH              Sole    X
STONERIDGE INC.                  COM     86183P102         4747     273200SH              Sole    X
STORAGE USA, INC. REIT           COM     861907103        11146     405300SH              Sole    X
STORAGE TECHNOLOGY CORP.         COM PAR 862111200         7448     386884SH              Sole    X
STORAGE COMPUTER CORP.           COM     86211A101            2       2000SH              Sole    X
STRATEGIC DISTRIBUTION           COM     862701208         1335     427078SH              Sole    X
STRATTEC STRATEGY CORP           COM     863111100          938      26805SH              Sole    X
STRATUS PROPERTIES, INC.         COM     863167102          547     132500SH              Sole    X
STRAYER EDUCATION                COM     863236105         1432      72050SH              Sole    X
STRIDE RITE CORP.                COM     863314100         3183     454726SH              Sole    X
STROUDS, INC.                    COM     863451100          171      69100SH              Sole    X
STRUCTURAL DYNAMICS RESEA        COM     863555108         4156     276461SH              Sole    X
STRYKER CORP.                    COM     863667101        18776     367260SH              Sole    X
STUDENT LOAN CORP.               COM     863902102         2739      66900SH              Sole    X
STYLING TECHNOLOGY CORP.         COM     863905105          637      59300SH              Sole    X
STURM, RUGER & CO., INC.         COM     864159108         1320     146700SH              Sole    X
STYLECLICK.COM INC               COM     864221106          230      33500SH              Sole    X
SUCCESS BANCSHARES INC.          COM     864578109          214      19900SH              Sole    X
SUFFOLK BANCORP                  COM     864739107          706      25900SH              Sole    X
SUIZA FOODS CORP.                COM     865077101         9108     242890SH              Sole    X
SUMMIT BANCORP.                  COM     866005101        79163    2440472SH              Sole    X
SUMMIT BANCSHARES INC            COM     866011109          924      51000SH              Sole    X
SUMMIT PROPERTIES REIT           COM     866239106         8796     441200SH              Sole    X
SUMMIT TECHNOLOGY, INC.          COM     86627E101         7127     389171SH              Sole    X
SUN COMMUNITIES INC. REIT        COM     866674104         9029     273100SH              Sole    X
SUN MICROSYSTEMS, INC.           COM     866810104      1108716   11921679SH              Sole    X
SUN HEALTHCARE GROUP INC         COM     866933104           37     152171SH              Sole    X
SUNBURST HOSPITALITY CORP        COM     866948102          627     101345SH              Sole    X
SUNBEAM CORP.                    COM     867071102         3625     637300SH              Sole    X
SUNGARD DATA SYSTEMS             COM     867363103        12575     477896SH              Sole    X
SUNGLASS HUT INTERNATIONA        COM     86736F106         4710     445900SH              Sole    X
SUNOCO, INC.                     COM     86764P109        43663    1594984SH              Sole    X
SUNRISE ASSISTED LIVING          COM     86768K106         3312     124700SH              Sole    X
SUNRISE TECH INT'L               COM     86769L103          971     205700SH              Sole    X
SUNTERRA RESORTS INC.            COM     86787D109         4321     363850SH              Sole    X
SUNRISE MEDICAL, INC.            COM     867910101         2992     498700SH              Sole    X
SUNTRUST BANKS, INC.             COM     867914103       293924    4470325SH              Sole    X
SUPERCONDUCTOR TECH INC.         COM     867931107           13       4200SH              Sole    X
SUNSTONE HOTEL INVST REIT        COM     867933103         3952     451600SH              Sole    X
SUPERGEN INC.                    COM     868059106         2590     112900SH              Sole    X
SUPERIOR CONSULTANT HLDGS        COM     868146101         1187     101000SH              Sole    X
SUPERIOR INDUSTRIES INT'L        COM     868168105         4051     144669SH              Sole    X
SUPERIOR NAT'L. INSURANCE        COM     868224106          955      67900SH              Sole    X
SUPERIOR SERVICES INC.           COM     868316100           54       2000SH              Sole    X
SUPERIOR UNIFORM GROUP           COM     868358102          523      44500SH              Sole    X
SUPERIOR TELECOM INC.            COM     868365107         2129     152718SH              Sole    X
SUPERIOR TELECOM 8.5% CVT        PFD CV 886836P202          271       7971SH              Sole            X
SUPERVALU, INC.                  COM     868536103        46416    2127934SH              Sole    X
SURMODICS, INC.                  COM     868873100          272      18300SH              Sole    X
SUSQUEHANNA BKSHS PA             COM     869099101         4944     286625SH              Sole    X
SWIFT ENERGY CO.                 COM     870738101         2390     189299SH              Sole    X
SWIFT TRANSPORTATION CO.,        COM     870756103         6994     355275SH              Sole    X
SWISS ARMY BRANDS, INC.          COM     870827102          129      13900SH              Sole    X
SYBASE, INC.                     COM     871130100         6930     586700SH              Sole    X
SYBRON CORP.                     COM     87114F106        11608     431910SH              Sole    X
SYKES ENTERPRISES, INC.          COM     871237103         4936     199950SH              Sole    X
SYLVAN LEARNING SYSTEMS          COM     871399101         4555     235075SH              Sole    X
SYMANTEC CORP.                   COM     871503108        19497     542050SH              Sole    X
SYMBOL TECHNOLOGIES, INC.        COM     871508107        10632     316187SH              Sole    X
SYMMETRICOM INC                  COM     871543104          872     116200SH              Sole    X
SYMS CORP                        COM     871551107          553      74300SH              Sole    X
SYNAGRO TECHNOLOGIES, INC        COM NEW 871562203          362      57946SH              Sole    X
SYNALLOY CORP.                   COM     871565107          328      47700SH              Sole    X
SYNCOR INTERNATIONAL CORP        COM     87157J106         3551      94700SH              Sole    X
SYNOPSYS, INC.                   COM     871607107        22452     399806SH              Sole    X
SYNOVUS FINANCIAL CORP.          COM     87161C105        69519    3720087SH              Sole    X
SYNTEL, INC.                     COM     87162H103         2143     241480SH              Sole    X
SYNTROLEUM CORP.                 COM     871630109          997     141100SH              Sole    X
SYSCO CORP.                      COM     871829107       179008    5105401SH              Sole    X
SYSTEM SOFTWARE ASSOCIATE        COM NEW 871839205          145      74738SH              Sole    X
SYSTEMAX INC                     COM     871851101         1751     209046SH              Sole    X
SYSTEMS & COMPUTER TECH.         COM     871873105         2110     168000SH              Sole    X
TBC CORP.                        COM     872180104         1222     176525SH              Sole    X
TCBY ENTERPRISES, INC.           COM     872245105          605     132530SH              Sole    X
TCF FINANCIAL CORP.              COM     872275102         7970     279020SH              Sole    X
TCI SATELLITE ENT CL A           CL A    872298104          976     243887SH              Sole    X
TCI SATELLITE ENT CL B           CL B    872298203            2        420SH              Sole    X
TCSI CORP.                       COM     87233R106          522     333850SH              Sole    X
TD WATERHOUSE GROUP, INC.        COM     872362108          129      10000SH              Sole    X
TECO ENERGY, INC.                COM     872375100         9216     436250SH              Sole    X
TF FINANCIAL CORP.               COM     872391107          702      48412SH              Sole    X
THQ INC.                         COM NEW 872443403         1936      44900SH              Sole    X
TJ INTERNATIONAL, INC.           COM     872534102         2982     118700SH              Sole    X
TJX COS., INC.                   COM     872540109       150914    5377772SH              Sole    X
