VANGUARD GROUP INC
13F-HR, 2000-01-06
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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 [ ]; Amendment Number:
This Amendment (Check only one.):   [ ] is a restatement.

                         [ ] adds new holdings entries.

Institutional Investment Manager Filing this Report:

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

Form 13F File Number: 28-6408

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

Person Signing this Report on Behalf of Reporting Manager:

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:4393

Form 13F Information Table Value Total: $204,820,932 (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            104      140200SH              Sole     X
A.C. MOORE ARTS & CRAFTS           COM               00086T103        2329324       17900SH              Sole     X
THE A CONSULTING TEAM              COM               000881102          34718       19200SH              Sole     X
ADC TELECOMMUNICATIONS             COM               000886101            580     2398704SH              Sole     X
ACTV, INC.                         COM               00088E104           1233      167500SH              Sole     X
ADE CORP.                          COM               00089C107            145       48600SH              Sole     X
AER ENERGY RES INC                 COM               000944108           5098       53700SH              Sole     X
ACT TELECONFERENCING INC           COM               000955104           4117       26800SH              Sole     X
ABM INDUSTRIES                     COM               000957100          11890      152300SH              Sole     X
ACT NETWORKS INC.                  COM               000975102          45464       64500SH              Sole     X
AEP INDUSTRIES                     COM               001031103           1951       19100SH              Sole     X
AFLAC,  INC.                       COM               001055102           3149     3772976SH              Sole     X
AGCO CORP.                         COM               001084102            222      432460SH              Sole     X
AGL RESOURCES INC.                 COM               001204106         894415      436530SH              Sole     X
AHL SERVICES, INC.                 COM               001296102          13963        1500SH              Sole     X
AES CORP.                          COM               00130H105           8970     2927300SH              Sole     X
AK STEEL HOLDING CORP              COM               001547108            370      444546SH              Sole     X
AMBI INC                           COM               00163N102            680       84700SH              Sole     X
AMB PROPERTY CORP.                 COM               00163T109           1250      952900SH              Sole     X
AMC ENTERTAINMENT INC.             COM               001669100           7027       68400SH              Sole     X
AMFM INC.                          COM               001693100           3087      645481SH              Sole     X
AML COMMUNICATIONS INC.            COM               001733104             38       54500SH              Sole     X
AMLI RESIDENTIAL PRP REIT          SH BEN INT        001735109             69      196900SH              Sole     X
AMR CORP.                          COM               001765106           1103     2126995SH              Sole     X
APAC TELESERVICES, INC.            COM               00185E106           3337      261700SH              Sole     X
A T & T                            COM               001957109           3020    45898009SH              Sole     X
AT&T CORP-LIBERTY MEDIA            COM LIB GRP A     001957208           1486      611770SH              Sole     X
AT&T CORP-LIBERTY MEDIA            COM LIB GRP B     001957307            545        8438SH              Sole     X
A.S.V., INC.                       COM               001963107           2931       90500SH              Sole     X
ATEC GROUP, INC.                   COM NEW           00206X604            467       59500SH              Sole     X
ATMI INC.                          COM               00207R101            247      154200SH              Sole     X
AVT CORP                           COM               002420107          10916       87600SH              Sole     X
AVX CORP.                          COM               002444107           2961      238100SH              Sole     X
AXA FINANCIAL, INC.                COM               002451102           1738     1342100SH              Sole     X
AARON RENTS INC.-CLASS B           COM               002535201           3077      109900SH              Sole     X
AAVID THERMAL TECH.                COM               002539104             73      128200SH              Sole     X
AAMES FINANCIAL CORP.              COM               00253A101           5676      273450SH              Sole     X
ABBOTT LABORATORIES                COM               002824100           6500    24631038SH              Sole     X
ABERCROMBIE & FITCH                CL A              002896207           3376      523206SH              Sole     X
ABGENIX, INC.                      COM               00339B107           1679       67700SH              Sole     X
ABINGTON BANCORP INC.              COM               00350P100           8540       35000SH              Sole     X
ABIOMED INC.                       COM               003654100           1820       18500SH              Sole     X
ABLE TELCOM HOLDING CORP           COM NEW           003712304            198      156300SH              Sole     X
ABOUT.COM INC.                     COM               003736105           9315       78300SH              Sole     X
ACACIA RESEARCH CORP.              COM               003881109          75530      103100SH              Sole     X
ACADIA REALTY TRUST                COM SH BEN INT    004239109           8251        8300SH              Sole     X
ACCELR8 TECHNOLOGY CORP.           COM NEW           004304200          18309       52400SH              Sole     X
ACCEPTANCE INSURANCE COS,          COM               004308102           3718      189800SH              Sole     X
ACCLAIM ENTERTAINMENT INC          COM PAR $0.02     004325205         145286      651143SH              Sole     X
ACCRUE SOFTWARE, INC.              COM               00437W102          12957       55800SH              Sole     X
ACE CASH EXPRESS, INC.             COM               004403101           4207       80350SH              Sole     X
ACETO CORP.                        COM               004446100            918       49562SH              Sole     X
THE ACKERLEY GROUP INC.            COM               004527107           3840      161700SH              Sole     X
ACMAT CORP. CLASS A                CL A              004616207           7556       62200SH              Sole     X
ACME ELECTRIC CORP.                COM               004644100            196       42900SH              Sole     X
ACNIELSON CORP                     COM               004833109            470      443289SH              Sole     X
ACTIVISION, INC.                   COM NEW           004930202           1152      193400SH              Sole     X
ACTION PERFORMANCE COS IN          COM               004933107          23997      151125SH              Sole     X
ACTEL CORPORATION                  COM               004934105            828      128200SH              Sole     X
ACTIVE VOICE CORP.                 COM               004938106           2400        2500SH              Sole     X
ACTIVE SOFTWARE, INC.              COM               00504E100           1170       61700SH              Sole     X
ACTUATE SOFTWARE CORP              COM               00508B102            766      151600SH              Sole     X
ACUSON CORP.                       COM               005113105             17      268700SH              Sole     X
ACX TECHNOLOGIES INC.              COM               005123104           1542      157100SH              Sole     X
ACXIOM CORP.                       COM               005125109           5781      355840SH              Sole     X
ADAC LABORATORIES                  COM NEW           005313200            184      169300SH              Sole     X
ADAMS GOLF INC.                    COM               006228100          12005      121600SH              Sole     X
ADAPTIVE BROADBAND CORP            COM               00650M104            856      126200SH              Sole     X
ADAPTEC, INC.                      COM               00651F108          62788     1514383SH              Sole     X
ADELPHIA BUSINESS INC.             CL A              006847107           7727      171900SH              Sole     X
ADELPHIA COMMUNICATIONS C          CL A              006848105           4044      279001SH              Sole     X
ADMINISTAFF INC.                   COM               007094105           5570      122900SH              Sole     X
ADOBE SYSTEM, INC.                 COM               00724F101           4562     2160385SH              Sole     X
ADTRAN INC                         COM               00738A106            619      251900SH              Sole     X
ADVANCE PARADIGM INC.              COM               007491103           5070      195100SH              Sole     X
ADVANCED COMMUNICATION             COM               00750X109         117812       48000SH              Sole     X
ADVANCED COMM. GROUP               COM               00751B106            512      281800SH              Sole     X
ADVANCED DIGITAL INFO.             COM               007525108          10780      155400SH              Sole     X
ADVANCED LIGHTING TECHS            COM               00753C102           6086       34100SH              Sole     X
ADVANCED MAGNETICS, INC.           COM               00753P103          23128      110600SH              Sole     X
