VANGUARD GROUP INC
13F-HR, 1999-04-12
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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:  March 31, 1999

Check here if Amendment [ ]; Amendment Number:

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

Institutional Investment Manager Filing this Report:

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

Form 13F File Number: 28-6408

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

Person Signing this Report on Behalf of Reporting Manager:

By(Siganture and Title)  /s/ RAYMOND J. KLAPINSKY
Raymond J. Klapinsky, Managing Director and Secretary

Date:  March 31, 1999

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:4216

Form 13F Information Table Value Total: 155,737,809 (x1000)

<TABLE>
<S>                 <C>




      Security Description            Class         Cusip   (MVx1000)   Shares   S/PP/CDscretnMngrsSoleNone

CIRCUIT CITY-CARMAX             CARMAX GROUP     172737306         185      47000SH     SOLE        X
CIRCUIT CITY STORES, INC.       CIRCT CITY GRP   172737108      100495    1311518SH     SOLE        X
ARM FINANCIAL GROUP             CL A             001944107        1231      82400SH     SOLE        X
ABERCROMBIE & FITCH             CL A             002896207       16238     176503SH     SOLE        X
ACMAT CORP. CLASS A             CL A             004616207         515      34300SH     SOLE        X
ADELPHIA COMMUNICATIONS C       CL A             006848105       12046     191200SH     SOLE        X
ADVANTA CORP. CL A              CL A             007942105        2028     183284SH     SOLE        X
AFFILIATED COMPUTER SVCS        CL A             008190100        4809     105116SH     SOLE        X
ALBANY INTERNATIONAL CORP       CL A             012348108        2490     132806SH     SOLE        X
ALBERTO-CULVER CO. CL A         CL A             013068200          81       3800SH     SOLE        X
ALLERGAN SPEC. THERAP.          CL A             018494104          80       8021SH     SOLE        X
ALLOU HEALTH & BEAUTY           CL A             019782101         549      51400SH     SOLE        X
ALPHARMA, INC. CLASS A          CL A             020813101       11997     305668SH     SOLE        X
AMERICAN GREETINGS CORP.        CL A             026375105       27297    1075731SH     SOLE        X
AMERICAN ITALIAN PASTA          CL A             027070101        3323     132900SH     SOLE        X
AMERICAN MEDIA CL A             CL A             02744L100        1877     341300SH     SOLE        X
AMERICAN SOFTWARE, INC. C       CL A             029683109         333     106450SH     SOLE        X
AMERICAN TOWER CLASS A          CL A             029912201       16774     684660SH     SOLE        X
AMERISOURCE HEALTH CORP         CL A             03071P102        8444     247000SH     SOLE        X
AMERITRADE HOLDING CORP.        CL A             03072H109       12017     194600SH     SOLE        X
AMPAL-AMER ISRAEL               CL A             032015109         551     135700SH     SOLE        X
AMPEX CORP.                     CL A             032092108         747     277800SH     SOLE        X
AMPHENOL CORP.                  CL A             032095101        4452     116400SH     SOLE        X
APART INVT&MGMT REIT CL A       CL A             03748R101       20285     559577SH     SOLE        X
APOLLO GROUP INC.-CL A          CL A             037604105        6118     204774SH     SOLE        X
APPLIED POWER, INC.             CL A             038225108        6898     253155SH     SOLE        X
AQUA ALLIANCE, INC.             CL A             038367108        2243     997098SH     SOLE        X
ASSOCIATED GROUP INC.           CL A             045651106        8508     171654SH     SOLE        X
ASSOCIATES FIRST CAPITAL        CL A             046008108      421863    9374735SH     SOLE        X
AU BON PAIN CO., INC.           CL A             050103100          69      13100SH     SOLE        X
AUTOTOTE CORP.                  CL A             053323101         220     121167SH     SOLE        X
BA MERCHANT SERVICES            CL A             055239107        2186     107300SH     SOLE        X
BHC COMM. INC. CL A             CL A             055448104        6722      55100SH     SOLE        X
BRE PROPERTIES REIT CL A        CL A             05564E106       13090     578544SH     SOLE        X
BALDWIN TECH CL A               CL A             058264102         445     136800SH     SOLE        X
BANDAG, INC. CL A               CL A             059815308          27       1138SH     SOLE        X
BANK UNITED CORP.               CL A             065412108        2489      60900SH     SOLE        X
BANKATLANTIC BANCORP CL A       CL A             065908501         519      73465SH     SOLE        X
BANKUNITED FINANCIAL CORP       CL A             06652B103        1076     151000SH     SOLE        X
BASE TEN SYSTEMS CL A           CL A             069779205          53      47300SH     SOLE        X
BEL FUSE INC-CL A               CL A             077347201        1039      25350SH     SOLE        X
BEN &JERRY'S HOMEMADE INC       CL A             081465106        1680      60000SH     SOLE        X
BENIHANA INC. CL-A              CL A             082047200         828      72800SH     SOLE        X
BERGEN BRUNSWIG CLASS A         CL A             083739102        5731     286544SH     SOLE        X
BERKSHIRE HATHAWAY CL A         CL A             084670108      244402       3423SH     SOLE        X
BERRY PETROLEUM CL A            CL A             085789105        2068     188000SH     SOLE        X
BIORAD LABS, INC. CL A          CL A             090572207        1910      94300SH     SOLE        X
BLOCK DRUG CO. CLASS A          CL A             093644102        4091      99785SH     SOLE        X
BLOUNT INTERNATIONAL INC.       CL A             095177101        6127     212200SH     SOLE        X
BOSTON BEER C0. CLASS A         CL A             100557107        1220     157400SH     SOLE        X
BOWL AMERICA, INC. CLASS        CL A             102565108          32       5000SH     SOLE        X
BRADY CORP. CLASS A             CL A             104674106        3601     172000SH     SOLE        X
BROADCOM CORP.                  CL A             111320107        2681      43500SH     SOLE        X
BUDGET GROUP INC.               CL A             119003101        2350     191800SH     SOLE        X
BUSH INDUSTRIES, INC.           CL A             123164105        1530     124293SH     SOLE        X
THE CIT GROUP, INC.             CL A             125577106       17078     558800SH     SOLE        X
CMP MEDIA INC.                  CL A             125891101         892      29000SH     SOLE        X
CABLEVISION SYS. CORP.          CL A             12686C109       36047     486300SH     SOLE        X
CABOT OIL & GAS CORP.           CL A             127097103        2986     206790SH     SOLE        X
CAM DESIGNS INC.                CL A             131733107           1      11600SH     SOLE        X
CANANDAIGUA BRANDS INC.         CL A             137219200        4519      89700SH     SOLE        X
CAPSTAR BROADCASTING CORP       CL A             14067G105        2278      99300SH     SOLE        X
CARMIKE CINEMAS CLASS A         CL A             143436103        2709     150000SH     SOLE        X
CARRIAGE SERVICES INC.          CL A             143905107        1062      70200SH     SOLE        X
CARSON INC.                     CL A             145845103         163      37300SH     SOLE        X
CASELLA WASTE SYSTEMS           CL A             147448104         873      38700SH     SOLE        X
CATO CORP CL A                  CL A             149205106        1164     125000SH     SOLE        X
CENTRAL NEWSPAPERS, INC.        CL A             154647101        2870      92200SH     SOLE        X
CENTURY COMMUN. CORP. CL        CL A             156503104       14493     312094SH     SOLE        X
CHERRY CORP CL A NV             CL A             164541203         300      22200SH     SOLE        X
CHESAPEAKE BIOLOGICAL           CL A             165146101           2       1300SH     SOLE        X
CITIZENS INC.                   CL A             174740100         324     117800SH     SOLE        X
CLARION COMMERCIAL HLGDS        CL A             18051W109          22       3800SH     SOLE        X
COGNIZANT TECHNOLOGY SOL        CL A             192446102          89       3200SH     SOLE        X
COLE NATL CORP CL A             CL A             193290103        1316      72100SH     SOLE        X
KENNETH COLE PRODUCTIONS        CL A             193294105        3052     115700SH     SOLE        X
COLONIAL DOWNS HOLDINGS         CL A             19564H100          72      47800SH     SOLE        X
COMCAST CORP. CLASS A           CL A             200300101       64290    1045364SH     SOLE        X
COMPX INTERNATIONAL INC.        CL A             20563P101         374      29300SH     SOLE        X
CONOCO INC.                     CL A             208251306       10891     443400SH     SOLE        X
COX COMMUNICATIONS CL A         CL A             224044107       48181     637103SH     SOLE        X
COX RADIO INC.                  CL A             224051102        1522      29700SH     SOLE        X
CRESCENDO PHARMACEUTICALS       CL A             225637107         380      26639SH     SOLE        X
A. T. CROSS CO. CLASS A         CL A             227478104         667      91210SH     SOLE        X
DAMARK INTERNATIONAL INC.       CL A             235691102          62       7200SH     SOLE        X
DELPHI FINANCIAL GROUP          CL A             247131105        3979     117448SH     SOLE        X
DIAMOND TECH. PRTNRS INC        CL A             252762109        2504     108560SH     SOLE        X
DILLARDS INC.                   CL A             254067101       36455    1436631SH     SOLE        X
THE DIXIE GROUP, INC.           CL A             255519100          88      12300SH     SOLE        X
DONNELLY CORP.                  CL A             257870105         955      72737SH     SOLE        X
E-Z-EM, INC. CLASS A            CL A             269305207           3        500SH     SOLE        X
ECHOSTAR COMMUNICATIONS         CL A             278762109        5820      71300SH     SOLE        X
ECOLOGY & ENVIRONMENT, IN       CL A             278878103          48       6925SH     SOLE        X
EDUTREK INT'L                   CL A             28164K108         241      35000SH     SOLE        X
ELECTRIC LIGHTWAVE INC.         CL A             284895109         652      71400SH     SOLE        X
EMMIS COMMUNICATIONS, INC       CL A             291525103        4405      88100SH     SOLE        X
ENTERCOM COMMUNICATIONS         CL A             293639100        1737      49100SH     SOLE        X
ERIE INDEMNITY CO.-CL A         CL A             29530P102        3677     133717SH     SOLE        X
EXPRESS SCRIPTS                 CL A             302182100       24080     280200SH     SOLE        X
FBL FINANCIAL GROUP INC.        CL A             30239F106        3106     175000SH     SOLE        X
FAIRCHILD CORP.                 CL A             303698104        1668     163742SH     SOLE        X
FEDDERS CORP CLASS A            CL A             313135303         383      82838SH     SOLE        X
FEDERAL AGRICULTURAL MTGE       CL A             313148108          96       5400SH     SOLE        X
FINISH LINE, INC.               CL A             317923100         654      50800SH     SOLE        X
FIRST CITIZENS BANCSHARES       CL A             31946M103        3564      44000SH     SOLE        X
FIRST COMM BANKSHARES-A         CL A             319777108         578      23600SH     SOLE        X
FLORIDA PANTHERS HDLGS.         CL A             341064103        1956     252400SH     SOLE        X
FOOD LION INC. CLASS A          CL A             344775200       10025    1089250SH     SOLE        X
FOREST CITY ENTERPRISE CL       CL A             345550107        2433     100600SH     SOLE        X
FOREST LABORATORIES, INC.       CL A             345838106       16022     284200SH     SOLE        X
FOX ENTERTAINMENT GRP           CL A             35138T107        5238     193100SH     SOLE        X
FRED'S, INC.                    CL A             356108100         452      41125SH     SOLE        X
FREEPORT-MCMORAN CLASS A        CL A             35671D105        2749     268209SH     SOLE        X
FRIEDMAN BILLINGS RAMSEY        CL A             358433100         898     134300SH     SOLE        X
FRIEDMAN'S, INC. CLASS A        CL A             358438109        3786     420700SH     SOLE        X
G & K SERVICES, INC.            CL A             361268105        6096     131975SH     SOLE        X
GAYLORD CONTAINER CORP.         CL A             368145108        3395     452700SH     SOLE        X
GENERAL CIGAR HOLDINGS          CL A             36933P100        1096     117700SH     SOLE        X
GENERAL COMMUNICATION           CL A             369385109        1005     220200SH     SOLE        X
GENEVA STEEL CL A               CL A             372252106          79     252700SH     SOLE        X
GOLD RESERVE, INC.  CL A        CL A             38068N108         111     104600SH     SOLE        X
GREIF BROS. CORP. CL A          CL A             397624107        2497     113500SH     SOLE        X
GRIFFIN LAND & NURSERIES        CL A             398231100         223      24100SH     SOLE        X
HARRY'S FARMERSMARKET           CL A             415863109           3       3200SH     SOLE        X
HARTFORD LIFE, INC.             CL A             416592103       12865     233900SH     SOLE        X
HAWAII LAND & FARMING CO.       CL A             41975N104           4      10000SH     SOLE        X
HAWK CORPORATION                CL A             420089104         176      22000SH     SOLE        X
HEALTH MANGEMENT ASSOC. C       CL A             421933102       10299     845050SH     SOLE        X
HEFTEL BROADCASTING CORP.       CL A             422799106        3392      78200SH     SOLE        X
HEICO CORP. CLASS A             CL A             422806208         690      32268SH     SOLE        X
HELLER FINANCIAL, INC.          CL A             423328103        1878      79900SH     SOLE        X
HERBALIFE INTL CL A             CL A             426908208         278      22599SH     SOLE        X
HERTZ CORP.                     CL A             428040109       14081     263200SH     SOLE        X
HIBERNIA CORP. CLASS A          CL A             428656102        5466     416431SH     SOLE        X
HOLLINGER INTERNATIONAL         CL A             435569108        5166     380900SH     SOLE        X
HOLLYWOOD CASINO CORP.          CL A             436132203         220     212900SH     SOLE        X
HOVNANIAN ENTERPRISES CL.       CL A             442487203         555      73950SH     SOLE        X
HUBBELL INC. CLASS A            CL A             443510102         300       8100SH     SOLE        X
HUNTCO INC CL-A                 CL A             445661101         283     113100SH     SOLE        X
HYPERION TELECOMM INC           CL A             44914K306        1527     125900SH     SOLE        X
INFERENCE CORP.                 CL A             45662K109         234      43000SH     SOLE        X
INFINITY BROADCASTING           CL A             45662S102        9020     350300SH     SOLE        X
INFORUSA                        CL A             456818202         108      25416SH     SOLE        X
INGRAM MICRO, INC.              CL A             457153104        2101      92100SH     SOLE        X
INSITUFORM TECHNOLOGIES-C       CL A             457667103        2693     153900SH     SOLE        X
INTERFACE, INC.                 CL A             458665106        3500     363600SH     SOLE        X
INTL SPEEDWAY CORP.             CL A             460335201        4642      88000SH     SOLE        X
INTIMATE BRANDS INC.            CL A             461156101       27537     572200SH     SOLE        X
JLK DIRECT DISTRIBUTION         CL A             46621C105         707      75400SH     SOLE        X
JACOR COMMUNICATIONS            CL A             469858401       10800     142100SH     SOLE        X
JO-ANN STORES INC. CL A         CL A             47758P109        1419     103200SH     SOLE        X
JOHN NUVEEN CO-CL A             CL A             478035108        3988      95243SH     SOLE        X
JONES INTERCABLE INC.           CL A             480206200        4839     122700SH     SOLE        X
K-SWISS                         CL A             482686102         283      11200SH     SOLE        X
KV PHARMACEUTICAL CLASS A       CL A             482740206        1333      93150SH     SOLE        X
KAMAN CORP. CLASS A             CL A             483548103        2516     196400SH     SOLE        X
KELLY SERVICES, INC. CLAS       CL A             488152208        2627      94684SH     SOLE        X
KNIGHT/TRIMARK GROUP            CL A             499067106        7102     106000SH     SOLE        X
LCC INTERNATIONAL CL A          CL A             501810105         597     144800SH     SOLE        X
LAMAR ADVERTISING CO.           CL A             512815101        3192      94050SH     SOLE        X
LARSCOM, INC.                   CL A             51729Y108          94      44800SH     SOLE        X
ESTEE LAUDER COS. CLASS A       CL A             518439104       17530     185500SH     SOLE        X
LEXMARK INTL GROUP - CL A       CL A             529771107       39863     356720SH     SOLE        X
LIBERTY HOMES, INC.             CL A             530582204         227      23300SH     SOLE        X
LILLY INDUSTRIES INC.           CL A             532491107        3634     235406SH     SOLE        X
MSC IND. DIRECT CLASS A         CL A             553530106        1292      76000SH     SOLE        X
MARRIOTT INTL CL A              CL A             571903202      104911    3120035SH     SOLE        X
MATTHEWS INT'L.                 CL A             577128101        1590      58100SH     SOLE        X
THE MCCLATCHY CO. CLASS A       CL A             579489105        5766     171800SH     SOLE        X
MEDIA GENERAL CLASS A           CL A             584404107        6891     147400SH     SOLE        X
METHODE ELECTRONICS CL A        CL A             591520200        3907     351200SH     SOLE        X
METROMEDIA FIBER NETWORK        CL A             591689104       13949     269228SH     SOLE        X
MICROSTRATEGY INC.              CL A             594972101         372      19300SH     SOLE        X
MIPS TECHNOLOGIES, INC.         CL A             604567107        4551      74600SH     SOLE        X
MITCHELL ENERGY DEV CL A        CL A             606592202        1762     141700SH     SOLE        X
MOBILEMEDIA CORP.               CL A             607415106           0       3000SH     SOLE        X
MOBLEY ENV. SERVICES CL A       CL A             607419108           1       6600SH     SOLE        X
MOLEX NON VTG  CL A             CL A             608554200          84       3241SH     SOLE        X
MOMENTUM BUS. APPS., INC.       CL A             60877P108         279      31270SH     SOLE        X
ROBERT MONDAVI CORP.            CL A             609200100        1015      28400SH     SOLE        X
NCS HEALTHCARE INC.             CL A             628874109        1204     100321SH     SOLE        X
NABISCO HOLDINGD CORP.          CL A             629526104        4913     118200SH     SOLE        X
NACCO INDUSTRIES, INC. CL       CL A             629579103        9572     129236SH     SOLE        X
NATL WSTRN LIFE INSR. CO.       CL A             638522102        1660      15700SH     SOLE        X
NATIONWIDE FINANCIAL SRVC       CL A             638612101       13768     327800SH     SOLE        X
NEFF CORP.                      CL A             640094108         572      71500SH     SOLE        X
NETWORK SOLUTIONS INC.          CL A             64121Q102        5319      50300SH     SOLE        X
NEW YORK TIMES CO CLASS A       CL A             650111107       65461    2296877SH     SOLE        X
NEXTEL COMMUNICATIONS INC       CL A             65332V103      135722    3705713SH     SOLE        X
NEXTLINK COMM.                  CL A             65333H707        3606      64400SH     SOLE        X
NORTHLAND CRANBERRIES           CL A             666499108         510      70400SH     SOLE        X
NORTHWEST AIRLINES CORP.        CL A             667280101        7571     272200SH     SOLE        X
NU SKIN ENTERPRISES, INC.       CL A             67018T105         926      40500SH     SOLE        X
NUMEREX CORP.                   CL A             67053A102         171      46400SH     SOLE        X
OSHKOSH B GOSH, INC. CLAS       CL A             688222207        1645      93000SH     SOLE        X
PMA CAPITAL CORP CL A           CL A             693419202         958      47600SH     SOLE        X
PACIFICARE HLTH SYS. INC.       CL A             695112102        1640      27255SH     SOLE        X
PAGEMART WIRELESS INC.          CL A             69553J104         692     142000SH     SOLE        X
PEGASUS COMMUNICATIONS          CL A             705904100         725      25900SH     SOLE        X
PENN ENGINEERING & MFG. C       CL A             707389102         156       8300SH     SOLE        X
PEROT SYSTEMS CORP.             CL A             714265105        4789     186900SH     SOLE        X
PITTWAY CORP. CLASS A           CL A             725790208        2883     108800SH     SOLE        X
PLANET HOLLYWOOD INTL INC       CL A             727025108         339     318600SH     SOLE        X
PLAYBOY ENTERPRISES CLA         CL A             728117201         460      22850SH     SOLE        X
POLO RALPH LAUREN               CL A             731572103        1310      65900SH     SOLE        X
RAYTHEON CO. CLASS A            CL A             755111309       48500     839829SH     SOLE        X
REMEDYTEMP INC.                 CL A             759549108         107       8500SH     SOLE        X
REPUBLIC SERVICES, INC.         CL A             760759100        2809     173500SH     SOLE        X
RESOURCE AMERICA                CL A             761195205         499      57900SH     SOLE        X
REVLON, INC. CLASS A            CL A             761525500        2252     111200SH     SOLE        X
REYNOLDS & REYNOLDS CL A        CL A             761695105        4181     220060SH     SOLE        X
RIGHTCHOICE MANAGED CARE        CL A             76657K101         457      42500SH     SOLE        X
ROCK-TENN CO.                   CL A             772739207        1916     124610SH     SOLE        X
ROUGE INDUSTRIES INC            CL A             779088103         875     100000SH     SOLE        X
SFX ENTERTMNT. INC. CL A        CL A             784178105       12016     186108SH     SOLE        X
SABRE GROUP HOLDINGS INC.       CL A             785905100       10659     234900SH     SOLE        X
SAGA COMMUNICATIONS, INC.       CL A             786598102         332      18575SH     SOLE        X
SALIENT 3 COMMUNICATIONS        CL A             794721100         417      65400SH     SOLE        X
SCHEID VINEYARDS, INC.          CL A             806403101          17       3300SH     SOLE        X
SCHNITZER STEELINDUSTRIES       CL A             806882106         640      53900SH     SOLE        X
SCOTTS CO.                      CL A             810186106        4747     127000SH     SOLE        X
E.W SCRIPPS CO                  CL A             811054204        8601     194380SH     SOLE        X
SEACOAST BANKING CORP.CLA       CL A             811707108         607      22700SH     SOLE        X
SEQUA CORP.                     CL A             817320104        2975      59210SH     SOLE        X
SINCLAIR BROADCAST GROUP        CL A             829226109        1475     101300SH     SOLE        X
J. M. SMUCKER CO.               CL A             832696108        3932     176220SH     SOLE        X
SONIC AUTOMOTIVE INC.           CL A             83545G102        1011      65200SH     SOLE        X
SOTHEBY'S HOLDINGS CLASS        CL A             835898107        9309     287530SH     SOLE        X
SPIEGEL, INC.                   CL A             848457107        2290     373900SH     SOLE        X
SPRINGS INDUSTRIES, INC.        CL A             851783100        7069     261212SH     SOLE        X
L. S. STARRETT CO. CL. A        CL A             855668109        2055      76100SH     SOLE        X
STATE FINL SVCS. CORP A         CL A             856855101         646      53869SH     SOLE        X
STEELCASE INC.                  CL A             858155203         462      30400SH     SOLE        X
STEWART ENTERPRISES CL. A       CL A             860370105        5561     346210SH     SOLE        X
TCI SATELLITE ENT CL A          CL A             872298104         247     376177SH     SOLE        X
TV GUIDE, INC.                  CL A             87307Q109        4178     113300SH     SOLE        X
TECUMSEH PRODUCTS CO. CL        CL A             878895200        5883     115503SH     SOLE        X
TIMBERLAND CO.                  CL A             887100105        2712      43000SH     SOLE        X
TRANSACTION SYSTEMS             CL A             893416107        6523     181200SH     SOLE        X
TRAVELERS P'PRTY CAS CORP       CL A             893939108       14718     411700SH     SOLE        X
TRIARC COS INC                  CL A             895927101        3536     202800SH     SOLE        X
TRINITECH SYSTEMS, INC.         CL A             896406105         226      32800SH     SOLE        X
TYSON FOODS, INC.               CL A             902494103       16750     809659SH     SOLE        X
US LEC CORP.                    CL A             90331S109        1459      85200SH     SOLE        X
U.S. XPRESS ENTERPRISES         CL A             90338N103         598      51400SH     SOLE        X
UNITED INT'L. HLDGS. CLAS       CL A             910734102       10664     245139SH     SOLE        X
US SATELLITE BRDCSTNG CLA       CL A             912534104        5076     296400SH     SOLE        X
UNIVISION COMMUNICATIONS        CL A             914906102        7200     144000SH     SOLE        X
URSTADT BIDDLE - CL A           CL A             917286205         203      25200SH     SOLE        X
VANGUARD CELLULAR SYS CL        CL A             922022108        5995     219510SH     SOLE        X
VIACOM INTL CL A. VTG           CL A             925524100        8703     104467SH     SOLE        X
WADDELL & REED FINANCIAL        CL A             930059100         376      18347SH     SOLE        X
THE WARNACO GROUP CLASS A       CL A             934390105       17792     720709SH     SOLE        X
WATTS INDUSTRIES CLASS-A        CL A             942749102        1904     140400SH     SOLE        X
WEIDER NUTRITION INT'L          CL A             948603105         243      51100SH     SOLE        X
WESTELL TECH., INC.             CL A             957541105         438      99500SH     SOLE        X
WESTERN WIRELESS CORP           CL A             95988E204       13181     363600SH     SOLE        X
ROY F. WESTON, INC.             CL A             961137106         145      64600SH     SOLE        X
WETSEAL INC.                    CL A             961840105        3499      94900SH     SOLE        X
JOHN WILEY & SONS               CL A             968223206        6775     161300SH     SOLE        X
YOUNG BROADCASTING CORP         CL A             987434107        3577      78400SH     SOLE        X
ZEBRA TECHNOLOGIES CL B         CL A             989207105         318      13410SH     SOLE        X
ZEBRA TECHNOLOGIES CL A         CL A             989207105        4175     175800SH     SOLE        X
SIMMONS FIRST NATIONAL          CL A $5 PAR      828730200        2136      67150SH     SOLE        X
CENTENNIAL CELLULAR CL A        CL A NEW         15133V208        1095      23183SH     SOLE        X
MEDICIS PHARMACEUTICAL          CL A NEW         584690309        6131     204362SH     SOLE        X
U.S. FRANCHISE SYSTEMS          CL A NEW         902956309          88       6000SH     SOLE        X
CENTURY BANCORP INC.CL-A        CL A NON VTG     156432106         532      30600SH     SOLE             X
EZCORP, INC.                    CL A NON VTG     302301106         517      75200SH     SOLE             X
READER'S DIGEST ASSN. INC       CL A NON VTG     755267101        7577     241006SH     SOLE             X
STARWOOD FINANCIAL TRUST        CL A SH BEN IN   85568W104        5147     105580SH     SOLE        X
COMCAST CORP. CLASS A SPE       CL A SPL         200300200      273009    4337786SH     SOLE        X
TEXAS REGIONAL BANCSHARES       CL A VTG         882673106        2523      93450SH     SOLE        X
ALLEN ORGAN CO.                 CL B             017753104         186       4900SH     SOLE        X
AMERICA WEST HLDGS CORP         CL B             023657208        4825     253100SH     SOLE        X
ASSOCIATED GROUP CLASS B        CL B             045651205         875      18050SH     SOLE        X
BALDWIN & LYONS, INC. CLA       CL B             057755209        1182      56800SH     SOLE        X
BANKATLANTIC BANCORP CL B       CL B             065908105         524      75493SH     SOLE        X
BEL FUSE INC-CL B               CL B             077347300        1021      32950SH     SOLE        X
BERINGER WINE ESTATES           CL B             084102102        3627      99700SH     SOLE        X
BERKSHIRE HATHAWAY CL B         CL B             084670207         324        138SH     SOLE        X
BROWN-FORMAN CORP. CLASS        CL B             115637209       51347     891060SH     SOLE        X
CANANDAIGUA BRANDS INC.         CL B             137219101        1374      28475SH     SOLE        X
CITIZENS UTIL CL B              CL B             177342201        6516     840745SH     SOLE        X
COMMONWEALTH TELE ENT B         CL B             203349204         266       7400SH     SOLE        X
CONTINENTAL AIRLINES-CL B       CL B             210795308       13045     343300SH     SOLE        X
ADOLPH COORS COMPANY            CL B             217016104       31512     583552SH     SOLE        X
CRAWFORD & CO. CLASS B          CL B             224633107        2515     241000SH     SOLE        X
CROWN CENTRAL PETROLEUM C       CL B             228219309         438      57500SH     SOLE        X
FEDERATED INVESTORS, INC.       CL B             314211103        3543     194800SH     SOLE        X
FIRST COMMERCE BANCSHARES       CL B             319777207         654      26172SH     SOLE        X
FOOD LION INC. CLASS B          CL B             344775101         519      57699SH     SOLE        X
FREEPORT-MCMORAN CLASS B        CL B             35671D857       23833    2191511SH     SOLE        X
HERBALIFE INTL CL B             CL B             426908307         810      86400SH     SOLE        X
HOVNANIAN ENTERPRISES CL.       CL B             442487302          72       9650SH     SOLE        X
HUBBELL INC. CLASS B            CL B             443510201        6583     164586SH     SOLE        X
INFOUSA, INC.                   CL B             456818103         224      49700SH     SOLE        X
KIMBALL INT'L., INC. CL B       CL B             494274103        3674     247000SH     SOLE        X
LIGAND PHARM. - CLASS B         CL B             53220K207        1141     139400SH     SOLE        X
MITCHELL ENERGY &DEV-CL B       CL B             606592301           6        500SH     SOLE        X
NATIONAL STEEL CORP CL B        CL B             637844309        2338     283400SH     SOLE        X
NIKE, INC. CLASS B              CL B             654106103      208958    3622238SH     SOLE        X
ORIOLE HOMES CORP. CL B         CL B             686264201          36      19300SH     SOLE        X
PACIFICARE HLTH SYS INC B       CL B             695112201       11673     171029SH     SOLE        X
PILGRIM'S PRIDE CORP.           CL B             721467108         932      56700SH     SOLE        X
PLAYBOY ENTERPRISES CL B        CL B             728117300        2670     118650SH     SOLE        X
PRIORITY HEALTHCARE CORP        CL B             74264T102        1982      43802SH     SOLE        X
PRIORITY HEALTHCARE CL A        CL B             74264T102        2697      59611SH     SOLE        X
R & G FINANCIAL CORP            CL B             749136107         643      33200SH     SOLE        X
RAYTHEON CO. CLASS B            CL B             755111408      211336    3604870SH     SOLE        X
READER'S DIGEST CL B            CL B             755267200          52       1900SH     SOLE        X
SECURITY CAPITAL GROUP B        CL B             81413P204        3112     232700SH     SOLE        X
J.M.SMUCKER CL B                CL B             832696207          83       4700SH     SOLE        X
L. S. STARRETT CO. CL. B        CL B             855668208          11        400SH     SOLE        X
TCI SATELLITE ENT CL B          CL B             872298203           1        420SH     SOLE        X
TECUMSEH PRODUCTS CO. CL        CL B             878895101         585      12900SH     SOLE        X
UNIVERSAL HEALTH SERVICES       CL B             913903100        5817     134500SH     SOLE        X
VIACOM INTL CL B NON VTG        CL B             925524308      382778    4560276SH     SOLE        X
WADDELL & REED FIN. CL. B       CL B             930059209        3447     173409SH     SOLE        X
WASHINGTON POST CO CL B         CL B             939640108       13992      26830SH     SOLE        X
ALBERTO-CULVER CO. CLASS        CL B CONV        013068101       18101     774389SH     SOLE        X
K-V PHARMACEUTICAL CO CL        CL B CONV        482740107        1131      80750SH     SOLE        X
JO-ANN STORES INC. CL B         CL B NON VTG     47758P208         364      33900SH     SOLE             X
COSMETIC CENTER INC. CLC        CL C             221234305           3       8019SH     SOLE        X
FEDERAL AGRICULTURAL MORT       CL C             313148306         187       3550SH     SOLE        X
GENERAL MOTORS CORP. CL H       CL H NEW         370442832       15000     297405SH     SOLE        X
HVIDE MARINE                    CLA              448515106         629     145900SH     SOLE        X
AAR CORP.                       COM              000361105        3904     219200SH     SOLE        X
ABC BANCORP                     COM              000400101          61       5000SH     SOLE        X
ABC-NACO, INC.                  COM              000752105         535      42400SH     SOLE        X
ABR INFORMATION SERVICES        COM              00077R108        3683     211950SH     SOLE        X
A.C. MOORE ARTS & CRAFTS        COM              00086T103          27       5200SH     SOLE        X
THE A CONSULTING TEAM           COM              000881102          20       2800SH     SOLE        X
ADC TELECOMMUNICATIONS          COM              000886101       20057     420590SH     SOLE        X
ADE CORP.                       COM              00089C107         462      48600SH     SOLE        X
AER ENERGY RES INC              COM              000944108          58     103700SH     SOLE        X
AFC CABLE SYSTEMS, INC.         COM              000950105        1853      62300SH     SOLE        X
ABM INDUSTRIES                  COM              000957100        3117     102200SH     SOLE        X
AFLAC,  INC.                    COM              001055102       43290     795226SH     SOLE        X
AGCO CORP.                      COM              001084102        4376     666760SH     SOLE        X
AGL RESOURCES INC.              COM              001204106        6156     350530SH     SOLE        X
AES CORP.                       COM              00130H105       91428    2454432SH     SOLE        X
AK STEEL HOLDING CORP           COM              001547108        6984     309550SH     SOLE        X
AMBI INC                        COM              00163N102          50      42300SH     SOLE        X
AMB PROPERTY CORP.              COM              00163T109       17324     834900SH     SOLE        X
AML COMMUNICATIONS INC.         COM              001733104          43      38600SH     SOLE        X
AMR CORP.                       COM              001765106      138962    2372882SH     SOLE        X
APAC TELESERVICES, INC.         COM              00185E106         988     295600SH     SOLE        X
A T & T                         COM              001957109     2207342   27656590SH     SOLE        X
A.S.V., INC.                    COM              001963107         165       9500SH     SOLE        X
ATMI INC.                       COM              00207R101        1122      56100SH     SOLE        X
AVT CORP                        COM              002420107         461      19300SH     SOLE        X
AVX CORP.                       COM              002444107        2970     185600SH     SOLE        X
AAVID THERMAL TECH.             COM              002539104        1781     129500SH     SOLE        X
AAMES FINANCIAL CORP.           COM              00253A101         461     273450SH     SOLE        X
ABACUS DIRECT CORP.             COM              002553105        5207      63500SH     SOLE        X
ABBOTT LABORATORIES             COM              002824100     1007239   21516453SH     SOLE        X
ABGENIX, INC.                   COM              00339B107          39       2600SH     SOLE        X
ABINGTON BANCORP INC.           COM              00350P100         512      35000SH     SOLE        X
ABOVENET COMMUNICATIONS         COM              003743101        2801      21400SH     SOLE        X
ACACIA RESEARCH CORP.           COM              003881109         143      36300SH     SOLE        X
ACCEPTANCE INSURANCE COS,       COM              004308102        1447     107200SH     SOLE        X
ACE CASH EXPRESS, INC.          COM              004403101        1024      80350SH     SOLE        X
ACETO CORP.                     COM              004446100         543      45962SH     SOLE        X
THE ACKERLEY GROUP INC.         COM              004527107        2536     149700SH     SOLE        X
ACME ELECTRIC CORP.             COM              004644100         163      40700SH     SOLE        X
ACNIELSON CORP                  COM              004833109        9636     355251SH     SOLE        X
ACTION PERFORMANCE COS IN       COM              004933107        3528     117100SH     SOLE        X
ACTEL CORPORATION               COM              004934105        1488      90500SH     SOLE        X
ACTIVE VOICE CORP.              COM              004938106          24       2500SH     SOLE        X
ACTUATE SOFTWARE CORP           COM              00508B102         551      16700SH     SOLE        X
ACUSON CORP.                    COM              005113105        2974     199100SH     SOLE        X
ACX TECHNOLOGIES INC.           COM              005123104        1339     102000SH     SOLE        X
ACXIOM CORP.                    COM              005125109       12354     466170SH     SOLE        X
ADAMS GOLF INC.                 COM              006228100         495     116500SH     SOLE        X
ADAPTEC, INC.                   COM              00651F108        7675     335500SH     SOLE        X
ADMINISTAFF INC.                COM              007094105         764      58800SH     SOLE        X
ADOBE SYSTEM, INC.              COM              00724F101       55165     972070SH     SOLE        X
ADTRAN INC                      COM              00738A106        3154     191900SH     SOLE        X
ADVANCE PARADIGM INC.           COM              007491103        2237      35400SH     SOLE        X
ADVANCED COMMUNICATION          COM              00750X109         558      48000SH     SOLE        X
ADVANCED COMM. GROUP            COM              00751B106         997     201900SH     SOLE        X
ADVANCED DIGITAL INFO.          COM              007525108         623      37600SH     SOLE        X
ADVANCED LIGHTING TECHS         COM              00753C102         788     101700SH     SOLE        X
ADVANCED MAGNETICS, INC.        COM              00753P103         387     110600SH     SOLE        X
ADVANCED MARKETING SERVIC       COM              00753T105         527      40500SH     SOLE        X
ADVANCED FIBRE COMM.            COM              00754A105        2284     238100SH     SOLE        X
ADVANCED POLYMER SYSTEMS        COM              00754G102         894     204300SH     SOLE        X
ADVANCED TISSUESCIENCE          COM              00755F103        1436     665900SH     SOLE        X
ADVEST GROUP, INC.              COM              007566102         712      38500SH     SOLE        X
ADVANTAGE LEARNING SYSTEM       COM              00757K100        3762     121100SH     SOLE        X
ADVO, INC.                      COM              007585102        4419     228825SH     SOLE        X
ADVANTICA RESTAURANT GRP        COM              00758B109          93      18500SH     SOLE        X
AERIAL COMMUNICATIONS INC       COM              007655103        1764     227600SH     SOLE        X
AEROQUIP-VICKERS INC            COM              007869100       30544     532945SH     SOLE        X
ADVANCED MICRO DEVICES          COM              007903107       34460    2223221SH     SOLE        X
ADVANCED ENERGY                 COM              007973100        1593      67600SH     SOLE        X
ADVENT SOFTWARE, INC.           COM              007974108        1775      35500SH     SOLE        X
AETNA INC.                      COM              008117103      152218    1833952SH     SOLE        X
AETRIUM, INC.                   COM              00817R103         451      69400SH     SOLE        X
AFFILIATED MANAGERS GROUP       COM              008252108        2392      92000SH     SOLE        X
AFFYMETRIX, INC.                COM              00826T108        4254     122200SH     SOLE        X
AFTERMARKET TECHNOLOGY          COM              008318107        1126     165300SH     SOLE        X
AGOURON PHARMACEUTICALS         COM              008488108       11881     210046SH     SOLE        X
AGRIBIOTECH INC                 COM              008494106        1042     166700SH     SOLE        X
AGRIBRANDS INTERNATIONAL        COM              00849R105        2041      62092SH     SOLE        X
AGRITOPE INC.                   COM              00855D107          62      29340SH     SOLE        X
AIR EXPRESS INTERNATIONAL       COM              009104100        3480     230100SH     SOLE        X
AIR PRODUCTS & CHEMICALS,       COM              009158106       99231    2897267SH     SOLE        X
AIRBORNE FREIGHT CORP.          COM              009266107        4981     160030SH     SOLE        X
AIRGAS, INC.                    COM              009363102        3156     376880SH     SOLE        X
AIRNET SYSTEMS, INC.            COM              009417106         360      51400SH     SOLE        X
AIRTRAN HOLDING                 COM              00949P108        1937     462500SH     SOLE        X
AIRTOUCH COMMUNICATIONS         COM              00949T100      775294    8023739SH     SOLE        X
ALABAMA NATIONAL BANCORP        COM              010317105         274      11800SH     SOLE        X
ALAMO GROUP, INC.               COM              011311107         339      43000SH     SOLE        X
ALARIS MEDICAL                  COM              011637105          54      17000SH     SOLE        X
ALASKA AIR GROUP, INC.          COM              011659109       12568     264590SH     SOLE        X
ALBEMARLE CORP                  COM              012653101        3844     183581SH     SOLE        X
ALBERTSON'S, INC.               COM              013104104      171592    3159340SH     SOLE        X
ALCAN ALUMINIUM  LTD.           COM              013716105       67480    2614230SH     SOLE        X
ALCOA, INC.                     COM              013817101      195701    4751478SH     SOLE        X
ALEXANDER & BALDWIN, INC.       COM              014482103        4859     247590SH     SOLE        X
ALEXANDER'S, INC.               COM              014752109        2486      36700SH     SOLE        X
ALEXANDRIA REIT                 COM              015271109        4479     169400SH     SOLE        X
ALFA CORP.                      COM              015385107        3015     187000SH     SOLE        X
ALGOS PHARMACEUTICAL            COM              015869100        2024      82200SH     SOLE        X
ALIANT COMMUNICATIONS INC       COM              016090102       10336     252490SH     SOLE        X
ALICO, INC.                     COM              016230104         403      26400SH     SOLE        X
ALKERMES INC.                   COM              01642T108        2382      87400SH     SOLE        X
ALL AMERICAN SEMICONDUCTO       COM              016557100          27      38200SH     SOLE        X
ALLAIRE CORP.                   COM              016714107          68       1000SH     SOLE        X
ALLEGHANY CORP.                 COM              017175100        7235      39345SH     SOLE        X
ALLEGHENY ENERGY INC.           COM              017361106       11017     373450SH     SOLE        X
