VANGUARD GROUP INC
13F-HR/A, 2000-01-10
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                                  UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                             Washington, D.C. 20549

                                    Form 13F

                               FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:  December 31, 1999

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

Institutional Investment Manager Filing this Report:

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

Form 13F File Number: 28-6408

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

Person Signing this Report on Behalf of Reporting Manager:

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




D/te     12/31/1999        By  /s/Raymond J. Klapinsky
- -----    ----------        -----------------------------

Report Type

[ x ] 13F HOLDINGS REPORT

[  ] 13F NOTICE

[  ] 13F COMBINATION REPORT


<PAGE>

Form 13F Summary Page

Report Summary:

Number of Other Included Managers: NONE

Form 13F Information Table Entry Total:4386

Form 13F Information Table Value Total: $205,560,345 (x 1000)

<TABLE>
<S>                            <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           4780      266500SH              Sole     X
ABC BANCORP                     COM               000400101             89        8400SH              Sole     X
ABC-NACO, INC.                  COM               000752105           1157      140200SH              Sole     X
A.C. MOORE ARTS & CRAFTS        COM               00086T103            104       17900SH              Sole     X
THE A CONSULTING TEAM           COM               000881102             96       19200SH              Sole     X
ADC TELECOMMUNICATIONS          COM               000886101         174056     2398704SH              Sole     X
ACTV, INC.                      COM               00088E104           7653      167500SH              Sole     X
ADE CORP.                       COM               00089C107            802       48600SH              Sole     X
AER ENERGY RES INC              COM               000944108             14       53700SH              Sole     X
ACT TELECONFERENCING INC        COM               000955104            214       26800SH              Sole     X
ABM INDUSTRIES                  COM               000957100           3103      152300SH              Sole     X
ACT NETWORKS INC.               COM               000975102            601       64500SH              Sole     X
AEP INDUSTRIES                  COM               001031103            492       19100SH              Sole     X
AFLAC,  INC.                    COM               001055102         178037     3772976SH              Sole     X
AGCO CORP.                      COM               001084102           5811      432460SH              Sole     X
AGL RESOURCES INC.              COM               001204106           7421      436530SH              Sole     X
AHL SERVICES, INC.              COM               001296102             31        1500SH              Sole     X
AES CORP.                       COM               00130H105         218816     2927300SH              Sole     X
AES CORP WARRANTS               WT EXP  073100    00130H113              1           9SH              Sole             X
AK STEEL HOLDING CORP           COM               001547108           8391      444546SH              Sole     X
AMBI INC                        COM               00163N102            209       84700SH              Sole     X
AMB PROPERTY CORP.              COM               00163T109          18998      952900SH              Sole     X
AMC ENTERTAINMENT INC.          COM               001669100            590       68400SH              Sole     X
AMFM INC.                       COM               001693100          50509      645481SH              Sole     X
AML COMMUNICATIONS INC.         COM               001733104            269       54500SH              Sole     X
AMLI RESIDENTIAL PRP REIT       SH BEN INT        001735109           3975      196900SH              Sole     X
AMR CORP.                       COM               001765106         142509     2126995SH              Sole     X
APAC TELESERVICES, INC.         COM               00185E106           3680      261700SH              Sole     X
A T & T                         COM               001957109        2329324    45898009SH              Sole     X
AT&T CORP-LIBERTY MEDIA         COM LIB GRP A     001957208          34718      611770SH              Sole     X
AT&T CORP-LIBERTY MEDIA         COM LIB GRP B     001957307            580        8438SH              Sole     X
A.S.V., INC.                    COM               001963107           1233       90500SH              Sole     X
ATEC GROUP, INC.                COM NEW           00206X604            145       59500SH              Sole     X
ATMI INC.                       COM               00207R101           5098      154200SH              Sole     X
AVT CORP                        COM               002420107           4117       87600SH              Sole     X
AVX CORP.                       COM               002444107          11890      238100SH              Sole     X
AXA FINANCIAL, INC.             COM               002451102          45464     1342100SH              Sole     X
AARON RENTS INC.-CLASS B        COM               002535201           1951      109900SH              Sole     X
AAVID THERMAL TECH.             COM               002539104           3149      128200SH              Sole     X
AAMES FINANCIAL CORP.           COM               00253A101            222      273450SH              Sole     X
ABBOTT LABORATORIES             COM               002824100         894415    24631038SH              Sole     X
ABERCROMBIE & FITCH             CL A              002896207          13963      523206SH              Sole     X
ABGENIX, INC.                   COM               00339B107           8970       67700SH              Sole     X
ABINGTON BANCORP INC.           COM               00350P100            370       35000SH              Sole     X
ABIOMED INC.                    COM               003654100            680       18500SH              Sole     X
ABLE TELCOM HOLDING CORP        COM NEW           003712304           1250      156300SH              Sole     X
ABOUT.COM INC.                  COM               003736105           7027       78300SH              Sole     X
ACACIA RESEARCH CORP.           COM               003881109           3087      103100SH              Sole     X
ACADIA REALTY TRUST             COM SH BEN INT    004239109             38        8300SH              Sole     X
ACCELR8 TECHNOLOGY CORP.        COM NEW           004304200             69       52400SH              Sole     X
ACCEPTANCE INSURANCE COS,       COM               004308102           1103      189800SH              Sole     X
ACCLAIM ENTERTAINMENT INC       COM PAR $0.02     004325205           3337      651143SH              Sole     X
ACCRUE SOFTWARE, INC.           COM               00437W102           3020       55800SH              Sole     X
ACE CASH EXPRESS, INC.          COM               004403101           1486       80350SH              Sole     X
ACETO CORP.                     COM               004446100            545       49562SH              Sole     X
THE ACKERLEY GROUP INC.         COM               004527107           2931      161700SH              Sole     X
ACMAT CORP. CLASS A             CL A              004616207            467       62200SH              Sole     X
ACME ELECTRIC CORP.             COM               004644100            247       42900SH              Sole     X
ACNIELSON CORP                  COM               004833109          10916      443289SH              Sole     X
ACTIVISION, INC.                COM NEW           004930202           2961      193400SH              Sole     X
ACTION PERFORMANCE COS IN       COM               004933107           1738      151125SH              Sole     X
ACTEL CORPORATION               COM               004934105           3077      128200SH              Sole     X
ACTIVE VOICE CORP.              COM               004938106             73        2500SH              Sole     X
ACTIVE SOFTWARE, INC.           COM               00504E100           5676       61700SH              Sole     X
ACTUATE SOFTWARE CORP           COM               00508B102           6500      151600SH              Sole     X
ACUSON CORP.                    COM               005113105           3376      268700SH              Sole     X
ACX TECHNOLOGIES INC.           COM               005123104           1679      157100SH              Sole     X
ACXIOM CORP.                    COM               005125109           8540      355840SH              Sole     X
ADAC LABORATORIES               COM NEW           005313200           1820      169300SH              Sole     X
ADAMS GOLF INC.                 COM               006228100            198      121600SH              Sole     X
ADAPTIVE BROADBAND CORP         COM               00650M104           9315      126200SH              Sole     X
ADAPTEC, INC.                   COM               00651F108          75530     1514383SH              Sole     X
ADELPHIA BUSINESS INC.          CL A              006847107           8251      171900SH              Sole     X
ADELPHIA COMMUNICATIONS C       CL A              006848105          18309      279001SH              Sole     X
ADMINISTAFF INC.                COM               007094105           3718      122900SH              Sole     X
ADOBE SYSTEM, INC.              COM               00724F101         145286     2160385SH              Sole     X
ADTRAN INC                      COM               00738A106          12957      251900SH              Sole     X
ADVANCE PARADIGM INC.           COM               007491103           4207      195100SH              Sole     X
ADVANCED COMMUNICATION          COM               00750X109            918       48000SH              Sole     X
ADVANCED COMM. GROUP            COM               00751B106           3840      281800SH              Sole     X
ADVANCED DIGITAL INFO.          COM               007525108           7556      155400SH              Sole     X
ADVANCED LIGHTING TECHS         COM               00753C102            196       34100SH              Sole     X
ADVANCED MAGNETICS, INC.        COM               00753P103            470      110600SH              Sole     X
ADVANCED MARKETING SERVIC       COM               00753T105           1152       40500SH              Sole     X
ADVANCED FIBRE COMM.            COM               00754A105          23997      537000SH              Sole     X
ADVANCED POLYMER SYSTEMS        COM               00754G102            828      240800SH              Sole     X
ADVANCED RADIO TELECOM          COM               00754U101           2400      100000SH              Sole     X
ADVANCED TISSUESCIENCE          COM               00755F103           1170      467800SH              Sole     X
ADVEST GROUP, INC.              COM               007566102            766       41700SH              Sole     X
ADVANTAGE MARKETING SYSMS       COM NEW           00756G209             17        3000SH              Sole     X
ADVANTAGE LEARNING SYSTEM       COM               00757K100           1542      137800SH              Sole     X
ADVO, INC.                      COM               007585102           5781      243425SH              Sole     X
ADVANTICA RESTAURANT GRP        COM               00758B109            184      105100SH              Sole     X
AERIAL COMMUNICATIONS INC       COM               007655103          12005      197200SH              Sole     X
AEROFLEX INC.                   COM               007768104            856       82500SH              Sole     X
ADVANCED MICRO DEVICES          COM               007903107          62788     2169780SH              Sole     X
AEGON N.V.                      ORD AMER REG      007924103           7727       80913SH              Sole     X
ADVANTA CORP. CL A              CL A              007942105           4044      221584SH              Sole     X
ADVANCED ENERGY                 COM               007973100           5570      113100SH              Sole     X
ADVENT SOFTWARE, INC.           COM               007974108           4562       70800SH              Sole     X
AEROSONIC CORP.                 COM PAR $0.40     008015307            619       51600SH              Sole     X
AETHER SYSTEMS, INC.            COM               00808V105           5070       70785SH              Sole     X
AETNA INC.                      COM               008117103         117812     2110860SH              Sole     X
AETRIUM, INC.                   COM               00817R103            512       77600SH              Sole     X
AFFILIATED COMPUTER SVCS        CL A              008190100          10780      234354SH              Sole     X
AFFILIATED MANAGERS GROUP       COM               008252108           6086      150500SH              Sole     X
AFFYMETRIX, INC.                COM               00826T108          23128      136300SH              Sole     X
AFTERMARKET TECHNOLOGY          COM               008318107           2604      218100SH              Sole     X
AGENCY.COM INC.                 COM               008447104           2667       52300SH              Sole     X
AGILENT TECHNOLOGIES            COM               00846U101          15679      202800SH              Sole     X
AGILE SOFTWARE CORP.            COM               00846X105          11948       55000SH              Sole     X
AGRIBIOTECH INC                 COM               008494106            587      247000SH              Sole     X
AGRIBRANDS INTERNATIONAL        COM               00849R105           5446      118392SH              Sole     X
AGRITOPE INC.                   COM               00855D107             32       29340SH              Sole     X
AIR EXPRESS INTERNATIONAL       COM               009104100           9493      293800SH              Sole     X
AIR PRODUCTS & CHEMICALS,       COM               009158106         106753     3180717SH              Sole     X
AIRBORNE FREIGHT CORP.          COM               009266107           9093      413330SH              Sole     X
AIRGAS, INC.                    COM               009363102           4578      481880SH              Sole     X
AIRNET COMMUNICATIONS           COM               00941P106           2437       67000SH              Sole     X
AIRTRAN HOLDING                 COM               00949P108           3593      792900SH              Sole     X
AKAMAI TECHNOLOGIES             COM               00971T101           9599       29300SH              Sole     X
ALABAMA NATIONAL BANCORP        COM               010317105           1046       55400SH              Sole     X
ALAMO GROUP, INC.               COM               011311107            430       43000SH              Sole     X
ALANCO TECHNOLOGIES INC.        COM NO PAR NEW    011612405              7        3714SH              Sole     X
ALARIS MEDICAL                  COM               011637105            208      110800SH              Sole     X
ALASKA AIR GROUP, INC.          COM               011659109           6982      198790SH              Sole     X
ALBANY INTERNATIONAL CORP       CL A              012348108           2284      147356SH              Sole     X
ALBEMARLE CORP                  COM               012653101           4965      258781SH              Sole     X
ALBERTO-CULVER CO. CLASS        CL B CONV         013068101          21556      835105SH              Sole     X
ALBERTO-CULVER CO. CL A         CL A              013068200             83        3800SH              Sole     X
ALBERTSON'S, INC.               COM               013104104         189202     5866720SH              Sole     X
ALCAN ALUMINIUM  LTD.           COM               013716105         112676     2735695SH              Sole     X
ALCIDE CORP.                    COM NEW           013742507            453       35500SH              Sole     X
ALCOA, INC.                     COM               013817101         439594     5296315SH              Sole     X
ALEXANDER & BALDWIN, INC.       COM               014482103           7986      350090SH              Sole     X
ALEXANDER'S, INC.               COM               014752109           3555       45000SH              Sole     X
ALEXANDRIA REIT                 COM               015271109           6277      197300SH              Sole     X
ALFA CORP.                      COM               015385107           4346      266400SH              Sole     X
ALGOS PHARMACEUTICAL            COM               015869100           2013      183000SH              Sole     X
ALICO, INC.                     COM               016230104            693       41400SH              Sole     X
ALKERMES INC.                   COM               01642T108           8047      163800SH              Sole     X
ALL AMERICAN SEMICONDUCT        COM NEW           016557407             23        7640SH              Sole     X
ALLAIRE CORP.                   COM               016714107          10556       72800SH              Sole     X
ALLEGHANY CORP.                 COM               017175100           7339       39566SH              Sole     X
ALLEGHENY ENERGY INC.           COM               017361106          12492      463750SH              Sole     X
ALLEGHENY TECHNOLOGIES          COM               01741R102          29559     1317391SH              Sole     X
ALLEGIANCE TELECOM INC.         COM               01747T102          20115      218044SH              Sole     X
ALLEN ORGAN CO.                 CL B              017753104            543       14300SH              Sole     X
ALLEN TELECOM GROUP             COM               018091108           3255      281500SH              Sole     X
ALLERGAN, INC.                  COM               018490102         105412     2118837SH              Sole     X
ALLERGAN SPEC. THERAP.          CL A              018494104            104        8221SH              Sole     X
ALLIANCE BANCORP INC.           COM               01852J105           1572       84966SH              Sole     X
ALLIANCE GAMING CORP.           COM NEW           01859P609            411      151228SH              Sole     X
ALLIANCE PHARMACEUTICAL         COM               018773101           2204      298800SH              Sole     X
ALLIANCE SEMICONDUCTOR          COM               01877H100           4954      296850SH              Sole     X
ALLIANT ENERGY CORP             COM               018802108           7840      285083SH              Sole     X
ALLIANT TECHSYSTEMS, INC.       COM               018804104           6636      106500SH              Sole     X
ALLIED CAPITAL CORP             COM               01903Q108           7810      426500SH              Sole     X
ALLIED DEVICES CORP.            COM               019120104             17       11200SH              Sole     X
ALLIED HOLDINGS INC.            COM               019223106            284       46300SH              Sole     X
ALLIED PRODUCTS CORP.           COM               019411107            274       76999SH              Sole     X
ALLIED RISER COMM.              COM               019496108           3020      146000SH              Sole     X
ALLIED WASTE INDUSTRIES         COM PAR$.01NEW    019589308          24167     2742400SH              Sole     X
ALLMERICA FINANCIAL CORP.       COM               019754100          13225      237745SH              Sole     X
ALLOU HEALTH & BEAUTY           CL A              019782101            341       51400SH              Sole     X
ALLSCRIPTS, INC.                COM               019886100           5047      114700SH              Sole     X
ALLSTATE CORP.                  COM               020002101         270827    11284477SH              Sole     X
ALLTEL CORP.                    COM               020039103         371127     4488310SH              Sole     X
ALPHA INDUSTRIES                COM               020753109           8482      148000SH              Sole     X
ALPHANET SOLUTIONS, INC.        COM               020787107             28        7000SH              Sole     X
ALPHARMA, INC. CLASS A          CL A              020813101          11455      372517SH              Sole     X
ALPINE GROUP INC.               COM               020825105           2041      158500SH              Sole     X
ALTERA CORP.                    COM               021441100          41937      846140SH              Sole     X
ALTEON INC.                     COM               02144G107              8        8600SH              Sole     X
ALTEON WEBSYSTEMS INC           COM               02145A109           9065      103300SH              Sole     X
ALTERRA HEALTHCARE CORP         COM               02146C104           1653      198900SH              Sole     X
ALTIVA FINANCIAL CORP.          COM NEW           021497300              5        5290SH              Sole     X
ALYN CORP.                      COM               022611107            152       73500SH              Sole     X
ALZA CORP.                      COM               022615108          51017     1473407SH              Sole     X
ALYSIS TECHNOLOGIES INC.        COM               02261D101            298       31800SH              Sole     X
AMAZON.COM INC                  COM               023135106          76407     1003700SH              Sole     X
AMBAC FINANCIAL GROUP INC       COM               023139108          17319      331870SH              Sole     X
AMBANC HOLDING CO               COM               023161102            444       30100SH              Sole     X
AMBASSADORS INTERNATIONAL       COM               023178106            445       40700SH              Sole     X
AMCAST INDUSTRIAL CORP.         COM               023395106           1269       77500SH              Sole     X
AMCOL INTERNATIONAL CORP        COM               02341W103           3580      222000SH              Sole     X
AMERADA HESS CORP.              COM               023551104          79676     1403990SH              Sole     X
AMERCO, INC.                    COM               023586100           2868      114720SH              Sole     X
AMEREN CORP                     COM               023608102          67722     2067838SH              Sole     X
AMERICA ONLINE, INC.            COM               02364J104        2682741    35562433SH              Sole     X
AMERICA SERVICE GROUP           COM               02364L109            248       16500SH              Sole     X
AMERICA WEST HLDGS CORP         CL B              023657208           5268      253900SH              Sole     X
AMERICAN ACCESS TECH            COM               02368F108            593      115700SH              Sole     X
AMERICAN AIRCARRIERS SUPP       COM               023758105            103       13300SH              Sole     X
AMERICAN ANNUITY GROUP IN       COM               023840101           2684      149095SH              Sole     X
AMCORE FINANCIAL                COM               023912108           4539      189120SH              Sole     X
AMERICA FIRST MORTGAGE          COM               023934102             60       13100SH              Sole     X
AMERICAN AXLE & MAN. HLDG       COM               024061103           2106      173700SH              Sole     X
AMER. BANK NOTE HOLOGRAPH       COM               024377103            771      482000SH              Sole     X
AMERICAN BANKNOTE CORP.         COM               024490104             16      318200SH              Sole     X
AMERICAN BUSINESS PRODS         COM               024763104            884       75600SH              Sole     X
AMERICAN CLASSIC VOYAGER        COM               024928103           4340      124000SH              Sole     X
AMER COIN MERCHANDISING         COM               02516B108             24        8800SH              Sole     X
AMERICAN DENTAL PARTNERS        COM               025353103            223       31900SH              Sole     X
AMERICAN ELEC. PWR. CO.,        COM               025537101          86183     2682738SH              Sole     X
AMERICAN  EAGLE OUTFIT.         COM               02553E106          11196      248802SH              Sole     X
AMERICAN EXPRESS CO.            COM               025816109        1056742     6356344SH              Sole     X
AMERICAN FINANCIAL GRP          COM               025932104           5654      214370SH              Sole     X
AMERICAN FREIGHTWAYS            COM               02629V108           4830      298400SH              Sole     X
AMERICAN GENERAL CORP.          COM               026351106         273580     3605665SH              Sole     X
AMERICAN GREETINGS CORP.        CL A              026375105          22592      956281SH              Sole     X
AMERICAN HOME PRODUCTS          COM               026609107         727700    18451988SH              Sole     X
AMERICAN HOMESTAR CORP.         COM               026651109              2         630SH              Sole     X
AMERICAN INDUSTRIAL PROP.       COM NEW           026791202           1694      136900SH              Sole     X
AMERICAN INTERN'L GROUP         COM               026874107        2400156    22197975SH              Sole     X
AMERICAN ITALIAN PASTA          CL A              027070101           5255      170900SH              Sole     X
AMERICAN MANAGEMENT SYS.,       COM               027352103          12130      386625SH              Sole     X
AMERICAN MED. SEC. GROUP        COM               02744P101            214       35700SH              Sole     X
AMERICAN MOBILE SATELLITE       COM               02755R103           2464      117000SH              Sole     X
AMERICAN NATIONAL CAN GRP       COM               027714104           1855      142700SH              Sole     X
AMERICAN NAT'L INS CO.          COM               028591105           4784       75050SH              Sole     X
AMERICAN PAD & PAPER            COM               028816106             26      107600SH              Sole     X
AMERICAN RETIREMENT CORP.       COM               028913101           1287      162100SH              Sole     X
AMERICAN PWR CONVERSION C       COM               029066107          21346      809320SH              Sole     X
AMER. PRECISION INDS.           COM               029069101            351       40700SH              Sole     X
AMERICAN RESIDENTIAL TR         COM               02926T103            647       94100SH              Sole     X
AMERICAN SCI & ENGINEERIN       COM               029429107            283       39100SH              Sole     X
AMERICAN SKIING CO.             COM               029654308            517      162200SH              Sole     X
AMERICAN SOFTWARE, INC. C       CL A              029683109           1274      124250SH              Sole     X
AMERICAN STANDARD COS.          COM               029712106          14766      321880SH              Sole     X
AMERICAN STATES WATER           COM               029899101           2920       81100SH              Sole     X
AMERICAN TOWER CLASS A          CL A              029912201          15418      504470SH              Sole     X
AMER. SUPERCONDUCTOR CORP       COM               030111108           1781       63600SH              Sole     X
AMERICAN WAGERING               COM               030405104            119       19500SH              Sole     X
AMERICAN WATER WORKS CO.,       COM               030411102           7530      354364SH              Sole     X
AMERICAN WOODMARK CORP.         COM               030506109            597       24600SH              Sole     X
AMERICAN XTAL TECHNOLOGY        COM               030514103           1671       95800SH              Sole     X
AMERICREDIT CORP                COM               03060R101          11720      633533SH              Sole     X
AMERON INTERNATIONAL CORP       COM               030710107           1072       27100SH              Sole     X
AMERIPATH INC.                  COM               03071D109            828      101100SH              Sole     X
AMERISOURCE HEALTH CORP         CL A              03071P102           6727      442900SH              Sole     X
AMERITRADE HOLDING CORP.        CL A              03072H109          10035      462700SH              Sole     X
AMERUS LIFE HOLDINGS            COM               030732101           4098      178169SH              Sole     X
AMES DEPARTMENTSTORES, IN       COM NEW           030789507           7350      255109SH              Sole     X
AMETEK AEROSPACE PROD INC       COM               031100100           6234      327050SH              Sole     X
AMF BOWLING, INC.               COM               03113V109           1611      515445SH              Sole     X
AMGEN, INC.                     COM               031162100         981303    16338028SH              Sole     X
AMKOR TECHNOLOGY, INC.          COM               031652100          19364      685468SH              Sole     X
AMRESCO INC                     COM               031909104            522      371200SH              Sole     X
AMPAL-AMER ISRAEL               CL A              032015109           1255      135700SH              Sole     X
AMPCO-PITTSBURGH CORP.          COM               032037103            990       97800SH              Sole     X
AMPEX CORP.                     CL A              032092108           2775      510400SH              Sole     X
AMPHENOL CORP.                  CL A              032095101           8553      128500SH              Sole     X
AMREP CORP.                     COM               032159105            312       65700SH              Sole     X
AMSOUTH BANCORP                 COM               032165102         118638     6143080SH              Sole     X
AMYLIN PHARMACEUTICALS          COM               032346108           2337      280100SH              Sole     X
AMTRAN, INC.                    COM               03234G106            463       23900SH              Sole     X
ANADARKO PETROLEUM CORP.        COM               032511107          62889     1842890SH              Sole     X
ANADIGICS, INC.                 COM               032515108           4492       95200SH              Sole     X
ANALOG DEVICES, INC.            COM               032654105         239844     2578971SH              Sole     X
ANALOGIC CORP.                  COM PAR $0.05     032657207           1799       54500SH              Sole     X
ANALYSTS INTERNATIONAL          COM               032681108           2431      194500SH              Sole     X
ANALYTICAL SURVEYS              COM NEW           032683302            283       24700SH              Sole     X
ANCHOR BANCORP WISCONSIN        COM               032839102           3660      242000SH              Sole     X
ANCHOR FINANCIAL CORP           COM               033036104             28        1000SH              Sole     X
ANCHOR GAMING                   COM               033037102           4431      102000SH              Sole     X
ANCOR COMMUNICATIONS INC        COM               03332K108          12849      189300SH              Sole     X
ANDOVER BANCORP INC.            COM               034258103           1864       66575SH              Sole     X
ANDREA RADIO CORP               COM               034393108           1477      192100SH              Sole     X
ANDREW CORP.                    COM               034425108          30228     1596194SH              Sole     X
ANDRX CORP.                     COM               034551101           6152      145400SH              Sole     X
ANGELICA CORP.                  COM               034663104            795       81500SH              Sole     X
ANHEUSER BUSCH CO., INC.        COM               035229103         529636     7472820SH              Sole     X
ANIXTER INTERNATIONAL INC       COM               035290105           6588      319400SH              Sole     X
ANNALY MORTGAGE MGMT            COM               035710409            702       80200SH              Sole     X
ANNTAYLOR STORES CORP.          COM               036115103           8299      241000SH              Sole     X
ANTEC CORP.                     COM               03664P105           7899      216400SH              Sole     X
ANTHONY & SYLVAN POOLS          COM               036762102             87       12519SH              Sole     X
ANSWERTHINK CONSULTING          COM               036916104           9234      269600SH              Sole     X
ANTHRACITE CAPITAL INC.         COM               037023108            152       23800SH              Sole     X
AON CORP.                       COM               037389103         143051     3576263SH              Sole     X
APACHE CORP.                    COM               037411105          65612     1776302SH              Sole     X
APART INVT&MGMT REIT CL A       CL A              03748R101          27466      689877SH              Sole     X
APEX INC.                       COM               037548104           4952      153550SH              Sole     X
APEX MORTGAGE CAPITAL INC       COM               037564101            745       73100SH              Sole     X
APOGEE ENTERPRISES, INC.        COM               037598109           1683      332400SH              Sole     X
APHTON CORP.                    COM               03759P101           1856      121700SH              Sole     X
APOLLO GROUP INC.-CL A          CL A              037604105           5697      283974SH              Sole     X
APPLE COMPUTER, INC.            COM               037833100         265760     2584899SH              Sole     X
APPLEBEE'S INTERNATIONAL        COM               037899101           6614      224200SH              Sole     X
APPLIED INNOVATION              COM               037916103            911      109600SH              Sole     X
APRIA HEALTHCARE GROUP          COM               037933108          10959      610950SH              Sole     X
APPLIED MICROSYSTEMS CORP       COM               037935103           1628      143100SH              Sole     X
APPLIED GRAPHICS TECH           COM               037937109           1926      223320SH              Sole     X
APPLIED ANALYTICAL INDS         COM               037939105           1036      113500SH              Sole     X
APPLIED BIOMETRICS, INC.        COM               03814L103             32       11900SH              Sole     X
APPLIED INDS TECH INC.          COM               03820C105           3032      182350SH              Sole     X
APPLIED MAGNETICS CORP.         COM               038213104            162      431100SH              Sole     X
APPLIED MATERIALS, INC.         COM               038222105         770440     6081424SH              Sole     X
APPLIED POWER, INC.             CL A              038225108          12518      340615SH              Sole     X
APPLIED MICRO CIRCUITS          COM               03822W109          19094      150053SH              Sole     X
APPLIEDTHEORY CORP.             COM               03828R104           4401      158600SH              Sole     X
APPLIX INC                      COM               038316105           2480      137300SH              Sole     X
APPNET, INC                     COM               03831Q101           3933       89900SH              Sole     X
APTARGROUP INC                  COM               038336103           7377      293600SH              Sole     X
AQUA CARE SYSTEMS, INC.         COM NEW           038373304             26       16700SH              Sole     X
AQUARION CO.                    COM               03838W101           4739      128082SH              Sole     X
AQUILA BIOPHARMACEUTICALS       COM               03839F107              2         920SH              Sole     X
ARCADIA FINANCIAL LTD.          COM               039101100           2022      455700SH              Sole     X
ARCH CHEMICALS, INC.            COM               03937R102           3610      172400SH              Sole     X
ARCH COAL CORP                  COM               039380100           1856      164100SH              Sole     X
ARCH COMMUNICATIONS GROUP       COM NEW           039381504            930      141066SH              Sole     X
ARCHER-DANIELS-MIDLAND CO       COM               039483102         105845     8684749SH              Sole     X
ARCHSTONE COMMUNITIES TR.       SH BEN INT        039581103          31335     1528513SH              Sole     X
ARCTIC CAT INC.                 COM               039670104           1757      175700SH              Sole     X
ARDEN REALTY GROUP REIT         COM               039793104          13965      696050SH              Sole     X
ARDENT SOFTWARE, INC.           COM               039794102           6172      158260SH              Sole     X
AREA BANCSHARES CORP.           COM               039872106           2897      118228SH              Sole     X
ARGONAUT GROUP, INC.            COM               040157109           2592      130400SH              Sole     X
ARGOSY GAMING CO.               COM               040228108           4356      279900SH              Sole     X
ARIEL CORPORATION               COM               04033M104            161       22800SH              Sole     X
ARIBA, INC.                     COM               04033V104          44965      253500SH              Sole     X
ARKANSAS BEST CORP.             COM               040790107           1343      111900SH              Sole     X
ARMSTRONG WORLD INDUSTRIE       COM               042476101          21608      647441SH              Sole     X
ARNOLD INDUSTRY, INC.           COM               042595108           3501      248980SH              Sole     X
ARONEX PHARMACEUTICALS          COM NEW           042666206            147       47100SH              Sole     X
ARROW ELECTRONICS, INC.         COM               042735100          10417      410522SH              Sole     X
ARROW FINANCIAL CORP.           COM               042744102            859       44177SH              Sole     X
ARROW INTERNATIONAL, INC.       COM               042764100           3811      131400SH              Sole     X
ART TECHNOLOGY GROUP            COM               04289L107          10570       82500SH              Sole     X
ARTISAN COMPONENTS INC.         COM               042923102           1212       58700SH              Sole     X
ARTESYN TECHNOLOGIES, INC       COM               043127109           5591      266256SH              Sole     X
ARTHROCARE CORP.                COM               043136100           1787       29300SH              Sole     X
ARTISOFT, INC.                  COM               04314L106           3186      177004SH              Sole     X
ARVIN INDUSTRIES, INC.          COM               043339100           7697      271270SH              Sole     X
ASCENT ENTERTAINMENT GRP        COM               043628106           3454      272244SH              Sole     X
ASCENT PEDIATRICS, INC.         DEP SHS           04362X200             24       18900SH              Sole     X
ASHFORD.COM                     COM               044093102            417       37900SH              Sole     X
ASHLAND, INC.                   COM               044204105          39057     1185791SH              Sole     X
THE ASHTON TECHNOLOGY           COM               045084100            732      113700SH              Sole     X
ASHWORTH, INC.                  COM               04516H101            108       26100SH              Sole     X
ASK JEEVES, INC.                COM               045174109           8482       75100SH              Sole     X
ASPECT DEVELOPMENT INC.         COM               045234101          13693      199900SH              Sole     X
ASPECT COMMUNICATIONS           COM               04523Q102          15724      401900SH              Sole     X
ASPEN TECHNOLOGY INC.           COM               045327103           7876      297900SH              Sole     X
ASSET INVESTORS CORP.           COM               04541W107            313       28100SH              Sole     X
ASSOCIATED BANC-CORP.           COM               045487105           7955      232264SH              Sole     X
ASSOCIATED ESTATES REIT         COM               045604105           3496      447500SH              Sole     X
ASSOCIATED GROUP INC.           CL A              045651106           8113       88906SH              Sole     X
ASSOCIATED GROUP CLASS B        CL B              045651205           1500       16300SH              Sole     X
AT HOME CORP. SER A             COM SER A         045919107          44112     1028858SH              Sole     X
ASSOCIATES FIRST CAPITAL        CL A              046008108         284809    10380277SH              Sole     X
ASTEC INDUSTRIES INC.           COM               046224101           2523      134100SH              Sole     X
ASTEA INTL INC.                 COM               04622E109            370       68900SH              Sole     X
ASTORIA FINANCIAL CORP.         COM               046265104           5915      194348SH              Sole     X
ASTRO-MED, INC.                 COM               04638F108            408       66650SH              Sole     X
ASTRONICS CORP.                 COM               046433108             11        1100SH              Sole     X
ASTROPOWER, INC.                COM               04644A101            549       39200SH              Sole     X
ASYST TECHNOLOGIES, INC.        COM               04648X107           8267      126100SH              Sole     X
ATLANTA SOSNOFF CAPITAL         COM               046499109            738       85000SH              Sole     X
ATLANTIC COAST AIRLINES         COM               048396105           2938      123700SH              Sole     X
ATLANTIC RICHFIELD CO.          COM               048825103         401027     4636148SH              Sole     X
ATLANTIC TELE-NETWORK           COM NEW           049079205            653       71100SH              Sole     X
ATLAS AIR INC.                  COM               049164106           4158      151537SH              Sole     X
ATMEL CORP.                     COM               049513104          27851      942096SH              Sole     X
ATMOS ENERGY CORP.              COM               049560105           5253      257024SH              Sole     X
ATRIX LABS, INC.                COM               04962L101            769      148323SH              Sole     X
@PLAN.INC.                      COM               04962Q100            538       54500SH              Sole     X
ATWOOD OCEANICS, INC.           COM               050095108           4755      123100SH              Sole     X
AUDIBLE, INC.                   COM               05069A104            699       46600SH              Sole     X
AURORA FOODS INC.               COM               05164B106           2802      300900SH              Sole     X
AUSPEX SYSTEMS INC              COM               052116100           2183      213000SH              Sole     X
AUTOBYTEL.COM INC.              COM               05275N106           1882      123900SH              Sole     X
AUTODESK, INC.                  COM               052769106          29234      866205SH              Sole     X
AUTOLIV, INC.                   COM               052800109           4163      142328SH              Sole     X
AUTOMATIC DATA PROCESSING       COM               053015103         531402     9863608SH              Sole     X
AUTONATION INC.                 COM               05329W102          13852     1497546SH              Sole     X
AUTOTOTE CORP.                  CL A              053323101           1214      373567SH              Sole     X
AUTOWEB.COM, INC.               COM               053331104           1366      125600SH              Sole     X
AUTOZONE, INC.                  COM               053332102          68092     2107282SH              Sole     X
AVADO BRANDS, INC.              COM               05336P108            843      199800SH              Sole     X
AVALONBAY COMMUNITIES           COM               053484101          23768      692692SH              Sole     X
AVANT! CORP.                    COM               053487104           5831      388728SH              Sole     X
AVATAR HOLDING, INC.            COM               053494100           1365       75300SH              Sole     X
AVATEX CORP. CLASS A            CL A              05349F402             69       50000SH              Sole     X
AVERY DENN CORP.                COM               053611109         130645     1792725SH              Sole     X
AVIALL INC.                     COM               05366B102           1543      188469SH              Sole     X
AVIATION GENERAL, INC.          COM               05366T103             39       28600SH              Sole     X
AVIATION SALES CO.              COM               053672101           1407       85300SH              Sole     X
AVID TECHNOLOGY INC             COM               05367P100           3305      253000SH              Sole     X
AVIGEN, INC.                    COM               053690103           1655       53400SH              Sole     X
AVIRON                          COM               053762100            830       52500SH              Sole     X
AVIS RENT A CAR, INC.           COM               053790101           4312      168700SH              Sole     X
AVISTA CORP.                    COM               05379B107           4881      316200SH              Sole     X
AVNET, INC.                     COM               053807103           9372      154903SH              Sole     X
AVON PRODUCTS, INC.             COM               054303102         125672     3808257SH              Sole     X
AWARE, INC.                     COM               05453N100           4871      133900SH              Sole     X
AXENT TECHNOLOGIES, INC.        COM               05459C108           4353      207280SH              Sole     X
AXIOHM TRANSACTION SOLU.        COM               054602107              4       23515SH              Sole     X
AXYS PHARMACEUTICALS            COM               054635107            233       57245SH              Sole     X
AZTAR CORP.                     COM               054802103           4912      451700SH              Sole     X
AZTEC TECHN. PARTN., INC.       COM               05480L101            881      193057SH              Sole     X
BB&T CORPORATION                COM               054937107         125456     4582851SH              Sole     X
BCSB BANKCORP, INC.             COM               054948104            176       26500SH              Sole     X
AZURIX CORP.                    COM               05501M104           2785      311600SH              Sole     X
BHA GROUP HOLDINGS INC.         COM               055446108            326       41437SH              Sole     X
BHC COMM. INC. CL A             CL A              055448104          11024       68900SH              Sole     X
BISYS GROUP, INC.               COM               055472104          11510      176400SH              Sole     X
BJ SERVICES CO.                 COM               055482103          14342      343009SH              Sole     X
BJ SERVICES WARRANTS            WT EXP  041300    055482111             62        1140SH              Sole             X
BJ'S WHOLESALE CLUB INC.        COM               05548J106          12376      339058SH              Sole     X
BMC INDUSTRIES, INC.            COM               055607105           1733      355504SH              Sole     X
BOK FINANCIAL CORP.             COM NEW           05561Q201           3778      187020SH              Sole     X
BRE PROPERTIES REIT CL A        CL A              05564E106          14934      658244SH              Sole     X
BSB BANCORP, INC.               COM               055652101           2767      143763SH              Sole     X
BT FINANCIAL CORP.              COM               055763106           1494       67893SH              Sole     X
BTG INC.                        COM               05576J101            645       79400SH              Sole     X
BMC SOFTWARE, INC.              COM               055921100         309182     3867798SH              Sole     X
BTU INT'L, INC                  COM               056032105             30        5200SH              Sole     X
BWC FINANCIAL CORP.             COM               056042104            364       18600SH              Sole     X
BACOU USA INC.                  COM               056439102            464       30800SH              Sole     X
BADGER METER, INC.              COM               056525108            771       25600SH              Sole     X
BADGER PAPER MILLS, INC.        COM               056543101             67       12500SH              Sole     X
BAIRNCO CORP.                   COM               057097107            421       70200SH              Sole     X
BAKER HUGHES, INC.              COM               057224107          98206     4662619SH              Sole     X
J. BAKER INC.                   COM               057232100           1332      222000SH              Sole     X
BALDOR ELECTRIC CO.             COM               057741100           5553      306373SH              Sole     X
BALDWIN & LYONS, INC. CLA       CL B              057755209           2075       93800SH              Sole     X
BALDWIN TECH CL A               CL A              058264102            589      277200SH              Sole     X
BALL CORP.                      COM               058498106          16530      419806SH              Sole     X
BALLY TOTAL FITNESS             COM               05873K108           6085      227996SH              Sole     X
BANCFIRST OHIO CORP.            COM               059450106            350       15200SH              Sole     X
BANCFIRST CORP.                 COM               05945F103           1297       38232SH              Sole     X
BANCO SANTANDER PR              COM               059646109           1740      112700SH              Sole     X
BANCORPSOUTH INC.               COM               059692103           6349      389200SH              Sole     X
BANCWEST CORP.                  COM               059790105           8733      447828SH              Sole     X
BANDAG, INC.                    COM               059815100           3146      125840SH              Sole     X
BANDAG, INC. CL A               CL A              059815308             24        1138SH              Sole     X
BANGOR HYDRO-ELECTRIC CO.       COM               060077104            790       48400SH              Sole     X
BANK OF AMERICA CORP.           COM               060505104        1225230    24413058SH              Sole     X
BANK OF GRANITE CORP            COM               062401104           1512       70318SH              Sole     X
BANK OF THE OZARKS              COM               063904106             43        2200SH              Sole     X
THE BANK OF NEW YORK CO.        COM               064057102         419159    10478973SH              Sole     X
BANK ONE CORP.                  COM               06423A103         515028    16063263SH              Sole     X
BANK PLUS CORP.                 COM               064446107             98       34100SH              Sole     X
BANK UNITED CORP.               CL A              065412108           5919      217200SH              Sole     X
BANKATLANTIC BANCORP CL B       CL B              065908105            904      176293SH              Sole     X
BANKATLANTIC BANCORP CL A       CL A              065908501            458      110986SH              Sole     X
BANKFIRST CORP.                 COM               066442104             78        9100SH              Sole     X
BANK NORTH GROUP                COM               06646L100           5852      218780SH              Sole     X
BANKUNITED FINANCIAL CORP       CL A              06652B103            829      104500SH              Sole     X
BANTA CORP.                     COM               066821109           5008      221945SH              Sole     X
BANYAN SYSTEMS, INC.            COM               066908104           4302      215100SH              Sole     X
C.R. BARD, INC.                 COM               067383109          42686      805392SH              Sole     X
BARNES & NOBLE INC.             COM               067774109           6911      335060SH              Sole     X
BARNES GROUP, INC.              COM               067806109           2339      143400SH              Sole     X
BARNESANDNOBLE.COM INC.         CL A              067846105           3646      257000SH              Sole     X
BARRICK GOLD CORP.              COM               067901108          86022     4863425SH              Sole     X
BARNETT INC.                    COM               068062108            866       83500SH              Sole     X
BARNWELL INDUSTRIES, INC.       COM               068221100            171       13400SH              Sole     X
BARR LABS INC.                  COM               068306109           5059      161250SH              Sole     X
BARRA INC.                      COM               068313105           3502      110300SH              Sole     X
BARRETT BUSINESS SERVICES       COM               068463108            413       62300SH              Sole     X
BARRETT RESOURCES CORP.         COM PAR $0.01     068480201           7799      264950SH              Sole     X
BARRISTER INFORMATION           COM NEW           068659200             19       18000SH              Sole     X
BASE TEN SYSTEMS, INC. A        CL A NEW          069779304             22        9460SH              Sole     X
BASIN EXPL INC                  COM               070107107           2725      154598SH              Sole     X
BASSETT FURNITURE IND., I       COM               070203104           2539      158688SH              Sole     X
BATTLE MOUNTAIN CLASS A         COM               071593107           2393     1160299SH              Sole     X
BAUSCH & LOMB, INC.             COM               071707103          54428      795296SH              Sole     X
BAXTER INTERNATIONAL INC.       COM               071813109         255315     4064717SH              Sole     X
BAY STATE BANCORP INC.          COM               072611106            468       23900SH              Sole     X
BAY VIEW CAPITAL CORP.          COM               07262L101           1601      112821SH              Sole     X
BE AVIONICS INC.                COM               073302101           1552      183900SH              Sole     X
BE FREE, INC.                   COM               073308108           5254       73100SH              Sole     X
BEA SYSTEMS INC.                COM               073325102          24856      355400SH              Sole     X
BEAR STEARNS CO., INC.          COM               073902108          95122     2225082SH              Sole     X
BEAUTICONTROL COSMETICS         COM               074655101            499      228050SH              Sole     X
BEBE STORES INC.                COM               075571109           2552       94500SH              Sole     X
BECKMAN COULTER, INC.           COM               075811109           6592      129581SH              Sole     X
BECTON, DICKINSON & CO.         COM               075887109          94874     3546700SH              Sole     X
BED BATH AND BEYOND             COM               075896100          78617     2262367SH              Sole     X
BEDFORD BANCSHARES, INC.        COM               076014109            188       18100SH              Sole     X
BEDFORD PROPERTY INVEST.        COM PAR $0.02     076446301           5709      334600SH              Sole     X
BEL FUSE INC-CL A               CL A              077347201            573       20550SH              Sole     X
BEL FUSE INC-CL B               CL B              077347300           2069       86450SH              Sole     X
BELCO OIL & GAS CORP.           COM               077410108           1227      223000SH              Sole     X
BELDEN, INC.                    COM               077459105           5517      262700SH              Sole     X
BELL & HOWELL CO.               COM               077852101           4925      154800SH              Sole     X
BELL ATLANTIC CORP.             COM               077853109        1361971    22123391SH              Sole     X
BELL INDUSTRIES, INC.           COM               078107109            379       51003SH              Sole     X
BELLSOUTH CORP.                 COM               079860102        1261695    26952088SH              Sole     X
BELMONT BANCORP                 COM               080162100            140       22000SH              Sole     X
A. H. BELO CLASS A              COM SER A         080555105           8948      469396SH              Sole     X
BEMIS CO., INC.                 COM               081437105          25332      726358SH              Sole     X
BEN &JERRY'S HOMEMADE INC       CL A              081465106           2420       97300SH              Sole     X
BENCHMARK ELECTRONICS INC       COM               08160H101           2232       97300SH              Sole     X
BENIHANA INC.                   COM               082047101            125        8400SH              Sole     X
BENIHANA INC. CL-A              CL A              082047200           1325       91800SH              Sole     X
BERGEN BRUNSWIG CLASS A         CL A              083739102           3976      478288SH              Sole     X
BERINGER WINE ESTATES           CL B              084102102           4677      117300SH              Sole     X
W.R. BERKLEY CORP.              COM               084423102           2820      135075SH              Sole     X
BERKSHIRE HATHAWAY CL A         CL A              084670108         234891        4187SH              Sole     X
BERKSHIRE HATHAWAY CL B         CL B              084670207            415         227SH              Sole     X
BERLITZ INTERNATIONAL, IN       COM               08520F100           1910      111154SH              Sole     X