TNP ENTERPRISES, INC.            COM     872594106         4766     122400SH              Sole    X
TRO LEARNING, INC.               COM     87263R109          366      63700SH              Sole    X
TRW, INC.                        COM     872649108        88917    1787273SH              Sole    X
TSI INT'L SOFTWARE LTD.          COM     872879101         4640     171064SH              Sole    X
TSR, INC.                        COM     872885108          402      59500SH              Sole    X
TST/IMPRESO, INC.                COM     872895107          133      38100SH              Sole    X
TMP WORLDWIDE, INC.              COM     872941109         5296      87000SH              Sole    X
TV GUIDE, INC.                   CL A    87307Q109         8071     206300SH              Sole    X
TACO CABANA                      COM     873425102         1000     103200SH              Sole    X
TALBOTS INC.                     COM     874161102         5869     130600SH              Sole    X
TALK.COM, INC.                   COM     874264104         5268     408200SH              Sole    X
TANDY CORP.                      COM     875382103       157936    3055588SH              Sole    X
TANDYCRAFTS, INC.                COM     875386104          426     133700SH              Sole    X
TANGER FACTORY OUTLET CEN        COM     875465106         3132     137300SH              Sole    X
TARRANT APPAREL GROUP            COM     876289109          439      39000SH              Sole    X
TAUBMAN CO. REIT                 COM     876664103         8407     731000SH              Sole    X
TEAM FINANCIAL INC.              COM     87815X109          458      45200SH              Sole    X
TECH DATA CORP.                  COM     878237106         5968     256360SH              Sole    X
TECH/OPS SEVCON, INC.            COM     878293109          506      51200SH              Sole    X
TECH-SYM CORP.                   COM     878308105         1280      65000SH              Sole    X
TECHNE                           COM     878377100         4045     128928SH              Sole    X
TECHNICAL COMMUNICATIONS         COM     878409101           37      14000SH              Sole    X
TECH. CHEM. & PROD.              COM     87840Q103           41      41400SH              Sole    X
TECHNISOURCE, INC.               COM     878553106          182      46900SH              Sole    X
TECHNITROL, INC.                 COM     878555101         4234     120100SH              Sole    X
TECHNOLOGY SOLUTIONS CO.         COM     87872T108         6572     465246SH              Sole    X
TECUMSEH PRODUCTS CO. CL         CL B    878895101          582      12900SH              Sole    X
TECUMSEH PRODUCTS CO. CL         CL A    878895200         3193      63703SH              Sole    X
TEJON RANCH CO.                  COM     879080109         3141     107400SH              Sole    X
TEKELEC                          COM     879101103         3594     260200SH              Sole    X
TEKTRONIX, INC.                  COM     879131100        27259     813712SH              Sole    X
TELCOM SEMICONDUCTOR INC.        COM     87921P107          941      73800SH              Sole    X
TELEBANC FINANCIAL CORP          COM     87925R109         4908     213400SH              Sole    X
TELEFLEX INC.                    COM     879369106         4890     123810SH              Sole    X
TELEGROUP, INC.                  COM     879422103            1      77300SH              Sole    X
TELEPHONE & DATA SYSTEMS,        COM     879433100        29592     333198SH              Sole    X
TELESCAN INC.                    COM     879516102         1800     109500SH              Sole    X
TELESPECTRUM WORLDWIDE           COM     87951U109          188      31692SH              Sole    X
TELLABS, INC.                    COM     879664100       342978    6023762SH              Sole    X
TELXON CORP.                     COM     879700102         1577     188300SH              Sole    X
TELULAR CORP.                    COM NEW 87970T208          128      66250SH              Sole    X
TEMPLE-INLAND, INC.              COM     879868107        46336     765883SH              Sole    X
TELETECH HOLDINGS INC.           COM     879939106         4851     340400SH              Sole    X
TENFOLD CORP.                    COM     88033A103         3021     114000SH              Sole    X
TENET HEALTHCARE CORP.           COM     88033G100        83332    4744868SH              Sole    X
TENNANT CO.                      COM     880345103         1358      40100SH              Sole    X
TENNECO, INC.                    COM     88037E101        40106    2359175SH              Sole    X
TERADYNE, INC.                   COM     880770102        36424    1033296SH              Sole    X
TERAYON COMMUNICATIONS           COM     880775101         5274     107900SH              Sole    X
TEREX CORPORATION                COM     880779103        10597     336400SH              Sole    X
TERRA INDUSTRIES, INC.           COM     880915103          720     426492SH              Sole    X
TERRA NITROGEN COMPANY           COM UNIT881005201           35       5800SH              Sole    X
TESORO PETROLEUM CORP.           COM     881609101         4148     251400SH              Sole    X
THE TESSERACT GROUP INC.         COM     881612105          396     171200SH              Sole    X
TETRA TECHNOLOGIES INC.          COM     88162F105          241      23700SH              Sole    X
TETRA TECH INC                   COM     88162G103         3713     222502SH              Sole    X
TEXACO, INC.                     COM     881694103       487351    7720408SH              Sole    X
TEXAS INDUSTRIES, INC.           COM     882491103         6987     188834SH              Sole    X
TEXAS INSTRUMENTS, INC.          COM     882508104       995657   12105248SH              Sole    X
TEXAS REGIONAL BANCSHARES        CL A VTG882673106         2543     102750SH              Sole    X
TEXAS UTILITIES CO.              COM     882848104       142506    3819253SH              Sole    X
TEXTRON, INC.                    COM     883203101       168200    2173832SH              Sole    X
THEGLOBE.COM, INC.               COM     88335R101          766      56000SH              Sole    X
THERAGENICS CORP                 COM     883375107         3422     268400SH              Sole    X
THERMO ELECTRON CORP.            COM     883556102        31117    2315654SH              Sole    X
THERMO INSTRUMENT SYSTEMS        COM     883559106         3741     350034SH              Sole    X
THERMEDICS DETECTION INC.        COM     88355E105         1131     121435SH              Sole    X
THERMO CARDIO  SYSTEMS           COM NONR88355K200         1436     201500SH              Sole    X
THERMO ECOTEK CORP.              COM     88355R106          983     108450SH              Sole    X
THERMO FIBERTEK, INC.            COM     88355W105         1432     233875SH              Sole    X
THERMO OPTEK CORP.               COM     883582108           67       7900SH              Sole    X
THERMO TERRATECH INC.            COM     883598104          349      77600SH              Sole    X
THERMOLASE CORP.                 COM     883624108          468     249500SH              Sole    X
THERMOQUEST CORP.                COM     883655102         2381     235200SH              Sole    X
THERMORTEC CORPORATION           COM     883656100          221      42100SH              Sole    X
THERMOTREX CORP                  COM     883666109          603      96500SH              Sole    X
THESTREET.COM, INC.              COM     88368Q103         1405      77500SH              Sole    X
THERMEDICS, INC.                 COM     883901100          755     101550SH              Sole    X
THOMAS & BETTS CORP.             COM     884315102        39657     777588SH              Sole    X
THOMAS INDUSTRIES INC.           COM     884425109         1640      87750SH              Sole    X
THOR INDS, INC.                  COM     885160101         2270      89000SH              Sole    X
THORNBURG MORTGAGE ASSET         COM     885218107         1281     145400SH              Sole    X
3 COM CORP.                      COM     885535104       145496    5060721SH              Sole    X
