VANGUARD GROUP INC
13F-HR, 2000-04-10
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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, 2000

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

Institutional Investment Manager Filing this Report:

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

Form 13F File Number: 28-6408

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

Person Signing this Report on Behalf of Reporting Manager:

Raymond J. Klapinsky       100 Vanguard Blvd.
Secretary                  Malvern, PA 19355

D/te     03/30/2000        By  /s/Raymond J. Klapinsky



- -----    ----------        -----------------------------

Report Type

[ x ] 13F HOLDINGS REPORT

[  ] 13F NOTICE

[  ] 13F COMBINATION REPORT

<PAGE>

Form 13F Summary Page

Report Summary:

Number of Other Included Managers: NONE

Form 13F Information Table Entry Total:   4461

Form 13F Information Table Value Total:   $217,288,353 (x 1000)

<TABLE>

<CAPTION>

<S>                              <C>                <C>           <C>         <C>  <C>   <C>   <C>     <C>   <C>

Security Description            Class            Cusip     MV (* 1000)      Shares S/P   P/C   Discretn Sole  None
AAR CORP.                       COM              000361105         4657      279100SH          Sole     X
ABC BANCORP                     COM              000400101          105       10400SH          Sole     X
ABC-NACO, INC.                  COM              000752105         1227      140200SH          Sole     X
A.C. MOORE ARTS & CRAFTS        COM              00086T103          134       17900SH          Sole     X
THE A CONSULTING TEAM           COM              000881102          192       19200SH          Sole     X
ADC TELECOMMUNICATIONS          COM              000886101       262718     4876429SH          Sole     X
ACTV, INC.                      COM              00088E104        10747      306500SH          Sole     X
ADE CORP.                       COM              00089C107         1069       48600SH          Sole     X
ACT TELECONFERENCING INC        COM              000955104          533       42400SH          Sole     X
ABM INDUSTRIES                  COM              000957100         3826      162800SH          Sole     X
ACT NETWORKS INC.               COM              000975102          653       64500SH          Sole     X
AEP INDUSTRIES                  COM              001031103          604       19100SH          Sole     X
AFLAC,  INC.                    COM              001055102       172718     3790802SH          Sole     X
AGCO CORP.                      COM              001084102         5863      515460SH          Sole     X
AGL RESOURCES INC.              COM              001204106         8881      483330SH          Sole     X
AHL SERVICES, INC.              COM              001296102           35        3500SH          Sole     X
AES CORP.                       COM              00130H105       231537     2940149SH          Sole     X
AES CORP WARRANTS               WT EXP  073100   00130H113            1           9SH          Sole           X
AHT CORPORATION                 COM              00130R103          191       56500SH          Sole     X
AK STEEL HOLDING CORP           COM              001547108         4680      451042SH          Sole     X
AMBI INC                        COM              00163N102          870      167700SH          Sole     X
AMB PROPERTY CORP.              COM              00163T109        19468      905492SH          Sole     X
AMC ENTERTAINMENT INC.          COM              001669100          346       68400SH          Sole     X
AMFM INC.                       COM              001693100        45182      727281SH          Sole     X
AML COMMUNICATIONS INC.         COM              001733104          293       68000SH          Sole     X
AMLI RESIDENTIAL PRP REIT       SH BEN INT       001735109         4006      195402SH          Sole     X
AMR CORP.                       COM              001765106        68964     2163582SH          Sole     X
APAC TELESERVICES, INC.         COM              00185E106         1851      213100SH          Sole     X
A T & T                         COM              001957109      2584534    45947266SH          Sole     X
AT&T CORP-LIBERTY MEDIA         COM LIB GRP A    001957208        41375      698313SH          Sole     X
AT&T CORP-LIBERTY MEDIA         COM LIB GRP B    001957307          554        8438SH          Sole     X
A.S.V., INC.                    COM              001963107         1484       98900SH          Sole     X
ATEC GROUP, INC.                COM NEW          00206X604          257       59500SH          Sole     X
ATMI INC.                       COM              00207R101         8500      178000SH          Sole     X
AVT CORP                        COM              002420107         2729      231000SH          Sole     X
AVX CORP.                       COM              002444107        29559      389900SH          Sole     X
AXA FINANCIAL, INC.             COM              002451102        52769     1470900SH          Sole     X
AARON RENTS INC.-CLASS B        COM              002535201         1788      118700SH          Sole     X
AAMES FINANCIAL CORP.           COM              00253A101          171      273450SH          Sole     X
ABAXIS, INC.                    COM              002567105          247       29500SH          Sole     X
ABBOTT LABORATORIES             COM              002824100       864710    24574365SH          Sole     X
ABERCROMBIE & FITCH             CL A             002896207         9206      575406SH          Sole     X
ABGENIX, INC.                   COM              00339B107        14614      105800SH          Sole     X
ABINGTON BANCORP INC.           COM              00350P100          341       35000SH          Sole     X
ABIOMED INC.                    COM              003654100         1600       39500SH          Sole     X
ABLE TELCOM HOLDING CORP        COM NEW          003712304          906      201300SH          Sole     X
ABOUT.COM INC.                  COM              003736105         7094       80500SH          Sole     X
ACACIA RESEARCH CORP.           COM              003881109         3974       93100SH          Sole     X
ACADIA REALTY TRUST             COM SH BEN INT   004239109           62       11800SH          Sole     X
ACCELR8 TECHNOLOGY CORP.        COM NEW          004304200           69       52400SH          Sole     X
ACCEPTANCE INSURANCE COS,       COM              004308102          972      178700SH          Sole     X
ACCLAIM ENTERTAINMENT INC       COM PAR $0.02    004325205         2212      667891SH          Sole     X
ACCRUE SOFTWARE, INC.           COM              00437W102         3398       74200SH          Sole     X
ACE CASH EXPRESS, INC.          COM              004403101         1376       80350SH          Sole     X
ACETO CORP.                     COM              004446100          447       49662SH          Sole     X
THE ACKERLEY GROUP INC.         COM              004527107         2509      165900SH          Sole     X
ACMAT CORP. CLASS A             CL A             004616207          641       74300SH          Sole     X
ACLARA BIOSCIENCES INC.         COM              00461P106         1893       48000SH          Sole     X
ACME ELECTRIC CORP.             COM              004644100          257       42900SH          Sole     X
ACNIELSON CORP                  COM              004833109        12697      564289SH          Sole     X
ACTIVISION, INC.                COM NEW          004930202         2692      223200SH          Sole     X
ACTION PERFORMANCE COS IN       COM              004933107         3106      233325SH          Sole     X
ACTEL CORPORATION               COM              004934105         4822      135110SH          Sole     X
ACTIVE VOICE CORP.              COM              004938106           73        5000SH          Sole     X
ACTIVE SOFTWARE, INC.           COM              00504E100         4523       71100SH          Sole     X
ACTUATE SOFTWARE CORP           COM              00508B102        13512      251100SH          Sole     X
ACUSON CORP.                    COM              005113105         4281      289000SH          Sole     X
ACX TECHNOLOGIES INC.           COM              005123104          648      157100SH          Sole     X
ACXIOM CORP.                    COM              005125109        16134      485240SH          Sole     X
ADAC LABORATORIES               COM NEW          005313200         2383      173300SH          Sole     X
ADAMS GOLF INC.                 COM              006228100          201      121600SH          Sole     X
ADAPTIVE BROADBAND CORP         COM              00650M104        18960      354400SH          Sole     X
ADAPTEC, INC.                   COM              00651F108        65099     1685410SH          Sole     X
ADELPHIA BUSINESS INC.          CL A             006847107        13028      211400SH          Sole     X
ADELPHIA COMMUNICATIONS C       CL A             006848105        19745      402951SH          Sole     X
ADMINISTAFF INC.                COM              007094105         5876      149700SH          Sole     X
ADOBE SYSTEM, INC.              COM              00724F101       243264     2185417SH          Sole     X
ADSTAR.COM, INC.                COM              00737P104            7        1000SH          Sole     X
ADTRAN INC                      COM              00738A106        15061      253400SH          Sole     X
ADVANCE PARADIGM INC.           COM              007491103         2601      219000SH          Sole     X
ADVANCED DIGITAL INFO.          COM              007525108        13601      397100SH          Sole     X
ADVANCED LIGHTING TECHS         COM              00753C102         1995      106400SH          Sole     X
ADVANCED MAGNETICS, INC.        COM              00753P103          954      110600SH          Sole     X
ADVANCED MARKETING SERVIC       COM              00753T105         1261       60750SH          Sole     X
ADVANCED FIBRE COMM.            COM              00754A105        36302      579100SH          Sole     X
ADVANCED POLYMER SYSTEMS        COM              00754G102         1484      296700SH          Sole     X
ADVANCED RADIO TELECOM          COM              00754U101         4926      148700SH          Sole     X
ADVANCED TISSUESCIENCE          COM              00755F103         3615      535500SH          Sole     X
ADVEST GROUP, INC.              COM              007566102          792       41700SH          Sole     X
ADVANTAGE MARKETING SYSMS       COM NEW          00756G209           19        3000SH          Sole     X
ADVANTAGE LEARNING SYSTEM       COM              00757K100         2810      169000SH          Sole     X
ADVO, INC.                      COM              007585102         7561      302425SH          Sole     X
ADVANTICA RESTAURANT GRP        COM              00758B109           79       52500SH          Sole     X
ADVANCED NUTRACEUTICALS         COM              00760Q102           90       44900SH          Sole     X
AERIAL COMMUNICATIONS INC       COM              007655103        12192      214600SH          Sole     X
AEROFLEX INC.                   COM              007768104         5386      108800SH          Sole     X
ADVANCED MICRO DEVICES          COM              007903107       150762     2642049SH          Sole     X
AEGON N.V.                      ORD AMER REG     007924103         6519       80913SH          Sole     X
ADVANTA CORP. CL A              CL A             007942105         4763      234484SH          Sole     X
ADVANCED ENERGY                 COM              007973100         6518      127800SH          Sole     X
ADVENT SOFTWARE, INC.           COM              007974108         9423      205400SH          Sole     X
AEROSONIC CORP.                 COM PAR $0.40    008015307          758       69300SH          Sole     X
AETHER SYSTEMS, INC.            COM              00808V105        18420      101485SH          Sole     X
AETNA INC.                      COM              008117103       111778     2007229SH          Sole     X
AETRIUM, INC.                   COM              00817R103         1020      102000SH          Sole     X
AFFILIATED COMPUTER SVCS        CL A             008190100        12261      322654SH          Sole     X
AFFILIATED MANAGERS GROUP       COM              008252108        11277      237400SH          Sole     X
AFFYMETRIX, INC.                COM              00826T108        23260      156700SH          Sole     X
AFTERMARKET TECHNOLOGY          COM              008318107         2985      238800SH          Sole     X
AGENCY.COM INC.                 COM              008447104         2650       99300SH          Sole     X
AGILENT TECHNOLOGIES            COM              00846U101        22641      217700SH          Sole     X
AGILE SOFTWARE CORP.            COM              00846X105         8763      140200SH          Sole     X
AGRIBIOTECH INC                 COM              008494106           30      251000SH          Sole     X
AGRIBRANDS INTERNATIONAL        COM              00849R105         7166      182292SH          Sole     X
AGRITOPE INC.                   COM              00855D107          103       29340SH          Sole     X
AIR PRODUCTS & CHEMICALS,       COM              009158106        90812     3193403SH          Sole     X
AIRBORNE FREIGHT CORP.          COM              009266107         9920      413330SH          Sole     X
AIRGAS, INC.                    COM              009363102         4354      523780SH          Sole     X
AIRGATE PCS, INC.               COM              009367103         3608       34200SH          Sole     X
AIRNET COMMUNICATIONS           COM              00941P106         3476       99500SH          Sole     X
AIRTRAN HOLDING                 COM              00949P108         4847     1100100SH          Sole     X
AKAMAI TECHNOLOGIES             COM              00971T101         4647       28900SH          Sole     X
ALABAMA NATIONAL BANCORP        COM              010317105         1224       64400SH          Sole     X
ALAMO GROUP, INC.               COM              011311107          500       43000SH          Sole     X
ALAMOSA PCS HOLDINGS            COM              011593100         6991      185200SH          Sole     X
ALANCO TECHNOLOGIES INC.        COM NO PAR NEW   011612405           11        3714SH          Sole     X
ALARIS MEDICAL                  COM              011637105          241      113300SH          Sole     X
ALASKA AIR GROUP, INC.          COM              011659109         6469      215190SH          Sole     X
ALBANY INTERNATIONAL CORP       CL A             012348108         2420      163354SH          Sole     X
ALBANY MOLECULAR RESEARCH       COM              012423109         1629       27900SH          Sole     X
ALBEMARLE CORP                  COM              012653101         5866      282681SH          Sole     X
ALBERTO-CULVER CO. CLASS        CL B CONV        013068101        19806      831758SH          Sole     X
ALBERTO-CULVER CO. CL A         CL A             013068200           83        3800SH          Sole     X
ALBERTSON'S, INC.               COM              013104104       183103     5906560SH          Sole     X
ALCAN ALUMINIUM  LTD.           COM              013716105        91684     2706541SH          Sole     X
ALCIDE CORP.                    COM NEW          013742507          743       41300SH          Sole     X
ALCOA, INC.                     COM              013817101       374913     5336835SH          Sole     X
ALEXANDER & BALDWIN, INC.       COM              014482103         7652      370990SH          Sole     X
ALEXANDER'S, INC.               COM              014752109         2991       47100SH          Sole     X
ALEXANDRIA REIT                 COM              015271109         5739      191315SH          Sole     X
ALEXION PHARMACEUTICALS         COM              015351109         4652       66700SH          Sole     X
ALFA CORP.                      COM              015385107         5460      307600SH          Sole     X
ALGOS PHARMACEUTICAL            COM              015869100         2940      204500SH          Sole     X
ALICO, INC.                     COM              016230104          673       41400SH          Sole     X
ALKERMES INC.                   COM              01642T108        17547      189700SH          Sole     X
ALL AMERICAN SEMICONDUCT        COM NEW          016557407          105        7640SH          Sole     X
ALLAIRE CORP.                   COM              016714107        15322      202600SH          Sole     X
ALLEGHANY CORP.                 COM              017175100         8084       43001SH          Sole     X
ALLEGHENY ENERGY INC.           COM              017361106        14276      517950SH          Sole     X
ALLEGHENY TECHNOLOGIES          COM              01741R102        28632     1427139SH          Sole     X
ALLEGIANCE TELECOM INC.         COM              01747T102        30691      380666SH          Sole     X
ALLEN ORGAN CO.                 CL B             017753104         1102       14300SH          Sole     X
ALLEN TELECOM GROUP             COM              018091108         4717      296000SH          Sole     X
ALLERGAN, INC.                  COM              018490102       107578     2151559SH          Sole     X
ALLERGAN SPEC. THERAP.          CL A             018494104          175       12821SH          Sole     X
ALLIANCE BANCORP INC.           COM              01852J105         1806      101366SH          Sole     X
ALLIANCE GAMING CORP.           COM NEW          01859P609          421      172628SH          Sole     X
ALLIANCE PHARMACEUTICAL         COM              018773101         5449      364800SH          Sole     X
ALLIANCE SEMICONDUCTOR          COM              01877H100         6904      322050SH          Sole     X
ALLIANT ENERGY CORP             COM              018802108         9895      325083SH          Sole     X
ALLIANT TECHSYSTEMS, INC.       COM              018804104         9114      154800SH          Sole     X
ALLIED CAPITAL CORP             COM              01903Q108         8074      463000SH          Sole     X
ALLIED DEVICES CORP.            COM              019120104           32       11200SH          Sole     X
ALLIED HOLDINGS INC.            COM              019223106          275       46300SH          Sole     X
ALLIED PRODUCTS CORP.           COM              019411107          231       76999SH          Sole     X
ALLIED RISER COMM.              COM              019496108         5883      169300SH          Sole     X
ALLIED WASTE INDUSTRIES         COM PAR$.01NEW   019589308        17820     2715423SH          Sole     X
ALLMERICA FINANCIAL CORP.       COM              019754100        13512      264945SH          Sole     X
ALLOU HEALTH & BEAUTY           CL A             019782101          363       51400SH          Sole     X
ALLOY ONLINE, INC.              COM              019855105          918       55000SH          Sole     X
ALLSCRIPTS, INC.                COM              019886100         6668      110900SH          Sole     X
ALLSTATE CORP.                  COM              020002101       268298    11267118SH          Sole     X
ALLTEL CORP.                    COM              020039103       279605     4433774SH          Sole     X
ALLTRISTA CORP.                 COM              020040101           68        3000SH          Sole     X
ALPHA INDUSTRIES                COM              020753109        20340      214100SH          Sole     X
ALPHANET SOLUTIONS, INC.        COM              020787107           45        7500SH          Sole     X
ALPHARMA, INC. CLASS A          CL A             020813101        15516      422217SH          Sole     X
ALPINE GROUP INC.               COM              020825105         1518      168700SH          Sole     X
ALTERA CORP.                    COM              021441100        85114      953654SH          Sole     X
ALTEON INC.                     COM              02144G107           30        8600SH          Sole     X
ALTEON WEBSYSTEMS INC           COM              02145A109         9947      121300SH          Sole     X
ALTERRA HEALTHCARE CORP         COM              02146C104          796      198900SH          Sole     X
ALTIVA FINANCIAL CORP.          COM NEW          021497300            9        5290SH          Sole     X
ALYN CORP.                      COM              022611107          119       73500SH          Sole     X
ALZA CORP.                      COM              022615108        56403     1501568SH          Sole     X
ALYSIS TECHNOLOGIES INC.        COM              02261D101          245       33800SH          Sole     X
AMAZON.COM INC                  COM              023135106        73244     1093200SH          Sole     X
AMBAC FINANCIAL GROUP INC       COM              023139108        16950      336470SH          Sole     X
AMBANC HOLDING CO               COM              023161102          410       30100SH          Sole     X
AMBASSADORS INTERNATIONAL       COM              023178106          529       40700SH          Sole     X
AMCAST INDUSTRIAL CORP.         COM              023395106          955      104000SH          Sole     X
AMCOL INTERNATIONAL CORP        COM              02341W103         3644      237000SH          Sole     X
AMERADA HESS CORP.              COM              023551104        90264     1396734SH          Sole     X
AMERCO, INC.                    COM              023586100         2108      114720SH          Sole     X
AMEREN CORP                     COM              023608102        64083     2071372SH          Sole     X
AMERICA ONLINE, INC.            COM              02364J104      2459407    36571106SH          Sole     X
AMERICA SERVICE GROUP           COM              02364L109          248       16500SH          Sole     X
AMERICA WEST HLDGS CORP         CL B             023657208         4348      280500SH          Sole     X
AMERICAN ACCESS TECH            COM              02368F108         1533      115700SH          Sole     X
AMERICAN AIRCARRIERS SUPP       COM              023758105          138       15100SH          Sole     X
AMERICAN ANNUITY GROUP IN       COM              023840101         2533      166095SH          Sole     X
AMCORE FINANCIAL                COM              023912108         3935      220120SH          Sole     X
AMERICA FIRST MORTGAGE          COM              023934102           71       13100SH          Sole     X
AMERICAN AXLE & MAN. HLDG       COM              024061103         2573      173700SH          Sole     X
AMER. BANK NOTE HOLOGRAPH       COM              024377103         1446      482000SH          Sole     X
AMERICAN CLASSIC VOYAGER        COM              024928103         3375      134000SH          Sole     X
AMER COIN MERCHANDISING         COM              02516B108           26        8800SH          Sole     X
AMERICAN DENTAL PARTNERS        COM              025353103          235       33900SH          Sole     X
AMERICAN ELEC. PWR. CO.,        COM              025537101        80543     2701657SH          Sole     X
AMERICAN  EAGLE OUTFIT.         COM              02553E106        11730      309202SH          Sole     X
AMERICAN EXPRESS CO.            COM              025816109       952986     6398566SH          Sole     X
AMERICAN FINANCIAL GRP          COM              025932104         6906      241270SH          Sole     X
AMERICAN FREIGHTWAYS            COM              02629V108         4619      309200SH          Sole     X
AMERICAN GENERAL CORP.          COM              026351106       197850     3525160SH          Sole     X
AMERICAN GREETINGS CORP.        CL A             026375105        17113      937705SH          Sole     X
AMERICAN HOME PRODUCTS          COM              026609107       993632    18529265SH          Sole     X
AMERICAN HOMESTAR CORP.         COM              026651109            1         630SH          Sole     X
AMERICAN INDUSTRIAL PROP.       COM NEW          026791202         1879      159080SH          Sole     X
AMERICAN INTERN'L GROUP         COM              026874107      2446164    22339397SH          Sole     X
AMERICAN ITALIAN PASTA          CL A             027070101         7993      324600SH          Sole     X
AMERICAN MANAGEMENT SYS.,       COM              027352103        20821      475225SH          Sole     X
AMERICAN MED. SEC. GROUP        COM              02744P101          250       35700SH          Sole     X
AMERICAN MOBILE SATELLITE       COM              02755R103         5340      222500SH          Sole     X
AMERICAN NATIONAL CAN GRP       COM              027714104         1873      142700SH          Sole     X
AMERICAN NAT'L INS CO.          COM              028591105         4488       78050SH          Sole     X
AMERICAN PAD & PAPER            COM              028816106           22      107600SH          Sole     X
AMERICAN RETIREMENT CORP.       COM              028913101         1431      167100SH          Sole     X
AMERICAN PWR CONVERSION C       COM              029066107        39467      920520SH          Sole     X
AMERICAN RESIDENTIAL TR         COM              02926T103          541       94100SH          Sole     X
AMERICAN SCI & ENGINEERIN       COM              029429107          310       42800SH          Sole     X
AMERICAN SKIING CO.             COM              029654308          424      169400SH          Sole     X
AMERICAN SOFTWARE, INC. C       CL A             029683109         1278       91250SH          Sole     X
AMERICAN STANDARD COS.          COM              029712106        18262      493580SH          Sole     X
AMERICAN STATES WATER           COM              029899101         2547       85600SH          Sole     X
AMERICAN TOWER CLASS A          CL A             029912201        26755      541870SH          Sole     X
AMER. SUPERCONDUCTOR CORP       COM              030111108         5843      131300SH          Sole     X
AMERICAN WAGERING               COM              030405104          316       33500SH          Sole     X
AMERICAN WATER WORKS CO.,       COM              030411102         9428      396964SH          Sole     X
AMERICAN WOODMARK CORP.         COM              030506109          835       40500SH          Sole     X
AMERICAN XTAL TECHNOLOGY        COM              030514103         4649      143600SH          Sole     X
AMERICREDIT CORP                COM              03060R101        15057      923033SH          Sole     X
AMERON INTERNATIONAL CORP       COM              030710107          964       27100SH          Sole     X
AMERIPATH INC.                  COM              03071D109         2946      362600SH          Sole     X
AMERISOURCE HEALTH CORP         CL A             03071P102         6914      460900SH          Sole     X
AMERITRADE HOLDING CORP.        CL A             03072H109        11066      529700SH          Sole     X
AMERUS LIFE HOLDINGS            COM              030732101         4560      251569SH          Sole     X
AMES DEPARTMENTSTORES, IN       COM NEW          030789507         6599      268666SH          Sole     X
AMETEK AEROSPACE PROD INC       COM              031100100         8109      421250SH          Sole     X
AMF BOWLING, INC.               COM              03113V109         1197      563445SH          Sole     X
AMGEN, INC.                     COM              031162100      1002306    16330846SH          Sole     X
AMKOR TECHNOLOGY, INC.          COM              031652100        40931      771368SH          Sole     X
AMRESCO INC                     COM              031909104          364      270600SH          Sole     X
AMPAL-AMER ISRAEL               CL A             032015109         1669       86700SH          Sole     X
AMPCO-PITTSBURGH CORP.          COM              032037103         1064       97800SH          Sole     X
AMPEX CORP.                     CL A             032092108         1837      588000SH          Sole     X
AMPHENOL CORP.                  CL A             032095101        14059      137500SH          Sole     X
AMPLIDYNE, INC.                 COM              032103103          491       62400SH          Sole     X
AMREP CORP.                     COM              032159105          414       69700SH          Sole     X
AMSOUTH BANCORP                 COM              032165102        81212     5436764SH          Sole     X
AMYLIN PHARMACEUTICALS          COM              032346108         3673      270800SH          Sole     X
AMTRAN, INC.                    COM              03234G106          427       23900SH          Sole     X
ANACOMP, INC.                   COM              032371106          100        6400SH          Sole     X
ANADARKO PETROLEUM CORP.        COM              032511107        71463     1847173SH          Sole     X
ANADIGICS, INC.                 COM              032515108        16035      242950SH          Sole     X
ANALOG DEVICES, INC.            COM              032654105       412681     5122491SH          Sole     X
ANALOGIC CORP.                  COM PAR $0.05    032657207         2648       71800SH          Sole     X
ANALYSTS INTERNATIONAL          COM              032681108         1966      199100SH          Sole     X
ANALYTICAL SURVEYS              COM NEW          032683302          142       24700SH          Sole     X
ANCHOR BANCORP WISCONSIN        COM              032839102         4031      253900SH          Sole     X
ANCHOR FINANCIAL CORP           COM              033036104         1047       36700SH          Sole     X
ANCHOR GAMING                   COM              033037102         4169      109900SH          Sole     X
ANCOR COMMUNICATIONS INC        COM              03332K108         8468      205900SH          Sole     X
ANDOVER BANCORP INC.            COM              034258103         2107       73775SH          Sole     X
ANDOVER.NET, INC.               COM              034318105          577       26900SH          Sole     X
ANDREA RADIO CORP               COM              034393108         2355      210500SH          Sole     X
ANDREW CORP.                    COM              034425108        35662     1558984SH          Sole     X
ANDRX CORP.                     COM              034551101        18388      159200SH          Sole     X
ANESTA CORP.                    COM              034603100          815       61600SH          Sole     X
ANGELICA CORP.                  COM              034663104          832       83700SH          Sole     X
ANHEUSER BUSCH CO., INC.        COM              035229103       466226     7489575SH          Sole     X
ANIXTER INTERNATIONAL INC       COM              035290105        10208      366200SH          Sole     X
ANNALY MORTGAGE MGMT            COM              035710409          712       80200SH          Sole     X
ANNTAYLOR STORES CORP.          COM              036115103         6389      277800SH          Sole     X
ANTEC CORP.                     COM              03664P105        13735      306500SH          Sole     X
ANTHONY & SYLVAN POOLS          COM              036762102           91       12519SH          Sole     X
ANSWERTHINK CONSULTING          COM              036916104         6735      275600SH          Sole     X
ANTHRACITE CAPITAL INC.         COM              037023108          170       23800SH          Sole     X
ANTIGENICS INC.                 COM              037032109         1987       97500SH          Sole     X
AON CORP.                       COM              037389103       115607     3584709SH          Sole     X
APACHE CORP.                    COM              037411105        88735     1783614SH          Sole     X
APART INVT&MGMT REIT CL A       CL A             03748R101        28826      754850SH          Sole     X
APEX INC.                       COM              037548104         6506      175250SH          Sole     X
APEX MORTGAGE CAPITAL INC       COM              037564101          680       77700SH          Sole     X
APOGEE ENTERPRISES, INC.        COM              037598109         1373      345900SH          Sole     X
APHTON CORP.                    COM              03759P101         3801      113900SH          Sole     X
APOLLO GROUP INC.-CL A          CL A             037604105         8816      312774SH          Sole     X
APPLE COMPUTER, INC.            COM              037833100       347401     2557949SH          Sole     X
APPLEBEE'S INTERNATIONAL        COM              037899101         7642      271700SH          Sole     X
APPLIED INNOVATION              COM              037916103         1452      109600SH          Sole     X
APRIA HEALTHCARE GROUP          COM              037933108        11669      808250SH          Sole     X
APPLIED MICROSYSTEMS CORP       COM              037935103         2109      135000SH          Sole     X
APPLIED GRAPHICS TECH           COM              037937109         1681      280120SH          Sole     X
APPLIED ANALYTICAL INDS         COM              037939105         1185      113500SH          Sole     X
APPLIED BIOMETRICS, INC.        COM              03814L103           43       11900SH          Sole     X
APPLIED INDS TECH INC.          COM              03820C105         4308      269250SH          Sole     X
APPLIED MAGNETICS CORP.         COM              038213104           26      431100SH          Sole     X
APPLIED MATERIALS, INC.         COM              038222105      1178552    12504527SH          Sole     X
APPLIED POWER, INC.             CL A             038225108        10258      359915SH          Sole     X
APPLIED MICRO CIRCUITS          COM              03822W109        53978      359706SH          Sole     X
APPLIEDTHEORY CORP.             COM              03828R104         3200      153300SH          Sole     X
APPLIX INC                      COM              038316105         1643      141300SH          Sole     X
APPNET, INC                     COM              03831Q101         4395       93500SH          Sole     X
APTARGROUP INC                  COM              038336103         8300      311000SH          Sole     X
AQUA CARE SYSTEMS, INC.         COM NEW          038373304           34       16700SH          Sole     X
AQUILA BIOPHARMACEUTICALS       COM              03839F107          129       21920SH          Sole     X
ARCADIA FINANCIAL LTD.          COM              039101100         2142      428300SH          Sole     X
ARCH CHEMICALS, INC.            COM              03937R102         3578      178900SH          Sole     X
ARCH COAL CORP                  COM              039380100         2120      302907SH          Sole     X
ARCH COMMUNICATIONS WTS         WT EXP  090103   039381116          189      167832SH          Sole           X
ARCH COMMUNICATIONS GROUP       COM NEW          039381504         1467      189266SH          Sole     X
ARCHER-DANIELS-MIDLAND CO       COM              039483102        88373     8517894SH          Sole     X
ARCHSTONE COMMUNITIES TR.       SH BEN INT       039581103        32371     1623626SH          Sole     X
ARCTIC CAT INC.                 COM              039670104         1550      151200SH          Sole     X
ARDEN REALTY GROUP REIT         COM              039793104        13875      664688SH          Sole     X
AREA BANCSHARES CORP.           COM              039872106         2429      122228SH          Sole     X
ARGONAUT GROUP, INC.            COM              040157109         2660      132600SH          Sole     X
ARGOSY GAMING CO.               COM              040228108         4217      295900SH          Sole     X
ARGUSS HOLDINGS, INC.           COM              040282105          920       41100SH          Sole     X
ARIAD PHARMACEUTICALS           COM              04033A100          488       30600SH          Sole     X
ARIEL CORPORATION               COM              04033M104          568       69900SH          Sole     X
ARIBA, INC.                     COM              04033V104        61190      291900SH          Sole     X
ARKANSAS BEST CORP.             COM              040790107         2368      225500SH          Sole     X
ARMSTRONG WORLD INDUSTRIE       COM              042476101        11602      649040SH          Sole     X
ARNOLD INDUSTRY, INC.           COM              042595108         3313      258580SH          Sole     X
ARONEX PHARMACEUTICALS          COM NEW          042666206          617      164400SH          Sole     X
ARROW ELECTRONICS, INC.         COM              042735100        16755      475322SH          Sole     X
ARROW FINANCIAL CORP.           COM              042744102          806       44177SH          Sole     X
ARROW INTERNATIONAL, INC.       COM              042764100         4813      153400SH          Sole     X
ARROWPOINT COMMUNICATIONS       COM              042810101         1481       12500SH          Sole     X
ART TECHNOLOGY GROUP            COM              04289L107        12231      186200SH          Sole     X
ARTISAN COMPONENTS INC.         COM              042923102         1152       58700SH          Sole     X
ARTESYN TECHNOLOGIES, INC       COM              043127109         6550      345856SH          Sole     X
ARTHROCARE CORP.                COM              043136100         4094       44500SH          Sole     X
ARTISOFT, INC.                  COM              04314L106         1982      164304SH          Sole     X
ARTISTDIRECT, INC.              COM              04315D103          114       15000SH          Sole     X
ARVIN INDUSTRIES, INC.          COM              043339100         6196      273870SH          Sole     X
ASCENT PEDIATRICS, INC.         DEP SHS          04362X200           51       18900SH          Sole     X
ASHFORD.COM                     COM              044093102          202       42900SH          Sole     X
ASHLAND, INC.                   COM              044204105        37667     1126487SH          Sole     X
THE ASHTON TECHNOLOGY           COM              045084100          959      113700SH          Sole     X
ASHWORTH, INC.                  COM              04516H101          127       29400SH          Sole     X
ASK JEEVES, INC.                COM              045174109         5837       95500SH          Sole     X
ASIAINFO HOLDINGS, INC.         COM              04518A104          303        5000SH          Sole     X
ASPECT DEVELOPMENT INC.         COM              045234101        29020      450800SH          Sole     X
ASPECT MEDICAL SYSTEMS          COM              045235108         2461       68600SH          Sole     X
ASPECT COMMUNICATIONS           COM              04523Q102        17379      468900SH          Sole     X
ASPEN TECHNOLOGY INC.           COM              045327103        11515      285200SH          Sole     X
ASPEON INC.                     COM              045354107         1065       52600SH          Sole     X
ASSET INVESTORS CORP.           COM              04541W107          302       28100SH          Sole     X
ASSOCIATED BANC-CORP.           COM              045487105         9992      334464SH          Sole     X
ASSOCIATED ESTATES REIT         COM              045604105         3563      441981SH          Sole     X
AT HOME CORP. SER A             COM SER A        045919107        37080     1125758SH          Sole     X
ASSOCIATES FIRST CAPITAL        CL A             046008108       217601    10150503SH          Sole     X
ASTEC INDUSTRIES INC.           COM              046224101         3995      150400SH          Sole     X
ASTEA INTL INC.                 COM              04622E109          267       68900SH          Sole     X
ASTORIA FINANCIAL CORP.         COM              046265104         7127      251158SH          Sole     X
ASTRO-MED, INC.                 COM              04638F108          467       66650SH          Sole     X
ASTRONICS CORP.                 COM              046433108           13        1100SH          Sole     X
ASTROPOWER, INC.                COM              04644A101         1302       40300SH          Sole     X
ASYST TECHNOLOGIES, INC.        COM              04648X107        14707      251400SH          Sole     X
ATLANTA SOSNOFF CAPITAL         COM              046499109          776       85000SH          Sole     X
ATLANTIC COAST AIRLINES         COM              048396105         3765      145500SH          Sole     X
ATLANTIC RICHFIELD CO.          COM              048825103       394481     4640954SH          Sole     X
ATLANTIC TELE-NETWORK           COM NEW          049079205          844       71100SH          Sole     X
ATLAS AIR INC.                  COM              049164106         4414      161237SH          Sole     X
ATMEL CORP.                     COM              049513104        61981     1200596SH          Sole     X
ATMOS ENERGY CORP.              COM              049560105         4483      273751SH          Sole     X
ATRIX LABS, INC.                COM              04962L101         1550      161023SH          Sole     X
@PLAN.INC.                      COM              04962Q100          458       55500SH          Sole     X
ATWOOD OCEANICS, INC.           COM              050095108         9894      149200SH          Sole     X
AUDIBLE, INC.                   COM              05069A104         1186      118600SH          Sole     X
AUDIOHIGHWAY.COM                COM              050740109          117       22100SH          Sole     X
AUDIOVOX CORPORATION            CL A             050757103         4406      101000SH          Sole     X
AURORA FOODS INC.               COM              05164B106         1889      629600SH          Sole     X
AURORA BIOSCIENCES CORP.        COM              051920106         2305       56400SH          Sole     X
AUSPEX SYSTEMS INC              COM              052116100         3069      279000SH          Sole     X
AUTOBYTEL.COM INC.              COM              05275N106         1018      123900SH          Sole     X
AUTODESK, INC.                  COM              052769106        40699      894490SH          Sole     X
AUTOLIV, INC.                   COM              052800109         1625       54158SH          Sole     X
AUTOMATIC DATA PROCESSING       COM              053015103       482263     9995086SH          Sole     X
AUTONATION INC.                 COM              05329W102        10625     1338546SH          Sole     X
AUTOTOTE CORP.                  CL A             053323101         1712      385767SH          Sole     X
AUTOWEB.COM, INC.               COM              053331104         1349      187700SH          Sole     X
AUTOZONE, INC.                  COM              053332102        57670     2078186SH          Sole     X
AVADO BRANDS, INC.              COM              05336P108          483      171800SH          Sole     X
AVALONBAY COMMUNITIES           COM              053484101        27106      740084SH          Sole     X
AVANT! CORP.                    COM              053487104         6545      523628SH          Sole     X
AVANEX CORP.                    COM              05348W109         3354       22100SH          Sole     X
AVANT INC.                      COM              053491106          342       36000SH          Sole     X
AVATAR HOLDING, INC.            COM              053494100         1630       81500SH          Sole     X
AVATEX CORP. CLASS A            CL A             05349F402           34       50000SH          Sole     X
AVENUE A, INC.                  COM              053566105          305       10000SH          Sole     X
AVERY DENN CORP.                COM              053611109       109768     1797631SH          Sole     X
AVIALL INC.                     COM              05366B102         1708      202469SH          Sole     X
AVIATION GENERAL, INC.          COM              05366T103          114       28600SH          Sole     X
AVIATION SALES CO.              COM              053672101          508       80400SH          Sole     X
AVID TECHNOLOGY INC             COM              05367P100         4733      264800SH          Sole     X
AVIGEN, INC.                    COM              053690103         2684       60400SH          Sole     X
AVIRON                          COM              053762100         1724       62000SH          Sole     X
AVIS RENT A CAR, INC.           COM              053790101         3548      201300SH          Sole     X
AVISTA CORP.                    COM              05379B107        12877      316000SH          Sole     X
AVNET, INC.                     COM              053807103        11712      185903SH          Sole     X
AVON PRODUCTS, INC.             COM              054303102       110393     3798485SH          Sole     X
AWARE, INC.                     COM              05453N100         6861      171000SH          Sole     X
AXENT TECHNOLOGIES, INC.        COM              05459C108         4170      221680SH          Sole     X
AXYS PHARMACEUTICALS            COM              054635107          927      120545SH          Sole     X
AZTAR CORP.                     COM              054802103         4464      469900SH          Sole     X
AZTEC TECHN. PARTN., INC.       COM              05480L101         1538      193057SH          Sole     X
BB&T CORPORATION                COM              054937107       135678     4834854SH          Sole     X
BCSB BANKCORP, INC.             COM              054948104          192       28500SH          Sole     X
AZURIX CORP.                    COM              05501M104         2451      326800SH          Sole     X
BHA GROUP HOLDINGS INC.         COM              055446108          326       41437SH          Sole     X
BHC COMM. INC. CL A             CL A             055448104        11794       75600SH          Sole     X
BISYS GROUP, INC.               COM              055472104        12442      187100SH          Sole     X
BJ SERVICES CO.                 COM              055482103        30319      410409SH          Sole     X
BJ SERVICES WARRANTS            WT EXP  041300   055482111          132        1140SH          Sole           X
BJ'S WHOLESALE CLUB INC.        COM              05548J106        15164      392583SH          Sole     X
BMC INDUSTRIES, INC.            COM              055607105         2016      354504SH          Sole     X
BOK FINANCIAL CORP.             COM NEW          05561Q201         3582      193620SH          Sole     X
BRE PROPERTIES REIT CL A        CL A             05564E106        17246      668108SH          Sole     X
BSB BANCORP, INC.               COM              055652101         2688      128763SH          Sole     X
BT FINANCIAL CORP.              COM              055763106         1183       75693SH          Sole     X
BTG INC.                        COM              05576J101          754       79400SH          Sole     X
BMC SOFTWARE, INC.              COM              055921100       194200     3933169SH          Sole     X
BTU INT'L, INC                  COM              056032105           67        5200SH          Sole     X
BWC FINANCIAL CORP.             COM              056042104          382       19100SH          Sole     X
BACOU USA INC.                  COM              056439102          481       30800SH          Sole     X
BADGER METER, INC.              COM              056525108          928       25600SH          Sole     X
BADGER PAPER MILLS, INC.        COM              056543101           56       12500SH          Sole     X
BAIRNCO CORP.                   COM              057097107          487       70200SH          Sole     X
BAKER HUGHES, INC.              COM              057224107       141880     4690251SH          Sole     X
J. BAKER INC.                   COM              057232100         1574      224900SH          Sole     X
BALDOR ELECTRIC CO.             COM              057741100         6285      347973SH          Sole     X
BALDWIN & LYONS, INC. CLA       CL B             057755209         1874       96700SH          Sole     X
BALDWIN TECH CL A               CL A             058264102          537      277200SH          Sole     X
BALL CORP.                      COM              058498106        14350      415180SH          Sole     X
BALLY TOTAL FITNESS             COM              05873K108         8911      363696SH          Sole     X
THE BANC STOCK GROUP            CL A             05943C102            2        1000SH          Sole     X
BANCFIRST OHIO CORP.            COM              059450106          411       19100SH          Sole     X
BANCFIRST CORP.                 COM              05945F103         1408       53132SH          Sole     X
BANCO SANTANDER PR              COM              059646109         1727      144670SH          Sole     X
BANCORPSOUTH INC.               COM              059692103         6909      421900SH          Sole     X
BANCWEST CORP.                  COM              059790105         9206      466128SH          Sole     X
BANDAG, INC.                    COM              059815100         3782      164440SH          Sole     X
BANDAG, INC. CL A               CL A             059815308           26        1138SH          Sole     X
BANGOR HYDRO-ELECTRIC CO.       COM              060077104          883       51000SH          Sole     X
BANK OF AMERICA CORP.           COM              060505104      1278270    24377012SH          Sole     X
BANK OF GRANITE CORP            COM              062401104         1488       74618SH          Sole     X
BANK OF THE OZARKS              COM              063904106           32        2200SH          Sole     X
THE BANK OF NEW YORK CO.        COM              064057102       433681    10434436SH          Sole     X
BANK ONE CORP.                  COM              06423A103       560132    16294755SH          Sole     X
BANK PLUS CORP.                 COM              064446107           55       34100SH          Sole     X
BANK UNITED CORP.               CL A             065412108         7461      236400SH          Sole     X
BANKATLANTIC BANCORP CL B       CL B             065908105         1085      182693SH          Sole     X
BANKATLANTIC BANCORP CL A       CL A             065908501          437      110986SH          Sole     X
BANKFIRST CORP.                 COM              066442104          271       37100SH          Sole     X
BANK NORTH GROUP                COM              06646L100         6955      259380SH          Sole     X
BANKUNITED FINANCIAL CORP       CL A             06652B103          760      108500SH          Sole     X
BANTA CORP.                     COM              066821109         6583      358245SH          Sole     X
BANYAN SYSTEMS, INC.            COM              066908104         3309      188400SH          Sole     X
C.R. BARD, INC.                 COM              067383109        29261      756332SH          Sole     X
BARNES & NOBLE INC.             COM              067774109        10027      435960SH          Sole     X
BARNES GROUP, INC.              COM              067806109         2229      153700SH          Sole     X
BARNESANDNOBLE.COM INC.         CL A             067846105         2530      268100SH          Sole     X
BARRICK GOLD CORP.              COM              067901108        76383     4869049SH          Sole     X
BARNETT INC.                    COM              068062108          919       83500SH          Sole     X
BARNWELL INDUSTRIES, INC.       COM              068221100          186       13400SH          Sole     X
BARR LABS INC.                  COM              068306109         8247      196350SH          Sole     X
BARRA INC.                      COM              068313105         6463      190800SH          Sole     X
BARRETT BUSINESS SERVICES       COM              068463108          374       62300SH          Sole     X
BARRETT RESOURCES CORP.         COM PAR $0.01    068480201         8355      280250SH          Sole     X
BARRISTER INFORMATION           COM NEW          068659200           33       18000SH          Sole     X
BASE TEN SYSTEMS, INC. A        CL A NEW         069779304           26        9460SH          Sole     X
BASIN EXPL INC                  COM              070107107         2523      168898SH          Sole     X
BASSETT FURNITURE IND., I       COM              070203104         2248      160588SH          Sole     X
BATTLE MOUNTAIN CLASS A         COM              071593107         2248     1160299SH          Sole     X
BAUSCH & LOMB, INC.             COM              071707103        42167      807981SH          Sole     X
BAXTER INTERNATIONAL INC.       COM              071813109       258345     4121154SH          Sole     X
BAY STATE BANCORP INC.          COM              072611106          497       29400SH          Sole     X
BAY VIEW CAPITAL CORP.          COM              07262L101          846      112821SH          Sole     X
BE AVIONICS INC.                COM              073302101         1002      170500SH          Sole     X
BE FREE, INC.                   COM              073308108         3557      161700SH          Sole     X
BE INC.                         COM              073309106          932       61900SH          Sole     X
BEA SYSTEMS INC.                COM              073325102        34435      469300SH          Sole     X
BEAR STEARNS CO., INC.          COM              073902108        96268     2109993SH          Sole     X
BEASLEY BROADCAST GROUP         CL A             074014101          364       39300SH          Sole     X
BEAUTICONTROL COSMETICS         COM              074655101          905      228050SH          Sole     X
BEBE STORES INC.                COM              075571109         1201       95100SH          Sole     X
BECKMAN COULTER, INC.           COM              075811109         9113      141981SH          Sole     X
BECTON, DICKINSON & CO.         COM              075887109        94133     3577513SH          Sole     X
BED BATH AND BEYOND             COM              075896100        91381     2320798SH          Sole     X
BEDFORD BANCSHARES, INC.        COM              076014109          161       18100SH          Sole     X
BEDFORD PROPERTY INVEST.        COM PAR $0.02    076446301         5229      325536SH          Sole     X
BEL FUSE INC-CL A               CL A             077347201          416       20550SH          Sole     X
BEL FUSE INC-CL B               CL B             077347300         1815       86450SH          Sole     X
BELCO OIL & GAS CORP.           COM              077410108         2590      249600SH          Sole     X
BELDEN, INC.                    COM              077459105         7692      279700SH          Sole     X
BELL & HOWELL CO.               COM              077852101         5813      186000SH          Sole     X
BELL ATLANTIC CORP.             COM              077853109      1357058    22201353SH          Sole     X
BELL INDUSTRIES, INC.           COM              078107109          190       57503SH          Sole     X
BELLSOUTH CORP.                 COM              079860102      1271224    27047325SH          Sole     X
BELMONT BANCORP                 COM              080162100           87       29000SH          Sole     X
BELMONT BANCORP RIGHTS          RT               080162993           22       21850SH          Sole           X