ALLEGHENY TELEDYNE INC          COM              017415100       47282    2496717SH     SOLE        X
ALLEGIANCE TELECOM INC.         COM              01747T102        2610     104400SH     SOLE        X
ALLEN TELECOM GROUP             COM              018091108        1338     220700SH     SOLE        X
ALLERGAN, INC.                  COM              018490102       73012     830863SH     SOLE        X
ALLIANCE BANCORP INC.           COM              01852J105        1492      84066SH     SOLE        X
ALLIANCE PHARMACEUTICAL         COM              018773101         727     264400SH     SOLE        X
ALLIANCE SEMICONDUCTOR          COM              01877H100         667     266750SH     SOLE        X
ALLIANT TECHSYSTEMS, INC.       COM              018804104        6526      84000SH     SOLE        X
ALLIED CAPITAL CORP             COM              01903Q108        2150     117000SH     SOLE        X
ALLIED DEVICES CORP.            COM              019120104          13      11200SH     SOLE        X
ALLIED HOLDINGS INC.            COM              019223106         401      41900SH     SOLE        X
ALLIED PRODUCTS CORP.           COM              019411107         221      73649SH     SOLE        X
ALLIED SIGNAL, INC.             COM              019512102      352678    7170070SH     SOLE        X
ALLMERICA FINANCIAL CORP.       COM              019754100        9689     175958SH     SOLE        X
ALLSTATE CORP.                  COM              020002101      404821   10922649SH     SOLE        X
ALLTEL CORP.                    COM              020039103      225619    3617142SH     SOLE        X
ALPINE GROUP INC.               COM              020825105        1085     107200SH     SOLE        X
ALTERA CORP.                    COM              021441100       21127     355070SH     SOLE        X
ALTEON INC.                     COM              02144G107           9       8600SH     SOLE        X
ALTERNATE LIVING SERVICES       COM              02145K107        2852     142600SH     SOLE        X
ALTERNATIVE RESOURCES           COM              02145R102         506      79400SH     SOLE        X
ALTRIS SOFTWARE                 COM              022091102           7       5300SH     SOLE        X
ALYDAAR SOFTWARE                COM              022610109         251      45600SH     SOLE        X
ALYN CORP.                      COM              022611107         120      41700SH     SOLE        X
ALZA CORP.                      COM              022615108       54079    1413841SH     SOLE        X
AMAZON.COM INC                  COM              023135106       67635     392800SH     SOLE        X
AMBAC FINANCIAL GROUP INC       COM              023139108       19428     359770SH     SOLE        X
AMBANC HOLDING CO               COM              023161102         322      19200SH     SOLE        X
AMBASSADORS INTERNATIONAL       COM              023178106         968      59800SH     SOLE        X
AMCAST INDUSTRIAL CORP.         COM              023395106        1088      67500SH     SOLE        X
AMCOL INTERNATIONAL CORP        COM              02341W103        1686     168600SH     SOLE        X
AMERADA HESS CORP.              COM              023551104       58949    1171650SH     SOLE        X
AMERCO, INC.                    COM              023586100        2353     109420SH     SOLE        X
AMEREN CORP                     COM              023608102       68625    1896377SH     SOLE        X
AMERICA ONLINE, INC.            COM              02364J104     2103378   14406697SH     SOLE        X
AMERICA SERVICE GROUP           COM              02364L109          53       4500SH     SOLE        X
AMERICAN AIRCARRIERS SUPP       COM              023758105         120      13300SH     SOLE        X
AMERICAN ANNUITY GROUP IN       COM              023840101        3158     145195SH     SOLE        X
AMCORE FINANCIAL                COM              023912108        2814     136020SH     SOLE        X
AMERICA FIRST MORTGAGE          COM              023934102          60      13100SH     SOLE        X
AMERICAN AXLE & MAN. HLDG       COM              024061103        1134      93500SH     SOLE        X
AMER. BANK NOTE HOLOGRAPH       COM              024377103         393     169900SH     SOLE        X
AMER BANKERS INS                COM              024456105        6916     133000SH     SOLE        X
AMERICAN BANKNOTE CORP.         COM              024490104         133     327300SH     SOLE        X
AMERICAN BUILDINGS CO           COM              024757106        1012      53600SH     SOLE        X
AMERICAN BUSINESS PRODS         COM              024763104         760      54300SH     SOLE        X
AMERICAN CLASSIC VOYAGER        COM              024928103        1588      97700SH     SOLE        X
AMER COIN MERCHANDISING         COM              02516B108          35       8800SH     SOLE        X
AMERICAN DENTAL PARTNERS        COM              025353103         251      31900SH     SOLE        X
AMERICAN ELEC. PWR. CO.,        COM              025537101       96000    2418909SH     SOLE        X
AMERICAN EAGLE OUTFITTERS       COM              02553D108        7025      98000SH     SOLE        X
AMERICAN EXPRESS CO.            COM              025816109      744780    6338555SH     SOLE        X
AMERICAN FINANCIAL GRP          COM              025932104        5657     160770SH     SOLE        X
AMERICAN FREIGHTWAYS            COM              02629V108        3248     252300SH     SOLE        X
AMERICAN GENERAL CORP.          COM              026351106      227823    3231530SH     SOLE        X
AMERICAN HEALTH PROP., IN       COM              026494104        2181     119900SH     SOLE        X
AMER HERITAGE LIFE INV. C       COM              026522102        1822      78164SH     SOLE        X
AMERICAN HOME PRODUCTS          COM              026609107     1208463   18520509SH     SOLE        X
AMERICAN HOMEPATIENT INC.       COM              026649103         162     123500SH     SOLE        X
AMERICAN HOMESTAR CORP.         COM              026651109         797     109030SH     SOLE        X
AMERICAN INTERN'L GROUP         COM              026874107     2111262   17502687SH     SOLE        X
AMERICAN MANAGEMENT SYS.,       COM              027352103       10354     303425SH     SOLE        X
AMERICAN MED. SEC. GROUP        COM              02744P101         722      51600SH     SOLE        X
AMERICAN MOBILE SATELLITE       COM              02755R103        1455     194000SH     SOLE        X
AMERICAN NAT'L INS CO.          COM              028591105        4089      61150SH     SOLE        X
AMERICAN PAD & PAPER            COM              028816106         158     107600SH     SOLE        X
AMERICAN ONCOLOGY               COM              028910107        2432     270200SH     SOLE        X
AMERICAN RETIREMENT CORP.       COM              028913101         263      18300SH     SOLE        X
AMERICAN PWR CONVERSION C       COM              029066107        8337     308760SH     SOLE        X
AMER. PRECISION INDS.           COM              029069101         392      40700SH     SOLE        X
AMERICAN RESIDENTIAL TR         COM              02926T103         592      71800SH     SOLE        X
AMERICAN SAFETY RAZOR CO        COM              029362100         767      55300SH     SOLE        X
AMERICAN SCI & ENGINEERIN       COM              029429107         279      39100SH     SOLE        X
AMERICAN SKIING CO.             COM              029654308         975     232800SH     SOLE        X
AMERICAN STANDARD COS.          COM              029712106        8541     248480SH     SOLE        X
AMERICAN STATES WATER           COM              029899101         715      29500SH     SOLE        X
AMERICAN STORES CO.             COM              030096101      114291    3463360SH     SOLE        X
AMERICAN WAGERING               COM              030405104          48       7600SH     SOLE        X
AMERICAN WATER WORKS CO.,       COM              030411102        6125     210764SH     SOLE        X
AMERICAN WOODMARK CORP.         COM              030506109         664      21000SH     SOLE        X
AMERICREDIT CORP                COM              03060R101        5926     451500SH     SOLE        X
AMERIN CORP.                    COM              03070X106        1653      81400SH     SOLE        X
AMERON INTERNATIONAL CORP       COM              030710107        1779      50100SH     SOLE        X
AMERIPATH INC.                  COM              03071D109         249      27700SH     SOLE        X
AMERUS LIFE HOLDINGS            COM              030732101        4127     171969SH     SOLE        X
AMERITECH CORP.                 COM              030954101      897701   15511024SH     SOLE        X
AMETEK AEROSPACE PROD INC       COM              031100100        4467     244750SH     SOLE        X
AMF BOWLING, INC.               COM              03113V109         458     114500SH     SOLE        X
AMGEN, INC.                     COM              031162100      542025    7239064SH     SOLE        X
AMKOR TECHNOLOGY, INC.          COM              031652100        2622     333000SH     SOLE        X
AMP, INC.                       COM              031897101      148142    2759344SH     SOLE        X
AMRESCO INC                     COM              031909104         992     129000SH     SOLE        X
AMPCO-PITTSBURGH CORP.          COM              032037103         882      89300SH     SOLE        X
AMPLICON INC.                   COM              032101107         120      11600SH     SOLE        X
AMREP CORP.                     COM              032159105         332      64700SH     SOLE        X
AMSOUTH BANCORP                 COM              032165102       86440    1899773SH     SOLE        X
AMYLIN PHARMACEUTICALS          COM              032346108         305     287500SH     SOLE        X
AMTRAN, INC.                    COM              03234G106         279      14700SH     SOLE        X
ANADARKO PETROLEUM CORP.        COM              032511107       60027    1590109SH     SOLE        X
ANALOG DEVICES, INC.            COM              032654105       15721     528439SH     SOLE        X
ANALYSTS INTERNATIONAL          COM              032681108        1694     147300SH     SOLE        X
ANCHOR BANCORP WISCONSIN        COM              032839102        2621     170500SH     SOLE        X
ANCHOR GAMING                   COM              033037102        3644      83300SH     SOLE        X
ANDOVER BANCORP INC.            COM              034258103        1125      41475SH     SOLE        X
ANDREA RADIO CORP               COM              034393108         976     144600SH     SOLE        X
ANDREW CORP.                    COM              034425108       15705    1275511SH     SOLE        X
ANDRX CORP.                     COM              034551101        6944      76200SH     SOLE        X
ANGELICA CORP.                  COM              034663104        1049      74900SH     SOLE        X
ANHEUSER BUSCH CO., INC.        COM              035229103      526039    6904529SH     SOLE        X
ANIXTER INTERNATIONAL INC       COM              035290105        3634     304400SH     SOLE        X
ANNALY MORTGAGE MGMT            COM              035710409         513      50000SH     SOLE        X
ANNTAYLOR STORES CORP.          COM              036115103        8170     184900SH     SOLE        X
ANTEC CORP.                     COM              03664P105        4612     214500SH     SOLE        X
ANSWERTHINK CONSULTING          COM              036916104        2509      89600SH     SOLE        X
ANTHRACITE CAPITAL INC.         COM              037023108         975     130000SH     SOLE        X
AON CORP.                       COM              037389103      135966    2149654SH     SOLE        X
APACHE CORP.                    COM              037411105       33181    1273124SH     SOLE        X
APEX MORTGAGE CAPITAL INC       COM              037564101         963      71300SH     SOLE        X
APOGEE ENTERPRISES, INC.        COM              037598109        3172     267100SH     SOLE        X
APHTON CORP.                    COM              03759P101        1713     105400SH     SOLE        X
APPLE COMPUTER, INC.            COM              037833100       79987    2225727SH     SOLE        X
APPLEBEE'S INTERNATIONAL        COM              037899101        4494     181100SH     SOLE        X
APPLIED INNOVATION              COM              037916103         345     105100SH     SOLE        X
APRIA HEALTHCARE GROUP          COM              037933108        4985     419750SH     SOLE        X
APPLIED MICROSYSTEMS CORP       COM              037935103         257      89500SH     SOLE        X
APPLIED GRAPHICS TECH           COM              037937109         601      80120SH     SOLE        X
APPLIED ANALYTICAL INDS         COM              037939105         490      44500SH     SOLE        X
APEX SOLUTIONS, INC.            COM              037945102         600      43050SH     SOLE        X
APPLIED BIOMETRICS, INC.        COM              03814L103          95      11900SH     SOLE        X
APPLIED DIGITAL ACCESS          COM              038181103         189      84000SH     SOLE        X
APPLIED INDS TECH INC.          COM              03820C105        1618     145450SH     SOLE        X
APPLIED MAGNETICS CORP.         COM              038213104         785     187370SH     SOLE        X
APPLIED MATERIALS, INC.         COM              038222105      297433    4821611SH     SOLE        X
APPLIED MICRO CIRCUITS          COM              03822W109        6199     145000SH     SOLE        X
APPLIX INC                      COM              038316105         541     127300SH     SOLE        X
APTARGROUP INC                  COM              038336103        6003     230900SH     SOLE        X
AQUARION CO.                    COM              03838W101        3484     126683SH     SOLE        X
AQUILA BIOPHARMACEUTICALS       COM              03839F107           2        920SH     SOLE        X
ARCADIA FINANCIAL LTD.          COM              039101100        1949     410300SH     SOLE        X
ARCH CHEMICALS, INC.            COM              03937R102        2291     136800SH     SOLE        X
ARCH COAL CORP                  COM              039380100        2014     152000SH     SOLE        X
ARCH COMMUNICATIONS GROUP       COM              039381108         154     111800SH     SOLE        X
ARCHER-DANIELS-MIDLAND CO       COM              039483102      118882    8094123SH     SOLE        X
ARCTIC CAT INC.                 COM              039670104        1357     136600SH     SOLE        X
ARDEN REALTY GROUP REIT         COM              039793104       13429     603550SH     SOLE        X
ARDENT SOFTWARE, INC.           COM              039794102        1369      85216SH     SOLE        X
AREA BANCSHARES CORP.           COM              039872106        1667      71327SH     SOLE        X
ARGONAUT GROUP, INC.            COM              040157109        3090     120300SH     SOLE        X
ARGOSY GAMING CO.               COM              040228108        1616     304100SH     SOLE        X
ARIEL CORPORATION               COM              04033M104          46      21800SH     SOLE        X
ARKANSAS BEST CORP.             COM              040790107         695     102000SH     SOLE        X
ARMCO, INC.                     COM              042170100        3933     886200SH     SOLE        X
ARMSTRONG WORLD INDUSTRIE       COM              042476101       27115     600063SH     SOLE        X
ARNOLD INDUSTRY, INC.           COM              042595108        2948     198180SH     SOLE        X
ARROW ELECTRONICS, INC.         COM              042735100        8802     586822SH     SOLE        X
ARROW FINANCIAL CORP.           COM              042744102         629      23082SH     SOLE        X
ARROW INTERNATIONAL, INC.       COM              042764100        2180     101100SH     SOLE        X
ARTISAN COMPONENTS INC.         COM              042923102         466      89800SH     SOLE        X
ARTESYN TECHNOLOGIES, INC       COM              043127109        2145     173356SH     SOLE        X
ARTHROCARE CORP.                COM              043136100         677      41000SH     SOLE        X
ARTRA GROUP, INC.               COM              043147107          29       3000SH     SOLE        X
ARTISOFT, INC.                  COM              04314L106         447     162604SH     SOLE        X
ARVIN INDUSTRIES, INC.          COM              043339100        7545     223970SH     SOLE        X
ASARCO, INC.                    COM              043413103        8486     617178SH     SOLE        X
ASCEND COMMUNICATIONS INC       COM              043491109      256532    3065360SH     SOLE        X
ASCENT ENTERTAINMENT GRP        COM              043628106        2865     261944SH     SOLE        X
ASCENT PEDIATRICS, INC.         COM              04362X101          52      18900SH     SOLE        X
ASHLAND, INC.                   COM              044204105       46896    1145543SH     SOLE        X
ASHWORTH, INC.                  COM              04516H101          53      15100SH     SOLE        X
ASPEC TECHNOLOGY, INC.          COM              045233103         124     124400SH     SOLE        X
ASPECT DEVELOPMENT INC.         COM              045234101        3636     156400SH     SOLE        X
ASPECT TELECOMMUNICATIONS       COM              045237104        2109     318300SH     SOLE        X
ASPEN TECHNOLOGY INC.           COM              045327103        2565     180800SH     SOLE        X
ASSISTED LIVING CONCEPTS        COM              04543L109          12       3500SH     SOLE        X
ASSOCIATED BANC-CORP.           COM              045487105        5253     164464SH     SOLE        X
ASSOCIATED ESTATES REIT         COM              045604105        3515     336800SH     SOLE        X
A T ENTERTAINMENT               COM              045920105        1165     122600SH     SOLE        X
ASTEC INDUSTRIES INC.           COM              046224101        2109      68300SH     SOLE        X
ASTEA INTL INC.                 COM              04622E109         142      40800SH     SOLE        X
ASTORIA FINANCIAL CORP.         COM              046265104        8297     165948SH     SOLE        X
ASTRO-MED, INC.                 COM              04638F108         317      64950SH     SOLE        X
ASTRONICS CORP.                 COM              046433108          10       1100SH     SOLE        X
ASTROPOWER, INC.                COM              04644A101         243      20700SH     SOLE        X
ASYST TECHNOLOGIES, INC.        COM              04648X107         502      36500SH     SOLE        X
ATLANTA SOSNOFF CAPITAL         COM              046499109         441      65400SH     SOLE        X
ATLANTIC BANK & TRUST           COM              04822G102         141      13400SH     SOLE        X
ATLANTIC COAST AIRLINES         COM              048396105        2520      89600SH     SOLE        X
ATLANTIC GULF COMMUNITIES       COM              048556104           3       1500SH     SOLE        X
ATLANTIC RICHFIELD CO.          COM              048825103      302690    4146439SH     SOLE        X
ATLAS AIR INC.                  COM              049164106        4217     146350SH     SOLE        X
ATMEL CORP.                     COM              049513104        5533     364300SH     SOLE        X
ATMOS ENERGY CORP.              COM              049560105        4844     201310SH     SOLE        X
ATRIX LABS, INC.                COM              04962L101        1104      98123SH     SOLE        X
ATWOOD OCEANICS, INC.           COM              050095108        2868      95600SH     SOLE        X
AUDIO BOOK CLUB, INC.           COM              05068R108         390      34100SH     SOLE        X
AURA SYS, INC.                  COM              051526101         216     576481SH     SOLE        X
AURORA FOODS INC.               COM              05164B106        2478     151300SH     SOLE        X
AUSPEX SYSTEMS INC              COM              052116100         912      85300SH     SOLE        X
AUTHENTIC FITNESS CORP.         COM              052661105        2271     147100SH     SOLE        X
AUTODESK, INC.                  COM              052769106       29846     738083SH     SOLE        X
AUTOLIV, INC.                   COM              052800109        7596     202228SH     SOLE        X
AUTOMOBILE PROTECTION           COM              052905106         534      66700SH     SOLE        X
AUTOMATIC DATA PROCESSING       COM              053015103      356606    8618885SH     SOLE        X
AUTOWEB.COM, INC.               COM              053331104         506      14200SH     SOLE        X
AUTOZONE, INC.                  COM              053332102       60335    1986330SH     SOLE        X
AVADO BRANDS, INC.              COM              05336P108         998     168100SH     SOLE        X
AVALONBAY COMMUNITIES           COM              053484101       19712     623292SH     SOLE        X
AVANT! CORP.                    COM              053487104        4282     241228SH     SOLE        X
AVATAR HOLDING, INC.            COM              053494100        1699      93100SH     SOLE        X
AVATEX CORP.                    COM              05349F105          44      50000SH     SOLE        X
AVERY DENN CORP.                COM              053611109       92349    1606073SH     SOLE        X
AVIALL INC.                     COM              05366B102        2695     173869SH     SOLE        X
AVIATION GENERAL, INC.          COM              05366T103          52      28600SH     SOLE        X
AVIATION SALES CO.              COM              053672101        2047      46000SH     SOLE        X
AVID TECHNOLOGY INC             COM              05367P100        3249     186300SH     SOLE        X
AVIGEN, INC.                    COM              053690103         117      19900SH     SOLE        X
AVIRON                          COM              053762100         992      49000SH     SOLE        X
AVIS RENT A CAR, INC.           COM              053790101        4790     173000SH     SOLE        X
AVISTA CORP.                    COM              05379B107        5832     358900SH     SOLE        X
AVNET, INC.                     COM              053807103        3483      95100SH     SOLE        X
AVON PRODUCTS, INC.             COM              054303102      170667    3626396SH     SOLE        X
AVONDALE INDUSTRIES INC         COM              054350103        1977      67000SH     SOLE        X
AWARE, INC.                     COM              05453N100        1546      32900SH     SOLE        X
AXENT TECHNOLOGIES, INC.        COM              05459C108        3635     151080SH     SOLE        X
AXIOHM TRANSACTION SOLU.        COM              054602107         176      23515SH     SOLE        X
AXYS PHARMACEUTICALS            COM              054635107         584     139345SH     SOLE        X
AYDIN CORP.                     COM              054681101         629      47700SH     SOLE        X
AZTAR CORP.                     COM              054802103        2001     415800SH     SOLE        X
AZTEC TECHN. PARTN., INC.       COM              05480L101         264     159656SH     SOLE        X
BB&T CORPORATION                COM              054937107      144316    3988015SH     SOLE        X
BCSB BANKCORP, INC.             COM              054948104         213      24300SH     SOLE        X
BEC ENERGY                      COM              05538M101       15497     421700SH     SOLE        X
BHA GROUP HOLDINGS INC.         COM              055446108         378      41437SH     SOLE        X
BISYS GROUP, INC.               COM              055472104       10704     190300SH     SOLE        X
BJ SERVICES CO.                 COM              055482103        7268     310110SH     SOLE        X
BJ'S WHOLESALE CLUB INC.        COM              05548J106        5220     197440SH     SOLE        X
BMC INDUSTRIES, INC.            COM              055607105        1339     301804SH     SOLE        X
BSB BANCORP, INC.               COM              055652101        2650     108773SH     SOLE        X
BT FINANCIAL CORP.              COM              055763106        1202      45360SH     SOLE        X
BTG INC.                        COM              05576J101         447      79400SH     SOLE        X
BMC SOFTWARE, INC.              COM              055921100      121119    3267958SH     SOLE        X
BWAY CORP.                      COM              056039100         127       9600SH     SOLE        X
BWC FINANCIAL CORP.             COM              056042104          21       1100SH     SOLE        X
BACOU USA INC.                  COM              056439102         214      16300SH     SOLE        X
BADGER METER, INC.              COM              056525108         786      25600SH     SOLE        X
BADGER PAPER MILLS, INC.        COM              056543101          89      12500SH     SOLE        X
BAIRNCO CORP.                   COM              057097107         333      70200SH     SOLE        X
BAKER HUGHES, INC.              COM              057224107      101076    4157370SH     SOLE        X
J. BAKER INC.                   COM              057232100         750     200000SH     SOLE        X
BALDOR ELECTRIC CO.             COM              057741100        4936     245273SH     SOLE        X
BALL CORP.                      COM              058498106       23299     496386SH     SOLE        X
BALLARD MEDICAL PRODUCTS        COM              058566100        5004     205298SH     SOLE        X
BALLY TOTAL FITNESS             COM              05873K108        5333     223390SH     SOLE        X
BALTIMORE GAS & ELECTRIC        COM              059165100       61327    2416814SH     SOLE        X
BANCFIRST OHIO CORP.            COM              059450106          58       2300SH     SOLE        X
BANCFIRST CORP.                 COM              05945F103        1515      43450SH     SOLE        X
BANCORPSOUTH INC.               COM              059692103        4002     250100SH     SOLE        X
BANCTEC, INC.                   COM              059784108        2484     201728SH     SOLE        X
BANCWEST CORP.                  COM              059790105        8925     210000SH     SOLE        X
BANDAG, INC.                    COM              059815100        2693      95740SH     SOLE        X
BANGOR HYDRO-ELECTRIC CO.       COM              060077104         515      40600SH     SOLE        X
BANK OF GRANITE CORP            COM              062401104        1248      56418SH     SOLE        X
BANK OF THE OZARKS              COM              063904106          47       2200SH     SOLE        X
THE BANK OF NEW YORK CO.        COM              064057102      357919    9959498SH     SOLE        X
BANK ONE CORP.                  COM              06423A103      844244   15332461SH     SOLE        X
BANK PLUS CORP.                 COM              064446107         571     136300SH     SOLE        X
BANKAMERICA CORP.               COM              06605F102     1588433   22491085SH     SOLE        X
BANKBOSTON CORPORATION          COM              06605R106      176398    4072691SH     SOLE        X
BANKERS TRUST CORP.             COM              066365107      106490    1206691SH     SOLE        X
BANKFIRST CORP.                 COM              066442104          91       9100SH     SOLE        X
BANK NORTH GROUP                COM              06646L100        5322     188380SH     SOLE        X
BANNER AEROSPACE                COM              066525106         136      18400SH     SOLE        X
BANTA CORP.                     COM              066821109        3307     174045SH     SOLE        X
BANYAN SYSTEMS, INC.            COM              066908104        1391     114100SH     SOLE        X
C.R. BARD, INC.                 COM              067383109       34049     675079SH     SOLE        X
BARNES & NOBLE INC.             COM              067774109        7995     248860SH     SOLE        X
BARNES GROUP, INC.              COM              067806109        2076     110700SH     SOLE        X
BARRICK GOLD CORP.              COM              067901108       73146    4286930SH     SOLE        X
BARNETT INC.                    COM              068062108         848      96900SH     SOLE        X
BARNWELL INDUSTRIES, INC.       COM              068221100         147      13400SH     SOLE        X
BARR LABS INC.                  COM              068306109        3601     118050SH     SOLE        X
BARRA INC.                      COM              068313105        1280      52000SH     SOLE        X
BARRETT BUSINESS SERVICES       COM              068463108         374      62300SH     SOLE        X
BASIN EXPL INC                  COM              070107107        1236      89098SH     SOLE        X
BASSETT FURNITURE IND., I       COM              070203104        2701     122088SH     SOLE        X
BATTLE MOUNTAIN CLASS A         COM              071593107        9846    3580317SH     SOLE        X
BAUSCH & LOMB, INC.             COM              071707103       45915     706392SH     SOLE        X
BAXTER INTERNATIONAL INC.       COM              071813109      260946    3953724SH     SOLE        X
BAY STATE BANCORP INC.          COM              072611106         213      10400SH     SOLE        X
BAY VIEW CAPITAL CORP.          COM              07262L101        1280      67806SH     SOLE        X
BE AVIONICS INC.                COM              073302101        1988     134800SH     SOLE        X
BEA SYSTEMS INC.                COM              073325102        4575     292800SH     SOLE        X
BEAR STEARNS CO., INC.          COM              073902108       71433    1598498SH     SOLE        X
BEAUTICONTROL COSMETICS         COM              074655101        1104     205450SH     SOLE        X
BEBE STORES INC.                COM              075571109        1866      45500SH     SOLE        X
BECKMAN COULTER, INC.           COM              075811109        4361      99120SH     SOLE        X
BECTON, DICKINSON & CO.         COM              075887109      134817    3518880SH     SOLE        X
BED BATH AND BEYOND             COM              075896100       16269     445730SH     SOLE        X
BELCO OIL & GAS CORP.           COM              077410108         938     158000SH     SOLE        X
BELDEN, INC.                    COM              077459105        3100     181700SH     SOLE        X
BELL & HOWELL CO.               COM              077852101        3465     118200SH     SOLE        X
BELL ATLANTIC CORP.             COM              077853109     1034103   20006834SH     SOLE        X
BELL INDUSTRIES, INC.           COM              078107109         599      57703SH     SOLE        X
BELLSOUTH CORP.                 COM              079860102     1028568   25674080SH     SOLE        X
BELMONT BANCORP                 COM              080162100          82       4800SH     SOLE        X
BEMIS CO., INC.                 COM              081437105       20461     658708SH     SOLE        X
BENCHMARK ELECTRONICS INC       COM              08160H101        1440      48000SH     SOLE        X
BENTON OIL & GAS CO.            COM              083288100         476     131400SH     SOLE        X
W.R. BERKLEY CORP.              COM              084423102        3344     136475SH     SOLE        X
BERKSHIRE REALTY CO. REIT       COM              084710102        6354     568000SH     SOLE        X
BERLITZ INTERNATIONAL, IN       COM              08520F100        1562      69054SH     SOLE        X
BEST BUY, INC.                  COM              086516101       31182     599660SH     SOLE        X
BEST SOFTWARE, INC.             COM              086579109         135      10000SH     SOLE        X
BESTFOODS                       COM              08658U101      194403    4136234SH     SOLE        X
BETHLEHEM STEEL CORP.           COM              087509105       17215    2086680SH     SOLE        X
BEYOND.COM CORP.                COM              08860E101         524      20000SH     SOLE        X
BIG DOG HOLDINGS                COM              089128102         401      69800SH     SOLE        X
BIG FLOWER HOLDINGS INC.        COM              089159107        3141     100900SH     SOLE        X
BILLING CONCEPTS CORP.          COM              090063108        4404     370900SH     SOLE        X
BINDLY WESTERN IND, INC.        COM              090324104        4066     142366SH     SOLE        X
BINKS SAMES CORPORATION         COM              090527102         327      17650SH     SOLE        X
BIOTECHNOLOGY GEN               COM              090578105        2315     387800SH     SOLE        X
BIOCRYST PHARMACEUTICALS        COM              09058V103         483      75700SH     SOLE        X
BIOGEN, INC.                    COM              090597105       26390     230858SH     SOLE        X
BIOMATRIX, INC.                 COM              09060P102        8050     103200SH     SOLE        X
BIOMET, INC.                    COM              090613100       61773    1472988SH     SOLE        X
BIOSPHERICS INC.                COM              090662107           6        900SH     SOLE        X
BIOTIME, INC.                   COM              09066L105         362      22600SH     SOLE        X
BIRMAN MANAGED CARE             COM              090883109           8       7400SH     SOLE        X
BIOLASE TECHNOLOGY, INC.        COM              090911108          32      11800SH     SOLE        X
BIOSPECIFICS TECHNOLOGY         COM              090931106         145      40800SH     SOLE        X
BIRMINGHAM STEEL CORP.          COM              091250100        1008     256100SH     SOLE        X
BLACK & DECKER CORP.            COM              091797100       61327    1106234SH     SOLE        X
BLACK BOX CORP                  COM              091826107        3798     122500SH     SOLE        X
BLACK HAWK GAMING & DEV.        COM              092067107          83      13300SH     SOLE        X
BLACK HILLS CORP.               COM              092113109        2566     120390SH     SOLE        X
BLAIR CORP.                     COM              092828102        1366      86700SH     SOLE        X
E.W. BLANCH HOLDINGS, INC       COM              093210102        4741      90300SH     SOLE        X
BLIMPIE INTERNATIONAL, IN       COM              093538106          67      27400SH     SOLE        X
H & R BLOCK, INC.               COM              093671105       59595    1257935SH     SOLE        X
BLUE RHINO CORP.                COM              095811105         496      37800SH     SOLE        X
BLUE WAVE SYSTEMS, INC.         COM              096081104           4       1000SH     SOLE        X
BLUEGREEN CORP.                 COM              096231105         528     108240SH     SOLE        X
BLYTH INDUSTRIES, INC.          COM              09643P108        9188     388900SH     SOLE        X
BOB EVANS FARMS, INC.           COM              096761101        5429     271466SH     SOLE        X
BODDIE-NOELL PPTYS INC          COM              096903109         754      66300SH     SOLE        X
THE BOEING CO.                  COM              097023105      410689   12034828SH     SOLE        X
BOISE CASCADE CORP.             COM              097383103       22868     709086SH     SOLE        X
BOISE CASCADE OFFICE PROD       COM              097403109        2415     217100SH     SOLE        X
BOMBAY CO.                      COM              097924104         753     188162SH     SOLE        X
BOLLE, INC.                     COM              097937106         125      43590SH     SOLE        X
BOOKS-A-MILLION                 COM              098570104         187      18400SH     SOLE        X
B0RDERS GROUP, INC.             COM              099709107        4589     326350SH     SOLE        X
BORG-WARNER AUTOMOTIVE, I       COM              099724106        7680     160630SH     SOLE        X
BORG-WARNER CORP.               COM              099733107        1129      67400SH     SOLE        X
BORON LEPORE & ASSOCIATES       COM              10001P102         715      68900SH     SOLE        X
BOSTON ACOUSTICS, INC.          COM              100534106         369      22700SH     SOLE        X
BOSTON COMMUNICATIONS GRP       COM              100582105         522      53500SH     SOLE        X
BOSTON PROPERTIES, INC.         COM              101121101       19767     625050SH     SOLE        X
BOSTON SCIENTIFIC CORP.         COM              101137107      223637    5513384SH     SOLE        X
BOSTONFED BANCORP, INC.         COM              101178101         621      34500SH     SOLE        X
BOTTOMLINE TECHNOLOGIES         COM              101388106         753      11800SH     SOLE        X
BOWATER, INC.                   COM              102183100       10190     257149SH     SOLE        X
BOWNE & CO., INC.               COM              103043105        3271     279900SH     SOLE        X
BOYD GAMING CORP.               COM              103304101        1538     361800SH     SOLE        X
THE BOYDS COLLECTION, LTD       COM              103354106        2052     114000SH     SOLE        X
BOYKIN LODGING CO. REIT         COM              103430104        2851     237600SH     SOLE        X
BRADLEY REAL ESTATE REIT        COM              104580105        5742     316791SH     SOLE        X
BRASS EAGLE INC.                COM              10553F106         250      13900SH     SOLE        X
BREED TECH INC                  COM              106702103         861     241600SH     SOLE        X
BRENTON BANKS, INC.             COM              107211104        1706     131260SH     SOLE        X
BRIDGE VIEW BANCORP             COM              108058108         341      13440SH     SOLE        X
BRIDGEPORT MACHINES, INC.       COM              108228107          11       1700SH     SOLE        X
BRIGGS & STRATTON CORP.         COM              109043109       18486     374875SH     SOLE        X
BRIGHT HRZNS. FAMILY SOL.       COM              109195107        1515      69280SH     SOLE        X
BRIGHTPOINT, INC.               COM              109473108        2305     390225SH     SOLE        X
BRINKER INTERNATIONAL, IN       COM              109641100        7532     291812SH     SOLE        X
BRISTOL HOTELS & RESORTS        COM              110041100        1849     215925SH     SOLE        X
BRISTOL-MYERS SQUIBB CO.        COM              110122108     1771265   27541540SH     SOLE        X
BRIGHT VOICE SYSTEMS, INC       COM              110411105         488      61000SH     SOLE        X
BROADBAND TECHNOLOGIES          COM              111309100         233     155600SH     SOLE        X
BROADCAST.COM INC.              COM              111310108        9183      77700SH     SOLE        X
BROADVISION INC.                COM              111412102        9494     158900SH     SOLE        X
BROADWAY & SEYMOUR, INC.        COM              111433108         294      73500SH     SOLE        X
BROOKDALE LIVING COMM.          COM              112462106         900      52200SH     SOLE        X
BROOKE GROUP LTD.               COM              112525100        1167      75000SH     SOLE        X
BROOKLINE BANCORP INC.          COM              113739106         973      85575SH     SOLE        X
BROUGHTON FOODS CO.             COM              114838303         118      10700SH     SOLE        X
BROWN GROUP, INC.               COM              115657108        2122     160921SH     SOLE        X
BROWNING-FERRIS IND. INC.       COM              115885105       88107    2284788SH     SOLE        X
BRUNSWICK CORP.                 COM              117043109       24807    1301357SH     SOLE        X
BRUSH WELLMAN, INC.             COM              117421107        1775     122400SH     SOLE        X
BRYLANE INC.                    COM              117661108        1993      82200SH     SOLE        X
BRYN MAWR BANK CORP.            COM              117665109         575      21500SH     SOLE        X
BUCKEYE TECHNOLOGY INC.         COM              118255108        2428     173400SH     SOLE        X
THE BUCKLE INC.                 COM              118440106        2336     103800SH     SOLE        X
BUFFETS INC.                    COM              119882108        2501     253242SH     SOLE        X
BUILDING MATERIALS CORP.        COM              120113105         129      12700SH     SOLE        X
BUILDING ONE SERVICES           COM              120114103        3986     231900SH     SOLE        X
BURLINGTON COAT FACTORY W       COM              121579106        2277     193750SH     SOLE        X
BURLINGTON  INDUSTRIES          COM              121693105        2244     338740SH     SOLE        X
BURLINGTON NTHRN SANTA FE       COM              12189T104      212521    6464522SH     SOLE        X
BURLINGTON RESOURCES, INC       COM              122014103       91252    2284882SH     SOLE        X
BURNHAM PACIFIC PROP REIT       COM              12232C108        7572     721100SH     SOLE        X
BURR-BROWN CORP.                COM              122574106        5644     240175SH     SOLE        X
BUSH BOAKE ALLEN                COM              123162109         886      32200SH     SOLE        X
BUTLER MANUFACTURING CO.        COM              123655102         183       7800SH     SOLE        X
C & D TECHNOLOGY INC.           COM              124661109        1159      46600SH     SOLE        X
CB BANCSHARES INC.              COM              124785106         519      19500SH     SOLE        X
CBL & ASSOCIATES PRP REIT       COM              124830100        7666     329710SH     SOLE        X
CCB FINANCIAL CORP.             COM              124875105        5880     108760SH     SOLE        X
CCC INFORMATION SERVICES        COM              12487Q109         942      81000SH     SOLE        X
CB RICHARD ELLIS SERVICES       COM              12489L108        1035      62729SH     SOLE        X
CBRL GROUP, INC.                COM              12489V106        4992     277357SH     SOLE        X
CBS CORP.                       COM              12490K107      371115    9065415SH     SOLE        X
C F W COMMUNICATIONS CO.        COM              124923103        1503      69500SH     SOLE        X
CFSB BANCORP, INC.              COM              124927104         835      33380SH     SOLE        X
C-COR ELECTRONICS, INC.         COM              125010108         950      55100SH     SOLE        X
C-CUBE MICROSYSTEMS INC.        COM              125015107        4737     239100SH     SOLE        X
CDI CORP.                       COM              125071100        3482     144700SH     SOLE        X
CDNOW INC.                      COM              125086108        1959     121467SH     SOLE        X
CD RADIO INC.                   COM              125127100        2408      92600SH     SOLE        X
CDW COMPUTER CENTERS            COM              125129106       11264     163250SH     SOLE        X
CD WAREHOUSE INC.               COM              12512W105         156      16000SH     SOLE        X
CEC ENTERTAINMENT INC           COM              125137109        5431     151375SH     SOLE        X
CFS BANCORP, INC.               COM              12525D102         372      35400SH     SOLE        X
CFI PROSERVICES, INC.           COM              12525N100         500      41200SH     SOLE        X
C.H. ROBINSON WORLDWIDE         COM              12541W100        6342     249300SH     SOLE        X
CIGNA CORP.                     COM              125509109      218947    2612347SH     SOLE        X
CKE RESTAURANTS INC.            COM              12561E105        8260     418242SH     SOLE        X
CLECO CORP.                     COM              12561M107        4780     162050SH     SOLE        X
CMAC INVESTMENT CORP.           COM              125662106        5971     153100SH     SOLE        X
CMGI INC                        COM              125750109       49793     272000SH     SOLE        X
CML GROUP, INC.                 COM              125820100           1     122400SH     SOLE        X
CMP GROUP, INC.                 COM              125887109        4323     235241SH     SOLE        X
CMS ENERGY CORP.                COM              125896100       11159     278540SH     SOLE        X
CPI CORP.                       COM              125902106        2517     112500SH     SOLE        X
CPB INC.                        COM              125903104         711      39900SH     SOLE        X
CSS INDUSTRIES, INC.            COM              125906107         708      31800SH     SOLE        X
CNET, INC.                      COM              125945105       12713     138000SH     SOLE        X
CTG RESOURCES INC.              COM              125957100         464      19235SH     SOLE        X
CTB INTERNATIONAL CORP.         COM              125960104         367      57500SH     SOLE        X
CSK AUTO CORP.                  COM              125965103        4197     140200SH     SOLE        X