3DO CO.                          COM     88553W105           38       3800SH              Sole    X
3DFX INTERACTIVE INC.            COM     88553X103         1124     136300SH              Sole    X
THREE-FIVE SYSTEMS, INC.         COM     88554L108          277      12500SH              Sole    X
THRUSTMASTER, INC.               COM     886027101         1251      78200SH              Sole    X
TIBCO SOFTWARE, INC.             COM     88632Q103         4652     154600SH              Sole    X
TIDEWATER, INC.                  COM     886423102        13419     526230SH              Sole    X
TIFFANY & COMPANY NEW            COM     886547108        20372     339880SH              Sole    X
TIMBERLAND BANCORP, INC.         COM     887098101           67       5900SH              Sole    X
TIMBERLAND CO.                   CL A    887100105         6582     168500SH              Sole    X
TIMBERLINE SOFTWARE CORP.        COM     887134104         1830      98247SH              Sole    X
TIME WARNER, INC.                COM     887315109      1215579   20009534SH              Sole    X
TIME WARNER TELECOM INC.         CL A    887319101         2390     114500SH              Sole    X
TIMES MIRROR CO. CLASS A         COM SER 887364107        76971    1169556SH              Sole    X
TIMES MIRROR CO.                 PEPS    887364503         1557      17900SH              Sole    X
TIMKEN CO.                       COM     887389104        16810    1042477SH              Sole    X
THE TITAN CORP                   COM     888266103         2123     147700SH              Sole    X
TITAN EXPLORATION, INC.          COM     888289105          166      33522SH              Sole    X
TITAN INTERNATIONAL INC.         COM     88830M102         1846     180050SH              Sole    X
TITANIUM METALS CORP.            COM     888339108         1520     170100SH              Sole    X
TIVO INC.                        COM     888706108          299      10000SH              Sole    X
TODAY'S MAN WARRANTS             WT EXP  888910114            2      19150SH              Sole            X
TODAY'S MAN INC.                 COM NEW 888910205           69      79025SH              Sole    X
TODD SHIPYARDS CORP.             COM     889039103         1436     199800SH              Sole    X
TODHUNTER INT'L., INC.           COM     889050100          224      24500SH              Sole    X
TOLL BROTHERS INC                COM     889478103         4583     240400SH              Sole    X
TOO, INC.                        COM     890333107         3556     198251SH              Sole    X
TOOTSIE ROLL INDUSTRIES,         COM     890516107         2837      86290SH              Sole    X
THE TOPPS CO., INC.              COM     890786106         3696     492837SH              Sole    X
TORCHMARK CORP.                  COM     891027104        47297    1827915SH              Sole    X
THE TORO CO.                     COM     891092108         4866     130200SH              Sole    X
TOSCO CORP.                      COM NEW 891490302        51506    2039834SH              Sole    X
TOTAL CONTAINMENT                COM     89149T101            7       2100SH              Sole    X
TOTAL ENTERTAINMENT REST.        COM     89150E100            8       5000SH              Sole    X
TOTAL RENAL CARE HLDGS.          COM     89151A107         4056     545288SH              Sole    X
TOTAL-TEL USA COMMUNICATI        COM     89151T106          506      34580SH              Sole    X
TOWER AUTOMOTIVE INC.            COM     891707101        11297     570200SH              Sole    X
TOTAL SYSTEM SERVICES, IN        COM     891906109         9571     598200SH              Sole    X
TRACK DATA CORP                  COM     891918104          909      93800SH              Sole    X
TOWN & COUNTRY TRUST REIT        SH BEN I892081100         6325     357600SH              Sole    X
TOWNE SERVICES, INC.             COM     892148107          471     147800SH              Sole    X
TOYMAX INTERNATIONAL INC.        COM     892268103          438      61500SH              Sole    X
TOYS R US, INC.                  COM     892335100        58770    3918018SH              Sole    X
TRACTOR SUPPLY COMPANY           COM     892356106         1218      64100SH              Sole    X
TRAILER BRIDGE INC               COM     892782103           36      18400SH              Sole    X
TRAMMELL CROW CO.                COM     89288R106         2643     199450SH              Sole    X
TRANS WORLD AIRLINES             COM PAR$893349837         1675     470100SH              Sole    X
TRANS WORLD ENTERTAINMENT        COM     89336Q100         3072     242150SH              Sole    X
TRANSACTION NETWORK SVS          COM     893414102         1776      45250SH              Sole    X
TRANSACTION SYSTEMS              CL A    893416107         6419     238300SH              Sole    X
TRANSATLANTIC HOLDINGS           COM     893521104         8149     116000SH              Sole    X
TRANSCRYPT INTERNATIONAL         COM     89363A101           16       8400SH              Sole    X
TRANSKARYOTIC THERAPIES          COM     893735100         6237     121400SH              Sole    X
TRANSPO INC.                     COM     893885103          401      81235SH              Sole    X
TRANSTECHNOLOGY CORP.            COM     893889105          333      28800SH              Sole    X
TRANS TECH INDS                  COM     89388T101          914      52800SH              Sole    X
TRANSTEXAS GAS CORP.             COM     893895102           74     157500SH              Sole    X
TRANSMONTAIGNE INC.              COM     893934109         3426     228400SH              Sole    X
TRAVELERS P'PRTY CAS CORP        CL A    893939108        12647     428700SH              Sole    X
TRANSWITCH CORP.                 COM     894065101        10747     188550SH              Sole    X
TRANSWORLD HEALTHCARE INC        COM     894081108          395     197745SH              Sole    X
TRAVEL SERVICES INT'L            COM     894169101          299      26000SH              Sole    X
TREDEGAR CORP.                   COM     894650100         4670     218500SH              Sole    X
TREMONT CORP.                    COM PAR 894745207         1029      43097SH              Sole    X
TRENWICK GROUP INC.              COM     895290104         1699     102600SH              Sole    X
TREX MEDICAL CORP.               COM     89531R101          611     148100SH              Sole    X
TRIAD HOSPITALS                  COM     89579K109         4005     395545SH              Sole    X
TRIANGLE BANCORP INC.            COM     895835106         1826      98700SH              Sole    X
TRIANGLE PHARMACEUTICALS         COM     89589H104         1921      99800SH              Sole    X
TRIAD GUARANTY, INC.             COM     895925105         1978     117200SH              Sole    X
TRIARC COS INC                   CL A    895927101         4708     219600SH              Sole    X
TRICON GLOBAL RESTAURANTS        COM     895953107       115857    2830101SH              Sole    X
TRIBUNE CO.                      COM     896047107       167288    3362565SH              Sole    X
TRICO BANCSHARES                 COM     896095106           59       3200SH              Sole    X
TRICO MARINE SERVICES            COM     896106101          623      75000SH              Sole    X
TRIGON HEALTHCARE, INC.          COM     89618L100         7305     252970SH              Sole    X
TRIMBLE NAVIGATION LTD.          COM     896239100         2841     265800SH              Sole    X
TRIMEDYNE, INC.                  COM     896259108          170      87900SH              Sole    X
TRINET CORPRATE RLTY REIT        COM     896287109         8518     357700SH              Sole    X
TRINITECH SYSTEMS, INC.          CL A    896406105          926      35800SH              Sole    X
TRINITY INDUSTRIES, INC.         COM     896522109         9231     298980SH              Sole    X
TRIQUINT SEMICONDUCTOR, I        COM     89674K103         7088     123950SH              Sole    X
TRISTAR CORP                     COM     89674U101          517      87000SH              Sole    X
TRIUMPH GROUP INC.               COM     896818101         1336      50300SH              Sole    X