A. H. BELO CLASS A              COM SER A        080555105         9370      524196SH          Sole     X
BEMIS CO., INC.                 COM              081437105        26631      722201SH          Sole     X
BEN &JERRY'S HOMEMADE INC       CL A             081465106         3685      109800SH          Sole     X
BENCHMARK ELECTRONICS INC       COM              08160H101         5221      141100SH          Sole     X
BENIHANA INC.                   COM              082047101          120        8400SH          Sole     X
BENIHANA INC. CL-A              CL A             082047200         1131       92300SH          Sole     X
BERGEN BRUNSWIG CLASS A         CL A             083739102         3567      528388SH          Sole     X
BERINGER WINE ESTATES           CL B             084102102         6127      170800SH          Sole     X
W.R. BERKLEY CORP.              COM              084423102         3825      165875SH          Sole     X
BERKSHIRE HATHAWAY CL A         CL A             084670108       259860        4543SH          Sole     X
BERKSHIRE HATHAWAY CL B         CL B             084670207          413         227SH          Sole     X
BERLITZ INTERNATIONAL, IN       COM              08520F100         1396      122054SH          Sole     X
BERRY PETROLEUM CL A            CL A             085789105         3252      189200SH          Sole     X
BEST BUY, INC.                  COM              086516101       282769     3288009SH          Sole     X
BESTFOODS                       COM              08658U101       207413     4430714SH          Sole     X
BETHLEHEM STEEL CORP.           COM              087509105        14352     2392017SH          Sole     X
BEVERLEY ENTERPRISES, INC       COM NEW          087851309         3314      898709SH          Sole     X
BEYOND.COM CORP.                COM              08860E101         1204      281200SH          Sole     X
BIG DOG HOLDINGS                COM              089128102          330       73400SH          Sole     X
BIG FOOT FINANCIAL CORP.        COM              089165104          100        8800SH          Sole     X
BIGSTAR ENTERTAINMENT           COM              089896104          533      129300SH          Sole     X
BILLING CONCEPTS CORP.          COM              090063108         3755      534100SH          Sole     X
BINDLY WESTERN IND, INC.        COM              090324104         4675      344720SH          Sole     X
BINDVIEW DEVELOPMENT CORP       COM              090327107         8934      287600SH          Sole     X
BIORAD LABS, INC. CL A          CL A             090572207         3297      121000SH          Sole     X
BIOTECHNOLOGY GEN               COM              090578105         9675      624200SH          Sole     X
BIO-PLEXUS, INC.                COM              09057C106          268       75938SH          Sole     X
BIOCRYST PHARMACEUTICALS        COM              09058V103         1125       41200SH          Sole     X
BIOGEN, INC.                    COM              090597105       169830     2430483SH          Sole     X
BIOMATRIX, INC.                 COM              09060P102         6888      270114SH          Sole     X
BIOMET, INC.                    COM              090613100        59774     1643270SH          Sole     X
BIOMARIN PHARMACEUTICAL         COM              09061G101         1679       47300SH          Sole     X
BIOPURE CORP.                   CL A             09065H105         1203       36100SH          Sole     X
BIOSPHERICS INC.                COM              090662107          641       60700SH          Sole     X
BIOTIME, INC.                   COM              09066L105          643       55900SH          Sole     X
BIO-LOGIC SYSTEMS               COM              090909102          311       34100SH          Sole     X
BIOLASE TECHNOLOGY, INC.        COM              090911108          266       75400SH          Sole     X
BIOSPECIFICS TECHNOLOGY         COM              090931106          138       40800SH          Sole     X
BIRMINGHAM STEEL CORP.          COM              091250100         1207      235600SH          Sole     X
BIZNESSONLINE.COM, INC          COM              091791103          271       36700SH          Sole     X
BLACK & DECKER CORP.            COM              091797100        45462     1210300SH          Sole     X
BLACK BOX CORP                  COM              091826107        13293      192000SH          Sole     X
BLACK HAWK GAMING & DEV.        COM              092067107          176       29400SH          Sole     X
BLACK HILLS CORP.               COM              092113109         4739      214790SH          Sole     X
BLAIR CORP.                     COM              092828102         1464       91500SH          Sole     X
E.W. BLANCH HOLDINGS, INC       COM              093210102         2810      140500SH          Sole     X
BLIMPIE INTERNATIONAL, IN       COM              093538106          132       70300SH          Sole     X
BLOCK DRUG CO. CLASS A          CL A             093644102         4558      165373SH          Sole     X
H & R BLOCK, INC.               COM              093671105        60994     1362985SH          Sole     X
BLOCKBUSTER INC.                CL A             093679108         1250      125000SH          Sole     X
BLOUNT INTERNATIONAL INC.       COM              095180105         1817      141117SH          Sole     X
BLUE RHINO CORP.                COM              095811105          480       39400SH          Sole     X
BLUE WAVE SYSTEMS, INC.         COM              096081104           16        1000SH          Sole     X
BLUEGREEN CORP.                 COM              096231105          382      119940SH          Sole     X
BLUESTONE SOFTWARE              COM              09623P102         2032       60200SH          Sole     X
BLYTH INDUSTRIES, INC.          COM              09643P108         7805      285750SH          Sole     X
BOB EVANS FARMS, INC.           COM              096761101         4093      327466SH          Sole     X
BOCA RESORTS, INC.              CL A             09688T106         2636      307800SH          Sole     X
BODDIE-NOELL PPTYS INC          COM              096903109          573       73900SH          Sole     X
THE BOEING CO.                  COM              097023105       483215    12737127SH          Sole     X
BOISE CASCADE CORP.             COM              097383103        33814      973069SH          Sole     X
BOISE CASCADE OFFICE PROD       COM              097403109         3766      230000SH          Sole     X
BOMBAY CO.                      COM              097924104         1269      382962SH          Sole     X
BONE CARE INTERNATIONAL         COM              098072101         1958      113500SH          Sole     X
BOOKS-A-MILLION                 COM              098570104          217       36200SH          Sole     X
B0RDERS GROUP, INC.             COM              099709107        11453      666350SH          Sole     X
BORG-WARNER AUTOMOTIVE, I       COM              099724106         6061      153930SH          Sole     X
BORON LEPORE & ASSOCIATES       COM              10001P102          919      103500SH          Sole     X
BOSTON ACOUSTICS, INC.          COM              100534106          233       22700SH          Sole     X
BOSTON BEER C0. CLASS A         CL A             100557107          809      107800SH          Sole     X
BOSTON COMMUNICATIONS GRP       COM              100582105         2026      279400SH          Sole     X
BOSTON PROPERTIES, INC.         COM              101121101        22812      717067SH          Sole     X
BOSTON SCIENTIFIC CORP.         COM              101137107       126923     5955316SH          Sole     X
BOSTONFED BANCORP, INC.         COM              101178101          382       34500SH          Sole     X
BOTTOMLINE TECHNOLOGIES         COM              101388106         3177       87200SH          Sole     X
BOWATER, INC.                   COM              102183100        11580      216949SH          Sole     X
BOWL AMERICA, INC. CLASS        CL A             102565108          131       16900SH          Sole     X
BOWNE & CO., INC.               COM              103043105         8881      689800SH          Sole     X
BOYD GAMING CORP.               COM              103304101         1786      361800SH          Sole     X
THE BOYDS COLLECTION, LTD       COM              103354106         2430      400900SH          Sole     X
BOYKIN LODGING CO. REIT         COM              103430104         3298      280665SH          Sole     X
BRADLEY REAL ESTATE REIT        COM              104580105         5960      349286SH          Sole     X
BRADLEY REAL ESTATE, INC.       PFD CV A 8.40%   104580204          485       24696SH          Sole     X
BRADY CORP. CLASS A             CL A             104674106         7890      253000SH          Sole     X
BRANDYWINE REALTY REIT          SH BEN INT NEW   105368203         9843      574802SH          Sole     X
BRASS EAGLE INC.                COM              10553F106           88       16400SH          Sole     X
BRAUN COSULTING, INC.           COM              105651103         1914       59800SH          Sole     X
BREAKAWAY SOLUTIONS, INC.       COM              106372105         4641      102000SH          Sole     X
BRENTON BANKS, INC.             COM              107211104         1260      150485SH          Sole     X
BRIDGE VIEW BANCORP             COM              108058108          305       18940SH          Sole     X
BRIGGS & STRATTON CORP.         COM              109043109        16729      406774SH          Sole     X
BRIGHT HRZNS. FAMILY SOL.       COM              109195107         3797      175580SH          Sole     X
BRIGHTPOINT, INC.               COM              109473108         6904      563625SH          Sole     X
BRINKER INTERNATIONAL, IN       COM              109641100        14072      474012SH          Sole     X
BRIO TECHNOLOGY, INC.           COM              109704106         4560      120800SH          Sole     X
BRISTOL HOTELS & RESORTS        COM              110041100         1924      202525SH          Sole     X
BRISTOL-MYERS SQUIBB CO.        COM              110122108      1808645    31318520SH          Sole     X
BRITESMILE, INC.                COM              110415106           67        7000SH          Sole     X
BROADBASE SOFTWARE              COM              11130R100         5383       67500SH          Sole     X
BROADCOM CORP.                  CL A             111320107        82043      337800SH          Sole     X
BROADVISION INC.                COM              111412102        72190     1608700SH          Sole     X
BROADWING INC.                  COM              111620100        40521     1089652SH          Sole     X
BROCADE COMMUNICATIONS          COM              111621108        63746      355500SH          Sole     X
BROOKE GROUP LTD.               COM              112525100         1382      113410SH          Sole     X
BROOKLINE BANCORP INC.          COM              113739106         1099      115675SH          Sole     X
BROOKS AUTOMATION, INC.         COM              11434A100         6875      110000SH          Sole     X
BROOKTROUT TECHNOLOGY           COM              114580103         1778       61300SH          Sole     X
BROWN & BROWN, INC.             COM              115236101         4025      104050SH          Sole     X
BROWN-FORMAN CORP. CLASS        CL B             115637209        53188      977045SH          Sole     X
BROWN (TOM) INC.                COM NEW          115660201         4665      253900SH          Sole     X
BROWN SHOE COMPANY, INC.        COM              115736100         4599      383221SH          Sole     X
BRUNSWICK CORP.                 COM              117043109        25978     1371801SH          Sole     X
BRUSH WELLMAN, INC.             COM              117421107         2716      154100SH          Sole     X
BRYN MAWR BANK CORP.            COM              117665109          552       25300SH          Sole     X
BSQUARE CORP.                   COM              11776U102         2078       93900SH          Sole     X
BUCKEYE TECHNOLOGY INC.         COM              118255108         6759      383500SH          Sole     X
THE BUCKLE INC.                 COM              118440106         1838      114000SH          Sole     X
BUDGET GROUP INC.               CL A             119003101          833      168700SH          Sole     X
BUFFETS INC.                    COM              119882108         4833      535107SH          Sole     X
BUILDING MATERIALS CORP.        COM              120113105          220       24300SH          Sole     X
BURLINGTON COAT FACTORY W       COM              121579106         3819      222190SH          Sole     X
BURLINGTON  INDUSTRIES          COM              121693105         1833      418940SH          Sole     X
BURLINGTON NTHRN SANTA FE       COM              12189T104       151546     6849552SH          Sole     X
BURLINGTON RESOURCES, INC       COM              122014103       113927     3079117SH          Sole     X
BURNHAM PACIFIC PROP REIT       COM              12232C108         3276      463834SH          Sole     X
BURNS INTERNATIONAL SRVCS       COM              122374101         2261      215300SH          Sole     X
BURR-BROWN CORP.                COM              122574106        25719      473000SH          Sole     X
BUSH BOAKE ALLEN                COM              123162109         2489       89500SH          Sole     X
BUSH INDUSTRIES, INC.           CL A             123164105         1349       97193SH          Sole     X
BUTLER MANUFACTURING CO.        COM              123655102          513       21000SH          Sole     X
BUY.COM, INC.                   COM              124269101         3559      365000SH          Sole     X
C & D TECHNOLOGY INC.           COM              124661109         5222       88500SH          Sole     X
CAIS INTERNET, INC.             COM              12476Q102         3265      135000SH          Sole     X
CB BANCSHARES INC.              COM              124785106          781       32900SH          Sole     X
CBL & ASSOCIATES PRP REIT       COM              124830100         8040      393396SH          Sole     X
CCB FINANCIAL CORP.             COM              124875105         8344      188560SH          Sole     X
CCC INFORMATION SERVICES        COM              12487Q109         2423      112700SH          Sole     X
CB RICHARD ELLIS SERVICES       COM              12489L108         1103      101429SH          Sole     X
CBRL GROUP, INC.                COM              12489V106         5118      511757SH          Sole     X
CBS CORP.                       COM              12490K107       620206    10952864SH          Sole     X
C F W COMMUNICATIONS CO.        COM              124923103         4170      105900SH          Sole     X
C-BRIDGE INTERNET SOL.          COM              12500B105         2599       45600SH          Sole     X
C-COR ELECTRONICS, INC.         COM              125010108        14225      290300SH          Sole     X
C-CUBE MICROSYSTEMS INC.        COM              125015107        29103      399700SH          Sole     X
CDI CORP.                       COM              125071100         4471      235300SH          Sole     X
CDNOW INC.                      COM              125086108          802      212067SH          Sole     X
CDW COMPUTER CENTERS            COM              125129106        18726      221769SH          Sole     X
CD WAREHOUSE INC.               COM              12512W105           92       50700SH          Sole     X
CEC ENTERTAINMENT INC           COM              125137109         7968      293761SH          Sole     X
CFS BANCORP, INC.               COM              12525D102          912      101300SH          Sole     X
CFI PROSERVICES, INC.           COM              12525N100          454       66600SH          Sole     X
CH ENERGY GROUP, INC.           COM              12541M102         4869      160300SH          Sole     X
C.H. ROBINSON WORLDWIDE         COM              12541W100        13600      365100SH          Sole     X
CHS ELECTRONICS                 COM NEW          12542A206          379      551400SH          Sole     X
CIGNA CORP.                     COM              125509109       193578     2555490SH          Sole     X
THE CIT GROUP, INC.             CL A             125577106        14705      754100SH          Sole     X
CKE RESTAURANTS INC.            COM              12561E105         2852      447333SH          Sole     X
CLECO CORP.                     COM              12561W105         6625      199250SH          Sole     X
CK WITCO CORP.                  COM              12562C108        10795     1059609SH          Sole     X
CMGI INC                        COM              125750109        94284      832075SH          Sole     X
CMI CORP                        CL A             125761304          156       34100SH          Sole     X
CMP GROUP, INC.                 COM              125887109         8526      292741SH          Sole     X
CMS ENERGY CORP.                COM              125896100        28608     1578363SH          Sole     X
CPI CORP.                       COM              125902106         3448      147900SH          Sole     X
CPB INC.                        COM              125903104         1743       70600SH          Sole     X
CSS INDUSTRIES, INC.            COM              125906107          671       35100SH          Sole     X
CTG RESOURCES INC.              COM              125957100         2251       60535SH          Sole     X
CTB INTERNATIONAL CORP.         COM              125960104          402       58500SH          Sole     X
CTI INDUSTRIES CORP.            COM NEW          125961300            8        2500SH          Sole     X
CSK AUTO CORP.                  COM              125965103         2399      172138SH          Sole     X
CNA FINANCIAL CORP.             COM              126117100        20418      631899SH          Sole     X
CNA SURETY CORP                 COM              12612L108         2932      210400SH          Sole     X
CNF TRANSPORTATION, INC.        COM              12612W104         6578      237029SH          Sole     X
CNET NETWORKS, INC.             COM              12613R104        11095      218900SH          Sole     X
CSF HOLDINGS LIT. RIGHTS        RT               126335991           15       29125SH          Sole           X
CSG SYSTEMS INTL INC.           COM              126349109        14014      287100SH          Sole     X
CSX CORP.                       COM              126408103        71232     3031151SH          Sole     X
CTC COMMUNICATIONS GROUP        COM              126419100         4527      106200SH          Sole     X
CT COMMUNICATIONS               COM NEW          126426402         2736       45600SH          Sole     X
CTS CORP.                       COM              126501105        15366      269579SH          Sole     X
CUNO INC.                       COM              126583103         5155      190050SH          Sole     X
CVB FINANCIAL CORP.             COM              126600105         1704      120637SH          Sole     X
CV REIT, INC.                   COM              126640101          347       38000SH          Sole     X
CVS CORP DELAWARE               COM              126650100       208539     5551779SH          Sole     X
CV THERAPEUTICS,INC.            COM              126667104         1636       32600SH          Sole     X
CABLEVISION SYS. CORP.          CL A             12686C109        28504      469200SH          Sole     X
CABLETRON SYSTEMS, INC.         COM              126920107        77103     2630374SH          Sole     X
CABLE DESIGN TECHNOLOGIES       COM              126924109        14379      423700SH          Sole     X
CACHEFLOW INC.                  COM              126946102        12762      107700SH          Sole     X
C2 INC                          COM              126948108          115       20900SH          Sole     X
CABOT CORP.                     COM              127055101         8597      281860SH          Sole     X
CABOT INDUSTRIAL TRUST          COM              127072106        10755      577429SH          Sole     X
CABOT OIL & GAS CORP.           CL A             127097103         4781      264690SH          Sole     X
CACI INTERNATIONAL INC.         CL A             127190304         2209       73800SH          Sole     X
CADENCE DESIGN SYSTEMS, I       COM              127387108        24508     1181116SH          Sole     X
CADIZ, INC.                     COM              127537108         5153      606200SH          Sole     X
CADMUS COMMUNICATION            COM              127587103          248       28000SH          Sole     X
CAL DIVE INTERNATIONAL          COM              127914109         7364      145100SH          Sole     X
CALDERA SYSTEMS, INC.           COM              128780103         1777       75600SH          Sole     X
CALGON CARBON                   COM              129603106         2175      331400SH          Sole     X
CALICO COMMERCE INC.            COM              129897104         3121       95300SH          Sole     X
CALIFORNIA AMPLIFIER INC.       COM              129900106         2860       92260SH          Sole     X
CALIF CULINARY ACADEMY IN       COM              129905105           53       10400SH          Sole     X
CALIBER LEARNING NETWORK        COM              129914107         1904      261500SH          Sole     X
CALIFORNIA INDEPENDENT BK       COM              130334105          525       32546SH          Sole     X
CALIFORNIA WATER SERVICE        COM              130788102         1226       53726SH          Sole     X
CALIPER TECHNOLOGIES CORP       COM              130876105         4852       60000SH          Sole     X
CALLAWAY GOLF CO                COM              131193104        10083      650530SH          Sole     X
CALLON PETEROLEUM CO.           COM              13123X102          724       59700SH          Sole     X
CALPINE CORP.                   COM              131347106        30724      326850SH          Sole     X
CALYPTE BIOMEDICAL CORP.        COM              131722100          202       65600SH          Sole     X
CAMBREX CORP.                   COM              132011107         8143      187200SH          Sole     X
CAMBRIDGE TECHNOLOGY            COM              132524109         6508      479850SH          Sole     X
CAMDEN PROPERTY TRST REIT       SH BEN INT       133131102        16471      608630SH          Sole     X
CAMERON ASHLEY BLDG PROD        COM              133290106         2294      133000SH          Sole     X
CAMINUS CORP.                   COM              133766105          822       41100SH          Sole     X
CAMPBELL SOUP CO.               COM              134429109       209012     6797148SH          Sole     X
CANDELA CORP                    COM              136907102         1998      145300SH          Sole     X
CANANDAIGUA BRANDS INC.         CL B             137219101         1410       28475SH          Sole     X
CANANDAIGUA BRANDS INC.         CL A             137219200         7171      140600SH          Sole     X
CANDIES, INC.                   COM              137409108           48       25000SH          Sole     X
CANNONDALE CORP                 COM              137798104          444       65800SH          Sole     X
CAPITAL CITY BANK               COM              139674105          473       24100SH          Sole     X
CAPITAL AUTOMOTIVE REIT         COM SH BEN INT   139733109         3055      254560SH          Sole     X
CAPITAL BANK CORP.              COM              139793103           64        8900SH          Sole     X
CAPITAL CORP. OF THE WEST       COM              140065103         1262      150700SH          Sole     X
CAPITAL CROSSING BANK           COM              140071101          355       35300SH          Sole     X
CAPITAL ONE FINANCIAL           COM              14040H105       136152     2840196SH          Sole     X
CAPITAL PACIFIC HOLDINGS        COM              14040M104          188       65488SH          Sole     X
CAPITAL SENIOR LIVING           COM              140475104          208       66600SH          Sole     X
CAPITAL TRUST                   COM              14052H100          345       86300SH          Sole     X
CAPITOL BANCORP LTD.            COM              14056D105           78        5969SH          Sole     X
CAPITOL FEDERAL FINANCIAL       COM              14057C106         6298      667300SH          Sole     X
CAPROCK COMMUNICATIONS          COM              140667106        13323      271900SH          Sole     X
CAPSTEAD MTG.CORP               COM              14067E100         1803      465200SH          Sole     X
CAPTEC NET LEASE REALTY         COM              140724105          622       74535SH          Sole     X
CARAUSTAR INDUSTRIES INC.       COM              140909102         3668      259700SH          Sole     X
CAPITAL TITLE GROUP, INC.       COM              140919101          164      114100SH          Sole     X
CARDIA INC.                     COM              14140R102            0        1029SH          Sole     X
CARDIMA, INC.                   COM              14147M106           99       39500SH          Sole     X
CARDINAL FINANCIAL CORP         COM              14149F109          122       27200SH          Sole     X
CARDINAL HEALTH INC.            COM              14149Y108       183445     3998798SH          Sole     X
CARDIODYNAMICS INT'L.           COM              141597104          950      111000SH          Sole     X
CAREER EDUCATION CORP.          COM              141665109         1169       33400SH          Sole     X
CAREERBUILDER, INC.             COM              141684100          990      240100SH          Sole     X
CAREMARK RX, INC.               COM              141705103         9225     2202996SH          Sole     X
CAREMATRIX CORP.                COM              141706101          107       81200SH          Sole     X
CAREINSITE, INC.                COM              14170M106         5107      218500SH          Sole     X
CAREY DIVERSIFIED LLC           COM              14174P105          211       12600SH          Sole     X
CAREY INTERNATIONAL, INC        COM              141750109          823       48400SH          Sole     X
CARIBINER INT'L.                COM              141888107          362      206600SH          Sole     X
CARLISLE CO., INC.              COM              142339100         4801      120030SH          Sole     X
CARMIKE CINEMAS CLASS A         CL A             143436103          889      163500SH          Sole     X
CARNIVAL CRUISE LINES, IN       COM              143658102       210640     8489250SH          Sole     X
CAROLINA FIRST CORP.            COM              143877108         3490      265900SH          Sole     X
CARRIAGE SERVICES INC.          CL A             143905107          402       99000SH          Sole     X
CAROLINA POWER & LIGHT CO       COM              144141108        72056     2221387SH          Sole     X
CAROLINA SOUTHERN BANK          COM              144162104          157       13067SH          Sole     X
CARPENTER TECHNOLOGY CORP       COM              144285103         5098      244940SH          Sole     X
CARRAMERICA REALTY REIT         COM              144418100        14876      704205SH          Sole     X
CARRIER ACCESS CORP.            COM              144460102         5927      111303SH          Sole     X
CARRINGTON LABS INC.            COM              144525102          527      149300SH          Sole     X
CARSON INC.                     CL A             145845103          189       43100SH          Sole     X
CARTER-WALLACE, INC.            COM              146285101         6083      324400SH          Sole     X
CASCADE BANCORP                 COM              147154108          643       75619SH          Sole     X
CASCADE NATURAL GAS CORP.       COM              147339105         1269       78700SH          Sole     X
CASELLA WASTE SYSTEMS           CL A             147448104          646       86084SH          Sole     X
CASEY'S GENERAL STORES          COM              147528103         5354      492357SH          Sole     X
CASH AMERICA INTERNATIONA       COM              14754D100         3243      260722SH          Sole     X
A.M.CASTLE & CO.                COM              148411101         2026      162081SH          Sole     X
CASTLE & COOKE INC.             COM              148433105         2930      174299SH          Sole     X
CATALINA LIGHTING, INC.         COM              148865108         1120      235700SH          Sole     X
CATALINA MARKETING CORP.        COM              148867104        11279      111400SH          Sole     X
CATALYTICA,INC                  COM              148885106         5455      374600SH          Sole     X
CATAPULT COMMUNICATIONS         COM              149016107          338       33200SH          Sole     X
CATELLUS DEVEL CORP.            COM              149111106        10029      722801SH          Sole     X
CATERPILLAR, INC.               COM              149123101       196994     4995081SH          Sole     X
CATHAY BANCORP, INC.            COM              149150104         1886       40998SH          Sole     X
CATO CORP CL A                  CL A             149205106         2251      191600SH          Sole     X
CAVALIER HOMES INC.             COM              149507105          115       40162SH          Sole     X
CAVALRY BANCORP, INC.           COM              149547101          280       22200SH          Sole     X
CELL GENESYS, INC.              COM              150921104         1893       88800SH          Sole     X
CELLSTAR CORP.                  COM              150925105         3737      467105SH          Sole     X
CELESTIAL SEASONINGS, INC       COM              151016102         1396       40600SH          Sole     X
CELGENE CORP                    COM              151020104        14198      142600SH          Sole     X
CELL PATHWAYS, INC.             COM              15114R101         4383      127500SH          Sole     X
CELLEGY PHARMACEUTICALS         COM              15115L103          806      114100SH          Sole     X
CELLNET DATA SYSTEMS            COM              15115M101           69      245200SH          Sole     X
CELLULAR TECHNICAL SERVS        COM NEW          151167301          298       26770SH          Sole     X
CELTRIX LABS                    COM              151186103         1755      253000SH          Sole     X
CENDANT CORP.                   COM              151313103       194251    10500040SH          Sole     X
CENTENNIAL BANCORP              COM              15133T104         2595      269592SH          Sole     X
CENTENNIAL COMM. CLASS A        CL A NEW         15133V208         8938      367649SH          Sole     X
CENTENNIAL TECHNOLOGIES         COM NEW          151392206            2         192SH          Sole     X
CENTER TRUST INC                CENTER TR INC    151845104         1955      306645SH          Sole     X
CENTERPOINT PROPS REIT          SH BEN INT       151895109        10227      280668SH          Sole     X
CENTERSPAN COMM. CORP.          COM              152012100         1713       89000SH          Sole     X
CENTEX CORP.                    COM              152312104        20380      855838SH          Sole     X
CENTIGRAM COMMUNICATIONS        COM              152317103         1678       88300SH          Sole     X
CENTEX CONSTRUCTION PDCTS       COM              15231R109         5541      211100SH          Sole     X
CENTRA SOFTWARE                 COM              15234X103         1884       89700SH          Sole     X
CENTRAL & SW CORP               COM              152357109        54638     3202217SH          Sole     X
CENTRAL BANCORP, INC.           COM              152418109          403       27100SH          Sole     X
CENTRAL EUROPEAN DIST CO        COM              153435102           16        3000SH          Sole     X
CENTRAL FIN. ACCEPTANCE         COM              153470109          208       36400SH          Sole     X
CENTRAL GARDEN & PET CO.        COM              153527106         1831      185400SH          Sole     X
CENTRAL NEWSPAPERS, INC.        CL A             154647101         5639      167700SH          Sole     X
CENTRAL PARKING CORP.           COM              154785109         4664      233200SH          Sole     X
CENTRAL VT. PUBLIC SERV.        COM              155771108          936       89700SH          Sole     X
CENTURA BANKS, INC.             COM              15640T100         8300      181175SH          Sole     X
CENTURA SOFTWARE CORP           COM              15640W103          957       92788SH          Sole     X
CENTURY BANCORP INC.CL-A        CL A NON VTG     156432106          445       34200SH          Sole           X
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CROWN CASTLE INT'L. CORP.       COM              228227104        16578      437700SH          Sole     X
CROWN CORK & SEAL CO., IN       COM              228255105        32602     2037632SH          Sole     X
CROWN CRAFTS, INC.              COM              228309100          248      189240SH          Sole     X
CROWN VANTAGE,INC.              COM              228622106           26       42104SH          Sole     X
CUBIC CORP.                     COM              229669106         1283       57000SH          Sole     X
CUBIST PHARMACEUTICALS          COM              229678107         2517       60100SH          Sole     X
CULLEN/FROST BANKERS, INC       COM              229899109         8964      339080SH          Sole     X
CUMMINS ENGINE CO., INC.        COM              231021106        27155      722939SH          Sole     X
CUMULUS MEDIA INC.              CL A             231082108         3599      250400SH          Sole     X
CUNNINGHAM GRAPHICS INC.        COM              231157108         1802       73100SH          Sole     X
CURATIVE HEALTH SERVICES        COM              231264102          908      151400SH          Sole     X
CURAGEN CORPPRATION             COM              23126R101         5909      126400SH          Sole     X
CURTISS-WRIGHT CORP.            COM              231561101         2710       74000SH          Sole     X
CYBERGUARD CORP.                COM              231910100          623       62255SH          Sole     X
CYBERIAN OUTPOST, INC.          COM              231914102         1495      175900SH          Sole     X
CYBEAR, INC.                    COM              23243P103          253       50500SH          Sole     X
CYBER-CARE, INC.                COM              23243T105         1055       54800SH          Sole     X
CYBERCASH, INC.                 COM              232462101         1104       81800SH          Sole     X
CYBEROPTICS CORP.               COM              232517102         1176       27700SH          Sole     X
CYBERSOURCE CORP.               COM              23251J106         2488       66800SH          Sole     X
CYBERONICS, INC.                COM              23251P102         1492       79845SH          Sole     X
CYBERSHOP INTERNATIONAL         COM              23251X105           78       50000SH          Sole     X
CYBEX COMPUTER PROD. CORP       COM              232522102         8226      218637SH          Sole     X
CYGNUS INC.                     COM              232560102         5285      364500SH          Sole     X
CYLINK CORP.                    COM              232565101          783       54000SH          Sole     X
CYMER INC.                      COM              232572107        11256      225120SH          Sole     X
CYPRESS BIOSCIENCE, INC.        COM              232674101          420      137200SH          Sole     X
CYPRESS COMMUNICATIONS          COM              232743104         3112      127000SH          Sole     X
CYPRESS SEMICONDUCTOR COR       COM              232806109        47092      954969SH          Sole     X
CYRK INTERNATIONAL              COM              232817106          273       31000SH          Sole     X
CYSIVE, INC.                    COM              23281T108         3199       46700SH          Sole     X
CYTEC INDUSTRIES INC            COM              232820100        13989      456776SH          Sole     X
CYTOGEN CORP.                   COM              232824102         1337      153869SH          Sole     X
CYTRX CORP.                     COM NEW          232828301           22       10900SH          Sole     X
CYTOCLONAL PHARMACEUTICS        COM              23282G105         1659      160900SH          Sole     X
CYTYC CORP.                     COM              232946103        12815      265600SH          Sole     X
DII GROUP INC.                  COM              232949107        31433      278010SH          Sole     X
DA CONSULTING GROUP, INC.       COM              233027101          284      113400SH          Sole     X
DBT ONLINE INC                  COM              233044106         3949      212754SH          Sole     X
DPL, INC.                       COM              233293109        12234      551388SH          Sole     X
DQE INC.                        COM              23329J104        14355      315500SH          Sole     X
D.R. HORTON INC.                COM              23331A109         6742      516124SH          Sole     X
DST SYSTEMS, INC.               COM              233326107        20423      314500SH          Sole     X
DSP GROUP INC                   COM              23332B106        28941      438500SH          Sole     X
DTE ENERGY CO.                  COM              233331107        72309     2493409SH          Sole     X
DT INDUSTRIES INC.              COM              23333J108         1234       96800SH          Sole     X
DVI INC.                        COM              233343102         2005      140700SH          Sole     X
DAIN RAUSCHER CORP.             COM              233856103         5704       86500SH          Sole     X
DAILY JOURNAL CORP.-SC          COM              233912104          384       12300SH          Sole     X
DAISYTEK INTL CORP.             COM              234053106         1909      120700SH          Sole     X
DAL-TILE INTERNATIONAL          COM              23426R108         6255      788000SH          Sole     X
DALEEN TECHNOLOGIES INC         COM              23437N104          931       45300SH          Sole     X
DALLAS SEMICONDUCTOR CORP       COM              235204104        20035      570400SH          Sole     X
DAMARK INTERNATIONAL INC.       CL A             235691102         1205       31600SH          Sole     X
DANA CORP.                      COM              235811106        64564     2290508SH          Sole     X
DANAHER CORP.                   COM              235851102       104535     2049710SH          Sole     X
DANIELSON HOLDING CORP          COM              236274106         1508      236500SH          Sole     X
DARDEN RESTAURANTS INC.         COM              237194105        43197     2425098SH          Sole     X
DARLING INTERNATIONAL           COM              237266101          314      189400SH          Sole     X
DATA BROADCASTING CORP          COM              237596101         3029      397270SH          Sole     X
DATA RACE, INC.                 COM              237842109          470       92900SH          Sole     X
DATA RETURN CORP.               COM              23785M104         3821      103800SH          Sole     X
DATA SYSTEMS & SOFTWARE         COM              237887104          268       56500SH          Sole     X
DATAWARE TECHNOLOGIES           COM              237920103         1193      136300SH          Sole     X
DATA TRANSMISSION NETWORK       COM              238017107         4721      166000SH          Sole     X
DATASCOPE CORP.                 COM              238113104         3934      123900SH          Sole     X
DATASTREAM SYSTEMS, INC.        COM              238124101         5632      194200SH          Sole     X
DATUM INC. DESIGNS              COM              238208102          597       25900SH          Sole     X
DAVE & BUSTERS                  COM              23833N104         1299      145369SH          Sole     X
DAVEL COMMUNICATIONS, INC       COM              238341101          441      176500SH          Sole     X
DAVIDS BRIDAL INC.              COM              238576102          725       60100SH          Sole     X
DAVOX CORP.                     COM              239208101         1526       57050SH          Sole     X
DEAN FOODS CORP.                COM              242361103         4126      154230SH          Sole     X
DEB SHOPS, INC.                 COM              242728103          886       64400SH          Sole     X
DECORA INDUSTRIES, INC.         COM NEW          243593308           13        4800SH          Sole     X
DEERE & CO.                     COM              244199105       123726     3255941SH          Sole     X
DEL MONTE FOODS CO.             COM              24522P103         6645      621800SH          Sole     X
DELHAIZE AMERICA INC CL A       CL A             246688105         7571      438882SH          Sole     X
DELHAIZE AMERICA INC CL B       CL B             246688204          382       19232SH          Sole     X
DELIA*S INC.                    COM              246885107          899      162600SH          Sole     X
DELL COMPUTER CORP.             COM              247025109      2200933    40805253SH          Sole     X
DELPHI AUTOMOTIVE SYSTEMS       COM              247126105       128477     8029836SH          Sole     X
DELPHI FINANCIAL GROUP          CL A             247131105         5619      184979SH          Sole     X
DELTA & PINE LAND CO            COM              247357106         8188      414570SH          Sole     X
DELTA AIR LINES, INC.           COM              247361108       111992     2103141SH          Sole     X
DELTIC TIMBER CORP.             COM              247850100         1864       78700SH          Sole     X
DELTEK SYSTEMS, INC.            COM              24785A108          971       63400SH          Sole     X
DELTA WOODSIDE                  COM              247909104          165       97900SH          Sole     X
DELTA FINANCIAL CORP.           COM              247918105          156       77900SH          Sole     X
DELUXE CORP.                    COM              248019101        39337     1484424SH          Sole     X
DENDRITE INTERNATIONAL          COM              248239105         7354      351250SH          Sole     X
DENTSPLY INTERNATIONAL          COM              249030107        12011      423280SH          Sole     X
DEPARTMENT 56 INC.              COM              249509100         2628      177400SH          Sole     X
DESIGNS, INC.                   COM              25057L102           96       82950SH          Sole     X
DETROIT DIESEL CORP.            COM              250837101         3009      157322SH          Sole     X
DEVELOPERS DIVRSFIED REIT       COM              251591103        12658      912306SH          Sole     X
DEVON ENERGY CORP               COM              25179M103        17504      360435SH          Sole     X
DEVRY, INC.                     COM              251893103         8537      279900SH          Sole     X
DEWOLFE COMPANIES, INC.         COM              252115100          113       15500SH          Sole     X
DEXTER CORP.                    COM              252165105        11186      211060SH          Sole     X
DIACRIN INC.                    COM              25243N103         1259      104400SH          Sole     X
DIAGNOSTIC PRODUCTS CORP.       COM              252450101         3832      156800SH          Sole     X
DIAL CORP.                      COM              25247D101         5950      432703SH          Sole     X
DIAMETRICS MEDICAL, INC.        COM              252532106         1449      128800SH          Sole     X
DIAMOND OFFSHORE DRILLING       COM              25271C102        17612      441000SH          Sole     X
DIAMOND TECH. PRTNRS INC        CL A             252762109        13097      199189SH          Sole     X
DIEBOLD, INC.                   COM              253651103         8274      300882SH          Sole     X
DIGENE CORP.                    COM              253752109         3275       71200SH          Sole     X
DIGEX, INC.                     CL A             253756100         7987       72000SH          Sole     X
DIGI INTERNATIONAL, INC.        COM              253798102         1435      155150SH          Sole     X
DIGITAL LIGHTWAVE, INC.         COM              253855100         5206       83550SH          Sole     X
DIGITAL MICROWAVE CORP.         COM              253859102        23291      687550SH          Sole     X
DIGITAL IMPACT INC              COM              25385G106         2472       69500SH          Sole     X
DIGITAL ISLAND INC.             COM              25385N101        10237      168000SH          Sole     X
DIGITAL INSIGHT CORP            COM              25385P106         2624       51200SH          Sole     X
DIGITAL ORIGIN, INC.            COM              25385X109         2200      118900SH          Sole     X
DIGITAL RIVER, INC.             COM              25388B104         3732      173600SH          Sole     X
DIGITAS, INC.                   COM              25388K104         3403      138900SH          Sole     X
DIGITALTHINK, INC.              COM              25388M100         3565       90500SH          Sole     X
DIGITAL GENERATION SYS.         COM              253921100         1591      221395SH          Sole     X
DIME COMMUNITY BANCSHARES       COM              253922108         1393       88100SH          Sole     X
DILLARDS INC.                   CL A             254067101        26225     1595434SH          Sole     X
DIME BANCORP INC.*-NEW          COM              25429Q102        14550      786494SH          Sole     X
DIMON INC.                      COM              254394109         1041      438300SH          Sole     X
DIONEX CORP.                    COM              254546104         8913      270600SH          Sole     X
DISCOUNT AUTO PARTS INC.        COM              254642101         2218      248200SH          Sole     X
THE WALT DISNEY CO.             COM DISNEY       254687106      1232090    29778615SH          Sole     X
DISPLAY TECHNOLOGIES INC.       COM              25469V102          182       53079SH          Sole     X
DISPATCH MANAGEMENT SVCS.       COM              254927106          123       51600SH          Sole     X
DIRECT FOCUS, INC.              COM              254931108         1082       38900SH          Sole     X
DITECH COMMUNICATIONS           COM              25500M103         9064       85460SH          Sole     X
DIVERSA CORP.                   COM              255064107         1095       23300SH          Sole     X
THE DIXIE GROUP, INC.           CL A             255519100          100       22500SH          Sole     X
DOCUCORP INTERNATIONAL          COM              255911109          619      106560SH          Sole     X
DOCUMENTUM, INC.                COM              256159104         9680      124100SH          Sole     X
DOLE FOOD CO.                   COM              256605106         4470      229950SH          Sole     X
DOLLAR GENERAL CORP.            COM              256669102       101705     3784383SH          Sole     X
DOLLAR THRIFTY AUTO. GRP.       COM              256743105         8143      473760SH          Sole     X
DOLLAR TREE STORES INC.         COM              256747106        17257      331074SH          Sole     X
DOMINION RESOURCES, INC.        COM              25746U109       139226     3622148SH          Sole     X
DONALDSON CO., INC.             COM              257651109         8238      365130SH          Sole     X
DONALDSON LUFKIN&JENRETTE       COM DLJ          257661108        19722      381100SH          Sole     X
DLJDIRECT                       COM DLJDIRECT    257661504           67        5000SH          Sole     X
DONNA KARAN INTERNATIONAL       COM              257826107         1062      138100SH          Sole     X
R.R. DONNELLEY & SONS CO.       COM              257867101        51451     2457384SH          Sole     X
DONNELLY CORP.                  CL A             257870105          859       72737SH          Sole     X
DONNKENNY, INC.                 COM              258006105           26       34600SH          Sole     X
DORAL FINANCIAL CORP.           COM              25811P100         3401      300600SH          Sole     X
DOUBLECLICK INC.                COM              258609304        33578      358644SH          Sole     X
DOVER CORP.                     COM              260003108       135652     2833466SH          Sole     X
DOVER DOWNS ENTERTAINMENT       COM              260086103         1906      149500SH          Sole     X
DOW CHEMICAL CO.                COM              260543103       361151     3167991SH          Sole     X
DOW JONES & CO., INC.           COM              260561105       110198     1534518SH          Sole     X
DOWNEY FINANCIAL CORP.          COM              261018105         7683      361566SH          Sole     X
THE DRESS BARN, INC.            COM              261570105         3375      175300SH          Sole     X
DREXLER TECHNOLOGY CORP.        COM              261876106         1803      128800SH          Sole     X
DREYER'S GRAND ICE CREAM,       COM              261878102         6868      266700SH          Sole     X
DRIL-QUIP, INC.                 COM              262037104         5405      114700SH          Sole     X
DRUG EMPORIUM, INC.             COM              262175102          950      237500SH          Sole     X
DRUGSTORE.COM, INC.             COM              262241102         1735      131600SH          Sole     X
DRYPERS CORP                    COM NEW          262497308          396      201108SH          Sole     X
DSL.NET, INC.                   COM              262506108         3905      177000SH          Sole     X
DUPONT (E.I.) DE NEMOURS        COM              263534109       795013    15035698SH          Sole     X
DUANE READE INC.                COM              263578106         2688      115600SH          Sole     X
DUFF & PHELPS CREDIT            COM              26432F109         3399       34100SH          Sole     X
DUKE ENERGY CORP                COM              264399106       273494     5209406SH          Sole     X
DUKE REALTY INVSTMNT REIT       COM NEW          264411505        26831     1402946SH          Sole     X
DUN & BRADSTREET CORP NEW       COM              26483B106        75128     2624568SH          Sole     X
DUNN COMPUTER CORP.             COM              265771105          119       38200SH          Sole     X
DURA AUTOMOTIVE SYS INC.        CL A             265903104         1384       80507SH          Sole     X
DUPONT PHOTOMASKS INC.          COM              26613X101         4073       70300SH          Sole     X
DURA PHARMACEUTICALS INC.       COM              26632S109         6037      490294SH          Sole     X
DURAMED PHARMACEUTICALS         COM              266354109         1502      224600SH          Sole     X
DYCOM INDUSTRIES, INC.          COM              267475101        18436      378175SH          Sole     X
EA ENGR SCIENCE & TECH IN       COM              267911105           47       41700SH          Sole     X
DYNAMICS RESEARCH CORP.         COM              268057106          149       19500SH          Sole     X
DYNATECH CORP.                  COM              268140100          183       12650SH          Sole     X
DYNEGY INC.                     CL A             26816Q101        43501      693250SH          Sole     X
E COM VENTURES INC.             COM              26830K106           43        8000SH          Sole     X
EEX CORP.                       COM NEW          26842V207         1381      409060SH          Sole     X
E4L, INC.                       COM              268452109          194       91100SH          Sole     X
EGL, INC.                       COM              268484102         5561      237900SH          Sole     X
E-LOAN, INC.                    COM              26861P107         1124      160500SH          Sole     X
EMC CORP.                       COM              268648102      2035701    16285604SH          Sole     X
EMCEE BROADCAST PRODUCTS        COM              268650108          311       47000SH          Sole     X
EMS TECHNOLOGIES INC.           COM              26873N108         1892       94600SH          Sole     X
ENSCO INTERNATIONAL, INC.       COM              26874Q100        27187      752568SH          Sole     X
EOG RESOURCES, INC.             COM              26875P101        12592      594300SH          Sole     X
E.PIPHANY INC                   COM              26881V100        10825       81050SH          Sole     X
ESS TECHNOLOGY INC.             COM              269151106         8555      488860SH          Sole     X
E.SPIRE COMMUNICATIONS          COM              269153102         3786      538500SH          Sole     X
E-STAMP CORP.                   COM              269154100         1045      141700SH          Sole     X
E-TEK DYNAMICS INC.             COM              269240107        52696      224000SH          Sole     X
ELIZABETHTOWN CORP.             COM              269242103         2492       39400SH          Sole     X
E*TRADE GROUP, INC.             COM              269246104        36804     1221700SH          Sole     X
E-Z-EM, INC. CLASS A            CL A             269305207          174       19300SH          Sole     X
EAGLE FOOD                      COM              269514105           95       91800SH          Sole     X
EAGLE GEOPHYSICAL, INC.         COM              269524104            0        3222SH          Sole     X
EARTHGRAINS CO.  W/I            COM              270319106         5680      381864SH          Sole     X
EARTHLINK INC                   COM              270321102         6835      351633SH          Sole     X
EARTHSHELL CORP.                COM              27032B100         1671      405000SH          Sole     X
EARTHWEB INC.                   COM              27032C108         1460       59300SH          Sole     X
EAST TEXAS FINANCIAL SER.       COM              275572105          179       24000SH          Sole     X
EAST WEST BANCORP, INC.         COM              27579R104         1122      101400SH          Sole     X
EASTERN ENTERPRISES             COM              27637F100        30596      510994SH          Sole     X
EASTERN UTILITIES ASSOCIA       COM              277173100         7296      232541SH          Sole     X
EASTERN VIRGINIA BNKSHRS        COM              277196101           23        2100SH          Sole     X
EASTGROUP PROPERTIES REIT       COM              277276101         6235      289985SH          Sole     X
EASTMAN CHEMICAL                COM              277432100        49579     1089650SH          Sole     X
EASTMAN KODAK CO.               COM              277461109       248789     4580703SH          Sole     X
EATON CORP.                     COM              278058102        83858     1075104SH          Sole     X
EATON VANCE CORP.               COM NON VTG      278265103        13834      322200SH          Sole           X