BERRY PETROLEUM CL A            CL A              085789105           2862      189200SH              Sole     X
BEST BUY, INC.                  COM               086516101         164075     3269246SH              Sole     X
BEST SOFTWARE, INC.             COM               086579109           1198       40600SH              Sole     X
BESTFOODS                       COM               08658U101         231141     4397442SH              Sole     X
BETHLEHEM STEEL CORP.           COM               087509105          19642     2345260SH              Sole     X
BEVERLEY ENTERPRISES, INC       COM NEW           087851309           3655      835509SH              Sole     X
BEYOND.COM CORP.                COM               08860E101           2119      271200SH              Sole     X
BIG DOG HOLDINGS                COM               089128102            509       73400SH              Sole     X
BIG FOOT FINANCIAL CORP.        COM               089165104            110        8800SH              Sole     X
BIGSTAR ENTERTAINMENT           COM               089896104           1002      129300SH              Sole     X
BILLING CONCEPTS CORP.          COM               090063108           3400      523000SH              Sole     X
BINDLY WESTERN IND, INC.        COM               090324104           4087      271320SH              Sole     X
BINDVIEW DEVELOPMENT CORP       COM               090327107           3448       69400SH              Sole     X
BIORAD LABS, INC. CL A          CL A              090572207           2431      104000SH              Sole     X
BIOTECHNOLOGY GEN               COM               090578105           8609      564500SH              Sole     X
BIO-PLEXUS, INC.                COM               09057C106            284       70938SH              Sole     X
BIOCRYST PHARMACEUTICALS        COM               09058V103           1215       41200SH              Sole     X
BIOGEN, INC.                    COM               090597105          53101      628416SH              Sole     X
BIOMATRIX, INC.                 COM               09060P102           4532      235414SH              Sole     X
BIOMET, INC.                    COM               090613100          65371     1634279SH              Sole     X
BIOSPHERICS INC.                COM               090662107            276       50200SH              Sole     X
BIOTIME, INC.                   COM               09066L105            477       53700SH              Sole     X
BIRMAN MANAGED CARE             COM NEW           090883307              0        1801SH              Sole     X
BIOLASE TECHNOLOGY, INC.        COM               090911108             64       23700SH              Sole     X
BIOSPECIFICS TECHNOLOGY         COM               090931106             87       40800SH              Sole     X
BIRMINGHAM STEEL CORP.          COM               091250100           1221      229800SH              Sole     X
BIZNESSONLINE.COM, INC          COM               091791103            243       34700SH              Sole     X
BLACK & DECKER CORP.            COM               091797100          62990     1205544SH              Sole     X
BLACK BOX CORP                  COM               091826107          11973      178700SH              Sole     X
BLACK HAWK GAMING & DEV.        COM               092067107            173       29400SH              Sole     X
BLACK HILLS CORP.               COM               092113109           4198      189190SH              Sole     X
BLAIR CORP.                     COM               092828102           1222       87300SH              Sole     X
E.W. BLANCH HOLDINGS, INC       COM               093210102           6946      113400SH              Sole     X
BLIMPIE INTERNATIONAL, IN       COM               093538106            132       70300SH              Sole     X
BLOCK DRUG CO. CLASS A          CL A              093644102           4597      148275SH              Sole     X
H & R BLOCK, INC.               COM               093671105          59270     1354749SH              Sole     X
BLOCKBUSTER INC.                CL A              093679108           1672      125000SH              Sole     X
BLOUNT INTERNATIONAL INC.       COM               095180105           2086      130917SH              Sole     X
BLUE RHINO CORP.                COM               095811105            369       37800SH              Sole     X
BLUE WAVE SYSTEMS, INC.         COM               096081104              9        1000SH              Sole     X
BLUEGREEN CORP.                 COM               096231105            595      118940SH              Sole     X
BLUESTONE SOFTWARE              COM               09623P102           6440       56000SH              Sole     X
BLYTH INDUSTRIES, INC.          COM               09643P108           7264      295750SH              Sole     X
BOB EVANS FARMS, INC.           COM               096761101           4757      308166SH              Sole     X
BOCA RESORTS, INC.              CL A              09688T106           2869      294300SH              Sole     X
BODDIE-NOELL PPTYS INC          COM               096903109            619       73900SH              Sole     X
THE BOEING CO.                  COM               097023105         561351    13506194SH              Sole     X
BOISE CASCADE CORP.             COM               097383103          37189      918241SH              Sole     X
BOISE CASCADE OFFICE PROD       COM               097403109           3257      217100SH              Sole     X
BOMBAY CO.                      COM               097924104           1712      380462SH              Sole     X
BOLLE, INC.                     COM               097937106            221       43590SH              Sole     X
BONE CARE INTERNATIONAL         COM               098072101            682       54000SH              Sole     X
BOOKS-A-MILLION                 COM               098570104            268       32200SH              Sole     X
B0RDERS GROUP, INC.             COM               099709107           9696      603650SH              Sole     X
BORG-WARNER AUTOMOTIVE, I       COM               099724106           4553      112430SH              Sole     X
BORON LEPORE & ASSOCIATES       COM               10001P102            432       66500SH              Sole     X
BOSTON ACOUSTICS, INC.          COM               100534106            316       22700SH              Sole     X
BOSTON BEER C0. CLASS A         CL A              100557107            775      107800SH              Sole     X
BOSTON COMMUNICATIONS GRP       COM               100582105            442       84200SH              Sole     X
BOSTON PROPERTIES, INC.         COM               101121101          23373      750950SH              Sole     X
BOSTON SCIENTIFIC CORP.         COM               101137107         128337     5866825SH              Sole     X
BOSTONFED BANCORP, INC.         COM               101178101            548       34500SH              Sole     X
BOTTOMLINE TECHNOLOGIES         COM               101388106           2754       76500SH              Sole     X
BOWATER, INC.                   COM               102183100          10181      187449SH              Sole     X
BOWL AMERICA, INC. CLASS        CL A              102565108            115       16400SH              Sole     X
BOWNE & CO., INC.               COM               103043105           9077      672400SH              Sole     X
BOYD GAMING CORP.               COM               103304101           2103      361800SH              Sole     X
THE BOYDS COLLECTION, LTD       COM               103354106           2566      369900SH              Sole     X
BOYKIN LODGING CO. REIT         COM               103430104           3080      281600SH              Sole     X
BRADLEY REAL ESTATE REIT        COM               104580105           5862      336191SH              Sole     X
BRADLEY REAL ESTATE, INC.       PFD CV A 8.40%    104580204            482       24696SH              Sole     X
BRADY CORP. CLASS A             CL A              104674106           7493      220800SH              Sole     X
BRANDYWINE REALTY REIT          SH BEN INT NEW    105368203           8983      548600SH              Sole     X
BRASS EAGLE INC.                COM               10553F106             82       16400SH              Sole     X
BREAKAWAY SOLUTIONS, INC.       COM               106372105           3453       47300SH              Sole     X
BREED TECH INC                  COM               106702103             23      161100SH              Sole     X
BRENTON BANKS, INC.             COM               107211104           1484      146585SH              Sole     X
BRIDGE VIEW BANCORP             COM               108058108            284       18040SH              Sole     X
BRIGGS & STRATTON CORP.         COM               109043109          18200      339397SH              Sole     X
BRIGHT HRZNS. FAMILY SOL.       COM               109195107           3197      170480SH              Sole     X
BRIGHTPOINT, INC.               COM               109473108           6752      514425SH              Sole     X
BRINKER INTERNATIONAL, IN       COM               109641100           8465      352712SH              Sole     X
BRIO TECHNOLOGY, INC.           COM               109704106           1764       42000SH              Sole     X
BRISTOL HOTELS & RESORTS        COM               110041100           1003      198025SH              Sole     X
BRISTOL-MYERS SQUIBB CO.        COM               110122108        2001170    31176942SH              Sole     X
BRITESMILE, INC.                COM               110415106             47        5800SH              Sole     X
BROADBASE SOFTWARE              COM               11130R100           5153       45800SH              Sole     X
BROADCOM CORP.                  CL A              111320107          37070      136100SH              Sole     X
BROADVISION INC.                COM               111412102          85150      500700SH              Sole     X
BROADWING INC.                  COM               111620100          36401      987152SH              Sole     X
BROCADE COMMUNICATIONS          COM               111621108          27258      154000SH              Sole     X
BROOKE GROUP LTD.               COM               112525100           1631      109210SH              Sole     X
BROOKLINE BANCORP INC.          COM               113739106           1108      113675SH              Sole     X
BROOKS AUTOMATION, INC.         COM               11434A100           1683       51700SH              Sole     X
BROOKTROUT TECHNOLOGY           COM               114580103           1138       61300SH              Sole     X
BROWN & BROWN, INC.             COM               115236101           3852      100550SH              Sole     X
BROWN-FORMAN CORP. CLASS        CL B              115637209          55999      978155SH              Sole     X
BROWN (TOM) INC.                COM NEW           115660201           2481      185500SH              Sole     X
BROWN SHOE COMPANY, INC.        COM               115736100           2783      197021SH              Sole     X
BRUNSWICK CORP.                 COM               117043109          30573     1374052SH              Sole     X
BRUSH WELLMAN, INC.             COM               117421107           2539      151000SH              Sole     X
BRYN MAWR BANK CORP.            COM               117665109            604       25300SH              Sole     X
BSQUARE CORP.                   COM               11776U102           3774       90000SH              Sole     X
BUCKEYE TECHNOLOGY INC.         COM               118255108           3954      265800SH              Sole     X
THE BUCKLE INC.                 COM               118440106           1689      114000SH              Sole     X
BUDGET GROUP INC.               CL A              119003101           1529      168700SH              Sole     X
BUFFETS INC.                    COM               119882108           3049      304942SH              Sole     X
BUILDING MATERIALS CORP.        COM               120113105            233       22700SH              Sole     X
BUILDING ONE SERVICES           COM               120114103           1704      180578SH              Sole     X
BURLINGTON COAT FACTORY W       COM               121579106           2801      201890SH              Sole     X
BURLINGTON  INDUSTRIES          COM               121693105           1519      379840SH              Sole     X
BURLINGTON NTHRN SANTA FE       COM               12189T104         159719     6586362SH              Sole     X
BURLINGTON RESOURCES, INC       COM               122014103         101118     3058381SH              Sole     X
BURNHAM PACIFIC PROP REIT       COM               12232C108           5835      622400SH              Sole     X
BURNS INTERNATIONAL SRVCS       COM               122374101            729       67400SH              Sole     X
BURR-BROWN CORP.                COM               122574106          14309      396101SH              Sole     X
BUSH BOAKE ALLEN                COM               123162109           1913       77900SH              Sole     X
BUSH INDUSTRIES, INC.           CL A              123164105           1476       85893SH              Sole     X
BUTLER MANUFACTURING CO.        COM               123655102            281       12600SH              Sole     X
C & D TECHNOLOGY INC.           COM               124661109           3001       70600SH              Sole     X
CAIS INTERNET, INC.             COM               12476Q102           2868       80800SH              Sole     X
CB BANCSHARES INC.              COM               124785106            898       30500SH              Sole     X
CBL & ASSOCIATES PRP REIT       COM               124830100           7669      371810SH              Sole     X
CCB FINANCIAL CORP.             COM               124875105           6485      148860SH              Sole     X
CCC INFORMATION SERVICES        COM               12487Q109           1689       98600SH              Sole     X
CB RICHARD ELLIS SERVICES       COM               12489L108           1037       83829SH              Sole     X
CBRL GROUP, INC.                COM               12489V106           4381      451457SH              Sole     X
CBS CORP.                       COM               12490K107         702848    10992738SH              Sole     X
C F W COMMUNICATIONS CO.        COM               124923103           3517      101200SH              Sole     X
C-BRIDGE INTERNET SOL.          COM               12500B105           1609       33100SH              Sole     X
C-COR ELECTRONICS, INC.         COM               125010108           6797       88700SH              Sole     X
C-CUBE MICROSYSTEMS INC.        COM               125015107          21159      339900SH              Sole     X
CDI CORP.                       COM               125071100           4017      166500SH              Sole     X
CDNOW INC.                      COM               125086108           1580      159967SH              Sole     X
CDW COMPUTER CENTERS            COM               125129106          15557      197869SH              Sole     X
CD WAREHOUSE INC.               COM               12512W105            165       50700SH              Sole     X
CEC ENTERTAINMENT INC           COM               125137109           7010      247061SH              Sole     X
CFS BANCORP, INC.               COM               12525D102            396       42500SH              Sole     X
CFI PROSERVICES, INC.           COM               12525N100            545       66600SH              Sole     X
CH ENERGY GROUP, INC.           COM               12541M102           4920      149100SH              Sole     X
C.H. ROBINSON WORLDWIDE         COM               12541W100          11281      283800SH              Sole     X
CHS ELECTRONICS                 COM NEW           12542A206            626      556400SH              Sole     X
CIGNA CORP.                     COM               125509109         222648     2763674SH              Sole     X
THE CIT GROUP, INC.             CL A              125577106          24182     1144700SH              Sole     X
CKE RESTAURANTS INC.            COM               12561E105           2760      469752SH              Sole     X
CLECO CORP.                     COM               12561W105           5863      182850SH              Sole     X
CK WITCO CORP.                  COM               12562C108          12839      959909SH              Sole     X
CMGI INC                        COM               125750109         112162      405100SH              Sole     X
CML GROUP, INC.                 COM               125820100              0       47400SH              Sole     X
CMP GROUP, INC.                 COM               125887109           7495      271941SH              Sole     X
CMS ENERGY CORP.                COM               125896100          50215     1610096SH              Sole     X
CPI CORP.                       COM               125902106           3269      144900SH              Sole     X
CPB INC.                        COM               125903104           1473       51700SH              Sole     X
CSS INDUSTRIES, INC.            COM               125906107            750       35100SH              Sole     X
CNET, INC.                      COM               125945105          11384      200600SH              Sole     X
CTG RESOURCES INC.              COM               125957100           1978       56935SH              Sole     X
CTB INTERNATIONAL CORP.         COM               125960104            334       57500SH              Sole     X
CTI INDUSTRIES CORP.            COM NEW           125961300              4        2500SH              Sole     X
CSK AUTO CORP.                  COM               125965103           2888      165038SH              Sole     X
CNA FINANCIAL CORP.             COM               126117100          21863      561499SH              Sole     X
CNA SURETY CORP                 COM               12612L108           2735      210400SH              Sole     X
CNF TRANSPORTATION, INC.        COM               12612W104           7508      217629SH              Sole     X
CSG SYSTEMS INTL INC.           COM               126349109           7209      180800SH              Sole     X
CSX CORP.                       COM               126408103          94660     3017045SH              Sole     X
CTC COMMUNICATIONS GROUP        COM               126419100           1756       45000SH              Sole     X
CT COMMUNICATIONS               COM NEW           126426402           2150       38400SH              Sole     X
CTS CORP.                       COM               126501105          17252      228879SH              Sole     X
CUNO INC.                       COM               126583103           3179      153550SH              Sole     X
CVB FINANCIAL CORP.             COM               126600105           2223       96110SH              Sole     X
CV REIT, INC.                   COM               126640101            342       38000SH              Sole     X
CVS CORP DELAWARE               COM               126650100         220893     5530969SH              Sole     X
CABLEVISION SYS. CORP.          CL A              12686C109          28954      383500SH              Sole     X
CABLETRON SYSTEMS, INC.         COM               126920107          65018     2500679SH              Sole     X
CABLE DESIGN TECHNOLOGIES       COM               126924109           8271      359600SH              Sole     X
CACHEFLOW INC.                  COM               126946102          11893       91000SH              Sole     X
C2 INC                          COM               126948108            176       35600SH              Sole     X
CABOT CORP.                     COM               127055101           4840      237560SH              Sole     X
CABOT INDUSTRIAL TRUST          COM               127072106          10821      588900SH              Sole     X
CABOT OIL & GAS CORP.           CL A              127097103           4035      251190SH              Sole     X
CACI INTERNATIONAL INC.         CL A              127190304           1410       62300SH              Sole     X
CADENCE DESIGN SYSTEMS, I       COM               127387108          25263     1052616SH              Sole     X
CADIZ, INC.                     COM               127537108           3430      361000SH              Sole     X
CADMUS COMMUNICATION            COM               127587103            226       26600SH              Sole     X
CAL DIVE INTERNATIONAL          COM               127914109           4286      129400SH              Sole     X
CALGON CARBON                   COM               129603106           1968      331400SH              Sole     X
CALICO COMMERCE INC.            COM               129897104           4903       92500SH              Sole     X
CALIFORNIA AMPLIFIER INC.       COM               129900106           1991       75660SH              Sole     X
CALIF CULINARY ACADEMY IN       COM               129905105             47       10400SH              Sole     X
CALIBER LEARNING NETWORK        COM               129914107            737      256400SH              Sole     X
CALIFORNIA INDEPENDENT BK       COM               130334105            557       32546SH              Sole     X
CALIFORNIA WATER SERVICE        COM               130788102           1459       48126SH              Sole     X
CALIPER TECHNOLOGIES CORP       COM               130876105           4005       60000SH              Sole     X
CALLAWAY GOLF CO                COM               131193104          10461      591430SH              Sole     X
CALLON PETEROLEUM CO.           COM               13123X102            755       51000SH              Sole     X
CALPINE CORP.                   COM               131347106          18566      290100SH              Sole     X
CALYPTE BIOMEDICAL CORP.        COM               131722100             79       56100SH              Sole     X
CAMBREX CORP.                   COM               132011107           5878      170700SH              Sole     X
CAMBRIDGE TECHNOLOGY            COM               132524109          11092      422550SH              Sole     X
CAMDEN PROPERTY TRST REIT       SH BEN INT        133131102          17136      625974SH              Sole     X
CAMERON ASHLEY BLDG PROD        COM               133290106           1330      133000SH              Sole     X
CAMPBELL SOUP CO.               COM               134429109         259104     6697348SH              Sole     X
CANDELA CORP                    COM               136907102           1747       93800SH              Sole     X
CANANDAIGUA BRANDS INC.         CL B              137219101           1600       28475SH              Sole     X
CANANDAIGUA BRANDS INC.         CL A              137219200           6232      122200SH              Sole     X
CANDIES, INC.                   COM               137409108             23       25000SH              Sole     X
CANNONDALE CORP                 COM               137798104            423       64800SH              Sole     X
CAPITAL CITY BANK               COM               139674105            417       19400SH              Sole     X
CAPITAL AUTOMOTIVE REIT         COM SH BEN INT    139733109           3121      256100SH              Sole     X
CAPITAL BANK CORP.              COM               139793103             69        8900SH              Sole     X
CAPITAL CITIES/ABC, INC.        COM               139859102              0           0SH              Sole     X
CAPITAL CORP. OF THE WEST       COM               140065103           1000      102600SH              Sole     X
CAPITAL CROSSING BANK           COM               140071101            354       28300SH              Sole     X
CAPITAL ONE FINANCIAL           COM               14040H105         135627     2814569SH              Sole     X
CAPITAL PACIFIC HOLDINGS        COM               14040M104            164       65488SH              Sole     X
CAPITAL RE CORP                 COM               140432105              0           0SH              Sole     X
CAPITAL SENIOR LIVING           COM               140475104            345       68100SH              Sole     X
CAPITAL TRUST                   COM               14052H100            412       82300SH              Sole     X
CAPITOL BANCORP LTD.            COM               14056D105             62        5969SH              Sole     X
CAPITOL FEDERAL FINANCIAL       COM               14057C106           5900      605100SH              Sole     X
CAPROCK COMMUNICATIONS          COM               140667106           7279      224400SH              Sole     X
CAPSTEAD MTG.CORP               COM               14067E100           1944      464200SH              Sole     X
CAPTEC NET LEASE REALTY         COM               140724105            593       79000SH              Sole     X
CARAUSTAR INDUSTRIES INC.       COM               140909102           5455      227300SH              Sole     X
CAPITAL TITLE GROUP, INC.       COM               140919101            200      114100SH              Sole     X
CARDIA INC.                     COM               14140R102              0        1029SH              Sole     X
CARDIMA, INC.                   COM               14147M106             55       30300SH              Sole     X
CARDINAL FINANCIAL CORP         COM               14149F109            153       27200SH              Sole     X
CARDINAL HEALTH INC.            COM               14149Y108         189431     3956777SH              Sole     X
CARDIODYNAMICS INT'L.           COM               141597104            359       65300SH              Sole     X
CAREER EDUCATION CORP.          COM               141665109           1182       30800SH              Sole     X
CAREERBUILDER, INC.             COM               141684100           1114      173100SH              Sole     X
CAREMARK RX, INC.               COM               141705103           7626     1506396SH              Sole     X
CAREMATRIX CORP.                COM               141706101            219       87700SH              Sole     X
CAREINSITE, INC.                COM               14170M106          15714      195200SH              Sole     X
CAREY DIVERSIFIED LLC           COM               14174P105            213       12600SH              Sole     X
CAREY INTERNATIONAL, INC        COM               141750109           1180       48400SH              Sole     X
CARIBINER INT'L.                COM               141888107            569      157000SH              Sole     X
CARLETON CORP.                  COM NEW           142209204             43       18100SH              Sole     X
CARLISLE CO., INC.              COM               142339100           3885      107930SH              Sole     X
CARMIKE CINEMAS CLASS A         CL A              143436103           1536      196600SH              Sole     X
CARNIVAL CRUISE LINES, IN       COM               143658102         408348     8540604SH              Sole     X
CAROLINA FIRST CORP.            COM               143877108           4564      250100SH              Sole     X
CARRIAGE SERVICES INC.          CL A              143905107            541       91100SH              Sole     X
CAROLINA POWER & LIGHT CO       COM               144141108          67242     2209191SH              Sole     X
CAROLINA SOUTHERN BANK          COM               144162104            170       13067SH              Sole     X
CARPENTER TECHNOLOGY CORP       COM               144285103           5011      182640SH              Sole     X
CARRAMERICA REALTY REIT         COM               144418100          15551      736150SH              Sole     X
CARRIER ACCESS CORP.            COM               144460102           7149      106203SH              Sole     X
CARRINGTON LABS INC.            COM               144525102            235      117400SH              Sole     X
CARSON INC.                     CL A              145845103            137       42100SH              Sole     X
CARTER-WALLACE, INC.            COM               146285101           5342      297800SH              Sole     X
CASCADE BANCORP                 COM               147154108            945       75619SH              Sole     X
CASCADE NATURAL GAS CORP.       COM               147339105            451       28000SH              Sole     X
CASELLA WASTE SYSTEMS           CL A              147448104           1625       86084SH              Sole     X
CASEY'S GENERAL STORES          COM               147528103           4903      469757SH              Sole     X
CASH AMERICA INTERNATIONA       COM               14754D100           2410      247222SH              Sole     X
A.M.CASTLE & CO.                COM               148411101           1906      160481SH              Sole     X
CASTLE & COOKE INC.             COM               148433105           2112      166499SH              Sole     X
CATALINA LIGHTING, INC.         COM               148865108            534      111000SH              Sole     X
CATALINA MARKETING CORP.        COM               148867104          10336       89300SH              Sole     X
CATALYTICA,INC                  COM               148885106           4571      337000SH              Sole     X
CATAPULT COMMUNICATIONS         COM               149016107            330       33200SH              Sole     X
CATELLUS DEVEL CORP.            COM               149111106           6381      498001SH              Sole     X
CATERPILLAR, INC.               COM               149123101         235670     5007591SH              Sole     X
CATHAY BANCORP, INC.            COM               149150104           1513       36900SH              Sole     X
CATHERINES STORES               COM               14916F100           1415       67400SH              Sole     X
CATO CORP CL A                  CL A              149205106           2227      176400SH              Sole     X
CAVALIER HOMES INC.             COM               149507105            157       39777SH              Sole     X
CAVALRY BANCORP, INC.           COM               149547101            317       19200SH              Sole     X
CELLSTAR CORP.                  COM               150925105           4423      447905SH              Sole     X
CELGENE CORP                    COM               151020104           8064      115200SH              Sole     X
CELLEGY PHARMACEUTICALS         COM               15115L103            306       90800SH              Sole     X
CELLNET DATA SYSTEMS            COM               15115M101            276      245200SH              Sole     X
CELLULAR TECHNICAL SERVS        COM NEW           151167301            169       21770SH              Sole     X
CELTRIX LABS                    COM               151186103            611      212600SH              Sole     X
CENDANT CORP.                   COM               151313103         269771    10156094SH              Sole     X
CENTENNIAL BANCORP              COM               15133T104           2621      243813SH              Sole     X
CENTENNIAL CELLULAR CL A        CL A NEW          15133V208           8651      104383SH              Sole     X
CENTENNIAL TECHNOLOGIES         COM NEW           151392206              2         192SH              Sole     X
CENTER TRUST INC                CENTER TR INC     151845104           3112      321200SH              Sole     X
CENTERPOINT PROPS REIT          SH BEN INT        151895109           9503      264900SH              Sole     X
CENTERSPAN COMM. CORP.          COM               152012100           2881       89000SH              Sole     X
CENTEX CORP.                    COM               152312104          22162      897682SH              Sole     X
CENTIGRAM COMMUNICATIONS        COM               152317103           1476       88100SH              Sole     X
CENTEX CONSTRUCTION PDCTS       COM               15231R109           3923      100600SH              Sole     X
CENTRAL & SW CORP               COM               152357109          63895     3194769SH              Sole     X
CENTRAL BANCORP, INC.           COM               152418109            447       27100SH              Sole     X
CENTRAL EUROPEAN DIST CO        COM               153435102             15        3000SH              Sole     X
CENTRAL FIN. ACCEPTANCE         COM               153470109            268       36400SH              Sole     X
CENTRAL GARDEN & PET CO.        COM               153527106           1924      185400SH              Sole     X
CENTRAL NEWSPAPERS, INC.        CL A              154647101           4749      120600SH              Sole     X
CENTRAL PARKING CORP.           COM               154785109           4064      212500SH              Sole     X
CENTRAL VT. PUBLIC SERV.        COM               155771108            899       84600SH              Sole     X
CENTURA BANKS, INC.             COM               15640T100           5656      128175SH              Sole     X
CENTURA SOFTWARE CORP           COM               15640W103            505       92788SH              Sole     X
CENTURY BANCORP INC.CL-A        CL A NON VTG      156432106            556       34200SH              Sole     X
CENTURY BUSINESS SERVICES       COM               156490104           4189      496500SH              Sole     X
CENTURY SOUTH BANKS, INC.       COM               156683104            736       32900SH              Sole     X
CENTURYTEL, INC.                COM               156700106         104927     2214809SH              Sole     X
CEPHALON, INC.                  COM               156708109           8074      233600SH              Sole     X
CERES GROUP, INC.               COM               156772105            657       93800SH              Sole     X
CERIDIAN CORP.                  COM               15677T106          45099     2091528SH              Sole     X
CERNER CORP.                    COM               156782104           6582      334300SH              Sole     X
CHALONE WINE GRP LTD.           COM               157639105            974      112100SH              Sole     X
CHAMPION ENTERPRISES, INC       COM               158496109           3138      366431SH              Sole     X
CHAMPION INTERNATIONAL CO       COM               158525105          85840     1385919SH              Sole     X
CHAMPIONSHIP AUTO RACING        COM               158711101           1019       44300SH              Sole     X
CHARLES RIVER ASSOCIATES        COM               159852102           3454      103100SH              Sole     X
CHARTER ONE FINANICIAL          COM               160903100          16568      866302SH              Sole     X
CHARTER MUNICIPAL MTG ACP       SH BEN INT        160908109            981       83500SH              Sole     X
CHARMING SHOPPES, INC.          COM               161133103           3656      551879SH              Sole     X
CHART INDUSTRIES, INC.          COM               16115Q100            470      117450SH              Sole     X
CHARTER COMMUNICATIONS          CL A              16117M107          10938      500000SH              Sole     X
CHASE INDUSTRIES INC.           COM               161568100            269       33050SH              Sole     X
CHASE MANHATTAN CORP.           COM               16161A108         918218    11819375SH              Sole     X
CHATEAU COMMUNITIES REIT        COM               161726104          10120      390152SH              Sole     X
CHATTEM, INC.                   COM               162456107            954       50200SH              Sole     X
CHEAP TICKETS, INC.             COM               162672109            891       65100SH              Sole     X
CHECKERS DRIVE-IN REST          COM NEW           162809305             57       25512SH              Sole     X
CHECKFREE HOLDINGS CORP.        COM               162816102          20943      200409SH              Sole     X
CHECKPOINT SYSTEMS, INC.        COM               162825103           3795      372500SH              Sole     X
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CHEMFIRST INC.                  COM               16361A106           3948      180500SH              Sole     X
CHEMICAL FABRICS CORP.          COM               16361L102            897       57425SH              Sole     X
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THE CHERRY CORP.                COM NEW           164541401            209       19700SH              Sole     X
CHESAPEAKE BIOLOGICAL           CL A              165146101              4        1300SH              Sole     X
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CHICO'S FAS, INC                COM               168615102           3646       96900SH              Sole     X
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CYBERSHOP INTERNATIONAL         COM               23251X105            275       50000SH              Sole     X
CYBEX COMPUTER PROD. CORP       COM               232522102           5323      131425SH              Sole     X
CYGNUS INC.                     COM               232560102           6508      356600SH              Sole     X
CYLINK CORP.                    COM               232565101            601       44500SH              Sole     X
CYMER INC.                      COM               232572107           9891      215020SH              Sole     X
CYPRESS BIOSCIENCE, INC.        COM               232674101             44       24000SH              Sole     X
CYPRESS SEMICONDUCTOR COR       COM               232806109          28525      881069SH              Sole     X
CYRK INTERNATIONAL              COM               232817106            336       28300SH              Sole     X
CYSIVE, INC.                    COM               23281T108           3315       46000SH              Sole     X
CYTEC INDUSTRIES INC            COM               232820100          10036      433976SH              Sole     X
CYTOGEN CORP.                   COM               232824102            465      179469SH              Sole     X
CYTRX CORP.                     COM NEW           232828301             10       10900SH              Sole     X
CYTOCLONAL PHARMACEUTICS        COM               23282G105           1127      150300SH              Sole     X
CYTYC CORP.                     COM               232946103           4567       74800SH              Sole     X
DII GROUP INC.                  COM               232949107          17101      240960SH              Sole     X
DA CONSULTING GROUP, INC.       COM               233027101            404      113400SH              Sole     X
DBT ONLINE INC                  COM               233044106           4031      165354SH              Sole     X
DPL, INC.                       COM               233293109           9997      577417SH              Sole     X
DQE INC.                        COM               23329J104           9470      273500SH              Sole     X
DSC COMMUNICATIONS CORP.        COM               233311109              0           0SH              Sole     X
D.R. HORTON INC.                COM               23331A109           6840      495224SH              Sole     X
DST SYSTEMS, INC.               COM               233326107          24519      321300SH              Sole     X
DSP GROUP INC                   COM               23332B106           9151       98400SH              Sole     X
DTE ENERGY CO.                  COM               233331107          78622     2505889SH              Sole     X
DT INDUSTRIES INC.              COM               23333J108            762       96800SH              Sole     X
DVI INC.                        COM               233343102           2017      132800SH              Sole     X
DAIN RAUSCHER CORP.             COM               233856103           3455       74300SH              Sole     X
DAILY JOURNAL CORP.-SC          COM               233912104            401       12300SH              Sole     X
DAISYTEK INTL CORP.             COM               234053106           3875      166200SH              Sole     X
DAL-TILE INTERNATIONAL          COM               23426R108           5592      552300SH              Sole     X
DALEEN TECHNOLOGIES INC         COM               23437N104            529       24200SH              Sole     X
DALLAS SEMICONDUCTOR CORP       COM               235204104          15671      243200SH              Sole     X
DAMARK INTERNATIONAL INC.       CL A              235691102            169       10700SH              Sole     X
DANA CORP.                      COM               235811106          71288     2381239SH              Sole     X
DANAHER CORP.                   COM               235851102          97879     2028577SH              Sole     X
DANIELSON HOLDING CORP          COM               236274106           1314      228500SH              Sole     X
DARDEN RESTAURANTS INC.         COM               237194105          45598     2515757SH              Sole     X
DARLING INTERNATIONAL           COM               237266101            402      189400SH              Sole     X
DATA BROADCASTING CORP          COM               237596101           2951      357670SH              Sole     X
DATA RACE, INC.                 COM               237842109            200       73500SH              Sole     X
DATA RETURN CORP.               COM               23785M104           3076       57500SH              Sole     X
DATA SYSTEMS & SOFTWARE         COM               237887104            191       56500SH              Sole     X
DATAWARE TECHNOLOGIES           COM               237920103           1420       82300SH              Sole     X
DATA TRANSMISSION NETWORK       COM               238017107           2679      155300SH              Sole     X
DATASCOPE CORP.                 COM               238113104           4668      116700SH              Sole     X
DATASTREAM SYSTEMS, INC.        COM               238124101           4871      198300SH              Sole     X
DAVE & BUSTERS                  COM               23833N104           1133      138369SH              Sole     X
DAVEL COMMUNICATIONS, INC       COM               238341101            775      163100SH              Sole     X
DAVIDS BRIDAL INC.              COM               238576102            672       60100SH              Sole     X
DAVOX CORP.                     COM               239208101           1120       57050SH              Sole     X
DAYTON-HUDSON CORP.             COM               239753106         460303     6267958SH              Sole     X
DEAN FOODS CORP.                COM               242361103           5952      149730SH              Sole     X
DEB SHOPS, INC.                 COM               242728103           1138       61500SH              Sole     X
DECISIONONE HOLDINGS CORP       COM               243458106             12       24614SH              Sole     X
DECORA INDUSTRIES, INC.         COM NEW           243593308             13        4800SH              Sole     X
DEERE & CO.                     COM               244199105         140514     3239505SH              Sole     X
DEL MONTE FOODS CO.             COM               24522P103           4127      335200SH              Sole     X
DELHAIZE AMERICA INC CL A       CL A              246688105           8342      410682SH              Sole     X
DELHAIZE AMERICA INC CL B       CL B              246688204            401       19232SH              Sole     X
DELIA*S INC.                    COM               246885107           1267      174800SH              Sole     X
DELL COMPUTER CORP.             COM               247025109        2048187    40160523SH              Sole     X
DELPHI AUTOMOTIVE SYSTEMS       COM               247126105         125944     7996431SH              Sole     X
DELPHI FINANCIAL GROUP          CL A              247131105           5192      173079SH              Sole     X
DELTA & PINE LAND CO            COM               247357106           5584      321370SH              Sole     X
DELTA AIR LINES, INC.           COM               247361108         108553     2179236SH              Sole     X
DELTIC TIMBER CORP.             COM               247850100           1177       53800SH              Sole     X
DELTEK SYSTEMS, INC.            COM               24785A108            856       63400SH              Sole     X
DELTA WOODSIDE                  COM               247909104            184       97900SH              Sole     X
DELTA FINANCIAL CORP.           COM               247918105            317       76900SH              Sole     X
DELUXE CORP.                    COM               248019101          35499     1293829SH              Sole     X
DENDRITE INTERNATIONAL          COM               248239105          10330      304950SH              Sole     X
DENTSPLY INTERNATIONAL          COM               249030107           6279      265780SH              Sole     X
DEPARTMENT 56 INC.              COM               249509100           4652      205600SH              Sole     X
DESIGNS, INC.                   COM               25057L102            122       82950SH              Sole     X
DETROIT DIESEL CORP.            COM               250837101           2224      115922SH              Sole     X
DEVELOPERS DIVRSFIED REIT       COM               251591103          11831      918950SH              Sole     X
DEVON ENERGY CORP               COM               25179M103          10350      314835SH              Sole     X
DEVRY, INC.                     COM               251893103           4636      248900SH              Sole     X
DEWOLFE COMPANIES, INC.         COM               252115100            105       15500SH              Sole     X
DEXTER CORP.                    COM               252165105           7734      194560SH              Sole     X
DIACRIN INC.                    COM               25243N103            646       99400SH              Sole     X
DIAGNOSTIC PRODUCTS CORP.       COM               252450101           3748      153000SH              Sole     X
DIAL CORP.                      COM               25247D101           9295      382303SH              Sole     X
DIAMETRICS MEDICAL, INC.        COM               252532106           1009      117800SH              Sole     X
DIAMOND OFFSHORE DRILLING       COM               25271C102          12690      415200SH              Sole     X
DIAMOND TECH. PRTNRS INC        CL A              252762109          12013      139789SH              Sole     X
DIEBOLD, INC.                   COM               253651103           7487      318582SH              Sole     X
DIGENE CORP.                    COM               253752109           1665       95500SH              Sole     X
DIGEX, INC.                     CL A              253756100           4785       69600SH              Sole     X
DIGI INTERNATIONAL, INC.        COM               253798102           1584      151750SH              Sole     X
DIGITAL LIGHTWAVE, INC.         COM               253855100           2973       46450SH              Sole     X
DIGITAL MICROWAVE CORP.         COM               253859102          12896      550250SH              Sole     X
DIGITAL IMPACT INC              COM               25385G106           3148       62800SH              Sole     X
DIGITAL ISLAND INC.             COM               25385N101          12157      127800SH              Sole     X
DIGITAL INSIGHT CORP            COM               25385P106           1131       31100SH              Sole     X
DIGITAL ORIGIN, INC.            COM               25385X109           1223      100900SH              Sole     X
DIGITAL RIVER, INC.             COM               25388B104           5430      163000SH              Sole     X
DIGITAL GENERATION SYS.         COM               253921100           1561      219095SH              Sole     X
DIME COMMUNITY BANCORP          COM               253922108           1563       84500SH              Sole     X
DILLARDS INC.                   CL A              254067101          31271     1549033SH              Sole     X
DIME BANCORP INC.*-NEW          COM               25429Q102          12020      794694SH              Sole     X
DIMON INC.                      COM               254394109           1408      433100SH              Sole     X
DIONEX CORP.                    COM               254546104           8452      205200SH              Sole     X
DISCOUNT AUTO PARTS INC.        COM               254642101           1871      103600SH              Sole     X
THE WALT DISNEY CO.             COM DISNEY        254687106         865049    29574341SH              Sole     X
GO.COM                          COM GO COM        254687205           4658      195615SH              Sole     X
DISPLAY TECHNOLOGIES INC.       COM               25469V102            110       27179SH              Sole     X
DISPATCH MANAGEMENT SVCS.       COM               254927106            152       51600SH              Sole     X
DIRECT FOCUS, INC.              COM               254931108            153        5500SH              Sole     X
DITECH COMMUNICATIONS           COM               25500M103           3369       36030SH              Sole     X
THE DIXIE GROUP, INC.           CL A              255519100            153       20700SH              Sole     X
DOCUCORP INTERNATIONAL          COM               255911109            598       85060SH              Sole     X
DOCUMENTUM, INC.                COM               256159104           6167      103000SH              Sole     X
DOLE FOOD CO.                   COM               256605106           3334      205150SH              Sole     X
DOLLAR GENERAL CORP.            COM               256669102          85811     3771900SH              Sole     X
DOLLAR THRIFTY AUTO. GRP.       COM               256743105           6735      281360SH              Sole     X
DOLLAR TREE STORES INC.         COM               256747106          13779      284474SH              Sole     X
DOMINION RES. INC/VA            COM               257470104         104098     2652176SH              Sole     X
DONALDSON CO., INC.             COM               257651109           8038      334030SH              Sole     X
DONALDSON LUFKIN&JENRETTE       COM DLJ           257661108          17009      351600SH              Sole     X
DLJDIRECT                       COM DLJDIRECT     257661504            201       14800SH              Sole     X
DONNA KARAN INTERNATIONAL       COM               257826107            798      121600SH              Sole     X
R.R. DONNELLEY & SONS CO.       COM               257867101          56153     2263105SH              Sole     X
DONNELLY CORP.                  CL A              257870105           1018       72737SH              Sole     X
DONNKENNY, INC.                 COM               258006105             21       34600SH              Sole     X
DORAL FINANCIAL CORP.           COM               25811P100           3564      289500SH              Sole     X
DOUBLECLICK INC.                COM               258609304          38420      151822SH              Sole     X
DOVER CORP.                     COM               260003108         128834     2839322SH              Sole     X
DOVER DOWNS ENTERTAINMENT       COM               260086103           1528       81500SH              Sole     X
DOW CHEMICAL CO.                COM               260543103         422809     3164149SH              Sole     X
DOW JONES & CO., INC.           COM               260561105         101808     1497182SH              Sole     X
DOWNEY FINANCIAL CORP.          COM               261018105           5767      285666SH              Sole     X
THE DRESS BARN, INC.            COM               261570105           2825      169900SH              Sole     X
DREXLER TECHNOLOGY CORP.        COM               261876106           1218      124900SH              Sole     X
DREYER'S GRAND ICE CREAM,       COM               261878102           3596      211500SH              Sole     X
DRIL-QUIP, INC.                 COM               262037104           3141      103400SH              Sole     X
DRUG EMPORIUM, INC.             COM               262175102           1049      236500SH              Sole     X
DRUGSTORE.COM, INC.             COM               262241102           4212      116400SH              Sole     X
DRYPERS CORP                    COM NEW           262497308            380      157808SH              Sole     X
DSL.NET, INC.                   COM               262506108           1877      130000SH              Sole     X
DUPONT (E.I.) DE NEMOURS        COM               263534109         983499    14929782SH              Sole     X
DUANE READE INC.                COM               263578106           2980      108100SH              Sole     X
DUFF & PHELPS CREDIT            COM               26432F109           2855       32100SH              Sole     X
DUKE ENERGY CORP                COM               264399106         256208     5111386SH              Sole     X
DUKE REALTY INVSTMNT REIT       COM NEW           264411505          25520     1308707SH              Sole     X
DUN & BRADSTREET CORP NEW       COM               26483B106          77324     2621162SH              Sole     X
DUNN COMPUTER CORP.             COM               265771105            124       38200SH              Sole     X
DURA AUTOMOTIVE SYS INC.        CL A              265903104           1369       78507SH              Sole     X
DUPONT PHOTOMASKS INC.          COM               26613X101           3344       69300SH              Sole     X
DURA PHARMACEUTICALS INC.       COM               26632S109           5408      387994SH              Sole     X
DURAMED PHARMACEUTICALS         COM               266354109           1471      206400SH              Sole     X
DYCOM INDUSTRIES, INC.          COM               267475101           9291      210850SH              Sole     X
EA ENGR SCIENCE & TECH IN       COM               267911105             50       41700SH              Sole     X
DYNAMICS RESEARCH CORP.         COM               268057106             82        9700SH              Sole     X
DYNATECH CORP.                  COM               268140100             85       12650SH              Sole     X
DYNEGY INC                      COM               26816L102          13904      571900SH              Sole     X
EEX CORP.                       COM NEW           26842V207           1199      408060SH              Sole     X
E4L, INC.                       COM               268452109            254      101400SH              Sole     X
EG & G, INC.                    COM               268457108              0           0SH              Sole     X
E-LOAN, INC.                    COM               26861P107           1719      105800SH              Sole     X
EMC CORP.                       COM               268648102        1766299    16167501SH              Sole     X
EMS TECHNOLOGIES INC.           COM               26873N108            799       68000SH              Sole     X
E-NET, INC.                     COM               268745106            560       45000SH              Sole     X
ENSCO INTERNATIONAL, INC.       COM               26874Q100          15369      671868SH              Sole     X
EOG RESOURCES, INC.             COM               26875P101          10534      599800SH              Sole     X
E.PIPHANY INC                   COM               26881V100          15630       70050SH              Sole     X
ESCO ELECTRONICS CORP.          COM TR RCPT       269030201            189       16300SH              Sole     X
ESS TECHNOLOGY INC.             COM               269151106           6855      308960SH              Sole     X
E.SPIRE COMMUNICATIONS          COM               269153102           2679      460900SH              Sole     X
E-STAMP CORP.                   COM               269154100           1965       88300SH              Sole     X
ETEC SYSTEMS INC.               COM               26922C103           8140      181400SH              Sole     X
E-TEK DYNAMICS INC.             COM               269240107          25350      188300SH              Sole     X
ELIZABETHTOWN CORP.             COM               269242103           2272       36500SH              Sole     X
E*TRADE GROUP, INC.             COM               269246104          23429      896800SH              Sole     X
E-Z-EM, INC. CLASS A            CL A              269305207            142       18300SH              Sole     X
EAGLE FOOD                      COM               269514105            109       91800SH              Sole     X
EAGLE GEOPHYSICAL, INC.         COM               269524104              0        3222SH              Sole     X
EAGLE USA AIRFREIGHT INC.       COM               270018104           8841      205000SH              Sole     X
EARTHGRAINS CO.  W/I            COM               270319106           5893      365464SH              Sole     X
EARTHLINK NETWORK               COM               270322100           3719       87500SH              Sole     X
EARTHSHELL CORP.                COM               27032B100           1671      405000SH              Sole     X
EARTHWEB INC.                   COM               27032C108           2853       56700SH              Sole     X
EAST TEXAS FINANCIAL SER.       COM               275572105            237       24000SH              Sole     X
EAST WEST BANCORP, INC.         COM               27579R104           1047       91500SH              Sole     X
EASTERN ENTERPRISES             COM               27637F100          28676      499254SH              Sole     X
EASTERN UTILITIES ASSOCIA       COM               277173100           6591      217441SH              Sole     X
EASTERN VIRGINIA BNKSHRS        COM               277196101             40        2100SH              Sole     X
EASTGROUP PROPERTIES REIT       COM               277276101           5408      292350SH              Sole     X