TROY GROUP, INC.                 COM     89733N106          900     119000SH              Sole    X
TRUE NORTH COMMUNICATIONS        COM     897844106        12706     349300SH              Sole    X
TRUMP HOTELS & CASINO            COM     898168109          130      30500SH              Sole    X
THE TRUST COMPANY OF N.J.        COM     898304100         3426     148970SH              Sole    X
TRUSTCO BANK                     COM     898349105         6722     227636SH              Sole    X
TRUSTMARK CORP.                  COM     898402102         4187     186100SH              Sole    X
TUBOSCOPE INC.                   COM     898600101         3496     281100SH              Sole    X
TUESDAY MORNING, INC.            COM NEW 899035505         1169      46300SH              Sole    X
TUPPERWARE CORP.                 COM     899896104        22153    1093968SH              Sole    X
TULTEX CORP.                     COM     899900104           77     246900SH              Sole    X
TUT SYSTEMS, INC.                COM     901103101         3024     117170SH              Sole    X
20TH CENTURY INDUSTRIES O        COM PAR 901272203         5191     267900SH              Sole    X
24/7 MEDIA, INC.                 COM     901314104         4322     114100SH              Sole    X
TWINLAB CORP.                    COM     901774109         2214     249500SH              Sole    X
TYCO INT'L. LTD.                 COM     902124106      1193576   11560057SH              Sole    X
TYLER TECHNOLOGIES, INC.         COM     902252105         2057     463500SH              Sole    X
TYSON FOODS, INC.                CL A    902494103        21330    1297659SH              Sole    X
UAL CORP.                        COM PAR 902549500        21891     335180SH              Sole    X
UCAR INT'L. INC.                 COM     90262K109         7503     328900SH              Sole    X
UGI CORP. HOLDING CO.(NEW        COM     902681105         4830     207746SH              Sole    X
UICI                             COM     902737105         7007     274100SH              Sole    X
UMB FINANCIAL CORP               COM     902788108         4829     115671SH              Sole    X
UST CORP                         COM     902900109        10984     357190SH              Sole    X
USX-MARATHON GROUP               COM NEW 902905827       124029    4240301SH              Sole    X
U.S.B. HOLDING CO., INC.         COM     902910108          992      59242SH              Sole    X
UST, INC.                        COM     902911106        80368    2662278SH              Sole    X
USA DETERGENTS INC.              COM     902938109           77      15600SH              Sole    X
U.S. FRANCHISE SYSTEMS           CL A NEW902956309         1259      72700SH              Sole    X
U.S.RESTAURANT PROPERTIES        COM     902971100         3469     182600SH              Sole    X
US BANCORP                       COM     902973106       305586   10122941SH              Sole    X
U S LIQUIDS INC.                 COM     902974104          448      64000SH              Sole    X
USA NETWORKS INC.                COM     902984103        16513     426131SH              Sole    X
URS CORP.                        COM     903236107         3931     160458SH              Sole    X
UNITED STATES CAN CO.            COM     90328W105         1639      80200SH              Sole    X
USG CORP.                        COM NEW 903293405        22525     474200SH              Sole    X
U.S. FOODSERVICE                 COM     90331R101         7591     421732SH              Sole    X
US LEC CORP.                     CL A    90331S109         2108      85600SH              Sole    X
USEC INC.                        COM     90333E108         6772     660700SH              Sole    X
US INTERACTIVE, INC.             COM     90334M109          143       6481SH              Sole    X
U. S. PHYSICAL THERAPY           COM     90337L108          212      27400SH              Sole    X
USX-U.S. STEEL GROUP INC.        COM     90337T101        38743    1504574SH              Sole    X
UTI ENERGY CORP.                 COM     903387108         1260      64800SH              Sole    X
U.S. XPRESS ENTERPRISES          CL A    90338N103          280      48200SH              Sole    X
US ONCOLOGY INC.                 COM     90338W103         6510     718340SH              Sole    X
US SEARCH.COM INC.               COM     903404101          589      60000SH              Sole    X
UBID, INC.                       COM     903469104         1574      59678SH              Sole    X
ULTRALIFE BATTERIES INC          COM     903899102          233      58300SH              Sole    X
ULTRAMAR DIAMOND SHAMROCK        COM     904000106        11044     433101SH              Sole    X
ULTRATECH STEPPER, INC.          COM     904034105         2823     221400SH              Sole    X
UNICAPITAL CORP.                 COM     90459D108         1461     458500SH              Sole    X
UNIFI, INC.                      COM     904677101         4749     431745SH              Sole    X
UNIFIRST CORP.                   COM     904708104         1147      83400SH              Sole    X
UNIFY CORP.                      COM     904743101         1040      46200SH              Sole    X
UNIGENE                          COM     904753100           94     124700SH              Sole    X
UNILAB CORP.                     COM     904763109         2312     406500SH              Sole    X
UNILEVER N V-NY SHARES           N Y SHS 904784709       535320    7857904SH              Sole    X
UNICOM CORP                      COM     904911104       110220    2983951SH              Sole    X
UNIGRAPHICS SOLUTIONS INC        CL A    904928108         1237      45600SH              Sole    X
UNION CARBIDE CORP.              COM     905581104       103740    1826011SH              Sole    X
UNION PACIFIC CORP.              COM     907818108       164980    3432618SH              Sole    X
UNION PACIFIC RESOURCES          COM     907834105        56637    3526044SH              Sole    X
UNION PLANTERS CORP.             COM     908068109        79871    1960033SH              Sole    X
UNIONBANCAL CORP.                COM     908906100        34240     944560SH              Sole    X
UNIQUE MOBILITY INC              COM     909154106          412     101400SH              Sole    X
UNIROYAL TECHNOLOGY CORP         COM     909163107          795      81500SH              Sole    X
UNISOURCE ENERGY CORP.           COM     909205106         2945     249340SH              Sole    X
UNISYS CORP.                     COM     909214108       213297    4726797SH              Sole    X
UNIT CORP.                       COM     909218109          963     127300SH              Sole    X
UNISTAR FINANCIAL SERVICE        COM     90921U100         1804      65300SH              Sole    X
UNITED ASSET MANAGEMENT          COM     909420101         6997     363500SH              Sole    X
UNITED AUTO GROUP                COM     909440109          317      25000SH              Sole    X
UNITED COMMUNITY FIN'L           COM     909839102         1703     123300SH              Sole    X
UNITED COS. FINANCE CORP.        COM     909870107           26     351820SH              Sole    X
UNITED BANKSHARES, INC.          COM     909907107         8637     355250SH              Sole    X
UNITED CAPITAL CORP.             COM     909912107          648      38100SH              Sole    X
UNITED DOMINIONIND LTD.          COM     909914103         2294      96585SH              Sole    X
UNITED DOMINION RLTY REIT        COM     910197102        17062    1525126SH              Sole    X
UTD FIRE & CAS CO.               COM     910331107          796      34625SH              Sole    X
UNITED GUARDIAN, INC.            COM     910571108          121      31800SH              Sole    X
UNITED HEALTHCARE CORP.          COM     910581107       130765    2685811SH              Sole    X
UNITED ILLUMINATING CO.          COM     910637107         5967     123350SH              Sole    X
UNITED LEISURE CORP.             COM     910776103            3       1800SH              Sole    X
UNITED NATIONAL BANCORP          COM     910909100         3666     157667SH              Sole    X