CNA FINANCIAL CORP.             COM              126117100       18102     466399SH     SOLE        X
CNB BANKSHARES                  COM              126126101        7849     195003SH     SOLE        X
CNA SURETY CORP                 COM              12612L108        2604     210400SH     SOLE        X
CNF TRANSPORTATION, INC.        COM              12612W104        6475     171229SH     SOLE        X
CRW FINANCIAL INC.              COM              126276104         257      44700SH     SOLE        X
CSG SYSTEMS INTL INC.           COM              126349109       12206     309500SH     SOLE        X
CSX CORP.                       COM              126408103      106677    2739693SH     SOLE        X
CTC COMMUNICATIONS CORP         COM              126418102         813      65700SH     SOLE        X
CTS CORP.                       COM              126501105        3347      67700SH     SOLE        X
CUNO INC.                       COM              126583103        2115     151050SH     SOLE        X
CVB FINANCIAL CORP.             COM              126600105        1646      85510SH     SOLE        X
CV REIT, INC.                   COM              126640101         428      38000SH     SOLE        X
CVS CORP DELAWARE               COM              126650100      260412    5482362SH     SOLE        X
CABLETRON SYSTEMS, INC.         COM              126920107       17434    2129322SH     SOLE        X
CABLE DESIGN TECHNOLOGIES       COM              126924109        3556     323300SH     SOLE        X
CABOT CORP.                     COM              127055101        3799     178760SH     SOLE        X
CABOT INDUSTRIAL TRUST          COM              127072106        4449     235700SH     SOLE        X
CADENCE DESIGN SYSTEMS, I       COM              127387108       17791     690920SH     SOLE        X
CADIZ, INC.                     COM              127537108        1558     194700SH     SOLE        X
CADMUS COMMUNICATION            COM              127587103         368      25600SH     SOLE        X
CAL DIVE INTERNATIONAL          COM              127914109        1075      51500SH     SOLE        X
CALGON CARBON                   COM              129603106        1639     316030SH     SOLE        X
CALIFORNIA AMPLIFIER INC.       COM              129900106         186      72660SH     SOLE        X
CALIF CULINARY ACADEMY IN       COM              129905105          80      11100SH     SOLE        X
CALIBER LEARNING NETWORK        COM              129914107        1026     256400SH     SOLE        X
CALIFORNIA INDEPENDENT BK       COM              130334105         144       7178SH     SOLE        X
CALIFORNIA MICROWAVE            COM              130442106         932      86700SH     SOLE        X
CALIFORNIA WATER SERVICE        COM              130788102        1231      51026SH     SOLE        X
CALLAWAY GOLF CO                COM              131193104        2657     260830SH     SOLE        X
CALLON PETEROLEUM CO.           COM              13123X102         503      45200SH     SOLE        X
CALPINE CORP.                   COM              131347106        5655     155200SH     SOLE        X
CALUMET BANCORP INC.            COM              131386104         610      21600SH     SOLE        X
CALYPTE BIOMEDICAL CORP.        COM              131722100         154      56100SH     SOLE        X
CAMBREX CORP.                   COM              132011107        2914     131700SH     SOLE        X
CAMBRIDGE TECHNOLOGY            COM              132524109        2000     144150SH     SOLE        X
CAMERON ASHLEY BLDG PROD        COM              133290106         850      93100SH     SOLE        X
CAMPBELL SOUP CO.               COM              134429109      250290    6151521SH     SOLE        X
CANDELA CORP                    COM              136907102          45       5000SH     SOLE        X
CANNONDALE CORP                 COM              137798104         486      58000SH     SOLE        X
CAPITAL CITY BANK               COM              139674105         187       8000SH     SOLE        X
CAPITAL CORP. OF THE WEST       COM              140065103         539      56000SH     SOLE        X
CAPITAL ONE FINANCIAL           COM              14040H105      132023     874324SH     SOLE        X
CAPITAL PACIFIC HOLDINGS        COM              14040M104          89      36600SH     SOLE        X
CAPITAL RE CORP                 COM              140432105        3365     195100SH     SOLE        X
CAPITAL SENIOR LIVING           COM              140475104         481      68100SH     SOLE        X
CAPITAL TRUST                   COM              14052H100         312      64100SH     SOLE        X
CAPITOL BANCORP LTD.            COM              14056D105         118       5969SH     SOLE        X
CAPITAL TRANSAMERICA CORP       COM              140640103         555      37650SH     SOLE        X
CAPRIUS INC.                    COM              14066K107          10      53380SH     SOLE        X
CAPSTEAD MTG.CORP               COM              14067E100        2290     426100SH     SOLE        X
CAPTEC NET LEASE REALTY         COM              140724105         590      45400SH     SOLE        X
THE CARBIDE/GRAPHITE GRP        COM              140777103         934      85900SH     SOLE        X
CARAUSTAR INDUSTRIES INC.       COM              140909102        4198     182500SH     SOLE        X
CAPITAL TITLE GROUP, INC.       COM              140919101         247      68200SH     SOLE        X
CARDIMA, INC.                   COM              14147M106          53      22500SH     SOLE        X
CARDINAL FINANCIAL CORP         COM              14149F109          20       2800SH     SOLE        X
CARDINAL HEALTH INC.            COM              14149Y108      254406    3854633SH     SOLE        X
CARDIODYNAMICS INT'L.           COM              141597104           8       5000SH     SOLE        X
CAREMATRIX CORP.                COM              141706101         519      27300SH     SOLE        X
CAREY DIVERSIFIED LLC           COM              14174P105         223      12600SH     SOLE        X
CARIBINER INT'L.                COM              141888107        1823     199800SH     SOLE        X
CARLISLE CO., INC.              COM              142339100        3667      78430SH     SOLE        X
CARNIVAL CRUISE LINES, IN       COM              143658102      375710    7736629SH     SOLE        X
CAROLINA FIRST CORP.            COM              143877108        3634     165200SH     SOLE        X
CAROLINA POWER & LIGHT CO       COM              144141108       72154    1908202SH     SOLE        X
CAROLINA SOUTHERN BANK          COM              144162104         131       9545SH     SOLE        X
CARPENTER TECHNOLOGY CORP       COM              144285103        3147     121340SH     SOLE        X
CARRAMERICA REALTY REIT         COM              144418100       14785     670150SH     SOLE        X
CARRIER ACCESS CORP.            COM              144460102        4128      53400SH     SOLE        X
CARRINGTON LABS INC.            COM              144525102         345     117400SH     SOLE        X
CARTER-WALLACE, INC.            COM              146285101        3681     203100SH     SOLE        X
CASCADE BANCORP                 COM              147154108        1151      68745SH     SOLE        X
CASCADE NATURAL GAS CORP.       COM              147339105         175      11700SH     SOLE        X
CASE CORPORATION                COM              14743R103       23995     945617SH     SOLE        X
CASEY'S GENERAL STORES          COM              147528103        5338     361900SH     SOLE        X
CASH AMERICA INTERNATIONA       COM              14754D100        2351     182622SH     SOLE        X
A.M.CASTLE & CO.                COM              148411101        1633     135381SH     SOLE        X
CASTLE & COOKE INC.             COM              148433105        2494     186499SH     SOLE        X
CATALINA LIGHTING, INC.         COM              148865108         191      69400SH     SOLE        X
CATALINA MARKETING CORP.        COM              148867104       11988     139600SH     SOLE        X
CATALYTICA,INC                  COM              148885106        2614     237600SH     SOLE        X
CATELLUS DEVEL CORP.            COM              149111106        5171     386601SH     SOLE        X
CATERPILLAR, INC.               COM              149123101      223962    4875358SH     SOLE        X
CATHERINES STORES               COM              14916F100         472      67400SH     SOLE        X
CAVALIER HOMES INC.             COM              149507105         380      39440SH     SOLE        X
CAVALRY BANCORP, INC.           COM              149547101         276      11600SH     SOLE        X
CELLSTAR CORP.                  COM              150925105        3442     331800SH     SOLE        X
CENTENNIAL HEALTHCARE           COM              150937100         190      21400SH     SOLE        X
CELLEGY PHARMACEUTICALS         COM              15115L103         189      49600SH     SOLE        X
CELLNET DATA SYSTEMS            COM              15115M101        1217     211700SH     SOLE        X
CELLULAR COMM. OF P.R.          COM              15116N108        1553      57500SH     SOLE        X
CELTRIX LABS                    COM              151186103         233     212600SH     SOLE        X
CENDANT CORP.                   COM              151313103      173357   11006774SH     SOLE        X
CENTENNIAL BANCORP              COM              15133T104        1015      81209SH     SOLE        X
CENTERTRUST RETAIL PROP.        COM              152038105        2194     190800SH     SOLE        X
CENTEX CORP.                    COM              152312104       28490     853640SH     SOLE        X
CENTIGRAM COMMUNICATIONS        COM              152317103         522      52900SH     SOLE        X
CENTEX CONSTRUCTION PDCTS       COM              15231R109        2729      78400SH     SOLE        X
CENTOCOR, INC.                  COM              152342101        8624     233080SH     SOLE        X
CENTRAL & SW CORP               COM              152357109       68255    2912228SH     SOLE        X
CENTRAL BANCORP, INC.           COM              152418109         454      27100SH     SOLE        X
CENTRAL FIN. ACCEPTANCE         COM              153470109          91      36400SH     SOLE        X
CENTRAL GARDEN & PET CO.        COM              153527106        2523     149500SH     SOLE        X
CENTRAL HUDSON GAS & ELEC       COM              153609102        4111     114800SH     SOLE        X
CENTRAL PARKING CORP.           COM              154785109        4568     132400SH     SOLE        X
CENTRAL SPRINKLER CORP.         COM              155184104         880      61725SH     SOLE        X
CENTRAL VT. PUBLIC SERV.        COM              155771108         764      75900SH     SOLE        X
CENTURA BANKS, INC.             COM              15640T100        6248     107375SH     SOLE        X
CENTURA SOFTWARE CORP           COM              15640W103          49      47988SH     SOLE        X
CENTURY ALUMINUM CO.            COM              156431108         206      36200SH     SOLE        X
CENTURY BUSINESS SERVICES       COM              156490104        3313     302900SH     SOLE        X
CENTURY SOUTH BANKS, INC.       COM              156683104          64       2500SH     SOLE        X
CENTURY TELEPHONE ENTRPRS       COM              156686107       75984    1081620SH     SOLE        X
CEPHALON, INC.                  COM              156708109        2208     252300SH     SOLE        X
CERES GROUP, INC.               COM              156772105         275      31400SH     SOLE        X
CERIDIAN CORP.                  COM              15677T106       74626    2041060SH     SOLE        X
CERNER CORP.                    COM              156782104        3153     196300SH     SOLE        X
CHALONE WINE GRP LTD.           COM              157639105         847     107500SH     SOLE        X
CHAMPION ENTERPRISES, INC       COM              158496109        5774     298031SH     SOLE        X
CHAMPION INTERNATIONAL CO       COM              158525105       51846    1262601SH     SOLE        X
CHAMPIONSHIP AUTO RACING        COM              158711101         778      26700SH     SOLE        X
CHANCELLOR MEDIA CORP.          COM              158915108       18394     390326SH     SOLE        X
CHARLES RIVER ASSOCIATES        COM              159852102         540      22400SH     SOLE        X
CHARTER ONE FINANICIAL          COM              160903100       13036     451719SH     SOLE        X
CHARMING SHOPPES, INC.          COM              161133103        1862     480579SH     SOLE        X
CHART INDUSTRIES, INC.          COM              16115Q100         249      37950SH     SOLE        X
CHARTWELL RE CORP               COM              16139W109        1296      75110SH     SOLE        X
CHASE INDUSTRIES INC.           COM              161568100          40       5250SH     SOLE        X
CHASE MANHATTAN CORP.           COM              16161A108      907385   11159226SH     SOLE        X
CHATEAU COMMUNITIES REIT        COM              161726104       10022     364452SH     SOLE        X
CHATTEM, INC.                   COM              162456107        1034      33100SH     SOLE        X
CHEAP TICKETS, INC.             COM              162672109         491      14600SH     SOLE        X
CHECKERS DRIVE-IN RESTAUR       COM              162809107          86     229350SH     SOLE        X
CHECKFREE HOLDINGS CORP.        COM              162816102       10658     250400SH     SOLE        X
CHECKPOINT SYSTEMS, INC.        COM              162825103        2366     284600SH     SOLE        X
CHEESECAKE FACTORY (THE)        COM              163072101        2471     104053SH     SOLE        X
CHELSEA GCA REALTY REIT         COM              163262108        6344     227600SH     SOLE        X
CHEMED CORP.                    COM              163596109        2397      93100SH     SOLE        X
CHEMFIRST INC.                  COM              16361A106        3682     156700SH     SOLE        X
CHEMICAL FABRICS CORP.          COM              16361L102         962      57425SH     SOLE        X
CHEMICAL FINANCE                COM              163731102        2218      69320SH     SOLE        X
CHESAPEAKE CORP. OF VA.         COM              165159104        4119     151840SH     SOLE        X
CHESAPEAKE ENERGY CORP          COM              165167107         636     442280SH     SOLE        X
CHESTER VALLEY BANCORP.         COM              166335109          39       2151SH     SOLE        X
CHEVRON CORP.                   COM              166751107      743951    8412168SH     SOLE        X
CHIC BY H.I.S., INC.            COM              167113109         355     149300SH     SOLE        X
CHICAGO TITLE CORP.             COM              168228104        3853     105922SH     SOLE        X
CHICO'S FAS, INC                COM              168615102        1615      75100SH     SOLE        X
THE CHILDREN'S PLACE            COM              168905107        1667      61900SH     SOLE        X
CHOICE HOTEL INTL INC.          COM              169905106        3838     272941SH     SOLE        X
CHIQUITA BRANDS INT'L           COM              170032106        3211     315200SH     SOLE        X
CHIREX INC.                     COM              170038103        2041      83300SH     SOLE        X
CHIRON CORP.                    COM              170040109       12501     569826SH     SOLE        X
CHITTENDEN CORP                 COM              170228100        2594      97433SH     SOLE        X
CHOCK FULL O'NUTS CORP.         COM              170268106         485      88260SH     SOLE        X
CHOICEPOINT INC.                COM              170388102        4828      96807SH     SOLE        X
CHOLESTECH CORP                 COM              170393102         213     100300SH     SOLE        X
CHRIS-CRAFT INDUSTRIES, I       COM              170520100        4972     108965SH     SOLE        X
CHRISTIANA COS., INC.           COM              170819106        1384      49100SH     SOLE        X
CHROMAVISION MED SYSTEMS        COM              17111P104           6       1000SH     SOLE        X
THE CHUBB CORP.                 COM              171232101      120322    2054591SH     SOLE        X
CHURCH & DWIGHT, INC.           COM              171340102        5587     137110SH     SOLE        X
CHURCHILL DOWNS INC.            COM              171484108        1445      51600SH     SOLE        X
CIBER INC.                      COM              17163B102        4049     211000SH     SOLE        X
CIDCO INC                       COM              171768104         371      83700SH     SOLE        X
CIENA CORP.                     COM              171779101        5254     233500SH     SOLE        X
CILCORP, INC.                   COM              171794100        5694      94800SH     SOLE        X
CINCINNATI BELL, INC.           COM              171870108        9998     445600SH     SOLE        X
CINCINNATI FINANCIAL CORP       COM              172062101       76701    2104998SH     SOLE        X
CINERGY CORP.                   COM              172474108       55056    2002053SH     SOLE        X
CIRCLE INTL GRP INC             COM              172574105        1497     102800SH     SOLE        X
CIRRUS LOGIC                    COM              172755100        2779     436000SH     SOLE        X
CISCO SYSTEMS, INC.             COM              17275R102     2426221   22144627SH     SOLE        X
CITADEL COMMUNICATIONS          COM              172853202         100       3000SH     SOLE        X
CINTAS CORP.                    COM              172908105       20316     310760SH     SOLE        X
CIRCUS CIRCUS ENTERPRISES       COM              172909103       11446     651750SH     SOLE        X
CITIGROUP INC.                  COM              172967101     1882130   29465837SH     SOLE        X
CITIZENS BKG CORP               COM              174420109        5458     151600SH     SOLE        X
CITRIX SYSTEMS INC.             COM              177376100       11439     300040SH     SOLE        X
CITY HOLDING COMPANY            COM              177835105        1800      61021SH     SOLE        X
CITY NATIONAL CORP.             COM              178566105        9731     315185SH     SOLE        X
CIVIC BANCORP                   COM              178788105         413      33001SH     SOLE        X
CLAIRE'S STORES, INC.           COM              179584107        8199     272160SH     SOLE        X
CLARCOR, INC.                   COM              179895107        3630     212725SH     SOLE        X
CLARIFY INC.                    COM              180492100        4094     153400SH     SOLE        X
CLARUS CORPORATION              COM              182707109         461      83800SH     SOLE        X
CLAYTON HOMES, INC.             COM              184190106        5815     525635SH     SOLE        X
CLEAN HARBORS, INC.             COM              184496107          73      43500SH     SOLE        X
CLEAR CHANNEL COMM              COM              184502102      227079    3386081SH     SOLE        X
CLEVELAND-CLIFFS IRON CO.       COM              185896107        2021      59320SH     SOLE        X
CLINTRIALS RESEARCH INC.        COM              188767107         675     114900SH     SOLE        X
CLOROX CO.                      COM              189054109      190019    1621497SH     SOLE        X
CLOSURE MEDICAL CORP.           COM              189093107        2580      67900SH     SOLE        X
COACH USA, INC.                 COM              18975L106        3900     141800SH     SOLE        X
COACHMEN INDUSTRIES, INC.       COM              189873102        3387     165200SH     SOLE        X
COAST BANCORP                   COM              190297101         129       7800SH     SOLE        X
COASTAL BANCORP INC             COM              19041P105         105       6300SH     SOLE        X
COASTAL CORP.                   COM              190441105       91017    2758084SH     SOLE        X
COASTAL PHYSICIAN GROUP         COM              190495101          25      90000SH     SOLE        X
COCA-COLA BOTTLING CO.          COM              191098102        1974      35722SH     SOLE        X
THE COCA-COLA CO.               COM              191216100     2116086   34477986SH     SOLE        X
COCA-COLA ENTERPRISES, IN       COM              191219104      166448    5502424SH     SOLE        X
CODA MUSIC TECHNOLOGY INC       COM              19188P108          77      51100SH     SOLE        X
CODORUS VALLEY BANCORP          COM              192025104          53       2740SH     SOLE        X
COEUR D'ALENE MINES CORP.       COM              192108108         837     202860SH     SOLE        X
COGENERATION CORP OF AMER       COM              19238M105          24       2838SH     SOLE        X
COGNEX CORP.                    COM              192422103        5951     251250SH     SOLE        X
COGNOS INC.                     COM              19244C109         606      25800SH     SOLE        X
COHERENT, INC.                  COM              192479103        2730     198546SH     SOLE        X
COHESION TECHNOLOGIES           COM              19248N101         179      45003SH     SOLE        X
COHU INC.                       COM              192576106         807      34700SH     SOLE        X
COINMACH LAUNDRY CORP.          COM              19259L101         674      65800SH     SOLE        X
COLDWATER CREEK INC.            COM              193068103         947      82390SH     SOLE        X
COLEMAN INC.                    COM              193559101        1749     212000SH     SOLE        X
COLLATERAL THERAPEUTICS         COM              193921103         410      45500SH     SOLE        X
COLGATE-PALMOLIVE CO.           COM              194162103      372232    4045997SH     SOLE        X
COLLAGEN AESTHETICS, INC.       COM              194194106         613      45603SH     SOLE        X
COLLINS & AIKMAN CORP.          COM              194830105        2252     474000SH     SOLE        X
COLONIAL BANCGROUP, INC.        COM              195493309        2890     240801SH     SOLE        X
COLONIAL GAS CO.                COM              195674106        2418      70076SH     SOLE        X
COLORADO CASINO RESORTS         COM              196334106          76     101100SH     SOLE        X
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COLTEC INC.                     COM              196879100        7850     431600SH     SOLE        X
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DYNEGY INC                      COM              26816L102        6642     472300SH     SOLE        X
DYNEX CAPITAL INC               COM              26817Q100         825     249200SH     SOLE        X
EG & G, INC.                    COM              268457108       18561     703750SH     SOLE        X
EMC CORP.                       COM              268648102      898996    7037150SH     SOLE        X
EMS TECHNOLOGIES INC.           COM              26873N108         898      63600SH     SOLE        X
E-NET, INC.                     COM              268745106         112      29900SH     SOLE        X
ENSCO INTERNATIONAL, INC.       COM              26874Q100        7337     551168SH     SOLE        X
ESSEF CORP                      COM              269145108         764      50080SH     SOLE        X
ESS TECHNOLOGY INC.             COM              269151106        1230     238460SH     SOLE        X
E.SPIRE COMMUNICATIONS          COM              269153102        4415     321100SH     SOLE        X
ETEC SYSTEMS INC.               COM              26922C103        4374     148600SH     SOLE        X
E-TEK DYNAMICS INC.             COM              269240107        4624     128900SH     SOLE        X
ELIZABETHTOWN CORP.             COM              269242103        1125      27900SH     SOLE        X
E*TRADE GROUP, INC.             COM              269246104       38160     654400SH     SOLE        X
EAGLE FOOD                      COM              269514105         253      86200SH     SOLE        X
EAGLE HARDWARE & GARDEN,        COM              26959B101        7725     202300SH     SOLE        X
EAGLE USA AIRFREIGHT INC.       COM              270018104        2415      74300SH     SOLE        X
EARTHGRAINS CO.  W/I            COM              270319106        6487     292364SH     SOLE        X
EARTHLINK NETWORK               COM              270322100        7680     128000SH     SOLE        X
EARTHSHELL CORP.                COM              27032B100        3134     321400SH     SOLE        X
EARTHWEB INC.                   COM              27032C108         893      16300SH     SOLE        X
EAST TEXAS FINANCIAL SER.       COM              275572105         264      24000SH     SOLE        X
EASTERN ENTERPRISES             COM              27637F100       13067     359220SH     SOLE        X
EASTERN UTILITIES ASSOCIA       COM              277173100        4780     168841SH     SOLE        X
EASTERN VIRGINIA BNKSHRS        COM              277196101          37       2100SH     SOLE        X
EASTGROUP PROPERTIES REIT       COM              277276101        4529     280850SH     SOLE        X
EASTMAN CHEMICAL                COM              277432100       41961     997582SH     SOLE        X
EASTMAN KODAK CO.               COM              277461109      276288    4325456SH     SOLE        X
EATON CORP.                     COM              278058102       64227     898286SH     SOLE        X
EBAY INC.                       COM              278642103       38173     278000SH     SOLE        X
ECHELON INT. CORP.              COM              278747100        1090      55543SH     SOLE        X
ECHO BAY MINES LTD.             COM              278751102        1099     651284SH     SOLE        X
ECLIPSYS CORP.                  COM              278856109        1354      64100SH     SOLE        X
ECO SOIL SYSTEMS, INC.          COM              278858105         393      56700SH     SOLE        X
ECOLAB, INC.                    COM              278865100       63400    1785913SH     SOLE        X
EDISON INTERNATIONAL            COM              281020107      105970    4762678SH     SOLE        X
EDO CORP.                       COM              281347104         426      65500SH     SOLE        X
EDUCATION MANAGEMENT            COM              28139T101        5836     189800SH     SOLE        X
J. D. EDWARDS & CO.             COM              281667105        2958     247750SH     SOLE        X
A G EDWARDS & SONS, INC.        COM              281760108       15574     476448SH     SOLE        X
EGAMES, INC.                    COM              282253103         140      46100SH     SOLE        X
EGGHEAD.COM, INC.               COM              282330109        2073     114000SH     SOLE        X
800-JR CIGAR, INC.              COM              282491109         284      36700SH     SOLE        X
800 TRAVEL SYSTEMS, INC.        COM              282506104         155      19700SH     SOLE        X
EINSTEIN/NOAH BAGEL CORP.       COM              282577105         295     225000SH     SOLE        X
EL PASO ENERGY CORP             COM              283905107       10569     323348SH     SOLE        X
ELCOR CORP.                     COM              284443108        3939     111950SH     SOLE        X
ELECTRIC FUEL CORP              COM              284871100         271     100900SH     SOLE        X
ELECTRO RENT CORP.              COM              285218103         708      77558SH     SOLE        X
ELECTRO SCIENTIFIC INDS.        COM              285229100        4190      90100SH     SOLE        X
ELECTROGLAS, INC.               COM              285324109        1746     135600SH     SOLE        X
ELECTRONIC ARTS                 COM              285512109        9931     209070SH     SOLE        X
ELECTRONIC DATA SYSTEMS         COM              285661104      307545    6316719SH     SOLE        X
ELECTRONIC PROCESSING INC       COM              285798104          38       4800SH     SOLE        X
ELECTRONIC RETAILING SYS        COM              285825105          81      58800SH     SOLE        X
ELECTRONICS FOR IMAGING         COM              286082102       13689     351000SH     SOLE        X
EMBREX, INC.                    COM              290817105          16       3800SH     SOLE        X
EMCOR GROUP, INC.               COM              29084Q100         660      38400SH     SOLE        X
EMERSON ELECTRIC CO.            COM              291011104      298281    5634596SH     SOLE        X
EMPIRE DISTRICT ELECTRIC        COM              291641108        2859     125325SH     SOLE        X
EMPIRE OF CAROLINA, INC.        COM              292007101           5       8900SH     SOLE        X
EMPLOYEE SOLUTIONS INC.         COM              292166105         150     149600SH     SOLE        X
ENCAD INC                       COM              292503109          77      14400SH     SOLE        X
ENCORE WIRE CORP                COM              292562105         544      69050SH     SOLE        X
ENERGY CONVERSION DEVICES       COM              292659109        1231     133100SH     SOLE        X
ENERGEN CORP.                   COM              29265N108        2318     155200SH     SOLE        X
ENERGY EAST CORP.               COM              29266M109       16168     307600SH     SOLE        X
ENERGY RESEARCH CORP.           COM              29271E100         188      20300SH     SOLE        X
ENERGY WEST INC                 COM              29274A105          35       4000SH     SOLE        X
ENGELHARD CORP.                 COM              292845104       36624    2162314SH     SOLE        X
ENGINEERED SUPPORT SYSTEM       COM              292866100         715      41750SH     SOLE        X
ENGINEERING ANIMATION           COM              292872108        2616      62100SH     SOLE        X
ENERGY NORTH, INC.              COM              292925104         784      28511SH     SOLE        X
ENESCO GROUP INC.               COM              292973104        2357     130480SH     SOLE        X
ENHANCE FINANCIAL SVCS GR       COM              293310108        4689     206100SH     SOLE        X
ENRON CORP.                     COM              293561106      269728    4198105SH     SOLE        X
ENRON OIL & GAS CO.             COM              293562104        7757     466600SH     SOLE        X
ENSTAR INC.                     COM              29358M108         189      21266SH     SOLE        X
ENTERGY CORP.                   COM              29364G103       85699    3116312SH     SOLE        X
ENTERPRISE FED BANCORP          COM              293711107         497      11100SH     SOLE        X
ENTERPRISE PROD PARTNERS        COM              293792107        1176      74100SH     SOLE        X
ENTREMED INC.                   COM              29382F103        2324     110000SH     SOLE        X
ENZO BIOCHEM INC                COM              294100102        1798     191803SH     SOLE        X
EPITOPE INC.                    COM              294261102        1033     206500SH     SOLE        X
EQUIFAX, INC                    COM              294429105       69960    2035210SH     SOLE        X
THE EQUITABLE COS.              COM              29444G107       38605     551500SH     SOLE        X
EQUITABLE RESOURCES, INC.       COM              294549100        5428     208250SH     SOLE        X
EQUITY INNS, INC. REIT          COM              294703103        3607     424300SH     SOLE        X
EQUITY OFFICE PROPERTIES        COM              294741103       73591    2893006SH     SOLE        X
ESCALADE, INC.                  COM              296056104          35       2000SH     SOLE        X
ESSEX INTERNATIONAL             COM              297025108         799      33636SH     SOLE        X
ESSEX PROPERTY TRUST REIT       COM              297178105        5559     212800SH     SOLE        X
ESTERLINE TECHNOLOGIES CO       COM              297425100        3039     234900SH     SOLE        X
ETHAN ALLEN INTERIORS INC       COM              297602104       11629     279800SH     SOLE        X
ETHYL CORP.                     COM              297659104        5167    1215754SH     SOLE        X
EUROWEB INTL CORP               COM              298801101          26      12000SH     SOLE        X
EVANS & SUTHERLAND COMP.        COM              299096107         901      75097SH     SOLE        X
EVERCEL, INC.                   COM              299759100          33       5333SH     SOLE        X
EVEREN CAPITAL CORP.            COM              299761106        2410     123200SH     SOLE        X
EVEREST RE HOLDINGS             COM              299808105        9005     288750SH     SOLE        X
EXABYTE CORP.                   COM              300615101         880     185300SH     SOLE        X
EXCEL INDUSTRIES, INC.          COM              300657103        2382      98300SH     SOLE        X
EXCEL LEGACY CORP               COM              300665106          89      26000SH     SOLE        X
EXCEL SWITCHING CORP.           COM              30067V108        2741     130500SH     SOLE        X
EXCITE INC.                     COM              300904109       29988     214200SH     SOLE        X
EXECUTIVE RISK INC.             COM              301586103        5744      80900SH     SOLE        X
EXIDE CORP.                     COM              302051107        1649     148200SH     SOLE        X
EXODUS COMMUNICATIONS           COM              302088109       12159      90400SH     SOLE        X
EXPEDITORS INT'L OF WASHI       COM              302130109        9018     167000SH     SOLE        X
EXPERT SOFTWARE INC.            COM              302131107          66      31800SH     SOLE        X
EXTENDED STAY AMERICA INC       COM              30224P101        4732     464471SH     SOLE        X
EXXON CORP.                     COM              302290101     2244876   31814013SH     SOLE        X
F & M BANCORP                   COM              302367107        2073      66868SH     SOLE        X
F & M BANCORPORATION INC.       COM              302371109        2328      70554SH     SOLE        X
F & M NATIONAL CORP.            COM              302374103        2420     100841SH     SOLE        X
FFY FINANCIAL CORP.             COM              30242U108        1461      79500SH     SOLE        X
FLIR SYSTEMS, INC.              COM              302445101         506      27900SH     SOLE        X
FNB CORP/NORTH CAROLINA         COM              302519103          39       1600SH     SOLE        X
FNB CORP.                       COM              302520101        2788     121224SH     SOLE        X
FNB FINANCIAL SERVICES CO       COM              302526108         277      17300SH     SOLE        X
FPA MEDICAL MANAGEMENT          COM              302543103           1     127500SH     SOLE        X
FPIC INSURANCE GROUP,INC.       COM              302563101        1610      38800SH     SOLE        X
FPL GROUP, INC.                 COM              302571104      124614    2340169SH     SOLE        X
FSI INTL,INC                    COM              302633102        1357     226100SH     SOLE        X
FYI INC.                        COM              302712104        1200      37500SH     SOLE        X
FNB ROCHESTER CORP.             COM              302908108         509      15900SH     SOLE        X
FACTORY 2-U STORES, INC.        COM              303072102         307      26400SH     SOLE        X
FACTSET RESEARCH SYSTEMS        COM              303075105        2703      62500SH     SOLE        X
FAIR ISSAC & CO.                COM              303250104        2665      71900SH     SOLE        X
FAMILY DOLLAR STORES, INC       COM              307000109       10753     467500SH     SOLE        X
FAMILY GOLF CENTERS INC.        COM              30701A106        1190     160000SH     SOLE        X
FAMOUS DAVE'S OF AMERICA        COM              307068106          12       4900SH     SOLE        X
FARMER BROTHERS, INC.           COM              307675108        2000       9850SH     SOLE        X
FARM FAMILY HOLDINGS INC.       COM              307901108         330      10400SH     SOLE        X
FARO TECHNOLOGIES               COM              311642102         446      70000SH     SOLE        X
FARREL CORP                     COM              311667109          13       5000SH     SOLE        X
FASTENAL CO.                    COM              311900104        4264     121620SH     SOLE        X
FAXSAV INC.                     COM              31210L104         729      94500SH     SOLE        X
FDX CORPORATION                 COM              31304N107      177433    1911734SH     SOLE        X
FEDDERS CORP.                   COM              313135105        1329     262545SH     SOLE        X
FREDDIE MAC                     COM              313400301      553782    9694222SH     SOLE        X
FEDERAL-MOGUL CORP.             COM              313549107        9810     228140SH     SOLE        X
FANNIE MAE                      COM              313586109      949459   13710601SH     SOLE        X
FEDERAL SIGNAL CORP.            COM              313855108        5764     276132SH     SOLE        X
FEDERATED DEPARTMENT            COM              31410H101      113087    2818373SH     SOLE        X
FELCOR LODGING TRUST, INC       COM              31430F101       21009     906062SH     SOLE        X
FEMALE HEALTH COMPANY           COM              314462102          47      37600SH     SOLE        X
FERRO CORP.                     COM              315405100        5288     213652SH     SOLE        X
FIDELITY BANCORP INC.           COM              31583B105         333      14400SH     SOLE        X
FIDELITY NATIONAL FIN., I       COM              316326107        3138     209222SH     SOLE        X
FIFTH THIRD BANCORP             COM              316773100      221324    3356568SH     SOLE        X
FILENE'S BASEMENT CORP.         COM              316866102         699     366750SH     SOLE        X
FILENET CORP.                   COM              316869106        1864     266300SH     SOLE        X
FILM ROMAN INC.                 COM              317234102          37       8300SH     SOLE        X
FINANCIAL FEDERAL CORP.         COM              317492106        1023      53850SH     SOLE        X
FINANCIAL INDUSTRIES CORP       COM              317574101          60       5000SH     SOLE        X
FINANCIAL SECURITY              COM              31769P100        3558      71700SH     SOLE        X
FINOVA GROUP INC.               COM              317928109       12881     248310SH     SOLE        X
FIRST AMERICAN FINL CORP        COM              318522307        5675     358900SH     SOLE        X
FIRST BANCORP/PUERTO RICO       COM              318672102        4506     187250SH     SOLE        X
FIRST AMERICAN CORP. (TEN       COM              318900107        9154     248237SH     SOLE        X
FIRST BANCORP N. CAROLINA       COM              318910106         203       7800SH     SOLE        X
FIRST BELL BANCORP INC.         COM              319301107         683      40200SH     SOLE        X
FIRST CHARTER CORP.             COM              319439105        1776      93457SH     SOLE        X
FIRST COMMONWEALTH FINL C       COM              319829107        2958     139200SH     SOLE        X
FIRST CONSULTING GROUP          COM              31986R103        1509     135613SH     SOLE        X
FIRST FEDERAL CAPITAL           COM              319960100        1204     102500SH     SOLE        X
FIRST DATA CORP.                COM              319963104      253374    5926867SH     SOLE        X
FIRST COMMONWEALTH INC.         COM              319983102         106       7100SH     SOLE        X
FIRST ESSEX BANCORP INC.        COM              320103104          17       1100SH     SOLE        X
FIRST FINANCIAL BANCORP         COM              320209109        3561     163707SH     SOLE        X
FIRST FINL BANKSHARES INC       COM              32020R109        1022      31570SH     SOLE        X
FIRST FINANCIAL CORP/IND        COM              320218100        1282      30800SH     SOLE        X
FIRST FINANCIAL HOLDINGS        COM              320239106        1643      91300SH     SOLE        X
FRST INDUSTRIAL RLTY REIT       COM              32054K103       11935     498600SH     SOLE        X
FIRST INT'L BANCORP, INC        COM              32054Q100         484      50900SH     SOLE        X
FIRST INDIANA CORP.             COM              32054R108         394      20720SH     SOLE        X
FIRST LIBERTY FINL CORP.        COM              320691108         104       4900SH     SOLE        X
FIRST OF LONG ISLAND CORP       COM              320734106          92       2250SH     SOLE        X
FIRST MERCHANTS CORP.           COM              320817109          20        800SH     SOLE        X
FIRST MIDWEST BANCORP           COM              320867104        6788     178624SH     SOLE        X
FIRST MIDWEST FINANCIAL         COM              320878101          16       1050SH     SOLE        X
FIRST MUTUAL SAVINGS BANK       COM              320918105         432      33222SH     SOLE        X
FIRST HEALTH GROUP CORP.        COM              320960107        4577     284966SH     SOLE        X
FIRST SAVINGS BANCORP           COM              335939104         363      16700SH     SOLE        X
FIRST SIERRA FINANCIAL          COM              335944104         204      22700SH     SOLE        X
FIRST REPUBLIC BANK             COM              336158100        1761      73000SH     SOLE        X
FIRST SECURITY CORP.            COM              336294103        9852     510126SH     SOLE        X
FIRST SENTINEL BANCORP.         COM              33640T103        1664     207985SH     SOLE        X
FIRST SOUTHERN BANCSHARES       COM              33645B107          22       1600SH     SOLE        X
FIRST SOURCE CORPORATION        COM              336901103        2634      88540SH     SOLE        X
FIRST TENNESSEE NATIONAL        COM              337162101       12731     347610SH     SOLE        X
FIRST UNION CORP.               COM              337358105      680965   12743210SH     SOLE        X
FIRST UNITED BANCSHARES         COM              33741E104        1005      72400SH     SOLE        X
FIRST VIRGINIA BANKS, INC       COM              337477103        6014     131623SH     SOLE        X
FIRST WASHINGTON REALTY         COM              337489504        1490      69500SH     SOLE        X
FIRST WASHINGTON BANCORP        COM              33748T104          80       4100SH     SOLE        X
FIRST WESTERN BANCORP           COM              337505101        2524      80133SH     SOLE        X
THE FIRST YEARS INC.            COM              337610109          47       3400SH     SOLE        X
FIRSTPLUS FINANCIAL GROUP       COM              33763B103         294     522500SH     SOLE        X
FIRSTAR CORP.                   COM              33763V109      284380    3177430SH     SOLE        X
FISERV, INC.                    COM              337738108       13997     261018SH     SOLE        X
FIRST FEDERAL FINANCIAL         COM              337907109        3386     210800SH     SOLE        X
FIRSTMERIT CORP.                COM              337915102        7301     283536SH     SOLE        X
FLAGSTAR BANCORP, INC.          COM              337930101         994      37500SH     SOLE        X
FIRSTSPARTAN FINANCIAL CO       COM              337931109         544      18300SH     SOLE        X
FIRSTENERGY CORP.               COM              337932107       92361    3305972SH     SOLE        X
FLEET FINANCIAL GROUP INC       COM              338915101      281961    7493970SH     SOLE        X
FLEETWOOD ENTERPRISES INC       COM              339099103       13342     466091SH     SOLE        X
FLEMING COS., INC.              COM              339130106        2379     277839SH     SOLE        X
FLEXSTEEL INDUSTRY              COM              339382103         621      47300SH     SOLE        X
FLORIDA BANKS, INC.             COM              340560101         823     107900SH     SOLE        X
FLORIDA EAST COAST RAILWA       COM              340632108        3643     121700SH     SOLE        X
FLORIDA PROGRESS CORP.          COM              341109106       10031     265720SH     SOLE        X
FLORIDA ROCK INDUSTRIES,        COM              341140101        5033     147500SH     SOLE        X
FLORSHEIM GROUP INC.            COM              343302105         292      53048SH     SOLE        X
FLOW INTL CORP.                 COM              343468104         154      15600SH     SOLE        X
FLOWERS INDUSTRIES, INC.        COM              343496105        6657     270325SH     SOLE        X
FLOWSERVE CORP                  COM              34354P105        3855     247702SH     SOLE        X
FLUOR CORP.                     COM              343861100       31063    1150497SH     SOLE        X
