VANGUARD GROUP INC
13F-HR, 2000-07-12
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                                  UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                             Washington, D.C. 20549

                                    Form 13F

                               FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:  June 30, 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
(610)669-6084



D/te     06/30/2000        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:   4507

Form 13F Information Table Value Total:   $215,595,304 (x 1000)


<TABLE>
<CAPTION>
<S>                              <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           3540     295000SH         Sole     X
ABC BANCORP                     COM             000400101            141      14600SH         Sole     X
ABC-NACO, INC.                  COM             000752105           1035     129400SH         Sole     X
A.C. MOORE ARTS & CRAFTS        COM             00086T103            114      17900SH         Sole     X
THE A CONSULTING TEAM           COM             000881102            176      23000SH         Sole     X
ADC TELECOMMUNICATIONS          COM             000886101         460123    5485821SH         Sole     X
ACTV, INC.                      COM             00088E104           4750     318000SH         Sole     X
ADE CORP.                       COM             00089C107           1645      86000SH         Sole     X
ACT TELECONFERENCING INC        COM             000955104            459      78900SH         Sole     X
ABM INDUSTRIES                  COM             000957100           4039     175600SH         Sole     X
ACT MANUFACTURING INC           COM             000973107           1904      41000SH         Sole     X
AFLAC,  INC.                    COM             001055102         175717    3825126SH         Sole     X
AGCO CORP.                      COM             001084102           6699     546860SH         Sole     X
AGL RESOURCES INC.              COM             001204106          11413     716130SH         Sole     X
AES CORP.                       COM             00130H105         278109    6095531SH         Sole     X
AES CORP WARRANTS               WT EXP  073100  00130H113              1          9SH         Sole            X
AHT CORPORATION                 COM             00130R103            113      56500SH         Sole     X
AK STEEL HOLDING CORP           COM             001547108           7149     893642SH         Sole     X
AMBI INC                        COM             00163N102            594     194000SH         Sole     X
AMB PROPERTY CORP.              COM             00163T109          22060     966992SH         Sole     X
AMFM INC.                       COM             001693100          52797     765181SH         Sole     X
AML COMMUNICATIONS INC.         COM             001733104            204      68000SH         Sole     X
AMLI RESIDENTIAL PRP REIT       SH BEN INT      001735109           4870     206702SH         Sole     X
AMR CORP.                       COM             001765106          58346    2206927SH         Sole     X
APAC TELESERVICES, INC.         COM             00185E106           3361     303800SH         Sole     X
A T & T                         COM             001957109        1434725   45366807SH         Sole     X
AT&T CORP-LIBERTY MEDIA         COM LIB GRP A   001957208          32246    1329726SH         Sole     X
AT&T CORP-LIBERTY MEDIA         COM LIB GRP B   001957307            548      16876SH         Sole     X
AT&T WIRELESS GROUP             COM WIRLES GRP  001957406           1957      70200SH         Sole     X
A.S.V., INC.                    COM             001963107            949      66000SH         Sole     X
ATEC GROUP, INC.                COM NEW         00206X604            196      92400SH         Sole     X
ATMI INC.                       COM             00207R101           8951     192500SH         Sole     X
ATS MEDICAL INC                 COM             002083103           1234      84400SH         Sole     X
AT COMM CORP.                   COM             00208K105             33       1900SH         Sole     X
AVT CORP                        COM             002420107           3137     425400SH         Sole     X
AVX CORP.                       COM             002444107          29058    1266834SH         Sole     X
AXA FINANCIAL, INC.             COM             002451102          52238    1536406SH         Sole     X
AARON RENTS INC.-CLASS B        COM             002535201           1717     136700SH         Sole     X
AAMES FINANCIAL CORP.           COM NEW         00253A309             48      54690SH         Sole     X
ABAXIS, INC.                    COM             002567105            343      51300SH         Sole     X
ABBOTT LABORATORIES             COM             002824100        1106543   24831263SH         Sole     X
ABERCROMBIE & FITCH             CL A            002896207          10898     894206SH         Sole     X
ABGENIX, INC.                   COM             00339B107          21407     178600SH         Sole     X
ABINGTON BANCORP INC.           COM             00350P100            341      37900SH         Sole     X
ABIOMED INC.                    COM             003654100           1433      46600SH         Sole     X
ABLE TELCOM HOLDING CORP        COM NEW         003712304            469     227300SH         Sole     X
ABOUT.COM INC.                  COM             003736105           3682     116900SH         Sole     X
ACACIA RESEARCH CORP.           COM             003881109           2844     118500SH         Sole     X
ACADIA REALTY TRUST             COM SH BEN INT  004239109             67      11800SH         Sole     X
ACCELERATED NETWORKS, INC       COM             00429P107            359       8500SH         Sole     X
ACCELR8 TECHNOLOGY CORP.        COM NEW         004304200             31      52400SH         Sole     X
ACCEPTANCE INSURANCE COS,       COM             004308102            549     109800SH         Sole     X
ACCLAIM ENTERTAINMENT INC       COM PAR $0.02   004325205            927     645191SH         Sole     X
ACCREDO HEALTH, INC.            COM             00437V104           1638      47400SH         Sole     X
ACCRUE SOFTWARE, INC.           COM             00437W102           6372     179500SH         Sole     X
ACE CASH EXPRESS, INC.          COM             004403101           1112      93650SH         Sole     X
ACETO CORP.                     COM             004446100            546      49662SH         Sole     X
THE ACKERLEY GROUP INC.         COM             004527107           2068     176000SH         Sole     X
ACMAT CORP. CLASS A             CL A            004616207            680      83100SH         Sole     X
ACLARA BIOSCIENCES INC.         COM             00461P106           6943     136300SH         Sole     X
ACME COMMUNICATIONS INC         COM             004631107            998      54700SH         Sole     X
ACME ELECTRIC CORP.             COM             004644100            380      44000SH         Sole     X
ACNIELSON CORP                  COM             004833109          16427     746667SH         Sole     X
ACTIVISION, INC.                COM NEW         004930202            699     107600SH         Sole     X
ACTION PERFORMANCE COS IN       COM             004933107           1346     185625SH         Sole     X
ACTEL CORPORATION               COM             004934105           9221     202100SH         Sole     X
ACTIVE VOICE CORP.              COM             004938106             40       5000SH         Sole     X
ACTIONPOINT INC.                COM             00504A108            534      68900SH         Sole     X
ACTIVE SOFTWARE, INC.           COM             00504E100          11642     149851SH         Sole     X
ACTUATE SOFTWARE CORP           COM             00508B102          14256     267100SH         Sole     X
ACUSON CORP.                    COM             005113105           4039     299200SH         Sole     X
ACXIOM CORP.                    COM             005125109          14261     523357SH         Sole     X
ADAC LABORATORIES               COM NEW         005313200           6708     279500SH         Sole     X
ADAM.COM INC.                   COM             00547M101             20       5000SH         Sole     X
ADAMS GOLF INC.                 COM             006228100            167     121600SH         Sole     X
ADAPTIVE BROADBAND CORP         COM             00650M104          14546     395800SH         Sole     X
ADAPTEC, INC.                   COM             00651F108          38542    1694143SH         Sole     X
ADELPHIA BUSINESS INC.          CL A            006847107           6359     274264SH         Sole     X
ADELPHIA COMMUNICATIONS C       CL A            006848105          19501     416018SH         Sole     X
ADEPT TECHNOLOGY, INC,          COM             006854103           1365      29200SH         Sole     X
ADMINISTAFF INC.                COM             007094105           9125     143700SH         Sole     X
ADOBE SYSTEM, INC.              COM             00724F101         277979    2138303SH         Sole     X
ADSTAR.COM, INC.                COM             00737P104              5       1000SH         Sole     X
ADTRAN INC                      COM             00738A106          11909     198900SH         Sole     X
ADVANCE PARADIGM INC.           COM             007491103           5018     244800SH         Sole     X
ADVANCED DIGITAL INFO.          COM             007525108           8329     522600SH         Sole     X
ADVANCED LIGHTING TECHS         COM             00753C102           3347     180900SH         Sole     X
ADVANCED MAGNETICS, INC.        COM             00753P103            680     111100SH         Sole     X
ADVANCED MARKETING SERVIC       COM             00753T105           1041      56450SH         Sole     X
ADVANCED FIBRE COMM.            COM             00754A105          15411     340100SH         Sole     X
ADVANCED POLYMER SYSTEMS        COM             00754G102           1168     308800SH         Sole     X
ADVANCED RADIO TELECOM          COM             00754U101           2355     161000SH         Sole     X
ADVANCED TISSUESCIENCE          COM             00755F103           5304     660400SH         Sole     X
ADVEST GROUP, INC.              COM             007566102              0          0SH         Sole     X
ADVANTAGE MARKETING SYSMS       COM NEW         00756G209             30       6600SH         Sole     X
ADVANTAGE LEARNING SYSTEM       COM             00757K100           2711     176300SH         Sole     X
ADVO, INC.                      COM             007585102          13210     314525SH         Sole     X
ADVANCED NUTRACEUTICALS         COM             00760Q102             90      44900SH         Sole     X
AEROFLEX INC.                   COM             007768104           9664     194500SH         Sole     X
ADVANCED MICRO DEVICES          COM             007903107         197609    2558042SH         Sole     X
AEGON N.V.                      ORD AMER REG    007924103           5765     161826SH         Sole     X
ADVANTA CORP. CL A              CL A            007942105           3181     260984SH         Sole     X
ADVANCED ENERGY                 COM             007973100           8186     138900SH         Sole     X
ADVENT SOFTWARE, INC.           COM             007974108          14958     231900SH         Sole     X
AEROSONIC CORP.                 COM PAR $0.40   008015307            741      71400SH         Sole     X
AEROVOX INC.                    COM             00808M105             30       7200SH         Sole     X
AETHER SYSTEMS, INC.            COM             00808V105          24679     120385SH         Sole     X
AETNA INC.                      COM             008117103         126694    1973817SH         Sole     X
AETRIUM, INC.                   COM             00817R103            771     134100SH         Sole     X
AFFILIATED COMPUTER SVCS        CL A            008190100          12353     373616SH         Sole     X
AFFILIATED MANAGERS GROUP       COM             008252108          11175     245600SH         Sole     X
AFFYMETRIX, INC.                COM             00826T108          18114     109700SH         Sole     X
AFTERMARKET TECHNOLOGY          COM             008318107           1355     159400SH         Sole     X
AGENCY.COM INC.                 COM             008447104           2589     145350SH         Sole     X
AGILENT TECHNOLOGIES            COM             00846U101         532947    7226394SH         Sole     X
AGILE SOFTWARE CORP.            COM             00846X105          10271     145300SH         Sole     X
AGRIBRANDS INTERNATIONAL        COM             00849R105           8295     197792SH         Sole     X
AGRITOPE INC.                   COM             00855D107            187      29340SH         Sole     X
AIR METHODS CORP.               COM PAR $.06    009128307             22       7100SH         Sole     X
AIR PRODUCTS & CHEMICALS,       COM             009158106          98800    3206493SH         Sole     X
AIRBORNE FREIGHT CORP.          COM             009266107           8613     454830SH         Sole     X
AIRGAS, INC.                    COM             009363102           3151     553980SH         Sole     X
AIRGATE PCS, INC.               COM             009367103           5120      97400SH         Sole     X
AIRNET COMMUNICATIONS           COM             00941P106           3603     137900SH         Sole     X
AIRTRAN HOLDING                 COM             00949P108           4945    1189700SH         Sole     X
AKAMAI TECHNOLOGIES             COM             00971T101           5527      46551SH         Sole     X
AKSYS, LTD.                     COM             010196103            140      16300SH         Sole     X
ALABAMA NATIONAL BANCORP        COM             010317105           1256      63400SH         Sole     X
ALAMO GROUP, INC.               COM             011311107            538      43000SH         Sole     X
ALAMOSA PCS HOLDINGS            COM             011593100           5384     257900SH         Sole     X
ALANCO TECHNOLOGIES INC.        COM NO PAR NEW  011612405              8       3714SH         Sole     X
ALASKA AIR GROUP, INC.          COM             011659109           6380     235190SH         Sole     X
ALBANY INTERNATIONAL CORP       CL A            012348108           2621     180754SH         Sole     X
ALBANY MOLECULAR RESEARCH       COM             012423109           3195      58700SH         Sole     X
ALBEMARLE CORP                  COM             012653101           6166     312181SH         Sole     X
ALBERTO-CULVER CO. CLASS        CL B CONV       013068101          28488     932118SH         Sole     X
ALBERTO-CULVER CO. CL A         CL A            013068200            100       3800SH         Sole     X
ALBERTSON'S, INC.               COM             013104104         197381    5936277SH         Sole     X
ALCAN ALUMINIUM  LTD.           COM             013716105          83853    2704923SH         Sole     X
ALCIDE CORP.                    COM NEW         013742507           1010      57700SH         Sole     X
ALCOA, INC.                     COM             013817101         364696   12575739SH         Sole     X
ALEXANDER & BALDWIN, INC.       COM             014482103           8626     390990SH         Sole     X
ALEXANDER'S, INC.               COM             014752109           3413      46600SH         Sole     X
ALEXANDRIA REIT                 COM             015271109           6911     201415SH         Sole     X
ALEXION PHARMACEUTICALS         COM             015351109           7894     110400SH         Sole     X
ALFA CORP.                      COM             015385107           5504     314500SH         Sole     X
ALGOS PHARMACEUTICAL            COM             015869100           3155     206900SH         Sole     X
ALICO, INC.                     COM             016230104            657      41400SH         Sole     X
ALKERMES INC.                   COM             01642T108          10377     220200SH         Sole     X
ALL AMERICAN SEMICONDUCT        COM NEW         016557407            604      32640SH         Sole     X
ALLAIRE CORP.                   COM             016714107           9044     246100SH         Sole     X
ALLEGHANY CORP.                 COM             017175100           7661      45599SH         Sole     X
ALLEGHENY ENERGY INC.           COM             017361106          14028     512450SH         Sole     X
ALLEGHENY TECHNOLOGIES          COM             01741R102          23662    1314541SH         Sole     X
ALLEGIANCE TELECOM INC.         COM             01747T102          25639     400610SH         Sole     X
ALLEN ORGAN CO.                 CL B            017753104            759      13000SH         Sole     X
ALLEN TELECOM GROUP             COM             018091108           5561     314400SH         Sole     X
ALLERGAN, INC.                  COM             018490102         158414    2126358SH         Sole     X
ALLERGAN SPEC. THERAP.          CL A            018494104            232      12821SH         Sole     X
ALLIANCE BANCORP INC.           COM             01852J105           1397      84966SH         Sole     X
ALLIANCE GAMING CORP.           COM NEW         01859P609            421     172628SH         Sole     X
ALLIANCE PHARMACEUTICAL         COM             018773101           6052     538000SH         Sole     X
ALLIANCE SEMICONDUCTOR          COM             01877H100           9320     379450SH         Sole     X
ALLIANT ENERGY CORP             COM             018802108           9500     365383SH         Sole     X
ALLIANT TECHSYSTEMS, INC.       COM             018804104          11478     170200SH         Sole     X
ALLIED CAPITAL CORP             COM             01903Q108           9287     546300SH         Sole     X
ALLIED DEVICES CORP.            COM             019120104             33      11200SH         Sole     X
ALLIED HOLDINGS INC.            COM             019223106            278      46300SH         Sole     X
ALLIED PRODUCTS CORP.           COM             019411107            180     115199SH         Sole     X
ALLIED RISER COMM.              COM             019496108           5297     375000SH         Sole     X
ALLIED WASTE INDUSTRIES         COM PAR$.01NEW  019589308          27326    2732558SH         Sole     X
ALLMERICA FINANCIAL CORP.       COM             019754100          15949     304518SH         Sole     X
ALLOS THERAPEUTICS INC.         COM             019777101            353      36200SH         Sole     X
ALLOU HEALTH & BEAUTY           CL A            019782101            369      51400SH         Sole     X
ALLOY ONLINE, INC.              COM             019855105            644      57200SH         Sole     X
ALLSCRIPTS, INC.                COM             019886100           4285     186300SH         Sole     X
ALLSTATE CORP.                  COM             020002101         233635   10500466SH         Sole     X
ALLTEL CORP.                    COM             020039103         277675    4483151SH         Sole     X
ALPHA INDUSTRIES                COM             020753109          11954     271300SH         Sole     X
ALPHANET SOLUTIONS, INC.        COM             020787107             33       7900SH         Sole     X
ALPHARMA, INC. CLASS A          CL A            020813101          28954     465117SH         Sole     X
ALPINE GROUP INC.               COM             020825105            846     125400SH         Sole     X
ALTERA CORP.                    COM             021441100         328472    3222293SH         Sole     X
ALTEON INC.                     COM             02144G107             19       8600SH         Sole     X
ALTEON WEBSYSTEMS INC           COM             02145A109          12758     127500SH         Sole     X
ALTERRA HEALTHCARE CORP         COM             02146C104            194      97000SH         Sole     X
ALYN CORP.                      COM             022611107             28      73500SH         Sole     X
ALZA CORP.                      COM             022615108         100708    1703307SH         Sole     X
ALYSIS TECHNOLOGIES INC.        COM             02261D101            116      36600SH         Sole     X
AMAZON.COM INC                  COM             023135106          43363    1194159SH         Sole     X
AMBAC FINANCIAL GROUP INC       COM             023139108          20312     370564SH         Sole     X
AMBANC HOLDING CO               COM             023161102            459      30100SH         Sole     X
AMBASSADORS INTERNATIONAL       COM             023178106            641      40700SH         Sole     X
AMCAST INDUSTRIAL CORP.         COM             023395106            928     106000SH         Sole     X
AMCOL INTERNATIONAL CORP        COM             02341W103           3911     237000SH         Sole     X
AMERADA HESS CORP.              COM             023551104          91954    1489139SH         Sole     X
AMERCO, INC.                    COM             023586100           2314     115720SH         Sole     X
AMEREN CORP                     COM             023608102          64733    1918021SH         Sole     X
AMERICA ONLINE, INC.            COM             02364J104        1953995   37042550SH         Sole     X
AMERICA SERVICE GROUP           COM             02364L109            359      17500SH         Sole     X
AMERICA WEST HLDGS CORP         CL B            023657208           5047     294700SH         Sole     X
AMERICAN ACCESS TECH            COM             02368F108            984     159000SH         Sole     X
AMERICAN AIRCARRIERS SUPP       COM             023758105            105      27900SH         Sole     X
AMCORE FINANCIAL                COM             023912108           4031     220120SH         Sole     X
AMERICA FIRST MORTGAGE          COM             023934102             66      13100SH         Sole     X
AMERICAN AXLE & MAN. HLDG       COM             024061103           2657     187300SH         Sole     X
AMER. BANK NOTE HOLOGRAPH       COM             024377103           1085     482000SH         Sole     X
AMERICAN CLASSIC VOYAGER        COM             024928103           2941     142600SH         Sole     X
AMER CAPITAL STRATEGIES         COM             024937104           1518      63600SH         Sole     X
AMER COIN MERCHANDISING         COM             02516B108             22       8800SH         Sole     X
AMERICAN DENTAL PARTNERS        COM             025353103            237      33900SH         Sole     X
AMERICAN ELEC. PWR. CO.,        COM             025537101         137300    4634587SH         Sole     X
AMERICAN  EAGLE OUTFIT.         COM             02553E106           5018     358402SH         Sole     X
AMERICAN EXPRESS CO.            COM             025816109        1005956   19298918SH         Sole     X
AMERICAN FINANCIAL GRP          COM             025932104           6743     271770SH         Sole     X
AMERICAN FINANCIAL              COM             026075101           1446      91100SH         Sole     X
AMERICAN FREIGHTWAYS            COM             02629V108           4747     327400SH         Sole     X
AMERICAN GENERAL CORP.          COM             026351106         216998    3557349SH         Sole     X
AMERICAN GREETINGS CORP.        CL A            026375105          23627    1243542SH         Sole     X
AMERICAN HOME PRODUCTS          COM             026609107        1227177   20888127SH         Sole     X
AMERICAN HOMESTAR CORP.         COM             026651109              1        630SH         Sole     X
AMERICAN INDUSTRIAL PROP.       COM NEW         026791202           2609     192380SH         Sole     X
AMERICAN INTERN'L GROUP         COM             026874107        2618517   22285249SH         Sole     X
AMERICAN ITALIAN PASTA          CL A            027070101           6926     334800SH         Sole     X
AMERICAN MANAGEMENT SYS.,       COM             027352103          12133     369580SH         Sole     X
AMERICAN MED. SEC. GROUP        COM             02744P101            245      35700SH         Sole     X
AMERICAN NATIONAL CAN GRP       COM             027714104           4217     249900SH         Sole     X
AMERICAN NAT'L INS CO.          COM             028591105           6308     123686SH         Sole     X
AMERICAN PAD & PAPER            COM             028816106              5     107600SH         Sole     X
AMERICAN RETIREMENT CORP.       COM             028913101            424      76200SH         Sole     X
AMERICAN PWR CONVERSION C       COM             029066107         107889    2643529SH         Sole     X
AMERICAN RESIDENTIAL TR         COM             02926T103            388      94100SH         Sole     X
AMERICAN SCI & ENGINEERIN       COM             029429107            248      45000SH         Sole     X
AMERICAN SKIING CO.             COM             029654308            545     198000SH         Sole     X
AMERICAN SOFTWARE, INC. C       CL A            029683109            471      91850SH         Sole     X
AMERICAN STANDARD COS.          COM             029712106          21114     514980SH         Sole     X
AMERICAN STATES WATER           COM             029899101           2817      94700SH         Sole     X
AMERICAN TOWER CLASS A          CL A            029912201          25553     612964SH         Sole     X
AMER. SUPERCONDUCTOR CORP       COM             030111108           7320     151700SH         Sole     X
EQUITY MODEL                    COM             030137103            502      18000SH         Sole     X
AMERICAN TELESOURCE INTL        COM             03018P108           1021     161800SH         Sole     X
AMERICAN WAGERING               COM             030405104            116      38700SH         Sole     X
AMERICAN WATER WORKS CO.,       COM             030411102          11247     449864SH         Sole     X
AMERICAN WOODMARK CORP.         COM             030506109            535      26100SH         Sole     X
AMERICAN XTAL TECHNOLOGY        COM             030514103           7543     174400SH         Sole     X
AMERICREDIT CORP                COM             03060R101          17181    1010633SH         Sole     X
AMERON INTERNATIONAL CORP       COM             030710107           1051      29400SH         Sole     X
AMERIPATH INC.                  COM             03071D109           3288     370500SH         Sole     X
AMERISOURCE HEALTH CORP         CL A            03071P102          14068     453800SH         Sole     X
AMERITRADE HOLDING CORP.        CL A            03072H109           6370     547935SH         Sole     X
AMERUS LIFE HOLDINGS            COM             030732101           5143     249369SH         Sole     X
AMES DEPARTMENTSTORES, IN       COM NEW         030789507           2247     289966SH         Sole     X
AMETEK AEROSPACE PROD INC       COM             031100100           9171     524050SH         Sole     X
AMF BOWLING, INC.               COM             03113V109             38     201393SH         Sole     X
AMGEN, INC.                     COM             031162100        1159125   16500007SH         Sole     X
AMKOR TECHNOLOGY, INC.          COM             031652100          26776     758268SH         Sole     X
AMRESCO INC                     COM             031909104             54      95200SH         Sole     X
AMPAL-AMER ISRAEL               CL A            032015109           1226      81700SH         Sole     X
AMPCO-PITTSBURGH CORP.          COM             032037103           1134     101900SH         Sole     X
AMPEX CORP.                     CL A            032092108            762     451400SH         Sole     X
AMPHENOL CORP.                  CL A            032095101          11053     167000SH         Sole     X
AMPLIDYNE, INC.                 COM             032103103            365     112300SH         Sole     X
AMSOUTH BANCORP                 COM             032165102          86492    5491558SH         Sole     X
AMYLIN PHARMACEUTICALS          COM             032346108           5701     375400SH         Sole     X
AMTRAN, INC.                    COM             03234G106            206      16600SH         Sole     X
ANADARKO PETROLEUM CORP.        COM             032511107          92429    1874353SH         Sole     X
ANADIGICS, INC.                 COM             032515108           8991     263950SH         Sole     X
ANALOG DEVICES, INC.            COM             032654105         441987    5815612SH         Sole     X
ANALOGIC CORP.                  COM PAR $0.05   032657207           3100      77500SH         Sole     X
ANALYSTS INTERNATIONAL          COM             032681108           2430     260900SH         Sole     X
ANALYTICAL SURVEYS              COM NEW         032683302             76      24700SH         Sole     X
ANAREN MICROWAVE INC.           COM             032744104           6581      50150SH         Sole     X
ANCHOR BANCORP WISCONSIN        COM             032839102           4307     281300SH         Sole     X
ANCHOR GAMING                   COM             033037102           5566     116100SH         Sole     X
ANCOR COMMUNICATIONS INC        COM             03332K108           8208     229500SH         Sole     X
ANDOVER BANCORP INC.            COM             034258103           2307      80075SH         Sole     X
ANDREA RADIO CORP               COM             034393108           1564     219500SH         Sole     X
ANDREW CORP.                    COM             034425108          40512    1207056SH         Sole     X
ANDRX CORP.                     COM             034551101          17214     269300SH         Sole     X
ANESTA CORP.                    COM             034603100           1624      65300SH         Sole     X
ANGELICA CORP.                  COM             034663104            735      91900SH         Sole     X
ANHEUSER BUSCH CO., INC.        COM             035229103         545643    7305687SH         Sole     X
ANIXTER INTERNATIONAL INC       COM             035290105           9914     374100SH         Sole     X
ANNALY MORTGAGE MGMT            COM             035710409            659      74200SH         Sole     X
ANNTAYLOR STORES CORP.          COM             036115103          11590     349900SH         Sole     X
ANTEC CORP.                     COM             03664P105           8229     198000SH         Sole     X
ANTHONY & SYLVAN POOLS          COM             036762102            107      13770SH         Sole     X
ANSWERTHINK CONSULTING          COM             036916104           5393     324400SH         Sole     X
ANTHRACITE CAPITAL INC.         COM             037023108            203      28500SH         Sole     X
ANTIGENICS INC.                 COM             037032109           1899     114200SH         Sole     X
AON CORP.                       COM             037389103         111546    3591004SH         Sole     X
APACHE CORP.                    COM             037411105         106899    1817622SH         Sole     X
APART INVT&MGMT REIT CL A       CL A            03748R101          34075     787850SH         Sole     X
APEX INC.                       COM             037548104           8288     189450SH         Sole     X
APEX MORTGAGE CAPITAL INC       COM             037564101            660      77700SH         Sole     X
APOGEE ENTERPRISES, INC.        COM             037598109            902     255300SH         Sole     X
APHTON CORP.                    COM             03759P101           3844     149300SH         Sole     X
APOLLO GROUP INC.-CL A          CL A            037604105           9953     355475SH         Sole     X
APPLE COMPUTER, INC.            COM             037833100         270618    5166925SH         Sole     X
APPLEBEE'S INTERNATIONAL        COM             037899101           8827     291200SH         Sole     X
APPLIED INNOVATION              COM             037916103           1216     114400SH         Sole     X
APRIA HEALTHCARE GROUP          COM             037933108           9515     776750SH         Sole     X
APPLIED MICROSYSTEMS CORP       COM             037935103           1000     135000SH         Sole     X
APPLIED GRAPHICS TECH           COM             037937109            947     222720SH         Sole     X
APPLIED ANALYTICAL INDS         COM             037939105            768      80000SH         Sole     X
APPLIED BIOMETRICS, INC.        COM             03814L103             28      11900SH         Sole     X
APPLICA INC.                    COM             03815A106           3297     291464SH         Sole     X
APPLIED INDS TECH INC.          COM             03820C105           4723     288450SH         Sole     X
APPLIED MATERIALS, INC.         COM             038222105        1186246   13089613SH         Sole     X
APPLIED POWER, INC.             CL A            038225108          13310     397315SH         Sole     X
APPLIED MICRO CIRCUITS          COM             03822W109          38375     388606SH         Sole     X
APPLIED SCIENCE & TECH          COM             038236105           1239      47900SH         Sole     X
APPLIEDTHEORY CORP.             COM             03828R104           2498     166500SH         Sole     X
APPLIX INC                      COM             038316105           1193     154000SH         Sole     X
APPNET, INC                     COM             03831Q101           9148     254100SH         Sole     X
APTARGROUP INC                  COM             038336103           9501     351900SH         Sole     X
AQUA CARE SYSTEMS, INC.         COM NEW         038373304             26      16700SH         Sole     X
AQUILA BIOPHARMACEUTICALS       COM             03839F107            116      39620SH         Sole     X
ARADIGM CORPORATION             COM             038505103           1339      76500SH         Sole     X
ARCH CAPITAL GROUP LTD.         COM             03937L105            953      63800SH         Sole     X
ARCH CHEMICALS, INC.            COM             03937R102           5073     231900SH         Sole     X
ARCH COAL CORP                  COM             039380100           1890     245886SH         Sole     X
ARCH COMMUNICATIONS WTS         WT EXP  090101  039381140             78      82832SH         Sole            X
ARCH COMMUNICATIONS GROUP       COM NEW         039381504           1641     252466SH         Sole     X
ARCHER-DANIELS-MIDLAND CO       COM             039483102          87886    8956521SH         Sole     X
ARCHSTONE COMMUNITIES TR.       SH BEN INT      039581103          35977    1708126SH         Sole     X
ARCTIC CAT INC.                 COM             039670104           1906     160500SH         Sole     X
ARDEN REALTY GROUP REIT         COM             039793104          20407     868388SH         Sole     X
AREA BANCSHARES CORP.           COM             039872106           2944     131928SH         Sole     X
ARGONAUT GROUP, INC.            COM             040157109           2334     136300SH         Sole     X
ARGOSY GAMING CO.               COM             040228108           4093     284700SH         Sole     X
ARGUSS COMMUNICATIONS,INC       COM             040282105           1100      58300SH         Sole     X
ARIAD PHARMACEUTICALS           COM             04033A100           1984     149000SH         Sole     X
ARIEL CORPORATION               COM             04033M104            264      89900SH         Sole     X
ARIBA, INC.                     COM             04033V104          64240     655200SH         Sole     X
ARKANSAS BEST CORP.             COM             040790107           2311     232600SH         Sole     X
ARMSTRONG HOLDINGS, INC.        COM             042384107          11688     763282SH         Sole     X
ARNOLD INDUSTRY, INC.           COM             042595108           3394     281380SH         Sole     X
ARONEX PHARMACEUTICALS          COM NEW         042666206            522     170400SH         Sole     X
ARQULE, INC.                    COM             04269E107           2325     120000SH         Sole     X
ARROW ELECTRONICS, INC.         COM             042735100          16004     516251SH         Sole     X
ARROW FINANCIAL CORP.           COM             042744102            663      44177SH         Sole     X
ARROW INTERNATIONAL, INC.       COM             042764100           5142     153500SH         Sole     X
ART TECHNOLOGY GROUP            COM             04289L107          22206     220000SH         Sole     X
ARTISAN COMPONENTS INC.         COM             042923102            852      78300SH         Sole     X
ARTESYN TECHNOLOGIES, INC       COM             043127109          10417     374556SH         Sole     X
ARTHROCARE CORP.                COM             043136100           4803      90200SH         Sole     X
ARTISOFT, INC.                  COM             04314L106           1909     157404SH         Sole     X
ARTISTDIRECT, INC.              COM             04315D103             55      17500SH         Sole     X
ARVIN INDUSTRIES, INC.          COM             043339100           4209     242270SH         Sole     X
ASCENT PEDIATRICS, INC.         DEP SHS         04362X200             21      18900SH         Sole     X
ASHFORD.COM                     COM             044093102            161      56100SH         Sole     X
ASHLAND, INC.                   COM             044204105          35513    1012844SH         Sole     X
ASHWORTH, INC.                  COM             04516H101            148      33100SH         Sole     X
ASK JEEVES, INC.                COM             045174109           3757     208000SH         Sole     X
ASIAINFO HOLDINGS, INC.         COM             04518A104           4759     106500SH         Sole     X
ASPECT MEDICAL SYSTEMS          COM             045235108           2376      88000SH         Sole     X
ASPECT COMMUNICATIONS           COM             04523Q102          14031     356900SH         Sole     X
ASPEN TECHNOLOGY INC.           COM             045327103          11916     309500SH         Sole     X
ASPEON INC.                     COM             045354107            277      56800SH         Sole     X
ASSET INVESTORS CORP.           COM             04541W107            338      28600SH         Sole     X
ASSOCIATED BANC-CORP.           COM             045487105          10262     470464SH         Sole     X
ASSOCIATED ESTATES REIT         COM             045604105           2472     353181SH         Sole     X
AT HOME CORP. SER A             COM SER A       045919107          25428    1225458SH         Sole     X
ASSOCIATES FIRST CAPITAL        CL A            046008108         227465   10194517SH         Sole     X
ASTEC INDUSTRIES INC.           COM             046224101           4108     161900SH         Sole     X
ASTEA INTL INC.                 COM             04622E109            233      68900SH         Sole     X
ASTORIA FINANCIAL CORP.         COM             046265104          12796     496931SH         Sole     X
ASTRO-MED, INC.                 COM             04638F108            378      68650SH         Sole     X
ASTRONICS CORP.                 COM             046433108             35       3800SH         Sole     X
ASTROPOWER, INC.                COM             04644A101           1101      40600SH         Sole     X
ASYST TECHNOLOGIES, INC.        COM             04648X107           8268     241400SH         Sole     X
ATLANTA SOSNOFF CAPITAL         COM             046499109            775      77500SH         Sole     X
ATLANTIC COAST AIRLINES         COM             048396105           5061     159400SH         Sole     X
ATLANTIC TELE-NETWORK           COM NEW         049079205            597      63300SH         Sole     X
ATLAS AIR INC.                  COM             049164106           6262     174537SH         Sole     X
ATMEL CORP.                     COM             049513104          48612    1318292SH         Sole     X
ATMOS ENERGY CORP.              COM             049560105           5443     311051SH         Sole     X
ATRIX LABS, INC.                COM             04962L101           1432     152723SH         Sole     X
@PLAN.INC.                      COM             04962Q100            476      72500SH         Sole     X
ATWOOD OCEANICS, INC.           COM             050095108           6528     146700SH         Sole     X
AUDIBLE, INC.                   COM             05069A104            634     152600SH         Sole     X
AUDIO VISUAL SERV CORP          COM             050727106            142     206600SH         Sole     X
AUDIOHIGHWAY.COM                COM             050740109             50      22100SH         Sole     X
AUDIOVOX CORPORATION            CL A            050757103           3854     174700SH         Sole     X
AURORA FOODS INC.               COM             05164B106           2729     682300SH         Sole     X
AURORA BIOSCIENCES CORP.        COM             051920106           9826     144100SH         Sole     X
AUSPEX SYSTEMS INC              COM             052116100            795     161000SH         Sole     X
AUTOBYTEL.COM INC.              COM             05275N106            576      93500SH         Sole     X
AUTODESK, INC.                  COM             052769106          29808     859331SH         Sole     X
AUTOLIV, INC.                   COM             052800109            988      41058SH         Sole     X
AUTOMATIC DATA PROCESSING       COM             053015103         535640   10000273SH         Sole     X
AUTONATION INC.                 COM             05329W102          11273    1596146SH         Sole     X
AUTOTOTE CORP.                  CL A            053323101           1614     368967SH         Sole     X
AUTOWEB.COM, INC.               COM             053331104            351     165100SH         Sole     X
AUTOZONE, INC.                  COM             053332102          44217    2009884SH         Sole     X
AVADO BRANDS, INC.              COM             05336P108            131      87550SH         Sole     X
AVALONBAY COMMUNITIES           COM             053484101          32573     780184SH         Sole     X
AVANT! CORP.                    COM             053487104          11672     623028SH         Sole     X
AVANEX CORP.                    COM             05348W109           2111      22100SH         Sole     X
AVANT INC.                      COM             053491106           1345     127300SH         Sole     X
AVATAR HOLDING, INC.            COM             053494100           2735     118900SH         Sole     X
AVENUE A, INC.                  COM             053566105            445      50500SH         Sole     X
AVERY DENN CORP.                COM             053611109         120234    1791189SH         Sole     X
AVIALL INC.                     COM             05366B102            610     123594SH         Sole     X
AVIATION GENERAL, INC.          COM             05366T103             80      28600SH         Sole     X
AVID TECHNOLOGY INC             COM             05367P100           4560     380000SH         Sole     X
AVIGEN, INC.                    COM             053690103           5634     128400SH         Sole     X
AVIRON                          COM             053762100           2430      78700SH         Sole     X
AVIS GROUP HOLDINGS, INC.       COM             053790101           3909     208500SH         Sole     X
AVISTA CORP.                    COM             05379B107           6459     370400SH         Sole     X
AVNET, INC.                     COM             053807103          12120     204562SH         Sole     X
AVON PRODUCTS, INC.             COM             054303102         166443    3740287SH         Sole     X
AWARE, INC.                     COM             05453N100          11733     229500SH         Sole     X
AXENT TECHNOLOGIES, INC.        COM             05459C108           5761     232180SH         Sole     X
AXSYS TECHNOLOGIES, INC.        COM             054615109             36       2200SH         Sole     X
AXYS PHARMACEUTICALS            COM             054635107           1052     177245SH         Sole     X
AZTAR CORP.                     COM             054802103           7462     481400SH         Sole     X
AZTEC TECHN. PARTN., INC.       COM             05480L101            442     201957SH         Sole     X
BB&T CORPORATION                COM             054937107         116409    4875764SH         Sole     X
BCSB BANKCORP, INC.             COM             054948104            171      28500SH         Sole     X
AZURIX CORP.                    COM             05501M104           4127     528200SH         Sole     X
BHA GROUP HOLDINGS INC.         COM             055446108            404      41437SH         Sole     X
BHC COMM. INC. CL A             CL A            055448104          11710      78000SH         Sole     X
BISYS GROUP, INC.               COM             055472104          12856     209037SH         Sole     X
BJ SERVICES CO.                 COM             055482103          29481     471689SH         Sole     X
BJ'S WHOLESALE CLUB INC.        COM             05548J106          14213     430682SH         Sole     X
BMC INDUSTRIES, INC.            COM             055607105            920     226404SH         Sole     X
BOK FINANCIAL CORP.             COM NEW         05561Q201           3569     203220SH         Sole     X
BP AMOCO PLC ADR                SPONSORED ADR   055622104          31113     550056SH         Sole     X
BRE PROPERTIES REIT CL A        CL A            05564E106          20600     713408SH         Sole     X
BNP RESIDENTIAL PROPERTY        COM             05564T103            619      73900SH         Sole     X
BSB BANCORP, INC.               COM             055652101           2599     129563SH         Sole     X
BT FINANCIAL CORP.              COM             055763106           1306      75693SH         Sole     X
BTG INC.                        COM             05576J101            645      79400SH         Sole     X
BMC SOFTWARE, INC.              COM             055921100         128928    3533787SH         Sole     X
BTU INT'L, INC                  COM             056032105             62       5200SH         Sole     X
BWC FINANCIAL CORP.             COM             056042104            371      19100SH         Sole     X
BACOU USA INC.                  COM             056439102            628      31400SH         Sole     X
BADGER METER, INC.              COM             056525108            646      25600SH         Sole     X
BADGER PAPER MILLS, INC.        COM             056543101             51      12500SH         Sole     X
BAIRNCO CORP.                   COM             057097107            518      70200SH         Sole     X
BAKER HUGHES, INC.              COM             057224107         151114    4722302SH         Sole     X
J. BAKER INC.                   COM             057232100           1376     236800SH         Sole     X
BALDOR ELECTRIC CO.             COM             057741100           6237     334873SH         Sole     X
BALDWIN & LYONS, INC. CLA       CL B            057755209           1841     107900SH         Sole     X
BALDWIN TECH CL A               CL A            058264102            546     257000SH         Sole     X
BALL CORP.                      COM             058498106          17187     533966SH         Sole     X
BALLY TOTAL FITNESS             COM             05873K108           9241     364196SH         Sole     X
THE BANC STOCK GROUP            CL A            05943C102              1       1000SH         Sole     X
BANCFIRST OHIO CORP.            COM             059450106            243      14830SH         Sole     X
BANCFIRST CORP.                 COM             05945F103           1705      54132SH         Sole     X
BANCORPSOUTH INC.               COM             059692103           6152     437500SH         Sole     X
BANCWEST CORP.                  COM             059790105           4490     273128SH         Sole     X
BANDAG, INC.                    COM             059815100           4150     171140SH         Sole     X
BANDAG, INC. CL A               CL A            059815308             26       1138SH         Sole     X
BANGOR HYDRO-ELECTRIC CO.       COM             060077104           1263      53900SH         Sole     X
BANK OF AMERICA CORP.           COM             060505104        1021283   23750765SH         Sole     X
BANK OF GRANITE CORP            COM             062401104           1862      81418SH         Sole     X
BANK OF THE OZARKS              COM             063904106             36       2200SH         Sole     X
THE BANK OF NEW YORK CO.        COM             064057102         488001   10494638SH         Sole     X
BANK ONE CORP.                  COM             06423A103         432579   16285312SH         Sole     X
BANK PLUS CORP.                 COM             064446107            103      34100SH         Sole     X
BANK UNITED CORP.               CL A            065412108           8990     255500SH         Sole     X
BANKATLANTIC BANCORP CL B       CL B            065908105            746     126993SH         Sole     X
BANKATLANTIC BANCORP CL A       CL A            065908501            416     110986SH         Sole     X
BANKFIRST CORP.                 COM             066442104            318      38500SH         Sole     X
BANKNORTH GROUP, INC.           COM             06646R107          15832    1033931SH         Sole     X
BANKUNITED FINANCIAL CORP       CL A            06652B103           1051     145000SH         Sole     X
BANTA CORP.                     COM             066821109           6786     358345SH         Sole     X
C.R. BARD, INC.                 COM             067383109          36308     754447SH         Sole     X
BARNES & NOBLE INC.             COM             067774109          11800     530353SH         Sole     X
BARNES GROUP, INC.              COM             067806109           3324     203800SH         Sole     X
BARNESANDNOBLE.COM INC.         CL A            067846105           1404     214900SH         Sole     X
BARRICK GOLD CORP.              COM             067901108          88945    4890464SH         Sole     X
BARNETT INC.                    COM             068062108            861      84000SH         Sole     X
BARNWELL INDUSTRIES, INC.       COM             068221100             32       2000SH         Sole     X
BARR LABS INC.                  COM             068306109          13893     310025SH         Sole     X
BARRA INC.                      COM             068313105          10433     210500SH         Sole     X
BARRETT BUSINESS SERVICES       COM             068463108            368      62300SH         Sole     X
BARRETT RESOURCES CORP.         COM PAR $0.01   068480201          10070     330850SH         Sole     X
BARRISTER INFORMATION           COM NEW         068659200             19      18000SH         Sole     X
BASE TEN SYSTEMS, INC. A        CL A NEW        069779304              9       9460SH         Sole     X
BASIN EXPL INC                  COM             070107107           3505     196098SH         Sole     X
BASSETT FURNITURE IND., I       COM             070203104           1379     109263SH         Sole     X
BATTLE MOUNTAIN CLASS A         COM             071593107           2551    1166099SH         Sole     X
BAUSCH & LOMB, INC.             COM             071707103          58016     749799SH         Sole     X
BAXTER INTERNATIONAL INC.       COM             071813109         294629    4190275SH         Sole     X
BAY STATE BANCORP INC.          COM             072611106            639      29400SH         Sole     X
BAY VIEW CAPITAL CORP.          COM             07262L101            773      78821SH         Sole     X
BE AVIONICS INC.                COM             073302101            620      90200SH         Sole     X
BE FREE, INC.                   COM             073308108           1623     180300SH         Sole     X
BE INC.                         COM             073309106            403      80500SH         Sole     X
BEA SYSTEMS INC.                COM             073325102          45107     912400SH         Sole     X
BEAR STEARNS CO., INC.          COM             073902108          82644    1985436SH         Sole     X
BEASLEY BROADCAST GROUP         CL A            074014101           1691     124100SH         Sole     X
BEAUTICONTROL COSMETICS         COM             074655101            858     212750SH         Sole     X
BEBE STORES INC.                COM             075571109           1308     156200SH         Sole     X
BECKMAN COULTER, INC.           COM             075811109           9298     159281SH         Sole     X
BECTON, DICKINSON & CO.         COM             075887109         103565    3610099SH         Sole     X
BED BATH AND BEYOND             COM             075896100          84247    2324060SH         Sole     X
BEDFORD BANCSHARES, INC.        COM             076014109            163      18100SH         Sole     X
BEDFORD PROPERTY INVEST.        COM PAR $0.02   076446301           5677     305836SH         Sole     X
BEL FUSE INC-CL A               CL A            077347201            466      17250SH         Sole     X
BEL FUSE INC-CL B               CL B            077347300           2313      86450SH         Sole     X
BELCO OIL & GAS CORP.           COM             077410108           2597     305500SH         Sole     X
BELDEN, INC.                    COM             077459105           7306     285100SH         Sole     X
BELL & HOWELL CO.               COM             077852101           4581     188900SH         Sole     X
BELL ATLANTIC CORP.             COM             077853109        1131353   22265252SH         Sole     X
BELL INDUSTRIES, INC.           COM             078107109            151      57503SH         Sole     X
BELLSOUTH CORP.                 COM             079860102        1154049   27074467SH         Sole     X
BELMONT BANCORP                 COM             080162100            200      72700SH         Sole     X
A. H. BELO CLASS A              COM SER A       080555105          10124     584755SH         Sole     X
BEMIS CO., INC.                 COM             081437105          24696     734453SH         Sole     X
BENCHMARK ELECTRONICS INC       COM             08160H101           5594     153000SH         Sole     X
BENIHANA INC.                   COM             082047101            118       8400SH         Sole     X
BENIHANA INC. CL-A              CL A            082047200           1301      97300SH         Sole     X
BERGEN BRUNSWIG CLASS A         CL A            083739102           4692     853169SH         Sole     X
BERINGER WINE ESTATES           CL B            084102102           5184     146800SH         Sole     X
W.R. BERKLEY CORP.              COM             084423102           3187     169975SH         Sole     X
BERKSHIRE HATHAWAY CL A         CL A            084670108         256249       4763SH         Sole     X
BERKSHIRE HATHAWAY CL B         CL B            084670207            400        227SH         Sole     X
BERLITZ INTERNATIONAL, IN       COM             08520F100            994     110454SH         Sole     X