ADVANCED MARKETING SERVIC          COM               00753T105           2604       40500SH              Sole     X
ADVANCED FIBRE COMM.               COM               00754A105           2667      537000SH              Sole     X
ADVANCED POLYMER SYSTEMS           COM               00754G102          15679      240800SH              Sole     X
ADVANCED RADIO TELECOM             COM               00754U101          11948      100000SH              Sole     X
ADVANCED TISSUESCIENCE             COM               00755F103            587      467800SH              Sole     X
ADVEST GROUP, INC.                 COM               007566102           5446       41700SH              Sole     X
ADVANTAGE MARKETING SYSMS          COM NEW           00756G209             32        3000SH              Sole     X
ADVANTAGE LEARNING SYSTEM          COM               00757K100           9493      137800SH              Sole     X
ADVO, INC.                         COM               007585102         106753      243425SH              Sole     X
ADVANTICA RESTAURANT GRP           COM               00758B109           9093      105100SH              Sole     X
AERIAL COMMUNICATIONS INC          COM               007655103           4578      197200SH              Sole     X
AEROFLEX INC.                      COM               007768104           2437       82500SH              Sole     X
ADVANCED MICRO DEVICES             COM               007903107           3593     2169780SH              Sole     X
AEGON N.V.                         ORD AMER REG      007924103           9599       80913SH              Sole     X
ADVANTA CORP. CL A                 CL A              007942105           1046      221584SH              Sole     X
ADVANCED ENERGY                    COM               007973100            430      113100SH              Sole     X
ADVENT SOFTWARE, INC.              COM               007974108              7       70800SH              Sole     X
AEROSONIC CORP.                    COM PAR $0.40     008015307            208       51600SH              Sole     X
AETHER SYSTEMS, INC.               COM               00808V105           6982       70785SH              Sole     X
AETNA INC.                         COM               008117103           2284     2110860SH              Sole     X
AETRIUM, INC.                      COM               00817R103           4965       77600SH              Sole     X
AFFILIATED COMPUTER SVCS           CL A              008190100          21556      234354SH              Sole     X
AFFILIATED MANAGERS GROUP          COM               008252108             83      150500SH              Sole     X
AFFYMETRIX, INC.                   COM               00826T108         189202      136300SH              Sole     X
AFTERMARKET TECHNOLOGY             COM               008318107         112676      218100SH              Sole     X
AGENCY.COM INC.                    COM               008447104            453       52300SH              Sole     X
AGILENT TECHNOLOGIES               COM               00846U101         439594      202800SH              Sole     X
AGILE SOFTWARE CORP.               COM               00846X105           7986       55000SH              Sole     X
AGRIBIOTECH INC                    COM               008494106           3555      247000SH              Sole     X
AGRIBRANDS INTERNATIONAL           COM               00849R105           6277      118392SH              Sole     X
AGRITOPE INC.                      COM               00855D107           4346       29340SH              Sole     X
AIR EXPRESS INTERNATIONAL          COM               009104100           2013      293800SH              Sole     X
AIR PRODUCTS & CHEMICALS,          COM               009158106            693     3180717SH              Sole     X
AIRBORNE FREIGHT CORP.             COM               009266107           8047      413330SH              Sole     X
AIRGAS, INC.                       COM               009363102             23      481880SH              Sole     X
AIRNET COMMUNICATIONS              COM               00941P106          10556       67000SH              Sole     X
AIRTRAN HOLDING                    COM               00949P108           7339      792900SH              Sole     X
AKAMAI TECHNOLOGIES                COM               00971T101          12492       29300SH              Sole     X
ALABAMA NATIONAL BANCORP           COM               010317105          29559       55400SH              Sole     X
ALAMO GROUP, INC.                  COM               011311107          20115       43000SH              Sole     X
ALANCO TECHNOLOGIES INC.           COM NO PAR NEW    011612405            543        3714SH              Sole     X
ALARIS MEDICAL                     COM               011637105           3255      110800SH              Sole     X
ALASKA AIR GROUP, INC.             COM               011659109         105412      198790SH              Sole     X
ALBANY INTERNATIONAL CORP          CL A              012348108            104      147356SH              Sole     X
ALBEMARLE CORP                     COM               012653101           1572      258781SH              Sole     X
ALBERTO-CULVER CO. CLASS           CL B CONV         013068101            411      835105SH              Sole     X
ALBERTO-CULVER CO. CL A            CL A              013068200           2204        3800SH              Sole     X
ALBERTSON'S, INC.                  COM               013104104           4954     5866720SH              Sole     X
ALCAN ALUMINIUM  LTD.              COM               013716105           7840     2735695SH              Sole     X
ALCIDE CORP.                       COM NEW           013742507           6636       35500SH              Sole     X
ALCOA, INC.                        COM               013817101           7810     5296315SH              Sole     X
ALEXANDER & BALDWIN, INC.          COM               014482103             17      350090SH              Sole     X
ALEXANDER'S, INC.                  COM               014752109            284       45000SH              Sole     X
ALEXANDRIA REIT                    COM               015271109            274      197300SH              Sole     X
ALFA CORP.                         COM               015385107           3020      266400SH              Sole     X
ALGOS PHARMACEUTICAL               COM               015869100          24167      183000SH              Sole     X
ALICO, INC.                        COM               016230104          13225       41400SH              Sole     X
ALKERMES INC.                      COM               01642T108            341      163800SH              Sole     X
ALL AMERICAN SEMICONDUCT           COM NEW           016557407           5047        7640SH              Sole     X
ALLAIRE CORP.                      COM               016714107         270827       72800SH              Sole     X
ALLEGHANY CORP.                    COM               017175100         371127       39566SH              Sole     X
ALLEGHENY ENERGY INC.              COM               017361106           8482      463750SH              Sole     X
ALLEGHENY TECHNOLOGIES             COM               01741R102             28     1317391SH              Sole     X
ALLEGIANCE TELECOM INC.            COM               01747T102          11455      218044SH              Sole     X
ALLEN ORGAN CO.                    CL B              017753104           2041       14300SH              Sole     X
ALLEN TELECOM GROUP                COM               018091108          41937      281500SH              Sole     X
ALLERGAN, INC.                     COM               018490102              8     2118837SH              Sole     X
ALLERGAN SPEC. THERAP.             CL A              018494104           9065        8221SH              Sole     X
ALLIANCE BANCORP INC.              COM               01852J105           1653       84966SH              Sole     X
ALLIANCE GAMING CORP.              COM NEW           01859P609              5      151228SH              Sole     X
ALLIANCE PHARMACEUTICAL            COM               018773101            152      298800SH              Sole     X
ALLIANCE SEMICONDUCTOR             COM               01877H100          51017      296850SH              Sole     X
ALLIANT ENERGY CORP                COM               018802108            298      285083SH              Sole     X
ALLIANT TECHSYSTEMS, INC.          COM               018804104          76407      106500SH              Sole     X
ALLIED CAPITAL CORP                COM               01903Q108          17319      426500SH              Sole     X
ALLIED DEVICES CORP.               COM               019120104            444       11200SH              Sole     X
ALLIED HOLDINGS INC.               COM               019223106            445       46300SH              Sole     X
ALLIED PRODUCTS CORP.              COM               019411107           1269       76999SH              Sole     X
ALLIED RISER COMM.                 COM               019496108           3580      146000SH              Sole     X
ALLIED WASTE INDUSTRIES            COM PAR$.01NEW    019589308          79676     2742400SH              Sole     X
ALLMERICA FINANCIAL CORP.          COM               019754100           2868      237745SH              Sole     X
ALLOU HEALTH & BEAUTY              CL A              019782101          67722       51400SH              Sole     X
ALLSCRIPTS, INC.                   COM               019886100        2682741      114700SH              Sole     X
ALLSTATE CORP.                     COM               020002101            248    11284477SH              Sole     X
ALLTEL CORP.                       COM               020039103           5268     4488310SH              Sole     X