FLUSHING FINANCIAL CORP.        COM              343873105        1269      89050SH     SOLE        X
FOAMEX INTL, INC                COM              344123104         696     123700SH     SOLE        X
FOOD TECHNOLOGY SERVICE         COM              344798103          29       6000SH     SOLE        X
FOODARAMA SUPERMARKETS, I       COM              344820105         638      22400SH     SOLE        X
FOOTHILL INDEP BANCORP          COM              344905104          21       1391SH     SOLE        X
FOOTSTAR INC                    COM              344912100        6610     206554SH     SOLE        X
FORCENERGY INC.                 COM              345206106         225     327909SH     SOLE        X
FORD MOTOR CO.                  COM              345370100      901150   15879292SH     SOLE        X
FORE SYSTEMS, INC.              COM              345449102        6826     361020SH     SOLE        X
FOREMOST CORP. OF AMERICA       COM              345469100        3457     171800SH     SOLE        X
FORRESTER RESEARCH, INC.        COM              346563109         787      25900SH     SOLE        X
FORT JAMES CORP.                COM              347471104       98355    3103902SH     SOLE        X
FORTE SOFTWARE, INC.            COM              349546101         911     197000SH     SOLE        X
FORTRESS GROUP INC.             COM              34956K108         115      57700SH     SOLE        X
FORTUNE BRANDS INC.             COM              349631101       83320    2153667SH     SOLE        X
FOSSIL INC                      COM              349882100         411      13800SH     SOLE        X
FOSTER WHEELER CORP.            COM              350244109        7650     630923SH     SOLE        X
FOUNDATION HEALTH SYSTEM        COM              350404109        6309     517670SH     SOLE        X
FOUR MEDIA COMPANY              COM              350872107          89      14900SH     SOLE        X
4FRONT TECHNOLOGIES INC.        COM              351042106         288      27300SH     SOLE        X
FOURTH SHIFT CORP.              COM              351128103         412      76700SH     SOLE        X
FRANCHISE FIN OF AMR REIT       COM              351807102       14443     685700SH     SOLE        X
FRANCHISE MORTGAGE ACCEPT       COM              35181D108         418      57600SH     SOLE        X
FRANKLIN BANK                   COM              352456107         230      23020SH     SOLE        X
FRANKLIN COVEY CO.              COM              353469109        1346     149500SH     SOLE        X
FRANKLIN ELEC  INC              COM              353514102        1437      22100SH     SOLE        X
FRANKLIN ELECTRPUBL             COM              353515109         700     116700SH     SOLE        X
FRANKLIN RESOURCES CORP.        COM              354613101       90767    3227268SH     SOLE        X
FREEDOM SECURITIES CORP.        COM              35644K103         668      41900SH     SOLE        X
FREMONT GENERAL CORP.           COM              357288109        4256     223268SH     SOLE        X
FRENCH FRAGRANCES, INC.         COM              357658103          10       1800SH     SOLE        X
FRESH CHOICE, INC.              COM              358032100         128      49900SH     SOLE        X
FRESH FOODS, INC.               COM              358034106         193      35100SH     SOLE        X
FRESH AMERICA CORP.             COM              35803R105         815      47600SH     SOLE        X
FRIEDE GOLDMAN INT'L.           COM              358430106        2824     176500SH     SOLE        X
FRIENDLY ICE CREAM CORP.        COM              358497105         580      94700SH     SOLE        X
FRISCH'S RESTAURANTS, INC       COM              358748101         464      47634SH     SOLE        X
FRITZ COS., INC.                COM              358846103        1762     256300SH     SOLE        X
FRONTIER CORP.                  COM              35906P105      112808    2174613SH     SOLE        X
FRONTIER FINANCIAL CORP.        COM              35907K105         335      13400SH     SOLE        X
FRONTIER INSURANCE GROUP,       COM              359081106        3209     270232SH     SOLE        X
FRONTIER OIL CORP.              COM              35914P105         508     101600SH     SOLE        X
FROZEN FOOD EXPRESS INDUS       COM              359360104         113      17700SH     SOLE        X
FUISZ TECHNOLOGIES LTD.         COM              359536109         608      92700SH     SOLE        X
H. B. FULLER CO.                COM              359694106        4889      82950SH     SOLE        X
FULTON FINL CORP.               COM              360271100        3154     137483SH     SOLE        X
FUND AMER ENTER HLDG            COM              360768105        4607      34623SH     SOLE        X
FURNITURE BRANDS INT'L          COM              360921100        3190     144170SH     SOLE        X
FURON COMPANY                   COM              361106107         980      77600SH     SOLE        X
G & L REALTY CORP.              COM              361271109         935      76300SH     SOLE        X
GATX CORP.                      COM              361448103        4138     125640SH     SOLE        X
GBC BANCORP                     COM              361475106         984      65600SH     SOLE        X
GC COMPANIES                    COM              36155Q109        1738      55271SH     SOLE        X
GK INTELLIGENT SYSTEMS          COM              361751100         182      74700SH     SOLE        X
GRC INTERNATIONAL INC.          COM              361922107         475      71700SH     SOLE        X
GST TELECOMMUNICATIONS          COM              361942105        1463     133800SH     SOLE        X
GP STRATEGIES CORP.             COM              36225V104          62       3500SH     SOLE        X
GPU, INC.                       COM              36225X100       67777    1816472SH     SOLE        X
GSE SYSTEMS INC.                COM              36227K106           3        600SH     SOLE        X
GTE CORP.                       COM              362320103      764312   12633254SH     SOLE        X
GT INTERACTIVE SOFTWARE         COM              36236E109        1129     244100SH     SOLE        X
GTS DURATEK, INC.               COM              36237J107         174      33900SH     SOLE        X
GADZOOKS INC.                   COM              362553109         553      74300SH     SOLE        X
GAINSCO, INC.                   COM              363127101         963     197607SH     SOLE        X
GALEY & LORD                    COM              36352K103         298      67100SH     SOLE        X
GALILEO INT'L.                  COM              363547100       11238     232300SH     SOLE        X
A.J. GALLAGHER                  COM              363576109        5943     129200SH     SOLE        X
GALLERY OF HISTORY, INC.        COM              363812108          60      16000SH     SOLE        X
GANNETT CO., INC.               COM              364730101      225825    3584522SH     SOLE        X
THE GAP, INC.                   COM              364760108      541622    8046380SH     SOLE        X
GARDEN FRESH RESTAURANT         COM              365235100        1100      77200SH     SOLE        X
GARDEN RIDGE CORP.              COM              36541P104         608      89300SH     SOLE        X
GARDNER DENVER, INC.            COM              365558105        1838     115750SH     SOLE        X
GARTNER GROUP INC-CLASS A       COM              366651107        5864     259900SH     SOLE        X
GATEWAY 2000, INC.              COM              367833100      153284    2235689SH     SOLE        X
GAYLORD ENTERTAINMENT 'A'       COM              367905106        3833     158048SH     SOLE        X
GELTEX PHARMACEUTICALS          COM              368538104        1759     125100SH     SOLE        X
GENCORP, INC.                   COM              368682100        4222     234560SH     SOLE        X
GENERAL BINDING CORP.           COM              369154109        2272      87600SH     SOLE        X
GENERAL CABLE CORP.             COM              369300108        2418     228950SH     SOLE        X
GENERAL CHEMICAL GROUP          COM              369332101        1173      89400SH     SOLE        X
GENERAL DATACOMM IND., IN       COM              369487103         840     328000SH     SOLE        X
GENERAL DYNAMICS CORP.          COM              369550108      102611    1597060SH     SOLE        X
GENERAL ELECTRIC CO.            COM              369604103     5078660   45908793SH     SOLE        X
GENERAL GROWTH PROPS REIT       COM              370021107       15268     470700SH     SOLE        X
GENERAL INSTRUMENTS INC.        COM              370120107       76351    2518781SH     SOLE        X
GENERAL MAGIC, INC.             COM              370253106         215      59200SH     SOLE        X
GENERAL MILLS, INC.             COM              370334104      159927    2116492SH     SOLE        X
GENERAL MOTORS CORP.            COM              370442105      738080    8495890SH     SOLE        X
GENERAL NUTRITION COS., I       COM              37047F103        3817     272650SH     SOLE        X
GENERAL SCANNING INC.           COM              370737108         446      69100SH     SOLE        X
GENERAL SEMICONDUCTOR INC       COM              370787103        4204     579889SH     SOLE        X
GENESCO, INC.                   COM              371532102        2929     316600SH     SOLE        X
GENTEX CORP                     COM              371901109       10397     482200SH     SOLE        X
GENISIS HEALTH                  COM              371912106        1888     387375SH     SOLE        X
GENESYS TELECOMM LABS           COM              371931106         908      60300SH     SOLE        X
GENESIS DIRECT, INC.            COM              371935107        1168     272900SH     SOLE        X
GENLYTE GROUP, INC.             COM              372302109         595      37200SH     SOLE        X
GENOME THERAPEUTICS CORP.       COM              372430108         331     106030SH     SOLE        X
GENRAD, INC.                    COM              372447102        2789     194000SH     SOLE        X
GENSIA SICOR INC.               COM              372450106        1803     641181SH     SOLE        X
GENUINE PARTS CO.               COM              372460105       65345    2267943SH     SOLE        X
GEON CO.                        COM              37246W105        3394     149200SH     SOLE        X
GEOCITIES                       COM              37247V106        7713      70400SH     SOLE        X
GEOTEL COMMUNICATIONS           COM              373656107        5611     122300SH     SOLE        X
GEOWORKS                        COM              373692102         242      76800SH     SOLE        X
GERBER SCIENTIFIC, INC.         COM              373730100        3658     181200SH     SOLE        X
GERMAN AMERICAN BANCORP         COM              373865104         186       9336SH     SOLE        X
GERON CORP.                     COM              374163103         100      10000SH     SOLE        X
GETCHELL GOLD CORP.             COM              374265106        5934     227148SH     SOLE        X
GETTY IMAGES, INC               COM              374276103        1814      86400SH     SOLE        X
GETTY PETROLEUM MRKTG INC       COM              374292100         361     125632SH     SOLE        X
GETTY REALTY CORP *NEW*         COM              374297109        1359     108732SH     SOLE        X
GIANT CEMENT HOLDING INC.       COM              374450104         402      23400SH     SOLE        X
GIANT INDUSTRIES INC.           COM              374508109        1057     123400SH     SOLE        X
GIBRALTAR STEEL                 COM              37476F103         665      33350SH     SOLE        X
GIBSON GREETINGS, INC.          COM              374827103         992     135700SH     SOLE        X
GILEAD SCIENCES, INC.           COM              375558103        9450     207700SH     SOLE        X
GILLETTE CO.                    COM              375766102      924231   15549629SH     SOLE        X
GILMAN & CIOCIA INC.            COM              375908100         929      74300SH     SOLE        X
GLACIER WATER SERVICES          COM              376395109          78       3800SH     SOLE        X
P. H. GLATFELTER CO.            COM              377316104        2915     260560SH     SOLE        X
GLEASON CORP.                   COM              377339106         798      47100SH     SOLE        X
GLENAYRE TECHNOLOGIES INC       COM              377899109        1321     384162SH     SOLE        X
GLENBOROUGH REALTY REIT         COM              37803P105        7526     442700SH     SOLE        X
GLIATECH INC.                   COM              37929C103         569      24600SH     SOLE        X
GLOBAL DIRECTMAIL CORP.         COM              379321102        1967     117446SH     SOLE        X
GLOBAL INDUSTRIAL TECH          COM              379335102        2643     251691SH     SOLE        X
GLOBAL INDUSTRIES LTD.          COM              379336100        6891     680600SH     SOLE        X
GLOBAL IMAGING SYSTEMS          COM              37934A100         560      42100SH     SOLE        X
GLOBAL MARINE, INC.             COM              379352404        7799     663710SH     SOLE        X
GLOBAL PAYMENT TECH INC         COM              37936S109         457      42000SH     SOLE        X
GLOBAL TELESYSTEMS GROUP        COM              37936U104        9694     173300SH     SOLE        X
GLOBAL VACATION GROUP           COM              37937F106        1534     129200SH     SOLE        X
GLOBE BUSINESS RESOURCES        COM              379395106         895      71600SH     SOLE        X
GLOBECOMM SYSTEMS, INC.         COM              37956X103          12       2000SH     SOLE        X
GOLD BANC CORP., INC.           COM              379907108         846      56900SH     SOLE        X
GOLDEN ENTERPRISES INC.         COM              381010107         235      69500SH     SOLE        X
GOLDEN STATE BANCORP INC        COM              381197102       15974     717948SH     SOLE        X
GOLDEN WEST FINANCIAL COR       COM              381317106       91406     957135SH     SOLE        X
GOLF TRUST OF AMERICA           COM              38168B103        2068      92430SH     SOLE        X
GOOD GUYS, INC.                 COM              382091106         514     132700SH     SOLE        X
THE B F GOODRICH CO.            COM              382388106       36259    1056721SH     SOLE        X
GOODYEAR TIRE & RUBBER CO       COM              382550101       97829    1963948SH     SOLE        X
GOODY'S FAMILY CLOTHING         COM              382588101        3227     231500SH     SOLE        X
GORMAN-RUPP CO.                 COM              383082104         502      32125SH     SOLE        X
GOTTSCHALK (E.)& CO., INC       COM              383485109         591      85900SH     SOLE        X
GO2NET, INC.                    COM              383486107        3607      27200SH     SOLE        X
W.R. GRACE & CO.                COM              38388F108       12706    1047878SH     SOLE        X
GRACO, INC.                     COM              384109104        4079     184887SH     SOLE        X
GRADCO SYSTEMS, INC.            COM              384111100          13       6825SH     SOLE        X
GRADALL INDUSTRIES INC.         COM              38411P107         576      44300SH     SOLE        X
GRAHAM-FIELD HEALTH PROD        COM              384632105         328     180900SH     SOLE        X
W.W. GRAINGER, INC.             COM              384802104       52973    1230143SH     SOLE        X
GRAND PREMIER FINL, INC.        COM              386174106         678      59905SH     SOLE        X
GRANITE CONSTRUCTION CO.        COM              387328107        3586     153400SH     SOLE        X
GRANITE STATE BANKSHARES        COM              387472103        1241      58750SH     SOLE        X
GRAY COMMUNICATIONS SYSTM       COM              389190109         170      10250SH     SOLE        X
GREAT A & P TEA CO., INC.       COM              390064103       16502     550057SH     SOLE        X
GREAT LAKES CHEMICAL CORP       COM              390568103       29273     796536SH     SOLE        X
GREAT LAKES REIT INC.           COM              390752103        2754     189900SH     SOLE        X
GREAT SOUTHERN BANCORP          COM              390905107         410      17100SH     SOLE        X
GREAT PLAINS SOFTWARE           COM              39119E105        2166      56000SH     SOLE        X
GREATER BAY BANCORP             COM              391648102        1404      48400SH     SOLE        X
GREATER COMMUNITY BANCORP       COM              39167M108          74       7200SH     SOLE        X
GREATER DELAWARE SVGS BNK       COM              391688108         411      40100SH     SOLE        X
GREEN MOUNTAIN POWER CORP       COM              393154109         460      47507SH     SOLE        X
GREEN STREET FINANCIAL          COM              393415104         429      36500SH     SOLE        X
GREEN POINT FINANCIAL           COM              395384100       20806     598724SH     SOLE        X
GREKA ENERGY CORP.              COM              397637109           1        164SH     SOLE        X
GREY ADVERTISING, INC.          COM              397838103        1041       3000SH     SOLE        X
GREY WOLF INC.                  COM              397888108        1288     895700SH     SOLE        X
GRIFFON CORP.                   COM              398433102         941     136900SH     SOLE        X
GROUP 1 AUTOMOTIVE              COM              398905109        1218      49600SH     SOLE        X
GROUP MAINTENANCE AMER          COM              39943E107        1383     121600SH     SOLE        X
GTECH, INC.                     COM              400518106        5990     245760SH     SOLE        X
GUARANTEE LIFE COS. INC.        COM              400740106        1193      70200SH     SOLE        X
GUARANTY FEDERAL BNCSHS         COM              40108P101         178      16100SH     SOLE        X
GUESS ? INC.                    COM              401617105        1267     206800SH     SOLE        X
GUIDANT CORP.                   COM              401698105      259236    4284885SH     SOLE        X
GUILFORD MILLS, INC.            COM              401794102        1500     171475SH     SOLE        X
GUILFORD PHARMACEUTICALS        COM              401829106        1099      96600SH     SOLE        X
GUITAR CENTER                   COM              402040109        1298      63500SH     SOLE        X
GULF ISLAND FABRICATION         COM              402307102         868      82700SH     SOLE        X
GULF WEST BANKS, INC.           COM              402582100          38       4400SH     SOLE        X
GULFMARK OFFSHORE, INC.         COM              402629109         487      40800SH     SOLE        X
GULFSTREAM AEROSPACE            COM              402734107       10670     246000SH     SOLE        X
GUNDLE/SLT ENVIRONMENTAL        COM              402809107         361     131300SH     SOLE        X
GYMBOREE INC.                   COM              403777105        1750     195800SH     SOLE        X
HCIA, INC                       COM              403908106         316      70200SH     SOLE        X
HF BANCORP, INC.                COM              403910102         604      34400SH     SOLE        X
HMT TECHNOLOGY CORP.            COM              403917107         996     284700SH     SOLE        X
H.T.E., INC.                    COM              403926108         285      93100SH     SOLE        X
HCC INSURANCE HOLDINGS          COM              404132102        4504     233950SH     SOLE        X
HCR MANOR CARE, INC.            COM              404134108       36841    1614938SH     SOLE        X
HF FINANCIAL CORP.              COM              404172108         509      33350SH     SOLE        X
HIE INC                         COM              40419W100         568     126200SH     SOLE        X
HMN FINANCIAL INC.              COM              40424G108         861      75650SH     SOLE        X
HNC SOFTWARE, INC.              COM              40425P107        5273     161000SH     SOLE        X
HSB GROUP INC.                  COM              40428N109        6433     173269SH     SOLE        X
HS RESOURCES INC                COM              404297103        1292     147701SH     SOLE        X
HUBCO, INC.                     COM              404382103       10912     325113SH     SOLE        X
HA-LO INDUSTRIES, INC.          COM              404429102        3870     314275SH     SOLE        X
HABERSHAM BANCORP               COM              404459109           8        600SH     SOLE        X
HADCO CORP.                     COM              404681108        3531     112100SH     SOLE        X
HAEMONETICS CORP.               COM              405024100        2801     178550SH     SOLE        X
HAGGAR CORP.                    COM              405173105          69       6800SH     SOLE        X
HAGLER BAILLY, INC.             COM              405183104         562      70200SH     SOLE        X
HAIN FOOD GROUP, INC.           COM              405219106        1436      87000SH     SOLE        X
HALLIBURTON CO.                 COM              406216101      212482    5519005SH     SOLE        X
HALTER MARINE GROUP INC.        COM              40642Y105        2365     406964SH     SOLE        X
HAMBRECHT & QUIST GROUP         COM              406545103        5040     145300SH     SOLE        X
HAMILTON BANCORP, INC.          COM              407013101        1697      65600SH     SOLE        X
HANCOCK FABRICS, INC.           COM              409900107        1879     297700SH     SOLE        X
HANCOCK HOLDING CO.             COM              410120109        3247      70592SH     SOLE        X
HANDLEMAN CO.                   COM              410252100        3880     290061SH     SOLE        X
M.A. HANNA CO.                  COM              410522106        3409     266075SH     SOLE        X
HANNAFORD BROS. CO.             COM              410550107        4847     106670SH     SOLE        X
HANOVER COMPRESSOR CO.          COM              410768105        5250     198100SH     SOLE        X
HANOVER DIRECT, INC.            COM              410783104        2136     759376SH     SOLE        X
HARBINGER CORP.                 COM              41145C103        1734     256830SH     SOLE        X
HARBOR FEDERAL BANCORP          COM              41151A108          25       1500SH     SOLE        X
HARCOURT GENERAL, INC.          COM              41163G101       39522     891901SH     SOLE        X
HARBOR FLORIDA BANCSHRS         COM              411901101        1549     121463SH     SOLE        X
HARKEN ENERGY CORP.             COM              412552101        1032     634900SH     SOLE        X
JOHN H. HARLAND CO.             COM              412693103        3423     264587SH     SOLE        X
HARLEY DAVIDSON, INC.           COM              412822108       26633     463180SH     SOLE        X
HARLEYSVILLE GROUP INC.         COM              412824104        1319      68100SH     SOLE        X
HARLEYSVILLE NATIONAL           COM              412850109        1697      47477SH     SOLE        X
HARMAN INTL. INDS., INC.        COM              413086109        5855     159320SH     SOLE        X
HARMON INDUSTRIES INC.          COM              413136102         953      47500SH     SOLE        X
HARMONIC, INC.                  COM              413160102         820      29700SH     SOLE        X
HARNISCHFEGER INDS., INC.       COM              413345109        3549     624076SH     SOLE        X
HARRAH'S ENTERTAINMENT          COM              413619107       38586    2024163SH     SOLE        X
HARRIS CORP.                    COM              413875105       30696    1072365SH     SOLE        X
HARRIS SAVINGS BANK             COM              414541102         912      75600SH     SOLE        X
HARRODSBURG FIRST FINL          COM              415781103         132       9800SH     SOLE        X
HARSCO CORP.                    COM              415864107        2891     114790SH     SOLE        X
HARTE-HANKS, INC.               COM              416196103        4184     152482SH     SOLE        X
HARTFORD FINL SVCS GRP          COM              416515104      180765    3181785SH     SOLE        X
HARTMARX CORP.                  COM              417119104        1028     210900SH     SOLE        X
HASBRO, INC.                    COM              418056107       77833    2689699SH     SOLE        X
HAVEN BANCORP                   COM              419352109        1343     102300SH     SOLE        X
HAWAIIAN ELECTRIC IND. IN       COM              419870100        6814     194350SH     SOLE        X
HAWTHORNE FINANCIAL CORP.       COM              420542102         473      31500SH     SOLE        X
HAYES LEMMERZ INTL., INC.       COM              420781106        3063     130360SH     SOLE        X
HEALTHCARE SERVICES GROUP       COM              421906108         606      63814SH     SOLE        X
HEALTH CARE PROP. INVESTO       COM              421915109        5097     177300SH     SOLE        X
HEALTHSOUTH CORP.               COM              421924101       56852    5479706SH     SOLE        X
HEALTHCARE REALTY TRUST         COM              421946104        4761     250571SH     SOLE        X
HEALTHPLAN SERVICES CORP.       COM              421959107         799     113200SH     SOLE        X
HEALTH SYSTEMS DESIGN           COM              421964107         180      30600SH     SOLE        X
HEARTPORT INC.                  COM              421969106         643     133700SH     SOLE        X
HEARTLAND TECH., INC.           COM              421979105          66      15500SH     SOLE        X
HEADWAY CORPORATE RESRCES       COM              422101105         358      81800SH     SOLE        X
HEALTH CARE REIT INC            COM              42217K106        3990     185600SH     SOLE        X
HEALTH FITNESS CORP.            COM              42217V102           1       1400SH     SOLE        X
HEALTH MGT SYS INC              COM              42219M100         382      80450SH     SOLE        X
HEALTHCARE FINANCIAL            COM              42219W108        2579      98700SH     SOLE        X
HEALTHEON CORP                  COM              422209106        4219      99200SH     SOLE        X
HEARST ARGLY TELEVISION         COM              422317107        3326     135064SH     SOLE        X
HEARTLAND EXPRESS INC           COM              422347104        1987     130858SH     SOLE        X
HECLA MINING CO.                COM              422704106        1558     566500SH     SOLE        X
HECTOR COMMUNICATIONS COR       COM              422730101         287      35350SH     SOLE        X
HEICO CORP.                     COM              422806109        1196      49837SH     SOLE        X
HEILIG-MEYERS CO.               COM              422893107        1661     320235SH     SOLE        X
H.J. HEINZ CO.                  COM              423074103      244659    5164315SH     SOLE        X
HELIX TECHNOLOGY CORPORAT       COM              423319102        1219      79300SH     SOLE        X
HELMERICH & PAYNE, INC.         COM              423452101       18008     793749SH     SOLE        X
JACK HENRY & ASSOCIATES         COM              426281101        4502     122500SH     SOLE        X
HERCULES, INC.                  COM              427056106       31638    1252986SH     SOLE        X
HERITAGE FINANCIAL CORP.        COM              42722X106         553      65600SH     SOLE        X
HERSHEY FOODS CORP.             COM              427866108      110612    1975210SH     SOLE        X
HESKA CORP                      COM              42805E108         211      64900SH     SOLE        X
HEWLETT-PACKARD CO.             COM              428236103      888336   13099885SH     SOLE        X
HEXCEL CORP.                    COM              428291108        1365     193300SH     SOLE        X
HI/FN, INC.                     COM              428358105        2110      56280SH     SOLE        X
HIBBETT SPORTING GOODS          COM              428565105         599      28700SH     SOLE        X
HIGH PLAINS CORP.               COM              429701105         256     107997SH     SOLE        X
HIGHLANDS INSURANCE GROUP       COM              431032101        1602     151714SH     SOLE        X
HIGHWOOD PROPERTIES REIT        COM              431284108       17243     731810SH     SOLE        X
HILB, ROGAL & HAMILTON CO       COM              431294107        1087      64200SH     SOLE        X
HILLENBRAND INDUSTRIES, I       COM              431573104        8059     174490SH     SOLE        X
HILTON HOTELS CORP.             COM              432848109       46166    3282929SH     SOLE        X
HITOX CORP. AMERICA             COM              433658101          81      40700SH     SOLE        X
HOENIG GROUP INC.               COM              434396107         114      13600SH     SOLE        X
HOLLYWOOD ENTERTAINMENT         COM              436141105       10523     565000SH     SOLE        X
HOLLYWOOD PARK, INC.            COM              436255103        1945     188600SH     SOLE        X
HOLOGIC, INC.                   COM              436440101        2650     292400SH     SOLE        X
HOLOPHANE CORP.                 COM              43645B106        1714      77900SH     SOLE        X
HOME BANCORP                    COM              436889109         472      17000SH     SOLE        X
HOME HEALTH CORP. OF AMER       COM              436936108           6      47900SH     SOLE        X
HOME DEPOT, INC.                COM              437076102     1287169   20677421SH     SOLE        X
HOME PRODUCTS INTL INC          COM              437305105         471      51620SH     SOLE        X
HOME PROP OF NY                 COM              437306103        5723     247500SH     SOLE        X
HOMEBASE INC.                   COM              43738E108        3907     880400SH     SOLE        X
HOMESTAKE MINING CO             COM              437614100       27673    3208481SH     SOLE        X
HOMESTEAD VILLAGE               COM              437851108         499     204891SH     SOLE        X
HON INDUSTRIES, INC.            COM              438092108        7932     361580SH     SOLE        X
HONEYWELL, INC.                 COM              438506107      120915    1594919SH     SOLE        X
HOOPER HOLMES                   COM              439104100        1516      97000SH     SOLE        X
HOPFED BANCORP, INC.            COM              439734104         457      21400SH     SOLE        X
HORIZON PHARMACIES, INC.        COM              439902107         265      48200SH     SOLE        X
HORIZON MEDICAL PRODUCTS        COM              439903105         173      28200SH     SOLE        X
HORACE MANN EDUCATORS COR       COM              440327104        3621     156170SH     SOLE        X
HORIZON FINANCIAL CORP.         COM              44041F105         620      46333SH     SOLE        X
HORIZON GROUP PROPERTIES        COM              44041U102         126      28755SH     SOLE        X
HORIZON OFFSHORE                COM              44043J105         743     110100SH     SOLE        X
HORMEL FOODS CORP.              COM              440452100        7136     200310SH     SOLE        X
HOST MARRIOTT SERVICES          COM              440914109        1697     251354SH     SOLE        X
HOSPITALITY WORLDWIDE           COM              44106N100         195      78000SH     SOLE        X
HOST MARRIOTT CORP. REIT        COM              44107P104       23290    2093525SH     SOLE        X
HOT TOPIC, INC.                 COM              441339108        1078      59500SH     SOLE        X
HOUGHTON MIFFLIN CO.            COM              441560109        7876     168030SH     SOLE        X
HOUSEHOLD INTERNATIONAL         COM              441815107      277793    6088615SH     SOLE        X
HOUSTON EXPLORATION CO.         COM              442120101         923      53100SH     SOLE        X
HOWELL CORP                     COM              443051107          13       3500SH     SOLE        X
HOWMET INT'L. INC.              COM              443208103        3010     210300SH     SOLE        X
HUDSON TECHNOLOGIES INC.        COM              444144109          11       5600SH     SOLE        X
HUFFY CORP.                     COM              444356109         145      12100SH     SOLE        X
HUGHES SUPPLY, INC.             COM              444482103        3664     161050SH     SOLE        X
HUMANA, INC.                    COM              444859102       39995    2318522SH     SOLE        X
HUMASCAN INC.                   COM              444882104           4      41500SH     SOLE        X
HUMAN GENOME SCIENCES INC       COM              444903108        4568     131700SH     SOLE        X
HUNT CORP.                      COM              445591100        1080     109400SH     SOLE        X
J. B. HUNT TRANSPORT SERV       COM              445658107        3382     161040SH     SOLE        X
HUNTINGTON BANCSHARES,INC       COM              446150104       82194    2656770SH     SOLE        X
HUSSMAN INTL.                   COM              448110106        4550     309787SH     SOLE        X
HUTCHINSON TECHNOLOGY, IN       COM              448407106        3963     159300SH     SOLE        X
ICN PHARMACEUTICALS             COM              448924100        4918     195251SH     SOLE        X
IDT CORP.                       COM              448947101        2005     111400SH     SOLE        X
HYPERION SOLUTIONS CORP         COM              44914M104        3545     244483SH     SOLE        X
HYSEQ, INC.                     COM              449163302         203      67700SH     SOLE        X
IA CORPORATION I                COM              449194109          28      26800SH     SOLE        X
IBP, INC.                       COM              449223106       11932     640620SH     SOLE        X
ICG COMMUNICATIONS, INC.        COM              449246107        5240     260374SH     SOLE        X
ICO, INC.                       COM              449293109          13      11000SH     SOLE        X
ICOS CORP.                      COM              449295104        7526     223000SH     SOLE        X
IDEC PHARMACEUTICALS            COM              449370105        6360     123800SH     SOLE        X
IDX SYSTEMS CORP.               COM              449491109        1339      92362SH     SOLE        X
IEC ELECTRONICS CORP.           COM              44949L105         130      39900SH     SOLE        X
IGEN INTERNATIONAL, INC.        COM              449536101        1903      79300SH     SOLE        X
IGI, INC.                       COM              449575109         162      92300SH     SOLE        X
IHOP CORP.                      COM              449623107        3391      86400SH     SOLE        X
IMC GLOBAL INC.                 COM              449669100        7193     351975SH     SOLE        X
IMCO RECYCLING, INC.            COM              449681105        1348     104700SH     SOLE        X
IMC MORTGAGE CO.                COM              449923101          11      70300SH     SOLE        X
I-LINK INC.                     COM              449927102         594     240500SH     SOLE        X
IMS HEALTH INCORPORATED         COM              449934108      149254    4505796SH     SOLE        X
IRI INTERNATIONAL CORP.         COM              45004F107         305      75000SH     SOLE        X
IRT PROPERTY CO. REIT           COM              450058102        4658     528598SH     SOLE        X
ISS GROUP                       COM              450306105        5835      73400SH     SOLE        X
I-STAT CORP.                    COM              450312103         474      51200SH     SOLE        X
ITC DELTACOM INC.               COM              45031T104        6393     293100SH     SOLE        X
ITEQ INC.                       COM              450430103         240     118300SH     SOLE        X
ITI TECHNOLOGIES INC            COM              450564109         963      32100SH     SOLE        X
ITLA CAPITAL CORPORATION        COM              450565106         883      60900SH     SOLE        X
ITT EDUCATIONAL SERVICES        COM              45068B109        5217     138900SH     SOLE        X
IXC COMMUNICATIONS INC.         COM              450713102        8780     191400SH     SOLE        X
ITT INDUSTRIES, INC.            COM              450911102       48354    1366911SH     SOLE        X
IDACORP INC                     COM              451107106        6748     229710SH     SOLE        X
IDEX CORP.                      COM              45167R104        3951     167675SH     SOLE        X
IDEXX LABORATORIES CORP.        COM              45168D104        6075     253800SH     SOLE        X
IKON OFFICE SOLUTIONS           COM              451713101       25444    1985891SH     SOLE        X
IDENTIX INC                     COM              451906101         863     130200SH     SOLE        X
IL FORNAIO AMERICA              COM              451926109         623      63900SH     SOLE        X
ILLINOIS TOOL WORKS, INC.       COM              452308109      198736    3211893SH     SOLE        X
ILLINOVA CORPORATION            COM              452317100        3980     187866SH     SOLE        X
IMATION CORP                    COM              45245A107        3865     234237SH     SOLE        X
IMCLONE SYSTEMS, INC.           COM              45245W109        2319     137400SH     SOLE        X
IMMUCOR INC.                    COM              452526106         407      44000SH     SOLE        X
IMMUNEX CORP.                   COM              452528102       17266     207400SH     SOLE        X
IMMULOGIC PHARM                 COM              45252R100         400     213400SH     SOLE        X
IMMUNE RESPONSE                 COM              45252T106        2166     245800SH     SOLE        X
IMPAC MORTGAGE HOLDINGS         COM              45254P102         447      89300SH     SOLE        X
IMPERIAL BANCORP                COM              452556103        4009     234096SH     SOLE        X
IMPATH INC.                     COM              45255G101        1828      74600SH     SOLE        X
IMPERIAL CRED                   COM              452729106        1556     212764SH     SOLE        X
IMPERIAL CREDIT COMM.           COM              45272T102        1633     169700SH     SOLE        X
IMMUNOMEDICS, INC.              COM              452907108         952     367000SH     SOLE        X
IMPERIAL SUGAR CO               COM              453096109         632     104172SH     SOLE        X
IMRGLOBAL CORP.                 COM              45321W106        1688      95100SH     SOLE        X
INACOM CORP.                    COM              45323G109        2706     349204SH     SOLE        X
INCO LTD.                       COM              453258402       25381    1906584SH     SOLE        X
INCYTE PHARMACEUTICALS          COM              45337C102        3461     172500SH     SOLE        X
INDEPENDENCE COMMUNITY BK       COM              453414104        5360     416300SH     SOLE        X
INDEPENDENT BANK CORP.          COM              453836108        2139     156300SH     SOLE        X
INDEPENDENT BANK CORP.          COM              453838104          27       1700SH     SOLE        X
INDIANA ENERGY, INC.            COM              454707100        3516     185662SH     SOLE        X
INDUSTRI-MATEMATIK INTL         COM              455792101         175      86200SH     SOLE        X
INDUSTRIAL DISTRIB. GRP         COM              456061100         221      42000SH     SOLE        X
INDUSTRIAL SCIENTIFIC COR       COM              45631G106         138       5100SH     SOLE        X
INDYMAC MORTGAGE HOLDINGS       COM              456607100        1754     161300SH     SOLE        X
INFOCURE CORP.                  COM              45665A108        1029      36900SH     SOLE        X
INFORMATION HOLDINGS INC.       COM              456727106         143       8000SH     SOLE        X
INFORMIX CORP.                  COM              456779107        8307    1126420SH     SOLE        X
INFOSEEK CORP.                  COM              45678M107       11581     156500SH     SOLE        X
INFOSPACE.COM, INC.             COM              45678T102        3339      37700SH     SOLE        X
INGERSOLL-RAND CO               COM              456866102      102809    2071713SH     SOLE        X
INFORMATION RESOURCES, IN       COM              456905108        1562     242585SH     SOLE        X
INFORMATION MGMT ASSOCS.        COM              456923101         301     141700SH     SOLE        X
INHALE THERAPEUTIC              COM              457191104        3328     122700SH     SOLE        X
INKTOMI CORP.                   COM              457277101        9098     106100SH     SOLE        X
INMARK ENTERPRISES, INC.        COM              457635100           9       2000SH     SOLE        X
INNOVEX, INC.                   COM              457647105        1011      75600SH     SOLE        X
INNOVATIVE GAMING CORP. A       COM              45764F107          21      20050SH     SOLE        X
INPUT/OUTPUT, INC.              COM              457652105        2056     325700SH     SOLE        X
INPUT SOFTWARE INC.             COM              457654101         140      27600SH     SOLE        X
INSIGHT ENTERPRISES INC.        COM              45765U103        2781     112350SH     SOLE        X
INSILCO HOLDING CORP.           COM              457661106          12        489SH     SOLE        X
INPRISE CORP.                   COM              45766C102         846     218300SH     SOLE        X
INNOVASIVE DEVICES INC.         COM              45766K104          10       3000SH     SOLE        X
INSO CORP.                      COM              457674109         591      78200SH     SOLE        X
INSIGNIA FINANCIAL GROUP        COM              45767A105        2350     167132SH     SOLE        X
INNOTRAC CORP.                  COM              45767M109         531      32300SH     SOLE        X
INNKEEPERS USA TRUST REIT       COM              4576J0104        4577     491500SH     SOLE        X
INSPIRE INSURANCE SOL           COM              457732105        1371      72150SH     SOLE        X
INSTEEL INDUSTRIES, INC.        COM              45774W108          54       9600SH     SOLE        X
INSURANCE AUTO AUCTIONS,I       COM              457875102        1668     137600SH     SOLE        X
INTEGRAL SYSTEMS INC.           COM              45810H107         288      16000SH     SOLE        X
INTEGRATED DEVICE TECH.,I       COM              458118106        2877     532110SH     SOLE        X
INTEGRATED ELECTRICAL SV        COM              45811E103        2078     129900SH     SOLE        X
INTEGRATED CIRCUIT SYS.         COM              45811K109         226      12500SH     SOLE        X
INTEGRA INC                     COM              45811M105          40      27500SH     SOLE        X
INTEGRATED HEALTH SERVS         COM              45812C106        2201     400113SH     SOLE        X
INTEGRATED PROCESS EQUIP.       COM              45812K108        1283     142600SH     SOLE        X
INTEGRATED SYSTEMS INC.         COM              45812M104        2543     198500SH     SOLE        X
INTEGRATED SILICON SOLTNS       COM              45812P107         461     167700SH     SOLE        X
INTEL CORP.                     COM              458140100     2785035   23428265SH     SOLE        X
INTELIDATA TECH. CORP.          COM              45814T107         121      99300SH     SOLE        X
INTELLIGENT MEDICAL IMAG.       COM              45815T106         200     149200SH     SOLE        X
INTELLIGROUP, INC.              COM              45816A106         346      53700SH     SOLE        X
INTER-TEL INC                   COM              458372109        2862     183900SH     SOLE        X
INTERCARGO CORP.                COM              45844C108         579      50100SH     SOLE        X
INTERDENT INC.                  COM              45865R109         253      45974SH     SOLE        X
INTERFACE SYSTEMS,INC.          COM              458667102          61      30300SH     SOLE        X
INTERDIGITAL COMMCORP.          COM              45866A105        1701     394500SH     SOLE        X
INTERGRAPH CORP.                COM              458683109        2102     311440SH     SOLE        X
INTERIM SERVICES INC            COM              45868P100        5272     351496SH     SOLE        X
INTERLINK ELECTRONICS INC       COM              458751104         186      36800SH     SOLE        X
INTERMAGNETICS GENERAL          COM              458771102         111      13424SH     SOLE        X
INTERMEDIA COMMUNICATIONS       COM              458801107        2740     102900SH     SOLE        X
INTERMET CORP.                  COM              45881K104        2103     157200SH     SOLE        X