EASTMAN CHEMICAL                COM               277432100          51538     1080752SH              Sole     X
EASTMAN KODAK CO.               COM               277461109         305273     4607887SH              Sole     X
EATON CORP.                     COM               278058102          73500     1012046SH              Sole     X
EATON VANCE CORP.               COM NON VTG       278265103          10336      272000SH              Sole     X
EBAY INC.                       COM               278642103          47083      376100SH              Sole     X
EBIX.COM INC.                   COM               278715107            834       74580SH              Sole     X
EBOOKERS.COM                    SPONSORED ADR     278725106            433       25000SH              Sole     X
ECHELON INT. CORP.              COM               278747100           1418       61643SH              Sole     X
ECHELON CORPORATION             COM               27874N105            653       33400SH              Sole     X
ECHO BAY MINES LTD.             COM               278751102            773      651284SH              Sole     X
ECHOSTAR COMMUNICATIONS         CL A              278762109          29419      301730SH              Sole     X
ECLIPSE SURGICAL TECH.          COM               278849104            398       54000SH              Sole     X
ECLIPSYS CORP.                  COM               278856109           5937      231700SH              Sole     X
ECO SOIL SYSTEMS, INC.          COM               278858105            590      136800SH              Sole     X
ECOGEN INC.                     COM NEW           278864202             41       32940SH              Sole     X
ECOLAB, INC.                    COM               278865100          70170     1793478SH              Sole     X
ECOLOGY & ENVIRONMENT, IN       CL A              278878103             38        6925SH              Sole     X
ECOLLEGE.COM INC                COM               27887E100            219       20000SH              Sole     X
EDISON BROTHERS STORES          COM NEW           280875303              1       57371SH              Sole     X
EDISON INTERNATIONAL            COM               281020107         134201     5124612SH              Sole     X
EDO CORP.                       COM               281347104            385       65500SH              Sole     X
EDUCATION MANAGEMENT            COM               28139T101           3748      267700SH              Sole     X
J. D. EDWARDS & CO.             COM               281667105          10287      344350SH              Sole     X
A G EDWARDS & SONS, INC.        COM               281760108          19566      610248SH              Sole     X
EFAX.COM, INC.                  COM               282012103            286       39600SH              Sole     X
EFFICIENT NETWORKS, INC.        COM               282056100           7018      103200SH              Sole     X
EGAMES, INC.                    COM               282253103            388      121800SH              Sole     X
EGAIN COMMUNICATIONS CORP       COM               28225C103           2510       66500SH              Sole     X
EGGHEAD.COM, INC.               COM               282329101           4205      259752SH              Sole     X
EGREETINGS NETWORK INC          COM               282343102            253       25000SH              Sole     X
800-JR CIGAR, INC.              COM               282491109            986      113500SH              Sole     X
800 TRAVEL SYSTEMS, INC.        COM               282506104            187       85600SH              Sole     X
EINSTEIN/NOAH BAGEL CORP.       COM               282577105             91      225000SH              Sole     X
EL PASO ELECTRIC CO.            COM NEW           283677854           4707      479666SH              Sole     X
EL PASO ENERGY CORP             COM               283905107         122570     3158013SH              Sole     X
ELCOR CORP.                     COM               284443108           6235      206975SH              Sole     X
ELEC COMMUNICATIONS CORP.       COM               284739109            287       74600SH              Sole     X
ELECTRIC FUEL CORP              COM               284871100            353      100900SH              Sole     X
ELECTRIC LIGHTWAVE INC.         CL A              284895109            921       49100SH              Sole     X
ELECTRO RENT CORP.              COM               285218103            902       77558SH              Sole     X
ELECTRO SCIENTIFIC INDS.        COM               285229100           9052      124000SH              Sole     X
ELECTROGLAS, INC.               COM               285324109           4979      196200SH              Sole     X
ELECTRONIC ARTS                 COM               285512109          23722      282402SH              Sole     X
ELECTRONIC DATA SYSTEMS         COM               285661104         449804     6719754SH              Sole     X
ELECTRONIC PROCESSING INC       COM               285798104            150       10000SH              Sole     X
ELECTRONIC RETAILING SYS        COM               285825105             57       58800SH              Sole     X
ELECTRONICS FOR IMAGING         COM               286082102          13700      235700SH              Sole     X
ELITE INFORMATION GROUP         COM               28659M106            786       73500SH              Sole     X
PERRY ELLIS INTL.               COM               288853104            732       62950SH              Sole     X
EMBREX, INC.                    COM               290817105             41        3800SH              Sole     X
EMCORE CORP.                    COM               290846104           1425       41900SH              Sole     X
EMCOR GROUP, INC.               COM               29084Q100           1905      104400SH              Sole     X
EMERSON ELECTRIC CO.            COM               291011104         362595     6319737SH              Sole     X
EMMIS COMMUNICATIONS, INC       CL A              291525103          14221      114100SH              Sole     X
EMPIRE DISTRICT ELECTRIC        COM               291641108           3032      134025SH              Sole     X
EMPIRE OF CAROLINA, INC.        COM               292007101              2        8900SH              Sole     X
EMPLOYEE SOLUTIONS INC.         COM               292166105            103      149600SH              Sole     X
EMULEX NEW                      COM NEW           292475209          28654      254700SH              Sole     X
ENCORE WIRE CORP                COM               292562105            254       33250SH              Sole     X
ENERGY CONVERSION DEVICES       COM               292659109           1245      134600SH              Sole     X
ENERGY BIOSYSTEMS CORP          COM NEW           29265L706             56       12414SH              Sole     X
ENERGEN CORP.                   COM               29265N108           4284      237200SH              Sole     X
ENERGY EAST CORP.               COM               29266M109          13949      670200SH              Sole     X
ENERGY WEST INC                 COM               29274A105             34        4000SH              Sole     X
ENGAGE TECHNOLOGIES, INC.       COM               292827102           8064      134400SH              Sole     X
ENGELHARD CORP.                 COM               292845104          39978     2118048SH              Sole     X
ENGINEERED SUPPORT SYSTEM       COM               292866100            501       41750SH              Sole     X
ENGINEERING ANIMATION           COM               292872108           1735      198300SH              Sole     X
ENERGY NORTH, INC.              COM               292925104           1504       27311SH              Sole     X
ENESCO GROUP INC.               COM               292973104           1905      172200SH              Sole     X
ENHANCE FINANCIAL SVCS GR       COM               293310108           4336      266800SH              Sole     X
ENRON CORP.                     COM               293561106         447300    10079998SH              Sole     X
ENTERCOM COMMUNICATIONS         CL A              293639100          12441      188500SH              Sole     X
ENTERGY CORP.                   COM               29364G103          98045     3807576SH              Sole     X
ENTERPRISE PROD PARTNERS        COM               293792107           1634       88600SH              Sole     X
ENTERTAINMENT PROPERTIES        COM SH BEN INT    29380T105           2594      196700SH              Sole     X
ENTREMED INC.                   COM               29382F103           3798      148200SH              Sole     X
ENTRADE INC.                    COM               29382L100            123        3000SH              Sole     X
ENTRUST TECHNOLOGIES            COM               293848107          11304      188600SH              Sole     X
ENZON, INC.                     COM               293904108          10948      252400SH              Sole     X
ENZO BIOCHEM INC                COM               294100102          10292      228403SH              Sole     X
EPIMMUNE, INC.                  COM               29425Y101              6        2200SH              Sole     X
EPITOPE INC.                    COM               294261102           1386      213300SH              Sole     X
EPLUS INC.                      COM               294268107           4867      135200SH              Sole     X
EPICOR SOFTWARE CORP            COM               29426L108           2495      492898SH              Sole     X
EQUIFAX, INC                    COM               294429105          52304     2219779SH              Sole     X
EQUITABLE RESOURCES, INC.       COM               294549100           7998      239650SH              Sole     X
EQUITY INNS, INC. REIT          COM               294703103           3160      468200SH              Sole     X
EQUITY OFFICE PROPERTIES        COM               294741103          68374     2776606SH              Sole     X
EQUITY ONE, INC.                COM               294752100            949       90900SH              Sole     X
EQUIVEST FINANCE, INC.          COM NEW           29476H403            292       48675SH              Sole     X
EQUITY RESIDENTIAL REIT         SH BEN INT        29476L107          61562     1442160SH              Sole     X
ERIE INDEMNITY CO.-CL A         CL A              29530P102           5741      177317SH              Sole     X
ESCALADE, INC.                  COM               296056104            156       12000SH              Sole     X
ESHARE TECHNOLOGIES, INC.       COM               296428105           2559      150000SH              Sole     X
ESPEED INC-CL A                 CL A              296643109            711       20000SH              Sole     X
ESSEX PROPERTY TRUST REIT       COM               297178105           9173      269800SH              Sole     X
ESTERLINE TECHNOLOGIES CO       COM               297425100           3331      288100SH              Sole     X
ETHAN ALLEN INTERIORS INC       COM               297602104          19593      611100SH              Sole     X
ETHYL CORP.                     COM               297659104           5339     1356054SH              Sole     X
ETOYS INC.                      COM               297862104           9424      359000SH              Sole     X
EUROWEB INTL CORP               COM               298801101            139       12000SH              Sole     X
EVANS & SUTHERLAND COMP.        COM               299096107            516       45097SH              Sole     X
EVERCEL, INC.                   COM               299759100            287       11132SH              Sole     X
EVEREST RE HOLDINGS             COM               299808105           7250      324950SH              Sole     X
EVERGREEN RES INC.              COM NO PAR        299900308           3245      164300SH              Sole     X
EXABYTE CORP.                   COM               300615101           1680      224000SH              Sole     X
EXAR CORP                       COM               300645108           2320       39400SH              Sole     X
EXCALIBUR TECHNOLOGIES          COM NEW           300651205           2751      133400SH              Sole     X
EXCEL LEGACY CORP               COM               300665106            150       45200SH              Sole     X
EXCHANGE APPLICATIONS           COM               300867108           4800       85900SH              Sole     X
EXECUTONE INFORMATION SYS       COM               301607107           1298      238700SH              Sole     X
EXIDE CORP.                     COM               302051107           1379      165900SH              Sole     X
EXODUS COMMUNICATIONS           COM               302088109          43936      494700SH              Sole     X
EXPEDIA INC.                    COM               302125109           3458       98800SH              Sole     X
EXPEDITORS INT'L OF WASHI       COM               302130109          11536      263300SH              Sole     X
EXPRESS SCRIPTS                 CL A              302182100          11443      178800SH              Sole     X
EXTENDED STAY AMERICA INC       COM               30224P101           4074      534271SH              Sole     X
EXTREME NETWORKS, INC.          COM               30226D106          11726      140433SH              Sole     X
EZCORP, INC.                    CL A NON VTG      302301106            871      214300SH              Sole     X
EZENIA! INC.                    COM               302311105           1053      132600SH              Sole     X
EXXON MOBIL CORP.               COM               30231G102        3971986    49303156SH              Sole     X
F & M BANCORP                   COM               302367107           2184      107865SH              Sole     X
F & M NATIONAL CORP.            COM               302374103           3746      135914SH              Sole     X
FBL FINANCIAL GROUP INC.        CL A              30239F106           3128      156400SH              Sole     X
FEI CO.                         COM               30241L109            865       55800SH              Sole     X
FFY FINANCIAL CORP.             COM               30242U108           1164       92400SH              Sole     X
FLIR SYSTEMS, INC.              COM               302445101            502       30900SH              Sole     X
FMC CORP.                       COM NEW           302491303          29202      509521SH              Sole     X
FNB CORP/NORTH CAROLINA         COM               302519103             50        3100SH              Sole     X
FNB CORP.                       COM               302520101           3832      172244SH              Sole     X
FNB FINANCIAL SERVICES CO       COM               302526108            264       25100SH              Sole     X
FPIC INSURANCE GROUP,INC.       COM               302563101            789       47300SH              Sole     X
FPL GROUP, INC.                 COM               302571104         108932     2544406SH              Sole     X
FSI INTL,INC                    COM               302633102           3453      300300SH              Sole     X
FYI INC.                        COM               302712104           2009       59100SH              Sole     X
FCNB CORP                       COM               302920103            310       20300SH              Sole     X
FACTORY 2-U STORES, INC.        COM               303072102           2401       84600SH              Sole     X
FACTSET RESEARCH SYSTEMS        COM               303075105           7716       96900SH              Sole     X
FAIR ISSAC & CO.                COM               303250104           4839       91300SH              Sole     X
FAIRCHILD CORP.                 CL A              303698104           2183      240850SH              Sole     X
FAIRCHILD SEMICONDUCTOR         CL A              303726103           4921      165419SH              Sole     X
FAIRFIELD COMMUNITIES, IN       COM PAR $0.01     304231301           4903      456100SH              Sole     X
FAMILY DOLLAR STORES, INC       COM               307000109          10340      633900SH              Sole     X
FAMILY GOLF CENTERS INC.        COM               30701A106            328      233100SH              Sole     X
FAMOUS DAVE'S OF AMERICA        COM               307068106             84       41300SH              Sole     X
FARMER BROTHERS, INC.           COM               307675108           1598       10050SH              Sole     X
FARM FAMILY HOLDINGS INC.       COM               307901108            427       10100SH              Sole     X
FARMERS CAPITAL BANK CORP       COM               309562106             60        2000SH              Sole     X
FARO TECHNOLOGIES               COM               311642102            234       79800SH              Sole     X
FARREL CORP                     COM               311667109              7        4000SH              Sole     X
FATBRAIN.COM INC.               COM               311889109           1436       57300SH              Sole     X
FASTENAL CO.                    COM               311900104           7869      175120SH              Sole     X
FDX CORPORATION                 COM               31304N107         174448     4261323SH              Sole     X
FECHTOR,DETWILER,MITCHELL       COM               313066102              7        5200SH              Sole     X
FEDDERS CORP.                   COM               313135105           1583      287745SH              Sole     X
FEDDERS CORP CLASS A            CL A              313135303            425       82838SH              Sole     X
FEDERAL AGRICULTURAL MTGE       CL A              313148108            384       23800SH              Sole     X
FEDERAL AGRICULTURAL MORT       CL C              313148306            948       46950SH              Sole     X
FREDDIE MAC                     COM               313400301         464729     9874714SH              Sole     X
FEDERAL-MOGUL CORP.             COM               313549107           5647      280582SH              Sole     X
FANNIE MAE                      COM               313586109         919194    14721828SH              Sole     X
FEDERAL RLTY INVMNTS REIT       SH BEN INT NEW    313747206          11446      608400SH              Sole     X
FEDERAL SIGNAL CORP.            COM               313855108           5772      359332SH              Sole     X
FEDERATED DEPARTMENT            COM               31410H101         151476     2995811SH              Sole     X
FEDERATED INVESTORS, INC.       CL B              314211103           4492      223900SH              Sole     X
FELCOR LODGING TRUST, INC       COM               31430F101          13178      753040SH              Sole     X
FEMALE HEALTH COMPANY           COM               314462102             45       37600SH              Sole     X
FERRO CORP.                     COM               315405100           6029      274052SH              Sole     X
F5 NETWORKS, INC.               COM               315616102           5768       50600SH              Sole     X
FIDELITY BANCORP INC.           COM               31583B105            642       37900SH              Sole     X
FIDELITY HOLDINGS, INC.         COM               31617J108           1310       69200SH              Sole     X
FIDELITY NATIONAL FIN., I       COM               316326107           4969      345702SH              Sole     X
FIFTH THIRD BANCORP             COM               316773100         312587     4260128SH              Sole     X
FILENE'S BASEMENT CORP.         COM               316866102             45      366750SH              Sole     X
FILENET CORP.                   COM               316869106           9160      359219SH              Sole     X
FILM ROMAN INC.                 COM               317234102             78       50000SH              Sole     X
FINANCIAL FEDERAL CORP.         COM               317492106           1228       53850SH              Sole     X
FINANCIAL INDUSTRIES CORP       COM               317574101             50        5000SH              Sole     X
FINANCIAL SECURITY              COM               31769P100           4493       86200SH              Sole     X
FINISAR CORP.                   COM               31787A101          12106      134700SH              Sole     X
FINLAY ENTERPRISES, INC.        COM NEW           317884203            634       43700SH              Sole     X
FINET.COM, INC.                 COM PAR $0.01     317922300            273      208200SH              Sole     X
FINISH LINE, INC.               CL A              317923100            482       88700SH              Sole     X
FINOVA GROUP INC.               COM               317928109           8521      240035SH              Sole     X
FIRST AMERICAN FINL CORP        COM               318522307           6516      523900SH              Sole     X
FIRST BANCORP/PUERTO RICO       COM               318672102           4686      225850SH              Sole     X
FIRST BANCORP N. CAROLINA       COM               318910106            200       12150SH              Sole     X
FIRST BELL BANCORP INC.         COM               319301107            613       40200SH              Sole     X
FIRST BUSEY CORP.               COM               319383105            285       12600SH              Sole     X
FIRST CHARTER CORP.             COM               319439105           2021      135857SH              Sole     X
FIRST CITIZENS BANCSHARES       CL A              31946M103           3718       53300SH              Sole     X
FIRST COMM BANKSHARES-A         CL A              319777108            525       23600SH              Sole     X
FIRST COMMERCE BANCSHARES       CL B              319777207            557       28272SH              Sole     X
FIRST COMMONWEALTH FINL C       COM               319829107           5069      422400SH              Sole     X
FIRST CONSULTING GROUP          COM               31986R103           3358      216613SH              Sole     X
FIRST FEDERAL CAPITAL           COM               319960100           1963      134200SH              Sole     X
FIRST DATA CORP.                COM               319963104         306468     6214818SH              Sole     X
FIRST ESSEX BANCORP INC.        COM               320103104             55        3800SH              Sole     X
FIRST FINANCIAL BANCORP         COM               320209109           5836      273038SH              Sole     X
FIRST FINL BANKSHARES INC       COM               32020R109           1275       41470SH              Sole     X
FIRST FINANCIAL CORP/IND        COM               320218100           1540       37100SH              Sole     X
FIRST FINANCIAL HOLDINGS        COM               320239106           1766      110400SH              Sole     X
FRST INDUSTRIAL RLTY REIT       COM               32054K103          15560      567100SH              Sole     X
FIRST INT'L BANCORP, INC        COM               32054Q100            469       58600SH              Sole     X
FIRST INDIANA CORP.             COM               32054R108           1018       46820SH              Sole     X
FIRST KEYSTONE FINANCIAL        COM               320655103            298       30600SH              Sole     X
FIRST OF LONG ISLAND CORP       COM               320734106             66        2250SH              Sole     X
FIRST M&F CORP.                 COM               320744105            140        4653SH              Sole     X
FIRST MARINER BANCORP INC       COM               320795107            196       23800SH              Sole     X
FIRST MIDWEST BANCORP           COM               320867104           8983      338986SH              Sole     X
FIRST MIDWEST FINANCIAL         COM               320878101             12        1050SH              Sole     X
FIRST HEALTH GROUP CORP.        COM               320960107          10760      400366SH              Sole     X
FIRST MUTUAL BANCHSHARES        COM               32190E102            439       36544SH              Sole     X
FIRST SAVINGS BANCORP           COM               335939104            313       16700SH              Sole     X
FIRST SIERRA FINANCIAL          COM               335944104           1298       75800SH              Sole     X
FIRST REPUBLIC BANK             COM               336158100           1800       76600SH              Sole     X
FIRST SECURITY CORP.            COM               336294103          18154      711051SH              Sole     X
FIRST SENTINEL BANCORP.         COM               33640T103           2133      273085SH              Sole     X
FIRST SOUTHERN BANCSHARES       COM               33645B107             19        1600SH              Sole     X
FIRST SOURCE CORPORATION        COM               336901103           2839      113541SH              Sole     X
FIRST TENNESSEE NATIONAL        COM               337162101          13549      475410SH              Sole     X
FIRST UNION CORP.               COM               337358105         458453    13971905SH              Sole     X
FIRST UNION REAL ESTATE         SH BEN INT        337400105            941      198100SH              Sole     X
FIRST UNITED BANCSHARES         COM               33741E104           1388      103800SH              Sole     X
FIRST VIRGINIA BANKS, INC       COM               337477103           9955      231523SH              Sole     X
FIRST WASHINGTON REALTY         COM               337489504           1437       76900SH              Sole     X
FIRST WASHINGTON BANCORP        COM               33748T104            867       58800SH              Sole     X
THE FIRST YEARS INC.            COM               337610109            240       28900SH              Sole     X
FIRSTCITY FINANCIAL             COM               33761X107              8        3000SH              Sole     X
FIRSTCOM CORP.                  COM               33763T104           1849       50300SH              Sole     X
FIRSTAR CORP.                   COM               33763V109         287934    13630025SH              Sole     X
FISERV, INC.                    COM               337738108          20193      527064SH              Sole     X
FIRST FEDERAL FINANCIAL         COM               337907109           3445      245000SH              Sole     X
FIRSTMERIT CORP.                COM               337915102           7529      327336SH              Sole     X
FLAGSTAR BANCORP, INC.          COM               337930101           1497       86800SH              Sole     X
FIRSTSPARTAN FINANCIAL CO       COM               337931109            491       27300SH              Sole     X
FIRSTENERGY CORP.               COM               337932107          81017     3570986SH              Sole     X
FISHER SCIENTIFIC INTL          COM NEW           338032204          10043      278000SH              Sole     X
FLASHNET COMMUNICATIONS         COM               338527104            235       38000SH              Sole     X
FLEETBOSTON FIN. CORP           COM               339030108         453526    13027673SH              Sole     X
FLEETWOOD ENTERPRISES INC       COM               339099103          12415      601948SH              Sole     X
FLEMING COS., INC.              COM               339130106           3584      349639SH              Sole     X
FLEXSTEEL INDUSTRY              COM               339382103            633       47300SH              Sole     X
FLORIDA BANKS, INC.             COM               340560101           1196      198300SH              Sole     X
FLORIDA EAST COAST RAILWA       COM               340632108           9415      225500SH              Sole     X
FLORIDA PROGRESS CORP.          COM               341109106          57449     1357743SH              Sole     X
FLORIDA ROCK INDUSTRIES,        COM               341140101           6646      193000SH              Sole     X
FLORSHEIM GROUP INC.            COM               343302105            164       58315SH              Sole     X
FLOW INTL CORP.                 COM               343468104            303       26600SH              Sole     X
FLOWERS INDUSTRIES, INC.        COM               343496105           5724      359125SH              Sole     X
FLOWSERVE CORP                  COM               34354P105           4918      289302SH              Sole     X
FLUOR CORP.                     COM               343861100          49635     1081969SH              Sole     X
FLUSHING FINANCIAL CORP.        COM               343873105           1319       89050SH              Sole     X
FLYCAST COMMUNICATIONS          COM               344067103           6081       46800SH              Sole     X
FOAMEX INTL, INC                COM               344123104            923      111000SH              Sole     X
FOCAL COMMUNICATIONS CORP       COM               344155106           3908      162000SH              Sole     X
FOCUS AFFILIATES, INC.          COM               34415P102             33        6800SH              Sole     X
FOGDOG INC                      COM               344167101            190       20000SH              Sole     X
FOOD TECHNOLOGY SERVICE         COM               344798103            277       45650SH              Sole     X
FOODARAMA SUPERMARKETS, I       COM               344820105            392       19700SH              Sole     X
FOOTHILL INDEP BANCORP          COM               344905104             18        1391SH              Sole     X
FOOTSTAR INC                    COM               344912100           6690      219354SH              Sole     X
FORCENERGY INC.                 COM               345206106            150      295810SH              Sole     X
FORD MOTOR CO.                  COM               345370100         918261    17183826SH              Sole     X
FORELAND CORP.                  COM NEW           345458301              0        3566SH              Sole     X
FOREMOST CORP. OF AMERICA       COM               345469100           5119      180400SH              Sole     X
FOREST CITY ENTERPRISE CL       CL A              345550107           4922      175800SH              Sole     X
FOREST LABORATORIES, INC.       COM               345838106          22935      373300SH              Sole     X
FOREST OIL                      COM NEW           346091606           3934      298300SH              Sole     X
FORRESTER RESEARCH, INC.        COM               346563109           3017       43800SH              Sole     X
FORT JAMES CORP.                COM               347471104          85233     3113544SH              Sole     X
FORTRESS GROUP INC.             COM               34956K108             40       57700SH              Sole     X
FORTUNE BRANDS INC.             COM               349631101          77694     2349913SH              Sole     X
FORWARD AIR CORP.               COM               349853101           1718       39600SH              Sole     X
FOSSIL INC                      COM               349882100           4302      186050SH              Sole     X
FOSTER WHEELER CORP.            COM               350244109           6876      774791SH              Sole     X
FOUNDATION HEALTH SYSTEM        COM               350404109           6458      649870SH              Sole     X
FOUNDRY NETWORKS INC            COM               35063R100          48330      160200SH              Sole     X
4 KIDS ENTERTAINMENT INC.       COM               350865101            664       23700SH              Sole     X
FOUR MEDIA COMPANY              COM               350872107            222       14900SH              Sole     X
4FRONT TECHNOLOGIES INC.        COM               351042106            365       27300SH              Sole     X
FOURTH SHIFT CORP.              COM               351128103           1040      149900SH              Sole     X
FOX ENTERTAINMENT GRP           CL A              35138T107          14813      594000SH              Sole     X
FRANCHISE FIN OF AMR REIT       COM               351807102          14418      602300SH              Sole     X
FRANKLIN COVEY CO.              COM               353469109           1617      215600SH              Sole     X
FRANKLIN ELEC  INC              COM               353514102           2127       30300SH              Sole     X
FRANKLIN ELECTRPUBL             COM               353515109           1090      183500SH              Sole     X
FRANKLIN RESOURCES CORP.        COM               354613101         114663     3576221SH              Sole     X
FREEDOM SECURITIES CORP.        COM               35644K103            777       69100SH              Sole     X
FREEMARKETS INC                 COM               356602102          18766       54983SH              Sole     X
FREEPORT-MCMORAN CLASS A        CL A              35671D105           5006      269698SH              Sole     X
FREEPORT-MCMORAN CLASS B        CL B              35671D857          51951     2459222SH              Sole     X
FREMONT GENERAL CORP.           COM               357288109           3611      489668SH              Sole     X
FRESENIUS MED CARE AG ADR       SPONSORED ADR     358029106              0           0SH              Sole     X
FRESH CHOICE, INC.              COM               358032100            119       49900SH              Sole     X
FRESH FOODS, INC.               COM               358034106            171       36100SH              Sole     X
FRESH AMERICA CORP.             COM               35803R105            620      127100SH              Sole     X
FRIEDE GOLDMAN HALTER INC       COM               358430106           3229      465498SH              Sole     X
FRIEDMAN BILLINGS RAMSEY        CL A              358433100           1011      128400SH              Sole     X
FRIEDMAN'S, INC. CLASS A        CL A              358438109           2835      378000SH              Sole     X
FRIENDLY ICE CREAM CORP.        COM               358497105           1196      269500SH              Sole     X
FRISBY TECHNOLOGIES             COM               358743102             10        2000SH              Sole     X
FRISCH'S RESTAURANTS, INC       COM               358748101            435       49334SH              Sole     X
FRITZ COS., INC.                COM               358846103           3121      297200SH              Sole     X
FRONTIER FINANCIAL CORP.        COM               35907K105           1388       69400SH              Sole     X
FRONTIER INSURANCE GROUP,       COM               359081106           1109      322732SH              Sole     X
FRONTIER OIL CORP.              COM               35914P105            686      101600SH              Sole     X
FRONTLINE COMMUNICATIONS        COM               35921T108            464       60400SH              Sole     X
FROZEN FOOD EXPRESS INDUS       COM               359360104            113       29100SH              Sole     X
FUELCELL ENERGY, INC.           COM               35952H106            876       34950SH              Sole     X
H. B. FULLER CO.                COM               359694106           5899      105450SH              Sole     X
FULTON FINL CORP.               COM               360271100           3298      183240SH              Sole     X
FURNITURE BRANDS INT'L          COM               360921100           8395      381570SH              Sole     X
G & K SERVICES, INC.            CL A              361268105           5603      173075SH              Sole     X
G & L REALTY CORP.              COM               361271109            462       52398SH              Sole     X
GATX CORP.                      COM               361448103           5982      177240SH              Sole     X
GBC BANCORP                     COM               361475106           1889       97800SH              Sole     X
GC COMPANIES                    COM               36155Q109           1937       74871SH              Sole     X
GRC INTERNATIONAL INC.          COM               361922107           1102       92800SH              Sole     X
GST TELECOMMUNICATIONS          COM               361942105           1659      183100SH              Sole     X
GP STRATEGIES CORP.             COM               36225V104             21        3500SH              Sole     X
GPU, INC.                       COM               36225X100          57394     1917144SH              Sole     X
GSB FINANCIAL CORP.             COM               362263105             34        2800SH              Sole     X
GSE SYSTEMS INC.                COM               36227K106              2         600SH              Sole     X
GTE CORP.                       COM               362320103         974613    13812053SH              Sole     X
GT INTERACTIVE SOFTWARE         COM               36236E109            409      246900SH              Sole     X
GABLES RESIDENTIAL REIT         SH BEN INT        362418105           8921      371700SH              Sole     X
GADZOOKS INC.                   COM               362553109           1101      112200SH              Sole     X
GADZOOX NETWORKS, INC.          COM               362555104           3089       70900SH              Sole     X
GAINSCO, INC.                   COM               363127101           1103      205207SH              Sole     X
GALILEO INT'L.                  COM               363547100          14666      489900SH              Sole     X
A.J. GALLAGHER                  COM               363576109          10198      157500SH              Sole     X
GALLERY OF HISTORY, INC.        COM               363812108            150       46200SH              Sole     X
GANNETT CO., INC.               COM               364730101         320110     3924715SH              Sole     X
THE GAP, INC.                   COM               364760108         623379    13551710SH              Sole     X
GARDEN FRESH RESTAURANT         COM               365235100           1541       90000SH              Sole     X
GARDNER DENVER, INC.            COM               365558105           2078      124550SH              Sole     X
GARTNER GROUP INC-CLASS A       COM               366651107           4398      288400SH              Sole     X
GARTNER GROUP B SHS             CL B              366651206           1132       81928SH              Sole     X
GATEWAY, INC.                   COM               367626108         366642     5087833SH              Sole     X
GAYLORD ENTERTAINMENT 'A'       COM               367905106           4860      162334SH              Sole     X
GAYLORD CONTAINER CORP.         CL A              368145108           3395      498400SH              Sole     X
GEERLINGS & WADE INC            COM               368473104            226       32600SH              Sole     X
GELTEX PHARMACEUTICALS          COM               368538104           2584      201700SH              Sole     X
GENCORP, INC.                   COM               368682100           4150      420240SH              Sole     X
GENENTECH INC.                  COM NEW           368710406          31609      235010SH              Sole     X
GENERAL BINDING CORP.           COM               369154109           1255      106800SH              Sole     X
GENERAL CABLE CORP.             COM               369300108           1881      248750SH              Sole     X
GENERAL CHEMICAL GROUP          COM               369332101            293      126500SH              Sole     X
GENERAL CIGAR HOLDINGS          CL A              36933P100           1096      131800SH              Sole     X
GENERAL COMMUNICATION           CL A              369385109           1218      278500SH              Sole     X
GENERAL DATACOMM IND., IN       COM               369487103           2304      347700SH              Sole     X
GENERAL DYNAMICS CORP.          COM               369550108         148726     2819451SH              Sole     X
GENERAL ELECTRIC CO.            COM               369604103        8048811    52011700SH              Sole     X
GENERAL GROWTH PROPS REIT       COM               370021107          15506      553800SH              Sole     X
GENERAL INSTRUMENTS INC.        COM               370120107         211686     2490421SH              Sole     X
GENERAL MAGIC, INC.             COM               370253106             13        3300SH              Sole     X
GENERAL MILLS, INC.             COM               370334104         169811     4749948SH              Sole     X
GENERAL MOTORS CORP.            COM               370442105         667485     9182934SH              Sole     X
GENERAL MOTORS CORP. CL H       CL H NEW          370442832          41747      434863SH              Sole     X
GENERAL SEMICONDUCTOR INC       COM               370787103          11405      803889SH              Sole     X
GENESCO, INC.                   COM               371532102           2118      162900SH              Sole     X
GENESISINTERMEDIA.COM           COM               37184T106            529       91000SH              Sole     X
GENTEX CORP                     COM               371901109          11391      410500SH              Sole     X
GENISIS HEALTH                  COM               371912106            513      248850SH              Sole     X
GENESYS TELECOMM LABS           COM               371931106           6944      128600SH              Sole     X
GENESIS DIRECT, INC.            COM               371935107              1      263400SH              Sole     X
GENLYTE GROUP, INC.             COM               372302109           1866       87300SH              Sole     X
GENOME THERAPEUTICS CORP.       COM               372430108           1782      110530SH              Sole     X
GENRAD, INC.                    COM               372447102           4425      274399SH              Sole     X
GENTEK INC.                     COM               37245X104           1247      119500SH              Sole     X
GENUINE PARTS CO.               COM               372460105          61373     2473453SH              Sole     X
GEON CO.                        COM               37246W105           6295      193700SH              Sole     X
GENZYME CORP.                   COM GENL DIV      372917104          16823      373844SH              Sole     X
GENZYME MOLEC. ONCOLOGY         COM-MOLECULAR     372917500            353       50403SH              Sole     X
GENZYME SURGICAL PRODUCTS       COM SURG PRODS    372917609            209       35874SH              Sole     X
GEORGIA GULF, CORP.             COM PAR $0.01     373200203           8333      273790SH              Sole     X
GEORGIA-PACIFIC GROUP           COM GA PAC GRP    373298108         126675     2496060SH              Sole     X
GEORGIA PACIFIC TIMBER          COM-TIMBER GRP    373298702          15108      613518SH              Sole     X
GEOWORKS                        COM               373692102           1556       92900SH              Sole     X
GERBER SCIENTIFIC, INC.         COM               373730100           5419      247000SH              Sole     X
GERMAN AMERICAN BANCORP         COM               373865104            220       12601SH              Sole     X
GERON CORP.                     COM               374163103            882       69200SH              Sole     X
GETTHERE.COM INC                COM               374266104           1562       38800SH              Sole     X
GETTY IMAGES, INC               COM               374276103           9599      196400SH              Sole     X
GETTY PETROLEUM MRKTG INC       COM               374292100            346      138232SH              Sole     X
GETTY REALTY CORP *NEW*         COM               374297109           1627      145432SH              Sole     X
GIANT INDUSTRIES INC.           COM               374508109            770       91900SH              Sole     X
GIBRALTAR STEEL                 COM               37476F103            915       39150SH              Sole     X
GIBSON GREETINGS, INC.          COM               374827103            925      103100SH              Sole     X
GILEAD SCIENCES, INC.           COM               375558103          22027      406969SH              Sole     X
GILLETTE CO.                    COM               375766102         697711    16939867SH              Sole     X
GILMAN & CIOCIA INC.            COM               375908100            954      116500SH              Sole     X
GLACIER WATER SERVICES          COM               376395109             78        4800SH              Sole     X
P. H. GLATFELTER CO.            COM               377316104           4581      314560SH              Sole     X
GLENAYRE TECHNOLOGIES INC       COM               377899109           8402      742762SH              Sole     X
GLENBOROUGH REALTY REIT         COM               37803P105           7296      545500SH              Sole     X
GLIATECH INC.                   COM               37929C103            778       46800SH              Sole     X
GLIMCHER REALTY TRST REIT       SH BEN INT        379302102           3937      305800SH              Sole     X
GLOBAL INDUSTRIES LTD.          COM               379336100           4476      519000SH              Sole     X
GLOBAL IMAGING SYSTEMS          COM               37934A100            637       52000SH              Sole     X
GLOBAL MARINE, INC.             COM               379352404          13513      812810SH              Sole     X
GLOBAL PAYMENT TECH INC         COM               37936S109            492       53200SH              Sole     X
GLOBAL TELESYSTEMS GROUP        COM               37936U104          20772      599900SH              Sole     X
GLOBAL VACATION GROUP           COM               37937F106            501      174400SH              Sole     X
GLOBE BUSINESS RESOURCES        COM               379395106           1182       91800SH              Sole     X
GLOBECOMM SYSTEMS, INC.         COM               37956X103           1305       51700SH              Sole     X
GLOBESPAN, INC.                 COM               379571102           3236       49696SH              Sole     X
GLOBIX CORP                     COM               37957F101           5220       87000SH              Sole     X
GOLD BANC CORP., INC.           COM               379907108            359       39900SH              Sole     X
GOLD RESERVE, INC.  CL A        CL A              38068N108             98      104600SH              Sole     X
GOLDEN ENTERPRISES INC.         COM               381010107            174       69500SH              Sole     X
GOLDEN STATE BANCORP INC        COM               381197102          14199      823148SH              Sole     X
GOLDEN WEST FINANCIAL COR       COM               381317106          99749     2977573SH              Sole     X
GOLDMAN SACHS GROUP             COM               38141G104          21588      229200SH              Sole     X
GOLF TRUST OF AMERICA           COM               38168B103           1864      110030SH              Sole     X
GOOD GUYS, INC.                 COM               382091106           1236      132700SH              Sole     X
THE B F GOODRICH CO.            COM               382388106          41501     1509123SH              Sole     X
GOODYEAR TIRE & RUBBER CO       COM               382550101          60681     2152760SH              Sole     X
GOODY'S FAMILY CLOTHING         COM               382588101           1452      270200SH              Sole     X
GORMAN-RUPP CO.                 COM               383082104            609       34825SH              Sole     X
GOTTSCHALK (E.)& CO., INC       COM               383485109            707       95000SH              Sole     X
GO2NET, INC.                    COM               383486107          14277      164100SH              Sole     X
GOTO.COM, INC.                  COM               38348T107           7485      127400SH              Sole     X
W.R. GRACE & CO.                COM               38388F108          22531     1623874SH              Sole     X
GRACO, INC.                     COM               384109104           7329      204287SH              Sole     X
GRADCO SYSTEMS, INC.            COM               384111100              9        6825SH              Sole     X
GRAHAM-FIELD HEALTH PROD        COM               384632105             23      180900SH              Sole     X
W.W. GRAINGER, INC.             COM               384802104          63463     1327338SH              Sole     X
GRAND PREMIER FINL, INC.        COM               386174106           1065       71905SH              Sole     X
THE GRAND UNION CO.             COM               386532402           1272      125600SH              Sole     X
GRANITE CONSTRUCTION CO.        COM               387328107           3392      184000SH              Sole     X
GRANITE STATE BANKSHARES        COM               387472103           1354       68150SH              Sole     X
GRAPHON CORPORATION             COM               388707101           1317       71200SH              Sole     X
GRAY COMMUNICATIONS SYSTM       COM               389190109            906       51200SH              Sole     X
GREAT A & P TEA CO., INC.       COM               390064103          16679      598363SH              Sole     X
GREAT LAKES CHEMICAL CORP       COM               390568103          32672      855559SH              Sole     X
GREAT LAKES REIT INC.           COM               390752103           3128      217600SH              Sole     X
GREAT SOUTHERN BANCORP          COM               390905107            913       41500SH              Sole     X
GREAT PLAINS SOFTWARE           COM               39119E105           6571       87900SH              Sole     X
GREATER BAY BANCORP             COM               391648102           3653       85200SH              Sole     X
GREATER COMMUNITY BANCORP       COM               39167M108            206       22120SH              Sole     X
GREATER DELAWARE SVGS BNK       COM               391688108            457       50600SH              Sole     X
GREEN MOUNTAIN POWER CORP       COM               393154109            455       61207SH              Sole     X
GREEN POINT FINANCIAL           COM               395384100           9421      395640SH              Sole     X
GREIF BROS. CORP. CL A          CL A              397624107           4320      145200SH              Sole     X
GREKA ENERGY CORP.              COM               397637109            149       16064SH              Sole     X
GREY ADVERTISING, INC.          COM               397838103           1200        3000SH              Sole     X
GREY WOLF INC.                  COM               397888108           3618     1258600SH              Sole     X
GRIFFIN LAND & NURSERIES        CL A              398231100            566       49200SH              Sole     X
GRIFFON CORP.                   COM               398433102           1618      207100SH              Sole     X
GROUP 1 AUTOMOTIVE              COM               398905109           1957      140400SH              Sole     X
GROUP MAINTENANCE AMER          COM               39943E107           2146      200800SH              Sole     X
GROUP 1 SOFTWARE                COM               39943Y103             44        3400SH              Sole     X
GROVE PROPERTY TRUST            SH BEN INT        399613108           1434      108200SH              Sole     X
GTECH, INC.                     COM               400518106           6362      289160SH              Sole     X
GUARANTY FEDERAL BNCSHS         COM               40108P101            244       24100SH              Sole     X
GUESS ? INC.                    COM               401617105           3600      165500SH              Sole     X
GUIDANT CORP.                   COM               401698105         229507     4883119SH              Sole     X
GUILFORD MILLS, INC.            COM               401794102           1485      204875SH              Sole     X
GUILFORD PHARMACEUTICALS        COM               401829106           1508       88700SH              Sole     X
GUITAR CENTER                   COM               402040109           1060      105300SH              Sole     X
GULF ISLAND FABRICATION         COM               402307102            794       84700SH              Sole     X
GULF WEST BANKS, INC.           COM               402582100            169       18855SH              Sole     X
GUNDLE/SLT ENVIRONMENTAL        COM               402809107            460      131300SH              Sole     X
GYMBOREE INC.                   COM               403777105           1740      309300SH              Sole     X
HMT TECHNOLOGY CORP.            COM               403917107           1250      312600SH              Sole     X
H.T.E., INC.                    COM               403926108            225       37500SH              Sole     X
HCC INSURANCE HOLDINGS          COM               404132102           3912      296650SH              Sole     X
H.D. VEST, INC.                 COM               404150104             63       10000SH              Sole     X
HF FINANCIAL CORP.              COM               404172108            556       47350SH              Sole     X
HIE INC                         COM               40419W100            543      160900SH              Sole     X
HMN FINANCIAL INC.              COM               40424G108            862       76650SH              Sole     X
HNC SOFTWARE, INC.              COM               40425P107          23434      221600SH              Sole     X
HRPT PROPERTIES TRUST           COM SH BEN INT    40426W101           3122      346900SH              Sole     X
HSB GROUP INC.                  COM               40428N109           7620      225369SH              Sole     X
HS RESOURCES INC                COM               404297103           4357      252601SH              Sole     X
HA-LO INDUSTRIES, INC.          COM               404429102           3488      465025SH              Sole     X
HABERSHAM BANCORP               COM               404459109             57        4500SH              Sole     X
HADCO CORP.                     COM               404681108           7201      141200SH              Sole     X
HAEMONETICS CORP.               COM               405024100           5783      242850SH              Sole     X
HAGGAR CORP.                    COM               405173105            151       13300SH              Sole     X
HAGLER BAILLY, INC.             COM               405183104            405       81000SH              Sole     X
HAIN FOOD GROUP, INC.           COM               405219106           2099       93800SH              Sole     X
HALLIBURTON CO.                 COM               406216101         246728     6129878SH              Sole     X
HAMILTON BANCORP, INC.          COM               407013101           1464       82500SH              Sole     X
HANCOCK FABRICS, INC.           COM               409900107            703      224900SH              Sole     X
HANCOCK HOLDING CO.             COM               410120109           3278       84592SH              Sole     X
HANDLEMAN CO.                   COM               410252100           3933      294061SH              Sole     X
HANGER ORTHOPEDIC GROUP         COM NEW           41043F208           1571      157100SH              Sole     X
M.A. HANNA CO.                  COM               410522106           4347      397475SH              Sole     X
HANNAFORD BROS. CO.             COM               410550107          10753      155135SH              Sole     X
HANOVER COMPRESSOR CO.          COM               410768105           8905      235900SH              Sole     X
HANOVER DIRECT, INC.            COM               410783104           3803     1049076SH              Sole     X
HARBINGER CORP.                 COM               41145C103          11193      351830SH              Sole     X
HARBOR FEDERAL BANCORP          COM               41151A108            144       11000SH              Sole     X
HARCOURT GENERAL, INC.          COM               41163G101          39579      983323SH              Sole     X
HARBOR FLORIDA BANCSHRS         COM               411901101           2204      170363SH              Sole     X
HARKEN ENERGY CORP.             COM               412552101            476      634900SH              Sole     X
JOHN H. HARLAND CO.             COM               412693103           5455      297887SH              Sole     X
HARLEY DAVIDSON, INC.           COM               412822108          39833      621785SH              Sole     X
HARLEYSVILLE GROUP INC.         COM               412824104           1321       92700SH              Sole     X
HARLEYSVILLE NATIONAL           COM               412850109           1784       54889SH              Sole     X
HARMAN INTL. INDS., INC.        COM               413086109           9812      174816SH              Sole     X
HARMON INDUSTRIES INC.          COM               413136102           1540      127000SH              Sole     X
HARMONIC, INC.                  COM               413160102          20212      212900SH              Sole     X
HARNISCHFEGER INDS., INC.       COM               413345109            150      369606SH              Sole     X
HARRAH'S ENTERTAINMENT          COM               413619107          49544     1873986SH              Sole     X
HARRIS CORP.                    COM               413875105           9571      358614SH              Sole     X
HARRIS SAVINGS BANK             COM               414541102            882      117600SH              Sole     X
HARRODSBURG FIRST FINL          COM               415781103            127        9800SH              Sole     X
HARRY'S FARMERSMARKET           CL A              415863109              0         200SH              Sole     X
HARSCO CORP.                    COM               415864107           9950      313390SH              Sole     X
HARTE-HANKS, INC.               COM               416196103           5361      246482SH              Sole     X
HARTFORD FINL SVCS GRP          COM               416515104         157461     3323708SH              Sole     X