ALPHA INDUSTRIES                   COM               020753109            593      148000SH              Sole     X
ALPHANET SOLUTIONS, INC.           COM               020787107            103        7000SH              Sole     X
ALPHARMA, INC. CLASS A             CL A              020813101           2684      372517SH              Sole     X
ALPINE GROUP INC.                  COM               020825105           4539      158500SH              Sole     X
ALTERA CORP.                       COM               021441100             60      846140SH              Sole     X
ALTEON INC.                        COM               02144G107           2106        8600SH              Sole     X
ALTEON WEBSYSTEMS INC              COM               02145A109            771      103300SH              Sole     X
ALTERRA HEALTHCARE CORP            COM               02146C104             16      198900SH              Sole     X
ALTIVA FINANCIAL CORP.             COM NEW           021497300            884        5290SH              Sole     X
ALYN CORP.                         COM               022611107           4340       73500SH              Sole     X
ALZA CORP.                         COM               022615108             24     1473407SH              Sole     X
ALYSIS TECHNOLOGIES INC.           COM               02261D101            223       31800SH              Sole     X
AMAZON.COM INC                     COM               023135106          86183     1003700SH              Sole     X
AMBAC FINANCIAL GROUP INC          COM               023139108          11196      331870SH              Sole     X
AMBANC HOLDING CO                  COM               023161102        1056742       30100SH              Sole     X
AMBASSADORS INTERNATIONAL          COM               023178106           5654       40700SH              Sole     X
AMCAST INDUSTRIAL CORP.            COM               023395106           4830       77500SH              Sole     X
AMCOL INTERNATIONAL CORP           COM               02341W103         273580      222000SH              Sole     X
AMERADA HESS CORP.                 COM               023551104          22592     1403990SH              Sole     X
AMERCO, INC.                       COM               023586100         727700      114720SH              Sole     X
AMEREN CORP                        COM               023608102              2     2067838SH              Sole     X
AMERICA ONLINE, INC.               COM               02364J104           1694    35562433SH              Sole     X
AMERICA SERVICE GROUP              COM               02364L109        2400156       16500SH              Sole     X
AMERICA WEST HLDGS CORP            CL B              023657208           5255      253900SH              Sole     X
AMERICAN ACCESS TECH               COM               02368F108          12130      115700SH              Sole     X
AMERICAN AIRCARRIERS SUPP          COM               023758105            214       13300SH              Sole     X
AMERICAN ANNUITY GROUP IN          COM               023840101           2464      149095SH              Sole     X
AMCORE FINANCIAL                   COM               023912108           1855      189120SH              Sole     X
AMERICA FIRST MORTGAGE             COM               023934102           4784       13100SH              Sole     X
AMERICAN AXLE & MAN. HLDG          COM               024061103             26      173700SH              Sole     X
AMER. BANK NOTE HOLOGRAPH          COM               024377103           1287      482000SH              Sole     X
AMERICAN BANKNOTE CORP.            COM               024490104          21346      318200SH              Sole     X
AMERICAN BUSINESS PRODS            COM               024763104            351       75600SH              Sole     X
AMERICAN CLASSIC VOYAGER           COM               024928103            647      124000SH              Sole     X
AMER COIN MERCHANDISING            COM               02516B108            283        8800SH              Sole     X
AMERICAN DENTAL PARTNERS           COM               025353103            517       31900SH              Sole     X
AMERICAN ELEC. PWR. CO.,           COM               025537101           1274     2682738SH              Sole     X
AMERICAN  EAGLE OUTFIT.            COM               02553E106          14766      248802SH              Sole     X
AMERICAN EXPRESS CO.               COM               025816109           2920     6356344SH              Sole     X
AMERICAN FINANCIAL GRP             COM               025932104          15418      214370SH              Sole     X
AMERICAN FREIGHTWAYS               COM               02629V108           1781      298400SH              Sole     X
AMERICAN GENERAL CORP.             COM               026351106            119     3605665SH              Sole     X
AMERICAN GREETINGS CORP.           CL A              026375105           7530      956281SH              Sole     X
AMERICAN HOME PRODUCTS             COM               026609107            597    18451988SH              Sole     X
AMERICAN HOMESTAR CORP.            COM               026651109           1671         630SH              Sole     X
AMERICAN INDUSTRIAL PROP.          COM NEW           026791202          11720      136900SH              Sole     X
AMERICAN INTERN'L GROUP            COM               026874107           1072    22197975SH              Sole     X
AMERICAN ITALIAN PASTA             CL A              027070101            828      170900SH              Sole     X
AMERICAN MANAGEMENT SYS.,          COM               027352103           6727      386625SH              Sole     X
AMERICAN MED. SEC. GROUP           COM               02744P101          10035       35700SH              Sole     X
AMERICAN MOBILE SATELLITE          COM               02755R103           4098      117000SH              Sole     X
AMERICAN NATIONAL CAN GRP          COM               027714104           7350      142700SH              Sole     X
AMERICAN NAT'L INS CO.             COM               028591105           6234       75050SH              Sole     X
AMERICAN PAD & PAPER               COM               028816106           1611      107600SH              Sole     X
AMERICAN RETIREMENT CORP.          COM               028913101         981303      162100SH              Sole     X
AMERICAN PWR CONVERSION C          COM               029066107          19364      809320SH              Sole     X
AMER. PRECISION INDS.              COM               029069101            522       40700SH              Sole     X
AMERICAN RESIDENTIAL TR            COM               02926T103           1255       94100SH              Sole     X
AMERICAN SCI & ENGINEERIN          COM               029429107            990       39100SH              Sole     X
AMERICAN SKIING CO.                COM               029654308           2775      162200SH              Sole     X
AMERICAN SOFTWARE, INC. C          CL A              029683109           8553      124250SH              Sole     X
AMERICAN STANDARD COS.             COM               029712106            312      321880SH              Sole     X
AMERICAN STATES WATER              COM               029899101         118638       81100SH              Sole     X
AMERICAN TOWER CLASS A             CL A              029912201           2337      504470SH              Sole     X
AMER. SUPERCONDUCTOR CORP          COM               030111108            463       63600SH              Sole     X
AMERICAN WAGERING                  COM               030405104          62889       19500SH              Sole     X
AMERICAN WATER WORKS CO.,          COM               030411102           4492      354364SH              Sole     X
AMERICAN WOODMARK CORP.            COM               030506109         239844       24600SH              Sole     X
AMERICAN XTAL TECHNOLOGY           COM               030514103           1799       95800SH              Sole     X
AMERICREDIT CORP                   COM               03060R101           2431      633533SH              Sole     X
AMERON INTERNATIONAL CORP          COM               030710107            283       27100SH              Sole     X
AMERIPATH INC.                     COM               03071D109           3660      101100SH              Sole     X
AMERISOURCE HEALTH CORP            CL A              03071P102             28      442900SH              Sole     X
AMERITRADE HOLDING CORP.           CL A              03072H109           4431      462700SH              Sole     X
AMERUS LIFE HOLDINGS               COM               030732101          12849      178169SH              Sole     X
AMES DEPARTMENTSTORES, IN          COM NEW           030789507           1864      255109SH              Sole     X
AMETEK AEROSPACE PROD INC          COM               031100100           1477      327050SH              Sole     X
AMF BOWLING, INC.                  COM               03113V109          30228      515445SH              Sole     X
AMGEN, INC.                        COM               031162100           6152    16338028SH              Sole     X
AMKOR TECHNOLOGY, INC.             COM               031652100            795      685468SH              Sole     X
AMRESCO INC                        COM               031909104         529636      371200SH              Sole     X
AMPAL-AMER ISRAEL                  CL A              032015109           6588      135700SH              Sole     X
AMPCO-PITTSBURGH CORP.             COM               032037103            702       97800SH              Sole     X
AMPEX CORP.                        CL A              032092108           8299      510400SH              Sole     X
AMPHENOL CORP.                     CL A              032095101           7899      128500SH              Sole     X