BERRY PETROLEUM CL A            CL A            085789105           3318     195200SH         Sole     X
BEST BUY, INC.                  COM             086516101         215890    3413280SH         Sole     X
BESTFOODS                       COM             08658U101         299505    4324986SH         Sole     X
BETHLEHEM STEEL CORP.           COM             087509105           8600    2413919SH         Sole     X
BEVERLEY ENTERPRISES, INC       COM NEW         087851309           2610     927879SH         Sole     X
BEYOND.COM CORP.                COM             08860E101            254     189000SH         Sole     X
BIG DOG HOLDINGS                COM             089128102            303      73400SH         Sole     X
BIG FOOT FINANCIAL CORP.        COM             089165104             97       8800SH         Sole     X
BIGSTAR ENTERTAINMENT           COM             089896104            138     130300SH         Sole     X
BILLING CONCEPTS CORP.          COM             090063108           2801     631300SH         Sole     X
BILLSERV.COM, INC.              COM             090181108            293      31900SH         Sole     X
BINDLY WESTERN IND, INC.        COM             090324104           9452     357520SH         Sole     X
BINDVIEW DEVELOPMENT CORP       COM             090327107           3774     314500SH         Sole     X
BIORAD LABS, INC. CL A          CL A            090572207           3073     122900SH         Sole     X
BIOTECHNOLOGY GEN               COM             090578105           8891     674200SH         Sole     X
BIO-PLEXUS, INC.                COM             09057C106            190      75938SH         Sole     X
BIOCRYST PHARMACEUTICALS        COM             09058V103           2123      74000SH         Sole     X
BIOGEN, INC.                    COM             090597105         155696    2413884SH         Sole     X
BIOMATRIX, INC.                 COM             09060P102           6046     267214SH         Sole     X
BIOMET, INC.                    COM             090613100          66272    1724145SH         Sole     X
BIOMARIN PHARMACEUTICAL         COM             09061G101           2312     136000SH         Sole     X
BIOPURE CORP.                   CL A            09065H105           2342     124500SH         Sole     X
BIOSPHERICS INC.                COM             090662107            370      73900SH         Sole     X
BIOTIME, INC.                   COM             09066L105            498      70500SH         Sole     X
BIO-LOGIC SYSTEMS               COM             090909102            209      34100SH         Sole     X
BIOLASE TECHNOLOGY, INC.        COM             090911108            215      90600SH         Sole     X
BIOSPECIFICS TECHNOLOGY         COM             090931106            102      40800SH         Sole     X
BIOSITE DIAGNOSTICS             COM             090945106           2805      58200SH         Sole     X
BIRMINGHAM STEEL CORP.          COM             091250100            959     247400SH         Sole     X
BIZNESSONLINE.COM, INC          COM             091791103            193      36700SH         Sole     X
BLACK & DECKER CORP.            COM             091797100          46812    1190769SH         Sole     X
BLACK BOX CORP                  COM             091826107          16515     208600SH         Sole     X
BLACK HAWK GAMING & DEV.        COM             092067107            184      29400SH         Sole     X
BLACK HILLS CORP.               COM             092113109           5246     232490SH         Sole     X
BLACKROCK, INC.                 CL A            09247X101           1699      58600SH         Sole     X
BLAIR CORP.                     COM             092828102           1717      92800SH         Sole     X
E.W. BLANCH HOLDINGS, INC       COM             093210102           3285     161700SH         Sole     X
BLAZE SOFTWARE                  COM             09347T109            341      25000SH         Sole     X
BLIMPIE INTERNATIONAL, IN       COM             093538106            127      70300SH         Sole     X
BLOCK DRUG CO. CLASS A          CL A            093644102           6532     154373SH         Sole     X
H & R BLOCK, INC.               COM             093671105          44588    1377244SH         Sole     X
BLOCKBUSTER INC.                CL A            093679108           1427     147300SH         Sole     X
BLOUNT INTERNATIONAL INC.       COM             095180105           1149     149517SH         Sole     X
BLUE RHINO CORP.                COM             095811105            418      51900SH         Sole     X
BLUE WAVE SYSTEMS, INC.         COM             096081104             10       1000SH         Sole     X
BLUEGREEN CORP.                 COM             096231105            330     119940SH         Sole     X
BLUESTONE SOFTWARE              COM             09623P102           3054     118900SH         Sole     X
BLYTH, INC.                     COM             09643P108          10974     372015SH         Sole     X
BOB EVANS FARMS, INC.           COM             096761101           5166     345866SH         Sole     X
BOCA RESORTS, INC.              CL A            09688T106           3116     315500SH         Sole     X
THE BOEING CO.                  COM             097023105         548893   13127495SH         Sole     X
BOISE CASCADE CORP.             COM             097383103          25517     986166SH         Sole     X
BOMBAY CO.                      COM             097924104            705     239862SH         Sole     X
BONE CARE INTERNATIONAL         COM             098072101           2597     110200SH         Sole     X
BOOKS-A-MILLION                 COM             098570104            195      42100SH         Sole     X
B0RDERS GROUP, INC.             COM             099709107          11302     726254SH         Sole     X
BORGWARNER, INC.                COM             099724106           9386     267230SH         Sole     X
BORON LEPORE & ASSOCIATES       COM             10001P102            940     101600SH         Sole     X
BOSTON ACOUSTICS, INC.          COM             100534106            259      23500SH         Sole     X
BOSTON BEER C0. CLASS A         CL A            100557107            846      98800SH         Sole     X
BOSTON COMMUNICATIONS GRP       COM             100582105           3424     244600SH         Sole     X
BOSTON PROPERTIES, INC.         COM             101121101          29261     757567SH         Sole     X
BOSTON SCIENTIFIC CORP.         COM             101137107         129046    5882431SH         Sole     X
BOSTONFED BANCORP, INC.         COM             101178101            501      35500SH         Sole     X
BOTTOMLINE TECHNOLOGIES         COM             101388106           3398      99400SH         Sole     X
BOWATER, INC.                   COM             102183100          10548     239049SH         Sole     X
BOWL AMERICA, INC. CLASS        CL A            102565108            140      17745SH         Sole     X
BOWNE & CO., INC.               COM             103043105           7133     708900SH         Sole     X
BOYD GAMING CORP.               COM             103304101           2344     421400SH         Sole     X
THE BOYDS COLLECTION, LTD       COM             103354106           3629     426900SH         Sole     X
BOYKIN LODGING CO. REIT         COM             103430104           3933     291365SH         Sole     X
BRADLEY REAL ESTATE REIT        COM             104580105           7685     360586SH         Sole     X
BRADLEY REAL ESTATE, INC.       PFD CV A 8.40%  104580204            537      24696SH         Sole     X
BRADY CORP. CLASS A             CL A            104674106           8190     252000SH         Sole     X
BRANDYWINE REALTY REIT          SH BEN INT NEW  105368203          11444     598402SH         Sole     X
BRASS EAGLE INC.                COM             10553F106             82      16400SH         Sole     X
BRAUN COSULTING, INC.           COM             105651103           2227     105400SH         Sole     X
BRAUN'S FASHIONS CORP.          COM             105658108           1277      34800SH         Sole     X
BREAKAWAY SOLUTIONS, INC.       COM             106372105           4050     150000SH         Sole     X
BRENTON BANKS, INC.             COM             107211104           2006     144585SH         Sole     X
BRIDGE VIEW BANCORP             COM             108058108            268      19887SH         Sole     X
BRIGGS & STRATTON CORP.         COM             109043109          15427     450420SH         Sole     X
BRIGHT HRZNS. FAMILY SOL.       COM             109195107           3732     174580SH         Sole     X
BRIGHTPOINT, INC.               COM             109473108           5881     679425SH         Sole     X
BRINKER INTERNATIONAL, IN       COM             109641100          14470     494700SH         Sole     X
BRIO TECHNOLOGY, INC.           COM             109704106           2223     104900SH         Sole     X
BRISTOL-MYERS SQUIBB CO.        COM             110122108        1841924   31621020SH         Sole     X
BROADBASE SOFTWARE              COM             11130R100           8857     289200SH         Sole     X
BROADCOM CORP.                  CL A            111320107         600042    2740700SH         Sole     X
BROADVISION INC.                COM             111412102          70874    1394818SH         Sole     X
BROADWING INC.                  COM             111620100          29082    1121243SH         Sole     X
BROCADE COMMUNICATIONS          COM             111621108          76568     417300SH         Sole     X
BROOKLINE BANCORP INC.          COM             113739106           1474     128875SH         Sole     X
BROOKS AUTOMATION, INC.         COM             11434A100           9840     153900SH         Sole     X
BROOKTROUT TECHNOLOGY           COM             114580103           1429      65500SH         Sole     X
BROWN & BROWN, INC.             COM             115236101           5541     106550SH         Sole     X
BROWN-FORMAN CORP. CLASS        CL B            115637209          53023     986473SH         Sole     X
BROWN (TOM) INC.                COM NEW         115660201           6914     299800SH         Sole     X
BROWN SHOE COMPANY, INC.        COM             115736100           5653     434821SH         Sole     X
BRUNSWICK CORP.                 COM             117043109          20382    1230620SH         Sole     X
BRUSH ENGINEERED MATER          COM             117421107           2719     174000SH         Sole     X
BRYN MAWR BANK CORP.            COM             117665109            541      26900SH         Sole     X
BUCA, INC.                      COM             117769109            625      40000SH         Sole     X
B2BSTORES.COM INC.              COM             11776S107             12       4500SH         Sole     X
BSQUARE CORP.                   COM             11776U102           3157     140700SH         Sole     X
BUCKEYE TECHNOLOGY INC.         COM             118255108           9635     439200SH         Sole     X
THE BUCKLE INC.                 COM             118440106           1441     122600SH         Sole     X
BUDGET GROUP INC.               CL A            119003101           1041     252400SH         Sole     X
BUFFETS INC.                    COM             119882108           6877     542007SH         Sole     X
BUILDING MATERIALS CORP.        COM             120113105            266      30200SH         Sole     X
BURLINGTON COAT FACTORY W       COM             121579106           2632     243390SH         Sole     X
BURLINGTON  INDUSTRIES          COM             121693105            408     241540SH         Sole     X
BURLINGTON NTHRN SANTA FE       COM             12189T104         144566    6302592SH         Sole     X
BURLINGTON RESOURCES, INC       COM             122014103         117096    3061329SH         Sole     X
BURNHAM PACIFIC PROP REIT       COM             12232C108           3364     489334SH         Sole     X
BURNS INTERNATIONAL SRVCS       COM             122374101           2691     215300SH         Sole     X
BURR-BROWN CORP.                COM             122574106          26730     308350SH         Sole     X
BUSH BOAKE ALLEN                COM             123162109           4843     110700SH         Sole     X
BUSH INDUSTRIES, INC.           CL A            123164105           1985     124093SH         Sole     X
BUTLER MANUFACTURING CO.        COM             123655102            269      15800SH         Sole     X
BUY.COM, INC.                   COM             124269101           1999     397400SH         Sole     X
C & D TECHNOLOGY INC.           COM             124661109          13357     236400SH         Sole     X
CAIS INTERNET, INC.             COM             12476Q102           2368     168400SH         Sole     X
CB BANCSHARES INC.              COM             124785106            734      29800SH         Sole     X
CBL & ASSOCIATES PRP REIT       COM             124830100          10977     440196SH         Sole     X
CCB FINANCIAL CORP.             COM             124875105           6686     180714SH         Sole     X
CCC INFORMATION SERVICES        COM             12487Q109           2001     188300SH         Sole     X
CB RICHARD ELLIS SERVICES       COM             12489L108            979     107329SH         Sole     X
CBRL GROUP, INC.                COM             12489V106           8000     544657SH         Sole     X
C F W COMMUNICATIONS CO.        COM             124923103           4001     106700SH         Sole     X
C-BRIDGE INTERNET SOL.          COM             12500B105           1317      75800SH         Sole     X
C-COR ELECTRONICS, INC.         COM             125010108           8824     326800SH         Sole     X
C-CUBE MICROSYSTEMS INC.        COM             12501N108           8237     419700SH         Sole     X
CDI CORP.                       COM             125071100           5338     262000SH         Sole     X
CDNOW INC.                      COM             125086108            391     126246SH         Sole     X
CDW COMPUTER CENTERS            COM             125129106          34535     552554SH         Sole     X
CD WAREHOUSE INC.               COM             12512W105             82      50700SH         Sole     X
CEC ENTERTAINMENT INC           COM             125137109           7671     299361SH         Sole     X
CFS BANCORP, INC.               COM             12525D102            592      64700SH         Sole     X
CH ENERGY GROUP, INC.           COM             12541M102           5739     169100SH         Sole     X
C.H. ROBINSON WORLDWIDE         COM             12541W100          12162     245700SH         Sole     X
CIGNA CORP.                     COM             125509109         225215    2408712SH         Sole     X
THE CIT GROUP, INC.             CL A            125577106          13852     852400SH         Sole     X
CKE RESTAURANTS INC.            COM             12561E105            964     321433SH         Sole     X
CLECO CORP.                     COM             12561W105           7053     210550SH         Sole     X
CMGI INC                        COM             125750109          42175     920594SH         Sole     X
CMP GROUP, INC.                 COM             125887109           9035     308241SH         Sole     X
CMS ENERGY CORP.                COM             125896100          34045    1538739SH         Sole     X
CPI CORP.                       COM             125902106           2867     135700SH         Sole     X
CPB INC.                        COM             125903104           2010      80400SH         Sole     X
CSS INDUSTRIES, INC.            COM             125906107            717      35100SH         Sole     X
CTG RESOURCES INC.              COM             125957100           2291      62435SH         Sole     X
CTB INTERNATIONAL CORP.         COM             125960104            425      62900SH         Sole     X
CTI INDUSTRIES CORP.            COM NEW         125961300              5       2500SH         Sole     X
CSK AUTO CORP.                  COM             125965103           2001     264538SH         Sole     X
CNA FINANCIAL CORP.             COM             126117100          22494     661599SH         Sole     X
CNA SURETY CORP                 COM             12612L108           2512     210400SH         Sole     X
CNF TRANSPORTATION, INC.        COM             12612W104          10212     448894SH         Sole     X
CNET NETWORKS, INC.             COM             12613R104           6559     267014SH         Sole     X
CP&L, INC.                      COM             12614C106          71316    2232983SH         Sole     X
CSG SYSTEMS INTL INC.           COM             126349109          17608     314070SH         Sole     X
CSX CORP.                       COM             126408103          64372    3038195SH         Sole     X
CTC COMMUNICATIONS GROUP        COM             126419100           4032     112000SH         Sole     X
CT COMMUNICATIONS               COM NEW         126426402           2710      95300SH         Sole     X
CTS CORP.                       COM             126501105          13328     296179SH         Sole     X
CUNO INC.                       COM             126583103           4862     210250SH         Sole     X
CVB FINANCIAL CORP.             COM             126600105           2191     138537SH         Sole     X
CVS CORP DELAWARE               COM             126650100         222246    5556161SH         Sole     X
CV THERAPEUTICS,INC.            COM             126667104           6453      93100SH         Sole     X
CABLEVISION SYS. CORP.          CL A            12686C109          33447     492775SH         Sole     X
CABLETRON SYSTEMS, INC.         COM             126920107          87000    3445559SH         Sole     X
CABLE DESIGN TECHNOLOGIES       COM             126924109          14609     436100SH         Sole     X
CACHEFLOW INC.                  COM             126946102           6913     112300SH         Sole     X
C2 INC                          COM             126948108            145      20000SH         Sole     X
CABOT CORP.                     COM             127055101           8400     308260SH         Sole     X
CABOT INDUSTRIAL TRUST          COM             127072106          12114     615329SH         Sole     X
CABOT OIL & GAS CORP.           CL A            127097103           7117     335890SH         Sole     X
CABOT MICROELECTRONICS          COM             12709P103           4323      94500SH         Sole     X
CACI INTERNATIONAL INC.         CL A            127190304           1589      81500SH         Sole     X
CADENCE DESIGN SYSTEMS, I       COM             127387108          25252    1239344SH         Sole     X
CADIZ, INC.                     COM             127537108           4916     614500SH         Sole     X
CADMUS COMMUNICATION            COM             127587103            273      28000SH         Sole     X
CAL DIVE INTERNATIONAL          COM             127914109           9049     167000SH         Sole     X
CALDERA SYSTEMS, INC.           COM             128780103           2103     161000SH         Sole     X
CALGON CARBON                   COM             129603106           2643     341000SH         Sole     X
CALICO COMMERCE INC.            COM             129897104           2880     177200SH         Sole     X
CALIFORNIA AMPLIFIER INC.       COM             129900106           6687     146160SH         Sole     X
CALIBER LEARNING NETWORK        COM             129914107           1040     256100SH         Sole     X
CALIFORNIA INDEPENDENT BK       COM             130334105           1036      46046SH         Sole     X
CALIFORNIA WATER SERVICE        COM             130788102           1349      55626SH         Sole     X
CALIPER TECHNOLOGIES CORP       COM             130876105           4039      87800SH         Sole     X
CALLAWAY GOLF CO                COM             131193104          11675     715732SH         Sole     X
CALLON PETEROLEUM CO.           COM             13123X102            888      59700SH         Sole     X
CALPINE CORP.                   COM             131347106          46978     714500SH         Sole     X
CALYPTE BIOMEDICAL CORP.        COM             131722100            176      74000SH         Sole     X
CAMBREX CORP.                   COM             132011107          11525     256100SH         Sole     X
CAMBRIDGE TECHNOLOGY            COM             132524109           4536     520250SH         Sole     X
CAMDEN PROPERTY TRST REIT       SH BEN INT      133131102          18437     627630SH         Sole     X
CAMINUS CORP.                   COM             133766105           2185      89200SH         Sole     X
CAMPBELL SOUP CO.               COM             134429109         193868    6656408SH         Sole     X
CANDELA CORP                    COM             136907102           1399     153300SH         Sole     X
CANANDAIGUA BRANDS INC.         CL B            137219101           1424      28475SH         Sole     X
CANANDAIGUA BRANDS INC.         CL A            137219200           9154     181500SH         Sole     X
CANDIES, INC.                   COM             137409108             31      25000SH         Sole     X
CANNONDALE CORP                 COM             137798104            428      65800SH         Sole     X
CAPITAL CITY BANK               COM             139674105            525      26900SH         Sole     X
CAPITAL AUTOMOTIVE REIT         COM SH BEN INT  139733109           3699     261860SH         Sole     X
CAPITAL BANK CORP.              COM             139793103             80       8900SH         Sole     X
CAPITAL CITIES/ABC, INC.        COM             139859102              0          0SH         Sole     X
CAPITAL CORP. OF THE WEST       COM             140065103           1489     143500SH         Sole     X
CAPITAL CROSSING BANK           COM             140071101            362      35300SH         Sole     X
CAPITAL ONE FINANCIAL           COM             14040H105         126758    2840525SH         Sole     X
CAPITAL PACIFIC HOLDINGS        COM             14040M104            183      70388SH         Sole     X
CAPITAL TRUST                   COM             14052H100            350      87600SH         Sole     X
CAPITOL BANCORP LTD.            COM             14056D105             68       5969SH         Sole     X
CAPITOL FEDERAL FINANCIAL       COM             14057C106           4790     433000SH         Sole     X
CAPROCK COMMUNICATIONS          COM             140667106           6835     350500SH         Sole     X
CAPSTONE TURBINE CORP.          COM             14067D102            451      10000SH         Sole     X
CAPSTEAD MORTGAGE CORP.         COM NEW         14067E407            904     107900SH         Sole     X
CAPTEC NET LEASE REALTY         COM             140724105            820      74535SH         Sole     X
CARBO CERAMICS INC.             COM             140781105            938      26700SH         Sole     X
CARAUSTAR INDUSTRIES INC.       COM             140909102           4117     272200SH         Sole     X
CAPITAL TITLE GROUP, INC.       COM             140919101            160     114100SH         Sole     X
CARDIA INC.                     COM             14140R102              0       1029SH         Sole     X
CARDIMA, INC.                   COM             14147M106             47      39500SH         Sole     X
CARDINAL FINANCIAL CORP         COM             14149F109            138      27200SH         Sole     X
CARDINAL HEALTH INC.            COM             14149Y108         290861    3930551SH         Sole     X
CARDIODYNAMICS INT'L.           COM             141597104           1970     313600SH         Sole     X
CAREER EDUCATION CORP.          COM             141665109           2183      45000SH         Sole     X
CAREERBUILDER, INC.             COM             141684100            641     193600SH         Sole     X
CAREMARK RX, INC.               COM             141705103          15272    2241696SH         Sole     X
CAREINSITE, INC.                COM             14170M106           5071     283700SH         Sole     X
CAREY DIVERSIFIED LLC           COM             14174P105              0          0SH         Sole     X
CARLISLE CO., INC.              COM             142339100          11872     263830SH         Sole     X
CARMIKE CINEMAS CLASS A         CL A            143436103            782     201700SH         Sole     X
CARNIVAL CRUISE LINES, IN       COM             143658102         164896    8456227SH         Sole     X
CARRIAGE SERVICES INC.          CL A            143905107            102      30200SH         Sole     X
CAROLINA SOUTHERN BANK          COM             144162104            172      14067SH         Sole     X
CARPENTER TECHNOLOGY CORP       COM             144285103           5844     276640SH         Sole     X
CARRAMERICA REALTY REIT         COM             144418100          19955     753005SH         Sole     X
CARRIER ACCESS CORP.            COM             144460102           6361     120303SH         Sole     X
CARRINGTON LABS INC.            COM             144525102            329     152800SH         Sole     X
CARSON INC.                     CL A            145845103            194      43100SH         Sole     X
CARTER-WALLACE, INC.            COM             146285101           6879     341800SH         Sole     X
CASCADE BANCORP                 COM             147154108            846      75619SH         Sole     X
CASCADE NATURAL GAS CORP.       COM             147339105           1433      85900SH         Sole     X
CASELLA WASTE SYSTEMS           CL A            147448104           1102     102484SH         Sole     X
CASEY'S GENERAL STORES          COM             147528103           5166     497907SH         Sole     X
CASH AMERICA INTERNATIONA       COM             14754D100           2121     287622SH         Sole     X
A.M.CASTLE & CO.                COM             148411101           1409     169481SH         Sole     X
CASTLE & COOKE INC.             COM             148433105           3426     177399SH         Sole     X
CATALINA LIGHTING, INC.         COM             148865108           1060     223200SH         Sole     X
CATALINA MARKETING CORP.        COM             148867104          11131     109125SH         Sole     X
CATALYTICA,INC                  COM             148885106           3475     315900SH         Sole     X
CATELLUS DEVEL CORP.            COM             149111106          14498     966545SH         Sole     X
CATERPILLAR, INC.               COM             149123101         166790    4923701SH         Sole     X
CATHAY BANCORP, INC.            COM             149150104           2031      43805SH         Sole     X
CATO CORP CL A                  CL A            149205106           3142     270300SH         Sole     X
CAVALIER HOMES INC.             COM             149507105             67      41162SH         Sole     X
CAVALRY BANCORP, INC.           COM             149547101            271      23400SH         Sole     X
CD&L, INC.                      COM             14983Y107              4       2800SH         Sole     X
CELL GENESYS, INC.              COM             150921104           6215     221953SH         Sole     X
CELLSTAR CORP.                  COM             150925105            984     353705SH         Sole     X
CELERTEK, INC.                  COM             150926103           1710      41900SH         Sole     X
CELL THERAPEUTICS, INC.         COM             150934107           2821      92100SH         Sole     X
CELGENE CORP                    COM             151020104          18858     320300SH         Sole     X
CELL PATHWAYS, INC.             COM             15114R101           3903     166100SH         Sole     X
CELLEGY PHARMACEUTICALS         COM             15115L103            941     114100SH         Sole     X
CELLULAR TECHNICAL SERVS        COM NEW         151167301            218      26770SH         Sole     X
CELSION CORPORATION             COM             15117N107            318     110600SH         Sole     X
CENDANT CORP.                   COM             151313103         145373   10383821SH         Sole     X
CENTENNIAL BANCORP              COM             15133T104           1941     223391SH         Sole     X
CENTENNIAL COMM. CLASS A        CL A NEW        15133V208           5904     429376SH         Sole     X
CENTENNIAL TECHNOLOGIES         COM NEW         151392206              2        192SH         Sole     X
CENTER TRUST INC                COM             151845104           1081     213445SH         Sole     X
CENTERPOINT PROPS REIT          SH BEN INT      151895109          12101     296968SH         Sole     X
CENTERSPAN COMM. CORP.          COM             152012100           1890     100800SH         Sole     X
CENTEX CORP.                    COM             152312104          26009    1106766SH         Sole     X
CENTIGRAM COMMUNICATIONS        COM             152317103           2237      87500SH         Sole     X
CENTILLIUM COMMUNICATION        COM             152319109           8011     116100SH         Sole     X
CENTEX CONSTRUCTION PDCTS       COM             15231R109           4789     211100SH         Sole     X
CENTRA SOFTWARE                 COM             15234X103           1791     188500SH         Sole     X
CENTRAL BANCORP, INC.           COM             152418109            429      27700SH         Sole     X
CENTRAL EUROPEAN DIST CO        COM             153435102             13       3000SH         Sole     X
CENTRAL FIN. ACCEPTANCE         COM             153470109            148      36400SH         Sole     X
CENTRAL GARDEN & PET CO.        COM             153527106           1394     155400SH         Sole     X
CENTRAL NEWSPAPERS, INC.        CL A            154647101           8780     138819SH         Sole     X
CENTRAL PARKING CORP.           COM             154785109           6175     260700SH         Sole     X
CENTRAL VT. PUBLIC SERV.        COM             155771108           1312     119300SH         Sole     X
CENTURA BANKS, INC.             COM             15640T100           7281     214528SH         Sole     X
CENTURA SOFTWARE CORP           COM             15640W103            527      95788SH         Sole     X
CENTURY BANCORP INC.CL-A        CL A NON VTG    156432106            428      34200SH         Sole            X
CENTURY BUSINESS SERVICES       COM             156490104           1343     693400SH         Sole     X
CENTURY SOUTH BANKS, INC.       COM             156683104           1011      52200SH         Sole     X
CENTURYTEL, INC.                COM             156700106          65498    2278197SH         Sole     X
CEPHALON, INC.                  COM             156708109          13987     233600SH         Sole     X
CERES GROUP, INC.               COM             156772105            587      98800SH         Sole     X
CERIDIAN CORP.                  COM             15677T106          49231    2045956SH         Sole     X
CERNER CORP.                    COM             156782104           9758     358100SH         Sole     X
CERUS CORPORATION               COM             157085101           1479      28900SH         Sole     X
CHALONE WINE GRP LTD.           COM             157639105            901     112600SH         Sole     X
CHAMPION ENTERPRISES, INC       COM             158496109           2229     457331SH         Sole     X
CHAMPION INTERNATIONAL CO       COM             158525105              0          0SH         Sole     X
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CURTISS-WRIGHT CORP.            COM             231561101           2677      72000SH         Sole     X
CYBERGUARD CORP.                COM             231910100            389      62255SH         Sole     X
CYBERIAN OUTPOST, INC.          COM             231914102            461      95700SH         Sole     X
CYBEAR, INC.                    COM             23243P103            138      51500SH         Sole     X
CYBER-CARE, INC.                COM             23243T105           1120     112500SH         Sole     X
CYBEROPTICS CORP.               COM             232517102           3540      76550SH         Sole     X
CYBERSOURCE CORP.               COM             23251J106           2018     146100SH         Sole     X
CYBERONICS, INC.                COM             23251P102           1864     155345SH         Sole     X
CYBEX COMPUTER PROD. CORP       COM             232522102           9414     218937SH         Sole     X
CYGNUS INC.                     COM             232560102           6204     435400SH         Sole     X
CYLINK CORP.                    COM             232565101           1533      91500SH         Sole     X
CYMER INC.                      COM             232572107          11308     236820SH         Sole     X
CYPRESS BIOSCIENCE, INC.        COM             232674101            304     152100SH         Sole     X
CYPRESS COMMUNICATIONS          COM             232743104           1419     195700SH         Sole     X
CYPRESS SEMICONDUCTOR COR       COM             232806109          32751     775169SH         Sole     X
CYRK INTERNATIONAL              COM             232817106            181      36100SH         Sole     X
CYSIVE, INC.                    COM             23281T108           2970     124400SH         Sole     X
CYTEC INDUSTRIES INC            COM             232820100           9716     393576SH         Sole     X
CYTOGEN CORP.                   COM             232824102           2708     267469SH         Sole     X
CYTRX CORP.                     COM NEW         232828301             12      10900SH         Sole     X
CYTOCLONAL PHARMACEUTICS        COM             23282G105           1629     160900SH         Sole     X
CYTYC CORP.                     COM             232946103           7974     149400SH         Sole     X
DA CONSULTING GROUP, INC.       COM             233027101            227     113400SH         Sole     X
DPL, INC.                       COM             233293109          13432     612288SH         Sole     X
DQE INC.                        COM             23329J104          13067     330300SH         Sole     X
DSC COMMUNICATIONS CORP.        COM             233311109              0          0SH         Sole     X
D.R. HORTON INC.                COM             23331A109           7700     567724SH         Sole     X
DST SYSTEMS, INC.               COM             233326107          27602     362585SH         Sole     X
DSP GROUP INC                   COM             23332B106          24713     441300SH         Sole     X
DTE ENERGY CO.                  COM             233331107          75453    2468819SH         Sole     X
DT INDUSTRIES INC.              COM             23333J108            833      88800SH         Sole     X
DVI INC.                        COM             233343102           2434     152100SH         Sole     X
DAIN RAUSCHER CORP.             COM             233856103          13405     203100SH         Sole     X
DAILY JOURNAL CORP.-SC          COM             233912104            360      12300SH         Sole     X
DAISYTEK INTL CORP.             COM             234053106            646      68500SH         Sole     X
DAL-TILE INTERNATIONAL          COM             23426R108           5369     650800SH         Sole     X
DALEEN TECHNOLOGIES INC         COM             23437N104           1678     108700SH         Sole     X
DALLAS SEMICONDUCTOR CORP       COM             235204104          17661     433400SH         Sole     X
DAMARK INTERNATIONAL INC.       CL A            235691102           1017      47300SH         Sole     X
DANA CORP.                      COM             235811106          45220    2134272SH         Sole     X
DANAHER CORP.                   COM             235851102         101405    2051183SH         Sole     X
DANIELSON HOLDING CORP          COM             236274106           1153     236500SH         Sole     X
DARDEN RESTAURANTS INC.         COM             237194105          39055    2403396SH         Sole     X
DARLING INTERNATIONAL           COM             237266101            237     189400SH         Sole     X
DATA BROADCASTING CORP          COM             237596101           2943     466200SH         Sole     X
DATA RACE, INC.                 COM             237842109            794     119900SH         Sole     X
DATA RETURN CORP.               COM             23785M104           4594     158400SH         Sole     X
DATA SYSTEMS & SOFTWARE         COM             237887104            265      56500SH         Sole     X
DATAWATCH CORPORATION           COM             237917109             13       6000SH         Sole     X
DATAWARE TECHNOLOGIES           COM             237920103            642     138800SH         Sole     X
DATASCOPE CORP.                 COM             238113104           4716     131000SH         Sole     X
DATASTREAM SYSTEMS, INC.        COM             238124101           2870     229600SH         Sole     X
DATUM INC. DESIGNS              COM             238208102            824      36400SH         Sole     X
DAVE & BUSTERS                  COM             23833N104            853     137869SH         Sole     X
DAVEL COMMUNICATIONS, INC       COM             238341101             61     176500SH         Sole     X
DAVIDS BRIDAL INC.              COM             238576102            910      78700SH         Sole     X
DAVOX CORP.                     COM             239208101           2018     155950SH         Sole     X
DEAN FOODS CORP.                COM             242361103           9092     286930SH         Sole     X
DEB SHOPS, INC.                 COM             242728103            665      53200SH         Sole     X
DECORA INDUSTRIES, INC.         COM NEW         243593308              2       4800SH         Sole     X
DEERE & CO.                     COM             244199105         121078    3272379SH         Sole     X
DEL MONTE FOODS CO.             COM             24522P103           4335     636400SH         Sole     X
DELHAIZE AMERICA INC CL A       CL A            246688105           8318     470282SH         Sole     X
DELHAIZE AMERICA INC CL B       CL B            246688204            296      19232SH         Sole     X
DELIA*S INC.                    COM             246885107            322     135700SH         Sole     X
DELL COMPUTER CORP.             COM             247025109        2030609   41178389SH         Sole     X
DELPHI AUTOMOTIVE SYSTEMS       COM             247126105         117036    8036809SH         Sole     X
DELPHI FINANCIAL GROUP          CL A            247131105           6556     193179SH         Sole     X
DELTA & PINE LAND CO            COM             247357106          11277     449970SH         Sole     X
DELTA AIR LINES, INC.           COM             247361108         102959    2036280SH         Sole     X
DELTATHREE.COM INC CL A         CL A            24783N102            757      52000SH         Sole     X
DELTIC TIMBER CORP.             COM             247850100           1804      84400SH         Sole     X
DELTEK SYSTEMS, INC.            COM             24785A108            513      86900SH         Sole     X
DELTA WOODSIDE                  COM             247909104            214      97900SH         Sole     X
DELTA FINANCIAL CORP.           COM             247918105            127      77900SH         Sole     X
DELUXE CORP.                    COM             248019101          37146    1576501SH         Sole     X
DEMANDSTAR.COM INC.             COM             24802Q102             41      38500SH         Sole     X
DENDRITE INTERNATIONAL          COM             248239105          12644     379550SH         Sole     X
DENTSPLY INTERNATIONAL          COM             249030107          13618     441951SH         Sole     X
DEPARTMENT 56 INC.              COM             249509100           1814     164900SH         Sole     X
DESIGNS, INC.                   COM             25057L102            137      82950SH         Sole     X
DETROIT DIESEL CORP.            COM             250837101           2419     164022SH         Sole     X
DEVELOPERS DIVRSFIED REIT       COM             251591103          14458     967906SH         Sole     X
DEVON ENERGY CORP               COM             25179M103          25663     456734SH         Sole     X
DEVRY, INC.                     COM             251893103           8523     322400SH         Sole     X
DEWOLFE COMPANIES, INC.         COM             252115100            112      15500SH         Sole     X
DEXTER CORP.                    COM             252165105          10376     216160SH         Sole     X
DIACRIN INC.                    COM             25243N103           1022     129800SH         Sole     X
DIAGNOSTIC PRODUCTS CORP.       COM             252450101           5542     173200SH         Sole     X
DIAL CORP.                      COM             25247D101           7169     690945SH         Sole     X
DIAMETRICS MEDICAL, INC.        COM             252532106           1380     243900SH         Sole     X
DIAMOND OFFSHORE DRILLING       COM             25271C102          16351     465500SH         Sole     X
DIAMOND TECH. PRTNRS INC        CL A            252762109          19817     225189SH         Sole     X
DIEBOLD, INC.                   COM             253651103           9064     325177SH         Sole     X
DIGENE CORP.                    COM             253752109           4821     119400SH         Sole     X
DIGEX, INC.                     CL A            253756100           5150      75800SH         Sole     X
DIGI INTERNATIONAL, INC.        COM             253798102           1142     175650SH         Sole     X
DIGIMARC CORP                   COM             253807101           1321      34300SH         Sole     X
DIGITAL COURIER TECH            COM             253838106            534      83700SH         Sole     X
DIGITAL LIGHTWAVE, INC.         COM             253855100           9211      91650SH         Sole     X
DIGITAL MICROWAVE CORP.         COM             253859102          18515     485650SH         Sole     X
DIGITAL IMPACT INC              COM             25385G106           1962     138900SH         Sole     X
DIGITAL ISLAND INC.             COM             25385N101          17904     368200SH         Sole     X
DIGITAL INSIGHT CORP            COM             25385P106           4998     147000SH         Sole     X
DIGITAL RIVER, INC.             COM             25388B104           1653     215000SH         Sole     X
DIGITAS, INC.                   COM             25388K104           3324     203800SH         Sole     X
DIGITALTHINK, INC.              COM             25388M100           4495     125300SH         Sole     X
DIGITAL GENERATION SYS.         COM             253921100           1587     235095SH         Sole     X
DIME COMMUNITY BANCSHARES       COM             253922108           1534      94400SH         Sole     X
DILLARDS INC.                   CL A            254067101          21541    1758440SH         Sole     X
DIME BANCORP INC.*-NEW          COM             25429Q102          12805     813047SH         Sole     X
DIMON INC.                      COM             254394109            559     263100SH         Sole     X
DIONEX CORP.                    COM             254546104           7164     267800SH         Sole     X
DISCOUNT AUTO PARTS INC.        COM             254642101           2072     207200SH         Sole     X
THE WALT DISNEY CO.             COM DISNEY      254687106        1163736   29983545SH         Sole     X
DISPLAY TECHNOLOGIES INC.       COM             25469V102            156      53079SH         Sole     X
DISPATCH MANAGEMENT SVCS.       COM             254927106             68      51600SH         Sole     X
DIRECT FOCUS, INC.              COM             254931108           2048      41800SH         Sole     X
DITECH COMMUNICATIONS           COM             25500M103           9793     103560SH         Sole     X
DIVERSA CORP.                   COM             255064107           2103      63500SH         Sole     X
THE DIXIE GROUP, INC.           CL A            255519100            103      26700SH         Sole     X
DOCUCORP INTERNATIONAL          COM             255911109            437     116560SH         Sole     X
DOBSON COMMUNICATIONS           CL A            256069105           7977     414400SH         Sole     X
DOCUMENTUM, INC.                COM             256159104          11798     132000SH         Sole     X
DOLE FOOD CO.                   COM             256605106           6467     394950SH         Sole     X
DOLLAR GENERAL CORP.            COM             256669102          92246    4730557SH         Sole     X
DOLLAR THRIFTY AUTO. GRP.       COM             256743105           8842     479560SH         Sole     X
DOLLAR TREE STORES INC.         COM             256747106          23169     585636SH         Sole     X
DOMINION RESOURCES, INC.        COM             25746U109         142638    3326830SH         Sole     X
DONALDSON CO., INC.             COM             257651109           7841     397030SH         Sole     X
DONALDSON LUFKIN&JENRETTE       COM DLJ         257661108          19245     453500SH         Sole     X
DLJDIRECT                       COM DLJDIRECT   257661504            641      89900SH         Sole     X
DONNA KARAN INTERNATIONAL       COM             257826107            555      87000SH         Sole     X
R.R. DONNELLEY & SONS CO.       COM             257867101          55085    2441431SH         Sole     X
DONNELLY CORP.                  CL A            257870105            959      73737SH         Sole     X
DONNKENNY INC.                  COM             258006204              6       8650SH         Sole     X
DORAL FINANCIAL CORP.           COM             25811P100           3518     307600SH         Sole     X
DOT HILL SYSTEMS CORP.          COM             25848T109            601      54600SH         Sole     X
DOUBLECLICK INC.                COM             258609304          14259     374003SH         Sole     X
DOVER CORP.                     COM             260003108         115157    2838992SH         Sole     X
DOVER DOWNS ENTERTAINMENT       COM             260086103           2162     154400SH         Sole     X
DOW CHEMICAL CO.                COM             260543103         295880    9801403SH         Sole     X
DOW JONES & CO., INC.           COM             260561105         111903    1527689SH         Sole     X
DOWNEY FINANCIAL CORP.          COM             261018105          10802     372466SH         Sole     X
THE DRESS BARN, INC.            COM             261570105           4058     183400SH         Sole     X
DREXLER TECHNOLOGY CORP.        COM             261876106           1599     123000SH         Sole     X
DREYER'S GRAND ICE CREAM,       COM             261878102           6166     293600SH         Sole     X
DRIL-QUIP, INC.                 COM             262037104           7485     160100SH         Sole     X
DRUG EMPORIUM, INC.             COM             262175102            327     237500SH         Sole     X
DRUGSTORE.COM, INC.             COM             262241102            999     132600SH         Sole     X
DRYPERS CORP                    COM NEW         262497308            314     201108SH         Sole     X
DSET CORP.                      COM             262504103           1361      44800SH         Sole     X
DSL.NET, INC.                   COM             262506108           2567     248900SH         Sole     X
DUPONT (E.I.) DE NEMOURS        COM             263534109         656070   14995887SH         Sole     X
DUANE READE INC.                COM             263578106           3118     121100SH         Sole     X
DUKE ENERGY CORP                COM             264399106         296101    5252339SH         Sole     X
DUKE REALTY INVSTMNT REIT       COM NEW         264411505          33458    1495346SH         Sole     X
DUN & BRADSTREET CORP NEW       COM             26483B106          75680    2643828SH         Sole     X
DUNN COMPUTER CORP.             COM             265771105             74      38200SH         Sole     X
DURA AUTOMOTIVE SYS INC.        CL A            265903104           1543     142707SH         Sole     X
DUPONT PHOTOMASKS INC.          COM             26613X101           4816      70300SH         Sole     X
DURA PHARMACEUTICALS INC.       COM             26632S109           7473     519894SH         Sole     X
DURAMED PHARMACEUTICALS         COM             266354109            681     125200SH         Sole     X
DUSA PHARMACEUTICALS,INC.       COM             266898105           1189      40300SH         Sole     X
DYCOM INDUSTRIES, INC.          COM             267475101          13173     286375SH         Sole     X
EA ENGR SCIENCE & TECH IN       COM             267911105             33      41700SH         Sole     X
DYNAMICS RESEARCH CORP.         COM             268057106            204      23600SH         Sole     X
DYNATECH CORP.                  COM             268140100            229      12650SH         Sole     X
DYNEGY INC.                     CL A            26816Q101          55056     805950SH         Sole     X
E COM VENTURES INC.             COM             26830K106             59      23200SH         Sole     X
ECHAPMAN.COM, INC.              COM             26830Q103             83      11597SH         Sole     X
EEX CORP.                       COM NEW         26842V207           1935     332960SH         Sole     X
EG & G, INC.                    COM             268457108              0          0SH         Sole     X
EGL, INC.                       COM             268484102           8140     264700SH         Sole     X
E-LOAN, INC.                    COM             26861P107           1305     274800SH         Sole     X
EMC CORP.                       COM             268648102        2685377   34903352SH         Sole     X
EMCEE BROADCAST PRODUCTS        COM             268650108            223      47000SH         Sole     X
EMS TECHNOLOGIES INC.           COM             26873N108           1971     109500SH         Sole     X
E-MEDSOFT.COM                   COM             26873Q101            694      86700SH         Sole     X
ENSCO INTERNATIONAL, INC.       COM             26874Q100          28513     796168SH         Sole     X
EOG RESOURCES, INC.             COM             26875P101          18879     563560SH         Sole     X
E.PIPHANY INC                   COM             26881V100          10981     102450SH         Sole     X
EPIQ SYSTEMS, INC.              COM             26882D109            244      22400SH         Sole     X
ESS TECHNOLOGY INC.             COM             269151106          20566    1418360SH         Sole     X
E.SPIRE COMMUNICATIONS          COM             269153102           4568     676800SH         Sole     X
E-STAMP CORP.                   COM             269154100            266     141700SH         Sole     X
E-TEK DYNAMICS INC.             COM             269240107          61653     233700SH         Sole     X
ELIZABETHTOWN CORP.             COM             269242103           2770      41700SH         Sole     X
E*TRADE GROUP, INC.             COM             269246104          22412    1358289SH         Sole     X
E-Z-EM, INC. CLASS A            CL A            269305207            142      21800SH         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           8249     424364SH         Sole     X
EARTHLINK INC                   COM             270321102           5736     371590SH         Sole     X
EARTHSHELL CORP.                COM             27032B100           1379     454900SH         Sole     X
EARTHWEB INC.                   COM             27032C108            423      30200SH         Sole     X
EAST TEXAS FINANCIAL SER.       COM             275572105            207      24000SH         Sole     X
EAST WEST BANCORP, INC.         COM             27579R104           1458     101400SH         Sole     X
EASTERN ENTERPRISES             COM             27637F100          26074     413869SH         Sole     X
EASTERN VIRGINIA BNKSHRS        COM             277196101             32       2100SH         Sole     X
EASTGROUP PROPERTIES REIT       COM             277276101           6289     298585SH         Sole     X
EASTMAN CHEMICAL                COM             277432100          51259    1073486SH         Sole     X
EASTMAN KODAK CO.               COM             277461109         270781    4550936SH         Sole     X
EATON CORP.                     COM             278058102          68157    1017271SH         Sole     X
EATON VANCE CORP.               COM NON VTG     278265103          16354     353600SH         Sole            X
EBAY INC.                       COM             278642103          47276     870448SH         Sole     X
EBENX INC                       COM             278668108           1818      85800SH         Sole     X
EBIX.COM INC.                   COM             278715107            860     168880SH         Sole     X
EBOOKERS.COM                    SPONSORED ADR   278725106             93      10600SH         Sole     X
ECHELON CORPORATION             COM             27874N105           7294     125900SH         Sole     X
ECHO BAY MINES LTD.             COM             278751102            651     651284SH         Sole     X
ECHOSTAR COMMUNICATIONS         CL A            278762109          24301     733973SH         Sole     X
ECLIPSYS CORP.                  COM             278856109           3203     427000SH         Sole     X
ECO SOIL SYSTEMS, INC.          COM             278858105            248     136800SH         Sole     X
ECOGEN INC.                     COM NEW         278864202             33      32940SH         Sole     X
ECOLAB, INC.                    COM             278865100          70842    1813567SH         Sole     X
ECOLOGY & ENVIRONMENT, IN       CL A            278878103             43       6925SH         Sole     X
ECOLLEGE.COM INC                COM             27887E100            121      27600SH         Sole     X
EDISON INTERNATIONAL            COM             281020107          97532    4757660SH         Sole     X
EDISON SCHOOLS INC.             CL A            281033100           2333     100600SH         Sole     X
EDO CORP.                       COM             281347104            413      65500SH         Sole     X
EDUCATION MANAGEMENT            COM             28139T101           6660     368700SH         Sole     X
J. D. EDWARDS & CO.             COM             281667105           8461     561696SH         Sole     X
A G EDWARDS & SONS, INC.        COM             281760108          22993     589568SH         Sole     X
EDWARDS LIFESCIENCES CORP       COM             28176E108          10892     569533SH         Sole     X
EFFICIENT NETWORKS, INC.        COM             282056100          12844     174600SH         Sole     X
EGAMES, INC.                    COM             282253103            167     121800SH         Sole     X