INTL ASSETS HOLDING CORP        COM              459028106           9       2178SH     SOLE        X
INTERNATIONAL BANCSHARES        COM              459044103        2243      52163SH     SOLE        X
INTL BUSINESS MACHINES          COM              459200101     2349876   13257412SH     SOLE        X
INTERNATIONAL FLAV. AND F       COM              459506101       50198    1336390SH     SOLE        X
INT'L. HOME FOODS               COM              459655106        2623     163300SH     SOLE        X
INTERNATIONAL GAME TECH.        COM              459902102        6162     423140SH     SOLE        X
INTERNATIONAL MULTIFOODS        COM              460043102        3097     132860SH     SOLE        X
INTL NETWORK SERVICES           COM              460053101       10693     152900SH     SOLE        X
INTERNATIONAL PAPER CO.         COM              460146103      165117    3913873SH     SOLE        X
INTERNATIONAL RECTIFIER C       COM              460254105        2603     371900SH     SOLE        X
INTL SPECIALTY PRODUCTS         COM              460337108        2757     364600SH     SOLE        X
INTL TELECOMM DATA SYSTEM       COM              46047F104        1718     138800SH     SOLE        X
INTERNEURON PHARM               COM              460573108         612     213000SH     SOLE        X
INTERPOOL, INC.                 COM              46062R108        1062      78650SH     SOLE        X
INTERPORE INTERNATIONAL         COM              46062W107         375      83400SH     SOLE        X
INTERPUBLIC GROUP OF COS,       COM              460690100      149520    1919995SH     SOLE        X
INTERSTATE BAKERIES CORP.       COM              46072H108        5140     238390SH     SOLE        X
INTERSTATE ENERGY CORP.         COM              460845100        5159     194683SH     SOLE        X
INTERWEST BANCORP INC.          COM              460931108        1460      61300SH     SOLE        X
INTERVOICE, INC.                COM              461142101        1861     169200SH     SOLE        X
INTEST CORP.                    COM              461147100         302      52500SH     SOLE        X
INTERVU INC.                    COM              46114R106        3155      71100SH     SOLE        X
INTRAWARE, INC.                 COM              46118M103         509      12700SH     SOLE        X
INTUIT                          COM              461202103       19287     189550SH     SOLE        X
INVACARE CORP.                  COM              461203101        4471     183900SH     SOLE        X
INVESTMENT TECHNOLOGY           COM              461450108        3700      72900SH     SOLE        X
INVESTORS TITLE CO              COM              461804106         176       8200SH     SOLE        X
INVISION TECHNOLOGIES INC       COM              461851107         876     167400SH     SOLE        X
INVTRO INTL                     COM              461853103           0       2800SH     SOLE        X
INVITROGEN CORP                 COM              46185R100         322      25000SH     SOLE        X
INVESTORS FINANCIAL SVCS        COM              461915100        3617     125817SH     SOLE        X
IOMEGA CORP.                    COM              462030107        4051     790400SH     SOLE        X
IONICS, INC.                    COM              462218108        3127     103800SH     SOLE        X
IPALCO ENTERPRISES, INC.        COM              462613100        5100     232500SH     SOLE        X
IRON MOUNTAIN INC.              COM              46284P104        3811     121950SH     SOLE        X
IRVINE APRTMNT COMUN REIT       COM              463606103        9530     289900SH     SOLE        X
IRWIN FINL CORP                 COM              464119106        2490     124100SH     SOLE        X
4HEALTH, INC.                   COM              464142108          33       9500SH     SOLE        X
ISCO, INC.                      COM              464268101         126      25185SH     SOLE        X
ISIS PHARMACEUTICALS INC.       COM              464330109        2207     245200SH     SOLE        X
IT GROUP, INC.                  COM              465266104        1821     141429SH     SOLE        X
ITRON, INC.                     COM              465741106        1391     148400SH     SOLE        X
I2 TECHNOLOGIES, INC            COM              465754109        4066     152900SH     SOLE        X
IVAX CORP.                      COM              465823102        7643     646990SH     SOLE        X
IVEX PACKAGING CORP             COM              465855104        1133      74600SH     SOLE        X
IVILLAGE INC.                   COM              46588H105         975       9700SH     SOLE        X
JDN REALTY CORP. REIT           COM              465917102        9142     459950SH     SOLE        X
JTS CORPORATION                 COM              465940104           1      79144SH     SOLE        X
IXYS CORPORATION                COM              46600W106           0        125SH     SOLE        X
J & J SNACK FOODS CORP.         COM              466032109         881      43800SH     SOLE        X
JDA SOFTWARE GROUP, INC.        COM              46612K108         530      71200SH     SOLE        X
JLG INDUSTRIES, INC.            COM              466210101        4518     331600SH     SOLE        X
JMC GROUP INC.                  COM              466218104           6       5200SH     SOLE        X
JLM INDUSTRIES, INC.            COM              46621D103         243      46300SH     SOLE        X
JPS PACKAGING                   COM              46623H102          82      18800SH     SOLE        X
JP REALTY, INC. REIT            COM              46624A106        4489     228000SH     SOLE        X
JSB FINANCIAL                   COM              46624M100        3714      74100SH     SOLE        X
JVWEB INC.                      COM              466259108           0         39SH     SOLE        X
JABIL CIRCUIT INC.              COM              466313103       13316     328800SH     SOLE        X
JACKPOT ENTERPRISES, INC.       COM              466392107         912     117627SH     SOLE        X
JACOBS ENGINE GRP               COM              469814107        6021     152680SH     SOLE        X
JACOBSON STORES INC.            COM              469834105         244      39100SH     SOLE        X
JAMESON INNS, INC. REIT         COM              470457102        1041     114900SH     SOLE        X
JAN BELL MARKETING INC.         COM              470760109        1281     301400SH     SOLE        X
JAVELIN SYSTEMS, INC.           COM              471896100         461      38000SH     SOLE        X
JEFFBANKS, INC.                 COM              472317106        1024      49033SH     SOLE        X
JEFFERIES GROUP INC             COM              472318104        5575     117532SH     SOLE        X
JEFFERSON SAVINGS BANCORP       COM              474900107         710      62400SH     SOLE        X
JEFFERSON-PILOT CORP.           COM              475070108       90440    1334910SH     SOLE        X
JOHNS MANVILLE CORP             COM              478129109        9355     542300SH     SOLE        X
JOHNSON & JOHNSON               COM              478160104     1772972   18924318SH     SOLE        X
JOHNSON CONTROLS, INC.          COM              478366107       66683    1069074SH     SOLE        X
JOHNSTON INDUSTRIES, INC.       COM              479368102          24      11100SH     SOLE        X
JOHNSTOWN AMERICA               COM              479477101         785      52800SH     SOLE        X
JONES APPARREL                  COM              480074103       14982     536260SH     SOLE        X
JONES INTERCABLE INC.           COM              480206101        1136      28400SH     SOLE        X
JONES LANG LASALLE INC.         COM              48020Q107        3675     122500SH     SOLE        X
JONES PHARMA, INC.              COM              480236108        7039     202550SH     SOLE        X
JOSTENS, INC.                   COM              481088102       13670     643313SH     SOLE        X
JOURNAL REGISTER CO.            COM              481138105        2492     207700SH     SOLE        X
JUMBOSPORTS INC                 COM              481386100           9      94550SH     SOLE        X
JUNO LIGHTING, INC.             COM              482047107        2719     121200SH     SOLE        X
JUST FOR FEET INC.              COM              48213P106        2185     174800SH     SOLE        X
JUST LIKE HOME INC.             COM              48213Q104           1       2400SH     SOLE        X
JUSTIN INDUSTRIES, INC.         COM              482171105        2376     216010SH     SOLE        X
K & G MEN'S CENTER, INC.        COM              482245107         351      35300SH     SOLE        X
KCS ENERGY INC.                 COM              482434206         394     300000SH     SOLE        X
KFX INC.                        COM              48245L107         202     140350SH     SOLE        X
KLA-TENCOR CORP.                COM              482480100       56646    1166459SH     SOLE        X
KMART CORP.                     COM              482584109      114488    6809667SH     SOLE        X
KN ENERGY, INC.                 COM              482620101        4215     211386SH     SOLE        X
K2 INC.                         COM              482732104        1061     134681SH     SOLE        X
KAISER ALUMINUM                 COM              483007100        2187     402200SH     SOLE        X
KAISER VENTURES INC.            COM              483100103          10       1000SH     SOLE        X
KANEB SERVICES INC              COM              484170105         553     136000SH     SOLE        X
KANSAS CITY LIFE INS. CO.       COM              484836101        2040      25030SH     SOLE        X
KANSAS CITY POWER & LIGHT       COM              485134100        4247     172480SH     SOLE        X
KANSAS CITY SO. INDUSTRIE       COM              485170104       40847     716610SH     SOLE        X
KATY INDUSTRIES, INC.           COM              486026107         374      28800SH     SOLE        X
KAUFMAN & BROAD HOME CORP       COM              486168107       16658     738305SH     SOLE        X
KAYDON CORP.                    COM              486587108        5827     201350SH     SOLE        X
KAYE GROUP, INC.                COM              486589104          38       5300SH     SOLE        X
KEANE, INC.                     COM              486665102        3934     184580SH     SOLE        X
KEEBLER FOODS CO.               COM              487256109        8753     239800SH     SOLE        X
KELLOGG CO.                     COM              487836108      190863    5644751SH     SOLE        X
KELLY OIL CORP.                 COM              487906109         215     404400SH     SOLE        X
KELLSTROM INDUSTRIES            COM              488035106        1194      75200SH     SOLE        X
KELLWOOD CO.                    COM              488044108        2964     134350SH     SOLE        X
KEMET CORP.                     COM              488360108        3763     327200SH     SOLE        X
KENDLE INTERNATIONAL            COM              48880L107        1697      84315SH     SOLE        X
KENNAMETAL, INC.                COM              489170100        1226      70085SH     SOLE        X
KENSEY NASH CORP.               COM              490057106         837     106300SH     SOLE        X
KENT ELECTRONICS CORP.          COM              490553104        2150     216400SH     SOLE        X
KENTUCKY FIRST BANCORP          COM              491290102         145      11600SH     SOLE        X
KERR-MCGEE CORP.                COM              492386107       37573    1145088SH     SOLE        X
KEVCO, INC.                     COM              492716105         236      54000SH     SOLE        X
KEY ENERGY SERVICES, INC.       COM              492914106         297      63400SH     SOLE        X
KEY TRONIC CORP.                COM              493144109         249      76500SH     SOLE        X
KEYCORP                         COM              493267108      185207    6109914SH     SOLE        X
KEYSPAN ENERGY                  COM              49337K106       10241     407586SH     SOLE        X
KEYSTONE AUTOMOTIVE IND         COM              49338N109         985      60600SH     SOLE        X
KEYSTONE CONS. IND., INC.       COM              493422109         546      99209SH     SOLE        X
KEYSTONE FINANCIAL, INC.        COM              493482103        4279     132674SH     SOLE        X
KILROY REALTY CORP.             COM              49427F108        7453     363570SH     SOLE        X
KIMBERLY-CLARK CORP             COM              494368103      373110    7783268SH     SOLE        X
KIMCO REALTY CORP. REIT         COM              49446R109       21205     575060SH     SOLE        X
KING PHARMACEUTICALS, INC       COM              495582108        1274      45900SH     SOLE        X
KING WORLD PRODUCTIONS, I       COM              495667107       31035    1015468SH     SOLE        X
KIRBY CORP.                     COM              497266106        1759      92900SH     SOLE        X
KITTY HAWK INC.                 COM              498326107         890     112100SH     SOLE        X
KLAMATH FIRST BANCORP INC       COM              49842P103         676      41300SH     SOLE        X
KNAPE AND VOGT MANUFACTUR       COM              498782101         490      38062SH     SOLE        X
KNOLL, INC.                     COM              498904101        5056     205300SH     SOLE        X
KNIGHT RIDDER                   COM              499040103       52201    1044028SH     SOLE        X
KNIGHT TRANSPORTATION           COM              499064103         792      40900SH     SOLE        X
KOALA CORP.                     COM              499866101         361      17400SH     SOLE        X
KOGER EQUITY, INC. REIT         COM              500228101        5679     422600SH     SOLE        X
KOHLS CORP                      COM              500255104      158323    2233838SH     SOLE        X
KOMAG, INC.                     COM              500453105        1668     381300SH     SOLE        X
KONOVER PROPERTY TRUST          COM              50047R100        2184     367900SH     SOLE        X
KOPIN CORP                      COM              500600101         789      57100SH     SOLE        X
KROGER CO.                      COM              501044101      217604    3634305SH     SOLE        X
THE KROLL-O'GARA CO.            COM              501050108        1698      62600SH     SOLE        X
KRONOS INC.                     COM              501052104        2159      88125SH     SOLE        X
KULICKE & SOFFA IND., INC       COM              501242101        4891     193700SH     SOLE        X
L.A. GEAR, INC.                 COM              501708101           0     136216SH     SOLE        X
LG&E ENERGY CORP.               COM              501917108        7182     345094SH     SOLE        X
LTV CORP.                       COM              501921100        2838     528023SH     SOLE        X
LHS GROUP INC.                  COM              501938104        4344     148200SH     SOLE        X
LNR PROPERTY CORP.              COM              501940100        3632     183900SH     SOLE        X
LINC CAPITAL, INC.              COM              501942106         538      70600SH     SOLE        X
LMI AEROSPACE, INC.             COM              502079106         385      66900SH     SOLE        X
LSB BANCSHARES INC.             COM              502158108          81       4200SH     SOLE        X
LSB INDUSTRIES, INC.            COM              502160104          29      10600SH     SOLE        X
LSI LOGIC CORP.                 COM              502161102       58201    1866165SH     SOLE        X
LSI INDUSTRIES, INC.            COM              50216C108         487      28882SH     SOLE        X
LTC PROPERTIES, INC.            COM              502175102        1864     152200SH     SOLE        X
LTC HEALTHCARE, INC.            COM              50217R104          10       4810SH     SOLE        X
LTX CORP.                       COM              502392103        1226     254700SH     SOLE        X
L-3 COMMUNICATIONS CORP.        COM              502424104        3312      71600SH     SOLE        X
LA-Z-BOY INCORPORATED           COM              505336107        6895     362900SH     SOLE        X
LAB HOLDINGS INC.               COM              505353102         590      35500SH     SOLE        X
LAB ONE INC.                    COM              50540E101         551      52500SH     SOLE        X
LABORATORY CORP AMERICA         COM              50540R102        1333     761468SH     SOLE        X
LABTEC, INC.                    COM              505450106         143      26566SH     SOLE        X
LACLEDE GAS CO.                 COM              505588103        1288      61500SH     SOLE        X
LAFARGE CORP.                   COM              505862102        8898     317800SH     SOLE        X
LAIDLAW INC                     COM              50730K503       21782    3747484SH     SOLE        X
LAKES GAMING INC                COM              51206P109         264      32287SH     SOLE        X
LAM RESEARCH CORP               COM              512807108        6741     232434SH     SOLE        X
LANCASTER COLONY CORP.          COM              513847103        4726     177499SH     SOLE        X
LANCE, INC.                     COM              514606102        2925     179992SH     SOLE        X
LANCER CORP-TEXAS               COM              514614106         448      50487SH     SOLE        X
LANDAUER, INC.                  COM              51476K103        1614      66900SH     SOLE        X
LANDMARK BANCSHARE, INC.        COM              514928100         407      20000SH     SOLE        X
LANDAMERICA FINANCIAL GRP       COM              514936103        3502     120750SH     SOLE        X
LANDMARK SYSTEMS CORP           COM              51506S100         287      31700SH     SOLE        X
LANDS END, INC.                 COM              515086106        4464     128930SH     SOLE        X
LANDRY'S SEAFOOD RESTAURA       COM              51508L103        1848     288400SH     SOLE        X
LANDSTAR SYSTEM                 COM              515098101        3554     107300SH     SOLE        X
LANVISION SYSTEMS, INC.         COM              516555109          28      13400SH     SOLE        X
LASER MORTGAGE MANAGEMENT       COM              51806D100        1188     218500SH     SOLE        X
LASER VISION CENTERS, INC       COM              51807H100        2032      53300SH     SOLE        X
LASON INC.                      COM              51808R107        5299      94200SH     SOLE        X
LATTICE SEMICON                 COM              518415104        7318     160625SH     SOLE        X
LAWRENCE SAVINGS BANK           COM              520341108         365      37900SH     SOLE        X
LAWSON PRODUCTS, INC.           COM              520776105        1653      80650SH     SOLE        X
LAWTER INT'L., INC.             COM              520786104        1691     241514SH     SOLE        X
LAYNE CHRISTENSEN CO.           COM              521050104         340      59700SH     SOLE        X
LAZARE KAPLAN INTERNAT'L        COM              521078105         467      67900SH     SOLE        X
LEAP WIRELESS INTL, INC.        COM              521863100        1578     122528SH     SOLE        X
LEAR CORP.                      COM              521865105        9952     233140SH     SOLE        X
LEARNING COMPANY INC            COM              522008101        7898     272339SH     SOLE        X
LEARNING TREE INTL.             COM              522015106        1295     129500SH     SOLE        X
LEASING SOLUTIONS, INC.         COM              522113109          24      10500SH     SOLE        X
LECHTERS CORP.                  COM              523238103         793     367600SH     SOLE        X
LECTEC CORP.                    COM              523251106           7       3500SH     SOLE        X
LEE ENTERPRISES, INCORPOR       COM              523768109        7644     263590SH     SOLE        X
LEGATO SYSTEMS INC.             COM              524651106       13609     263610SH     SOLE        X
LEGGETT & PLATT, INC.           COM              524660107       10355     517770SH     SOLE        X
LEGG MASON INC.                 COM              524901105        5798     172098SH     SOLE        X
LEHMAN BROTHERS HOLDINGS        COM              524908100       89874    1504171SH     SOLE        X
LENNAR CORP                     COM              526057104        2919     130439SH     SOLE        X
LET'S TALK CELLULAR & WIR       COM              527260103          57      16100SH     SOLE        X
LEUCADIA NATIONAL CORP.         COM              527288104        5853     193476SH     SOLE        X
LEUKOSITE, INC.                 COM              52728R102         217      26300SH     SOLE        X
LEVEL ONE                       COM              527295109       10052     206725SH     SOLE        X
LEVEL 8 SYSTEMS                 COM              52729M102         384      48800SH     SOLE        X
LEVEL 3 COMMUNICATIONS          COM              52729N100       59947     823300SH     SOLE        X
LEXINGTON GLOBAL ASSET          COM              528932106         158      45200SH     SOLE        X
LEXINGTON CORPORATE PROP.       COM              529043101        1637     147110SH     SOLE        X
LIBBEY, INC.                    COM              529898108        3801     122600SH     SOLE        X
LIBERTE INVESTORS, INC.         COM              530154103          53      16000SH     SOLE        X
LIBERTY CORP.                   COM              530370105        4662      88900SH     SOLE        X
LIBERTY FINANCIAL COS.          COM              530512102        2195      93150SH     SOLE        X
LIFE FINANCIAL CORP             COM              53184P101          24       7800SH     SOLE        X
LIFE TECHNOLOGIES, INC.         COM              532177201        1271      32950SH     SOLE        X
LIFECORE BIOMEDIC INC           COM              532187101         983     113100SH     SOLE        X
LIFELINE SYS                    COM              532192101         324      13600SH     SOLE        X
LILLIAN VERNON CORP.            COM              532430105         604      50300SH     SOLE        X
ELI LILLY & CO.                 COM              532457108     1290566   15205490SH     SOLE        X
THE LIMITED, INC.               COM              532716107      114438    2888025SH     SOLE        X
LINCARE HOLDINGS, INC.          COM              532791100        6821     242540SH     SOLE        X
LINCOLN ELECTRIC CO.            COM              533900106        5023     269700SH     SOLE        X
LINCOLN NATIONAL CORP.          COM              534187109      125851    1272834SH     SOLE        X
LINDBERG CORP.                  COM              535171102         141      16000SH     SOLE        X
LINDSAY MANUFACTURING CO.       COM              535555106        2047     102982SH     SOLE        X
LINEAR TECHNOLOGY, INC.         COM              535678106       24239     472960SH     SOLE        X
LINENS 'N THINGS INC.           COM              535679104       11493     253300SH     SOLE        X
LIPOSOME CO., INC.              COM              536310105        4590     341600SH     SOLE        X
LITCHFIELD FINANCIAL CORP       COM              536619109         513      30161SH     SOLE        X
LITTELFUSE, INC.                COM              537008104        2892     157400SH     SOLE        X
LITTLE FALLS BANCORP            COM              537101107         777      39100SH     SOLE        X
LITTLE SWITZERLAND INC.         COM              537528101         130      67000SH     SOLE        X
LITTON INDUSTRIES, INC.         COM              538021106        9572     166469SH     SOLE        X
LIZ CLAIBORNE, INC.             COM              539320101       27414     840278SH     SOLE        X
LO-JACK CORP.                   COM              539451104        4795     623700SH     SOLE        X
LOCAL FINANCIAL CORP.           COM              539553107         674      72400SH     SOLE        X
LOCKHEED MARTIN CORP.           COM              539830109      196685    5218850SH     SOLE        X
LOEWS CORP.                     COM              540424108      113974    1527296SH     SOLE        X
LONE STAR STEAKHOUSE            COM              542307103        3571     348393SH     SOLE        X
LONE STAR TECHNOLOGIES          COM              542312103        1966     157300SH     SOLE        X
LONG BEACH FINANCIAL CORP       COM              542446109        1662     172700SH     SOLE        X
LONGS DRUG STORES, INC.         COM              543162101       18469     606773SH     SOLE        X
LONGVIEW FIBER COMPANY          COM              543213102        3966     342970SH     SOLE        X
LORONIX INFORMATION SYS         COM              544183106         203      29500SH     SOLE        X
LOUIS DREYFUS NATURAL GAS       COM              546011107        2209     152328SH     SOLE        X
LOUISIANA-PACIFIC CORP.         COM              546347105       30884    1658176SH     SOLE        X
LOWE'S COS., INC.               COM              548661107      273640    4522977SH     SOLE        X
LUBRIZOL CORP.                  COM              549271104        3364     149510SH     SOLE        X
LUBY'S, INC.                    COM              549282101        2907     172259SH     SOLE        X
LUCENT TECHNOLOGIES, INC.       COM              549463107     1990693   18475110SH     SOLE        X
LUMISYS INC.                    COM              550274104         154      52400SH     SOLE        X
LYCOS                           COM              550818108       21473     249510SH     SOLE        X
LYDALL, INC.                    COM              550819106        1013     121900SH     SOLE        X
LYONDELL CHEMICAL CO.           COM              552078107        2722     198850SH     SOLE        X
M&F WORLDWIDE CORP.             COM              552541104         857     122379SH     SOLE        X
M & T BANK CORPORATION          COM              55261F104       14912      31132SH     SOLE        X
MAF BANCORP, INC.               COM              55261R108        4517     203030SH     SOLE        X
MAI SYSTEMS CORP                COM              552620205         177      60975SH     SOLE        X
MBIA, INC.                      COM              55262C100       74258    1280302SH     SOLE        X
MBNA CORP.                      COM              55262L100      269095   11271008SH     SOLE        X
MDC HOLDINGS, INC.              COM              552676108        1164      81000SH     SOLE        X
MCN CORP.                       COM              55267J100        3440     214170SH     SOLE        X
MCI WORLDCOM, INC.              COM              55268B106     2309988   26083138SH     SOLE        X
MDU RESOURCES GROUP, INC.       COM              552690109        6880     300762SH     SOLE        X
MEMC ELECTRONIC MATERIALS       COM              552715104         721     131000SH     SOLE        X
MFB CORP.                       COM              55272D106         220      10000SH     SOLE        X
MGC COMMUNICATIONS INC.         COM              552763302         263      26300SH     SOLE        X
MGIC INVESTMENT CORP.           COM              552848103       58165    1658882SH     SOLE        X
MGI PHARMA, INC.                COM              552880106         817      97500SH     SOLE        X
MGI PROPERTIES, INC. REIT       COM              552885105        1352      49400SH     SOLE        X
M/A/R/C, INC.                   COM              552914103         347      33000SH     SOLE        X
MGM GRAND, INC.                 COM              552953101        5738     170656SH     SOLE        X
MIM CORPORATION                 COM              553044108         285     123100SH     SOLE        X
MLC HOLDINGS INC.               COM              55305V107         823      99700SH     SOLE        X
MMI COS., INC.                  COM              553087107        1883     122500SH     SOLE        X
MMC NETWORKS                    COM              55308N102        3504     219000SH     SOLE        X
MPW INDUSTRIAL SERVICES         COM              553444100         436      52900SH     SOLE        X
MRV COMMUNICATIONS INC.         COM              553477100         918     152200SH     SOLE        X
M S CARRIERS INC.               COM              553533100        1462      55300SH     SOLE        X
MTR GAMING GROUP INC.           COM              553769100         204      76800SH     SOLE        X
MTS SYSTEMS CORP.               COM              553777103        1216     120100SH     SOLE        X
MTI TECHNOLOGY CORP.            COM              553903105         701     126700SH     SOLE        X
MACDERMID, INC.                 COM              554273102        4271     125861SH     SOLE        X
THE MACERICH CO. REIT           COM              554382101        9697     427400SH     SOLE        X
MACK-CALI REALTY CORP.          COM              554489104       16316     555450SH     SOLE        X
THE MACNEAL-SCHWENDLER CO       COM              554806109         468      78000SH     SOLE        X
MACROCHEM CORPORATION           COM              555903103          91       9700SH     SOLE        X
MACROVISION                     COM              555904101         784      21200SH     SOLE        X
MACROMEDIA                      COM              556100105       12597     278000SH     SOLE        X
MADISON GAS & ELECTRIC CO       COM              557497104        1653      84775SH     SOLE        X
MAGELLAN HEALTH SERVICES        COM              559079108        1511     360800SH     SOLE        X
MAGELLAN PETROLEUM CORP         COM              559091301           7       4000SH     SOLE        X
MAGNATEK                        COM              559424106        1442     172150SH     SOLE        X
MAIN STREET BANCORP             COM              559906102         385      24182SH     SOLE        X
MAHONING NATIONAL BANCORP       COM              560090102         148       5400SH     SOLE        X
MAIL-WELL INC.                  COM              560321200        4550     340200SH     SOLE        X
MAINE PUBLIC SERVICE CO.        COM              560483109         390      28600SH     SOLE        X
MALLINCKRODT, INC.              COM              561232109       29163    1095319SH     SOLE        X
MANHATTAN ASSOCIATES            COM              562750109          80       7500SH     SOLE        X
MANITOWOC COMPANY INC.          COM              563571108        3099      74000SH     SOLE        X
MANPOWER INC.                   COM              56418H100        6928     296370SH     SOLE        X
MANSUR INDUSTRIES INC.          COM              564491108         616      71400SH     SOLE        X
MNFCTRD HOME COMMUNS REIT       COM              564682102        8198     341600SH     SOLE        X
MAPICS INC.                     COM              564910107        1017     132300SH     SOLE        X
MANUGISTICS GROUP INC.          COM              565011103         959     144700SH     SOLE        X
MARCAM SOLUTIONS INC.           COM              56614A107         146      52950SH     SOLE        X
MARCUS CORP.                    COM              566330106        2144     178700SH     SOLE        X
MARINER POST-ACUTE NETW.        COM              568459101         965     441063SH     SOLE        X
MARION CAPITAL HOLDINGS         COM              568635106         376      17100SH     SOLE        X
MARK IV INDUSTRIES, INC.        COM              570387100        5162     395211SH     SOLE        X
MARK VII INC                    COM              570414102        1274      91000SH     SOLE        X
MARKEL CORP.                    COM              570535104        4759      26400SH     SOLE        X
MARKETWATCH.COM, INC.           COM              570619106        1795      24300SH     SOLE        X
MARSH & MCLENNAN, INC.          COM              571748102      241288    3252405SH     SOLE        X
MARSHALL & ILSLEY CORP.         COM              571834100       15697     283148SH     SOLE        X
MARSHALL INDUSTRIES             COM              572393106        1782     132000SH     SOLE        X
MARTEK BIOSCIENCES CORP.        COM              572901106         384      68300SH     SOLE        X
MARTIN MARIETTA MATERIALS       COM              573284106        9161     160546SH     SOLE        X
MARVEL ENTERPRISES, INC.        COM              57383M108         875     133400SH     SOLE        X
MASCO CORP.                     COM              574599106      120708    4272832SH     SOLE        X
MASCOTECH INC.                  COM              574670105        4261     274900SH     SOLE        X
MASTEC INC.                     COM              576323109        2919     126900SH     SOLE        X
MASTECH CORP.                   COM              57632N105        2428     186800SH     SOLE        X
MATERIAL SCIENCES CO            COM              576674105         417      65350SH     SOLE        X
MATRIA HEALTHCARE, INC.         COM              576817100         798     297078SH     SOLE        X
MATRIX BANCORP, INC.            COM              576819106         271      22100SH     SOLE        X
MATTEL, INC.                    COM              577081102       91298    3670256SH     SOLE        X
MATTHEWS STUDIO EQUIPMENT       COM              577140106          88      18200SH     SOLE        X
MATTSON TECH.                   COM              577223100          95      14000SH     SOLE        X
MAXIM GROUP, INC.               COM              57772J104         585      68800SH     SOLE        X
MAXIM INTEGRATED PROD., I       COM              57772K101       22126     408800SH     SOLE        X
MAXWELL TECHNOLOGIES INC.       COM              577767106         152       6500SH     SOLE        X
MAY DEPARTMENT STORES CO.       COM              577778103      175863    4494906SH     SOLE        X
MAXXIM MEDICAL, INC             COM              57777G105        1212      64200SH     SOLE        X
MAXXAM, INC.                    COM              577913106        2830      56180SH     SOLE        X
MAVERICK TUBE CORP.             COM              577914104         884     125200SH     SOLE        X
MAXIMUS, INC.                   COM              577933104        2126      73000SH     SOLE        X
MAYTAG CORP.                    COM              578592107       78068    1293047SH     SOLE        X
MCDERMOTT INTERNATIONAL         COM              580037109       18648     736730SH     SOLE        X
MCDONALD'S CORP.                COM              580135101      792473   17489054SH     SOLE        X
MCGRATH RENT CORP.              COM              580589109        1551      85000SH     SOLE        X
THE MCGRAW-HILL COS., INC       COM              580645109      135199    2480710SH     SOLE        X
MCKESSON HBOC, INC.             COM              58155Q103      256688    3889205SH     SOLE        X
MCLEOD, INC.                    COM              582266102        8392     199800SH     SOLE        X
MCMORAN EXPORATION CO.          COM              582411104        1777     111938SH     SOLE        X
MCWHORTER TECHNOLOGIES          COM              582803102        1352      99250SH     SOLE        X
MEAD CORP                       COM              582834107       45071    1465735SH     SOLE        X
MEADE INSTRUMENTS CORP.         COM              583062104         290      27300SH     SOLE        X
MEADOWBROOK INSURANCE GRP       COM              58319P108         492      32800SH     SOLE        X
MEADOWCRAFT, INC.               COM              583204102         155      25900SH     SOLE        X
MECH FINANCIAL, INC.            COM              583492103         867      27400SH     SOLE        X
MEDALLION FINANCIAL CORP.       COM              583928106         203      13500SH     SOLE        X
MECON, INC.                     COM              58400M105         356      50800SH     SOLE        X
MEDAPHIS CORP.                  COM              584028104        1258     516066SH     SOLE        X
MEDAR INC                       COM              584029102          89      54800SH     SOLE        X
MEDCO RESEARCH, INC.            COM              584059109        1524      58600SH     SOLE        X
MEDFORD BANCORP INC.            COM              584131106        1152      72000SH     SOLE        X
MEDIA ARTS GROUP, INC.          COM              58439C102         395      43900SH     SOLE        X
MEDIAONE GROUP                  COM              58440J104      508000    8000000SH     SOLE        X
MEDIALINK WORLDWIDE             COM              58445P105         505      40000SH     SOLE        X
MEDICAL ALLIANCE INC.           COM              58449S105          10       5000SH     SOLE        X
MEDICAL ASSURANCE INC.          COM              58449U100        2440      87126SH     SOLE        X
MEDICAL MANAGER CORP.           COM              58461C103        1499      64810SH     SOLE        X
MEDIMMUNE INC.                  COM              584699102       33092     559100SH     SOLE        X
MEDIWARE INFORMATION SYS        COM              584946107         143      17900SH     SOLE        X
MEDQUIST INC                    COM              584949101        5250     175000SH     SOLE        X
MEDPARTNERS, INC.               COM              58503X107        3585     754697SH     SOLE        X
MEDPLUS INC.                    COM              58504P103          60      26500SH     SOLE        X
MEDTRONIC, INC.                 COM              585055106      589417    8214870SH     SOLE        X
MEGO FINANCIAL CORP             COM              585162100          41      52500SH     SOLE        X
MELITA INTERNATIONAL            COM              585493109          65       5000SH     SOLE        X
MELLON BANK CORP.               COM              585509102      242997    3452889SH     SOLE        X
MEMBERWORKS, INC.               COM              586002107        2338      64500SH     SOLE        X
MEN'S WEARHOUSE, INC.           COM              587118100        5421     187750SH     SOLE        X
MENTOR CORP.                    COM              587188103        3007     204700SH     SOLE        X
MENTOR GRAPHICS CORP.           COM              587200106        5691     421520SH     SOLE        X
MERCANTILE BANCORP, INC.        COM              587342106       94134    1981770SH     SOLE        X
MERCANTILE BANK SHARES CO       COM              587405101        7232     195465SH     SOLE        X
MERCHANTS BANCSHARES INC.       COM              588448100        1024      46300SH     SOLE        X
MERCHANTS GROUP INC.            COM              588539106         319      15100SH     SOLE        X
MERCHANTS N.Y. BANCORP          COM              589167105        2080      60500SH     SOLE        X
MERCK & CO., INC.               COM              589331107     2678269   33400080SH     SOLE        X
MERCURY GENL CORP NE            COM              589400100        4698     134700SH     SOLE        X
MERCURY INTERACTIVE CORP.       COM              589405109        8197     230100SH     SOLE        X
MEREDITH CORP.                  COM              589433101       21438     681925SH     SOLE        X
MERIDIAN DIAGNOSTICS, INC       COM              589602101         480      76729SH     SOLE        X
MERIDIAN INDUSTRIAL REIT        COM              589643105       10068     410100SH     SOLE        X
MERIDIAN RESOURCE CORP          COM              58977Q109         658     194844SH     SOLE        X
MERISEL, INC.                   COM              589849108         925     688710SH     SOLE        X
MERISTAR HOSPITALITY CORP       COM              58984Y103       12384     680881SH     SOLE        X
MERIT HOLDING CORP.             COM              589964105         261      13300SH     SOLE        X
MERIDIAN GOLD                   COM              589975101        1992     339000SH     SOLE        X
MERISTAR HOTELS & RESORTS       COM              589988104         766     278500SH     SOLE        X
MERITOR AUTOMOTIVE INC.         COM              59000G100        4730     305192SH     SOLE        X
MERITAGE CORPORATION            COM              59001A102         319      26300SH     SOLE        X
MERIX CORP.                     COM              590049102         421      81200SH     SOLE        X
MERRILL CORP.                   COM              590175105        2124     158800SH     SOLE        X
MERRILL LYNCH & CO., INC.       COM              590188108      405460    4584712SH     SOLE        X
MERRY LAND PROPERTIES INC       COM              590441101         132      22425SH     SOLE        X
MESA AIR GROUP INC              COM              590479101        2193     350900SH     SOLE        X
MESABA HOLDINGS INC.            COM              59066B102        1939     144650SH     SOLE        X
MESSAGEMEDIA INC.               COM              590787107         110      13000SH     SOLE        X
MET PRO CORP.                   COM              590876306         997      90624SH     SOLE        X
META GROUP INC.                 COM              591002100         876      57000SH     SOLE        X
METACREATIONS                   COM              591016100        1156     169684SH     SOLE        X
METAL MANAGEMENT INC.           COM              591097100         151      95000SH     SOLE        X
METALS USA INC.                 COM              591324108         758      86575SH     SOLE        X
METAMOR WORLDWIDE, INC.         COM              59133P100        2723     194525SH     SOLE        X
METRA BIOSYSTEMS INC.           COM              591591102          77      70800SH     SOLE        X
METRIS COS. INC                 COM              591598107        5251     130057SH     SOLE        X
METRIKA SYSTEMS CORP.           COM              59159M106         343      44200SH     SOLE        X
METRO-GOLDWYN-MAYER INC.        COM              591610100        4288     326690SH     SOLE        X
METRO INFORMATION SERV.         COM              59162P104         828      45500SH     SOLE        X
METRO ONE TELECOMM.             COM              59163F105         467      32800SH     SOLE        X
METROCALL INC                   COM              591647102         825     272177SH     SOLE        X
METROLOGIC INSTRUMENTS          COM              591676101         370      27400SH     SOLE        X
METROMEDIA INT'L GROUP          COM              591695101        1742     357400SH     SOLE        X
METRO NETWORKS, INC.            COM              591918107        5682     103300SH     SOLE        X
METROWEST BANK                  COM              592668107         561      97638SH     SOLE        X
METTLER-TOLEDO INT'L.           COM              592688105        3269     132100SH     SOLE        X
METZLER GROUP INC.              COM              592903108        4599     146590SH     SOLE        X
FRED MEYER INC.                 COM              592907109      118047    2005046SH     SOLE        X
MIAMI COMPUTER SUPPLY           COM              593261100         484      24300SH     SOLE        X
MICHAEL FOODS GROUP, INC.       COM              594079105        5685     298255SH     SOLE        X
MICHAELS STORES, INC.           COM              594087108        5730     232118SH     SOLE        X
MICHIGAN FINANCIAL CORP.        COM              594480105         560      20012SH     SOLE        X
MICREL INC.                     COM              594793101        5217     104200SH     SOLE        X
MICRION CORP.                   COM              59479P102         368      43600SH     SOLE        X
MICROS SYSTEMS INC.             COM              594901100        3191      96700SH     SOLE        X
MICROSOFT CORP.                 COM              594918104     6321771   70535798SH     SOLE        X
MICROAGE, INC.                  COM              594928103         518      96300SH     SOLE        X
MICROCHIP TECH.,INC.            COM              595017104       11405     329395SH     SOLE        X
MICRO WAREHOUSE, INC.           COM              59501B105        4439     275290SH     SOLE        X
MICROFIELD GRAPHICS             COM              59506W104          28      14800SH     SOLE        X
MICROGRAFX INC                  COM              595077108         483      53700SH     SOLE        X
MICROMUSE INC.                  COM              595094103         883      19200SH     SOLE        X
MICRON ELECTRONICS INC.         COM              595100108        4365     371500SH     SOLE        X
MICRON TECHNOLOGY, INC.         COM              595112103      155642    3225748SH     SOLE        X
MICROTOUCH SYSTEMS, INC.        COM              595145103         937      78900SH     SOLE        X
MICROWARE SYSTEMS CORP.         COM              595150103         142      75900SH     SOLE        X
MICROWAVE POWER DEVICES         COM              59517M103         550      68700SH     SOLE        X