HARTFORD LIFE, INC.             CL A              416592103          10710      243400SH              Sole     X
HARTMARX CORP.                  COM               417119104            641      157900SH              Sole     X
HASBRO, INC.                    COM               418056107          57235     3002509SH              Sole     X
HAUSER, INC.                    COM PAR $0.001    419141403            219       70225SH              Sole     X
HAVEN BANCORP                   COM               419352109           1522       98600SH              Sole     X
HAVERTY FURNITURE               COM               419596101            924       73200SH              Sole     X
HAWAIIAN ELECTRIC IND. IN       COM               419870100           7223      250150SH              Sole     X
HAWK CORPORATION                CL A              420089104            128       22000SH              Sole     X
HAWTHORNE FINANCIAL CORP.       COM               420542102            515       41200SH              Sole     X
HAYES CORPORATION               COM NEW           420762304              0           1SH              Sole     X
HAYES LEMMERZ INTL., INC.       COM               420781106           3508      201160SH              Sole     X
HEALTHCARE SERVICES GROUP       COM               421906108            447       63814SH              Sole     X
HEALTH CARE PROP. INVESTO       COM               421915109           8656      362556SH              Sole     X
HEALTHSOUTH CORP.               COM               421924101          33589     6249091SH              Sole     X
HEALTH MANGEMENT ASSOC. C       CL A              421933102          15715     1174950SH              Sole     X
HEALTHCARE REALTY TRUST         COM               421946104           4515      288971SH              Sole     X
HEALTHPLAN SERVICES CORP.       COM               421959107            188       53600SH              Sole     X
HEALTH SYSTEMS DESIGN           COM               421964107            317       60400SH              Sole     X
HEARTPORT INC.                  COM               421969106            651      137000SH              Sole     X
HEARTLAND TECH., INC.           COM               421979105             47       15500SH              Sole     X
HEADWAY CORPORATE RESRCES       COM               422101105            695      158900SH              Sole     X
HEALTH CARE REIT INC            COM               42217K106           3117      206100SH              Sole     X
HEALTH MGT SYS INC              COM               42219M100            508       80450SH              Sole     X
HEALTHEON/WEBMD CORP.           COM               422209106           9308      248200SH              Sole     X
HEARST ARGLY TELEVISION         COM               422317107           3844      144359SH              Sole     X
HEARTLAND EXPRESS INC           COM               422347104           3157      200458SH              Sole     X
HECLA MINING CO.                COM               422704106            469      299900SH              Sole     X
HECTOR COMMUNICATIONS COR       COM               422730101            751       53650SH              Sole     X
HEICO CORP.                     COM               422806109            971       44537SH              Sole     X
HEICO CORP. CLASS A             CL A              422806208            682       32268SH              Sole     X
HEIDRICK & STRUGGLES            COM               422819102           2345       55500SH              Sole     X
HEILIG-MEYERS CO.               COM               422893107           1317      478835SH              Sole     X
H.J. HEINZ CO.                  COM               423074103         223098     5603727SH              Sole     X
HELIX TECHNOLOGY CORPORAT       COM               423319102           6874      153400SH              Sole     X
HELLER FINANCIAL, INC.          CL A              423328103           2503      124740SH              Sole     X
HELMERICH & PAYNE, INC.         COM               423452101           7434      340824SH              Sole     X
HEMISPHERX BIOPHARAMA INC       COM               42366C103            440       44300SH              Sole     X
JACK HENRY & ASSOCIATES         COM               426281101           8488      158100SH              Sole     X
HERBALIFE INTL CL A             CL A              426908208            715       49733SH              Sole     X
HERBALIFE INTL CL B             CL B              426908307           1156       86401SH              Sole     X
HERCULES, INC.                  COM               427056106          41035     1472107SH              Sole     X
HERITAGE FINANCIAL CORP.        COM               42722X106            771       89400SH              Sole     X
HERSHEY FOODS CORP.             COM               427866108          91257     1921204SH              Sole     X
HERTZ CORP.                     CL A              428040109          12346      246300SH              Sole     X
HEWLETT-PACKARD CO.             COM               428236103        1642841    14418792SH              Sole     X
HEXCEL CORP.                    COM               428291108           1391      250000SH              Sole     X
HI/FN, INC.                     COM               428358105           2657       68577SH              Sole     X
HIBBETT SPORTING GOODS          COM               428565105            488       28700SH              Sole     X
HIBERNIA CORP. CLASS A          CL A              428656102           6265      589692SH              Sole     X
HIGH PLAINS CORP.               COM               429701105            206      107997SH              Sole     X
HIGH SPEED ACCESS CORP.         COM               42979U102           2579      143300SH              Sole     X
HIGHLANDS INSURANCE GROUP       COM               431032101            804       84684SH              Sole     X
HIGHWOOD PROPERTIES REIT        COM               431284108          19240      827510SH              Sole     X
HILB, ROGAL & HAMILTON CO       COM               431294107           3314      117300SH              Sole     X
HILLENBRAND INDUSTRIES, I       COM               431573104           7595      239690SH              Sole     X
HILTON HOTELS CORP.             COM               432848109          56080     5826513SH              Sole     X
HISPANIC BROADCASTING           CL A              43357B104          19919      216000SH              Sole     X
HITOX CORP. AMERICA             COM               433658101             71       40700SH              Sole     X
HOENIG GROUP INC.               COM               434396107           1190      128700SH              Sole     X
HOLLINGER INTERNATIONAL         CL A              435569108           3971      306900SH              Sole     X
HOLLY CORP.                     COM PAR $0.01     435758305            895       66900SH              Sole     X
HOLLYWOOD CASINO CORP.          CL A              436132203           1195      277000SH              Sole     X
HOLLYWOOD.COM INC               COM               436137103            342       18000SH              Sole     X
HOLLYWOOD ENTERTAINMENT         COM               436141105           6780      467600SH              Sole     X
HOLLYWOOD PARK, INC.            COM               436255103           5062      225600SH              Sole     X
HOLOGIC, INC.                   COM               436440101            524       91100SH              Sole     X
HOME BANCORP                    COM               436889109            313       18000SH              Sole     X
HOME DEPOT, INC.                COM               437076102        2503151    36509038SH              Sole     X
HOME PRODUCTS INTL INC          COM               437305105            636       61320SH              Sole     X
HOME PROP OF NY                 COM               437306103           8363      304800SH              Sole     X
HOMEBASE INC.                   COM               43738E108           2103      686800SH              Sole     X
HOMEFED CORP.                   COM NEW           43739D208              0           2SH              Sole     X
HOMESTAKE MINING CO             COM               437614100          29716     3803595SH              Sole     X
HOMESTEAD VILLAGE               COM               437851108            625      294191SH              Sole     X
HOMESTORE.COM, INC.             COM               437852106          13751      185200SH              Sole     X
HON INDUSTRIES, INC.            COM               438092108           9047      412380SH              Sole     X
HONEYWELL INTERNATIONAL         COM               438516106         655507    11363061SH              Sole     X
HOOPER HOLMES                   COM               439104100           6752      262200SH              Sole     X
HOOVER'S INC.                   COM               439321100            314       35900SH              Sole     X
HOPFED BANCORP, INC.            COM               439734104            421       26500SH              Sole     X
HORIZON PHARMACIES, INC.        COM               439902107            127       48200SH              Sole     X
HORIZON MEDICAL PRODUCTS        COM               439903105             71       28200SH              Sole     X
HORACE MANN EDUCATORS COR       COM               440327104           6262      319070SH              Sole     X
HORIZON FINANCIAL CORP.         COM               44041F105            440       46333SH              Sole     X
HORIZON GROUP PROPERTIES        COM               44041U102             97       28755SH              Sole     X
HORIZON ORGANIC HOLDING         COM               44043T103            392       52300SH              Sole     X
HORMEL FOODS CORP.              COM               440452100          10709      263610SH              Sole     X
HOSPITALITY PROPS REIT          COM SH BEN INT    44106M102          15835      830700SH              Sole     X
HOST MARRIOTT CORP. REIT        COM               44107P104          24813     3007594SH              Sole     X
HOT TOPIC, INC.                 COM               441339108           2878      123800SH              Sole     X
HOTELWORKS.COM INC.             COM               441473105            424       84800SH              Sole     X
HOTJOBS.COM, LTD                COM               441474103           3665       83900SH              Sole     X
HOUGHTON MIFFLIN CO.            COM               441560109           4659      110430SH              Sole     X
HOUSEHOLD INTERNATIONAL         COM               441815107         247739     6650704SH              Sole     X
HOUSTON EXPLORATION CO.         COM               442120101           1052       53100SH              Sole     X
HOVNANIAN ENTERPRISES CL.       CL A              442487203            560       87000SH              Sole     X
HOWELL CORP                     COM               443051107            132       23000SH              Sole     X
HOWMET INT'L. INC.              COM               443208103           8654      479100SH              Sole     X
HUB GROUP, INC.                 CL A              443320106             40        2000SH              Sole     X
HUBBELL INC. CLASS A            CL A              443510102            228        8100SH              Sole     X
HUBBELL INC. CLASS B            CL B              443510201           6180      226786SH              Sole     X
HUDSON CITY BANCORP, INC.       COM               443683107           3224      239900SH              Sole     X
HUDSON RIVER BANCORP.           COM               444128102            590       58300SH              Sole     X
HUDSON TECHNOLOGIES INC.        COM               444144109              8        5600SH              Sole     X
HUDSON UNITED BANCORP           COM               444165104          12148      475210SH              Sole     X
HUFFY CORP.                     COM               444356109             94       17900SH              Sole     X
HUGHES SUPPLY, INC.             COM               444482103           4365      202450SH              Sole     X
HUMANA, INC.                    COM               444859102          20002     2443046SH              Sole     X
HUMAN GENOME SCIENCES INC       COM               444903108          24710      161900SH              Sole     X
HUMP HREY HOSPITALITY           COM               445467103            609       77900SH              Sole     X
HUNT CORP.                      COM               445591100            566       59600SH              Sole     X
J. B. HUNT TRANSPORT SERV       COM               445658107           3396      245340SH              Sole     X
HUNTCO INC CL-A                 CL A              445661101            775      243100SH              Sole     X
HUNTINGTON BANCSHARES,INC       COM               446150104          79996     3350602SH              Sole     X
HUSSMAN INTL.                   COM               448110106           5165      342887SH              Sole     X
HUTCHINSON TECHNOLOGY, IN       COM               448407106           5332      250900SH              Sole     X
HUTTIG BUILDING PRODUCTS        COM               448451104            437       88606SH              Sole     X
ICN PHARMACEUTICALS             COM               448924100           8076      319051SH              Sole     X
IDT CORP.                       COM               448947101           2846      150800SH              Sole     X
HYPERFEED TECHNOLOGIES          COM               44913S102            440       95200SH              Sole     X
HYPERION SOLUTIONS CORP         COM               44914M104          12777      293713SH              Sole     X
HYSEQ, INC.                     COM               449163302           1151       67700SH              Sole     X
IBP, INC.                       COM               449223106          14091      782820SH              Sole     X
ICG COMMUNICATIONS, INC.        COM               449246107           6082      324374SH              Sole     X
ICH CORPORATION                 COM NEW           44926L300             39        3520SH              Sole     X
ICOS CORP.                      COM               449295104           5414      185100SH              Sole     X
IDEC PHARMACEUTICALS            COM               449370105          36431      370800SH              Sole     X
I.D. SYSTEMS, INC.              COM               449489103             92       16500SH              Sole     X
IDX SYSTEMS CORP.               COM               449491109           4971      159062SH              Sole     X
IEC ELECTRONICS CORP.           COM               44949L105             95       39900SH              Sole     X
IGEN INTERNATIONAL, INC.        COM               449536101           3035      102000SH              Sole     X
IGI, INC.                       COM               449575109            179       92300SH              Sole     X
IHOP CORP.                      COM               449623107           3601      215800SH              Sole     X
ILX RESORTS INC                 COM NEW           449661503              2        1200SH              Sole     X
IMC GLOBAL INC.                 COM               449669100          10602      647440SH              Sole     X
IMCO RECYCLING, INC.            COM               449681105           1924      152400SH              Sole     X
IPC COMMUNICATIONS, INC.        COM NEW           44980K206           3827       53900SH              Sole     X
I-LINK INC.                     COM               449927102            669      240500SH              Sole     X
IMS HEALTH INCORPORATED         COM               449934108         135118     4969874SH              Sole     X
IRI INTERNATIONAL CORP.         COM               45004F107            457      114200SH              Sole     X
IRT PROPERTY CO. REIT           COM               450058102           4405      563798SH              Sole     X
ISS GROUP                       COM               450306105          16892      237500SH              Sole     X
I-STAT CORP.                    COM               450312103            937       64600SH              Sole     X
ITC DELTACOM INC.               COM               45031T104          10011      362400SH              Sole     X
ITI TECHNOLOGIES INC            COM               450564109           2115       70500SH              Sole     X
ITLA CAPITAL CORPORATION        COM               450565106            975       77600SH              Sole     X
ITT EDUCATIONAL SERVICES        COM               45068B109           2753      178300SH              Sole     X
ITXC CORP.                      COM               45069F109           3167       94180SH              Sole     X
IXL ENTERPRISES, INC.           COM               450718101          10229      184300SH              Sole     X
IBASIS, INC.                    COM               450732102           2340       81400SH              Sole     X
ITT INDUSTRIES, INC.            COM               450911102          43014     1286395SH              Sole     X
IDACORP INC                     COM               451107106           7851      292810SH              Sole     X
IDEX CORP.                      COM               45167R104           7824      257575SH              Sole     X
IDEXX LABORATORIES CORP.        COM               45168D104           5616      348300SH              Sole     X
IKON OFFICE SOLUTIONS           COM               451713101          14473     2124525SH              Sole     X
IKOS SYSTEMS INC                COM NEW           451716203           1023      105600SH              Sole     X
IDENTIX INC                     COM               451906101           1221      134700SH              Sole     X
IL FORNAIO AMERICA              COM               451926109            464       66900SH              Sole     X
ILLINOIS TOOL WORKS, INC.       COM               452308109         285869     4231172SH              Sole     X
ILLINOVA CORPORATION            COM               452317100           8912      256466SH              Sole     X
ILLUMINET HOLDINGS              COM               452334105           4510       82000SH              Sole     X
IMAGE ENTMT INC                 COM NEW           452439201            584      104400SH              Sole     X
IMATION CORP                    COM               45245A107           9628      286870SH              Sole     X
IMCLONE SYSTEMS, INC.           COM               45245W109           8607      217200SH              Sole     X
IMANAGE, INC.                   COM               45245Y105           1407       43800SH              Sole     X
IMMUCOR INC.                    COM               452526106            719       54500SH              Sole     X
IMMUNEX CORP.                   COM               452528102          63423      580200SH              Sole     X
IMMULOGIC PHARM                 COM               45252R100            120      213400SH              Sole     X
IMMUNE RESPONSE                 COM               45252T106            969      223100SH              Sole     X
IMPERIAL BANCORP                COM               452556103           6436      266796SH              Sole     X
IMPATH INC.                     COM               45255G101           2411       94800SH              Sole     X
IMPCO TECHNOLOGIES INC          COM NEW           45255W106            270       19400SH              Sole     X
IMPERIAL CRED                   COM               452729106           2594      415064SH              Sole     X
IMPERIAL CREDIT COMM.           COM               45272T102           2101      184700SH              Sole     X
IMMUNOMEDICS, INC.              COM               452907108           4622      377300SH              Sole     X
IN FOCUS SYSTEMS, INC           COM               452919103           3135      135200SH              Sole     X
IMPERIAL SUGAR CO               COM               453096109            718      216872SH              Sole     X
IMPERIAL TOBACCO GR ADR         SPONSORED ADR     453142101            375       23700SH              Sole     X
IMRGLOBAL CORP.                 COM               45321W106           2577      205100SH              Sole     X
INACOM CORP.                    COM               45323G109           3148      430504SH              Sole     X
INCO LTD.                       COM               453258402          55789     2373994SH              Sole     X
INCYTE PHARMACEUTICALS          COM               45337C102          13956      232600SH              Sole     X
INDEPENDENCE COMMUNITY BK       COM               453414104           6016      481300SH              Sole     X
INDEPENDENT BANK CORP.          COM               453836108           2164      173100SH              Sole     X
INDEPENDENT BANK CORP.          COM               453838104            151       10305SH              Sole     X
INDIANA ENERGY, INC.            COM               454707100           4820      271562SH              Sole     X
INDUSTRI-MATEMATIK INTL         COM               455792101            108       17700SH              Sole     X
INDUSTRIAL DISTRIB. GRP         COM               456061100            208       64000SH              Sole     X
INDYMAC MORTGAGE HOLDINGS       COM               456607100           6613      518700SH              Sole     X
INFERENCE CORP.                 CL A              45662K109            475      102700SH              Sole     X
INFINITY BROADCASTING           CL A              45662S102          44473     1228950SH              Sole     X
INET TECHNOLOGIES               COM               45662V105          11005      157500SH              Sole     X
INFOCURE CORP.                  COM               45665A108           6335      203138SH              Sole     X
INFORMATICA CORPORATION         COM               45666Q102           8063       75800SH              Sole     X
INFONET SERVICES CORP           CL B              45666T106          18900      720000SH              Sole     X
INFORMATION ARCHITECTS          COM               45669R107            399       38900SH              Sole     X
INFORMATION HOLDINGS INC.       COM               456727106           1224       42100SH              Sole     X
INFORMATION RES. ENGINEER       COM PAR $0.01     45675F303            664       32400SH              Sole     X
INFORMIX CORP.                  COM               456779107          18339     1612220SH              Sole     X
INFOSPACE.COM, INC.             COM               45678T102          28846      134795SH              Sole     X
INFOUSA INC.                    COM               456818301           3483      249916SH              Sole     X
ING GROEP N.V. ADR              SPONSORED ADR     456837103              0           1SH              Sole     X
INGERSOLL-RAND CO               COM               456866102         125119     2272305SH              Sole     X
INFORMATION RESOURCES, IN       COM               456905108           3614      390685SH              Sole     X
INFORMATION MGMT ASSOCS.        COM               456923101            887      169000SH              Sole     X
INGLES MARKETS                  CL A              457030104            158       14200SH              Sole     X
INGRAM MICRO, INC.              CL A              457153104           2429      185100SH              Sole     X
INHALE THERAPEUTIC              COM               457191104           4069       95600SH              Sole     X
INKTOMI CORP.                   COM               457277101          25667      289200SH              Sole     X
INLAND RESOURCES INC.           COM PAR $.001     457469302              2         500SH              Sole     X
INNOVEX, INC.                   COM               457647105           1017      108500SH              Sole     X
INNOVATIVE GAMING CORP. A       COM               45764F107             28       20050SH              Sole     X
INPUT/OUTPUT, INC.              COM               457652105           2074      409600SH              Sole     X
INPUT SOFTWARE INC.             COM               457654101            385       27600SH              Sole     X
INSCI-STATEMENTS.COM CORP       COM               45765T106            235       44700SH              Sole     X
INSIGHT ENTERPRISES INC.        COM               45765U103           7588      186782SH              Sole     X
INSILCO HOLDING CORP.           COM               457661106             12         488SH              Sole     X
INSITUFORM TECHNOLOGIES-C       CL A              457667103           5591      197900SH              Sole     X
INPRISE CORP.                   COM               45766C102           1249      112900SH              Sole     X
INNOVASIVE DEVICES INC.         COM               45766K104            350       43700SH              Sole     X
INSO CORP.                      COM               457674109           3564      110500SH              Sole     X
INSIGNIA FINANCIAL GROUP        COM               45767A105           2149      247332SH              Sole     X
INNOTRAC CORP.                  COM               45767M109            847       61600SH              Sole     X
INSIGHT COMMUNICATIONS          CL A              45768V108           3795      128100SH              Sole     X
INNKEEPERS USA TRUST REIT       COM               4576J0104           4614      563600SH              Sole     X
INSPIRE INSURANCE SOL           COM               457732105            716      155850SH              Sole     X
INSTEEL INDUSTRIES, INC.        COM               45774W108            136       15000SH              Sole     X
INSURANCE AUTO AUCTIONS,I       COM               457875102           2049      130100SH              Sole     X
INSWEB CORP.                    COM               45809K103           2679      104800SH              Sole     X
INTEGRAL SYSTEMS INC.           COM               45810H107           1010       22900SH              Sole     X
INTEGRAMED AMERICA, INC.        COM NEW           45810N302              5        1400SH              Sole     X
INTEGRATED DEVICE TECH.,I       COM               458118106          25186      868479SH              Sole     X
INTEGRATED ELECTRICAL SV        COM               45811E103           2626      261000SH              Sole     X
INTERGRAL VISION, INC.          COM               45811H106            116       54800SH              Sole     X
INTEGRA INC                     COM               45811M105             46       27500SH              Sole     X
INTEGRATED HEALTH SERVS         COM               45812C106             28      306813SH              Sole     X
INTEGRATED SYSTEMS INC.         COM               45812M104           6813      203000SH              Sole     X
INTEGRATED SILICON SOLTNS       COM               45812P107           3105      187500SH              Sole     X
INTEL CORP.                     COM               458140100        4362139    52994851SH              Sole     X
INTELIDATA TECH. CORP.          COM               45814T107            777      186900SH              Sole     X
INTER-TEL INC                   COM               458372109           6025      241000SH              Sole     X
INTERACTIVE PICTURES CORP       COM               45839N101            601       25800SH              Sole     X
THE INTERCEPT GROUP, INC.       COM               45845L107            549       18500SH              Sole     X
INTERDENT INC.                  COM               45865R109            400       49674SH              Sole     X
INTERFACE, INC.                 CL A              458665106           2355      409500SH              Sole     X
INTERFACE SYSTEMS,INC.          COM               458667102           1129       45600SH              Sole     X
INTERDIGITAL COMMCORP.          COM               45866A105          37763      503500SH              Sole     X
INTERGRAPH CORP.                COM               458683109           2326      496140SH              Sole     X
INTERIM SERVICES INC            COM               45868P100          14332      579056SH              Sole     X
INTERLEAF, INC.                 COM NEW           458729209           2057       61167SH              Sole     X
INTERLIANT INC.                 COM               458742103           4854      186700SH              Sole     X
INTERLINK ELECTRONICS INC       COM               458751104           1663       28300SH              Sole     X
INTERMAGNETICS GENERAL          COM               458771102            193       22024SH              Sole     X
INTERMEDIA COMMUNICATIONS       COM               458801107          12948      333600SH              Sole     X
INTERMET CORP.                  COM               45881K104           2678      230400SH              Sole     X
INTERNAP NETWORK SERVICES       COM               45885A102          30829      178200SH              Sole     X
INTL ASSETS HOLDING CORP        COM               459028106             17        2178SH              Sole     X
INTERNATIONAL BANCSHARES        COM               459044103           3244       73303SH              Sole     X
INTL BUSINESS MACHINES          COM               459200101        3109684    28793368SH              Sole     X
INTERNATIONAL FLAV. AND F       COM               459506101          55064     1458654SH              Sole     X
INT'L. HOME FOODS               COM               459655106           5152      296500SH              Sole     X
INTL MICROCOMPUTER              COM NEW           459862306            180       87100SH              Sole     X
INTERNATIONAL GAME TECH.        COM               459902102           9414      463440SH              Sole     X
INTERNATIONAL MULTIFOODS        COM               460043102           2040      153960SH              Sole     X
INTERNATIONAL PAPER CO.         COM               460146103         331530     5874293SH              Sole     X
INTERNATIONAL RECTIFIER C       COM               460254105          17891      688100SH              Sole     X
INT'L SHIPHOLDING CORP.         COM NEW           460321201            201       17275SH              Sole     X
INTL SPEEDWAY CORP.             CL A              460335201          10645      211325SH              Sole     X
INTL SPECIALTY PRODUCTS         COM               460337108           3012      327853SH              Sole     X
INTL SMART SOURCING, INC.       COM               46033G108             63        9000SH              Sole     X
INTERNEURON PHARM               COM               460573108           1530      267500SH              Sole     X
INTERNET AMERICA                COM               46058Y109            660       55900SH              Sole     X
INTERNET CAPITAL GROUP          COM               46059C106          14267       83922SH              Sole     X
INTERPOOL, INC.                 COM               46062R108            668       89850SH              Sole     X
INTERPORE INTERNATIONAL         COM               46062W107            677       86000SH              Sole     X
INTERPUBLIC GROUP OF COS,       COM               460690100         253084     4387149SH              Sole     X
INTERSTATE BAKERIES CORP.       COM               46072H108           5454      300925SH              Sole     X
INTERSTATE HOTELS CORP          COM               46088R108            229       70565SH              Sole     X
INTERWEST BANCORP INC.          COM               460931108           1979      102786SH              Sole     X
INTERNET.COM                    COM               460967102           1291       24700SH              Sole     X
INTERTAN, INC.                  COM               461120107           2093       80100SH              Sole     X
INTERTRUST TECHNOLOGIES         COM               46113Q109          12045      102400SH              Sole     X
INTERVOICE-BRITE, INC.          COM               461142101           7995      337950SH              Sole     X
INTEST CORP.                    COM               461147100            945       52500SH              Sole     X
INTERWORLD CORP                 COM               46114Q108           7658       89700SH              Sole     X
INTERVU INC.                    COM               46114R106          11748      111886SH              Sole     X
INTERWOVEN, INC.                COM               46114T102           7772       63900SH              Sole     X
INTIMATE BRANDS INC.            CL A              461156101          31185      723140SH              Sole     X
INTRAWARE, INC.                 COM               46118M103          12103      153200SH              Sole     X
INTUIT                          COM               461202103          49398      824163SH              Sole     X
INVACARE CORP.                  COM               461203101           4675      233000SH              Sole     X
INVESTMENT TECHNOLOGY           COM               46145F105           5748      199936SH              Sole     X
INVESTORS REAL ESTATE           SH BEN INT        461730103           1278      162300SH              Sole     X
INVESTORS TITLE CO              COM               461804106            304       17100SH              Sole     X
INVISION TECHNOLOGIES INC       COM               461851107            752      182400SH              Sole     X
INVITROGEN CORP                 COM               46185R100           6534      108900SH              Sole     X
INVESTORS FINANCIAL SVCS        COM               461915100           6818      148216SH              Sole     X
IOMEGA CORP.                    COM               462030107           6190     1834100SH              Sole     X
IONICS, INC.                    COM               462218108           3822      135900SH              Sole     X
IPALCO ENTERPRISES, INC.        COM               462613100           5250      307700SH              Sole     X
IRON MOUNTAIN INC.              COM               46284P104           7943      202050SH              Sole     X
IRWIN FINL CORP                 COM               464119106           2809      157700SH              Sole     X
ISCO, INC.                      COM               464268101            212       42485SH              Sole     X
ISIS PHARMACEUTICALS INC.       COM               464330109           1881      300900SH              Sole     X
IT GROUP, INC.                  COM               465266104           2350      255829SH              Sole     X
ITRON, INC.                     COM               465741106            549       89700SH              Sole     X
I2 TECHNOLOGIES, INC            COM               465754109          44148      226400SH              Sole     X
ITURF INC.                      CL A              46575Q100            959       77100SH              Sole     X
IVAX CORP.                      COM               465823102          20486      795590SH              Sole     X
IVEX PACKAGING CORP             COM               465855104           1280      128000SH              Sole     X
IVILLAGE INC.                   COM               46588H105           2497      123300SH              Sole     X
JDN REALTY CORP. REIT           COM               465917102           7636      473550SH              Sole     X
IXYS CORPORATION                COM               46600W106            400       64025SH              Sole     X
IXNET, INC.                     COM               46601C109           4076      135300SH              Sole     X
J & J SNACK FOODS CORP.         COM               466032109           1601       78100SH              Sole     X
JDS UNIPHASE CORP.              COM               46612J101         113602      704236SH              Sole     X
JDA SOFTWARE GROUP, INC.        COM               46612K108           1709      104350SH              Sole     X
J. JILL GROUP, INC.             COM               466189107            153       37100SH              Sole     X
JLG INDUSTRIES, INC.            COM               466210101           7036      443200SH              Sole     X
JLK DIRECT DISTRIBUTION         CL A              46621C105            857       83100SH              Sole     X
JLM INDUSTRIES, INC.            COM               46621D103            377      111800SH              Sole     X
JNI CORP.                       COM               46622G105           3729       56500SH              Sole     X
JPS PACKAGING                   COM               46623H102             42       14300SH              Sole     X
JP REALTY, INC. REIT            COM               46624A106           4094      262000SH              Sole     X
JSB FINANCIAL                   COM               46624M100           4990       96200SH              Sole     X
JVWEB INC.                      COM               466259108              0          39SH              Sole     X
JABIL CIRCUIT INC.              COM               466313103          26236      359400SH              Sole     X
JACK IN THE BOX INC.            COM               466367109           7826      378300SH              Sole     X
JACKPOT ENTERPRISES, INC.       COM               466392107            978      117627SH              Sole     X
JACKSONVILLE BANCORP, INC       COM               469248108             14        1000SH              Sole     X
JACOBS ENGINE GRP               COM               469814107           5953      183180SH              Sole     X
JACOBSON STORES INC.            COM               469834105            768      130700SH              Sole     X
JAKKS PACIFIC, INC.             COM               47012E106           1676       89700SH              Sole     X
JAMESON INNS, INC. REIT         COM               470457102            828      117200SH              Sole     X
JAN BELL MARKETING INC.         COM               470760109            903      314200SH              Sole     X
JAVELIN SYSTEMS, INC.           COM               471896100            483       52600SH              Sole     X
JEFFRIES GROUP, INC.            COM               472319102           4821      219132SH              Sole     X
JEFFERSON SAVINGS BANCORP       COM               474900107            880       83300SH              Sole     X
JEFFERSON-PILOT CORP.           COM               475070108         107260     1571574SH              Sole     X
JFAX.COM, INC.                  COM               477366108           1112      165500SH              Sole     X
JO-ANN STORES INC. CL A         CL A              47758P109           1611      143200SH              Sole     X
JO-ANN STORES INC. CL B         CL B NON VTG      47758P208            341       33900SH              Sole     X
JOHN NUVEEN CO-CL A             CL A              478035108           3997      110843SH              Sole     X
JOHNS MANVILLE CORP             COM               478129109          11595      828200SH              Sole     X
JOHNSON & JOHNSON               COM               478160104        2059878    22119497SH              Sole     X
JOHNSON CONTROLS, INC.          COM               478366107          74901     1316932SH              Sole     X
JONES APPARREL                  COM               480074103          19867      732428SH              Sole     X
JONES INTERCABLE INC.           CL A              480206200           9343      134800SH              Sole     X
JONES LANG LASALLE INC.         COM               48020Q107           2612      220000SH              Sole     X
JONES PHARMA, INC.              COM               480236108          15776      363200SH              Sole     X
JOS. A. BANK                    COM               480838101             32       10500SH              Sole     X
JOSTENS, INC.                   COM               481088102          17908      736593SH              Sole     X
JOURNAL REGISTER CO.            COM               481138105           5690      368600SH              Sole     X
JUNIPER NETWORKS INC            COM               48203R104          49191      144680SH              Sole     X
JUNO LIGHTING INC               COM NEW           482047206            154       14865SH              Sole     X
JUNO ONLINE SERVICES, INC       COM               482048105           4808      133800SH              Sole     X
JUPITER COMMUNICATIONS          COM               482050101            998       33000SH              Sole     X
JUST FOR FEET INC.              COM               48213P106             76      305700SH              Sole     X
JUSTIN INDUSTRIES, INC.         COM               482171105           3515      236310SH              Sole     X
JWGENESIS FINANCIAL CORP.       COM               482227105            797       26900SH              Sole     X
KCS ENERGY INC.                 COM               482434206            188      231500SH              Sole     X
KFX INC.                        COM               48245L107            237      140350SH              Sole     X
KLA-TENCOR CORP.                COM               482480100         146299     1313571SH              Sole     X
KMART CORP.                     COM               482584109          76172     7569907SH              Sole     X
K-SWISS                         CL A              482686102           1639       88200SH              Sole     X
K-TEL INTERNATIONAL, INC.       COM NEW           482724200            361       61500SH              Sole     X
K2 INC.                         COM               482732104            904      118571SH              Sole     X
K-V PHARMACEUTICAL CO CL        CL B CONV         482740107           1277       59550SH              Sole     X
KV PHARMACEUTICAL CLASS A       CL A              482740206           2724      124150SH              Sole     X
KAISER ALUMINUM                 COM               483007100           3483      453100SH              Sole     X
KAISER VENTURES INC.            COM               483100103            206       12900SH              Sole     X
KAMAN CORP. CLASS A             CL A              483548103           2993      232500SH              Sole     X
KANA COMMUNICATIONS INC         COM               483600102          15616       76175SH              Sole     X
KANEB SERVICES INC              COM               484170105            613      140100SH              Sole     X
KANSAS CITY LIFE INS. CO.       COM               484836101           1936       57360SH              Sole     X
KANSAS CITY POWER & LIGHT       COM               485134100           4893      221780SH              Sole     X
KANSAS CITY SO. INDUSTRIE       COM               485170104         123318     1652502SH              Sole     X
KATY INDUSTRIES, INC.           COM               486026107            428       49300SH              Sole     X
KAUFMAN & BROAD HOME CORP       COM               486168107          20883      863367SH              Sole     X
KAYDON CORP.                    COM               486587108           6490      242050SH              Sole     X
KAYE GROUP, INC.                COM               486589104             44        5300SH              Sole     X
KEANE, INC.                     COM               486665102           8248      259780SH              Sole     X
KEEBLER FOODS CO.               COM               487256109           8505      302400SH              Sole     X
KELLOGG CO.                     COM               487836108         196458     6375926SH              Sole     X
KELLSTROM INDUSTRIES            COM               488035106           1184      129800SH              Sole     X
KELLWOOD CO.                    COM               488044108           4415      227150SH              Sole     X
KELLY SERVICES, INC. CLAS       CL A              488152208           5100      202984SH              Sole     X
KEMET CORP.                     COM               488360108          15429      342400SH              Sole     X
KENDLE INTERNATIONAL            COM               48880L107            556       56300SH              Sole     X
KENNAMETAL, INC.                COM               489170100           7629      226885SH              Sole     X
KENSEY NASH CORP.               COM               490057106           1546      130200SH              Sole     X
KENT ELECTRONICS CORP.          COM               490553104           7084      311400SH              Sole     X
KENTUCKY FIRST BANCORP          COM               491290102            119       11600SH              Sole     X
KERR-MCGEE CORP.                COM               492386107          77495     1249920SH              Sole     X
KEVCO, INC.                     COM               492716105            316      168600SH              Sole     X
KEY ENERGY SERVICES, INC.       COM               492914106           1795      346100SH              Sole     X
KEY TRONIC CORP.                COM               493144109            321       85500SH              Sole     X
KEYCORP                         COM               493267108         137499     6214662SH              Sole     X
KEYNOTE SYSTEMS INCE            COM               493308100           4346       58930SH              Sole     X
KEYSPAN CORP.                   COM               49337W100          11577      499286SH              Sole     X
KEYSTONE AUTOMOTIVE IND         COM               49338N109            456       77700SH              Sole     X
KEYSTONE CONS. IND., INC.       COM               493422109            612      103109SH              Sole     X
KEYSTONE FINANCIAL, INC.        COM               493482103           3633      172474SH              Sole     X
KIMBALL INT'L., INC. CL B       CL B              494274103           4198      254400SH              Sole     X
KILROY REALTY CORP.             COM               49427F108           9039      410870SH              Sole     X
KIMBERLY-CLARK CORP             COM               494368103         572336     8771430SH              Sole     X
KIMCO REALTY CORP. REIT         COM               49446R109          22119      652960SH              Sole     X
KINDER MORGAN, INC.             COM               49455P101           8792      435536SH              Sole     X
KING PHARMACEUTICALS, INC       COM               495582108          13452      239943SH              Sole     X
KIRBY CORP.                     COM               497266106           3001      146400SH              Sole     X
KITTY HAWK INC.                 COM               498326107            300       43600SH              Sole     X
KLAMATH FIRST BANCORP INC       COM               49842P103            514       43300SH              Sole     X
KNAPE AND VOGT MANUFACTUR       COM               498782101            526       38062SH              Sole     X
KNIGHT RIDDER                   COM               499040103          75023     1260894SH              Sole     X
KNIGHT TRANSPORTATION           COM               499064103            755       44100SH              Sole     X
KNIGHT/TRIMARK GROUP            CL A              499067106          16530      359350SH              Sole     X
THE KNOT, INC.                  COM               499184109             46        5500SH              Sole     X
KOALA CORP.                     COM               499866101            552       39400SH              Sole     X
KOGER EQUITY, INC. REIT         COM               500228101           7214      427500SH              Sole     X
KOHLS CORP                      COM               500255104         187590     2598643SH              Sole     X
KOMAG, INC.                     COM               500453105           1600      512000SH              Sole     X
KONOVER PROPERTY TRUST          COM               50047R100           2697      427200SH              Sole     X
KOPIN CORP                      COM               500600101           6577      156600SH              Sole     X
KORN/FERRY INT'L                COM NEW           500643200           5558      152800SH              Sole     X
KRANZCO REALTY TRUST REIT       COM SH BEN INT    50076E103            780       88500SH              Sole     X
KROGER CO.                      COM               501044101         248458    13163357SH              Sole     X
THE KROLL-O'GARA CO.            COM               501050108           2706      164000SH              Sole     X
KRONOS INC.                     COM               501052104           9770      162825SH              Sole     X
KULICKE & SOFFA IND., INC       COM               501242101          11288      265200SH              Sole     X
L.A. GEAR, INC.                 COM               501708101              0      136216SH              Sole     X
LCA-VISION INC.                 COM NEW           501803209           1876      400132SH              Sole     X
LCC INTERNATIONAL CL A          CL A              501810105           2377      119200SH              Sole     X
LG&E ENERGY CORP.               COM               501917108           8162      468094SH              Sole     X
LTV CORP.                       COM               501921100           2559      620423SH              Sole     X
LHS GROUP INC.                  COM               501938104           4714      191900SH              Sole     X
LNR PROPERTY CORP.              COM               501940100           4122      207400SH              Sole     X
LINC CAPITAL, INC.              COM               501942106            915      192700SH              Sole     X
LMI AEROSPACE, INC.             COM               502079106            242       80800SH              Sole     X
LSB BANCSHARES INC.             COM               502158108             85        5400SH              Sole     X
LSI LOGIC CORP.                 COM               502161102         151762     2248326SH              Sole     X
LSI INDUSTRIES, INC.            COM               50216C108           1122       51882SH              Sole     X
LTC PROPERTIES, INC.            COM               502175102           1439      170500SH              Sole     X
LTC HEALTHCARE, INC.            COM               50217R104             10        4810SH              Sole     X
LTX CORP.                       COM               502392103           9046      404287SH              Sole     X
L-3 COMMUNICATIONS CORP.        COM               502424104           3709       89100SH              Sole     X
LA-Z-BOY INCORPORATED           COM               505336107           7539      448400SH              Sole     X
LABOR READY INC.                COM NEW           505401208           5466      450786SH              Sole     X
LABONE, INC.                    COM               50540L105            396       57600SH              Sole     X
LABORATORY CORP AMERICA         COM               50540R102           3185      863768SH              Sole     X
LABTEC, INC.                    COM NEW           505450205            198       36083SH              Sole     X
LACLEDE GAS CO.                 COM               505588103           1717       79400SH              Sole     X
LADD FURNITURE INC.             COM PAR $0.30     505739201           1133       57367SH              Sole     X
LAFARGE CORP.                   COM               505862102          10536      381400SH              Sole     X
LAIDLAW INC                     COM               50730K503              0           0SH              Sole     X
LAKES GAMING INC                COM               51206P109            427       53787SH              Sole     X
LAM RESEARCH CORP               COM               512807108          50861      455896SH              Sole     X
LAMAR ADVERTISING CO.           CL A              512815101           7325      120950SH              Sole     X
LANCASTER COLONY CORP.          COM               513847103           7099      214299SH              Sole     X
LANCE, INC.                     COM               514606102           2375      237492SH              Sole     X
LANCER CORP-TEXAS               COM               514614106            242       52287SH              Sole     X
LANDEC CORP.                    COM               514766104             11        1500SH              Sole     X
LANDAUER, INC.                  COM               51476K103           1835       83900SH              Sole     X
LANDMARK BANCSHARE, INC.        COM               514928100            430       20000SH              Sole     X
LANDAMERICA FINANCIAL GRP       COM               514936103           2344      127550SH              Sole     X
LANDMARK SYSTEMS CORP           COM               51506S100            341       32700SH              Sole     X
LANDS END, INC.                 COM               515086106           5749      165430SH              Sole     X
LANDRY'S SEAFOOD RESTAURA       COM               51508L103           2984      343500SH              Sole     X
LANDSTAR SYSTEM                 COM               515098101           5433      126900SH              Sole     X
LANIER WORLDWIDE INC            COM               51589L105           1156      298414SH              Sole     X
LANVISION SYSTEMS, INC.         COM               516555109             14       13400SH              Sole     X
LARSCOM, INC.                   CL A              51729Y108            293       44800SH              Sole     X
LASERSIGHT INC.                 COM               517924106            717       71700SH              Sole     X
LASALLE HOTEL PROPERTIES        COM SH BEN INT    517942108           3042      260300SH              Sole     X
LASER MORTGAGE MANAGEMENT       COM               51806D100            734      180800SH              Sole     X
LASER VISION CENTERS, INC       COM               51807H100           3566      337600SH              Sole     X
LASON INC.                      COM               51808R107           1855      168637SH              Sole     X
LATITUDE COMMUNICATIONS,        COM               518292107           3211      122900SH              Sole     X
LATTICE SEMICON                 COM               518415104          18263      387550SH              Sole     X
ESTEE LAUDER COS. CLASS A       CL A              518439104          22117      438500SH              Sole     X
LAUNCH MEDIA, INC.              COM               518567102           1814       95800SH              Sole     X
LAWRENCE SAVINGS BANK           COM               520341108            771      101100SH              Sole     X
LAWSON PRODUCTS, INC.           COM               520776105           2036       88050SH              Sole     X
LAYNE CHRISTENSEN CO.           COM               521050104            621       85700SH              Sole     X
LAZARE KAPLAN INTERNAT'L        COM               521078105            690       84900SH              Sole     X
LEAP WIRELESS INTL, INC.        COM               521863100          14438      183928SH              Sole     X
LEAR CORP.                      COM               521865105           9997      312396SH              Sole     X
LEARN2.COM, INC.                COM               522002104            421      128400SH              Sole     X
LEARNING TREE INTL.             COM               522015106           5345      190900SH              Sole     X
LECHTERS CORP.                  COM               523238103            614      350900SH              Sole     X
LECTEC CORP.                    COM               523251106              6        3500SH              Sole     X
LEE ENTERPRISES, INCORPOR       COM               523768109          11118      348116SH              Sole     X
LEGATO SYSTEMS INC.             COM               524651106          21222      308402SH              Sole     X
LEGGETT & PLATT, INC.           COM               524660107          58301     2719562SH              Sole     X
LEGG MASON INC.                 COM               524901105           8410      231998SH              Sole     X
LEHMAN BROTHERS HOLDINGS        COM               524908100         150319     1774987SH              Sole     X
LENNAR CORP                     COM               526057104           5670      348939SH              Sole     X
LENNOX INTERNATIONAL INC.       COM               526107107           1450      157800SH              Sole     X
LET'S TALK CELLULAR & WIR       COM               527260103             76       30000SH              Sole     X
LEUCADIA NATIONAL CORP.         COM               527288104           7712      333476SH              Sole     X
LEVEL 8 SYSTEMS                 COM               52729M102           2471       71500SH              Sole     X
LEVEL 3 COMMUNICATIONS          COM               52729N100          85070     1039020SH              Sole     X
LEXINGTON GLOBAL ASSET          COM               528932106            110       45200SH              Sole     X
LEXINGTON CORPORATE PROP.       COM               529043101           1368      148910SH              Sole     X
LEXMARK INTL GROUP - CL A       CL A              529771107         203630     2250055SH              Sole     X
LIBBEY, INC.                    COM               529898108           4344      151100SH              Sole     X
LIBERATE TECHNOLOGIES           COM               530129105          29941      116500SH              Sole     X
LIBERTE INVESTORS, INC.         COM               530154103            135       39200SH              Sole     X
LIBERTY CORP.                   COM               530370105           4923      116700SH              Sole     X
LIBERTY DIGITAL INC. CL A       CL A              530436104           5212       70200SH              Sole     X
LIBERTY FINANCIAL COS.          COM               530512102           4196      182950SH              Sole     X
LIBERTY HOMES, INC.             CL A              530582204            439       53600SH              Sole     X
LIBERTY PROPERTY TST REIT       SH BEN INT        531172104          16856      695100SH              Sole     X
LIFE FINANCIAL CORP             COM               53184P101            279       69836SH              Sole     X
LIFEWAY FOODS, INC.             COM               531914109             87       12000SH              Sole     X
LIFE TECHNOLOGIES, INC.         COM               532177201           1404       32950SH              Sole     X