AMREP CORP.                        COM               032159105             87       65700SH              Sole     X
AMSOUTH BANCORP                    COM               032165102           9234     6143080SH              Sole     X
AMYLIN PHARMACEUTICALS             COM               032346108            152      280100SH              Sole     X
AMTRAN, INC.                       COM               03234G106         143051       23900SH              Sole     X
ANADARKO PETROLEUM CORP.           COM               032511107          65612     1842890SH              Sole     X
ANADIGICS, INC.                    COM               032515108          27466       95200SH              Sole     X
ANALOG DEVICES, INC.               COM               032654105           4952     2578971SH              Sole     X
ANALOGIC CORP.                     COM PAR $0.05     032657207            745       54500SH              Sole     X
ANALYSTS INTERNATIONAL             COM               032681108           1683      194500SH              Sole     X
ANALYTICAL SURVEYS                 COM NEW           032683302           1856       24700SH              Sole     X
ANCHOR BANCORP WISCONSIN           COM               032839102           5697      242000SH              Sole     X
ANCHOR FINANCIAL CORP              COM               033036104         265760        1000SH              Sole     X
ANCHOR GAMING                      COM               033037102           6614      102000SH              Sole     X
ANCOR COMMUNICATIONS INC           COM               03332K108            911      189300SH              Sole     X
ANDOVER BANCORP INC.               COM               034258103          10959       66575SH              Sole     X
ANDREA RADIO CORP                  COM               034393108           1628      192100SH              Sole     X
ANDREW CORP.                       COM               034425108           1926     1596194SH              Sole     X
ANDRX CORP.                        COM               034551101           1036      145400SH              Sole     X
ANGELICA CORP.                     COM               034663104             32       81500SH              Sole     X
ANHEUSER BUSCH CO., INC.           COM               035229103           3032     7472820SH              Sole     X
ANIXTER INTERNATIONAL INC          COM               035290105            162      319400SH              Sole     X
ANNALY MORTGAGE MGMT               COM               035710409         770440       80200SH              Sole     X
ANNTAYLOR STORES CORP.             COM               036115103          12518      241000SH              Sole     X
ANTEC CORP.                        COM               03664P105          19094      216400SH              Sole     X
ANTHONY & SYLVAN POOLS             COM               036762102           4401       12519SH              Sole     X
ANSWERTHINK CONSULTING             COM               036916104           2480      269600SH              Sole     X
ANTHRACITE CAPITAL INC.            COM               037023108           3933       23800SH              Sole     X
AON CORP.                          COM               037389103           7377     3576263SH              Sole     X
APACHE CORP.                       COM               037411105             26     1776302SH              Sole     X
APART INVT&MGMT REIT CL A          CL A              03748R101           4739      689877SH              Sole     X
APEX INC.                          COM               037548104              2      153550SH              Sole     X
APEX MORTGAGE CAPITAL INC          COM               037564101           2022       73100SH              Sole     X
APOGEE ENTERPRISES, INC.           COM               037598109           3610      332400SH              Sole     X
APHTON CORP.                       COM               03759P101           1856      121700SH              Sole     X
APOLLO GROUP INC.-CL A             CL A              037604105            930      283974SH              Sole     X
APPLE COMPUTER, INC.               COM               037833100         105845     2584899SH              Sole     X
APPLEBEE'S INTERNATIONAL           COM               037899101          31335      224200SH              Sole     X
APPLIED INNOVATION                 COM               037916103           1757      109600SH              Sole     X
APRIA HEALTHCARE GROUP             COM               037933108          13965      610950SH              Sole     X
APPLIED MICROSYSTEMS CORP          COM               037935103           6172      143100SH              Sole     X
APPLIED GRAPHICS TECH              COM               037937109           2897      223320SH              Sole     X
APPLIED ANALYTICAL INDS            COM               037939105           2592      113500SH              Sole     X
APPLIED BIOMETRICS, INC.           COM               03814L103           4356       11900SH              Sole     X
APPLIED INDS TECH INC.             COM               03820C105            161      182350SH              Sole     X
APPLIED MAGNETICS CORP.            COM               038213104          44965      431100SH              Sole     X
APPLIED MATERIALS, INC.            COM               038222105           1343     6081424SH              Sole     X
APPLIED POWER, INC.                CL A              038225108          21608      340615SH              Sole     X
APPLIED MICRO CIRCUITS             COM               03822W109           3501      150053SH              Sole     X
APPLIEDTHEORY CORP.                COM               03828R104            147      158600SH              Sole     X
APPLIX INC                         COM               038316105          10417      137300SH              Sole     X
APPNET, INC                        COM               03831Q101            859       89900SH              Sole     X
APTARGROUP INC                     COM               038336103           3811      293600SH              Sole     X
AQUA CARE SYSTEMS, INC.            COM NEW           038373304          10570       16700SH              Sole     X
AQUARION CO.                       COM               03838W101           1212      128082SH              Sole     X
AQUILA BIOPHARMACEUTICALS          COM               03839F107           5591         920SH              Sole     X
ARCADIA FINANCIAL LTD.             COM               039101100           1787      455700SH              Sole     X
ARCH CHEMICALS, INC.               COM               03937R102           3186      172400SH              Sole     X
ARCH COAL CORP                     COM               039380100           7697      164100SH              Sole     X
ARCH COMMUNICATIONS GROUP          COM NEW           039381504           3454      141066SH              Sole     X
ARCHER-DANIELS-MIDLAND CO          COM               039483102             24     8684749SH              Sole     X
ARCHSTONE COMMUNITIES TR.          SH BEN INT        039581103            417     1528513SH              Sole     X
ARCTIC CAT INC.                    COM               039670104          39057      175700SH              Sole     X
ARDEN REALTY GROUP REIT            COM               039793104            732      696050SH              Sole     X
ARDENT SOFTWARE, INC.              COM               039794102            108      158260SH              Sole     X
AREA BANCSHARES CORP.              COM               039872106           8482      118228SH              Sole     X
ARGONAUT GROUP, INC.               COM               040157109          13693      130400SH              Sole     X
ARGOSY GAMING CO.                  COM               040228108          15724      279900SH              Sole     X
ARIEL CORPORATION                  COM               04033M104           7876       22800SH              Sole     X
ARIBA, INC.                        COM               04033V104            313      253500SH              Sole     X
ARKANSAS BEST CORP.                COM               040790107           7955      111900SH              Sole     X
ARMSTRONG WORLD INDUSTRIE          COM               042476101           3496      647441SH              Sole     X
ARNOLD INDUSTRY, INC.              COM               042595108           8113      248980SH              Sole     X
ARONEX PHARMACEUTICALS             COM NEW           042666206           1500       47100SH              Sole     X
ARROW ELECTRONICS, INC.            COM               042735100          44112      410522SH              Sole     X
ARROW FINANCIAL CORP.              COM               042744102         284809       44177SH              Sole     X
ARROW INTERNATIONAL, INC.          COM               042764100           2523      131400SH              Sole     X
ART TECHNOLOGY GROUP               COM               04289L107            370       82500SH              Sole     X
ARTISAN COMPONENTS INC.            COM               042923102           5915       58700SH              Sole     X
ARTESYN TECHNOLOGIES, INC          COM               043127109            408      266256SH              Sole     X
ARTHROCARE CORP.                   COM               043136100             11       29300SH              Sole     X
ARTISOFT, INC.                     COM               04314L106            549      177004SH              Sole     X
ARVIN INDUSTRIES, INC.             COM               043339100           8267      271270SH              Sole     X
ASCENT ENTERTAINMENT GRP           COM               043628106            738      272244SH              Sole     X
ASCENT PEDIATRICS, INC.            DEP SHS           04362X200           2938       18900SH              Sole     X
ASHFORD.COM                        COM               044093102         401027       37900SH              Sole     X