EGAIN COMMUNICATIONS CORP       COM             28225C103           3094     255183SH         Sole     X
EGGHEAD.COM, INC.               COM             282329101            494     168175SH         Sole     X
EGLOBE, INC.                    COM             282339100            296      98500SH         Sole     X
EGREETINGS NETWORK INC          COM             282343102            117      85100SH         Sole     X
800-JR CIGAR, INC.              COM             282491109           1076     109000SH         Sole     X
800 TRAVEL SYSTEMS, INC.        COM             282506104            171      85600SH         Sole     X
EINSTEIN/NOAH BAGEL CORP.       COM             282577105             19     200000SH         Sole     X
EL PASO ELECTRIC CO.            COM NEW         283677854           6330     565766SH         Sole     X
EL PASO ENERGY CORP             COM             283905107         164607    3231549SH         Sole     X
ELANTEC SEMICONDUCTOR           COM             284155108          10994     157900SH         Sole     X
ELCOM INTERNATIONAL             COM             284434107            406      59000SH         Sole     X
ELCOR CORP.                     COM             284443108           5548     241225SH         Sole     X
ELEC COMMUNICATIONS CORP.       COM             284739109            332     120900SH         Sole     X
ELECTRIC FUEL CORP              COM             284871100           3291     214900SH         Sole     X
ELECTRIC LIGHTWAVE INC.         CL A            284895109            959      51300SH         Sole     X
ELECTRO RENT CORP.              COM             285218103            975      79558SH         Sole     X
ELECTRO SCIENTIFIC INDS.        COM             285229100          13412     304600SH         Sole     X
ELECTROGLAS, INC.               COM             285324109           7119     331100SH         Sole     X
ELECTRONIC ARTS                 COM             285512109          25418     348488SH         Sole     X
ELECTRONIC DATA SYSTEMS         COM             285661104         282544    6849555SH         Sole     X
ELECTRONIC RETAILING SYS        COM             285825105             51      58800SH         Sole     X
ELECTRONICS BOUTIQUE            COM             286045109            590      36000SH         Sole     X
ELECTRONICS FOR IMAGING         COM             286082102           4907     193875SH         Sole     X
ELITE INFORMATION GROUP         COM             28659M106            510      73500SH         Sole     X
PERRY ELLIS INTL.               COM             288853104            504      62950SH         Sole     X
ELOT, INC.                      COM             290143106            327     174400SH         Sole     X
ELOYALTY CORP.                  COM             290151109           6600     517646SH         Sole     X
EMAGIN CORPORATION              COM             29076N107            899      66300SH         Sole     X
EMACHINES, INC.                 COM             29076P102           1632     607200SH         Sole     X
EMBARCADERO TECHNOLOGIES        COM             290787100            640      21800SH         Sole     X
EMBREX, INC.                    COM             290817105            539      39200SH         Sole     X
EMCORE CORP.                    COM             290846104          12372     103100SH         Sole     X
EMCOR GROUP, INC.               COM             29084Q100           2507     108100SH         Sole     X
EMERGE INTERACTIVE, INC.        CL A            29088W103           2275     126851SH         Sole     X
EMERGENT INFO TECH, INC.        COM             290931104            142      67000SH         Sole     X
EMERSON ELECTRIC CO.            COM             291011104         374991    6211027SH         Sole     X
EMISPHERE TECHNOLOGIES          COM             291345106           3724      87400SH         Sole     X
EMMIS COMMUNICATIONS, INC       CL A            291525103           6947     167900SH         Sole     X
EMPIRE DISTRICT ELECTRIC        COM             291641108           3447     156225SH         Sole     X
EMPIRE OF CAROLINA, INC.        COM             292007101              3       8900SH         Sole     X
EMULEX NEW                      COM NEW         292475209           9879     150400SH         Sole     X
EN POINTE TECHNOLOGIES          COM             29247F108            276      31500SH         Sole     X
ENCHIRA BIOTECH CORP.           COM             29251Q107            266      43014SH         Sole     X
ENCOMPASS SERVICES CORP.        COM             29255U104           2696     468860SH         Sole     X
ENCORE WIRE CORP                COM             292562105            179      33250SH         Sole     X
ENDOCARE, INC.                  COM             29264P104           1110      54800SH         Sole     X
ENERGY CONVERSION DEVICES       COM             292659109           4342     171100SH         Sole     X
ENERGEN CORP.                   COM             29265N108           6862     314600SH         Sole     X
ENERGY EAST CORP.               COM             29266M109          15131     793744SH         Sole     X
ENERGIZER HOLDINGS, INC.        COM             29266R108          11220     614818SH         Sole     X
ENERGY WEST INC                 COM             29274A105             32       4000SH         Sole     X
ENGAGE, INC.                    COM             292827102           4731     365700SH         Sole     X
ENGELHARD CORP.                 COM             292845104          36472    2137570SH         Sole     X
ENGINEERED SUPPORT SYSTEM       COM             292866100            636      46250SH         Sole     X
ENGINEERING ANIMATION           COM             292872108           1685     180300SH         Sole     X
ENERGY NORTH, INC.              COM             292925104           1020      17211SH         Sole     X
ENESCO GROUP INC.               COM             292973104            542     114200SH         Sole     X
ENHANCE FINANCIAL SVCS GR       COM             293310108           5094     354400SH         Sole     X
ENRON CORP.                     COM             293561106         677435   10502872SH         Sole     X
ENTERCOM COMMUNICATIONS         CL A            293639100           6230     127800SH         Sole     X
ENTERGY CORP.                   COM             29364G103         104981    3861374SH         Sole     X
ENTERPRISE PROD PARTNERS        COM             293792107           2761     122700SH         Sole     X
ENTERTAINMENT PROPERTIES        COM SH BEN INT  29380T105           2712     196325SH         Sole     X
ENTREMED INC.                   COM             29382F103           4685     156500SH         Sole     X
ENTRADE INC.                    COM             29382L100             21       3000SH         Sole     X
ENTRUST TECHNOLOGIES            COM             293848107          16393     198100SH         Sole     X
ENZON, INC.                     COM             293904108          13341     313900SH         Sole     X
ENZO BIOCHEM INC                COM             294100102          18989     275203SH         Sole     X
ENVISION DEVELOPMENT            COM             29410N102            338      13000SH         Sole     X
EPIMMUNE, INC.                  COM             29425Y101             15       2300SH         Sole     X
EPITOPE INC.                    COM             294261102           2633     191500SH         Sole     X
EPLUS INC.                      COM             294268107           3195     120855SH         Sole     X
EPICOR SOFTWARE CORP            COM             29426L108           1056     422598SH         Sole     X
EPICEDGE, INC.                  COM             29426X102            856      37200SH         Sole     X
EPRESENCE, INC.                 COM             294348107           1943     268000SH         Sole     X
EPRISE CORP.                    COM             294352109           2224     135300SH         Sole     X
EQUIFAX, INC                    COM             294429105          58193    2216888SH         Sole     X
EQUITABLE RESOURCES, INC.       COM             294549100           9098     188550SH         Sole     X
EQUITY INNS, INC. REIT          COM             294703103           3010     491483SH         Sole     X
EQUITY OFFICE PROPERTIES        COM             294741103         100520    3647001SH         Sole     X
EQUITY ONE, INC.                COM             294752100            895      92947SH         Sole     X
EQUIVEST FINANCE, INC.          COM NEW         29476H403            148      42275SH         Sole     X
EQUITY RESIDENTIAL REIT         SH BEN INT      29476L107          70404    1530523SH         Sole     X
ERIE INDEMNITY CO.-CL A         CL A            29530P102           7806     247808SH         Sole     X
ESCALADE, INC.                  COM             296056104            216      12605SH         Sole     X
ESHARE COMMUNICATIONS,INC       COM             296428105            905     129300SH         Sole     X
ESPEED INC-CL A                 CL A            296643109           3492      80400SH         Sole     X
ESSEX PROPERTY TRUST REIT       COM             297178105          12594     299868SH         Sole     X
ESTERLINE TECHNOLOGIES CO       COM             297425100           5340     359000SH         Sole     X
ETHAN ALLEN INTERIORS INC       COM             297602104          18651     777105SH         Sole     X
ETHYL CORP.                     COM             297659104           4728    1891054SH         Sole     X
ETOYS INC.                      COM             297862104           3651     575500SH         Sole     X
EUROWEB INTL CORP               COM             298801101            172      61100SH         Sole     X
EVANS & SUTHERLAND COMP.        COM             299096107            351      55097SH         Sole     X
EVERCEL, INC.                   COM             299759100            621      45164SH         Sole     X
EVERGREEN RES INC.              COM NO PAR      299900308           4497     151800SH         Sole     X
EXABYTE CORP.                   COM             300615101           1198     266300SH         Sole     X
EXAR CORP                       COM             300645108          12647     145050SH         Sole     X
EXCALIBUR TECHNOLOGIES          COM NEW         300651205           3738      93600SH         Sole     X
EXCEL LEGACY CORP               COM             300665106            121      45200SH         Sole     X
EXCEL TECHNOLOGY, INC.          COM             30067T103           1726      34300SH         Sole     X
EXCELON CORP.                   COM             300691102           2850     359000SH         Sole     X
EXCHANGE APPLICATIONS           COM             300867108           5647     212100SH         Sole     X
EXELIXIS, INC.                  COM             30161Q104           5196     155700SH         Sole     X
EXTENDED SYSTEMS INC.           COM             301973103           6682      69600SH         Sole     X
EXIDE CORP.                     COM             302051107           2243     280400SH         Sole     X
EXODUS COMMUNICATIONS           COM             302088109          60708    1317958SH         Sole     X
EXPEDIA INC.                    COM             302125109           2182     147300SH         Sole     X
EXPEDITORS INT'L OF WASHI       COM             302130109          19257     405400SH         Sole     X
EXPRESS SCRIPTS                 CL A            302182100          12074     194352SH         Sole     X
EXTENDED STAY AMERICA INC       COM             30224P101           6768     731671SH         Sole     X
EXTENSITY, INC.                 COM             302255104           2942      85900SH         Sole     X
EXTREME NETWORKS, INC.          COM             30226D106          17580     166633SH         Sole     X
EZCORP, INC.                    CL A NON VTG    302301106            380     217000SH         Sole            X
EZENIA! INC.                    COM             302311105            273      61500SH         Sole     X
EXXON MOBIL CORP.               COM             30231G102        3931304   50080305SH         Sole     X
F & M BANCORP                   COM             302367107           2188     110765SH         Sole     X
F & M NATIONAL CORP.            COM             302374103           3812     181514SH         Sole     X
FBL FINANCIAL GROUP INC.        CL A            30239F106           2331     148000SH         Sole     X
FEI CO.                         COM             30241L109           5029     164900SH         Sole     X
FFY FINANCIAL CORP.             COM             30242U108           1114     101300SH         Sole     X
FLIR SYSTEMS, INC.              COM             302445101            207      31900SH         Sole     X
FMC CORP.                       COM NEW         302491303          29837     514438SH         Sole     X
FNB CORP/NORTH CAROLINA         COM             302519103             31       3100SH         Sole     X
FNB CORP.                       COM             302520101           4010     194414SH         Sole     X
FNB FINANCIAL SERVICES CO       COM             302526108            399      30700SH         Sole     X
FPIC INSURANCE GROUP,INC.       COM             302563101            408      26000SH         Sole     X
FPL GROUP, INC.                 COM             302571104         126256    2550636SH         Sole     X
FSI INTL,INC                    COM             302633102           6328     291800SH         Sole     X
FVC.COM, INC                    COM             30266P100            694      89500SH         Sole     X
FYI INC.                        COM             302712104           3345      99300SH         Sole     X
FACTORY 2-U STORES, INC.        COM             303072102           4038     106800SH         Sole     X
FACTSET RESEARCH SYSTEMS        COM             303075105           8136     288000SH         Sole     X
FAIR ISSAC & CO.                COM             303250104           5830     132500SH         Sole     X
FAIRCHILD CORP.                 CL A            303698104            746     152942SH         Sole     X
FAIRCHILD SEMICONDUCTOR         CL A            303726103          10106     249519SH         Sole     X
FAIRFIELD COMMUNITIES, IN       COM PAR $0.01   304231301           5333     677200SH         Sole     X
FAIRMARKET, INC.                COM             305158107            702      99400SH         Sole     X
FAMILY DOLLAR STORES, INC       COM             307000109          15523     793531SH         Sole     X
FAMILY GOLF CENTERS INC.        COM             30701A106             17      72100SH         Sole     X
FAMOUS DAVE'S OF AMERICA        COM             307068106            183      41300SH         Sole     X
FARMER BROTHERS, INC.           COM             307675108           1741       9950SH         Sole     X
FARM FAMILY HOLDINGS INC.       COM             307901108            659      21300SH         Sole     X
FARMERS CAPITAL BANK CORP       COM             309562106            556      18300SH         Sole     X
FARO TECHNOLOGIES               COM             311642102            295      94500SH         Sole     X
FARREL CORP                     COM             311667109              6       4000SH         Sole     X
FATBRAIN.COM INC.               COM             311889109            427      64800SH         Sole     X
FASTENAL CO.                    COM             311900104          11015     217571SH         Sole     X
FECHTOR,DETWILER,MITCHELL       COM             313066102              4       5200SH         Sole     X
FEDDERS CORP.                   COM             313135105           1681     289145SH         Sole     X
FEDDERS CORP CLASS A            CL A            313135303            383      82838SH         Sole     X
FEDERAL AGRICULTURAL MTGE       CL A            313148108            539      31500SH         Sole     X
FREDDIE MAC                     COM             313400301         404509    9987884SH         Sole     X
FEDERAL-MOGUL CORP.             COM             313549107           6640     694381SH         Sole     X
FANNIE MAE                      COM             313586109         758296   14530231SH         Sole     X
FEDERAL RLTY INVMNTS REIT       SH BEN INT NEW  313747206          12540     627014SH         Sole     X
FEDERAL SIGNAL CORP.            COM             313855108           7673     465032SH         Sole     X
FEDERATED DEPARTMENT            COM             31410H101         104790    3104875SH         Sole     X
FEDERATED INVESTORS, INC.       CL B            314211103          11666     332711SH         Sole     X
FEDEX CORP.                     COM             31428X106         159316    4192526SH         Sole     X
FELCOR LODGING TRUST, INC       COM             31430F101          15963     862869SH         Sole     X
FEMALE HEALTH COMPANY           COM             314462102             22      37600SH         Sole     X
FERRO CORP.                     COM             315405100           7616     362652SH         Sole     X
F5 NETWORKS, INC.               COM             315616102           7530     138000SH         Sole     X
FIBERNET TELECOM                COM             315653105            666      39200SH         Sole     X
FIDELITY BANCORP INC.           COM             31583B105            586      33600SH         Sole     X
FIDELITY HOLDINGS, INC.         COM NEW         31617J306            116      93150SH         Sole     X
FIDELITY NATIONAL FIN., I       COM             316326107          14690     802205SH         Sole     X
FIFTH THIRD BANCORP             COM             316773100         273881    4330131SH         Sole     X
FILENE'S BASEMENT CORP.         COM             316866102              4     366750SH         Sole     X
FILENET CORP.                   COM             316869106           8599     467984SH         Sole     X
FILM ROMAN INC.                 COM             317234102             50      50000SH         Sole     X
FINANCIAL FEDERAL CORP.         COM             317492106            977      56250SH         Sole     X
FINANCIAL INDUSTRIES CORP       COM             317574101             41       5000SH         Sole     X
FINANCIAL SECURITY              COM             31769P100          10709     141142SH         Sole     X
FINISAR CORP.                   COM             31787A101          12751     486900SH         Sole     X
FINLAY ENTERPRISES, INC.        COM NEW         317884203            568      43700SH         Sole     X
FINET.COM, INC.                 COM PAR $0.01   317922300              9      12500SH         Sole     X
FINOVA GROUP INC.               COM             317928109           7301     561617SH         Sole     X
FIREPOND, INC.                  COM             318224102           4464     124000SH         Sole     X
FIRST AMERICAN CORP.            COM             318522307           8593     600400SH         Sole     X
FIRST BANCORP/PUERTO RICO       COM             318672102           4920     265050SH         Sole     X
FIRST BANCORP N. CAROLINA       COM             318910106            169      12150SH         Sole     X
FIRST BELL BANCORP INC.         COM             319301107            613      40200SH         Sole     X
FIRST BUSEY CORP.               COM             319383105            536      32600SH         Sole     X
FIRST CHARTER CORP.             COM             319439105           3789     240557SH         Sole     X
FIRST CITIZENS BANCSHARES       CL A            31946M103           3564      59900SH         Sole     X
FIRST COMMONWEALTH FINL C       COM             319829107           4013     442800SH         Sole     X
FIRST CONSULTING GROUP          COM             31986R103           1584     284713SH         Sole     X
FIRST FEDERAL CAPITAL           COM             319960100           2730     246800SH         Sole     X
FIRST DATA CORP.                COM             319963104         305361    6153380SH         Sole     X
FIRST FEDERAL BANCORP           COM             319966107             20       3300SH         Sole     X
FIRST ESSEX BANCORP INC.        COM             320103104            233      14600SH         Sole     X
FIRST FINANCIAL BANCORP         COM             320209109           6007     305136SH         Sole     X
FIRST FINL BANKSHARES INC       COM             32020R109           1349      49070SH         Sole     X
FIRST FINANCIAL CORP/IND        COM             320218100           1531      50200SH         Sole     X
FIRST FINANCIAL HOLDINGS        COM             320239106           1977     143800SH         Sole     X
FRST INDUSTRIAL RLTY REIT       COM             32054K103          17987     609717SH         Sole     X
FIRST INT'L BANCORP, INC        COM             32054Q100            876     107800SH         Sole     X
FIRST INDIANA CORP.             COM             32054R108           1012      50920SH         Sole     X
FIRST KEYSTONE FINANCIAL        COM             320655103            309      30600SH         Sole     X
FIRST OF LONG ISLAND CORP       COM             320734106            284       8350SH         Sole     X
FIRST M&F CORP.                 COM             320744105             96       4653SH         Sole     X
FIRST MARINER BANCORP INC       COM             320795107            131      23800SH         Sole     X
FIRST MERCHANTS CORP.           COM             320817109           1348      63600SH         Sole     X
FIRST MIDWEST BANCORP           COM             320867104          11220     482586SH         Sole     X
FIRST MIDWEST FINANCIAL         COM             320878101             10       1050SH         Sole     X
FIRST HEALTH GROUP CORP.        COM             320960107          11601     353566SH         Sole     X
FIRST MUTUAL BANCHSHARES        COM             32190E102            365      36544SH         Sole     X
FIRST NIAGRA FIN GROUP          COM             33582U100            672      71700SH         Sole     X
FIRST PRIRITY GROUP, INC.       COM PAR $0.015  335914206             16       9500SH         Sole     X
FIRST SAVINGS BANCORP           COM             335939104            271      16700SH         Sole     X
FIRST REPUBLIC BANK             COM             336158100            760      38100SH         Sole     X
FIRST SECURITY CORP.            COM             336294103          12335     909514SH         Sole     X
FIRST SENTINEL BANCORP.         COM             33640T103           2332     283785SH         Sole     X
FIRST SOUTHERN BANCSHARES       COM             33645B107             14       1600SH         Sole     X
FIRST SOUTH BANCORP, INC.       COM             33646W100            527      26850SH         Sole     X
FIRST SOURCE CORPORATION        COM             336901103           2059     131241SH         Sole     X
FIRST TENNESSEE NATIONAL        COM             337162101           9979     602510SH         Sole     X
FIRST UNION CORP.               COM             337358105         346467   13963401SH         Sole     X
FIRST UNION REAL ESTATE         SH BEN INT      337400105            582     198100SH         Sole     X
FIRST UNITED BANCSHARES         COM             33741E104           1819     119800SH         Sole     X
FIRST VIRGINIA BANKS, INC       COM             337477103          10179     292390SH         Sole     X
FIRST WASHINGTON REALTY         COM             337489504           2534     114851SH         Sole     X
FIRST WASHINGTON BANCORP        COM             33748T104             89       6400SH         Sole     X
THE FIRST YEARS INC.            COM             337610109            345      31000SH         Sole     X
FIRSTCITY FINANCIAL             COM             33761X107              6       3000SH         Sole     X
FIRSTWORLD COMMUNICATION        COM SER B       337625305           1742     165900SH         Sole     X
FIRSTCOM CORP.                  COM             33763T104           3297     218900SH         Sole     X
FIRSTAR CORP.                   COM             33763V109         286141   13585341SH         Sole     X
FISERV, INC.                    COM             337738108          28624     661829SH         Sole     X
FIRST FEDERAL FINANCIAL         COM             337907109           5373     380400SH         Sole     X
FIRSTMERIT CORP.                COM             337915102           8729     408357SH         Sole     X
FLAGSTAR BANCORP, INC.          COM             337930101            363      44700SH         Sole     X
FIRSTSPARTAN FINANCIAL CO       COM             337931109            471      27300SH         Sole     X
FIRSTENERGY CORP.               COM             337932107          83027    3551976SH         Sole     X
FISHER SCIENTIFIC INTL          COM NEW         338032204           7732     312400SH         Sole     X
FLEETBOSTON FIN. CORP           COM             339030108         436698   12844066SH         Sole     X
FLEETWOOD ENTERPRISES INC       COM             339099103           4890     343174SH         Sole     X
FLEMING COS., INC.              COM             339130106           5246     401639SH         Sole     X
FLEXSTEEL INDUSTRY              COM             339382103            579      47300SH         Sole     X
FLORIDA BANKS, INC.             COM             340560101           1182     217300SH         Sole     X
FLORIDA EAST COAST RAILWA       COM             340632108           6748     168700SH         Sole     X
FLORIDA PROGRESS CORP.          COM             341109106          64562    1377316SH         Sole     X
FLORIDA ROCK INDUSTRIES,        COM             341140101           7549     211900SH         Sole     X
FLORSHEIM GROUP INC.            COM             343302105            113      58315SH         Sole     X
FLOW INTL CORP.                 COM             343468104            349      34900SH         Sole     X
FLOWERS INDUSTRIES, INC.        COM             343496105           9234     463125SH         Sole     X
FLOWSERVE CORP                  COM             34354P105           5145     341602SH         Sole     X
FLUOR CORP.                     COM             343861100          33840    1070038SH         Sole     X
FLUSHING FINANCIAL CORP.        COM             343873105           1421      93150SH         Sole     X
FOAMEX INTL, INC                COM             344123104           1126     185800SH         Sole     X
FOCAL COMMUNICATIONS CORP       COM             344155106           8769     245300SH         Sole     X
FOCUS AFFILIATES, INC.          COM             34415P102              9       7800SH         Sole     X
FOGDOG INC                      COM             344167101             65      50400SH         Sole     X
FOOD TECHNOLOGY SERVICE         COM             344798103            197      54250SH         Sole     X
FOODARAMA SUPERMARKETS, I       COM             344820105            476      19700SH         Sole     X
FOOTHILL INDEP BANCORP          COM             344905104             13       1391SH         Sole     X
FOOTSTAR INC                    COM             344912100          10309     310054SH         Sole     X
FORCENERGY INC.                 COM NEW         345206205            457      22700SH         Sole     X
FORD MOTOR CO.                  COM             345370100         739750   17203496SH         Sole     X
FOREST CITY ENTERPRISE CL       CL A            345550107           6388     191400SH         Sole     X
FOREST LABORATORIES, INC.       COM             345838106          46562     461014SH         Sole     X
FOREST OIL                      COM NEW         346091606           9617     603400SH         Sole     X
FORRESTER RESEARCH, INC.        COM             346563109           7704     105800SH         Sole     X
FORT JAMES CORP.                COM             347471104          68070    2943568SH         Sole     X
FORTRESS GROUP INC.             COM             34956K108             32      57700SH         Sole     X
FORTUNE BRANDS INC.             COM             349631101          54799    2376094SH         Sole     X
FORWARD AIR CORP.               COM             349853101           6640     166000SH         Sole     X
FOSSIL INC                      COM             349882100           8454     434950SH         Sole     X
FOSTER WHEELER CORP.            COM             350244109           4313     500026SH         Sole     X
FOUNDATION HEALTH SYSTEM        COM             350404109          15001    1153939SH         Sole     X
FOUNDRY NETWORKS INC            COM             35063R100          40476     366300SH         Sole     X
4 KIDS ENTERTAINMENT INC.       COM             350865101            988      37900SH         Sole     X
4FRONT TECHNOLOGIES INC.        COM             351042106            684      57000SH         Sole     X
FOURTH SHIFT CORP.              COM             351128103            491     163500SH         Sole     X
FOX ENTERTAINMENT GRP           CL A            35138T107          20418     672200SH         Sole     X
FRANCHISE FIN OF AMR REIT       COM             351807102          19035     827620SH         Sole     X
FRANKLIN COVEY CO.              COM             353469109            835     120300SH         Sole     X
FRANKLIN ELEC  INC              COM             353514102           2737      40400SH         Sole     X
FRANKLIN ELECTRPUBL             COM             353515109           1548     174400SH         Sole     X
FRANKLIN RESOURCES CORP.        COM             354613101         106685    3512257SH         Sole     X
FREEMARKETS INC                 COM             356602102           5535     116683SH         Sole     X
FREEPORT-MCMORAN CLASS A        CL A            35671D105           2461     269698SH         Sole     X
FREEPORT-MCMORAN CLASS B        CL B            35671D857          26337    2847255SH         Sole     X
FREESHOP.COM                    COM             356873109            386      64960SH         Sole     X
FREMONT GENERAL CORP.           COM             357288109           2119     538062SH         Sole     X
FRESH CHOICE, INC.              COM             358032100            150      49900SH         Sole     X
FRESH FOODS, INC.               COM             358034106             90      36100SH         Sole     X
FRESH AMERICA CORP.             COM             35803R105            270     127100SH         Sole     X
FRIEDE GOLDMAN HALTER INC       COM             358430106           5404     604598SH         Sole     X
FRIEDMAN'S, INC. CLASS A        CL A            358438109            330      66900SH         Sole     X
FRIENDLY ICE CREAM CORP.        COM             358497105           1574     310900SH         Sole     X
FRISBY TECHNOLOGIES             COM             358743102             11       2300SH         Sole     X
FRISCH'S RESTAURANTS, INC       COM             358748101            518      49334SH         Sole     X
FRITZ COS., INC.                COM             358846103           3569     346100SH         Sole     X
FRONTIER AIRLINES, INC.         COM             359065109            461      32200SH         Sole     X
FRONTIER FINANCIAL CORP.        COM             35907K105           1907     103800SH         Sole     X
FRONTIER INSURANCE GROUP,       COM             359081106            101     135210SH         Sole     X
FRONTIER OIL CORP.              COM             35914P105           1994     249200SH         Sole     X
FRONTLINE CAPITAL GROUP         COM             35921N101           4269     200300SH         Sole     X
FRONTLINE COMMUNICATIONS        COM             35921T108             99      63600SH         Sole     X
FROZEN FOOD EXPRESS INDUS       COM             359360104             92      30700SH         Sole     X
FUELCELL ENERGY, INC.           COM             35952H106           1578      22850SH         Sole     X
H. B. FULLER CO.                COM             359694106           5739     125950SH         Sole     X
FULTON FINL CORP.               COM             360271100           5546     313565SH         Sole     X
FURNITURE BRANDS INT'L          COM             360921100           6748     446170SH         Sole     X
FUSION NETWORKS HOLDINGS        COM             36112N108              6       3000SH         Sole     X
FUTURELINK CORP.                COM NEW         36114Q208           1323     184100SH         Sole     X
G & K SERVICES, INC.            CL A            361268105           5583     222775SH         Sole     X
G & L REALTY CORP.              COM             361271109            380      52398SH         Sole     X
GATX CORP.                      COM             361448103           9566     281340SH         Sole     X
GBC BANCORP                     COM             361475106           3744     128000SH         Sole     X
GC COMPANIES                    COM             36155Q109           1946      86971SH         Sole     X
GST TELECOMMUNICATIONS          COM             361942105            336     352600SH         Sole     X
GP STRATEGIES CORP.             COM             36225V104             17       3500SH         Sole     X
GPU, INC.                       COM             36225X100          51199    1891886SH         Sole     X
GSB FINANCIAL CORP.             COM             362263105             46       2800SH         Sole     X
GSE SYSTEMS INC.                COM             36227K106              3        600SH         Sole     X
GSV INC.                        COM             36230D107             19      50000SH         Sole     X
GTE CORP.                       COM             362320103         857341   13772553SH         Sole     X
GABLES RESIDENTIAL REIT         SH BEN INT      362418105          10727     415563SH         Sole     X
GADZOOKS INC.                   COM             362553109           1424     122700SH         Sole     X
GADZOOX NETWORKS, INC.          COM             362555104           1904     139100SH         Sole     X
GAIAM, INC.                     CL A            36268Q103            361      19500SH         Sole     X
GALAGEN INC.                    COM             362913105             76      39200SH         Sole     X
GAINSCO, INC.                   COM             363127101           1045     209007SH         Sole     X
GALILEO INT'L.                  COM             363547100          17496     838122SH         Sole     X
A.J. GALLAGHER                  COM             363576109          16825     400600SH         Sole     X
GALLERY OF HISTORY, INC.        COM             363812108            202      46200SH         Sole     X
GANNETT CO., INC.               COM             364730101         226173    3781373SH         Sole     X
THE GAP, INC.                   COM             364760108         423581   13554600SH         Sole     X
GARDEN FRESH RESTAURANT         COM             365235100           1029      98600SH         Sole     X
GARDNER DENVER, INC.            COM             365558105           2734     152950SH         Sole     X
GARTNER GROUP INC-CLASS A       COM             366651107           7325     610420SH         Sole     X
GARTNER GROUP B SHS             CL B            366651206           1356     137328SH         Sole     X
GASONICS INT'L. CORP            COM             367278108           2149      54500SH         Sole     X
GATEWAY, INC.                   COM             367626108         263892    4650085SH         Sole     X
GAYLORD ENTERTAINMENT 'A'       COM             367905106           3937     183134SH         Sole     X
GAYLORD CONTAINER CORP.         CL A            368145108           1826     679300SH         Sole     X
GEERLINGS & WADE INC            COM             368473104             99      32600SH         Sole     X
GELTEX PHARMACEUTICALS          COM             368538104           4282     209500SH         Sole     X
GENCORP, INC.                   COM             368682100           4104     512940SH         Sole     X
GENE LOGIC INC                  COM             368689105           6813     190900SH         Sole     X
GENENTECH INC.                  COM NEW         368710406          46373     269610SH         Sole     X
GENERAL BINDING CORP.           COM             369154109            692     103500SH         Sole     X
GENERAL CABLE CORP.             COM             369300108           2786     342850SH         Sole     X
GENERAL CHEMICAL GROUP          COM             369332101             97     140600SH         Sole     X
GENERAL COMMUNICATION           CL A            369385109           1694     330600SH         Sole     X
GENERAL DATACOMM IND., IN       COM             369487103           1723     284200SH         Sole     X
GENERAL DYNAMICS CORP.          COM             369550108         148827    2848366SH         Sole     X
GENERAL ELECTRIC CO.            COM             369604103        8414369  158761679SH         Sole     X
GENERAL GROWTH PROPS REIT       COM             370021107          18328     577273SH         Sole     X
GENERAL MAGIC, INC.             COM             370253106             27       3300SH         Sole     X
GENERAL MILLS, INC.             COM             370334104         175721    4594010SH         Sole     X
GENERAL MOTORS CORP.            COM             370442105         446558    7690987SH         Sole     X
GENERAL MOTORS CORP. CL H       CL H NEW        370442832          70932     808340SH         Sole     X
GENERAL SEMICONDUCTOR INC       COM             370787103          15563    1055089SH         Sole     X
GENESCO, INC.                   COM             371532102           4022     250400SH         Sole     X
GENESISINTERMEDIA.COM           COM             37184T106           1614     100500SH         Sole     X
GENTEX CORP                     COM             371901109          13894     553000SH         Sole     X
GENISIS HEALTH                  COM             371912106             29     163350SH         Sole     X
GENESIS DIRECT, INC.            COM             371935107              0      31900SH         Sole     X
GENLYTE GROUP, INC.             COM             372302109           2169     103000SH         Sole     X
GENOME THERAPEUTICS CORP.       COM             372430108           4740     155730SH         Sole     X
GENOMIC SOLUTIONS               COM CALL        37243R109            291      19900SH         Sole     X
GENRAD, INC.                    COM             372447102           4203     466999SH         Sole     X
GENTA INCORPORATED              COM NEW         37245M207            428      65900SH         Sole     X
GENSYM CORPORATION              COM             37245R107             22       6000SH         Sole     X
GENTEK INC.                     COM             37245X104           1171     104661SH         Sole     X
GENUINE PARTS CO.               COM             372460105          49483    2474142SH         Sole     X
GENZYME TRANSGENICS CORP.       COM             37246E105           2742     101100SH         Sole     X
GEON CO.                        COM             37246W105           3506     189500SH         Sole     X
GENTIVA HEALTH SERVICES         COM             37247A102            580      71400SH         Sole     X
GENUITY INC.                    CL A            37248E103           4569     499000SH         Sole     X
GENZYME CORP.                   COM GENL DIV    372917104          47779     803857SH         Sole     X
GENZYME MOLEC. ONCOLOGY         COM-MOLECULAR   372917500           1887     136003SH         Sole     X
GENZYME SURGICAL PRODUCTS       COM SURG PRODS  372917609            744      74874SH         Sole     X
GEORGIA GULF, CORP.             COM PAR $0.01   373200203           6793     326390SH         Sole     X
GEORGIA-PACIFIC GROUP           COM GA PAC GRP  373298108          67637    2576662SH         Sole     X
GEORGIA PACIFIC TIMBER          COM-TIMBER GRP  373298702          12309     569218SH         Sole     X
GEOWORKS                        COM             373692102           3114     197700SH         Sole     X
GERBER SCIENTIFIC, INC.         COM             373730100           3609     313800SH         Sole     X
GERMAN AMERICAN BANCORP         COM             373865104            277      19101SH         Sole     X
GERON CORP.                     COM             374163103           6346     198300SH         Sole     X
GETTHERE.COM INC                COM             374266104           1316     124600SH         Sole     X
GETTY IMAGES, INC               COM             374276103           6801     183500SH         Sole     X
GETTY PETROLEUM MRKTG INC       COM             374292100            602     141632SH         Sole     X
GETTY REALTY CORP *NEW*         COM             374297109           1006      92532SH         Sole     X
GIANT INDUSTRIES INC.           COM             374508109            736      93400SH         Sole     X
GIBRALTAR STEEL                 COM             37476F103            639      45650SH         Sole     X
GILEAD SCIENCES, INC.           COM             375558103          17733     249328SH         Sole     X
GILLETTE CO.                    COM             375766102         580262   16608569SH         Sole     X
GILMAN & CIOCIA INC.            COM             375908100            632     136600SH         Sole     X
GLACIER WATER SERVICES          COM             376395109             57       4800SH         Sole     X
P. H. GLATFELTER CO.            COM             377316104           3730     366160SH         Sole     X
GLENAYRE TECHNOLOGIES INC       COM             377899109           6427     608462SH         Sole     X
GLENBOROUGH REALTY REIT         COM             37803P105           9396     538812SH         Sole     X
GLIATECH INC.                   COM             37929C103            909      44900SH         Sole     X
GLIMCHER REALTY TRST REIT       SH BEN INT      379302102           5357     372688SH         Sole     X
GLOBAL INDUSTRIES LTD.          COM             379336100           7152     378900SH         Sole     X
GLOBAL IMAGING SYSTEMS          COM             37934A100            701      66800SH         Sole     X
GLOBAL MARINE, INC.             COM             379352404          28165     999210SH         Sole     X
GLOBAL PAYMENT TECH INC         COM             37936S109            468      69400SH         Sole     X
GLOBAL TELESYSTEMS, INC.        COM             37936U104           7892     654242SH         Sole     X
GLOBAL VACATION GROUP           COM             37937F106            526     179200SH         Sole     X
GLOBALNET FINANCIAL.COM         COM NEW         37937R209           1050      50000SH         Sole     X
GLOBE BUSINESS RESOURCES        COM             379395106           1139      87600SH         Sole     X
GLOBECOMM SYSTEMS, INC.         COM             37956X103            672      48900SH         Sole     X
GLOBESPAN, INC.                 COM             379571102          25147     205988SH         Sole     X
GLOBIX CORP                     COM             37957F101           5646     192600SH         Sole     X
GOLD BANC CORP., INC.           COM             379907108            210      41900SH         Sole     X
GOAMERICA, INC.                 COM             38020R106            840      54400SH         Sole     X
GOLD RESERVE, INC.  CL A        CL A            38068N108             46      67000SH         Sole     X
GOLDEN ENTERPRISES INC.         COM             381010107            213      69500SH         Sole     X
GOLDEN STATE BANCORP INC        COM             381197102          16532     918418SH         Sole     X
GOLDEN TELECOM, INC.            COM             38122G107            836      28100SH         Sole     X
GOLDEN WEST FINANCIAL COR       COM             381317106         117998    2891226SH         Sole     X
GOLDMAN SACHS GROUP             COM             38141G104          27722     292200SH         Sole     X
GOLF TRUST OF AMERICA           COM             38168B103            986      62117SH         Sole     X
GOOD GUYS, INC.                 COM             382091106            481     132700SH         Sole     X
THE B F GOODRICH CO.            COM             382388106          51148    1501600SH         Sole     X
GOODYEAR TIRE & RUBBER CO       COM             382550101          43750    2187524SH         Sole     X
GOODY'S FAMILY CLOTHING         COM             382588101           1142     207600SH         Sole     X
GORMAN-RUPP CO.                 COM             383082104            553      35125SH         Sole     X
GOTTSCHALK (E.)& CO., INC       COM             383485109            645     102100SH         Sole     X
GO2NET, INC.                    COM             383486107          11562     229800SH         Sole     X
GOTO.COM, INC.                  COM             38348T107           3655     238700SH         Sole     X
W.R. GRACE & CO.                COM             38388F108          20778    1713679SH         Sole     X
GRACO, INC.                     COM             384109104           9733     299487SH         Sole     X
GRADCO SYSTEMS, INC.            COM             384111100             11       6825SH         Sole     X
W.W. GRAINGER, INC.             COM             384802104          41426    1344467SH         Sole     X
GRANITE CONSTRUCTION CO.        COM             387328107           5549     226500SH         Sole     X
GRANITE STATE BANKSHARES        COM             387472103           1100      72750SH         Sole     X
GRANT PRIDECO, INC.             COM             38821G101          16097     643872SH         Sole     X
GRAPHIC PACKAGING INT'L         COM             388690109            169      79600SH         Sole     X
GRAPHON CORPORATION             COM             388707101            820      96500SH         Sole     X
GREAT AMERICAN FINANCIAL        COM             389915109           3086     174495SH         Sole     X
GREAT A & P TEA CO., INC.       COM             390064103          10211     614225SH         Sole     X
GREAT LAKES CHEMICAL CORP       COM             390568103          30864     979810SH         Sole     X
GREAT LAKES REIT INC.           COM             390752103           3654     214918SH         Sole     X
GREAT SOUTHERN BANCORP          COM             390905107            872      50200SH         Sole     X
GREAT PLAINS SOFTWARE           COM             39119E105           3068     156340SH         Sole     X
GREATER BAY BANCORP             COM             391648102           5561     118943SH         Sole     X
GREATER COMMUNITY BANCORP       COM             39167M108            182      22120SH         Sole     X
GREATER DELAWARE SVGS BNK       COM             391688108            394      50600SH         Sole     X
GREEN MOUNTAIN POWER CORP       COM             393154109            631      76507SH         Sole     X
GREEN POINT FINANCIAL           COM             395384100          10230     545585SH         Sole     X
GREIF BROS. CORP. CL A          CL A            397624107           4837     157300SH         Sole     X
GREKA ENERGY CORP.              COM             397637109            374      40964SH         Sole     X
GREY ADVERTISING, INC.          COM             397838103           1560       3000SH         Sole     X
GREY WOLF INC.                  COM             397888108           6989    1397800SH         Sole     X
GRIC COMMUNICATIONS INC         COM             398081109           1202      67000SH         Sole     X
GRIFFIN LAND & NURSERIES        CL A            398231100            606      49200SH         Sole     X
GRIFFON CORP.                   COM             398433102           1167     209800SH         Sole     X
GROUP 1 AUTOMOTIVE              COM             398905109           1985     165400SH         Sole     X
GROUP 1 SOFTWARE                COM             39943Y103            212      12300SH         Sole     X
GROVE PROPERTY TRUST            SH BEN INT      399613108            655      40300SH         Sole     X
GTECH, INC.                     COM             400518106           8110     357460SH         Sole     X
GUARANTY FEDERAL BNCSHS         COM             40108P101            264      26100SH         Sole     X
GUESS ? INC.                    COM             401617105           2643     188800SH         Sole     X
GUIDANT CORP.                   COM             401698105         244548    4940371SH         Sole     X
GUILFORD MILLS, INC.            COM             401794102            617     145075SH         Sole     X
GUILFORD PHARMACEUTICALS        COM             401829106           2720     180600SH         Sole     X
GUITAR CENTER                   COM             402040109           1106     105300SH         Sole     X
GULF ISLAND FABRICATION         COM             402307102           1362      80100SH         Sole     X
GULF WEST BANKS, INC.           COM             402582100            165      20655SH         Sole     X
GUNDLE/SLT ENVIRONMENTAL        COM             402809107            494     131600SH         Sole     X
GYMBOREE INC.                   COM             403777105            828     276000SH         Sole     X
HMT TECHNOLOGY CORP.            COM             403917107            542     354200SH         Sole     X
H.T.E., INC.                    COM             403926108             52      39300SH         Sole     X
HCA-THE HEALTHCARE CO.          COM             404119109         255932    8425737SH         Sole     X
HCC INSURANCE HOLDINGS          COM             404132102           6367     337350SH         Sole     X
H.D. VEST, INC.                 COM             404150104            119      17800SH         Sole     X
HF FINANCIAL CORP.              COM             404172108            479      52850SH         Sole     X
HMN FINANCIAL INC.              COM             40424G108            843      76650SH         Sole     X
HNC SOFTWARE, INC.              COM             40425P107          16351     264800SH         Sole     X
HRPT PROPERTIES TRUST           COM SH BEN INT  40426W101          10256    1674449SH         Sole     X
HSB GROUP INC.                  COM             40428N109           8260     265369SH         Sole     X
HS RESOURCES INC                COM             404297103           9417     313901SH         Sole     X
HA-LO INDUSTRIES, INC.          COM             404429102           3608     641425SH         Sole     X
HABERSHAM BANCORP               COM             404459109             46       4500SH         Sole     X
HAEMONETICS CORP.               COM             405024100           5316     253150SH         Sole     X
HAGGAR CORP.                    COM             405173105            177      15100SH         Sole     X
HAGLER BAILLY, INC.             COM             405183104            474      94800SH         Sole     X
HAIN CELESTIAL GROUP, INC       COM             405217100          12766     347963SH         Sole     X
HALLIBURTON CO.                 COM             406216101         293396    6217656SH         Sole     X
HAMILTON BANCORP, INC.          COM             407013101           1796     102600SH         Sole     X
HANCOCK FABRICS, INC.           COM             409900107            825     194100SH         Sole     X
HANCOCK HOLDING CO.             COM             410120109           3118      91692SH         Sole     X
JOHN HANCOCK FINANCIAL          COM             41014S106          25654    1083000SH         Sole     X
HANDLEMAN CO.                   COM             410252100           3872     309761SH         Sole     X
HANDSPRING, INC.                COM             410293104            338      12500SH         Sole     X
HANGER ORTHOPEDIC GROUP         COM NEW         41043F208            334      67600SH         Sole     X
M.A. HANNA CO.                  COM             410522106           4114     457075SH         Sole     X
HANNAFORD BROS. CO.             COM             410550107          14370     199935SH         Sole     X
HANOVER COMPRESSOR CO.          COM             410768105          12901     339500SH         Sole     X
HANOVER DIRECT, INC.            COM             410783104           1841    1178276SH         Sole     X
HARBOR FEDERAL BANCORP          COM             41151A108            198      12000SH         Sole     X
HARCOURT GENERAL, INC.          COM             41163G101          54898    1009623SH         Sole     X
HARBOR FLORIDA BANCSHRS         COM             411901101           2238     214463SH         Sole     X
HARKEN ENERGY CORP.             COM             412552101            131     209200SH         Sole     X
JOHN H. HARLAND CO.             COM             412693103           6764     452787SH         Sole     X
HARLEY DAVIDSON, INC.           COM             412822108         189396    4919375SH         Sole     X
HARLEYSVILLE GROUP INC.         COM             412824104           1586      94700SH         Sole     X
HARLEYSVILLE NATIONAL           COM             412850109           2236      68289SH         Sole     X
HARMAN INTL. INDS., INC.        COM             413086109          13281     217716SH         Sole     X
HARMON INDUSTRIES INC.          COM             413136102           1785     134700SH         Sole     X
HARMONIC, INC.                  COM             413160102           5667     228978SH         Sole     X
HARNISCHFEGER INDS., INC.       COM             413345109             12      36506SH         Sole     X
HARRAH'S ENTERTAINMENT          COM             413619107          38835    1854793SH         Sole     X
HARRIS CORP.                    COM             413875105          12868     392914SH         Sole     X
HARRIS SAVINGS BANK             COM             414541102            794     128300SH         Sole     X
HARRODSBURG FIRST FINL          COM             415781103            118       9800SH         Sole     X
HARRY'S FARMERSMARKET           CL A            415863109              0        200SH         Sole     X
HARSCO CORP.                    COM             415864107           9467     371244SH         Sole     X
HARTE-HANKS, INC.               COM             416196103           7852     314082SH         Sole     X
HARTFORD FINL SVCS GRP          COM             416515104         171259    3061619SH         Sole     X
HARTFORD LIFE, INC.             CL A            416592103              0          0SH         Sole     X
HARTMARX CORP.                  COM             417119104            433     169100SH         Sole     X
HASBRO, INC.                    COM             418056107          43624    2896203SH         Sole     X
HATHAWAY CORPORATION            COM             419011101             27       5100SH         Sole     X
HAUSER, INC.                    COM PAR $0.001  419141403            123      70225SH         Sole     X
HAVEN BANCORP                   COM             419352109           1817      97900SH         Sole     X
HAVERTY FURNITURE               COM             419596101            794      93400SH         Sole     X
HAWAIIAN ELECTRIC IND. IN       COM             419870100           9862     300550SH         Sole     X
HAWK CORPORATION                CL A            420089104            174      23000SH         Sole     X
HAWTHORNE FINANCIAL CORP.       COM             420542102            319      41200SH         Sole     X
HAYES LEMMERZ INTL., INC.       COM             420781106           2944     244060SH         Sole     X