LIFECORE BIOMEDIC INC           COM               532187101           1663       78700SH              Sole     X
LIFELINE SYS                    COM               532192101            834       55600SH              Sole     X
LIFEPOINT HOSPITALS, INC.       COM               53219L109           2887      244415SH              Sole     X
LIGAND PHARM. - CLASS B         CL B              53220K207           3311      257200SH              Sole     X
LILLIAN VERNON CORP.            COM               532430105            649       58300SH              Sole     X
ELI LILLY & CO.                 COM               532457108        1135986    17082496SH              Sole     X
LILLY INDUSTRIES INC.           CL A              532491107           3655      272006SH              Sole     X
THE LIMITED, INC.               COM               532716107         139491     3220574SH              Sole     X
LINCARE HOLDINGS, INC.          COM               532791100          14733      424740SH              Sole     X
LINCOLN ELECTRIC CO.            COM               533900106           5715      277100SH              Sole     X
LINCOLN NATIONAL CORP.          COM               534187109         109028     2725706SH              Sole     X
LINDSAY MANUFACTURING CO.       COM               535555106           2407      131882SH              Sole     X
LINEAR TECHNOLOGY, INC.         COM               535678106          45311      633160SH              Sole     X
LINENS 'N THINGS INC.           COM               535679104           6316      213200SH              Sole     X
LIPOSOME CO., INC.              COM               536310105           5460      447400SH              Sole     X
LIQUID AUDIO, INC.              COM               53631T102           1355       51600SH              Sole     X
LITHIA MOTORS, INC.             CL A              536797103            654       36600SH              Sole     X
LITRONIC INC.                   COM               537004103            363       45400SH              Sole     X
LITTELFUSE, INC.                COM               537008104           4196      172900SH              Sole     X
LITTLE SWITZERLAND INC.         COM               537528101             38       67000SH              Sole     X
LITTON INDUSTRIES, INC.         COM               538021106          10602      212567SH              Sole     X
LIZ CLAIBORNE, INC.             COM               539320101          32495      863666SH              Sole     X
LO-JACK CORP.                   COM               539451104           2332      345500SH              Sole     X
LOCAL FINANCIAL CORP.           COM               539553107           1219      117500SH              Sole     X
LOCKHEED MARTIN CORP.           COM               539830109         118815     5431540SH              Sole     X
LOEWS CINEPLEX ENT.             COM               540423100            432       73500SH              Sole     X
LOEWS CORP.                     COM               540424108          94974     1564974SH              Sole     X
LOISLAW.COM                     COM               541431102           1095       28000SH              Sole     X
LONE STAR STEAKHOUSE            COM               542307103           3357      376293SH              Sole     X
LONE STAR TECHNOLOGIES          COM               542312103           5650      202700SH              Sole     X
LONGS DRUG STORES, INC.         COM               543162101          13885      537921SH              Sole     X
LONGVIEW FIBER COMPANY          COM               543213102           6017      422270SH              Sole     X
LOOKSMART, LTD.                 COM               543442107           6164      228300SH              Sole     X
LORONIX INFORMATION SYS         COM               544183106            879       44500SH              Sole     X
LOUIS DREYFUS NATURAL GAS       COM               546011107           3881      214128SH              Sole     X
LOUISIANA-PACIFIC CORP.         COM               546347105          25237     1771034SH              Sole     X
LOWE'S COS., INC.               COM               548661107         322600     5399166SH              Sole     X
LUBRIZOL CORP.                  COM               549271104           6061      196310SH              Sole     X
LUBY'S, INC.                    COM               549282101           3682      323659SH              Sole     X
LUCENT TECHNOLOGIES, INC.       COM               549463107        3717116    49685763SH              Sole     X
LUMINANT WORLDWIDE CORP         COM               550260103           2862       62900SH              Sole     X
LUMISYS INC.                    COM               550274104            239       75800SH              Sole     X
LYCOS                           COM               550818108          21348      268320SH              Sole     X
LYDALL, INC.                    COM               550819106           1018      153700SH              Sole     X
LYNX THERAPEUTIC                COM NEW           551812308           2909       89851SH              Sole     X
LYONDELL CHEMICAL CO.           COM               552078107           8041      630654SH              Sole     X
M&F WORLDWIDE CORP.             COM               552541104            646      127579SH              Sole     X
M & T BANK CORPORATION          COM               55261F104          11139       26889SH              Sole     X
MAF BANCORP, INC.               COM               55261R108           5178      247330SH              Sole     X
MAI SYSTEMS CORP                COM               552620205            122      150575SH              Sole     X
MBIA, INC.                      COM               55262C100          74519     1411012SH              Sole     X
MBNA CORP.                      COM               55262L100         338903    12436804SH              Sole     X
MDC HOLDINGS, INC.              COM               552676108           2744      174900SH              Sole     X
MCN CORP.                       COM               55267J100           7336      308870SH              Sole     X
MCI WORLDCOM, INC.              COM               55268B106        2143883    40402970SH              Sole     X
MDU RESOURCES GROUP, INC.       COM               552690109           7415      370762SH              Sole     X
MCM CAPITAL GROUP, INC.         COM               55269B105             31        8000SH              Sole     X
MEMC ELECTRONIC MATERIALS       COM               552715104           4103      334900SH              Sole     X
MFB CORP.                       COM               55272D106            184       11000SH              Sole     X
MGC COMMUNICATIONS INC.         COM               552763302           4821       95000SH              Sole     X
MGIC INVESTMENT CORP.           COM               552848103         106288     1765948SH              Sole     X
MGI PHARMA, INC.                COM               552880106           1021       85500SH              Sole     X
MGI PROPERTIES, INC. REIT       COM               552885105            346       65900SH              Sole     X
MGM GRAND, INC.                 COM               552953101          12750      253418SH              Sole     X
MMI COS., INC.                  COM               553087107           1393      161500SH              Sole     X
MMC NETWORKS                    COM               55308N102           8012      233064SH              Sole     X
MPW INDUSTRIAL SERVICES         COM               553444100            502       63200SH              Sole     X
MRV COMMUNICATIONS INC.         COM               553477100          13215      210180SH              Sole     X
MSC IND. DIRECT CLASS A         CL A              553530106           3108      234600SH              Sole     X
MSC.SOFTWARE CORP.              COM               553531104            790       78000SH              Sole     X
M S CARRIERS INC.               COM               553533100           2416      101200SH              Sole     X
MTR GAMING GROUP INC.           COM               553769100            247       80500SH              Sole     X
MTS SYSTEMS CORP.               COM               553777103           1417      182900SH              Sole     X
MTI TECHNOLOGY CORP.            COM               553903105           6564      178000SH              Sole     X
MACDERMID, INC.                 COM               554273102           7028      171161SH              Sole     X
THE MACERICH CO. REIT           COM               554382101           9898      475600SH              Sole     X
MACK-CALI REALTY CORP.          COM               554489104          16361      627750SH              Sole     X
MACROCHEM CORPORATION           COM               555903103            461      110080SH              Sole     X
MACROVISION                     COM               555904101           9827      132800SH              Sole     X
MACROMEDIA                      COM               556100105          14969      204700SH              Sole     X
MADISON GAS & ELECTRIC CO       COM               557497104           1911       94975SH              Sole     X
MAGELLAN HEALTH SERVICES        COM               559079108           2606      412800SH              Sole     X
MAGELLAN PETROLEUM CORP         COM               559091301             28       22000SH              Sole     X
MAGNATEK                        COM               559424106           2962      385250SH              Sole     X
MAIN STREET BANCORP             COM               559906102            292       29582SH              Sole     X
MAIL-WELL INC.                  COM               560321200           4653      344700SH              Sole     X
MAINE PUBLIC SERVICE CO.        COM               560483109            561       32300SH              Sole     X
MAKER COMMUNICATIONS            COM               560875106           2296       53700SH              Sole     X
MALLINCKRODT, INC.              COM               561232109          38967     1224885SH              Sole     X
MGT NETWORK GROUP INC           COM               561693102           1595       48900SH              Sole     X
MANDALAY RESORT GROUP           MANDALAY          562567107           8009      397950SH              Sole     X
MANHATTAN ASSOCIATES            COM               562750109            753      102100SH              Sole     X
MANITOWOC COMPANY INC.          COM               563571108           7293      214500SH              Sole     X
MANNATECH, INC.                 COM               563771104            268       51700SH              Sole     X
MANOR CARE, INC.                COM               564055101          25412     1588258SH              Sole     X
MANPOWER INC.                   COM               56418H100          13875      368770SH              Sole     X
MANSUR INDUSTRIES INC.          COM               564491108            514      100200SH              Sole     X
MNFCTRD HOME COMMUNS REIT       COM               564682102           8847      363900SH              Sole     X
MAPICS INC.                     COM               564910107           3183      252100SH              Sole     X
MANUGISTICS GROUP INC.          COM               565011103           7361      227800SH              Sole     X
MAPQUEST.COM, INC.              COM               565644101            758       33600SH              Sole     X
MARCUS CORP.                    COM               566330106           3416      254200SH              Sole     X
MARIMBA INC.                    COM               56781Q109           3842       83400SH              Sole     X
MARINE DRILLING CO INC          COM PAR $0.01     568240204          10231      456000SH              Sole     X
MARION CAPITAL HOLDINGS         COM               568635106            742       45300SH              Sole     X
MARK IV INDUSTRIES, INC.        COM               570387100           7589      429039SH              Sole     X
MARK SOLUTIONS, INC.            COM NEW           570418202             23        5500SH              Sole     X
MARKEL CORP.                    COM               570535104           5162       33300SH              Sole     X
MARKETING SPECIALIST CORP       COM               57060R107           1672      445800SH              Sole     X
MARKETWATCH.COM, INC.           COM               570619106           2431       66600SH              Sole     X
MARKETING SERVICES GROUP        COM               570907105           1116       66600SH              Sole     X
MARSH & MCLENNAN, INC.          COM               571748102         355305     3713183SH              Sole     X
MARSHALL & ILSLEY CORP.         COM               571834100          24418      388748SH              Sole     X
MARRIOTT INTL CL A              CL A              571903202         110521     3501646SH              Sole     X
MARTEK BIOSCIENCES CORP.        COM               572901106           1016       84700SH              Sole     X
MARTHA STEWART LIVING           CL A              573083102            290       12100SH              Sole     X
MARTIN MARIETTA MATERIALS       COM               573284106           8538      208247SH              Sole     X
MARVEL ENTERPRISES, INC.        COM               57383M108            750      136400SH              Sole     X
MARVEL ENT. CL. A WARR          WT A EX 000001    57383M124              1        1712SH              Sole             X
MARVEL ENT. CL.C WARRANTS       WT C EX 000002    57383M140              1        2899SH              Sole             X
MASCO CORP.                     COM               574599106         156750     6177333SH              Sole     X
MASCOTECH INC.                  COM               574670105           5043      397500SH              Sole     X
MASSBANK CORP.                  COM               576152102            602       20400SH              Sole     X
MASTEC INC.                     COM               576323109           7213      162100SH              Sole     X
MASTECH CORP.                   COM               57632N105           6440      260200SH              Sole     X
MATERIAL SCIENCES CO            COM               576674105            976       95850SH              Sole     X
MATRIA HEALTHCARE, INC.         COM               576817100           1144      277278SH              Sole     X
MATRIX BANCORP, INC.            COM               576819106            418       34800SH              Sole     X
MATTEL, INC.                    COM               577081102          77217     5883197SH              Sole     X
MATTHEWS INT'L.                 CL A              577128101           1678       61000SH              Sole     X
MATTHEWS STUDIO EQUIPMENT       COM               577140106            218       69900SH              Sole     X
MATTSON TECH.                   COM               577223100            670       39100SH              Sole     X
MAXTOR CORP.                    COM NEW           577729205           1891      260800SH              Sole     X
MAXIM INTEGRATED PROD., I       COM               57772K101          52685     1116500SH              Sole     X
MAXWELL TECHNOLOGIES INC.       COM               577767106            398       39800SH              Sole     X
MAXYGEN                         COM               577776107           2663       37500SH              Sole     X
MAY DEPARTMENT STORES CO.       COM               577778103         151685     4703414SH              Sole     X
MAXICARE HEALTHPLAN             COM NEW           577904204            377      130978SH              Sole     X
MAXXAM, INC.                    COM               577913106           2743       63980SH              Sole     X
MAVERICK TUBE CORP.             COM               577914104           3644      147600SH              Sole     X
MAXIMUS, INC.                   COM               577933104           6950      204794SH              Sole     X
MAYTAG CORP.                    COM               578592107          65047     1355136SH              Sole     X
MCAFEE.COM CORP                 CL A              579062100           1125       25000SH              Sole     X
THE MCCLATCHY CO. CLASS A       CL A              579489105           5086      117600SH              Sole     X
MCCORMICK & COMPANY, INC.       COM NON VTG       579780206           9788      329000SH              Sole     X
MCDERMOTT INTERNATIONAL         COM               580037109           7291      804519SH              Sole     X
MCDONALD'S CORP.                COM               580135101         777192    19279188SH              Sole     X
MCGRATH RENT CORP.              COM               580589109           1556       88900SH              Sole     X
THE MCGRAW-HILL COS., INC       COM               580645109         172093     2792592SH              Sole     X
MCKESSON HBOC, INC.             COM               58155Q103          89081     3948187SH              Sole     X
MCLEOD, INC.                    COM               582266102          32493      551897SH              Sole     X
MCMORAN EXPORATION CO.          COM               582411104           3189      150938SH              Sole     X
MCWHORTER TECHNOLOGIES          COM               582803102           1093       68300SH              Sole     X
MEAD CORP                       COM               582834107          69492     1599813SH              Sole     X
MEADE INSTRUMENTS CORP.         COM               583062104            792       27800SH              Sole     X
MECH FINANCIAL, INC.            COM               583492103            747       21600SH              Sole     X
MECHANICAL TECHNOLOGY           COM               583538103           1175       50545SH              Sole     X
MEDALLION FINANCIAL CORP.       COM               583928106            997       55600SH              Sole     X
MECON, INC.                     COM               58400M105            608       56200SH              Sole     X
MEDCO RESEARCH, INC.            COM               584059109           3493      116200SH              Sole     X
MEDFORD BANCORP INC.            COM               584131106           1603       96400SH              Sole     X
MEDIA GENERAL CLASS A           CL A              584404107           5028       96700SH              Sole     X
MEDIAONE GROUP                  COM               58440J104         679835     8850574SH              Sole     X
MEDIA 100 INC.                  COM               58440W105            209        7900SH              Sole     X
MEDIA METRIX, INC.              COM               58440X103           1998       55900SH              Sole     X
MEDIALINK WORLDWIDE             COM               58445P105            672       83300SH              Sole     X
MEDIAPLEX, INC.                 COM               58446B105           4970       79200SH              Sole     X
MEDIABAY, INC.                  COM               58446J108            506       45200SH              Sole     X
MEDICAL ALLIANCE INC.           COM               58449S105             10        5000SH              Sole     X
MEDICAL ASSURANCE INC.          COM               58449U100           2766      130526SH              Sole     X
MEDICAL MANAGER GROUP           COM               58461U103          11350      134718SH              Sole     X
MEDICALOGIC INC                 COM               584642102            277       13200SH              Sole     X
MEDICIS PHARMACEUTICAL          CL A NEW          584690309          10617      249449SH              Sole     X
MEDIMMUNE INC.                  COM               584699102          68188      411083SH              Sole     X
MEDICONSULT. COM, INC.          COM               58469J100            443       70800SH              Sole     X
MEDICAL DYNAMICS, INC.          COM PAR $0.001    584900401             62       63700SH              Sole     X
MEDIWARE INFORMATION SYS        COM               584946107            162       20900SH              Sole     X
MEDQUIST INC                    COM               584949101           7648      296300SH              Sole     X
MEDTOX SCIENTIFIC, INC.         COM NEW           584977201              4         420SH              Sole     X
MEDITRUST COMPANIES             PAIRED CTF NEW    58501T306           2103      382363SH              Sole     X
MEDPLUS INC.                    COM               58504P103            185       26500SH              Sole     X
MEDTRONIC, INC.                 COM               585055106         690070    18938463SH              Sole     X
MELLON FINANCIAL CORP.          COM               58551A108         255415     7498420SH              Sole     X
MEMBERWORKS, INC.               COM               586002107           3525      106200SH              Sole     X
MEN'S WEARHOUSE, INC.           COM               587118100           8461      288029SH              Sole     X
MENTOR CORP.                    COM               587188103           5932      229823SH              Sole     X
MENTOR GRAPHICS CORP.           COM               587200106           6647      504020SH              Sole     X
MERCANTILE BANK SHARES CO       COM               587405101           8632      270265SH              Sole     X
MERCHANTS BANCSHARES INC.       COM               588448100           1041       48700SH              Sole     X
MERCHANTS GROUP INC.            COM               588539106            294       15100SH              Sole     X
MERCHANTS N.Y. BANCORP          COM               589167105           2254      131600SH              Sole     X
MERCK & CO., INC.               COM               589331107        2486151    37072144SH              Sole     X
MERCURY COMPUTER SYSTEMS        COM               589378108           2972       84900SH              Sole     X
MERCURY GENL CORP NE            COM               589400100           3240      145600SH              Sole     X
MERCURY INTERACTIVE CORP.       COM               589405109          34572      320300SH              Sole     X
MEREDITH CORP.                  COM               589433101          30947      742352SH              Sole     X
MERIDIAN DIAGNOSTICS, INC       COM               589602101            556       76729SH              Sole     X
MERIDIAN RESOURCE CORP          COM               58977Q109            597      194844SH              Sole     X
MERISEL, INC.                   COM               589849108            903      688310SH              Sole     X
MERISTAR HOSPITALITY CORP       COM               58984Y103          12044      752781SH              Sole     X
MERIDIAN GOLD                   COM               589975101           2487      365000SH              Sole     X
MERISTAR HOTELS & RESORTS       COM               589988104           1214      340700SH              Sole     X
MERITOR AUTOMOTIVE INC.         COM               59000G100           8736      450892SH              Sole     X
MERITAGE CORPORATION            COM               59001A102            288       26300SH              Sole     X
MERIX CORP.                     COM               590049102           1179      107200SH              Sole     X
MERRILL LYNCH & CO., INC.       COM               590188108         451826     5411094SH              Sole     X
MERRY LAND PROPERTIES INC       COM               590441101            118       22425SH              Sole     X
MESA AIR GROUP INC              COM               590479101           2416      508700SH              Sole     X
MESABA HOLDINGS INC.            COM               59066B102           1670      146050SH              Sole     X
MESSAGEMEDIA INC.               COM               590787107           3580      254600SH              Sole     X
MET PRO CORP.                   COM               590876306            916       91624SH              Sole     X
META GROUP INC.                 COM               591002100           1083       57000SH              Sole     X
METACREATIONS                   COM               591016100           1577      183484SH              Sole     X
METAL MANAGEMENT INC.           COM               591097100            356       95000SH              Sole     X
METALS USA INC.                 COM               591324108           1047      123175SH              Sole     X
METAMOR WORLDWIDE, INC.         COM               59133P100           7401      254125SH              Sole     X
METASOLV SOFTWARE, INC.         COM               591393103           7112       87000SH              Sole     X
METHODE ELECTRONICS CL A        CL A              591520200           8330      259300SH              Sole     X
METRICOM                        COM               591596101           8193      104200SH              Sole     X
METRIS COS. INC                 COM               591598107           9704      271920SH              Sole     X
METRIKA SYSTEMS CORP.           COM               59159M106            265       44200SH              Sole     X
METRO-GOLDWYN-MAYER INC.        COM               591610100          14927      633524SH              Sole     X
METRO INFORMATION SERV.         COM               59162P104           1627       67800SH              Sole     X
METRO ONE TELECOMM.             COM               59163F105            564       43400SH              Sole     X
METROCALL INC                   COM               591647102            553      327700SH              Sole     X
METROLOGIC INSTRUMENTS          COM               591676101            473       35000SH              Sole     X
METROMEDIA FIBER NETWORK        CL A              591689104          28940      603712SH              Sole     X
METROMEDIA INT'L GROUP          COM               591695101           1776      373800SH              Sole     X
METROWEST BANK                  COM               592668107            580       97638SH              Sole     X
METTLER-TOLEDO INT'L.           COM               592688105           6156      161200SH              Sole     X
MIAMI COMPUTER SUPPLY           COM               593261100           2821       76000SH              Sole     X
MICHAEL FOODS GROUP, INC.       COM               594079105           8480      344355SH              Sole     X
MICHAELS STORES, INC.           COM               594087108           6866      240918SH              Sole     X
MICHIGAN FINANCIAL CORP.        COM               594480105            929       33711SH              Sole     X
MICREL INC.                     COM               594793101          16506      289900SH              Sole     X
MICROS SYSTEMS INC.             COM               594901100          11089      149852SH              Sole     X
MICROSOFT CORP.                 COM               594918104        9525146    81585830SH              Sole     X
MICROAGE, INC.                  COM               594928103            134       38300SH              Sole     X
MICROVISION, INC.               COM               594960106            363       12000SH              Sole     X
MICROSTRATEGY INC.              CL A              594972101          39753      189300SH              Sole     X
MICROCHIP TECH.,INC.            COM               595017104          12826      187416SH              Sole     X
MICRO WAREHOUSE, INC.           COM               59501B105           6934      374790SH              Sole     X
MICROGRAFX INC                  COM               595077108            322       73500SH              Sole     X
MICROMUSE INC.                  COM               595094103          14770       86884SH              Sole     X
MICRON ELECTRONICS INC.         COM               595100108           4508      405200SH              Sole     X
MICRON TECHNOLOGY, INC.         COM               595112103         300771     3868438SH              Sole     X
MICROTOUCH SYSTEMS, INC.        COM               595145103            996       78900SH              Sole     X
MICROWARE SYSTEMS CORP.         COM               595150103            942      198300SH              Sole     X
MICROWAVE POWER DEVICES         COM               59517M103            916      128600SH              Sole     X
MID-AMERICA APARTMNT REIT       COM               59522J103           6224      275100SH              Sole     X
MID ATLANTIC REALTY TRUST       SH BEN INT        595232109           1729      171800SH              Sole     X
MID ATLANTIC MEDICAL SVCS       COM               59523C107           3799      457000SH              Sole     X
MID-STATE BANCSHARES            COM               595440108           1463       45900SH              Sole     X
MIDAS INC.                      COM               595626102           3219      147136SH              Sole     X
MIDAMERICAN HOLDINGS CO.        COM               59562V107          16509      490062SH              Sole     X
MID-AMERICA BANCORP             COM               595915109           2257       79190SH              Sole     X
MIDDLEBY CORP                   COM               596278101            516       91800SH              Sole     X
MIDDLESEX WATER CO.             COM               596680108            813       25400SH              Sole     X
MIDLAND CO.                     COM               597486109             62        3000SH              Sole     X
MIDWEST EXPRESS HOLDINGS        COM               597911106           3720      116700SH              Sole     X
MIDWAY GAMES INC.               COM               598148104           7910      330432SH              Sole     X
MID WEST GRAIN PRODUCTS         COM               59832G104            425       57650SH              Sole     X
MILACRON, INC.                  COM               598709103          10152      660277SH              Sole     X
MILLENNIUM PHARMACEUTICAL       COM               599902103          46705      382831SH              Sole     X
MILLENIUM CHEMICALS INC         COM               599903101           4473      226482SH              Sole     X
MILLER EXPLORATION CO.          COM               600533103             29       26600SH              Sole     X
HERMAN MILLER, INC.             COM               600544100          10018      435550SH              Sole     X
MILLER INDUSTRIES INC.          COM               600551105           1006      349750SH              Sole     X
MILLIPORE CORP.                 COM               601073109          28517      738311SH              Sole     X
MILLS CORP. REIT                COM               601148109           5443      304500SH              Sole     X
MILTON FEDERAL FINANCIAL        COM               601795107            263       21000SH              Sole     X
MINDSPRING ENTERPRISES          COM               602683104           4624      175100SH              Sole     X
MINE SAFETY APPLIANCES CO       COM               602720104           2042       31900SH              Sole     X
MINERALS TECHNOLOGIES, IN       COM               603158106           6259      156240SH              Sole     X
MINIMED INC.                    COM               60365K108          10511      143500SH              Sole     X
MINNESOTA MINING & MFG. C       COM               604059105         567049     5793608SH              Sole     X
MINNESOTA POWER INC             COM               604110106           4436      261900SH              Sole     X
MINNTECH CORP.                  COM               604258103            776       80600SH              Sole     X
MIPS TECHNOLOGIES, INC.         CL A              604567107           6708      129000SH              Sole     X
MIRAGE RESORTS INC.             COM               60462E104          42464     2773145SH              Sole     X
MIRAVANT MEDICAL TECH.          COM               604690107           1457      156500SH              Sole     X
MISSION CRITICAL SOFTWARE       COM               605047109           1414       20200SH              Sole     X
MISSION WEST PROPERTIES         COM               605203108            873      112600SH              Sole     X
MISSISSIPPI CHEMICAL            COM NEW           605288208           2256      364561SH              Sole     X
MISSISSIPPI VALLEY BKSHRS       COM               605720101            162        6000SH              Sole     X
MITCHAM INDUSTRIES INC.         COM               606501104            327       95000SH              Sole     X
MITCHELL ENERGY DEV CL A        CL A              606592202           4163      188700SH              Sole     X
MITCHELL ENERGY &DEV-CL B       CL B              606592301             11         500SH              Sole     X
MOBIUS MANAGEMENT SYSTEMS       COM               606925105            728       91700SH              Sole     X
MOBILE AMERICA CORP             COM PAR $0.025    607235504              7        3400SH              Sole     X
MOBILE MINI, INC.               COM               60740F105            963       44800SH              Sole     X
MOCON INC.                      COM               607494101            355       59162SH              Sole     X
MODEM MEDIA . POPPE TYSON       CL A              607533106           1400       19900SH              Sole     X
MODINE MANUFACTURING CO.        COM               607828100           4873      194930SH              Sole     X
MODIS PROFESSIONAL SVS          COM               607830106           8609      604137SH              Sole     X
MODTECH HOLDINGS INC.           COM               60783C100             28        4679SH              Sole     X
MOHAWK INDUSTRIES INC.          COM               608190104           8747      331650SH              Sole     X
MOLECULAR BIOSYSTEMS, INC       COM               608513107            228      228131SH              Sole     X
MOLECULAR DEVICES CORP          COM               60851C107           3401       65400SH              Sole     X
MOLEX, INC.                     COM               608554101         110122     1942618SH              Sole     X
MOLEX NON VTG  CL A             CL A              608554200            147        3241SH              Sole     X
MOMENTUM BUS. APPS., INC.       CL A              60877P108            392       49802SH              Sole     X
MONACO COACH CORP.              COM               60886R103           4321      169025SH              Sole     X
MONARCH DENTAL CORP             COM               609044102             43       25000SH              Sole     X
ROBERT MONDAVI CORP.            CL A              609200100           1195       34400SH              Sole     X
MONSANTO CO.                    COM               611662107         319212     8960330SH              Sole     X
MONTANA POWER CO.               COM               612085100          14556      403620SH              Sole     X
THE MONY GROUP INC.             COM               615337102           9524      326300SH              Sole     X
J. P. MORGAN & CO., INC.        COM               616880100         315865     2494491SH              Sole     X
MORGAN KEEGAN, INC.             COM               617410105           2819      167700SH              Sole     X
MORGAN ST DEAN WITTER           COM NEW           617446448        1157980     8111942SH              Sole     X
MORRISON KNUDSEN CORP.          COM               61844A109           1987      254300SH              Sole     X
MORRISON MANAGEMENT             COM               618459101           2749      127482SH              Sole     X
MORTONS RESTAURANT GROUP        COM               619429103           1017       65600SH              Sole     X
MOSSIMO, INC.                   COM               619696107           1096      136000SH              Sole     X
MOTOROLA, INC.                  COM               620076109        1277317     8674478SH              Sole     X
MOVADO GROUP, INC.              COM               624580106             22        1000SH              Sole     X
MPATH INTERACTIVE, INC.         COM               62473C101           1797       67500SH              Sole     X
MP3.COM, INC.                   COM               62473M109           6109      192800SH              Sole     X
MUELLER (PAUL) CO.              COM               624752101            641       22200SH              Sole     X
MUELLER INDUSTRIES INC.         COM               624756102          11172      308200SH              Sole     X
MULTIPLE ZONES INT'L INC.       COM               624906103            304       42300SH              Sole     X
MULTEX.COM INC.                 COM               625367107           4647      123500SH              Sole     X
MULTIGRPHICS INC.               COM               625440102             22       19200SH              Sole     X
MURPHY OIL CORP.                COM               626717102           9451      164730SH              Sole     X
MUSE TECHNOLOGIES, INC.         COM               627487101            102       33300SH              Sole     X
MUSICMAKER.COM, INC.            COM               62757C108             41        7000SH              Sole     X
MUSICLAND STORES CORP.          COM               62758B109           5570      660100SH              Sole     X
MUSTANG.COM, INC.               COM               628188104            356       22800SH              Sole     X
MUTUAL RISK MGT LTD             COM               628351108           1321       78600SH              Sole     X
MYERS INDUSTRIES, INC.          COM               628464109           2938      186538SH              Sole     X
MYLAN LABORATORIES, INC.        COM               628530107          16500      655070SH              Sole     X
MYRIAD GENETICS INC.            COM               62855J104           1564       34000SH              Sole     X
MYSTIC FIANCIAL, INC.           COM               628643108             15        1400SH              Sole     X
NBC INTERNET, INC. CL. A        CL A              62873D105           6327       81900SH              Sole     X
N B T BANCORP INC.              COM               628778102           2647      170769SH              Sole     X
NBTY INC.                       COM               628782104           6234      539200SH              Sole     X
NCH CORP.                       COM               628850109           1625       36460SH              Sole     X
NCI BUILDING SYSTEMS INC.       COM               628852105           2424      131000SH              Sole     X
NCO GROUP                       COM               628858102           5055      167799SH              Sole     X
NCR CORP.                       COM               62886E108          37447      988698SH              Sole     X
NCS HEALTHCARE INC.             CL A              628874109            504      209321SH              Sole     X
NS GROUP INC                    COM               628916108            321       42100SH              Sole     X
NFO WORLDWIDE, INC.             COM               62910N108           4338      193873SH              Sole     X
N L INDUSTRIES, INC.            COM NEW           629156407           3864      256500SH              Sole     X
NMBT CORP                       COM               629189101            101        4200SH              Sole     X
NPC INTERNATIONAL CL A          COM               629360306           1792      227600SH              Sole     X
NTL INC.                        COM               629407107          41089      329367SH              Sole     X
NUI CORP.                       COM               629430109           2245       85100SH              Sole     X
NVR, INC.                       COM               62944T105           3261       68300SH              Sole     X
NY MAGIC, INC.                  COM               629484106           1182       89600SH              Sole     X
NABISCO HOLDINGD CORP.          CL A              629526104           6840      216300SH              Sole     X
NABISCO GROUP HOLDINGS          COM               62952P102          50569     4759451SH              Sole     X
NABORS INDUSTRIES, INC.         COM               629568106          21019      679403SH              Sole     X
NACCO INDUSTRIES, INC. CL       CL A              629579103           8721      156950SH              Sole     X
NASH-FINCH CO.                  COM               631158102            298       46800SH              Sole     X
NASHUA CORP.                    COM               631226107            918      122400SH              Sole     X
NASTECH PHARMACEUTICAL          COM PAR $0.006    631728409            282       83500SH              Sole     X
NATL BANK CORP. (ALASKA)        COM               632587101           3867      137800SH              Sole     X
NATL BANCSHARES CRP-TEXAS       COM NEW P$0.01    632593505            187       12600SH              Sole     X
NAT'L BEVERAGE CORP.            COM               635017106            582       70540SH              Sole     X
NATIONAL CITY BANCORPORAT       COM               635312101           1000       59674SH              Sole     X
NATIONAL CITY BANCSHARES        COM               635313109           2602      103566SH              Sole     X
NATIONAL CITY CORP.             COM               635405103         202564     8551521SH              Sole     X
NATIONAL COMMUNITY BANCOR       COM               635449101           8937      393900SH              Sole     X
NATIONAL COMPUTER SYSTEMS       COM               635519101           9922      263700SH              Sole     X
NATIONAL DATA CORP.             COM               635621105           5099      150250SH              Sole     X
NATIONAL DENTEX CORP.           COM               63563H109            678       40200SH              Sole     X
NATIONAL DISCOUNT BROKERS       COM               635646102           2754      104400SH              Sole     X
NATIONAL EQUIPMENT SVCS.        COM               635847106            832      133100SH              Sole     X
NATIONAL FUEL & GAS CO.         COM               636180101           6464      139020SH              Sole     X
NATIONAL GOLF PROPS REIT        COM               63623G109           3660      185300SH              Sole     X
NATIONAL HEALTH INVS            COM               63633D104           2770      186200SH              Sole     X
NAT'L. INFO CONSORTIUM          COM               636491102           4547      142100SH              Sole     X
NATIONAL INSTRUMENTS CORP       COM               636518102          13185      344700SH              Sole     X
NATIONAL-OILWELL INC.           COM               637071101           5582      355800SH              Sole     X
NATIONAL PENN BANCSHARES        COM               637138108           1881       74865SH              Sole     X
NATIONAL PRESTO IND., INC       COM               637215104           3483       98100SH              Sole     X
NATIONAL PROCESSING, INC.       COM               637229105           1586      178700SH              Sole     X
NATIONAL R. V. HOLDINGS         COM               637277104           1565       81273SH              Sole     X
NATIONAL RECORD MART, INC       COM               637355108            146       53000SH              Sole     X
NATIONAL RESEARCH CORP.         COM               637372103              8        2000SH              Sole     X
NATIONAL SEMICONDUCTOR          COM               637640103         121296     2833185SH              Sole     X
NATIONAL SERVICE IND., IN       COM               637657107          16537      560593SH              Sole     X
NATIONAL STEEL CORP CL B        CL B              637844309           2083      280100SH              Sole     X
NATIONAL TECHTEAM INC.          COM               638108100            422       87700SH              Sole     X
NATL WSTRN LIFE INSR. CO.       CL A              638522102           1318       19200SH              Sole     X
NATIONSRENT,  INC.              COM               638588103            633      112500SH              Sole     X
NATIONWIDE FINANCIAL SRVC       CL A              638612101           9069      324600SH              Sole     X
NATIONWIDE HEALTH PROP. I       COM               638620104           4180      304000SH              Sole     X
NATROL, INC.                    COM               638789107            464       66300SH              Sole     X
NATURAL ALTERNATIVES INTL       COM NEW           638842302            161       49500SH              Sole     X
NAVIGATORS GROUP, INC.          COM               638904102            427       42700SH              Sole     X
NATURAL WONDERS                 COM               639014109              3        2000SH              Sole     X
NATURE'S SUNSHINE INC.          COM               639027101            904      112982SH              Sole     X
NAUTICA ENTERPRISES INC.        COM               639089101           3654      323000SH              Sole     X
NAVARRE CORP                    COM               639208107            504       87700SH              Sole     X
NAVISTAR INTERNATIONAL CO       COM               63934E108          58372     1232120SH              Sole     X
NAVIDEC, INC.                   COM               63934Q101            828       69000SH              Sole     X
NAVISITE, INC.                  COM               63935M109           7650       76500SH              Sole     X
NAVIGANT CONSULTING CO          COM               63935N107           3317      305040SH              Sole     X
NAVIGANT INTERNATIONAL          COM               63935R108            860       73563SH              Sole     X
NEFF CORP.                      CL A              640094108            453       71100SH              Sole     X
NEIMAN MARCUS GROUP CLS-A       CL A              640204202           9529      341100SH              Sole     X
NEIMAN MARCUS GROUP CLS-B       CL B              640204301           1624       60302SH              Sole     X
THOMAS NELSON INC.              COM               640376109            781       84400SH              Sole     X
NEOMAGIC CORP                   COM               640497103           1341      122600SH              Sole     X
NEOMEDIA TECHNOLOGIES           COM               640505103            173       36400SH              Sole     X
NEON SYSTEMS, INC.              COM               640509105           1331       33900SH              Sole     X
NEOPROBE CORP.                  COM               640518106             22       50000SH              Sole     X
NEOPHARM                        COM               640919106           1080       50100SH              Sole     X
NETWORK EVENT THEATER           COM               640924106           1607       54000SH              Sole     X
NET.B@NK, INC.                  COM               640933107           3173      171500SH              Sole     X
NETWORK ASSOCIATES, INC.        COM               640938106          16042      601109SH              Sole     X
NET PERCEPTIONS, INC.           COM               64107U101           2524       60100SH              Sole     X
NET2PHONE, INC.                 COM               64108N106           2311       50318SH              Sole     X
NETCENTIVES INC                 COM               64108P101           2536       40700SH              Sole     X
NETEGRITY INC.                  COM               64110P107           2414       42400SH              Sole     X
NETMANAGE, INC.                 COM               641144100           2673      541467SH              Sole     X
NETRIX CORP.                    COM               641148101           2150      143900SH              Sole     X
NETOPIA INC                     COM               64114K104           3118       57400SH              Sole     X
NET OBJECTS INC.                COM               64114L102             97        5900SH              Sole     X
NETRO CORP.                     COM               64114R109           6054      118700SH              Sole     X
NETSMART TECHN., INC.           COM NEW           64114W306             24        3733SH              Sole     X
NETIQ CORP.                     COM               64115P102           3181       61100SH              Sole     X
NETIVATION.COM, INC.            COM               64115R108            201       35000SH              Sole     X
NETMOVES, CORP.                 COM               64116A104           1164      166300SH              Sole     X
NETRATINGS INC                  COM               64116M108            154        3200SH              Sole     X
NETWORK EQUIPMENT TECHNLG       COM               641208103           2585      218847SH              Sole     X
NETWORK APPLIANCE, INC.         COM               64120L104         192456     2317002SH              Sole     X
NETWORK ACCESS SOLUTIONS        COM               64120S109           5191      157300SH              Sole     X
NETWORK SOLUTIONS INC.          COM               64121Q102          21806      100227SH              Sole     X
NETWORK PERIPHERALS, INC.       COM               64121R100           6606      139800SH              Sole     X
NETWORK PLUS CORP.              COM               64122D506           2921      139100SH              Sole     X
NETZERO INC                     COM               64122R109           7564      280800SH              Sole     X
NEUBERGER BERMAN INC.           COM               641234109           3085      124000SH              Sole     X
NEUROGEN CORP.                  COM               64124E106           2049      124200SH              Sole     X
NEW CENTURY FINANCIAL COR       COM               64352D101            827       52500SH              Sole     X
NEW CENTURY ENERGIES INC.       COM               64352U103          49283     1622485SH              Sole     X
NEW ENGLAND BUSINESS SVC.       COM               643872104           2730      111700SH              Sole     X
NEW ENGLAND ELECTRIC SYST       COM               644001109          11171      215860SH              Sole     X
NEW ERA OF NETWORKS, INC.       COM               644312100           4362       91600SH              Sole     X
NEW FRONTIER MEDIA, INC.        COM               644398109            104       24400SH              Sole     X
NEW JERSEY RESOURCES CORP       COM               646025106           5832      149300SH              Sole     X
NEW MEXICO & ARIZONA LAND       COM               647072107            693      138623SH              Sole     X
NEW PLAN EXCEL REALTY TR.       COM               648053106          15213      962067SH              Sole     X
NEW YORK TIMES CO CLASS A       CL A              650111107         117104     2383789SH              Sole     X
NEWCOR INC                      COM               651186108            115       43880SH              Sole     X
NEWELL RUBBERMAID INC.          COM               651229106         115460     3981383SH              Sole     X
NEWFIELD EXPLORATION CO.        COM               651290108          10309      385400SH              Sole     X
NEWMIL BANCORP INC.             COM               651633109           1188       91400SH              Sole     X
NEWMONT MINING CORP.            COM               651639106          59719     2437500SH              Sole     X
NEWPARK RESOURCES               COM PAR $.01NEW   651718504           3556      580500SH              Sole     X
NEWPORT NEWS SHIPBUILDING       COM               652228107           7507      272982SH              Sole     X
NEWS COMMUNICATIONS, INC.       COM PAR $.01 N    652484809              1         501SH              Sole     X
NEWSOUTH BANCORP INC.           COM               652495102            478       25850SH              Sole     X
NEWSTAR MEDIA, INC.             COM               652503103             23       43500SH              Sole     X
NIAGARA BANCORP, INC.           COM               652914102            245       23900SH              Sole     X
NEXTCARD, INC.                  COM               65332K107           4473      154915SH              Sole     X
NEXTEL COMMUNICATIONS INC       CL A              65332V103         601203     5829847SH              Sole     X
NEXTLINK COMM.                  CL A              65333H707          22488      270731SH              Sole     X
NEXT LEVEL COMMUNICATIONS       COM               65333U104          16001      213700SH              Sole     X
NIAGARA MOHAWK HOLDINGS         COM               653520106          38321     2749491SH              Sole     X
NICOR, INC.                     COM               654086107          21126      650032SH              Sole     X
NIKE, INC. CLASS B              CL B              654106103         194759     3929569SH              Sole     X
99 CENTS ONLY STORES            COM               65440K106           5254      137371SH              Sole     X
NISOURCE, INC.                  COM               65473P105           8105      453400SH              Sole     X
NITCHES INC.                    COM               65476M109            116       30128SH              Sole     X
NOBILITY HOMES, INC.            COM               654892108            179       34000SH              Sole     X
NOBLE AFFILIATES, INC.          COM               654894104          12244      571130SH              Sole     X
NOBLE DRILLING CORP.            COM               655042109          19707      601750SH              Sole     X
NOODLE KIDOODLE INC.            COM               655370104             24        5000SH              Sole     X
NORD RESOURCES CORP.            COM               655555100             24      160600SH              Sole     X
NORDSON CORP.                   COM               655663102           5752      119220SH              Sole     X
NORDSTROM, INC.                 COM               655664100          51229     1956249SH              Sole     X
NORFOLK SOUTHERN CORP.          COM               655844108         108112     5273757SH              Sole     X
NORSTAN INC.                    COM               656535101            335       52600SH              Sole     X
NORTEK, INC.                    COM               656559101           2734       97652SH              Sole     X
NORTEL NETWORKS CORP.           COM               656569100        1894275    18755194SH              Sole     X
NORTH AMERICAN SCIENTIFIC       COM               65715D100            425       47200SH              Sole     X
NORTH AMERICAN VACCINE, I       COM               657201109            774      172000SH              Sole     X
NORTH FORK BANCORP., INC.       COM               659424105           8566      489478SH              Sole     X
NORTH PITTSBURGH SYSTEMS        COM               661562108            805       54600SH              Sole     X
NORTHEAST OPTIC NETWORK         COM               664334109           4436       70900SH              Sole     X
NORTHEAST UTILITIES             COM               664397106          13037      634040SH              Sole     X
NORTHERN STATES POWER CO.       COM               665772109          41634     2135101SH              Sole     X
NORTHERN TRUST CORP.            COM               665859104         163746     3089548SH              Sole     X
NORTHPOINT COMMUNICATIONS       COM               666610100           8359      348300SH              Sole     X
NORTHROP GRUMAN CORP.           COM               666807102          55894     1033875SH              Sole     X
NORTHWEST AIRLINES CORP.        CL A              667280101           6915      310800SH              Sole     X
NORTHWEST BANCORP INC.          COM               667328108           1822      262700SH              Sole     X
NORTHWEST NATURAL GAS CO.       COM               667655104           5397      246000SH              Sole     X
NORTHWEST PIPE COMPANY          COM               667746101             42        3000SH              Sole     X
NORTHWESTERN CORP.              COM               668074107           4215      191600SH              Sole     X
NOVA CORP.                      COM               669784100           8516      269816SH              Sole     X
NU HORIZONS ELECTRONICS         COM               669908105            988       74550SH              Sole     X
NOVACARE, INC.                  COM               669930109             30      160888SH              Sole     X
NOVAVAX INC.                    COM               670002104           1705      303200SH              Sole     X
NOVELL, INC.                    COM               670006105         191243     4803591SH              Sole     X
NOVELLUS SYSTEMS, INC.          COM               670008101          25156      205300SH              Sole     X
NOVEN PHARMACEUTICALS           COM               670009109           1406       77600SH              Sole     X
NOVOSTE CORP.                   COM               67010C100           2779      168400SH              Sole     X
NU SKIN ENTERPRISES, INC.       CL A              67018T105            367       40500SH              Sole     X
NSTAR                           COM               67019E107          17542      433124SH              Sole     X
NUCOR CORP.                     COM               670346105          68934     1257634SH              Sole     X
NUEVO ENERGY CO.                COM               670509108           3291      175500SH              Sole     X
NUMEREX CORP.                   CL A              67053A102            674       54500SH              Sole     X
NUTRITION FOR LIFE INT'L.       COM PAR $0.01     67061S202             96       43900SH              Sole     X
NVIDIA CORP.                    COM               67066G104           8787      187200SH              Sole     X
NYFIX, INC.                     COM               670712108           1366       48150SH              Sole     X
OEA, INC.                       COM               670826106           1316      269900SH              Sole     X
OAO TECHNOLOGY                  COM               67082B105            935      120700SH              Sole     X
OGE ENERGY CORP.                COM               670837103           5443      286490SH              Sole     X
OM GROUP INC.                   COM               670872100           8244      239400SH              Sole     X
ONIX SYSTEMS                    COM               67088G108             18        3000SH              Sole     X
O'SULLIVAN INDUSTRIES PFD       PFD SR 12%        67104Q205             71      138300SH              Sole     X