EBAY INC.                       COM              278642103        71949      408800SH          Sole     X
EBENX INC                       COM              278668108          628       21300SH          Sole     X
EBIX.COM INC.                   COM              278715107          937       74580SH          Sole     X
EBOOKERS.COM                    SPONSORED ADR    278725106          283       11300SH          Sole     X
ECHELON CORPORATION             COM              27874N105        12170      185800SH          Sole     X
ECHO BAY MINES LTD.             COM              278751102          855      651284SH          Sole     X
ECHOSTAR COMMUNICATIONS         CL A             278762109        53116      672360SH          Sole     X
ECLIPSE SURGICAL TECH.          COM              278849104          402       54000SH          Sole     X
ECLIPSYS CORP.                  COM              278856109         5702      294300SH          Sole     X
ECO SOIL SYSTEMS, INC.          COM              278858105          453      136800SH          Sole     X
ECOGEN INC.                     COM NEW          278864202          103       32940SH          Sole     X
ECOLAB, INC.                    COM              278865100        66187     1804064SH          Sole     X
ECOLOGY & ENVIRONMENT, IN       CL A             278878103           43        6925SH          Sole     X
ECOLLEGE.COM INC                COM              27887E100          147       21000SH          Sole     X
EDISON INTERNATIONAL            COM              281020107        82137     4959240SH          Sole     X
EDO CORP.                       COM              281347104          446       65500SH          Sole     X
EDUCATION MANAGEMENT            COM              28139T101         5323      368700SH          Sole     X
J. D. EDWARDS & CO.             COM              281667105        12867      395150SH          Sole     X
A G EDWARDS & SONS, INC.        COM              281760108        22326      558148SH          Sole     X
EFAX.COM, INC.                  COM              282012103          116       21400SH          Sole     X
EFFICIENT NETWORKS, INC.        COM              282056100        22568      144900SH          Sole     X
EGAMES, INC.                    COM              282253103          251      121800SH          Sole     X
EGAIN COMMUNICATIONS CORP       COM              28225C103         3214       82400SH          Sole     X
EGGHEAD.COM, INC.               COM              282329101         1849      262952SH          Sole     X
EGREETINGS NETWORK INC          COM              282343102          484       85100SH          Sole     X
800-JR CIGAR, INC.              COM              282491109         1107      113500SH          Sole     X
800 TRAVEL SYSTEMS, INC.        COM              282506104          233       85600SH          Sole     X
EINSTEIN/NOAH BAGEL CORP.       COM              282577105           52      200000SH          Sole     X
EL PASO ELECTRIC CO.            COM NEW          283677854         5870      565766SH          Sole     X
EL PASO ENERGY CORP             COM              283905107       128355     3179074SH          Sole     X
ELANTEC SEMICONDUCTOR           COM              284155108         1589       21600SH          Sole     X
ELCOM INTERNATIONAL             COM              284434107          554       37700SH          Sole     X
ELCOR CORP.                     COM              284443108         7982      231375SH          Sole     X
ELEC COMMUNICATIONS CORP.       COM              284739109          489       92500SH          Sole     X
ELECTRIC FUEL CORP              COM              284871100         2037      171500SH          Sole     X
ELECTRIC LIGHTWAVE INC.         CL A             284895109         1172       49100SH          Sole     X
ELECTRO RENT CORP.              COM              285218103          902       77558SH          Sole     X
ELECTRO SCIENTIFIC INDS.        COM              285229100        16785      289400SH          Sole     X
ELECTROGLAS, INC.               COM              285324109        10100      294900SH          Sole     X
ELECTRONIC ARTS                 COM              285512109        22723      319202SH          Sole     X
ELECTRONIC DATA SYSTEMS         COM              285661104       433829     6758770SH          Sole     X
ELECTRONIC PROCESSING INC       COM              285798104          110       10000SH          Sole     X
ELECTRONIC RETAILING SYS        COM              285825105           55       58800SH          Sole     X
ELECTRONICS BOUTIQUE            COM              286045109         1981      103600SH          Sole     X
ELECTRONICS FOR IMAGING         COM              286082102        13728      228800SH          Sole     X
ELITE INFORMATION GROUP         COM              28659M106          684       73500SH          Sole     X
PERRY ELLIS INTL.               COM              288853104          622       62950SH          Sole     X
ELOT, INC.                      COM              290143106         1678      285600SH          Sole     X
ELOYALTY CORP.                  COM              290151109        10508      440146SH          Sole     X
EMACHINES, INC.                 COM              29076P102         2720      453400SH          Sole     X
EMBREX, INC.                    COM              290817105          381       24200SH          Sole     X
EMCORE CORP.                    COM              290846104        10632       92400SH          Sole     X
EMCOR GROUP, INC.               COM              29084Q100         2192      104400SH          Sole     X
EMERGE INTERACTIVE, INC.        CL A             29088W103         2439       80971SH          Sole     X
EMERSON ELECTRIC CO.            COM              291011104       335216     6339774SH          Sole     X
EMISPHERE TECHNOLOGIES          COM              291345106         1136       21900SH          Sole     X
EMMIS COMMUNICATIONS, INC       CL A             291525103        15368      330500SH          Sole     X
EMPIRE DISTRICT ELECTRIC        COM              291641108         2744      139825SH          Sole     X
EMPIRE OF CAROLINA, INC.        COM              292007101            4        8900SH          Sole     X
EMPLOYEE SOLUTIONS INC.         COM              292166105           62       99600SH          Sole     X
EMULEX NEW                      COM NEW          292475209        29627      271500SH          Sole     X
EN POINTE TECHNOLOGIES          COM              29247F108          708       17700SH          Sole     X
ENCOMPASS SERVICES CORP.        COM              29255U104         2251      391398SH          Sole     X
ENCORE WIRE CORP                COM              292562105          239       33250SH          Sole     X
ENERGY CONVERSION DEVICES       COM              292659109         2710      132600SH          Sole     X
ENERGY BIOSYSTEMS CORP          COM NEW          29265L706          357       34814SH          Sole     X
ENERGEN CORP.                   COM              29265N108         3986      250100SH          Sole     X
ENERGY EAST CORP.               COM              29266M109        15011      757644SH          Sole     X
ENERGY WEST INC                 COM              29274A105           32        4000SH          Sole     X
ENGAGE TECHNOLOGIES, INC.       COM              292827102        12569      164700SH          Sole     X
ENGELHARD CORP.                 COM              292845104        31815     2103482SH          Sole     X
ENGINEERED SUPPORT SYSTEM       COM              292866100          630       46250SH          Sole     X
ENGINEERING ANIMATION           COM              292872108         2698      204600SH          Sole     X
ENERGY NORTH, INC.              COM              292925104         1419       24311SH          Sole     X
ENESCO GROUP INC.               COM              292973104         1268      179600SH          Sole     X
ENHANCE FINANCIAL SVCS GR       COM              293310108         4665      330300SH          Sole     X
ENRON CORP.                     COM              293561106       758994    10136811SH          Sole     X
ENTERCOM COMMUNICATIONS         CL A             293639100        10389      203700SH          Sole     X
ENTERGY CORP.                   COM              29364G103        82104     4067065SH          Sole     X
ENTERPRISE PROD PARTNERS        COM              293792107         1898       96700SH          Sole     X
ENTERTAINMENT PROPERTIES        COM SH BEN INT   29380T105         2461      186625SH          Sole     X
ENTREMED INC.                   COM              29382F103         7780      131300SH          Sole     X
ENTRADE INC.                    COM              29382L100           93        3000SH          Sole     X
ENTRUST TECHNOLOGIES            COM              293848107        20563      241700SH          Sole     X
ENZON, INC.                     COM              293904108        11046      293100SH          Sole     X
ENZO BIOCHEM INC                COM              294100102        18499      262403SH          Sole     X
EPIMMUNE, INC.                  COM              29425Y101           16        2200SH          Sole     X
EPITOPE INC.                    COM              294261102         1841      196400SH          Sole     X
EPLUS INC.                      COM              294268107         3246       98000SH          Sole     X
EPICOR SOFTWARE CORP            COM              29426L108         4515      531198SH          Sole     X
EPRISE CORP.                    COM              294352109           16        1000SH          Sole     X
EQUIFAX, INC                    COM              294429105        55858     2212184SH          Sole     X
EQUITABLE RESOURCES, INC.       COM              294549100        13500      301250SH          Sole     X
EQUITY INNS, INC. REIT          COM              294703103         3230      474083SH          Sole     X
EQUITY OFFICE PROPERTIES        COM              294741103        73074     2908437SH          Sole     X
EQUITY ONE, INC.                COM              294752100          819       87347SH          Sole     X
EQUIVEST FINANCE, INC.          COM NEW          29476H403          160       42275SH          Sole     X
EQUITY RESIDENTIAL REIT         SH BEN INT       29476L107        58992     1467923SH          Sole     X
ERIE INDEMNITY CO.-CL A         CL A             29530P102         7374      227317SH          Sole     X
ESCALADE, INC.                  COM              296056104          269       16100SH          Sole     X
ESHARE TECHNOLOGIES, INC.       COM              296428105         1763      142500SH          Sole     X
ESPEED INC-CL A                 CL A             296643109         2278       43500SH          Sole     X
ESSEX PROPERTY TRUST REIT       COM              297178105         9845      273468SH          Sole     X
ESTERLINE TECHNOLOGIES CO       COM              297425100         4702      361700SH          Sole     X
ETHAN ALLEN INTERIORS INC       COM              297602104        18983      759300SH          Sole     X
ETHYL CORP.                     COM              297659104         5609     1831554SH          Sole     X
ETOYS INC.                      COM              297862104         3007      340000SH          Sole     X
EUROWEB INTL CORP               COM              298801101          372       54100SH          Sole     X
EVANS & SUTHERLAND COMP.        COM              299096107          615       54697SH          Sole     X
EVERCEL, INC.                   COM              299759100          822       39864SH          Sole     X
EVERGREEN RES INC.              COM NO PAR       299900308         3377      139600SH          Sole     X
EXABYTE CORP.                   COM              300615101         1702      228900SH          Sole     X
EXAR CORP                       COM              300645108         7604      106250SH          Sole     X
EXCALIBUR TECHNOLOGIES          COM NEW          300651205         4283      108100SH          Sole     X
EXCEL LEGACY CORP               COM              300665106          153       45200SH          Sole     X
EXCELON CORP.                   COM              300691102         2466      219200SH          Sole     X
EXCHANGE APPLICATIONS           COM              300867108        11040      208600SH          Sole     X
EXTENDED SYSTEMS INC.           COM              301973103         3091       28100SH          Sole     X
EXIDE CORP.                     COM              302051107         2065      174800SH          Sole     X
EXODUS COMMUNICATIONS           COM              302088109        80478      572800SH          Sole     X
EXPEDIA INC.                    COM              302125109         2310      108700SH          Sole     X
EXPEDITORS INT'L OF WASHI       COM              302130109        12744      320600SH          Sole     X
EXPRESS SCRIPTS                 CL A             302182100         6791      161700SH          Sole     X
EXTENDED STAY AMERICA INC       COM              30224P101         5373      716371SH          Sole     X
EXTENSITY, INC.                 COM              302255104         2822       58800SH          Sole     X
EXTREME NETWORKS, INC.          COM              30226D106        12579      159233SH          Sole     X
EZCORP, INC.                    CL A NON VTG     302301106          844      214300SH          Sole           X
EZENIA! INC.                    COM              302311105          588       56000SH          Sole     X
EXXON MOBIL CORP.               COM              30231G102      3851828    49501409SH          Sole     X
F & M BANCORP                   COM              302367107         1942      107865SH          Sole     X
F & M NATIONAL CORP.            COM              302374103         3685      167514SH          Sole     X
FBL FINANCIAL GROUP INC.        CL A             30239F106         2346      156400SH          Sole     X
FEI CO.                         COM              30241L109         2267       76200SH          Sole     X
FFY FINANCIAL CORP.             COM              30242U108          993       92400SH          Sole     X
FLIR SYSTEMS, INC.              COM              302445101          284       30900SH          Sole     X
FMC CORP.                       COM NEW          302491303        28717      508267SH          Sole     X
FNB CORP/NORTH CAROLINA         COM              302519103           34        3100SH          Sole     X
FNB CORP.                       COM              302520101         3303      179744SH          Sole     X
FNB FINANCIAL SERVICES CO       COM              302526108          339       25100SH          Sole     X
FPIC INSURANCE GROUP,INC.       COM              302563101          828       47300SH          Sole     X
FPL GROUP, INC.                 COM              302571104       117660     2554365SH          Sole     X
FSI INTL,INC                    COM              302633102         6201      302500SH          Sole     X
FVC.COM, INC                    COM              30266P100          595       33300SH          Sole     X
FYI INC.                        COM              302712104         2501       92200SH          Sole     X
FCNB CORP                       COM              302920103          550       38100SH          Sole     X
FACTORY 2-U STORES, INC.        COM              303072102         2540      101600SH          Sole     X
FACTSET RESEARCH SYSTEMS        COM              303075105         6844      252900SH          Sole     X
FAIR ISSAC & CO.                COM              303250104         4268      109800SH          Sole     X
FAIRCHILD CORP.                 CL A             303698104         1597      234450SH          Sole     X
FAIRCHILD SEMICONDUCTOR         CL A             303726103         7264      199019SH          Sole     X
FAIRFIELD COMMUNITIES, IN       COM PAR $0.01    304231301         5207      656000SH          Sole     X
FAIRMARKET, INC.                COM              305158107         1729       76000SH          Sole     X
FAMILY DOLLAR STORES, INC       COM              307000109        14975      719500SH          Sole     X
FAMILY GOLF CENTERS INC.        COM              30701A106          221      220900SH          Sole     X
FAMOUS DAVE'S OF AMERICA        COM              307068106          108       41300SH          Sole     X
FARMER BROTHERS, INC.           COM              307675108         1799       10050SH          Sole     X
FARM FAMILY HOLDINGS INC.       COM              307901108          300       10100SH          Sole     X
FARMERS CAPITAL BANK CORP       COM              309562106          343       10100SH          Sole     X
FARO TECHNOLOGIES               COM              311642102          356       87600SH          Sole     X
FARREL CORP                     COM              311667109            8        4000SH          Sole     X
FATBRAIN.COM INC.               COM              311889109          778       72000SH          Sole     X
FASTENAL CO.                    COM              311900104         9461      197620SH          Sole     X
FECHTOR,DETWILER,MITCHELL       COM              313066102            8        5200SH          Sole     X
FEDDERS CORP.                   COM              313135105         1516      272545SH          Sole     X
FEDDERS CORP CLASS A            CL A             313135303          471       82838SH          Sole     X
FEDERAL AGRICULTURAL MTGE       CL A             313148108          403       24800SH          Sole     X
FEDERAL AGRICULTURAL MORT       CL C             313148306          728       46950SH          Sole     X
FREDDIE MAC                     COM              313400301       438985     9934602SH          Sole     X
FEDERAL-MOGUL CORP.             COM              313549107         7317      438482SH          Sole     X
FANNIE MAE                      COM              313586109       835318    14800764SH          Sole     X
FEDERAL RLTY INVMNTS REIT       SH BEN INT NEW   313747206        11557      598414SH          Sole     X
FEDERAL SIGNAL CORP.            COM              313855108         7946      439932SH          Sole     X
FEDERATED DEPARTMENT            COM              31410H101       126754     3036022SH          Sole     X
FEDERATED INVESTORS, INC.       CL B             314211103         6550      239800SH          Sole     X
FEDEX CORP.                     COM              31428X106       164317     4213245SH          Sole     X
FELCOR LODGING TRUST, INC       COM              31430F101        12326      696869SH          Sole     X
FEMALE HEALTH COMPANY           COM              314462102           34       37600SH          Sole     X
FERRO CORP.                     COM              315405100         6437      361352SH          Sole     X
F5 NETWORKS, INC.               COM              315616102         4241       62600SH          Sole     X
FIDELITY BANCORP INC.           COM              31583B105          659       37900SH          Sole     X
FIDELITY HOLDINGS, INC.         COM NEW          31617J306         2291      107800SH          Sole     X
FIDELITY NATIONAL FIN., I       COM              316326107        13130      950607SH          Sole     X
FIFTH THIRD BANCORP             COM              316773100       270812     4298607SH          Sole     X
FILENE'S BASEMENT CORP.         COM              316866102           28      366750SH          Sole     X
FILENET CORP.                   COM              316869106        12255      411919SH          Sole     X
FILM ROMAN INC.                 COM              317234102           72       50000SH          Sole     X
FINANCIAL FEDERAL CORP.         COM              317492106          979       53850SH          Sole     X
FINANCIAL INDUSTRIES CORP       COM              317574101           49        5000SH          Sole     X
FINANCIAL SECURITY              COM              31769P100         9730      132500SH          Sole     X
FINISAR CORP.                   COM              31787A101        22475      153400SH          Sole     X
FINLAY ENTERPRISES, INC.        COM NEW          317884203          538       43700SH          Sole     X
FINET.COM, INC.                 COM PAR $0.01    317922300          267      208200SH          Sole     X
FINISH LINE, INC.               CL A             317923100          865       88700SH          Sole     X
FINOVA GROUP INC.               COM              317928109         4222      251135SH          Sole     X
FIREPOND, INC.                  COM              318224102         4102      100200SH          Sole     X
FIRST AMERICAN FINL CORP        COM              318522307         7766      547400SH          Sole     X
FIRST BANCORP/PUERTO RICO       COM              318672102         4427      251150SH          Sole     X
FIRST BANCORP N. CAROLINA       COM              318910106          147       12150SH          Sole     X
FIRST BELL BANCORP INC.         COM              319301107          663       40200SH          Sole     X
FIRST BUSEY CORP.               COM              319383105          329       16400SH          Sole     X
FIRST CHARTER CORP.             COM              319439105         2037      156657SH          Sole     X
FIRST CITIZENS BANCSHARES       CL A             31946M103         3253       57600SH          Sole     X
FIRST COMM BANKSHARES-A         CL A             319777108          830       23600SH          Sole     X
FIRST COMMERCE BANCSHARES       CL B             319777207          981       28272SH          Sole     X
FIRST COMMONWEALTH FINL C       COM              319829107         3955      458500SH          Sole     X
FIRST CONSULTING GROUP          COM              31986R103         3520      216613SH          Sole     X
FIRST FEDERAL CAPITAL           COM              319960100         2633      225300SH          Sole     X
FIRST DATA CORP.                COM              319963104       275329     6222118SH          Sole     X
FIRST FEDERAL BANCORP           COM              319966107           21        3300SH          Sole     X
FIRST ESSEX BANCORP INC.        COM              320103104           59        3800SH          Sole     X
FIRST FINANCIAL BANCORP         COM              320209109         5203      289036SH          Sole     X
FIRST FINL BANKSHARES INC       COM              32020R109         1149       43770SH          Sole     X
FIRST FINANCIAL CORP/IND        COM              320218100         1523       43900SH          Sole     X
FIRST FINANCIAL HOLDINGS        COM              320239106         2061      145900SH          Sole     X
FRST INDUSTRIAL RLTY REIT       COM              32054K103        15517      569417SH          Sole     X
FIRST INT'L BANCORP, INC        COM              32054Q100          830      118600SH          Sole     X
FIRST INDIANA CORP.             COM              32054R108          868       46920SH          Sole     X
FIRST KEYSTONE FINANCIAL        COM              320655103          279       30600SH          Sole     X
FIRST OF LONG ISLAND CORP       COM              320734106          170        5250SH          Sole     X
FIRST M&F CORP.                 COM              320744105          107        4653SH          Sole     X
FIRST MARINER BANCORP INC       COM              320795107          152       23800SH          Sole     X
FIRST MERCHANTS CORP.           COM              320817109         1099       54600SH          Sole     X
FIRST MIDWEST BANCORP           COM              320867104        10854      447586SH          Sole     X
FIRST MIDWEST FINANCIAL         COM              320878101           11        1050SH          Sole     X
FIRST HEALTH GROUP CORP.        COM              320960107        13639      431266SH          Sole     X
FIRST MUTUAL BANCHSHARES        COM              32190E102          354       36544SH          Sole     X
FIRST SAVINGS BANCORP           COM              335939104          236       16700SH          Sole     X
FIRST REPUBLIC BANK             COM              336158100         1557       78600SH          Sole     X
FIRST SECURITY CORP.            COM              336294103         9699      808251SH          Sole     X
FIRST SENTINEL BANCORP.         COM              33640T103         2130      277085SH          Sole     X
FIRST SOUTHERN BANCSHARES       COM              33645B107           17        1600SH          Sole     X
FIRST SOUTH BANCORP, INC.       COM              33646W100          478       25850SH          Sole     X
FIRST SOURCE CORPORATION        COM              336901103         2295      117341SH          Sole     X
FIRST TENNESSEE NATIONAL        COM              337162101        10938      538510SH          Sole     X
FIRST UNION CORP.               COM              337358105       522489    14026543SH          Sole     X
FIRST UNION REAL ESTATE         SH BEN INT       337400105          545      198100SH          Sole     X
FIRST UNITED BANCSHARES         COM              33741E104         1146      111800SH          Sole     X
FIRST VIRGINIA BANKS, INC       COM              337477103        12550      334123SH          Sole     X
FIRST WASHINGTON REALTY         COM              337489504         1757       94651SH          Sole     X
FIRST WASHINGTON BANCORP        COM              33748T104         1073       58800SH          Sole     X
THE FIRST YEARS INC.            COM              337610109          200       28900SH          Sole     X
FIRSTCITY FINANCIAL             COM              33761X107            7        3000SH          Sole     X
FIRSTWORLD COMMUNICATION        COM SER B        337625305         2038      100000SH          Sole     X
FIRSTCOM CORP.                  COM              33763T104         3494      102200SH          Sole     X
FIRSTAR CORP.                   COM              33763V109       314583    13714790SH          Sole     X
FISERV, INC.                    COM              337738108        22289      599364SH          Sole     X
FIRST FEDERAL FINANCIAL         COM              337907109         4924      371600SH          Sole     X
FIRSTMERIT CORP.                COM              337915102         6706      363736SH          Sole     X
FLAGSTAR BANCORP, INC.          COM              337930101         1128       86800SH          Sole     X
FIRSTSPARTAN FINANCIAL CO       COM              337931109          415       27300SH          Sole     X
FIRSTENERGY CORP.               COM              337932107        73596     3568285SH          Sole     X
FISHER SCIENTIFIC INTL          COM NEW          338032204        13310      299100SH          Sole     X
FLASHNET COMMUNICATIONS         COM              338527104          113       22600SH          Sole     X
FLEETBOSTON FIN. CORP           COM              339030108       476863    13064753SH          Sole     X
FLEETWOOD ENTERPRISES INC       COM              339099103         4734      320974SH          Sole     X
FLEMING COS., INC.              COM              339130106         5583      370639SH          Sole     X
FLEXSTEEL INDUSTRY              COM              339382103          579       47300SH          Sole     X
FLORIDA BANKS, INC.             COM              340560101         1238      213000SH          Sole     X
FLORIDA EAST COAST RAILWA       COM              340632108        11858      244500SH          Sole     X
FLORIDA PROGRESS CORP.          COM              341109106        62472     1361791SH          Sole     X
FLORIDA ROCK INDUSTRIES,        COM              341140101         5712      204000SH          Sole     X
FLORSHEIM GROUP INC.            COM              343302105          162       58315SH          Sole     X
FLOW INTL CORP.                 COM              343468104          344       29300SH          Sole     X
FLOWERS INDUSTRIES, INC.        COM              343496105         6153      405125SH          Sole     X
FLOWSERVE CORP                  COM              34354P105         4150      322302SH          Sole     X
FLUOR CORP.                     COM              343861100        32673     1053969SH          Sole     X
FLUSHING FINANCIAL CORP.        COM              343873105         1208       89050SH          Sole     X
FOAMEX INTL, INC                COM              344123104         1516      160600SH          Sole     X
FOCAL COMMUNICATIONS CORP       COM              344155106        10293      183800SH          Sole     X
FOCUS AFFILIATES, INC.          COM              34415P102           22        7800SH          Sole     X
FOGDOG INC                      COM              344167101          232       42200SH          Sole     X
FOOD TECHNOLOGY SERVICE         COM              344798103          230       52650SH          Sole     X
FOODARAMA SUPERMARKETS, I       COM              344820105          493       19700SH          Sole     X
FOOTHILL INDEP BANCORP          COM              344905104           13        1391SH          Sole     X
FOOTSTAR INC                    COM              344912100         9050      320354SH          Sole     X
FORD MOTOR CO.                  COM              345370100       790257    17202866SH          Sole     X
FOREST CITY ENTERPRISE CL       CL A             345550107         5402      183900SH          Sole     X
FOREST LABORATORIES, INC.       COM              345838106        35735      422900SH          Sole     X
FOREST OIL                      COM NEW          346091606         6859      645600SH          Sole     X
FORRESTER RESEARCH, INC.        COM              346563109         3852       71000SH          Sole     X
FORT JAMES CORP.                COM              347471104        67469     3066771SH          Sole     X
FORTRESS GROUP INC.             COM              34956K108           58       57700SH          Sole     X
FORTUNE BRANDS INC.             COM              349631101        60904     2436152SH          Sole     X
FORWARD AIR CORP.               COM              349853101         3733      157600SH          Sole     X
FOSSIL INC                      COM              349882100         9264      395250SH          Sole     X
FOSTER WHEELER CORP.            COM              350244109         2872      425526SH          Sole     X
FOUNDATION HEALTH SYSTEM        COM              350404109         7025      878070SH          Sole     X
FOUNDRY NETWORKS INC            COM              35063R100        49809      346500SH          Sole     X
4 KIDS ENTERTAINMENT INC.       COM              350865101          853       36100SH          Sole     X
FOUR MEDIA COMPANY              COM              350872107          230       14900SH          Sole     X
4FRONT TECHNOLOGIES INC.        COM              351042106          909       43800SH          Sole     X
FOURTH SHIFT CORP.              COM              351128103          993      149900SH          Sole     X
FOX ENTERTAINMENT GRP           CL A             35138T107        19340      646000SH          Sole     X
FRANCHISE FIN OF AMR REIT       COM              351807102        13704      589420SH          Sole     X
FRANKLIN COVEY CO.              COM              353469109         1618      223200SH          Sole     X
FRANKLIN ELEC  INC              COM              353514102         1999       31300SH          Sole     X
FRANKLIN ELECTRPUBL             COM              353515109         1301      185800SH          Sole     X
FRANKLIN RESOURCES CORP.        COM              354613101       118680     3549299SH          Sole     X
FREEDOM SECURITIES CORP.        COM              35644K103         1186       75900SH          Sole     X
FREEMARKETS INC                 COM              356602102        13078      108083SH          Sole     X
FREEPORT-MCMORAN CLASS A        CL A             35671D105         3000      269698SH          Sole     X
FREEPORT-MCMORAN CLASS B        CL B             35671D857        29960     2483715SH          Sole     X
FREESHOP.COM                    COM              356873109          714       36600SH          Sole     X
FREMONT GENERAL CORP.           COM              357288109         2901      488668SH          Sole     X
FRESH CHOICE, INC.              COM              358032100          228       49900SH          Sole     X
FRESH FOODS, INC.               COM              358034106          113       36100SH          Sole     X
FRESH AMERICA CORP.             COM              35803R105          473      127100SH          Sole     X
FRIEDE GOLDMAN HALTER INC       COM              358430106         4125      599998SH          Sole     X
FRIEDMAN BILLINGS RAMSEY        CL A             358433100         1556      143100SH          Sole     X
FRIEDMAN'S, INC. CLASS A        CL A             358438109         1657      269200SH          Sole     X
FRIENDLY ICE CREAM CORP.        COM              358497105         1258      319500SH          Sole     X
FRISBY TECHNOLOGIES             COM              358743102           17        2300SH          Sole     X
FRISCH'S RESTAURANTS, INC       COM              358748101          419       49334SH          Sole     X
FRITZ COS., INC.                COM              358846103         3173      313400SH          Sole     X
FRONTIER AIRLINES, INC.         COM              359065109          382       32200SH          Sole     X
FRONTIER FINANCIAL CORP.        COM              35907K105         1365       73800SH          Sole     X
FRONTIER INSURANCE GROUP,       COM              359081106          305      304942SH          Sole     X
FRONTIER OIL CORP.              COM              35914P105          762      101600SH          Sole     X
FRONTLINE CAPITAL GROUP         COM              35921N101         3476       79000SH          Sole     X
FRONTLINE COMMUNICATIONS        COM              35921T108          310       63600SH          Sole     X
FROZEN FOOD EXPRESS INDUS       COM              359360104           98       29000SH          Sole     X
FUELCELL ENERGY, INC.           COM              35952H106         1659       21350SH          Sole     X
H. B. FULLER CO.                COM              359694106         6244      156350SH          Sole     X
FULTON FINL CORP.               COM              360271100         4129      196040SH          Sole     X
FURNITURE BRANDS INT'L          COM              360921100         7763      412670SH          Sole     X
G & K SERVICES, INC.            CL A             361268105         4016      205475SH          Sole     X
G & L REALTY CORP.              COM              361271109          485       52398SH          Sole     X
GATX CORP.                      COM              361448103         7852      206640SH          Sole     X
GBC BANCORP                     COM              361475106         2256       97300SH          Sole     X
GC COMPANIES                    COM              36155Q109         2928       84271SH          Sole     X
GST TELECOMMUNICATIONS          COM              361942105         1678      273900SH          Sole     X
GP STRATEGIES CORP.             COM              36225V104           14        3500SH          Sole     X
GPU, INC.                       COM              36225X100        52627     1922455SH          Sole     X
GSB FINANCIAL CORP.             COM              362263105           32        2800SH          Sole     X
GSE SYSTEMS INC.                COM              36227K106            4         600SH          Sole     X
GTE CORP.                       COM              362320103       982759    13841679SH          Sole     X
GT INTERACTIVE SOFTWARE         COM              36236E109          772      246900SH          Sole     X
GABLES RESIDENTIAL REIT         SH BEN INT       362418105         8713      387263SH          Sole     X
GADZOOKS INC.                   COM              362553109         2433      112200SH          Sole     X
GADZOOX NETWORKS, INC.          COM              362555104         3499       73000SH          Sole     X
GALAGEN INC.                    COM              362913105          102       39200SH          Sole     X
GAINSCO, INC.                   COM              363127101         1218      207307SH          Sole     X
GALILEO INT'L.                  COM              363547100        13085      543800SH          Sole     X
A.J. GALLAGHER                  COM              363576109        11830      364000SH          Sole     X
GALLERY OF HISTORY, INC.        COM              363812108          144       46200SH          Sole     X
GANNETT CO., INC.               COM              364730101       280760     3989481SH          Sole     X
THE GAP, INC.                   COM              364760108       675683    13564535SH          Sole     X
GARDEN FRESH RESTAURANT         COM              365235100         1113      101200SH          Sole     X
GARDNER DENVER, INC.            COM              365558105         2531      134550SH          Sole     X
GARTNER GROUP INC-CLASS A       COM              366651107         4542      288400SH          Sole     X
GARTNER GROUP B SHS             CL B             366651206         1475      110828SH          Sole     X
GATEWAY, INC.                   COM              367626108       271382     5120413SH          Sole     X
GAYLORD ENTERTAINMENT 'A'       COM              367905106         4840      178434SH          Sole     X
GAYLORD CONTAINER CORP.         CL A             368145108         3348      525200SH          Sole     X
GEERLINGS & WADE INC            COM              368473104          157       32600SH          Sole     X
GELTEX PHARMACEUTICALS          COM              368538104         3585      214000SH          Sole     X
GENCORP, INC.                   COM              368682100         3634      468940SH          Sole     X
GENE LOGIC INC                  COM              368689105         2991       71100SH          Sole     X
GENENTECH INC.                  COM NEW          368710406        38655      254310SH          Sole     X
GENERAL BINDING CORP.           COM              369154109         1438      150400SH          Sole     X
GENERAL CABLE CORP.             COM              369300108         2012      257550SH          Sole     X
GENERAL CHEMICAL GROUP          COM              369332101          288      135600SH          Sole     X
GENERAL CIGAR HOLDINGS          CL A             36933P100         1872      123800SH          Sole     X
GENERAL COMMUNICATION           CL A             369385109         1510      281000SH          Sole     X
GENERAL DATACOMM IND., IN       COM              369487103         2769      299300SH          Sole     X
GENERAL DYNAMICS CORP.          COM              369550108       141332     2840838SH          Sole     X
GENERAL ELECTRIC CO.            COM              369604103      8128338    52377533SH          Sole     X
GENERAL GROWTH PROPS REIT       COM              370021107        16712      549073SH          Sole     X
GENERAL MAGIC, INC.             COM              370253106           29        3300SH          Sole     X
GENERAL MILLS, INC.             COM              370334104       171282     4733178SH          Sole     X
GENERAL MOTORS CORP.            COM              370442105       761559     9196181SH          Sole     X
GENERAL MOTORS CORP. CL H       CL H NEW         370442832        59307      476363SH          Sole     X
GENERAL SEMICONDUCTOR INC       COM              370787103        17800     1031889SH          Sole     X
GENESCO, INC.                   COM              371532102         3286      250400SH          Sole     X
GENESISINTERMEDIA.COM           COM              37184T106         1919      105400SH          Sole     X
GENTEX CORP                     COM              371901109        18216      491500SH          Sole     X
GENISIS HEALTH                  COM              371912106          112      163350SH          Sole     X
GENESIS DIRECT, INC.            COM              371935107            1       31900SH          Sole     X
GENLYTE GROUP, INC.             COM              372302109         1775       91000SH          Sole     X
GENOME THERAPEUTICS CORP.       COM              372430108         1283       54430SH          Sole     X
GENRAD, INC.                    COM              372447102         4818      389299SH          Sole     X
GENTEK INC.                     COM              37245X104         2267      161961SH          Sole     X
GENUINE PARTS CO.               COM              372460105        58952     2469189SH          Sole     X
GENZYME TRANSGENICS CORP.       COM              37246E105          580       29000SH          Sole     X
GEON CO.                        COM              37246W105         4775      222100SH          Sole     X
GENTIVA HEALTH SERVICES         COM              37247A102          479       66887SH          Sole     X
GENZYME CORP.                   COM GENL DIV     372917104        30052      599544SH          Sole     X
GENZYME MOLEC. ONCOLOGY         COM-MOLECULAR    372917500         1650      109103SH          Sole     X
GENZYME SURGICAL PRODUCTS       COM SURG PRODS   372917609          880       74874SH          Sole     X
GEORGIA GULF, CORP.             COM PAR $0.01    373200203         7940      305390SH          Sole     X
GEORGIA-PACIFIC GROUP           COM GA PAC GRP   373298108       101835     2574026SH          Sole     X
GEORGIA PACIFIC TIMBER          COM-TIMBER GRP   373298702        13825      539518SH          Sole     X
GEOWORKS                        COM              373692102         3780      106100SH          Sole     X
GERBER SCIENTIFIC, INC.         COM              373730100         5164      267400SH          Sole     X
GERMAN AMERICAN BANCORP         COM              373865104          194       12601SH          Sole     X
GERON CORP.                     COM              374163103         2473       89100SH          Sole     X
GETTHERE.COM INC                COM              374266104         1883      122500SH          Sole     X
GETTY IMAGES, INC               COM              374276103         9437      262600SH          Sole     X
GETTY PETROLEUM MRKTG INC       COM              374292100          316      140232SH          Sole     X
GETTY REALTY CORP *NEW*         COM              374297109         1642      145932SH          Sole     X
GIANT INDUSTRIES INC.           COM              374508109          827       91900SH          Sole     X
GIBRALTAR STEEL                 COM              37476F103          644       39150SH          Sole     X
GILEAD SCIENCES, INC.           COM              375558103        24435      385569SH          Sole     X
GILLETTE CO.                    COM              375766102       638717    16947712SH          Sole     X
GILMAN & CIOCIA INC.            COM              375908100          814      125200SH          Sole     X
GLACIER WATER SERVICES          COM              376395109           78        4800SH          Sole     X
P. H. GLATFELTER CO.            COM              377316104         3569      335860SH          Sole     X
GLENAYRE TECHNOLOGIES INC       COM              377899109        11536      656862SH          Sole     X
GLENBOROUGH REALTY REIT         COM              37803P105         7624      525812SH          Sole     X
GLIATECH INC.                   COM              37929C103          933       53900SH          Sole     X
GLIMCHER REALTY TRST REIT       SH BEN INT       379302102         4038      299088SH          Sole     X
GLOBAL INDUSTRIES LTD.          COM              379336100         8183      559500SH          Sole     X
GLOBAL IMAGING SYSTEMS          COM              37934A100          446       57600SH          Sole     X
GLOBAL MARINE, INC.             COM              379352404        23297      918110SH          Sole     X
GLOBAL PAYMENT TECH INC         COM              37936S109          491       56900SH          Sole     X
GLOBAL TELESYSTEMS GROUP        COM              37936U104        14022      684000SH          Sole     X
GLOBAL VACATION GROUP           COM              37937F106          641      176900SH          Sole     X
GLOBE BUSINESS RESOURCES        COM              379395106         1169       93500SH          Sole     X
GLOBECOMM SYSTEMS, INC.         COM              37956X103         1180       44200SH          Sole     X
GLOBESPAN, INC.                 COM              379571102        17868      175288SH          Sole     X
GLOBIX CORP                     COM              37957F101         7232      189700SH          Sole     X
GOLD BANC CORP., INC.           COM              379907108          264       39900SH          Sole     X
GOLD RESERVE, INC.  CL A        CL A             38068N108           47       67000SH          Sole     X
GOLDEN ENTERPRISES INC.         COM              381010107          226       69500SH          Sole     X
GOLDEN STATE BANCORP INC        COM              381197102        12497      836648SH          Sole     X
GOLDEN WEST FINANCIAL COR       COM              381317106        92615     2969610SH          Sole     X
GOLDMAN SACHS GROUP             COM              38141G104        26008      247400SH          Sole     X
GOLF TRUST OF AMERICA           COM              38168B103         1725      104517SH          Sole     X
GOOD GUYS, INC.                 COM              382091106          547      132700SH          Sole     X
THE B F GOODRICH CO.            COM              382388106        43795     1526608SH          Sole     X
GOODYEAR TIRE & RUBBER CO       COM              382550101        50598     2170423SH          Sole     X
GOODY'S FAMILY CLOTHING         COM              382588101         1641      270700SH          Sole     X
GORMAN-RUPP CO.                 COM              383082104          548       34825SH          Sole     X
GOTTSCHALK (E.)& CO., INC       COM              383485109          509       96900SH          Sole     X
GO2NET, INC.                    COM              383486107        17909      222300SH          Sole     X
GOTO.COM, INC.                  COM              38348T107         6098      148500SH          Sole     X
W.R. GRACE & CO.                COM              38388F108        22151     1745897SH          Sole     X
GRACO, INC.                     COM              384109104         8062      277987SH          Sole     X
GRADCO SYSTEMS, INC.            COM              384111100           14        6825SH          Sole     X
W.W. GRAINGER, INC.             COM              384802104        72269     1332152SH          Sole     X
GRAND PREMIER FINL, INC.        COM              386174106          989       71905SH          Sole     X
THE GRAND UNION CO.             COM              386532402          340      115600SH          Sole     X
GRANITE CONSTRUCTION CO.        COM              387328107         5516      204300SH          Sole     X
GRANITE STATE BANKSHARES        COM              387472103         1039       68150SH          Sole     X
GRAPHON CORPORATION             COM              388707101         1416       71700SH          Sole     X
GRAY COMMUNICATIONS SYSTM       COM              389190109          615       51800SH          Sole     X
GREAT A & P TEA CO., INC.       COM              390064103        11779      604056SH          Sole     X
GREAT LAKES CHEMICAL CORP       COM              390568103        28828      847869SH          Sole     X
GREAT LAKES REIT INC.           COM              390752103         3084      203918SH          Sole     X
GREAT SOUTHERN BANCORP          COM              390905107         1025       55500SH          Sole     X
GREAT PLAINS SOFTWARE           COM              39119E105         6944      130100SH          Sole     X
GREATER BAY BANCORP             COM              391648102         4077      101300SH          Sole     X
GREATER COMMUNITY BANCORP       COM              39167M108          149       22120SH          Sole     X
GREATER DELAWARE SVGS BNK       COM              391688108          421       50600SH          Sole     X
GREEN MOUNTAIN POWER CORP       COM              393154109          465       69507SH          Sole     X
GREEN POINT FINANCIAL           COM              395384100         9929      505940SH          Sole     X
GREIF BROS. CORP. CL A          CL A             397624107         4804      150700SH          Sole     X
GREKA ENERGY CORP.              COM              397637109          315       34964SH          Sole     X
GREY ADVERTISING, INC.          COM              397838103         1227        3000SH          Sole     X
GREY WOLF INC.                  COM              397888108         5245     1332100SH          Sole     X
GRIC COMMUNICATIONS INC         COM              398081109          837       24800SH          Sole     X
GRIFFIN LAND & NURSERIES        CL A             398231100          541       49200SH          Sole     X
GRIFFON CORP.                   COM              398433102         1665      213100SH          Sole     X
GROUP 1 AUTOMOTIVE              COM              398905109         1679      144400SH          Sole     X
GROUP 1 SOFTWARE                COM              39943Y103           96        5100SH          Sole     X
GROVE PROPERTY TRUST            SH BEN INT       399613108         1305      100350SH          Sole     X
GTECH, INC.                     COM              400518106         5923      319060SH          Sole     X
GUARANTY FEDERAL BNCSHS         COM              40108P101          244       24100SH          Sole     X
GUESS ? INC.                    COM              401617105         4019      125600SH          Sole     X
GUIDANT CORP.                   COM              401698105       289968     4930379SH          Sole     X
GUILFORD MILLS, INC.            COM              401794102         1576      204975SH          Sole     X
GUILFORD PHARMACEUTICALS        COM              401829106         3181      136800SH          Sole     X
GUITAR CENTER                   COM              402040109         1204      105300SH          Sole     X
GULF ISLAND FABRICATION         COM              402307102         1239       84700SH          Sole     X
GULF WEST BANKS, INC.           COM              402582100          133       18855SH          Sole     X
GUNDLE/SLT ENVIRONMENTAL        COM              402809107          387      131600SH          Sole     X
GYMBOREE INC.                   COM              403777105         1282      310900SH          Sole     X
HMT TECHNOLOGY CORP.            COM              403917107         1173      354200SH          Sole     X
H.T.E., INC.                    COM              403926108          126       39300SH          Sole     X
HCC INSURANCE HOLDINGS          COM              404132102         4238      319850SH          Sole     X
H.D. VEST, INC.                 COM              404150104           65       10000SH          Sole     X
HF FINANCIAL CORP.              COM              404172108          411       47650SH          Sole     X
HIE INC                         COM              40419W100          965      160900SH          Sole     X
HMN FINANCIAL INC.              COM              40424G108          776       76650SH          Sole     X
HNC SOFTWARE, INC.              COM              40425P107        18578      257800SH          Sole     X
HRPT PROPERTIES TRUST           COM SH BEN INT   40426W101        11932     1373449SH          Sole     X
HSB GROUP INC.                  COM              40428N109         7089      244969SH          Sole     X
HS RESOURCES INC                COM              404297103         6456      305601SH          Sole     X
HA-LO INDUSTRIES, INC.          COM              404429102         3854      489425SH          Sole     X
HABERSHAM BANCORP               COM              404459109           47        4500SH          Sole     X
HADCO CORP.                     COM              404681108        10256      158700SH          Sole     X
HAEMONETICS CORP.               COM              405024100         5649      251050SH          Sole     X
HAGGAR CORP.                    COM              405173105          186       13500SH          Sole     X
HAGLER BAILLY, INC.             COM              405183104          427       94800SH          Sole     X
HAIN FOOD GROUP, INC.           COM              405219106         4476      158100SH          Sole     X
HALLIBURTON CO.                 COM              406216101       252783     6165448SH          Sole     X
HAMILTON BANCORP, INC.          COM              407013101         2247      143800SH          Sole     X
HANCOCK FABRICS, INC.           COM              409900107          536      186500SH          Sole     X
HANCOCK HOLDING CO.             COM              410120109         2745       88892SH          Sole     X
JOHN HANCOCK FINANCIAL          COM              41014S106        18138     1004200SH          Sole     X
HANDLEMAN CO.                   COM              410252100         2628      296061SH          Sole     X
HANGER ORTHOPEDIC GROUP         COM NEW          41043F208          747      140600SH          Sole     X
M.A. HANNA CO.                  COM              410522106         4841      427975SH          Sole     X
HANNAFORD BROS. CO.             COM              410550107        12960      175735SH          Sole     X
HANOVER COMPRESSOR CO.          COM              410768105        14566      256100SH          Sole     X
HANOVER DIRECT, INC.            COM              410783104         2718     1144276SH          Sole     X
HARBINGER CORP.                 COM              41145C103        11409      391730SH          Sole     X
HARBOR FEDERAL BANCORP          COM              41151A108          143       11000SH          Sole     X
HARCOURT GENERAL, INC.          COM              41163G101        37108      996190SH          Sole     X
HARBOR FLORIDA BANCSHRS         COM              411901101         1971      173263SH          Sole     X
HARKEN ENERGY CORP.             COM              412552101          635      634900SH          Sole     X
JOHN H. HARLAND CO.             COM              412693103         6127      453887SH          Sole     X
HARLEY DAVIDSON, INC.           COM              412822108       193328     2435629SH          Sole     X
HARLEYSVILLE GROUP INC.         COM              412824104         1344       92700SH          Sole     X
HARLEYSVILLE NATIONAL           COM              412850109         1757       64789SH          Sole     X
HARMAN INTL. INDS., INC.        COM              413086109        12451      207516SH          Sole     X
HARMON INDUSTRIES INC.          COM              413136102         2632      145200SH          Sole     X
HARMONIC, INC.                  COM              413160102        17857      214500SH          Sole     X
HARNISCHFEGER INDS., INC.       COM              413345109          108      172506SH          Sole     X
HARRAH'S ENTERTAINMENT          COM              413619107        35238     1898345SH          Sole     X
HARRIS CORP.                    COM              413875105        13248      383314SH          Sole     X
HARRIS SAVINGS BANK             COM              414541102          922      128300SH          Sole     X
HARRODSBURG FIRST FINL          COM              415781103          107        9800SH          Sole     X
HARRY'S FARMERSMARKET           CL A             415863109            0         200SH          Sole     X