UNITED MOBILE HOMES, INC.        COM     911024107          553      61900SH              Sole    X
UNITED NATURAL FOODS             COM     911163103          685      78000SH              Sole    X
UNITED PANAM FINANCIAL           COM     911301109          106      54900SH              Sole    X
UNIT. PAYORS & UNIT. PROV        COM     911319101         1995     113200SH              Sole    X
UNITED RENTALS INC.              COM     911363109         6491     298415SH              Sole    X
UNITED ROAD SERVICES             COM     911384105           70      19200SH              Sole    X
U.S. BIOSCIENCE                  COM PAR 911646206         4487     314892SH              Sole    X
U.S. CELLULAR CORP.              COM     911684108        31066     456850SH              Sole    X
U S ENERGY CORP.                 COM     911805109          444     126927SH              Sole    X
US AIRWAYS GROUP, INC.           COM     911905107        31579    1203025SH              Sole    X
U.S. HOME CORP.                  COM     911920106         2831     101800SH              Sole    X
U.S. INDUSTRIES, INC.            COM     912080108         3917     248730SH              Sole    X
U.S. OFFICE PRODUCTS CO.         COM NEW 912325305          748     213597SH              Sole    X
U S  WEST, INC.                  COM     91273H101       436463    7648867SH              Sole    X
U.S. TRUST CORP.                 COM     91288L105         5827      72500SH              Sole    X
UNITED STATIONERS, INC.          COM     913004107         5554     260588SH              Sole    X
UNITED TECHNOLOGIES CORP.        COM     913017109       401371    6767055SH              Sole    X
UNITED TELEVISION, INC.          COM     913066106         4331      38416SH              Sole    X
UNITED WATER RESOURCES, I        COM     913190104         7693     235812SH              Sole    X
UNITED WISCONSIN SERVICES        COM     913238101          945     151200SH              Sole    X
UNITEDGLOBALCOM INC A SHS        CL A    913247508         6993      97639SH              Sole    X
UNITIL CORP.                     COM     913259107          690      28400SH              Sole    X
UNITRIN, INC.                    COM     913275103         8331     239750SH              Sole    X
UNITRODE CORP.                   COM     913283107        11865     282500SH              Sole    X
UNITY BANCORP, INC               COM     913290102          285      41435SH              Sole    X
UNIVERSAL CORP.                  COM     913456109         8367     320270SH              Sole    X
UNIVERSAL DISPLAY CORP.          COM     91347P105          185      53700SH              Sole    X
UNIVERSAL ELECTRONICS, IN        COM     913483103         1031      44600SH              Sole    X
UNIVERSAL FOODS CORP.            COM     913538104         8088     352598SH              Sole    X
UNIVERSAL FOREST PRODUCTS        COM     913543104         1669     127800SH              Sole    X
UNIVERSAL HEALTH RLTY            SH BEN I91359E105         1062      59000SH              Sole    X
UNIVERSAL STAINLESS              COM     913837100          194      38700SH              Sole    X
UNIVERSAL HEALTH SERVICES        CL B    913903100         5203     201100SH              Sole    X
UNIVISION COMMUNICATIONS         CL A    914906102        30337     372800SH              Sole    X
UNIVIEW TECHNOLOGIES             COM PAR 915282206           33      22700SH              Sole    X
UNOCAL CORP.                     COM     915289102       123504    3332304SH              Sole    X
UNOVA, INC.                      COM     91529B106         4009     299738SH              Sole    X
UNUMPROVIDENT CORP.              COM     91529Y106        99371    3375650SH              Sole    X
URANIUM RESOURCES INC            COM NEW 916901309            9      52432SH              Sole    X
USFREIGHTWAYS CORP.              COM     916906100        10508     221800SH              Sole    X
URBAN OUTFITTERS, INC.           COM     917047102         1104      49900SH              Sole    X
URBAN SHOPPING CNTRS REIT        COM     917060105         6969     240300SH              Sole    X
UROCOR INC.                      COM     91727P105          244      59600SH              Sole    X
UROQUEST MEDICAL                 COM     917285108           88      66500SH              Sole    X
URSTADT BIDDLE PROPERTIES        COM     917286106          290      43000SH              Sole    X
URSTADT BIDDLE - CL A            CL A    917286205          188      24800SH              Sole    X
URSUS TELECOM CORP.              COM     917287104          351      18700SH              Sole    X
US BANCORP, INC.                 COM     917292104         2375     175899SH              Sole    X
USDATA CORP.                     COM     917294100          601     165863SH              Sole    X
USINTERNETWORKING, INC.          COM     917311805         4338     138800SH              Sole    X
USWEB CORPORATION                COM     917327108         6859     199900SH              Sole    X
V. I. TECHNOLOGIES, INC.         COM     917920100          316      66600SH              Sole    X
UTILICORP UNITED, INC.           COM     918005109         6519     309519SH              Sole    X
V F CORP.                        COM     918204108        51629    1665460SH              Sole    X
VIB CORP                         COM     91823H106          217      22810SH              Sole    X
V-ONE CORP.                      COM     918278102          718     255262SH              Sole    X
VTEL CORP.                       COM     918333105          727     197238SH              Sole    X
VAIL RESORTS INC.                COM     91879Q109         6098     263000SH              Sole    X
VALASSIS COMMUNICATION           COM     918866104        18502     421100SH              Sole    X
VALHI, INC.                      COM     918905100         3063     281700SH              Sole    X
VALENCE TECHNOLOGY               COM     918914102         1287     274500SH              Sole    X
VALERO ENERGY CORP.              COM     91913Y100         7340     381320SH              Sole    X
VALLEY MEDIA, INC.               COM     91972C106          366      30700SH              Sole    X
VALLEY NATIONAL BANCORP.         COM     919794107         4139     166392SH              Sole    X
VALMONT INDUSTRIES, INC.         COM     920253101         2152     127500SH              Sole    X
VALSPAR CORP.                    COM     920355104         3641     111400SH              Sole    X
VALUE CITY DEPT STRS, INC        COM     920387107         3191     212700SH              Sole    X
VALUE AMERICA, INC.              COM     92038N102         1731     135800SH              Sole    X
VALUE LINE, INC.                 COM     920437100         1489      42700SH              Sole    X
VALUEVISION INT'L.CL A           CL A    92047K107         2938     113000SH              Sole    X
VANTIVE CORP.                    COM     922091103         2885     332100SH              Sole    X
VARCO INTERNATIONAL, INC.        COM     922126107         6233     511410SH              Sole    X
VARIAN, INC.                     COM     922206107         3403     191700SH              Sole    X
VARIAN SEMI. EQUIP. ASSOC        COM     922207105         3932     186700SH              Sole    X
VARIAN MEDICAL SYSTEMS           COM     92220P105         6171     282100SH              Sole    X
VASTAR RESOURCES, INC.           COM     922380100        15572     248900SH              Sole    X
VCAMPUS CORP.                    COM     92240C100           40      12800SH              Sole    X
VEECO INSTRUMENTS INC.           COM     922417100         3251     116100SH              Sole    X
VENCOR, INC.                     COM     92260R102           12     107863SH              Sole    X
VENTAS, INC.                     COM     92276F100         6062    1276228SH              Sole    X
VENTANA MEDICAL SYSTEMS          COM     92276H106         1753     103100SH              Sole    X
VENTIV HEALTH, INC.              COM     922793104          942      95410SH              Sole    X
VENATOR GROUP, INC.              COM     922944103         4918     574351SH              Sole    X
VERIO INC.                       COM     923433106         6048     195100SH              Sole    X