ASHLAND, INC.                      COM               044204105            653     1185791SH              Sole     X
THE ASHTON TECHNOLOGY              COM               045084100           4158      113700SH              Sole     X
ASHWORTH, INC.                     COM               04516H101          27851       26100SH              Sole     X
ASK JEEVES, INC.                   COM               045174109           5253       75100SH              Sole     X
ASPECT DEVELOPMENT INC.            COM               045234101            769      199900SH              Sole     X
ASPECT COMMUNICATIONS              COM               04523Q102            538      401900SH              Sole     X
ASPEN TECHNOLOGY INC.              COM               045327103           4755      297900SH              Sole     X
ASSET INVESTORS CORP.              COM               04541W107            699       28100SH              Sole     X
ASSOCIATED BANC-CORP.              COM               045487105           2802      232264SH              Sole     X
ASSOCIATED ESTATES REIT            COM               045604105           2183      447500SH              Sole     X
ASSOCIATED GROUP INC.              CL A              045651106           1882       88906SH              Sole     X
ASSOCIATED GROUP CLASS B           CL B              045651205          29234       16300SH              Sole     X
AT HOME CORP. SER A                COM SER A         045919107           4163     1028858SH              Sole     X
ASSOCIATES FIRST CAPITAL           CL A              046008108         531402    10380277SH              Sole     X
ASTEC INDUSTRIES INC.              COM               046224101          13852      134100SH              Sole     X
ASTEA INTL INC.                    COM               04622E109           1214       68900SH              Sole     X
ASTORIA FINANCIAL CORP.            COM               046265104           1366      194348SH              Sole     X
ASTRO-MED, INC.                    COM               04638F108          68092       66650SH              Sole     X
ASTRONICS CORP.                    COM               046433108            843        1100SH              Sole     X
ASTROPOWER, INC.                   COM               04644A101          23768       39200SH              Sole     X
ASYST TECHNOLOGIES, INC.           COM               04648X107           5831      126100SH              Sole     X
ATLANTA SOSNOFF CAPITAL            COM               046499109           1365       85000SH              Sole     X
ATLANTIC COAST AIRLINES            COM               048396105             69      123700SH              Sole     X
ATLANTIC RICHFIELD CO.             COM               048825103         130645     4636148SH              Sole     X
ATLANTIC TELE-NETWORK              COM NEW           049079205           1543       71100SH              Sole     X
ATLAS AIR INC.                     COM               049164106             39      151537SH              Sole     X
ATMEL CORP.                        COM               049513104           1407      942096SH              Sole     X
ATMOS ENERGY CORP.                 COM               049560105           3305      257024SH              Sole     X
ATRIX LABS, INC.                   COM               04962L101           1655      148323SH              Sole     X
@PLAN.INC.                         COM               04962Q100            830       54500SH              Sole     X
ATWOOD OCEANICS, INC.              COM               050095108           4312      123100SH              Sole     X
AUDIBLE, INC.                      COM               05069A104           4881       46600SH              Sole     X
AURORA FOODS INC.                  COM               05164B106           9372      300900SH              Sole     X
AUSPEX SYSTEMS INC                 COM               052116100         125672      213000SH              Sole     X
AUTOBYTEL.COM INC.                 COM               05275N106           4871      123900SH              Sole     X
AUTODESK, INC.                     COM               052769106           4353      866205SH              Sole     X
AUTOLIV, INC.                      COM               052800109              4      142328SH              Sole     X
AUTOMATIC DATA PROCESSING          COM               053015103            233     9863608SH              Sole     X
AUTONATION INC.                    COM               05329W102           4912     1497546SH              Sole     X
AUTOTOTE CORP.                     CL A              053323101            881      373567SH              Sole     X
AUTOWEB.COM, INC.                  COM               053331104         125456      125600SH              Sole     X
AUTOZONE, INC.                     COM               053332102            176     2107282SH              Sole     X
AVADO BRANDS, INC.                 COM               05336P108           2785      199800SH              Sole     X
AVALONBAY COMMUNITIES              COM               053484101            326      692692SH              Sole     X
AVANT! CORP.                       COM               053487104          11024      388728SH              Sole     X
AVATAR HOLDING, INC.               COM               053494100          11510       75300SH              Sole     X
AVATEX CORP. CLASS A               CL A              05349F402          14342       50000SH              Sole     X
AVERY DENN CORP.                   COM               053611109             62     1792725SH              Sole     X
AVIALL INC.                        COM               05366B102          12376      188469SH              Sole     X
AVIATION GENERAL, INC.             COM               05366T103           1733       28600SH              Sole     X
AVIATION SALES CO.                 COM               053672101           3778       85300SH              Sole     X
AVID TECHNOLOGY INC                COM               05367P100          14934      253000SH              Sole     X
AVIGEN, INC.                       COM               053690103           2767       53400SH              Sole     X
AVIRON                             COM               053762100           1494       52500SH              Sole     X
AVIS RENT A CAR, INC.              COM               053790101            645      168700SH              Sole     X
AVISTA CORP.                       COM               05379B107         309182      316200SH              Sole     X
AVNET, INC.                        COM               053807103            249      154903SH              Sole     X
AVON PRODUCTS, INC.                COM               054303102             30     3808257SH              Sole     X
AWARE, INC.                        COM               05453N100            364      133900SH              Sole     X
AXENT TECHNOLOGIES, INC.           COM               05459C108            464      207280SH              Sole     X
AXIOHM TRANSACTION SOLU.           COM               054602107            771       23515SH              Sole     X
AXYS PHARMACEUTICALS               COM               054635107             67       57245SH              Sole     X
AZTAR CORP.                        COM               054802103            421      451700SH              Sole     X
AZTEC TECHN. PARTN., INC.          COM               05480L101          98206      193057SH              Sole     X
BB&T CORPORATION                   COM               054937107           1332     4582851SH              Sole     X
BCSB BANKCORP, INC.                COM               054948104           5553       26500SH              Sole     X
AZURIX CORP.                       COM               05501M104           2075      311600SH              Sole     X
BHA GROUP HOLDINGS INC.            COM               055446108            589       41437SH              Sole     X
BHC COMM. INC. CL A                CL A              055448104          16530       68900SH              Sole     X
BISYS GROUP, INC.                  COM               055472104           6085      176400SH              Sole     X
BJ SERVICES CO.                    COM               055482103            350      343009SH              Sole     X
BJ SERVICES WARRANTS               WT EXP  041300    055482111           1297        1140SH              Sole             X
BJ'S WHOLESALE CLUB INC.           COM               05548J106           1740      339058SH              Sole     X
BMC INDUSTRIES, INC.               COM               055607105           6349      355504SH              Sole     X
BOK FINANCIAL CORP.                COM NEW           05561Q201           8733      187020SH              Sole     X
BRE PROPERTIES REIT CL A           CL A              05564E106           3146      658244SH              Sole     X
BSB BANCORP, INC.                  COM               055652101             24      143763SH              Sole     X
BT FINANCIAL CORP.                 COM               055763106            790       67893SH              Sole     X
BTG INC.                           COM               05576J101        1225230       79400SH              Sole     X
BMC SOFTWARE, INC.                 COM               055921100           1512     3867798SH              Sole     X
BTU INT'L, INC                     COM               056032105             43        5200SH              Sole     X
BWC FINANCIAL CORP.                COM               056042104         419159       18600SH              Sole     X
BACOU USA INC.                     COM               056439102         515028       30800SH              Sole     X
BADGER METER, INC.                 COM               056525108             98       25600SH              Sole     X
BADGER PAPER MILLS, INC.           COM               056543101           5919       12500SH              Sole     X