HARSCO CORP.                    COM              415864107         9998      345490SH          Sole     X
HARTE-HANKS, INC.               COM              416196103         6334      279182SH          Sole     X
HARTFORD FINL SVCS GRP          COM              416515104       168840     3200756SH          Sole     X
HARTFORD LIFE, INC.             CL A             416592103        11086      236500SH          Sole     X
HARTMARX CORP.                  COM              417119104          441      160300SH          Sole     X
HASBRO, INC.                    COM              418056107        44888     2720477SH          Sole     X
HAUSER, INC.                    COM PAR $0.001   419141403          167       70225SH          Sole     X
HAVEN BANCORP                   COM              419352109         1436       91900SH          Sole     X
HAVERTY FURNITURE               COM              419596101          947       89100SH          Sole     X
HAWAIIAN ELECTRIC IND. IN       COM              419870100         8740      274750SH          Sole     X
HAWK CORPORATION                CL A             420089104          116       22000SH          Sole     X
HAWTHORNE FINANCIAL CORP.       COM              420542102          345       41200SH          Sole     X
HAYES LEMMERZ INTL., INC.       COM              420781106         4327      226260SH          Sole     X
HEARME                          COM              421903105         2724      107900SH          Sole     X
HEALTHCARE SERVICES GROUP       COM              421906108          367       67514SH          Sole     X
HEALTH CARE PROP. INVESTO       COM              421915109         9858      387556SH          Sole     X
HEALTHSOUTH CORP.               COM              421924101        33716     6061255SH          Sole     X
HEALTH MANGEMENT ASSOC. C       CL A             421933102        18258     1281250SH          Sole     X
HEALTHCARE REALTY TRUST         COM              421946104         5056      301871SH          Sole     X
HEALTHPLAN SERVICES CORP.       COM              421959107          405       87500SH          Sole     X
HEALTH SYSTEMS DESIGN           COM              421964107          340       60400SH          Sole     X
HEARTPORT INC.                  COM              421969106          705      152400SH          Sole     X
HEARTLAND TECH., INC.           COM              421979105           54       15500SH          Sole     X
HEADWAY CORPORATE RESRCES       COM              422101105          566      167700SH          Sole     X
HEALTH CARE REIT INC            COM              42217K106         3052      218000SH          Sole     X
HEALTHAXIS, INC.                COM              42219D100         1529      106400SH          Sole     X
HEALTH MGT SYS INC              COM              42219M100          387       80450SH          Sole     X
HEALTHEON/WEBMD CORP.           COM              422209106         5538      240800SH          Sole     X
HEARST ARGLY TELEVISION         COM              422317107         3480      148859SH          Sole     X
HEARTLAND EXPRESS INC           COM              422347104         2859      203558SH          Sole     X
HECLA MINING CO.                COM              422704106          412      299900SH          Sole     X
HECTOR COMMUNICATIONS COR       COM              422730101         1047       73450SH          Sole     X
HEICO CORP.                     COM              422806109          828       57137SH          Sole     X
HEICO CORP. CLASS A             CL A             422806208          898       64168SH          Sole     X
HEIDRICK & STRUGGLES            COM              422819102         2656       66200SH          Sole     X
HEILIG-MEYERS CO.               COM              422893107         1978      502235SH          Sole     X
H.J. HEINZ CO.                  COM              423074103       196097     5622849SH          Sole     X
HELIX TECHNOLOGY CORPORAT       COM              423319102        13106      218200SH          Sole     X
HELLER FINANCIAL, INC.          CL A             423328103         4103      177440SH          Sole     X
HELMERICH & PAYNE, INC.         COM              423452101        14735      475324SH          Sole     X
HEMISPHERX BIOPHARAMA INC       COM              42366C103         1193      110300SH          Sole     X
JACK HENRY & ASSOCIATES         COM              426281101        13566      367900SH          Sole     X
HERBALIFE INTL CL A             CL A             426908208          731       51733SH          Sole     X
HERBALIFE INTL CL B             CL B             426908307         1139       86401SH          Sole     X
HERCULES, INC.                  COM              427056106        23685     1468844SH          Sole     X
HERITAGE FINANCIAL CORP.        COM              42722X106          805       98300SH          Sole     X
HERSHEY FOODS CORP.             COM              427866108        93862     1925381SH          Sole     X
HERTZ CORP.                     CL A             428040109         8921      261900SH          Sole     X
HEWLETT-PACKARD CO.             COM              428236103      1904231    14364779SH          Sole     X
HEXCEL CORP.                    COM              428291108         1250      250000SH          Sole     X
HI/FN, INC.                     COM              428358105         5073       77977SH          Sole     X
HIBBETT SPORTING GOODS          COM              428565105          590       28700SH          Sole     X
HIBERNIA CORP. CLASS A          CL A             428656102         6973      664123SH          Sole     X
HIGH PLAINS CORP.               COM              429701105          420      117997SH          Sole     X
HIGH SPEED ACCESS CORP.         COM              42979U102         2265      173400SH          Sole     X
HIGHLANDS INSURANCE GROUP       COM              431032101          720       84684SH          Sole     X
HIGHWOOD PROPERTIES REIT        COM              431284108        14168      666752SH          Sole     X
HILB, ROGAL & HAMILTON CO       COM              431294107         3652      133700SH          Sole     X
HILLENBRAND INDUSTRIES, I       COM              431573104         8942      262990SH          Sole     X
HILTON HOTELS CORP.             COM              432848109        45220     5834888SH          Sole     X
HISPANIC BROADCASTING           CL A             43357B104        29694      262200SH          Sole     X
HITOX CORP. AMERICA             COM              433658101           79       40700SH          Sole     X
HOENIG GROUP INC.               COM              434396107         1118      128700SH          Sole     X
HOLLINGER INTERNATIONAL         CL A             435569108         3680      342300SH          Sole     X
HOLLY CORP.                     COM PAR $0.01    435758305          779       67700SH          Sole     X
HOLLYWOOD CASINO CORP.          CL A             436132203         1008      278000SH          Sole     X
HOLLYWOOD.COM INC               COM              436137103          406       26000SH          Sole     X
HOLLYWOOD ENTERTAINMENT         COM              436141105         4129      512100SH          Sole     X
HOLOGIC, INC.                   COM              436440101          750       94500SH          Sole     X
HOME BANCORP                    COM              436889109          277       18000SH          Sole     X
HOME DEPOT, INC.                COM              437076102      2373849    36803860SH          Sole     X
HOME PRODUCTS INTL INC          COM              437305105          682       61320SH          Sole     X
HOME PROP OF NY                 COM              437306103         8546      319480SH          Sole     X
HOMEBASE INC.                   COM              43738E108          627      313600SH          Sole     X
HOMEGROCER.COM                  COM              43740K100         2644      254840SH          Sole     X
HOMESTAKE MINING CO             COM              437614100        21621     3603419SH          Sole     X
HOMESTEAD VILLAGE               COM              437851108         1006      315691SH          Sole     X
HOMESTORE.COM, INC.             COM              437852106        11169      229100SH          Sole     X
HON INDUSTRIES, INC.            COM              438092108        10119      392980SH          Sole     X
HONEYWELL INTERNATIONAL         COM              438516106       594749    11288232SH          Sole     X
HOOPER HOLMES                   COM              439104100        10953      319200SH          Sole     X
HOOVER'S INC.                   COM              439321100          675       59300SH          Sole     X
HOPFED BANCORP, INC.            COM              439734104          318       28300SH          Sole     X
HORIZON PHARMACIES, INC.        COM              439902107          352       57400SH          Sole     X
HORIZON MEDICAL PRODUCTS        COM              439903105           71       28200SH          Sole     X
HORACE MANN EDUCATORS COR       COM              440327104         6384      346270SH          Sole     X
HORIZON FINANCIAL CORP.         COM              44041F105          522       57633SH          Sole     X
HORIZON GROUP PROPERTIES        COM              44041U102          113       25755SH          Sole     X
HORIZON ORGANIC HOLDING         COM              44043T103          648       59900SH          Sole     X
HORMEL FOODS CORP.              COM              440452100         9741      592620SH          Sole     X
HOSPITALITY PROPS REIT          COM SH BEN INT   44106M102        16672      823290SH          Sole     X
HOST MARRIOTT CORP. REIT        COM              44107P104        25915     2920051SH          Sole     X
HOT TOPIC, INC.                 COM              441339108         4333      123800SH          Sole     X
HOTEL RESERVATIONS NETW.        CL A             441451101          178       10000SH          Sole     X
HOTELWORKS.COM INC.             COM              441473105          159       84800SH          Sole     X
HOTJOBS.COM, LTD                COM              441474103         2197       87000SH          Sole     X
HOUGHTON MIFFLIN CO.            COM              441560109         5412      127530SH          Sole     X
HOUSEHOLD INTERNATIONAL         COM              441815107       245174     6570840SH          Sole     X
HOUSTON EXPLORATION CO.         COM              442120101          956       53100SH          Sole     X
HOVNANIAN ENTERPRISES CL.       CL A             442487203          533       87000SH          Sole     X
HOWELL CORP                     COM              443051107          157       23000SH          Sole     X
HOWMET INT'L. INC.              COM              443208103        10455      517900SH          Sole     X
HUB GROUP, INC.                 CL A             443320106          183       12000SH          Sole     X
HUBBELL INC. CLASS A            CL A             443510102          209        8100SH          Sole     X
HUBBELL INC. CLASS B            CL B             443510201         7021      256486SH          Sole     X
HUDSON CITY BANCORP, INC.       COM              443683107         4583      313400SH          Sole     X
HUDSON RIVER BANCORP.           COM              444128102          601       60100SH          Sole     X
HUDSON TECHNOLOGIES INC.        COM              444144109           13        5600SH          Sole     X
HUDSON UNITED BANCORP           COM              444165104        13802      636409SH          Sole     X
HUFFY CORP.                     COM              444356109           74       17000SH          Sole     X
HUGHES SUPPLY, INC.             COM              444482103         3313      213750SH          Sole     X
HUMANA, INC.                    COM              444859102        19280     2636584SH          Sole     X
HUMAN GENOME SCIENCES INC       COM              444903108        30633      368800SH          Sole     X
HUMP HREY HOSPITALITY           COM              445467103          521       77900SH          Sole     X
HUNT CORP.                      COM              445591100          533       59600SH          Sole     X
J. B. HUNT TRANSPORT SERV       COM              445658107         3655      267040SH          Sole     X
HUNTCO INC CL-A                 CL A             445661101         1096      257900SH          Sole     X
HUNTINGTON BANCSHARES,INC       COM              446150104        74942     3349345SH          Sole     X
HUSSMAN INTL.                   COM              448110106         4579      360887SH          Sole     X
HUTCHINSON TECHNOLOGY, IN       COM              448407106         5342      303100SH          Sole     X
HUTTIG BUILDING PRODUCTS        COM              448451104          702      155904SH          Sole     X
ICN PHARMACEUTICALS             COM              448924100        13716      503351SH          Sole     X
IDT CORP.                       COM              448947101         7972      192100SH          Sole     X
HYPERFEED TECHNOLOGIES          COM              44913S102          686      114300SH          Sole     X
HYPERION SOLUTIONS CORP         COM              44914M104        10995      338313SH          Sole     X
HYSEQ, INC.                     COM              449163302         2191       49100SH          Sole     X
IBP, INC.                       COM              449223106        12758      810020SH          Sole     X
ICG COMMUNICATIONS, INC.        COM              449246107        13217      365874SH          Sole     X
ICH CORPORATION                 COM NEW          44926L300           22        3520SH          Sole     X
ICOS CORP.                      COM              449295104         7052      195200SH          Sole     X
IDEC PHARMACEUTICALS            COM              449370105        40597      413200SH          Sole     X
I.D. SYSTEMS, INC.              COM              449489103          291       34800SH          Sole     X
IDX SYSTEMS CORP.               COM              449491109         4560      166562SH          Sole     X
IEC ELECTRONICS CORP.           COM              44949L105          120       39900SH          Sole     X
IGEN INTERNATIONAL, INC.        COM              449536101         3138      125500SH          Sole     X
IGI, INC.                       COM              449575109          231       92300SH          Sole     X
IHOP CORP.                      COM              449623107         3147      224800SH          Sole     X
ILX RESORTS INC                 COM NEW          449661503            2        1200SH          Sole     X
IMC GLOBAL INC.                 COM              449669100         6903      470005SH          Sole     X
IMCO RECYCLING, INC.            COM              449681105         1724      155800SH          Sole     X
IPC COMMUNICATIONS, INC.        COM NEW          44980K206        13555       65800SH          Sole     X
I-LINK INC.                     COM              449927102         2284      217500SH          Sole     X
I-LINK SERIES N PREFERRED       PFD SER N        449927997          565         150SH          Sole     X
IMS HEALTH INCORPORATED         COM              449934108        84343     4979640SH          Sole     X
IRI INTERNATIONAL CORP.         COM              45004F107         1078      114200SH          Sole     X
IRT PROPERTY CO. REIT           COM              450058102         4439      554831SH          Sole     X
ISS GROUP                       COM              450306105        28985      248800SH          Sole     X
I-STAT CORP.                    COM              450312103         1030       64600SH          Sole     X
ITC DELTACOM INC.               COM              45031T104        16512      463500SH          Sole     X
ITI TECHNOLOGIES INC            COM              450564109         2115       71100SH          Sole     X
ITLA CAPITAL CORPORATION        COM              450565106         1010       79200SH          Sole     X
ITT EDUCATIONAL SERVICES        COM              45068B109         3056      191000SH          Sole     X
ITXC CORP.                      COM              45069F109         5425      115280SH          Sole     X
IXL ENTERPRISES, INC.           COM              450718101         5978      213500SH          Sole     X
IBASIS, INC.                    COM              450732102         4073       99200SH          Sole     X
ITT INDUSTRIES, INC.            COM              450911102        40120     1291596SH          Sole     X
IDACORP INC                     COM              451107106        11252      323810SH          Sole     X
IDEX CORP.                      COM              45167R104         7409      271875SH          Sole     X
IDEXX LABORATORIES CORP.        COM              45168D104        10500      450400SH          Sole     X
IGATE CAPITAL CORP.             COM              45169U105        13984      309900SH          Sole     X
IKON OFFICE SOLUTIONS           COM              451713101        12731     2057463SH          Sole     X
IKOS SYSTEMS INC                COM NEW          451716203         1366      105600SH          Sole     X
IDENTIX INC                     COM              451906101         7607      272900SH          Sole     X
ILEX ONCOLOGY, INC.             COM              451923106         1168       27800SH          Sole     X
IL FORNAIO AMERICA              COM              451926109          691       75700SH          Sole     X
ILLINOIS TOOL WORKS, INC.       COM              452308109       234671     4247439SH          Sole     X
ILLUMINET HOLDINGS              COM              452334105         4160       84500SH          Sole     X
IMAGE ENTMT INC                 COM NEW          452439201          509      104400SH          Sole     X
IMATION CORP                    COM              45245A107        10634      398470SH          Sole     X
IMCLONE SYSTEMS, INC.           COM              45245W109        19934      259300SH          Sole     X
IMANAGE, INC.                   COM              45245Y105         1929      113900SH          Sole     X
IMMUCOR INC.                    COM              452526106          538       54500SH          Sole     X
IMMUNEX CORP.                   COM              452528102       111447     1756800SH          Sole     X
IMMUNE RESPONSE                 COM              45252T106         3079      267700SH          Sole     X
IMPERIAL BANCORP                COM              452556103         9682      312333SH          Sole     X
IMPATH INC.                     COM              45255G101         3484       94800SH          Sole     X
IMPCO TECHNOLOGIES INC          COM              45255W106          851       22400SH          Sole     X
IMPERIAL CRED                   COM              452729106         1963      436264SH          Sole     X
IMMUNOMEDICS, INC.              COM              452907108         5320      206100SH          Sole     X
IN FOCUS SYSTEMS, INC           COM              452919103         5519      154100SH          Sole     X
IMPERIAL PARKING CORP.          COM              453077109          129        9905SH          Sole     X
IMPERIAL SUGAR CO               COM              453096109          402      229572SH          Sole     X
IMPERIAL TOBACCO GR ADR         SPONSORED ADR    453142101          387       23700SH          Sole     X
IMPRESO.COM, INC.               COM              45320V109          229       38100SH          Sole     X
IMPROVENET, INC.                COM              45321E106          148       20000SH          Sole     X
IMPSAT FIBER NETWORKS           COM              45321T103          204        7300SH          Sole     X
IMRGLOBAL CORP.                 COM              45321W106         3250      226100SH          Sole     X
INAMED CORP.                    COM              453235103         1376       27800SH          Sole     X
INACOM CORP.                    COM              45323G109         1436      522204SH          Sole     X
INCO LTD.                       COM              453258402        43442     2372274SH          Sole     X
INCYTE PHARMACEUTICALS          COM              45337C102        25247      290200SH          Sole     X
INDEPENDENCE COMMUNITY BK       COM              453414104         5459      490700SH          Sole     X
INDEPENDENT BANK CORP.          COM              453836108         2100      175900SH          Sole     X
INDEPENDENT BANK CORP.          COM              453838104          131       10305SH          Sole     X
INDIANA ENERGY, INC.            COM              454707100         6222      319062SH          Sole     X
INDUS INTERNATIONAL             COM              45578L100         1453      173500SH          Sole     X
INDUSTRI-MATEMATIK INTL         COM              455792101          241       17700SH          Sole     X
INDUSTRIAL DISTRIB. GRP         COM              456061100          192       64000SH          Sole     X
INDYMAC MORTGAGE HOLDINGS       COM              456607100         8238      551500SH          Sole     X
INFERENCE CORP.                 CL A             45662K109          623      102700SH          Sole     X
INFINITY BROADCASTING           CL A             45662S102        42351     1308150SH          Sole     X
INET TECHNOLOGIES               COM              45662V105         8772      165700SH          Sole     X
INFOCURE CORP.                  COM              45665A108         3915      225338SH          Sole     X
INFORMATICA CORPORATION         COM              45666Q102        12943      168500SH          Sole     X
INFONET SERVICES CORP           CL B             45666T106        20620      911400SH          Sole     X
INFORMATION ARCHITECTS          COM              45669R107          728       41900SH          Sole     X
INFORMATION HOLDINGS INC.       COM              456727106         1318       42100SH          Sole     X
INFORMATION RES. ENGINEER       COM PAR $0.01    45675F303         1175       32400SH          Sole     X
INFORMIX CORP.                  COM              456779107        43809     2586480SH          Sole     X
INFORTE CORP.                   COM              45677R107         1749       35700SH          Sole     X
INFOSPACE.COM, INC.             COM              45678T102        45957      315990SH          Sole     X
INFOUSA INC.                    COM              456818301         2285      250416SH          Sole     X
INGERSOLL-RAND CO               COM              456866102       100831     2278675SH          Sole     X
INFORMATION RESOURCES, IN       COM              456905108         3317      414685SH          Sole     X
INFORMATION MGMT ASSOCS.        COM              456923101          773      174200SH          Sole     X
INGLES MARKETS                  CL A             457030104          148       14200SH          Sole     X
INGRAM MICRO, INC.              CL A             457153104         2846      185100SH          Sole     X
INHALE THERAPEUTIC              COM              457191104         9178      123200SH          Sole     X
INKINE PHARMACUETICAL CO.       COM              457214104          481       66500SH          Sole     X
INKTOMI CORP.                   COM              457277101        69771      357800SH          Sole     X
INLAND RESOURCES INC.           COM PAR $.001    457469302            2         500SH          Sole     X
INNOVEX, INC.                   COM              457647105         1136      116100SH          Sole     X
INNOVATIVE GAMING CORP. A       COM              45764F107           36       20050SH          Sole     X
INPUT/OUTPUT, INC.              COM              457652105         2750      448900SH          Sole     X
INPUT SOFTWARE INC.             COM              457654101         1115       46200SH          Sole     X
INSCI-STATEMENTS.COM CORP       COM              45765T106          475       79200SH          Sole     X
INSIGHT ENTERPRISES INC.        COM              45765U103        11849      325182SH          Sole     X
INSIGNIA SYSTEMS, INC.          COM              45765Y105            8        2000SH          Sole     X
INSILCO HOLDING CORP.           COM              457661106           15         488SH          Sole     X
INSITUFORM TECHNOLOGIES-C       CL A             457667103         9932      324300SH          Sole     X
INPRISE CORP.                   COM              45766C102          847      124400SH          Sole     X
INSO CORP.                      COM              457674109         1566      116000SH          Sole     X
INSIGNIA FINANCIAL GROUP        COM              45767A105         3505      250332SH          Sole     X
INNOTRAC CORP.                  COM              45767M109          454       61600SH          Sole     X
INSIGHT COMMUNICATIONS          CL A             45768V108         2865      138900SH          Sole     X
INNKEEPERS USA TRUST REIT       COM              4576J0104         4529      557382SH          Sole     X
INSPIRE INSURANCE SOL           COM              457732105          481      147850SH          Sole     X
INSTEEL INDUSTRIES, INC.        COM              45774W108          101       17900SH          Sole     X
INSURANCE AUTO AUCTIONS,I       COM              457875102         2283      135300SH          Sole     X
INSWEB CORP.                    COM              45809K103         1180      122600SH          Sole     X
INTEGRAL SYSTEMS INC.           COM              45810H107         1080       24000SH          Sole     X
INTEGRAMED AMERICA, INC.        COM NEW          45810N302            4        1400SH          Sole     X
INTEGRATED DEVICE TECH.,I       COM              458118106        38459      970579SH          Sole     X
INTEGRATED ELECTRICAL SV        COM              45811E103         1397      266000SH          Sole     X
INTERGRAL VISION, INC.          COM              45811H106          271       80300SH          Sole     X
INTEGRA INC                     COM              45811M105           24       27500SH          Sole     X
INTEGRATED HEALTH SERVS         COM              45812C106           14       52000SH          Sole     X
INTEGRATED SILICON SOLTNS       COM              45812P107         4373      149200SH          Sole     X
INTEL CORP.                     COM              458140100      7040050    53358976SH          Sole     X
INTELIDATA TECH. CORP.          COM              45814T107         2877      179800SH          Sole     X
INTER-TEL INC                   COM              458372109         8692      317500SH          Sole     X
THE INTERCEPT GROUP, INC.       COM              45845L107         1429       55500SH          Sole     X
INTERDENT INC.                  COM              45865R109          276       53874SH          Sole     X
INTERFACE, INC.                 CL A             458665106         2202      518200SH          Sole     X
INTERFACE SYSTEMS,INC.          COM              458667102         2088       31400SH          Sole     X
INTERDIGITAL COMMCORP.          COM              45866A105        10039      397600SH          Sole     X
INTERGRAPH CORP.                COM              458683109         5230      589240SH          Sole     X
INTERIM SERVICES INC            COM              45868P100        11855      638656SH          Sole     X
INTERLEAF, INC.                 COM NEW          458729209         2894       61567SH          Sole     X
INTERLEUKIN GENETICS            COM              458738101          719       71500SH          Sole     X
INTERLIANT INC.                 COM              458742103         5077      179700SH          Sole     X
INTERLINK ELECTRONICS INC       COM              458751104         1631       17100SH          Sole     X
INTERMAGNETICS GENERAL          COM              458771102          431       25324SH          Sole     X
INTERMEDIA COMMUNICATIONS       COM              458801107        18364      380100SH          Sole     X
INTERMET CORP.                  COM              45881K104         2209      242100SH          Sole     X
INTERNAP NETWORK SERVICES       COM              45885A102        18391      399800SH          Sole     X
INTERMUNE PHARM.                COM              45885B100          199       10000SH          Sole     X
INTL ASSETS HOLDING CORP        COM              459028106           19        2396SH          Sole     X
INTERNATIONAL BANCSHARES        COM              459044103         3127       77203SH          Sole     X
INTL BUSINESS MACHINES          COM              459200101      3419497    28978791SH          Sole     X
INTERNATIONAL FLAV. AND F       COM              459506101        51160     1459098SH          Sole     X
INTERNATIONAL FIBERCOM          COM              45950T101         2551      107400SH          Sole     X
INT'L. HOME FOODS               COM              459655106         5038      314900SH          Sole     X
INTL MICROCOMPUTER              COM NEW          459862306           87       87100SH          Sole     X
INTERNATIONAL GAME TECH.        COM              459902102         9794      451596SH          Sole     X
INTERNATIONAL MULTIFOODS        COM              460043102         2518      188260SH          Sole     X
INTERNATIONAL PAPER CO.         COM              460146103       248179     5805349SH          Sole     X
INTERNATIONAL RECTIFIER C       COM              460254105        30069      788700SH          Sole     X
INT'L SHIPHOLDING CORP.         COM NEW          460321201          154       19275SH          Sole     X
INTL SPEEDWAY CORP.             CL A             460335201         9852      219227SH          Sole     X
INTL SPECIALTY PRODUCTS         COM              460337108         1837      285400SH          Sole     X
INTL SMART SOURCING, INC.       COM              46033G108           71        9000SH          Sole     X
INTERNEURON PHARM               COM              460573108         1538      512500SH          Sole     X
INTERNET AMERICA                COM              46058Y109          559       66200SH          Sole     X
INTERNET CAPITAL GROUP          COM              46059C106         8007       88662SH          Sole     X
INTERNET PICTURES CORP.         COM              46059S101         3547      104523SH          Sole     X
INTERPOOL, INC.                 COM              46062R108          590       89850SH          Sole     X
INTERPORE INTERNATIONAL         COM              46062W107          720       86000SH          Sole     X
INTERPUBLIC GROUP OF COS,       COM              460690100       207850     4398932SH          Sole     X
INTERSIL HOLDING CORP           CL A             46069S109         2982       57700SH          Sole     X
INTERSTATE BAKERIES CORP.       COM              46072H108         4644      325925SH          Sole     X
INTERSTATE HOTELS CORP          COM              46088R108          211       67565SH          Sole     X
INTERWEST BANCORP INC.          COM              460931108         1548      112586SH          Sole     X
INTRANET SOLUTIONS, INC.        COM NEW          460939309         1224       26600SH          Sole     X
INTERNET.COM                    COM              460967102         2902       69300SH          Sole     X
INTERTAN, INC.                  COM              461120107         1741      126650SH          Sole     X
INTERTRUST TECHNOLOGIES         COM              46113Q109         9971      234600SH          Sole     X
INTERVOICE-BRITE, INC.          COM              461142101        10913      377950SH          Sole     X
INTEST CORP.                    COM              461147100         1099       52500SH          Sole     X
INTERWORLD CORP                 COM              46114Q108         5277       93400SH          Sole     X
INTERVU INC.                    COM              46114R106        10295      114386SH          Sole     X
INTERWOVEN, INC.                COM              46114T102         7693       70100SH          Sole     X
INTIMATE BRANDS INC.            CL A             461156101        31932      778840SH          Sole     X
INTRAWARE, INC.                 COM              46118M103         8019      194100SH          Sole     X
INTUIT                          COM              461202103        57576     1058863SH          Sole     X
INVACARE CORP.                  COM              461203101         7098      258700SH          Sole     X
INVESTMENT TECHNOLOGY           COM              46145F105         7668      217536SH          Sole     X
INVESTORS REAL ESTATE           SH BEN INT       461730103         1245      156906SH          Sole     X
INVESTORS TITLE CO              COM              461804106          278       21000SH          Sole     X
INVISION TECHNOLOGIES INC       COM              461851107         1253      189100SH          Sole     X
INVITROGEN CORP                 COM              46185R100         6294      108400SH          Sole     X
INVESTORS FINANCIAL SVCS        COM              461915100         8267      140416SH          Sole     X
IOMEGA CORP.                    COM              462030107         7507     1969000SH          Sole     X
IONICS, INC.                    COM              462218108         3694      144500SH          Sole     X
IPALCO ENTERPRISES, INC.        COM              462613100         6926      355200SH          Sole     X
IPRINT.COM, INC.                COM              462628108          289       15000SH          Sole     X
IRON MOUNTAIN INC.              COM              462846106        10339      303520SH          Sole     X
IRWIN FINL CORP                 COM              464119106         2366      157700SH          Sole     X
ISCO, INC.                      COM              464268101          215       42485SH          Sole     X
ISIS PHARMACEUTICALS INC.       COM              464330109         4815      342400SH          Sole     X
IT GROUP, INC.                  COM              465266104         4774      631329SH          Sole     X
ITRON, INC.                     COM              465741106          659       95000SH          Sole     X
I2 TECHNOLOGIES, INC            COM              465754109        61954      507300SH          Sole     X
ITURF INC.                      CL A             46575Q100          923       89000SH          Sole     X
IVAX CORP.                      COM              465823102        31046     1139285SH          Sole     X
IVEX PACKAGING CORP             COM              465855104          968      128000SH          Sole     X
IVILLAGE INC.                   COM              46588H105         2213      141200SH          Sole     X
JDN REALTY CORP. REIT           COM              465917102         5506      530691SH          Sole     X
IXYS CORPORATION                COM              46600W106          868       64025SH          Sole     X
IXNET, INC.                     COM              46601C109         6945      151400SH          Sole     X
J & J SNACK FOODS CORP.         COM              466032109         1713       86200SH          Sole     X
JDS UNIPHASE CORP.              COM              46612J101       221987     1841262SH          Sole     X
JDA SOFTWARE GROUP, INC.        COM              46612K108         1526      104350SH          Sole     X
J. JILL GROUP, INC.             COM              466189107          154       39100SH          Sole     X
JLG INDUSTRIES, INC.            COM              466210101         4226      463100SH          Sole     X
JLK DIRECT DISTRIBUTION         CL A             46621C105          726       79600SH          Sole     X
JLM INDUSTRIES, INC.            COM              46621D103          685      111800SH          Sole     X
JNI CORP.                       COM              46622G105         3047       59900SH          Sole     X
JP REALTY, INC. REIT            COM              46624A106         4432      248788SH          Sole     X
JVWEB INC.                      COM              466259108            0          39SH          Sole     X
JABIL CIRCUIT INC.              COM              466313103        34738      803200SH          Sole     X
JACK IN THE BOX INC.            COM              466367109        10202      478700SH          Sole     X
JACKPOT ENTERPRISES, INC.       COM              466392107         1956      117627SH          Sole     X
JACKSONVILLE BANCORP, INC       COM              469248108           14        1000SH          Sole     X
JACOBS ENGINE GRP               COM              469814107         7597      235580SH          Sole     X
JACOBSON STORES INC.            COM              469834105          637      130700SH          Sole     X
JAKKS PACIFIC, INC.             COM              47012E106         3172      147100SH          Sole     X
JAMESON INNS, INC. REIT         COM              470457102          628       95761SH          Sole     X
JAN BELL MARKETING INC.         COM              470760109          917      319100SH          Sole     X
JEFFRIES GROUP, INC.            COM              472319102         5891      257532SH          Sole     X
JEFFERSON SAVINGS BANCORP       COM              474900107          932       83300SH          Sole     X
JEFFERSON-PILOT CORP.           COM              475070108        97091     1458646SH          Sole     X
JFAX.COM, INC.                  COM              477366108         1207      241400SH          Sole     X
JO-ANN STORES INC. CL A         CL A             47758P109         1224      146100SH          Sole     X
JO-ANN STORES INC. CL B         CL B NON VTG     47758P208          203       33900SH          Sole           X
JOHN NUVEEN CO-CL A             CL A             478035108         6405      167443SH          Sole     X
JOHNS MANVILLE CORP             COM              478129109        11917     1083400SH          Sole     X
JOHNSON & JOHNSON               COM              478160104      1563416    22314590SH          Sole     X
JOHNSON CONTROLS, INC.          COM              478366107        72801     1346615SH          Sole     X
JONES APPARREL                  COM              480074103        20171      632828SH          Sole     X
JONES LANG LASALLE INC.         COM              48020Q107         3627      234000SH          Sole     X
JONES PHARMA, INC.              COM              480236108        19000      625512SH          Sole     X
JOS. A. BANK                    COM              480838101           42       10500SH          Sole     X
JOSTENS, INC.                   COM              481088102        19179      786813SH          Sole     X
JOURNAL REGISTER CO.            COM              481138105         6170      418300SH          Sole     X
JUNIPER NETWORKS INC            COM              48203R104       124359      471840SH          Sole     X
JUNO LIGHTING INC               COM NEW          482047206          142       14965SH          Sole     X
JUNO ONLINE SERVICES, INC       COM              482048105         3085      195900SH          Sole     X
JUPITER COMMUNICATIONS          COM              482050101         1387       60300SH          Sole     X
JUST FOR FEET INC.              COM              48213P106           11      163250SH          Sole     X
JUSTIN INDUSTRIES, INC.         COM              482171105         4419      245510SH          Sole     X
JWGENESIS FINANCIAL CORP.       COM              482227105          478       31116SH          Sole     X
KCS ENERGY INC.                 COM              482434206          318      231500SH          Sole     X
KFX INC.                        COM              48245L107          559      172150SH          Sole     X
KLA-TENCOR CORP.                COM              482480100       226804     2692040SH          Sole     X
KMART CORP.                     COM              482584109        76341     7880399SH          Sole     X
K-SWISS                         CL A             482686102         1173       79200SH          Sole     X
K-TEL INTERNATIONAL, INC.       COM NEW          482724200          434       61500SH          Sole     X
K2 INC.                         COM              482732104          957      120571SH          Sole     X
K-V PHARMACEUTICAL CO CL        CL B CONV        482740107         1667       56750SH          Sole     X
KV PHARMACEUTICAL CLASS A       CL A             482740206         3337      124150SH          Sole     X
KAISER ALUMINUM                 COM              483007100         2103      467300SH          Sole     X
KAISER VENTURES INC.            COM              483100103          354       25200SH          Sole     X
KAMAN CORP. CLASS A             CL A             483548103         2356      241600SH          Sole     X
KANA COMMUNICATIONS INC         COM              483600102        11781      173250SH          Sole     X
KANEB SERVICES INC              COM              484170105          771      140100SH          Sole     X
KANSAS CITY LIFE INS. CO.       COM              484836101         1681       69660SH          Sole     X
KANSAS CITY POWER & LIGHT       COM              485134100         7479      257880SH          Sole     X
KANSAS CITY SO. INDUSTRIE       COM              485170104       142648     1659908SH          Sole     X
KATY INDUSTRIES, INC.           COM              486026107          453       49300SH          Sole     X
KAUFMAN & BROAD HOME CORP       COM              486168107        18745      874389SH          Sole     X
KAYDON CORP.                    COM              486587108         7384      270350SH          Sole     X
KAYE GROUP, INC.                COM              486589104           38        5300SH          Sole     X
KEANE, INC.                     COM              486665102         7468      295780SH          Sole     X
KEEBLER FOODS CO.               COM              487256109         9671      337100SH          Sole     X
KEITHLEY INSTRUMENTS, INC       COM              487584104          772       16200SH          Sole     X
KELLOGG CO.                     COM              487836108       162812     6353657SH          Sole     X
KELLSTROM INDUSTRIES            COM              488035106          801      140100SH          Sole     X
KELLWOOD CO.                    COM              488044108         4218      240150SH          Sole     X
KELLY SERVICES, INC. CLAS       CL A             488152208         5431      226884SH          Sole     X
KEMET CORP.                     COM              488360108        28450      449800SH          Sole     X
KENDLE INTERNATIONAL            COM              48880L107          862       79300SH          Sole     X
KENNAMETAL, INC.                COM              489170100         7440      247485SH          Sole     X
KENSEY NASH CORP.               COM              490057106         2156      130200SH          Sole     X
KENT ELECTRONICS CORP.          COM              490553104         9585      328400SH          Sole     X
KENTUCKY FIRST BANCORP          COM              491290102          120       11600SH          Sole     X
KERR-MCGEE CORP.                COM              492386107        79798     1381782SH          Sole     X
KEVCO, INC.                     COM              492716105          332      168600SH          Sole     X
KEY ENERGY SERVICES, INC.       COM              492914106         5703      490600SH          Sole     X
KEY TRONIC CORP.                COM              493144109          520      159900SH          Sole     X
KEYCORP                         COM              493267108       118208     6221491SH          Sole     X
KEYNOTE SYSTEMS INCE            COM              493308100         7856       76830SH          Sole     X
KEYSPAN CORP.                   COM              49337W100        15602      564786SH          Sole     X
KEYSTONE AUTOMOTIVE IND         COM              49338N109          486       82800SH          Sole     X
KEYSTONE CONS. IND., INC.       COM              493422109          483      103109SH          Sole     X
KEYSTONE FINANCIAL, INC.        COM              493482103         3544      192874SH          Sole     X
KIMBALL INT'L., INC. CL B       CL B             494274103         2932      266500SH          Sole     X
KILROY REALTY CORP.             COM              49427F108         9075      430869SH          Sole     X
KIMBERLY-CLARK CORP             COM              494368103       503745     8995453SH          Sole     X
KIMCO REALTY CORP. REIT         COM              49446R109        23978      639415SH          Sole     X
KINDER MORGAN, INC.             COM              49455P101        17048      494136SH          Sole     X
KING PHARMACEUTICALS, INC       COM              495582108        16733      531212SH          Sole     X
KIRBY CORP.                     COM              497266106         3154      159700SH          Sole     X
KITTY HAWK INC.                 COM              498326107          207       43600SH          Sole     X
KLAMATH FIRST BANCORP INC       COM              49842P103          455       43300SH          Sole     X
KNAPE AND VOGT MANUFACTUR       COM              498782101          599       38062SH          Sole     X
KNIGHT RIDDER                   COM              499040103        68776     1350209SH          Sole     X
KNIGHT TRANSPORTATION           COM              499064103          772       44100SH          Sole     X
KNIGHT/TRIMARK GROUP INC.       CL A             499068104        23845      467550SH          Sole     X
THE KNOT, INC.                  COM              499184109           40        5500SH          Sole     X
KOALA CORP.                     COM              499866101          664       49900SH          Sole     X
KOGER EQUITY, INC. REIT         COM              500228101         7667      444453SH          Sole     X
KOHLS CORP                      COM              500255104       268586     2620351SH          Sole     X
KOMAG, INC.                     COM              500453105         2118      557700SH          Sole     X
KONOVER PROPERTY TRUST          COM              50047R100         2293      412271SH          Sole     X
KOPIN CORP                      COM              500600101        15730      228800SH          Sole     X
KORN/FERRY INT'L                COM NEW          500643200         6236      209600SH          Sole     X
KRANZCO REALTY TRUST REIT       COM SH BEN INT   50076E103          680       79406SH          Sole     X
KROGER CO.                      COM              501044101       235770    13424650SH          Sole     X
THE KROLL-O'GARA CO.            COM              501050108         1830      167300SH          Sole     X
KRONOS INC.                     COM              501052104         5851      197510SH          Sole     X
KULICKE & SOFFA IND., INC       COM              501242101        18745      292600SH          Sole     X
L.A. GEAR, INC.                 COM              501708101            0      136216SH          Sole     X
LCA-VISION INC.                 COM NEW          501803209         2497      490132SH          Sole     X
LCC INTERNATIONAL CL A          CL A             501810105         5864      148000SH          Sole     X
LG&E ENERGY CORP.               COM              501917108        12469      545094SH          Sole     X
LTV CORP.                       COM              501921100         2352      660223SH          Sole     X
LHS GROUP INC.                  COM              501938104         9612      213600SH          Sole     X
LNR PROPERTY CORP.              COM              501940100         4135      216900SH          Sole     X
LINC CAPITAL, INC.              COM              501942106          715      233400SH          Sole     X
LMI AEROSPACE, INC.             COM              502079106          225       80800SH          Sole     X
LSB BANCSHARES INC.             COM              502158108          113        8100SH          Sole     X
LSI LOGIC CORP.                 COM              502161102       317118     4366517SH          Sole     X
LSI INDUSTRIES, INC.            COM              50216C108         1047       53882SH          Sole     X
LTC PROPERTIES, INC.            COM              502175102          916      170500SH          Sole     X
LTC HEALTHCARE, INC.            COM              50217R104            5        4810SH          Sole     X
LTX CORP.                       COM              502392103        21355      472587SH          Sole     X
L-3 COMMUNICATIONS CORP.        COM              502424104         6890      132500SH          Sole     X
LA-Z-BOY INCORPORATED           COM              505336107         8375      544685SH          Sole     X
LABOR READY INC.                COM NEW          505401208         4431      448736SH          Sole     X
LABONE, INC.                    COM              50540L105          388       58600SH          Sole     X
LABORATORY CORP AMERICA         COM              50540R102         3725      863768SH          Sole     X
LABTEC, INC.                    COM NEW          505450205          262       36083SH          Sole     X
LACLEDE GAS CO.                 COM              505588103         2592      129600SH          Sole     X
LAFARGE CORP.                   COM              505862102         8944      376600SH          Sole     X
LAKES GAMING INC                COM              51206P109          427       53787SH          Sole     X
LAM RESEARCH CORP               COM              512807108        59725     1325388SH          Sole     X
LAMAR ADVERTISING CO.           CL A             512815101        10707      235310SH          Sole     X
LANCASTER COLONY CORP.          COM              513847103         7023      229799SH          Sole     X
LANCE, INC.                     COM              514606102         2796      263192SH          Sole     X
LANCER CORP-TEXAS               COM              514614106          222       52287SH          Sole     X
LANDEC CORP.                    COM              514766104           10        1500SH          Sole     X
LANDAUER, INC.                  COM              51476K103         1531       83900SH          Sole     X
LANDMARK BANCSHARE, INC.        COM              514928100          285       20000SH          Sole     X
LANDAMERICA FINANCIAL GRP       COM              514936103         2653      136950SH          Sole     X
LANDMARK SYSTEMS CORP           COM              51506S100          448       89600SH          Sole     X
LANDS END, INC.                 COM              515086106        13809      224530SH          Sole     X
LANDRY'S SEAFOOD RESTAURA       COM              51508L103         3173      497800SH          Sole     X
LANDSTAR SYSTEM                 COM              515098101         8125      148400SH          Sole     X
LANIER WORLDWIDE INC            COM              51589L105          836      405314SH          Sole     X
LANTE CORP.                     COM              516540101         3523      116000SH          Sole     X
LANVISION SYSTEMS, INC.         COM              516555109           26       13400SH          Sole     X
LARSCOM, INC.                   CL A             51729Y108          423       64400SH          Sole     X
LASERSIGHT INC.                 COM              517924106          471       71700SH          Sole     X
LASALLE HOTEL PROPERTIES        COM SH BEN INT   517942108         3220      257590SH          Sole     X
LASER MORTGAGE MANAGEMENT       COM              51806D100          716      181800SH          Sole     X
LASER VISION CENTERS, INC       COM              51807H100         2991      431100SH          Sole     X
LASON INC.                      COM              51808R107         1163      176437SH          Sole     X
LATITUDE COMMUNICATIONS,        COM              518292107         3226      122900SH          Sole     X
LATTICE SEMICON                 COM              518415104        31478      465050SH          Sole     X
ESTEE LAUDER COS. CLASS A       CL A             518439104        23645      472300SH          Sole     X
LAUNCH MEDIA, INC.              COM              518567102         1669      106800SH          Sole     X
LAWRENCE SAVINGS BANK           COM              520341108          708      101100SH          Sole     X
LAWSON PRODUCTS, INC.           COM              520776105         2135       89650SH          Sole     X
LAYNE CHRISTENSEN CO.           COM              521050104          396       85700SH          Sole     X
LAZARE KAPLAN INTERNAT'L        COM              521078105          594       84900SH          Sole     X
LEAP WIRELESS INTL, INC.        COM              521863100        17796      180328SH          Sole     X
LEAR CORP.                      COM              521865105        10330      367296SH          Sole     X
3EARN2.COM, INC.                COM              522002104          809      196180SH          Sole     X
LEARNING TREE INTL.             COM              522015106         9493      267400SH          Sole     X
LECHTERS CORP.                  COM              523238103          570      350900SH          Sole     X
LECTEC CORP.                    COM              523251106           14        3500SH          Sole     X
LEE ENTERPRISES, INCORPOR       COM              523768109        10565      404416SH          Sole     X
LEGATO SYSTEMS INC.             COM              524651106        16043      359502SH          Sole     X
LEGGETT & PLATT, INC.           COM              524660107        58584     2724859SH          Sole     X
LEGG MASON INC.                 COM              524901105        12444      287718SH          Sole     X
LEHMAN BROTHERS HOLDINGS        COM              524908100       169488     1747299SH          Sole     X
LENDINGTREE, INC.               COM              52602Q105          351       26000SH          Sole     X
LENNAR CORP                     COM              526057104         8088      372939SH          Sole     X
LENNOX INTERNATIONAL INC.       COM              526107107         2846      325207SH          Sole     X
LET'S TALK CELLULAR & WIR       COM              527260103           53       30000SH          Sole     X
LEUCADIA NATIONAL CORP.         COM              527288104         8165      343776SH          Sole     X
LEVEL 8 SYSTEMS                 COM              52729M102         3880       83000SH          Sole     X
LEVEL 3 COMMUNICATIONS          COM              52729N100       123539     1168220SH          Sole     X
LEXINGTON GLOBAL ASSET          COM              528932106          513       57800SH          Sole     X
LEXINGTON CORPORATE PROP.       COM              529043101         1389      134739SH          Sole     X
LEXMARK INTL GROUP - CL A       CL A             529771107       222773     2106599SH          Sole     X
LIBBEY, INC.                    COM              529898108         4621      168800SH          Sole     X
LIBERATE TECHNOLOGIES           COM              530129105        16635      265100SH          Sole     X
LIBERTE INVESTORS, INC.         COM              530154103          139       40400SH          Sole     X
LIBERTY CORP.                   COM              530370105         4804      128100SH          Sole     X
LIBERTY DIGITAL INC. CL A       CL A             530436104         4655      120900SH          Sole     X
LIBERTY FINANCIAL COS.          COM              530512102         3815      192550SH          Sole     X
LIBERTY HOMES, INC.             CL A             530582204          595       82100SH          Sole     X
LIBERTY PROPERTY TST REIT       SH BEN INT       531172104        16943      707798SH          Sole     X