VERITAS SOFTWARE CORP.           COM     923436109        47979     631824SH              Sole    X
VERITY, INC.                     COM     92343C106         7432     108000SH              Sole    X
VERISIGN, INC.                   COM     92343E102        15102     141800SH              Sole    X
VERITAS DGC INC.                 COM     92343P107         3960     205700SH              Sole    X
VESTCOM INTERNATIONAL INC        COM     924904105          152      58000SH              Sole    X
VERTEL CORP                      COM     924907108          652     350900SH              Sole    X
VERSANT CORPORATION              COM     925284101          343     122100SH              Sole    X
VERTEX COMMUNICATIONS COR        COM     925320103          319      28500SH              Sole    X
VERTEX INDUSTRIES, INC.          COM     925322109           19       6700SH              Sole    X
VERTEX PHARMACEUTICALS, I        COM     92532F100         7070     227600SH              Sole    X
VERTICALNET, INC.                COM     92532L107         8240     222700SH              Sole    X
VESTA INSURANCE GROUP INC        COM     925391104          709     157600SH              Sole    X
VETERINARY CENTERS               COM     925514101         1836     160500SH              Sole    X
VIACOM INTL CL A. VTG            CL A    925524100         9036     208934SH              Sole    X
VIACOM INTL CL B NON VTG         CL B    925524308       411841    9747715SH              Sole    X
VIATEL, INC                      COM     925529208         3760     127200SH              Sole    X
VIAD CORP.                       COM     92552R109         9561     324108SH              Sole    X
VIASOFT INC                      COM     92552U102          787      91600SH              Sole    X
VIANT CORP.                      COM     92553N107         1287      26600SH              Sole    X
VICAL INC.                       COM     925602104         1718     124400SH              Sole    X
VICOR CORP.                      COM     925815102         5667     249800SH              Sole    X
VICORP RESTAURANTS, INC.         COM     925817108         1236      74939SH              Sole    X
VIDIKRON TECHNOLOGIES            COM     92659F107            0       1000SH              Sole    X
VIGNETTE CORPORATION             COM     926734104         6570      72600SH              Sole    X
VIISAGE TECH.                    COM     92675K106          103      51500SH              Sole    X
VIDEOSERVER, INC.                COM     926918103         1230     169600SH              Sole    X
VINTAGE PETE, INC.               COM     927460105         7058     522800SH              Sole    X
VIRBAC CORP.                     COM     927649103           36      23910SH              Sole    X
VIRCO MANUFACTURING CORP.        COM     927651109         1300      81895SH              Sole    X
VISIO CORP.                      COM     927914101         8553     217900SH              Sole    X
VITALCOM INC.                    COM     927917104           79      42200SH              Sole    X
VISHAY INTERTECHNOLOGY, I        COM     928298108         6648     279917SH              Sole    X
VISIONAMERICA INC                COM     92832C104           22       4000SH              Sole    X
VISTA ENERGY RESOURCES           COM     928350107            4       2000SH              Sole    X
VISTA INFORMATION SOL.           COM NEW 928365204           55      18300SH              Sole    X
VISTANA, INC.                    COM     92839P108         1476      98425SH              Sole    X
VISUAL DATA CORP                 COM NEW 928428200          775      86100SH              Sole    X
VISUAL NETWORKS, INC.            COM     928444108         6125     144334SH              Sole    X
VISIX SPACE INC                  COM     92844S105        20303     256700SH              Sole    X
VITAL SIGNS, INC.                COM     928469105         2037      99964SH              Sole    X
VITESSE SEMICONDUCTOR COR        COM     928497106        24306     284700SH              Sole    X
VITRIA TECHNOLOGY                COM     92849Q104         1286      35000SH              Sole    X
VIVUS                            COM     928551100          597     209800SH              Sole    X
VLASIC FOODS INTL., INC.         COM     928559103         2597     374395SH              Sole    X
VIZACOM INC                      COM     92855E102           54      18709SH              Sole    X
VODAFONE AIRTOUCH PLC            SPONSORE92857T107        64628     271830SH              Sole    X
VOICESTREAM WIRELESS CORP        COM     928615103        20151     326500SH              Sole    X
VOLT INFO SCIENCES INC           COM     928703107         3300     136100SH              Sole    X
VORNADO REALTY TRUST REIT        SH BEN I929042109        29996     922968SH              Sole    X
VORNADO OPERATING, INC.          COM     92904N103          252      41939SH              Sole    X
VOYAGER.NET, INC.                COM     92906W101          708      80942SH              Sole    X
VULCAN INTERNATIONAL CORP        COM     929136109          164       5900SH              Sole    X
VULCAN MATERIALS CO.             COM     929160109        50484    1378415SH              Sole    X
WD-40 CO.                        COM     929236107         1737      74200SH              Sole    X
WFS FINANCIAL, INC.              COM     92923B106         3088     150620SH              Sole    X
WHX CORP.                        COM     929248102         1072     107164SH              Sole    X
WICOR, INC.                      COM     929253102         8925     307100SH              Sole    X
WMS INDUSTRIES, INC.             COM     929297109         2494     214550SH              Sole    X
WPI GROUP, INC.                  COM     92930K107            5       1500SH              Sole    X
WPS RESOURCES CORP.              COM     92931B106         4661     166100SH              Sole    X
WSFS FINANCIAL CORP              COM     929328102         2194     155300SH              Sole    X
WABASH NATIONAL CORP.            COM     929566107         5190     255500SH              Sole    X
WACHOVIA CORP.                   COM     929771103       229707    2921553SH              Sole    X
WACKENHUT CORP.                  COM SER 929794105         1973      99900SH              Sole    X
WACKENHUT CORP CL B              COM SER 929794303          388      25868SH              Sole    X
WACKENHUT CORRECTIONS            COM     929798106         1728     129200SH              Sole    X
WADDELL & REED FINANCIAL         CL A    930059100          400      18047SH              Sole    X
WADDELL & REED FIN. CL. B        CL B    930059209         3707     173409SH              Sole    X
WAINWRIGHT BANK & TRUST C        COM     930705108          128      17300SH              Sole    X
WAL-MART STORES, INC.            COM     931142103      3235604   68028459SH              Sole    X
WALDEN RESDNTL PROPS REIT        COM     931210108         8249     378200SH              Sole    X
WALGREEN CO.                     COM     931422109       392175   15455190SH              Sole    X
WALKER INTERACTIVE SYSTEM        COM     931664106          462     164400SH              Sole    X
WALL DATA INC                    COM     932045107         1007     187300SH              Sole    X
WALLACE COMPUTER SERVICES        COM     932270101         5955     294080SH              Sole    X
WALTER INDUSTRIES INC.           COM     93317Q105         4159     308100SH              Sole    X
THE WARNACO GROUP CLASS A        CL A    934390105        14064     770609SH              Sole    X
WARNER-LAMBERT CO.               COM     934488107       859574   12950263SH              Sole    X
WARREN BANCORP INC.              COM     934710104          553      61400SH              Sole    X
WASHINGTON FEDERAL INC           COM     938824109         9269     399762SH              Sole    X
WASHINGTON GAS LIGHT CORP        COM     938837101         8981     331100SH              Sole    X
WASHINGTON MUTUAL, INC.          COM     939322103       236071    8070819SH              Sole    X
WASHINGTON POST CO CL B          CL B    939640108        17019      33330SH              Sole    X