BAIRNCO CORP.                      COM               057097107            904       70200SH              Sole     X
BAKER HUGHES, INC.                 COM               057224107            458     4662619SH              Sole     X
J. BAKER INC.                      COM               057232100             78      222000SH              Sole     X
BALDOR ELECTRIC CO.                COM               057741100           5852      306373SH              Sole     X
BALDWIN & LYONS, INC. CLA          CL B              057755209            829       93800SH              Sole     X
BALDWIN TECH CL A                  CL A              058264102           5008      277200SH              Sole     X
BALL CORP.                         COM               058498106           4302      419806SH              Sole     X
BALLY TOTAL FITNESS                COM               05873K108          42686      227996SH              Sole     X
BANCFIRST OHIO CORP.               COM               059450106           6911       15200SH              Sole     X
BANCFIRST CORP.                    COM               05945F103           2339       38232SH              Sole     X
BANCO SANTANDER PR                 COM               059646109           3646      112700SH              Sole     X
BANCORPSOUTH INC.                  COM               059692103          86022      389200SH              Sole     X
BANCWEST CORP.                     COM               059790105            866      447828SH              Sole     X
BANDAG, INC.                       COM               059815100            171      125840SH              Sole     X
BANDAG, INC. CL A                  CL A              059815308           5059        1138SH              Sole     X
BANGOR HYDRO-ELECTRIC CO.          COM               060077104           3502       48400SH              Sole     X
BANK OF AMERICA CORP.              COM               060505104            413    24413058SH              Sole     X
BANK OF GRANITE CORP               COM               062401104           7799       70318SH              Sole     X
BANK OF THE OZARKS                 COM               063904106             19        2200SH              Sole     X
THE BANK OF NEW YORK CO.           COM               064057102             22    10478973SH              Sole     X
BANK ONE CORP.                     COM               06423A103           2725    16063263SH              Sole     X
BANK PLUS CORP.                    COM               064446107           2539       34100SH              Sole     X
BANK UNITED CORP.                  CL A              065412108           2393      217200SH              Sole     X
BANKATLANTIC BANCORP CL B          CL B              065908105          54428      176293SH              Sole     X
BANKATLANTIC BANCORP CL A          CL A              065908501         255315      110986SH              Sole     X
BANKFIRST CORP.                    COM               066442104            468        9100SH              Sole     X
BANK NORTH GROUP                   COM               06646L100           1601      218780SH              Sole     X
BANKUNITED FINANCIAL CORP          CL A              06652B103           1552      104500SH              Sole     X
BANTA CORP.                        COM               066821109           5254      221945SH              Sole     X
BANYAN SYSTEMS, INC.               COM               066908104          24856      215100SH              Sole     X
C.R. BARD, INC.                    COM               067383109          95122      805392SH              Sole     X
BARNES & NOBLE INC.                COM               067774109            499      335060SH              Sole     X
BARNES GROUP, INC.                 COM               067806109           2552      143400SH              Sole     X
BARNESANDNOBLE.COM INC.            CL A              067846105           6592      257000SH              Sole     X
BARRICK GOLD CORP.                 COM               067901108          94874     4863425SH              Sole     X
BARNETT INC.                       COM               068062108          78617       83500SH              Sole     X
BARNWELL INDUSTRIES, INC.          COM               068221100            188       13400SH              Sole     X
BARR LABS INC.                     COM               068306109           5709      161250SH              Sole     X
BARRA INC.                         COM               068313105            573      110300SH              Sole     X
BARRETT BUSINESS SERVICES          COM               068463108           2069       62300SH              Sole     X
BARRETT RESOURCES CORP.            COM PAR $0.01     068480201           1227      264950SH              Sole     X
BARRISTER INFORMATION              COM NEW           068659200           5517       18000SH              Sole     X
BASE TEN SYSTEMS, INC. A           CL A NEW          069779304           4925        9460SH              Sole     X
BASIN EXPL INC                     COM               070107107        1361971      154598SH              Sole     X
BASSETT FURNITURE IND., I          COM               070203104            379      158688SH              Sole     X
BATTLE MOUNTAIN CLASS A            COM               071593107        1261695     1160299SH              Sole     X
BAUSCH & LOMB, INC.                COM               071707103            140      795296SH              Sole     X
BAXTER INTERNATIONAL INC.          COM               071813109           8948     4064717SH              Sole     X
BAY STATE BANCORP INC.             COM               072611106          25332       23900SH              Sole     X
BAY VIEW CAPITAL CORP.             COM               07262L101           2420      112821SH              Sole     X
BE AVIONICS INC.                   COM               073302101           2232      183900SH              Sole     X
BE FREE, INC.                      COM               073308108            125       73100SH              Sole     X
BEA SYSTEMS INC.                   COM               073325102           1325      355400SH              Sole     X
BEAR STEARNS CO., INC.             COM               073902108           3976     2225082SH              Sole     X
BEAUTICONTROL COSMETICS            COM               074655101           4677      228050SH              Sole     X
BEBE STORES INC.                   COM               075571109           2820       94500SH              Sole     X
BECKMAN COULTER, INC.              COM               075811109         234891      129581SH              Sole     X
BECTON, DICKINSON & CO.            COM               075887109            415     3546700SH              Sole     X
BED BATH AND BEYOND                COM               075896100           1910     2262367SH              Sole     X
BEDFORD BANCSHARES, INC.           COM               076014109           2862       18100SH              Sole     X
BEDFORD PROPERTY INVEST.           COM PAR $0.02     076446301         164075      334600SH              Sole     X
BEL FUSE INC-CL A                  CL A              077347201           1198       20550SH              Sole     X
BEL FUSE INC-CL B                  CL B              077347300         231141       86450SH              Sole     X
BELCO OIL & GAS CORP.              COM               077410108          19642      223000SH              Sole     X
BELDEN, INC.                       COM               077459105           3655      262700SH              Sole     X
BELL & HOWELL CO.                  COM               077852101           2119      154800SH              Sole     X
BELL ATLANTIC CORP.                COM               077853109            509    22123391SH              Sole     X
BELL INDUSTRIES, INC.              COM               078107109            110       51003SH              Sole     X
BELLSOUTH CORP.                    COM               079860102           1002    26952088SH              Sole     X
BELMONT BANCORP                    COM               080162100           3400       22000SH              Sole     X
A. H. BELO CLASS A                 COM SER A         080555105           4087      469396SH              Sole     X
BEMIS CO., INC.                    COM               081437105           3448      726358SH              Sole     X
BEN &JERRY'S HOMEMADE INC          CL A              081465106           2431       97300SH              Sole     X
BENCHMARK ELECTRONICS INC          COM               08160H101           8609       97300SH              Sole     X
BENIHANA INC.                      COM               082047101            284        8400SH              Sole     X
BENIHANA INC. CL-A                 CL A              082047200           1215       91800SH              Sole     X
BERGEN BRUNSWIG CLASS A            CL A              083739102          53101      478288SH              Sole     X
BERINGER WINE ESTATES              CL B              084102102           4532      117300SH              Sole     X
W.R. BERKLEY CORP.                 COM               084423102          65371      135075SH              Sole     X
BERKSHIRE HATHAWAY CL A            CL A              084670108            276        4187SH              Sole     X
BERKSHIRE HATHAWAY CL B            CL B              084670207            477         227SH              Sole     X
BERLITZ INTERNATIONAL, IN          COM               08520F100              0      111154SH              Sole     X
BERRY PETROLEUM CL A               CL A              085789105             64      189200SH              Sole     X
BEST BUY, INC.                     COM               086516101             87     3269246SH              Sole     X
BEST SOFTWARE, INC.                COM               086579109           1221       40600SH              Sole     X