LIFE FINANCIAL CORP             COM              53184P101          210       69836SH          Sole     X
LIFEWAY FOODS, INC.             COM              531914109           81       12400SH          Sole     X
LIFECELL CORP.                  COM              531927101          478       69500SH          Sole     X
LIFE TECHNOLOGIES, INC.         COM              532177201         1148       22950SH          Sole     X
LIFECORE BIOMEDIC INC           COM              532187101          737       79700SH          Sole     X
LIFELINE SYS                    COM              532192101          567       62100SH          Sole     X
LIFEMINDERS.COM, INC.           COM              53219H108         4263       62800SH          Sole     X
LIFEPOINT HOSPITALS, INC.       COM              53219L109         4461      268315SH          Sole     X
LIGAND PHARM. - CLASS B         CL B             53220K207         4892      275600SH          Sole     X
LIGHTPATH TECHNOLOGIES          CL A             532257102         1214       26900SH          Sole     X
THE LIGHTSPAN PARTNERSHIP       COM              532262102          351       19800SH          Sole     X
LILLIAN VERNON CORP.            COM              532430105          569       59900SH          Sole     X
ELI LILLY & CO.                 COM              532457108      1085309    17227133SH          Sole     X
LILLY INDUSTRIES INC.           CL A             532491107         4001      323306SH          Sole     X
THE LIMITED, INC.               COM              532716107       139142     3303083SH          Sole     X
LINCARE HOLDINGS, INC.          COM              532791100        19027      670540SH          Sole     X
LINCOLN ELECTRIC CO.            COM              533900106         7055      291700SH          Sole     X
LINCOLN NATIONAL CORP.          COM              534187109        91154     2721002SH          Sole     X
LINDSAY MANUFACTURING CO.       COM              535555106         2372      138482SH          Sole     X
LINEAR TECHNOLOGY, INC.         COM              535678106       206972     3763120SH          Sole     X
LINENS 'N THINGS INC.           COM              535679104        10573      308700SH          Sole     X
LIPOSOME CO., INC.              COM              536310105         9582      548500SH          Sole     X
LIQUI-BOX CORP.                 COM              536314107          205        4300SH          Sole     X
LIQUID AUDIO, INC.              COM              53631T102         1416      106900SH          Sole     X
LITHIA MOTORS, INC.             CL A             536797103          558       36600SH          Sole     X
LITRONIC INC.                   COM              537004103         1029       50800SH          Sole     X
LITTELFUSE, INC.                COM              537008104         6666      181700SH          Sole     X
LITTLE SWITZERLAND INC.         COM              537528101           58       55000SH          Sole     X
LITTON INDUSTRIES, INC.         COM              538021106         8637      195467SH          Sole     X
LIZ CLAIBORNE, INC.             COM              539320101        38796      846847SH          Sole     X
LO-JACK CORP.                   COM              539451104         1357      175100SH          Sole     X
LOCAL FINANCIAL CORP.           COM              539553107          886      103500SH          Sole     X
LOCKHEED MARTIN CORP.           COM              539830109       112667     5512735SH          Sole     X
LOEWS CINEPLEX ENT.             COM              540423100          289       82700SH          Sole     X
LOEWS CORP.                     COM              540424108        77285     1545700SH          Sole     X
LOISLAW.COM                     COM              541431102          750       39100SH          Sole     X
LONE STAR STEAKHOUSE            COM              542307103         4623      453793SH          Sole     X
LONE STAR TECHNOLOGIES          COM              542312103         9945      213300SH          Sole     X
LONGS DRUG STORES, INC.         COM              543162101        12257      538751SH          Sole     X
LONGVIEW FIBER COMPANY          COM              543213102         6852      464570SH          Sole     X
LOOKSMART, LTD.                 COM              543442107        11233      255300SH          Sole     X
LORONIX INFORMATION SYS         COM              544183106         1616       44500SH          Sole     X
LOUDEYE TECHNOLOGIES            COM              545754103         2511       72000SH          Sole     X
LOUIS DREYFUS NATURAL GAS       COM              546011107         9966      293128SH          Sole     X
LOUISIANA-PACIFIC CORP.         COM              546347105        24318     1752666SH          Sole     X
LOWE'S COS., INC.               COM              548661107       316964     5429794SH          Sole     X
LUBRIZOL CORP.                  COM              549271104         8797      305310SH          Sole     X
LUBY'S, INC.                    COM              549282101         3215      340659SH          Sole     X
LUCENT TECHNOLOGIES, INC.       COM              549463107      3091359    50886565SH          Sole     X
LUMINANT WORLDWIDE CORP         COM              550260103         1140       68600SH          Sole     X
LUMISYS INC.                    COM              550274104          348      101200SH          Sole     X
LUMINEX CORP.                   COM              55027E102          216       10000SH          Sole     X
LYCOS                           COM              550818108        23015      327620SH          Sole     X
LYDALL, INC.                    COM              550819106         1362      155700SH          Sole     X
LYNX THERAPEUTIC                COM NEW          551812308         1989       66851SH          Sole     X
WILLIAM LYON HOMES              COM              552074106          463       55300SH          Sole     X
LYONDELL CHEMICAL CO.           COM              552078107        11144      755554SH          Sole     X
M&F WORLDWIDE CORP.             COM              552541104          558      127579SH          Sole     X
M & T BANK CORPORATION          COM              55261F104        12461       27909SH          Sole     X
MAF BANCORP, INC.               COM              55261R108         4190      258830SH          Sole     X
MAI SYSTEMS CORP                COM              552620205          132      150575SH          Sole     X
MBIA, INC.                      COM              55262C100        73647     1414597SH          Sole     X
MBNA CORP.                      COM              55262L100       320552    12570652SH          Sole     X
MDC HOLDINGS, INC.              COM              552676108         4352      242600SH          Sole     X
MCN CORP.                       COM              55267J100         8892      355670SH          Sole     X
MCI WORLDCOM, INC.              COM              55268B106      1841853    40647794SH          Sole     X
MDU RESOURCES GROUP, INC.       COM              552690109         8606      414762SH          Sole     X
MCM CAPITAL GROUP, INC.         COM              55269B105           19        8000SH          Sole     X
MEMC ELECTRONIC MATERIALS       COM              552715104         7313      363400SH          Sole     X
MFB CORP.                       COM              55272D106          177       11000SH          Sole     X
MGC COMMUNICATIONS INC.         COM              552763302        11969      167400SH          Sole     X
MGIC INVESTMENT CORP.           COM              552848103        78221     1793038SH          Sole     X
MGI PHARMA, INC.                COM              552880106         1592       39500SH          Sole     X
MGI PROPERTIES, INC. REIT       COM              552885105          295       56900SH          Sole     X
MGM GRAND, INC.                 COM              552953101        10467      436136SH          Sole     X
MKS INSTRUMENTS                 COM              55306N104         3995       79100SH          Sole     X
MMI COS., INC.                  COM              553087107         1207      122200SH          Sole     X
MMC NETWORKS                    COM              55308N102         8249      249964SH          Sole     X
MPW INDUSTRIAL SERVICES         COM              553444100          348       63200SH          Sole     X
MRV COMMUNICATIONS INC.         COM              553477100        19120      208680SH          Sole     X
MSC IND. DIRECT CLASS A         CL A             553530106         4223      234600SH          Sole     X
MSC.SOFTWARE CORP.              COM              553531104          921       78000SH          Sole     X
M S CARRIERS INC.               COM              553533100         2463      104800SH          Sole     X
MTR GAMING GROUP INC.           COM              553769100          255       81500SH          Sole     X
MTS SYSTEMS CORP.               COM              553777103         1516      198800SH          Sole     X
MTI TECHNOLOGY CORP.            COM              553903105         6317      239500SH          Sole     X
MACDERMID, INC.                 COM              554273102         6041      227961SH          Sole     X
THE MACERICH CO. REIT           COM              554382101        10044      486972SH          Sole     X
MACK-CALI REALTY CORP.          COM              554489104        15854      621733SH          Sole     X
MACROCHEM CORPORATION           COM              555903103          807      115280SH          Sole     X
MACROVISION                     COM              555904101        23917      277700SH          Sole     X
MACROMEDIA                      COM              556100105        26326      291500SH          Sole     X
MADISON GAS & ELECTRIC CO       COM              557497104         1807      101075SH          Sole     X
MAGELLAN HEALTH SERVICES        COM              559079108         2100      436400SH          Sole     X
MAGELLAN PETROLEUM CORP         COM              559091301           30       22000SH          Sole     X
MAGNATEK                        COM              559424106         4202      460450SH          Sole     X
MAIN STREET BANCORP             COM              559906102          363       33182SH          Sole     X
MAIL.COM INC                    CL A             560311102         1174       68065SH          Sole     X
MAIL-WELL INC.                  COM              560321200         4597      529100SH          Sole     X
MAINE PUBLIC SERVICE CO.        COM              560483109          563       32300SH          Sole     X
MALLINCKRODT, INC.              COM              561232109        37045     1288509SH          Sole     X
MGT NETWORK GROUP INC           COM              561693102         2476       91900SH          Sole     X
MANDALAY RESORT GROUP           MANDALAY         562567107         6444      381850SH          Sole     X
MANHATTAN ASSOCIATES            COM              562750109         3295       96200SH          Sole     X
MANITOWOC COMPANY INC.          COM              563571108         6679      246800SH          Sole     X
MANNATECH, INC.                 COM              563771104          194       51700SH          Sole     X
MANOR CARE, INC.                COM              564055101        19446     1440431SH          Sole     X
MANPOWER INC.                   COM              56418H100        15239      429270SH          Sole     X
MANSUR INDUSTRIES INC.          COM              564491108          626      100200SH          Sole     X
MNFCTRD HOME COMMUNS REIT       COM              564682102         8619      372694SH          Sole     X
MAPICS INC.                     COM              564910107         3906      245100SH          Sole     X
MANUGISTICS GROUP INC.          COM              565011103        10477      208500SH          Sole     X
MAPQUEST.COM, INC.              COM              565644101         1415       68200SH          Sole     X
MARCHFIRST, INC.                COM              566244109        26521      743154SH          Sole     X
MARCUS CORP.                    COM              566330106         4099      316800SH          Sole     X
MARIMBA INC.                    COM              56781Q109         3865       87600SH          Sole     X
MARINE DRILLING CO INC          COM PAR $0.01    568240204        13433      489600SH          Sole     X
MARION CAPITAL HOLDINGS         COM              568635106          719       45300SH          Sole     X
MARK IV INDUSTRIES, INC.        COM              570387100        16243      736239SH          Sole     X
MARK SOLUTIONS, INC.            COM NEW          570418202           52       16000SH          Sole     X
MARKEL CORP.                    COM              570535104         5122       35200SH          Sole     X
MARKETING SPECIALIST CORP       COM              57060R107         1609      585000SH          Sole     X
MARKETWATCH.COM, INC.           COM              570619106         3084       89400SH          Sole     X
MARKETING SERVICES GROUP        COM              570907105         1441       81200SH          Sole     X
MARSH & MCLENNAN, INC.          COM              571748102       417577     3785402SH          Sole     X
MARSHALL & ILSLEY CORP.         COM              571834100        26077      451548SH          Sole     X
MARRIOTT INTL CL A              CL A             571903202       110816     3517982SH          Sole     X
MARTEK BIOSCIENCES CORP.        COM              572901106         1331      101400SH          Sole     X
MARTHA STEWART LIVING           CL A             573083102          370       13700SH          Sole     X
MARTIN MARIETTA MATERIALS       COM              573284106        11079      233247SH          Sole     X
MARVEL ENTERPRISES, INC.        COM              57383M108          810      136400SH          Sole     X
MARVEL ENT. CL. A WARR          WT A EX 000001   57383M124            1        1712SH          Sole           X
MARVEL ENT. CL.C WARRANTS       WT C EX 000002   57383M140            1        2899SH          Sole           X
MASCO CORP.                     COM              574599106       127448     6216976SH          Sole     X
MASCOTECH INC.                  COM              574670105         4967      422700SH          Sole     X
MASSBANK CORP.                  COM              576152102          560       20400SH          Sole     X
MASTEC INC.                     COM              576323109        18476      207600SH          Sole     X
MATERIAL SCIENCES CO            COM              576674105         1334       98850SH          Sole     X
MATRIA HEALTHCARE, INC.         COM              576817100         2531      476378SH          Sole     X
MATRIX BANCORP, INC.            COM              576819106          302       37800SH          Sole     X
MATRIXONE, INC.                 COM              57685P304          399       10000SH          Sole     X
MATTEL, INC.                    COM              577081102        61069     5850956SH          Sole     X
MATTHEWS INT'L.                 CL A             577128101         1480       65400SH          Sole     X
MATTHEWS STUDIO EQUIPMENT       COM              577140106           66       69900SH          Sole     X
MATTSON TECH.                   COM              577223100         1667       39100SH          Sole     X
MAXTOR CORP.                    COM NEW          577729205         6066      468900SH          Sole     X
MAXIM INTEGRATED PROD., I       COM              57772K101        99779     1404100SH          Sole     X
MAXIM PHARMACEUTICALS INC       COM              57772M107          976       20800SH          Sole     X
MAXWELL TECHNOLOGIES INC.       COM              577767106         1020       74200SH          Sole     X
MAXYGEN                         COM              577776107         6395       98100SH          Sole     X
MAY DEPARTMENT STORES CO.       COM              577778103       138783     4869595SH          Sole     X
MAXICARE HEALTHPLAN             COM NEW          577904204          252      134478SH          Sole     X
MAXXAM, INC.                    COM              577913106         2128       74680SH          Sole     X
MAVERICK TUBE CORP.             COM              577914104         5213      160700SH          Sole     X
MAXIMUS, INC.                   COM              577933104         8753      286994SH          Sole     X
MAYTAG CORP.                    COM              578592107        43904     1325410SH          Sole     X
MCAFEE.COM CORP                 CL A             579062100         2719       52600SH          Sole     X
THE MCCLATCHY CO. CLASS A       CL A             579489105         4330      132200SH          Sole     X
MCCORMICK & COMPANY, INC.       COM NON VTG      579780206        11849      367400SH          Sole           X
MCDERMOTT INTERNATIONAL         COM              580037109         7511      817511SH          Sole     X
MCDONALD'S CORP.                COM              580135101       727830    19376501SH          Sole     X
MCGRATH RENT CORP.              COM              580589109         1900      119700SH          Sole     X
THE MCGRAW-HILL COS., INC       COM              580645109       126547     2781244SH          Sole     X
MCK COMMUNICATIONS, INC.        COM              581243102         1163       24300SH          Sole     X
MCKESSON HBOC, INC.             COM              58155Q103        82939     3949494SH          Sole     X
MCLEOD, INC.                    COM              582266102        55764      657497SH          Sole     X
MCMORAN EXPORATION CO.          COM              582411104         2900      153138SH          Sole     X
MCWHORTER TECHNOLOGIES          COM              582803102          835       69600SH          Sole     X
MEAD CORP                       COM              582834107        49917     1428763SH          Sole     X
MEADE INSTRUMENTS CORP.         COM              583062104         2194       31800SH          Sole     X
MECH FINANCIAL, INC.            COM              583492103          724       21600SH          Sole     X
MECHANICAL TECHNOLOGY           COM              583538103         6024       84845SH          Sole     X
MEDAREX, INC.                   COM              583916101         4985       99200SH          Sole     X
MEDALLION FINANCIAL CORP.       COM              583928106          952       56600SH          Sole     X
MEDFORD BANCORP INC.            COM              584131106         1411       99000SH          Sole     X
MEDIA GENERAL CLASS A           CL A             584404107         6034      115200SH          Sole     X
MEDIAONE GROUP                  COM              58440J104       723864     8936589SH          Sole     X
MEDIA 100 INC.                  COM              58440W105         1144       32800SH          Sole     X
MEDIA METRIX, INC.              COM              58440X103         2936       69900SH          Sole     X
MEDIALINK WORLDWIDE             COM              58445P105          541       83300SH          Sole     X
MEDIAPLEX, INC.                 COM              58446B105         4638       89200SH          Sole     X
MEDIABAY, INC.                  COM              58446J108          354       47200SH          Sole     X
MEDIACOM COMMUNICATIONS         CL A             58446K105         1763      126500SH          Sole     X
MEDICAL ALLIANCE INC.           COM              58449S105           21        5000SH          Sole     X
MEDICAL ASSURANCE INC.          COM              58449U100         2733      143351SH          Sole     X
MEDICAL MANAGER GROUP           COM              58461U103         5484      156418SH          Sole     X
MEDICALOGIC INC                 COM              584642102         1586       91300SH          Sole     X
MEDICIS PHARMACEUTICAL          CL A NEW         584690309        10566      264149SH          Sole     X
MEDIMMUNE INC.                  COM              584699102        63083      362283SH          Sole     X
MEDICONSULT. COM, INC.          COM              58469J100          204       70800SH          Sole     X
MEDICAL DYNAMICS, INC.          COM PAR $0.001   584900401           64       63700SH          Sole     X
MEDIWARE INFORMATION SYS        COM              584946107          317       46600SH          Sole     X
MEDQUIST INC                    COM              584949101         9317      342700SH          Sole     X
MEDTOX SCIENTIFIC, INC.         COM NEW          584977201            3         420SH          Sole     X
MEDITRUST COMPANIES             PAIRED CTF NEW   58501T306         1566      864063SH          Sole     X
MEDSCAPE, INC.                  COM              585046105           11        2000SH          Sole     X
MEDPLUS INC.                    COM              58504P103          192       36500SH          Sole     X
MEDTRONIC, INC.                 COM              585055106       981078    19073209SH          Sole     X
MELLON FINANCIAL CORP.          COM              58551A108       220534     7475719SH          Sole     X
MEMBERWORKS, INC.               COM              586002107         6504      162100SH          Sole     X
MEN'S WEARHOUSE, INC.           COM              587118100         9262      312629SH          Sole     X
MENTOR CORP.                    COM              587188103         7739      286623SH          Sole     X
MENTOR GRAPHICS CORP.           COM              587200106         8130      537520SH          Sole     X
MERCANTILE BANK SHARES CO       COM              587405101         9819      321265SH          Sole     X
MERCHANTS BANCSHARES INC.       COM              588448100          871       48700SH          Sole     X
MERCHANTS GROUP INC.            COM              588539106          228       15100SH          Sole     X
MERCHANTS N.Y. BANCORP          COM              589167105         2275      138400SH          Sole     X
MERCK & CO., INC.               COM              589331107      2320814    37357163SH          Sole     X
MERCURY COMPUTER SYSTEMS        COM              589378108         8402      171900SH          Sole     X
MERCURY GENL CORP NE            COM              589400100         4646      157500SH          Sole     X
MERCURY INTERACTIVE CORP.       COM              589405109        60048      757700SH          Sole     X
MEREDITH CORP.                  COM              589433101        22401      809054SH          Sole     X
MERIDIAN DIAGNOSTICS, INC       COM              589602101          881      102129SH          Sole     X
MERIDIAN RESOURCE CORP          COM              58977Q109          755      194844SH          Sole     X
MERISEL, INC.                   COM              589849108         1175      696310SH          Sole     X
MERISTAR HOSPITALITY CORP       COM              58984Y103        12933      741693SH          Sole     X
MERIDIAN GOLD                   COM              589975101         2127      366000SH          Sole     X
MERISTAR HOTELS & RESORTS       COM              589988104         1051      357900SH          Sole     X
MERITOR AUTOMOTIVE INC.         COM              59000G100        10572      668592SH          Sole     X
MERITAGE CORPORATION            COM              59001A102          263       26300SH          Sole     X
MERIX CORP.                     COM              590049102         2492      107200SH          Sole     X
MERRILL LYNCH & CO., INC.       COM              590188108       569118     5420167SH          Sole     X
MERRY LAND PROPERTIES INC       COM              590441101          122       21725SH          Sole     X
MESA AIR GROUP INC              COM              590479101         4534      725500SH          Sole     X
MESABA HOLDINGS INC.            COM              59066B102         2155      188450SH          Sole     X
MESSAGEMEDIA INC.               COM              590787107         4571      360300SH          Sole     X
MET PRO CORP.                   COM              590876306          863       94624SH          Sole     X
META GROUP INC.                 COM              591002100         1486       57000SH          Sole     X
METACREATIONS                   COM              591016100         3230      151984SH          Sole     X
METAL MANAGEMENT INC.           COM              591097100          277      124700SH          Sole     X
METALS USA INC.                 COM              591324108          894      134875SH          Sole     X
METAMOR WORLDWIDE, INC.         COM              59133P100         7685      271425SH          Sole     X
METASOLV SOFTWARE, INC.         COM              591393103         5812       98400SH          Sole     X
METHODE ELECTRONICS CL A        CL A             591520200        17877      354000SH          Sole     X
METRICOM                        COM              591596101         7165      154500SH          Sole     X
METRIS COS. INC                 COM              591598107        11356      292120SH          Sole     X
METRIKA SYSTEMS CORP.           COM              59159M106          538       60200SH          Sole     X
METRETEK TECHNOLOGIES,          COM              59159Q107          379       31900SH          Sole     X
METRO-GOLDWYN-MAYER INC.        COM              591610100        17441      685624SH          Sole     X
METRO INFORMATION SERV.         COM              59162P104         1087       75600SH          Sole     X
METRO ONE TELECOMM.             COM              59163F105          740       55300SH          Sole     X
METROCALL INC                   COM              591647102         3177      317700SH          Sole     X
METROLOGIC INSTRUMENTS          COM              591676101          813       49300SH          Sole     X
METROMEDIA FIBER NETWORK        CL A             591689104        69442      718212SH          Sole     X
METROMEDIA INT'L GROUP          COM              591695101         2287      406500SH          Sole     X
METROWEST BANK                  COM              592668107          555       97638SH          Sole     X
METTLER-TOLEDO INT'L.           COM              592688105         7213      176200SH          Sole     X
MIAMI COMPUTER SUPPLY           COM              593261100         2384       76000SH          Sole     X
MICHAEL FOODS GROUP, INC.       COM              594079105         7378      351355SH          Sole     X
MICHAELS STORES, INC.           COM              594087108        11056      271318SH          Sole     X
MICREL INC.                     COM              594793101        33763      351700SH          Sole     X
MICROS SYSTEMS INC.             COM              594901100        14605      232052SH          Sole     X
MICROSOFT CORP.                 COM              594918104      8800817    82831215SH          Sole     X
MICROAGE, INC.                  COM              594928103           91       39000SH          Sole     X
MICROVISION, INC.               COM              594960106         1530       27500SH          Sole     X
MICROSTRATEGY INC.              CL A             594972101        38812      445800SH          Sole     X
MICROCHIP TECH.,INC.            COM              595017104        21074      320524SH          Sole     X
MICROGRAFX INC                  COM              595077108          515       73500SH          Sole     X
MICROMUSE INC.                  COM              595094103        27258      196368SH          Sole     X
MICRON ELECTRONICS INC.         COM              595100108         6009      429200SH          Sole     X
MICRON TECHNOLOGY, INC.         COM              595112103       495255     3930598SH          Sole     X
MICRONECTICS WIRELESS           COM              595125105          545       36300SH          Sole     X
MICROTOUCH SYSTEMS, INC.        COM              595145103         1167       91100SH          Sole     X
MICROWARE SYSTEMS CORP.         COM              595150103         2132      198300SH          Sole     X
MICROWAVE POWER DEVICES         COM              59517M103         1306      147200SH          Sole     X
MID-AMERICA APARTMNT REIT       COM              59522J103         6020      267554SH          Sole     X
MID ATLANTIC REALTY TRUST       SH BEN INT       595232109         1472      159176SH          Sole     X
MID ATLANTIC MEDICAL SVCS       COM              59523C107         5038      544600SH          Sole     X
MID-STATE BANCSHARES            COM              595440108         1245       49800SH          Sole     X
MIDAS INC.                      COM              595626102         6450      268736SH          Sole     X
MID-AMERICA BANCORP             COM              595915109         2059       79190SH          Sole     X
MIDDLEBY CORP                   COM              596278101          522       91800SH          Sole     X
MIDDLESEX WATER CO.             COM              596680108          766       26400SH          Sole     X
MIDLAND CO.                     COM              597486109           71        3000SH          Sole     X
MIDWEST EXPRESS HOLDINGS        COM              597911106         3444      134400SH          Sole     X
MIDWAY GAMES INC.               COM              598148104         5046      380832SH          Sole     X
MIDWEST BANC HOLDINGS           COM              598251106          135       10000SH          Sole     X
MID WEST GRAIN PRODUCTS         COM              59832G104          374       58650SH          Sole     X
MILACRON, INC.                  COM              598709103         9672      669902SH          Sole     X
MILLENNIUM PHARMACEUTICAL       COM              599902103        47045      362230SH          Sole     X
MILLENIUM CHEMICALS INC         COM              599903101         4530      226482SH          Sole     X
MILLER EXPLORATION CO.          COM              600533103           35       26600SH          Sole     X
HERMAN MILLER, INC.             COM              600544100        14777      527750SH          Sole     X
MILLER INDUSTRIES INC.          COM              600551105         1435      376350SH          Sole     X
MILLIPORE CORP.                 COM              601073109        42184      747440SH          Sole     X
MILLS CORP. REIT                COM              601148109         5402      300131SH          Sole     X
MILTON FEDERAL FINANCIAL        COM              601795107          333       21000SH          Sole     X
MINE SAFETY APPLIANCES CO       COM              602720104         2209       31900SH          Sole     X
MINERALS TECHNOLOGIES, IN       COM              603158106         7515      168640SH          Sole     X
MINIMED INC.                    COM              60365K108        20992      162100SH          Sole     X
MINNESOTA MINING & MFG. C       COM              604059105       512407     5785823SH          Sole     X
MINNESOTA POWER INC             COM              604110106         5011      301400SH          Sole     X
MINNTECH CORP.                  COM              604258103          605       80600SH          Sole     X
MIPS TECHNOLOGIES, INC.         CL A             604567107         6953      125000SH          Sole     X
MIRAGE RESORTS INC.             COM              60462E104        55878     2884005SH          Sole     X
MIRAVANT MEDICAL TECH.          COM              604690107         2250      144600SH          Sole     X
MISSION CRITICAL SOFTWARE       COM              605047109         3619       59200SH          Sole     X
MISSION WEST PROPERTIES         COM              605203108          868      101410SH          Sole     X
MISSISSIPPI CHEMICAL            COM NEW          605288208         2565      376461SH          Sole     X
MISSISSIPPI VALLEY BKSHRS       COM              605720101          998       41800SH          Sole     X
MITCHAM INDUSTRIES INC.         COM              606501104          517       95000SH          Sole     X
MITCHELL ENERGY DEV CL A        CL A             606592202         4454      203600SH          Sole     X
MITCHELL ENERGY &DEV-CL B       CL B             606592301           11         500SH          Sole     X
MOBIUS MANAGEMENT SYSTEMS       COM              606925105         1759      145100SH          Sole     X
MOBILE AMERICA CORP             COM PAR $0.025   607235504            5        3400SH          Sole     X
MOBILE MINI, INC.               COM              60740F105          983       50400SH          Sole     X
MOCON INC.                      COM              607494101          534       95962SH          Sole     X
MODEM MEDIA . POPPE TYSON       CL A             607533106         1224       37800SH          Sole     X
MODINE MANUFACTURING CO.        COM              607828100         5325      211930SH          Sole     X
MODIS PROFESSIONAL SVS          COM              607830106         7138      576837SH          Sole     X
MODTECH HOLDINGS INC.           COM              60783C100           86       10779SH          Sole     X
MOHAWK INDUSTRIES INC.          COM              608190104        10746      480250SH          Sole     X
MOLECULAR BIOSYSTEMS, INC       COM              608513107          285      228131SH          Sole     X
MOLECULAR DEVICES CORP          COM              60851C107         4912       64000SH          Sole     X
MOLEX, INC.                     COM              608554101       165576     2818319SH          Sole     X
MOLEX NON VTG  CL A             CL A             608554200          180        4051SH          Sole     X
MOMENTUM BUS. APPS., INC.       CL A             60877P108          392       49802SH          Sole     X
MONACO COACH CORP.              COM              60886R103         4291      225825SH          Sole     X
MONARCH DENTAL CORP             COM              609044102           72       25000SH          Sole     X
ROBERT MONDAVI CORP.            CL A             609200100         1304       37400SH          Sole     X
MONSANTO CO.                    COM              611662107       465938     9047338SH          Sole     X
MONTANA POWER CO.               COM              612085100        29723      464420SH          Sole     X
THE MONY GROUP INC.             COM              615337102        11277      349000SH          Sole     X
J. P. MORGAN & CO., INC.        COM              616880100       329214     2498777SH          Sole     X
MORGAN KEEGAN, INC.             COM              617410105         3999      228500SH          Sole     X
MORGAN ST DEAN WITTER           COM NEW          617446448      1349731    16548423SH          Sole     X
MORRISON KNUDSEN CORP.          COM              61844A109         2027      274900SH          Sole     X
MORRISON MANAGEMENT             COM              618459101         3676      132482SH          Sole     X
MORTONS RESTAURANT GROUP        COM              619429103         1251       65600SH          Sole     X
MOSSIMO, INC.                   COM              619696107          539      187400SH          Sole     X
MOTOROLA, INC.                  COM              620076109      1450950    10191044SH          Sole     X
MOVADO GROUP, INC.              COM              624580106         2796      277900SH          Sole     X
MP3.COM, INC.                   COM              62473M109         4274      203500SH          Sole     X
MUELLER (PAUL) CO.              COM              624752101          599       22200SH          Sole     X
MUELLER INDUSTRIES INC.         COM              624756102         9796      322500SH          Sole     X
MULTIPLE ZONES INT'L INC.       COM              624906103          452       58300SH          Sole     X
MULTEX.COM INC.                 COM              625367107         5231      140900SH          Sole     X
MURPHY OIL CORP.                COM              626717102        10783      187130SH          Sole     X
MUSE TECHNOLOGIES, INC.         COM              627487101          171       33300SH          Sole     X
MUSICMAKER.COM, INC.            COM              62757C108           31        7000SH          Sole     X
MUSICLAND STORES CORP.          COM              62758B109         5034      789600SH          Sole     X
MUSTANG.COM, INC.               COM              628188104          502       22800SH          Sole     X
MUTUAL RISK MGT LTD             COM              628351108         1628       81400SH          Sole     X
MYERS INDUSTRIES, INC.          COM              628464109         2280      190038SH          Sole     X
MYLAN LABORATORIES, INC.        COM              628530107        20979      762870SH          Sole     X
MYRIAD GENETICS INC.            COM              62855J104         2073       34400SH          Sole     X
MYPOINTS,COM. INC.              COM              62855T102         2166       80800SH          Sole     X
MYSTIC FIANCIAL, INC.           COM              628643108           14        1400SH          Sole     X
NABI, INC.                      COM              628716102          782      115800SH          Sole     X
NBC INTERNET, INC. CL. A        CL A             62873D105         2291       53200SH          Sole     X
N B T BANCORP INC.              COM              628778102         2666      183869SH          Sole     X
NBTY INC.                       COM              628782104         8274      604500SH          Sole     X
NCH CORP.                       COM              628850109         2196       48460SH          Sole     X
NCI BUILDING SYSTEMS INC.       COM              628852105         2572      136700SH          Sole     X
NCO GROUP                       COM              628858102         6279      196599SH          Sole     X
NCR CORP.                       COM              62886E108        74644     1860283SH          Sole     X
NCS HEALTHCARE INC.             CL A             628874109          302      166521SH          Sole     X
NS GROUP INC                    COM              628916108          749       45900SH          Sole     X
NFO WORLDWIDE, INC.             COM              62910N108         4340      197273SH          Sole     X
N L INDUSTRIES, INC.            COM NEW          629156407         3335      256500SH          Sole     X
NPC INTERNATIONAL CL A          COM              629360306         2795      366600SH          Sole     X
NTL INC.                        COM              629407107        44690      481508SH          Sole     X
NTN COMMUNICATIONS INC.         COM NEW          629410309          230       57600SH          Sole     X
NUI CORP.                       COM              629430109         2523       97500SH          Sole     X
NVR, INC.                       COM              62944T105         5465      101200SH          Sole     X
NY MAGIC, INC.                  COM              629484106         1226       89600SH          Sole     X
NABISCO HOLDINGD CORP.          CL A             629526104         7136      221700SH          Sole     X
NABISCO GROUP HOLDINGS          COM              62952P102        57395     4782928SH          Sole     X
NABORS INDUSTRIES, INC.         COM              629568106        29032      748003SH          Sole     X
NACCO INDUSTRIES, INC. CL       CL A             629579103         8953      186757SH          Sole     X
NANOGEN, INC.                   COM              630075109         1918       56400SH          Sole     X
NASH-FINCH CO.                  COM              631158102          396       48800SH          Sole     X
NASHUA CORP.                    COM              631226107         1085      129500SH          Sole     X
NASTECH PHARMACEUTICAL          COM PAR $0.006   631728409          424       95500SH          Sole     X
NATL BANK CORP. (ALASKA)        COM              632587101         5506      145800SH          Sole     X
NATL BANCSHARES CRP-TEXAS       COM NEW P$0.01   632593505          186       13600SH          Sole     X
NAT'L BEVERAGE CORP.            COM              635017106          564       70540SH          Sole     X
NATIONAL CITY BANCORPORAT       COM              635312101          909       62674SH          Sole     X
NATIONAL CITY BANCSHARES        COM              635313109         2080      109466SH          Sole     X
NATIONAL CITY CORP.             COM              635405103       177013     8582461SH          Sole     X
NATIONAL COMMUNITY BANCOR       COM              635449101         8190      442700SH          Sole     X
NATIONAL COMPUTER SYSTEMS       COM              635519101        15996      315200SH          Sole     X
NATIONAL DATA CORP.             COM              635621105         4115      158250SH          Sole     X
NATIONAL DENTEX CORP.           COM              63563H109          593       40200SH          Sole     X
NATIONAL DISCOUNT BROKERS       COM              635646102         8073      163500SH          Sole     X
NATIONAL EQUIPMENT SVCS.        COM              635847106          810      129600SH          Sole     X
NATIONAL FUEL & GAS CO.         COM              636180101         7019      157520SH          Sole     X
NATIONAL GOLF PROPS REIT        COM              63623G109         3737      177426SH          Sole     X
NATIONAL HEALTH INVS            COM              63633D104         2376      199000SH          Sole     X
NAT'L. INFO CONSORTIUM          COM              636491102         5383      154900SH          Sole     X
NATIONAL INSTRUMENTS CORP       COM              636518102        20897      445200SH          Sole     X
NATIONAL-OILWELL INC.           COM              637071101        12637      409300SH          Sole     X
NATIONAL PENN BANCSHARES        COM              637138108         1637       80864SH          Sole     X
NATIONAL PRESTO IND., INC       COM              637215104         3240       99300SH          Sole     X
NATIONAL PROCESSING, INC.       COM              637229105         1698      178700SH          Sole     X
NATIONAL R. V. HOLDINGS         COM              637277104         1285       81273SH          Sole     X
NATIONAL RECORD MART, INC       COM              637355108          187       53000SH          Sole     X
NATIONAL RESEARCH CORP.         COM              637372103           19        3400SH          Sole     X
NATIONAL SEMICONDUCTOR          COM              637640103       166911     2753168SH          Sole     X
NATIONAL SERVICE IND., IN       COM              637657107        11781      559351SH          Sole     X
NATIONAL STEEL CORP CL B        CL B             637844309         2066      280100SH          Sole     X
NATIONAL TECHTEAM INC.          COM              638108100          488       87700SH          Sole     X
NATL WSTRN LIFE INSR. CO.       CL A             638522102         1555       19200SH          Sole     X
NATIONSRENT,  INC.              COM              638588103          596      113500SH          Sole     X
NATIONWIDE FINANCIAL SRVC       CL A             638612101        10240      350100SH          Sole     X
NATIONWIDE HEALTH PROP. I       COM              638620104         3451      330600SH          Sole     X
NATROL, INC.                    COM              638789107          419       81700SH          Sole     X
NATURAL ALTERNATIVES INTL       COM NEW          638842302           97       49500SH          Sole     X
NATURAL MICROSYSTEMS            COM              638882100         3859       45000SH          Sole     X
NAVIGATORS GROUP, INC.          COM              638904102          458       45000SH          Sole     X
NATURAL WONDERS                 COM              639014109            3        2000SH          Sole     X
NATURE'S SUNSHINE INC.          COM              639027101          925      115582SH          Sole     X
NAUTICA ENTERPRISES INC.        COM              639089101         4026      342600SH          Sole     X
NAVARRE CORP                    COM              639208107          345       87700SH          Sole     X
NAVISTAR INTERNATIONAL CO       COM              63934E108        49508     1233835SH          Sole     X
NAVIDEC, INC.                   COM              63934Q101         1124       72500SH          Sole     X
NAVISITE, INC.                  COM              63935M109        10361       85100SH          Sole     X
NAVIGANT CONSULTING CO          COM              63935N107         3612      328340SH          Sole     X
NAVIGANT INTERNATIONAL          COM              63935R108          699       73563SH          Sole     X
NEFF CORP.                      CL A             640094108          590       82800SH          Sole     X
NEIMAN MARCUS GROUP CLS-A       CL A             640204202        10382      373300SH          Sole     X
NEIMAN MARCUS GROUP CLS-B       CL B             640204301         1658       60302SH          Sole     X
THOMAS NELSON INC.              COM              640376109          733       92400SH          Sole     X
NEMATRON CORP.                  COM              640441101          101       37600SH          Sole     X
NEOFORMA, INC.                  COM              640475109         2767      169000SH          Sole     X
NEOMAGIC CORP                   COM              640497103          609      122600SH          Sole     X
NEOMEDIA TECHNOLOGIES           COM              640505103          309       36400SH          Sole     X
NEON SYSTEMS, INC.              COM              640509105         1119       33900SH          Sole     X
NEOPHARM                        COM              640919106         2200       88000SH          Sole     X
NET.B@NK, INC.                  COM              640933107         3371      259300SH          Sole     X
NETWORK ASSOCIATES, INC.        COM              640938106        22179      687709SH          Sole     X
NET.GENESIS CORP.               COM              64107E107         2358       52700SH          Sole     X
NET PERCEPTIONS, INC.           COM              64107U101         4259      115300SH          Sole     X
NET2PHONE, INC.                 COM              64108N106         3306       55918SH          Sole     X
NETCENTIVES INC                 COM              64108P101         2649       88300SH          Sole     X
NETCREATIONS, INC.              COM              64110N102          893       21000SH          Sole     X
NETEGRITY INC.                  COM              64110P107         4535       66200SH          Sole     X
NETMANAGE, INC.                 COM              641144100         2761      488167SH          Sole     X
NETRIX CORP.                    COM              641148101         1655       82000SH          Sole     X
NETOPIA INC                     COM              64114K104         7424      103200SH          Sole     X
NET OBJECTS INC.                COM              64114L102         1426       62700SH          Sole     X
NETRO CORP.                     COM              64114R109         9512      146300SH          Sole     X
NETSMART TECHN., INC.           COM NEW          64114W306           41        3733SH          Sole     X
NETPLIANCE, INC.                COM              64115K103         2556      176300SH          Sole     X
NETIQ CORP.                     COM              64115P102         4697       70300SH          Sole     X
NETIVATION.COM, INC.            COM              64115R108          277       45200SH          Sole     X
NETOPTIX CORP                   COM              64116F103         5788       33700SH          Sole     X
NETRATINGS INC                  COM              64116M108         2234       89600SH          Sole     X
NETWORK EQUIPMENT TECHNLG       COM              641208103         2306      230647SH          Sole     X
NETWORK APPLIANCE, INC.         COM              64120L104       401915     4856978SH          Sole     X
NETWORK ACCESS SOLUTIONS        COM              64120S109         3742      170100SH          Sole     X
NETWORK SOLUTIONS INC.          COM              64121Q102        32086      208754SH          Sole     X
NETWORK PERIPHERALS, INC.       COM              64121R100         4469      125900SH          Sole     X
NETWORK PLUS CORP.              COM              64122D506         6521      161000SH          Sole     X
NET2000 COMMUNICATIONS          COM              64122G103         1406       59200SH          Sole     X
NETZERO INC                     COM              64122R109         4695      307900SH          Sole     X
NEUBERGER BERMAN INC.           COM              641234109         3763      133500SH          Sole     X
NEUROGEN CORP.                  COM              64124E106         3742      121200SH          Sole     X
NEW CENTURY FINANCIAL COR       COM              64352D101          522       52500SH          Sole     X
NEW CENTURY ENERGIES INC.       COM              64352U103        48382     1609372SH          Sole     X
NEW ENGLAND BUSINESS SVC.       COM              643872104         2132      123600SH          Sole     X
NEW ERA OF NETWORKS, INC.       COM              644312100         3843       97900SH          Sole     X
NEW FRONTIER MEDIA, INC.        COM              644398109          284       24400SH          Sole     X
NEW JERSEY RESOURCES CORP       COM              646025106         7468      174700SH          Sole     X
NEW MEXICO & ARIZONA LAND       COM              647072107          757      141623SH          Sole     X
NEW PLAN EXCEL REALTY TR.       COM              648053106        12927      940154SH          Sole     X
NEW YORK TIMES CO CLASS A       CL A             650111107       102416     2385230SH          Sole     X
NEWCOR INC                      COM              651186108           91       43880SH          Sole     X
NEWELL RUBBERMAID INC.          COM              651229106        98290     3961303SH          Sole     X
NEWFIELD EXPLORATION CO.        COM              651290108        15796      448100SH          Sole     X
NEWGEN RESULTS CORP.            COM              651359101            5         300SH          Sole     X
NEWMIL BANCORP INC.             COM              651633109         1150       92000SH          Sole     X
NEWMONT MINING CORP.            COM              651639106        54012     2407227SH          Sole     X
NEWPARK RESOURCES               COM PAR $.01NEW  651718504         5049      631100SH          Sole     X
NEWPORT CORP.                   COM              651824104         3497       25900SH          Sole     X
NEWPORT NEWS SHIPBUILDING       COM              652228107        12163      402082SH          Sole     X
NEWS COMMUNICATIONS, INC.       COM PAR $.01 N   652484809            1         501SH          Sole     X
NIAGARA BANCORP, INC.           COM              652914102          362       37100SH          Sole     X
NEXTCARD, INC.                  COM              65332K107         2683      175415SH          Sole     X
NEXTEL COMMUNICATIONS INC       CL A             65332V103       876700     5913662SH          Sole     X
NEXTEL PARTNERS INC             CL A             65333F107          435       15000SH          Sole     X
NEXTLINK COMM.                  CL A             65333H707        35700      288631SH          Sole     X
NEXT LEVEL COMMUNICATIONS       COM              65333U104        25741      236700SH          Sole     X
NHANCEMENT TECHNOLOGIES         COM              65334P104          609       35200SH          Sole     X
NIAGARA MOHAWK HOLDINGS         COM              653520106        38250     2833353SH          Sole     X
NICOR, INC.                     COM              654086107        21298      646610SH          Sole     X
NIKE, INC. CLASS B              CL B             654106103       153500     3873818SH          Sole     X
NIKU CORP.                      COM              654113109          473       10000SH          Sole     X
99 CENTS ONLY STORES            COM              65440K106         8883      226326SH          Sole     X
NISOURCE, INC.                  COM              65473P105         8767      519500SH          Sole     X
NITCHES INC.                    COM              65476M109          136       30128SH          Sole     X
NOBILITY HOMES, INC.            COM              654892108          183       34000SH          Sole     X
NOBLE AFFILIATES, INC.          COM              654894104        18609      567130SH          Sole     X
NOBLE DRILLING CORP.            COM              655042109        27898      673250SH          Sole     X
NOODLE KIDOODLE INC.            COM              655370104           25        5000SH          Sole     X
NORDSON CORP.                   COM              655663102         6477      140620SH          Sole     X
NORDSTROM, INC.                 COM              655664100        55959     1896903SH          Sole     X
NORFOLK SOUTHERN CORP.          COM              655844108        75229     5233290SH          Sole     X
NORSTAN INC.                    COM              656535101          433       66600SH          Sole     X
NORTEK, INC.                    COM              656559101         2220      100352SH          Sole     X
NORTEL NETWORKS CORP.           COM              656569100      2565988    20364987SH          Sole     X
NORTH AMERICAN SCIENTIFIC       COM              65715D100         1036       48200SH          Sole     X
NORTH AMERICAN VACCINE, I       COM              657201109          660      245700SH          Sole     X
NORTH FORK BANCORP., INC.       COM              659424105        15063      842678SH          Sole     X
NORTH PITTSBURGH SYSTEMS        COM              661562108          781       59500SH          Sole     X
NORTHEAST OPTIC NETWORK         COM              664334109         6630       78400SH          Sole     X
NORTHEAST UTILITIES             COM              664397106        18510      860942SH          Sole     X
NORTHERN STATES POWER CO.       COM              665772109        42648     2145790SH          Sole     X
NORTHERN TRUST CORP.            COM              665859104       209284     3097633SH          Sole     X
NORTHPOINT COMMUNICATIONS       COM              666610100         8621      373800SH          Sole     X
NORTHROP GRUMAN CORP.           COM              666807102        57425     1084771SH          Sole     X
NORTHWEST AIRLINES CORP.        CL A             667280101         8376      370200SH          Sole     X
NORTHWEST BANCORP INC.          COM              667328108         1770      264700SH          Sole     X
NORTHWEST NATURAL GAS CO.       COM              667655104         5526      283400SH          Sole     X
NORTHWEST PIPE COMPANY          COM              667746101           42        3000SH          Sole     X
NORTHWESTERN CORP.              COM              668074107         4210      204100SH          Sole     X
NOVA CORP.                      COM              669784100         8799      302116SH          Sole     X
NU HORIZONS ELECTRONICS         COM              669908105         1716       77550SH          Sole     X
NOVAVAX INC.                    COM              670002104         2450      306200SH          Sole     X
NOVELL, INC.                    COM              670006105       135622     4737886SH          Sole     X
NOVELLUS SYSTEMS, INC.          COM              670008101        28904      515000SH          Sole     X
NOVEN PHARMACEUTICALS           COM              670009109         1796      164200SH          Sole     X
NOVOSTE CORP.                   COM              67010C100         6744      168600SH          Sole     X
NU SKIN ENTERPRISES, INC.       CL A             67018T105          321       40500SH          Sole     X