MID-AMERICA APARTMNT REIT       COM              59522J103        5442     254600SH     SOLE        X
MID ATLANTIC MEDICAL SVCS       COM              59523C107        4205     420500SH     SOLE        X
MID-IOWA FINANCIAL CORP.        COM              59540A100         187      13060SH     SOLE        X
MIDAS INC.                      COM              595626102        4180     125236SH     SOLE        X
MIDAMERICAN HOLDINGS CO.        COM              59562V107       11493     410452SH     SOLE        X
MID-AMERICA BANCORP             COM              595915109         972      39684SH     SOLE        X
MIDDLEBY CORP                   COM              596278101           9       2300SH     SOLE        X
MIDDLESEX WATER CO.             COM              596680108         495      20300SH     SOLE        X
MIDWEST EXPRESS HOLDINGS        COM              597911106        2582      87900SH     SOLE        X
MIDWAY GAMES INC.               COM              598148104        2660     306132SH     SOLE        X
MID WEST GRAIN PRODUCTS         COM              59832G104         416      41550SH     SOLE        X
MILACRON, INC.                  COM              598709103        9554     606609SH     SOLE        X
MILLENNIUM PHARMACEUTICAL       COM              599902103        7716     246900SH     SOLE        X
MILLENIUM CHEMICALS INC         COM              599903101       11197     563382SH     SOLE        X
MILLER EXPLORATION CO.          COM              600533103          45      14600SH     SOLE        X
HERMAN MILLER, INC.             COM              600544100        6885     377250SH     SOLE        X
MILLER INDUSTRIES INC.          COM              600551105         982     206750SH     SOLE        X
MILLIPORE CORP.                 COM              601073109       15460     640828SH     SOLE        X
MILLS CORP. REIT                COM              601148109        5125     285700SH     SOLE        X
MINDSPRING ENTERPRISES          COM              602683104       10913     126800SH     SOLE        X
MINE SAFETY APPLIANCES CO       COM              602720104        1473      25400SH     SOLE        X
MINERALS TECHNOLOGIES, IN       COM              603158106        5911     123140SH     SOLE        X
MINIMED INC.                    COM              60365K108        6179      60800SH     SOLE        X
MINNESOTA MINING & MFG. C       COM              604059105      366013    5173331SH     SOLE        X
MINNESOTA POWER INC             COM              604110106        8390     424800SH     SOLE        X
MINNTECH CORP.                  COM              604258103        1055      83600SH     SOLE        X
MIRAGE RESORTS INC.             COM              60462E104       50150    2359991SH     SOLE        X
MIRAVANT MEDICAL TECH.          COM              604690107         638      92850SH     SOLE        X
MITCHAM INDUSTRIES INC.         COM              606501104         275      64800SH     SOLE        X
MOBIUS MANAGEMENT SYSTEMS       COM              606925105        2102     100100SH     SOLE        X
MOBIL OIL CORP.                 COM              607059102      904733   10281055SH     SOLE        X
MODACAD, INC.                   COM              60749P104          84       7000SH     SOLE        X
MODERN CONTROLS, INC.           COM              607556107         266      59062SH     SOLE        X
MODINE MANUFACTURING CO.        COM              607828100        4252     151530SH     SOLE        X
MODIS PROFESSIONAL SVS          COM              607830106        3801     419437SH     SOLE        X
MODTECH HOLDINGS INC.           COM              60783C100          42       4679SH     SOLE        X
MOHAWK INDUSTRIES INC.          COM              608190104        6284     209450SH     SOLE        X
MOLECULAR BIOSYSTEMS, INC       COM              608513107         614     228431SH     SOLE        X
MOLEX, INC.                     COM              608554101       17878     608623SH     SOLE        X
MONACO COACH CORP.              COM              60886R103        1433      62150SH     SOLE        X
MONARCH DENTAL CORP             COM              609044102          78      25000SH     SOLE        X
MONSANTO CO.                    COM              611662107      369265    8038424SH     SOLE        X
MONTANA POWER CO.               COM              612085100       10726     145810SH     SOLE        X
THE MONY GROUP INC.             COM              615337102        2333      93800SH     SOLE        X
MOORE CORP. LTD.                COM              615785102        9981    1010751SH     SOLE        X
J. P. MORGAN & CO., INC.        COM              616880100      273799    2219240SH     SOLE        X
MORGAN KEEGAN, INC.             COM              617410105        2183     131800SH     SOLE        X
MORGAN PRODUCTS LTD             COM              617439104         148      41600SH     SOLE        X
MORRISON HEALTH CARE INC        COM              61841L108        1296      72482SH     SOLE        X
MORRISON KNUDSEN CORP.          COM              61844A109        1932     194400SH     SOLE        X
MORTON INTERNATIONAL, INC       COM              619335102       57990    1577950SH     SOLE        X
MORTONS RESTAURANT GROUP        COM              619429103         983      63400SH     SOLE        X
MOSAIX INC.                     COM              619454101        1186     141563SH     SOLE        X
MOSSIMO, INC.                   COM              619696107         453      45000SH     SOLE        X
MOTIVEPOWER INDUSTRIES          COM              61980K101        1543      61400SH     SOLE        X
MOTOROLA, INC.                  COM              620076109      567033    7741062SH     SOLE        X
MOVADO GROUP, INC.              COM              624580106          25       1000SH     SOLE        X
MUELLER (PAUL) CO.              COM              624752101         414      12400SH     SOLE        X
MUELLER INDUSTRIES INC.         COM              624756102        5234     233900SH     SOLE        X
MULTIPLE ZONES INT'L INC.       COM              624906103          74       4300SH     SOLE        X
MULTEX.COM INC.                 COM              625367107         734      12000SH     SOLE        X
MULTIGRPHICS INC.               COM              625440102          50      19200SH     SOLE        X
MURPHY OIL CORP.                COM              626717102        4869     117330SH     SOLE        X
MUSICLAND STORES CORP.          COM              62758B109        5066     574900SH     SOLE        X
MUTUAL RISK MGT LTD             COM              628351108        1274      33300SH     SOLE        X
MYERS INDUSTRIES, INC.          COM              628464109        3346     155608SH     SOLE        X
MYLAN LABORATORIES, INC.        COM              628530107       14851     541270SH     SOLE        X
MYRIAD GENETICS INC.            COM              62855J104         435      48300SH     SOLE        X
MYSOFTWARE CO.                  COM              628633109         317      18100SH     SOLE        X
N B T BANCORP INC.              COM              628778102        2508     120134SH     SOLE        X
NBTY INC.                       COM              628782104        1870     383600SH     SOLE        X
NCH CORP.                       COM              628850109        1354      28360SH     SOLE        X
NCI BUILDING SYSTEMS INC.       COM              628852105        2350     100000SH     SOLE        X
NCO GROUP                       COM              628858102        4840     130800SH     SOLE        X
NCR CORP.                       COM              62886E108       35620     712398SH     SOLE        X
NAC RE CORP.                    COM              628907107        7187     133875SH     SOLE        X
NS GROUP INC                    COM              628916108         234      42100SH     SOLE        X
NFO WORLDWIDE, INC.             COM              62910N108        1610     160973SH     SOLE        X
NIPSCO INDUSTRIES, INC.         COM              629140104        9118     337700SH     SOLE        X
NMBT CORP                       COM              629189101          51       3200SH     SOLE        X
NPC INTERNATIONAL CL A          COM              629360306        3753     240200SH     SOLE        X
NSC CORP.                       COM              62938T103          19      18004SH     SOLE        X
NTL INC.                        COM              629407107       27223     334534SH     SOLE        X
NUI CORP.                       COM              629430109        1449      67200SH     SOLE        X
NVR, INC.                       COM              62944T105        1997      47400SH     SOLE        X
NY MAGIC, INC.                  COM              629484106        1396     107400SH     SOLE        X
NABORS INDUSTRIES, INC.         COM              629568106        7673     421910SH     SOLE        X
NALCO CHEMICAL CO.              COM              629853102       21833     821952SH     SOLE        X
NASH-FINCH CO.                  COM              631158102         482      57600SH     SOLE        X
NASHUA CORP.                    COM              631226107        1228     106800SH     SOLE        X
NATL BANK CORP. (ALASKA)        COM              632587101        3386     120400SH     SOLE        X
NAT'L BEVERAGE CORP.            COM              635017106         483      65540SH     SOLE        X
NATIONAL CITY BANCORPORAT       COM              635312101        1816      86474SH     SOLE        X
NATIONAL CITY BANCSHARES        COM              635313109         914      37306SH     SOLE        X
NATIONAL CITY CORP.             COM              635405103      288059    4339869SH     SOLE        X
NATIONAL COMMUNITY BANCOR       COM              635449101        5185     227300SH     SOLE        X
NATIONAL COMPUTER SYSTEMS       COM              635519101        5076     207200SH     SOLE        X
NATIONAL DATA CORP.             COM              635621105        9318     221850SH     SOLE        X
NATIONAL DENTEX CORP.           COM              63563H109         435      30000SH     SOLE        X
NATIONAL DISCOUNT BROKERS       COM              635646102         416      14800SH     SOLE        X
NATIONAL FUEL & GAS CO.         COM              636180101        3867      98520SH     SOLE        X
NATIONAL GOLF PROPS REIT        COM              63623G109        3351     152300SH     SOLE        X
NATIONAL HEALTH INVS            COM              63633D104        2950     137200SH     SOLE        X
NATIONAL INSTRUMENTS CORP       COM              636518102        5364     188200SH     SOLE        X
NATIONAL-OILWELL INC.           COM              637071101        1275     110300SH     SOLE        X
NATIONAL PENN BANCSHARES        COM              637138108        1296      52357SH     SOLE        X
NATIONAL PRESTO IND., INC       COM              637215104        2874      81100SH     SOLE        X
NATIONAL PROCESSING, INC.       COM              637229105         804     178700SH     SOLE        X
NATIONAL R. V. HOLDINGS         COM              637277104        1683      76073SH     SOLE        X
NATIONAL RECORD MART, INC       COM              637355108         235      53000SH     SOLE        X
NATIONAL RESEARCH CORP.         COM              637372103           8       2000SH     SOLE        X
NATIONAL SEMICONDUCTOR          COM              637640103       20472    2198299SH     SOLE        X
NATIONAL SERVICE IND., IN       COM              637657107       17448     512247SH     SOLE        X
NATIONAL TECHTEAM INC.          COM              638108100         453      79700SH     SOLE        X
NATIONWIDE HEALTH PROP. I       COM              638620104        4847     255100SH     SOLE        X
NATROL, INC.                    COM              638789107         379      62500SH     SOLE        X
NATURAL MICROSYSTEMS            COM              638882100         433      87700SH     SOLE        X
NAVIGATORS GROUP, INC.          COM              638904102         448      32000SH     SOLE        X
NATURAL WONDERS                 COM              639014109           9       2000SH     SOLE        X
NATURE'S SUNSHINE INC.          COM              639027101         918      83482SH     SOLE        X
NAUTICA ENTERPRISES INC.        COM              639089101        2628     232300SH     SOLE        X
NAVARRE CORP                    COM              639208107         302      21700SH     SOLE        X
NAVISTAR INTERNATIONAL CO       COM              63934E108       46128    1147824SH     SOLE        X
NAVIGANT INTERNATIONAL          COM              63935R108         344      64063SH     SOLE        X
NEIMAN MARCUS GROUP INC.        COM              640204103        9392     415100SH     SOLE        X
THOMAS NELSON INC.              COM              640376109         610      61000SH     SOLE        X
NEOMAGIC CORP                   COM              640497103         667      67100SH     SOLE        X
NEOPROBE CORP.                  COM              640518106         115     112000SH     SOLE        X
NEOPHARM                        COM              640919106         382      19200SH     SOLE        X
NET.B@NK, INC.                  COM              640933107         476       7000SH     SOLE        X
NETWORK ASSOCIATES, INC.        COM              640938106       13205     430309SH     SOLE        X
NETGRAVITY, INC.                COM              641114103        1709      41300SH     SOLE        X
NETMANAGE, INC.                 COM              641144100        1331     552966SH     SOLE        X
NETWORK EQUIPMENT TECHNLG       COM              641208103        1672     187047SH     SOLE        X
NETWORK APPLIANCE, INC.         COM              64120L104       18944     374200SH     SOLE        X
NETWORK COMPUTING DEVICES       COM              64120N100         294      58800SH     SOLE        X
NETWORK PERIPHERALS, INC.       COM              64121R100         651     122600SH     SOLE        X
NEUROGEN CORP.                  COM              64124E106         790      73900SH     SOLE        X
NEVADA POWER CO.                COM              641423108        8310     335770SH     SOLE        X
NEW CENTURY ENERGIES INC.       COM              64352U103       50101    1470861SH     SOLE        X
NEW ENGLAND BUSINESS SVC.       COM              643872104        2576      89800SH     SOLE        X
NEW ENGLAND ELECTRIC SYST       COM              644001109        8015     165260SH     SOLE        X
NEW ERA OF NETWORKS, INC.       COM              644312100        7534     111200SH     SOLE        X
NEW JERSEY RESOURCES CORP       COM              646025106        5050     142000SH     SOLE        X
NEW MEXICO & ARIZONA LAND       COM              647072107         977     134823SH     SOLE        X
NEW PLAN EXCEL REALTY TR.       COM              648053106       22549    1175199SH     SOLE        X
NEWCARE HEALTH CORP             COM              651053100           0        252SH     SOLE        X
NEWCOM, INC.                    COM              651093106           7      19500SH     SOLE        X
NEWCOR INC                      COM              651186108         148      41580SH     SOLE        X
NEWELL RUBBERMAID INC.          COM              651229106      187592    3949316SH     SOLE        X
NEWFIELD EXPLORATION CO.        COM              651290108        6143     271500SH     SOLE        X
NEWMIL BANCORP INC.             COM              651633109         450      38300SH     SOLE        X
NEWMONT MINING CORP.            COM              651639106       38921    2224059SH     SOLE        X
NEWPORT NEWS SHIPBUILDING       COM              652228107        7643     241187SH     SOLE        X
NEWSOUTH BANCORP INC.           COM              652495102         423      23850SH     SOLE        X
NEWSTAR MEDIA, INC.             COM              652503103          45      43500SH     SOLE        X
NIAGARA BANCORP, INC.           COM              652914102          19       1900SH     SOLE        X
NEXSTAR PHARMACEUTICALS         COM              65333B106        3847     225444SH     SOLE        X
NIAGARA MOHAWK HOLDINGS         COM              653520106       33563    2497688SH     SOLE        X
NICHOLS RESEARCH CORP.          COM              653818104         545      28900SH     SOLE        X
NICOR, INC.                     COM              654086107       21479     597676SH     SOLE        X
NINE WEST GROUP, INC.           COM              65440D102        5349     216670SH     SOLE        X
99 CENTS ONLY STORES            COM              65440K106        3695      87068SH     SOLE        X
NITCHES INC.                    COM              65476M109          94      30128SH     SOLE        X
NOBILITY HOMES, INC.            COM              654892108         283      30800SH     SOLE        X
NOBLE AFFILIATES, INC.          COM              654894104        6587     227130SH     SOLE        X
NOBLE DRILLING CORP.            COM              655042109        9047     522550SH     SOLE        X
NOODLE KIDOODLE INC.            COM              655370104          33       5000SH     SOLE        X
NORD RESOURCES CORP.            COM              655555100         100     160600SH     SOLE        X
NORDSON CORP.                   COM              655663102        5453      97820SH     SOLE        X
NORDSTROM, INC.                 COM              655664100       75893    1856714SH     SOLE        X
NORFOLK SOUTHERN CORP.          COM              655844108      126151    4782991SH     SOLE        X
NORRELL CORP.                   COM              656301108        3044     233000SH     SOLE        X
NORSTAN INC.                    COM              656535101         752      81300SH     SOLE        X
NORTEK, INC.                    COM              656559101        1504      60752SH     SOLE        X
NORTH AMERICAN SCIENTIFIC       COM              65715D100         198      31700SH     SOLE        X
NORTH AMERICAN VACCINE, I       COM              657201109         836     139300SH     SOLE        X
NORTH CAROLINA NAT. GAS C       COM              658221106        1903      62652SH     SOLE        X
THE NORTH FACE, INC.            COM              659317101         801      64100SH     SOLE        X
NORTH FORK BANCORP., INC.       COM              659424105        8176     387043SH     SOLE        X
NORTH PITTSBURGH SYSTEMS        COM              661562108          65       4700SH     SOLE        X
NORTHEAST OPTIC NETWORK         COM              664334109         281      19900SH     SOLE        X
NORTHEAST UTILITIES             COM              664397106        6511     469240SH     SOLE        X
NORTHERN STATES POWER CO.       COM              665772109       44572    1922240SH     SOLE        X
NORTHERN TELECOM LTD.           COM              665815106      524826    8447902SH     SOLE        X
NORTHERN TRUST CORP.            COM              665859104      124377    1400440SH     SOLE        X
NORTHROP GRUMAN CORP.           COM              666807102       51515     860384SH     SOLE        X
NORTHWEST BANCORP INC.          COM              667328108        2430     262700SH     SOLE        X
NORTHWEST NATURAL GAS CO.       COM              667655104        3307     151200SH     SOLE        X
NORTHWEST PIPE COMPANY          COM              667746101          25       1500SH     SOLE        X
NORTHWESTERN CORP.              COM              668074107        3035     117000SH     SOLE        X
NOVA CORP.                      COM              669784100       11513     438601SH     SOLE        X
NOVACARE EMPLOYEE SVCS.         COM              66986Q101         663      84800SH     SOLE        X
NU HORIZONS ELECTRONICS         COM              669908105         216      52400SH     SOLE        X
NOVACARE, INC.                  COM              669930109         597     341388SH     SOLE        X
NOVAVAX INC.                    COM              670002104         447     119200SH     SOLE        X
NOVELL, INC.                    COM              670006105      112530    4467712SH     SOLE        X
NOVELLUS SYSTEMS, INC.          COM              670008101       12866     233400SH     SOLE        X
NOVEN PHARMACEUTICALS           COM              670009109         166      35900SH     SOLE        X
NOVOSTE CORP.                   COM              67010C100         708      29500SH     SOLE        X
NUCOR CORP.                     COM              670346105       50682    1150241SH     SOLE        X
NUEVO ENERGY CO.                COM              670509108        1870     138500SH     SOLE        X
NVIDIA CORP.                    COM              67066G104         365      17300SH     SOLE        X
OEA, INC.                       COM              670826106        1554     188330SH     SOLE        X
OEC MEDICAL SYSTEMS             COM              670828102        1067      46400SH     SOLE        X
OAO TECHNOLOGY                  COM              67082B105         376     115600SH     SOLE        X
OGE ENERGY CORP.                COM              670837103        4817     213490SH     SOLE        X
OIS OPTICAL IMAGING SYSTE       COM              670852102           1      76400SH     SOLE        X
OM GROUP INC.                   COM              670872100        6386     193500SH     SOLE        X
ONIX SYSTEMS                    COM              67088G108          16       3000SH     SOLE        X
NVIEW CORP                      COM              670974104           1       3300SH     SOLE        X
OAK HILL FINANCIAL, INC.        COM              671337103         159       9500SH     SOLE        X
OAK TECHNOLOGY, INC.            COM              671802106        1442     470900SH     SOLE        X
OAKLEY, INC.                    COM              673662102        2181     314400SH     SOLE        X
OAKWOOD HOMES CORP.             COM              674098108        4601     327200SH     SOLE        X
OBJECT DESIGN INC.              COM              674416102        1084     211500SH     SOLE        X
OBJECTIVE SYS. INTEGRATOR       COM              674424106         750     220300SH     SOLE        X
OBJECTSHARE INC.                COM              674426101           9      23000SH     SOLE        X
OCCIDENTAL PETROLEUM CORP       COM              674599105       77820    4323329SH     SOLE        X
OCEAN ENERGY, INC.              COM              67481E106        2362     346760SH     SOLE        X
OCEAN FINANCIAL CORP.           COM              674904107        1670     116200SH     SOLE        X
OCEANEERING INTERNATIONAL       COM              675232102        3216     212600SH     SOLE        X
OCTEL CORP.                     COM              675727101           1         75SH     SOLE        X
OCULAR SCIENCES INC.            COM              675744106        1658      57800SH     SOLE        X
OCWEN FINANCIAL CORP.           COM              675746101        1074     121900SH     SOLE        X
OCWEN ASSET INVESTMENT          COM              67574M106         243      65800SH     SOLE        X
OFFICE DEPOT, INC.              COM              676220106       28802     782385SH     SOLE        X
OFFICEMAX, INC.                 COM              67622M108        6427     745130SH     SOLE        X
OFFSHORE LOGISTICS, INC.        COM              676255102        2941     253000SH     SOLE        X
OGDEN CORP.                     COM              676346109        5624     233736SH     SOLE        X
OHIO ART CO.                    COM              677143109         170      14800SH     SOLE        X
OHIO CASUALTY CORP.             COM              677240103        3635      93200SH     SOLE        X
OHIO VALLEY BANC CORP.          COM              677719106         155       3700SH     SOLE        X
OIL-DRI CORP. OF AMERICA        COM              677864100         562      38575SH     SOLE        X
OLD DOMINION FREIGHT            COM              679580100         611      53715SH     SOLE        X
OLD KENT FINANCIAL CORP.        COM              679833103       11955     282950SH     SOLE        X
OLD NATIONAL BANCORP            COM              680033107        7326     160351SH     SOLE        X
OLD REPUBLIC INTERNATIONL       COM              680223104       12656     693466SH     SOLE        X
OLSTEN CORP.                    COM              681385100        2809     454055SH     SOLE        X
OMNICARE, INC.                  COM              681904108        4531     237690SH     SOLE        X
OMNICOM GROUP INC.              COM              681919106      186290    2330440SH     SOLE        X
OMEGA HEALTH SYSTEMS INC.       COM              681931101          14       4000SH     SOLE        X
OMEGA HEALTHCARE INVESTOR       COM              681936100        3570     155641SH     SOLE        X
OMNIQUIP INTERNATIONAL          COM              681969101        1699     144600SH     SOLE        X
OMTOOL, LTD.                    COM              681974101         217      57900SH     SOLE        X
1-800 CONTACTS, INC.            COM              681977104         356      29100SH     SOLE        X
OMEGA FINANCIAL CORP.           COM              682092101        2993      90012SH     SOLE        X
OMEGA WORLDWIDE, INC.           COM              68210B108         401     107052SH     SOLE        X
OMNI ENERGY SERVICES            COM              68210T109          14       3400SH     SOLE        X
OMNIPOINT CORP.                 COM              68212D102        4109     284600SH     SOLE        X
ON ASSIGNMENT, INC.             COM              682159108        2532      98800SH     SOLE        X
ONCOR INC                       COM              682311105           4     100500SH     SOLE        X
ONE VALLEY BNCRP INC            COM              682419106        7479     214462SH     SOLE        X
ONEIDA LTD.                     COM              682505102        1975     116168SH     SOLE        X
ONEOK INC                       COM              682680103       12420     501834SH     SOLE        X
ONHEALTH NETWORK CO.            COM              68272W107         323      23700SH     SOLE        X
ONSALE, INC.                    COM              682838107        3282      97800SH     SOLE        X
ONYX ACCEPTANCE CORP.           COM              682914106         225      36700SH     SOLE        X
ONEWORLD SYSTEMS, INC.          COM              682917109           6      16600SH     SOLE        X
ONYX SOFTWARE CORP.             COM              683402101         641      16700SH     SOLE        X
OPEN MARKET INC.                COM              68370M100        2113     163300SH     SOLE        X
OPTICAL CABLE CORP.             COM              683827109        1414     155000SH     SOLE        X
OPTICAL COATING LAB, INC.       COM              683829105        2979      62066SH     SOLE        X
ORACLE CORPORATION              COM              68389X105      534902   20280649SH     SOLE        X
OPENROUTE NETWORK INC           COM              683986103          83      38700SH     SOLE        X
ORANGE & ROCKLAND UTIL.,        COM              684065105        5428      94500SH     SOLE        X
ORANGE-CO INC.                  COM              684177108         477      89700SH     SOLE        X
ORBITAL SCIENCECORP             COM              685564106        4085     144300SH     SOLE        X
ORGANOGENESIS, INC.             COM              685906109        2149     185876SH     SOLE        X
ORBIT/FR, INC                   COM              685929101          22      12600SH     SOLE        X
OREGON TRAIL FINANCIAL          COM              685932105         838      65100SH     SOLE        X
OREGON STEEL MILLS, INC.        COM              686079104        1757     168380SH     SOLE        X
O'REILLY AUTOMOTIVE, INC.       COM              686091109        7599     169800SH     SOLE        X
ORIENTAL FINANCIAL GROUP        COM              68618W100        2093      74932SH     SOLE        X
ORION CAPITAL CORP.             COM              686268103        2813      90000SH     SOLE        X
ORPHAN MEDICAL, INC.            COM              687303107          34       4700SH     SOLE        X
ORTEL CORP.                     COM              68749W102         444      62900SH     SOLE        X
ORTHOLOGIC CORP.                COM              68750J107         401     133600SH     SOLE        X
ORTHODONTIC CENTERS             COM              68750P103        4486     284800SH     SOLE        X
OSMONICS, INC.                  COM              688350107         261      32600SH     SOLE        X
OSTEOTECH, INC.                 COM              688582105         304       8850SH     SOLE        X
O'SULLIVAN CORP.                COM              688605104         691      83785SH     SOLE        X
O'SULLIVAN INDUSTRIES           COM              688609106        1561     113000SH     SOLE        X
OTTAWA FINANCIAL CORP.          COM              689389104         463      22290SH     SOLE        X
OTTER TAIL POWER CO.            COM              689648103        1886      47300SH     SOLE        X
OUTBACK STEAKHOUSE              COM              689899102        8610     262891SH     SOLE        X
OUTDOOR SYSTEMS, INC.           COM              690057104       14998     499921SH     SOLE        X
OUTLOOK GROUP CORP.             COM              690113105          20       8000SH     SOLE        X
OVERSEAS SHIPHLDING GROUP       COM              690368105        2350     206610SH     SOLE        X
OWENS & MINOR INC HLDG CO       COM              690732102        1659     163887SH     SOLE        X
OWENS CORNING                   COM              69073F103       33720    1059967SH     SOLE        X
OXFORD HLTH PLN                 COM              691471106        7784     498190SH     SOLE        X
OXFORD INDUSTRIES, INC.         COM              691497309        1226      50300SH     SOLE        X
OXIGENE INC                     COM              691828107         860     111000SH     SOLE        X
PC CONNECTION INC.              COM              69318J100         697      40100SH     SOLE        X
PCD INC.                        COM              69318P106         381      42000SH     SOLE        X
P-COM, INC.                     COM              693262107        2411     316200SH     SOLE        X
PECO ENERGY CORP.               COM              693304107      131456    2842283SH     SOLE        X
PG&E CORP                       COM              69331C108      158774    5111427SH     SOLE        X
PFF BANCORP, INC.               COM              69331W104        2051     117200SH     SOLE        X
PHP HEALTHCARE CORP.            COM              693344103           3      36100SH     SOLE        X
PMC CAPITAL INC.                COM              693430100         492      58800SH     SOLE        X
PMC SIERRA INC.                 COM              69344F106        7624     107100SH     SOLE        X
THE PMI GROUP INC.              COM              69344M101       11767     253730SH     SOLE        X
PMR CORPORATION                 COM              693451106         261      56500SH     SOLE        X
PNC BANK CORP.                  COM              693475105      225866    4065084SH     SOLE        X
PP&L RESOURCES INC.             COM              693499105       57029    2304203SH     SOLE        X
PPG INDUSTRIES, INC.            COM              693506107      113929    2223003SH     SOLE        X
PRT GROUP INC.                  COM              693579104          89      27000SH     SOLE        X
PRI AUTOMATION, INC.            COM              69357H106        1901      90500SH     SOLE        X
PS BUSINESS PARKS, INC.         COM              69360J107        5434     247700SH     SOLE        X
PS GROUP HOLDINGS INC.          COM              693622102         357      43900SH     SOLE        X
PSW TECHNOLOGIES                COM              69364J103         196      50600SH     SOLE        X
PVF CAPITAL CORP.               COM              693654105         410      32490SH     SOLE        X
PSS WORLD MEDICAL, INC.         COM              69366A100        3694     419192SH     SOLE        X
PXRE CORP.                      COM              693674103        1505      83621SH     SOLE        X
PACCAR, INC.                    COM              693718108       53495    1298810SH     SOLE        X
PACIFIC CAPITAL BANCORP         COM              69404P101        1739      75400SH     SOLE        X
PACIFIC CENTURY FINL CORP       COM              694058108        5241     251082SH     SOLE        X
PACIFIC CHEMICAL INC.           COM              69406F101           0         70SH     SOLE        X
PACIFIC CREST CAPITAL INC       COM              694166109         600      43645SH     SOLE        X
PACIFIC GATEWAY EXCHANGE        COM              694327107        2482      74800SH     SOLE        X
PACIFIC GULF PROPS REIT         COM              694396102        4820     267800SH     SOLE        X
PACIFIC SUNWEAR OF CALIF.       COM              694873100        5995     172525SH     SOLE        X
PACIFICAMERICA MONEY CNTR       COM              694935107          20      40900SH     SOLE        X
PACIFICORP                      COM              695114108       64576    3743543SH     SOLE        X
PAGING NETWORK INC.             COM              695542100        1876     400200SH     SOLE        X
PAINEWEBBER GROUP               COM              695629105       15230     381942SH     SOLE        X
PAIRGAIN TECHNOLOGIES INC       COM              695934109        4579     469600SH     SOLE        X
PALEX, INC.                     COM              696368109         158      18100SH     SOLE        X
PALL CORP.                      COM              696429307       25915    1564667SH     SOLE        X
PALM HARBOR HOMES               COM              696639103        1862      85629SH     SOLE        X
PANAMSAT CORP. (NEW)            COM              697933109        2805      90117SH     SOLE        X
PAN PACIFIC RETAIL PPTYS        COM              69806L104        2661     149900SH     SOLE        X
PAPA JOHN'S INTL INC.           COM              698813102        6495     147200SH     SOLE        X
PARACELSUS HEALTHCARE COR       COM              698891108          21      15000SH     SOLE        X
PARAMETRIC TECHNOLOGY COR       COM              699173100       78192    3959074SH     SOLE        X
PAREXEL INTERNATIONAL           COM              699462107        3579     173000SH     SOLE        X
PARK ELECTROCHEMICAL CORP       COM              700416209        1055      44900SH     SOLE        X
PARK NATIONAL CORP.             COM              700658107        4464      46500SH     SOLE        X
PARK-OHIO HOLDINGS CORP.        COM              700666100        1026      73309SH     SOLE        X
PARK PLACE ENTERTAINMENT        COM              700690100        5129     678183SH     SOLE        X
PARKER DRILLING CO.             COM              701081101        2042     573150SH     SOLE        X
PARKER HANNIFIN CORP            COM              701094104       46851    1367911SH     SOLE        X
PARKERVISION, INC.              COM              701354102        1399      49300SH     SOLE        X
PARKWAY PROPERTIES INC.         COM              70159Q104        4075     144550SH     SOLE        X
PARTY CITY CORP.                COM              702145103         263      66700SH     SOLE        X
PATHOGENESIS CORP.              COM              70321E104        1355     101800SH     SOLE        X
PATINA OIL & GAS COMMON         COM              703224105         359      89668SH     SOLE        X
PATRIOT BANK CORP.              COM              70335P103         239      25475SH     SOLE        X
PATTERSON DENTAL CO.            COM              703412106        7915     183000SH     SOLE        X
PATTERSON ENERGY INC.           COM              703414102        1026     184400SH     SOLE        X
PAUL-SON GAMING CORP            COM              703578104         211      28100SH     SOLE        X
PAXAR CORP.                     COM              704227107        2069     278156SH     SOLE        X
PAXSON COMMUNICATIONS           COM              704231109         730      85300SH     SOLE        X
PAYCHEX, INC.                   COM              704326107      109974    2318297SH     SOLE        X
PAYLESS SHOESOURCE, INC.        COM              704379106        5863     126094SH     SOLE        X
PAYMENTECH, INC.                COM              704384106        4023     170300SH     SOLE        X
PEAPOD, INC.                    COM              704718105         745      68100SH     SOLE        X
PEC ISRAEL ECONOMIC             COM              705098101        4001     132800SH     SOLE        X
PEDIATRIX MEDICAL GROUP         COM              705324101        5538     196900SH     SOLE        X
PEEKSKILL FINANCIAL CORP.       COM              705385102         273      20200SH     SOLE        X
PEERLESS SYSTEMS                COM              705536100         444      52200SH     SOLE        X
PEGASYSTEMS INC.                COM              705573103        1192     227100SH     SOLE        X
PEGASUS SYSTEMS INC.            COM              705906105        1463      36700SH     SOLE        X
PENFORD CORP.                   COM              707051108         943      63400SH     SOLE        X
PENN TRAFFIC CO.                COM              707832101          11      50900SH     SOLE        X
PENN VIRGINIA CORP.             COM              707882106         342      19500SH     SOLE        X
PENNCORP FINANCIAL GROUP        COM              708094107          90     160800SH     SOLE        X
J.C. PENNEY CO., INC.           COM              708160106      135403    3343274SH     SOLE        X
PENNFED FINANCIAL SVCS          COM              708167101         802      50100SH     SOLE        X
PENNSYLVANIA ENTERPRISES,       COM              708720107        1927      80300SH     SOLE        X
PENNZENERGY CO.                 COM              70931Q109        1064     101314SH     SOLE        X
PENNZOIL-QUAKER STATE CO.       COM              709323109        2725     220223SH     SOLE        X
PENSKE MOTORSPORTS              COM              709598106        1361      38600SH     SOLE        X
PENTAIR, INC.                   COM              709631105        8384     248428SH     SOLE        X
PENTON MEDIA, INC. CL. A        COM              709668107        1824      81050SH     SOLE        X
PENWEST PHARMACEUTICALS         COM              709754105        1521     148349SH     SOLE        X
PEOPLES BANCSHARES INC.         COM              709795108         506      27000SH     SOLE        X
PEOPLES BANCTRUST CO. INC       COM              709796106          90       4800SH     SOLE        X
PEOPLES BANCORP, INC.           COM              709909105        2678     271182SH     SOLE        X
PEOPLES BANK BRIDGEPORT         COM              710198102        5522     185600SH     SOLE        X
PEOPLES BANK/CATAWBA NC         COM              710215104          55       2711SH     SOLE        X
PEOPLES ENERGY CORP.            COM              711030106       18327     567176SH     SOLE        X
PEOPLES HERITAGE FINL SV.       COM              711147108        4185     232516SH     SOLE        X
PEOPLES HOLDING CO.             COM              711148106         610      18700SH     SOLE        X
PEOPLESOFT, INC.                COM              712713106       48213    3296582SH     SOLE        X
PEP BOYS (MANNY, MOE & JA       COM              713278109        9989     655028SH     SOLE        X
PEPSI BOTTLING GROUP, INC       COM              713409100        8625     375000SH     SOLE        X
PEPSICO, INC.                   COM              713448108      805737   20561069SH     SOLE        X
PERCLOSE INC.                   COM              71361C107        2120      68400SH     SOLE        X
PEREGRINE SYSTEMS, INC.         COM              71366Q101        5407     160800SH     SOLE        X
PERFORMANCE FOOD GROUP          COM              713755106        1750      66650SH     SOLE        X
PERICOM SEMICONDUCTOR CO        COM              713831105          85      10100SH     SOLE        X
PERINI CORP.                    COM              713839108         168      38400SH     SOLE        X
PERIPHONICS CORP.               COM              714005105         109      17200SH     SOLE        X
PERKIN-ELMER CORP.              COM              714041100       66685     687029SH     SOLE        X
PERRIGO CO.                     COM              714290103        2952     407110SH     SOLE        X
PERSONNEL GROUP OF AMER         COM              715338109        1588     221000SH     SOLE        X
PETCO ANIMAL SUPPLIES           COM              716016100         853      85330SH     SOLE        X
PETROCORP, INC.                 COM              71645N101         465      92900SH     SOLE        X
PETSMART INC.                   COM              716768106        5605     697850SH     SOLE        X
PHARMACYCLICS INC.              COM              716933106         114       6900SH     SOLE        X
PHARMACIA & UPJOHN, INC.        COM              716941109      374382    6002116SH     SOLE        X
PFIZER, INC.                    COM              717081103     2524354   18193539SH     SOLE        X
PHARMACEUTICAL MARKETS          COM              717123103        1177      78400SH     SOLE        X
PHARM. PRODUCT DEVEL.           COM              717124101        5260     156724SH     SOLE        X
PHARMACEUTICAL RESOURC          COM              717125108         855     117988SH     SOLE        X
PHARMERICA, INC.                COM              717135107        2438     487647SH     SOLE        X
PHARMACOPEIA INC.               COM              71713B104         300      41400SH     SOLE        X
PHELPS DODGE CORP.              COM              717265102       35939     729727SH     SOLE        X
PHILADELPHIA CONS HLDG CO       COM              717528103        2713     134800SH     SOLE        X
PHILIP MORRIS COS., INC.        COM              718154107     1201905   34157169SH     SOLE        X
PHILLIPS INT'L REALTY CO.       COM              718333107         743      52400SH     SOLE        X
PHILLIPS PETROLEUM CO.          COM              718507106      162778    3445042SH     SOLE        X
PHILLIPS-VAN HEUSEN CORP.       COM              718592108        1589     229093SH     SOLE        X
PHYMATRIX CORP.                 COM              718925100          44      25500SH     SOLE        X
PHYSICIANS SPECIALTY            COM              718934102         331      49100SH     SOLE        X
PHOENIX INTERNATIONAL LTD       COM              719078107         427      87600SH     SOLE        X
PHOENIX INVESTMENT PARTN.       COM              719085102        2852     330700SH     SOLE        X
PHOENIX TECHNOLOGIES LTD.       COM              719153108         355      41772SH     SOLE        X
PHOTRONICS LABS INC.            COM              719405102        3393     182200SH     SOLE        X
PHYCOR, INC.                    COM              71940F100        2378     500675SH     SOLE        X
PHYSICIAN RELIANCE NET          COM              71940G108        2425     285300SH     SOLE        X
PIEDMONT NATURAL GAS, INC       COM              720186105        7097     202785SH     SOLE        X
PIER 1 IMPORTS INC.             COM              720279108        3278     403468SH     SOLE        X
PIERCING PAGODA, INC.           COM              720773100         777      86900SH     SOLE        X
PILGRIM AMERICA CAP CORP        COM              72142R108        1117      58800SH     SOLE        X
PILLOWTEX DESIGNS               COM              721501104         590      41611SH     SOLE        X
PINNACLE BANC  GRP INC          COM              723449104         648      22150SH     SOLE        X
PINNACLE GLOBAL GROUP INC       COM              723465100          44       8675SH     SOLE        X
PINNACLE SYSTEMS INC.           COM              723481107        2522      55422SH     SOLE        X
PINNACLE WEST CAPITAL COR       COM              723484101       12125     333330SH     SOLE        X
PIONEER GROUP, INC.             COM              723684106        3051     206000SH     SOLE        X
PIONEER HI-BRED INTL INC.       COM              723686101      113922    3027835SH     SOLE        X
PIONEER NATURAL RESOURCES       COM              723787107        4380     565166SH     SOLE        X
PIONEER STD ELECTRONICS I       COM              723877106        1708     260275SH     SOLE        X
PITNEY BOWES, INC.              COM              724479100      246609    3868371SH     SOLE        X
PITT DES MOINES, INC.           COM              724508106         587      25800SH     SOLE        X
PIXAR INC.                      COM              725811103        4044     102700SH     SOLE        X
PJ AMERICA INC.                 COM              72585Q104        2233      97100SH     SOLE        X
PLACER DOME, INC.               COM              725906101       32164    2874978SH     SOLE        X
PLANAR SYSTEMS                  COM              726900103         333      43300SH     SOLE        X