BESTFOODS                          COM               08658U101            243     4397442SH              Sole     X
BETHLEHEM STEEL CORP.              COM               087509105          62990     2345260SH              Sole     X
BEVERLEY ENTERPRISES, INC          COM NEW           087851309          11973      835509SH              Sole     X
BEYOND.COM CORP.                   COM               08860E101            173      271200SH              Sole     X
BIG DOG HOLDINGS                   COM               089128102           4198       73400SH              Sole     X
BIG FOOT FINANCIAL CORP.           COM               089165104           1222        8800SH              Sole     X
BIGSTAR ENTERTAINMENT              COM               089896104           6946      129300SH              Sole     X
BILLING CONCEPTS CORP.             COM               090063108            132      523000SH              Sole     X
BINDLY WESTERN IND, INC.           COM               090324104           4597      271320SH              Sole     X
BINDVIEW DEVELOPMENT CORP          COM               090327107          59270       69400SH              Sole     X
BIORAD LABS, INC. CL A             CL A              090572207           1672      104000SH              Sole     X
BIOTECHNOLOGY GEN                  COM               090578105           2086      564500SH              Sole     X
BIO-PLEXUS, INC.                   COM               09057C106            369       70938SH              Sole     X
BIOCRYST PHARMACEUTICALS           COM               09058V103              9       41200SH              Sole     X
BIOGEN, INC.                       COM               090597105            595      628416SH              Sole     X
BIOMATRIX, INC.                    COM               09060P102           6440      235414SH              Sole     X
BIOMET, INC.                       COM               090613100           7264     1634279SH              Sole     X
BIOSPHERICS INC.                   COM               090662107           4757       50200SH              Sole     X
BIOTIME, INC.                      COM               09066L105           2869       53700SH              Sole     X
BIRMAN MANAGED CARE                COM NEW           090883307            619        1801SH              Sole     X
BIOLASE TECHNOLOGY, INC.           COM               090911108         561351       23700SH              Sole     X
BIOSPECIFICS TECHNOLOGY            COM               090931106          37189       40800SH              Sole     X
BIRMINGHAM STEEL CORP.             COM               091250100           3257      229800SH              Sole     X
BIZNESSONLINE.COM, INC             COM               091791103           1712       34700SH              Sole     X
BLACK & DECKER CORP.               COM               091797100            221     1205544SH              Sole     X
BLACK BOX CORP                     COM               091826107            682      178700SH              Sole     X
BLACK HAWK GAMING & DEV.           COM               092067107            268       29400SH              Sole     X
BLACK HILLS CORP.                  COM               092113109           9696      189190SH              Sole     X
BLAIR CORP.                        COM               092828102           4553       87300SH              Sole     X
E.W. BLANCH HOLDINGS, INC          COM               093210102            432      113400SH              Sole     X
BLIMPIE INTERNATIONAL, IN          COM               093538106            316       70300SH              Sole     X
BLOCK DRUG CO. CLASS A             CL A              093644102            775      148275SH              Sole     X
H & R BLOCK, INC.                  COM               093671105            442     1354749SH              Sole     X
BLOCKBUSTER INC.                   CL A              093679108          23373      125000SH              Sole     X
BLOUNT INTERNATIONAL INC.          COM               095180105         128337      130917SH              Sole     X
BLUE RHINO CORP.                   COM               095811105            548       37800SH              Sole     X
BLUE WAVE SYSTEMS, INC.            COM               096081104           2754        1000SH              Sole     X
BLUEGREEN CORP.                    COM               096231105          10181      118940SH              Sole     X
BLUESTONE SOFTWARE                 COM               09623P102            115       56000SH              Sole     X
BLYTH INDUSTRIES, INC.             COM               09643P108           9077      295750SH              Sole     X
BOB EVANS FARMS, INC.              COM               096761101           2103      308166SH              Sole     X
BOCA RESORTS, INC.                 CL A              09688T106           2566      294300SH              Sole     X
BODDIE-NOELL PPTYS INC             COM               096903109           3080       73900SH              Sole     X
THE BOEING CO.                     COM               097023105           5862    13506194SH              Sole     X
BOISE CASCADE CORP.                COM               097383103            482      918241SH              Sole     X
BOISE CASCADE OFFICE PROD          COM               097403109           7493      217100SH              Sole     X
BOMBAY CO.                         COM               097924104           8983      380462SH              Sole     X
BOLLE, INC.                        COM               097937106             82       43590SH              Sole     X
BONE CARE INTERNATIONAL            COM               098072101           3453       54000SH              Sole     X
BOOKS-A-MILLION                    COM               098570104             23       32200SH              Sole     X
B0RDERS GROUP, INC.                COM               099709107           1484      603650SH              Sole     X
BORG-WARNER AUTOMOTIVE, I          COM               099724106            284      112430SH              Sole     X
BORON LEPORE & ASSOCIATES          COM               10001P102          18200       66500SH              Sole     X
BOSTON ACOUSTICS, INC.             COM               100534106           3197       22700SH              Sole     X
BOSTON BEER C0. CLASS A            CL A              100557107           6752      107800SH              Sole     X
BOSTON COMMUNICATIONS GRP          COM               100582105           8465       84200SH              Sole     X
BOSTON PROPERTIES, INC.            COM               101121101           1764      750950SH              Sole     X
BOSTON SCIENTIFIC CORP.            COM               101137107           1003     5866825SH              Sole     X
BOSTONFED BANCORP, INC.            COM               101178101        2001170       34500SH              Sole     X
BOTTOMLINE TECHNOLOGIES            COM               101388106             47       76500SH              Sole     X
BOWATER, INC.                      COM               102183100           5153      187449SH              Sole     X
BOWL AMERICA, INC. CLASS           CL A              102565108          37070       16400SH              Sole     X
BOWNE & CO., INC.                  COM               103043105          85150      672400SH              Sole     X
BOYD GAMING CORP.                  COM               103304101          36401      361800SH              Sole     X
THE BOYDS COLLECTION, LTD          COM               103354106          27258      369900SH              Sole     X
BOYKIN LODGING CO. REIT            COM               103430104           1631      281600SH              Sole     X
BRADLEY REAL ESTATE REIT           COM               104580105           1108      336191SH              Sole     X
BRADLEY REAL ESTATE, INC.          PFD CV A 8.40%    104580204           1683       24696SH              Sole     X
BRADY CORP. CLASS A                CL A              104674106           1138      220800SH              Sole     X
BRANDYWINE REALTY REIT             SH BEN INT NEW    105368203           3852      548600SH              Sole     X
BRASS EAGLE INC.                   COM               10553F106          55999       16400SH              Sole     X
BREAKAWAY SOLUTIONS, INC.          COM               106372105           2481       47300SH              Sole     X
BREED TECH INC                     COM               106702103           2783      161100SH              Sole     X
BRENTON BANKS, INC.                COM               107211104          30573      146585SH              Sole     X
BRIDGE VIEW BANCORP                COM               108058108           2539       18040SH              Sole     X
BRIGGS & STRATTON CORP.            COM               109043109            604      339397SH              Sole     X
BRIGHT HRZNS. FAMILY SOL.          COM               109195107           3774      170480SH              Sole     X
BRIGHTPOINT, INC.                  COM               109473108           3954      514425SH              Sole     X
BRINKER INTERNATIONAL, IN          COM               109641100           1689      352712SH              Sole     X
BRIO TECHNOLOGY, INC.              COM               109704106           1529       42000SH              Sole     X
BRISTOL HOTELS & RESORTS           COM               110041100              0      198025SH              Sole     X
BRISTOL-MYERS SQUIBB CO.           COM               110122108           3049    31176942SH              Sole     X
BRITESMILE, INC.                   COM               110415106            233        5800SH              Sole     X
BROADBASE SOFTWARE                 COM               11130R100           1704       45800SH              Sole     X
BROADCOM CORP.                     CL A              111320107           2801      136100SH              Sole     X