NSTAR                           COM              67019E107        13129      312597SH          Sole     X
NUCOR CORP.                     COM              670346105        62963     1259262SH          Sole     X
NUEVO ENERGY CO.                COM              670509108         3973      184800SH          Sole     X
NUMEREX CORP.                   CL A             67053A102          842       68700SH          Sole     X
NVIDIA CORP.                    COM              67066G104        19896      235500SH          Sole     X
NYFIX, INC.                     COM              670712108         2048       40650SH          Sole     X
O'CHARLEY'S INC.                COM              670823103          924       71100SH          Sole     X
OEA, INC.                       COM              670826106         2657      276100SH          Sole     X
OAO TECHNOLOGY                  COM              67082B105          943      122700SH          Sole     X
OGE ENERGY CORP.                COM              670837103         6105      318190SH          Sole     X
OM GROUP INC.                   COM              670872100        13068      287200SH          Sole     X
ONIX SYSTEMS                    COM              67088G108           36        4000SH          Sole     X
OTG SOFTWARE, INC.              COM              671059103         2624       65100SH          Sole     X
OAK HILL FINANCIAL, INC.        COM              671337103          258       20200SH          Sole     X
OAK TECHNOLOGY, INC.            COM              671802106         4649      241500SH          Sole     X
OAKLEY, INC.                    COM              673662102         4523      425700SH          Sole     X
OAKWOOD HOMES CORP.             COM              674098108         1463      383700SH          Sole     X
OBIE MEDIA CORP                 COM              674391107          139       15510SH          Sole     X
OBJECTIVE SYS. INTEGRATOR       COM              674424106         2975      195900SH          Sole     X
OCCIDENTAL PETROLEUM CORP       COM              674599105       114838     5534364SH          Sole     X
OCEAN ENERGY, INC.              COM              67481E106        14580     1014230SH          Sole     X
OCEANEERING INTERNATIONAL       COM              675232102         4541      242200SH          Sole     X
OCEANFIRST FINANCIAL CORP       COM              675234108         2529      161200SH          Sole     X
OCTEL CORP.                     COM              675727101          667       68375SH          Sole     X
OCULAR SCIENCES INC.            COM              675744106         1775      112800SH          Sole     X
OCWEN FINANCIAL CORP.           COM              675746101         2929      377900SH          Sole     X
ODWALLA, INC.                   COM              676111107           36        5200SH          Sole     X
OFFICE DEPOT, INC.              COM              676220106        56475     4884346SH          Sole     X
OFFICEMAX, INC.                 COM              67622M108         6190      952330SH          Sole     X
OFFICIAL PAYMENTS CORP          COM              676235104         2222       52900SH          Sole     X
OFFSHORE LOGISTICS, INC.        COM              676255102         4325      311700SH          Sole     X
OGDEN CORP.                     COM              676346109         5556      465436SH          Sole     X
OHIO ART CO.                    COM              677143109          196       14800SH          Sole     X
OHIO CASUALTY CORP.             COM              677240103         9288      519618SH          Sole     X
OHIO VALLEY BANC CORP.          COM              677719106          641       21725SH          Sole     X
OIL-DRI CORP. OF AMERICA        COM              677864100          410       54275SH          Sole     X
OLD DOMINION FREIGHT            COM              679580100          738       60415SH          Sole     X
OLD KENT FINANCIAL CORP.        COM              679833103        58666     1815576SH          Sole     X
OLD NATIONAL BANCORP            COM              680033107         4435      134128SH          Sole     X
OLD REPUBLIC INTERNATIONL       COM              680223104         7924      576312SH          Sole     X
OLIN CORP.                      COM PAR $1       680665205         6158      346920SH          Sole     X
OMNICARE, INC.                  COM              681904108         4359      361390SH          Sole     X
OMNICOM GROUP INC.              COM              681919106       260142     2784128SH          Sole     X
OMEGA HEALTHCARE INVESTOR       COM              681936100         1075      170241SH          Sole     X
OMTOOL, LTD.                    COM              681974101          352       84000SH          Sole     X
1-800 CONTACTS, INC.            COM              681977104         1008       29100SH          Sole     X
OMEGA FINANCIAL CORP.           COM              682092101         2860      110812SH          Sole     X
OMEGA WORLDWIDE, INC.           COM              68210B108          726      165853SH          Sole     X
OMNI ENERGY SERVICES            COM              68210T109           15        7400SH          Sole     X
OMEGA RESEARCH, INC.            COM              68211E101          219       47400SH          Sole     X
OMNOVA SOLUTIONS INC.           COM              682129101         1915      340400SH          Sole     X
OMNI NUTRACEUTICALS INC.        COM              68212M102          475       67800SH          Sole     X
ON ASSIGNMENT, INC.             COM              682159108         5148      114400SH          Sole     X
ON COMMAND CORP.                COM              682160106          486       32400SH          Sole     X
ONDISPLAY, INC.                 COM              68232L100         4586       55500SH          Sole     X
ONE VALLEY BNCRP INC            COM              682419106         9226      266461SH          Sole     X
1-800-FLOWERS.COM, INC.         CL A             68243Q106          767      107600SH          Sole     X
ONEIDA LTD.                     COM              682505102         2276      117468SH          Sole     X
ONEMAIN.COM, INC.               COM              68267P109         1884      166500SH          Sole     X
ONEOK INC                       COM              682680103        15914      636542SH          Sole     X
ONESOURCE INFORMATION           COM              68272J106           25        3000SH          Sole     X
ONHEALTH NETWORK CO.            COM              68272W107          614      146700SH          Sole     X
ONLINETRADINGINC.COM            COM              68273D108          356       55800SH          Sole     X
ONYX ACCEPTANCE CORP.           COM              682914106          358       63600SH          Sole     X
ONEWORLD SYSTEMS, INC.          COM NEW          682917307            1        1660SH          Sole     X
ON2.COM INC.                    COM              68338A107         2439      170400SH          Sole     X
ONIVIA.COM, INC.                COM              68338T106          211       10000SH          Sole     X
ONYX SOFTWARE CORP.             COM              683402101         7682      241000SH          Sole     X
OPEN MARKET INC.                COM              68370M100         8729      339000SH          Sole     X
OPTICAL CABLE CORP.             COM              683827109         4379      142400SH          Sole     X
ORACLE CORPORATION              COM              68389X105      3510498    44970347SH          Sole     X
OPTIKA INC.                     COM              683973101          966       34500SH          Sole     X
ORBITAL SCIENCECORP             COM              685564106         5681      378700SH          Sole     X
ORGANOGENESIS, INC.             COM              685906109         3784      313676SH          Sole     X
OREGON TRAIL FINANCIAL          COM              685932105          694       78800SH          Sole     X
OREGON STEEL MILLS, INC.        COM              686079104          742      191600SH          Sole     X
O'REILLY AUTOMOTIVE, INC.       COM              686091109         5977      421300SH          Sole     X
ORGANIC, INC.                   COM              68617E101         4814      222600SH          Sole     X
ORIENTAL FINANCIAL GROUP        COM              68618W100         2702      142232SH          Sole     X
ORIOLE HOMES CORP. CL B         CL B             686264201           41       19300SH          Sole     X
ORPHAN MEDICAL, INC.            COM              687303107          733       67400SH          Sole     X
ORTEL CORP.                     COM              68749W102         9535       50800SH          Sole     X
ORTHOLOGIC CORP.                COM              68750J107          818      133600SH          Sole     X
ORTHODONTIC CENTERS             COM              68750P103         8134      433800SH          Sole     X
OSHKOSH B GOSH, INC. CLAS       CL A             688222207         3631      201700SH          Sole     X
OSHKOSH TRUCK CORP.             COM              688239201         2004       64500SH          Sole     X
OSICOM TECHNOLOGIES, INC.       COM PAR $0.30    688271501         3648       32500SH          Sole     X
OSMONICS, INC.                  COM              688350107          151       18900SH          Sole     X
OSTEOTECH, INC.                 COM              688582105         1872      139950SH          Sole     X
OTTAWA FINANCIAL CORP.          COM              689389104          765       43429SH          Sole     X
OTTER TAIL POWER CO.            COM              689648103         2648      132800SH          Sole     X
OUTBACK STEAKHOUSE              COM              689899102        15730      490591SH          Sole     X
OUTLOOK GROUP CORP.             COM              690113105           40        8000SH          Sole     X
OVERSEAS SHIPHLDING GROUP       COM              690368105         7443      324510SH          Sole     X
OWENS & MINOR INC HLDG CO       COM              690732102         2886      271587SH          Sole     X
OWENS CORNING                   COM              69073F103        22894     1181626SH          Sole     X
OWENS ILLINOIS, INC.            COM NEW          690768403        36248     2148017SH          Sole     X
OXFORD HLTH PLN                 COM              691471106        10069      660290SH          Sole     X
OXFORD INDUSTRIES, INC.         COM              691497309         1258       69400SH          Sole     X
OXIGENE INC                     COM              691828107         2827      133800SH          Sole     X
PC CONNECTION INC.              COM              69318J100         1133       40100SH          Sole     X
PCD INC.                        COM              69318P106          265       50400SH          Sole     X
PC-TEL INC L                    COM              69325Q105         4673       62100SH          Sole     X
P-COM, INC.                     COM              693262107        14815      800800SH          Sole     X
PECO ENERGY CORP.               COM              693304107        95248     2583002SH          Sole     X
PG&E CORP                       COM              69331C108       118312     5633919SH          Sole     X
PFF BANCORP, INC.               COM              69331W104         1789      115400SH          Sole     X
PE CORP-PE BIOSYSTEMS           COM PE BIO GRP   69332S102       312028     3233449SH          Sole     X
PE CORP.-CELERA GENOMICS        CELERA GEN GRP   69332S201        38242      417656SH          Sole     X
P.F. CHANG'S CHINA BISTRO       COM              69333Y108         1915       57800SH          Sole     X
PICO HOLDINGS INC.              COM NEW          693366205         2248      202067SH          Sole     X
PLX TECHNOLOGY                  COM              693417107         4260      114400SH          Sole     X
PMA CAPITAL CORP CL A           CL A             693419202         1351       77211SH          Sole     X
PMC CAPITAL INC.                COM              693430100          510       63800SH          Sole     X
PMC SIERRA INC.                 COM              69344F106         7068       34700SH          Sole     X
THE PMI GROUP INC.              COM              69344M101        25329      533944SH          Sole     X
PMR CORPORATION                 COM              693451106          279       56500SH          Sole     X
PNC FINANCIAL SERVICES          COM              693475105       196547     4361664SH          Sole     X
PPG INDUSTRIES, INC.            COM              693506107       126565     2419406SH          Sole     X
PPL CORP.                       COM              69351T106        50235     2399265SH          Sole     X
PRT GROUP INC.                  COM              693579104           78       43300SH          Sole     X
PRI AUTOMATION, INC.            COM              69357H106         9762      159700SH          Sole     X
PS BUSINESS PARKS, INC.         COM              69360J107         6105      299625SH          Sole     X
PSW TECHNOLOGIES                COM              69364J103         1292       32500SH          Sole     X
PVF CAPITAL CORP.               COM              693654105          314       35739SH          Sole     X
PSS WORLD MEDICAL, INC.         COM              69366A100         4447      655792SH          Sole     X
PTEK HOLDINGS, INC.             COM              69366M104         2540      383400SH          Sole     X
PACCAR, INC.                    COM              693718108        71113     1422259SH          Sole     X
PAC-WEST TELECOM. INC.          COM              69371Y101         2721       87071SH          Sole     X
PACIFIC BANK N.A.               COM NEW          694026204          339       11300SH          Sole     X
PACIFIC CAPITAL BANCORP         COM              69404P101         3579      147600SH          Sole     X
PACIFIC CENTURY FINL CORP       COM              694058108        11490      565682SH          Sole     X
PACIFIC CREST CAPITAL INC       COM              694166109          464       43645SH          Sole     X
PACIFIC GATEWAY EXCHANGE        COM              694327107         2782      189400SH          Sole     X
PACIFIC GATEWAY                 COM              694330101          129       12000SH          Sole     X
PACIFIC GULF PROPS REIT         COM              694396102         5645      287618SH          Sole     X
PACIFIC SUNWEAR OF CALIF.       COM              694873100        12197      316806SH          Sole     X
PACIFICARE HLTH SYS. INC.       COM              695112102        15604      312860SH          Sole     X
PACKAGING CORP. OF AMER.        COM              695156109         3064      291800SH          Sole     X
PACKETEER. INC.                 COM              695210104         2625       75000SH          Sole     X
PACTIV CORP.                    COM              695257105        23411     2675489SH          Sole     X
PAGING NETWORK INC.             COM              695542100         2057      793200SH          Sole     X
PAINEWEBBER GROUP               COM              695629105        87475     1988059SH          Sole     X
PAIRGAIN TECHNOLOGIES INC       COM              695934109         9678      517900SH          Sole     X
PALL CORP.                      COM              696429307        38635     1721907SH          Sole     X
PALM HARBOR HOMES               COM              696639103         2148      139729SH          Sole     X
PALM, INC.                      COM              696642107         3886       86600SH          Sole     X
PANAMSAT CORP. (NEW)            COM              697933109         5800      118217SH          Sole     X
PAN PACIFIC RETAIL PPTYS        COM              69806L104         4179      226671SH          Sole     X
PANERA BREAD CO.                CL A             69840W108          179       23900SH          Sole     X
PAPA JOHN'S INTL INC.           COM              698813102         7222      218843SH          Sole     X
PARACELSUS HEALTHCARE COR       COM              698891108            4       15000SH          Sole     X
PARADYNE NETWORKS               COM              69911G107         2868       92500SH          Sole     X
PARAMETRIC TECHNOLOGY COR       COM              699173100        94314     4477794SH          Sole     X
PAREXEL INTERNATIONAL           COM              699462107         3543      375400SH          Sole     X
PARK ELECTROCHEMICAL CORP       COM              700416209         3486      142300SH          Sole     X
PARK NATIONAL CORP.             COM              700658107         6032       68550SH          Sole     X
PARK-OHIO HOLDINGS CORP.        COM              700666100          802       75509SH          Sole     X
PARK PLACE ENTERTAINMENT        COM              700690100        17426     1507083SH          Sole     X
PARKER DRILLING CO.             COM              701081101         3170      633900SH          Sole     X
PARKER HANNIFIN CORP            COM              701094104        64473     1560612SH          Sole     X
PARKERVISION, INC.              COM              701354102         2543       86200SH          Sole     X
PARKWAY PROPERTIES INC.         COM              70159Q104         4466      151699SH          Sole     X
PARTY CITY CORP.                COM              702145103           61       28800SH          Sole     X
THE PATHWAYS GROUP, INC.        COM              70321D106          368      154900SH          Sole     X
PATHOGENESIS CORP.              COM              70321E104         3986      175200SH          Sole     X
PATINA OIL & GAS COMMON         COM              703224105         1216       89668SH          Sole     X
PATRIOT BANK CORP.              COM              70335P103          603       48275SH          Sole     X
PATTERSON DENTAL CO.            COM              703412106        10641      278200SH          Sole     X
PATTERSON ENERGY INC.           COM              703414102         9700      305500SH          Sole     X
PAUL-SON GAMING CORP            COM              703578104          111       35500SH          Sole     X
PAXAR CORP.                     COM              704227107         5249      545356SH          Sole     X
PAXSON COMMUNICATIONS           COM              704231109         1550      200000SH          Sole     X
PAYCHEX, INC.                   COM              704326107       207818     3967876SH          Sole     X
PAYLESS SHOESOURCE, INC.        COM              704379106         9250      178094SH          Sole     X
PCORDER.COM, INC.               CL A             70453H107          704       31300SH          Sole     X
PEAPOD, INC.                    COM              704718105          184       68500SH          Sole     X
PEDIATRIX MEDICAL GROUP         COM              705324101         1468      202500SH          Sole     X
PEEKSKILL FINANCIAL CORP.       COM              705385102          477       22700SH          Sole     X
PEERLESS SYSTEMS                COM              705536100          280       57500SH          Sole     X
PEGASYSTEMS INC.                COM              705573103         3806      317200SH          Sole     X
PEGASUS COMMUNICATIONS          CL A             705904100        13709       97400SH          Sole     X
PEGASUS SYSTEMS INC.            COM              705906105         2321      146800SH          Sole     X
PENFORD CORP.                   COM              707051108         1379       76100SH          Sole     X
PENN ENGINEERING & MFG. C       CL A             707389102          177        8300SH          Sole     X
PENN ENGINEERING & MFG          COM NON VTG      707389300          674       27500SH          Sole           X
PENN OCTANE CORP.               COM              707573101          330       35000SH          Sole     X
PENN TRAFFIC CO                 COM NEW          707832200            3         509SH          Sole     X
PENN TREATY AMERICAN CORP       COM              707874103          566       33900SH          Sole     X
PENN VIRGINIA CORP.             COM              707882106         1572       91800SH          Sole     X
PENNCORP FINANCIAL GROUP        COM              708094107            6      141700SH          Sole     X
J.C. PENNEY CO., INC.           COM              708160106        53786     3615899SH          Sole     X
PENNFED FINANCIAL SVCS          COM              708167101          602       42600SH          Sole     X
PENNSYLVANIA REIT               SH BEN INT       709102107         3400      209243SH          Sole     X
PENNZOIL-QUAKER STATE CO.       COM              709323109         6880      659123SH          Sole     X
PENTAIR, INC.                   COM              709631105         7419      200178SH          Sole     X
PENTON MEDIA, INC. CL. A        COM              709668107         6325      243250SH          Sole     X
PENWEST PHARMACEUTICALS         COM              709754105         1877      152449SH          Sole     X
PEOPLES BANCSHARES INC.         COM              709795108          596       32000SH          Sole     X
PEOPLES BANCTRUST CO. INC       COM              709796106          108        9000SH          Sole     X
PEOPLES BANK BRIDGEPORT         COM              710198102         3693      176400SH          Sole     X
PEOPLES BANCORP OF NC           COM              710577107           89        6610SH          Sole     X
PEOPLES ENERGY CORP.            COM              711030106        13382      487738SH          Sole     X
PEOPLES HERITAGE FINL SV.       COM              711147108         7944      529616SH          Sole     X
PEOPLES HOLDING CO.             COM              711148106         1259       51400SH          Sole     X
PEOPLESOFT, INC.                COM              712713106        87889     4394443SH          Sole     X
PEP BOYS (MANNY, MOE & JA       COM              713278109         3767      634433SH          Sole     X
PEPSI BOTTLING GROUP, INC       COM              713409100        11380      569000SH          Sole     X
PEPSICO, INC.                   COM              713448108       798662    23107753SH          Sole     X
PER-SE TECHNOLOGIES, INC.       COM NEW          713569309         1672      284539SH          Sole     X
PERCEPTRON INC.                 COM              71361F100           31        5000SH          Sole     X
PEREGRINE SYSTEMS, INC.         COM              71366Q101        37073      552814SH          Sole     X
PERFORMANCE FOOD GROUP          COM              713755106         2399      109650SH          Sole     X
PERFICIENT, INC.                COM              71375U101         1686       84831SH          Sole     X
PERICOM SEMICONDUCTOR CO        COM              713831105         1381       38700SH          Sole     X
PERINI CORP.                    COM              713839108          170       38400SH          Sole     X
PERKINELMER, INC.               COM              714046109        58942      886346SH          Sole     X
PEROT SYSTEMS CORP.             CL A             714265105         5363      266500SH          Sole     X
PERRIGO CO.                     COM              714290103         4347      572410SH          Sole     X
PERSISTENCE SOFTWARE, INC       COM              715329108         1254       63100SH          Sole     X
PERSONNEL GROUP OF AMER         COM              715338109         1717      280400SH          Sole     X
PERVASIVE SOFTWARE              COM              715710109          848       65900SH          Sole     X
PETCO ANIMAL SUPPLIES           COM              716016100         1386      116730SH          Sole     X
PETROCORP, INC.                 COM              71645N101          589      104800SH          Sole     X
PETROLEUM HELICOPTERS, IN       COM NON VTG      716604202         1279      118300SH          Sole           X
PETSMART INC.                   COM              716768106         2944      981450SH          Sole     X
PETS.COM                        COM              71676K109           86       20000SH          Sole     X
PHARMACYCLICS INC.              COM              716933106         5462       98077SH          Sole     X
PHARMACIA & UPJOHN, INC.        COM              716941109       388355     6554511SH          Sole     X
PFIZER, INC.                    COM              717081103      2258353    61766930SH          Sole     X
PHARM. PRODUCT DEVEL.           COM              717124101         5078      299824SH          Sole     X
PHARMACEUTICAL RESOURC          COM              717125108         1386      221788SH          Sole     X
PHARMACOPEIA INC.               COM              71713B104         4096       83600SH          Sole     X
PHELPS DODGE CORP.              COM              717265102        53502     1126362SH          Sole     X
PHILADELPHIA CONS HLDG CO       COM              717528103         1800      122000SH          Sole     X
PHILADELPHIA SUBURBAN           COM PAR $0.50    718009608         6519      359690SH          Sole     X
PHILIP MORRIS COS., INC.        COM              718154107       713605    33780132SH          Sole     X
PHILLIPS INT'L REALTY CO.       COM              718333107         1285       77311SH          Sole     X
PHILLIPS PETROLEUM CO.          COM              718507106       174626     3775688SH          Sole     X
PHILLIPS-VAN HEUSEN CORP.       COM              718592108         2277      296193SH          Sole     X
PHOENIX INTERNATIONAL LTD       COM              719078107          501      114500SH          Sole     X
PHOENIX INVESTMENT PARTN.       COM              719085102         2744      354000SH          Sole     X
PHOENIX TECHNOLOGIES LTD.       COM              719153108         4117      194872SH          Sole     X
PHONE.COM, INC.                 COM              71920Q100        33794      207167SH          Sole     X
PHOTRONICS LABS INC.            COM              719405102         9185      260100SH          Sole     X
PHOTOWORKS, INC.                COM              71940B109         1480      217254SH          Sole     X
PHYCOR, INC.                    COM              71940F100          433      419475SH          Sole     X
PICTURETEL INC                  COM NEW          720035302         3484      398200SH          Sole     X
PIEDMONT NATURAL GAS, INC       COM              720186105         7445      285676SH          Sole     X
PIER 1 IMPORTS INC.             COM              720279108        11729     1144268SH          Sole     X
PIERCING PAGODA, INC.           COM              720773100         1257       94000SH          Sole     X
PILGRIM'S PRIDE CORP.           CL B             721467108         1091      172900SH          Sole     X
PILGRIM'S PRIDE CLASS A         CL A             721467207          324       66400SH          Sole     X
PILLOWTEX DESIGNS               COM              721501104          249       62311SH          Sole     X
PINNACLE ENTERTAINMENT          COM              723456109         6994      344300SH          Sole     X
PINNACLE GLOBAL GROUP INC       COM              723465100          115       32775SH          Sole     X
PINNACLE HOLDINGS, INC.         COM              72346N101        19111      345900SH          Sole     X
PINNACLE SYSTEMS INC.           COM              723481107        14624      439808SH          Sole     X
PINNACLE WEST CAPITAL COR       COM              723484101        35295     1252159SH          Sole     X
PIONEER GROUP, INC.             COM              723684106         6726      289300SH          Sole     X
PIONEER NATURAL RESOURCES       COM              723787107         9057      852466SH          Sole     X
PIONEER STD ELECTRONICS I       COM              723877106         5029      319275SH          Sole     X
PITNEY BOWES, INC.              COM              724479100       192863     4315806SH          Sole     X
PITT DES MOINES, INC.           COM              724508106          980       43300SH          Sole     X
PITTSBURGH & W.VA. RAILRO       SH BEN INT       724819107           23        3300SH          Sole     X
PITTSTON BRINK'S GROUP          COM BRINKS GRP   725701106         9695      570265SH          Sole     X
PIXAR INC.                      COM              725811103         4721      132300SH          Sole     X
PIVOTAL CORPORATION             COM              72581R106          887       27600SH          Sole     X
PJ AMERICA INC.                 COM              72585Q104          838       80800SH          Sole     X
PLACER DOME, INC.               COM              725906101        32700     4024582SH          Sole     X
PLAINS RESOURCES                COM PAR $0.10    726540503         2172      173800SH          Sole     X
PLANAR SYSTEMS                  COM              726900103         1159       98600SH          Sole     X
PLANET POLYMER TECH             COM              727044109           17        5200SH          Sole     X
PLANETRX.COM, INC.              COM              727049108         1155      144400SH          Sole     X
PLANTRONICS, INC.               COM              727493108        15106      162100SH          Sole     X
THE PLASTIC SURGERY CO.         COM              727557100           14        3700SH          Sole     X
PLAYBOY ENTERPRISES CLA         CL A             728117201          383       22850SH          Sole     X
PLAYBOY ENTERPRISES CL B        CL B             728117300         5226      262950SH          Sole     X
PLAYCORE, INC.                  COM              72811G102          297       44011SH          Sole     X
PLAY BY PLAY TOY & NOVEL        COM              72811K103          101       52000SH          Sole     X
PLAYTEX PRODUCTS                COM              72813P100         3818      293700SH          Sole     X
PLEXUS CORP.                    COM              729132100        13245      198800SH          Sole     X
PLIANT SYSTEMS, INC.            COM              729138107         1342      155600SH          Sole     X
PLUG POWER INC.                 COM              72919P103        11076      130300SH          Sole     X
POGO PRODUCING CO.              COM              730448107        11179      391400SH          Sole     X
POLARIS INDUSTRIES INC.         COM              731068102         7174      238150SH          Sole     X
POLAROID CORP.                  COM              731095105        21449      903095SH          Sole     X
POLICY MANAGEMENT SYSTEMS       COM              731108106         4378      364868SH          Sole     X
POLO RALPH LAUREN               CL A             731572103         5309      284100SH          Sole     X
POLYCOM, INC.                   COM              73172K104        23154      292400SH          Sole     X
POLYMEDICA CORP.                COM              731738100         1116       19000SH          Sole     X
POLYMER GROUP INC.              COM              731745105         2013      157900SH          Sole     X
POLYVISION CORP                 COM              731805107           15        4800SH          Sole     X
POMEROY COMPUTER RESOURCE       COM              731822102          176        9600SH          Sole     X
POPE & TALBOT, INC.             COM              732827100         1659       90300SH          Sole     X
POPMAIL.CON, INC                COM              733167100          264       65900SH          Sole     X
POPULAR, INC.                   COM              733174106         8718      392944SH          Sole     X
PORTAL SOFTWARE, INC.           COM              736126103        29482      517800SH          Sole     X
POST PROPERTIES INC. REIT       COM              737464107        16624      412374SH          Sole     X
POTLATCH CORP.                  COM              737628107        22235      517090SH          Sole     X
POTOMAC ELECTRIC POWER CO       COM              737679100        11064      489010SH          Sole     X
POWER INTEGRATIONS, INC.        COM              739276103         4430      177200SH          Sole     X
POWER-ONE, INC.                 COM              739308104         6563      108700SH          Sole     X
POWERCERV CORP.                 COM              73931P105          121       31200SH          Sole     X
POWERWAVE TECHNOLOGIES          COM              739363109        26025      208200SH          Sole     X
POWERTEL INC.                   COM              73936C109        13879      200600SH          Sole     X
PRAXAIR INC                     COM              74005P104       105307     2529886SH          Sole     X
PREPAID LEGAL SERVICES          COM              740065107         7324      246700SH          Sole     X
PRECISION CASTPARTS CORP.       COM              740189105         7925      217120SH          Sole     X
PRECISION AUTO CARE, INC.       COM              74018R105            2        1600SH          Sole     X
PRECISION OPTICS CORP.          COM              740294103          679       29500SH          Sole     X
PRECISION RESPONSE CORP.        COM              740314109         4069      167800SH          Sole     X
PREDICTIVE SYSTEMS, INC.        COM              74036W102         2716       59600SH          Sole     X
PREMIER NATIONAL BANCORP        COM              74053F107         1904      125875SH          Sole     X
PREMIER PARKS INC.              COM NEW          740540208         6752      321500SH          Sole     X
PREMIER RESEARCH WRLDWDE        COM              740568100          613       38900SH          Sole     X
PRENTISS PROPERTIES REIT        SH BEN INT       740706106        12331      552668SH          Sole     X
PRESIDENT CASINOS, INC.         COM NEW          740822309           17       26213SH          Sole     X
PRESIDENTIAL LIFE CORP.         COM              740884101         2945      214200SH          Sole     X
PRESSTEK INC.                   COM              741113104         7550      317900SH          Sole     X
PREVIEW SYSTEMS INC             COM              741379101         2252       47600SH          Sole     X
PRICE COMMUNICATIONS CORP       COM NEW          741437305        15484      673220SH          Sole     X
PRICE ENTERPRISES INC           COM NEW          741444202          227       30168SH          Sole     X
T. ROWE PRICE                   COM              741477103        65590     1660507SH          Sole     X
PRICELINE.COM INC.              COM              741503106        34271      442200SH          Sole     X
PRICESMART                      COM              741511109         1713       41900SH          Sole     X
PRIME RETAIL, INC. REIT         COM              741570105         1487      679779SH          Sole     X
PRIME RETAIL CVT PFD            PFD CONV SER B   741570303          129       16100SH          Sole     X
PRIMEDIA  INC.                  COM              74157K101        18701      584400SH          Sole     X
PRIMEENERGY CORP.               COM              74158E104           14        3000SH          Sole     X
PRIME GROUP REALTY TRUST        SH BEN INT       74158J103         2645      184779SH          Sole     X
PRIMEX TECHNOLOGIES, INC.       COM              741597108         2818      132240SH          Sole     X
PRIMUS KNOWLEDGE SOLUTION       COM              74163Q100         3638       42300SH          Sole     X
PRIMARK CORP.                   COM              741903108         5614      232700SH          Sole     X
PRIME HOSPITALITY CO.           COM              741917108         3062      422300SH          Sole     X
PRIMUS TELECOMM GROUP           COM              741929103        13403      259300SH          Sole     X
PRIDE PETROLEUM SERVICES        COM              741932107        13580      595290SH          Sole     X
PRINCETON VIDEO IMAGE           COM              742476104          301       43000SH          Sole     X
PRISON REALTY TRUST,INC.        COM              74264N105         4438     1543771SH          Sole     X
PRISM FINANIAL CORP.            COM              74264Q108          199       27600SH          Sole     X
PRIORITY HEALTHCARE CL A        CL B             74264T102         3445       68567SH          Sole     X
PRIORITY HEALTHCARE CORP        CL B             74264T102         8490      168950SH          Sole     X
PROBUSINESS SERVICES, INC       COM              742674104         3921      151900SH          Sole     X
PRIZE ENERGY CORP.              COM              74267L106            6         285SH          Sole     X
PROCOM TECHNOLOGY INC.          COM              74270W107         3248       71000SH          Sole     X
PROCTER & GAMBLE CO.            COM              742718109      1177171    20927492SH          Sole     X
PROCURENET, INC.                COM              742804107           28      186400SH          Sole     X
PRODIGY COMMUNICATIONS          COM              74283P107         2705      179600SH          Sole     X
PROFESSIONALS GOURP, INC.       COM              742954100          280       14500SH          Sole     X
PROFESSIONAL DETAILING          COM              74312N107         1418       56700SH          Sole     X
PROFILE TECHNOLOGIES, INC       COM              743164105          606      101000SH          Sole     X
PROFIT RECOVERY GRP INTL        COM              743168106         7601      410850SH          Sole     X
PROGENICS PHARMACEUTICALS       COM              743187106         1862       26600SH          Sole     X
PROGRESS FINANCIAL CORP.        COM              743266108          415       37941SH          Sole     X
PROGRESS SOFTWARE CORP.         COM              743312100        10542      449800SH          Sole     X
PROGRESSIVE CORP. OF OHIO       COM              743315103        78632     1033780SH          Sole     X
PROJECT SOFTWARE & DEVEL        COM              74339P101        10718      189700SH          Sole     X
PROLOGIS TRUST                  SH BEN INT       743410102        35978     1869004SH          Sole     X
PROLONG INTERNATIONAL           COM              743411100            2        2500SH          Sole     X
PROMOTIONS.COM                  COM              74341U106          147       17300SH          Sole     X
PROTECTION ONE INC              COM              743663304          918      445200SH          Sole     X
PROTECTIVE LIFE CORP.           COM              743674103         8420      265210SH          Sole     X
PROTEIN DESIGN LABS             COM              74369L103        17713      222800SH          Sole     X
PROTOCOL SYSTEMS, INC.          COM              74371R106          454       46600SH          Sole     X
PROVANT, INC.                   COM              743724106          241       30100SH          Sole     X
PROVIDENT BANKSHARES CORP       COM              743859100         4011      254686SH          Sole     X
PROVIDENT FINANCIAL GROUP       COM              743866105        10803      317145SH          Sole     X
PROVIDENT FINANCIAL HLDG.       COM              743868101          562       40000SH          Sole     X
PROVINCE HEALTHCARE             COM              743977100         4013      140200SH          Sole     X
PROVIDIAN FINANCIAL CORP        COM              74406A102       197701     2282264SH          Sole     X
PROXICOM, INC.                  COM              744282104        11145      251500SH          Sole     X
PROXIM, INC.                    COM              744284100        14973      125100SH          Sole     X
PROXYMED PHARMACY, INC.         COM              744290107          784       92250SH          Sole     X
PSYCHEMEDICS CORP.              COM              744375106          918      183556SH          Sole     X
PSINET INC.                     COM              74437C101        18671      548884SH          Sole     X
PUBL SERVICE CO. OF NEW M       COM              744499104         4838      307160SH          Sole     X
PUBLIC SERVICE ENTERPRISE       COM              744573106       107011     3612179SH          Sole     X
PUBLIC STORAGE, INC. REIT       COM              74460D109        32785     1561191SH          Sole     X
PUBLIC STORAGE DEP SHS          COM A DP1/1000   74460D729          946       48183SH          Sole     X
PUBLICARD, INC.                 COM              744627100         1087      111500SH          Sole     X
PUERTO RICAN CEMENT CO.,        COM              745075101         1142       35700SH          Sole     X
PUGET SOUND ENERGY INC.         COM              745332106         7615      343214SH          Sole     X
PULASKI FINANCIAL CORP.         COM              745548107          360       32748SH          Sole     X
PULITZER, INC.                  COM              745769109         3576       87481SH          Sole     X
PULTE CORPORATION               COM              745867101        16005      766685SH          Sole     X
PUMA TECHNOLOGY INC.            COM              745887109         5731      113200SH          Sole     X
PURCHASEPRO.COM, INC.           COM              746144104         6750       93100SH          Sole     X
QCF BANCORP, INC.               COM              746924109          177        7100SH          Sole     X
QMS, INC.                       COM              74726G102          181       46617SH          Sole     X
QRS CORPORATION                 COM              74726X105        14320      190300SH          Sole     X
QLOGIC                          COM              747277101        43648      322124SH          Sole     X
QAD, INC.                       COM              74727D108          994      112000SH          Sole     X
QUADRAMED CORP.                 COM              74730W101         1681      292400SH          Sole     X
QUAKER CHEMICAL CORP.           COM              747316107          801       47100SH          Sole     X
QUAKER CITY BANCORP INC.        COM              74731K106          633       45222SH          Sole     X
QUAKER OATS CO.                 COM              747402105       127440     2102110SH          Sole     X
QUALCOMM INC.                   COM              747525103      1756253    11762263SH          Sole     X
QUALITY SYSTEMS INC.            COM              747582104          316       20700SH          Sole     X
QUANEX CORP.                    COM              747620102         2693      149600SH          Sole     X
QUANTA SERVICES, INC.           COM              74762E102        15324      252500SH          Sole     X
QUANTUM EFFECT DEVICES          COM              74764T107         6481       81400SH          Sole     X
QUANTUM CORP-DLT&STORAGE        COM DSSG         747906204         8988      752891SH          Sole     X
QUANTUM CORP-HARD DISK          COM HDDG         747906303         4941      439200SH          Sole     X
Q MED INC.                      COM              747914109          483       41300SH          Sole     X
QUEENS COUNTY BANCORP INC       COM              748242104         3360      186019SH          Sole     X
QUEPASA.COM, INC.               COM              74833W107          244       36200SH          Sole     X
QUEST DIAGNOSTICS, INC.         COM              74834L100        14891      374618SH          Sole     X
QUEST SOFTWARE, INC.            COM              74834T103        13455      119339SH          Sole     X
QUESTAR CORP.                   COM              748356102         6174      332610SH          Sole     X
QUESTCOM PHARMACEUTICALS        COM              74835Y101          504      171500SH          Sole     X
QUIKSILVER, INC.                COM              74838C106         3480      198150SH          Sole     X
QUINTEL COMMUNICATIONS          COM              748762101         1238      210800SH          Sole     X
QUINTILES TRANSNATIONAL         COM              748767100        29873     1750825SH          Sole     X
QUINTUS CORP.                   COM              748798105         2761       93000SH          Sole     X
QUOKKA SPORTS, INC.             COM              749077103          765       72000SH          Sole     X
QUORUM HEALTH GROUP,INC.        COM              749084109         6170      613150SH          Sole     X
QWEST COMMUNICATIONS            COM              749121109       118140     2435884SH          Sole     X
R & B FALCON CORP.              COM              74912E101        15420      783224SH          Sole     X
R & G FINANCIAL CORP            CL B             749136107          375       41700SH          Sole     X
RCN CORPORATION                 COM              749361101        14866      275927SH          Sole     X
RFS HOTEL INVESTORS REIT        COM              74955J108         4366      406105SH          Sole     X
R.H. DONNELLY CORP.             COM NEW          74955W307         5490      322922SH          Sole     X
RGS ENERGY GROUP                COM              74956K104         6377      300100SH          Sole     X
R.L.I. CORP.                    COM              749607107         3705      110606SH          Sole     X
RMI.NET INC.                    COM              74961K107          498       69900SH          Sole     X
RPC INC.                        COM              749660106         2333      247200SH          Sole     X
RPM INC. (OHIO)                 COM              749685103         4699      427167SH          Sole     X
RSA SECURITY INC.               COM              749719100        19723      380660SH          Sole     X
RTI INTERNATIONAL METALS        COM              74973W107         1124      127500SH          Sole     X
RWD TECHNOLOGIES, INC.          COM              74975B101          903      107800SH          Sole     X
RMH TELESERVICES, INC.          COM              749938106          494       50700SH          Sole     X
RF MICRO DEVICES, INC.          COM              749941100        32277      240200SH          Sole     X
RACING CHAMPIONS CORP.          COM              750069106          265       69600SH          Sole     X
RADIAN GROUP, INC.              COM              750236101        19498      409409SH          Sole     X
RADIANT SYSTEMS INC.            COM              75025N102         5873       93400SH          Sole     X
RADIO ONE, INC.                 CL A             75040P108         7082      106300SH          Sole     X
RADIO UNICA CORP                COM              75040Q106          871       73700SH          Sole     X
RADISYS CORP.                   COM              750459109         8853      147250SH          Sole     X
RAILAMERICA, INC.               COM              750753105          259       38398SH          Sole     X
RAINBOW RENTALS, INC.           COM              750857104          513       57800SH          Sole     X
RAINBOW TECHNOLOGIES, INC       COM              750862104         3472       92900SH          Sole     X
RAINFOREST CAFE, INC.           COM              75086K104          547      154150SH          Sole     X
RAINMAKER SYSTEMS, INC.         COM              750875106          870      108700SH          Sole     X
RAMBUS INC.                     COM              750917106        21292       72300SH          Sole     X
RALCORP HLDGS                   COM              751028101         4843      333990SH          Sole     X
RALSTON -  PURINA               COM RAL-PUR GP   751277302       135714     4957587SH          Sole     X
RAMCO GERSHENSON PROP           COM SH BEN INT   751452202          783       54950SH          Sole     X
RAMTRON INTERNATIONAL           COM NEW          751907304         1066       71360SH          Sole     X
RARE HOSPITALITY INTL INC       COM              753820109         4533      233200SH          Sole     X
RARE MEDIUM GROUP, INC.         COM              75382N109        14936      338500SH          Sole     X
RATIONAL SOFTWARE CORP.         COM NEW          75409P202        31480      411497SH          Sole     X
RAYMOND JAMES FINANCIAL,        COM              754730109         8193      394849SH          Sole     X
RAYONIER INC.                   COM              754907103        11616      238281SH          Sole     X
RAYOVAC CORP                    COM              755081106         5566      239400SH          Sole     X
RAYTEL MEDICAL CORP.            COM              755107109          307       98200SH          Sole     X
RAYTHEON CO. CLASS A            CL A             755111309        15850      842545SH          Sole     X
RAYTHEON CO. CLASS B            CL B             755111408        68483     3858174SH          Sole     X
RAZORFISH INC.                  CL A             755236106         8612      313150SH          Sole     X
READ RITE CORP.                 COM              755246105         2657      566800SH          Sole     X
READER'S DIGEST ASSN. INC       CL A NON VTG     755267101        21112      596806SH          Sole           X
READER'S DIGEST CL B            CL B             755267200           54        1900SH          Sole     X
REALNETWORKS, INC               COM              75605L104        28417      499090SH          Sole     X
REALTY INCOME CORP. REIT        COM              756109104         7941      412534SH          Sole     X
RECKSON ASSOC REALTY REIT       COM              75621K106        10714      571436SH          Sole     X
RECKSON ASSOCIATES CL B         CL B             75621K304         3302      161089SH          Sole     X
RED HAT, INC.                   COM              756577102        19387      457500SH          Sole     X
REDBACK NETWORKS INC.           COM              757209101        40212      134068SH          Sole     X
REDHOOK ALE BREWERY INC.        COM              757473103           79       41900SH          Sole     X
REDWOOD EMPIRE BANCORP          COM              757897103          259       18100SH          Sole     X
REDWOOD TRUST INC.              COM              758075402         1780      120200SH          Sole     X
REEBOK INTERNATIONAL LTD.       COM              758110100         9535     1030773SH          Sole     X
REGAL-BELOIT CORP.              COM              758750103         3962      226400SH          Sole     X
REGENT COMMUNICATIONS           COM              758865109          619       50000SH          Sole     X
REGENERON PHARMACEUTICAL        COM              75886F107         8721      295000SH          Sole     X
REGIS CORP-NEW                  COM              758932107         4860      328111SH          Sole     X
REGENCY REALTY CORP. REIT       COM              758939102        15301      774713SH          Sole     X
REGIONS FINANCIAL CORP          COM              758940100        69300     3037830SH          Sole     X
REHABILICARE, INC.              COM              758944102           16        6880SH          Sole     X
REGENT ASSISTED LIVING          COM              758949101            1        1500SH          Sole     X
REGISTRY MAGIC INC.             COM              75913K103           18        4900SH          Sole     X
REHABCARE CORPORATION           COM              759148109         2414       97800SH          Sole     X
REINSURANCE GROUP               COM              759351109         3846      161525SH          Sole     X
RELIANCE GROUP                  COM              759464100         2076      593000SH          Sole     X
RELIANCE STEEL & ALUMINUM       COM              759509102         4191      187300SH          Sole     X
RELIANT ENERGY, INC.            COM              75952J108        98942     4221536SH          Sole     X
RELIASTAR FINANCIAL CORP        COM              75952U103        12847      379241SH          Sole     X
REMEC INC.                      COM              759543101         6833      135300SH          Sole     X
REMEDY CORP.                    COM              759548100        11322      268763SH          Sole     X
REMINGTON OIL & GAS CORP        COM              759594302          181       43300SH          Sole     X
RENAISSANCE WORLDWIDE           COM              75968A109         1985      380300SH          Sole     X
REPLIGEN CORP.                  COM              759916109          746       77500SH          Sole     X
REPUBLIC BANK                   COM              759929102          962       76200SH          Sole     X
RENAL CARE GROUP, INC.          COM              759930100         9240      426065SH          Sole     X
RENT-A-CENTER                   COM              76009N100         2435      162300SH          Sole     X
RENT-WAY, INC.                  COM              76009U104         3167      162400SH          Sole     X
RENTRAK CORP.                   COM              760174102          484       88000SH          Sole     X
REPUBLIC BANCORP, INC           CL A             760281204          132       16300SH          Sole     X
REPUBLIC BANCORP                COM              760282103         2665      285165SH          Sole     X
REPUBLIC FIRST BANCORP          COM              760416107          128       27030SH          Sole     X
REPUBLIC GROUP, INC.            COM              760473108          834       77600SH          Sole     X
REPUBLIC SECURITY FINL          COM              760758102         2865      436616SH          Sole     X
REPUBLIC SERVICES, INC.         COM              760759100         9199      841073SH          Sole     X
RESEARCH FRONTIERS INC.         COM              760911107         1646       55800SH          Sole     X
RES-CARE INC                    COM              760943100         1243      132600SH          Sole     X
RESTORATION HARDWARE            COM              760981100          466       88800SH          Sole     X
RESEARCH PARTNERS INT'L         COM              761013101          135       27700SH          Sole     X
RESMED INC.                     COM              761152107        11541      161700SH          Sole     X
RESORTQUEST INTERNATIONAL       COM              761183102          307       52200SH          Sole     X
RESOURCE AMERICA                CL A             761195205          781      107700SH          Sole     X
RESOURCE ASSET INVESTMENT       COM              761196104          311       28900SH          Sole     X
RESOURCE BANCSHARES MTG.        COM              761197102         1035      262800SH          Sole     X
RESOURCE PHOENIX.COM            CL A             76122L106          143       11000SH          Sole     X
RESPIRONICS, INC.               COM              761230101         3626      252257SH          Sole     X
RESPONSE ONCOLOGY, INC          COM PAR $0.01    761232305          260      188803SH          Sole     X
RESPONSE USA                    COM NEW          761235506           35       33400SH          Sole     X
RETEK INC.                      COM              76128Q109         5812      141100SH          Sole     X
REVLON, INC. CLASS A            CL A             761525500         1922      218100SH          Sole     X
REXALL SUNDOWN, INC.            COM              761648104         4489      317800SH          Sole     X
REYNOLDS & REYNOLDS CL A        CL A             761695105        11909      441060SH          Sole     X
REYNOLDS METALS CO.             COM              761763101        60790      909013SH          Sole     X
R.J. REYNOLDS TOBACCO           COM              76182K105         7748      455786SH          Sole     X
RHYTHMS NETCONNECTIONS          COM              762430205         8346      226725SH          Sole     X
ROBOZYME PHARACEUTICALS         COM              762567105          628       24800SH          Sole     X
RICHMOND COUNTY FINL CORP       COM              764556106         3394      210450SH          Sole     X
RIGGS NATIONAL CORP.            COM              766570105         3253      266900SH          Sole     X