WASHINGTON REIT                  SH BEN I939653101         9418     597950SH              Sole    X
WASHINGTON TRUST BANCORP         COM     940610108          189      12400SH              Sole    X
WASTE CONNECTIONS, INC.          COM     941053100         1108      53900SH              Sole    X
WASTE INDUSTRIES, INC.           COM     941058109          449      33750SH              Sole    X
WASTE MANAGEMENT, INC.           COM     94106L109       183798    9547963SH              Sole    X
WASTE SYSTEMS INT'L, INC         COM NEW 94106P209          198      34400SH              Sole    X
WATERLINK, INC.                  COM     94155N105            7       2500SH              Sole    X
WATERS CORP.                     COM     941848103        14947     246800SH              Sole    X
WATKINS-JOHNSON CO.              COM     942486101         1342      40000SH              Sole    X
WATSCO INC.                      COM     942622200         2166     190400SH              Sole    X
WATSON PHARMACEUTICAL INC        COM     942683103        42110    1377826SH              Sole    X
WATTS INDUSTRIES CLASS-A         CL A    942749102         3367     154800SH              Sole    X
WAUSAU-MOSINEE PAPER CORP        COM     943315101         4763     392808SH              Sole    X
WAVE SYSTEMS CORP                CL A    943526103         1548     144000SH              Sole    X
WAVE TECHNOLOGIES                COM     94352Q109          140      40800SH              Sole    X
WAVO CORPORATION                 COM     944027101         1062     239300SH              Sole    X
WEATHERFORD INTL., INC.          COM     947074100        13631     425972SH              Sole    X
DEL E. WEBB CORP.                COM     947423109         2926     132996SH              Sole    X
WEBCO INDUSTRIES, INC            COM     947621108           81      27600SH              Sole    X
WEBHIRE, INC.                    COM     94768W104          215      19900SH              Sole    X
WEBSTER FINANCIAL CORP.          COM     947890109         8333     326800SH              Sole    X
WEBTRENDS CORP.                  COM     94844D104         2429      54500SH              Sole    X
WEINGARTEN REALTY REIT           SH BEN I948741103        14796     395875SH              Sole    X
WEIRTON STEEL                    COM     948774104          330     155500SH              Sole    X
WEIS MARKETS, INC.               COM     948849104         3346      97700SH              Sole    X
WELLMAN, INC.                    COM     949702104         4939     273450SH              Sole    X
WELLPOINT HEATLH NEW             COM     94973H108        58038    1018207SH              Sole    X
WELLS FARGO & CO.                COM     949746101       914473   23078183SH              Sole    X
WELLSFORD REAL PROP              COM     950240101         1089     114612SH              Sole    X
WENDY'S INTERNATIONAL            COM     950590109        44340    1681125SH              Sole    X
WERNER ENTERPRISES,INC.          COM     950755108         5868     332950SH              Sole    X
WESTBANCO INC                    COM     950810101         3191     125129SH              Sole    X
WESCO FINANCIAL CORP.            COM     950817106         6531      24100SH              Sole    X
WESCO INTERNATIONAL              COM     95082P105         3480     246400SH              Sole    X
WESLEY JESSEN VISIONCARE         COM     951018100         2726      87400SH              Sole    X
WEST COAST BANCORP/OREGON        COM     952145100         1072      72655SH              Sole    X
WEST MARINE                      COM     954235107          452      56500SH              Sole    X
WEST PHARMA. SERV., INC.         COM     955306105         2980      78556SH              Sole    X
WEST TELESERVICES CORP.          COM     956188106         2321     223700SH              Sole    X
WESTAMERICA BANCORP              COM     957090103         4389     145096SH              Sole    X
WESTELL TECH., INC.              CL A    957541105          772      95000SH              Sole    X
WESTERFED FINANCIAL CORP.        COM     957550106          427      25853SH              Sole    X
WESTERN BANCORP                  COM     957683105         5400     139798SH              Sole    X
WESTERN BEEF                     COM     957781107          308      37160SH              Sole    X
WESTCORP, INC.                   COM     957907108         2886     193207SH              Sole    X
WESTERN DIGITAL CORP.            COM     958102105         2060     549200SH              Sole    X
WESTERN GAS RESOURCES, IN        COM     958259103         3932     210400SH              Sole    X
WESTERN PROPERTIES TRUST         SH BEN I959261108         3210     295200SH              Sole    X
WESTERN RESOURCES, INC.          COM     959425109         3782     176935SH              Sole    X
WESTERN WATER COMPANY            COM     959881103          159      97600SH              Sole    X
WESTERN WIRELESS CORP            CL A    95988E204        11615     259000SH              Sole    X
WESTERNBANK PUERTO RICO          COM     959897109         2574     212300SH              Sole    X
WESTFIELD AMERICA INC.           COM     959910100        12536     903480SH              Sole    X
WESTINGHOUSE AIR BRAKE CO        COM     960386100         3257     179100SH              Sole    X
WESTMARK GROUP HOLDINGS          COM PAR 960577401            1        800SH              Sole    X
ROY F. WESTON, INC.              CL A    961137106          218      87300SH              Sole    X
WESTPOINT STEVENS, INC.          COM     961238102         5170     218820SH              Sole    X
WESTVACO CORP.                   COM     961548104        37415    1460102SH              Sole    X
WESTWOOD ONE, INC.               COM     961815107        16338     362050SH              Sole    X
WETSEAL INC.                     CL A    961840105         2130     128600SH              Sole    X
WEYERHAEUSER CO.                 COM     962166104       159339    2765108SH              Sole    X
WHIRLPOOL CORP.                  COM     963320106        77310    1183688SH              Sole    X
WHITE MOUNTAINS INS.             COM     964126106         4845      35723SH              Sole    X
WHITMAN CORPORATION              COM     96647R107         6744     473235SH              Sole    X
WHITNEY HOLDINGS                 COM     966612103         6446     187525SH              Sole    X
WHITTMAN-HART INC.               COM     966834103         7977     205700SH              Sole    X
WHOLE FOOD MARKETS               COM     966837106         6635     202800SH              Sole    X
WILD OATS MARKETS                COM     96808B107         1691      42800SH              Sole    X
JOHN WILEY & SONS                CL A    968223206         2504     159600SH              Sole    X
WILLAMETTE INDUSTRIES, IN        COM     969133107        65922    1528615SH              Sole    X
WILLIAMS COS., INC.              COM     969457100       226214    6042453SH              Sole    X
CLAYTON WILLIAMS ENERGY,         COM     969490101         2101     152800SH              Sole    X
WILLIAMS SONOMA, INC.            COM     969904101        11937     245800SH              Sole    X
WILLIS LEASE FINANCE CORP        COM     970646105          415      31500SH              Sole    X
WILMINGTON TRUST CORP.           COM     971807102         5326     109670SH              Sole    X
WILSHIRE FINANCIAL SVCS          COM NEW 971867205            1        747SH              Sole    X
WIND RIVER SYSTEMS               COM     973149107         4265     224473SH              Sole    X
WINDMERE-DURABLE HOLDINGS        COM     973411101         2341     194064SH              Sole    X
WINFIELD CAPITAL CORP.           COM     973859101          203      12000SH              Sole    X
WINK COMMUNICATIONS INC.         COM     974168106         2045      46800SH              Sole    X
WINN DIXIE STORES, INC.          COM     974280109        60467    2036788SH              Sole    X
WINNEBAGO INDUSTRIES, INC        COM     974637100         2154      90000SH              Sole    X
WINSTAR COMMUNICATIONS           COM     975515107         6484     166000SH              Sole    X