HEARME                          COM             421903105            347      77100SH         Sole     X
HEALTHCARE SERVICES GROUP       COM             421906108            304      67514SH         Sole     X
HEALTH CARE PROP. INVESTO       COM             421915109          10863     398656SH         Sole     X
HEALTHSOUTH CORP.               COM             421924101          43025    5986157SH         Sole     X
HEALTH MANGEMENT ASSOC. C       CL A            421933102          18458    1413074SH         Sole     X
HEALTHCARE REALTY TRUST         COM             421946104           5506     322671SH         Sole     X
HEALTHPLAN SERVICES CORP.       COM             421959107            207      89500SH         Sole     X
HEALTH SYSTEMS DESIGN           COM             421964107            241      60400SH         Sole     X
HEARTPORT INC.                  COM             421969106            524     182400SH         Sole     X
HEARTLAND TECH., INC.           COM             421979105             14      15500SH         Sole     X
HEADWAY CORPORATE RESRCES       COM             422101105            562     172900SH         Sole     X
HEALTH CARE REIT INC            COM             42217K106           3668     225700SH         Sole     X
HEALTHAXIS, INC.                COM             42219D100            257      67500SH         Sole     X
HEALTH MGT SYS INC              COM             42219M100            251      80450SH         Sole     X
HEALTHEON/WEBMD CORP.           COM             422209106           8493     573400SH         Sole     X
HEALTHCARE.COM INC.             COM             42221Y100            453     160900SH         Sole     X
HEARST ARGLY TELEVISION         COM             422317107           3038     155784SH         Sole     X
HEARTLAND EXPRESS INC           COM             422347104           4201     251758SH         Sole     X
HECLA MINING CO.                COM             422704106            337     299900SH         Sole     X
HECTOR COMMUNICATIONS COR       COM             422730101            981      74750SH         Sole     X
HEICO CORP.                     COM             422806109            897      62937SH         Sole     X
HEICO CORP. CLASS A             CL A            422806208            786      64168SH         Sole     X
HEIDRICK & STRUGGLES            COM             422819102          10384     164500SH         Sole     X
HEILIG-MEYERS CO.               COM             422893107            225     189475SH         Sole     X
H.J. HEINZ CO.                  COM             423074103         242771    5549062SH         Sole     X
HELIX TECHNOLOGY CORPORAT       COM             423319102          11759     301500SH         Sole     X
HELLER FINANCIAL, INC.          CL A            423328103           5665     276340SH         Sole     X
HELMERICH & PAYNE, INC.         COM             423452101          12365     330824SH         Sole     X
JACK HENRY & ASSOCIATES         COM             426281101          15524     309700SH         Sole     X
HERBALIFE INTL CL A             CL A            426908208            122      13933SH         Sole     X
HERBALIFE INTL CL B             CL B            426908307            506      64267SH         Sole     X
HERCULES, INC.                  COM             427056106          21025    1495091SH         Sole     X
HERITAGE FINANCIAL CORP.        COM             42722X106            871     100300SH         Sole     X
HERSHEY FOODS CORP.             COM             427866108          93018    1917902SH         Sole     X
HERTZ CORP.                     CL A            428040109           8528     303900SH         Sole     X
HEWLETT-PACKARD CO.             COM             428236103        1798465   14402122SH         Sole     X
HEXCEL CORP.                    COM             428291108           2604     274100SH         Sole     X
HI/FN, INC.                     COM             428358105           4512     101677SH         Sole     X
HIBBETT SPORTING GOODS          COM             428565105            738      31400SH         Sole     X
HIBERNIA CORP. CLASS A          CL A            428656102           9636     886039SH         Sole     X
HICKORY TECH CORP.              COM             429060106            572      46900SH         Sole     X
HIGH PLAINS CORP.               COM             429701105            352     140997SH         Sole     X
HIGH SPEED ACCESS CORP.         COM             42979U102           1138     173400SH         Sole     X
HIGHLANDS INSURANCE GROUP       COM             431032101            794      84684SH         Sole     X
HIGHWOOD PROPERTIES REIT        COM             431284108          21366     890252SH         Sole     X
HILB, ROGAL & HAMILTON CO       COM             431294107           4898     141200SH         Sole     X
HILLENBRAND INDUSTRIES, I       COM             431573104           9118     291190SH         Sole     X
HILTON HOTELS CORP.             COM             432848109          49010    5227742SH         Sole     X
HISPANIC BROADCASTING           CL A            43357B104          18210     549738SH         Sole     X
HOENIG GROUP INC.               COM             434396107           1205     122800SH         Sole     X
HOLLINGER INTERNATIONAL         CL A            435569108           6175     453200SH         Sole     X
HOLLY CORP.                     COM PAR $0.01   435758305           1011      85100SH         Sole     X
HOLLYWOOD CASINO CORP.          CL A            436132203           2125     303500SH         Sole     X
HOLLYWOOD.COM INC               COM             436137103            384      49500SH         Sole     X
HOLLYWOOD ENTERTAINMENT         COM             436141105           2907     369200SH         Sole     X
HOLOGIC, INC.                   COM             436440101            677     100300SH         Sole     X
HOME BANCORP                    COM             436889109            317      18000SH         Sole     X
HOME DEPOT, INC.                COM             437076102        1856529   37177058SH         Sole     X
HOME PRODUCTS INTL INC          COM             437305105            245      63320SH         Sole     X
HOME PROP OF NY                 COM             437306103           9971     332380SH         Sole     X
HOMEBASE INC.                   COM             43738E108            229     146400SH         Sole     X
HOMEFED CORP.                   COM NEW         43739D208              0          1SH         Sole     X
HOMEGROCER.COM                  COM             43740K100           2254     373740SH         Sole     X
HOMESTAKE MINING CO             COM             437614100          25498    3708761SH         Sole     X
HOMESTORE.COM, INC.             COM             437852106           7104     243400SH         Sole     X
HON INDUSTRIES, INC.            COM             438092108          11533     490761SH         Sole     X
HONEYWELL INTERNATIONAL         COM             438516106         384732   11420624SH         Sole     X
HOOPER HOLMES                   COM             439104100           5801     725100SH         Sole     X
HOOVER'S INC.                   COM             439321100            433      64200SH         Sole     X
HOPFED BANCORP, INC.            COM             439734104            286      29900SH         Sole     X
HORIZON PHARMACIES, INC.        COM             439902107            198      58800SH         Sole     X
HORIZON MEDICAL PRODUCTS        COM             439903105             53      28200SH         Sole     X
HORACE MANN EDUCATORS COR       COM             440327104           5655     376970SH         Sole     X
HORIZON FINANCIAL CORP.         COM             44041F105            519      57633SH         Sole     X
HORIZON GROUP PROPERTIES        COM             44041U102             85      25755SH         Sole     X
HORIZON OFFSHORE                COM             44043J105            729      47000SH         Sole     X
HORIZON ORGANIC HOLDING         COM             44043T103            660      62100SH         Sole     X
HORMEL FOODS CORP.              COM             440452100          11006     654620SH         Sole     X
HOSPITALITY PROPS REIT          COM SH BEN INT  44106M102          19735     874690SH         Sole     X
HOST MARRIOTT CORP. REIT        COM             44107P104          24376    2600151SH         Sole     X
HOT TOPIC, INC.                 COM             441339108           6771     211600SH         Sole     X
HOTEL RESERVATIONS NETW.        CL A            441451101           1717      57700SH         Sole     X
HOTELWORKS.COM INC.             COM             441473105             32      84800SH         Sole     X
HOTJOBS.COM, LTD                COM             441474103           2033     147200SH         Sole     X
HOUGHTON MIFFLIN CO.            COM             441560109          12030     257672SH         Sole     X
HOUSEHOLD INTERNATIONAL         COM             441815107         275404    6626268SH         Sole     X
HOUSTON EXPLORATION CO.         COM             442120101           2465      98100SH         Sole     X
HOVNANIAN ENTERPRISES CL.       CL A            442487203            607     101100SH         Sole     X
HOWELL CORP                     COM             443051107            350      36800SH         Sole     X
HUBBELL INC. CLASS A            CL A            443510102            210       8100SH         Sole     X
HUBBELL INC. CLASS B            CL B            443510201           7198     282259SH         Sole     X
HUDSON CITY BANCORP, INC.       COM             443683107           5974     350100SH         Sole     X
HUDSON RIVER BANCORP.           COM             444128102            437      36800SH         Sole     X
HUDSON TECHNOLOGIES INC.        COM             444144109             11       5600SH         Sole     X
HUDSON UNITED BANCORP           COM             444165104          13960     622191SH         Sole     X
HUFFY CORP.                     COM             444356109             74      17100SH         Sole     X
HUGHES SUPPLY, INC.             COM             444482103           4506     228150SH         Sole     X
HUMANA, INC.                    COM             444859102          15161    3110014SH         Sole     X
HUMAN GENOME SCIENCES INC       COM             444903108          30396     227900SH         Sole     X
HUMP HREY HOSPITALITY           COM             445467103            904     113900SH         Sole     X
HUNT CORP.                      COM             445591100            675      65100SH         Sole     X
J. B. HUNT TRANSPORT SERV       COM             445658107           4369     283040SH         Sole     X
HUNTCO INC CL-A                 CL A            445661101            820     305200SH         Sole     X
HUNTINGTON BANCSHARES,INC       COM             446150104          52227    3302884SH         Sole     X
HUTCHINSON TECHNOLOGY, IN       COM             448407106           4828     338800SH         Sole     X
HUTTIG BUILDING PRODUCTS        COM             448451104            648     157204SH         Sole     X
HYCOR BIOMEDICAL INC.           COM             448623108             92      13900SH         Sole     X
ICN PHARMACEUTICALS             COM             448924100          14856     534151SH         Sole     X
IDT CORP.                       COM             448947101           6781     199800SH         Sole     X
HYPERCOM CORP.                  COM             44913M105            985      68500SH         Sole     X
HYPERFEED TECHNOLOGIES          COM             44913S102            418     115300SH         Sole     X
HYPERION SOLUTIONS CORP         COM             44914M104          11487     354113SH         Sole     X
HYSEQ, INC.                     COM             449163302           5125     112800SH         Sole     X
IBP, INC.                       COM             449223106          14265     924020SH         Sole     X
ICG COMMUNICATIONS, INC.        COM             449246107           8540     387074SH         Sole     X
ICH CORPORATION                 COM NEW         44926L300             19       3520SH         Sole     X
ICOS CORP.                      COM             449295104           9445     214659SH         Sole     X
IDEC PHARMACEUTICALS            COM             449370105          32402     276200SH         Sole     X
I.D. SYSTEMS, INC.              COM             449489103            548     128900SH         Sole     X
IDX SYSTEMS CORP.               COM             449491109           2567     181762SH         Sole     X
IEC ELECTRONICS CORP.           COM             44949L105             62      39900SH         Sole     X
IGEN INTERNATIONAL, INC.        COM             449536101           2554     154200SH         Sole     X
IGI, INC.                       COM             449575109            127      92300SH         Sole     X
IHOP CORP.                      COM             449623107           4191     250200SH         Sole     X
ILX RESORTS INC                 COM NEW         449661503              3       1200SH         Sole     X
IMC GLOBAL INC.                 COM             449669100           9993     768705SH         Sole     X
IMCO RECYCLING, INC.            COM             449681105            519      95400SH         Sole     X
I-LINK INC.                     COM             449927102           1173     218300SH         Sole     X
IMS HEALTH INCORPORATED         COM             449934108          85491    4749509SH         Sole     X
IRT PROPERTY CO. REIT           COM             450058102           5014     589831SH         Sole     X
ISS GROUP                       COM             450306105          16538     167500SH         Sole     X
I-STAT CORP.                    COM             450312103           2272     130300SH         Sole     X
ITC DELTACOM INC.               COM             45031T104          10886     487900SH         Sole     X
ISTAR FINANCIAL INC.            COM             45031U101           5404     258115SH         Sole     X
ITLA CAPITAL CORPORATION        COM             450565106           1186      81800SH         Sole     X
ITT EDUCATIONAL SERVICES        COM             45068B109           3326     189400SH         Sole     X
ITXC CORP.                      COM             45069F109           5200     146880SH         Sole     X
IXL ENTERPRISES, INC.           COM             450718101           6081     419400SH         Sole     X
IBASIS, INC.                    COM             450732102           6490     150700SH         Sole     X
IBEAM BROADCASTING CORP.        COM             45073P101           6581     365600SH         Sole     X
IBIS TECHNOLOGY CORP.           COM             450909106           1835      30400SH         Sole     X
ITT INDUSTRIES, INC.            COM             450911102          39548    1301986SH         Sole     X
IDACORP INC                     COM             451107106          11322     351061SH         Sole     X
IDEAMALL, INC.                  COM             451662100            311      64600SH         Sole     X
IDEX CORP.                      COM             45167R104           9373     296975SH         Sole     X
IDEXX LABORATORIES CORP.        COM             45168D104          10726     468900SH         Sole     X
IGATE CAPITAL CORP.             COM             45169U105           4415     321100SH         Sole     X
IKON OFFICE SOLUTIONS           COM             451713101           6455    1665850SH         Sole     X
IKOS SYSTEMS INC                COM NEW         451716203           1063      98300SH         Sole     X
IDENTIX INC                     COM             451906101           4413     281300SH         Sole     X
ILEX ONCOLOGY, INC.             COM             451923106           4318     122500SH         Sole     X
IL FORNAIO AMERICA              COM             451926109            641      74300SH         Sole     X
ILLINOIS TOOL WORKS, INC.       COM             452308109         243797    4277143SH         Sole     X
ILLUMINET HOLDINGS              COM             452334105           7647     150300SH         Sole     X
IMAGE ENTMT INC                 COM NEW         452439201            400     108400SH         Sole     X
IMATION CORP                    COM             45245A107          12442     423570SH         Sole     X
IMCLONE SYSTEMS, INC.           COM             45245W109          11955     156400SH         Sole     X
IMANAGE, INC.                   COM             45245Y105           1837     184900SH         Sole     X
IMMMERSION CORP.                COM             452521107           2175      72500SH         Sole     X
IMMUCOR INC.                    COM             452526106            520      92500SH         Sole     X
IMMUNEX CORP.                   COM             452528102          95282    1927326SH         Sole     X
IMMUNE RESPONSE                 COM             45252T106           4538     417300SH         Sole     X
IMMUNOGEN, INC.                 COM             45253H101           1806     149700SH         Sole     X
IMPERIAL BANCORP                COM             452556103           7660     490233SH         Sole     X
IMPATH INC.                     COM             45255G101           5116      94300SH         Sole     X
IMPCO TECHNOLOGIES INC          COM             45255W106           1203      28400SH         Sole     X
IMPERIAL CRED                   COM             452729106           1479     347900SH         Sole     X
IMATRON INC.                    COM             452906100            242     103400SH         Sole     X
IMMUNOMEDICS, INC.              COM             452907108           8335     340200SH         Sole     X
IMPERIAL SUGAR CO               COM             453096109            301     228972SH         Sole     X
IMPERIAL TOBACCO GR ADR         SPONSORED ADR   453142101            459      23700SH         Sole     X
IMPRESO.COM, INC.               COM             45320V109            152      38100SH         Sole     X
IMPROVENET, INC.                COM             45321E106            134      53500SH         Sole     X
IMPSAT FIBER NETWORKS           COM             45321T103            792      47300SH         Sole     X
IMRGLOBAL CORP.                 COM             45321W106           3068     234900SH         Sole     X
INAMED CORP.                    COM             453235103           3142      85800SH         Sole     X
INACOM CORP.                    COM             45323G109             15     257712SH         Sole     X
INCO LTD.                       COM             453258402          34582    2249240SH         Sole     X
INCYTE GENOMICS, INC.           COM             45337C102          14572     177300SH         Sole     X
INDEPENDENCE COMMUNITY BK       COM             453414104           6873     518700SH         Sole     X
INDEPENDENT BANK CORP.          COM             453836108           1312     116000SH         Sole     X
INDEPENDENT BANK CORP.          COM             453838104            153      11305SH         Sole     X
INDUS INTERNATIONAL             COM             45578L100           1486     173500SH         Sole     X
INDUSTRI-MATEMATIK INTL         COM             455792101            119      22200SH         Sole     X
INDUSTRIAL DISTRIB. GRP         COM             456061100            160      64000SH         Sole     X
INDYMAC MORTGAGE HOLDINGS       COM             456607100           7792     574500SH         Sole     X
INFINITY BROADCASTING           CL A            45662S102          51535    1414350SH         Sole     X
INET TECHNOLOGIES               COM             45662V105           8002     147500SH         Sole     X
INFOCROSSING, INC.              COM             45664X109            504      26700SH         Sole     X
INFOCURE CORP.                  COM             45665A108            786     139738SH         Sole     X
INFOCUS CORP.                   COM             45665B106           6874     213564SH         Sole     X
INFOGRAMES, INC.                COM             45665T107            721      88700SH         Sole     X
INFORMATICA CORPORATION         COM             45666Q102          17469     213200SH         Sole     X
INFONET SERVICES CORP           CL B            45666T106          11422     956800SH         Sole     X
INFORMATION ARCHITECTS          COM             45669R107           1095     157900SH         Sole     X
INFORMATION HOLDINGS INC.       COM             456727106           2738      74000SH         Sole     X
INFORMATION RES. ENGINEER       COM PAR $0.01   45675F303            901      35700SH         Sole     X
INFORMIX CORP.                  COM             456779107          14496    1949080SH         Sole     X
INFORTE CORP.                   COM             45677R107           1976      54900SH         Sole     X
INFOSPACE, INC.                 COM             45678T102          42928     776980SH         Sole     X
INFOUSA INC.                    COM             456818301           1922     295616SH         Sole     X
INGERSOLL-RAND CO               COM             456866102          91109    2263582SH         Sole     X
INFORMATION RESOURCES, IN       COM             456905108           1223     310685SH         Sole     X
INFORMATION MGMT ASSOCS.        COM             456923101            762     174200SH         Sole     X
INGLES MARKETS                  CL A            457030104            470      45000SH         Sole     X
INGRAM MICRO, INC.              CL A            457153104           4087     234394SH         Sole     X
INHALE THERAPEUTIC              COM             457191104          14510     143000SH         Sole     X
INKINE PHARMACUETICAL CO.       COM             457214104            324      66500SH         Sole     X
INKTOMI CORP.                   COM             457277101          41417     350246SH         Sole     X
INLAND RESOURCES INC.           COM PAR $.001   457469302              3        500SH         Sole     X
INNOVEX, INC.                   COM             457647105            331      33900SH         Sole     X
INNOVATIVE GAMING CORP. A       COM             45764F107             19      20050SH         Sole     X
INPUT/OUTPUT, INC.              COM             457652105           4248     503500SH         Sole     X
INSCI-STATEMENTS.COM CORP       COM             45765T106            280      84600SH         Sole     X
INSIGHT ENTERPRISES INC.        COM             45765U103          19643     331182SH         Sole     X
INSIGNIA SYSTEMS, INC.          COM             45765Y105             78      11200SH         Sole     X
INSILCO HOLDING CORP.           COM             457661106             14        488SH         Sole     X
INSITUFORM TECHNOLOGIES-C       CL A            457667103           9920     365700SH         Sole     X
INSMED INC.                     COM             457669109            967     297400SH         Sole     X
INPRISE CORP.                   COM             45766C102           2408     393100SH         Sole     X
INSO CORP.                      COM             457674109            602     116000SH         Sole     X
INSIGNIA FINANCIAL GROUP        COM             45767A105           2564     256432SH         Sole     X
INNOTRAC CORP.                  COM             45767M109            316      61600SH         Sole     X
INSIGHT COMMUNICATIONS          CL A            45768V108           5124     327943SH         Sole     X
INNKEEPERS USA TRUST REIT       COM             4576J0104           5312     582182SH         Sole     X
INSPIRE INSURANCE SOL           COM             457732105            257      85750SH         Sole     X
INSTEEL INDUSTRIES, INC.        COM             45774W108            131      21200SH         Sole     X
INSURANCE AUTO AUCTIONS,I       COM             457875102           2898     137200SH         Sole     X
INSWEB CORP.                    COM             45809K103            261     122600SH         Sole     X
INTEGRAL SYSTEMS INC.           COM             45810H107            563      33600SH         Sole     X
INTEGRAMED AMERICA, INC.        COM NEW         45810N302              4       1400SH         Sole     X
INTEGRATED DEVICE TECH.,I       COM             458118106          47941     800679SH         Sole     X
INTEGRATED ELECTRICAL SV        COM             45811E103           1566     305600SH         Sole     X
INTERGRAL VISION, INC.          COM             45811H106            201      80300SH         Sole     X
INTERGRATED CIRCUIT SYS         COM             45811K208           1856     108400SH         Sole     X
INTEGRA INC                     COM             45811M105             18      27500SH         Sole     X
INTEGRATED SILICON SOLTNS       COM             45812P107           8451     222400SH         Sole     X
INTEL CORP.                     COM             458140100        7178894   53699064SH         Sole     X
INTELECT COMMUNICATIONS         COM             458144102            317     137100SH         Sole     X
INTEGRA BANK CORP.              COM             45814P105           2075     122066SH         Sole     X
INTELIDATA TECH. CORP.          COM             45814T107           2378     230600SH         Sole     X
INTER-TEL INC                   COM             458372109           4520     281400SH         Sole     X
INTERACTIVE INTELLIGENCE        COM             45839M103           1245      33200SH         Sole     X
INTERACT COMMERCE CORP          COM             45839Y107           1618     137000SH         Sole     X
THE INTERCEPT GROUP, INC.       COM             45845L107           1544      90800SH         Sole     X
INTERDENT INC.                  COM             45865R109            192      53874SH         Sole     X
INTERFACE, INC.                 CL A            458665106           2121     556400SH         Sole     X
INTERFACE SYSTEMS,INC.          COM             458667102            615      49200SH         Sole     X
INTERDIGITAL COMMCORP.          COM             45866A105           7340     443200SH         Sole     X
INTERGRAPH CORP.                COM             458683109           4362     576840SH         Sole     X
INTERIM SERVICES INC            COM             45868P100          12412     699256SH         Sole     X
INTERLEUKIN GENETICS            COM             458738101            650     142500SH         Sole     X
INTERLIANT INC.                 COM             458742103           8327     357200SH         Sole     X
INTERLINK ELECTRONICS INC       COM             458751104           2958      70650SH         Sole     X
INTERLOGIX, INC.                COM             458763109            652      47429SH         Sole     X
INTERMAGNETICS GENERAL          COM             458771102            582      30724SH         Sole     X
INTERMEDIA COMMUNICATIONS       COM             458801107          11849     398269SH         Sole     X
INTERMET CORP.                  COM             45881K104           1253     182300SH         Sole     X
INTERNAP NETWORK SERVICES       COM             45885A102          17628     424600SH         Sole     X
INTERMUNE PHARM.                COM             45885B100           3479      84200SH         Sole     X
INTL ASSETS HOLDING CORP        COM             459028106             13       2395SH         Sole     X
INTERNATIONAL BANCSHARES        COM             459044103           3237      99228SH         Sole     X
INTL BUSINESS MACHINES          COM             459200101        3134765   28611660SH         Sole     X
INTERNATIONAL FLAV. AND F       COM             459506101          43420    1438357SH         Sole     X
INTERNATIONAL FIBERCOM          COM             45950T101           3267     128100SH         Sole     X
INT'L. HOME FOODS               COM             459655106           8513     406600SH         Sole     X
INTL MICROCOMPUTER              COM NEW         459862306             70      87100SH         Sole     X
INTERNATIONAL GAME TECH.        COM             459902102          12463     470296SH         Sole     X
INTERNATIONAL MULTIFOODS        COM             460043102           4028     232660SH         Sole     X
INTERNATIONAL PAPER CO.         COM             460146103         204193    6849233SH         Sole     X
INTERNATIONAL RECTIFIER C       COM             460254105          34322     612900SH         Sole     X
INT'L SHIPHOLDING CORP.         COM NEW         460321201            169      19275SH         Sole     X
INTL SPEEDWAY CORP.             CL A            460335201          10155     245427SH         Sole     X
INTL SPECIALTY PRODUCTS         COM             460337108           1656     291200SH         Sole     X
INTL SMART SOURCING, INC.       COM             46033G108             66       9000SH         Sole     X
INTERNEURON PHARM               COM             460573108            961     512500SH         Sole     X
INTERNET AMERICA                COM             46058Y109            335      66200SH         Sole     X
INTERNET CAPITAL GROUP          COM             46059C106           3367      90962SH         Sole     X
INTERNET PICTURES CORP.         COM             46059S101           3623     239523SH         Sole     X
INTERPOOL, INC.                 COM             46062R108            876      89850SH         Sole     X
INTERPORE INTERNATIONAL         COM             46062W107            833      86000SH         Sole     X
INTERPUBLIC GROUP OF COS,       COM             460690100         204273    4750544SH         Sole     X
INTERSIL HOLDING CORP           CL A            46069S109           5309      98200SH         Sole     X
INTERSTATE BAKERIES CORP.       COM             46072H108           6074     433825SH         Sole     X
INTERSTATE HOTELS CORP          COM             46088R108            198      67565SH         Sole     X
INTERWEST BANCORP INC.          COM             460931108           1576     112586SH         Sole     X
INTRANET SOLUTIONS, INC.        COM NEW         460939309           3603      93900SH         Sole     X
INTERNET.COM                    COM             460967102           2559     130000SH         Sole     X
INTERTAN, INC.                  COM             461120107           1575     134050SH         Sole     X
INTERTRUST TECHNOLOGIES         COM             46113Q109          11069     538300SH         Sole     X
INTERVOICE-BRITE, INC.          COM             461142101           2719     414350SH         Sole     X
INTEST CORP.                    COM             461147100            781      52500SH         Sole     X
INTERWORLD CORP                 COM             46114Q108           3376     164700SH         Sole     X
INTERWOVEN, INC.                COM             46114T102          17004     154600SH         Sole     X
INTIMATE BRANDS INC.            CL A            461156101          32311    1635980SH         Sole     X
INTRABIOTICS PHARM.             COM             46116T100           1067      40000SH         Sole     X
INTRAWARE, INC.                 COM             46118M103           3282     204300SH         Sole     X
INTUIT                          COM             461202103          56648    1369129SH         Sole     X
INVACARE CORP.                  COM             461203101           7227     275300SH         Sole     X
INTRUSION.COM, INC.             COM             46121E106            841      74300SH         Sole     X
INVESTMENT TECHNOLOGY           COM             46145F105          11472     290436SH         Sole     X
INVESTORS REAL ESTATE           SH BEN INT      461730103           1214     157906SH         Sole     X
INVESTORS TITLE CO              COM             461804106            246      23400SH         Sole     X
INVISION TECHNOLOGIES INC       COM             461851107            933     213200SH         Sole     X
INVITROGEN CORP                 COM             46185R100           9182     122100SH         Sole     X
INVESTORS FINANCIAL SVCS        COM             461915100          13424     338232SH         Sole     X
IOMEGA CORP.                    COM             462030107           8251    2062663SH         Sole     X
IONICS, INC.                    COM             462218108           4704     153600SH         Sole     X
IPALCO ENTERPRISES, INC.        COM             462613100           7927     393900SH         Sole     X
IPRINT.COM, INC.                COM             462628108            150      30600SH         Sole     X
IRON MOUNTAIN INC.              COM             462846106           6801     200020SH         Sole     X
IRWIN FINL CORP                 COM             464119106           2501     173200SH         Sole     X
ISCO, INC.                      COM             464268101            181      42485SH         Sole     X
ISIS PHARMACEUTICALS INC.       COM             464330109           5688     392300SH         Sole     X
ISLE OF CAPRI CASINOS           COM             464592104           1406     103700SH         Sole     X
IT GROUP, INC.                  COM             465266104           2495     511829SH         Sole     X
I3 MOBILE, INC.                 COM             465713105           1518      82600SH         Sole     X
ITRON, INC.                     COM             465741106            822      99636SH         Sole     X
I2 TECHNOLOGIES, INC            COM             465754109          73262     702647SH         Sole     X
ITURF INC.                      CL A            46575Q100            197      68400SH         Sole     X
IVAX CORP.                      COM             465823102          42751    1030148SH         Sole     X
IVEX PACKAGING CORP             COM             465855104           1759     158100SH         Sole     X
IVILLAGE INC.                   COM             46588H105           1523     180500SH         Sole     X
JDN REALTY CORP. REIT           COM             465917102           6155     604191SH         Sole     X
IXYS CORPORATION                COM             46600W106           3311      62025SH         Sole     X
J & J SNACK FOODS CORP.         COM             466032109           1037      58000SH         Sole     X
JDS UNIPHASE CORP.              COM             46612J101         237245    1979107SH         Sole     X
JDA SOFTWARE GROUP, INC.        COM             46612K108           2724     141950SH         Sole     X
J. JILL GROUP, INC.             COM             466189107            297      45700SH         Sole     X
JLG INDUSTRIES, INC.            COM             466210101           5797     488200SH         Sole     X
JLK DIRECT DISTRIBUTION         CL A            46621C105            201      39300SH         Sole     X
JLM INDUSTRIES, INC.            COM             46621D103            391     111800SH         Sole     X
JNI CORP.                       COM             46622G105           2764      87400SH         Sole     X
JP REALTY, INC. REIT            COM             46624A106           4601     258288SH         Sole     X
JVWEB INC.                      COM             466259108              0         39SH         Sole     X
JABIL CIRCUIT INC.              COM             466313103          47592     959034SH         Sole     X
JACK IN THE BOX INC.            COM             466367109          12660     514100SH         Sole     X
JACKPOT ENTERPRISES, INC.       COM             466392107           1655     131127SH         Sole     X
JACKSONVILLE BANCORP, INC       COM             469248108             13       1000SH         Sole     X
JACOBS ENGINE GRP               COM             469814107           8148     249280SH         Sole     X
JACOBSON STORES INC.            COM             469834105            581     116200SH         Sole     X
JAKKS PACIFIC, INC.             COM             47012E106           2477     167900SH         Sole     X
JAMESON INNS, INC. REIT         COM             470457102            695      94261SH         Sole     X
JAN BELL MARKETING INC.         COM             470760109            774     325800SH         Sole     X
JEFFRIES GROUP, INC.            COM             472319102           5536     274232SH         Sole     X
JEFFERSON SAVINGS BANCORP       COM             474900107            922      84300SH         Sole     X
JEFFERSON-PILOT CORP.           COM             475070108          81413    1442528SH         Sole     X
JFAX.COM, INC.                  COM             477366108            408     255900SH         Sole     X
JO-ANN STORES INC. CL A         CL A            47758P109            800     114300SH         Sole     X
JO-ANN STORES INC. CL B         CL B NON VTG    47758P208            258      33900SH         Sole            X
JOHN NUVEEN CO-CL A             CL A            478035108           7169     170943SH         Sole     X
JOHNS MANVILLE CORP             COM             478129109          14800    1122300SH         Sole     X
JOHNSON & JOHNSON               COM             478160104        2300606   22582635SH         Sole     X
JOHNSON CONTROLS, INC.          COM             478366107          66094    1288077SH         Sole     X
JONES APPARREL                  COM             480074103          15880     675728SH         Sole     X
JONES LANG LASALLE INC.         COM             48020Q107           3215     240400SH         Sole     X
JONES PHARMA, INC.              COM             480236108          20365     509912SH         Sole     X
JOS. A. BANK                    COM             480838101             48      12500SH         Sole     X
JOURNAL REGISTER CO.            COM             481138105           7776     426100SH         Sole     X
JUNIPER NETWORKS INC            COM             48203R104         155123    1065680SH         Sole     X
JUNO LIGHTING INC               COM NEW         482047206             90      14965SH         Sole     X
JUNO ONLINE SERVICES, INC       COM             482048105           2581     240100SH         Sole     X
JUPITER COMMUNICATIONS          COM             482050101           2397     104200SH         Sole     X
JUST FOR FEET INC.              COM             48213P106              1      40150SH         Sole     X
JUSTIN INDUSTRIES, INC.         COM             482171105           5797     265010SH         Sole     X
JWGENESIS FINANCIAL CORP.       COM             482227105            272      31116SH         Sole     X
KCS ENERGY INC.                 COM             482434206            318     231500SH         Sole     X
KFX INC.                        COM             48245L107            476     181150SH         Sole     X
KLA-TENCOR CORP.                COM             482480100         164618    2810985SH         Sole     X
KMART CORP.                     COM             482584109          48479    7116231SH         Sole     X
K-SWISS                         CL A            482686102            784      49200SH         Sole     X
K-TEL INTERNATIONAL, INC.       COM NEW         482724200            164      77400SH         Sole     X
K2 INC.                         COM             482732104           1072     128971SH         Sole     X
K-V PHARMACEUTICAL CO CL        CL B CONV       482740107           1293      47550SH         Sole     X
KV PHARMACEUTICAL CLASS A       CL A            482740206           3200     120750SH         Sole     X
KAISER ALUMINUM                 COM             483007100           1998     499400SH         Sole     X
KAISER VENTURES INC.            COM             483100103            413      29800SH         Sole     X
KAMAN CORP. CLASS A             CL A            483548103           2767     258900SH         Sole     X
KANA COMMUNICATIONS INC         COM             483600102          17461     282196SH         Sole     X
KANEB SERVICES INC              COM             484170105            560     140100SH         Sole     X
KANSAS CITY LIFE INS. CO.       COM             484836101           1947      72460SH         Sole     X
KANSAS CITY POWER & LIGHT       COM             485134100          11502     511180SH         Sole     X
KANSAS CITY SO. INDUSTRIE       COM             485170104         151937    1713173SH         Sole     X
KATY INDUSTRIES, INC.           COM             486026107            579      49300SH         Sole     X
KAUFMAN & BROAD HOME CORP       COM             486168107          17379     877191SH         Sole     X
KAYDON CORP.                    COM             486587108           6129     291850SH         Sole     X
KAYE GROUP, INC.                COM             486589104             31       5300SH         Sole     X
KEANE, INC.                     COM             486665102           7062     326576SH         Sole     X
KEEBLER FOODS CO.               COM             487256109          13313     358600SH         Sole     X
KEITHLEY INSTRUMENTS, INC       COM             487584104           3668      42100SH         Sole     X
KELLOGG CO.                     COM             487836108         190112    6390319SH         Sole     X
KELLSTROM INDUSTRIES            COM             488035106            411      88800SH         Sole     X
KELLWOOD CO.                    COM             488044108           8210     388650SH         Sole     X
KELLY SERVICES, INC. CLAS       CL A            488152208           5675     245384SH         Sole     X
KEMET CORP.                     COM             488360108          20967     836600SH         Sole     X
KENDLE INTERNATIONAL            COM             48880L107           1150     146000SH         Sole     X
KENNAMETAL, INC.                COM             489170100           6247     291385SH         Sole     X
KENSEY NASH CORP.               COM             490057106           1373     123400SH         Sole     X
KENT ELECTRONICS CORP.          COM             490553104          10008     335700SH         Sole     X
KENTUCKY FIRST BANCORP          COM             491290102            118      11600SH         Sole     X
KERR-MCGEE CORP.                COM             492386107          85379    1448642SH         Sole     X
KEVCO, INC.                     COM             492716105            237     168600SH         Sole     X
KEY ENERGY SERVICES, INC.       COM             492914106           5108     530700SH         Sole     X
KEY PRODUCTION CO.              COM             493138101            781      44600SH         Sole     X
KEY TRONIC CORP.                COM             493144109            480     159900SH         Sole     X
KEYCORP                         COM             493267108         107276    6086561SH         Sole     X
KEYNOTE SYSTEMS INCE            COM             493308100          10523     149130SH         Sole     X
KEYSPAN CORP.                   COM             49337W100          19162     623166SH         Sole     X
KEYSTONE CONS. IND., INC.       COM             493422109            415     110609SH         Sole     X
KEYSTONE FINANCIAL, INC.        COM             493482103           6901     324740SH         Sole     X
KFORCE.COM, INC.                COM             493732101           2888     416293SH         Sole     X
KIMBALL INT'L., INC. CL B       CL B            494274103           4171     282800SH         Sole     X
KILROY REALTY CORP.             COM             49427F108          11513     443869SH         Sole     X
KIMBERLY-CLARK CORP             COM             494368103         461826    8049254SH         Sole     X
KIMCO REALTY CORP. REIT         COM             49446R109          28073     684715SH         Sole     X
KINDER MORGAN, INC.             COM             49455P101          21338     617387SH         Sole     X
KING PHARMACEUTICALS, INC       COM             495582108          26955     614367SH         Sole     X
KIRBY CORP.                     COM             497266106           3683     173300SH         Sole     X
KLAMATH FIRST BANCORP INC       COM             49842P103            537      45800SH         Sole     X
KNAPE AND VOGT MANUFACTUR       COM             498782101            638      41868SH         Sole     X
KNIGHT RIDDER                   COM             499040103          67703    1272908SH         Sole     X
KNIGHT TRADING GROUP,INC.       COM             499063105          14107     473200SH         Sole     X
KNIGHT TRANSPORTATION           COM             499064103            642      44100SH         Sole     X
THE KNOT, INC.                  COM             499184109             17       4500SH         Sole     X
KOALA CORP.                     COM             499866101            705      49900SH         Sole     X
KOGER EQUITY, INC. REIT         COM             500228101           7903     468353SH         Sole     X
KOHLS CORP                      COM             500255104         292749    5262903SH         Sole     X
KOMAG, INC.                     COM             500453105            583     333000SH         Sole     X
KONOVER PROPERTY TRUST          COM             50047R100           2022     425671SH         Sole     X
KOPIN CORP                      COM             500600101          10858     156800SH         Sole     X
KORN/FERRY INT'L                COM NEW         500643200           8327     262800SH         Sole     X
KRAMONT REALTY TRUST            COM SH BEN INT  50075Q107           1384     147606SH         Sole     X
KRISPY KREME DOUGHNUTS          COM             501014104           2433      33100SH         Sole     X
KROGER CO.                      COM             501044101         272826   12366031SH         Sole     X
THE KROLL-O'GARA CO.            COM             501050108            986     147500SH         Sole     X
KRONOS INC.                     COM             501052104           5562     213910SH         Sole     X
KULICKE & SOFFA IND., INC       COM             501242101          18109     305000SH         Sole     X
L.A. GEAR, INC.                 COM             501708101              0     136216SH         Sole     X
LCA-VISION INC.                 COM NEW         501803209            910     373232SH         Sole     X
LCC INTERNATIONAL CL A          CL A            501810105           5006     183300SH         Sole     X
LG&E ENERGY CORP.               COM             501917108          14372     601969SH         Sole     X
LTV CORP.                       COM             501921100           2167     753623SH         Sole     X
LHS GROUP INC.                  COM             501938104           7672     222378SH         Sole     X
LNR PROPERTY CORP.              COM             501940100           4269     218900SH         Sole     X
LINC CAPITAL, INC.              COM             501942106            160     233400SH         Sole     X
LMI AEROSPACE, INC.             COM             502079106            202      80800SH         Sole     X
LSB BANCSHARES INC.             COM             502158108            197      16100SH         Sole     X
LSI LOGIC CORP.                 COM             502161102         269076    4971375SH         Sole     X
LSI INDUSTRIES, INC.            COM             50216C108            578      38082SH         Sole     X
LTC PROPERTIES, INC.            COM             502175102            457      77000SH         Sole     X
LTC HEALTHCARE, INC.            COM             50217R104              4       4310SH         Sole     X
LTX CORP.                       COM             502392103          17769     508587SH         Sole     X
L-3 COMMUNICATIONS CORP.        COM             502424104           8634     151300SH         Sole     X
LA-Z-BOY INCORPORATED           COM             505336107           8152     582285SH         Sole     X
LABOR READY INC.                COM NEW         505401208           3299     498036SH         Sole     X
LABONE, INC.                    COM             50540L105            355      63100SH         Sole     X
LABORATORY CORP. AMERICA        COM NEW         50540R409           5781      74955SH         Sole     X
LABRANCHE & CO. INC.            COM             505447102           2310     160700SH         Sole     X
LABTEC, INC.                    COM NEW         505450205            352      36083SH         Sole     X
LACLEDE GAS CO.                 COM             505588103           2572     133600SH         Sole     X
LAFARGE CORP.                   COM             505862102           8137     387499SH         Sole     X
LAKES GAMING INC                COM             51206P109            477      53787SH         Sole     X
LAM RESEARCH CORP               COM             512807108          36172     964588SH         Sole     X
LAMAR ADVERTISING CO.           CL A            512815101          10829     250028SH         Sole     X
LANCASTER COLONY CORP.          COM             513847103           6364     331652SH         Sole     X
LANCE, INC.                     COM             514606102           2784     309292SH         Sole     X
LANCER CORP-TEXAS               COM             514614106            238      54387SH         Sole     X
LANDEC CORP.                    COM             514766104              8       1500SH         Sole     X
LANDAUER, INC.                  COM             51476K103            731      47000SH         Sole     X
LANDMARK BANCSHARE, INC.        COM             514928100            302      20000SH         Sole     X
LANDAMERICA FINANCIAL GRP       COM             514936103           3050     132950SH         Sole     X
LANDMARK SYSTEMS CORP           COM             51506S100            550      91600SH         Sole     X
LANDS END, INC.                 COM             515086106           8155     244330SH         Sole     X
LANDRY'S SEAFOOD RESTAURA       COM             51508L103           4351     511900SH         Sole     X
LANDSTAR SYSTEM                 COM             515098101           9071     152300SH         Sole     X
LANIER WORLDWIDE INC            COM             51589L105            405     405314SH         Sole     X
LANTE CORP.                     COM             516540101           3123     152800SH         Sole     X
LANVISION SYSTEMS, INC.         COM             516555109             27      13400SH         Sole     X
LARSCOM, INC.                   CL A            51729Y108            446      80200SH         Sole     X
LASALLE HOTEL PROPERTIES        COM SH BEN INT  517942108           3739     260090SH         Sole     X
LASER MORTGAGE MANAGEMENT       COM             51806D100            693     181800SH         Sole     X
LASER VISION CENTERS, INC       COM             51807H100           1887     305000SH         Sole     X
LASON INC.                      COM             51808R107            292     116637SH         Sole     X
LATITUDE COMMUNICATIONS,        COM             518292107           2283     204100SH         Sole     X
LATTICE SEMICON                 COM             518415104          26105     377650SH         Sole     X
ESTEE LAUDER COS. CLASS A       CL A            518439104          22752     460220SH         Sole     X
LAUNCH MEDIA, INC.              COM             518567102            731      79000SH         Sole     X
LAWRENCE SAVINGS BANK           COM             520341108            635      90700SH         Sole     X
LAWSON PRODUCTS, INC.           COM             520776105           2294      93150SH         Sole     X
LAYNE CHRISTENSEN CO.           COM             521050104            386      85700SH         Sole     X
LAZARE KAPLAN INTERNAT'L        COM             521078105            615      75700SH         Sole     X
LEAP WIRELESS INTL, INC.        COM             521863100           9809     208703SH         Sole     X
LEAPNET, INC.                   COM             521864108            474     151685SH         Sole     X
LEAR CORP.                      COM             521865105          12486     624296SH         Sole     X
LEARNING TREE INTL.             COM             522015106          12189     199000SH         Sole     X
LECHTERS CORP.                  COM             523238103            450     350900SH         Sole     X
LECTEC CORP.                    COM             523251106              8       3500SH         Sole     X
LEE ENTERPRISES, INCORPOR       COM             523768109          10034     430416SH         Sole     X
LEGATO SYSTEMS INC.             COM             524651106          10899     720616SH         Sole     X
LEGGETT & PLATT, INC.           COM             524660107          45356    2748824SH         Sole     X
LEGG MASON INC.                 COM             524901105          19405     388100SH         Sole     X
LEHMAN BROTHERS HOLDINGS        COM             524908100         169419    1791604SH         Sole     X
LENDINGTREE, INC.               COM             52602Q105            960     128000SH         Sole     X
LENNAR CORP                     COM             526057104          10589     522908SH         Sole     X
LENNOX INTERNATIONAL INC.       COM             526107107           6164     465207SH         Sole     X
LET'S TALK CELLULAR & WIR       COM             527260103              5      30000SH         Sole     X
LEUCADIA NATIONAL CORP.         COM             527288104           8177     358452SH         Sole     X
LEVEL 8 SYSTEMS                 COM             52729M102           2456     116600SH         Sole     X
LEVEL 3 COMMUNICATIONS          COM             52729N100         110820    1259320SH         Sole     X
LEXICON GENETICS INC.           COM             528872104           1296      37700SH         Sole     X
LEXINGTON GLOBAL ASSET          COM             528932106            746      71900SH         Sole     X
LEXINGTON CORPORATE PROP.       COM             529043101           1636     146239SH         Sole     X
LEXMARK INTL INC - CL A         CL A            529771107         140775    2093305SH         Sole     X
LIBBEY, INC.                    COM             529898108           5734     178500SH         Sole     X
LIBERATE TECHNOLOGIES           COM             530129105           8328     284100SH         Sole     X
LIBERTE INVESTORS, INC.         COM             530154103            129      40400SH         Sole     X
LIBERTY CORP.                   COM             530370105           5699     135700SH         Sole     X
LIBERTY DIGITAL INC. CL A       CL A            530436104           2610      87000SH         Sole     X
LIBERTY FINANCIAL COS.          COM             530512102           4551     207450SH         Sole     X
LIBERTY HOMES, INC.             CL A            530582204            518      84500SH         Sole     X
LIBERTY LIVEWIRE COP.           CL A            530709104           1616      23000SH         Sole     X
LIBERTY PROPERTY TST REIT       SH BEN INT      531172104          19409     748298SH         Sole     X
LIFE FINANCIAL CORP             COM             53184P101            275      69836SH         Sole     X
LIFEWAY FOODS, INC.             COM             531914109             84      12400SH         Sole     X
LIFECELL CORP.                  COM             531927101            536      84100SH         Sole     X
LIFE TECHNOLOGIES, INC.         COM             532177201           1170      22950SH         Sole     X
LIFECORE BIOMEDIC INC           COM             532187101            628      79700SH         Sole     X
LIFELINE SYS                    COM             532192101            869      62100SH         Sole     X
LIFEPOINT HOSPITALS, INC.       COM             53219L109           6962     312915SH         Sole     X