RIGHT MANAGEMENT                COM              766573109         1064      115800SH          Sole     X
THE RIGHT START, INC.           COM NEW          766574206          128        9600SH          Sole     X
RIGHTCHOICE MANAGED CARE        CL A             76657K101          623       47500SH          Sole     X
RIMAGE CORP.                    COM              766721104         1024       35000SH          Sole     X
RISK CAPITAL HOLDINGS INC       COM              767711104          883       53900SH          Sole     X
RITE AID CORP.                  COM              767754104        20863     3793334SH          Sole     X
RIVIANA FOODS INC.              COM              769536103          613       38600SH          Sole     X
ROADWAY EXPRESS INC.            COM              769742107         3545      175058SH          Sole     X
ROBBINS & MYERS, INC.           COM              770196103         1549       65578SH          Sole     X
ROBERT HALF INTERNATIONAL       COM              770323103        21393      450972SH          Sole     X
ROCHESTER MEDICAL CORP.         COM              771497104          697       57450SH          Sole     X
ROCK-TENN CO.                   CL A             772739207         1215      124610SH          Sole     X
ROCKWELL INTERNATIONAL CO       COM              773903109       115580     2764244SH          Sole     X
ROCKY MOUNTAIN CHOC FACT        COM PAR $0.03    774678403          106       19500SH          Sole     X
ROGERS CORP.                    COM              775133101         5867       93500SH          Sole     X
ROHM & HAAS CO                  COM              775371107       136887     3067488SH          Sole     X
ROHN INDUSTRIES INC.            COM              775381106          367      113000SH          Sole     X
ROLLINS, INC.                   COM              775711104         3738      251290SH          Sole     X
ROLLINS TRUCK LEASING           COM              775741101         4502      533524SH          Sole     X
ROMAC INTERNATIONAL INC.        COM              775835101         3337      368193SH          Sole     X
ROPER INDS INC NEW              COM              776696106         9913      292100SH          Sole     X
ROSLYN BANCORP INC.             COM              778162107         6457      362526SH          Sole     X
ROSS STORES, INC.               COM              778296103        22333      928140SH          Sole     X
THE ROTTLUND CO.                COM              779077106          129       50300SH          Sole     X
ROUGE INDUSTRIES INC            CL A             779088103          596       94400SH          Sole     X
ROUSE CO. REIT                  COM              779273101        18508      876100SH          Sole     X
ROWAN COS., INC.                COM              779382100        42642     1448565SH          Sole     X
ROYAL APPLIANCE MANUFACTU       COM              780076105         1639      331900SH          Sole     X
ROYAL DUTCH PETRO ADR           NY REG GLD1.25   780257804      1524726    26488188SH          Sole     X
ROYAL GOLD INC                  COM              780287108          116       33800SH          Sole     X
ROYAL PRECISION INC             COM              780921102           26        7800SH          Sole     X
RUBY TUESDAY                    COM              781182100         8414      480798SH          Sole     X
RUDDICK CORP.                   COM              781258108         3538      323510SH          Sole     X
RUDOLPH TECNOLOGIES, INC.       COM              781270103          311        6900SH          Sole     X
RUSH ENTERPRISES INC.           COM              781846100          350       50900SH          Sole     X
RURAL CELLULAR CORP             CL A             781904107          304        4500SH          Sole     X
RUSS BERRIE, INC.               COM              782233100         2442      132000SH          Sole     X
RUSSELL CORP.                   COM              782352108         8367      584579SH          Sole     X
RYAN'S FAMILY STEAK HOUSE       COM              783519101         3880      405715SH          Sole     X
RYDER SYSTEM, INC.              COM              783549108        25007     1102230SH          Sole     X
RYERSON TULL, INC.              COM              78375P107         2311      149081SH          Sole     X
RYLAND GROUP, INC.              COM              783764103         3152      168100SH          Sole     X
S&K FAMOUS BRANDS INC           COM              783774102          638       88000SH          Sole     X
S & T BANCORP INC               COM              783859101         4271      249400SH          Sole     X
SBC COMMUNICATIONS              COM              78387G103      2285605    54419176SH          Sole     X
SBA COMMUNICATIONS CORP.        COM              78388J106         3920       89100SH          Sole     X
SCB COMPUTER TECHNOLOGY         COM              78388N107           36       12400SH          Sole     X
SCC COMMUNICATIONS CORP.        COM              78388X105          487       48700SH          Sole     X
SCI SYSTEMS, INC.               COM              783890106        39010      724920SH          Sole     X
SCM MICROSYSTEMS INC            COM              784018103         9560       98555SH          Sole     X
SCP POOL CORP.                  COM              784028102         1513       49400SH          Sole     X
SCPIE HOLDINGS INC.             COM              78402P104         2392       78100SH          Sole     X
SDL INC.                        COM              784076101        46045      216300SH          Sole     X
SEEC INC.                       COM              784110108          824       65900SH          Sole     X
SEI INVESTMENT COMPANY          COM              784117103        10364       91363SH          Sole     X
SEMCO ENERGY INC                COM              78412D109          858       72285SH          Sole     X
SFX ENTERTMNT. INC. CL A        CL A             784178105         7728      189362SH          Sole     X
SI HANDLING SYSTEMS, INC.       COM              784255101          110       19100SH          Sole     X
SJNB FINANCIAL CORP.            COM              784273104          292       10700SH          Sole     X
SJW CORP.                       COM              784305104         3440       29400SH          Sole     X
SL GREEN REALTY CORP            COM              78440X101         8169      343954SH          Sole     X
SLM HOLDING CORP                COM              78442A109        83093     2494351SH          Sole     X
SLI, INC.                       COM              78442T108         4603      270753SH          Sole     X
SM&A CORPORATION                COM              784432106          343       67000SH          Sole     X
SMC CORP.                       COM              784460107          274       59300SH          Sole     X
SPS TECHNOLOGIES, INC.          COM              784626103         4078      133700SH          Sole     X
SPSS, INC.                      COM              78462K102         4515      142200SH          Sole     X
SOS STAFFING SERVICES           COM              78462X104          473      106500SH          Sole     X
SPX CORP.                       COM              784635104        18924      166089SH          Sole     X
S1 CORPORATION                  COM              78463B101        27443      320267SH          Sole     X
S3 INC.                         COM              784849101        16228      772780SH          Sole     X
SVI HOLDINGS, INC.              COM              784872103         1080      109400SH          Sole     X
SPR, INC.                       COM              784922106          594       99000SH          Sole     X
S.Y. BANCORP INC.               COM              785060104          378       20300SH          Sole     X
SABRE HOLDINGS CORP.            CL A             785905100        72447     1961348SH          Sole     X
SAFECO                          COM              786429100        47918     1803976SH          Sole     X
SAFEGUARD HEALTH ENT., IN       COM              786444109           84       49600SH          Sole     X
SAFEGUARD SCIENTIFICS, IN       COM              786449108        29827      424200SH          Sole     X
SAFESCIENCE, INC.               COM              786452102          430       33200SH          Sole     X
SAFETY FIRST INC                COM              786475103          317       30400SH          Sole     X
SAFETY-KLEEN CORP               COM NEW          78648R203          716      545604SH          Sole     X
SAFEWAY, INC.                   COM NEW          786514208       328792     7266123SH          Sole     X
SAGA COMMUNICATIONS, INC.       CL A             786598102          686       35893SH          Sole     X
SAGA SYSTEMS, INC.              COM              786610105         9191      257100SH          Sole     X
SAGENT TECHNOLOGY, INC.         COM              786693101         5520      191600SH          Sole     X
ST. FRANCIS CAPITAL CORP.       COM              789374105         2629      187800SH          Sole     X
THE ST. JOE COMPANY             COM              790148100         9807      338897SH          Sole     X
ST. JUDE MEDICAL, INC.          COM              790849103        32762     1269239SH          Sole     X
ST MARY LAND & EXPLORATIO       COM              792228108         2866       95940SH          Sole     X
ST. PAUL COMPANIES, INC.        COM              792860108       112387     3293381SH          Sole     X
SAKS, INC.                      COM              79377W108        12687      874943SH          Sole     X
SALESLOGIX CORP.                COM              79466P105         1813       67000SH          Sole     X
SALIENT 3 COMMUNICATIONS        CL A             794721100         1378      114800SH          Sole     X
SALTON, INC.                    COM              795757103         4097       94450SH          Sole     X
SAMES CORP.                     COM              79587E104          270       19150SH          Sole     X
SAMSONITE CORP.                 COM              79604V105         1154      205239SH          Sole     X
SANCHEZ COMPUTER ASSOC.         COM              799702105         5384      153282SH          Sole     X
SANDERSON FARMS, INC.           COM              800013104          490       60250SH          Sole     X
SANDISK CORP.                   COM              80004C101        51168      417700SH          Sole     X
SANDY SPRING BANCORP, INC       COM              800363103          874       42100SH          Sole     X
SANMINA CORP.                   COM              800907107        40912      605538SH          Sole     X
SANGSTAT MEDICAL CORP.          COM              801003104         3126      112900SH          Sole     X
SANTA BARBARA RESTAURANT        COM              801378100            3        2300SH          Sole     X
SANTA CRUZ OPERATION INC        COM              801833104         1598      170400SH          Sole     X
SANTA FE SNYDER CORP            COM              80218K105        10335     1073800SH          Sole     X
SAPIENT CORP.                   COM              803062108        14712      175400SH          Sole     X
SARA LEE CORP.                  COM              803111103       261889    14549384SH          Sole     X
SATCON TECHNOLOGY CORP.         COM              803893106         1673       64200SH          Sole     X
SAUER INC.                      COM              804137107         2035      210100SH          Sole     X
SAUL CENTERS, INC. REIT         COM              804395101         3147      195141SH          Sole     X
SAVVIS COMMUNICATIONS           COM              805423100         4609      261500SH          Sole     X
SAWTEK INC.                     COM              805468105        16515      314200SH          Sole     X
SCANA CORP                      COM              80589M102        11084      451260SH          Sole     X
SCHAWK, INC.                    CL A             806373106          148       18800SH          Sole     X
SCHEID VINEYARDS, INC.          CL A             806403101            9        2300SH          Sole     X
HENRY SCHEIN INC.               COM              806407102         3364      207814SH          Sole     X
SCHEIN PHARMACEUTICAL           COM              806416103         2894      180200SH          Sole     X
SCHERER HEALTH                  COM              806530101           12        3200SH          Sole     X
SCHERING-PLOUGH CORP.           COM              806605101       858217    23352835SH          Sole     X
SCHICK TECHNOLOGIES             COM              806683108           85       40000SH          Sole     X
SCHLUMBERGER LTD.               COM              806857108       587308     7677230SH          Sole     X
SCHNITZER STEELINDUSTRIES       CL A             806882106          390       21600SH          Sole     X
SCHOLASTIC CORP.                COM              807066105         7378      136780SH          Sole     X
SCHOOL SPECIALTY, INC.          COM              807863105         4221      196320SH          Sole     X
SCHULER HOMES INC               COM              808188106          405       66100SH          Sole     X
SCHULMAN, A., INC.              COM              808194104         4199      316925SH          Sole     X
CHARLES SCHWAB CORP.            COM              808513105       742701    13072851SH          Sole     X
SCHWEITZER-MAUDUIT INT'L        COM              808541106         3474      268487SH          Sole     X
SCICLONE PARM                   COM              80862K104         2315      150600SH          Sole     X
SCIENT CORP.                    COM              80864H109        20150      222190SH          Sole     X
SCIENTIFIC-ATLANTA, INC.        COM              808655104       139794     2203653SH          Sole     X
SCIENTIFIC GAMES HOLDINGS       COM              808747109         2457      148900SH          Sole     X
SCIOS, INC.                     COM              808905103         1674      322668SH          Sole     X
SCIQUEST.COM. INC.              COM              80908Q107         1818       70600SH          Sole     X
SCOPE INDUSTRIES                COM              809163108          581       12500SH          Sole     X
SCOTT TECHNOLOGIES, INC.        COM              810022301         3745      198400SH          Sole     X
SCOTTISHPOWER ADR               SPON ADR FINAL   81013T705         4962      156600SH          Sole     X
SCOTTS CO.                      CL A             810186106         9652      229800SH          Sole     X
E.W SCRIPPS CO                  CL A             811054204        11823      243780SH          Sole     X
SEABOARD CORP.                  COM              811543107          377        2130SH          Sole     X
SEACHANGE INTERNATIONAL         COM              811699107         1818       29500SH          Sole     X
SEACOAST BANKING CORP.CLA       CL A             811707108          805       31100SH          Sole     X
SEACOAST FINL SERV. CORP.       COM              81170Q106         1980      200470SH          Sole     X
SEAGATE TECHNOLOGY              COM              811804103       258016     4282425SH          Sole     X
THE SEAGRAM CO. LTD.            COM              811850106       318561     5353968SH          Sole     X
SEACOR SMIT INC.                COM              811904101        11145      184600SH          Sole     X
SEALED AIR CORP                 COM              81211K100        72876     1341795SH          Sole     X
SEALED AIR CORP CVT PFD         PFD CV A $2      81211K209         1966       37845SH          Sole     X
SEARS, ROEBUCK & CO.            COM              812387108       175044     5669432SH          Sole     X
SECOND BANCORP, INC.            COM              813114105          978       55900SH          Sole     X
SECURE COMPUTING CORP.          COM              813705100         1875      110300SH          Sole     X
SECURITY CAPITAL GROUP B        CL B             81413P204         5183      359000SH          Sole     X
SEGUE SOFTWARE, INC.            COM              815807102          751       61000SH          Sole     X
SEITEL, INC.                    COM NEW          816074306         2415      304200SH          Sole     X
SELECT COMFORT CORP             COM              81616X103          584      106200SH          Sole     X
SELECTICA, INC.                 COM              816288104          441        5000SH          Sole     X
SELECTIVE INSURANCE GROUP       COM              816300107         4059      237900SH          Sole     X
SEMTECH CORP.                   COM              816850101        16600      259121SH          Sole     X
SEMPRA ENERGY                   COM              816851109        47425     2831361SH          Sole     X
SENIOR HOUSING PROP TRUST       SH BEN INT       81721M109         1781      173790SH          Sole     X
SENSORMATIC ELECTRONICS C       COM              817265101        18935      843879SH          Sole     X
SENSORY SCIENCE CORP.           COM              81726X100         1395      398700SH          Sole     X
SEPRACOR INC                    COM              817315104        24250      333048SH          Sole     X
SEQUA CORP.                     CL A             817320104         3682       92910SH          Sole     X
SEQUENOM INC.                   COM              817337108         2638       67000SH          Sole     X
SERACARE, INC.                  COM              817473101          253       65300SH          Sole     X
SERENA SOFTWARE, INC.           COM              817492101         5384      168900SH          Sole     X
SEROLOGICALS CORP.              COM              817523103         1282      235850SH          Sole     X
SERVICE CORP. INT'L.            COM              817565104         5440     1813364SH          Sole     X
SERVICE MERCHANDISE CO.,        COM              817587108           16      160349SH          Sole     X
SERVICEMASTER CO.               COM              81760N109        13083     1162950SH          Sole     X
7-ELEVEN INC.                   COM              817826100         6403     1707400SH          Sole     X
724 SOLUTIONS INC.              COM              81788Q100          448        3600SH          Sole     X
SEVEN SEAS PETROLEUM            COM              817917107          592      296100SH          Sole     X
SHARED MEDICAL SYSTEMS CO       COM              819486101        19217      370439SH          Sole     X
SHARPER IMAGE CORP              COM              820013100          512       41800SH          Sole     X
SHAW INDUSTRIES, INC.           COM              820286102         9973      656668SH          Sole     X
SHERWIN-WILLIAMS CO.            COM              824348106        50577     2305525SH          Sole     X
SHIRE PHARMACEUTICALS ADR       SPONSORED ADR    82481R106          807       15744SH          Sole     X
SHOE CARNIVAL                   COM              824889109          719       77750SH          Sole     X
SHOE PAVILION, INC.             COM              824894109           42       21100SH          Sole     X
SHOPKO STORES, INC.             COM              824911101         4924      277400SH          Sole     X
SHOLODGE, INC.                  COM              825034101          187       39333SH          Sole     X
SHONEY'S, INC.                  COM              825039100          664      624601SH          Sole     X
SHOP AT HOME, INC.              COM NEW          825066301          990      114800SH          Sole     X
SHOPNOW.COM INC                 COM              82508R105         1082       74000SH          Sole     X
SHORELINE FINANCIAL CORP        COM              825190101          215       14300SH          Sole     X
SHUFFLE MASTER, INC.            COM              825549108         1086       91950SH          Sole     X
SHURGARD STRAGE REIT CL A       COM              82567D104        12020      460099SH          Sole     X
SICOR, INC.                     COM              825846108         8541      823181SH          Sole     X
SIEBEL SYSTEMS INC.             COM              826170102       107430      899468SH          Sole     X
SIEBERT FINANCIAL CORP.         COM              826176109           64        5000SH          Sole     X
SIERRA HEALTH SERVICES          COM              826322109         1249      252903SH          Sole     X
SIERRA PACIFIC RESOURCES        COM              826428104         8503      680250SH          Sole     X
SIERRACITIES.COM INC.           COM              826521106         1014       75800SH          Sole     X
SIGMA ALDRICH CORP.             COM              826552101        39696     1477042SH          Sole     X
SIGNAL TECHNOLOGY CORP.         COM              826675100         1353       51800SH          Sole     X
SIG CORP INC.                   COM              826912107         5173      206930SH          Sole     X
SILICON LABS.                   COM              826919102          620        7000SH          Sole     X
SILGAN HOLDINGS INC.            COM              827048109         1794      148000SH          Sole     X
SILICON GRAPHICS, INC.          COM              827056102        27043     2560278SH          Sole     X
SILICON STORAGE TECH.           COM              827057100         5459       73900SH          Sole     X
SILICON IMAGE INC.              COM              82705T102         5408       75500SH          Sole     X
SILICON VALLEY BANCSHARES       COM              827064106        15870      220800SH          Sole     X
SILICON VALLEY GROUP, INC       COM              827066101        10951      398200SH          Sole     X
SILICONIX INC.                  COM NEW          827079203        11759      123700SH          Sole     X
SILKNET SOFTWARE, INC.          COM              827094103         6926       66600SH          Sole     X
SILVERSTREAM SOFTWARE           COM              827907106         3952       53500SH          Sole     X
SIMMONS FIRST NATIONAL          CL A $5 PAR      828730200         2241       87450SH          Sole     X
SIMON PROPERTY GROUP, INC       COM              828806109        47021     1959214SH          Sole     X
SIMPSON INDUSTRIES, INC.        COM              829060102         1305      133000SH          Sole     X
SIMPSON MANUFACTURING           COM              829073105         2417       61200SH          Sole     X
SIMULA INC.                     COM              829206101          210       58900SH          Sole     X
SINCLAIR BROADCAST GROUP        CL A             829226109         2889      323300SH          Sole     X
SIRIUS SATELLITE RADIO          COM              82966U103         9861      173000SH          Sole     X
SITEL CORP.                     COM              82980K107         4207      612000SH          Sole     X
SIPEX CORP.                     COM              829909100         5110      144700SH          Sole     X
SIZZLER PROPERTY INVESTOR       COM              830137105          442       69300SH          Sole     X
SIZZLER INTERNATIONAL           COM              830139101         1016      369575SH          Sole     X
SKETCHERS U.S.A, INC            CL A             830566105           14        2000SH          Sole     X
SKILLSOFT CORP.                 COM              83066P101          674       23200SH          Sole     X
SKY FINANCIAL GROUP INC.        COM              83080P103         9349      575322SH          Sole     X
SKYLANDS FINANCIAL CORP.        COM              83081H100          114        7900SH          Sole     X
SKYLINE CORP.                   COM              830830105         2039       94000SH          Sole     X
SKYWEST, INC.                   COM              830879102        12211      312100SH          Sole     X
SMARTDISK CORP.                 COM              83169Q105         2115       79800SH          Sole     X
SMITH (A.O.) CORPORATION        COM              831865209         3848      213800SH          Sole     X
SMITH INTERNATIONAL, INC.       COM              832110100        21036      271430SH          Sole     X
CHARLES E. SMITH RES REIT       COM              832197107        11888      329077SH          Sole     X
SMITHFIELD FOOD, INC.           COM              832248108         8982      449100SH          Sole     X
J. M. SMUCKER CO.               CL A             832696108         4611      250920SH          Sole     X
J.M.SMUCKER CL B                CL B             832696207           67        4700SH          Sole     X
SMURFIT-STONE CONTAINER         COM              832727101        15305      903600SH          Sole     X
SNYDER COMMUNICATIONS INC       COM SNC          832914105         8662      384969SH          Sole     X
CIRCLE.COM                      COM CIRCLE COM   832914204         1460      176939SH          Sole     X
SNAP-ON INC.                    COM              833034101        21391      816827SH          Sole     X
SOCRATES TECHNOLOGIES           COM              833719107          344      110100SH          Sole     X
SODEXHO MARRIOTT SVCS WI        COM              833793102         6399      426621SH          Sole     X
SOFTWARE SPECTRUM               COM              833960107         2030       95800SH          Sole     X
SOFTNET SYSTEMS, INC.           COM              833964109         5338      182500SH          Sole     X
SOFTWARE.COM, INC.              COM              83402P104        15839      122900SH          Sole     X
SOLA INTERNATIONAL              COM              834092108         1487      242800SH          Sole     X
SOLECTRON CORP.                 COM              834182107       379758     9479143SH          Sole     X
SOLUTIA, INC.                   COM              834376105         8684      649253SH          Sole     X
SOLV-EX CORP.                   COM              834382103           41       32466SH          Sole     X
SOMERA COMMUNICATIONS           COM              834458101         1573      129700SH          Sole     X
SOMERSET GROUP, INC.            COM              834706103           93        5156SH          Sole     X
SONIC CORP                      COM              835451105         4478      164325SH          Sole     X
SONIC AUTOMOTIVE INC.           CL A             83545G102         1132      119900SH          Sole     X
SONICWALL, INC.                 COM              835470105         5137       77100SH          Sole     X
SONOCO PRODUCTS                 COM              835495102         9847      419019SH          Sole     X
SONOSITE, INC.                  COM              83568G104         2466       74158SH          Sole     X
SONUS PHARMACEUTICALS INC       COM              835692104          636      161500SH          Sole     X
SOTHEBY'S HOLDINGS CLASS        CL A             835898107         6515      353330SH          Sole     X
SOURCE INFORMATION MGMT         COM NEW          836151209         1953      111600SH          Sole     X
SOURCE MEDIA, INC.              COM NEW          836153304         2461      179000SH          Sole     X
SOUTH JERSEY FIN CORP           COM              838493104          975       51500SH          Sole     X
SOUTH JERSEY INDUSTRIES,        COM              838518108         2039       72320SH          Sole     X
SOUTHDOWN, INC.                 COM              841297104         8789      148964SH          Sole     X
SOUTHERN CO.                    COM              842587107       211761     9736157SH          Sole     X
SOUTHERN FIN'L BANCORP          COM              842870107          248       17500SH          Sole     X
SOUTHERN PERU COPPER CORP       COM              843611104         1846      142000SH          Sole     X
SOUTHERN UNION CO.              COM              844030106         8264      457507SH          Sole     X
SOUTHTRUST CORP.                COM              844730101        64928     2552439SH          Sole     X
SOUTHWEST AIRLINES CO.          COM              844741108       151330     7271114SH          Sole     X
SOUTHWEST BANCORP, INC.         COM              844767103          392       22900SH          Sole     X
SOUTHWEST BANCORP OF TX         COM              84476R109         5814      299100SH          Sole     X
SOUTHWEST GAS CORP.             COM              844895102         5357      281000SH          Sole     X
SOUTHWEST SECURITIES, INC       COM              845224104         3927       90400SH          Sole     X
SOUTHWESTERN ENERGY CO.         COM              845467109         2534      382500SH          Sole     X
SOVEREIGN BANCORP, INC.         COM              845905108         8032     1062121SH          Sole     X
SOVRAN SELF STORAGE REIT        COM              84610H108         4696      231913SH          Sole     X
3PACELABS MEDICAL, INC.         COM              846247104          871       54639SH          Sole     X
SPANISH BROADCASTING SYS.       CL A             846425882         1700       72500SH          Sole     X
SPARTAN MOTORS, INC.            COM              846819100         1162      281700SH          Sole     X
SPARTECH CORP.                  COM NEW          847220209         7160      208300SH          Sole     X
SPECIALTY CHEM RESOURCES,       COM NEW          847487204            2       29400SH          Sole     X
SPECIALTY EQUIPMENT COS.        COM NEW          847497203         3849      185500SH          Sole     X
SPECTRA-PHYSICS LASERS          COM              847568102         1893       41600SH          Sole     X
SPECTRALINK CORP.               COM              847580107          144        8000SH          Sole     X
SPECTRIAN CORP.                 COM              847608106          923       41000SH          Sole     X
SPECTRANETICS                   COM              84760C107          765      123600SH          Sole     X
SPECTRASITE HOLDINGS,INC        COM              84760T100         9892      349400SH          Sole     X
SPECTRX, INC.                   COM              847635109           72        5074SH          Sole     X
SPEEDFAM-IPEC, INC.             COM              847705100         4930      248045SH          Sole     X
SPEEDUS.COM, INC.               COM              847723103         2538      240300SH          Sole     X
SPEEDWAY MOTORSPORTS INC.       COM              847788106         2940      117900SH          Sole     X
SPIEGEL, INC.                   CL A             848457107         3632      454000SH          Sole     X
SPIEKER PROPERTIES REIT         COM              848497103        32727      735449SH          Sole     X
SPLITROCK SERVICES, INC.        COM              848636304         7501      165400SH          Sole     X
SPORTSLINE.COM, INC.            COM              848934105         4115      139800SH          Sole     X
THE SPORTS AUTHORITY INC        COM              849176102          598      233210SH          Sole     X
SPRINGS INDUSTRIES, INC.        CL A             851783100        10880      286323SH          Sole     X
SPRINT CORP.                    COM FON GROUP    852061100       787486    12499780SH          Sole     X
SPRINT CORP. PCS                PCS COM SER 1    852061506       907538    13895323SH          Sole     X
SPYGLASS, INC.                  COM              852192103        13036      168100SH          Sole     X
SS&C TECHNOLOGIES               COM              85227Q100          357       61500SH          Sole     X
STAAR SURGICAL CO               COM PAR $0.01    852312305          196       16900SH          Sole     X
STAC SOFTWARE, INC.             COM NEW          852323203         1108      122224SH          Sole     X
STAFF LEASING INC.              COM              852381102          840      144600SH          Sole     X
STAFFMARK INC.                  COM              852389105         2349      296000SH          Sole     X
STAGE STORES                    COM              85254C107          100      123000SH          Sole     X
STAMPS.COM INC                  COM              852857101         2205      114200SH          Sole     X
STANCORP FINANCIAL GROUP        COM              852891100         3759      137300SH          Sole     X
STANDARD COMMERCIAL TOBAC       COM              853258101          510      145634SH          Sole     X
STD MICROSYSTEM                 COM              853626109         1998      137200SH          Sole     X
STANDARD MOTOR PRODUCTS,        COM              853666105         1441       96900SH          Sole     X
STANDARD PACIFIC CORP           COM              85375C101         2775      277500SH          Sole     X
THE STANDARD REGISTER CO.       COM              853887107         3439      267134SH          Sole     X
STANDEX INTERNATIONAL COR       COM              854231107         3226      208100SH          Sole     X
THE STANLEY WORKS               COM              854616109        32662     1238353SH          Sole     X
STAR TELECOMMUNICATIONS         COM              854923109         2771      461815SH          Sole     X
STAPLES, INC.                   COM              855030102       135274     6763723SH          Sole     X
STAR BUFFET INC.                COM              855086104           24        7600SH          Sole     X
STARBUCKS CORP.                 COM              855244109        40270      898636SH          Sole     X
STARCRAFT CORP.                 COM              855269106           20        2500SH          Sole     X
STARMEDIA NETWORK, INC.         COM              855546107         5195      172800SH          Sole     X
STARMET CORP.                   COM              855547105           16        3200SH          Sole     X
L. S. STARRETT CO. CL. B        CL A             855668109            9         400SH          Sole     X
L. S. STARRETT CO. CL. A        CL A             855668109         2146       91300SH          Sole     X
STARTEK INC.                    COM              85569C107         5288       71700SH          Sole     X
STARTEC GLOBAL COMM.            COM              85569E103          899       42800SH          Sole     X
STARWOOD FINANCIAL INC.         COM              85569R104         4325      245415SH          Sole     X
STATE AUTO FINL CORP            COM              855707105          650       81200SH          Sole     X
STARWOOD HOTELS & RESORTS       PAIRED CTF       85590A203        19536      744212SH          Sole     X
STATE FINL SVCS. CORP A         CL A             856855101          851       84069SH          Sole     X
STATE STREET CORP.              COM              857477103       220861     2279852SH          Sole     X
STATEN ISLAND BANCORP           COM              857550107         6811      397700SH          Sole     X
STATION CASINOS, INC.           COM              857689103         5194      238100SH          Sole     X
STEEL DYNAMICS INC.             COM              858119100         4612      398900SH          Sole     X
STEEL TECHNOLOGIES, INC.        COM              858147101          175       22000SH          Sole     X
STEELCASE INC.                  CL A             858155203          389       32400SH          Sole     X
STEIN MART, INC.                COM              858375108         2785      337600SH          Sole     X
STEINWAY MUSICAL INST.          COM ORD          858495104          982       52200SH          Sole     X
STEPAN CO.                      COM              858586100         1126       51900SH          Sole     X
STEPHAN CO                      COM              858603103          339       75250SH          Sole     X
STERLING BANCSHARES INC.        COM              858907108         2617      273700SH          Sole     X
STERICYCLE, INC.                COM              858912108         3053      122100SH          Sole     X
STERILE RECOVERIES, INC.        COM              859151102          318       65300SH          Sole     X
STERIS CORP.                    COM              859152100         7236      705972SH          Sole     X
STERLING BANCORP                COM              859158107          334       22260SH          Sole     X
STERLING FINANCIAL CORP.        COM              859317109          485       26050SH          Sole     X
STERLING SOFTWARE, INC.         COM              859547101        13098      429454SH          Sole     X
STEWART & STEVENSON SVCS.       COM              860342104        10382      922820SH          Sole     X
STEWART ENTERPRISES CL. A       CL A             860370105         3942      798310SH          Sole     X
STEWART INFORMATION SERVI       COM              860372101         1607      101600SH          Sole     X
STIFEL FINANCIAL CORP.          COM              860630102          503       46798SH          Sole     X
STILLWATER MINING CO.           COM              86074Q102        15182      379550SH          Sole     X
STONE & WEBSTER, INC.           COM              861572105         1537      106000SH          Sole     X
STONE ENERGY CORP.              COM              861642106        10771      218700SH          Sole     X
STONERIDGE INC.                 COM              86183P102         4253      369800SH          Sole     X
STORAGE USA, INC. REIT          COM              861907103        12637      412652SH          Sole     X
STORAGE TECHNOLOGY CORP.        COM PAR $0.10    862111200         7328      459784SH          Sole     X
STORAGE COMPUTER CORP.          COM              86211A101          246       17600SH          Sole     X
STRATEGIC DISTRIBUTION          COM              862701208          956      450078SH          Sole     X
STRATTEC STRATEGY CORP          COM              863111100          921       26805SH          Sole     X
STRATUS PROPERTIES, INC.        COM              863167102          563      132500SH          Sole     X
STRAYER EDUCATION               COM              863236105         1873       72050SH          Sole     X
STREAMLOGIC CORP.               COM              863238101            0       34100SH          Sole     X
STEAMLINE.COM. INC              COM              863239109           23        4000SH          Sole     X
STRIDE RITE CORP.               COM              863314100         3890      482426SH          Sole     X
STROUDS, INC.                   COM              863451100          173       69100SH          Sole     X
STRUCTURAL DYNAMICS RESEA       COM              863555108         4697      347961SH          Sole     X
STRYKER CORP.                   COM              863667101        31726      454860SH          Sole     X
STUDENT LOAN CORP.              COM              863902102         3078       75200SH          Sole     X
STYLING TECHNOLOGY CORP.        COM              863905105           52       69700SH          Sole     X
STURM, RUGER & CO., INC.        COM              864159108         1334      152400SH          Sole     X
STYLECLICK.COM INC              COM              864221106          459       41700SH          Sole     X
SUCCESS BANCSHARES INC.         COM              864578109          396       36000SH          Sole     X
SUFFOLK BANCORP                 COM              864739107          719       25900SH          Sole     X
SUIZA FOODS CORP.               COM              865077101        10923      271390SH          Sole     X
SUMMIT BANCORP.                 COM              866005101        63888     2433838SH          Sole     X
SUMMIT BANCSHARES INC           COM              866011109          826       53300SH          Sole     X
SUMMIT PROPERTIES REIT          COM              866239106         8760      458044SH          Sole     X
SUMMIT TECHNOLOGY, INC.         COM              86627E101         5101      558971SH          Sole     X
SUN COMMUNITIES INC. REIT       COM              866674104         8130      281562SH          Sole     X
SUM COMMUNITY BANCORP           COM              866678105           29        3800SH          Sole     X
SUN MICROSYSTEMS, INC.          COM              866810104      2367000    25260635SH          Sole     X
SUNBURST HOSPITALITY CORP       COM              866948102          809      163945SH          Sole     X
SUNBEAM CORP.                   COM              867071102         3632      867312SH          Sole     X
SUNBEAM CORP. WARRANTS          WT EXP  082403   867071128          129       93495SH          Sole           X
SUNGARD DATA SYSTEMS            COM              867363103        23917      633569SH          Sole     X
SUNGLASS HUT INTERNATIONA       COM              86736F106         5454      698100SH          Sole     X
SUNOCO, INC.                    COM              86764P109        39194     1431735SH          Sole     X
SUNQUEST INFO. SYSTEMS          COM              867654105         1087       96600SH          Sole     X
SUNRISE ASSISTED LIVING         COM              86768K106         1823      137600SH          Sole     X
SUNRISE TECH INT'L              COM              86769L103         1475      209300SH          Sole     X
SUNTERRA RESORTS INC.           COM              86787D109          665      332250SH          Sole     X
SUNRISE MEDICAL, INC.           COM              867910101         1824      291800SH          Sole     X
SUNTRUST BANKS, INC.            COM              867914103       258258     4471994SH          Sole     X
SUPERCONDUCTOR TECH INC.        COM              867931107         1170       27900SH          Sole     X
SUPERGEN INC.                   COM              868059106         9077      189100SH          Sole     X
SUPERIOR CONSULTANT HLDGS       COM              868146101         1937      115200SH          Sole     X
SUPERIOR INDUSTRIES INT'L       COM              868168105         7392      233269SH          Sole     X
SUPERIOR NAT'L. INSURANCE       COM              868224106          166      104000SH          Sole     X
SUPERIOR UNIFORM GROUP          COM              868358102          456       46500SH          Sole     X
SUPERIOR TELECOM INC.           COM              868365107         2748      213410SH          Sole     X
SUPERIOR TELECOM 8.5% CVT       PFD CV 8.50%     86836P202          213        6871SH          Sole     X
SUPERVALU, INC.                 COM              868536103        40085     2116694SH          Sole     X
SURMODICS, INC.                 COM              868873100          795       28900SH          Sole     X
SUSQUEHANNA BKSHS PA            COM              869099101         4304      311625SH          Sole     X
SWIFT ENERGY CO.                COM              870738101         3579      200199SH          Sole     X
SWIFT TRANSPORTATION CO.,       COM              870756103         8718      425275SH          Sole     X
SWISS ARMY BRANDS, INC.         COM              870827102           75       15400SH          Sole     X
SYBRON CHEMICALS, INC.          COM              870903101           97        6900SH          Sole     X
SWITCHBOARD INC.                COM              871045100         1550       45100SH          Sole     X
SYBASE, INC.                    COM              871130100        16240      799500SH          Sole     X
SYBRON CORP.                    COM              87114F106        16041      553139SH          Sole     X
SYCAMORE NETWORKS, INC.         COM              871206108        95187      737880SH          Sole     X
SYKES ENTERPRISES, INC.         COM              871237103         5076      266300SH          Sole     X
SYLVAN LEARNING SYSTEMS         COM              871399101         3496      219375SH          Sole     X
SYMANTEC CORP.                  COM              871503108        39857      530537SH          Sole     X
SYMBOL TECHNOLOGIES, INC.       COM              871508107        30804      374237SH          Sole     X
SYMIX SYSTEMS, INC.             COM              871535100           92        4600SH          Sole     X
SYMMETRICOM INC                 COM              871543104         1307      123700SH          Sole     X
SYMS CORP                       COM              871551107          298       74500SH          Sole     X
SYMYX TECHNOLOGIES              COM              87155S108         3226       74800SH          Sole     X
SYNAGRO TECHNOLOGIES, INC       COM NEW          871562203          244       60946SH          Sole     X
SYNALLOY CORP.                  COM              871565107          352       47700SH          Sole     X
SYNCOR INTERNATIONAL CORP       COM              87157J106         4211      127600SH          Sole     X
SYNOPSYS, INC.                  COM              871607107        21314      437206SH          Sole     X
SYNOVUS FINANCIAL CORP.         COM              87161C105        73460     3891913SH          Sole     X
SYNTELLECT INC.                 COM              87161L105         1214      285600SH          Sole     X
SYNTEL, INC.                    COM              87162H103         3503      235480SH          Sole     X
SYNTROLEUM CORP.                COM              871630109         5797      248000SH          Sole     X
SYSCO CORP.                     COM              871829107       187781     5261827SH          Sole     X
SYSTEM SOFTWARE ASSOCIATE       COM NEW          871839205          112       74737SH          Sole     X
SYSTEMAX INC                    COM              871851101         2112      231446SH          Sole     X
SYSTEMS & COMPUTER TECH.        COM              871873105         5110      218600SH          Sole     X
T & W FINANCIAL CORP            COM              87215N107           87       92600SH          Sole     X
TBC CORP.                       COM              872180104          916      181025SH          Sole     X
TCBY ENTERPRISES, INC.          COM              872245105          786      136630SH          Sole     X
TCF FINANCIAL CORP.             COM              872275102         8051      338120SH          Sole     X
TCI SATELLITE ENT CL A          CL A             872298104         4664      243887SH          Sole     X
TCI SATELLITE ENT CL B          CL B             872298203            7         420SH          Sole     X
TCSI CORP.                      COM              87233R106         1373      343150SH          Sole     X
TD WATERHOUSE GROUP, INC.       COM              872362108         4718      188700SH          Sole     X
TECO ENERGY, INC.               COM              872375100        10344      532150SH          Sole     X
TF FINANCIAL CORP.              COM              872391107         1201       82112SH          Sole     X
THCG, INC                       COM              87242T101          479       33300SH          Sole     X
THQ INC.                        COM NEW          872443403         2655      148550SH          Sole     X
TJX COS., INC.                  COM              872540109       107580     4848692SH          Sole     X
TNP ENTERPRISES, INC.           COM              872594106         6059      138300SH          Sole     X
TRO LEARNING, INC.              COM              87263R109          814       67800SH          Sole     X
T/R SYSTEMS, INC.               COM              87263U102           91        4100SH          Sole     X
TRW, INC.                       COM              872649108       104679     1789377SH          Sole     X
TSI INT'L SOFTWARE LTD.         COM              872879101        13935      167764SH          Sole     X
TSR, INC.                       COM              872885108          444       71100SH          Sole     X
TMP WORLDWIDE, INC.             COM              872941109        19554      251500SH          Sole     X
TV GUIDE, INC.                  CL A             87307Q109        25810      537000SH          Sole     X
TACO CABANA                     COM              873425102          710      119600SH          Sole     X
TALBOTS INC.                    COM              874161102         9979      169500SH          Sole     X
TALK.COM, INC.                  COM              874264104        10062      628885SH          Sole     X
TANDY CORP.                     COM              875382103       160749     3167471SH          Sole     X
TANDYCRAFTS, INC.               COM              875386104          393      133700SH          Sole     X
TANGER FACTORY OUTLET CEN       COM              875465106         2566      133752SH          Sole     X
TANNING TECHNOLOGY CORP.        COM              87588P101         2368       55000SH          Sole     X
TARGET CORP.                    COM              87612E106       469473     6280576SH          Sole     X
TARRAGON REALTY INVESTORS       COM              876287103          270       26680SH          Sole     X
TARRANT APPAREL GROUP           COM              876289109          293       39000SH          Sole     X
TAUBMAN CO. REIT                COM              876664103         8250      741580SH          Sole     X
TEAM FINANCIAL INC.             COM              87815X109          390       46600SH          Sole     X
TECH DATA CORP.                 COM              878237106        10302      313360SH          Sole     X
TECH/OPS SEVCON, INC.           COM              878293109          559       56600SH          Sole     X
TECH-SYM CORP.                  COM              878308105         1312       65000SH          Sole     X
TECHNE                          COM              878377100        15561      225528SH          Sole     X
TECHNICAL COMMUNICATIONS        COM              878409101           81       14000SH          Sole     X
TECH. CHEM. & PROD.             COM              87840Q103           43       41400SH          Sole     X
TECHNICLONE CORP.               COM NEW          878517309           63       10000SH          Sole     X
TECHNISOURCE, INC.              COM              878553106          211       46900SH          Sole     X
TECHNITROL, INC.                COM              878555101         8930      153300SH          Sole     X
TECHNOLOGY SOLUTIONS CO.        COM              87872T108         4258      466596SH          Sole     X
TECUMSEH PRODUCTS CO. CL        CL B             878895101          542       12900SH          Sole     X
TECUMSEH PRODUCTS CO. CL        CL A             878895200         4827      109703SH          Sole     X
TEJON RANCH CO.                 COM              879080109         2437      107400SH          Sole     X
TEKELEC                         COM              879101103        10866      292700SH          Sole     X
TEKTRONIX, INC.                 COM              879131100        48175      860271SH          Sole     X
TELAXIS COMMUNICATIONS          COM              879202109         2675       44500SH          Sole     X
TELCOM SEMICONDUCTOR INC.       COM              87921P107         1503       49700SH          Sole     X
TELECORP PCS INC                CL A             879299105        12865      248600SH          Sole     X
TELEDYNE TECHNOLOGIES INC       COM              879360105         8498      489088SH          Sole     X
TELEFLEX INC.                   COM              879369106         7047      198510SH          Sole     X
TELEPHONE & DATA SYSTEMS,       COM              879433100        40348      363498SH          Sole     X
TELESCAN INC.                   COM              879516102         2497      105700SH          Sole     X
TELESPECTRUM WORLDWIDE          COM              87951U109          650       92892SH          Sole     X
TELIGENT, INC.                  CL A             87959Y103         1423       21300SH          Sole     X
TELLABS, INC.                   COM              879664100       405061     6431133SH          Sole     X
TELXON CORP.                    COM              879700102         3535      201300SH          Sole     X
TELULAR CORP.                   COM NEW          87970T208         1915      125550SH          Sole     X
TEMPLE-INLAND, INC.             COM              879868107        38599      774891SH          Sole     X
TELETECH HOLDINGS INC.          COM              879939106        13269      384600SH          Sole     X
TENFOLD CORP.                   COM              88033A103         7699      127263SH          Sole     X
TENET HEALTHCARE CORP.          COM              88033G100       113065     4915889SH          Sole     X
TENNANT CO.                     COM              880345103         1243       40100SH          Sole     X
TENNECO AUTOMOTIVE              COM              880349105         3316      417717SH          Sole     X
TERADYNE, INC.                  COM              880770102       216704     2634698SH          Sole     X
TERAYON COMMUNICATIONS          COM              880775101        34174      166700SH          Sole     X
TEREX CORPORATION               COM              880779103         3551      247000SH          Sole     X
TERRA INDUSTRIES, INC.          COM              880915103          986      426492SH          Sole     X
TERRA NITROGEN COMPANY          COM UNIT         881005201           26        5800SH          Sole     X
TESORO PETROLEUM CORP.          COM              881609101         5235      455200SH          Sole     X
THE TESSERACT GROUP INC.        COM              881612105          138      157200SH          Sole     X
TETRA TECHNOLOGIES INC.         COM              88162F105          354       26500SH          Sole     X
TETRA TECH INC                  COM              88162G103         7363      310027SH          Sole     X
TEXACO, INC.                    COM              881694103       427321     7968686SH          Sole     X
TEXAS BIOTECHNOLOGY CORP.       COM              88221T104          494       34500SH          Sole     X
TEXAS INDUSTRIES, INC.          COM              882491103         8302      266734SH          Sole     X
TEXAS INSTRUMENTS, INC.         COM              882508104      2080615    13003846SH          Sole     X
TEXAS REGIONAL BANCSHARES       CL A VTG         882673106         2810      110450SH          Sole     X
TEXAS UTILITIES CO.             COM              882848104       114559     3858835SH          Sole     X
TEXTRON, INC.                   COM              883203101       129435     2126243SH          Sole     X
THEGLOBE.COM, INC.              COM              88335R101          456       71600SH          Sole     X
THERAGENICS CORP                COM              883375107         5085      380200SH          Sole     X
THERMA-WAVE INC.                COM              88343A108         3179       93500SH          Sole     X
THERMO ELECTRON CORP.           COM              883556102        48521     2381378SH          Sole     X
THERMO INSTRUMENT SYSTEMS       COM              883559106         8893      422219SH          Sole     X
THERMEDICS DETECTION INC.       COM              88355E105          964      121435SH          Sole     X
THERMO CARDIO  SYSTEMS          COM NONREDEEM    88355K200         3602      257300SH          Sole     X
THERMO ECOTEK CORP.             COM              88355R106          896      109450SH          Sole     X
THERMO FIBERTEK, INC.           COM              88355W105         1608      233875SH          Sole     X
THERMO OPTEK CORP.              COM              883582108          281       18900SH          Sole     X
THERMO TERRATECH INC.           COM              883598104          601       77600SH          Sole     X
THERMOLASE CORP.                COM              883624108          593      249500SH          Sole     X
THERMOQUEST CORP.               COM              883655102         3906      233200SH          Sole     X