WINSTON HOTELS, INC. REIT        COM     97563A102         1864     210075SH              Sole    X
WINTER SPORTS INC                COM     976072108           19       2425SH              Sole    X
WINTRUST FINANCIAL CORP          COM     97650W108          514      29800SH              Sole    X
WISCONSIN CENT TRANS             COM     976592105         5036     367960SH              Sole    X
WISCONSIN ENERGY CORP.           COM     976657106         8950     381854SH              Sole    X
WISER OIL CO.                    COM     977284108          492     131200SH              Sole    X
WIT CAPITAL GROUP, INC.          COM     97737K309          548      30000SH              Sole    X
WOLOHAN LUMBER CO.               COM     977865104          472      36300SH              Sole    X
WOLVERINE TUBE INC.              COM     978093102         1206      77800SH              Sole    X
WOLVERINE WORLD WIDE             COM     978097103         3923     344864SH              Sole    X
WORKFLOW MANAGEMENT, INC.        COM     98137N109         1406     108121SH              Sole    X
WORLD ACCEPTANCE CORP.           COM     981419104         1205     224100SH              Sole    X
WORLD ACCESS                     COM     98141A101         3003     268381SH              Sole    X
WORLD COLOR PRESS INC.           COM     981443104           75       2000SH              Sole    X
WORLD FUEL SERVICES              COM     981475106         1124     115274SH              Sole    X
WORLDTALK COMMUNICATIONS         COM     98155G101            8       2000SH              Sole    X
WORLDPORT COMMUNICATIONS         COM     98155J105           25      36500SH              Sole    X
WORLDGATE COMMUNICATIONS         COM     98156L307         2308     100900SH              Sole    X
WORLDWIDE ENTERTAINMENT          COM     98157N104           47      31000SH              Sole    X
WORTHINGTON FOODS                COM     981809106         1144      79554SH              Sole    X
WORTHINGTON INDUSTRIES, I        COM     981811102        26331    1548870SH              Sole    X
WORLD CORP.                      COM     981904105            2      86500SH              Sole    X
WORLDTEX INC                     COM     981907108          224     111944SH              Sole    X
WM. WRIGLEY, JR. CO              COM     982526105       122962    1786918SH              Sole    X
WYMAN GORDON CORP.               COM     983085101         4293     229700SH              Sole    X
WYNDHAM INTL INC                 CL A    983101106         3775    1438136SH              Sole    X
WYNN'S INTERNATIONAL INC.        COM     983195108         1654     103750SH              Sole    X
X-RITE INC.                      COM     983857103         1682     258700SH              Sole    X
XCEED INC.                       COM     98388N105         1280      59700SH              Sole    X
XIOX CORP.                       COM     983905100           44       1900SH              Sole    X
XETA CORP.                       COM     983909102          481      30800SH              Sole    X
XILINX, INC.                     COM     983919101        45707     697480SH              Sole    X
XIRCOM INC.                      COM     983922105         7957     186400SH              Sole    X
XEROX CORP.                      COM     984121103       422286   10069410SH              Sole    X
XOMED SURGICAL PRODUCTS          COM     98412V107         5007      87850SH              Sole    X
XTRA CORP.                       COM     984138107         4281     107700SH              Sole    X
XOOM, INC.                       COM     98413F101         3523      71000SH              Sole    X
YAHOO! INC.                      COM     984332106       129399     720383SH              Sole    X
THE YANKEE CANDLE CO.            COM     984757104         2771     143500SH              Sole    X
YANKEE ENERGY SYSTEMS            COM     984779108         3149      73777SH              Sole    X
YARDVILLE NATL BANCORP.          COM     985021104          428      37385SH              Sole    X
YELLOW CORP.                     COM     985509108         4180     252397SH              Sole    X
YORK FINANCIAL GROUP             COM     986630101           93       6435SH              Sole    X
YORK INTERNATIONAL CORP.         COM     986670107         5874     163440SH              Sole    X
YORK RESEARCH CORP               COM     987048105          442     105500SH              Sole    X
YOUNG & RUBICAM INC.             COM     987425105         7779     176800SH              Sole    X
YOUNG BROADCASTING CORP          CL A    987434107         4546      86800SH              Sole    X
ZALE CORP                        COM     988858106         6034     157500SH              Sole    X
ZAMBA CORPORATION                COM     988881108          157      74100SH              Sole    X
ZEBRA TECHNOLOGIES CL A          CL A    989207105         9630     211800SH              Sole    X
ZEBRA TECHNOLOGIES CL B          CL A    989207105          610      13410SH              Sole    X
ZENITH NATIONAL INSURANCE        COM     989390109         2786     130360SH              Sole    X
ZIEGLER COMPANIES INC.           COM     989506100          355      24500SH              Sole    X
ZIFF-DAVIS INC.                  COM ZD  989511100         6071     376500SH              Sole    X
ZIFF DAVIS INC.-ZDNET            COM ZDNE989511209         1283      60200SH              Sole    X
ZILA,INC                         COM PAR 989513205           36      10800SH              Sole    X
ZIONS BANCORP.                   COM     989701107        16431     298060SH              Sole    X
ZORAN CORP.                      COM     98975F101          795      29300SH              Sole    X
ZONAGEN, INC.                    COM     98975L108          189      64500SH              Sole    X
ZOLTEK COS., INC.                COM     98975W104          867     108400SH              Sole    X
ZYGO CORP.                       COM     989855101          501      35500SH              Sole    X
ZOLL MEDICAL CORP                COM     989922109         1452      48000SH              Sole    X
ZOMAX INC.                       COM     989929104         2391      92400SH              Sole    X
S + P 500 FUTURES                FUTURES CONTRACT        553033       1704SH              Sole            X
S + P VALUE FUTURES              FUTURES CONTRACT          5660         40SH              Sole            X
S + P GROWTH FUTURES             FUTURES CONTRACT          3175         17SH              Sole            X
RUSSEL FUTURES                   FUTURES CONTRACT         80961        377SH              Sole            X
FTSE FUTURES                     FUTURES CONTRACT         38960        389SH              Sole            X
NIKKEI FUTURES                   FUTURES CONTRACT         41064       1490SH              Sole            X
MIDCAP FUTURES                   FUTURES CONTRACT         74190        385SH              Sole            X
FORWARDS CURRENCY CONTRACTS      FORWARDSCURRENCY         80999 4394911080SH              Sole            X
FRESH DELMONTE PRODUCE           ORD     G36738105         1299     116100SH              Sole    X
FRUIT OF THE LOOM INC            ORD CL AG3682L105         1391     419939SH              Sole    X
GLOBAL CROSSING LTD.             COM     G3921A100       277498   10471609SH              Sole    X
HELEN OF TROY CORP.              COM     G4388N106           20       2100SH              Sole    X
LORAL SPACE & COMM               COM     G56462107        10976     638584SH              Sole    X
SANTA FE INTL CORP               ORD     G7805C108         6430     298200SH              Sole    X
TRANSOCEAN OFFSHORE INC.         ORD     G90076103        10177     332310SH              Sole    X
XL CAPITAL LTD. CLASS A          CL A    G98255105          860      19100SH              Sole    X
XOMA LTD.                        ORD     G9825R107          784     266800SH              Sole    X
GILAT SATELLITE NETWORKS         ORD     M51474100         1411      26309SH              Sole    X
ROYAL CARIBBEAN CRUISES,         COM     V7780T103        20273     450500SH              Sole    X
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