OAK HILL FINANCIAL, INC.        COM               671337103            295       20200SH              Sole     X
OAK INDUSTRIES INC              COM NEW           671400505          17488      164791SH              Sole     X
OAK TECHNOLOGY, INC.            COM               671802106           3565      377800SH              Sole     X
OAKLEY, INC.                    COM               673662102           2364      425000SH              Sole     X
OAKWOOD HOMES CORP.             COM               674098108           1196      375300SH              Sole     X
OBIE MEDIA CORP                 COM               674391107            180       15510SH              Sole     X
OBJECT DESIGN INC.              COM               674416102           4485      309300SH              Sole     X
OBJECTIVE SYS. INTEGRATOR       COM               674424106           1359      205200SH              Sole     X
OCCIDENTAL PETROLEUM CORP       COM               674599105         110736     5120719SH              Sole     X
OCEAN ENERGY, INC.              COM               67481E106           6782      875130SH              Sole     X
OCEANEERING INTERNATIONAL       COM               675232102           3409      228200SH              Sole     X
OCEANFIRST FINANCIAL CORP       COM               675234108           2060      119000SH              Sole     X
OCTEL CORP.                     COM               675727101            709       68375SH              Sole     X
OCULAR SCIENCES INC.            COM               675744106           2027      107400SH              Sole     X
OCWEN FINANCIAL CORP.           COM               675746101           2328      372500SH              Sole     X
ODWALLA, INC.                   COM               676111107              6        1000SH              Sole     X
OFFICE DEPOT, INC.              COM               676220106          53257     4869222SH              Sole     X
OFFICEMAX, INC.                 COM               67622M108           5049      917930SH              Sole     X
OFFSHORE LOGISTICS, INC.        COM               676255102           2904      309800SH              Sole     X
OGDEN CORP.                     COM               676346109           4834      404936SH              Sole     X
OHIO ART CO.                    COM               677143109            337       14800SH              Sole     X
OHIO CASUALTY CORP.             COM               677240103           7710      480018SH              Sole     X
OHIO VALLEY BANC CORP.          COM               677719106            579       17225SH              Sole     X
OIL-DRI CORP. OF AMERICA        COM               677864100            757       52675SH              Sole     X
OLD DOMINION FREIGHT            COM               679580100            655       60915SH              Sole     X
OLD KENT FINANCIAL CORP.        COM               679833103          63596     1797760SH              Sole     X
OLD NATIONAL BANCORP            COM               680033107           3992      123076SH              Sole     X
OLD REPUBLIC INTERNATIONL       COM               680223104           7157      525312SH              Sole     X
OLIN CORP.                      COM PAR $1        680665205           6200      312920SH              Sole     X
OLSTEN CORP.                    COM               681385100           7268      642455SH              Sole     X
OMNICARE, INC.                  COM               681904108           3871      322590SH              Sole     X
OMNICOM GROUP INC.              COM               681919106         277105     2771045SH              Sole     X
OMEGA HEALTHCARE INVESTOR       COM               681936100           2149      169341SH              Sole     X
OMTOOL, LTD.                    COM               681974101            200       84000SH              Sole     X
1-800 CONTACTS, INC.            COM               681977104            788       29100SH              Sole     X
OMEGA FINANCIAL CORP.           COM               682092101           2639       91012SH              Sole     X
OMEGA WORLDWIDE, INC.           COM               68210B108            772      165853SH              Sole     X
OMNI ENERGY SERVICES            COM               68210T109              8        7400SH              Sole     X
OMEGA RESEARCH, INC.            COM               68211E101            284       47400SH              Sole     X
OMNOVA SOLUTIONS INC.           COM               682129101           2601      335600SH              Sole     X
OMNIPOINT CORP.                 COM               68212D102          36151      299700SH              Sole     X
OMNI NUTRACEUTICALS INC.        COM               68212M102             47       41400SH              Sole     X
ON ASSIGNMENT, INC.             COM               682159108           3313      110900SH              Sole     X
ON COMMAND CORP.                COM               682160106            599       32400SH              Sole     X
ONDISPLAY, INC.                 COM               68232L100           3381       37200SH              Sole     X
ONE VALLEY BNCRP INC            COM               682419106           7242      236461SH              Sole     X
1-800-FLOWERS.COM, INC.         CL A              68243Q106           1024       95800SH              Sole     X
ONEIDA LTD.                     COM               682505102           2437      112068SH              Sole     X
ONEMAIN.COM, INC.               COM               68267P109           2084      138900SH              Sole     X
ONEOK INC                       COM               682680103          14275      568166SH              Sole     X
ONHEALTH NETWORK CO.            COM               68272W107           1311      146700SH              Sole     X
ONLINETRADINGINC.COM            COM               68273D108            287       26400SH              Sole     X
ONYX ACCEPTANCE CORP.           COM               682914106            372       58300SH              Sole     X
ONEWORLD SYSTEMS, INC.          COM NEW           682917307              0        1660SH              Sole     X
ON2.COM INC.                    COM               68338A107           5374      185300SH              Sole     X
ONYX SOFTWARE CORP.             COM               683402101           4518      122100SH              Sole     X
OPEN MARKET INC.                COM               68370M100          11782      261100SH              Sole     X
OPTICAL CABLE CORP.             COM               683827109           3000      150000SH              Sole     X
OPTICAL COATING LAB, INC.       COM               683829105          30241      102166SH              Sole     X
ORACLE CORPORATION              COM               68389X105        2533661    22609355SH              Sole     X
OPTIKA IMAGING SYSTEMS          COM               683973101            318       22800SH              Sole     X
ORBITAL SCIENCECORP             COM               685564106           6579      354400SH              Sole     X
ORGANOGENESIS, INC.             COM               685906109           2210      254376SH              Sole     X
OREGON TRAIL FINANCIAL          COM               685932105            706       70200SH              Sole     X
OREGON STEEL MILLS, INC.        COM               686079104           1703      214580SH              Sole     X
O'REILLY AUTOMOTIVE, INC.       COM               686091109           8589      399500SH              Sole     X
ORIENTAL FINANCIAL GROUP        COM               68618W100           1803       81732SH              Sole     X
ORIOLE HOMES CORP. CL B         CL B              686264201             22       19300SH              Sole     X
ORPHAN MEDICAL, INC.            COM               687303107            101       19500SH              Sole     X
ORTEL CORP.                     COM               68749W102           5712       47600SH              Sole     X
ORTHOLOGIC CORP.                COM               68750J107            342      133600SH              Sole     X
ORTHODONTIC CENTERS             COM               68750P103           4487      375900SH              Sole     X
OSHKOSH B GOSH, INC. CLAS       CL A              688222207           2643      125500SH              Sole     X
OSHKOSH TRUCK CORP.             COM               688239201           1331       45400SH              Sole     X
OSICOM TECHNOLOGIES, INC.       COM PAR $0.30     688271501              0           1SH              Sole     X
OSMONICS, INC.                  COM               688350107            300       32600SH              Sole     X
OSTEOTECH, INC.                 COM               688582105           1677      125350SH              Sole     X
OTTAWA FINANCIAL CORP.          COM               689389104            687       37929SH              Sole     X
OTTER TAIL POWER CO.            COM               689648103           2303       61400SH              Sole     X
OUTBACK STEAKHOUSE              COM               689899102          11241      433391SH              Sole     X
OUTLOOK GROUP CORP.             COM               690113105             34        8000SH              Sole     X
OVERSEAS SHIPHLDING GROUP       COM               690368105           4225      285210SH              Sole     X
OWENS & MINOR INC HLDG CO       COM               690732102           2285      255687SH              Sole     X
OWENS CORNING                   COM               69073F103          21180     1096691SH              Sole     X
OWENS ILLINOIS, INC.            COM NEW           690768403          55469     2213229SH              Sole     X
OXFORD HLTH PLN                 COM               691471106           5440      428790SH              Sole     X
OXFORD INDUSTRIES, INC.         COM               691497309           1343       67800SH              Sole     X
OXIGENE INC                     COM               691828107           1914      122500SH              Sole     X
PC CONNECTION INC.              COM               69318J100           1383       40100SH              Sole     X
PCD INC.                        COM               69318P106            284       42000SH              Sole     X
PC-TEL INC L                    COM               69325Q105           2625       50000SH              Sole     X
P-COM, INC.                     COM               693262107           5070      573300SH              Sole     X
PECO ENERGY CORP.               COM               693304107          90445     2602725SH              Sole     X
PG&E CORP                       COM               69331C108         115772     5647391SH              Sole     X
PFF BANCORP, INC.               COM               69331W104           2236      115400SH              Sole     X
PE CORP-PE BIOSYSTEMS           COM PE BIO GRP    69332S102         193130     1605233SH              Sole     X
PE CORP.-CELERA GENOMICS        CELERA GEN GRP    69332S201          30877      207228SH              Sole     X
P.F. CHANG'S CHINA BISTRO       COM               69333Y108            893       35900SH              Sole     X
PHP HEALTHCARE CORP.            COM               693344103              1       36100SH              Sole     X
PICO HOLDINGS INC.              COM NEW           693366205           1600      129967SH              Sole     X
PLX TECHNOLOGY                  COM               693417107           2059      108700SH              Sole     X
PMA CAPITAL CORP CL A           CL A              693419202           1437       72300SH              Sole     X
PMC CAPITAL INC.                COM               693430100            478       58800SH              Sole     X
THE PMI GROUP INC.              COM               69344M101          20464      419244SH              Sole     X
PMR CORPORATION                 COM               693451106            184       56500SH              Sole     X
PNC BANK CORP.                  COM               693475105         195633     4396257SH              Sole     X
PP&L RESOURCES INC.             COM               693499105          55830     2440673SH              Sole     X
PPG INDUSTRIES, INC.            COM               693506107         150511     2405776SH              Sole     X
PRT GROUP INC.                  COM               693579104             95       43300SH              Sole     X
PRI AUTOMATION, INC.            COM               69357H106           9753      145300SH              Sole     X
PS BUSINESS PARKS, INC.         COM               69360J107           6936      304900SH              Sole     X
PS GROUP HOLDINGS INC.          COM               693622102            494       43900SH              Sole     X
PSW TECHNOLOGIES                COM               69364J103           1398       70100SH              Sole     X
PVF CAPITAL CORP.               COM               693654105            418       35739SH              Sole     X
PSS WORLD MEDICAL, INC.         COM               69366A100           4959      525492SH              Sole     X
PACCAR, INC.                    COM               693718108          62422     1408682SH              Sole     X
PAC-WEST TELECOM. INC.          COM               69371Y101           1880       70940SH              Sole     X
PACIFIC BANK N.A.               COM NEW           694026204            269        9700SH              Sole     X
PACIFIC CAPITAL BANCORP         COM               69404P101           4081      132700SH              Sole     X
PACIFIC CENTURY FINL CORP       COM               694058108           9926      531182SH              Sole     X
PACIFIC CREST CAPITAL INC       COM               694166109            556       43645SH              Sole     X
PACIFIC GATEWAY EXCHANGE        COM               694327107           3172      185900SH              Sole     X
PACIFIC GATEWAY                 COM               694330101             56        5600SH              Sole     X
PACIFIC GULF PROPS REIT         COM               694396102           5858      289300SH              Sole     X
PACIFIC SUNWEAR OF CALIF.       COM               694873100           8890      278906SH              Sole     X
PACIFICARE HLTH SYS. INC.       COM               695112102          15166      286160SH              Sole     X
PACKETEER. INC.                 COM               695210104           5119       72100SH              Sole     X
PACTIV CORP.                    COM               695257105          24995     2352462SH              Sole     X
PAGING NETWORK INC.             COM               695542100            589      724400SH              Sole     X
PAINEWEBBER GROUP               COM               695629105          83185     2143254SH              Sole     X
PAIRGAIN TECHNOLOGIES INC       COM               695934109           6770      477200SH              Sole     X
PALL CORP.                      COM               696429307          37018     1716761SH              Sole     X
PALM HARBOR HOMES               COM               696639103           2443      135729SH              Sole     X
PANAMSAT CORP. (NEW)            COM               697933109           6639      111817SH              Sole     X
PAN PACIFIC RETAIL PPTYS        COM               69806L104           3114      190900SH              Sole     X
PANERA BREAD CO.                CL A              69840W108            167       21500SH              Sole     X
PAPA JOHN'S INTL INC.           COM               698813102           5211      199943SH              Sole     X
PARACELSUS HEALTHCARE COR       COM               698891108              7       15000SH              Sole     X
PARADYNE NETWORKS               COM               69911G107           2188       80300SH              Sole     X
PARAMETRIC TECHNOLOGY COR       COM               699173100         120118     4438532SH              Sole     X
PAREXEL INTERNATIONAL           COM               699462107           2944      249200SH              Sole     X
PARK ELECTROCHEMICAL CORP       COM               700416209           1854       69800SH              Sole     X
PARK NATIONAL CORP.             COM               700658107           6245       65050SH              Sole     X
PARK-OHIO HOLDINGS CORP.        COM               700666100            746       75509SH              Sole     X
PARK PLACE ENTERTAINMENT        COM               700690100          16356     1308483SH              Sole     X
PARKER DRILLING CO.             COM               701081101           2021      633900SH              Sole     X
PARKER HANNIFIN CORP            COM               701094104          79039     1540353SH              Sole     X
PARKERVISION, INC.              COM               701354102           2402       78100SH              Sole     X
PARKWAY PROPERTIES INC.         COM               70159Q104           4493      155950SH              Sole     X
PARTY CITY CORP.                COM               702145103             29       28800SH              Sole     X
THE PATHWAYS GROUP, INC.        COM               70321D106            321      135200SH              Sole     X
PATHOGENESIS CORP.              COM               70321E104           3029      141300SH              Sole     X
PATINA OIL & GAS COMMON         COM               703224105            773       89668SH              Sole     X
PATRIOT BANK CORP.              COM               70335P103            504       46875SH              Sole     X
PATTERSON DENTAL CO.            COM               703412106          10192      239100SH              Sole     X
PATTERSON ENERGY INC.           COM               703414102           3153      242500SH              Sole     X
PAUL-SON GAMING CORP            COM               703578104            160       35500SH              Sole     X
PAXAR CORP.                     COM               704227107           3972      470756SH              Sole     X
PAXSON COMMUNICATIONS           COM               704231109           2282      191200SH              Sole     X
PAYCHEX, INC.                   COM               704326107         157741     3943521SH              Sole     X
PAYLESS SHOESOURCE, INC.        COM               704379106           7919      168494SH              Sole     X
PCORDER.COM, INC.               CL A              70453H107           1494       29300SH              Sole     X
PEAPOD, INC.                    COM               704718105            548       63500SH              Sole     X
PEDIATRIX MEDICAL GROUP         COM               705324101           1717      245300SH              Sole     X
PEEKSKILL FINANCIAL CORP.       COM               705385102            289       22700SH              Sole     X
PEERLESS SYSTEMS                COM               705536100            405       52200SH              Sole     X
PEGASYSTEMS INC.                COM               705573103           3015      268000SH              Sole     X
PEGASUS COMMUNICATIONS          CL A              705904100           8328       85200SH              Sole     X
PEGASUS SYSTEMS INC.            COM               705906105           5428       90000SH              Sole     X
PENFORD CORP.                   COM               707051108           1282       74300SH              Sole     X
PENN ENGINEERING & MFG. C       CL A              707389102            176        8300SH              Sole     X
PENN ENGINEERING & MFG          COM NON VTG       707389300            637       27500SH              Sole     X
PENN TRAFFIC CO                 COM NEW           707832200              5         509SH              Sole     X
PENN TREATY AMERICAN CORP       COM               707874103            161       10200SH              Sole     X
PENN VIRGINIA CORP.             COM               707882106            327       19500SH              Sole     X
PENNCORP FINANCIAL GROUP        COM               708094107             58      141700SH              Sole     X
J.C. PENNEY CO., INC.           COM               708160106          71095     3565908SH              Sole     X
PENNFED FINANCIAL SVCS          COM               708167101            644       42600SH              Sole     X
PENNSYLVANIA REIT               SH BEN INT        709102107           3007      206500SH              Sole     X
PENNZOIL-QUAKER STATE CO.       COM               709323109           6080      596823SH              Sole     X
PENTAIR, INC.                   COM               709631105           6652      172778SH              Sole     X
PENTON MEDIA, INC. CL. A        COM               709668107           5538      230750SH              Sole     X
PENWEST PHARMACEUTICALS         COM               709754105           2325      152449SH              Sole     X
PEOPLES BANCSHARES INC.         COM               709795108            473       27000SH              Sole     X
PEOPLES BANCTRUST CO. INC       COM               709796106            114        8100SH              Sole     X
PEOPLES BANK BRIDGEPORT         COM               710198102           3602      170500SH              Sole     X
PEOPLES BANCORP OF NC           COM               710577107             97        6610SH              Sole     X
PEOPLES ENERGY CORP.            COM               711030106          16338      487699SH              Sole     X
PEOPLES HERITAGE FINL SV.       COM               711147108           6799      451416SH              Sole     X
PEOPLES HOLDING CO.             COM               711148106           1031       35700SH              Sole     X
PEOPLESOFT, INC.                COM               712713106          93475     4385914SH              Sole     X
PEP BOYS (MANNY, MOE & JA       COM               713278109           8265      905789SH              Sole     X
PEPSI BOTTLING GROUP, INC       COM               713409100           8314      502000SH              Sole     X
PEPSICO, INC.                   COM               713448108         811358    23017258SH              Sole     X
PER-SE TECHNOLOGIES, INC.       COM NEW           713569309           1842      219119SH              Sole     X
PERCEPTRON INC.                 COM               71361F100             20        5000SH              Sole     X
PEREGRINE SYSTEMS, INC.         COM               71366Q101          20153      243907SH              Sole     X
PERFORMANCE FOOD GROUP          COM               713755106           2487      102050SH              Sole     X
PERFICIENT, INC.                COM               71375U101           1043       81831SH              Sole     X
PERFUMANIA INC                  COM               713766103             27        8000SH              Sole     X
PERICOM SEMICONDUCTOR CO        COM               713831105            266       10100SH              Sole     X
PERINI CORP.                    COM               713839108            149       38400SH              Sole     X
PERKINELMER, INC.               COM               714046109          34574      829371SH              Sole     X
PEROT SYSTEMS CORP.             CL A              714265105           4733      249100SH              Sole     X
PERRIGO CO.                     COM               714290103           3874      484310SH              Sole     X
PERSISTENCE SOFTWARE, INC       COM               715329108           1420       63100SH              Sole     X
PERSONNEL GROUP OF AMER         COM               715338109           2768      273400SH              Sole     X
PERVASIVE SOFTWARE              COM               715710109           1045       61700SH              Sole     X
PETCO ANIMAL SUPPLIES           COM               716016100           1736      116730SH              Sole     X
PETROCORP, INC.                 COM               71645N101            609      104800SH              Sole     X
PETROLEUM HELICOPTERS, IN       COM NON VTG       716604202           1147      117600SH              Sole     X
PETSMART INC.                   COM               716768106           6417     1115950SH              Sole     X
PHARMACYCLICS INC.              COM               716933106           3489       84577SH              Sole     X
PHARMACIA & UPJOHN, INC.        COM               716941109         294796     6551026SH              Sole     X
PFIZER, INC.                    COM               717081103        1992371    61421852SH              Sole     X
PHARM. PRODUCT DEVEL.           COM               717124101           2798      235624SH              Sole     X
PHARMACEUTICAL RESOURC          COM               717125108           1065      215788SH              Sole     X
PHARMACOPEIA INC.               COM               71713B104           2061       91100SH              Sole     X
PHELPS DODGE CORP.              COM               717265102          74529     1110297SH              Sole     X
PHILADELPHIA CONS HLDG CO       COM               717528103           2326      160400SH              Sole     X
PHILADELPHIA SUBURBAN           COM PAR $0.50     718009608           6489      313690SH              Sole     X
PHILIP MORRIS COS., INC.        COM               718154107         783168    33775439SH              Sole     X
PHILLIPS INT'L REALTY CO.       COM               718333107           1315       80000SH              Sole     X
PHILLIPS PETROLEUM CO.          COM               718507106         176592     3757279SH              Sole     X
PHILLIPS-VAN HEUSEN CORP.       COM               718592108           2366      284593SH              Sole     X
PHOENIX INTERNATIONAL LTD       COM               719078107            444      114500SH              Sole     X
PHOENIX INVESTMENT PARTN.       COM               719085102           2743      337600SH              Sole     X
PHOENIX TECHNOLOGIES LTD.       COM               719153108           3009      190272SH              Sole     X
PHONE.COM, INC.                 COM               71920Q100          20911      180367SH              Sole     X
PHOTRONICS LABS INC.            COM               719405102           6964      243300SH              Sole     X
PHYCOR, INC.                    COM               71940F100            799      426375SH              Sole     X
PICTURETEL INC                  COM NEW           720035302           1612      373900SH              Sole     X
PIEDMONT NATURAL GAS, INC       COM               720186105           8118      268376SH              Sole     X
PIER 1 IMPORTS INC.             COM               720279108           5790      908268SH              Sole     X
PIERCING PAGODA, INC.           COM               720773100           1398       92400SH              Sole     X
PILGRIM'S PRIDE CORP.           CL B              721467108           1320      158800SH              Sole     X
PILGRIM'S PRIDE CLASS A         CL A              721467207            427       66400SH              Sole     X
PILLOWTEX DESIGNS               COM               721501104            412       66611SH              Sole     X
PINNACLE GLOBAL GROUP INC       COM               723465100            127       31775SH              Sole     X
PINNACLE HOLDINGS, INC.         COM               72346N101           9560      225600SH              Sole     X
PINNACLE SYSTEMS INC.           COM               723481107           6008      147654SH              Sole     X
PINNACLE WEST CAPITAL COR       COM               723484101          38111     1246984SH              Sole     X
PIONEER GROUP, INC.             COM               723684106           3928      249400SH              Sole     X
PIONEER NATURAL RESOURCES       COM               723787107           6931      775466SH              Sole     X
PIONEER STD ELECTRONICS I       COM               723877106           4068      281775SH              Sole     X
PITNEY BOWES, INC.              COM               724479100         207289     4290590SH              Sole     X
PITT DES MOINES, INC.           COM               724508106            808       32800SH              Sole     X
PITTSBURGH & W.VA. RAILRO       SH BEN INT        724819107             23        3300SH              Sole     X
PITTSTON BRINK'S GROUP          COM BRINKS GRP    725701106           7178      326250SH              Sole     X
PITTSTON BAX GROUP              COM BAX GROUP     725701882           3004      282700SH              Sole     X
PITTWAY CORP. CLASS A           CL A              725790208          12279      274000SH              Sole     X
PIXAR INC.                      COM               725811103           4486      126800SH              Sole     X
PJ AMERICA INC.                 COM               72585Q104           1252       80800SH              Sole     X
PLACER DOME, INC.               COM               725906101          43299     4027773SH              Sole     X
PLAINS RESOURCES                COM PAR $0.10     726540503           1971      157700SH              Sole     X
PLANAR SYSTEMS                  COM               726900103            287       43300SH              Sole     X
PLANET HOLLYWOOD INTL INC       CL A              727025108             13      175100SH              Sole     X
PLANET POLYMER TECH             COM               727044109             15        5200SH              Sole     X
PLANETRX.COM, INC.              COM               727049108           2068      142600SH              Sole     X
PLANTRONICS, INC.               COM               727493108           9861      137800SH              Sole     X
PLASMA-THERM, INC.              COM               727900102           1115       91000SH              Sole     X
PLAYERS INTERNATIONAL, IN       COM               727903106           2700      328500SH              Sole     X
PLAYBOY ENTERPRISES CLA         CL A              728117201            468       22850SH              Sole     X
PLAYBOY ENTERPRISES CL B        CL B              728117300           3818      157050SH              Sole     X
PLAYCORE, INC.                  COM               72811G102            296       37011SH              Sole     X
PLAY BY PLAY TOY & NOVEL        COM               72811K103             88       52000SH              Sole     X
PLAYTEX PRODUCTS                COM               72813P100           4250      276400SH              Sole     X
PLEXUS CORP.                    COM               729132100           9271      210700SH              Sole     X
PLIANT SYSTEMS, INC.            COM               729138107           1391      155600SH              Sole     X
PLUG POWER INC.                 COM               72919P103           1407       49800SH              Sole     X
PLUMA, INC.                     COM               729272104              0       19000SH              Sole     X
POGO PRODUCING CO.              COM               730448107           7275      354900SH              Sole     X
POLARIS INDUSTRIES INC.         COM               731068102           7303      201450SH              Sole     X
POLAROID CORP.                  COM               731095105          15097      802508SH              Sole     X
POLICY MANAGEMENT SYSTEMS       COM               731108106           7195      281468SH              Sole     X
POLO RALPH LAUREN               CL A              731572103           4385      257000SH              Sole     X
POLYCOM, INC.                   COM               73172K104          14151      222200SH              Sole     X
POLYMEDICA CORP.                COM               731738100            439       19000SH              Sole     X
POLYMER GROUP INC.              COM               731745105           2723      149200SH              Sole     X
POLYVISION CORP                 COM               731805107             12        4800SH              Sole     X
POPE & TALBOT, INC.             COM               732827100           1403       87700SH              Sole     X
POPMAIL.CON, INC                COM               733167100            137       45800SH              Sole     X
POPULAR, INC.                   COM               733174106          12601      451044SH              Sole     X
PORTAL SOFTWARE, INC.           COM               736126103          23723      230600SH              Sole     X
POST PROPERTIES INC. REIT       COM               737464107          15207      397570SH              Sole     X
POTLATCH CORP.                  COM               737628107          22670      508005SH              Sole     X
POTOMAC ELECTRIC POWER CO       COM               737679100           9889      431110SH              Sole     X
POWER INTEGRATIONS, INC.        COM               739276103           7895      164700SH              Sole     X
POWER-ONE, INC.                 COM               739308104           2107       46000SH              Sole     X
POWERCERV CORP.                 COM               73931P105            148       28200SH              Sole     X
POWERWAVE TECHNOLOGIES          COM               739363109           8167      139900SH              Sole     X
POWERTEL INC.                   COM               73936C109          18128      180600SH              Sole     X
PREMIER BANCSHARES, INC.        COM               739909109           2309      169500SH              Sole     X
PRAXAIR INC                     COM               74005P104         120389     2392821SH              Sole     X
PREPAID LEGAL SERVICES          COM               740065107           5191      216300SH              Sole     X
PRECISION CASTPARTS CORP.       COM               740189105           5043      192120SH              Sole     X
PRECISION AUTO CARE, INC.       COM               74018R105              2        1600SH              Sole     X
PRECISION RESPONSE CORP.        COM               740314109           4210      173600SH              Sole     X
PREDICTIVE SYSTEMS, INC.        COM               74036W102           2509       38300SH              Sole     X
PREMIER NATIONAL BANCORP        COM               74053F107           1961      106341SH              Sole     X
PREMIER PARKS INC.              COM NEW           740540208           9480      328300SH              Sole     X
PREMIER RESEARCH WRLDWDE        COM               740568100            382       38900SH              Sole     X
PREMIERE TECHNOLOGIES           COM               74058F102           2535      362200SH              Sole     X
PRENTISS PROPERTIES REIT        SH BEN INT        740706106          11823      563000SH              Sole     X
PRESIDENT CASINOS, INC.         COM NEW           740822309             16       26213SH              Sole     X
PRESIDENTIAL LIFE CORP.         COM               740884101           3831      208500SH              Sole     X
THE PRESLEY COMPANIES           COM               741031108            190       34500SH              Sole     X
PRESSTEK INC.                   COM               741113104           4666      336300SH              Sole     X
PREVIEW SYSTEMS INC             COM               741379101           2725       42000SH              Sole     X
PREVIEW TRAVEL                  COM               74137R101           5468      104900SH              Sole     X
PRICE COMMUNICATIONS CORP       COM NEW           741437305          16071      577820SH              Sole     X
PRICE ENTERPRISES INC           COM NEW           741444202             92       12668SH              Sole     X
T. ROWE PRICE                   COM               741477103          61810     1673366SH              Sole     X
PRICELINE.COM INC.              COM               741503106          19940      420900SH              Sole     X
PRICESMART                      COM               741511109           1532       39100SH              Sole     X
PRIME RETAIL, INC. REIT         COM               741570105           3978      707207SH              Sole     X
PRIME RETAIL CVT PFD            PFD CONV SER B    741570303            190       16100SH              Sole     X
PRIME BANCSHARES, INC.          COM               74157H108            353       14700SH              Sole     X
PRIMEDIA  INC.                  COM               74157K101           8578      519900SH              Sole     X
PRIMEENERGY CORP.               COM               74158E104             14        3000SH              Sole     X
PRIME GROUP REALTY TRUST        SH BEN INT        74158J103           2952      194400SH              Sole     X
PRIMEX TECHNOLOGIES, INC.       COM               741597108           2744      132240SH              Sole     X
PRIMARK CORP.                   COM               741903108           6230      224000SH              Sole     X
PRIME HOSPITALITY CO.           COM               741917108           3638      412800SH              Sole     X
PRIMUS TELECOMM GROUP           COM               741929103           8350      218300SH              Sole     X
PRIDE PETROLEUM SERVICES        COM               741932107           8049      550390SH              Sole     X
PRINCETON VIDEO IMAGE           COM               742476104            312       39000SH              Sole     X
PRISON REALTY TRUST,INC.        COM               74264N105           5735     1132811SH              Sole     X
PRISM FINANIAL CORP.            COM               74264Q108            155       27600SH              Sole     X
PRIORITY HEALTHCARE CL A        CL B              74264T102           2323       80267SH              Sole     X
PRIORITY HEALTHCARE CORP        CL B              74264T102           4053      140050SH              Sole     X
PROBUSINESS SERVICES, INC       COM               742674104           4198      116600SH              Sole     X
PROCOM TECHNOLOGY INC.          COM               74270W107           2327       87800SH              Sole     X
PROCTER & GAMBLE CO.            COM               742718109        2280234    20812179SH              Sole     X
PROCURENET, INC.                COM               742804107             28      186400SH              Sole     X
PRODIGY COMMUNICATIONS          COM               74283P107           3416      176300SH              Sole     X
PROFESSIONAL DETAILING          COM               74312N107           1578       52700SH              Sole     X
PROFILE TECHNOLOGIES, INC       COM               743164105            707      101000SH              Sole     X
PROFIT RECOVERY GRP INTL        COM               743168106           8756      329650SH              Sole     X
PROGRESS FINANCIAL CORP.        COM               743266108            454       35941SH              Sole     X
PROGRESS SOFTWARE CORP.         COM               743312100          11407      201000SH              Sole     X
PROGRESSIVE CORP. OF OHIO       COM               743315103          76045     1039930SH              Sole     X
PROJECT SOFTWARE & DEVEL        COM               74339P101           9474      170700SH              Sole     X
PROLOGIS TRUST                  SH BEN INT        743410102          34160     1774526SH              Sole     X
PROLONG INTERNATIONAL           COM               743411100              1        2500SH              Sole     X
PROTECTION ONE INC              COM               743663304            863      445200SH              Sole     X
PROTECTIVE LIFE CORP.           COM               743674103           7397      232510SH              Sole     X
PROTEIN DESIGN LABS             COM               74369L103          13062      186600SH              Sole     X
PROTOCOL SYSTEMS, INC.          COM               74371R106            419       46600SH              Sole     X
PROVANT, INC.                   COM               743724106            760       30100SH              Sole     X
PROVIDENT AMERICAN CORP.        COM               743832107           3522      100100SH              Sole     X
PROVIDENT BANKSHARES CORP       COM               743859100           4172      240986SH              Sole     X
PROVIDENT FINANCIAL GROUP       COM               743866105           8048      224345SH              Sole     X
PROVIDENT FINANCIAL HLDG.       COM               743868101            660       40000SH              Sole     X
PROVINCE HEALTHCARE             COM               743977100           2664      140200SH              Sole     X
PROVIDIAN FINANCIAL CORP        COM               74406A102         206597     2268741SH              Sole     X
PROXICOM, INC.                  COM               744282104          14271      114800SH              Sole     X
PROXIM, INC.                    COM               744284100          11143      101300SH              Sole     X
PROXYMED PHARMACY, INC.         COM               744290107            870       89250SH              Sole     X
PSYCHEMEDICS CORP.              COM               744375106            918      183556SH              Sole     X
PSINET INC.                     COM               74437C101          13699      221842SH              Sole     X
PUBL SERVICE CO. OF NEW M       COM               744499104           4562      280760SH              Sole     X
PUBLIC SERVICE CO OF NC         COM               744516105           4718      146000SH              Sole     X
PUBLIC SERVICE ENTERPRISE       COM               744573106         125756     3612379SH              Sole     X
PUBLIC STORAGE, INC. REIT       COM               74460D109          33626     1482128SH              Sole     X
PUBLICARD, INC.                 COM               744627100            699      106500SH              Sole     X
PUERTO RICAN CEMENT CO.,        COM               745075101           1214       35700SH              Sole     X
PUGET SOUND ENERGY INC.         COM               745332106           5915      305314SH              Sole     X
PULASKI FINANCIAL CORP.         COM               745548107            332       32748SH              Sole     X
PULITZER, INC.                  COM               745769109           3458       85781SH              Sole     X
PULTE CORPORATION               COM               745867101          17077      758999SH              Sole     X
PUMA TECHNOLOGY INC.            COM               745887109           3017       23100SH              Sole     X
PURCHASEPRO.COM, INC.           COM               746144104           9983       72600SH              Sole     X
QCF BANCORP, INC.               COM               746924109            180        7100SH              Sole     X
QMS, INC.                       COM               74726G102            113       38617SH              Sole     X
QRS CORPORATION                 COM               74726X105          13986      133200SH              Sole     X
QLOGIC                          COM               747277101          22808      142662SH              Sole     X
QAD, INC.                       COM               74727D108           1536      110200SH              Sole     X
QUADRAMED CORP.                 COM               74730W101            917      105200SH              Sole     X
QUAKER CHEMICAL CORP.           COM               747316107            648       45500SH              Sole     X
QUAKER CITY BANCORP INC.        COM               74731K106            735       45222SH              Sole     X
QUAKER OATS CO.                 COM               747402105         137232     2091154SH              Sole     X
QUALCOMM INC.                   COM               747525103        1858281    10550924SH              Sole     X
QUALITY SYSTEMS INC.            COM               747582104            160       20700SH              Sole     X
QUANEX CORP.                    COM               747620102           3029      118800SH              Sole     X
QUANTA SERVICES, INC.           COM               74762E102           4610      163200SH              Sole     X
QUANTUM CORP-DLT&STORAGE        COM DSSG          747906204          10486      693291SH              Sole     X
QUANTUM CORP-HARD DISK          COM HDDG          747906303           2645      381200SH              Sole     X
Q MED INC.                      COM               747914109             99       21400SH              Sole     X
QUEBECOR PRINTING, INC.         SUB VTG           747922102             56        2537SH              Sole     X
QUEENS COUNTY BANCORP INC       COM               748242104           4444      163819SH              Sole     X
QUEPASA.COM, INC.               COM               74833W107            459       36200SH              Sole     X
QUEST DIAGNOSTICS, INC.         COM               74834L100           7388      241718SH              Sole     X
QUEST SOFTWARE, INC.            COM               74834T103          10755      105439SH              Sole     X
QUESTAR CORP.                   COM               748356102           4380      292010SH              Sole     X
QUESTCOM PHARMACEUTICALS        COM               74835Y101            195      156000SH              Sole     X
QUIKSILVER, INC.                COM               74838C106           2888      186350SH              Sole     X
QUINTEL COMMUNICATIONS          COM               748762101            774       86000SH              Sole     X
QUINTILES TRANSNATIONAL         COM               748767100          30345     1623794SH              Sole     X
QUINTUS CORP.                   COM               748798105           3808       83000SH              Sole     X
QUOKKA SPORTS, INC.             COM               749077103            853       65000SH              Sole     X
QUORUM HEALTH GROUP,INC.        COM               749084109           5080      545450SH              Sole     X
QWEST COMMUNICATIONS            COM               749121109          96681     2248384SH              Sole     X
R & B FALCON CORP.              COM               74912E101           9797      739424SH              Sole     X
R & G FINANCIAL CORP            CL B              749136107            462       40200SH              Sole     X
RCN CORPORATION                 COM               749361101          12311      253827SH              Sole     X
RFS HOTEL INVESTORS REIT        COM               74955J108           4320      413900SH              Sole     X
R.H. DONNELLY CORP.             COM NEW           74955W307           5616      297522SH              Sole     X
RGS ENERGY GROUP                COM               74956K104           5980      290800SH              Sole     X
R.L.I. CORP.                    COM               749607107           3009       88506SH              Sole     X
RMI.NET INC.                    COM               74961K107            489       58800SH              Sole     X
RPC INC.                        COM               749660106           1421      247200SH              Sole     X
RPM INC. (OHIO)                 COM               749685103           3963      388967SH              Sole     X
RSA SECURITY INC.               COM               749719100          24774      319660SH              Sole     X
RTI INTERNATIONAL METALS        COM               74973W107            914      121900SH              Sole     X
RWD TECHNOLOGIES, INC.          COM               74975B101           1118      107800SH              Sole     X
RMH TELESERVICES, INC.          COM               749938106            320       50700SH              Sole     X
RF MICRO DEVICES, INC.          COM               749941100          15173      221700SH              Sole     X
RACING CHAMPIONS CORP.          COM               750069106            357       80500SH              Sole     X
RADIAN GROUP, INC.              COM               750236101          15137      317009SH              Sole     X
RADIANT SYSTEMS INC.            COM               75025N102           1804       44900SH              Sole     X
RADIO ONE, INC.                 CL A              75040P108           8381       91100SH              Sole     X
RADIO UNICA CORP                COM               75040Q106           1429       49500SH              Sole     X
RADISYS CORP.                   COM               750459109           4720       92550SH              Sole     X
RAILTEX, INC.                   COM               750766107           1310       73300SH              Sole     X
RAINBOW RENTALS, INC.           COM               750857104            372       51800SH              Sole     X
RAINBOW TECHNOLOGIES, INC       COM               750862104           2558      110000SH              Sole     X
RAINFOREST CAFE, INC.           COM               75086K104            600      151150SH              Sole     X
RAINMAKER SYSTEMS, INC.         COM               750875106           1596       78800SH              Sole     X
RAMBUS INC.                     COM               750917106           4363       64700SH              Sole     X
RALCORP HLDGS                   COM               751028101           7444      373390SH              Sole     X
RALSTON -  PURINA               COM RAL-PUR GP    751277302         140679     5046792SH              Sole     X
RAMCO GERSHENSON PROP           COM SH BEN INT    751452202            765       60600SH              Sole     X
RAMTRON INTERNATIONAL           COM NEW           751907304            216       32360SH              Sole     X
RARE HOSPITALITY INTL INC       COM               753820109           2240      103500SH              Sole     X
RARE MEDIUM GROUP, INC.         COM               75382N109           8487      248700SH              Sole     X
RATIONAL SOFTWARE CORP.         COM NEW           75409P202          23321      474727SH              Sole     X
RAYMOND JAMES FINANCIAL,        COM               754730109           7074      378549SH              Sole     X
RAYONIER INC.                   COM               754907103          10517      217681SH              Sole     X
RAYOVAC CORP                    COM               755081106           4020      213000SH              Sole     X
RAYTEL MEDICAL CORP.            COM               755107109            301       98200SH              Sole     X
RAYTHEON CO. CLASS A            CL A              755111309          20906      842545SH              Sole     X
RAYTHEON CO. CLASS B            CL B              755111408         102288     3850848SH              Sole     X
RAZORFISH INC.                  CL A              755236106          14105      148275SH              Sole     X
READ RITE CORP.                 COM               755246105           2307      485700SH              Sole     X
READER'S DIGEST ASSN. INC       CL A NON VTG      755267101          14377      491506SH              Sole     X
READER'S DIGEST CL B            CL B              755267200             50        1900SH              Sole     X
REALNETWORKS, INC               COM               75605L104          27364      225795SH              Sole     X
REALTY INCOME CORP. REIT        COM               756109104           8632      418500SH              Sole     X
RECKSON ASSOC REALTY REIT       COM               75621K106          11199      546300SH              Sole     X
RECKSON ASSOCIATES CL B         CL B              75621K304           3705      161089SH              Sole     X
RED HAT, INC.                   COM               756577102          40623      192300SH              Sole     X
REDBACK NETWORKS INC.           COM               757209101          21365      120368SH              Sole     X
REDHOOK ALE BREWERY INC.        COM               757473103             93       41900SH              Sole     X
REDWOOD EMPIRE BANCORP          COM               757897103            279       14600SH              Sole     X
REDWOOD TRUST INC.              COM               758075402           1801      144100SH              Sole     X
REEBOK INTERNATIONAL LTD.       COM               758110100           8209     1002603SH              Sole     X
REGAL-BELOIT CORP.              COM               758750103           4441      215300SH              Sole     X
REGENERON PHARMACEUTICAL        COM               75886F107           1974      154800SH              Sole     X
REGIS CORP-NEW                  COM               758932107           5193      275111SH              Sole     X
REGENCY REALTY CORP. REIT       COM               758939102          15904      795200SH              Sole     X
REGIONS FINANCIAL CORP          COM               758940100          76812     3057212SH              Sole     X
REHABILICARE, INC.              COM               758944102             28        6880SH              Sole     X
REGENT ASSISTED LIVING          COM               758949101              3        1500SH              Sole     X
REGISTRY MAGIC INC.             COM               75913K103             15        4900SH              Sole     X
REHABCARE CORPORATION           COM               759148109           1660       78600SH              Sole     X
REINSURANCE GROUP               COM               759351109           5112      184225SH              Sole     X
RELIANCE BANCORP INC.           COM               759451107           3419       99100SH              Sole     X
RELIANCE GROUP                  COM               759464100           3865      578000SH              Sole     X
RELIANCE STEEL & ALUMINUM       COM               759509102           3757      160300SH              Sole     X
RELIANT ENERGY, INC.            COM               75952J108          94043     4111148SH              Sole     X
RELIASTAR FINANCIAL CORP        COM               75952U103          13293      339207SH              Sole     X
REMEC INC.                      COM               759543101           2502       98100SH              Sole     X
REMEDY CORP.                    COM               759548100          10606      223863SH              Sole     X
REMINGTON OIL & GAS CORP        COM               759594302            148       38200SH              Sole     X
RENEX CORP.                     COM               759683105            948      101800SH              Sole     X
RENAISSANCE WORLDWIDE           COM               75968A109           2508      340100SH              Sole     X
REPUBLIC BANK                   COM               759929102            846       67700SH              Sole     X
RENAL CARE GROUP, INC.          COM               759930100           9478      405465SH              Sole     X
RENT-A-CENTER                   COM               76009N100           3000      151400SH              Sole     X
RENT-WAY, INC.                  COM               76009U104           1295       69300SH              Sole     X
RENTRAK CORP.                   COM               760174102            607       86000SH              Sole     X
REPUBLIC BANCORP, INC           CL A              760281204             55        6400SH              Sole     X
REPUBLIC BANCORP                COM               760282103           3250      267666SH              Sole     X
REPUBLIC FIRST BANCORP          COM               760416107            130       25030SH              Sole     X
REPUBLIC GROUP, INC.            COM               760473108           1143       75600SH              Sole     X
REPUBLIC NEW YORK CORP.         COM               760719104         111027     1542044SH              Sole     X
REPUBLIC SECURITY FINL          COM               760758102           3034      424016SH              Sole     X
REPUBLIC SERVICES, INC.         COM               760759100           8037      559073SH              Sole     X
RESEARCH FRONTIERS INC.         COM               760911107           1000       67500SH              Sole     X
RES-CARE INC                    COM               760943100           1116       87500SH              Sole     X
RESTORATION HARDWARE            COM               760981100            463       67900SH              Sole     X
RESEARCH PARTNERS INT'L         COM               761013101             71       23700SH              Sole     X
RESMED INC.                     COM               761152107           4818      115400SH              Sole     X
RESORTQUEST INTERNATIONAL       COM               761183102            219       52200SH              Sole     X
RESOURCE AMERICA                CL A              761195205            848      107700SH              Sole     X
RESOURCE ASSET INVESTMENT       COM               761196104            302       27900SH              Sole     X
RESOURCE BANCSHARES MTG.        COM               761197102           1148      253300SH              Sole     X
RESOURCE PHOENIX.COM            CL A              76122L106             59        3000SH              Sole     X
RESPIRONICS, INC.               COM               761230101           1819      228257SH              Sole     X
RESPONSE ONCOLOGY, INC          COM PAR $0.01     761232305            212      188803SH              Sole     X
RESPONSE USA                    COM NEW           761235506             34       33400SH              Sole     X
RETEK INC.                      COM               76128Q109           9308      123700SH              Sole     X
REVLON, INC. CLASS A            CL A              761525500           2140      269600SH              Sole     X
REXALL SUNDOWN, INC.            COM               761648104           3070      297700SH              Sole     X
REYNOLDS & REYNOLDS CL A        CL A              761695105           7674      341060SH              Sole     X
REYNOLDS METALS CO.             COM               761763101          67284      878090SH              Sole     X
R.J. REYNOLDS TOBACCO           COM               76182K105           8231      466986SH              Sole     X
RHYTHMS NETCONNECTIONS          COM               762430205           6594      212725SH              Sole     X
RICHMOND COUNTY FINL CORP       COM               764556106           3642      201650SH              Sole     X
RIGGS NATIONAL CORP.            COM               766570105           3298      250100SH              Sole     X
RIGHT MANAGEMENT                COM               766573109           1332      115800SH              Sole     X
THE RIGHT START, INC.           COM NEW           766574206            202        9600SH              Sole     X
RIGHTCHOICE MANAGED CARE        CL A              76657K101            489       42500SH              Sole     X
RIMAGE CORP.                    COM               766721104            482       30100SH              Sole     X
RISK CAPITAL HOLDINGS INC       COM               767711104            680       53900SH              Sole     X