PLANET POLYMER TECH             COM              727044109          11       5200SH     SOLE        X
PLANTRONICS, INC.               COM              727493108        7188     114900SH     SOLE        X
PLATINUM SOFTWARE CO.           COM              72764R105        3459     468998SH     SOLE        X
PLATINUM TECH. INTL, INC.       COM              72764T101        5840     229027SH     SOLE        X
PLASMA-THERM, INC.              COM              727900102         205      91000SH     SOLE        X
PLAYERS INTERNATIONAL, IN       COM              727903106         991     158500SH     SOLE        X
PLAYCORE, INC.                  COM              72811G102         180      37011SH     SOLE        X
PLAYTEX PRODUCTS                COM              72813P100        3802     251400SH     SOLE        X
PLEXUS CORP.                    COM              729132100        2634      94500SH     SOLE        X
PLUMA, INC.                     COM              729272104          10      19000SH     SOLE        X
POE & BROWN INC.                COM              730444106        2723      82050SH     SOLE        X
POGO PRODUCING CO.              COM              730448107        3874     298000SH     SOLE        X
POLARIS INDUSTRIES INC.         COM              731068102        5478     172550SH     SOLE        X
POLAROID CORP.                  COM              731095105       10923     544437SH     SOLE        X
POLICY MANAGEMENT SYSTEMS       COM              731108106        3153     102968SH     SOLE        X
POLYCOM, INC.                   COM              73172K104         994      53000SH     SOLE        X
POLYMER GROUP INC.              COM              731745105        1338     144600SH     SOLE        X
POOL ENERGY SERVICE CO.         COM              732788104        2056     134267SH     SOLE        X
POPE & TALBOT, INC.             COM              732827100         467      73300SH     SOLE        X
POPULAR, INC.                   COM              733174106       13308     431044SH     SOLE        X
POST PROPERTIES INC. REIT       COM              737464107       13171     365870SH     SOLE        X
POTLATCH CORP.                  COM              737628107       15635     460689SH     SOLE        X
POTOMAC ELECTRIC POWER CO       COM              737679100        7450     321310SH     SOLE        X
POWERCERV CORP.                 COM              73931P105          16       4600SH     SOLE        X
POWERHOUSE TECHNOLOGIES         COM              739323103         798      46400SH     SOLE        X
POWERTEL INC.                   COM              73936C109        1127      79100SH     SOLE        X
PREMIER BANCSHARES, INC.        COM              739909109        2125     107600SH     SOLE        X
PRAXAIR INC                     COM              74005P104       73420    2035911SH     SOLE        X
PREPAID LEGAL SERVICES          COM              740065107        3798     155000SH     SOLE        X
PRECISION CASTPARTS CORP.       COM              740189105        7226     179520SH     SOLE        X
PRECISION RESPONSE CORP.        COM              740314109         642     197500SH     SOLE        X
PRECISION SYSTEMS INC.          COM              740329107          82     109300SH     SOLE        X
PREMARK INTERNATIONAL, IN       COM              740459102        8517     258570SH     SOLE        X
PREMIER NATIONAL BANCORP        COM              74053F107         649      43241SH     SOLE        X
PREMIER RESEARCH WRLDWDE        COM              740568100         283      31000SH     SOLE        X
PREMISYS COMMUNICATIONS         COM              740584107        1663     192800SH     SOLE        X
PREMIERE TECHNOLOGIES           COM              74058F102        2647     232700SH     SOLE        X
PRESIDENTIAL LIFE CORP.         COM              740884101        2856     159200SH     SOLE        X
PRESSTEK INC.                   COM              741113104        1253     159100SH     SOLE        X
PREVIEW TRAVEL                  COM              74137R101        1419      74700SH     SOLE        X
T. ROWE PRICE                   COM              741477103       10884     316620SH     SOLE        X
PRICELINE.COM INC.              COM              741503106        1243      15000SH     SOLE        X
PRICESMART                      COM              741511109         839      43600SH     SOLE        X
PRIME RETAIL, INC. REIT         COM              741570105        5753     657507SH     SOLE        X
PRIME BANCSHARES, INC.          COM              74157H108         650      45800SH     SOLE        X
PRIMEDIA  INC.                  COM              74157K101        6413     458100SH     SOLE        X
PRIMEENERGY CORP.               COM              74158E104          14       3000SH     SOLE        X
PRIMEX TECHNOLOGIES, INC.       COM              741597108        1924      92740SH     SOLE        X
PRIMARK CORP.                   COM              741903108        3965     186600SH     SOLE        X
PRIME BANCORP INC               COM              741914105        1978      79324SH     SOLE        X
PRIME HOSPITALITY CO.           COM              741917108        3427     344900SH     SOLE        X
PRIMUS TELECOMM GROUP           COM              741929103        1147     113300SH     SOLE        X
PRIDE PETROLEUM SERVICES        COM              741932107        3924     475690SH     SOLE        X
PRINCETON VIDEO IMAGE           COM              742476104         145      27300SH     SOLE        X
PRISON REALTY CORP.             COM              74264N105       23435    1343936SH     SOLE        X
PROBUSINESS SERVICES, INC       COM              742674104        3289      78300SH     SOLE        X
PROCOM TECHNOLOGY INC.          COM              74270W107         292      73000SH     SOLE        X
PROCTER & GAMBLE CO.            COM              742718109     1821019   18593684SH     SOLE        X
PRODIGY COMMUNICATIONS          COM              74283P107        4893     127500SH     SOLE        X
PROFESSIONAL DETAILING          COM              74312N107         636      24300SH     SOLE        X
PROFILE TECHNOLOGIES, INC       COM              743164105          93       9300SH     SOLE        X
PROFIT RECOVERY GRP INTL        COM              743168106        3733      94500SH     SOLE        X
PROGRESS FINANCIAL CORP.        COM              743266108         496      34230SH     SOLE        X
PROGRESS SOFTWARE CORP.         COM              743312100        3641     106700SH     SOLE        X
PROGRESSIVE CORP. OF OHIO       COM              743315103      134018     933922SH     SOLE        X
PROJECT SOFTWARE & DEVEL        COM              74339P101        2232      91100SH     SOLE        X
PROLONG INTERNATIONAL           COM              743411100           3       2500SH     SOLE        X
PROMUS HOTEL CORP. (NEW)        COM              74342P106        9626     264622SH     SOLE        X
PROTECTION ONE INC              COM              743663304        2667     426700SH     SOLE        X
PROTECTIVE LIFE CORP.           COM              743674103        6878     181610SH     SOLE        X
PROTEIN DESIGN LABS             COM              74369L103        2523     167500SH     SOLE        X
PROTOCOL SYSTEMS, INC.          COM              74371R106         280      46600SH     SOLE        X
PROVIDENT BANKSHARES CORP       COM              743859100        3973     152092SH     SOLE        X
PROVIDENT COMPANIES INC         COM              743862104       60917    1762505SH     SOLE        X
PROVIDENT FINANCIAL GROUP       COM              743866105        6729     175345SH     SOLE        X
PROVIDENT FINANCIAL HLDG.       COM              743868101         291      17500SH     SOLE        X
PROVINCE HEALTHCARE             COM              743977100        1584      85600SH     SOLE        X
PROVIDIAN FINANCIAL CORP        COM              74406A102      221951    2017737SH     SOLE        X
PROXIM, INC.                    COM              744284100        1141      39700SH     SOLE        X
PROXYMED PHARMACY, INC.         COM              744290107         790      58550SH     SOLE        X
PSYCHEMEDICS CORP.              COM              744375106         734     183556SH     SOLE        X
PSINET INC.                     COM              74437C101       12318     289400SH     SOLE        X
PUBL SERVICE CO. OF NEW M       COM              744499104        4183     246060SH     SOLE        X
PUBLIC SERVICE CO OF NC         COM              744516105        3172     111800SH     SOLE        X
PUBLIC SERVICE ENTERPRISE       COM              744573106      129295    3385804SH     SOLE        X
PUBLIC STORAGE, INC. REIT       COM              74460D109       33251    1330028SH     SOLE        X
PUDGIE'S CHICKEN, INC.          COM              744678103           0       7100SH     SOLE        X
PUERTO RICAN CEMENT CO.,        COM              745075101        1113      34700SH     SOLE        X
PUGET SOUND ENERGY INC.         COM              745332106        4896     212314SH     SOLE        X
PULASKI FINANCIAL CORP.         COM              745548107          72       7648SH     SOLE        X
PULITZER, INC.                  COM              745769109        2264      55981SH     SOLE        X
PULITZER PUBLISHING CO.         COM              745771105           0          2SH     SOLE        X
PULTE CORPORATION               COM              745867101       13640     655387SH     SOLE        X
PUMA TECHNOLOGY INC.            COM              745887109          34       9100SH     SOLE        X
QCF BANCORP, INC.               COM              746924109          55       2200SH     SOLE        X
QMS, INC.                       COM              74726G102         221      84100SH     SOLE        X
QRS CORPORATION                 COM              74726X105        5875      93900SH     SOLE        X
QLOGIC                          COM              747277101        8082     120400SH     SOLE        X
QAD, INC.                       COM              74727D108         431     109400SH     SOLE        X
QUADRAMED CORP.                 COM              74730W101         510      66900SH     SOLE        X
QUAKER CHEMICAL CORP.           COM              747316107         551      39000SH     SOLE        X
QUAKER CITY BANCORP INC.        COM              74731K106         443      29522SH     SOLE        X
QUAKER FABRIC CORP.             COM              747399103         202      36300SH     SOLE        X
QUAKER OATS CO.                 COM              747402105      117995    1886033SH     SOLE        X
QUALCOMM INC.                   COM              747525103       27608     221970SH     SOLE        X
QUALITY SYSTEMS INC.            COM              747582104          70      18700SH     SOLE        X
QUALIX GROUP, INC.              COM              747586105          36       4900SH     SOLE        X
QUANEX CORP.                    COM              747620102        1597     103000SH     SOLE        X
QUANTA SERVICES, INC.           COM              74762E102          79       3100SH     SOLE        X
QUANTUM CORP.                   COM              747906105        9784     543560SH     SOLE        X
Q MED INC.                      COM              747914109          32       9800SH     SOLE        X
QUEENS COUNTY BANCORP INC       COM              748242104        3897     144319SH     SOLE        X
QUEST DIAGNOSTICS, INC.         COM              74834L100        3347     150418SH     SOLE        X
QUESTAR CORP.                   COM              748356102        3676     217010SH     SOLE        X
QUIKSILVER, INC.                COM              74838C106        3595      85100SH     SOLE        X
QUICKTURN DESIGN SYSTEMS        COM              74838E102         781      55300SH     SOLE        X
QUINTEL COMMUNICATIONS          COM              748762101          74      85000SH     SOLE        X
QUINTILES TRANSNATIONAL         COM              748767100       13647     361517SH     SOLE        X
QUORUM HEALTH GROUP,INC.        COM              749084109        3781     378100SH     SOLE        X
QWEST COMMUNICATIONS            COM              749121109       62188     862597SH     SOLE        X
R & B FALCON CORP.              COM              74912E101        6569     745474SH     SOLE        X
RCN CORPORATION                 COM              749361101        8642     257500SH     SOLE        X
RFS HOTEL INVESTORS REIT        COM              74955J108        4312     372900SH     SOLE        X
R.L.I. CORP.                    COM              749607107        2264      77406SH     SOLE        X
RPC INC.                        COM              749660106        1522     236500SH     SOLE        X
RPM INC. (OHIO)                 COM              749685103        3818     286767SH     SOLE        X
RTI INTERNATIONAL METALS        COM              74973W107        1634     174300SH     SOLE        X
RWD TECHNOLOGIES, INC.          COM              74975B101         563      32300SH     SOLE        X
RF MICRO DEVICES, INC.          COM              749941100        4363      45600SH     SOLE        X
RADIANT SYSTEMS INC.            COM              75025N102         695      73200SH     SOLE        X
RAILTEX, INC.                   COM              750766107         595      52300SH     SOLE        X
RAINBOW RENTALS, INC.           COM              750857104          82       8200SH     SOLE        X
RAINBOW TECHNOLOGIES, INC       COM              750862104         826      82600SH     SOLE        X
RAINFOREST CAFE, INC.           COM              75086K104         899     178600SH     SOLE        X
RAMBUS INC.                     COM              750917106        6734     104600SH     SOLE        X
RALCORP HLDGS                   COM              751028101        5681     298990SH     SOLE        X
RAMAPO FINANCIAL CORP.          COM              751366105         369      35500SH     SOLE        X
RAMTRON INTERNATIONAL           COM              751907106          91     131800SH     SOLE        X
RANGER OIL LTD.                 COM              752805101         183      45690SH     SOLE        X
RANGE RESOURCES CORP.           COM              75281A109         397     113500SH     SOLE        X
RARE HOSPITALITY INTL INC       COM              753820109         668      48600SH     SOLE        X
RARITAN BANCORP INC.            COM              753821107         359       9700SH     SOLE        X
RAYCHEM CORP.                   COM              754603108       23128    1025080SH     SOLE        X
RAYMOND JAMES FINANCIAL,        COM              754730109        3090     156449SH     SOLE        X
RAYONIER INC.                   COM              754907103        7519     187685SH     SOLE        X
RAYOVAC CORP                    COM              755081106        4920     178500SH     SOLE        X
RAYTEL MEDICAL CORP.            COM              755107109         405      98200SH     SOLE        X
READ RITE CORP.                 COM              755246105        2348     356100SH     SOLE        X
REALNETWORKS, INC               COM              75605L104       12536     102600SH     SOLE        X
REALTY INCOME CORP. REIT        COM              756109104        7781     370500SH     SOLE        X
RECKSON SERVICE INDS INC.       COM              75621J109         492     109296SH     SOLE        X
RECKSON ASSOC REALTY REIT       COM              75621K106       11313     550200SH     SOLE        X
RECOTON CORP.                   COM              756268108          14       1000SH     SOLE        X
RECOVERY ENGINEERING, INC       COM              756269106         881      94000SH     SOLE        X
RED ROOF INNS INC.              COM              757005103        1515      96200SH     SOLE        X
REDHOOK ALE BREWERY INC.        COM              757473103         126      27200SH     SOLE        X
REDWOOD EMPIRE BANCORP          COM              757897103         240       9700SH     SOLE        X
REDWOOD TRUST INC.              COM              758075402        1587      99200SH     SOLE        X
REEBOK INTERNATIONAL LTD.       COM              758110100       12914     813458SH     SOLE        X
REGAL-BELOIT CORP.              COM              758750103        3242     179500SH     SOLE        X
REGENERON PHARMACEUTICAL        COM              75886F107         865     130500SH     SOLE        X
REGIS CORP-NEW                  COM              758932107        5722     214911SH     SOLE        X
REGENCY REALTY CORP. REIT       COM              758939102        4774     254600SH     SOLE        X
REGIONS FINANCIAL CORP          COM              758940100       97416    2813453SH     SOLE        X
REHABILICARE, INC.              COM              758944102          18       6880SH     SOLE        X
REGENT ASSISTED LIVING          COM              758949101           7       1500SH     SOLE        X
REHABCARE CORPORATION           COM              759148109        1184      78600SH     SOLE        X
REINSURANCE GROUP               COM              759351109        9250     217325SH     SOLE        X
RELIANCE BANCORP INC.           COM              759451107        2751      95700SH     SOLE        X
RELIANCE GROUP                  COM              759464100        2590     342500SH     SOLE        X
RELIANCE STEEL & ALUMINUM       COM              759509102        2161      75000SH     SOLE        X
RELTEC CORP.                    COM              759527104        4233     143800SH     SOLE        X
RELIANT ENERGY, INC.            COM              75952J108       93767    3597773SH     SOLE        X
RELIASTAR FINANCIAL CORP        COM              75952U103       10557     247664SH     SOLE        X
REMEC INC.                      COM              759543101        1436      68800SH     SOLE        X
REMEDY CORP.                    COM              759548100        2265     161800SH     SOLE        X
REMINGTON OIL & GAS CORP        COM              759594302          58      20100SH     SOLE        X
RENEX CORP.                     COM              759683105         102      24100SH     SOLE        X
RENAISSANCE WORLDWIDE           COM              75968A109        1379     222900SH     SOLE        X
REPUBLIC BANK                   COM              759929102        1248      58400SH     SOLE        X
RENAL CARE GROUP, INC.          COM              759930100        5839     297550SH     SOLE        X
RENT-A-CENTER                   COM              76009N100        3257     113300SH     SOLE        X
RENT-WAY, INC.                  COM              76009U104        1363      56800SH     SOLE        X
RENTAL SERVICE CORP             COM              76009V102        1901     108600SH     SOLE        X
RENTRAK CORP.                   COM              760174102         239      84900SH     SOLE        X
REPUBLIC BANCORP                COM              760282103        2138     164460SH     SOLE        X
REPUBLIC BANKING CORP.          COM              760322107         579      31000SH     SOLE        X
REPUBLIC FIRST BANCORP          COM              760416107          73       8030SH     SOLE        X
REPUBLIC GROUP, INC.            COM              760473108         609      40400SH     SOLE        X
REPUBLIC INDUSTRIES INC.        COM              760516104       15549    1256446SH     SOLE        X
REPUBLIC NEW YORK CORP.         COM              760719104       62265    1349927SH     SOLE        X
REPUBLIC SECURITY FINL          COM              760758102        3123     337616SH     SOLE        X
RESEARCH FRONTIERS INC.         COM              760911107         503      70600SH     SOLE        X
RES-CARE INC                    COM              760943100        2328     103200SH     SOLE        X
RESTORATION HARDWARE            COM              760981100         510      23200SH     SOLE        X
RESMED INC.                     COM              761152107        1667      59000SH     SOLE        X
RESORTQUEST INTERNATIONAL       COM              761183102         835      52200SH     SOLE        X
RESOUND CORP.                   COM              761194109         393     104800SH     SOLE        X
RESOURCE ASSET INVESTMENT       COM              761196104         182      15500SH     SOLE        X
RESOURCE BANCSHARES MTG.        COM              761197102        1098      85300SH     SOLE        X
RESPIRONICS, INC.               COM              761230101        2173     164757SH     SOLE        X
REXALL SUNDOWN, INC.            COM              761648104        2869     149500SH     SOLE        X
REYNOLDS METALS CO.             COM              761763101       39624     820166SH     SOLE        X
RICHFOOD HOLDINGS, INC.         COM              763408101        7536     349500SH     SOLE        X
RICHMOND COUNTY FINL CORP       COM              764556106        1556     105050SH     SOLE        X
RIGGS NATIONAL CORP.            COM              766570105        3036     179900SH     SOLE        X
RIGHT MANAGEMENT                COM              766573109        1458      92200SH     SOLE        X
RIMAGE CORP.                    COM              766721104          75       5200SH     SOLE        X
RISK CAPITAL HOLDINGS INC       COM              767711104         815      53900SH     SOLE        X
RITE AID CORP.                  COM              767754104       81491    3259652SH     SOLE        X
RIVIANA FOODS INC.              COM              769536103         902      38600SH     SOLE        X
ROADWAY EXPRESS INC.            COM              769742107        3026     177358SH     SOLE        X
ROBBINS & MYERS, INC.           COM              770196103         829      48078SH     SOLE        X
ROBERT HALF INTERNATIONAL       COM              770323103       10328     314760SH     SOLE        X
ROBERTS PHARMACEUTICALS         COM              770491108        4351     209700SH     SOLE        X
ROCHESTER GAS & ELECTRIC        COM              771367109        6235     243300SH     SOLE        X
ROCHESTER MEDICAL CORP.         COM              771497104         404      41450SH     SOLE        X
ROCKWELL INTERNATIONAL CO       COM              773903109      101774    2398210SH     SOLE        X
ROCKY MOUNTAIN INTERNET         COM              774720106         230      17700SH     SOLE        X
ROGERS CORP.                    COM              775133101        1854      74900SH     SOLE        X
ROHM & HAAS CO                  COM              775371107       70798    2109426SH     SOLE        X
ROHN INDUSTRIES INC.            COM              775381106         497     223900SH     SOLE        X
ROLLINS, INC.                   COM              775711104        2779     165290SH     SOLE        X
ROLLINS TRUCK LEASING           COM              775741101        3488     369624SH     SOLE        X
ROMAC INTERNATIONAL INC.        COM              775835101        2714     319293SH     SOLE        X
ROPER INDS INC NEW              COM              776696106        5205     218000SH     SOLE        X
ROSLYN BANCORP INC.             COM              778162107        7881     467026SH     SOLE        X
ROSS STORES, INC.               COM              778296103        8483     193620SH     SOLE        X
ROSS TECHNOLOGY INC.            COM              778304105           1     138800SH     SOLE        X
THE ROTTLUND CO.                COM              779077106         201      50300SH     SOLE        X
ROUSE CO. REIT                  COM              779273101       14725     663650SH     SOLE        X
ROWAN COS., INC.                COM              779382100       15674    1235405SH     SOLE        X
ROYAL APPLIANCE MANUFACTU       COM              780076105        1234     329100SH     SOLE        X
ROYAL GOLD INC                  COM              780287108          75      18800SH     SOLE        X
ROYAL PRECISION INC             COM              780921102          21       7800SH     SOLE        X
RUBY TUESDAY                    COM              781182100        4311     248098SH     SOLE        X
RUDDICK CORP.                   COM              781258108        4343     222710SH     SOLE        X
RURAL/METRO CORP.               COM              781748108         868     109300SH     SOLE        X
RUSH ENTERPRISES INC.           COM              781846100         573      50900SH     SOLE        X
RUSS BERRIE, INC.               COM              782233100        2636     100900SH     SOLE        X
RUSSELL CORP.                   COM              782352108       11183     555696SH     SOLE        X
RYAN'S FAMILY STEAK HOUSE       COM              783519101        4111     340815SH     SOLE        X
RYDER SYSTEM, INC.              COM              783549108       31694    1147309SH     SOLE        X
RYERSON TULL, INC.              COM              78375P107        2171     147781SH     SOLE        X
RYLAND GROUP, INC.              COM              783764103        3635     143600SH     SOLE        X
S&K FAMOUS BRANDS INC           COM              783774102         451      51900SH     SOLE        X
S & T BANCORP INC               COM              783859101        2781     145400SH     SOLE        X
SBC COMMUNICATIONS              COM              78387G103     1296632   27514736SH     SOLE        X
SCB COMPUTER TECHNOLOGY         COM              78388N107          76      16700SH     SOLE        X
SCC COMMUNICATIONS CORP.        COM              78388X105          69      22400SH     SOLE        X
SCI SYSTEMS, INC.               COM              783890106        7047     237860SH     SOLE        X
SCM MICROSYSTEMS INC            COM              784018103        4517      74355SH     SOLE        X
SCPIE HOLDINGS INC.             COM              78402P104        1242      45700SH     SOLE        X
SDL INC.                        COM              784076101        7246      79850SH     SOLE        X
SEEC INC.                       COM              784110108         203      51500SH     SOLE        X
SEI INVESTMENT COMPANY          COM              784117103        9463     102300SH     SOLE        X
SEMCO ENERGY INC                COM              78412D109         287      18685SH     SOLE        X
SJNB FINANCIAL CORP.            COM              784273104         215       7800SH     SOLE        X
SJW CORP.                       COM              784305104        1172      18100SH     SOLE        X
SL GREEN REALTY CORP            COM              78440X101        5648     300200SH     SOLE        X
SLM HOLDING CORP                COM              78442A109       95526    2288056SH     SOLE        X
SLI, INC.                       COM              78442T108        3366     160275SH     SOLE        X
SM&A CORPORATION                COM              784432106         710      61700SH     SOLE        X
SMC CORP.                       COM              784460107         101      23800SH     SOLE        X
SPS TECHNOLOGIES, INC.          COM              784626103        3399      86600SH     SOLE        X
SPSS, INC.                      COM              78462K102         884      54000SH     SOLE        X
SOS STAFFING SERVICES           COM              78462X104         803     104900SH     SOLE        X
SPX CORP.                       COM              784635104       10263     203489SH     SOLE        X
S3 INC.                         COM              784849101        3308     441100SH     SOLE        X
SPR, INC.                       COM              784922106         238      56800SH     SOLE        X
S.Y. BANCORP INC.               COM              785060104         125       5000SH     SOLE        X
SABRATEK CORP.                  COM              78571U108        1691     112700SH     SOLE        X
SAFECO                          COM              786429100       72425    1791039SH     SOLE        X
SAFEGUARD HEALTH ENT., IN       COM              786444109         127      49600SH     SOLE        X
SAFEGUARD SCIENTIFICS, IN       COM              786449108       13400     197600SH     SOLE        X
SAFESKIN CORP.                  COM              786454108        1478     198700SH     SOLE        X
SAFETY FIRST INC                COM              786475103         121      26900SH     SOLE        X
ST. FRANCIS CAPITAL CORP.       COM              789374105        1604      37400SH     SOLE        X
THE ST. JOE COMPANY             COM              790148100        6889     284097SH     SOLE        X
ST. JOHN KNITS, INC.            COM              790289102        4352     165000SH     SOLE        X
ST. JUDE MEDICAL, INC.          COM              790849103       27180    1115059SH     SOLE        X
ST MARY LAND & EXPLORATIO       COM              792228108        1418      81640SH     SOLE        X
ST PAUL BANCORP, INC.           COM              792848103        6193     285964SH     SOLE        X
ST. PAUL COMPANIES, INC.        COM              792860108       92362    2973424SH     SOLE        X
SAKS, INC.                      COM              79377W108       12130     466543SH     SOLE        X
SALTON, INC.                    COM              795757103         117       4800SH     SOLE        X
SAMSONITE CORP.                 COM              79604V105         831     135713SH     SOLE        X
SANCHEZ COMPUTER ASSOC.         COM              799702105        2397     103091SH     SOLE        X
SANDERSON FARMS, INC.           COM              800013104         811      67550SH     SOLE        X
SANDISK CORP.                   COM              80004C101        3538     133500SH     SOLE        X
SANDY SPRING BANCORP, INC       COM              800363103         316      11600SH     SOLE        X
SANMINA CORP.                   COM              800907107       12264     192379SH     SOLE        X
SANGSTAT MEDICAL CORP.          COM              801003104        1089      88000SH     SOLE        X
SANTA BARBARA RESTAURANT        COM              801378100           6       2300SH     SOLE        X
SANTA FE ENERGY RESOURCES       COM              802012104        4853     663650SH     SOLE        X
SAPIENT CORP.                   COM              803062108        8094     113400SH     SOLE        X
SARA LEE CORP.                  COM              803111103      311934   12603391SH     SOLE        X
SATCON TECHNOLOGY CORP.         COM              803893106         223      45200SH     SOLE        X
SAUER INC.                      COM              804137107         760      73300SH     SOLE        X
SAUL CENTERS, INC. REIT         COM              804395101        2254     154100SH     SOLE        X
SAWTEK INC.                     COM              805468105        2990      88600SH     SOLE        X
SBARRO, INC.                    COM              805844107        4461     168330SH     SOLE        X
SCANA CORP.                     COM              805898103        6032     278140SH     SOLE        X
HENRY SCHEIN INC.               COM              806407102        5472     216714SH     SOLE        X
SCHEIN PHARMACEUTICAL           COM              806416103        1368     105200SH     SOLE        X
SCHERER HEALTH                  COM              806530101          11       3200SH     SOLE        X
SCHERING-PLOUGH CORP.           COM              806605101     1139748   20605610SH     SOLE        X
SCHICK TECHNOLOGIES             COM              806683108         165      40000SH     SOLE        X
SCHLUMBERGER LTD.               COM              806857108      412590    6855086SH     SOLE        X
SCHOLASTIC CORP.                COM              807066105        5043     103180SH     SOLE        X
SCHOOL SPECIALTY, INC.          COM              807863105         887      45320SH     SOLE        X
SCHULER HOMES INC               COM              808188106         397      66100SH     SOLE        X
SCHULMAN, A., INC.              COM              808194104        2648     194325SH     SOLE        X
CHARLES SCHWAB CORP.            COM              808513105      542534    5644042SH     SOLE        X
SCHWEITZER-MAUDUIT INT'L        COM              808541106        1394     121187SH     SOLE        X
SCICLONE PARM                   COM              80862K104         144      91900SH     SOLE        X
SCIENTIFIC-ATLANTA, INC.        COM              808655104       25901     950498SH     SOLE        X
SCIENTIFIC GAMES HOLDINGS       COM              808747109        2093     117900SH     SOLE        X
SCIOS, INC.                     COM              808905103        3049     336403SH     SOLE        X
SCOPE INDUSTRIES                COM              809163108         559       8400SH     SOLE        X
SCOTSMAN IND., INC.             COM              809340102        1657      96400SH     SOLE        X
SCOTT TECHNOLOGIES, INC.        COM              810022301        3421     196900SH     SOLE        X
SEABOARD CORP.                  COM              811543107          15         50SH     SOLE        X
SEACOAST FINL SERV. CORP.       COM              81170Q106         126      12770SH     SOLE        X
SEAGATE TECHNOLOGY              COM              811804103      100781    3409087SH     SOLE        X
THE SEAGRAM CO. LTD.            COM              811850106      229452    4589038SH     SOLE        X
SEACOR SMIT INC.                COM              811904101        4380      81400SH     SOLE        X
SEALED AIR CORP                 COM              81211K100       57767    1174430SH     SOLE        X
SEAMED CORP.                    COM              81218Q100         622      65500SH     SOLE        X
SEARS, ROEBUCK & CO.            COM              812387108      232764    5151060SH     SOLE        X
SEATTLE FILMWORKS, INC          COM              812572105         325     106275SH     SOLE        X
SECOND BANCORP, INC.            COM              813114105          48       2000SH     SOLE        X
SECURE COMPUTING CORP.          COM              813705100        1032      98300SH     SOLE        X
SECURITY DYNAMICS TECH          COM              814208104        4767     255960SH     SOLE        X
SECURITY FIRST TECHNOLOGY       COM              814279105        3168      43099SH     SOLE        X
SEGUE SOFTWARE, INC.            COM              815807102          18       1900SH     SOLE        X
SELECTIVE INSURANCE GROUP       COM              816300107        3213     182300SH     SOLE        X
SEMTECH CORP.                   COM              816850101        2360      74051SH     SOLE        X
SEMPRA ENERGY                   COM              816851109       58005    3023083SH     SOLE        X
SENSORMATIC ELECTRONICS C       COM              817265101        3873     407679SH     SOLE        X
SENSORY SCIENCE CORP.           COM              81726X100         253      98600SH     SOLE        X
SEPRACOR INC                    COM              817315104       19084     170010SH     SOLE        X
SEQUENT COMPUTER SYSTEMS,       COM              817338106        2661     293680SH     SOLE        X
SERACARE, INC.                  COM              817473101          41       8000SH     SOLE        X
SEROLOGICALS CORP.              COM              817523103        1818     134050SH     SOLE        X
SERVICE CORP. INT'L.            COM              817565104       48805    3424887SH     SOLE        X
SERVICE EXPERTS INC.            COM              817567100        1324      98100SH     SOLE        X
SERVICE MERCHANDISE CO.,        COM              817587108         131     560349SH     SOLE        X
SERVICEMASTER CO.               COM              81760N109       14577     717650SH     SOLE        X
SEVEN SEAS PETROLEUM            COM              817917107         499      99800SH     SOLE        X
SHARED MEDICAL SYSTEMS CO       COM              819486101       18892     339256SH     SOLE        X
SHARPER IMAGE CORP              COM              820013100         166      15300SH     SOLE        X
SHAW GROUP INC.                 COM              820280105         620      44500SH     SOLE        X
SHAW INDUSTRIES, INC.           COM              820286102        8533     461250SH     SOLE        X
SHELBY WILLIAMS INDUSTRIE       COM              822135109         520      54400SH     SOLE        X
SHERWIN-WILLIAMS CO.            COM              824348106       60886    2164841SH     SOLE        X
SHOE CARNIVAL                   COM              824889109         719      57550SH     SOLE        X
SHOE PAVILION, INC.             COM              824894109          54      10600SH     SOLE        X
SHOPKO STORES, INC.             COM              824911101        5500     184100SH     SOLE        X
SHOLODGE, INC.                  COM              825034101         192      39333SH     SOLE        X
SHONEY'S, INC.                  COM              825039100         881     352501SH     SOLE        X
SHOREWOOD PACKAGING CORP.       COM              825229107        6109     311300SH     SOLE        X
SHOWPOWER, INC.                 COM              825396104          15       3000SH     SOLE        X
SHUFFLE MASTER, INC.            COM              825549108         422      64250SH     SOLE        X
SHURGARD STRAGE REIT CL A       COM              82567D104        9762     386600SH     SOLE        X
SIEBEL SYSTEMS INC.             COM              826170102       12364     260286SH     SOLE        X
SIERRA HEALTH SERVICES          COM              826322109        2740     210753SH     SOLE        X
SIERRA PACIFIC RESOURCES        COM              826425100        7178     204000SH     SOLE        X
SIERRAWEST BANCORP              COM              826527103         651      20200SH     SOLE        X
SIGMA ALDRICH CORP.             COM              826552101       39316    1344149SH     SOLE        X
SIGNAL TECHNOLOGY CORP.         COM              826675100         198      49500SH     SOLE        X
SIG CORP INC.                   COM              826912107        3738     136530SH     SOLE        X
SILGAN HOLDINGS INC.            COM              827048109         975      58400SH     SOLE        X
SILICON GRAPHICS, INC.          COM              827056102       41488    2486161SH     SOLE        X
SILICON VALLEY BANCSHARES       COM              827064106        4005     193600SH     SOLE        X
SILICON VALLEY GROUP, INC       COM              827066101        2712     220300SH     SOLE        X
SILVERLEAF RESORTS, INC.        COM              828395103         394      49300SH     SOLE        X
SIMON PROPERTY GROUP, INC       COM              828806109       50944    1856734SH     SOLE        X
SIMPSON INDUSTRIES, INC.        COM              829060102        1123     116700SH     SOLE        X
SIMPSON MANUFACTURING           COM              829073105         877      21800SH     SOLE        X
SIMULA INC.                     COM              829206101         297      52200SH     SOLE        X
SIRCO INTERNATIONAL CORP.       COM              829639103         126      74600SH     SOLE        X
THE SIRENA APPAREL GROUP        COM              82966Q102          14       2500SH     SOLE        X
SITEL CORP.                     COM              82980K107        1340     564200SH     SOLE        X
SIPEX CORP.                     COM              829909100        1558     119300SH     SOLE        X
SIZZLER PROPERTY INVESTOR       COM              830137105         572      69300SH     SOLE        X
SIZZLER INTERNATIONAL           COM              830139101         693     369575SH     SOLE        X
SKANEATELES BANCORP             COM              830506101         508      22723SH     SOLE        X
SKY FINANCIAL GROUP INC.        COM              83080P103        5808     214620SH     SOLE        X
SKYLINE CORP.                   COM              830830105        2070      74600SH     SOLE        X
SKYWEST, INC.                   COM              830879102        4874     168800SH     SOLE        X
SKYTEL COMMUNICATIONS,INC       COM              83087Q104        5692     342400SH     SOLE        X
SMART MODULAR TECHNOLGIES       COM              831690102        3636     243400SH     SOLE        X
SMARTALK TELESERVICES INC       COM              83169A100           0       3000SH     SOLE        X
SMITH (A.O.) CORPORATION        COM              831865209        2761     145300SH     SOLE        X
SMITH INTERNATIONAL, INC.       COM              832110100        7861     196530SH     SOLE        X
CHARLES E. SMITH RES REIT       COM              832197107        7606     246840SH     SOLE        X
SMITHFIELD FOOD, INC.           COM              832248108        5670     249900SH     SOLE        X
SMURFIT-STONE CONTAINER         COM              832727101       14293     740100SH     SOLE        X
SNYDER COMMUNICATIONS INC       COM              832914105        6373     228629SH     SOLE        X
SNAP-ON INC.                    COM              833034101       21428     738887SH     SOLE        X
SNYDER OIL CORP.                COM              833482102        2167     146300SH     SOLE        X
SOCRATES TECHNOLOGIES           COM              833719107         254     107100SH     SOLE        X
SODEXHO MARRIOTT SVCS WI        COM              833793102        4634     210021SH     SOLE        X
SOFTWARE SPECTRUM               COM              833960107        1008      74000SH     SOLE        X
SOFTWARE AG SYSTEMS INC         COM              834025108        1291     154200SH     SOLE        X
SOLA INTERNATIONAL              COM              834092108        2367     196200SH     SOLE        X
SOLECTRON CORP.                 COM              834182107      172877    3559886SH     SOLE        X
SOLUTIA, INC.                   COM              834376105       15067     867154SH     SOLE        X
SOLV-EX CORP.                   COM              834382103          16     126600SH     SOLE        X
SOMERSET GROUP, INC.            COM              834706103          81       5156SH     SOLE        X
SONAT, INC.                     COM              835415100       41109    1370312SH     SOLE        X
SONIC CORP                      COM              835451105        3187     118325SH     SOLE        X
SONOCO PRODUCTS                 COM              835495102        5969     259519SH     SOLE        X
SONOSITE, INC.                  COM              83568G104         481      34958SH     SOLE        X
SONUS PHARMACEUTICALS INC       COM              835692104         369      49200SH     SOLE        X
SOUTH JERSEY INDUSTRIES,        COM              838518108        1482      68520SH     SOLE        X
SOUTHDOWN, INC.                 COM              841297104        5458     101664SH     SOLE        X
SOUTHERN CO.                    COM              842587107      215901    9261168SH     SOLE        X
SOUTHERN ENERGY HOMES           COM              842814105          74      13800SH     SOLE        X
SOUTHERN FIN'L BANCORP          COM              842870107         347      17100SH     SOLE        X
SOUTHERN PERU COPPER CORP       COM              843611104        1099     109200SH     SOLE        X
SOUTHERN UNION CO.              COM              844030106        3289     174243SH     SOLE        X
SOUTHTRUST CORP.                COM              844730101       77942    2088897SH     SOLE        X
SOUTHWEST AIRLINES CO.          COM              844741108      144077    4762878SH     SOLE        X
SOUTHWEST BANCORP, INC.         COM              844767103         198       8600SH     SOLE        X
SOUTHWEST BANCORP OF TX         COM              84476R109        2133     173200SH     SOLE        X
SOUTHWEST GAS CORP.             COM              844895102        5687     206800SH     SOLE        X
SOUTHWEST SECURITIES, INC       COM              845224104        1057      37400SH     SOLE        X
SOUTHWESTERN ENERGY CO.         COM              845467109        2007     284200SH     SOLE        X
SOVEREIGN BANCORP, INC.         COM              845905108        5600     457132SH     SOLE        X
SOVRAN SELF STORAGE REIT        COM              84610H108        4802     206000SH     SOLE        X
SPACELABS MEDICAL, INC.         COM              846247104         759      45139SH     SOLE        X
SPARTAN MOTORS, INC.            COM              846819100        1222     208000SH     SOLE        X
SPECTRALINK CORP.               COM              847580107          41      11000SH     SOLE        X
SPECTRAN CORP                   COM              847598109         144      38100SH     SOLE        X
SPECTRIAN CORP.                 COM              847608106         559      47600SH     SOLE        X
SPECTRANETICS                   COM              84760C107         334     118600SH     SOLE        X
SPECTRX, INC.                   COM              847635109          32       5074SH     SOLE        X
SPEEDFAM INTERNATIONAL          COM              847706108         842      70200SH     SOLE        X
SPEEDUS.COM, INC.               COM              847723103         541     198900SH     SOLE        X
SPEEDWAY MOTORSPORTS INC.       COM              847788106        5503     133400SH     SOLE        X
SPELLING ENTERTAINMENT          COM              847807104        2135     244000SH     SOLE        X