LIGAND PHARM. - CLASS B         CL B            53220K207           4149     314600SH         Sole     X
LIFEMINDERS, INC.               COM             53220Q105           3828     129500SH         Sole     X
LIGHTBRIDGE, INC.               COM             532226107           1239      51900SH         Sole     X
LIGHTPATH TECHNOLOGIES          CL A            532257102           3981     100000SH         Sole     X
LIGHTSPAN INC.                  COM             53226T103            835     151900SH         Sole     X
LILLIAN VERNON CORP.            COM             532430105            658      62700SH         Sole     X
ELI LILLY & CO.                 COM             532457108        1794374   17966193SH         Sole     X
LILLY INDUSTRIES INC.           CL A            532491107          10038     333906SH         Sole     X
THE LIMITED, INC.               COM             532716107         142667    6597332SH         Sole     X
LINCARE HOLDINGS, INC.          COM             532791100          17526     711713SH         Sole     X
LINCOLN ELECTRIC CO.            COM             533900106           5217     366100SH         Sole     X
LINCOLN NATIONAL CORP.          COM             534187109          96878    2681743SH         Sole     X
LINDSAY MANUFACTURING CO.       COM             535555106           2871     146282SH         Sole     X
LINEAR TECHNOLOGY, INC.         COM             535678106         321493    5028246SH         Sole     X
LINENS 'N THINGS INC.           COM             535679104          11010     405900SH         Sole     X
LIQUI-BOX CORP.                 COM             536314107            525      10600SH         Sole     X
LIQUID AUDIO, INC.              COM             53631T102           1038     109600SH         Sole     X
LITRONIC INC.                   COM             537004103            588      66700SH         Sole     X
LITTELFUSE, INC.                COM             537008104           8854     180700SH         Sole     X
LITTLE SWITZERLAND INC.         COM             537528101             22      55000SH         Sole     X
LITTON INDUSTRIES, INC.         COM             538021106          11448     272567SH         Sole     X
LIVEPERSON, INC.                COM             538146101            281      32300SH         Sole     X
LIZ CLAIBORNE, INC.             COM             539320101          33831     959746SH         Sole     X
LO-JACK CORP.                   COM             539451104            667      96200SH         Sole     X
LOCAL FINANCIAL CORP.           COM             539553107            460      55100SH         Sole     X
LOCKHEED MARTIN CORP.           COM             539830109         138729    5591109SH         Sole     X
LODGENET ENTERTAINMENT          COM             540211109           1145      47200SH         Sole     X
LOEWS CINEPLEX ENT.             COM             540423100            265      83000SH         Sole     X
LOEWS CORP.                     COM             540424108          87013    1450223SH         Sole     X
LOISLAW.COM                     COM             541431102            692      80800SH         Sole     X
LONE STAR STEAKHOUSE            COM             542307103           4793     473393SH         Sole     X
LONE STAR TECHNOLOGIES          COM             542312103           9833     212600SH         Sole     X
LONGS DRUG STORES, INC.         COM             543162101          13763     632788SH         Sole     X
LONGVIEW FIBER COMPANY          COM             543213102           5432     491070SH         Sole     X
LOOKSMART, LTD.                 COM             543442107           8469     457800SH         Sole     X
LORONIX INFORMATION SYS         COM             544183106           1333      37100SH         Sole     X
LOUDEYE TECHNOLOGIES            COM             545754103           2208     126600SH         Sole     X
LOUIS DREYFUS NATURAL GAS       COM             546011107          10112     322928SH         Sole     X
LOUISIANA-PACIFIC CORP.         COM             546347105          23089    2123165SH         Sole     X
LOWE'S COS., INC.               COM             548661107         223902    5452720SH         Sole     X
LUBRIZOL CORP.                  COM             549271104          11082     527710SH         Sole     X
LUBY'S, INC.                    COM             549282101           3069     383659SH         Sole     X
LUCENT TECHNOLOGIES, INC.       COM             549463107        3090357   52157920SH         Sole     X
LUMINANT WORLDWIDE CORP         COM             550260103            812      90900SH         Sole     X
LUMISYS INC.                    COM             550274104            304     101200SH         Sole     X
LUMINEX CORP.                   COM             55027E102           4608     110700SH         Sole     X
LYCOS                           COM             550818108          20243     374867SH         Sole     X
LYDALL, INC.                    COM             550819106            826      77700SH         Sole     X
LYNX THERAPEUTIC                COM NEW         551812308           5962     125351SH         Sole     X
WILLIAM LYON HOMES              COM             552074106            471      71100SH         Sole     X
LYONDELL CHEMICAL CO.           COM             552078107          13773     822254SH         Sole     X
M&F WORLDWIDE CORP.             COM             552541104            746     132579SH         Sole     X
M & T BANK CORPORATION          COM             55261F104          13253      29450SH         Sole     X
MAF BANCORP, INC.               COM             55261R108           4911     270030SH         Sole     X
MAI SYSTEMS CORP                COM             552620205             94     150575SH         Sole     X
MBIA, INC.                      COM             55262C100          67662    1404141SH         Sole     X
MBNA CORP.                      COM             55262L100         304218   11215408SH         Sole     X
MDC HOLDINGS, INC.              COM             552676108           4701     252400SH         Sole     X
MCN CORP.                       COM             55267J100           8471     396285SH         Sole     X
MDU RESOURCES GROUP, INC.       COM             552690109           9888     457262SH         Sole     X
MCM CAPITAL GROUP, INC.         COM             55269B105              7       8000SH         Sole     X
MCSI,INC.                       COM             55270M108           2406      93000SH         Sole     X
MEMC ELECTRONIC MATERIALS       COM             552715104           6745     374700SH         Sole     X
MFB CORP.                       COM             55272D106            179      11000SH         Sole     X
MGC COMMUNICATIONS INC.         COM             552763302          14025     234000SH         Sole     X
MGIC INVESTMENT CORP.           COM             552848103          90757    1994658SH         Sole     X
MGI PHARMA, INC.                COM             552880106           3590     124800SH         Sole     X
MGM GRAND, INC.                 COM             552953101          19363     602736SH         Sole     X
MKS INSTRUMENTS                 COM             55306N104           4053     103600SH         Sole     X
MMC NETWORKS                    COM             55308N102          13031     243864SH         Sole     X
MPW INDUSTRIAL SERVICES         COM             553444100            490      63200SH         Sole     X
MRV COMMUNICATIONS INC.         COM             553477100          28458     423160SH         Sole     X
MSC IND. DIRECT CLASS A         CL A            553530106           3115     148800SH         Sole     X
MSC.SOFTWARE CORP.              COM             553531104            726      78000SH         Sole     X
M S CARRIERS INC.               COM             553533100           2143     121600SH         Sole     X
MSI HOLDINGS, INC.              COM             553654104            614      67700SH         Sole     X
MTR GAMING GROUP INC.           COM             553769100            420      84500SH         Sole     X
MTS SYSTEMS CORP.               COM             553777103            666     106600SH         Sole     X
MTI TECHNOLOGY CORP.            COM             553903105           2074     259300SH         Sole     X
MACDERMID, INC.                 COM             554273102           5980     254461SH         Sole     X
THE MACERICH CO. REIT           COM             554382101          11434     518272SH         Sole     X
MACK-CALI REALTY CORP.          COM             554489104          16718     650833SH         Sole     X
MACROVISION                     COM             555904101          10470     163800SH         Sole     X
MACROMEDIA                      COM             556100105          22167     229266SH         Sole     X
MADISON GAS & ELECTRIC CO       COM             557497104           2038     103175SH         Sole     X
MAGELLAN HEALTH SERVICES        COM             559079108            190     152000SH         Sole     X
MAGELLAN PETROLEUM CORP         COM             559091301             28      22000SH         Sole     X
MAGNATEK                        COM             559424106           3524     440550SH         Sole     X
MAIN STREET BANCORP             COM             559906102            294      33182SH         Sole     X
MAIL.COM INC                    CL A            560311102           1449     254765SH         Sole     X
MAIL-WELL INC.                  COM             560321200           4795     556000SH         Sole     X
MAINE PUBLIC SERVICE CO.        COM             560483109            775      38500SH         Sole     X
MALLINCKRODT, INC.              COM             561232109          61071    1405959SH         Sole     X
MGT NETWORK GROUP INC           COM             561693102           4347     124200SH         Sole     X
MANDALAY RESORT GROUP           COM             562567107           8635     431750SH         Sole     X
MANHATTAN ASSOCIATES            COM             562750109           2893     115700SH         Sole     X
MANITOWOC COMPANY INC.          COM             563571108           7231     270300SH         Sole     X
MANOR CARE, INC.                COM             564055101          11740    1677107SH         Sole     X
MANPOWER INC.                   COM             56418H100          15404     481372SH         Sole     X
MANSUR INDUSTRIES INC.          COM             564491108            269     100200SH         Sole     X
MNFCTRD HOME COMMUNS REIT       COM             564682102           9060     378494SH         Sole     X
MAPICS INC.                     COM             564910107           1899     330200SH         Sole     X
MANUFACTURERS' SERVICES         COM             565005105            206      10000SH         Sole     X
MANUGISTICS GROUP INC.          COM             565011103          10061     215200SH         Sole     X
MAPINFO CORPORATION             COM             565105103           1483      36500SH         Sole     X
MARCHFIRST, INC.                COM             566244109          13247     725854SH         Sole     X
MARCUS CORP.                    COM             566330106           4069     335600SH         Sole     X
MARIMBA INC.                    COM             56781Q109           2673     191800SH         Sole     X
MARINE DRILLING CO INC          COM PAR $0.01   568240204           7706     275200SH         Sole     X
MARION CAPITAL HOLDINGS         COM             568635106            863      41600SH         Sole     X
MARK IV INDUSTRIES, INC.        COM             570387100          18469     884739SH         Sole     X
MARK SOLUTIONS, INC.            COM NEW         570418202             19      16000SH         Sole     X
MARKEL CORP. (HOLDING CO)       COM             570535104           5977      42200SH         Sole     X
MARKETING SPECIALIST CORP       COM             57060R107            951     543200SH         Sole     X
MARKETWATCH.COM, INC.           COM             570619106           1800      95700SH         Sole     X
MARSH & MCLENNAN, INC.          COM             571748102         400763    3837345SH         Sole     X
MARSHALL & ILSLEY CORP.         COM             571834100          20111     484591SH         Sole     X
MARRIOTT INTL CL A              CL A            571903202         122878    3407372SH         Sole     X
MARTEK BIOSCIENCES CORP.        COM             572901106           2537     135300SH         Sole     X
MARTHA STEWART LIVING           CL A            573083102            878      39900SH         Sole     X
MARTIN MARIETTA MATERIALS       COM             573284106          10309     254946SH         Sole     X
MARVEL ENTERPRISES, INC.        COM             57383M108            402      65000SH         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              2       2899SH         Sole            X
MASCO CORP.                     COM             574599106         113243    6269499SH         Sole     X
MASCOTECH INC.                  COM             574670105           4889     452200SH         Sole     X
MASSBANK CORP.                  COM             576152102            630      22500SH         Sole     X
MASTEC INC.                     COM             576323109           8002     209550SH         Sole     X
MATERIAL SCIENCES CO            COM             576674105           1543     154250SH         Sole     X
MATRIA HEALTHCARE, INC.         COM             576817100           1317     286678SH         Sole     X
MATRIX BANCORP, INC.            COM             576819106            255      37800SH         Sole     X
MATRIX PHARMACEUTICAL INC       COM             576844104           1042      79800SH         Sole     X
MATRIXONE, INC.                 COM             57685P304           5273     129800SH         Sole     X
MATTEL, INC.                    COM             577081102          78220    5931394SH         Sole     X
MATTHEWS INT'L.                 CL A            577128101           2004      69100SH         Sole     X
MATTHEWS STUDIO EQUIPMENT       COM             577140106              3      69900SH         Sole     X
MATTSON TECH.                   COM             577223100           3653     112400SH         Sole     X
MAXTOR CORP.                    COM NEW         577729205          11390    1078300SH         Sole     X
MAXIM INTEGRATED PROD., I       COM             57772K101         310470    4569941SH         Sole     X
MAXIM PHARMACEUTICALS INC       COM             57772M107           4845      94300SH         Sole     X
MAXWELL TECHNOLOGIES INC.       COM             577767106            517      38300SH         Sole     X
MAXYGEN                         COM             577776107           7533     132700SH         Sole     X
MAY DEPARTMENT STORES CO.       COM             577778103         117174    4882242SH         Sole     X
MAXICARE HEALTHPLAN             COM NEW         577904204            119     136478SH         Sole     X
MAXXAM, INC.                    COM             577913106           1006      56680SH         Sole     X
MAVERICK TUBE CORP.             COM             577914104           4456     153000SH         Sole     X
MAXIMUS, INC.                   COM             577933104           6482     292994SH         Sole     X
MAYTAG CORP.                    COM             578592107          40527    1099028SH         Sole     X
MCAFEE.COM CORP                 CL A            579062100           3015     115700SH         Sole     X
THE MCCLATCHY CO. CLASS A       CL A            579489105           7011     211661SH         Sole     X
MCCORMICK & COMPANY, INC.       COM NON VTG     579780206          12694     390593SH         Sole            X
MCDERMOTT INTERNATIONAL         COM             580037109           7349     833946SH         Sole     X
MCDONALD'S CORP.                COM             580135101         633363   19229243SH         Sole     X
MCGRATH RENT CORP.              COM             580589109           2382     140100SH         Sole     X
THE MCGRAW-HILL COS., INC       COM             580645109         149749    2773128SH         Sole     X
MCK COMMUNICATIONS, INC.        COM             581243102           1790      77400SH         Sole     X
MCKESSON HBOC, INC.             COM             58155Q103          83030    3965604SH         Sole     X
MCLEOD, INC.                    CL A            582266102          47944    2317557SH         Sole     X
MCMORAN EXPORATION CO.          COM             582411104           3459     209638SH         Sole     X
MCWHORTER TECHNOLOGIES          COM             582803102           1497      77000SH         Sole     X
MEAD CORP                       COM             582834107          36331    1438854SH         Sole     X
MEADE INSTRUMENTS CORP.         COM             583062104           1136      45200SH         Sole     X
MECHANICAL TECHNOLOGY           COM             583538103           4519     301235SH         Sole     X
MEDAREX, INC.                   COM             583916101           9134     108100SH         Sole     X
MEDALLION FINANCIAL CORP.       COM             583928106            943      61100SH         Sole     X
MEDFORD BANCORP INC.            COM             584131106           1322      93600SH         Sole     X
MEDIA GENERAL CLASS A           CL A            584404107          10341     212936SH         Sole     X
MEDIAONE GROUP                  COM             58440J104         604714    9118977SH         Sole     X
MEDIA 100 INC.                  COM             58440W105           3969     154130SH         Sole     X
MEDIA METRIX, INC.              COM             58440X103           4243     166800SH         Sole     X
MEDIALINK WORLDWIDE             COM             58445P105            606      87400SH         Sole     X
MEDIAPLEX, INC.                 COM             58446B105           2708     140200SH         Sole     X
MEDIABAY, INC.                  COM             58446J108            191      61200SH         Sole     X
MEDIACOM COMMUNICATIONS         CL A            58446K105           3398     221000SH         Sole     X
MEDICAL ALLIANCE INC.           COM             58449S105             21       5000SH         Sole     X
MEDICAL ASSURANCE INC.          COM             58449U100           1945     172851SH         Sole     X
MEDICAL MANAGER GROUP           COM             58461U103          10093     296318SH         Sole     X
MEDICALOGIC/MEDSCAPE,INC.       COM             584642102            980     105946SH         Sole     X
MEDICIS PHARMACEUTICAL          CL A NEW        584690309          17701     310549SH         Sole     X
MEDIMMUNE INC.                  COM             584699102         213260    2881889SH         Sole     X
MEDICAL DYNAMICS, INC.          COM PAR $0.001  584900401             32      63700SH         Sole     X
MEDIWARE INFORMATION SYS        COM             584946107            314      48300SH         Sole     X
MEDQUIST INC                    COM             584949101          17132     382600SH         Sole     X
MEDTOX SCIENTIFIC, INC.         COM NEW         584977201             47       4720SH         Sole     X
MEDITRUST COMPANIES             PAIRED CTF NEW  58501T306           2920     778563SH         Sole     X
MEDPLUS INC.                    COM             58504P103            253      39500SH         Sole     X
MEDTRONIC, INC.                 COM             585055106         955668   19185301SH         Sole     X
MELLON FINANCIAL CORP.          COM             58551A108         258165    7085136SH         Sole     X
MEMBERWORKS, INC.               COM             586002107           7092     210900SH         Sole     X
MEN'S WEARHOUSE, INC.           COM             587118100           8207     367829SH         Sole     X
MENTOR CORP.                    COM             587188103           8238     303023SH         Sole     X
MENTOR GRAPHICS CORP.           COM             587200106          11995     603520SH         Sole     X
MERCANTILE BANK SHARES CO       COM             587405101          10448     350458SH         Sole     X
MERCATOR SOFTWARE, INC.         COM             587587106          14793     215164SH         Sole     X
MERCHANTS BANCSHARES INC.       COM             588448100            968      49000SH         Sole     X
MERCHANTS GROUP INC.            COM             588539106            253      15100SH         Sole     X
MERCHANTS N.Y. BANCORP          COM             589167105           2515     146300SH         Sole     X
MERCK & CO., INC.               COM             589331107        2834058   36986075SH         Sole     X
MERCURY COMPUTER SYSTEMS        COM             589378108           6191     191600SH         Sole     X
MERCURY GENL CORP NE            COM             589400100           6728     284800SH         Sole     X
MERCURY INTERACTIVE CORP.       COM             589405109          86638     895485SH         Sole     X
MEREDITH CORP.                  COM             589433101          32627     966731SH         Sole     X
MERIDIAN DIAGNOSTICS, INC       COM             589602101            714      91429SH         Sole     X
MERIDIAN RESOURCE CORP          COM             58977Q109            508      89244SH         Sole     X
MERISEL, INC.                   COM             589849108            234     311810SH         Sole     X
MERISTAR HOSPITALITY CORP       COM             58984Y103          15172     722493SH         Sole     X
MERIDIAN GOLD                   COM             589975101           2241     365800SH         Sole     X
MERISTAR HOTELS & RESORTS       COM             589988104            961     334400SH         Sole     X
MERITOR AUTOMOTIVE INC.         COM             59000G100           9921     901892SH         Sole     X
MERITAGE CORPORATION            COM             59001A102            281      26300SH         Sole     X
MERIX CORP.                     COM             590049102           3549      75500SH         Sole     X
MERRILL LYNCH & CO., INC.       COM             590188108         650768    5658851SH         Sole     X
MERRY LAND PROPERTIES INC       COM             590441101            102      19725SH         Sole     X
MESA AIR GROUP INC              COM             590479101           4271     772100SH         Sole     X
MESABA HOLDINGS INC.            COM             59066B102           1490     155850SH         Sole     X
MESSAGEMEDIA INC.               COM             590787107           1583     452200SH         Sole     X
MET PRO CORP.                   COM             590876306            916     101724SH         Sole     X
META GROUP INC.                 COM             591002100           2144     111400SH         Sole     X
METACREATIONS                   COM             591016100           3366     280484SH         Sole     X
METAL MANAGEMENT INC.           COM             591097100            110      94800SH         Sole     X
METALS USA INC.                 COM             591324108            701     149475SH         Sole     X
METASOLV SOFTWARE, INC.         COM             591393103           6393     145300SH         Sole     X
METAWAVE COMMUNICATIONS         COM             591409107           3368     126200SH         Sole     X
METHODE ELECTRONICS CL A        CL A            591520200          14913     386100SH         Sole     X
METROPOLITAN LIFE INS.          COM             59156R108          15675     744200SH         Sole     X
METRICOM                        COM             591596101           5196     186400SH         Sole     X
METRIS COS. INC                 COM             591598107          11521     458530SH         Sole     X
METRETEK TECHNOLOGIES,          COM             59159Q107            321      47600SH         Sole     X
METRO-GOLDWYN-MAYER INC.        COM             591610100          19101     731124SH         Sole     X
METRO INFORMATION SERV.         COM             59162P104            257      25700SH         Sole     X
METRO ONE TELECOMM.             COM             59163F105            784      62400SH         Sole     X
METROCALL INC                   COM             591647102           4010     445500SH         Sole     X
METROLOGIC INSTRUMENTS          COM             591676101            733      49300SH         Sole     X
METROMEDIA FIBER NETWORK        CL A            591689104          64903    1635358SH         Sole     X
METROMEDIA INT'L GROUP          COM             591695101           2127     447800SH         Sole     X
METROWEST BANK                  COM             592668107            537      97638SH         Sole     X
METTLER-TOLEDO INT'L.           COM             592688105           7372     184300SH         Sole     X
MIAMI COMPUTER SUPPLY           COM             593261100              0          0SH         Sole     X
MICHAEL FOODS GROUP, INC.       COM             594079105           8797     359055SH         Sole     X
MICHAELS STORES, INC.           COM             594087108          13772     300618SH         Sole     X
MICREL INC.                     COM             594793101          19225     442600SH         Sole     X
MICROS SYSTEMS INC.             COM             594901100           4794     258252SH         Sole     X
MICROSOFT CORP.                 COM             594918104        6743867   84298342SH         Sole     X
MICROAGE, INC.                  COM             594928103              7      25000SH         Sole     X
MICROVISION, INC.               COM             594960106           3317      67700SH         Sole     X
MICROSTRATEGY INC.              CL A            594972101           7290     243000SH         Sole     X
MICROCHIP TECH.,INC.            COM             595017104          21181     363524SH         Sole     X
MICROGRAFX INC                  COM             595077108            181      78200SH         Sole     X
MICROMUSE INC.                  COM             595094103          23245     140468SH         Sole     X
MICRON ELECTRONICS INC.         COM             595100108           5824     465900SH         Sole     X
MICRON TECHNOLOGY, INC.         COM             595112103         785304    8917579SH         Sole     X
MICRONECTICS WIRELESS           COM             595125105            634      57300SH         Sole     X
MICROSEMI CORPORATION           COM             595137100           1805      53200SH         Sole     X
MICROTOUCH SYSTEMS, INC.        COM             595145103            819      94900SH         Sole     X
MICROWARE SYSTEMS CORP.         COM             595150103            522     203700SH         Sole     X
MICROWAVE POWER DEVICES         COM             59517M103            781     148800SH         Sole     X
MID-AMERICA APARTMNT REIT       COM             59522J103           6656     277354SH         Sole     X
MID ATLANTIC REALTY TRUST       SH BEN INT      595232109           1843     184276SH         Sole     X
MID ATLANTIC MEDICAL SVCS       COM             59523C107           7738     573200SH         Sole     X
MID-STATE BANCSHARES            COM             595440108           1395      51200SH         Sole     X
MIDAS INC.                      COM             595626102           5849     292436SH         Sole     X
MID-AMERICA BANCORP             COM             595915109           1990      79590SH         Sole     X
MIDDLEBY CORP                   COM             596278101            673      91800SH         Sole     X
MIDDLESEX WATER CO.             COM             596680108            807      28200SH         Sole     X
MIDLAND CO.                     COM             597486109             74       3000SH         Sole     X
MIDWEST EXPRESS HOLDINGS        COM             597911106           2961     137700SH         Sole     X
MIDWAY GAMES INC.               COM             598148104           3589     445132SH         Sole     X
MID WEST GRAIN PRODUCTS         COM             59832G104            494      59450SH         Sole     X
MILACRON, INC.                  COM             598709103           4860     335180SH         Sole     X
MILLENNIUM PHARMACEUTICAL       COM             599902103          56918     508760SH         Sole     X
MILLENIUM CHEMICALS INC         COM             599903101           7444     437882SH         Sole     X
MILLER EXPLORATION CO.          COM             600533103             38      26600SH         Sole     X
HERMAN MILLER, INC.             COM             600544100          13565     524256SH         Sole     X
MILLER INDUSTRIES INC.          COM             600551105            245     135100SH         Sole     X
MILLIPORE CORP.                 COM             601073109          57106     757630SH         Sole     X
MILLS CORP. REIT                COM             601148109           5904     313831SH         Sole     X
MINE SAFETY APPLIANCES CO       COM             602720104           2222      92600SH         Sole     X
MINERALS TECHNOLOGIES, IN       COM             603158106           8240     179140SH         Sole     X
MINIMED INC.                    COM             60365K108          21193     179600SH         Sole     X
MINNESOTA MINING & MFG. C       COM             604059105         472513    5727436SH         Sole     X
MINNESOTA POWER INC             COM             604110106          11468     662400SH         Sole     X
MINNTECH CORP.                  COM             604258103            544      80600SH         Sole     X
MINOLTA-QMS, INC.               COM             604312108            152      48617SH         Sole     X
MIPS TECHNOLOGIES, INC.         CL A            604567107           6776     159441SH         Sole     X
MIPS TECH, INC. CLASS B         CL B            604567206          14175     368183SH         Sole     X
MIRAGE RESORTS INC.             COM             60462E104              0          0SH         Sole     X
MIRAVANT MEDICAL TECH.          COM             604690107           4355     195200SH         Sole     X
MISSION WEST PROPERTIES         COM             605203108           1136     108210SH         Sole     X
MISSISSIPPI CHEMICAL            COM NEW         605288208           1083     227996SH         Sole     X
MISSISSIPPI VALLEY BKSHRS       COM             605720101           1181      48700SH         Sole     X
MITCHAM INDUSTRIES INC.         COM             606501104            519      97700SH         Sole     X
MITCHELL ENERGY DEV CL A        CL A            606592202           7517     234000SH         Sole     X
MITCHELL ENERGY &DEV-CL B       CL B            606592301              0          0SH         Sole     X
MOBIUS MANAGEMENT SYSTEMS       COM             606925105            662     145100SH         Sole     X
MOBILE AMERICA CORP             COM PAR $0.025  607235504              7       3400SH         Sole     X
MOBILE MINI, INC.               COM             60740F105           2100      95200SH         Sole     X
MOCON INC.                      COM             607494101            540      95962SH         Sole     X
MODEM MEDIA . POPPE TYSON       CL A            607533106            642      51600SH         Sole     X
MODINE MANUFACTURING CO.        COM             607828100           6070     224830SH         Sole     X
MODIS PROFESSIONAL SVS          COM             607830106           7740     872066SH         Sole     X
MODTECH HOLDINGS INC.           COM             60783C100            323      35879SH         Sole     X
MOHAWK INDUSTRIES INC.          COM             608190104          11827     543750SH         Sole     X
MOLECULAR DEVICES CORP          COM             60851C107           4995      72200SH         Sole     X
MOLEX, INC.                     COM             608554101         136223    2830601SH         Sole     X
MOLEX NON VTG  CL A             CL A            608554200            150       4283SH         Sole     X
MOMENTUM BUS. APPS., INC.       CL A            60877P108            412      55802SH         Sole     X
MONACO COACH CORP.              COM             60886R103           3268     239825SH         Sole     X
MONARCH DENTAL CORP             COM             609044102             83      25000SH         Sole     X
ROBERT MONDAVI CORP.            CL A            609200100           1283      41800SH         Sole     X
MONSANTO CO.                    COM             611662107              0          0SH         Sole     X
MONTANA POWER CO.               COM             612085100          17540     496720SH         Sole     X
THE MONY GROUP INC.             COM             615337102          11912     352300SH         Sole     X
J. P. MORGAN & CO., INC.        COM             616880100         260942    2369510SH         Sole     X
MORGAN KEEGAN, INC.             COM             617410105           3435     232900SH         Sole     X
MORGAN ST DEAN WITTER           COM NEW         617446448        1375557   16523203SH         Sole     X
MORRISON KNUDSEN CORP.          COM             61844A109           2332     321600SH         Sole     X
MORRISON MANAGEMENT             COM             618459101           4736     168029SH         Sole     X
MORTONS RESTAURANT GROUP        COM             619429103           1479      68800SH         Sole     X
MOSSIMO, INC.                   COM             619696107            178     228400SH         Sole     X
MOTIENT CORPORATION             COM             619908106           5095     324800SH         Sole     X
MOTOROLA, INC.                  COM             620076109         896681   30853541SH         Sole     X
MOVADO GROUP, INC.              COM             624580106           2401     200100SH         Sole     X
MP3.COM, INC.                   COM             62473M109           3925     289400SH         Sole     X
MUELLER (PAUL) CO.              COM             624752101            535      21400SH         Sole     X
MUELLER INDUSTRIES INC.         COM             624756102           9884     353000SH         Sole     X
MULTIPLE ZONES INT'L INC.       COM             624906103            319      79800SH         Sole     X
MULTEX.COM INC.                 COM             625367107           3740     148500SH         Sole     X
MURPHY OIL CORP.                COM             626717102          12359     207930SH         Sole     X
MUSE TECHNOLOGIES, INC.         COM             627487101            100      33300SH         Sole     X
MUSICMAKER.COM, INC.            COM             62757C108             14       7000SH         Sole     X
MUSICLAND STORES CORP.          COM             62758B109           5914     795100SH         Sole     X
MUTUAL RISK MGT LTD             COM             628351108           1659      95800SH         Sole     X
MYERS INDUSTRIES, INC.          COM             628464109           2270     211138SH         Sole     X
MYLAN LABORATORIES, INC.        COM             628530107          12978     711144SH         Sole     X
MYRIAD GENETICS INC.            COM             62855J104          12572      84900SH         Sole     X
MYPOINTS,COM. INC.              COM             62855T102           2394     126300SH         Sole     X
MYSTIC FIANCIAL, INC.           COM             628643108             17       1400SH         Sole     X
MYTURN,COM, INC.                COM             628690109            197      11000SH         Sole     X
NABI, INC.                      COM             628716102           1767     241700SH         Sole     X
NBC INTERNET, INC. CL. A        CL A            62873D105           1974     157900SH         Sole     X
N B T BANCORP INC.              COM             628778102           1860     174069SH         Sole     X
NBTY INC.                       COM             628782104           4286     672300SH         Sole     X
NCH CORP.                       COM             628850109           2029      56060SH         Sole     X
NCI BUILDING SYSTEMS INC.       COM             628852105           2851     140800SH         Sole     X
NCO GROUP                       COM             628858102           5437     235099SH         Sole     X
NCR CORP.                       COM             62886E108          61157    1570641SH         Sole     X
NCS HEALTHCARE INC.             CL A            628874109             43      57200SH         Sole     X
NS GROUP INC                    COM             628916108           2435     116300SH         Sole     X
N L INDUSTRIES, INC.            COM NEW         629156407           3912     256500SH         Sole     X
NPC INTERNATIONAL CL A          COM             629360306           3330     371300SH         Sole     X
NPS PHARMACEUTICALS INC.        COM             62936P103           3001     112200SH         Sole     X
NRG ENERGY, INC.                COM             629377102           1579      86500SH         Sole     X
NTL INC.                        COM             629407107          29660     495371SH         Sole     X
NTN COMMUNICATIONS INC.         COM NEW         629410309            184      75300SH         Sole     X
NUI CORP.                       COM             629430109           3305     122400SH         Sole     X
NVR, INC.                       COM             62944T105           7114     124800SH         Sole     X
NY MAGIC, INC.                  COM             629484106           1238      86900SH         Sole     X
NZ CORP.                        COM             629497108            726     148823SH         Sole     X
NABISCO HOLDINGD CORP.          CL A            629526104          12401     236200SH         Sole     X
NABISCO GROUP HOLDINGS          COM             62952P102         118304    4561104SH         Sole     X
NABORS INDUSTRIES, INC.         COM             629568106          33961     817118SH         Sole     X
NACCO INDUSTRIES, INC. CL       CL A            629579103           6025     171530SH         Sole     X
NANOGEN, INC.                   COM             630075109           6221     146600SH         Sole     X
NANOMETRICS INCORPORATED        COM             630077105           1775      43100SH         Sole     X
NASH-FINCH CO.                  COM             631158102            430      52100SH         Sole     X
NASHUA CORP.                    COM             631226107           1094     132600SH         Sole     X
NASTECH PHARMACEUTICAL          COM PAR $0.006  631728409            450      99300SH         Sole     X
NATL BANK CORP. (ALASKA)        COM             632587101           5643     157300SH         Sole     X
NATL BANCSHARES CRP-TEXAS       COM NEW P$0.01  632593505            232      17000SH         Sole     X
NAT'L BEVERAGE CORP.            COM             635017106            632      76640SH         Sole     X
NATIONAL CITY BANCORPORAT       COM             635312101            916      63174SH         Sole     X
NATIONAL CITY CORP.             COM             635405103         145751    8542163SH         Sole     X
NATIONAL COMMUNITY BANCOR       COM             635449101           8011     498746SH         Sole     X
NATIONAL COMPUTER SYSTEMS       COM             635519101          17134     347900SH         Sole     X
NATIONAL DATA CORP.             COM             635621105           9600     417394SH         Sole     X
NATIONAL DENTEX CORP.           COM             63563H109            761      45100SH         Sole     X
NATIONAL DISCOUNT BROKERS       COM             635646102           5553     174200SH         Sole     X
NATIONAL FUEL & GAS CO.         COM             636180101           8776     180020SH         Sole     X
NATIONAL GOLF PROPS REIT        COM             63623G109           4137     195826SH         Sole     X
NATIONAL HEALTH INVS            COM             63633D104           2672     242900SH         Sole     X
NAT'L. INFO CONSORTIUM          COM             636491102           2703     237600SH         Sole     X
NATIONAL INSTRUMENTS CORP       COM             636518102          17287     396275SH         Sole     X
NATIONAL-OILWELL INC.           COM             637071101           9609     292302SH         Sole     X
NATIONAL PENN BANCSHARES        COM             637138108           1726      83664SH         Sole     X
NATIONAL PRESTO IND., INC       COM             637215104           3093     100600SH         Sole     X
NATIONAL PROCESSING, INC.       COM             637229105           2775     222000SH         Sole     X
NATIONAL R. V. HOLDINGS         COM             637277104            376      35773SH         Sole     X
NATIONAL RECORD MART, INC       COM             637355108             80      53000SH         Sole     X
NATIONAL RESEARCH CORP.         COM             637372103             17       3400SH         Sole     X
NATIONAL SEMICONDUCTOR          COM             637640103         160193    2822788SH         Sole     X
NATIONAL SERVICE IND., IN       COM             637657107          14579     747650SH         Sole     X
NATIONAL STEEL CORP CL B        CL B            637844309           1263     301700SH         Sole     X
NATIONAL TECHTEAM INC.          COM             638108100            310      87700SH         Sole     X
NATL WSTRN LIFE INSR. CO.       CL A            638522102           1483      20600SH         Sole     X
NATIONSRENT,  INC.              COM             638588103            682     178900SH         Sole     X
NATIONWIDE FINANCIAL SRVC       CL A            638612101          11473     349000SH         Sole     X
NATIONWIDE HEALTH PROP. I       COM             638620104           4765     341900SH         Sole     X
NATROL, INC.                    COM             638789107            266      81700SH         Sole     X
NATURAL ALTERNATIVES INTL       COM NEW         638842302             90      49500SH         Sole     X
NATURAL MICROSYSTEMS            COM             638882100          21251     189000SH         Sole     X
NAVIGATORS GROUP, INC.          COM             638904102            405      45000SH         Sole     X
NATURAL WONDERS                 COM             639014109              3       2000SH         Sole     X
NATURE'S SUNSHINE INC.          COM             639027101            833     119000SH         Sole     X
NAUTICA ENTERPRISES INC.        COM             639089101           4473     418500SH         Sole     X
NAVARRE CORP                    COM             639208107            124      94700SH         Sole     X
NAVISTAR INTERNATIONAL CO       COM             63934E108          39846    1282769SH         Sole     X
NAVIDEC, INC.                   COM             63934Q101            643      72500SH         Sole     X
NAVISITE, INC.                  COM             63935M109           7384     176600SH         Sole     X
NAVIGANT CONSULTING CO          COM             63935N107           1600     376440SH         Sole     X
NAVIGANT INTERNATIONAL          COM             63935R108            708      73563SH         Sole     X
NEFF CORP.                      CL A            640094108            405     106100SH         Sole     X
NEIMAN MARCUS GROUP CLS-A       CL A            640204202          12532     423900SH         Sole     X
NEIMAN MARCUS GROUP CLS-B       CL B            640204301           1673      60302SH         Sole     X
THOMAS NELSON INC.              COM             640376109           1484     173300SH         Sole     X
NEMATRON CORP.                  COM             640441101            124      63000SH         Sole     X
NEOFORMA, INC.                  COM             640475109           1581     224800SH         Sole     X
NEOMEDIA TECHNOLOGIES           COM             640505103            284      48300SH         Sole     X
NEON SYSTEMS, INC.              COM             640509105            598      31900SH         Sole     X
NEORX CORPORATION               COM PAR $0.02   640520300           1376      72900SH         Sole     X
NEOSE TECHNOLOGIES INC.         COM             640522108           1485      35300SH         Sole     X
NEOPHARM                        COM             640919106           2390     121900SH         Sole     X
NET.B@NK, INC.                  COM             640933107           3356     269800SH         Sole     X
NETWORK ASSOCIATES, INC.        COM             640938106          15701     770596SH         Sole     X
NET.GENESIS CORP.               COM             64107E107           1140      63100SH         Sole     X
NET PERCEPTIONS, INC.           COM             64107U101           2245     141400SH         Sole     X
NET2PHONE, INC.                 COM             64108N106           3001      84102SH         Sole     X
NETCENTIVES INC                 COM             64108P101           2898     155600SH         Sole     X
NETCREATIONS, INC.              COM             64110N102           1778      38800SH         Sole     X
NETEGRITY INC.                  COM             64110P107          10521     139700SH         Sole     X
NETGURU, INC.                   COM             64111K107            501      28000SH         Sole     X
NETMANAGE, INC.                 COM             641144100           2230     498967SH         Sole     X
NETRIX CORP.                    COM             641148101           1871     152000SH         Sole     X
NETOPIA INC                     COM             64114K104           5011     124500SH         Sole     X
NET OBJECTS INC.                COM             64114L102            974     106700SH         Sole     X
NETRO CORP.                     COM             64114R109          17976     313300SH         Sole     X
NETSMART TECHN., INC.           COM NEW         64114W306             73      14133SH         Sole     X
NETSOL INTERNATIONAL            COM             64115A105            710      20000SH         Sole     X
NETSOLVE INC                    COM             64115J106            715      27500SH         Sole     X
NETPLIANCE, INC.                COM             64115K103           1860     203800SH         Sole     X
NETIQ CORP.                     COM             64115P102          12772     214207SH         Sole     X
NETIVATION.COM, INC.            COM             64115R108             96      69700SH         Sole     X
NETSCOUT SYSTEMS, INC.          COM             64115T104            736      57200SH         Sole     X
NETSILICON INC.                 COM             64115X105           1058      32300SH         Sole     X
NETRATINGS INC                  COM             64116M108           3001     117100SH         Sole     X
NETWORK EQUIPMENT TECHNLG       COM             641208103           2478     246247SH         Sole     X
NETWORK APPLIANCE, INC.         COM             64120L104         393065    4882796SH         Sole     X
NETWORK ACCESS SOLUTIONS        COM             64120S109           2523     263800SH         Sole     X
NETWORK-1 SECURITY, INC.        COM             64121N109             96      16000SH         Sole     X
NETWORK PERIPHERALS, INC.       COM             64121R100           3020     180300SH         Sole     X
NETWORK PLUS CORP.              COM             64122D506           2374     167300SH         Sole     X
NET2000 COMMUNICATIONS          COM             64122G103           1526      93200SH         Sole     X
NETZERO INC                     COM             64122R109           2080     398500SH         Sole     X
NETWORK COMMERCE INC.           COM             64122T105            407      74000SH         Sole     X
NEUBERGER BERMAN INC.           COM             641234109           7175     154300SH         Sole     X
NEUROGEN CORP.                  COM             64124E106           3410     118100SH         Sole     X
NEURICRINE BIOSCIENCES          COM             64125C109           2969      83500SH         Sole     X
NEW CENTURY ENERGIES INC.       COM             64352U103          48703    1623431SH         Sole     X
NEW ENGLAND BUSINESS SVC.       COM             643872104           2295     141200SH         Sole     X
NEW ERA OF NETWORKS, INC.       COM             644312100           9484     223145SH         Sole     X
NEW FOCUS, INC.                 COM             644383101           1273      15500SH         Sole     X
NEW FRONTIER MEDIA, INC.        COM             644398109            719      98300SH         Sole     X
NEW JERSEY RESOURCES CORP       COM             646025106           7350     193100SH         Sole     X
NEW PLAN EXCEL REALTY TR.       COM             648053106          16400    1261554SH         Sole     X
NEW WORLD COFFEEMANHATTAN       COM NEW         648904209             13       6000SH         Sole     X
NEW YORK TIMES CO CLASS A       CL A            650111107          98263    2487681SH         Sole     X
NEWCOR INC                      COM             651186108            104      43880SH         Sole     X
NEWELL RUBBERMAID INC.          COM             651229106          96977    3766081SH         Sole     X
NEWFIELD EXPLORATION CO.        COM             651290108          14206     363100SH         Sole     X
NEWGEN RESULTS CORP.            COM             651359101            797      48300SH         Sole     X
NEWMIL BANCORP INC.             COM             651633109            872      86400SH         Sole     X
NEWMONT MINING CORP.            COM             651639106          53856    2490454SH         Sole     X
NEWPARK RESOURCES               COM PAR $.01NEW 651718504           6295     667000SH         Sole     X
NEWPORT CORP.                   COM             651824104           9481      88300SH         Sole     X
NEWPORT NEWS SHIPBUILDING       COM             652228107          14387     391482SH         Sole     X
NEWS COMMUNICATIONS, INC.       COM PAR $.01 N  652484809              1        501SH         Sole     X
NEXELL THERAPEUTICS INC.        COM NEW         65332H203           1068      71800SH         Sole     X
NEXTCARD, INC.                  COM             65332K107           1866     219515SH         Sole     X
NEXTEL COMMUNICATIONS INC       CL A            65332V103         759089   12405951SH         Sole     X
NEXTEL PARTNERS INC             CL A            65333F107            488      15000SH         Sole     X
NEXTLINK COMM.                  CL A            65333H707          32582     858836SH         Sole     X
NEXT LEVEL COMMUNICATIONS       COM             65333U104          22158     258400SH         Sole     X
NHANCEMENT TECHNOLOGIES         COM             65334P104           1375     103300SH         Sole     X
NIAGARA MOHAWK HOLDINGS         COM             653520106          37138    2664642SH         Sole     X
NICOR, INC.                     COM             654086107          21370     655013SH         Sole     X
NIKE, INC. CLASS B              CL B            654106103         152908    3840693SH         Sole     X
NIKU CORP.                      COM             654113109           1856      55000SH         Sole     X
99 CENTS ONLY STORES            COM             65440K106          10189     255526SH         Sole     X
NISOURCE, INC.                  COM             65473P105          10527     565200SH         Sole     X
NITCHES INC.                    COM             65476M109            160      30128SH         Sole     X
NOBILITY HOMES, INC.            COM             654892108            170      34000SH         Sole     X
NOBLE AFFILIATES, INC.          COM             654894104          24139     648030SH         Sole     X
NOBLE DRILLING CORP.            COM             655042109          30629     743650SH         Sole     X
NOODLE KIDOODLE INC.            COM             655370104             15       5000SH         Sole     X
NORDSON CORP.                   COM             655663102           7539     148920SH         Sole     X
NORDSTROM, INC.                 COM             655664100          45775    1897414SH         Sole     X
NORFOLK SOUTHERN CORP.          COM             655844108          79659    5355202SH         Sole     X
NORSTAN INC.                    COM             656535101            266      66600SH         Sole     X
NORTEK, INC.                    COM             656559101           2168     109752SH         Sole     X
NORTEL NETWORKS CORP            COM             656568102        2855799   41843205SH         Sole     X
NORTH AMERICAN SCIENTIFIC       COM             65715D100            832      46400SH         Sole     X
NORTH FORK BANCORP., INC.       COM             659424105          13049     862715SH         Sole     X
NORTH PITTSBURGH SYSTEMS        COM             661562108           1010      68500SH         Sole     X
NORTHEAST OPTIC NETWORK         COM             664334109           6384     103600SH         Sole     X
NORTHEAST UTILITIES             COM             664397106          20281     932442SH         Sole     X
NORTHERN STATES POWER CO.       COM             665772109          44144    2186693SH         Sole     X
NORTHERN TRUST CORP.            COM             665859104         202265    3108773SH         Sole     X
NORTHPOINT COMMUNICATIONS       COM             666610100           4473     399800SH         Sole     X
NORTHROP GRUMAN CORP.           COM             666807102          72588    1095663SH         Sole     X
NORTHWEST AIRLINES CORP.        CL A            667280101          11804     387800SH         Sole     X
NORTHWEST BANCORP INC.          COM             667328108           2102     305800SH         Sole     X
NORTHWEST NATURAL GAS CO.       COM             667655104           6630     296300SH         Sole     X
NORTHWEST PIPE COMPANY          COM             667746101             40       3400SH         Sole     X
NORTHWESTERN CORP.              COM             668074107           5034     217700SH         Sole     X
NOVA CORP.                      COM             669784100           9147     327415SH         Sole     X
NU HORIZONS ELECTRONICS         COM             669908105           1607      60350SH         Sole     X
NOVADIGM, INC.                  COM             669937104            970      49100SH         Sole     X
NUANCE COMMUNICATIONS           COM             669967101           8798     105600SH         Sole     X
NOVAVAX INC.                    COM             670002104           2236     305800SH         Sole     X
NOVELL, INC.                    COM             670006105          43951    4751508SH         Sole     X
NOVELLUS SYSTEMS, INC.          COM             670008101          99094    1751932SH         Sole     X
NOVEN PHARMACEUTICALS           COM             670009109           7271     241865SH         Sole     X
NOVOSTE CORP.                   COM             67010C100           9467     155200SH         Sole     X
NU SKIN ENTERPRISES, INC.       CL A            67018T105            233      40500SH         Sole     X
NUCENTRIX BROADBAND             COM             670198100           1127      44200SH         Sole     X
NSTAR                           COM             67019E107          13284     326497SH         Sole     X
NUCOR CORP.                     COM             670346105          40061    1207112SH         Sole     X
NUEVO ENERGY CO.                COM             670509108           4994     264600SH         Sole     X
NUMEREX CORP.                   CL A            67053A102            839      67800SH         Sole     X
NUMERICAL TECH.                 COM             67053T101           5451     112100SH         Sole     X
NVIDIA CORP.                    COM             67066G104          22152     348500SH         Sole     X