THERMORTEC CORPORATION          COM              883656100          287       42100SH          Sole     X
THERMOTREX CORP                 COM              883666109         1060      103400SH          Sole     X
THESTREET.COM, INC.             COM              88368Q103         1153      123800SH          Sole     X
THERMEDICS, INC.                COM              883901100          840      102550SH          Sole     X
THOMAS & BETTS CORP.            COM              884315102        22530      797512SH          Sole     X
THOMAS INDUSTRIES INC.          COM              884425109         1930      102950SH          Sole     X
THOR INDS, INC.                 COM              885160101         2577      106000SH          Sole     X
THORNBURG MORTGAGE ASSET        COM              885218107         1287      174500SH          Sole     X
3 COM CORP.                     COM              885535104       273590     4918476SH          Sole     X
3DO CO.                         COM              88553W105           37        3800SH          Sole     X
3DFX INTERACTIVE INC.           COM              88553X103         2335      195600SH          Sole     X
THREE-FIVE SYSTEMS, INC.        COM              88554L108         1678       27966SH          Sole     X
TIBCO SOFTWARE, INC.            COM              88632Q103        45909      563300SH          Sole     X
TICKETS.COM, INC.               COM              88633M101         1450      152600SH          Sole     X
TICKETMASTER ONLINE             CL B             88633P203          965       38500SH          Sole     X
TIDEWATER, INC.                 COM              886423102        11011      346130SH          Sole     X
TIFFANY & COMPANY NEW           COM              886547108        32528      388980SH          Sole     X
TIMBERLAND BANCORP, INC.        COM              887098101           75        7600SH          Sole     X
TIMBERLAND CO.                  CL A             887100105        11215      219900SH          Sole     X
TIMBERLINE SOFTWARE CORP.       COM              887134104         1193      136395SH          Sole     X
TIME WARNER, INC.               COM              887315109      2068294    20682940SH          Sole     X
TIME WARNER TELECOM INC.        CL A             887319101        11265      141700SH          Sole     X
TIMES MIRROR CO. CLASS A        COM SER A        887364107        85496      919933SH          Sole     X
THE TIMES MIRROR CO"PEPS"       PEPS    031501   887364503         1897       17900SH          Sole     X
TIMKEN CO.                      COM              887389104        17610     1083683SH          Sole     X
THE TITAN CORP                  COM              888266103        20466      401301SH          Sole     X
TITAN EXPLORATION, INC.         COM              888289105          183       36522SH          Sole     X
TITAN INTERNATIONAL INC.        COM              88830M102         1398      194450SH          Sole     X
TITAN PHARMACEUTICALS           COM              888314101          993       31900SH          Sole     X
TITANIUM METALS CORP.           COM              888339108          779      178000SH          Sole     X
TIVO INC.                       COM              888706108         3521      101700SH          Sole     X
TODAY'S MAN INC.                COM NEW          888910205           57       79025SH          Sole     X
TODD SHIPYARDS CORP.            COM              889039103         1523      199800SH          Sole     X
TODHUNTER INT'L., INC.          COM              889050100          304       37800SH          Sole     X
TOLL BROTHERS INC               COM              889478103         5788      289400SH          Sole     X
TOLLGRADE COMMUNICATIONS        COM              889542106         1378       26000SH          Sole     X
TOO, INC.                       COM              890333107         8165      258680SH          Sole     X
TOOTSIE ROLL INDUSTRIES,        COM              890516107         3030       96199SH          Sole     X
THE TOPPS CO., INC.             COM              890786106         6260      753037SH          Sole     X
TORCHMARK CORP.                 COM              891027104        42214     1825464SH          Sole     X
THE TORO CO.                    COM              891092108         4164      139100SH          Sole     X
TOSCO CORP.                     COM NEW          891490302        75671     2486124SH          Sole     X
TOTAL CONTAINMENT               COM              89149T101            4        2100SH          Sole     X
TOTAL ENTERTAINMENT REST.       COM              89150E100            8        5000SH          Sole     X
TOTAL RENAL CARE HLDGS.         COM              89151A107         2127      680688SH          Sole     X
TOTAL-TEL USA COMMUNICATI       COM              89151T106          724       55680SH          Sole     X
TOWER AUTOMOTIVE INC.           COM              891707101        11819      721800SH          Sole     X
TOTAL SYSTEM SERVICES, IN       COM              891906109        10810      678300SH          Sole     X
TRACK DATA CORP                 COM              891918104         2491      339200SH          Sole     X
TOWN & COUNTRY TRUST REIT       SH BEN INT       892081100         4731      282475SH          Sole     X
TOWNE SERVICES, INC.            COM              892148107          455      260000SH          Sole     X
TOYMAX INTERNATIONAL INC.       COM              892268103          258       76300SH          Sole     X
TOYS R US, INC.                 COM              892335100        59536     4019311SH          Sole     X
TRACTOR SUPPLY COMPANY          COM              892356106         1437       70100SH          Sole     X
TRAILER BRIDGE INC              COM              892782103           20       18400SH          Sole     X
TRAMMELL CROW CO.               COM              89288R106         2382      215350SH          Sole     X
TRANS WORLD AIRLINES            COM PAR$.01NEW   893349837         1087      470100SH          Sole     X
TRANS WORLD ENTERTAINMENT       COM              89336Q100         2722      272200SH          Sole     X
TRANSACTION SYSTEMS             CL A             893416107         8096      280374SH          Sole     X
TRANSATLANTIC HOLDINGS          COM              893521104        10961      128200SH          Sole     X
TRANSCONTINENTAL REIT           COM NEW          893617209          293       23410SH          Sole     X
TRANSCRYPT INTERNATIONAL        COM              89363A101           31        8400SH          Sole     X
TRANSKARYOTIC THERAPIES         COM              893735100         9796      176100SH          Sole     X
TRANSPO INC.                    COM              893885103          628      125535SH          Sole     X
TRANSTECHNOLOGY CORP.           COM              893889105          353       28800SH          Sole     X
TRANSMONTAIGNE INC.             COM              893934109         1615      237100SH          Sole     X
TRAVELERS P'PRTY CAS CORP       CL A             893939108        15716      381000SH          Sole     X
TRAVELOCITY.COM INC.            COM              893953109         3830      130400SH          Sole     X
TRANSWITCH CORP.                COM              894065101        32759      340800SH          Sole     X
TRANSWORLD HEALTHCARE INC       COM              894081108          590      200745SH          Sole     X
TREDEGAR CORP.                  COM              894650100         7149      265400SH          Sole     X
TREMONT CORP.                   COM PAR $1.00    894745207         1002       55097SH          Sole     X
TRENWICK GROUP INC.             COM              895290104         2122      150223SH          Sole     X
TREX MEDICAL CORP.              COM              89531R101          321      107100SH          Sole     X
TRIAD HOSPITALS                 COM              89579K109         4649      277540SH          Sole     X
TRIANGLE PHARMACEUTICALS        COM              89589H104         3101      196900SH          Sole     X
TRIDENT MICROSYSTEMS INC        COM              895919108          360       34300SH          Sole     X
TRIAD GUARANTY, INC.            COM              895925105         2744      135100SH          Sole     X
TRIARC COS INC                  CL A             895927101         4980      249000SH          Sole     X
TRICON GLOBAL RESTAURANTS       COM              895953107        99734     3210752SH          Sole     X
TRIBUNE CO.                     COM              896047107       122706     3356066SH          Sole     X
TRICO BANCSHARES                COM              896095106           50        3200SH          Sole     X
TRICO MARINE SERVICES           COM              896106101          756       85800SH          Sole     X
TRICORD SYSTEMS, INC.           COM              896121100          688       71900SH          Sole     X
TRIGON HEALTHCARE, INC.         COM              89618L100        12860      359732SH          Sole     X
TRIMBLE NAVIGATION LTD.         COM              896239100        12839      498600SH          Sole     X
TRIMEDYNE, INC.                 COM              896259108          456      117800SH          Sole     X
TRIMERIS, INC.                  COM              896263100          889       17800SH          Sole     X
TRINITY INDUSTRIES, INC.        COM              896522109         8013      338280SH          Sole     X
TRIQUINT SEMICONDUCTOR, I       COM              89674K103        25149      342166SH          Sole     X
TRISTAR CORP                    COM              89674U101          706      113000SH          Sole     X
TRITEL INC                      CL A             89675X104        10844      283500SH          Sole     X
TRITON PCS, INC.                CL A             89677M106         9124      152700SH          Sole     X
TRIUMPH GROUP INC.              COM              896818101         1544       53000SH          Sole     X
THE TRIZETTE GROUP, INC.        COM              896882107         1908       54800SH          Sole     X
TRIPATH IMAGING, INC.           COM              896942109         2515      281400SH          Sole     X
TROY GROUP, INC.                COM              89733N106         3240      117800SH          Sole     X
TRUE NORTH COMMUNICATIONS       COM              897844106        17592      447500SH          Sole     X
TRUMP HOTELS & CASINO           COM              898168109          120       37500SH          Sole     X
THE TRUST COMPANY OF N.J.       COM              898304100         3092      159570SH          Sole     X
TRUSTCO BANK                    COM              898349105         6376      545572SH          Sole     X
TRUSTMARK CORP.                 COM              898402102         4029      199600SH          Sole     X
TUBOSCOPE INC.                  COM              898600101         6664      392000SH          Sole     X
TUESDAY MORNING, INC.           COM NEW          899035505         1892      131600SH          Sole     X
TULARIK INC.                    COM              899165104         4313      139700SH          Sole     X
TUMBLEWEED COMMUNICATIONS       COM              899690101         8847       75820SH          Sole     X
TUPPERWARE CORP.                COM              899896104        20418     1291245SH          Sole     X
TURNSTONE SYSTEMS. INC.         COM              900423104         2438       21200SH          Sole     X
TUT SYSTEMS, INC.               COM              901103101         7444      124970SH          Sole     X
TWEETER HOME ENT. GROUP         COM              901167106         2310       52200SH          Sole     X
21ST CENTURY INSURANCE          COM              90130N103         6343      295000SH          Sole     X
24/7 MEDIA, INC.                COM              901314104         7035      178100SH          Sole     X
TWINLAB CORP.                   COM              901774109         2283      320400SH          Sole     X
TYCO INT'L. LTD.                COM              902124106      1189961    23858864SH          Sole     X
TYLER TECHNOLOGIES, INC.        COM              902252105         2992      503900SH          Sole     X
TYSON FOODS, INC.               CL A             902494103        16034     1441259SH          Sole     X
UAL CORP.                       COM PAR $0.01    902549500        21973      366980SH          Sole     X
UCAR INT'L. INC.                COM              90262K109         6082      461200SH          Sole     X
UGI CORP. HOLDING CO.(NEW       COM              902681105         7455      344746SH          Sole     X
UICI                            COM              902737105         1951      294500SH          Sole     X
UMB FINANCIAL CORP              COM              902788108         5322      144806SH          Sole     X
USX-MARATHON GROUP              COM NEW          902905827       112672     4323132SH          Sole     X
U.S.B. HOLDING CO., INC.        COM              902910108          989       66242SH          Sole     X
UST, INC.                       COM              902911106        41806     2675604SH          Sole     X
U.S.PLASTIC LUMBER              COM              902948108         1331      143900SH          Sole     X
U.S. FRANCHISE SYSTEMS          CL A NEW         902956309          571      114200SH          Sole     X
U.S.RESTAURANT PROPERTIES       COM              902971100         2443      187008SH          Sole     X
US BANCORP                      COM              902973106       229351    10484598SH          Sole     X
U S LIQUIDS INC.                COM              902974104          842      129500SH          Sole     X
USA NETWORKS INC.               COM              902984103        21598      957262SH          Sole     X
URS CORP.                       COM              903236107         2295      174858SH          Sole     X
UNITED STATES CAN CO.           COM              90328W105         2923      150400SH          Sole     X
USG CORP.                       COM NEW          903293405        21627      515700SH          Sole     X
U.S. FOODSERVICE                COM              90331R101        15188      589837SH          Sole     X
US LEC CORP.                    CL A             90331S109         3283       82600SH          Sole     X
USEC INC.                       COM              90333E108         3539      765100SH          Sole     X
US INTERACTIVE, INC.            COM              90334M109         2409       67372SH          Sole     X
U. S. PHYSICAL THERAPY          COM              90337L108          257       27400SH          Sole     X
USX-U.S. STEEL GROUP INC.       COM              90337T101        32417     1296680SH          Sole     X
UTI ENERGY CORP.                COM              903387108         2393       63400SH          Sole     X
U.S. XPRESS ENTERPRISES         CL A             90338N103          446       50600SH          Sole     X
US ONCOLOGY INC.                COM              90338W103         3291      731240SH          Sole     X
U.S. VISION, INC.               COM              90339M104          476      200300SH          Sole     X
US SEARCH.COM INC.              COM              903404101          817      164500SH          Sole     X
UBID, INC.                      COM              903469104         2640       90078SH          Sole     X
ULTRALIFE BATTERIES INC         COM              903899102          844       60300SH          Sole     X
ULTRAMAR DIAMOND SHAMROCK       COM              904000106        12822      505301SH          Sole     X
ULTRATECH STEPPER, INC.         COM              904034105         4182      293500SH          Sole     X
UNICAPITAL CORP.                COM              90459D108         1166      490800SH          Sole     X
UNIFI, INC.                     COM              904677101         4978      556945SH          Sole     X
UNIFIRST CORP.                  COM              904708104          972       86400SH          Sole     X
UNIFY CORP.                     COM              904743101         1054       51574SH          Sole     X
UNILEVER N V-NY SHARES          N Y SHS NEW      904784709       388022     8062790SH          Sole     X
UNICOM CORP                     COM              904911104       114208     3128991SH          Sole     X
UNIGRAPHICS SOLUTIONS INC       CL A             904928108          884       29900SH          Sole     X
UNION CARBIDE CORP.             COM              905581104       108730     1864613SH          Sole     X
UNION PACIFIC CORP.             COM              907818108       136604     3491465SH          Sole     X
UNION PACIFIC RESOURCES         COM              907834105        53607     3697012SH          Sole     X
UNION PLANTERS CORP.            COM              908068109        60471     1962543SH          Sole     X
UNIONBANCAL CORP.               COM              908906100        28008     1016171SH          Sole     X
UNIQUE MOBILITY INC             COM              909154106         1158      119500SH          Sole     X
UNIROYAL TECHNOLOGY CORP        COM              909163107         2289       48693SH          Sole     X
UNISOURCE ENERGY CORP.          COM              909205106         4454      303240SH          Sole     X
UNISYS CORP.                    COM              909214108       121008     4745413SH          Sole     X
UNIT CORP.                      COM              909218109         1400      127300SH          Sole     X
UNISTAR FINANCIAL SERVICE       COM              90921U100          131       65300SH          Sole     X
UNITED ASSET MANAGEMENT         COM              909420101         6970      402600SH          Sole     X
UNITED AUTO GROUP               COM              909440109          792       89900SH          Sole     X
UNITED COMMUNITY FIN'L          COM              909839102         1337      191900SH          Sole     X
UNITED COS. FINANCE CORP.       COM              909870107           13      224700SH          Sole     X
UNITED BANKSHARES, INC.         COM              909907107         9173      416950SH          Sole     X
UNITED CAPITAL CORP.            COM              909912107          539       45900SH          Sole     X
UNITED DOMINIONIND LTD.         COM              909914103         1811       99585SH          Sole     X
UNITED DOMINION RLTY REIT       COM              910197102        15529     1543295SH          Sole     X
UTD FIRE & CAS CO.              COM              910331107          726       37725SH          Sole     X
UNITED GUARDIAN, INC.           COM              910571108          155       31800SH          Sole     X
UNITED HEALTHCARE CORP.         COM              910581107       159751     2679270SH          Sole     X
UNITED ILLUMINATING CO.         COM              910637107         5297      134950SH          Sole     X
UNITED LEISURE CORP.            COM              910776103           15        1800SH          Sole     X
UNITED NATIONAL BANCORP         COM              910909100         4184      194025SH          Sole     X
UNITED MOBILE HOMES, INC.       COM              911024107          524       73500SH          Sole     X
UNITED NATURAL FOODS            COM              911163103         1412       94100SH          Sole     X
UNITED PANAM FINANCIAL          COM              911301109           72       54900SH          Sole     X
UNITED PARCEL SERVICE           CL B             911312106        20929      332200SH          Sole     X
UNITED RENTALS INC.             COM              911363109         6148      356409SH          Sole     X
UNITED ROAD SERVICES            COM              911384105           34       19200SH          Sole     X
U.S. CELLULAR CORP.             COM              911684108        28254      397950SH          Sole     X
U S ENERGY CORP.                COM              911805109          456      151927SH          Sole     X
US AIRWAYS GROUP, INC.          COM              911905107        31485     1132057SH          Sole     X
U.S. HOME CORP.                 COM              911920106         5050      132900SH          Sole     X
U.S. INDUSTRIES, INC.           COM              912080108         5845      528394SH          Sole     X
U.S. OFFICE PRODUCTS CO.        COM NEW          912325305          508      203097SH          Sole     X
U S  WEST, INC.                 COM              91273H101       580372     7991349SH          Sole     X
U.S. TRUST CORP.                COM              91288L105        20053      106100SH          Sole     X
UNITED STATIONERS, INC.         COM              913004107        14539      407388SH          Sole     X
UNITED TECHNOLOGIES CORP.       COM              913017109       418675     6625911SH          Sole     X
UNITED TELEVISION, INC.         COM              913066106         5549       41916SH          Sole     X
UNITED THERAPEUTICS CORP        COM              91307C102         4160       53500SH          Sole     X
UNITED WATER RESOURCES, I       COM              913190104         9244      266012SH          Sole     X
UNITED WISCONSIN SERVICES       COM              913238101          962      172900SH          Sole     X
UNITEDGLOBALCOM INC A SHS       CL A             913247508        21947      292378SH          Sole     X
UNITIL CORP.                    COM              913259107          840       28400SH          Sole     X
UNITRIN, INC.                   COM              913275103        11673      293650SH          Sole     X
UNITY BANCORP, INC              COM              913290102          273       45435SH          Sole     X
UNIVERSAL ACCESS, INC.          COM              913363107          335       10000SH          Sole     X
UNIVERSAL AMERICAN FINAN        COM              913377107           35        9100SH          Sole     X
UNIVERSAL CORP.                 COM              913456109         7260      481970SH          Sole     X
UNIVERSAL DISPLAY CORP.         COM              91347P105         1303       52400SH          Sole     X
UNIVERSAL ELECTRONICS, IN       COM              913483103         2444      100800SH          Sole     X
UNIVERSAL FOODS CORP.           COM              913538104         8727      408298SH          Sole     X
UNIVERSAL FOREST PRODUCTS       COM              913543104         1458      117800SH          Sole     X
UNIVERSAL HEALTH RLTY           SH BEN INT       91359E105          945       60000SH          Sole     X
UNIVERSAL STAINLESS             COM              913837100          281       38700SH          Sole     X
UNIVERSAL HEALTH SERVICES       CL B             913903100        14782      301673SH          Sole     X
UNIVISION COMMUNICATIONS        CL A             914906102        53471      473195SH          Sole     X
UNIVIEW TECHNOLOGIES            COM PAR $0.10    915282206          436       89400SH          Sole     X
UNOCAL CORP.                    COM              915289102       100489     3377787SH          Sole     X
UNOVA, INC.                     COM              91529B106         4457      330138SH          Sole     X
UNUMPROVIDENT CORP.             COM              91529Y106        56702     3335422SH          Sole     X
USFREIGHTWAYS CORP.             COM              916906100         9206      245900SH          Sole     X
URBAN OUTFITTERS, INC.          COM              917047102          743       50400SH          Sole     X
URBAN SHOPPING CNTRS REIT       COM              917060105         7132      245407SH          Sole     X
UROCOR INC.                     COM              91727P105          326       66900SH          Sole     X
URSTADT BIDDLE PROPERTIES       COM              917286106          341       47800SH          Sole     X
URSTADT BIDDLE - CL A           CL A             917286205          180       24800SH          Sole     X
URSUS TELECOM CORP.             COM              917287104          599       36700SH          Sole     X
US BANCORP, INC.                COM              917292104         1987      176599SH          Sole     X
USDATA CORP.                    COM              917294100         2506      169163SH          Sole     X
USINTERNETWORKING, INC.         COM              917311805        14763      380975SH          Sole     X
V. I. TECHNOLOGIES, INC.        COM              917920100          852      101000SH          Sole     X
UTILICORP UNITED, INC.          COM              918005109         6851      379319SH          Sole     X
UTSTARCOM, INC.                 COM              918076100         2420       31000SH          Sole     X
VA LINUX SYSTEMS, INC.          COM              91819B105         7577      125500SH          Sole     X
V F CORP.                       COM              918204108        39433     1638765SH          Sole     X
VIB CORP                        COM              91823H106          172       24524SH          Sole     X
V-ONE CORP.                     COM              918278102         1752      324162SH          Sole     X
VTEL CORP.                      COM              918333105         1540      198738SH          Sole     X
VAIL RESORTS INC.               COM              91879Q109         5678      352100SH          Sole     X
VALASSIS COMMUNICATION          COM              918866104        17632      529300SH          Sole     X
VALHI, INC.                     COM              918905100         3610      322700SH          Sole     X
VALENCE TECHNOLOGY              COM              918914102         7813      331600SH          Sole     X
VALERO ENERGY CORP.             COM              91913Y100        13910      454220SH          Sole     X
VALLEY MEDIA, INC.              COM              91972C106          135       23500SH          Sole     X
VALLEY NATIONAL BANCORP.        COM              919794107         4660      173392SH          Sole     X
VALMONT INDUSTRIES, INC.        COM              920253101         2208      128000SH          Sole     X
VALSPAR CORP.                   COM              920355104         4636      121000SH          Sole     X
VALUE CITY DEPT STRS, INC       COM              920387107         3256      234700SH          Sole     X
VALUE AMERICA, INC.             COM              92038N102          441      135800SH          Sole     X
VALUE LINE, INC.                COM              920437100         1861       50300SH          Sole     X
VALUECLICK, INC.                COM              92046N102          105        5000SH          Sole     X
VALUEVISION INT'L.CL A          CL A             92047K107        11643      281400SH          Sole     X
VARCO INTERNATIONAL, INC.       COM              922126107         8023      635510SH          Sole     X
VARIAN, INC.                    COM              922206107         9091      236900SH          Sole     X
VARIAN SEMI. EQUIP. ASSOC       COM              922207105        17395      273400SH          Sole     X
VARIAN MEDICAL SYSTEMS          COM              92220P105        18428      403900SH          Sole     X
VASTAR RESOURCES, INC.          COM              922380100        21848      294000SH          Sole     X
VCAMPUS CORP.                   COM              92240C100          418       38900SH          Sole     X
VEECO INSTRUMENTS INC.          COM              922417100         8976      121300SH          Sole     X
VENTAS, INC.                    COM              92276F100         4780     1443128SH          Sole     X
VENTANA MEDICAL SYSTEMS         COM              92276H106         4422      102400SH          Sole     X
VENTIV HEALTH, INC.             COM              922793104         1510      150034SH          Sole     X
VENTRO CORP.                    COM              922815105         6472      114300SH          Sole     X
VENATOR GROUP, INC.             COM              922944103        11443     1280351SH          Sole     X
VERIO INC.                      COM              923433106        10432      231500SH          Sole     X
VERITAS SOFTWARE CORP.          COM              923436109       705376     5384546SH          Sole     X
VERITY, INC.                    COM              92343C106        13386      328500SH          Sole     X
VERISIGN, INC.                  COM              92343E102        59787      399914SH          Sole     X
VERITAS DGC INC.                COM              92343P107         7650      272000SH          Sole     X
VESTCOM INTERNATIONAL INC       COM              924904105          321       59000SH          Sole     X
VERTEL CORP                     COM              924907108         4865      229600SH          Sole     X
VERSANT CORPORATION             COM              925284101         2712      201792SH          Sole     X
VERTEX INTERACTIVE, INC.        COM              925322109           94        6700SH          Sole     X
VERTEX PHARMACEUTICALS, I       COM              92532F100        13749      293700SH          Sole     X
VERTICALNET, INC.               COM              92532L107        36815      270700SH          Sole     X
VESTA INSURANCE GROUP INC       COM              925391104          975      157600SH          Sole     X
VETERINARY CENTERS              COM              925514101         2679      194800SH          Sole     X
VIACOM INTL CL A. VTG           CL A             925524100        11165      208934SH          Sole     X
VIACOM INTL CL B NON VTG        CL B             925524308       512828     9721856SH          Sole     X
VIATEL, INC                     COM              925529208         9057      180465SH          Sole     X
VIAD CORP.                      COM              92552R109        10620      464247SH          Sole     X
VIASOFT INC                     COM              92552U102          646      100400SH          Sole     X
VIASAT INC.                     COM              92552V100         1044       14500SH          Sole     X
VIASYSTEMS GROUP                COM              92553H100         2093      135000SH          Sole     X
VIANT CORP.                     COM              92553N107         4325      129100SH          Sole     X
VIADOR, INC.                    COM              92553R108         2928       59900SH          Sole     X
VICAL INC.                      COM              925602104         8171      243900SH          Sole     X
VICINITY CORP.                  COM              925653107         2752       79200SH          Sole     X
VICOR CORP.                     COM              925815102         5497      305400SH          Sole     X
VICORP RESTAURANTS, INC.        COM              925817108          879       42086SH          Sole     X
VIA.NET.WORKS, INC.             COM              925912107         3934      148100SH          Sole     X
VIDIKRON TECHNOLOGIES           COM              92659F107            0        1000SH          Sole     X
VIGNETTE CORPORATION            COM              926734104        33838      211156SH          Sole     X
VIISAGE TECH.                   COM              92675K106          510       76200SH          Sole     X
VINTAGE PETE, INC.              COM              927460105        13200      655900SH          Sole     X
VIRATA CORP.                    COM              927646109         7970       79800SH          Sole     X
VIRBAC CORP.                    COM              927649103           71       29110SH          Sole     X
VIRCO MANUFACTURING CORP.       COM              927651109          877       84495SH          Sole     X
VITALCOM INC.                   COM              927917104          137       42200SH          Sole     X
VIROPHARMA INC.                 COM              928241108         4341       70800SH          Sole     X
VISHAY INTERTECHNOLOGY, I       COM              928298108        19921      358129SH          Sole     X
VISIONAMERICA INC               COM              92832C104            6        4000SH          Sole     X
VISTA INFORMATION SOL.          COM NEW          928365204          687      175900SH          Sole     X
VISUAL DATA CORP                COM NEW          928428200          810       88800SH          Sole     X
VISUAL NETWORKS, INC.           COM              928444108        10708      188684SH          Sole     X
VISIX SPACE INC                 COM              92844S105         5305      290700SH          Sole     X
VITAL SIGNS, INC.               COM              928469105         2387      104064SH          Sole     X
VITESSE SEMICONDUCTOR COR       COM              928497106        70003      727300SH          Sole     X
VITRIA TECHNOLOGY               COM              92849Q104        19527      193700SH          Sole     X
VIVUS                           COM              928551100         1763      212900SH          Sole     X
VLASIC FOODS INTL., INC.        COM              928559103         1405      591695SH          Sole     X
VIZACOM INC                     COM              92855E102          424       69209SH          Sole     X
VODAFONE AIRTOUCH PLC           SPONSORED ADR    92857T107        65419     1177400SH          Sole     X
VOICESTREAM WIRELESS CORP       COM              928615103        59469      461670SH          Sole     X
VOLT INFO SCIENCES INC          COM              928703107         5053      140600SH          Sole     X
VORNADO REALTY TRUST REIT       SH BEN INT       929042109        30661      915256SH          Sole     X
VORNADO OPERATING, INC.         COM              92904N103          605       47239SH          Sole     X
VOYAGER.NET, INC.               COM              92906W101         1705      124542SH          Sole     X
VULCAN INTERNATIONAL CORP       COM              929136109          196        5900SH          Sole     X
VULCAN MATERIALS CO.            COM              929160109        63579     1387815SH          Sole     X
WD-40 CO.                       COM              929236107         2052       97700SH          Sole     X
WFS FINANCIAL, INC.             COM              92923B106         3246      167020SH          Sole     X
WHX CORP.                       COM              929248102          717      104264SH          Sole     X
W HOLDING CO                    COM              929251106         2388      248900SH          Sole     X
WICOR, INC.                     COM              929253102        10890      351300SH          Sole     X
WMS INDUSTRIES, INC.            COM              929297109         2470      250150SH          Sole     X
WPI GROUP, INC.                 COM              92930K107            3        1500SH          Sole     X
WPS RESOURCES CORP.             COM              92931B106         5711      220200SH          Sole     X
WSFS FINANCIAL CORP             COM              929328102         1195       96100SH          Sole     X
WABASH NATIONAL CORP.           COM              929566107         4860      348700SH          Sole     X
WACHOVIA CORP.                  COM              929771103       190663     2822020SH          Sole     X
WACKENHUT CORP.                 COM SER A        929794105         1633      117200SH          Sole     X
WACKENHUT CORP CL B             COM SER B        929794303          260       25868SH          Sole     X
WACKENHUT CORRECTIONS           COM              929798106         1619      168200SH          Sole     X
WADDELL & REED FIN. CL. B       CL B             930059209         6119      156909SH          Sole     X
WAINWRIGHT BANK & TRUST C       COM              930705108          220       30900SH          Sole     X
WAL-MART STORES, INC.           COM              931142103      3927796    70771104SH          Sole     X
WALGREEN CO.                    COM              931422109       412839    16032601SH          Sole     X
WALKER INTERACTIVE SYSTEM       COM              931664106         1374      170400SH          Sole     X
WALLACE COMPUTER SERVICES       COM              932270101         6269      530680SH          Sole     X
WALTER INDUSTRIES INC.          COM              93317Q105         2580      332900SH          Sole     X
THE WARNACO GROUP CLASS A       CL A             934390105        12480     1056550SH          Sole     X
WARNER-LAMBERT CO.              COM              934488107      1313580    13472614SH          Sole     X
WARREN BANCORP INC.             COM              934710104          407       61400SH          Sole     X
WASHINGTON FEDERAL INC          COM              938824109        10191      534619SH          Sole     X
WASHINGTON GAS LIGHT CORP       COM              938837101        10799      397200SH          Sole     X
WASHINGTON MUTUAL, INC.         COM              939322103       213777     8067065SH          Sole     X
WASHINGTON POST CO CL B         CL B             939640108        20953       38730SH          Sole     X
WASHINGTON REIT                 SH BEN INT       939653101         9233      615507SH          Sole     X
WASHINGTON TRUST BANCORP        COM              940610108          278       17400SH          Sole     X
WASTE CONNECTIONS, INC.         COM              941053100          998       82300SH          Sole     X
WASTE INDUSTRIES, INC.          COM              941058109          674       61250SH          Sole     X
WASTE MANAGEMENT, INC.          COM              94106L109       123086     8992561SH          Sole     X
WASTE SYSTEMS INT'L, INC        COM NEW          94106P209          706      245500SH          Sole     X
WATCHGUARD TECHNOLOGIES         COM              941105108         5940       66000SH          Sole     X
WATER PIK TECHNOLOGIES          COM              94113U100         1701      234663SH          Sole     X
WATERLINK, INC.                 COM              94155N105           66       23900SH          Sole     X
WATERS CORP.                    COM              941848103        30656      321850SH          Sole     X
WATSCO INC.                     COM              942622200         2095      200700SH          Sole     X
WATSON PHARMACEUTICAL INC       COM              942683103        58825     1482208SH          Sole     X
WATTS INDUSTRIES CLASS-A        CL A             942749102         3183      257200SH          Sole     X
WAUSAU-MOSINEE PAPER CORP       COM              943315101         5814      449408SH          Sole     X
WAVE SYSTEMS CORP               CL A             943526103        12337      308900SH          Sole     X
WAVE TECHNOLOGIES               COM              94352Q109          507       53400SH          Sole     X
WAVO CORPORATION                COM              944027101         1138      254700SH          Sole     X
WEATHERFORD INTL., INC.         COM              947074100        31783      539272SH          Sole     X
DEL E. WEBB CORP.               COM              947423109         2093      141296SH          Sole     X
WEBCO INDUSTRIES, INC           COM              947621108          128       27600SH          Sole     X
WEBMETHODS, INC.                COM              94768C108        22231       92100SH          Sole     X
WEBHIRE, INC.                   COM              94768W104          408       24900SH          Sole     X
WEBLINK WIRELESS                CL A             94769A101         3518      263000SH          Sole     X
WEBSTER FINANCIAL CORP.         COM              947890109         8167      355100SH          Sole     X
WEBTRENDS CORP.                 COM              94844D104         9698      134700SH          Sole     X
WEBVAN GROUP INC.               COM              94845V103         1857      241600SH          Sole     X
WEINGARTEN REALTY REIT          SH BEN INT       948741103        14691      399748SH          Sole     X
WEIRTON STEEL                   COM              948774104         1263      155500SH          Sole     X
WEIS MARKETS, INC.              COM              948849104         3964      116600SH          Sole     X
WELLMAN, INC.                   COM              949702104         7032      354950SH          Sole     X
WELLPOINT HEATLH NEW            COM              94973H108        70546     1009607SH          Sole     X
WELLS FARGO & CO.               COM              949746101       962190    23503882SH          Sole     X
WELLSFORD REAL PROP             COM              950240101          996      114612SH          Sole     X
WENDY'S INTERNATIONAL           COM              950590109        38756     1919782SH          Sole     X
WERNER ENTERPRISES,INC.         COM              950755108         6852      403037SH          Sole     X
WESTBANCO INC                   COM              950810101         2658      137629SH          Sole     X
WESCO FINANCIAL CORP.           COM              950817106         7188       28190SH          Sole     X
WESCO INTERNATIONAL             COM              95082P105         2358      304200SH          Sole     X
WESLEY JESSEN VISIONCARE        COM              951018100         7673      213500SH          Sole     X
WEST COAST BANCORP/OREGON       COM              952145100          836       85220SH          Sole     X
WEST MARINE                     COM              954235107          561       56500SH          Sole     X
WEST PHARMA. SERV., INC.        COM              955306105         2188       86456SH          Sole     X
WEST TELESERVICES CORP.         COM              956188106         6456      250700SH          Sole     X
WESTAMERICA BANCORP             COM              957090103         6912      249096SH          Sole     X
WESTELL TECH., INC.             CL A             957541105         5917      185640SH          Sole     X
WESTERFED FINANCIAL CORP.       COM              957550106          359       25853SH          Sole     X
WESTCORP, INC.                  COM              957907108         2670      190707SH          Sole     X
WESTERN DIGITAL CORP.           COM              958102105         7025      944600SH          Sole     X
WESTERN GAS RESOURCES, IN       COM              958259103         3340      210400SH          Sole     X
WESTERN PROPERTIES TRUST        SH BEN INT       959261108         2794      272626SH          Sole     X
WESTERN RESOURCES, INC.         COM              959425109         3002      189823SH          Sole     X
WESTERN WATER COMPANY           COM              959881103          120       97600SH          Sole     X
WESTERN WIRELESS CORP           CL A             95988E204        15082      329222SH          Sole     X
WESTFIELD AMERICA INC.          COM              959910100        12086      891099SH          Sole     X
WESTINGHOUSE AIR BRAKE CO       COM              960386100         3734      351408SH          Sole     X
WESTMARK GROUP HOLDINGS         COM PAR $.005    960577401            1         800SH          Sole     X
ROY F. WESTON, INC.             CL A             961137106          388      159100SH          Sole     X
WESTPOINT STEVENS, INC.         COM              961238102         4669      245720SH          Sole     X
WESTVACO CORP.                  COM              961548104        49581     1485582SH          Sole     X
WESTWOOD ONE, INC.              COM              961815107        28319      781200SH          Sole     X
WETSEAL INC.                    CL A             961840105         2506      159100SH          Sole     X
WEYERHAEUSER CO.                COM              962166104       186285     3268161SH          Sole     X
WHIRLPOOL CORP.                 COM              963320106        77002     1313468SH          Sole     X
WHITEHALL JEWELLERS, INC.       COM              965063100         1688       71850SH          Sole     X
WHITMAN CORPORATION             COM              96647R107        11008      789835SH          Sole     X
WHITNEY HOLDINGS                COM              966612103         7234      221725SH          Sole     X
WHOLE FOOD MARKETS              COM              966837106        10542      254400SH          Sole     X
WILD OATS MARKETS               COM              96808B107         1511       73700SH          Sole     X
JOHN WILEY & SONS               CL A             968223206         3035      168600SH          Sole     X
WILLAMETTE INDUSTRIES, IN       COM              969133107        65230     1625659SH          Sole     X
WILLIAMS COMMUNCTNS GRP         CL A             969455104        10580      204200SH          Sole     X
WILLIAMS COS., INC.             COM              969457100       269065     6123818SH          Sole     X
WILLIAMS CONTROLS, INC.         COM              969465103            8        3700SH          Sole     X
CLAYTON WILLIAMS ENERGY,        COM              969490101         2483      152800SH          Sole     X
WILLIAMS SONOMA, INC.           COM              969904101         9167      295700SH          Sole     X
WILLIS LEASE FINANCE CORP       COM              970646105          233       38000SH          Sole     X
WILMINGTON TRUST CORP.          COM              971807102         6402      131670SH          Sole     X
WILSHIRE FINANCIAL SVCS         COM NEW          971867205            0          64SH          Sole     X
WILSONS THE LEATHER EXPRT       COM              972463103         1546      114550SH          Sole     X
WIND RIVER SYSTEMS              COM              973149107        15310      422333SH          Sole     X
WINDMERE-DURABLE HOLDINGS       COM              973411101         3857      261464SH          Sole     X
WINFIELD CAPITAL CORP.          COM              973859101          646       30200SH          Sole     X
WINK COMMUNICATIONS INC.        COM              974168106         2900       86900SH          Sole     X
WINN DIXIE STORES, INC.         COM              974280109        39122     2012682SH          Sole     X
WINNEBAGO INDUSTRIES, INC       COM              974637100         2065      114300SH          Sole     X
WINSTAR COMMUNICATIONS          COM              975515107        20229      337150SH          Sole     X
WINSTON HOTELS, INC. REIT       COM              97563A102         1501      193731SH          Sole     X
WINTER SPORTS INC               COM              976072108           17        2425SH          Sole     X
WINTRUST FINANCIAL CORP         COM              97650W108          446       31300SH          Sole     X
WIRELESS FACILITIES, INC.       COM              97653A103        12493      118700SH          Sole     X
WISCONSIN CENT TRANS            COM              976592105         5182      423060SH          Sole     X
WISCONSIN ENERGY CORP.          COM              976657106         9764      489754SH          Sole     X
WISER OIL CO.                   COM              977284108          353      145000SH          Sole     X
WIT CAPITAL GROUP, INC.         COM              97737K309         1603       93600SH          Sole     X
WITNESS SYSTEMS                 COM              977424100         2773       91300SH          Sole     X
WOLOHAN LUMBER CO.              COM              977865104          382       36400SH          Sole     X
WOLVERINE TUBE INC.             COM              978093102         1016       79300SH          Sole     X
WOLVERINE WORLD WIDE            COM              978097103         4076      370564SH          Sole     X
WOMEN.COM NETWORKS, INC.        COM              978149102         1032      125100SH          Sole     X
WOODWARD GOVERNOR CO.           COM              980745103          237       10300SH          Sole     X
WORKFLOW MANAGEMENT, INC.       COM              98137N109         2643       98121SH          Sole     X
WORLD ACCEPTANCE CORP.          COM              981419104         1191      235300SH          Sole     X
WORLD ACCESS                    COM              98141A101         6858      358581SH          Sole     X
WORLD FUEL SERVICES             COM              981475106          874      119474SH          Sole     X
WORLDGATE COMMUNICATIONS        COM              98156L307         4521      150400SH          Sole     X
WORLD WRESTLING FED A           CL A             98156Q108          926       52200SH          Sole     X
WORLDWIDE ENTERTAINMENT         COM              98157N104           50       31000SH          Sole     X
WORTHINGTON INDUSTRIES, I       COM              981811102        19302     1559727SH          Sole     X
WORLDTEX INC                    COM              981907108          161      111944SH          Sole     X
WORLDPAGES.COM, INC.            COM              981922107         2746      285300SH          Sole     X
WM. WRIGLEY, JR. CO             COM              982526105       141650     1844100SH          Sole     X
WYNDHAM INTL INC                CL A             983101106         2523     1345692SH          Sole     X
WYNN'S INTERNATIONAL INC.       COM              983195108         1439      104150SH          Sole     X
XM SATELLITE RADIO HOLD         CL A             983759101         3045       87300SH          Sole     X
X-RITE INC.                     COM              983857103         3278      323800SH          Sole     X
XCEED INC.                      COM              98388N105         1390       57900SH          Sole     X
XIOX CORP.                      COM              983905100           81        1900SH          Sole     X
XETA CORP.                      COM              983909102          837       18400SH          Sole     X
XILINX, INC.                    COM              983919101       429485     5186232SH          Sole     X
XIRCOM INC.                     COM              983922105        11733      317100SH          Sole     X
XEROX CORP.                     COM              984121103       240573     9252796SH          Sole     X
XTRA CORP.                      COM              984138107         5901      155300SH          Sole     X
XPEDIOR INC                     COM              98413B100         3157      140300SH          Sole     X
YAHOO! INC.                     COM              984332106      1428300     8334356SH          Sole     X
THE YANKEE CANDLE CO.           COM              984757104         2294      145100SH          Sole     X
XICOR, INC.                     COM              984903104          490       34700SH          Sole     X
YARDVILLE NATL BANCORP.         COM              985021104          362       40385SH          Sole     X
YELLOW CORP.                    COM              985509108         5028      272697SH          Sole     X
YORK FINANCIAL GROUP            COM              986630101           93        6756SH          Sole     X
YORK INTERNATIONAL CORP.        COM              986670107         6326      270640SH          Sole     X
YORK RESEARCH CORP              COM              987048105          188      111600SH          Sole     X
YOUNG & RUBICAM INC.            COM              987425105        51439     1094444SH          Sole     X
YOUNG BROADCASTING CORP         CL A             987434107         4670      245800SH          Sole     X
YOUTHSTREAM MEDIA NETWORK       COM              987819109          868       66100SH          Sole     X
Z-TEL TECHNOLOGIES INC          COM              988792107         3805       90600SH          Sole     X
ZALE CORP                       COM              988858106        11080      234800SH          Sole     X
ZAMBA CORPORATION               COM              988881108         1580      150900SH          Sole     X
ZAPATA CORP.                    COM NEW          989070503          117       24700SH          Sole     X
ZAPME! CORP.                    COM              98912E100          819      107400SH          Sole     X
ZEBRA TECHNOLOGIES CL B         CL A             989207105          671       13410SH          Sole     X
ZEBRA TECHNOLOGIES CL A         CL A             989207105        13214      264285SH          Sole     X
ZENITH NATIONAL INSURANCE       COM              989390109         3210      144660SH          Sole     X
ZEROPLUS.COM, INC.              COM              98949Y103          981       98100SH          Sole     X
ZIEGLER COMPANIES INC.          COM              989506100          470       24500SH          Sole     X
ZIFF-DAVIS INC.                 COM ZD           989511100         6603      422600SH          Sole     X
ZIFF DAVIS INC.-ZDNET           COM ZDNET        989511209         2822      132800SH          Sole     X
ZILA,INC                        COM PAR $0.01    989513205          224       47800SH          Sole     X
ZIONS BANCORP.                  COM              989701107        17056      409760SH          Sole     X
ZIXIT CORPORATION               COM              98974P100        14390      197625SH          Sole     X
ZORAN CORP.                     COM              98975F101         1650       29300SH          Sole     X
ZONAGEN, INC.                   COM              98975L108          660       77100SH          Sole     X
ZOLTEK COS., INC.               COM              98975W104         1342      145600SH          Sole     X
ZYGO CORP.                      COM              989855101         1713       35500SH          Sole     X
ZOLL MEDICAL CORP               COM              989922109         1973       38500SH          Sole     X
ZOMAX INC.                      COM              989929104         9417      156300SH          Sole     X
S + P GROWTH FUTURES            FUTURES          CONTRACT          8637          37SH          Sole           X
S + P VALUE FUTURES             FUTURES          CONTRACT          6153          40SH          Sole           X
FTSE FUTURES                    FUTURES          CONTRACT         21880         208SH          Sole           X
MIDCAP FUTURES                  FUTURES          CONTRACT        118757         470SH          Sole           X
RUSSEL FUTURES                  FUTURES          CONTRACT        132520         486SH          Sole           X
NIKKEI FUTURES                  FUTURES          CONTRACT         16556         523SH          Sole           X
S + P 500 FUTURES               FUTURES          CONTRACT        648927        1713SH          Sole           X
FORWARDS CURRENCY CONTRACTS     FORWARDS         CURRENCY         39085  1630185155SH          Sole           X
EVEREST RE GROUP, LTD.          COM              G3223R108         5704      174850SH          Sole     X
FRESH DELMONTE PRODUCE          ORD              G36738105          995      117100SH          Sole     X
GLOBAL CROSSING LTD.            COM              G3921A100       394187     9628999SH          Sole     X
HELEN OF TROY CORP.             COM              G4388N106           14        2100SH          Sole     X
INTERWAVVE COMM. INT'L.         ORD              G4911N102           24         800SH          Sole     X
LORAL SPACE & COMM              COM              G56462107         7375      723884SH          Sole     X
PXRE GROUP LTD.                 COM              G73018106          935       54988SH          Sole     X
SANTA FE INTL CORP              ORD              G7805C108        12780      345400SH          Sole     X
TRANSOCEAN SEDCO FOREX          ORD              G90078109       149581     2915107SH          Sole     X
WHITE MOUNTAINS INS. GRP.       COM              G9618E107         2759       20570SH          Sole     X
XL CAPITAL LTD. CLASS A         CL A             G98255105          947       17100SH          Sole     X
XOMA LTD.                       ORD              G9825R107         2555      329700SH          Sole     X
GILAT SATELLITE NETWORKS        ORD              M51474100         3519       30009SH          Sole     X
ROYAL CARIBBEAN CRUISES,        COM              V7780T103        15058      537800SH          Sole     X
</TABLE>


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