SPIEKER PROPERTIES REIT         COM              848497103       23011     652800SH     SOLE        X
SPLASH TECHNOLOGY HOLDING       COM              848623104         253      41759SH     SOLE        X
SPORTSLINE USA                  COM              848934105        3728      81700SH     SOLE        X
THE SPORTS AUTHORITY INC        COM              849176102        2181     298210SH     SOLE        X
SPYGLASS, INC.                  COM              852192103        1113     123700SH     SOLE        X
SS&C TECHNOLOGIES               COM              85227Q100         218      17600SH     SOLE        X
STAC INC.                       COM              852323104         212     276900SH     SOLE        X
STAFF LEASING INC.              COM              852381102        1428      99800SH     SOLE        X
STAFFMARK INC.                  COM              852389105         768      97500SH     SOLE        X
STAGE STORES                    COM              85254C107        1401     193200SH     SOLE        X
STANDARD COMMERCIAL TOBAC       COM              853258101         227      47734SH     SOLE        X
STD MICROSYSTEM                 COM              853626109         670      85100SH     SOLE        X
STANDARD MOTOR PRODUCTS,        COM              853666105        1752      84700SH     SOLE        X
STANDARD PACIFIC CORP           COM              85375C101        2977     231200SH     SOLE        X
STANDARD PRODUCTS CO.           COM              853836104        3098     190675SH     SOLE        X
THE STANDARD REGISTER CO.       COM              853887107        6203     208934SH     SOLE        X
STANDEX INTERNATIONAL COR       COM              854231107        2122      97000SH     SOLE        X
THE STANLEY WORKS               COM              854616109       28345    1106134SH     SOLE        X
STAR TELECOMMUNICATIONS         COM              854923109        2318     240815SH     SOLE        X
STAPLES, INC.                   COM              855030102      214536    6525805SH     SOLE        X
STAR BUFFET INC.                COM              855086104          34       7600SH     SOLE        X
STARBUCKS CORP.                 COM              855244109       16180     576560SH     SOLE        X
STARMET CORP.                   COM              855547105          18       3200SH     SOLE        X
STARTER CORP.                   COM              855684106         647     235200SH     SOLE        X
STARTEC GLOBAL COMM.            COM              85569E103         225      29000SH     SOLE        X
STATE AUTO FINL CORP            COM              855707105         708      65500SH     SOLE        X
STATE STREET CORP.              COM              857477103      170324    2072380SH     SOLE        X
STATEN ISLAND BANCORP           COM              857550107        4472     260200SH     SOLE        X
STATION CASINOS, INC.           COM              857689103        3014     236400SH     SOLE        X
STEEL DYNAMICS INC.             COM              858119100        3554     214600SH     SOLE        X
STEEL TECHNOLOGIES, INC.        COM              858147101          98      12500SH     SOLE        X
STEIN MART, INC.                COM              858375108        2438     243800SH     SOLE        X
STEPAN CO.                      COM              858586100         443      19900SH     SOLE        X
STEPHAN CO                      COM              858603103         351      39050SH     SOLE        X
STERLING BANCSHARES INC.        COM              858907108        1981     190900SH     SOLE        X
STERILE RECOVERIES, INC.        COM              859151102         125      12200SH     SOLE        X
STERIS CORP.                    COM              859152100        5926     222572SH     SOLE        X
STERLING BANCORP                COM              859158107        1256      64200SH     SOLE        X
STERIGENICS INTL INC.           COM              85915R105         137      14100SH     SOLE        X
STERLING COMMERCE, INC.         COM              859205106        9282     301864SH     SOLE        X
STERLING FINANCIAL CORP.        COM              859317109          69       2000SH     SOLE        X
STERLING SOFTWARE, INC.         COM              859547101        6765     284854SH     SOLE        X
STEWART & STEVENSON SVCS.       COM              860342104        1697     220720SH     SOLE        X
STEWART INFORMATION SERVI       COM              860372101        1309      39000SH     SOLE        X
STIFEL FINANCIAL CORP.          COM              860630102         421      46799SH     SOLE        X
STILLWATER MINING CO.           COM              86074Q102        5759     218350SH     SOLE        X
STONE & WEBSTER, INC.           COM              861572105        1645      71900SH     SOLE        X
STONE ENERGY CORP.              COM              861642106        3645     113900SH     SOLE        X
STONERIDGE INC.                 COM              86183P102        3574     257600SH     SOLE        X
STORAGE USA, INC. REIT          COM              861907103       10590     373200SH     SOLE        X
STORAGE COMPUTER CORP.          COM              86211A101           4       2000SH     SOLE        X
STRATEGIC DISTRIBUTION          COM              862701208         854     426978SH     SOLE        X
STRATTEC STRATEGY CORP          COM              863111100         582      20705SH     SOLE        X
STRATUS PROPERTIES, INC.        COM              863167102         414     132500SH     SOLE        X
STRAYER EDUCATION               COM              863236105        1171      31650SH     SOLE        X
STREAMLOGIC CORP.               COM              863238101           0      34100SH     SOLE        X
STRIDE RITE CORP.               COM              863314100        4647     379326SH     SOLE        X
STROUDS, INC.                   COM              863451100         121      69100SH     SOLE        X
STRUCTURAL DYNAMICS RESEA       COM              863555108        4877     255861SH     SOLE        X
STRYKER CORP.                   COM              863667101       15563     308560SH     SOLE        X
STUDENT LOAN CORP.              COM              863902102        2601      69600SH     SOLE        X
STYLING TECHNOLOGY CORP.        COM              863905105         461      36300SH     SOLE        X
STURM, RUGER & CO., INC.        COM              864159108        1153     115300SH     SOLE        X
SUBURBAN LODGES OF AMER.        COM              864444104         154      22300SH     SOLE        X
SUCCESS BANCSHARES INC.         COM              864578109          11       1000SH     SOLE        X
SUFFOLK BANCORP                 COM              864739107         699      25900SH     SOLE        X
SUIZA FOODS CORP.               COM              865077101        3055      90690SH     SOLE        X
SUMMIT BANCORP.                 COM              866005101       85294    2187014SH     SOLE        X
SUMMIT BANCSHARES INC           COM              866011109         714      40800SH     SOLE        X
SUMMIT PROPERTIES REIT          COM              866239106        5515     330500SH     SOLE        X
SUMMIT TECHNOLOGY, INC.         COM              86627E101        3250     295450SH     SOLE        X
SUN COMMUNITIES INC. REIT       COM              866674104        8115     255600SH     SOLE        X
SUN MICROSYSTEMS, INC.          COM              866810104      677605    5423552SH     SOLE        X
SUNBELT NURSERY GROUP, IN       COM              866925100           0       3900SH     SOLE        X
SUN HEALTHCARE GROUP INC        COM              866933104         286     285671SH     SOLE        X
SUNBURST HOSPITALITY CORP       COM              866948102         380     101345SH     SOLE        X
SUNBEAM CORP.                   COM              867071102        2616     470300SH     SOLE        X
SUNDSTRAND CORP.                COM              867323107       14477     208300SH     SOLE        X
SUNGARD DATA SYSTEMS            COM              867363103       14068     351696SH     SOLE        X
SUNGLASS HUT INTERNATIONA       COM              86736F106        4200     400000SH     SOLE        X
SUNOCO, INC.                    COM              86764P109       55227    1531434SH     SOLE        X
SUNRISE ASSISTED LIVING         COM              86768K106        4301      94400SH     SOLE        X
SUNTERRA RESORTS INC.           COM              86787D109        2789     286050SH     SOLE        X
SUNRISE MEDICAL, INC.           COM              867910101        3620     579200SH     SOLE        X
SUNTRUST BANKS, INC.            COM              867914103      254767    4092639SH     SOLE        X
SUPERCONDUCTOR TECH INC.        COM              867931107           8       2300SH     SOLE        X
SUNSTONE HOTEL INVST REIT       COM              867933103        3068     426800SH     SOLE        X
SUPERGEN INC.                   COM              868059106         365      35600SH     SOLE        X
SUPERIOR CONSULTANT HLDGS       COM              868146101        2375      69600SH     SOLE        X
SUPERIOR ENERGY SERVICES        COM              868157108         354      98400SH     SOLE        X
SUPERIOR INDUSTRIES INT'L       COM              868168105        3378     145269SH     SOLE        X
SUPERIOR SERVICES INC.          COM              868316100        3069     154900SH     SOLE        X
SUPERIOR UNIFORM GROUP          COM              868358102         473      37800SH     SOLE        X
SUPERIOR TELECOM INC.           COM              868365107        2116     112118SH     SOLE        X
SUPERVALU, INC.                 COM              868536103       31221    1513768SH     SOLE        X
SUPREME INT'L. CORP.            COM              868610106         391      40150SH     SOLE        X
SUSQUEHANNA BKSHS PA            COM              869099101        4451     242225SH     SOLE        X
SWIFT ENERGY CO.                COM              870738101        1485     175999SH     SOLE        X
SWIFT TRANSPORTATION CO.,       COM              870756103        4705     181850SH     SOLE        X
SWISS ARMY BRANDS, INC.         COM              870827102          79       8300SH     SOLE        X
SYBASE, INC.                    COM              871130100        3799     478600SH     SOLE        X
SYBRON CORP.                    COM              87114F106        8853     354110SH     SOLE        X
SYKES ENTERPRISES, INC.         COM              871237103        4997     154650SH     SOLE        X
SYLVAN LEARNING SYSTEMS         COM              871399101        6547     239175SH     SOLE        X
SYMANTEC CORP.                  COM              871503108       12057     711850SH     SOLE        X
SYMBOL TECHNOLOGIES, INC.       COM              871508107        7768     172625SH     SOLE        X
SYMMETRICOM INC                 COM              871543104         587      93000SH     SOLE        X
SYMS CORP                       COM              871551107         553      74300SH     SOLE        X
SYNALLOY CORP.                  COM              871565107         190      27700SH     SOLE        X
SYNCOR INTERNATIONAL CORP       COM              87157J106        1502      53900SH     SOLE        X
SYNOPSYS, INC.                  COM              871607107       18824     350206SH     SOLE        X
SYNETIC INC.                    COM              87160F109        6118     109500SH     SOLE        X
SYNOVUS FINANCIAL CORP.         COM              87161C105       75389    3688759SH     SOLE        X
SYNTEL, INC.                    COM              87162H103        1673     205880SH     SOLE        X
SYNTROLEUM CORP.                COM              871630109         334      54500SH     SOLE        X
SYSCO CORP.                     COM              871829107      123434    4691079SH     SOLE        X
SYSTEM SOFTWARE ASSOC., I       COM              871839106        1008     448050SH     SOLE        X
SYSTEMS & COMPUTER TECH.        COM              871873105        1510     151000SH     SOLE        X
TAVA TECHNOLOGIES               COM              872169107         679     135700SH     SOLE        X
TBC CORP.                       COM              872180104         974     160725SH     SOLE        X
TCA CABLE T V, INC.             COM              872241104        5779     132850SH     SOLE        X
TCBY ENTERPRISES, INC.          COM              872245105         694     115630SH     SOLE        X
TCF FINANCIAL CORP.             COM              872275102        6202     238520SH     SOLE        X
TCSI CORP.                      COM              87233R106         662     347250SH     SOLE        X
TECO ENERGY, INC.               COM              872375100        7116     358050SH     SOLE        X
TF FINANCIAL CORP.              COM              872391107         726      45712SH     SOLE        X
TIG HOLDINGS, INC.              COM              872469101        4251     260625SH     SOLE        X
TJ INTERNATIONAL, INC.          COM              872534102        2622     108700SH     SOLE        X
TJX COS., INC.                  COM              872540109      169577    4987568SH     SOLE        X
TNP ENTERPRISES, INC.           COM              872594106        2947     102500SH     SOLE        X
TRO LEARNING, INC.              COM              87263R109         204      34000SH     SOLE        X
TRW, INC.                       COM              872649108       74508    1637529SH     SOLE        X
TSI INT'L SOFTWARE LTD.         COM              872879101         142       2900SH     SOLE        X
TSR, INC.                       COM              872885108         376      53700SH     SOLE        X
TST/IMPRESO, INC.               COM              872895107         198      38100SH     SOLE        X
TMP WORLDWIDE, INC.             COM              872941109        6676     103000SH     SOLE        X
TACO CABANA                     COM              873425102         122      13800SH     SOLE        X
TALBOTS INC.                    COM              874161102        2964     121600SH     SOLE        X
TANDY CORP.                     COM              875382103       83449    1307724SH     SOLE        X
TANDYCRAFTS, INC.               COM              875386104          11       5000SH     SOLE        X
TANGER FACTORY OUTLET CEN       COM              875465106        2568     134300SH     SOLE        X
TAUBMAN CO. REIT                COM              876664103        8876     724600SH     SOLE        X
TECH DATA CORP.                 COM              878237106        4226     184260SH     SOLE        X
TECH/OPS SEVCON, INC.           COM              878293109         378      28800SH     SOLE        X
TECH-SYM CORP.                  COM              878308105        1353      65000SH     SOLE        X
TECHNE                          COM              878377100        3076     106528SH     SOLE        X
TECHNICAL COMMUNICATIONS        COM              878409101          44      14000SH     SOLE        X
TECH. CHEM. & PROD.             COM              87840Q103          52      41400SH     SOLE        X
TECHNISOURCE, INC.              COM              878553106         250      35100SH     SOLE        X
TECHNITROL, INC.                COM              878555101        2154      93400SH     SOLE        X
TECHNOLOGY SOLUTIONS CO.        COM              87872T108        2661     373446SH     SOLE        X
TEJON RANCH CO.                 COM              879080109        1781     107100SH     SOLE        X
TEKELEC                         COM              879101103        1833     250600SH     SOLE        X
TEKTRONIX, INC.                 COM              879131100       16339     647073SH     SOLE        X
TEL-SAVE.COM, INC.              COM              879176105        2964     284000SH     SOLE        X
TELCOM SEMICONDUCTOR INC.       COM              87921P107         387     101600SH     SOLE        X
TELEBANC FINANCIAL CORP         COM              87925R109        1643      20600SH     SOLE        X
TELEFLEX INC.                   COM              879369106        3379      99210SH     SOLE        X
TELEGLOBE INC                   COM              87941V100        1594      52578SH     SOLE        X
TELEGROUP, INC.                 COM              879422103          22     135700SH     SOLE        X
TELEPHONE & DATA SYSTEMS,       COM              879433100       16447     291098SH     SOLE        X
TELESCAN INC.                   COM              879516102        1302      76000SH     SOLE        X
TELLABS, INC.                   COM              879664100      266830    2729722SH     SOLE        X
TELXON CORP.                    COM              879700102        1632     172900SH     SOLE        X
TEMPLE-INLAND, INC.             COM              879868107       43908     699723SH     SOLE        X
TELETECH HOLDINGS INC.          COM              879939106        2212     337000SH     SOLE        X
TENET HEALTHCARE CORP.          COM              88033G100       81860    4322641SH     SOLE        X
TENNANT CO.                     COM              880345103        1151      33600SH     SOLE        X
TENNECO, INC.                   COM              88037E101       60139    2152609SH     SOLE        X
TERADYNE, INC.                  COM              880770102       16246     297748SH     SOLE        X
TEREX CORPORATION               COM              880779103        7254     300700SH     SOLE        X
TERRA INDUSTRIES, INC.          COM              880915103        1612     353292SH     SOLE        X
TESORO PETROLEUM CORP.          COM              881609101        2374     215800SH     SOLE        X
THE TESSERACT GROUP INC.        COM              881612105         372     129400SH     SOLE        X
TETRA TECHNOLOGIES INC.         COM              88162F105         356      52800SH     SOLE        X
TETRA TECH INC                  COM              88162G103        2913     138322SH     SOLE        X
TEXACO, INC.                    COM              881694103      389479    6863065SH     SOLE        X
TEXAS INDUSTRIES, INC.          COM              882491103        4112     165734SH     SOLE        X
TEXAS INSTRUMENTS, INC.         COM              882508104      496340    5000908SH     SOLE        X
TEXAS UTILITIES CO.             COM              882848104      158440    3800670SH     SOLE        X
TEXTRON, INC.                   COM              883203101      154615    1998253SH     SOLE        X
THEGLOBE.COM, INC.              COM              88335R101         526      10100SH     SOLE        X
THERAGENICS CORP                COM              883375107        1524     217700SH     SOLE        X
THERMO ELECTRON CORP.           COM              883556102       28792    2122902SH     SOLE        X
THERMO INSTRUMENT SYSTEMS       COM              883559106        4577     317034SH     SOLE        X
THERMEDICS DETECTION INC.       COM              88355E105         982     119935SH     SOLE        X
THERMO ECOTEK CORP.             COM              88355R106         252      31450SH     SOLE        X
THERMO FIBERTEK, INC.           COM              88355W105        1664     231475SH     SOLE        X
THERMO OPTEK CORP.              COM              883582108          67       6700SH     SOLE        X
THERMO TERRATECH INC.           COM              883598104         388      77600SH     SOLE        X
THERMOLASE CORP.                COM              883624108         823     286300SH     SOLE        X
THERMOQUEST CORP.               COM              883655102        2852     235200SH     SOLE        X
THERMORTEC CORPORATION          COM              883656100         104      41100SH     SOLE        X
THERMOTREX CORP                 COM              883666109         788     137000SH     SOLE        X
THERMEDICS, INC.                COM              883901100         717     101550SH     SOLE        X
THOMAS & BETTS CORP.            COM              884315102       26808     713681SH     SOLE        X
THOMAS INDUSTRIES INC.          COM              884425109        1426      76050SH     SOLE        X
THOR INDS, INC.                 COM              885160101        1029      45500SH     SOLE        X
THORNBURG MORTGAGE ASSET        COM              885218107        1067     123700SH     SOLE        X
3 COM CORP.                     COM              885535104      107695    4619638SH     SOLE        X
3DO CO.                         COM              88553W105          26       4800SH     SOLE        X
3DFX INTERACTIVE INC.           COM              88553X103        1020      81600SH     SOLE        X
THREE-FIVE SYSTEMS, INC.        COM              88554L108          63       7300SH     SOLE        X
THRUSTMASTER, INC.              COM              886027101         367      24800SH     SOLE        X
TIDEWATER, INC.                 COM              886423102       13161     508630SH     SOLE        X
TIFFANY & COMPANY NEW           COM              886547108       11429     152890SH     SOLE        X
TIMBERLAND BANCORP, INC.        COM              887098101          45       3900SH     SOLE        X
TIMBERLINE SOFTWARE CORP.       COM              887134104        1103      96947SH     SOLE        X
TIME WARNER, INC.               COM              887315109     1127559   15867145SH     SOLE        X
TIMKEN CO.                      COM              887389104       13212     813060SH     SOLE        X
TITAN EXPLORATION, INC.         COM              888289105         253      50522SH     SOLE        X
TITAN INTERNATIONAL INC.        COM              88830M102        1108     144150SH     SOLE        X
TITANIUM METALS CORP.           COM              888339108         878     152700SH     SOLE        X
TODD SHIPYARDS CORP.            COM              889039103         667     166800SH     SOLE        X
TODHUNTER INT'L., INC.          COM              889050100         173      23500SH     SOLE        X
TOLL BROTHERS INC               COM              889478103        4038     222800SH     SOLE        X
TOOTSIE ROLL INDUSTRIES,        COM              890516107        3698      80292SH     SOLE        X
THE TOPPS CO., INC.             COM              890786106        1590     363437SH     SOLE        X
TORCHMARK CORP.                 COM              891027104       55840    1765696SH     SOLE        X
THE TORO CO.                    COM              891092108        3709     118200SH     SOLE        X
TOTAL CONTAINMENT               COM              89149T101          11       2100SH     SOLE        X
TOTAL RENAL CARE HLDGS.         COM              89151A107        4367     396988SH     SOLE        X
TOTAL-TEL USA COMMUNICATI       COM              89151T106         488      27680SH     SOLE        X
TOWER AUTOMOTIVE INC.           COM              891707101        6608     354800SH     SOLE        X
TOWER REALTY TRUST INC.         COM              89185E109        3630     191700SH     SOLE        X
TOTAL SYSTEM SERVICES, IN       COM              891906109        9418     502300SH     SOLE        X
TOYMAX INTERNATIONAL INC.       COM              892268103         371      55000SH     SOLE        X
TOYS R US, INC.                 COM              892335100       67496    3587843SH     SOLE        X
TRACTOR SUPPLY COMPANY          COM              892356106         667      26100SH     SOLE        X
TRAILER BRIDGE INC              COM              892782103          47      18400SH     SOLE        X
TRAK AUTO CORPORATION           COM              892887100         350      40600SH     SOLE        X
TRAMMELL CROW CO.               COM              89288R106        3299     178350SH     SOLE        X
TRANS WORLD ENTERTAINMENT       COM              89336Q100        1975     179550SH     SOLE        X
TRANSACTION NETWORK SVS         COM              893414102         689      42050SH     SOLE        X
TRANSAMERICA CORP.              COM              893485102      124080    1747605SH     SOLE        X
TRANSATLANTIC HOLDINGS          COM              893521104        7785     103800SH     SOLE        X
TRANSCRYPT INTERNATIONAL        COM              89363A101          20       8400SH     SOLE        X
TRANSKARYOTIC THERAPIES         COM              893735100        3305     104100SH     SOLE        X
TRANSOCEAN OFFSHORE, INC.       COM              893817106       10525     365310SH     SOLE        X
TRANSPO INC.                    COM              893885103         350      81235SH     SOLE        X
TRANSTECHNOLOGY CORP.           COM              893889105         475      28800SH     SOLE        X
TRANSTEXAS GAS CORP.            COM              893895102         297     297300SH     SOLE        X
TRANSMONTAIGNE INC.             COM              893934109        2613     215500SH     SOLE        X
TRANSWITCH CORP.                COM              894065101        1403      31000SH     SOLE        X
TRANSWORLD HEALTHCARE INC       COM              894081108         534     181745SH     SOLE        X
TRAVEL SERVICES INT'L           COM              894169101         273      26000SH     SOLE        X
TREDEGAR INDUSTRIES INC         COM              894650100        5692     184000SH     SOLE        X
TRENWICK GROUP INC.             COM              895290104        2143      76200SH     SOLE        X
TREX MEDICAL CORP.              COM              89531R101         565      90400SH     SOLE        X
TRIANGLE BANCORP INC.           COM              895835106        1355      81200SH     SOLE        X
TRIANGLE PHARMACEUTICALS        COM              89589H104         635      59400SH     SOLE        X
TRIAD GUARANTY, INC.            COM              895925105        1054      77700SH     SOLE        X
TRICON GLOBAL RESTAURANTS       COM              895953107      174894    2489598SH     SOLE        X
TRIBUNE CO.                     COM              896047107       97947    1496806SH     SOLE        X
TRICO BANCSHARES                COM              896095106          45       2800SH     SOLE        X
TRICO MARINE SERVICES           COM              896106101        1165     204900SH     SOLE        X
TRIGON HEALTHCARE, INC.         COM              89618L100        5952     173770SH     SOLE        X
TRIMBLE NAVIGATION LTD.         COM              896239100        2431     249300SH     SOLE        X
TRIMEDYNE, INC.                 COM              896259108          71      60000SH     SOLE        X
TRINET CORPRATE RLTY REIT       COM              896287109        8204     323300SH     SOLE        X
TRINITY INDUSTRIES, INC.        COM              896522109        7819     266180SH     SOLE        X
TRIQUINT SEMICONDUCTOR, I       COM              89674K103         594      32100SH     SOLE        X
TRISTAR AEROSPACE CO.           COM              89674L101         576      63100SH     SOLE        X
TRISTAR CORP                    COM              89674U101         115      13300SH     SOLE        X
TRIUMPH GROUP INC.              COM              896818101         956      40700SH     SOLE        X
TRITEAL CORP.                   COM              896937109           0       8000SH     SOLE        X
TRUE NORTH COMMUNICATIONS       COM              897844106        3712     132000SH     SOLE        X
TRUMP HOTELS & CASINO           COM              898168109         122      30500SH     SOLE        X
THE TRUST COMPANY OF N.J.       COM              898304100        3341     137770SH     SOLE        X
TRUSTCO BANK                    COM              898349105        5118     204736SH     SOLE        X
TRUSTMARK CORP.                 COM              898402102        2985     151600SH     SOLE        X
TUBOSCOPE INC.                  COM              898600101        2596     288400SH     SOLE        X
TUPPERWARE CORP.                COM              899896104       12986     721467SH     SOLE        X
TULTEX CORP.                    COM              899900104         154     246900SH     SOLE        X
TUT SYSTEMS, INC.               COM              901103101        1189      23900SH     SOLE        X
24/7 MEDIA, INC.                COM              901314104        2285      44800SH     SOLE        X
TWINLAB CORP.                   COM              901774109        1918     204600SH     SOLE        X
TYCO INT'L. LTD.                COM              902124106      598171    8336875SH     SOLE        X
TYLER, CORP. DEL                COM              902184100         857     195900SH     SOLE        X
UCAR INT'L. INC.                COM              90262K109        2975     210600SH     SOLE        X
UGI CORP. HOLDING CO.(NEW       COM              902681105        2963     177546SH     SOLE        X
UICI                            COM              902737105        5092     226300SH     SOLE        X
UMB FINANCIAL CORP              COM              902788108        3723      96071SH     SOLE        X
UST CORP                        COM              902900109        6487     296990SH     SOLE        X
U.S.B. HOLDING CO., INC.        COM              902910108         829      59242SH     SOLE        X
UST, INC.                       COM              902911106       67063    2567009SH     SOLE        X
USA DETERGENTS INC.             COM              902938109          65      10400SH     SOLE        X
U.S.RESTAURANT PROPERTIES       COM              902971100        2721     140900SH     SOLE        X
US BANCORP                      COM              902973106      343151   10074155SH     SOLE        X
USA NETWORKS INC.               COM              902984103       13216     369031SH     SOLE        X
UNUM CORP.                      COM              903192102       85609    1799916SH     SOLE        X
URS CORP.                       COM              903236107        1749      96858SH     SOLE        X
UNITED STATES CAN CO.           COM              90328W105        1211      82100SH     SOLE        X
U.S. FOODSERVICE                COM              90331R101        6199     133316SH     SOLE        X
U.S.A. FLORAL PRODUCTS          COM              90331T107         420      66500SH     SOLE        X
USEC INC.                       COM              90333E108        2933     215300SH     SOLE        X
USN COMMUNICATIONS, INC.        COM              90336N204           6     176600SH     SOLE        X
U. S. PHYSICAL THERAPY          COM              90337L108         212      27400SH     SOLE        X
USX-U.S. STEEL GROUP INC.       COM              90337T101       33637    1431380SH     SOLE        X
UTI ENERGY CORP.                COM              903387108         473      44500SH     SOLE        X
UBID, INC.                      COM              903469104        1155      17700SH     SOLE        X
ULTRALIFE BATTERIES INC         COM              903899102         295      58300SH     SOLE        X
ULTRAMAR DIAMOND SHAMROCK       COM              904000106        5119     236701SH     SOLE        X
ULTRATECH STEPPER, INC.         COM              904034105        2561     181300SH     SOLE        X
UNICAPITAL CORP.                COM              90459D108        2268     355700SH     SOLE        X
UNIFI, INC.                     COM              904677101        2167     169945SH     SOLE        X
UNIFIRST CORP.                  COM              904708104        1584      75000SH     SOLE        X
UNIFY CORP.                     COM              904743101         839      55900SH     SOLE        X
UNIGENE                         COM              904753100         121     124700SH     SOLE        X
UNILAB CORP.                    COM              904763109         656     205900SH     SOLE        X
UNICOM CORP                     COM              904911104      100126    2738476SH     SOLE        X
UNION CAMP CORP.                COM              905530101       58507     871620SH     SOLE        X
UNION CARBIDE CORP.             COM              905581104       75674    1674674SH     SOLE        X
UNION PACIFIC CORP.             COM              907818108      168462    3152502SH     SOLE        X
UNION PACIFIC RESOURCES         COM              907834105       38141    3211871SH     SOLE        X
UNION PLANTERS CORP.            COM              908068109       75986    1729422SH     SOLE        X
UNIONBANCAL CORP.               COM              908906100       30706     901460SH     SOLE        X
UNIPHASE CORP.                  COM              909149106       11351      98600SH     SOLE        X
UNIQUE MOBILITY INC             COM              909154106         439      99000SH     SOLE        X
UNIROYAL TECHNOLOGY CORP        COM              909163107         577      72700SH     SOLE        X
UNISOURCE ENERGY CORP.          COM              909205106        2557     231140SH     SOLE        X
UNISOURCE WORLDWIDE  INC.       COM              909208100        3149     441961SH     SOLE        X
UNISYS CORP.                    COM              909214108       93489    3376573SH     SOLE        X
UNIT CORP.                      COM              909218109         652     127300SH     SOLE        X
UNITED ASSET MANAGEMENT         COM              909420101        3226     142600SH     SOLE        X
UNITED COMMUNITY FIN'L          COM              909839102         176      15000SH     SOLE        X
UNITED COS. FINANCE CORP.       COM              909870107         157     436028SH     SOLE        X
UNITED BANKSHARES, INC.         COM              909907107        6614     289150SH     SOLE        X
UNITED CAPITAL CORP.            COM              909912107         412      26600SH     SOLE        X
UNITED DOMINIONIND LTD.         COM              909914103        1683      84685SH     SOLE        X
UNITED DOMINION RLTY REIT       COM              910197102       14209    1386226SH     SOLE        X
UTD FIRE & CAS CO.              COM              910331107         716      27825SH     SOLE        X
UNITED GUARDIAN, INC.           COM              910571108          87      31800SH     SOLE        X
UNITED HEALTHCARE CORP.         COM              910581107      132849    2524445SH     SOLE        X
UNITED ILLUMINATING CO.         COM              910637107        4427     105550SH     SOLE        X
UNITED LEISURE CORP.            COM              910776103           2       1800SH     SOLE        X
UNITED NATIONAL BANCORP         COM              910909100        1969      85396SH     SOLE        X
UNITED MOBILE HOMES, INC.       COM              911024107         550      59900SH     SOLE        X
UNITED NATURAL FOODS            COM              911163103          72       3100SH     SOLE        X
UNITED PANAM FINANCIAL          COM              911301109         189      47200SH     SOLE        X
UNIT. PAYORS & UNIT. PROV       COM              911319101        2202      95500SH     SOLE        X
UNITED RENTALS INC.             COM              911363109        7827     274615SH     SOLE        X
UNITED ROAD SERVICES            COM              911384105         100      19200SH     SOLE        X
U.S. CELLULAR CORP.             COM              911684108       19265     437850SH     SOLE        X
U S ENERGY CORP.                COM              911805109         340      93730SH     SOLE        X
US AIRWAYS GROUP, INC.          COM              911905107       55889    1144974SH     SOLE        X
U.S. HOME CORP.                 COM              911920106        2926      89700SH     SOLE        X
U.S. INDUSTRIES, INC.           COM              912080108        7831     476430SH     SOLE        X
U S  WEST, INC.                 COM              91273H101      358640    6513331SH     SOLE        X
U.S. TRUST CORP.                COM              91288L105        4629      62400SH     SOLE        X
UNITED STATIONERS, INC.         COM              913004107        3222     211288SH     SOLE        X
UNITED TECHNOLOGIES CORP.       COM              913017109      401342    2963304SH     SOLE        X
UNITED TELEVISION, INC.         COM              913066106        3548      34116SH     SOLE        X
UNITED WATER RESOURCES, I       COM              913190104        3951     190412SH     SOLE        X
UNITED WISCONSIN SERVICES       COM              913238101        1001     136900SH     SOLE        X
UNITIL CORP.                    COM              913259107         653      28400SH     SOLE        X
UNITRIN, INC.                   COM              913275103        5608     179450SH     SOLE        X
UNITRODE CORP.                  COM              913283107        3870     272800SH     SOLE        X
UNITY BANCORP, INC              COM              913290102         154      15435SH     SOLE        X
UNIVERSAL CORP.                 COM              913456109        6957     272170SH     SOLE        X
UNIVERSAL DISPLAY CORP.         COM              91347P105         193      49700SH     SOLE        X
UNIVERSAL ELECTRONICS, IN       COM              913483103         613      49000SH     SOLE        X
UNIVERSAL FOODS CORP.           COM              913538104        6499     315098SH     SOLE        X
UNIVERSAL FOREST PRODUCTS       COM              913543104         939      45800SH     SOLE        X
UNIVERSAL STAINLESS             COM              913837100         230      38700SH     SOLE        X
UNOCAL CORP.                    COM              915289102      112107    3045343SH     SOLE        X
UNOVA, INC.                     COM              91529B106        4124     312738SH     SOLE        X
USFREIGHTWAYS CORP.             COM              916906100        6125     186300SH     SOLE        X
URBAN OUTFITTERS, INC.          COM              917047102         702      49900SH     SOLE        X
URBAN SHOPPING CNTRS REIT       COM              917060105        6085     212100SH     SOLE        X
UROCOR INC.                     COM              91727P105         286      58600SH     SOLE        X
UROQUEST MEDICAL                COM              917285108         133      66500SH     SOLE        X
URSTADT BIDDLE PROPERTIES       COM              917286106         315      41000SH     SOLE        X
US BANCORP, INC.                COM              917292104        2066     141299SH     SOLE        X
USDATA CORP.                    COM              917294100         328     109450SH     SOLE        X
USWEB CORPORATION               COM              917327108       15906     385600SH     SOLE        X
V. I. TECHNOLOGIES, INC.        COM              917920100         306      31000SH     SOLE        X
UTILICORP UNITED, INC.          COM              918005109        5076     223119SH     SOLE        X
V F CORP.                       COM              918204108       72643    1539461SH     SOLE        X
VIB CORP                        COM              91823H106         162      17000SH     SOLE        X
VLSI TECHNOLOGY, INC.           COM              918270109        6911     356712SH     SOLE        X
V-ONE CORP.                     COM              918278102         306      99900SH     SOLE        X
VTEL CORP.                      COM              918333105         675     196438SH     SOLE        X
VWR SCIENTIFIC PRODUCTS         COM              918435108        2219      98600SH     SOLE        X
VAIL RESORTS INC.               COM              91879Q109        3367     212100SH     SOLE        X
VALASSIS COMMUNICATION          COM              918866104       18775     362800SH     SOLE        X
VALHI, INC.                     COM              918905100        3533     310600SH     SOLE        X
VALENCE TECHNOLOGY              COM              918914102         882     133200SH     SOLE        X
VALERO ENERGY CORP.             COM              91913Y100        3762     151220SH     SOLE        X
VALLEY NATIONAL BANCORP.        COM              919794107        2839     112730SH     SOLE        X
VALMONT INDUSTRIES, INC.        COM              920253101        1467     105700SH     SOLE        X
VALSPAR CORP.                   COM              920355104        2935      93000SH     SOLE        X
VALUE CITY DEPT STRS, INC       COM              920387107        2037     208900SH     SOLE        X
VALUE LINE, INC.                COM              920437100        1113      32200SH     SOLE        X
VANTIVE CORP.                   COM              922091103        2663     220800SH     SOLE        X
VARCO INTERNATIONAL, INC.       COM              922126107        2550     229210SH     SOLE        X
VARIAN ASSOCIATES, INC.         COM              922204102        3081      79500SH     SOLE        X
VARLEN CORP.                    COM              922248109        1271      57750SH     SOLE        X
VASTAR RESOURCES, INC.          COM              922380100       10219     214000SH     SOLE        X
VEECO INSTRUMENTS INC.          COM              922417100        2301      62300SH     SOLE        X
VENCOR, INC.                    COM              92260R102         660     502613SH     SOLE        X
VENTAS, INC.                    COM              92276F100        6377    1062828SH     SOLE        X
VENTANA MEDICAL SYSTEMS         COM              92276H106        1902      85000SH     SOLE        X
VENATOR GROUP, INC.             COM              922944103        8223    1164351SH     SOLE        X
VERIO INC.                      COM              923433106        4677     101400SH     SOLE        X
VERITAS SOFTWARE CORP.          COM              923436109       11990     148487SH     SOLE        X
VERITY, INC.                    COM              92343C106        2080      62100SH     SOLE        X
VERISIGN, INC.                  COM              92343E102       10980      71300SH     SOLE        X
VERITAS DGC INC.                COM              92343P107        2403     169400SH     SOLE        X
VERMONT FINANCIAL SVS.          COM              924180102        2572      91058SH     SOLE        X
VESTCOM INTERNATIONAL INC       COM              924904105         225      46200SH     SOLE        X
VERTEL CORP                     COM              924907108         389     265000SH     SOLE        X
VERSANT CORPORATION             COM              925284101         115     105400SH     SOLE        X
VERTEX COMMUNICATIONS COR       COM              925320103         454      28500SH     SOLE        X
VERTEX INDUSTRIES, INC.         COM              925322109          10       6700SH     SOLE        X
VERTEX PHARMACEUTICALS, I       COM              92532F100        4853     192200SH     SOLE        X
VERTICALNET, INC.               COM              92532L107        3085      29700SH     SOLE        X
VESTA INSURANCE GROUP INC       COM              925391104         999     192550SH     SOLE        X
VETERINARY CENTERS              COM              925514101        1691     119700SH     SOLE        X
VIATEL, INC                     COM              925529208         114       4000SH     SOLE        X
VIAD CORP.                      COM              92552R109        7532     270808SH     SOLE        X
VIASOFT INC                     COM              92552U102         567     137500SH     SOLE        X
VICAL INC.                      COM              925602104         792      77300SH     SOLE        X
VICOR CORP.                     COM              925815102        3494     279500SH     SOLE        X
VICORP RESTAURANTS, INC.        COM              925817108        1301      81339SH     SOLE        X
VIDIKRON TECHNOLOGIES           COM              92659F107           1       1000SH     SOLE        X
VIISAGE TECH.                   COM              92675K106          56      52500SH     SOLE        X
VIDEOSERVER, INC.               COM              926918103         846     109100SH     SOLE        X
VILLAGE BANCORP                 COM              927051102         264      11200SH     SOLE        X
VINTAGE PETE, INC.              COM              927460105        3009     334300SH     SOLE        X
VIRBAC CORP.                    COM              927649103          36      27100SH     SOLE        X
VIRCO MANUFACTURING CORP.       COM              927651109         886      63850SH     SOLE        X
VISIO CORP.                     COM              927914101        4281     152200SH     SOLE        X
VITALCOM INC.                   COM              927917104          63      42200SH     SOLE        X
VISHAY INTERTECHNOLOGY, I       COM              928298108        5069     348112SH     SOLE        X
VISTA ENERGY RESOURCES          COM              928350107           3       2000SH     SOLE        X
VISTANA, INC.                   COM              92839P108        1378      98425SH     SOLE        X
VISUAL NETWORKS, INC.           COM              928444108        3840     102734SH     SOLE        X
VISIX SPACE INC                 COM              92844S105       21642     201200SH     SOLE        X
VITAL SIGNS, INC.               COM              928469105        1587      88164SH     SOLE        X
VITESSE SEMICONDUCTOR COR       COM              928497106       17658     348800SH     SOLE        X
VIVUS                           COM              928551100        1411     352700SH     SOLE        X
VLASIC FOODS INTL., INC.        COM  
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