NYFIX, INC.                     COM             670712108           5040     120175SH         Sole     X
O'CHARLEY'S INC.                COM             670823103           1027      75400SH         Sole     X
OAO TECHNOLOGY                  COM             67082B105            677     202600SH         Sole     X
OGE ENERGY CORP.                COM             670837103          10994     594295SH         Sole     X
OM GROUP INC.                   COM             670872100          13512     307100SH         Sole     X
OSI PHARMACEITICALS, INC.       COM             671040103           3809     132200SH         Sole     X
OTG SOFTWARE, INC.              COM             671059103           2753      96400SH         Sole     X
OAK HILL FINANCIAL, INC.        COM             671337103            283      20200SH         Sole     X
OAK TECHNOLOGY, INC.            COM             671802106           8705     403700SH         Sole     X
OAKLEY, INC.                    COM             673662102           4383     381100SH         Sole     X
OAKWOOD HOMES CORP.             COM             674098108            392     216400SH         Sole     X
OBIE MEDIA CORP                 COM             674391107            140      17510SH         Sole     X
OBJECTIVE SYS. INTEGRATOR       COM             674424106           2149     201100SH         Sole     X
OCCIDENTAL PETROLEUM CORP       COM             674599105         118942    5647091SH         Sole     X
OCEAN ENERGY, INC.              COM             67481E106          16756    1181030SH         Sole     X
OCEANEERING INTERNATIONAL       COM             675232102           4849     255200SH         Sole     X
OCEANFIRST FINANCIAL CORP       COM             675234108           3214     174300SH         Sole     X
OCULAR SCIENCES INC.            COM             675744106           1963     167100SH         Sole     X
OCWEN FINANCIAL CORP.           COM             675746101           2224     399900SH         Sole     X
ODWALLA, INC.                   COM             676111107             56       7900SH         Sole     X
OFFICE DEPOT, INC.              COM             676220106          28072    4491489SH         Sole     X
OFFICEMAX, INC.                 COM             67622M108           5007    1001399SH         Sole     X
OFFICIAL PAYMENTS CORP          COM             676235104            241      55900SH         Sole     X
OFFSHORE LOGISTICS, INC.        COM             676255102           3226     224400SH         Sole     X
OGDEN CORP.                     COM             676346109           4406     489536SH         Sole     X
OHIO ART CO.                    COM             677143109            104      14800SH         Sole     X
OHIO CASUALTY CORP.             COM             677240103           5976     562418SH         Sole     X
OHIO VALLEY BANC CORP.          COM             677719106            565      21725SH         Sole     X
OIL-DRI CORP. OF AMERICA        COM             677864100            513      56975SH         Sole     X
OLD DOMINION FREIGHT            COM             679580100            581      59615SH         Sole     X
OLD KENT FINANCIAL CORP.        COM             679833103          51297    1917641SH         Sole     X
OLD NATIONAL BANCORP            COM             680033107           4863     165901SH         Sole     X
OLD REPUBLIC INTERNATIONL       COM             680223104          10243     620812SH         Sole     X
OLIN CORP.                      COM PAR $1      680665205           8313     503820SH         Sole     X
OMNICARE, INC.                  COM             681904108           6682     737313SH         Sole     X
OMNICOM GROUP INC.              COM             681919106         249203    2798071SH         Sole     X
OMEGA HEALTHCARE INVESTOR       COM             681936100            432      95941SH         Sole     X
OMTOOL, LTD.                    COM             681974101            140      89900SH         Sole     X
1-800 CONTACTS, INC.            COM             681977104           1199      25500SH         Sole     X
OMEGA FINANCIAL CORP.           COM             682092101           2881     114112SH         Sole     X
OMEGA WORLDWIDE, INC.           COM             68210B108            601     165853SH         Sole     X
OMNI ENERGY SERVICES            COM             68210T109              6       7400SH         Sole     X
OMNOVA SOLUTIONS INC.           COM             682129101           2363     378000SH         Sole     X
OMNI NUTRACEUTICALS INC.        COM             68212M102            258      67800SH         Sole     X
ON ASSIGNMENT, INC.             COM             682159108           8781     287900SH         Sole     X
ON COMMAND CORP.                COM             682160106           1196      83900SH         Sole     X
ONDISPLAY, INC.                 COM             68232L100           6548      80400SH         Sole     X
ONE VALLEY BNCRP INC            COM             682419106           8583     274661SH         Sole     X
1-800-FLOWERS.COM, INC.         CL A            68243Q106            878     171400SH         Sole     X
ONEIDA LTD.                     COM             682505102           2295     129268SH         Sole     X
ONEMAIN.COM, INC.               COM             68267P109            921      81900SH         Sole     X
ONEOK INC                       COM             682680103          16103     620820SH         Sole     X
ONESOURCE INFORMATION           COM             68272J106            469      62500SH         Sole     X
ONHEALTH NETWORK CO.            COM             68272W107            157      67800SH         Sole     X
ONLINETRADINGINC.COM            COM             68273D108            422      82300SH         Sole     X
ONI SYSTEMS CORP.               COM             68273F103            586       5000SH         Sole     X
ONYX ACCEPTANCE CORP.           COM             682914106            337      71000SH         Sole     X
ON2.COM INC.                    COM             68338A107           1436     280200SH         Sole     X
ONIVIA.COM, INC.                COM             68338T106            212      24600SH         Sole     X
ONYX SOFTWARE CORP.             COM             683402101           7351     247600SH         Sole     X
OPEN MARKET INC.                COM             68370M100           4739     343100SH         Sole     X
OPTICAL CABLE CORP.             COM             683827109           4453     147200SH         Sole     X
ORACLE CORPORATION              COM             68389X105        3817454   45412096SH         Sole     X
OPTIKA INC.                     COM             683973101            252      42000SH         Sole     X
OPUS360 CORP.                   COM             68400F109            230      62300SH         Sole     X
ORAPHARMA INC.                  COM             68554E106            430      43000SH         Sole     X
ORATEC INTERVENTIONS            COM             68554M108           3114      93300SH         Sole     X
ORBITAL SCIENCECORP             COM             685564106           4990     409400SH         Sole     X
ORCHID BIOSCIENCES              COM             68571P100           1264      33300SH         Sole     X
ORGANOGENESIS, INC.             COM             685906109           4235     370276SH         Sole     X
OREGON TRAIL FINANCIAL          COM             685932105            956      85900SH         Sole     X
OREGON STEEL MILLS, INC.        COM             686079104            385     198500SH         Sole     X
O'REILLY AUTOMOTIVE, INC.       COM             686091109           6567     473300SH         Sole     X
ORGANIC, INC.                   COM             68617E101           2716     278600SH         Sole     X
ORIENTAL FINANCIAL GROUP        COM             68618W100           2378     164732SH         Sole     X
ORIOLE HOMES CORP. CL B         CL B            686264201             31      19300SH         Sole     X
ORPHAN MEDICAL, INC.            COM             687303107            653      67400SH         Sole     X
ORTHOLOGIC CORP.                COM             68750J107            664     134500SH         Sole     X
ORTHODONTIC CENTERS             COM             68750P103          10996     486000SH         Sole     X
OSHKOSH B GOSH, INC. CLAS       CL A            688222207           3552     216900SH         Sole     X
OSHKOSH TRUCK CORP.             COM             688239201           3843     107500SH         Sole     X
OSICOM TECHNOLOGIES, INC.       COM PAR $0.30   688271501           6431      76000SH         Sole     X
OSTEOTECH, INC.                 COM             688582105           1078     102650SH         Sole     X
OSTEX INTERNATIONAL INC         COM             68859Q101             83      38100SH         Sole     X
OTTAWA FINANCIAL CORP.          COM             689389104            737      43372SH         Sole     X
OTTER TAIL POWER CO.            COM             689648103           2927     139400SH         Sole     X
OUTBACK STEAKHOUSE              COM             689899102          13417     458691SH         Sole     X
OUTLOOK GROUP CORP.             COM             690113105             46       8000SH         Sole     X
OVERSEAS SHIPHLDING GROUP       COM             690368105           8124     329910SH         Sole     X
OWENS & MINOR INC HLDG CO       COM             690732102           5087     295987SH         Sole     X
OWENS CORNING                   COM             69073F103          13706    1481684SH         Sole     X
OWENS ILLINOIS, INC.            COM NEW         690768403          25562    2187092SH         Sole     X
OXFORD HLTH PLN                 COM             691471106          15797     663400SH         Sole     X
OXFORD INDUSTRIES, INC.         COM             691497309            666      37000SH         Sole     X
OXIGENE INC                     COM             691828107           1402     140200SH         Sole     X
PC CONNECTION INC.              COM             69318J100           3856      67650SH         Sole     X
PCD INC.                        COM             69318P106            391      50400SH         Sole     X
PC-TEL INC L                    COM             69325Q105           4735     124600SH         Sole     X
P-COM, INC.                     COM             693262107           4523     795200SH         Sole     X
PECO ENERGY CORP.               COM             693304107          95743    2375021SH         Sole     X
PG&E CORP                       COM             69331C108         133422    5418155SH         Sole     X
PFF BANCORP, INC.               COM             69331W104           2174     119100SH         Sole     X
PE CORP-PE BIOSYSTEMS           COM PE BIO GRP  69332S102         215914    3277632SH         Sole     X
PE CORP.-CELERA GENOMICS        CELERA GEN GRP  69332S201          23436     250656SH         Sole     X
P.F. CHANG'S CHINA BISTRO       COM             69333Y108           2606      81600SH         Sole     X
PICO HOLDINGS INC.              COM NEW         693366205           2984     212167SH         Sole     X
PLX TECHNOLOGY                  COM             693417107           4768     114900SH         Sole     X
PMA CAPITAL CORP CL A           CL A            693419202           1467      77211SH         Sole     X
PMC CAPITAL INC.                COM             693430100            671      68800SH         Sole     X
PMC SIERRA INC.                 COM             69344F106           6234      35083SH         Sole     X
THE PMI GROUP INC.              COM             69344M101          25213     530804SH         Sole     X
PMR CORPORATION                 COM             693451106            187      56500SH         Sole     X
PNC FINANCIAL SERVICES          COM             693475105         197436    4211977SH         Sole     X
PPG INDUSTRIES, INC.            COM             693506107         107832    2433440SH         Sole     X
PPL CORP.                       COM             69351T106          52865    2409783SH         Sole     X
PRT GROUP INC.                  COM             693579104             49      43300SH         Sole     X
PRI AUTOMATION, INC.            COM             69357H106          10966     167700SH         Sole     X
PRWW, LTD.                      COM             693591109            629      45300SH         Sole     X
PS BUSINESS PARKS, INC.         COM             69360J107           7565     315225SH         Sole     X
PVF CAPITAL CORP.               COM             693654105            395      40239SH         Sole     X
PSS WORLD MEDICAL, INC.         COM             69366A100           4865     724092SH         Sole     X
PTEK HOLDINGS, INC.             COM             69366M104            622     191300SH         Sole     X
PACCAR, INC.                    COM             693718108          56153    1414881SH         Sole     X
PAC-WEST TELECOM. INC.          COM             69371Y101           3119     155971SH         Sole     X
PACIFIC CAPITAL BANCORP         COM             69404P101           3832     152900SH         Sole     X
PACIFIC CENTURY FINL CORP       COM             694058108          10400     711089SH         Sole     X
PACIFIC CREST CAPITAL INC       COM             694166109            573      43645SH         Sole     X
PACIFIC GATEWAY EXCHANGE        COM             694327107            852     250100SH         Sole     X
PACIFIC GATEWAY                 COM             694330101            215      18000SH         Sole     X
PACIFIC GULF PROPS REIT         COM             694396102           7572     302118SH         Sole     X
PACIFIC SOFTWORKS, INC.         COM             694821109             25       9000SH         Sole     X
PACIFIC SUNWEAR OF CALIF.       COM             694873100           6406     341656SH         Sole     X
PACIFICARE HLTH SYS. INC.       COM             695112102          18656     309960SH         Sole     X
PACKAGING CORP. OF AMER.        COM             695156109           4665     460700SH         Sole     X
PACKARD BIOSCIENCE CO.          COM             695172205           1326      78000SH         Sole     X
PACKETEER. INC.                 COM             695210104           5053     173500SH         Sole     X
PACTIV CORP.                    COM             695257105          25116    3189348SH         Sole     X
PAGING NETWORK INC.             COM             695542100            271     377400SH         Sole     X
PAINEWEBBER GROUP               COM             695629105          92591    2034978SH         Sole     X
PALL CORP.                      COM             696429307          35021    1893010SH         Sole     X
PALM HARBOR HOMES               COM             696639103           2145     147929SH         Sole     X
PALM, INC.                      COM             696642107           2947      88300SH         Sole     X
PANAMSAT CORP. (NEW)            COM             697933109           5269     120617SH         Sole     X
PAN PACIFIC RETAIL PPTYS        COM             69806L104           4783     237671SH         Sole     X
PANERA BREAD CO.                CL A            69840W108            292      28800SH         Sole     X
PAPA JOHN'S INTL INC.           COM             698813102           5729     233843SH         Sole     X
PARACELSUS HEALTHCARE COR       COM             698891108              1      15000SH         Sole     X
PARADIGM GENETICS INC.          COM             69900R106            402      33000SH         Sole     X
PARADYNE NETWORKS               COM             69911G107           5324     163500SH         Sole     X
PARAGON TECHNOLOGIES INC.       COM             69912T108            143      19100SH         Sole     X
PARAMETRIC TECHNOLOGY COR       COM             699173100          42652    3877466SH         Sole     X
PAREXEL INTERNATIONAL           COM             699462107           3691     386000SH         Sole     X
PARK ELECTROCHEMICAL CORP       COM             700416209           5070     140600SH         Sole     X
PARK NATIONAL CORP.             COM             700658107           6484      71450SH         Sole     X
PARK-OHIO HOLDINGS CORP.        COM             700666100            835      96809SH         Sole     X
PARK PLACE ENTERTAINMENT        COM             700690100          20134    1651983SH         Sole     X
PARKER DRILLING CO.             COM             701081101           4007     647600SH         Sole     X
PARKER HANNIFIN CORP            COM             701094104          54407    1588537SH         Sole     X
PARKERVISION, INC.              COM             701354102           4121      81700SH         Sole     X
PARKWAY PROPERTIES INC.         COM             70159Q104           4813     157799SH         Sole     X
PARTY CITY CORP.                COM             702145103             78      28800SH         Sole     X
THE PATHWAYS GROUP, INC.        COM             70321D106            162     161900SH         Sole     X
PATHOGENESIS CORP.              COM             70321E104           4685     180200SH         Sole     X
PATINA OIL & GAS COMMON         COM             703224105           1394      67168SH         Sole     X
PATRIOT BANK CORP.              COM             70335P103            335      48275SH         Sole     X
PATTERSON DENTAL CO.            COM             703412106          11531     226100SH         Sole     X
PATTERSON ENERGY INC.           COM             703414102           8390     294400SH         Sole     X
PAUL-SON GAMING CORP            COM             703578104            122      35500SH         Sole     X
PAXAR CORP.                     COM             704227107           6768     566956SH         Sole     X
PAXSON COMMUNICATIONS           COM             704231109           2011     236600SH         Sole     X
PAYCHEX, INC.                   COM             704326107         251593    5990319SH         Sole     X
PAYLESS SHOESOURCE, INC.        COM             704379106          10914     209140SH         Sole     X
PCORDER.COM, INC.               CL A            70453H107            121      15600SH         Sole     X
PEAPOD, INC.                    COM             704718105            217      71500SH         Sole     X
PEC SOLUTIONS                   COM             705107100            189      23200SH         Sole     X
PEDIATRIX MEDICAL GROUP         COM             705324101           1727     148600SH         Sole     X
PEEKSKILL FINANCIAL CORP.       COM             705385102            507      23300SH         Sole     X
PEERLESS SYSTEMS                COM             705536100            111      57500SH         Sole     X
PEGASYSTEMS INC.                COM             705573103           1435     286900SH         Sole     X
PEGASUS COMMUNICATIONS          CL A            705904100           6231     127000SH         Sole     X
PEGASUS SOLUTIONS INC.          COM             705906105           2510     230800SH         Sole     X
PENFORD CORP.                   COM             707051108           1683      78300SH         Sole     X
PENN ENGINEERING & MFG. C       CL A            707389102            268       8300SH         Sole     X
PENN ENGINEERING & MFG          COM NON VTG     707389300            902      25600SH         Sole            X
PENN NATIONAL GAMING INC.       COM             707569109            504      37000SH         Sole     X
PENN OCTANE CORP.               COM             707573101            366      51300SH         Sole     X
PENN TRAFFIC CO                 COM NEW         707832200              3        509SH         Sole     X
PENN VIRGINIA CORP.             COM             707882106           2209      89700SH         Sole     X
PENNCAO ENERGY, INC.            COM             708046107           1087      66400SH         Sole     X
PENNCORP FINANCIAL GROUP        COM             708094107              0     141700SH         Sole     X
J.C. PENNEY CO., INC.           COM             708160106          67265    3648278SH         Sole     X
PENNFED FINANCIAL SVCS          COM             708167101            616      43600SH         Sole     X
PENNSYLVANIA REIT               SH BEN INT      709102107           3688     215343SH         Sole     X
PENNZOIL-QUAKER STATE CO.       COM             709323109           8623     714823SH         Sole     X
PENTAIR, INC.                   COM             709631105           7886     222134SH         Sole     X
PENTON MEDIA, INC. CL. A        COM             709668107          11160     318850SH         Sole     X
PENWEST PHARMACEUTICALS         COM             709754105           1524     151449SH         Sole     X
PEOPLES BANCSHARES INC.         COM             709795108            488      32000SH         Sole     X
PEOPLES BANCTRUST CO. INC       COM             709796106            104       9000SH         Sole     X
PEOPLES BANK BRIDGEPORT         COM             710198102           5130     279186SH         Sole     X
PEOPLES BANCORP OF NC           COM             710577107             97       7271SH         Sole     X
PEOPLES ENERGY CORP.            COM             711030106          21077     651026SH         Sole     X
PEOPLES HOLDING CO.             COM             711148106            560      28000SH         Sole     X
PEOPLESOFT, INC.                COM             712713106          66060    3943888SH         Sole     X
PEP BOYS (MANNY, MOE & JA       COM             713278109           2884     480741SH         Sole     X
PEPSI BOTTLING GROUP, INC       COM             713409100          23096     791300SH         Sole     X
PEPSICO, INC.                   COM             713448108        1032090   23225645SH         Sole     X
PER-SE TECHNOLOGIES, INC.       COM NEW         713569309           3240     345639SH         Sole     X
PERCEPTRON INC.                 COM             71361F100             17       5000SH         Sole     X
PEREGRINE SYSTEMS, INC.         COM             71366Q101          17720     510861SH         Sole     X
PERFORMANCE FOOD GROUP          COM             713755106           3698     115550SH         Sole     X
PERFICIENT, INC.                COM             71375U101           1140      81431SH         Sole     X
PERICOM SEMICONDUCTOR CO        COM             713831105           5651      83100SH         Sole     X
PERINI CORP.                    COM             713839108            134      38400SH         Sole     X
PERKINELMER, INC.               COM             714046109          48399     731928SH         Sole     X
PEROT SYSTEMS CORP.             CL A            714265105           5443     494800SH         Sole     X
PERRIGO CO.                     COM             714290103           3848     609610SH         Sole     X
PERSISTENCE SOFTWARE, INC       COM             715329108           2041     112600SH         Sole     X
PERSONNEL GROUP OF AMER         COM             715338109            539     183400SH         Sole     X
PETCO ANIMAL SUPPLIES           COM             716016100           2885     147030SH         Sole     X
PETROCORP, INC.                 COM             71645N101            657      93800SH         Sole     X
PETROLEUM HELICOPTERS, IN       COM NON VTG     716604202           1210     125700SH         Sole            X
PETSMART INC.                   COM             716768106           3037     899750SH         Sole     X
PETS.COM                        COM             71676K109             74      32900SH         Sole     X
PHARMACYCLICS INC.              COM             716933106           6330     103777SH         Sole     X
PHARMACIA & UPJOHN, INC.        COM             716941109              0          0SH         Sole     X
PFIZER, INC.                    COM             717081103        4845401  100945857SH         Sole     X
PHARM. PRODUCT DEVEL.           COM             717124101           7607     362224SH         Sole     X
PHARMACEUTICAL RESOURC          COM             717125108            927     176488SH         Sole     X
PHARMACOPEIA INC.               COM             71713B104           7865     169600SH         Sole     X
PHARMACIA CORP.                 COM             71713U102         936825   18124782SH         Sole     X
PHELPS DODGE CORP.              COM             717265102          41007    1102706SH         Sole     X
PHILADELPHIA CONS HLDG CO       COM             717528103           2071     123200SH         Sole     X
PHILADELPHIA SUBURBAN           COM PAR $0.50   718009608           7819     381401SH         Sole     X
PHILIP MORRIS COS., INC.        COM             718154107         878336   33066762SH         Sole     X
PHILLIPS INT'L REALTY CO.       COM             718333107           1675      96411SH         Sole     X
PHILLIPS PETROLEUM CO.          COM             718507106         192175    3791368SH         Sole     X
PHILLIPS-VAN HEUSEN CORP.       COM             718592108           2973     312993SH         Sole     X
PHOENIX INTERNATIONAL LTD       COM             719078107            362     120500SH         Sole     X
PHOENIX INVESTMENT PARTN.       COM             719085102           3840     365700SH         Sole     X
PHOENIX TECHNOLOGIES LTD.       COM             719153108           4159     254972SH         Sole     X
PHONE.COM, INC.                 COM             71920Q100          15374     236067SH         Sole     X
PHOTON DYNAMICS, INC.           COM             719364101           8910     119300SH         Sole     X
PHOTRONICS LABS INC.            COM             719405102           8518     300200SH         Sole     X
PHOTOWORKS, INC.                COM             71940B109            618     206054SH         Sole     X
PHYCOR, INC.                    COM             71940F100             75     120275SH         Sole     X
PICTURETEL INC                  COM NEW         720035302            518     197400SH         Sole     X
PIEDMONT NATURAL GAS, INC       COM             720186105           8298     312377SH         Sole     X
PIER 1 IMPORTS INC.             COM             720279108          12204    1251668SH         Sole     X
PIERCING PAGODA, INC.           COM             720773100           1363      94000SH         Sole     X
PILGRIM'S PRIDE CORP.           CL B            721467108           1414     198500SH         Sole     X
PILGRIM'S PRIDE CLASS A         CL A            721467207            361      66400SH         Sole     X
PILLOWTEX DESIGNS               COM             721501104            263      61911SH         Sole     X
PINNACLE ENTERTAINMENT          COM             723456109           6667     343000SH         Sole     X
PINNACLE GLOBAL GROUP INC       COM             723465100            131      32775SH         Sole     X
PINNACLE HOLDINGS, INC.         COM             72346N101          34899     646280SH         Sole     X
PINNACLE SYSTEMS INC.           COM             723481107          11254     500508SH         Sole     X
PINNACLE WEST CAPITAL COR       COM             723484101          42759    1262245SH         Sole     X
PIONEER GROUP, INC.             COM             723684106          12335     291100SH         Sole     X
PIONEER NATURAL RESOURCES       COM             723787107          11917     934666SH         Sole     X
PIONEER STD ELECTRONICS I       COM             723877106           5211     353275SH         Sole     X
PITNEY BOWES, INC.              COM             724479100         154717    3867937SH         Sole     X
PITT DES MOINES, INC.           COM             724508106            673      35400SH         Sole     X
PITTSBURGH & W.VA. RAILRO       SH BEN INT      724819107             23       3300SH         Sole     X
PITTSTON BRINK'S GROUP          COM BRINKS GRP  725701106           6512     475775SH         Sole     X
PIXAR INC.                      COM             725811103           5085     144263SH         Sole     X
PIXELWORKS, INC.                COM             72581M107           3055     134300SH         Sole     X
PIVOTAL CORPORATION             COM             72581R106            813      34600SH         Sole     X
PJ AMERICA INC.                 COM             72585Q104            834      85500SH         Sole     X
PLACER DOME, INC.               COM             725906101          38672    4044176SH         Sole     X
PLAINS RESOURCES                COM PAR $0.10   726540503           3267     205000SH         Sole     X
PLANAR SYSTEMS                  COM             726900103           1276      98600SH         Sole     X
PLANET POLYMER TECH             COM             727044109             12       5200SH         Sole     X
PLANETRX.COM, INC.              COM             727049108            217     144400SH         Sole     X
PLANTRONICS, INC.               COM             727493108          20374     176400SH         Sole     X
THE PLASTIC SURGERY CO.         COM             727557100             10       3700SH         Sole     X
PLATO LEARNING INC.             COM             72764Y100            859      62500SH         Sole     X
PLAYBOY ENTERPRISES CLA         CL A            728117201            268      22850SH         Sole     X
PLAYBOY ENTERPRISES CL B        CL B            728117300           3140     243850SH         Sole     X
PLAY BY PLAY TOY & NOVEL        COM             72811K103             88      52000SH         Sole     X
PLAYTEX PRODUCTS                COM             72813P100           3655     323100SH         Sole     X
PLEXUS CORP.                    COM             729132100          21945     194200SH         Sole     X
PLIANT SYSTEMS, INC.            COM             729138107            973     155600SH         Sole     X
PLUG POWER INC.                 COM             72919P103          10806     172900SH         Sole     X
PLUM CREEK TIMBER CO.           COM             729251108            351      13500SH         Sole     X
POGO PRODUCING CO.              COM             730448107           9773     441700SH         Sole     X
POLARIS INDUSTRIES INC.         COM             731068102           8229     257150SH         Sole     X
POLAROID CORP.                  COM             731095105          19616    1086016SH         Sole     X
POLICY MANAGEMENT SYSTEMS       COM             731108106           5817     378368SH         Sole     X
POLO RALPH LAUREN               CL A            731572103           6973     489300SH         Sole     X
POLYCOM, INC.                   COM             73172K104          23721     252100SH         Sole     X
POLYMEDICA CORP.                COM             731738100           4044      93500SH         Sole     X
POLYMER GROUP INC.              COM             731745105           1638     177100SH         Sole     X
POLYVISION CORP                 COM             731805107             13       4800SH         Sole     X
POMEROY COMPUTER RESOURCE       COM             731822102            142       9600SH         Sole     X
POPE & TALBOT, INC.             COM             732827100           1416      88500SH         Sole     X
POPMAIL.CON, INC                COM             733167100             77      76500SH         Sole     X
POPULAR, INC.                   COM             733174106           8066     423144SH         Sole     X
PORTAL SOFTWARE, INC.           COM             736126103          37444     586200SH         Sole     X
POST PROPERTIES INC. REIT       COM             737464107          19095     433974SH         Sole     X
POTLATCH CORP.                  COM             737628107          17450     526782SH         Sole     X
POTOMAC ELECTRIC POWER CO       COM             737679100          13760     550410SH         Sole     X
POWER INTEGRATIONS, INC.        COM             739276103           6211     263600SH         Sole     X
POWER-ONE, INC.                 COM             739308104          14954     131250SH         Sole     X
POWERCERV CORP.                 COM             73931P105             47      31200SH         Sole     X
POWERWAVE TECHNOLOGIES          COM             739363109          17530     398400SH         Sole     X
POWERTEL INC.                   COM             73936C109          15081     212600SH         Sole     X
PRAECIS PHARMACEUTICALS         COM             739421105           3693     132500SH         Sole     X
PRAXAIR INC                     COM             74005P104          94340    2519944SH         Sole     X
PREPAID LEGAL SERVICES          COM             740065107           7899     264400SH         Sole     X
PRECISION CASTPARTS CORP.       COM             740189105          10612     234520SH         Sole     X
PRECISION AUTO CARE, INC.       COM             74018R105              1       1600SH         Sole     X
PRECISION OPTICS CORP.          COM             740294103           1867     111900SH         Sole     X
PREDICTIVE SYSTEMS, INC.        COM             74036W102           3418      95100SH         Sole     X
PREMIER NATIONAL BANCORP        COM             74053F107           1712     131675SH         Sole     X
PREMIER PARKS INC.              COM             740540208           8279     363900SH         Sole     X
PRENTISS PROPERTIES REIT        SH BEN INT      740706106          13876     578168SH         Sole     X
PRESIDENT CASINOS, INC.         COM NEW         740822309             24      26213SH         Sole     X
PRESIDENTIAL LIFE CORP.         COM             740884101           4662     336000SH         Sole     X
PRESSTEK INC.                   COM             741113104           5280     323700SH         Sole     X
PREVIEW SYSTEMS INC             COM             741379101           1095      84200SH         Sole     X
PREVIO, INC.                    COM             74138B105           1010     128224SH         Sole     X
PRICE COMMUNICATIONS CORP       COM NEW         741437305          16343     693620SH         Sole     X
PRICE ENTERPRISES INC           COM NEW         741444202            287      42668SH         Sole     X
T. ROWE PRICE                   COM             741477103          71607    1684859SH         Sole     X
PRICELINE.COM INC.              COM             741503106          20534     540600SH         Sole     X
PRICESMART                      COM             741511109           1516      39900SH         Sole     X
PRIME RETAIL, INC. REIT         COM             741570105            212     169900SH         Sole     X
PRIME RETAIL CVT PFD            PFD CONV SER B  741570303            113      16100SH         Sole     X
PRIMEDIA  INC.                  COM             74157K101          14530     638695SH         Sole     X
PRIMEENERGY CORP.               COM             74158E104             15       3000SH         Sole     X
PRIME GROUP REALTY TRUST        SH BEN INT      74158J103           2955     194579SH         Sole     X
PRIMEX TECHNOLOGIES, INC.       COM             741597108           2927     133040SH         Sole     X
PRIMUS KNOWLEDGE SOLUTION       COM             74163Q100           4536     100800SH         Sole     X
PRIMA ENERGY CORP               COM PAR $0.015  741901201           1423      26600SH         Sole     X
PRIMARK CORP.                   COM             741903108           9108     244500SH         Sole     X
PRIME HOSPITALITY CO.           COM             741917108           4172     442100SH         Sole     X
PRIMUS TELECOMM GROUP           COM             741929103           6445     259100SH         Sole     X
PRIDE PETROLEUM SERVICES        COM             741932107          12330     498190SH         Sole     X
PRINCETON VIDEO IMAGE           COM             742476104            292      50700SH         Sole     X
PRISON REALTY TRUST,INC.        COM             74264N105           3224    1052711SH         Sole     X
PRIORITY HEALTHCARE CL A        CL B            74264T102           5095      68567SH         Sole     X
PRIORITY HEALTHCARE CORP        CL B            74264T102          15401     207250SH         Sole     X
PROBUSINESS SERVICES, INC       COM             742674104           4574     172200SH         Sole     X
PRIZE ENERGY CORP.              COM             74267L106              8        285SH         Sole     X
PROCOM TECHNOLOGY INC.          COM             74270W107           5014      97000SH         Sole     X
PROCTER & GAMBLE CO.            COM             742718109        1076917   18810780SH         Sole     X
PROCURENET, INC.                COM             742804107             28     186400SH         Sole     X
PROGIDY COMM.S CLASS A          CL A            74283P206           2566     244400SH         Sole     X
PROFESSIONAL DETAILING          COM             74312N107           3018      88600SH         Sole     X
PROFILE TECHNOLOGIES, INC       COM             743164105            243     101000SH         Sole     X
PROFIT RECOVERY GRP INTL        COM             743168106           7434     447150SH         Sole     X
PROGENICS PHARMACEUTICALS       COM             743187106            472      33100SH         Sole     X
PROGRESS FINANCIAL CORP.        COM             743266108            470      37941SH         Sole     X
PROGRESS SOFTWARE CORP.         COM             743312100           8797     490400SH         Sole     X
PROGRESSIVE CORP. OF OHIO       COM             743315103          78341    1058666SH         Sole     X
PROJECT SOFTWARE & DEVEL        COM             74339P101           3749     208300SH         Sole     X
PROLOGIS TRUST                  SH BEN INT      743410102          42105    1975604SH         Sole     X
PROLONG INTERNATIONAL           COM             743411100              1       2500SH         Sole     X
PROMOTIONS.COM                  COM             74341U106             87      17300SH         Sole     X
PROSOFTTRAINING.COM             COM             743477101           1234      73400SH         Sole     X
PROTECTION ONE INC              COM             743663304            974     445200SH         Sole     X
PROTECTIVE LIFE CORP.           COM             743674103           7942     298297SH         Sole     X
PROTEIN DESIGN LABS             COM             74369L103          30087     182400SH         Sole     X
PROTOCOL SYSTEMS, INC.          COM             74371R106            744      46700SH         Sole     X
PROVANT, INC.                   COM             743724106            978     173800SH         Sole     X
PROVIDENCE ENERGY CORP.         COM             743743106            984      24300SH         Sole     X
PROVIDENT BANKSHARES CORP       COM             743859100           3893     288354SH         Sole     X
PROVIDENT FINANCIAL GROUP       COM             743866105           9890     415345SH         Sole     X
PROVIDENT FINANCIAL HLDG.       COM             743868101            574      41200SH         Sole     X
PROVINCE HEALTHCARE             COM             743977100           6506     180100SH         Sole     X
PROVIDIAN FINANCIAL CORP        COM             74406A102         207629    2306988SH         Sole     X
PROXICOM, INC.                  COM             744282104           9135     190800SH         Sole     X
PROXIM, INC.                    COM             744284100          13823     139666SH         Sole     X
PROXYMED PHARMACY, INC.         COM             744290107            137      81250SH         Sole     X
PSYCHEMEDICS CORP.              COM             744375106            958     184656SH         Sole     X
PSINET INC.                     COM             74437C101          16909     673001SH         Sole     X
PUBL SERVICE CO. OF NEW M       COM             744499104           5103     330560SH         Sole     X
PUBLIC SERVICE ENTERPRISE       COM             744573106         123755    3574159SH         Sole     X
PUBLIC STORAGE, INC. REIT       COM             74460D109          37915    1617691SH         Sole     X
PUBLIC STORAGE DEP SHS          COM A DP1/1000  74460D729            969      46683SH         Sole     X
PUERTO RICAN CEMENT CO.,        COM             745075101            993      35700SH         Sole     X
PUGET SOUND ENERGY INC.         COM             745332106           8411     394628SH         Sole     X
PULASKI FINANCIAL CORP.         COM             745548107            397      32748SH         Sole     X
PULITZER, INC.                  COM             745769109           3720      88181SH         Sole     X
PULTE CORPORATION               COM             745867101          15773     729389SH         Sole     X
PUMA TECHNOLOGY INC.            COM             745887109           7269     271100SH         Sole     X
PURCHASEPRO.COM, INC.           COM             746144104           5621     137100SH         Sole     X
PURE RESOURCES, INC.            COM             74622E102           3195     178729SH         Sole     X
QCF BANCORP, INC.               COM             746924109            174       7100SH         Sole     X
QRS CORPORATION                 COM             74726X105           4625     188300SH         Sole     X
QLOGIC                          COM             747277101          22615     342323SH         Sole     X
QAD, INC.                       COM             74727D108            513     136800SH         Sole     X
QUADRAMED CORP.                 COM             74730W101            468     187200SH         Sole     X
QUAKER CHEMICAL CORP.           COM             747316107           1112      64000SH         Sole     X
QUAKER CITY BANCORP INC.        COM             74731K106            618      40222SH         Sole     X
QUAKER OATS CO.                 COM             747402105         154969    2062815SH         Sole     X
QUALCOMM INC.                   COM             747525103         715602   11926705SH         Sole     X
QUALITY SYSTEMS INC.            COM             747582104            155      20700SH         Sole     X
QUANEX CORP.                    COM             747620102           2609     175400SH         Sole     X
QUANTA SERVICES, INC.           COM             74762E102          20034     364250SH         Sole     X
QUANTUM EFFECT DEVICES          COM             74764T107           5831     102300SH         Sole     X
QUANTUM CORP-DLT&STORAGE        COM DSSG        747906204           7990     824807SH         Sole     X
QUANTUM CORP-HARD DISK          COM HDDG        747906303           8528     770914SH         Sole     X
Q MED INC.                      COM             747914109            421      52600SH         Sole     X
QUEENS COUNTY BANCORP INC       COM             748242104           3488     189169SH         Sole     X
QUEPASA.COM, INC.               COM             74833W107             78      48200SH         Sole     X
QUEST DIAGNOSTICS, INC.         COM             74834L100          20719     289518SH         Sole     X
QUEST SOFTWARE, INC.            COM             74834T103          14956     270078SH         Sole     X
QUESTAR CORP.                   COM             748356102           7220     372621SH         Sole     X
QUESTCOM PHARMACEUTICALS        COM             74835Y101            322     171500SH         Sole     X
QUICKLOGIC CORP                 COM             74837P108           3004     135000SH         Sole     X
QUIKSILVER, INC.                COM             74838C106           3614     232250SH         Sole     X
QUINTEL COMMUNICATIONS          COM             748762101            666     217600SH         Sole     X
QUINTILES TRANSNATIONAL         COM             748767100          22769    1611932SH         Sole     X
QUINTUS CORP.                   COM             748798105           3026     152380SH         Sole     X
QUOKKA SPORTS, INC.             COM             749077103           1520     189300SH         Sole     X
QUORUM HEALTH GROUP,INC.        COM             749084109           6874     666550SH         Sole     X
QWEST COMMUNICATIONS            COM             749121109         126643    2548791SH         Sole     X
R & B FALCON CORP.              COM             74912E101          19430     824624SH         Sole     X
R & G FINANCIAL CORP            CL B            749136107            319      40200SH         Sole     X
RCN CORPORATION                 COM             749361101           6494     255930SH         Sole     X
RFS HOTEL INVESTORS REIT        COM             74955J108           5073     431705SH         Sole     X
R.H. DONNELLY CORP.             COM NEW         74955W307           6200     320022SH         Sole     X
RGS ENERGY GROUP                COM             74956K104           6989     314100SH         Sole     X
R.L.I. CORP.                    COM             749607107           4129     118806SH         Sole     X
RMI.NET INC.                    COM             74961K107            481     156900SH         Sole     X
RPC INC.                        COM             749660106           2516     238200SH         Sole     X
RPM INC. (OHIO)                 COM             749685103           7629     753467SH         Sole     X
RSA SECURITY INC.               COM             749719100          20481     295760SH         Sole     X
RTI INTERNATIONAL METALS        COM             74973W107           1660     145900SH         Sole     X
RWD TECHNOLOGIES, INC.          COM             74975B101            363      62500SH         Sole     X
RMH TELESERVICES, INC.          COM             749938106            748      50700SH         Sole     X
RF MICRO DEVICES, INC.          COM             749941100          22249     253907SH         Sole     X
RADIAN GROUP, INC.              COM             750236101          16255     314109SH         Sole     X
RADIANT SYSTEMS INC.            COM             75025N102           3578     149100SH         Sole     X
RADIO ONE, INC.                 CL A            75040P108           2052      69400SH         Sole     X
RADIO ONE INC. CL D             CL D NON VTG    75040P405           4871     220800SH         Sole            X
RADIO UNICA CORP                COM             75040Q106            516      73700SH         Sole     X
RADIOSHACK CORP.                COM             750438103         145274    3066469SH         Sole     X
RADISYS CORP.                   COM             750459109          10581     186450SH         Sole     X
RAILAMERICA, INC.               COM             750753105            245      38398SH         Sole     X
RAINBOW RENTALS, INC.           COM             750857104            661      57800SH         Sole     X
RAINBOW TECHNOLOGIES, INC       COM             750862104           8096     166500SH         Sole     X
RAINFOREST CAFE, INC.           COM             75086K104            470     158150SH         Sole     X
RAINMAKER SYSTEMS, INC.         COM             750875106            343     127800SH         Sole     X
RAMBUS INC.                     COM             750917106          31449     305328SH         Sole     X
RALCORP HLDGS                   COM             751028101           4325     353090SH         Sole     X
RALSTON -  PURINA               COM RAL-PUR GP  751277302          94313    4730430SH         Sole     X
RAMCO GERSHENSON PROP           COM SH BEN INT  751452202            902      58450SH         Sole     X
RAMP NETWORKS, INC.             COM             751567108            905      76200SH         Sole     X
RAMTRON INTERNATIONAL           COM NEW         751907304           1659      84560SH         Sole     X
RARE HOSPITALITY INTL INC       COM             753820109           5935     210100SH         Sole     X
RARE MEDIUM GROUP, INC.         COM             75382N109           6017     380500SH         Sole     X
RATIONAL SOFTWARE CORP.         COM NEW         75409P202          43273     465616SH         Sole     X
RAYMOND JAMES FINANCIAL,        COM             754730109           9717     431849SH         Sole     X
RAYONIER INC.                   COM             754907103           9173     255681SH         Sole     X
RAYOVAC CORP                    COM             755081106           5495     245600SH         Sole     X
RAYTEL MEDICAL CORP.            COM             755107109            172      98200SH         Sole     X
RAYTHEON CO. CLASS A            CL A            755111309          16315     839345SH         Sole     X
RAYTHEON CO. CLASS B            CL B            755111408          75256    3909392SH         Sole     X
RAZORFISH INC.                  CL A            755236106           5769     359150SH         Sole     X
READ RITE CORP.                 COM             755246105           1301     586200SH         Sole     X
READER'S DIGEST ASSN. INC       CL A NON VTG    755267101          23520     591706SH         Sole            X
READER'S DIGEST CL B            CL B            755267200             69       1900SH         Sole     X
REALNETWORKS, INC               COM             75605L104          26578     525648SH         Sole     X
REALTY INCOME CORP. REIT        COM             756109104          10177     431934SH         Sole     X
RECKSON ASSOC REALTY REIT       COM             75621K106          14353     604336SH         Sole     X
RECKSON ASSOCIATES CL B         CL B            75621K304           4098     161089SH         Sole     X
RED HAT, INC.                   COM             756577102          13060     482600SH         Sole     X
REDBACK NETWORKS INC.           COM             757209101          88633     497936SH         Sole     X
REDHOOK ALE BREWERY INC.        COM             757473103             72      41900SH         Sole     X
REDWOOD EMPIRE BANCORP          COM             757897103            326      18100SH         Sole     X
REDWOOD TRUST INC.              COM             758075402            763      54500SH         Sole     X
REEBOK INTERNATIONAL LTD.       COM             758110100          17794    1116512SH         Sole     X
REGAL-BELOIT CORP.              COM             758750103           4029     252800SH         Sole     X
REGENT COMMUNICATIONS           COM             758865109           1806     210100SH         Sole     X
REGENERON PHARMACEUTICAL        COM             75886F107           8833     296300SH         Sole     X
REGIS CORP-NEW                  COM             758932107           4427     354161SH         Sole     X
REGENCY REALTY CORP. REIT       COM             758939102          18594     782913SH         Sole     X
REGIONS FINANCIAL CORP          COM             758940100          61296    3084053SH         Sole     X
REHABILICARE, INC.              COM             758944102             19       6880SH         Sole     X
REGENT ASSISTED LIVING          COM             758949101              1       1500SH         Sole     X
REGISTRY MAGIC INC.             COM             75913K103             11       4900SH         Sole     X
REHABCARE CORPORATION           COM             759148109           4322     158600SH         Sole     X
REINSURANCE GROUP               COM             759351109           5534     183692SH         Sole     X
RELIANCE GROUP                  COM             759464100            487     649000SH         Sole     X
RELIANCE STEEL & ALUMINUM       COM             759509102           3827     200100SH         Sole     X
RELIANT ENERGY, INC.            COM             75952J108         125884    4258220SH         Sole     X
RELIASTAR FINANCIAL CORP        COM             75952U103          21829     416286SH         Sole     X
REMEC INC.                      COM             759543101           8547     204100SH         Sole     X
REMEDY CORP.                    COM             759548100          17370     311563SH         Sole     X
REMINGTON OIL & GAS CORP        COM             759594302            378      50400SH         Sole     X
RENAISSANCE WORLDWIDE           COM             75968A109            318     203300SH         Sole     X
REPLIGEN CORP.                  COM             759916109            701     111600SH         Sole     X
REPUBLIC BANK                   COM             759929102            616      51300SH         Sole     X
RENAL CARE GROUP, INC.          COM             759930100          11825     483565SH         Sole     X
RENT-A-CENTER                   COM             76009N100           4631     205800SH         Sole     X
RENT-WAY, INC.                  COM             76009U104           5516     189000SH         Sole     X
RENTRAK CORP.                   COM             760174102            325      88000SH         Sole     X
REPUBLIC BANCORP                COM             760282103           2636     294965SH         Sole     X
REPUBLIC FIRST BANCORP          COM             760416107            125      27030SH         Sole     X
REPUBLIC GROUP, INC.            COM             760473108            245      27200SH         Sole     X
REPUBLIC SECURITY FINL          COM             760758102           2424     484816SH         Sole     X
REPUBLIC SERVICES, INC.         COM             760759100          12412     775773SH         Sole     X
RESEARCH FRONTIERS INC.         COM             760911107           2370      79000SH         Sole     X
RES-CARE INC                    COM             760943100            972     180800SH         Sole     X
RESTORATION HARDWARE            COM             760981100            527      95800SH         Sole     X
RESEARCH PARTNERS INT'L         COM             761013101             57      35100SH         Sole     X
RESMED INC.                     COM             761152107           9373     350400SH         Sole     X
RESORTQUEST INTERNATIONAL       COM             761183102            291      56700SH         Sole     X
RESOURCE ASSET INVESTMENT       COM             761196104            322      29300SH         Sole     X
RESOURCE BANCSHARES MTG.        COM             761197102            742     177200SH         Sole     X
RESOURCE PHOENIX.COM            CL A            76122L106             98      60300SH         Sole     X
RESPIRONICS, INC.               COM             761230101           4890     271657SH         Sole     X
RESPONSE ONCOLOGY, INC          COM PAR $0.01   761232305            171     188803SH         Sole     X
RESPONSE USA                    COM NEW         761235506             15      33400SH         Sole     X
RETEK INC.                      COM             76128Q109           5648     176500SH         Sole     X
REVLON, INC. CLASS A            CL A            761525500           2440     386500SH         Sole     X
REXALL SUNDOWN, INC.            COM             761648104            466      19400SH         Sole     X
REYNOLDS & REYNOLDS CL A        CL A            761695105           8515     466563SH         Sole     X
R.J. REYNOLDS TOBACCO           COM             76182K105          13591     486486SH         Sole     X
RHYTHMS NETCONNECTIONS          COM             762430205           6367     506825SH         Sole     X
ROBOZYME PHARACEUTICALS         COM             762567105           2341      90700SH         Sole     X
RICHMOND COUNTY FINL CORP       COM             764556106           4145     216750SH         Sole     X
RIGGS NATIONAL CORP.            COM             766570105           3997     316600SH         Sole     X
RIGHT MANAGEMENT                COM             766573109           1150     109500SH         Sole     X
THE RIGHT START, INC.           COM NEW         766574206            109      23900SH         Sole     X
RIGHTCHOICE MANAGED CARE        CL A            76657K101            734      43000SH         Sole     X