RITE AID CORP.                  COM               767754104          39431     3524519SH              Sole     X
RIVIANA FOODS INC.              COM               769536103            685       38600SH              Sole     X
ROADWAY EXPRESS INC.            COM               769742107           3786      175058SH              Sole     X
ROBBINS & MYERS, INC.           COM               770196103           1448       63978SH              Sole     X
ROBERT HALF INTERNATIONAL       COM               770323103          11878      415872SH              Sole     X
ROCHESTER MEDICAL CORP.         COM               771497104            409       57450SH              Sole     X
ROCK-TENN CO.                   CL A              772739207           1838      124610SH              Sole     X
ROCKWELL INTERNATIONAL CO       COM               773903109         126292     2637963SH              Sole     X
ROCKY MOUNTAIN CHOC FACT        COM PAR $0.03     774678403            102       19500SH              Sole     X
ROGERS CORP.                    COM               775133101           3485       91100SH              Sole     X
ROHM & HAAS CO                  COM               775371107         124104     3050184SH              Sole     X
ROHN INDUSTRIES INC.            COM               775381106            325      113000SH              Sole     X
ROLLINS, INC.                   COM               775711104           3615      240990SH              Sole     X
ROLLINS TRUCK LEASING           COM               775741101           6002      502824SH              Sole     X
ROMAC INTERNATIONAL INC.        COM               775835101           4523      336593SH              Sole     X
ROPER INDS INC NEW              COM               776696106           9703      256600SH              Sole     X
ROSLYN BANCORP INC.             COM               778162107           5828      315026SH              Sole     X
ROSS STORES, INC.               COM               778296103          14401      802840SH              Sole     X
ROSS TECHNOLOGY INC.            COM               778304105              0      138800SH              Sole     X
THE ROTTLUND CO.                COM               779077106            132       50300SH              Sole     X
ROUGE INDUSTRIES INC            CL A              779088103            743       94400SH              Sole     X
ROUSE CO. REIT                  COM               779273101          19054      896650SH              Sole     X
ROWAN COS., INC.                COM               779382100          28413     1310092SH              Sole     X
ROYAL APPLIANCE MANUFACTU       COM               780076105           1603      328800SH              Sole     X
ROYAL DUTCH PETRO ADR           NY REG GLD1.25    780257804        1602590    26516476SH              Sole     X
ROYAL GOLD INC                  COM               780287108            102       28000SH              Sole     X
ROYAL PRECISION INC             COM               780921102             20        7800SH              Sole     X
RUBY TUESDAY                    COM               781182100           6186      340098SH              Sole     X
RUDDICK CORP.                   COM               781258108           4404      284110SH              Sole     X
RURAL/METRO CORP.               COM               781748108            113       26500SH              Sole     X
RUSH ENTERPRISES INC.           COM               781846100            738       50900SH              Sole     X
RURAL CELLULAR CORP             CL A              781904107           1412       15600SH              Sole     X
RUSS BERRIE, INC.               COM               782233100           3381      128800SH              Sole     X
RUSSELL CORP.                   COM               782352108           9778      583760SH              Sole     X
RYAN'S FAMILY STEAK HOUSE       COM               783519101           3388      398615SH              Sole     X
RYDER SYSTEM, INC.              COM               783549108          27545     1127170SH              Sole     X
RYERSON TULL, INC.              COM               78375P107           2579      132681SH              Sole     X
RYLAND GROUP, INC.              COM               783764103           3828      166000SH              Sole     X
S&K FAMOUS BRANDS INC           COM               783774102            522       88000SH              Sole     X
S & T BANCORP INC               COM               783859101           4691      202300SH              Sole     X
SBC COMMUNICATIONS              COM               78387G103        2643553    54226725SH              Sole     X
SCB COMPUTER TECHNOLOGY         COM               78388N107             39       12400SH              Sole     X
SCC COMMUNICATIONS CORP.        COM               78388X105            230       39200SH              Sole     X
SCI SYSTEMS, INC.               COM               783890106          27488      334460SH              Sole     X
SCM MICROSYSTEMS INC            COM               784018103           5809       90855SH              Sole     X
SCP POOL CORP.                  COM               784028102           1281       49400SH              Sole     X
SCPIE HOLDINGS INC.             COM               78402P104           1632       50800SH              Sole     X
SDL INC.                        COM               784076101          21604       99100SH              Sole     X
SEEC INC.                       COM               784110108            344       51500SH              Sole     X
SEI INVESTMENT COMPANY          COM               784117103           8696       73063SH              Sole     X
SEMCO ENERGY INC                COM               78412D109            854       72285SH              Sole     X
SFX ENTERTMNT. INC. CL A        CL A              784178105           6310      174362SH              Sole     X
SI HANDLING SYSTEMS, INC.       COM               784255101            130       13600SH              Sole     X
SJNB FINANCIAL CORP.            COM               784273104            265        8700SH              Sole     X
SJW CORP.                       COM               784305104           3463       28800SH              Sole     X
SL GREEN REALTY CORP            COM               78440X101           7515      345500SH              Sole     X
SLM HOLDING CORP                COM               78442A109         105157     2488924SH              Sole     X
SLI, INC.                       COM               78442T108           3425      252553SH              Sole     X
SM&A CORPORATION                COM               784432106            410       67000SH              Sole     X
SMC CORP.                       COM               784460107            232       59300SH              Sole     X
SPS TECHNOLOGIES, INC.          COM               784626103           3957      123900SH              Sole     X
SPSS, INC.                      COM               78462K102           2005       79400SH              Sole     X
SOS STAFFING SERVICES           COM               78462X104            214       48800SH              Sole     X
SPX CORP.                       COM               784635104          11741      145289SH              Sole     X
S1 CORPORATION                  COM               78463B101          18271      233867SH              Sole     X
S3 INC.                         COM               784849101           7389      639080SH              Sole     X
SVI HOLDINGS, INC.              COM               784872103           1205      100400SH              Sole     X
SPR, INC.                       COM               784922106            524       85500SH              Sole     X
S.Y. BANCORP INC.               COM               785060104            422       19300SH              Sole     X
SABRATEK CORP.                  COM               78571U108             12      153900SH              Sole     X
SABRE GROUP HOLDINGS INC.       CL A              785905100           8687      169500SH              Sole     X
SAFECO                          COM               786429100          44927     1806122SH              Sole     X
SAFEGUARD HEALTH ENT., IN       COM               786444109             31       49600SH              Sole     X
SAFEGUARD SCIENTIFICS, IN       COM               786449108          22721      140200SH              Sole     X
SAFESCIENCE, INC.               COM               786452102             19        1600SH              Sole     X
SAFESKIN CORP.                  COM               786454108           5369      442800SH              Sole     X
SAFETY FIRST INC                COM               786475103            202       26900SH              Sole     X
SAFETY-KLEEN CORP               COM NEW           78648R203           4946      437238SH              Sole     X
SAFEWAY, INC.                   COM NEW           786514208         256146     7202697SH              Sole     X
SAGA COMMUNICATIONS, INC.       CL A              786598102            670       33093SH              Sole     X
SAGA SYSTEMS, INC.              COM               786610105           4023      201800SH              Sole     X
SAGENT TECHNOLOGY, INC.         COM               786693101           5742      191800SH              Sole     X
ST. FRANCIS CAPITAL CORP.       COM               789374105           1501       80600SH              Sole     X
THE ST. JOE COMPANY             COM               790148100           7826      321897SH              Sole     X
ST. JUDE MEDICAL, INC.          COM               790849103          38469     1253573SH              Sole     X
ST MARY LAND & EXPLORATIO       COM               792228108           2256       91140SH              Sole     X
ST. PAUL COMPANIES, INC.        COM               792860108         110184     3270777SH              Sole     X
SAKS, INC.                      COM               79377W108          10311      662543SH              Sole     X
SALESLOGIX CORP.                COM               79466P105           1174       28600SH              Sole     X
SALIENT 3 COMMUNICATIONS        CL A              794721100            804      114800SH              Sole     X
SALTON, INC.                    COM               795757103           2108       63050SH              Sole     X
SAMES CORP.                     COM               79587E104            296       19150SH              Sole     X
SAMSONITE CORP.                 COM               79604V105           1144      196839SH              Sole     X
SANCHEZ COMPUTER ASSOC.         COM               799702105           6194      150382SH              Sole     X
SANDERSON FARMS, INC.           COM               800013104            516       60250SH              Sole     X
SANDISK CORP.                   COM               80004C101          17017      176800SH              Sole     X
SANDY SPRING BANCORP, INC       COM               800363103           1029       38100SH              Sole     X
SANMINA CORP.                   COM               800907107          24877      249079SH              Sole     X
SANGSTAT MEDICAL CORP.          COM               801003104           3284      110400SH              Sole     X
SANTA BARBARA RESTAURANT        COM               801378100              4        2300SH              Sole     X
SANTA CRUZ OPERATION INC        COM               801833104           2813       92600SH              Sole     X
SANTA FE PACIFIC CORP.          COM               802183103              0           0SH              Sole     X
SANTA FE SNYDER CORP            COM               80218K105           7382      922700SH              Sole     X
SAPIENT CORP.                   COM               803062108          24396      173100SH              Sole     X
SARA LEE CORP.                  COM               803111103         318668    14443867SH              Sole     X
SATCON TECHNOLOGY CORP.         COM               803893106            718       86000SH              Sole     X
SAUER INC.                      COM               804137107           1270      140100SH              Sole     X
SAUL CENTERS, INC. REIT         COM               804395101           2732      194300SH              Sole     X
SAWTEK INC.                     COM               805468105          16408      246500SH              Sole     X
SCANA CORP.                     COM               805898103          10077      374940SH              Sole     X
SCHEID VINEYARDS, INC.          CL A              806403101              8        2300SH              Sole     X
HENRY SCHEIN INC.               COM               806407102           2639      198214SH              Sole     X
SCHEIN PHARMACEUTICAL           COM               806416103           2022      166800SH              Sole     X
SCHERER HEALTH                  COM               806530101             10        3200SH              Sole     X
SCHERING-PLOUGH CORP.           COM               806605101         980941    23251939SH              Sole     X
SCHICK TECHNOLOGIES             COM               806683108             40       40000SH              Sole     X
SCHLUMBERGER LTD.               COM               806857108         428996     7626596SH              Sole     X
SCHNITZER STEELINDUSTRIES       CL A              806882106            410       21600SH              Sole     X
SCHOLASTIC CORP.                COM               807066105           7430      119480SH              Sole     X
SCHOOL SPECIALTY, INC.          COM               807863105           2874      190020SH              Sole     X
SCHULER HOMES INC               COM               808188106            430       66100SH              Sole     X
SCHULMAN, A., INC.              COM               808194104           4870      298525SH              Sole     X
CHARLES SCHWAB CORP.            COM               808513105         498827    12998746SH              Sole     X
SCHWEITZER-MAUDUIT INT'L        COM               808541106           2372      176487SH              Sole     X
SCICLONE PARM                   COM               80862K104            643      104900SH              Sole     X
SCIENT CORP.                    COM               80864H109          17710      204890SH              Sole     X
SCIENTIFIC-ATLANTA, INC.        COM               808655104          59966     1078044SH              Sole     X
SCIENTIFIC GAMES HOLDINGS       COM               808747109           2466      148900SH              Sole     X
SCIOS, INC.                     COM               808905103           1037      247668SH              Sole     X
SCIQUEST.COM. INC.              COM               80908Q107           3403       42800SH              Sole     X
SCOPE INDUSTRIES                COM               809163108            380        8400SH              Sole     X
SCOTT TECHNOLOGIES, INC.        COM               810022301           3382      179200SH              Sole     X
SCOTTISHPOWER ADR               SPON ADR FINAL    81013T705           5529      197473SH              Sole     X
SCOTTS CO.                      CL A              810186106           6762      168000SH              Sole     X
E.W SCRIPPS CO                  CL A              811054204          10431      232780SH              Sole     X
SEABOARD CORP.                  COM               811543107            414        2130SH              Sole     X
SEACOAST BANKING CORP.CLA       CL A              811707108            890       31100SH              Sole     X
SEACOAST FINL SERV. CORP.       COM               81170Q106           1873      183870SH              Sole     X
SEAGATE TECHNOLOGY              COM               811804103         150714     3236808SH              Sole     X
THE SEAGRAM CO. LTD.            COM               811850106         240777     5358032SH              Sole     X
SEACOR SMIT INC.                COM               811904101           6251      120800SH              Sole     X
SEALED AIR CORP                 COM               81211K100          68874     1329299SH              Sole     X
SEALED AIR CORP CVT PFD         PFD CV A $2       81211K209           1911       37845SH              Sole     X
SEARS, ROEBUCK & CO.            COM               812387108         171196     5624521SH              Sole     X
SEATTLE FILMWORKS, INC          COM               812572105            601      216254SH              Sole     X
SECOND BANCORP, INC.            COM               813114105            917       41000SH              Sole     X
SECURE COMPUTING CORP.          COM               813705100           1344      107000SH              Sole     X
SECURITY CAPITAL GROUP B        CL B              81413P204           3546      283700SH              Sole     X
SEGUE SOFTWARE, INC.            COM               815807102           1090       43600SH              Sole     X
SEITEL, INC.                    COM NEW           816074306           2011      297900SH              Sole     X
SELECT COMFORT CORP             COM               81616X103            431      106200SH              Sole     X
SELECTIVE INSURANCE GROUP       COM               816300107           3881      225800SH              Sole     X
SEMTECH CORP.                   COM               816850101          12021      230621SH              Sole     X
SEMPRA ENERGY                   COM               816851109          57832     3328465SH              Sole     X
SENIOR HOUSING PROP TRUST       SH BEN INT        81721M109           1698      136490SH              Sole     X
SENSORMATIC ELECTRONICS C       COM               817265101          11979      686979SH              Sole     X
SENSORY SCIENCE CORP.           COM               81726X100            696      397700SH              Sole     X
SEPRACOR INC                    COM               817315104          14677      147974SH              Sole     X
SEQUA CORP.                     CL A              817320104           4639       86010SH              Sole     X
SERACARE, INC.                  COM               817473101            229       65300SH              Sole     X
SERENA SOFTWARE, INC.           COM               817492101           2376       76800SH              Sole     X
SEROLOGICALS CORP.              COM               817523103           1022      170350SH              Sole     X
SERVICE CORP. INT'L.            COM               817565104          26122     3765363SH              Sole     X
SERVICE EXPERTS INC.            COM               817567100            921      158400SH              Sole     X
SERVICE MERCHANDISE CO.,        COM               817587108             48      560349SH              Sole     X
SERVICEMASTER CO.               COM               81760N109          12915     1048950SH              Sole     X
7-ELEVEN INC.                   COM               817826100           2655     1490700SH              Sole     X
SEVEN SEAS PETROLEUM            COM               817917107            295      168500SH              Sole     X
SHARED MEDICAL SYSTEMS CO       COM               819486101          18775      368584SH              Sole     X
SHARPER IMAGE CORP              COM               820013100            530       41800SH              Sole     X
SHAW INDUSTRIES, INC.           COM               820286102           9325      604068SH              Sole     X
SHERWIN-WILLIAMS CO.            COM               824348106          48471     2308148SH              Sole     X
SHIRE PHARMACEUTICALS ADR       SPONSORED ADR     82481R106            735       25226SH              Sole     X
SHOE CARNIVAL                   COM               824889109            782       77750SH              Sole     X
SHOE PAVILION, INC.             COM               824894109             46       21100SH              Sole     X
SHOPKO STORES, INC.             COM               824911101           5906      256800SH              Sole     X
SHOLODGE, INC.                  COM               825034101            177       39333SH              Sole     X
SHONEY'S, INC.                  COM               825039100            859      624601SH              Sole     X
SHOP AT HOME, INC.              COM NEW           825066301           1053      106000SH              Sole     X
SHOREWOOD PACKAGING CORP.       COM               825229107           7764      410000SH              Sole     X
SHOWPOWER, INC.                 COM               825396104             21        3000SH              Sole     X
SHUFFLE MASTER, INC.            COM               825549108            709       83450SH              Sole     X
SHURGARD STRAGE REIT CL A       COM               82567D104           9878      426000SH              Sole     X
SICOR, INC.                     COM               825846108           6085      785181SH              Sole     X
SIEBEL SYSTEMS INC.             COM               826170102          69835      831368SH              Sole     X
SIERRA HEALTH SERVICES          COM               826322109           1560      233303SH              Sole     X
SIERRA PACIFIC RESOURCES        COM               826428104          10920      630750SH              Sole     X
SIGMA ALDRICH CORP.             COM               826552101          44296     1473458SH              Sole     X
SIGNAL TECHNOLOGY CORP.         COM               826675100            359       49500SH              Sole     X
SIG CORP INC.                   COM               826912107           4428      194630SH              Sole     X
SILGAN HOLDINGS INC.            COM               827048109           1856      138800SH              Sole     X
SILICON GRAPHICS, INC.          COM               827056102          26513     2702013SH              Sole     X
SILICON IMAGE INC.              COM               82705T102           4918       70200SH              Sole     X
SILICON VALLEY BANCSHARES       COM               827064106          10232      206700SH              Sole     X
SILICON VALLEY GROUP, INC       COM               827066101           5746      323700SH              Sole     X
SILICONIX INC.                  COM NEW           827079203           2130       16200SH              Sole     X
SILKNET SOFTWARE, INC.          COM               827094103           9812       59200SH              Sole     X
SILVERSTREAM SOFTWARE           COM               827907106           5605       47100SH              Sole     X
SIMMONS FIRST NATIONAL          CL A $5 PAR       828730200           2086       83450SH              Sole     X
SIMON PROPERTY GROUP, INC       COM               828806109          46110     2010234SH              Sole     X
SIMPSON INDUSTRIES, INC.        COM               829060102           1465      130200SH              Sole     X
SIMPSON MANUFACTURING           COM               829073105           2419       55300SH              Sole     X
SIMULA INC.                     COM               829206101            315       57900SH              Sole     X
SINCLAIR BROADCAST GROUP        CL A              829226109           3884      318300SH              Sole     X
SIRIUS SATELLITE RADIO          COM               82966U103           6599      148300SH              Sole     X
SITEL CORP.                     COM               82980K107           4284      612000SH              Sole     X
SIPEX CORP.                     COM               829909100           3404      138600SH              Sole     X
SIZZLER PROPERTY INVESTOR       COM               830137105            563       69300SH              Sole     X
SIZZLER INTERNATIONAL           COM               830139101            924      369575SH              Sole     X
SKETCHERS U.S.A, INC            CL A              830566105              8        2000SH              Sole     X
SKY FINANCIAL GROUP INC.        COM               83080P103          10906      541922SH              Sole     X
SKYLANDS FINANCIAL CORP.        COM               83081H100             87        7900SH              Sole     X
SKYLINE CORP.                   COM               830830105           2148       91400SH              Sole     X
SKYWEST, INC.                   COM               830879102           6801      242900SH              Sole     X
SMARTDISK CORP.                 COM               83169Q105           1808       55200SH              Sole     X
SMITH (A.O.) CORPORATION        COM               831865209           4423      202200SH              Sole     X
SMITH INTERNATIONAL, INC.       COM               832110100          12145      244430SH              Sole     X
CHARLES E. SMITH RES REIT       COM               832197107          11038      312040SH              Sole     X
SMITHFIELD FOOD, INC.           COM               832248108           9586      399400SH              Sole     X
J. M. SMUCKER CO.               CL A              832696108           4312      221120SH              Sole     X
J.M.SMUCKER CL B                CL B              832696207             76        4700SH              Sole     X
SMURFIT-STONE CONTAINER         COM               832727101          21009      857500SH              Sole     X
SNYDER COMMUNICATIONS INC       COM SNC           832914105           6677      346869SH              Sole     X
CIRCLE.COM                      COM CIRCLE COM    832914204            590       47942SH              Sole     X
SNAP-ON INC.                    COM               833034101          22387      842810SH              Sole     X
SOCRATES TECHNOLOGIES           COM               833719107            234      107100SH              Sole     X
SODEXHO MARRIOTT SVCS WI        COM               833793102           3159      243021SH              Sole     X
SOFTWARE SPECTRUM               COM               833960107           1677       94800SH              Sole     X
SOFTNET SYSTEMS, INC.           COM               833964109           2811      111900SH              Sole     X
SOFTWARE.COM, INC.              COM               83402P104          11011      114700SH              Sole     X
SOFTWORKS, INC.                 COM               83404P102            518       53300SH              Sole     X
SOLA INTERNATIONAL              COM               834092108           3986      287300SH              Sole     X
SOLECTRON CORP.                 COM               834182107         444882     4676819SH              Sole     X
SOLUTIA, INC.                   COM               834376105          17763     1150653SH              Sole     X
SOLV-EX CORP.                   COM               834382103              4       32466SH              Sole     X
SOMERA COMMUNICATIONS           COM               834458101            985       79200SH              Sole     X
SOMERSET GROUP, INC.            COM               834706103             99        5156SH              Sole     X
SONIC CORP                      COM               835451105           4068      142725SH              Sole     X
SONIC AUTOMOTIVE INC.           CL A              83545G102            707       72500SH              Sole     X
SONICWALL, INC.                 COM               835470105           1147       28500SH              Sole     X
SONOCO PRODUCTS                 COM               835495102           8516      374319SH              Sole     X
SONOSITE, INC.                  COM               83568G104           2273       71858SH              Sole     X
SONUS PHARMACEUTICALS INC       COM               835692104            404      161500SH              Sole     X
SOTHEBY'S HOLDINGS CLASS        CL A              835898107           6364      212130SH              Sole     X
SOURCE INFORMATION MGMT         COM NEW           836151209           1869      111600SH              Sole     X
SOURCE MEDIA, INC.              COM NEW           836153304           3645      197000SH              Sole     X
SOUTH JERSEY FIN CORP           COM               838493104            741       47400SH              Sole     X
SOUTH JERSEY INDUSTRIES,        COM               838518108           2014       70820SH              Sole     X
SOUTHDOWN, INC.                 COM               841297104           6880      133264SH              Sole     X
SOUTHERN CO.                    COM               842587107         231236     9839837SH              Sole     X
SOUTHERN ENERGY HOMES           COM               842814105             56       24000SH              Sole     X
SOUTHERN FIN'L BANCORP          COM               842870107            282       17100SH              Sole     X
SOUTHERN PERU COPPER CORP       COM               843611104           2089      135300SH              Sole     X
SOUTHERN UNION CO.              COM               844030106           8465      442607SH              Sole     X
SOUTHTRUST CORP.                COM               844730101          90067     2381948SH              Sole     X
SOUTHWEST AIRLINES CO.          COM               844741108         116622     7204475SH              Sole     X
SOUTHWEST BANCORP, INC.         COM               844767103            458       22900SH              Sole     X
SOUTHWEST BANCORP OF TX         COM               84476R109           4515      227900SH              Sole     X
SOUTHWEST GAS CORP.             COM               844895102           6044      262800SH              Sole     X
SOUTHWEST SECURITIES, INC       COM               845224104           1938       70800SH              Sole     X
SOUTHWESTERN ENERGY CO.         COM               845467109           2053      312800SH              Sole     X
SOVEREIGN BANCORP, INC.         COM               845905108          10657     1429847SH              Sole     X
SOVRAN SELF STORAGE REIT        COM               84610H108           4248      224300SH              Sole     X
3PACELABS MEDICAL, INC.         COM               846247104            977       52639SH              Sole     X
SPANISH BROADCASTING SYS.       CL A              846425882           1151       28600SH              Sole     X
SPARTAN MOTORS, INC.            COM               846819100           1213      277300SH              Sole     X
SPARTECH CORP.                  COM NEW           847220209           5666      175700SH              Sole     X
SPECIALTY CHEM RESOURCES,       COM NEW           847487204              6       29400SH              Sole     X
SPECIALTY EQUIPMENT COS.        COM NEW           847497203           3638      152000SH              Sole     X
SPECTRALINK CORP.               COM               847580107             78       11000SH              Sole     X
SPECTRIAN CORP.                 COM               847608106            989       35000SH              Sole     X
SPECTRANETICS                   COM               84760C107            479      123600SH              Sole     X
SPECTRX, INC.                   COM               847635109             61        5074SH              Sole     X
SPEEDFAM-IPEC, INC.             COM               847705100           2984      230645SH              Sole     X
SPEEDUS.COM, INC.               COM               847723103           1218      254800SH              Sole     X
SPEEDWAY MOTORSPORTS INC.       COM               847788106           3173      114100SH              Sole     X
SPIEGEL, INC.                   CL A              848457107           3309      470600SH              Sole     X
SPIEKER PROPERTIES REIT         COM               848497103          27066      742800SH              Sole     X
SPLITROCK SERVICES, INC.        COM               848636304           2274      114400SH              Sole     X
SPORTSLINE.COM, INC.            COM               848934105           6456      128800SH              Sole     X
THE SPORTS AUTHORITY INC        COM               849176102            473      236410SH              Sole     X
SPRINGS INDUSTRIES, INC.        CL A              851783100          11372      284746SH              Sole     X
SPRINT CORP.                    COM FON GROUP     852061100         837140    12436613SH              Sole     X
SPRINT CORP. PCS                PCS COM SER 1     852061506         704450     6872684SH              Sole     X
SPYGLASS, INC.                  COM               852192103           7414      195500SH              Sole     X
SS&C TECHNOLOGIES               COM               85227Q100            517       79500SH              Sole     X
STAC SOFTWARE, INC.             COM NEW           852323203            772      122224SH              Sole     X
STAFF LEASING INC.              COM               852381102           1355      142600SH              Sole     X
STAFFMARK INC.                  COM               852389105           2090      276400SH              Sole     X
STAGE STORES                    COM               85254C107            284      123000SH              Sole     X
STAMPS.COM INC                  COM               852857101           3917       94100SH              Sole     X
STANCORP FINANCIAL GROUP        COM               852891100           3194      126800SH              Sole     X
STANDARD COMMERCIAL TOBAC       COM               853258101            519      145634SH              Sole     X
STD MICROSYSTEM                 COM               853626109           1454      134500SH              Sole     X
STANDARD MOTOR PRODUCTS,        COM               853666105           1522       94400SH              Sole     X
STANDARD PACIFIC CORP           COM               85375C101           2938      267100SH              Sole     X
THE STANDARD REGISTER CO.       COM               853887107           4794      247434SH              Sole     X
STANDEX INTERNATIONAL COR       COM               854231107           2443      116700SH              Sole     X
THE STANLEY WORKS               COM               854616109          37171     1233907SH              Sole     X
STAR TELECOMMUNICATIONS         COM               854923109           3541      447815SH              Sole     X
STAPLES, INC.                   COM               855030102         137315     6617578SH              Sole     X
STAR BUFFET INC.                COM               855086104             27        7600SH              Sole     X
STARBUCKS CORP.                 COM               855244109          18785      774636SH              Sole     X
STARCRAFT CORP.                 COM               855269106             18        2500SH              Sole     X
STARMEDIA NETWORK, INC.         COM               855546107           6234      155600SH              Sole     X
STARMET CORP.                   COM               855547105             21        3200SH              Sole     X
L. S. STARRETT CO. CL. A        CL A              855668109           2049       91300SH              Sole     X
L. S. STARRETT CO. CL. B        CL A              855668109              9         400SH              Sole     X
STARTER CORP.                   COM               855684106              0      235200SH              Sole     X
STARTEK INC.                    COM               85569C107           2186       60300SH              Sole     X
STARTEC GLOBAL COMM.            COM               85569E103            915       42800SH              Sole     X
STARWOOD FINANCIAL INC.         COM               85569R104           7499      442734SH              Sole     X
STATE AUTO FINL CORP            COM               855707105            741       81200SH              Sole     X
STARWOOD HOTELS & RESORTS       PAIRED CTF        85590A203          15059      640812SH              Sole     X
STATE FINL SVCS. CORP A         CL A              856855101            842       70169SH              Sole     X
STATE STREET CORP.              COM               857477103         166093     2273307SH              Sole     X
STATEN ISLAND BANCORP           COM               857550107           4916      273100SH              Sole     X
STATION CASINOS, INC.           COM               857689103           5143      229200SH              Sole     X
STEEL DYNAMICS INC.             COM               858119100           4725      296500SH              Sole     X
STEEL TECHNOLOGIES, INC.        COM               858147101            283       19500SH              Sole     X
STEELCASE INC.                  CL A              858155203            389       32400SH              Sole     X
STEIN MART, INC.                COM               858375108           1900      334000SH              Sole     X
STEINWAY MUSICAL INST.          COM ORD           858495104           1057       52200SH              Sole     X
STEPAN CO.                      COM               858586100            507       21700SH              Sole     X
STEPHAN CO                      COM               858603103            301       75250SH              Sole     X
STERLING BANCSHARES INC.        COM               858907108           2442      218300SH              Sole     X
STERICYCLE, INC.                COM               858912108           2158      114700SH              Sole     X
STERILE RECOVERIES, INC.        COM               859151102            432       62800SH              Sole     X
STERIS CORP.                    COM               859152100           5823      564672SH              Sole     X
STERLING BANCORP                COM               859158107            356       22260SH              Sole     X
STERLING COMMERCE, INC.         COM               859205106          13028      382464SH              Sole     X
STERLING FINANCIAL CORP.        COM               859317109            643       20750SH              Sole     X
STERLING SOFTWARE, INC.         COM               859547101          12236      388454SH              Sole     X
STEWART & STEVENSON SVCS.       COM               860342104           3378      285220SH              Sole     X
STEWART ENTERPRISES CL. A       CL A              860370105           2093      440610SH              Sole     X
STEWART INFORMATION SERVI       COM               860372101           1287       96700SH              Sole     X
STIFEL FINANCIAL CORP.          COM               860630102            462       46798SH              Sole     X
STILLWATER MINING CO.           COM               86074Q102          10845      340250SH              Sole     X
STONE & WEBSTER, INC.           COM               861572105           1597       95000SH              Sole     X
STONE ENERGY CORP.              COM               861642106           6106      171400SH              Sole     X
STONERIDGE INC.                 COM               86183P102           4218      273200SH              Sole     X
STORAGE USA, INC. REIT          COM               861907103          12611      416900SH              Sole     X
STORAGE TECHNOLOGY CORP.        COM PAR $0.10     862111200           7742      419884SH              Sole     X
STORAGE COMPUTER CORP.          COM               86211A101             10        2000SH              Sole     X
STRATEGIC DISTRIBUTION          COM               862701208            623      433078SH              Sole     X
STRATTEC STRATEGY CORP          COM               863111100            868       26805SH              Sole     X
STRATUS PROPERTIES, INC.        COM               863167102            555      132500SH              Sole     X
STRAYER EDUCATION               COM               863236105           1423       72050SH              Sole     X
STREAMLOGIC CORP.               COM               863238101              0       34100SH              Sole     X
STEAMLINE.COM. INC              COM               863239109             26        3000SH              Sole     X
STRIDE RITE CORP.               COM               863314100           3043      468226SH              Sole     X
STROUDS, INC.                   COM               863451100            160       69100SH              Sole     X
STRUCTURAL DYNAMICS RESEA       COM               863555108           3672      287961SH              Sole     X
STRYKER CORP.                   COM               863667101          27993      402060SH              Sole     X
STUDENT LOAN CORP.              COM               863902102           3586       71900SH              Sole     X
STYLING TECHNOLOGY CORP.        COM               863905105            218       69700SH              Sole     X
STURM, RUGER & CO., INC.        COM               864159108           1306      147200SH              Sole     X
STYLECLICK.COM INC              COM               864221106            486       40700SH              Sole     X
SUCCESS BANCSHARES INC.         COM               864578109            358       36000SH              Sole     X
SUFFOLK BANCORP                 COM               864739107            683       25900SH              Sole     X
SUIZA FOODS CORP.               COM               865077101          10358      261390SH              Sole     X
SUMMIT BANCORP.                 COM               866005101          74358     2428030SH              Sole     X
SUMMIT BANCSHARES INC           COM               866011109            986       53300SH              Sole     X
SUMMIT PROPERTIES REIT          COM               866239106           8001      447600SH              Sole     X
SUMMIT TECHNOLOGY, INC.         COM               86627E101           4862      415971SH              Sole     X
SUN COMMUNITIES INC. REIT       COM               866674104           8903      276600SH              Sole     X
SUN MICROSYSTEMS, INC.          COM               866810104        1922849    24830980SH              Sole     X
SUN HEALTHCARE GROUP INC        COM               866933104              6      152171SH              Sole     X
SUNBURST HOSPITALITY CORP       COM               866948102            671      119245SH              Sole     X
SUNBEAM CORP.                   COM               867071102           2874      686400SH              Sole     X
SUNGARD DATA SYSTEMS            COM               867363103          12929      544369SH              Sole     X
SUNGLASS HUT INTERNATIONA       COM               86736F106           5183      460700SH              Sole     X
SUNOCO, INC.                    COM               86764P109          37724     1605270SH              Sole     X
SUNQUEST INFO. SYSTEMS          COM               867654105            339       25100SH              Sole     X
SUNRISE ASSISTED LIVING         COM               86768K106           1777      129200SH              Sole     X
SUNRISE TECH INT'L              COM               86769L103           2388      202200SH              Sole     X
SUNTERRA RESORTS INC.           COM               86787D109           4253      369850SH              Sole     X
SUNRISE MEDICAL, INC.           COM               867910101           3083      498300SH              Sole     X
SUNTRUST BANKS, INC.            COM               867914103         308309     4480422SH              Sole     X
SUPERCONDUCTOR TECH INC.        COM               867931107             20        4200SH              Sole     X
SUPERGEN INC.                   COM               868059106           3907      133000SH              Sole     X
SUPERIOR CONSULTANT HLDGS       COM               868146101           1444      101300SH              Sole     X
SUPERIOR INDUSTRIES INT'L       COM               868168105           4142      154469SH              Sole     X
SUPERIOR NAT'L. INSURANCE       COM               868224106            787      104000SH              Sole     X
SUPERIOR UNIFORM GROUP          COM               868358102            419       46500SH              Sole     X
SUPERIOR TELECOM INC.           COM               868365107           2401      155547SH              Sole     X
SUPERIOR TELECOM 8.5% CVT       PFD CV 8.50%      86836P202            267        7971SH              Sole     X
SUPERVALU, INC.                 COM               868536103          42648     2132418SH              Sole     X
SURMODICS, INC.                 COM               868873100            561       18700SH              Sole     X
SUSQUEHANNA BKSHS PA            COM               869099101           4760      299825SH              Sole     X
SWIFT ENERGY CO.                COM               870738101           2284      198599SH              Sole     X
SWIFT TRANSPORTATION CO.,       COM               870756103           6725      381575SH              Sole     X
SWISS ARMY BRANDS, INC.         COM               870827102             98       13700SH              Sole     X
SYBRON CHEMICALS, INC.          COM               870903101             81        6900SH              Sole     X
SYBASE, INC.                    COM               871130100          10831      637100SH              Sole     X
SYBRON CORP.                    COM               87114F106          11725      474939SH              Sole     X
SYCAMORE NETWORKS, INC.         COM               871206108          67286      218460SH              Sole     X
SYKES ENTERPRISES, INC.         COM               871237103          10780      245700SH              Sole     X
SYLVAN LEARNING SYSTEMS         COM               871399101           3300      253875SH              Sole     X
SYMANTEC CORP.                  COM               871503108          28799      491237SH              Sole     X
SYMBOL TECHNOLOGIES, INC.       COM               871508107          22024      346487SH              Sole     X
SYMMETRICOM INC                 COM               871543104           1177      118400SH              Sole     X
SYMS CORP                       COM               871551107            372       74300SH              Sole     X
SYMYX TECHNOLOGIES              COM               87155S108           1590       53000SH              Sole     X
SYNAGRO TECHNOLOGIES, INC       COM NEW           871562203            297       60946SH              Sole     X
SYNALLOY CORP.                  COM               871565107            358       47700SH              Sole     X
SYNCOR INTERNATIONAL CORP       COM               87157J106           3550      121900SH              Sole     X
SYNOPSYS, INC.                  COM               871607107          26240      393106SH              Sole     X
SYNOVUS FINANCIAL CORP.         COM               87161C105          76544     3851291SH              Sole     X
SYNTELLECT INC.                 COM               87161L105            857      285600SH              Sole     X
SYNTEL, INC.                    COM               87162H103           3990      246480SH              Sole     X
SYNTROLEUM CORP.                COM               871630109           1477      181800SH              Sole     X
SYSCO CORP.                     COM               871829107         207259     5238771SH              Sole     X
SYSTEM SOFTWARE ASSOCIATE       COM NEW           871839205            149       74737SH              Sole     X
SYSTEMAX INC                    COM               871851101           1853      217946SH              Sole     X
SYSTEMS & COMPUTER TECH.        COM               871873105           2906      178800SH              Sole     X
T & W FINANCIAL CORP            COM               87215N107            162       92600SH              Sole     X
TBC CORP.                       COM               872180104           1105      176825SH              Sole     X
TCBY ENTERPRISES, INC.          COM               872245105            511      134030SH              Sole     X
TCF FINANCIAL CORP.             COM               872275102           7553      303620SH              Sole     X
TCI SATELLITE ENT CL A          CL A              872298104           3902      243887SH              Sole     X
TCI SATELLITE ENT CL B          CL B              872298203              7         420SH              Sole     X
TCSI CORP.                      COM               87233R106           1064      333850SH              Sole     X
TD WATERHOUSE GROUP, INC.       COM               872362108           1810      110100SH              Sole     X
TECO ENERGY, INC.               COM               872375100           8824      475350SH              Sole     X
TF FINANCIAL CORP.              COM               872391107           1088       82112SH              Sole     X
THQ INC.                        COM NEW           872443403           2958      127550SH              Sole     X
TJ INTERNATIONAL, INC.          COM               872534102           5011      119300SH              Sole     X
TJX COS., INC.                  COM               872540109          99221     4854866SH              Sole     X
TNP ENTERPRISES, INC.           COM               872594106           5350      129700SH              Sole     X
TRO LEARNING, INC.              COM               87263R109            364       67800SH              Sole     X
TRW, INC.                       COM               872649108          94626     1821913SH              Sole     X
TSI INT'L SOFTWARE LTD.         COM               872879101           9545      168564SH              Sole     X
TSR, INC.                       COM               872885108            587       71100SH              Sole     X
TST/IMPRESO, INC.               COM               872895107            150       38100SH              Sole     X
TMP WORLDWIDE, INC.             COM               872941109          16515      116300SH              Sole     X
TV GUIDE, INC.                  CL A              87307Q109          21294      495200SH              Sole     X
TACO CABANA                     COM               873425102            968      119100SH              Sole     X
TALBOTS INC.                    COM               874161102           5993      134300SH              Sole     X
TALK.COM, INC.                  COM               874264104           7996      450500SH              Sole     X
TANDY CORP.                     COM               875382103         156114     3173863SH              Sole     X
TANDYCRAFTS, INC.               COM               875386104            409      133700SH              Sole     X
TANGER FACTORY OUTLET CEN       COM               875465106           2849      137300SH              Sole     X
TANNING TECHNOLOGY CORP.        COM               87588P101           3124       53000SH              Sole     X
TARRAGON REALTY INVESTORS       COM               876287103            263       25700SH              Sole     X
TARRANT APPAREL GROUP           COM               876289109            375       39000SH              Sole     X
TAUBMAN CO. REIT                COM               876664103           7582      705300SH              Sole     X
TEAM FINANCIAL INC.             COM               87815X109            416       46200SH              Sole     X
TECH DATA CORP.                 COM               878237106           7184      264860SH              Sole     X
TECH/OPS SEVCON, INC.           COM               878293109            553       55300SH              Sole     X
TECH-SYM CORP.                  COM               878308105           1341       65000SH              Sole     X
TECHNE                          COM               878377100          10375      188428SH              Sole     X
TECHNICAL COMMUNICATIONS        COM               878409101             82       14000SH              Sole     X
TECH. CHEM. & PROD.             COM               87840Q103             21       41400SH              Sole     X
TECHNISOURCE, INC.              COM               878553106            276       46900SH              Sole     X
TECHNITROL, INC.                COM               878555101           5144      115600SH              Sole     X
TECHNOLOGY SOLUTIONS CO.        COM               87872T108          13830      422296SH              Sole     X
TECUMSEH PRODUCTS CO. CL        CL B              878895101            539       12900SH              Sole     X
TECUMSEH PRODUCTS CO. CL        CL A              878895200           3204       67903SH              Sole     X
TEJON RANCH CO.                 COM               879080109           2522      106200SH              Sole     X
TEKELEC                         COM               879101103           5587      248300SH              Sole     X
TEKTRONIX, INC.                 COM               879131100          32488      835709SH              Sole     X
TELCOM SEMICONDUCTOR INC.       COM               87921P107           1550       73800SH              Sole     X
TELEBANC FINANCIAL CORP         COM               87925R109           6547      251800SH              Sole     X
TELECORP PCS INC                CL A              879299105           6722      176900SH              Sole     X
TELEDYNE TECHNOLOGIES INC       COM               879360105           2623      277888SH              Sole     X
TELEFLEX INC.                   COM               879369106           5342      170610SH              Sole     X
TELEGROUP, INC.                 COM               879422103              0       77300SH              Sole     X
TELEPHONE & DATA SYSTEMS,       COM               879433100          41177      326798SH              Sole     X
TELESCAN INC.                   COM               879516102           2609      105700SH              Sole     X
TELESPECTRUM WORLDWIDE          COM               87951U109            662       92892SH              Sole     X
TELIGENT, INC.                  CL A              87959Y103           1315       21300SH              Sole     X
TELLABS, INC.                   COM               879664100         408579     6365397SH              Sole     X
TELTREND INC.                   COM               87969R106            478       15800SH              Sole     X
TELXON CORP.                    COM               879700102           2979      186200SH              Sole     X
TELULAR CORP.                   COM NEW           87970T208            988      104050SH              Sole     X
TEMPLE-INLAND, INC.             COM               879868107          50900      771943SH              Sole     X
TELETECH HOLDINGS INC.          COM               879939106          10886      323000SH              Sole     X
TENFOLD CORP.                   COM               88033A103           4883      122263SH              Sole     X
TENET HEALTHCARE CORP.          COM               88033G100         106470     4530655SH              Sole     X
TENNANT CO.                     COM               880345103           1313       40100SH              Sole     X
TENNECO AUTOMOTIVE              COM               880349105           3829      411118SH              Sole     X
TERADYNE, INC.                  COM               880770102         180937     2741473SH              Sole     X
TERAYON COMMUNICATIONS          COM               880775101           7619      121300SH              Sole     X
TEREX CORPORATION               COM               880779103          10573      381000SH              Sole     X
TERRA INDUSTRIES, INC.          COM               880915103            693      426492SH              Sole     X
TERRA NITROGEN COMPANY          COM UNIT          881005201             22        5800SH              Sole     X
TESORO PETROLEUM CORP.          COM               881609101           3115      269400SH              Sole     X
THE TESSERACT GROUP INC.        COM               881612105            301      172200SH              Sole     X
TETRA TECHNOLOGIES INC.         COM               88162F105            179       24700SH              Sole     X
TETRA TECH INC                  COM               88162G103           3916      254727SH              Sole     X
TEXACO, INC.                    COM               881694103         431892     7951988SH              Sole     X
TEXAS INDUSTRIES, INC.          COM               882491103           8318      195434SH              Sole     X
TEXAS INSTRUMENTS, INC.         COM               882508104        1236032    12759042SH              Sole     X
TEXAS REGIONAL BANCSHARES       CL A VTG          882673106           3070      105850SH              Sole     X
TEXAS UTILITIES CO.             COM               882848104         136522     3838934SH              Sole     X
TEXTRON, INC.                   COM               883203101         158485     2066630SH              Sole     X
THEGLOBE.COM, INC.              COM               88335R101            488       58300SH              Sole     X
THERAGENICS CORP                COM               883375107           2844      313800SH              Sole     X
THERMO ELECTRON CORP.           COM               883556102          33892     2259471SH              Sole     X
THERMO INSTRUMENT SYSTEMS       COM               883559106           4233      380519SH              Sole     X
THERMEDICS DETECTION INC.       COM               88355E105            820      121435SH              Sole     X
THERMO CARDIO  SYSTEMS          COM NONREDEEM     88355K200           1423      216800SH              Sole     X
THERMO ECOTEK CORP.             COM               88355R106            576      108450SH              Sole     X
THERMO FIBERTEK, INC.           COM               88355W105           1666      233875SH              Sole     X
THERMO OPTEK CORP.              COM               883582108             90        7900SH              Sole     X
THERMO TERRATECH INC.           COM               883598104            529       77600SH              Sole     X
THERMOLASE CORP.                COM               883624108            499      249500SH              Sole     X
THERMOQUEST CORP.               COM               883655102           2436      236200SH              Sole     X
THERMORTEC CORPORATION          COM               883656100            279       42100SH              Sole     X
THERMOTREX CORP                 COM               883666109            760       96500SH              Sole     X
THESTREET.COM, INC.             COM               88368Q103           2375      123800SH              Sole     X
THERMEDICS, INC.                COM               883901100            558      102550SH              Sole     X
THOMAS & BETTS CORP.            COM               884315102          25463      798830SH              Sole     X
THOMAS INDUSTRIES INC.          COM               884425109           1922       94050SH              Sole     X
THOR INDS, INC.                 COM               885160101           3080      101200SH              Sole     X
THORNBURG MORTGAGE ASSET        COM               885218107           1231      149200SH              Sole     X
3 COM CORP.                     COM               885535104         231564     4926902SH              Sole     X
3DO CO.                         COM               88553W105             35        3800SH              Sole     X
3DFX INTERACTIVE INC.           COM               88553X103           1808      184300SH              Sole     X
THREE-FIVE SYSTEMS, INC.        COM               88554L108            683       16667SH              Sole     X
TIBCO SOFTWARE, INC.            COM               88632Q103          25750      168300SH              Sole     X
TICKETS.COM, INC.               COM               88633M101           2157      150700SH              Sole     X
TIDEWATER, INC.                 COM               886423102          11449      318030SH              Sole     X
TIFFANY & COMPANY NEW           COM               886547108          30959      346880SH              Sole     X
TIMBERLAND BANCORP, INC.        COM               887098101             86        7600SH              Sole     X
TIMBERLAND CO.                  CL A              887100105           8545      161600SH              Sole     X
TIMBERLINE SOFTWARE CORP.       COM               887134104           1760      130996SH              Sole     X
TIME WARNER, INC.               COM               887315109        1491238    20586548SH              Sole     X
TIME WARNER TELECOM INC.        CL A              887319101           6427      128700SH              Sole     X
TIMES MIRROR CO. CLASS A        COM SER A         887364107          61540      918502SH              Sole     X
TIMES MIRROR CO.                PEPS    031501    887364503           2219       17900SH              Sole     X
TIMKEN CO.                      COM               887389104          21789     1066149SH              Sole     X
THE TITAN CORP                  COM               888266103          12498      265200SH              Sole     X
TITAN EXPLORATION, INC.         COM               888289105            182       33522SH              Sole     X
TITAN INTERNATIONAL INC.        COM               88830M102           1248      191950SH              Sole     X
TITANIUM METALS CORP.           COM               888339108            801      178000SH              Sole     X
TIVO INC.                       COM               888706108           3193       94600SH              Sole     X
TODAY'S MAN WARRANTS            WT EXP  123100    888910114              2       19150SH              Sole             X
TODAY'S MAN INC.                COM NEW           888910205             49       79025SH              Sole     X
TODD SHIPYARDS CORP.            COM               889039103           1573      199800SH              Sole     X
TODHUNTER INT'L., INC.          COM               889050100            336       36800SH              Sole     X
TOLL BROTHERS INC               COM               889478103           4768      256000SH              Sole     X
TOO, INC.                       COM               890333107           3998      231780SH              Sole     X
TOOTSIE ROLL INDUSTRIES,        COM               890516107           2925       88790SH              Sole     X
THE TOPPS CO., INC.             COM               890786106           6064      584437SH              Sole     X
TORCHMARK CORP.                 COM               891027104          53267     1832852SH              Sole     X
THE TORO CO.                    COM               891092108           4981      133500SH              Sole     X
TOSCO CORP.                     COM NEW           891490302          70340     2587228SH              Sole     X
TOTAL CONTAINMENT               COM               89149T101              4        2100SH              Sole     X
TOTAL ENTERTAINMENT REST.       COM               89150E100              8        5000SH              Sole     X
TOTAL RENAL CARE HLDGS.         COM               89151A107           3890      581688SH              Sole     X
TOTAL-TEL USA COMMUNICATI       COM               89151T106            731       51780SH              Sole     X
TOWER AUTOMOTIVE INC.           COM               891707101           9082      588300SH              Sole     X
TOTAL SYSTEM SERVICES, IN       COM               891906109          10618      650900SH              Sole     X
TRACK DATA CORP                 COM               891918104           3822      375200SH              Sole     X
TOWN & COUNTRY TRUST REIT       SH BEN INT        892081100           6038      336600SH              Sole     X
TOWNE SERVICES, INC.            COM               892148107            709      177200SH              Sole     X
TOYMAX INTERNATIONAL INC.       COM               892268103            288       61500SH              Sole     X
TOYS R US, INC.                 COM               892335100          56111     3920392SH              Sole     X
TRACTOR SUPPLY COMPANY          COM               892356106           1090       68100SH              Sole     X
TRAILER BRIDGE INC              COM               892782103             23       18400SH              Sole     X
TRAMMELL CROW CO.               COM               89288R106           2400      206450SH              Sole     X
TRANS WORLD AIRLINES            COM PAR$.01NEW    893349837           1322      470100SH              Sole     X
TRANS WORLD ENTERTAINMENT       COM               89336Q100           2920      278050SH              Sole     X
TRANSACTION SYSTEMS             CL A              893416107           7360      262874SH              Sole     X
TRANSATLANTIC HOLDINGS          COM               893521104           9375      120100SH              Sole     X
TRANSCONTINENTAL REIT           COM NEW           893617209            289       22910SH              Sole     X
TRANSCRYPT INTERNATIONAL        COM               89363A101             25        8400SH              Sole     X
TRANSKARYOTIC THERAPIES         COM               893735100           5144      133600SH              Sole     X
TRANSPO INC.                    COM               893885103            669      103935SH              Sole     X
TRANSTECHNOLOGY CORP.           COM               893889105            319       28800SH              Sole     X
TRANS TECH INDS                 COM               89388T101            954       52800SH              Sole     X
TRANSTEXAS GAS CORP.            COM               893895102             32      157500SH              Sole     X
TRANSMONTAIGNE INC.             COM               893934109           1599      228400SH              Sole     X
TRAVELERS P'PRTY CAS CORP       CL A              893939108          14888      434700SH              Sole     X
TRANSWITCH CORP.                COM               894065101          14349      197750SH              Sole     X
TRANSWORLD HEALTHCARE INC       COM               894081108            375      199745SH              Sole     X
TRAVEL SERVICES INT'L           COM               894169101            313       34300SH              Sole     X
TREDEGAR CORP.                  COM               894650100           5104      246700SH              Sole     X
TREMONT CORP.                   COM PAR $1.00     894745207            646       43097SH              Sole     X
TRENWICK GROUP INC.             COM               895290104           2397      141523SH              Sole     X
TREX MEDICAL CORP.              COM               89531R101            348      123900SH              Sole     X
TRIAD HOSPITALS                 COM               89579K109           3289      217440SH              Sole     X
TRIANGLE BANCORP INC.           COM               895835106           2023      104400SH              Sole     X
TRIANGLE PHARMACEUTICALS        COM               89589H104           2379      185700SH              Sole     X
TRIDENT MICROSYSTEMS INC        COM               895919108            218       21300SH              Sole     X
TRIAD GUARANTY, INC.            COM               895925105           2694      118400SH              Sole     X
TRIARC COS INC                  CL A              895927101           4173      227100SH              Sole     X
TRICON GLOBAL RESTAURANTS       COM               895953107         112939     2923992SH              Sole     X
TRIBUNE CO.                     COM               896047107         185647     3371566SH              Sole     X
TRICO BANCSHARES                COM               896095106             62        3200SH              Sole     X
TRICO MARINE SERVICES           COM               896106101            597       84600SH              Sole     X
TRICORD SYSTEMS, INC.           COM               896121100             20        4200SH              Sole     X
TRIGON HEALTHCARE, INC.         COM               89618L100           8609      291832SH              Sole     X
TRIMBLE NAVIGATION LTD.         COM               896239100           9800      453200SH              Sole     X
TRIMEDYNE, INC.                 COM               896259108            198       87900SH              Sole     X
TRINITY INDUSTRIES, INC.        COM               896522109           8963      315180SH              Sole     X
TRIQUINT SEMICONDUCTOR, I       COM               89674K103          14271      128283SH              Sole     X
TRISTAR CORP                    COM               89674U101            646      110000SH              Sole     X
TRITEL INC                      CL A              89675X104           5320      167900SH              Sole     X
TRITON PCS, INC.                CL A              89677M106           6211      136500SH              Sole     X
TRIUMPH GROUP INC.              COM               896818101           1146       47400SH              Sole     X
TRIPATH IMAGING, INC.           COM               896942109           1150      278900SH              Sole     X
TROY GROUP, INC.                COM               89733N106           1854      123600SH              Sole     X
TRUE NORTH COMMUNICATIONS       COM               897844106          16910      378400SH              Sole     X
TRUMP HOTELS & CASINO           COM               898168109            103       30500SH              Sole     X
THE TRUST COMPANY OF N.J.       COM               898304100           3501      153070SH              Sole     X
TRUSTCO BANK                    COM               898349105           6277      473772SH              Sole     X
TRUSTMARK CORP.                 COM               898402102           4155      192300SH              Sole     X
TUBOSCOPE INC.                  COM               898600101           5874      370000SH              Sole     X
TUESDAY MORNING, INC.           COM NEW           899035505           1075       58300SH              Sole     X
TULARIK INC.                    COM               899165104           4090      124000SH              Sole     X
TUMBLEWEED COMMUNICATIONS       COM               899690101           1737       20500SH              Sole     X
TUPPERWARE CORP.                COM               899896104          19272     1137848SH              Sole     X
TULTEX CORP.                    COM               899900104             10      246900SH              Sole     X
TUT SYSTEMS, INC.               COM               901103101           6439      120070SH              Sole     X
TWEETER HOME ENT. GROUP         COM               901167106           1331       37500SH              Sole     X
20TH CENTURY INDUSTRIES O       COM               901272203           5485      284000SH              Sole     X
24/7 MEDIA, INC.                COM               901314104           6643      118100SH              Sole     X
TWINLAB CORP.                   COM               901774109           2252      283700SH              Sole     X
TYCO INT'L. LTD.                COM               902124106         927040    23846676SH              Sole     X
TYLER TECHNOLOGIES, INC.        COM               902252105           2674      486100SH              Sole     X
TYSON FOODS, INC.               CL A              902494103          22415     1379359SH              Sole     X
UAL CORP.                       COM PAR $0.01     902549500          27114      349580SH              Sole     X
UCAR INT'L. INC.                COM               90262K109           6261      351500SH              Sole     X
UGI CORP. HOLDING CO.(NEW       COM               902681105           4358      213246SH              Sole     X
UICI                            COM               902737105           2974      281600SH              Sole     X
UMB FINANCIAL CORP              COM               902788108           4912      130108SH              Sole     X
UST CORP                        COM               902900109          11808      371890SH              Sole     X
USX-MARATHON GROUP              COM NEW           902905827         106101     4297742SH              Sole     X
U.S.B. HOLDING CO., INC.        COM               902910108            944       59242SH              Sole     X
UST, INC.                       COM               902911106          67489     2679451SH              Sole     X
USA DETERGENTS INC.             COM               902938109             49       17900SH              Sole     X
U.S.PLASTIC LUMBER              COM               902948108            900      117100SH              Sole     X
U.S. FRANCHISE SYSTEMS          CL A NEW          902956309            396       87900SH              Sole     X
U.S.RESTAURANT PROPERTIES       COM               902971100           2818      196900SH              Sole     X
US BANCORP                      COM               902973106         250073    10501757SH              Sole     X
U S LIQUIDS INC.                COM               902974104            633       75600SH              Sole     X
USA NETWORKS INC.               COM               902984103          24599      445231SH              Sole     X
URS CORP.                       COM               903236107           3543      163358SH              Sole     X
UNITED STATES CAN CO.           COM               90328W105           1594       80200SH              Sole     X
USG CORP.                       COM NEW           903293405          23006      488200SH              Sole     X
U.S. FOODSERVICE                COM               90331R101           7907      472037SH              Sole     X
US LEC CORP.                    CL A              90331S109           2664       82600SH              Sole     X
USEC INC.                       COM               90333E108           5377      768100SH              Sole     X
US INTERACTIVE, INC.            COM               90334M109            277        6437SH              Sole     X
U. S. PHYSICAL THERAPY          COM               90337L108            233       27400SH              Sole     X
USX-U.S. STEEL GROUP INC.       COM               90337T101          42443     1286151SH              Sole     X
UTI ENERGY CORP.                COM               903387108           1331       57700SH              Sole     X
U.S. XPRESS ENTERPRISES         CL A              90338N103            373       50600SH              Sole     X
US ONCOLOGY INC.                COM               90338W103           3569      722740SH              Sole     X
U.S. VISION, INC.               COM               90339M104            513      200300SH              Sole     X
US SEARCH.COM INC.              COM               903404101           1152      153600SH              Sole     X
UBID, INC.                      COM               903469104           2146       80978SH              Sole     X
ULTRALIFE BATTERIES INC         COM               903899102            357       58300SH              Sole     X
ULTRAMAR DIAMOND SHAMROCK       COM               904000106          10393      458101SH              Sole     X
ULTRATECH STEPPER, INC.         COM               904034105           3659      226900SH              Sole     X
UNICAPITAL CORP.                COM               90459D108           1769      479800SH              Sole     X
UNIFI, INC.                     COM               904677101           5579      453145SH              Sole     X
UNIFIRST CORP.                  COM               904708104           1091       86400SH              Sole     X
UNIFY CORP.                     COM               904743101           1412       51574SH              Sole     X
UNIGENE                         COM               904753100             71      124700SH              Sole     X
UNILEVER N V-NY SHARES          N Y SHS NEW       904784709         439384     8071349SH              Sole     X
UNICOM CORP                     COM               904911104         105670     3154316SH              Sole     X
UNIGRAPHICS SOLUTIONS INC       CL A              904928108           1250       46300SH              Sole     X
UNION CARBIDE CORP.             COM               905581104         123613     1851878SH              Sole     X
UNION PACIFIC CORP.             COM               907818108         151478     3472283SH              Sole     X
UNION PACIFIC RESOURCES         COM               907834105          47069     3691714SH              Sole     X
UNION PLANTERS CORP.            COM               908068109          77226     1958198SH              Sole     X
UNIONBANCAL CORP.               COM               908906100          34558      876271SH              Sole     X
UNIQUE MOBILITY INC             COM               909154106            501      121500SH              Sole     X
UNIROYAL TECHNOLOGY CORP        COM               909163107           2180       85500SH              Sole     X
UNISOURCE ENERGY CORP.          COM               909205106           2886      257940SH              Sole     X
UNISYS CORP.                    COM               909214108         139638     4372215SH              Sole     X
UNIT CORP.                      COM               909218109            979      127300SH              Sole     X
UNISTAR FINANCIAL SERVICE       COM               90921U100             65       65300SH              Sole     X
UNITED ASSET MANAGEMENT         COM               909420101           7011      377700SH              Sole     X
UNITED AUTO GROUP               COM               909440109            777       86900SH              Sole     X
UNITED COMMUNITY FIN'L          COM               909839102           1639      164900SH              Sole     X
UNITED COS. FINANCE CORP.       COM               909870107             16      317719SH              Sole     X
UNITED BANKSHARES, INC.         COM               909907107           8873      371650SH              Sole     X
UNITED CAPITAL CORP.            COM               909912107            713       38300SH              Sole     X
UNITED DOMINIONIND LTD.         COM               909914103           1985       99585SH              Sole     X
UNITED DOMINION RLTY REIT       COM               910197102          15577     1577426SH              Sole     X
UTD FIRE & CAS CO.              COM               910331107            854       37725SH              Sole     X
UNITED GUARDIAN, INC.           COM               910571108            115       31800SH              Sole     X
UNITED HEALTHCARE CORP.         COM               910581107         142021     2673340SH              Sole     X
UNITED ILLUMINATING CO.         COM               910637107           6568      127850SH              Sole     X
UNITED LEISURE CORP.            COM               910776103              6        1800SH              Sole     X
UNITED NATIONAL BANCORP         COM               910909100           3872      174525SH              Sole     X
UNITED MOBILE HOMES, INC.       COM               911024107            602       73000SH              Sole     X
UNITED NATURAL FOODS            COM               911163103           1088       90700SH              Sole     X
UNITED PANAM FINANCIAL          COM               911301109            106       54900SH              Sole     X
UNITED PARCEL SERVICE           CL B              911312106          20776      301100SH              Sole     X
UNIT. PAYORS & UNIT. PROV       COM               911319101           2036      122900SH              Sole     X
UNITED RENTALS INC.             COM               911363109           5093      297409SH              Sole     X
UNITED ROAD SERVICES            COM               911384105             31       19200SH              Sole     X
U.S. CELLULAR CORP.             COM               911684108          39472      391050SH              Sole     X
U S ENERGY CORP.                COM               911805109            532      151927SH              Sole     X
US AIRWAYS GROUP, INC.          COM               911905107          38370     1196728SH              Sole     X
U.S. HOME CORP.                 COM               911920106           3185      124600SH              Sole     X
U.S. INDUSTRIES, INC.           COM               912080108           5025      358894SH              Sole     X
U.S. OFFICE PRODUCTS CO.        COM NEW           912325305            667      213597SH              Sole     X
U S  WEST, INC.                 COM               91273H101         573086     7959531SH              Sole     X
U.S. TRUST CORP.                COM               91288L105           6158       76800SH              Sole     X
UNITED STATIONERS, INC.         COM               913004107           9197      321988SH              Sole     X
UNITED TECHNOLOGIES CORP.       COM               913017109         437475     6730381SH              Sole     X
UNITED TELEVISION, INC.         COM               913066106           5565       40416SH              Sole     X
UNITED WATER RESOURCES, I       COM               913190104           8325      243512SH              Sole     X
UNITED WISCONSIN SERVICES       COM               913238101            699      164400SH              Sole     X
UNITEDGLOBALCOM INC A SHS       CL A              913247508          16680      236178SH              Sole     X
UNITIL CORP.                    COM               913259107           1015       28400SH              Sole     X
UNITRIN, INC.                   COM               913275103           9916      263550SH              Sole     X
UNITY BANCORP, INC              COM               913290102            273       45435SH              Sole     X
UNIVERSAL AMERICAN FINAN        COM               913377107             37        8100SH              Sole     X
UNIVERSAL CORP.                 COM               913456109           7530      330070SH              Sole     X
UNIVERSAL DISPLAY CORP.         COM               91347P105            966       57700SH              Sole     X
UNIVERSAL ELECTRONICS, IN       COM               913483103           2318       50400SH              Sole     X
UNIVERSAL FOODS CORP.           COM               913538104           7639      374898SH              Sole     X
UNIVERSAL FOREST PRODUCTS       COM               913543104           1996      135300SH              Sole     X
UNIVERSAL HEALTH RLTY           SH BEN INT        91359E105            863       59000SH              Sole     X
UNIVERSAL STAINLESS             COM               913837100            261       38700SH              Sole     X
UNIVERSAL HEALTH SERVICES       CL B              913903100           8830      245273SH              Sole     X
UNIVISION COMMUNICATIONS        CL A              914906102          42071      411700SH              Sole     X
UNIVIEW TECHNOLOGIES            COM PAR $0.10     915282206            106       22700SH              Sole     X
UNOCAL CORP.                    COM               915289102         112727     3358718SH              Sole     X
UNOVA, INC.                     COM               91529B106           4037      310538SH              Sole     X
UNUMPROVIDENT CORP.             COM               91529Y106         109551     3416789SH              Sole     X
URANIUM RESOURCES INC           COM NEW           916901309              7       52432SH              Sole     X
USFREIGHTWAYS CORP.             COM               916906100          11002      229800SH              Sole     X
URBAN OUTFITTERS, INC.          COM               917047102           1468       50400SH              Sole     X
URBAN SHOPPING CNTRS REIT       COM               917060105           6543      241200SH              Sole     X
UROCOR INC.                     COM               91727P105            280       66900SH              Sole     X
URSTADT BIDDLE PROPERTIES       COM               917286106            328       44800SH              Sole     X
URSTADT BIDDLE - CL A           CL A              917286205            191       24800SH              Sole     X
URSUS TELECOM CORP.             COM               917287104            382       28800SH              Sole     X
US BANCORP, INC.                COM               917292104           2075      176599SH              Sole     X
USDATA CORP.                    COM               917294100           2339      168563SH              Sole     X
USINTERNETWORKING, INC.         COM               917311805          15746      225350SH              Sole     X
USWEB CORPORATION               COM               917327108           9345      210300SH              Sole     X
V. I. TECHNOLOGIES, INC.        COM               917920100            624       90700SH              Sole     X
UTILICORP UNITED, INC.          COM               918005109           6584      338719SH              Sole     X
VA LINUX SYSTEMS, INC.          COM               91819B105          13679       66200SH              Sole     X
V F CORP.                       COM               918204108          49357     1645217SH              Sole     X
VIB CORP                        COM               91823H106            187       24524SH              Sole     X
V-ONE CORP.                     COM               918278102           1709      290862SH              Sole     X
VTEL CORP.                      COM               918333105            652      198738SH              Sole     X
VAIL RESORTS INC.               COM               91879Q109           4718      263000SH              Sole     X
VALASSIS COMMUNICATION          COM               918866104          18366      434700SH              Sole     X
VALHI, INC.                     COM               918905100           3232      307800SH              Sole     X
VALENCE TECHNOLOGY              COM               918914102           5569      293100SH              Sole     X
VALERO ENERGY CORP.             COM               91913Y100           8115      408320SH              Sole     X
VALLEY MEDIA, INC.              COM               91972C106            215       30700SH              Sole     X
VALLEY NATIONAL BANCORP.        COM               919794107           4715      168392SH              Sole     X
VALMONT INDUSTRIES, INC.        COM               920253101           2016      125500SH              Sole     X
VALSPAR CORP.                   COM               920355104           4853      115900SH              Sole     X
VALUE CITY DEPT STRS, INC       COM               920387107           3520      232700SH              Sole     X
VALUE AMERICA, INC.             COM               92038N102            687      135800SH              Sole     X
VALUE LINE, INC.                COM               920437100           1811       50300SH              Sole     X
VALUEVISION INT'L.CL A          CL A              92047K107          14569      254200SH              Sole     X
VANTIVE CORP.                   COM               922091103              0           0SH              Sole     X
VARCO INTERNATIONAL, INC.       COM               922126107           5540      543810SH              Sole     X
VARIAN, INC.                    COM               922206107           4574      203300SH              Sole     X
VARIAN SEMI. EQUIP. ASSOC       COM               922207105           6531      192100SH              Sole     X
VARIAN MEDICAL SYSTEMS          COM               92220P105           8628      289400SH              Sole     X
VASTAR RESOURCES, INC.          COM               922380100          15965      270600SH              Sole     X
VCAMPUS CORP.                   COM               92240C100             44       14100SH              Sole     X
VEECO INSTRUMENTS INC.          COM               922417100           6376      136200SH              Sole     X
VENCOR, INC.                    COM               92260R102             10      107863SH              Sole     X
VENTAS, INC.                    COM               92276F100           5926     1415228SH              Sole     X
VENTANA MEDICAL SYSTEMS         COM               92276H106           2455       98700SH              Sole     X
VENTIV HEALTH, INC.             COM               922793104            907       98721SH              Sole     X
VENATOR GROUP, INC.             COM               922944103           6167      881051SH              Sole     X
VERIO INC.                      COM               923433106           9880      213900SH              Sole     X
VERITAS SOFTWARE CORP.          COM               923436109         150386     1050731SH              Sole     X
VERITY, INC.                    COM               92343C106          11849      278400SH              Sole     X
VERISIGN, INC.                  COM               92343E102          56503      296214SH              Sole     X
VERITAS DGC INC.                COM               92343P107           3090      220700SH              Sole     X
VESTCOM INTERNATIONAL INC       COM               924904105            207       59000SH              Sole     X
VERTEL CORP                     COM               924907108           1986      365200SH              Sole     X
VERSANT CORPORATION             COM               925284101           1774      202792SH              Sole     X
VERTEX COMMUNICATIONS COR       COM               925320103            861       42000SH              Sole     X
VERTEX INDUSTRIES, INC.         COM               925322109             25        6700SH              Sole     X
VERTEX PHARMACEUTICALS, I       COM               92532F100           8722      249200SH              Sole     X
VERTICALNET, INC.               COM               92532L107          39590      241400SH              Sole     X
VESTA INSURANCE GROUP INC       COM               925391104            621      157600SH              Sole     X
VETERINARY CENTERS              COM               925514101           2341      181800SH              Sole     X
VIACOM INTL CL A. VTG           CL A              925524100          12627      208934SH              Sole     X
VIACOM INTL CL B NON VTG        CL B              925524308         581701     9624832SH              Sole     X
VIATEL, INC                     COM               925529208           8787      163866SH              Sole     X
VIAD CORP.                      COM               92552R109           9730      349047SH              Sole     X
VIASOFT INC                     COM               92552U102            554       97400SH              Sole     X
VIANT CORP.                     COM               92553N107           5821       58800SH              Sole     X
VIADOR, INC.                    COM               92553R108           1348       31800SH              Sole     X
VICAL INC.                      COM               925602104           3595      120100SH              Sole     X
VICOR CORP.                     COM               925815102          10263      253400SH              Sole     X
VICORP RESTAURANTS, INC.        COM               925817108            663       41086SH              Sole     X
VIDIKRON TECHNOLOGIES           COM               92659F107              0        1000SH              Sole     X
VIGNETTE CORPORATION            COM               926734104          25242      154856SH              Sole     X
VIISAGE TECH.                   COM               92675K106            537       66600SH              Sole     X
VINTAGE PETE, INC.              COM               927460105           7065      585700SH              Sole     X
VIRATA CORP.                    COM               927646109           1186       39700SH              Sole     X
VIRBAC CORP.                    COM               927649103             87       29110SH              Sole     X
VIRCO MANUFACTURING CORP.       COM               927651109           1098       84495SH              Sole     X
VISIO CORP.                     COM               927914101          11106      233800SH              Sole     X
VITALCOM INC.                   COM               927917104             71       42200SH              Sole     X
VISHAY INTERTECHNOLOGY, I       COM               928298108           9634      304629SH              Sole     X
VISIONAMERICA INC               COM               92832C104             12        4000SH              Sole     X
VISTA ENERGY RESOURCES          COM               928350107              4        2000SH              Sole     X
VISTA INFORMATION SOL.          COM NEW           928365204            638      175900SH              Sole     X
VISUAL DATA CORP                COM NEW           928428200           1021       88800SH              Sole     X
VISUAL NETWORKS, INC.           COM               928444108          11914      150334SH              Sole     X
VISIX SPACE INC                 COM               92844S105          14474      279700SH              Sole     X
VITAL SIGNS, INC.               COM               928469105           2337      102164SH              Sole     X
VITESSE SEMICONDUCTOR COR       COM               928497106          32852      626500SH              Sole     X
VITRIA TECHNOLOGY               COM               92849Q104          19492       83300SH              Sole     X
VIVUS                           COM               928551100            662      209800SH              Sole     X
VLASIC FOODS INTL., INC.        COM               928559103           2398      421695SH              Sole     X
VIZACOM INC                     COM               92855E102             62       18709SH              Sole     X
VODAFONE AIRTOUCH PLC           SPONSORED ADR     92857T107          67278     1359150SH              Sole     X
VOICESTREAM WIRELESS CORP       COM               928615103          48658      341910SH              Sole     X
VOLT INFO SCIENCES INC          COM               928703107           3292      137900SH              Sole     X
VORNADO REALTY TRUST REIT       SH BEN INT        929042109          30438      936568SH              Sole     X
VORNADO OPERATING, INC.         COM               92904N103            283       47239SH              Sole     X
VOYAGER.NET, INC.               COM               92906W101           1052      114542SH              Sole     X
VULCAN INTERNATIONAL CORP       COM               929136109            186        5900SH              Sole     X
VULCAN MATERIALS CO.            COM               929160109          55346     1385822SH              Sole     X
WD-40 CO.                       COM               929236107           1777       80300SH              Sole     X
WFS FINANCIAL, INC.             COM               92923B106           3182      150620SH              Sole     X
WHX CORP.                       COM               929248102            922      102464SH              Sole     X
W HOLDING CO                    COM               929251106           2394      230700SH              Sole     X
WICOR, INC.                     COM               929253102           9489      325100SH              Sole     X
WMF GROUP LIMITED               COM               929289106              0           1SH              Sole     X
WMS INDUSTRIES, INC.            COM               929297109           3029      230750SH              Sole     X
WPI GROUP, INC.                 COM               92930K107              4        1500SH              Sole     X
WPS RESOURCES CORP.             COM               92931B106           4334      172500SH              Sole     X
WSFS FINANCIAL CORP             COM               929328102           1213       96100SH              Sole     X
WABASH NATIONAL CORP.           COM               929566107           4550      303300SH              Sole     X
WACHOVIA CORP.                  COM               929771103         199760     2937646SH              Sole     X
WACKENHUT CORP.                 COM SER A         929794105           1625      108800SH              Sole     X
WACKENHUT CORP CL B             COM SER B         929794303            267       25868SH              Sole     X
WACKENHUT CORRECTIONS           COM               929798106           1543      132000SH              Sole     X
WADDELL & REED FINANCIAL        CL A              930059100            392       14447SH              Sole     X
WADDELL & REED FIN. CL. B       CL B              930059209           4357      173409SH              Sole     X
WAINWRIGHT BANK & TRUST C       COM               930705108            205       30900SH              Sole     X
WAL-MART STORES, INC.           COM               931142103        4854282    70224701SH              Sole     X
WALDEN RESDNTL PROPS REIT       COM               931210108           9258      428100SH              Sole     X
WALGREEN CO.                    COM               931422109         465795    15924613SH              Sole     X
WALKER INTERACTIVE SYSTEM       COM               931664106           1065      170400SH              Sole     X
WALLACE COMPUTER SERVICES       COM               932270101           5117      307780SH              Sole     X
WALTER INDUSTRIES INC.          COM               93317Q105           3497      323400SH              Sole     X
THE WARNACO GROUP CLASS A       CL A              934390105           9176      745250SH              Sole     X
WARNER-LAMBERT CO.              COM               934488107        1098738    13409463SH              Sole     X
WARREN BANCORP INC.             COM               934710104            461       61400SH              Sole     X
WASHINGTON FEDERAL INC          COM               938824109           8341      422319SH              Sole     X
WASHINGTON GAS LIGHT CORP       COM               938837101           9930      361100SH              Sole     X
WASHINGTON MUTUAL, INC.         COM               939322103         209836     8070604SH              Sole     X
WASHINGTON POST CO CL B         CL B              939640108          20028       36030SH              Sole     X
WASHINGTON REIT                 SH BEN INT        939653101           9290      619350SH              Sole     X
WASHINGTON TRUST BANCORP        COM               940610108            309       17400SH              Sole     X
WASTE CONNECTIONS, INC.         COM               941053100            778       53900SH              Sole     X
WASTE INDUSTRIES, INC.          COM               941058109            429       37950SH              Sole     X
WASTE MANAGEMENT, INC.          COM               94106L109         148135     8618767SH              Sole     X
WASTE SYSTEMS INT'L, INC        COM NEW           94106P209            261       54900SH              Sole     X
WATER PIK TECHNOLOGIES          COM               94113U100            146       15220SH              Sole     X
WATERLINK, INC.                 COM               94155N105             60       23900SH              Sole     X
WATERS CORP.                    COM               941848103          14681      277000SH              Sole     X
WATKINS-JOHNSON CO.             COM               942486101           2280       57000SH              Sole     X
WATSCO INC.                     COM               942622200           2300      198900SH              Sole     X
WATSON PHARMACEUTICAL INC       COM               942683103          50142     1400135SH              Sole     X
WATTS INDUSTRIES CLASS-A        CL A              942749102           2823      191400SH              Sole     X
WAUSAU-MOSINEE PAPER CORP       COM               943315101           4805      411108SH              Sole     X
WAVE SYSTEMS CORP               CL A              943526103           2318      194200SH              Sole     X
WAVE TECHNOLOGIES               COM               94352Q109            138       40800SH              Sole     X
WAVO CORPORATION                COM               944027101            987      254700SH              Sole     X
WEATHERFORD INTL., INC.         COM               947074100          18622      466272SH              Sole     X
DEL E. WEBB CORP.               COM               947423109           3449      138296SH              Sole     X
WEBCO INDUSTRIES, INC           COM               947621108             97       27600SH              Sole     X
WEBHIRE, INC.                   COM               94768W104            368       21800SH              Sole     X
WEBLINK WIRELESS                CL A              94769A101           4146      267500SH              Sole     X
WEBSTER FINANCIAL CORP.         COM               947890109           8673      368100SH              Sole     X
WEBTRENDS CORP.                 COM               94844D104           4982       61500SH              Sole     X
WEBVAN GROUP INC.               COM               94845V103           4234      256600SH              Sole     X
WEINGARTEN REALTY REIT          SH BEN INT        948741103          15196      390275SH              Sole     X
WEIRTON STEEL                   COM               948774104           1059      155500SH              Sole     X
WEIS MARKETS, INC.              COM               948849104           4502      103500SH              Sole     X
WELLMAN, INC.                   COM               949702104           5948      319350SH              Sole     X
WELLPOINT HEATLH NEW            COM               94973H108          66310     1005653SH              Sole     X
WELLS FARGO & CO.               COM               949746101         940531    23258884SH              Sole     X
WELLSFORD REAL PROP             COM               950240101            974      114612SH              Sole     X
WENDY'S INTERNATIONAL           COM               950590109          37557     1820940SH              Sole     X
WERNER ENTERPRISES,INC.         COM               950755108           4969      353337SH              Sole     X
WESTBANCO INC                   COM               950810101           3407      131029SH              Sole     X
WESCO FINANCIAL CORP.           COM               950817106           6199       25300SH              Sole     X
WESCO INTERNATIONAL             COM               95082P105           2590      291800SH              Sole     X
WESLEY JESSEN VISIONCARE        COM               951018100           4299      113500SH              Sole     X
WEST COAST BANCORP/OREGON       COM               952145100           1115       82620SH              Sole     X
WEST MARINE                     COM               954235107            466       56500SH              Sole     X
WEST PHARMA. SERV., INC.        COM               955306105           2492       80556SH              Sole     X
WEST TELESERVICES CORP.         COM               956188106           4887      200000SH              Sole     X
WESTAMERICA BANCORP             COM               957090103           4311      154296SH              Sole     X
WESTELL TECH., INC.             CL A              957541105           1021       95000SH              Sole     X
WESTERFED FINANCIAL CORP.       COM               957550106            394       25853SH              Sole     X
WESTCORP, INC.                  COM               957907108           2765      190707SH              Sole     X
WESTERN DIGITAL CORP.           COM               958102105           2375      567200SH              Sole     X
WESTERN GAS RESOURCES, IN       COM               958259103           2775      210400SH              Sole     X
WESTERN PROPERTIES TRUST        SH BEN INT        959261108           2823      295200SH              Sole     X
WESTERN RESOURCES, INC.         COM               959425109           3176      186801SH              Sole     X
WESTERN WATER COMPANY           COM               959881103            116       97600SH              Sole     X
WESTERN WIRELESS CORP           CL A              95988E204          17477      261822SH              Sole     X
WESTFIELD AMERICA INC.          COM               959910100          11289      916880SH              Sole     X
WESTINGHOUSE AIR BRAKE CO       COM               960386100           5201      293008SH              Sole     X
WESTMARK GROUP HOLDINGS         COM PAR $.005     960577401              1         800SH              Sole     X
ROY F. WESTON, INC.             CL A              961137106            328      159100SH              Sole     X
WESTPOINT STEVENS, INC.         COM               961238102           3996      228320SH              Sole     X
WESTVACO CORP.                  COM               961548104          48190     1477100SH              Sole     X
WESTWOOD ONE, INC.              COM               961815107          28283      372150SH              Sole     X
WETSEAL INC.                    CL A              961840105           1875      153100SH              Sole     X
WEYERHAEUSER CO.                COM               962166104         233940     3257656SH              Sole     X
WHIRLPOOL CORP.                 COM               963320106          80370     1235280SH              Sole     X
WHITEHALL LEWELLERS, INC.       COM               965063100           1398       37900SH              Sole     X
WHITMAN CORPORATION             COM               96647R107           7382      549335SH              Sole     X
WHITNEY HOLDINGS                COM               966612103           7176      193625SH              Sole     X
WHITTMAN-HART INC.              COM               966834103          12473      232600SH              Sole     X
WHOLE FOOD MARKETS              COM               966837106          10151      218900SH              Sole     X
WILD OATS MARKETS               COM               96808B107           1518       68400SH              Sole     X
JOHN WILEY & SONS               CL A              968223206           2734      163200SH              Sole     X
WILLAMETTE INDUSTRIES, IN       COM               969133107          75320     1621959SH              Sole     X
WILLIAMS COMMUNCTNS GRP         CL A              969455104           5119      176900SH              Sole     X
WILLIAMS COS., INC.             COM               969457100         186154     6090932SH              Sole     X
CLAYTON WILLIAMS ENERGY,        COM               969490101           1805      152800SH              Sole     X
WILLIAMS SONOMA, INC.           COM               969904101          12415      269900SH              Sole     X
WILLIS LEASE FINANCE CORP       COM               970646105            216       33500SH              Sole     X
WILMINGTON TRUST CORP.          COM               971807102           5740      118970SH              Sole     X
WILSHIRE FINANCIAL SVCS         COM NEW           971867205              0          65SH              Sole     X
WIND RIVER SYSTEMS              COM               973149107           9330      253873SH              Sole     X
WINDMERE-DURABLE HOLDINGS       COM               973411101           3512      206564SH              Sole     X
WINFIELD CAPITAL CORP.          COM               973859101           1133       30200SH              Sole     X
WINK COMMUNICATIONS INC.        COM               974168106           4667       77700SH              Sole     X
WINN DIXIE STORES, INC.         COM               974280109          49302     2059618SH              Sole     X
WINNEBAGO INDUSTRIES, INC       COM               974637100           1808       90100SH              Sole     X
WINSTAR COMMUNICATIONS          COM               975515107          15155      202400SH              Sole     X
WINSTON HOTELS, INC. REIT       COM               97563A102           1717      211375SH              Sole     X
WINTER SPORTS INC               COM               976072108             19        2425SH              Sole     X
WINTRUST FINANCIAL CORP         COM               97650W108            454       29800SH              Sole     X
WIRELESS FACILITIES, INC.       COM               97653A103           4620      105900SH              Sole     X
WISCONSIN CENT TRANS            COM               976592105           5267      391960SH              Sole     X
WISCONSIN ENERGY CORP.          COM               976657106           8202      426054SH              Sole     X
WISER OIL CO.                   COM               977284108            363      145000SH              Sole     X
WIT CAPITAL GROUP, INC.         COM               97737K309           1438       84600SH              Sole     X
WOLOHAN LUMBER CO.              COM               977865104            440       36300SH              Sole     X
WOLVERINE TUBE INC.             COM               978093102           1095       77500SH              Sole     X
WOLVERINE WORLD WIDE            COM               978097103           3805      347864SH              Sole     X
WOMEN.COM NETWORKS, INC.        COM               978149102           1783      125100SH              Sole     X
WORKFLOW MANAGEMENT, INC.       COM               98137N109           2809       98121SH              Sole     X
WORLD ACCEPTANCE CORP.          COM               981419104           1099      228400SH              Sole     X
WORLD ACCESS                    COM               98141A101           5338      277281SH              Sole     X
WORLD FUEL SERVICES             COM               981475106            896      119474SH              Sole     X
WORLDTALK COMMUNICATIONS        COM               98155G101             40        2000SH              Sole     X
WORLDGATE COMMUNICATIONS        COM               98156L307           7182      151000SH              Sole     X
WORLD WRESTLING FED A           CL A              98156Q108            707       41000SH              Sole     X
WORLDWIDE ENTERTAINMENT         COM               98157N104             62       31000SH              Sole     X
WORTHINGTON INDUSTRIES, I       COM               981811102          25954     1567058SH              Sole     X
WORLD CORP.                     COM               981904105              1       36600SH              Sole     X
WORLDTEX INC                    COM               981907108            175      111944SH              Sole     X
WM. WRIGLEY, JR. CO             COM               982526105         152567     1839547SH              Sole     X
WYNDHAM INTL INC                CL A              983101106           4207     1432136SH              Sole     X
WYNN'S INTERNATIONAL INC.       COM               983195108           1423      100750SH              Sole     X
X-RITE INC.                     COM               983857103           1640      262400SH              Sole     X
XCEED INC.                      COM               98388N105           2312       55700SH              Sole     X
XIOX CORP.                      COM               983905100             51        1900SH              Sole     X
XETA CORP.                      COM               983909102           1052       31700SH              Sole     X
XILINX, INC.                    COM               983919101         237628     5226193SH              Sole     X
XIRCOM INC.                     COM               983922105          16110      214800SH              Sole     X
XEROX CORP.                     COM               984121103         208867     9206246SH              Sole     X
XTRA CORP.                      COM               984138107           5106      119800SH              Sole     X
XPEDIOR INC                     COM               98413B100           1245       43300SH              Sole     X
YAHOO! INC.                     COM               984332106        1793907     4145965SH              Sole     X
THE YANKEE CANDLE CO.           COM               984757104           2341      143500SH              Sole     X
YANKEE ENERGY SYSTEMS           COM               984779108           3154       71777SH              Sole     X
YARDVILLE NATL BANCORP.         COM               985021104            447       38485SH              Sole     X
YELLOW CORP.                    COM               985509108           4334      257797SH              Sole     X
YORK FINANCIAL GROUP            COM               986630101             76        6756SH              Sole     X
YORK INTERNATIONAL CORP.        COM               986670107           3903      142240SH              Sole     X
YORK RESEARCH CORP              COM               987048105            419      111600SH              Sole     X
YOUNG & RUBICAM INC.            COM               987425105          14362      203000SH              Sole     X
YOUNG BROADCASTING CORP         CL A              987434107           4702       92200SH              Sole     X
Z-TEL TECHNOLOGIES INC          COM               988792107           1913       51000SH              Sole     X
ZALE CORP                       COM               988858106           9815      202900SH              Sole     X
ZAMBA CORPORATION               COM               988881108           2057      118400SH              Sole     X
ZAPME! CORP.                    COM               98912E100            647       75000SH              Sole     X
ZEBRA TECHNOLOGIES CL A         CL A              989207105          13367      228500SH              Sole     X
ZEBRA TECHNOLOGIES CL B         CL A              989207105            784       13410SH              Sole     X
ZENITH NATIONAL INSURANCE       COM               989390109           2940      142560SH              Sole     X
ZIEGLER COMPANIES INC.          COM               989506100            366       24500SH              Sole     X
ZIFF-DAVIS INC.                 COM ZD            989511100           6213      392900SH              Sole     X
ZIFF DAVIS INC.-ZDNET           COM ZDNET         989511209           1222       58200SH              Sole     X
ZILA,INC                        COM PAR $0.01     989513205             72       24600SH              Sole     X
ZIONS BANCORP.                  COM               989701107          21648      365760SH              Sole     X
ZIXIT CORPORATION               COM               98974P100           6872      173425SH              Sole     X
ZORAN CORP.                     COM               98975F101           1633       29300SH              Sole     X
ZONAGEN, INC.                   COM               98975L108            282       64500SH              Sole     X
ZOLTEK COS., INC.               COM               98975W104           1103      127900SH              Sole     X
ZYGO CORP.                      COM               989855101            714       35500SH              Sole     X
ZOLL MEDICAL CORP               COM               989922109           1527       40000SH              Sole     X
ZOMAX INC.                      COM               989929104           5557      122800SH              Sole     X
MIDCAP FUTURES                  FUTURES           CONTRACT           72987         325SH              Sole             X
S + P 500 FUTURES               FUTURES           CONTRACT          690153        1860SH              Sole             X
S + P VALUE FUTURES             FUTURES           CONTRACT            6160          40SH              Sole             X
S + P GROWTH FUTURES            FUTURES           CONTRACT            8301          37SH              Sole             X
RUSSEL FUTURES                  FUTURES           CONTRACT           97655         383SH              Sole             X
NIKKEI FUTURES                  FUTURES           CONTRACT           25279         801SH              Sole             X
FTSE FUTURES                    FUTURES           CONTRACT           35600         316SH              Sole             X
FORWARDS CURRENCY CONTRACTS     FORWARDS          CURRENCY           61012  2497797600SH              Sole             X
ACE, LTD.                       ORD               G0070K103            804       48165SH              Sole     X
AMDOCS LIMITED                  ORD               G02602103           2299       66626SH              Sole     X
FRESH DELMONTE PRODUCE          ORD               G36738105           1054      117100SH              Sole     X
GLOBAL CROSSING LTD.            COM               G3921A100         476729     9534588SH              Sole     X
HELEN OF TROY CORP.             COM               G4388N106             15        2100SH              Sole     X
LORAL SPACE & COMM              COM               G56462107          16496      678484SH              Sole     X
PXRE GROUP LTD.                 COM               G73018106            715       54988SH              Sole     X
SANTA FE INTL CORP              ORD               G7805C108           8130      314200SH              Sole     X
TRANSOCEAN OFFSHORE INC.        ORD               G90076103              0           0SH              Sole     X
TRANSOCEAN SEDCO FOREX          ORD               G90078109          96016     2850192SH              Sole     X
WHITE MOUNTAINS INS. GRP.       COM               G9618E107           1936       16070SH              Sole     X
XL CAPITAL LTD. CLASS A         CL A              G98255105            887       17100SH              Sole     X
XOMA LTD.                       ORD               G9825R107            800      266800SH              Sole     X
GILAT SATELLITE NETWORKS        ORD               M51474100           3124       26309SH              Sole     X
ROYAL CARIBBEAN CRUISES,        COM               V7780T103          24582      498500SH              Sole     X
</TABLE>


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