RIMAGE CORP.                    COM             766721104            798      51500SH         Sole     X
RITE AID CORP.                  COM             767754104          25049    3816951SH         Sole     X
RIVIANA FOODS INC.              COM             769536103            722      41400SH         Sole     X
ROADWAY EXPRESS INC.            COM             769742107           5094     217358SH         Sole     X
ROBBINS & MYERS, INC.           COM             770196103           1592      69778SH         Sole     X
ROBERT HALF INTERNATIONAL       COM             770323103          27958     980986SH         Sole     X
ROBOTIC VISION SYSTEMS          COM             771074101           2011     111700SH         Sole     X
ROCHESTER MEDICAL CORP.         COM             771497104            481      57450SH         Sole     X
ROCK-TENN CO.                   CL A            772739207           1057     123410SH         Sole     X
ROCKWELL INTERNATIONAL CO       COM             773903109          86589    2748863SH         Sole     X
ROCKY MOUNTAIN CHOC FACT        COM PAR $0.03   774678403             28       5911SH         Sole     X
ROGERS CORP.                    COM             775133101           6269     179100SH         Sole     X
ROHM & HAAS CO                  COM             775371107         105630    3061742SH         Sole     X
ROHN INDUSTRIES INC.            COM             775381106            477     113000SH         Sole     X
ROLLINS, INC.                   COM             775711104           4043     271790SH         Sole     X
ROLLINS TRUCK LEASING           COM             775741101           4640     668824SH         Sole     X
ROPER INDS INC NEW              COM             776696106           8274     322900SH         Sole     X
ROSLYN BANCORP INC.             COM             778162107           9267     557926SH         Sole     X
ROSS STORES, INC.               COM             778296103          14545     852459SH         Sole     X
THE ROTTLUND CO.                COM             779077106            135      50300SH         Sole     X
ROUGE INDUSTRIES INC            CL A            779088103             88      29200SH         Sole     X
ROUSE CO. REIT                  COM             779273101          22597     913000SH         Sole     X
ROWAN COS., INC.                COM             779382100          44520    1465670SH         Sole     X
ROYAL APPLIANCE MANUFACTU       COM             780076105           1888     331900SH         Sole     X
ROYAL DUTCH PETRO ADR           NY REG GLD1.25  780257804        1631353   26499133SH         Sole     X
ROYAL GOLD INC                  COM             780287108            133      48300SH         Sole     X
ROYAL PRECISION INC             COM             780921102             20       7800SH         Sole     X
RUBY TUESDAY                    COM             781182100          12458     991696SH         Sole     X
RUDDICK CORP.                   COM             781258108           4505     381410SH         Sole     X
RUDOLPH TECNOLOGIES, INC.       COM             781270103           2453      63300SH         Sole     X
RUSH ENTERPRISES INC.           COM             781846100            283      50900SH         Sole     X
RURAL CELLULAR CORP             CL A            781904107           4441      58000SH         Sole     X
RUSS BERRIE, INC.               COM             782233100           2724     141500SH         Sole     X
RUSSELL CORP.                   COM             782352108          11709     585430SH         Sole     X
RYAN'S FAMILY STEAK HOUSE       COM             783519101           3659     433615SH         Sole     X
RYDER SYSTEM, INC.              COM             783549108          24088    1271952SH         Sole     X
RYERSON TULL, INC.              COM             78375P107           2180     210081SH         Sole     X
RYLAND GROUP, INC.              COM             783764103           3929     177600SH         Sole     X
S&K FAMOUS BRANDS INC           COM             783774102            615      85700SH         Sole     X
S & T BANCORP INC               COM             783859101           4690     257000SH         Sole     X
SBC COMMUNICATIONS              COM             78387G103        2145117   49598082SH         Sole     X
SBS TECHNOLOGIES                COM             78387P103           1130      30600SH         Sole     X
SCG HOLDING CORP.               COM             783884109           1557      71200SH         Sole     X
SBA COMMUNICATIONS CORP.        COM             78388J106          10476     201700SH         Sole     X
SCB COMPUTER TECHNOLOGY         COM             78388N107             26      12400SH         Sole     X
SCC COMMUNICATIONS CORP.        COM             78388X105            404      59900SH         Sole     X
SCI SYSTEMS, INC.               COM             783890106          30696     783320SH         Sole     X
SCM MICROSYSTEMS INC            COM             784018103           6429     106155SH         Sole     X
SCP POOL CORP.                  COM             784028102           2882     122650SH         Sole     X
SCPIE HOLDINGS INC.             COM             78402P104           1566      76400SH         Sole     X
SDL INC.                        COM             784076101          69643     244200SH         Sole     X
SEEC INC.                       COM             784110108            339      77400SH         Sole     X
SEI INVESTMENT COMPANY          COM             784117103          12639     317461SH         Sole     X
SEMCO ENERGY INC                COM             78412D109           1162      89385SH         Sole     X
SFX ENTERTMNT. INC. CL A        CL A            784178105           9183     202662SH         Sole     X
SJNB FINANCIAL CORP.            COM             784273104            374      13300SH         Sole     X
SJW CORP.                       COM             784305104           3566      30000SH         Sole     X
SL GREEN REALTY CORP            COM             78440X101           9530     356254SH         Sole     X
SLM HOLDING CORP                COM             78442A109          92018    2457923SH         Sole     X
SLI, INC.                       COM             78442T108           3567     294153SH         Sole     X
SMC CORP.                       COM             784460107            185      59300SH         Sole     X
SPS TECHNOLOGIES, INC.          COM             784626103           5679     138300SH         Sole     X
SPSS, INC.                      COM             78462K102           4447     152700SH         Sole     X
SOS STAFFING SERVICES           COM             78462X104            338     110500SH         Sole     X
SPX CORP.                       COM             784635104          21864     180789SH         Sole     X
S1 CORPORATION                  COM             78463B101           4969     213167SH         Sole     X
S3 INC.                         COM             784849101          13539     917880SH         Sole     X
SVI HOLDINGS, INC.              COM             784872103            457      89100SH         Sole     X
SABA SOFTWARE, INC.             COM             784932105           3259     155200SH         Sole     X
S.Y. BANCORP INC.               COM             785060104            472      22900SH         Sole     X
SABRE HOLDINGS CORP.            CL A            785905100          54969    1928732SH         Sole     X
SAFECO                          COM             786429100          35473    1784785SH         Sole     X
SAFEGUARD HEALTH ENT., IN       COM             786444109             32      49600SH         Sole     X
SAFEGUARD SCIENTIFICS, IN       COM             786449108          15044     469200SH         Sole     X
SAFESCIENCE, INC.               COM             786452102             74      14100SH         Sole     X
SAFETY-KLEEN CORP               COM NEW         78648R203             31     439004SH         Sole     X
SAFEWAY, INC.                   COM NEW         786514208         321351    7121345SH         Sole     X
SAGA COMMUNICATIONS, INC.       CL A            786598102           1450      65893SH         Sole     X
SAGA SYSTEMS, INC.              COM             786610105           3239     260400SH         Sole     X
SAGENT TECHNOLOGY, INC.         COM             786693101           3464     243100SH         Sole     X
ST. FRANCIS CAPITAL CORP.       COM             789374105           2291     151500SH         Sole     X
THE ST. JOE COMPANY             COM             790148100          10776     359197SH         Sole     X
ST. JUDE MEDICAL, INC.          COM             790849103          58631    1278063SH         Sole     X
ST MARY LAND & EXPLORATIO       COM             792228108           4885     116140SH         Sole     X
ST. PAUL COMPANIES, INC.        COM             792860108         105627    3095308SH         Sole     X
SAKS, INC.                      COM             79377W108           7446     709143SH         Sole     X
SALEM COMMUNICATIONS CORP       CL A            794093104           1130     121800SH         Sole     X
SALIENT 3 COMMUNICATIONS        CL A            794721100           1308     108400SH         Sole     X
SALTON, INC.                    COM             795757103           3593      97450SH         Sole     X
SAMES CORP.                     COM             79587E104            453      28750SH         Sole     X
SAMSONITE CORP.                 COM             79604V105            924     205239SH         Sole     X
SANCHEZ COMPUTER ASSOC.         COM             799702105           3904     164382SH         Sole     X
SANDERSON FARMS, INC.           COM             800013104            482      60250SH         Sole     X
SANDISK CORP.                   COM             80004C101          16239     265400SH         Sole     X
SANDY SPRING BANCORP, INC       COM             800363103            930      45500SH         Sole     X
SANGAMO BIOSCIENCES             COM             800677106            320      11600SH         Sole     X
SANMINA CORP.                   COM             800907107         178955    2093038SH         Sole     X
SANGSTAT MEDICAL CORP.          COM             801003104           3445     119300SH         Sole     X
SANTA BARBARA RESTAURANT        COM             801378100              2       2300SH         Sole     X
SANTA CRUZ OPERATION INC        COM             801833104            655     102800SH         Sole     X
SANTA FE PACIFIC CORP.          COM             802183103              0          0SH         Sole     X
SANTA FE SNYDER CORP            COM             80218K105          15035    1321800SH         Sole     X
SANTANDER BANCORP               COM             802809103           1787     140170SH         Sole     X
SAPIENT CORP.                   COM             803062108          99327     928835SH         Sole     X
SARA LEE CORP.                  COM             803111103         270231   13992519SH         Sole     X
SATCON TECHNOLOGY CORP.         COM             803893106           2733     106900SH         Sole     X
SAUER-DANFOSS, INC.             COM             804137107           2374     240400SH         Sole     X
SAUL CENTERS, INC. REIT         COM             804395101           3469     215141SH         Sole     X
SAVVIS COMMUNICATIONS           COM             805423100           4684     358600SH         Sole     X
SAWTEK INC.                     COM             805468105          13182     229000SH         Sole     X
SCANA CORP                      COM             80589M102          14361     595260SH         Sole     X
SCHEID VINEYARDS, INC.          CL A            806403101              8       2300SH         Sole     X
HENRY SCHEIN INC.               COM             806407102           3940     228414SH         Sole     X
SCHEIN PHARMACEUTICAL           COM             806416103           3674     169900SH         Sole     X
SCHERER HEALTH                  COM             806530101             11       3200SH         Sole     X
SCHERING-PLOUGH CORP.           COM             806605101        1180444   23375130SH         Sole     X
SCHICK TECHNOLOGIES             COM             806683108             60      40000SH         Sole     X
SCHLUMBERGER LTD.               COM             806857108         594498    7966476SH         Sole     X
SCHNITZER STEELINDUSTRIES       CL A            806882106            343      21600SH         Sole     X
SCHOLASTIC CORP.                COM             807066105           9070     148380SH         Sole     X
SCHOOL SPECIALTY, INC.          COM             807863105           3949     212720SH         Sole     X
SCHULER HOMES INC               COM             808188106            405      66100SH         Sole     X
SCHULMAN, A., INC.              COM             808194104           3962     328425SH         Sole     X
CHARLES SCHWAB CORP.            COM             808513105         734139   21833138SH         Sole     X
SCHWEITZER-MAUDUIT INT'L        COM             808541106           3767     301387SH         Sole     X
SCICLONE PARM                   COM             80862K104           2308     178400SH         Sole     X
SCIENT CORP.                    COM             80864H109          10219     231590SH         Sole     X
SCIENTIFIC-ATLANTA, INC.        COM             808655104         187099    2511391SH         Sole     X
SCIENTIFIC GAMES HOLDINGS       COM             808747109           3436     139900SH         Sole     X
SCIENTIFIC LEARNING CORP.       COM             808760102            469      21200SH         Sole     X
SCIOS, INC.                     COM             808905103           1889     335868SH         Sole     X
SCIQUEST.COM. INC.              COM             80908Q107           1899     166000SH         Sole     X
SCOPE INDUSTRIES                COM             809163108            559      12500SH         Sole     X
SCOTT TECHNOLOGIES, INC.        COM             810022301           4314     251000SH         Sole     X
SCOTTISHPOWER ADR               SPON ADR FINAL  81013T705           5236     156600SH         Sole     X
SCOTTS CO.                      CL A            810186106           8216     225100SH         Sole     X
E.W SCRIPPS CO                  CL A            811054204          12844     260785SH         Sole     X
SEABOARD CORP.                  COM             811543107            470       2730SH         Sole     X
SEACHANGE INTERNATIONAL         COM             811699107           3765     130400SH         Sole     X
SEACOAST BANKING CORP.CLA       CL A            811707108            761      28200SH         Sole     X
SEACOAST FINL SERV. CORP.       COM             81170Q106           1952     205470SH         Sole     X
SEAGATE TECHNOLOGY              COM             811804103         294419    5353068SH         Sole     X
THE SEAGRAM CO. LTD.            COM             811850106         312782    5392793SH         Sole     X
SEACOR SMIT INC.                COM             811904101           9999     258450SH         Sole     X
SEALED AIR CORP                 COM             81211K100          70666    1349229SH         Sole     X
SEALED AIR CORP CVT PFD         PFD CV A $2     81211K209           1916      37845SH         Sole     X
SEARS, ROEBUCK & CO.            COM             812387108         172639    5291630SH         Sole     X
SECOND BANCORP, INC.            COM             813114105            263      17300SH         Sole     X
SECURE COMPUTING CORP.          COM             813705100           3715     197500SH         Sole     X
SECURITY CAPITAL GROUP B        CL B            81413P204           5857     344500SH         Sole     X
SEDONA WORLDWIDE INC.           COM             815688106              0       1036SH         Sole     X
SEGUE SOFTWARE, INC.            COM             815807102            589      70300SH         Sole     X
SEITEL, INC.                    COM NEW         816074306           2640     324900SH         Sole     X
SELECTICA, INC.                 COM             816288104           1864      26600SH         Sole     X
SELECTIVE INSURANCE GROUP       COM             816300107           4741     249500SH         Sole     X
SEMTECH CORP.                   COM             816850101          13952     182421SH         Sole     X
SEMPRA ENERGY                   COM             816851109          50758    2985780SH         Sole     X
SEMITOOL INC                    COM             816909105           1264      73000SH         Sole     X
SENIOR HOUSING PROP TRUST       SH BEN INT      81721M109           1407     177290SH         Sole     X
SENSORMATIC ELECTRONICS C       COM             817265101          14142     894379SH         Sole     X
SENSORY SCIENCE CORP.           COM             81726X100           1126     367800SH         Sole     X
SEPRACOR INC                    COM             817315104          47772     396037SH         Sole     X
SEQUA CORP.                     CL A            817320104           3628      95010SH         Sole     X
SEQUENOM INC.                   COM             817337108           5132     113100SH         Sole     X
SEQUOIA SOFTWARE                COM             817439102           1174      71700SH         Sole     X
SERACARE, INC.                  COM             817473101            163      65300SH         Sole     X
SERENA SOFTWARE, INC.           COM             817492101           9204     202700SH         Sole     X
SEROLOGICALS CORP.              COM             817523103            631     126200SH         Sole     X
SERVICE CORP. INT'L.            COM             817565104           4091    1283342SH         Sole     X
SERVICEMASTER CO.               COM             81760N109          11744    1032450SH         Sole     X
7-ELEVEN, INC.                  COM NEW         817826209           4336     315380SH         Sole     X
724 SOLUTIONS INC.              COM             81788Q100            158       3600SH         Sole     X
SEVEN SEAS PETROLEUM            COM             817917107            352     296100SH         Sole     X
SHARED MEDICAL SYSTEMS CO       COM             819486101          30644     420134SH         Sole     X
SHARPER IMAGE CORP              COM             820013100            651      52100SH         Sole     X
SHAW GROUP INC.                 COM             820280105           6093     129300SH         Sole     X
SHAW INDUSTRIES, INC.           COM             820286102           8395     671568SH         Sole     X
SHEFFIELD PHARMACEUTICAL        COM NEW         82123D309            140      24100SH         Sole     X
SHERWIN-WILLIAMS CO.            COM             824348106          48529    2290468SH         Sole     X
SHIRE PHARMACEUTICALS ADR       SPONSORED ADR   82481R106            817      15744SH         Sole     X
SHOE CARNIVAL                   COM             824889109            498      79650SH         Sole     X
SHOE PAVILION, INC.             COM             824894109             40      21100SH         Sole     X
SHOPKO STORES, INC.             COM             824911101           4565     296900SH         Sole     X
SHOLODGE, INC.                  COM             825034101            138      39333SH         Sole     X
SHONEY'S, INC.                  COM             825039100            781     624601SH         Sole     X
SHUFFLE MASTER, INC.            COM             825549108           1197      83250SH         Sole     X
SHURGARD STRAGE REIT CL A       COM             82567D104          11059     491499SH         Sole     X
SICOR, INC.                     COM             825846108           4846     605781SH         Sole     X
SIEBEL SYSTEMS INC.             COM             826170102         524720    3208071SH         Sole     X
SIERRA HEALTH SERVICES          COM             826322109            444     139403SH         Sole     X
SIERRA PACIFIC RESOURCES        COM             826428104           9132     726950SH         Sole     X
SIGMA ALDRICH CORP.             COM             826552101          37626    1286345SH         Sole     X
SIGNAL TECHNOLOGY CORP.         COM             826675100           1208      48300SH         Sole     X
SIGA TECHNOLOGIES               COM             826917106             85      17900SH         Sole     X
SILICON LABS.                   COM             826919102            372       7000SH         Sole     X
SILGAN HOLDINGS INC.            COM             827048109           1849     188400SH         Sole     X
SILICON GRAPHICS, INC.          COM             827056102           8794    2345038SH         Sole     X
SILICON STORAGE TECH.           COM             827057100           8231      93200SH         Sole     X
SILICON IMAGE INC.              COM             82705T102           7087     142100SH         Sole     X
SILICON VALLEY BANCSHARES       COM             827064106          24586     576800SH         Sole     X
SILICON VALLEY GROUP, INC       COM             827066101          10870     420100SH         Sole     X
SILICONIX INC.                  COM NEW         827079203           6811     100900SH         Sole     X
SILVERSTREAM SOFTWARE           COM             827907106           6514     112800SH         Sole     X
SIMMONS FIRST NATIONAL          CL A $5 PAR     828730200           1704      76150SH         Sole     X
SIMON PROPERTY GROUP, INC       COM             828806109          44069    1986214SH         Sole     X
SIMPSON INDUSTRIES, INC.        COM             829060102            317      42100SH         Sole     X
SIMPSON MANUFACTURING           COM             829073105           3184      66600SH         Sole     X
SIMULA INC.                     COM             829206101            118      58900SH         Sole     X
SINCLAIR BROADCAST GROUP        CL A            829226109           4192     381100SH         Sole     X
SIRIUS SATELLITE RADIO          COM             82966U103          11698     264000SH         Sole     X
SITEL CORP.                     COM             82980K107           3094     626600SH         Sole     X
SIPEX CORP.                     COM             829909100           4538     163900SH         Sole     X
SIZZLER PROPERTY INVESTOR       COM             830137105            619      82500SH         Sole     X
SIZZLER INTERNATIONAL           COM             830139101            947     369575SH         Sole     X
SKETCHERS U.S.A, INC            CL A            830566105            917      58000SH         Sole     X
SKILLSOFT CORP.                 COM             83066P101           1018      72100SH         Sole     X
SKYEPHARMA PLC ADR              SPONSORED ADR   830808101             12        888SH         Sole     X
SKY FINANCIAL GROUP INC.        COM             83080P103           9574     600722SH         Sole     X
SKYLANDS FINANCIAL CORP.        COM             83081H100            115       7900SH         Sole     X
SKYLINE CORP.                   COM             830830105           1509      70200SH         Sole     X
SKYWEST, INC.                   COM             830879102          12427     335300SH         Sole     X
SMARTSERV ONLINE, INC.          COM NE          83169M203           1482      21000SH         Sole     X
SMARTDISK CORP.                 COM             83169Q105           3622     131700SH         Sole     X
SMITH (A.O.) CORPORATION        COM             831865209           5084     242800SH         Sole     X
SMITH INTERNATIONAL, INC.       COM             832110100          21953     301496SH         Sole     X
CHARLES E. SMITH RES REIT       COM             832197107          12862     338477SH         Sole     X
SMITHFIELD FOOD, INC.           COM             832248108          15726     560400SH         Sole     X
J. M. SMUCKER CO.               CL A            832696108           5123     266120SH         Sole     X
J.M.SMUCKER CL B                CL B            832696207             88       4700SH         Sole     X
SMURFIT-STONE CONTAINER         COM             832727101          12102     940000SH         Sole     X
SNYDER COMMUNICATIONS INC       COM SNC         832914105          11098     467269SH         Sole     X
CIRCLE.COM                      COM CIRCLE COM  832914204            721     195639SH         Sole     X
SNAP-ON INC.                    COM             833034101          29101    1092980SH         Sole     X
SOCRATES TECHNOLOGIES           COM             833719107             72     110100SH         Sole     X
SODEXHO MARRIOTT SVCS WI        COM             833793102           7294     419771SH         Sole     X
SOFTWARE SPECTRUM               COM             833960107           1581      91300SH         Sole     X
SOFTNET SYSTEMS, INC.           COM             833964109           2312     240200SH         Sole     X
SOFTWARE.COM, INC.              COM             83402P104          19533     150400SH         Sole     X
SOFTWARE TECHNOLOGIES           COM             834040107           6966     227000SH         Sole     X
SOLA INTERNATIONAL              COM             834092108            601     123300SH         Sole     X
SOLECTRON CORP.                 COM             834182107         357097    8527682SH         Sole     X
SOLUTIA, INC.                   COM             834376105          13547     985253SH         Sole     X
SOMERA COMMUNICATIONS           COM             834458101           2799     205400SH         Sole     X
SOMERSET GROUP, INC.            COM             834706103            113       5156SH         Sole     X
SONIC CORP                      COM             835451105           5224     177825SH         Sole     X
SONIC AUTOMOTIVE INC.           CL A            83545G102           1192     111500SH         Sole     X
SONIC INNOVATIONS. INC          COM             83545M109            217      11700SH         Sole     X
SONIC FOUNDRY, INC.             COM             83545R108            852      42600SH         Sole     X
SONICWALL, INC.                 COM             835470105          11008     125000SH         Sole     X
SONOCO PRODUCTS                 COM             835495102           9474     460719SH         Sole     X
SONOSITE, INC.                  COM             83568G104           3338     115858SH         Sole     X
SONUS PHARMACEUTICALS INC       COM             835692104            677     193400SH         Sole     X
SOTHEBY'S HOLDINGS CLASS        CL A            835898107           8579     490230SH         Sole     X
SONUS NETWORKS, INC.            COM             835916107           2194      13900SH         Sole     X
SOURCE INFORMATION MGMT         COM NEW         836151209           1822     119500SH         Sole     X
SOURCE MEDIA, INC.              COM NEW         836153304            399     102100SH         Sole     X
SOUTH FINANCIAL GROUP           COM             837841105           6139     423373SH         Sole     X
SOUTH JERSEY FIN CORP           COM             838493104            991      50600SH         Sole     X
SOUTH JERSEY INDUSTRIES,        COM             838518108           2117      79320SH         Sole     X
SOUTHDOWN, INC.                 COM             841297104           9590     166064SH         Sole     X
SOUTHERN CO.                    COM             842587107         218607    9377236SH         Sole     X
SOUTHERN FIN'L BANCORP          COM             842870107            228      17500SH         Sole     X
SOUTHERN PERU COPPER CORP       COM             843611104           1731     142000SH         Sole     X
SOUTHERN UNION CO.              COM             844030106           7592     480132SH         Sole     X
SOUTHTRUST CORP.                COM             844730101          57456    2539485SH         Sole     X
SOUTHWEST AIRLINES CO.          COM             844741108         136170    7190483SH         Sole     X
SOUTHWEST BANCORP, INC.         COM             844767103            369      22900SH         Sole     X
SOUTHWEST BANCORP OF TX         COM             84476R109           6590     317600SH         Sole     X
SOUTHWEST GAS CORP.             COM             844895102           5353     305900SH         Sole     X
SOUTHWEST SECURITIES, INC       COM             845224104           4746     127400SH         Sole     X
SOUTHWESTERN ENERGY CO.         COM             845467109           2538     406100SH         Sole     X
SOVEREIGN BANCORP, INC.         COM             845905108           9668    1374954SH         Sole     X
SOVRAN SELF STORAGE REIT        COM             84610H108           5068     236413SH         Sole     X
3PACELABS MEDICAL, INC.         COM             846247104            663      58939SH         Sole     X
SPANISH BROADCASTING SYS.       CL A            846425882           5060     246100SH         Sole     X
SPARTAN MOTORS, INC.            COM             846819100           1126     269000SH         Sole     X
SPARTECH CORP.                  COM NEW         847220209           5905     218700SH         Sole     X
SPECIALTY CHEM RESOURCES,       COM NEW         847487204              1      29400SH         Sole     X
SPECIALTY EQUIPMENT COS.        COM NEW         847497203           5097     187900SH         Sole     X
SPECTRA-PHYSICS LASERS          COM             847568102           4994      71400SH         Sole     X
SPECTRALINK CORP.               COM             847580107           1021      69800SH         Sole     X
SPECTRIAN CORP.                 COM             847608106            768      46200SH         Sole     X
SPECTRANETICS                   COM             84760C107            625     126600SH         Sole     X
SPECTRASITE HOLDINGS,INC        COM             84760T100          11160     393300SH         Sole     X
SPECTRX, INC.                   COM             847635109             53       5074SH         Sole     X
SPEEDFAM-IPEC, INC.             COM             847705100           4975     273545SH         Sole     X
SPEEDUS.COM, INC.               COM             847723103           1426     240100SH         Sole     X
SPEEDWAY MOTORSPORTS INC.       COM             847788106           3869     168200SH         Sole     X
SPIEGEL, INC.                   CL A            848457107           4124     485200SH         Sole     X
SPIEKER PROPERTIES REIT         COM             848497103          35303     767449SH         Sole     X
SPINNAKER EXPLORATION           COM             84855W109            884      34500SH         Sole     X
SPORTSLINE.COM, INC.            COM             848934105           2779     162900SH         Sole     X
THE SPORTS AUTHORITY INC        COM             849176102            199     177000SH         Sole     X
SPRINGS INDUSTRIES, INC.        CL A            851783100           9875     308580SH         Sole     X
SPRINT CORP.                    COM FON GROUP   852061100         644430   12635884SH         Sole     X
SPRINT CORP. PCS                PCS COM SER 1   852061506         866972   14570955SH         Sole     X
SPYGLASS, INC.                  COM             852192103           5154     164600SH         Sole     X
STAAR SURGICAL CO               COM PAR $0.01   852312305            629      56200SH         Sole     X
STAFF LEASING INC.              COM             852381102            190      53300SH         Sole     X
STAFFMARK INC.                  COM             852389105           1055     157700SH         Sole     X
STAGE STORES                    COM             85254C107             18     123000SH         Sole     X
STAMPS.COM INC                  COM             852857101           1581     216200SH         Sole     X
STANCORP FINANCIAL GROUP        COM             852891100           7398     230300SH         Sole     X
STANDARD COMMERCIAL TOBAC       COM             853258101            621     136034SH         Sole     X
STD MICROSYSTEM                 COM             853626109           2818     183300SH         Sole     X
STANDARD MOTOR PRODUCTS,        COM             853666105            536      63100SH         Sole     X
STANDARD PACIFIC CORP           COM             85375C101           2900     290000SH         Sole     X
THE STANDARD REGISTER CO.       COM             853887107           4038     283334SH         Sole     X
STANDEX INTERNATIONAL COR       COM             854231107           3404     214400SH         Sole     X
STANFORD MICRDEVICES, INC       COM             854399102            990      22800SH         Sole     X
THE STANLEY WORKS               COM             854616109          29114    1225848SH         Sole     X
STARBASE CORPORATION            COM NEW         854910205           1245     117200SH         Sole     X
STAR TELECOMMUNICATIONS         COM             854923109           1119     441915SH         Sole     X
STAPLES, INC.                   COM             855030102         107162    6969888SH         Sole     X
STAR BUFFET INC.                COM             855086104             27       7600SH         Sole     X
STARBUCKS CORP.                 COM             855244109          84815    2221009SH         Sole     X
STARCRAFT CORP.                 COM             855269106             45       5500SH         Sole     X
STARMEDIA NETWORK, INC.         COM             855546107           6384     338200SH         Sole     X
STARMET CORP.                   COM             855547105              7       3200SH         Sole     X
L. S. STARRETT CO. CL. A        CL A            855668109           1006      57500SH         Sole     X
L. S. STARRETT CO. CL. B        CL A            855668109              7        400SH         Sole     X
STARTEK INC.                    COM             85569C107           7476     148400SH         Sole     X
STARTEC GLOBAL COMM.            COM             85569E103            654      61200SH         Sole     X
STATE AUTO FINL CORP            COM             855707105           1820     153300SH         Sole     X
STARWOOD HOTELS & RESORTS       PAIRED CTF      85590A203          24435     756212SH         Sole     X
STATE FINL SVCS. CORP A         CL A            856855101            879      91969SH         Sole     X
STATE STREET CORP.              COM             857477103         248419    2342197SH         Sole     X
STATEN ISLAND BANCORP           COM             857550107           7570     429500SH         Sole     X
STATION CASINOS, INC.           COM             857689103           6178     247100SH         Sole     X
STEEL DYNAMICS INC.             COM             858119100           4031     444800SH         Sole     X
STEEL TECHNOLOGIES, INC.        COM             858147101            180      25200SH         Sole     X
STEELCASE INC.                  CL A            858155203            721      42400SH         Sole     X
STEIN MART, INC.                COM             858375108           3612     352400SH         Sole     X
STEINWAY MUSICAL INST.          COM ORD         858495104            835      50600SH         Sole     X
STEPAN CO.                      COM             858586100           1286      55300SH         Sole     X
STEPHAN CO                      COM             858603103            339      75250SH         Sole     X
STERLING BANCSHARES INC.        COM             858907108           3112     287800SH         Sole     X
STERICYCLE, INC.                COM             858912108           2851     118800SH         Sole     X
STERILE RECOVERIES, INC.        COM             859151102            537      69300SH         Sole     X
STERIS CORP.                    COM             859152100           5718     644272SH         Sole     X
STERLING BANCORP                COM             859158107            351      22260SH         Sole     X
STERLING FINANCIAL CORP.        COM             859317109              0          0SH         Sole     X
STEWART & STEVENSON SVCS.       COM             860342104          16327    1083920SH         Sole     X
STEWART ENTERPRISES CL. A       CL A            860370105           4124    1167910SH         Sole     X
STEWART INFORMATION SERVI       COM             860372101           1571     107400SH         Sole     X
STIFEL FINANCIAL CORP.          COM             860630102            491      46798SH         Sole     X
STILLWATER MINING CO.           COM             86074Q102          11533     413750SH         Sole     X
STONE ENERGY CORP.              COM             861642106          14328     239800SH         Sole     X
STONERIDGE INC.                 COM             86183P102           3587     409900SH         Sole     X
STORAGE USA, INC. REIT          COM             861907103          12843     435352SH         Sole     X
STORAGE TECHNOLOGY CORP.        COM PAR $0.10   862111200           9468     865619SH         Sole     X
STORAGE COMPUTER CORP.          COM             86211A101            189      23300SH         Sole     X
STRATEGIC DISTRIBUTION          COM             862701208            937     483778SH         Sole     X
STRATOS LIGHTWAVE, INC.         COM             863100103            558      20000SH         Sole     X
STRATTEC STRATEGY CORP          COM             863111100            822      25305SH         Sole     X
STRATUS PROPERTIES, INC.        COM             863167102            563     132500SH         Sole     X
STRAYER EDUCATION               COM             863236105           3419     142450SH         Sole     X
STREAMLOGIC CORP.               COM             863238101              0      34100SH         Sole     X
STEAMLINE.COM. INC              COM             863239109             12       4000SH         Sole     X
STRIDE RITE CORP.               COM             863314100           3155     515026SH         Sole     X
STROUDS, INC.                   COM             863451100            123      69100SH         Sole     X
STRUCTURAL DYNAMICS RESEA       COM             863555108           5604     372061SH         Sole     X
STRYKER CORP.                   COM             863667101          43740     999781SH         Sole     X
STUDENT LOAN CORP.              COM             863902102           3247      77300SH         Sole     X
STYLING TECHNOLOGY CORP.        COM             863905105             42      69700SH         Sole     X
STURM, RUGER & CO., INC.        COM             864159108           1512     170400SH         Sole     X
STYLECLICK.COM INC              COM             864221106            417      41700SH         Sole     X
SUCCESS BANCSHARES INC.         COM             864578109            539      49600SH         Sole     X
SUFFOLK BANCORP                 COM             864739107            677      25900SH         Sole     X
SUIZA FOODS CORP.               COM             865077101          13523     276690SH         Sole     X
SUMMIT BANCORP.                 COM             866005101          60517    2457561SH         Sole     X
SUMMIT BANCSHARES INC           COM             866011109            932      54000SH         Sole     X
SUMMIT PROPERTIES REIT          COM             866239106           9896     471244SH         Sole     X
SUMMIT TECHNOLOGY, INC.         COM             86627E101          11196     593171SH         Sole     X
SUN COMMUNITIES INC. REIT       COM             866674104           9823     293762SH         Sole     X
SUM COMMUNITY BANCORP           COM             866678105             39       3800SH         Sole     X
SUN MICROSYSTEMS, INC.          COM             866810104        2322339   25537753SH         Sole     X
SUNBURST HOSPITALITY CORP       COM             866948102            905     203845SH         Sole     X
SUNBEAM CORP.                   COM             867071102           2907     845712SH         Sole     X
SUNBEAM CORP. WARRANTS          WT EXP  082403  867071128             57      83496SH         Sole            X
SUNGARD DATA SYSTEMS            COM             867363103          21810     703542SH         Sole     X
SUNGLASS HUT INTERNATIONA       COM             86736F106           5935     722100SH         Sole     X
SUNOCO, INC.                    COM             86764P109          41656    1415065SH         Sole     X
SUNQUEST INFO. SYSTEMS          COM             867654105           1038      96600SH         Sole     X
SUNRISE ASSISTED LIVING         COM             86768K106           2649     143200SH         Sole     X
SUNRISE TECH INT'L              COM             86769L103           2193     219300SH         Sole     X
SUNTERRA RESORTS INC.           COM             86787D109             40     136600SH         Sole     X
SUNRISE MEDICAL, INC.           COM             867910101            820     168200SH         Sole     X
SUNTRUST BANKS, INC.            COM             867914103         194496    4257092SH         Sole     X
SUPERCONDUCTOR TECH INC.        COM             867931107           4710     119800SH         Sole     X
SUPERGEN INC.                   COM             868059106           8135     224400SH         Sole     X
SUPERIOR CONSULTANT HLDGS       COM             868146101            447      94100SH         Sole     X
SUPERIOR ENERGY SERVICES        COM             868157108           2074     199900SH         Sole     X
SUPERIOR INDUSTRIES INT'L       COM             868168105           6385     247969SH         Sole     X
SUPERIOR UNIFORM GROUP          COM             868358102            404      46500SH         Sole     X
SUPERIOR TELECOM INC.           COM             868365107           2281     229510SH         Sole     X
SUPERIOR TELECOM 8.5% CVT       PFD CV 8.50%    86836P202            183       6871SH         Sole     X
SUPERTEX INC.                   COM             868532102           1317      26200SH         Sole     X
SUPERVALU, INC.                 COM             868536103          38180    2002902SH         Sole     X
SURMODICS, INC.                 COM             868873100           1477      56800SH         Sole     X
SUSQUEHANNA BKSHS PA            COM             869099101           5054     354695SH         Sole     X
SWIFT ENERGY CO.                COM             870738101           5247     184899SH         Sole     X
SWIFT TRANSPORTATION CO.,       COM             870756103           6701     478675SH         Sole     X
SWISS ARMY BRANDS, INC.         COM             870827102             91      17700SH         Sole     X
SYBRON CHEMICALS, INC.          COM             870903101            173       7900SH         Sole     X
SWITCHBOARD INC.                COM             871045100           2075     207500SH         Sole     X
SYBASE, INC.                    COM             871130100          13593     591000SH         Sole     X
SYBRON CORP.                    COM             87114F106          11945     602879SH         Sole     X
SYCAMORE NETWORKS, INC.         COM             871206108          90472     819680SH         Sole     X
SYKES ENTERPRISES, INC.         COM             871237103           3789     294300SH         Sole     X
SYLVAN LEARNING SYSTEMS         COM             871399101           5223     379844SH         Sole     X
SYMANTEC CORP.                  COM             871503108          29995     556115SH         Sole     X
SYMBOL TECHNOLOGIES, INC.       COM             871508107          34432     637634SH         Sole     X
SYMMETRICOM INC                 COM             871543104           4328     171400SH         Sole     X
SYMS CORP                       COM             871551107            293      74500SH         Sole     X
SYMYX TECHNOLOGIES              COM             87155S108           6847     160700SH         Sole     X
SYNAGRO TECHNOLOGIES, INC       COM NEW         871562203            247      66946SH         Sole     X
SYNALLOY CORP.                  COM             871565107            339      47700SH         Sole     X
SYNCOR INTERNATIONAL CORP       COM             87157J106          10116     140500SH         Sole     X
SYNOPSYS, INC.                  COM             871607107          16186     468301SH         Sole     X
SYNOVUS FINANCIAL CORP.         COM             87161C105          69560    3946655SH         Sole     X
SYNTELLECT INC.                 COM             87161L105           1737     267300SH         Sole     X
SYNTEL, INC.                    COM             87162H103           2355     235480SH         Sole     X
SYNTROLEUM CORP.                COM             871630109           4516     263700SH         Sole     X
SYSCO CORP.                     COM             871829107         224920    5339336SH         Sole     X
SYSTEM SOFTWARE ASSOCIATE       COM NEW         871839205              3      74737SH         Sole     X
SYSTEMAX INC                    COM             871851101            747     192846SH         Sole     X
SYSTEMS & COMPUTER TECH.        COM             871873105           6456     322800SH         Sole     X
T & W FINANCIAL CORP            COM             87215N107              6      92600SH         Sole     X
TBC CORP.                       COM             872180104            920     199025SH         Sole     X
TCF FINANCIAL CORP.             COM             872275102          11388     443332SH         Sole     X
TCI SATELLITE ENT CL A          CL A            872298104           2119     243887SH         Sole     X
TCI SATELLITE ENT CL B          CL B            872298203              4        420SH         Sole     X
TCSI CORP.                      COM             87233R106            733     360650SH         Sole     X
TD WATERHOUSE GROUP, INC.       COM             872362108           3180     183700SH         Sole     X
TECO ENERGY, INC.               COM             872375100          11758     586050SH         Sole     X
TF FINANCIAL CORP.              COM             872391107           1067      78312SH         Sole     X
THCG, INC                       COM             87242T101            456      63500SH         Sole     X
THQ INC.                        COM NEW         872443403           1843     151250SH         Sole     X
TJX COS., INC.                  COM             872540109          88708    4731069SH         Sole     X
T/R SYSTEMS, INC.               COM             87263U102             26       4100SH         Sole     X
TRW, INC.                       COM             872649108          78579    1811616SH         Sole     X
TSR, INC.                       COM             872885108            459      83500SH         Sole     X
TMP WORLDWIDE, INC.             COM             872941109          19605     265600SH         Sole     X
TV GUIDE, INC.                  CL A            87307Q109          19303     563600SH         Sole     X
TXU CORP.                       COM             873168108         109155    3700178SH         Sole     X
TACO CABANA                     COM             873425102            809     122100SH         Sole     X
TALBOTS INC.                    COM             874161102           8691     158200SH         Sole     X
TALK.COM, INC.                  COM             874264104           4820     829285SH         Sole     X
TANDYCRAFTS, INC.               COM             875386104            376     133700SH         Sole     X
TANGER FACTORY OUTLET CEN       COM             875465106           3044     129552SH         Sole     X
TANNING TECHNOLOGY CORP.        COM             87588P101           2608     135500SH         Sole     X
TANOX, INC.                     COM             87588Q109           5569     117700SH         Sole     X
TARGET CORP.                    COM             87612E106         382458    6594096SH         Sole     X
TARGETED GENETICS CORP.         COM             87612M108            675      45400SH         Sole     X
TAUBMAN CO. REIT                COM             876664103           8479     770780SH         Sole     X
TEAM FINANCIAL INC.             COM             87815X109            379      46600SH         Sole     X
TECH DATA CORP.                 COM             878237106          15052     345530SH         Sole     X
TECH/OPS SEVCON, INC.           COM             878293109            516      59000SH         Sole     X
TECH-SYM CORP.                  COM             878308105           1828      65000SH         Sole     X
TECHNE                          COM             878377100          20908     160828SH         Sole     X
TECHNICAL COMMUNICATIONS        COM             878409101             46      14000SH         Sole     X
TECH. CHEM. & PROD.             COM             87840Q103             34      41400SH         Sole     X
TECHNICLONE CORP.               COM NEW         878517309            699     180300SH         Sole     X
TECHNISOURCE, INC.              COM             878553106            876     226100SH         Sole     X
TECHNITROL, INC.                COM             878555101          15200     156900SH         Sole     X
TECHNOLOGY SOLUTIONS CO.        COM             87872T108           3540     572096SH         Sole     X
TECUMSEH PRODUCTS CO. CL        CL B            878895101            531      12900SH         Sole     X
TECUMSEH PRODUCTS CO. CL        CL A            878895200           6600     172843SH         Sole     X
TEJON RANCH CO.                 COM             879080109           2227      98700SH         Sole     X
TEKELEC                         COM             879101103           9970     206900SH         Sole     X
TEKTRONIX, INC.                 COM             879131100          53604     724377SH         Sole     X
TELAXIS COMMUNICATIONS          COM             879202109           2725      87200SH         Sole     X
TELCOM SEMICONDUCTOR INC.       COM             87921P107           4397     108900SH         Sole     X
TELECORP PCS INC                CL A            879299105          13480     334400SH         Sole     X
TELEDYNE TECHNOLOGIES INC       COM             879360105           7971     475888SH         Sole     X
TELEFLEX INC.                   COM             879369106          14388     388210SH         Sole     X
TELEPHONE & DATA SYSTEMS,       COM             879433100          38684     385872SH         Sole     X
TELESCAN INC.                   COM             879516102            428      58500SH         Sole     X
TELESPECTRUM WORLDWIDE          COM             87951U109            424      92892SH         Sole     X
TELIGENT, INC.                  CL A            87959Y103           4384     185551SH         Sole     X
TELLABS, INC.                   COM             879664100         449576    6569141SH         Sole     X
TELXON CORP.                    COM             879700102           4796     268300SH         Sole     X
TELULAR CORP.                   COM NEW         87970T208           1706     142150SH         Sole     X
TELOCITY INC.                   COM             87971D103            353      77300SH         Sole     X
TEMPLE-INLAND, INC.             COM             879868107          30854     734609SH         Sole     X
TELETECH HOLDINGS INC.          COM             879939106           8921     287200SH         Sole     X
TENFOLD CORP.                   COM             88033A103           3035     184663SH         Sole     X
TENET HEALTHCARE CORP.          COM             88033G100         130923    4849015SH         Sole     X
TENNANT CO.                     COM             880345103           1616      43100SH         Sole     X
TENNECO AUTOMOTIVE              COM             880349105           2249     428357SH         Sole     X
TERADYNE, INC.                  COM             880770102         213916    2910415SH         Sole     X
TERAYON COMMUNICATIONS          COM             880775101          16739     260600SH         Sole     X
TEREX CORPORATION               COM             880779103           2612     184900SH         Sole     X
TERRA INDUSTRIES, INC.          COM             880915103            235     221092SH         Sole     X
TERRA NITROGEN COMPANY          COM UNIT        881005201             23       5800SH         Sole     X
TERREMARK WORLDWIDE,INC.        COM             881448104            691     140000SH         Sole     X
TESORO PETROLEUM CORP.          COM             881609101           4939     487800SH         Sole     X
THE TESSERACT GROUP INC.        COM             881612105             51     129700SH         Sole     X
TETRA TECHNOLOGIES INC.         COM             88162F105            450      31700SH         Sole     X
TETRA TECH INC                  COM             88162G103           8085     353427SH         Sole     X
TEXACO, INC.                    COM             881694103         423105    7945629SH         Sole     X
TEXAS BIOTECHNOLOGY CORP.       COM             88221T104           4131     217400SH         Sole     X
TEXAS INDUSTRIES, INC.          COM             882491103           8126     281434SH         Sole     X
TEXAS INSTRUMENTS, INC.         COM             882508104        1809131   26338578SH         Sole     X
TEXAS REGIONAL BANCSHARES       CL A VTG        882673106           3805     149950SH         Sole     X
TEXTRON, INC.                   COM             883203101         109542    2016877SH         Sole     X
THEGLOBE.COM, INC.              COM             88335R101             53      30600SH         Sole     X
THERAGENICS CORP                COM             883375107           3930     459000SH         Sole     X
THERMA-WAVE INC.                COM             88343A108           3713     166400SH         Sole     X
THERMO ELECTRON CORP.           COM             883556102          49797    2364261SH         Sole     X
THERMO INSTRUMENT SYSTEMS       COM             883559106           8299     442619SH         Sole     X
THERMO CARDIO  SYSTEMS          COM NONREDEEM   88355K200           2782     278200SH         Sole     X
THERMO ECOTEK CORP.             COM             88355R106           1285     137050SH         Sole     X
THERMO FIBERTEK, INC.           COM             88355W105           1373     288975SH         Sole     X
THERMO TERRATECH INC.           COM             883598104            650      81300SH         Sole     X
THERMOLASE CORP.                COM             883624108            760     270300SH         Sole     X
THERMOTREX CORP                 COM             883666109           1498     135400SH         Sole     X
THESTREET.COM, INC.             COM             88368Q103            720     123800SH         Sole     X
THERMEDICS, INC.                COM             883901100           2088     210150SH         Sole     X
THOMAS & BETTS CORP.            COM             884315102          15508     810885SH         Sole     X
THOMAS INDUSTRIES INC.          COM             884425109           1955     110550SH         Sole     X
THOR INDS, INC.                 COM             885160101           2258     107500SH         Sole     X
THORATEC LABORATORIES           COM NEW         885175307           1125      69500SH         Sole     X
THORNBURG MORTGAGE, INC.        COM             885218107            285      39600SH         Sole     X
3 COM CORP.                     COM             885535104         292083    5068690SH         Sole     X
3DO CO.                         COM             88553W105           1082     137900SH         Sole     X
3DFX INTERACTIVE INC.           COM             88553X103           1713     220200SH         Sole     X
THREE-FIVE SYSTEMS, INC.        COM             88554L108          13045     221099SH         Sole     X
THREE RIVERS BANCORP INC.       COM             88562Q107            545      82999SH         Sole     X
360NETWORKS INC.                SUB VTG SHS     88575T205            153      10000SH         Sole     X
TIBCO SOFTWARE, INC.            COM             88632Q103          69960     652400SH         Sole     X
TICKETS.COM, INC.               COM             88633M101            520     152600SH         Sole     X
TICKETMASTER ONLINE             CL B            88633P203           2606     163500SH         Sole     X
TIDEWATER, INC.                 COM             886423102          10103     280630SH         Sole     X
TIFFANY & COMPANY NEW           COM             886547108          74013    1096490SH         Sole     X
TIMBERLAND BANCORP, INC.        COM             887098101             82       7600SH         Sole     X
TIMBERLAND CO.                  CL A            887100105          14687     207400SH         Sole     X
TIMBERLINE SOFTWARE CORP.       COM             887134104           1046     142995SH         Sole     X
TIME WARNER, INC.               COM             887315109        1611252   21200684SH         Sole     X
TIME WARNER TELECOM INC.        CL A            887319101           9817     152500SH         Sole     X
TIMES MIRROR CO. CLASS A        COM SER A       887364107          76405     841538SH         Sole     X
THE TIMES MIRROR CO"PEPS"       PEPS    031501  887364503           1477      17900SH         Sole     X
TIMKEN CO.                      COM             887389104          20375    1093950SH         Sole     X
THE TITAN CORP                  COM             888266103          13094     292601SH         Sole     X
TITAN INTERNATIONAL INC.        COM             88830M102            596     112250SH         Sole     X
TITAN PHARMACEUTICALS           COM             888314101           6024     140100SH         Sole     X
TITANIUM METALS CORP.           COM             888339108            494     105300SH         Sole     X
TIVO INC.                       COM             888706108           6587     188200SH         Sole     X
TODAY'S MAN INC.                COM NEW         888910205             30      79025SH         Sole     X
TODD SHIPYARDS CORP.            COM             889039103           1503     190800SH         Sole     X
TODHUNTER INT'L., INC.          COM             889050100            298      37800SH         Sole     X
TOLL BROTHERS INC               COM             889478103           6484     316300SH         Sole     X
TOLLGRADE COMMUNICATIONS        COM             889542106          11263      85000SH         Sole     X
TOO, INC.                       COM             890333107           7511     295280SH         Sole     X
TOOTSIE ROLL INDUSTRIES,        COM             890516107           3876     110742SH         Sole     X
THE TOPPS CO., INC.             COM             890786106           8812     766237SH         Sole     X
TOR MINERALS INT'L INC.         COM             890878101             85      40700SH         Sole     X
TORCHMARK CORP.                 COM             891027104          44310    1794826SH         Sole     X
THE TORO CO.                    COM             891092108           4809     146000SH         Sole     X
TOSCO CORP.                     COM NEW         891490302          70443    2488036SH         Sole     X
TOTAL CONTAINMENT               COM             89149T101              4       2100SH         Sole     X
TOTAL ENTERTAINMENT REST.       COM             89150E100             11       5000SH         Sole     X
TOTAL RENAL CARE HLDGS.         COM             89151A107           3415     569198SH         Sole     X
TOTAL-TEL USA COMMUNICATI       COM             89151T106            602      60180SH         Sole     X
TOWER AUTOMOTIVE INC.           COM             891707101           9429     754300SH         Sole     X
TOTAL SYSTEM SERVICES, IN       COM             891906109          11578     729300SH         Sole     X
TRACK DATA CORP                 COM             891918104            299     233600SH         Sole     X
TOWN & COUNTRY TRUST REIT       SH BEN INT      892081100           5118     297775SH         Sole     X
TOWNE SERVICES, INC.            COM             892148107            135     143800SH         Sole     X
TOYMAX INTERNATIONAL INC.       COM             892268103            202      78800SH         Sole     X
TOYS R US, INC.                 COM             892335100          54048    3711473SH         Sole     X
TRACTOR SUPPLY COMPANY          COM             892356106            532      32100SH         Sole     X
TRAILER BRIDGE INC              COM             892782103             49      18400SH         Sole     X
TRAMMELL CROW CO.               COM             89288R106           2385     221850SH         Sole     X
TRANS WORLD AIRLINES            COM PAR$.01NEW  893349837            560     256000SH         Sole     X
TRANS WORLD ENTERTAINMENT       COM             89336Q100           3439     283600SH         Sole     X
TRANSACTION SYSTEMS             CL A            893416107           5111     298474SH         Sole     X
TRANSATLANTIC HOLDINGS          COM             893521104          11628     138847SH         Sole     X
TRANSCONTINENTAL REIT           COM NEW         893617209            289      23710SH         Sole     X
TRANSCRYPT INTERNATIONAL        COM             89363A101             18       8400SH         Sole     X
TRANSKARYOTIC THERAPIES         COM             893735100           7177     195300SH         Sole     X
TRANSPO INC.                    COM             893885103            744     146935SH         Sole     X
TRANSTECHNOLOGY CORP.           COM             893889105            321      29200SH         Sole     X
TRANSMONTAIGNE INC.             COM             893934109           2071     338100SH         Sole     X
TRAVELOCITY.COM INC.            COM             893953109           2591     158200SH         Sole     X
TRANSWITCH CORP.                COM             894065101          17221     223100SH         Sole     X
TRANSWORLD HEALTHCARE INC       COM             894081108            401     200745SH         Sole     X
TREDEGAR CORP.                  COM             894650100           5700     300000SH         Sole     X
TREMONT CORP.                   COM PAR $1.00   894745207           1316      58797SH         Sole     X
TRENDWEST RESORTS, INC.         COM             894917103            408      25300SH         Sole     X
TRENWICK GROUP INC.             COM             895290104           2641     181323SH         Sole     X
TREX CO., INC.                  COM             89531P105           1405      28100SH         Sole     X
TRIAD HOSPITALS                 COM             89579K109           6824     282140SH         Sole     X
TRIANGLE PHARMACEUTICALS        COM             89589H104           2292     252900SH         Sole     X
TRIDENT MICROSYSTEMS INC        COM             895919108            657      73000SH         Sole     X
TRIAD GUARANTY, INC.            COM             895925105           3076     134100SH         Sole     X
TRIARC COS INC                  CL A            895927101           5441     265400SH         Sole     X
TRICON GLOBAL RESTAURANTS       COM             895953107          89072    3152999SH         Sole     X
TRIBUNE CO.                     COM             896047107         111014    3171818SH         Sole     X
TRICO BANCSHARES                COM             896095106            142       8600SH         Sole     X
TRICO MARINE SERVICES           COM             896106101           1170      91800SH         Sole     X
TRICORD SYSTEMS, INC.           COM             896121100           2933     162400SH         Sole     X
TRIGON HEALTHCARE, INC.         COM             89618L100          16620     322332SH         Sole     X
TRIMBLE NAVIGATION LTD.         COM             896239100          22795     467000SH         Sole     X
TRIMEDYNE, INC.                 COM             896259108            327     137800SH         Sole     X
TRIMERIS, INC.                  COM             896263100           6168      88200SH         Sole     X
TRINITY INDUSTRIES, INC.        COM             896522109           6743     364480SH         Sole     X
TRIQUINT SEMICONDUCTOR, I       COM             89674K103          24608     257166SH         Sole     X
TRISTAR CORP                    COM             89674U101            653     113000SH         Sole     X
TRITEL INC                      CL A            89675X104          11839     398800SH         Sole     X
TRITON PCS, INC.                CL A            89677M106           9540     165200SH         Sole     X
TRIUMPH GROUP INC.              COM             896818101           1477      53000SH         Sole     X
THE TRIZETTE GROUP, INC.        COM             896882107           1735     107200SH         Sole     X
TRIPATH IMAGING, INC.           COM             896942109           1745     283400SH         Sole     X
TROY GROUP, INC.                COM             89733N106           1760     118300SH         Sole     X
TRUE NORTH COMMUNICATIONS       COM             897844106          14894     338500SH         Sole     X
TRUMP HOTELS & CASINO           COM             898168109            125      44300SH         Sole     X
THE TRUST COMPANY OF N.J.       COM             898304100           3011     164970SH         Sole     X
TRUSTCO BANK                    COM             898349105           7433     594618SH         Sole     X
TRUSTMARK CORP.                 COM             898402102           6902     395796SH         Sole     X
TUCKER ANTHONY SUTRO CORP       COM             898647102           1921     106700SH         Sole     X
TUESDAY MORNING, INC.           COM NEW         899035505           2048     195000SH         Sole     X
TULARIK INC.                    COM             899165104           5646     191400SH         Sole     X
TUMBLEWEED COMMUNICATIONS       COM             899690101           5948     116920SH         Sole     X
TUPPERWARE CORP.                COM             899896104          27780    1262746SH         Sole     X
TURNSTONE SYSTEMS. INC.         COM             900423104           3512      21200SH         Sole     X
TUT SYSTEMS, INC.               COM             901103101           7905     137770SH         Sole     X
TWEETER HOME ENT. GROUP         COM             901167106           2397      78900SH         Sole     X
21ST CENTURY INSURANCE          COM             90130N103           4900     311114SH         Sole     X
24/7 MEDIA, INC.                COM             901314104           3772     241400SH         Sole     X
TWINLAB CORP.                   COM             901774109           2087     327300SH         Sole     X
II-VI, INC.                     COM             902104108            872      18025SH         Sole     X
TYCO INT'L. LTD.                COM             902124106        1027061   21679396SH         Sole     X
TYLER TECHNOLOGIES, INC.        COM             902252105           1312     512000SH         Sole     X
TYSON FOODS, INC.               CL A            902494103          12939    1478709SH         Sole     X
UAL CORP.                       COM PAR $0.01   902549500          22417     385252SH         Sole     X
UCAR INT'L. INC.                COM             90262K109           6316     483500SH         Sole     X
UGI CORP. HOLDING CO.(NEW       COM             902681105           8722     425446SH         Sole     X
UICI                            COM             902737105           2652     404100SH         Sole     X
UMB FINANCIAL CORP              COM             902788108           5030     153306SH         Sole     X
USX-MARATHON GROUP              COM NEW         902905827         112954    4506912SH         Sole     X
U.S.B. HOLDING CO., INC.        COM             902910108           1016      71954SH         Sole     X
UST, INC.                       COM             902911106          37319    2540885SH         Sole     X
U.S. ENERGY SYSTEMS, INC.       COM             902951102             27       6000SH         Sole     X
U.S. FRANCHISE SYSTEMS          CL A NEW        902956309            373      77600SH         Sole     X
U.S.RESTAURANT PROPERTIES       COM             902971100           1107     123908SH         Sole     X
US BANCORP                      COM             902973106         203271   10559509SH         Sole     X
U S LIQUIDS INC.                COM             902974104            620     112700SH         Sole     X
USA NETWORKS INC.               COM             902984103          23333    1078972SH         Sole     X
URS CORP.                       COM             903236107           2781     198658SH         Sole     X
UNITED STATES CAN CO.           COM             90328W105           2309     132900SH         Sole     X
USG CORP.                       COM NEW         903293405          11157     367300SH         Sole     X
US LEC CORP.                    CL A            90331S109           1607      94500SH         Sole     X
USEC INC.                       COM             90333E108           4262     921500SH         Sole     X
US INTERACTIVE, INC.            COM             90334M109           2209     170772SH         Sole     X
U. S. PHYSICAL THERAPY          COM             90337L108            315      29300SH         Sole     X
USX-U.S. STEEL GROUP INC.       COM             90337T101          24188    1303055SH         Sole     X
UTI ENERGY CORP.                COM             903387108           3904      97300SH         Sole     X
US ONCOLOGY INC.                COM             90338W103           3985     796950SH         Sole     X
U.S. WIRELESS CORPORATION       COM             90339C106            941      44000SH         Sole     X
U.S. VISION, INC.               COM             90339M104            482     175300SH         Sole     X
US SEARCH.COM INC.              COM             903404101            361     180500SH         Sole     X
ULTICOM, INC.                   COM             903844108           2668     111100SH         Sole     X
ULTIMATE ELECTRONICS            COM             903849107           1045      39000SH         Sole     X
ULTRALIFE BATTERIES INC         COM             903899102            712      63300SH         Sole     X
ULTRAMAR DIAMOND SHAMROCK       COM             904000106          13595     547901SH         Sole     X
ULTRATECH STEPPER, INC.         COM             904034105           4525     304200SH         Sole     X
UNICAPITAL CORP.                COM             90459D108            146     292400SH         Sole     X
UNIFI, INC.                     COM             904677101           7218     583245SH         Sole     X
UNIFIRST CORP.                  COM             904708104            198      25100SH         Sole     X
UNIFY CORP.                     COM             904743101           1437     167874SH         Sole     X
UNILEVER N V-NY SHARES          N Y SHS NEW     904784709         303923    7067981SH         Sole     X
UNICOM CORP                     COM             904911104         104645    2704891SH         Sole     X
UNION CARBIDE CORP.             COM             905581104          93048    1879750SH         Sole     X
UNION PACIFIC CORP.             COM             907818108         131112    3525713SH         Sole     X
UNION PACIFIC RESOURCES         COM             907834105          82120    3732740SH         Sole     X
UNION PLANTERS CORP.            COM             908068109          52938    1894866SH         Sole     X
UNIONBANCAL CORP.               COM             908906100          20847    1123064SH         Sole     X
UNIQUE MOBILITY INC             COM             909154106            957     118700SH         Sole     X
UNIROYAL TECHNOLOGY CORP        COM             909163107           1009      91186SH         Sole     X
UNISOURCE ENERGY CORP.          COM             909205106           6130     408640SH         Sole     X
UNISYS CORP.                    COM             909214108          69565    4776974SH         Sole     X
UNIT CORP.                      COM             909218109           3050     225900SH         Sole     X
UNITED ASSET MANAGEMENT         COM             909420101           9833     420679SH         Sole     X
UNITED AUTO GROUP               COM             909440109            388      42500SH         Sole     X
UNITED COMMUNITY FIN'L          COM             909839102           1420     213400SH         Sole     X
UNITED COS. FINANCE CORP.       COM             909870107              7     124700SH         Sole     X
UNITED BANKSHARES, INC.         COM             909907107           7532     414150SH         Sole     X
UNITED CAPITAL CORP.            COM             909912107            640      47400SH         Sole     X
UNITED DOMINIONIND LTD.         COM             909914103           1895     111485SH         Sole     X
UNITED DOMINION RLTY REIT       COM             910197102          17986    1635095SH         Sole     X
UTD FIRE & CAS CO.              COM             910331107            203      13125SH         Sole     X
UNITED GUARDIAN, INC.           COM             910571108            147      31800SH         Sole     X
UNITED ILLUMINATING CO.         COM             910637107           6320     144450SH         Sole     X
UNITED LEISURE CORP.            COM             910776103             13       1800SH         Sole     X
UNITED NATIONAL BANCORP         COM             910909100           3596     195725SH         Sole     X
UNITED MOBILE HOMES, INC.       COM             911024107            730      88500SH         Sole     X
UNITED NATURAL FOODS            COM             911163103           1348      98000SH         Sole     X
UNITED PANAM FINANCIAL          COM             911301109             57      54900SH         Sole     X
UNITED PARCEL SERVICE           CL B            911312106          20420     346100SH         Sole     X
UNITED RENTALS INC.             COM             911363109           6609     385906SH         Sole     X
UNITED ROAD SERVICES, INC       COM NEW         911384204             12       3920SH         Sole     X
U.S. CELLULAR CORP.             COM             911684108          24453     388150SH         Sole     X
U S ENERGY CORP.                COM             911805109            387     154827SH         Sole     X
US AIRWAYS GROUP, INC.          COM             911905107          44661    1145159SH         Sole     X
U.S. INDUSTRIES, INC.           COM             912080108          10929     901394SH         Sole     X
U.S. OFFICE PRODUCTS CO.        COM NEW         912325305             19      49897SH         Sole     X
U S  WEST, INC.                 COM             91273H101         840867    9806025SH         Sole     X
UNITED STATIONERS, INC.         COM             913004107          14523     448588SH         Sole     X
UNITED TECHNOLOGIES CORP.       COM             913017109         391544    6650423SH         Sole     X
UNITED TELEVISION, INC.         COM             913066106           5796      45016SH         Sole     X
UNITED THERAPEUTICS CORP        COM             91307C102          12658     116800SH         Sole     X
UNITED WATER RESOURCES, I       COM             913190104          10498     301012SH         Sole     X
UNITED WISCONSIN SERVICES       COM             913238101           1045     188900SH         Sole     X
UNITEDGLOBALCOM INC A SHS       CL A            913247508          11518     246378SH         Sole     X
UNITEDHEALTH GROUP INC.         COM             91324P102         215624    2514565SH         Sole     X
UNITIL CORP.                    COM             913259107            758      28400SH         Sole     X
UNITRIN, INC.                   COM             913275103           9440     321346SH         Sole     X
UNITY BANCORP, INC              COM             913290102            176      45435SH         Sole     X
UNIVERSAL ACCESS, INC.          COM             913363107           1639      66900SH         Sole     X
UNIVERSAL AMERICAN FINAN        COM             913377107             70      17500SH         Sole     X
UNIVERSAL CORP.                 COM             913456109           9497     449570SH         Sole     X
UNIVERSAL DISPLAY CORP.         COM             91347P105           3174     106900SH         Sole     X
UNIVERSAL ELECTRONICS, IN       COM             913483103           4060     165300SH         Sole     X
UNIVERSAL FOODS CORP.           COM             913538104           8199     443198SH         Sole     X
UNIVERSAL FOREST PRODUCTS       COM             913543104           1624     118100SH         Sole     X
UNIVERSAL HEALTH RLTY           SH BEN INT      91359E105           1174      62000SH         Sole     X
UNIVERSAL STAINLESS             COM             913837100            272      40700SH         Sole     X
UNIVERSAL HEALTH SERVICES       CL B            913903100          19992     305214SH         Sole     X
UNIVISION COMMUNICATIONS        CL A            914906102          54030     522032SH         Sole     X
UNIVIEW TECHNOLOGIES            COM PAR $0.10   915282206            180     102900SH         Sole     X
UNOCAL CORP.                    COM             915289102         112444    3394539SH         Sole     X
UNOVA, INC.                     COM             91529B106           2986     408338SH         Sole     X
UNUMPROVIDENT CORP.             COM             91529Y106          67462    3362574SH         Sole     X
UPROAR INC.                     COM             916706104            219      29500SH         Sole     X
USFREIGHTWAYS CORP.             COM             916906100           6585     268100SH         Sole     X
URBAN SHOPPING CNTRS REIT       COM             917060105           8473     251507SH         Sole     X
UROCOR INC.                     COM             91727P105            337      70900SH         Sole     X
URSTADT BIDDLE PROPERTIES       COM             917286106            346      50800SH         Sole     X
URSTADT BIDDLE - CL A           CL A            917286205            177      24800SH         Sole     X
URSUS TELECOM CORP.             COM             917287104            287      44100SH         Sole     X
USABANC SHARES.COM, INC.        COM             917289100             48      12000SH         Sole     X
US BANCORP, INC.                COM             917292104            407     114300SH         Sole     X
USDATA CORP.                    COM             917294100           1506     169663SH         Sole     X
USINTERNETWORKING, INC.         COM             917311805           6625     324175SH         Sole     X
V. I. TECHNOLOGIES, INC.        COM             917920100            769     109900SH         Sole     X
UTILICORP UNITED, INC.          COM             918005109           8525     428919SH         Sole     X
UTSTARCOM, INC.                 COM             918076100            942      31000SH         Sole     X
VA LINUX SYSTEMS, INC.          COM             91819B105           6531     151885SH         Sole     X
V F CORP.                       COM             918204108          38048    1597812SH         Sole     X
VIB CORP                        COM             91823H106            152      25259SH         Sole     X
V-ONE CORP.                     COM             918278102           1555     311062SH         Sole     X
VTEL CORP.                      COM             918333105            673     179538SH         Sole     X
VYYO INC.                       COM             918458100           3011     111500SH         Sole     X
VAIL RESORTS INC.               COM             91879Q109           5488     336400SH         Sole     X
VALASSIS COMMUNICATION          COM             918866104          20335     533376SH         Sole     X
VALHI, INC.                     COM             918905100           3933     379100SH         Sole     X
VALENCE TECHNOLOGY              COM             918914102           6903     374400SH         Sole     X
VALENTIS, INC.                  COM             91913E104           1311     111600SH         Sole     X
VALERO ENERGY CORP.             COM             91913Y100          11148     351120SH         Sole     X
VALLEY NATIONAL BANCORP.        COM             919794107           4498     185014SH         Sole     X
VALMONT INDUSTRIES, INC.        COM             920253101           2570     129300SH         Sole     X
VALSPAR CORP.                   COM             920355104          12143     359800SH         Sole     X
VALUE CITY DEPT STRS, INC       COM             920387107           2341     246400SH         Sole     X
VALUE AMERICA, INC.             COM             92038N102            110     100400SH         Sole     X
VALUE LINE, INC.                COM             920437100           1844      47900SH         Sole     X
VALUECLICK, INC.                COM             92046N102            711      69400SH         Sole     X
VALUEVISION INT'L.CL A          CL A            92047K107           7164     298500SH         Sole     X
VARCO INTERNATIONAL, INC.       COM             922122106          14680     631415SH         Sole     X
VARIAN, INC.                    COM             922206107          11753     254800SH         Sole     X
VARIAN SEMI. EQUIP. ASSOC       COM             922207105          19924     317200SH         Sole     X
VARIAN MEDICAL SYSTEMS          COM             92220P105          18123     463200SH         Sole     X
VASCO DATA SECURITY             COM             92230Y104            549      40100SH         Sole     X
VASOMEDICAL INC.                COM             922321104            473     100300SH         Sole     X
VASTAR RESOURCES, INC.          COM             922380100          27922     340000SH         Sole     X
VAXGEN,INC.                     COM NEW         922390208            661      30200SH         Sole     X
VCAMPUS CORP.                   COM             92240C100            402      45900SH         Sole     X
VECTREN CORP.                   COM             92240G101          10957     635194SH         Sole     X
VECTOR GROUP LTD.               COM             92240M108           1907     129310SH         Sole     X
VEECO INSTRUMENTS INC.          COM             922417100          13529     184700SH         Sole     X
VENTAS, INC.                    COM             92276F100           4271    1340028SH         Sole     X
VENTANA MEDICAL SYSTEMS         COM             92276H106           2009      85500SH         Sole     X
VENTIV HEALTH, INC.             COM             922793104           2077     186734SH         Sole     X
VENTRO CORP.                    COM             922815105           4473     237000SH         Sole     X
VENATOR GROUP, INC.             COM             922944103          13396    1306951SH         Sole     X
VERIO INC.                      COM             923433106          14021     252704SH         Sole     X
VERITAS SOFTWARE CORP.          COM             923436109         616923    5458743SH         Sole     X
VERITY, INC.                    COM             92343C106          12650     332900SH         Sole     X
VERISIGN, INC.                  COM             92343E102         128143     726022SH         Sole     X
VERITAS DGC INC.                COM             92343P107           7878     303000SH         Sole     X
VESTCOM INTERNATIONAL INC       COM             924904105            212      59500SH         Sole     X
VERTEL CORP                     COM             924907108           4846     276900SH         Sole     X
VERSANT CORPORATION             COM             925284101            921     188992SH         Sole     X
VERSATA, INC.                   COM             925298101            746      18500SH         Sole     X
VERTEX INTERACTIVE, INC.        COM             925322109            708      69500SH         Sole     X
VERTEX PHARMACEUTICALS, I       COM             92532F100          21064     199900SH         Sole     X
VERTICALNET, INC.               COM             92532L107          11923     322800SH         Sole     X
VESTA INSURANCE GROUP INC       COM             925391104           1049     169600SH         Sole     X
VETERINARY CENTERS              COM             925514101           2596     188800SH         Sole     X
VIACOM INTL CL A. VTG           CL A            925524100          14286     208934SH         Sole     X
VIACOM INTL CL B NON VTG        CL B            925524308        1662382   24379566SH         Sole     X
VIATEL, INC                     COM             925529208          10659     373165SH         Sole     X
THE VIALINK COMPANY             COM             92552Q101            818      79300SH         Sole     X
VIAD CORP.                      COM             92552R109          15030     551574SH         Sole     X
VIASOFT INC                     COM             92552U102             45       5400SH         Sole     X
VIASAT INC.                     COM             92552V100           4280      78900SH         Sole     X
VIASYSTEMS GROUP                COM             92553H100           4754     293700SH         Sole     X
VIANT CORP.                     COM             92553N107          10593     357574SH         Sole     X
VIADOR, INC.                    COM             92553R108           1956     123200SH         Sole     X
VICAL INC.                      COM             925602104           4123     214200SH         Sole     X
VICINITY CORP.                  COM             925653107           1772      90300SH         Sole     X
VICOR CORP.                     COM             925815102          12136     348600SH         Sole     X
VICORP RESTAURANTS, INC.        COM             925817108           1407      77086SH         Sole     X
VIA.NET.WORKS, INC.             COM             925912107           2827     183100SH         Sole     X
VIDIKRON TECHNOLOGIES           COM             92659F107              0       1000SH         Sole     X
VIGNETTE CORPORATION            COM             926734104          36076     693568SH         Sole     X
VIISAGE TECH.                   COM             92675K106            320     108900SH         Sole     X
VINTAGE PETE, INC.              COM             927460105          15060     667500SH         Sole     X
VIRAGE, INC.                    COM             92763Q106            181      10000SH         Sole     X
VIRATA CORP.                    COM             927646109           9111     152800SH         Sole     X
VIRBAC CORP.                    COM             927649103            113      31110SH         Sole     X
VIRCO MANUFACTURING CORP.       COM             927651109           1072      82495SH         Sole     X
VITALCOM INC.                   COM             927917104             69      42200SH         Sole     X
VIROPHARMA INC.                 COM             928241108           2131     136400SH         Sole     X
VISHAY INTERTECHNOLOGY, I       COM             928298108          28274     745289SH         Sole     X
VISIONAMERICA INC               COM             92832C104              2       4000SH         Sole     X
VISTA INFORMATION SOL.          COM NEW         928365204            374     175900SH         Sole     X
VISTEON CORP.                   COM             92839U107          27458    2264604SH         Sole     X
VISUAL DATA CORP                COM NEW         928428200            322      88800SH         Sole     X
VISUAL NETWORKS, INC.           COM             928444108           7695     269984SH         Sole     X
VISIX SPACE INC                 COM             92844S105          13683     487587SH         Sole     X
VITAL SIGNS, INC.               COM             928469105           1966     108464SH         Sole     X
VITESSE SEMICONDUCTOR COR       COM             928497106          67833     922112SH         Sole     X
VITRIA TECHNOLOGY               COM             92849Q104          24603     402500SH         Sole     X
VIVUS                           COM             928551100           2330     335800SH         Sole     X
VIXEL CORP                      COM             928552108             33       4000SH         Sole     X
VLASIC FOODS INTL., INC.        COM             928559103            823     506395SH         Sole     X
VIZACOM INC                     COM             92855E102            204      79609SH         Sole     X
VODAFONE AIRTOUCH PLC           SPONSORED ADR   92857T107          48789    1177400SH         Sole     X
VOICESTREAM WIRELESS CORP       COM             928615103          67213     577943SH         Sole     X
VOLT INFO SCIENCES INC          COM             928703107           4806     145900SH         Sole     X
VYSIS, INC.                     COM             928961101            142      12800SH         Sole     X
VORNADO REALTY TRUST REIT       SH BEN INT      929042109          33734     970756SH         Sole     X
VORNADO OPERATING, INC.         COM             92904N103            578      74539SH         Sole     X
VOYAGER.NET, INC.               COM             92906W101            996     124542SH         Sole     X
VULCAN INTERNATIONAL CORP       COM             929136109            196       5900SH         Sole     X
VULCAN MATERIALS CO.            COM             929160109          60082    1407477SH         Sole     X
WD-40 CO.                       COM             929236107           2370     114200SH         Sole     X
WFS FINANCIAL, INC.             COM             92923B106           3599     208620SH         Sole     X
WHX CORP.                       COM             929248102            617     112164SH         Sole     X
W HOLDING CO                    COM             929251106           2003     242800SH         Sole     X
WMS INDUSTRIES, INC.            COM             929297109           4177     270550SH         Sole     X
WPI GROUP, INC.                 COM             92930K107              2       1500SH         Sole     X
W.P. CAREY & CO. LLC            COM             92930Y107            226      13800SH         Sole     X
WPS RESOURCES CORP.             COM             92931B106           6920     230200SH         Sole     X
WSFS FINANCIAL CORP             COM             929328102           1034      99100SH         Sole     X
WABASH NATIONAL CORP.           COM             929566107           4437     371700SH         Sole     X
WABTEC CORP.                    COM             929740108           3019     291008SH         Sole     X
WACHOVIA CORP.                  COM             929771103         153623    2831765SH         Sole     X
WACKENHUT CORP.                 COM SER A       929794105           1489     115100SH         Sole     X
WACKENHUT CORP CL B             COM SER B       929794303            243      25868SH         Sole     X
WACKENHUT CORRECTIONS           COM             929798106            890     118700SH         Sole     X
WADDELL & REED FINANCIAL        CL A            930059100           3355     102260SH         Sole     X
WADDELL & REED FIN. CL. B       CL B            930059209           8442     290463SH         Sole     X
WAINWRIGHT BANK & TRUST C       COM             930705108            226      30900SH         Sole     X
WAL-MART STORES, INC.           COM             931142103        4095487   71071356SH         Sole     X
WALGREEN CO.                    COM             931422109         518735   16116037SH         Sole     X
WALKER INTERACTIVE SYSTEM       COM             931664106            572     157900SH         Sole     X
WALLACE COMPUTER SERVICES       COM             932270101           5448     551680SH         Sole     X
WALTER INDUSTRIES INC.          COM             93317Q105           3453     301900SH         Sole     X
THE WARNACO GROUP CLASS A       CL A            934390105           7171     925250SH         Sole     X
WARREN BANCORP INC.             COM             934710104            437      61400SH         Sole     X
WASHINGTON FEDERAL INC          COM             938824109          12111     663619SH         Sole     X
WASHINGTON GAS LIGHT CORP       COM             938837101          10431     433500SH         Sole     X
WASHINGTON MUTUAL, INC.         COM             939322103         222568    7707986SH         Sole     X
WASHINGTON POST CO CL B         CL B            939640108          21182      44314SH         Sole     X
WASHINGTON REIT                 SH BEN INT      939653101          11354     635207SH         Sole     X
WASHINGTON TRUST BANCORP        COM             940610108            317      21500SH         Sole     X
WASTE CONNECTIONS, INC.         COM             941053100           1645      83300SH         Sole     X
WASTE INDUSTRIES, INC.          COM             941058109            653      60750SH         Sole     X
WASTE MANAGEMENT, INC.          COM             94106L109         171444    9023346SH         Sole     X
WASTE SYSTEMS INT'L, INC        COM NEW         94106P209            430     245500SH         Sole     X
WATCHGUARD TECHNOLOGIES         COM             941105108           6455     117500SH         Sole     X
WATER PIK TECHNOLOGIES          COM             94113U100           1409     225363SH         Sole     X
WATERLINK, INC.                 COM             94155N105             60      23900SH         Sole     X
WATERS CORP.                    COM             941848103          43938     352034SH         Sole     X
WATSCO INC.                     COM             942622200           2833     226600SH         Sole     X
WATSON PHARMACEUTICAL INC       COM             942683103          81127    1509347SH         Sole     X
WATTS INDUSTRIES CLASS-A        CL A            942749102           3688     292100SH         Sole     X
WAUSAU-MOSINEE PAPER CORP       COM             943315101           4101     478908SH         Sole     X
WAVE SYSTEMS CORP               CL A            943526103           5496     347600SH         Sole     X
WAVO CORPORATION                COM             944027101             86     115100SH         Sole     X
WEATHERFORD INTL., INC.         COM             947074100          23389     587472SH         Sole     X
DEL E. WEBB CORP.               COM             947423109           2779     181496SH         Sole     X
WEBCO INDUSTRIES, INC           COM             947621108             98      32000SH         Sole     X
WEBMETHODS, INC.                COM             94768C108          14886      94700SH         Sole     X
WEBHIRE, INC.                   COM             94768W104             99      24900SH         Sole     X
WEBLINK WIRELESS                CL A            94769A101           4105     309800SH         Sole     X
WEBSTER FINANCIAL CORP.         COM             947890109          10125     456332SH         Sole     X
WEBTRENDS CORP.                 COM             94844D104           5571     144000SH         Sole     X
WEBVAN GROUP INC.               COM             94845V103           1669     229200SH         Sole     X
WEEKS CORP. REIT                COM             94856P102              0          0SH         Sole     X
WEINGARTEN REALTY REIT          SH BEN INT      948741103          17206     426148SH         Sole     X
WEIRTON STEEL                   COM             948774104            505     155500SH         Sole     X
WEIS MARKETS, INC.              COM             948849104           4169     127300SH         Sole     X
WELLMAN, INC.                   COM             949702104           5841     360850SH         Sole     X
WELLPOINT HEATLH NEW            COM             94973H108          72191     996598SH         Sole     X
WELLS FARGO & CO.               COM             949746101         889921   22965698SH         Sole     X
WELLSFORD REAL PROPERTIES       COM NEW         950240200            269      17756SH         Sole     X
WENDY'S INTERNATIONAL           COM             950590109          32921    1848218SH         Sole     X
WERNER ENTERPRISES,INC.         COM             950755108           4980     430704SH         Sole     X
WESTBANCO INC                   COM             950810101           3473     143229SH         Sole     X
WESCO FINANCIAL CORP.           COM             950817106           6572      32060SH         Sole     X
WESCO INTERNATIONAL             COM             95082P105           2582     270000SH         Sole     X
WESLEY JESSEN VISIONCARE        COM             951018100           8568     228100SH         Sole     X
WEST COAST BANCORP/OREGON       COM             952145100             74       7440SH         Sole     X
WEST MARINE                     COM             954235107              7       1000SH         Sole     X
WEST PHARMA. SERV., INC.        COM             955306105           1783      82456SH         Sole     X
WEST TELESERVICES CORP.         COM             956188106           6131     242200SH         Sole     X
WESTAMERICA BANCORP             COM             957090103          10581     404996SH         Sole     X
WESTELL TECH., INC.             CL A            957541105           3739     249240SH         Sole     X
WESTERFED FINANCIAL CORP.       COM             957550106            376      25853SH         Sole     X
WESTCORP, INC.                  COM             957907108           2673     223947SH         Sole     X
WESTERN DIGITAL CORP.           COM             958102105           5031    1006100SH         Sole     X
WESTERN GAS RESOURCES, IN       COM             958259103           4813     229200SH         Sole     X
WESTERN PROPERTIES TRUST        SH BEN INT      959261108           3329     280326SH         Sole     X
WESTERN RESOURCES, INC.         COM             959425109           8109     523148SH         Sole     X
WESTERN WATER COMPANY           COM             959881103             43      97600SH         Sole     X
WESTERN WIRELESS CORP           CL A            95988E204          16618     304916SH         Sole     X
WESTFIELD AMERICA INC.          COM             959910100          12945     954499SH         Sole     X
WESTMARK GROUP HOLDINGS         COM PAR $.005   960577401              0        800SH         Sole     X
ROY F. WESTON, INC.             CL A            961137106            487     159100SH         Sole     X
WESTPOINT STEVENS, INC.         COM             961238102           4362     392120SH         Sole     X
WESTVACO CORP.                  COM             961548104          38527    1552745SH         Sole     X
WESTWOOD ONE, INC.              COM             961815107          21748     637300SH         Sole     X
WETSEAL INC.                    CL A            961840105           1499     114200SH         Sole     X
WEYERHAEUSER CO.                COM             962166104         140008    3255993SH         Sole     X
WHIRLPOOL CORP.                 COM             963320106          62003    1329818SH         Sole     X
WHITE ELECTRONIC DESIGNS        COM             963801105            719      56700SH         Sole     X
WHITEHALL JEWELLERS, INC.       COM             965063100           1383      74250SH         Sole     X
WHITMAN CORPORATION             COM             96647R107           9980     806435SH         Sole     X
WHITNEY HOLDINGS                COM             966612103           8103     237025SH         Sole     X
WHOLE FOOD MARKETS              COM             966837106          11084     268300SH         Sole     X
WILD OATS MARKETS               COM             96808B107           1279     101800SH         Sole     X
JOHN WILEY & SONS               CL A            968223206           7164     318382SH         Sole     X
WILLAMETTE INDUSTRIES, IN       COM             969133107          45136    1656372SH         Sole     X
WILLIAMS COMMUNCTNS GRP         CL A            969455104           7129     214800SH         Sole     X
WILLIAMS COS., INC.             COM             969457100         259961    6235946SH         Sole     X
WILLIAMS CONTROLS, INC.         COM             969465103              7       3700SH         Sole     X
CLAYTON WILLIAMS ENERGY,        COM             969490101           4947     154900SH         Sole     X
WILLIAMS SONOMA, INC.           COM             969904101           8414     259376SH         Sole     X
WILLIS LEASE FINANCE CORP       COM             970646105            238      38000SH         Sole     X
WILMINGTON TRUST CORP.          COM             971807102           6362     148814SH         Sole     X
WILSHIRE FINANCIAL SVCS         COM NEW         971867205              0         64SH         Sole     X
WILSONS THE LEATHER EXPRT       COM             972463103           1682     114550SH         Sole     X
WIND RIVER SYSTEMS              COM             973149107           9398     248133SH         Sole     X
WINFIELD CAPITAL CORP.          COM             973859101            421      34400SH         Sole     X
WINK COMMUNICATIONS INC.        COM             974168106           5517     180900SH         Sole     X
WINN DIXIE STORES, INC.         COM             974280109          29005    2026565SH         Sole     X
WINNEBAGO INDUSTRIES, INC       COM             974637100           1635     125200SH         Sole     X
WINSTAR COMMUNICATIONS          COM             975515107          12285     362661SH         Sole     X
WINSTON HOTELS, INC. REIT       COM             97563A102           1499     199831SH         Sole     X
WINTER SPORTS INC               COM             976072108             25       2425SH         Sole     X
WINTRUST FINANCIAL CORP         COM             97650W108            499      32300SH         Sole     X
WIRELESS FACILITIES, INC.       COM             97653A103           8155     160100SH         Sole     X
WISCONSIN CENT TRANS            COM             976592105           6069     466860SH         Sole     X
WISCONSIN ENERGY CORP.          COM             976657106          11086     559554SH         Sole     X
WISER OIL CO.                   COM             977284108            501     160400SH         Sole     X
WIT SOUNDVIEW GROUP, INC.       COM             977383108           2829     263500SH         Sole     X
WITNESS SYSTEMS                 COM             977424100           2803     115000SH         Sole     X
WOLOHAN LUMBER CO.              COM             977865104            373      36400SH         Sole     X
WOLVERINE TUBE INC.             COM             978093102           1272      74800SH         Sole     X
WOLVERINE WORLD WIDE            COM             978097103           3957     400664SH         Sole     X
WOMEN.COM NETWORKS, INC.        COM             978149102            420     203700SH         Sole     X
WOODWARD GOVERNOR CO.           COM             980745103            677      23900SH         Sole     X
WORKFLOW MANAGEMENT, INC.       COM             98137N109           1183      99621SH         Sole     X
WORLD ACCEPTANCE CORP.          COM             981419104           1331     253600SH         Sole     X
WORLD ACCESS                    COM             98141A101           4910     443881SH         Sole     X
WORLD FUEL SERVICES             COM             981475106           1086     125874SH         Sole     X
WORLDGATE COMMUNICATIONS        COM             98156L307           2874     161900SH         Sole     X
WORLD WRESTLING FED A           CL A            98156Q108           2624     126100SH         Sole     X
WORLDCOM INC.                   COM             98157D106        1900878   41436028SH         Sole     X
WORLDWIDE ENTERTAINMENT         COM             98157N104             30      31000SH         Sole     X
WORTHINGTON INDUSTRIES, I       COM             981811102          16396    1561530SH         Sole     X
WORLDTEX INC                    COM             981907108             38     111944SH         Sole     X
WORLDPAGES.COM, INC.            COM             981922107           2611     435100SH         Sole     X
WM. WRIGLEY, JR. CO             COM             982526105         146151    1822613SH         Sole     X
WYNDHAM INTL INC                CL A            983101106           3369    1347692SH         Sole     X
WYNN'S INTERNATIONAL INC.       COM             983195108           2508     110550SH         Sole     X
XM SATELLITE RADIO HOLD         CL A            983759101           5121     136800SH         Sole     X
X-RITE INC.                     COM             983857103           2996     328300SH         Sole     X
XCEED INC.                      COM             98388N105            747      81900SH         Sole     X
XCARE.NET, INC.                 COM             98388Y101            605     112600SH         Sole     X
XETA TECHNOLOGIES INC.          COM             983909102            574      18400SH         Sole     X
XILINX, INC.                    COM             983919101         427414    5176856SH         Sole     X
XIRCOM INC.                     COM             983922105          16022     337300SH         Sole     X
XEROX CORP.                     COM             984121103         193260    9313711SH         Sole     X
XTRA CORP.                      COM             984138107           6219     157700SH         Sole     X
XPEDIOR INC                     COM             98413B100           2576     186500SH         Sole     X
XYBERNAUT CORPORATION           COM             984149104            572      51100SH         Sole     X
YAHOO! INC.                     COM             984332106        1069330    8632331SH         Sole     X
THE YANKEE CANDLE CO.           COM             984757104           4604     212900SH         Sole     X
XICOR, INC.                     COM             984903104            607      90700SH         Sole     X
YARDVILLE NATL BANCORP.         COM             985021104            429      40385SH         Sole     X
YELLOW CORP.                    COM             985509108           4379     296897SH         Sole     X
YORK FINANCIAL GROUP            COM             986630101             83       6756SH         Sole     X
YORK INTERNATIONAL CORP.        COM             986670107          13177     504392SH         Sole     X
YORK RESEARCH CORP              COM             987048105            160     111600SH         Sole     X
YOUNG & RUBICAM INC.            COM             987425105          68647    1200392SH         Sole     X
YOUNG BROADCASTING CORP         CL A            987434107           6617     257600SH         Sole     X
YOUTHSTREAM MEDIA NETWORK       COM             987819109            197      35100SH         Sole     X
Z-TEL TECHNOLOGIES INC          COM             988792107           1153      96100SH         Sole     X
ZALE CORP                       COM             988858106          13074     358200SH         Sole     X
ZAMBA CORPORATION               COM             988881108            956     173900SH         Sole     X
ZAPME! CORP.                    COM             98912E100            357     129700SH         Sole     X
ZEBRA TECHNOLOGIES CL A         CL A            989207105          13173     297285SH         Sole     X
ZEBRA TECHNOLOGIES CL B         CL A            989207105            594      13410SH         Sole     X
ZENITH NATIONAL INSURANCE       COM             989390109           3236     152260SH         Sole     X
ZEROPLUS.COM, INC.              COM             98949Y103            350     112100SH         Sole     X
ZIEGLER COMPANIES INC.          COM             989506100            383      24500SH         Sole     X
ZEVEX INTERNATIONAL, INC.       COM PAR $0.04   98950E400             65      12200SH         Sole     X
ZIFF-DAVIS INC.                 COM ZD          989511100           4103     455940SH         Sole     X
ZIFF DAVIS INC.-ZDNET           COM ZDNET       989511209            942     104700SH         Sole     X
ZILA,INC                        COM PAR $0.01   989513205            207      54300SH         Sole     X
ZIONS BANCORP.                  COM             989701107          20530     447375SH         Sole     X
ZIXIT CORPORATION               COM             98974P100          10020     217525SH         Sole     X
ZORAN CORP.                     COM             98975F101           5677      86100SH         Sole     X
ZONAGEN, INC.                   COM             98975L108            364     111400SH         Sole     X
ZOLTEK COS., INC.               COM             98975W104           1265     148800SH         Sole     X
ZYGO CORP.                      COM             989855101           7946      87500SH         Sole     X
ZOLL MEDICAL CORP               COM             989922109           3533      72100SH         Sole     X
ZOMAX INC.                      COM             989929104           4724     359900SH         Sole     X
MIDCAP FUTURES                  FUTURES         CONTRACT          142095        582SH         Sole            X
S + P 500 FUTURES               FUTURES         CONTRACT         1250087       3406SH         Sole            X
S + P VALUE FUTURES             FUTURES         CONTRACT            5865         40SH         Sole            X
S + P GROWTH FUTURES            FUTURES         CONTRACT            8466         37SH         Sole            X
RUSSEL FUTURES                  FUTURES         CONTRACT          123856        474SH         Sole            X
NIKKEI FUTURES                  FUTURES         CONTRACT           11977        404SH         Sole            X
FTSE FUTURES                    FUTURES         CONTRACT            6267         65SH         Sole            X
FORWARDS CURRENCY CONTRACTS     FORWARDS        CURRENCY           20607 1259383092SH         Sole            X
AMDOCS LIMITED                  ORD             G02602103             44        576SH         Sole     X
ELAN CORP. - CVR                RT              G29539148            233     467000SH         Sole            X
EVEREST RE GROUP, LTD.          COM             G3223R108           3334     101413SH         Sole     X
FRESH DELMONTE PRODUCE          ORD             G36738105            805     117100SH         Sole     X
GLOBAL CROSSING LTD.            COM             G3921A100         288228   10954033SH         Sole     X
HELEN OF TROY CORP.             COM             G4388N106             12       2100SH         Sole     X
LORAL SPACE & COMM              COM             G56462107           6288     906384SH         Sole     X
MARVELL TECH. GROUP             ORD             G5876H105            564       9900SH         Sole     X
PXRE GROUP LTD.                 COM             G73018106            695      51488SH         Sole     X
SANTA FE INTL CORP              ORD             G7805C108          12675     362800SH         Sole     X
TRANSOCEAN SEDCO FOREX          ORD             G90078109         157220    2942135SH         Sole     X
WHITE MOUNTAINS INS. GRP.       COM             G9618E107           3291      20570SH         Sole     X
XL CAPITAL LTD. CLASS A         CL A            G98255105            926      17100SH         Sole     X
XOMA LTD.                       ORD             G9825R107           1667     389400SH         Sole     X
GILAT SATELLITE NETWORKS        ORD             M51474100           2082      30009SH         Sole     X
ROYAL CARIBBEAN CRUISES,        COM             V7780T103          10480     566500SH         Sole     X
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