BROADVISION INC.                   COM               111412102           1519      500700SH              Sole     X
BROADWING INC.                     COM               111620100         159719      987152SH              Sole     X
BROCADE COMMUNICATIONS             COM               111621108         101118      154000SH              Sole     X
BROOKE GROUP LTD.                  COM               112525100           5835      109210SH              Sole     X
BROOKLINE BANCORP INC.             COM               113739106            729      113675SH              Sole     X
BROOKS AUTOMATION, INC.            COM               11434A100          14309       51700SH              Sole     X
BROOKTROUT TECHNOLOGY              COM               114580103           1913       61300SH              Sole     X
BROWN & BROWN, INC.                COM               115236101           1476      100550SH              Sole     X
BROWN-FORMAN CORP. CLASS           CL B              115637209            281      978155SH              Sole     X
BROWN (TOM) INC.                   COM NEW           115660201           3001      185500SH              Sole     X
BROWN SHOE COMPANY, INC.           COM               115736100           2868      197021SH              Sole     X
BRUNSWICK CORP.                    COM               117043109            898     1374052SH              Sole     X
BRUSH WELLMAN, INC.                COM               117421107           7669      151000SH              Sole     X
BRYN MAWR BANK CORP.               COM               117665109           6485       25300SH              Sole     X
BSQUARE CORP.                      COM               11776U102           1689       90000SH              Sole     X
BUCKEYE TECHNOLOGY INC.            COM               118255108           1037      265800SH              Sole     X
THE BUCKLE INC.                    COM               118440106           4381      114000SH              Sole     X
BUDGET GROUP INC.                  CL A              119003101         702848      168700SH              Sole     X
BUELL CONTGT RTS (NON-TRN          RT                119061885           3517        1100SH              Sole             X
BUFFETS INC.                       COM               119882108           1609      304942SH              Sole     X
BUILDING MATERIALS CORP.           COM               120113105           6797       22700SH              Sole     X
BUILDING ONE SERVICES              COM               120114103          21159      180578SH              Sole     X
BURLINGTON COAT FACTORY W          COM               121579106           4017      201890SH              Sole     X
BURLINGTON  INDUSTRIES             COM               121693105           1580      379840SH              Sole     X
BURLINGTON NTHRN SANTA FE          COM               12189T104          15557     6586362SH              Sole     X
BURLINGTON RESOURCES, INC          COM               122014103            165     3058381SH              Sole     X
BURNHAM PACIFIC PROP REIT          COM               12232C108           7010      622400SH              Sole     X
BURNS INTERNATIONAL SRVCS          COM               122374101            396       67400SH              Sole     X
BURR-BROWN CORP.                   COM               122574106            545      396101SH              Sole     X
BUSH BOAKE ALLEN                   COM               123162109           4920       77900SH              Sole     X
BUSH INDUSTRIES, INC.              CL A              123164105          11281       85893SH              Sole     X
BUTLER MANUFACTURING CO.           COM               123655102            626       12600SH              Sole     X
C & D TECHNOLOGY INC.              COM               124661109         222648       70600SH              Sole     X
CAIS INTERNET, INC.                COM               12476Q102          24182       80800SH              Sole     X
CB BANCSHARES INC.                 COM               124785106           2760       30500SH              Sole     X
CBL & ASSOCIATES PRP REIT          COM               124830100           5863      371810SH              Sole     X
CCB FINANCIAL CORP.                COM               124875105          12839      148860SH              Sole     X
CCC INFORMATION SERVICES           COM               12487Q109         112162       98600SH              Sole     X
CB RICHARD ELLIS SERVICES          COM               12489L108              0       83829SH              Sole     X
CBRL GROUP, INC.                   COM               12489V106           7495      451457SH              Sole     X
CBS CORP.                          COM               12490K107          50215    10992738SH              Sole     X
C F W COMMUNICATIONS CO.           COM               124923103           3269      101200SH              Sole     X
C-BRIDGE INTERNET SOL.             COM               12500B105           1473       33100SH              Sole     X
C-COR ELECTRONICS, INC.            COM               125010108            750       88700SH              Sole     X
C-CUBE MICROSYSTEMS INC.           COM               125015107          11384      339900SH              Sole     X
CDI CORP.                          COM               125071100           1978      166500SH              Sole     X
CDNOW INC.                         COM               125086108            334      159967SH              Sole     X
CDW COMPUTER CENTERS               COM               125129106              4      197869SH              Sole     X
CD WAREHOUSE INC.                  COM               12512W105           2888       50700SH              Sole     X
CEC ENTERTAINMENT INC              COM               125137109          21863      247061SH              Sole     X
CFS BANCORP, INC.                  COM               12525D102           2735       42500SH              Sole     X
CFI PROSERVICES, INC.              COM               12525N100           7508       66600SH              Sole     X
CH ENERGY GROUP, INC.              COM               12541M102             15      149100SH              Sole     X
C.H. ROBINSON WORLDWIDE            COM               12541W100           7209      283800SH              Sole     X
CHS ELECTRONICS                    COM NEW           12542A206          94660      556400SH              Sole     X
CIGNA CORP.                        COM               125509109           1756     2763674SH              Sole     X
THE CIT GROUP, INC.                CL A              125577106           2150     1144700SH              Sole     X
CKE RESTAURANTS INC.               COM               12561E105          17252      469752SH              Sole     X
CLECO CORP.                        COM               12561W105           3179      182850SH              Sole     X
CK WITCO CORP.                     COM               12562C108           2223      959909SH              Sole     X
CMGI INC                           COM               125750109            342      405100SH              Sole     X
CML GROUP, INC.                    COM               125820100         220893       47400SH              Sole     X
CMP GROUP, INC.                    COM               125887109            295      271941SH              Sole     X
CMS ENERGY CORP.                   COM               125896100          28954     1610096SH              Sole     X
CPI CORP.                          COM               125902106          65018      144900SH              Sole     X
CPB INC.                           COM               125903104           8271       51700SH              Sole     X
CSS INDUSTRIES, INC.               COM               125906107          11893       35100SH              Sole     X
CNET, INC.                         COM               125945105            176      200600SH              Sole     X
CTG RESOURCES INC.                 COM               125957100           4840       56935SH              Sole     X
CTB INTERNATIONAL CORP.            COM               125960104          10821       57500SH              Sole     X
CTI INDUSTRIES CORP.               COM NEW           125961300           4035        2500SH              Sole     X
CSK AUTO CORP.                     COM               125965103           1410      165038SH              Sole     X
CNA FINANCIAL CORP.                COM               126117100          25263      561499SH              Sole     X
CNA SURETY CORP                    COM               12612L108           3430      210400SH              Sole     X
CNF TRANSPORTATION, INC.           COM               12612W104            226      217629SH              Sole     X
CSF HOLDINGS LIT. RIGHTS           RT                126335991           4286       29125SH              Sole             X
CSG SYSTEMS INTL INC.              COM               126349109           1968      180800SH              Sole     X
CSX CORP.                          COM               126408103           4903     3017045SH              Sole     X
CTC COMMUNICATIONS GROUP           COM               126419100           1991       45000SH              Sole     X
CT COMMUNICATIONS                  COM NEW           126426402             47       38400SH              Sole     X
CTS CORP.                          COM               126501105            737      228879SH              Sole     X
CUNO INC.                          COM               126583103            557      153550SH              Sole     X
CVB FINANCIAL CORP.                COM               126600105            221       96110SH              Sole     X
CV REIT, INC.                      COM               126640101           1459       38000SH              Sole     X
CVS CORP DELAWARE                  COM               126650100           4005     5530969SH              Sole     X
CABLEVISION SYS. CORP.             CL A              12686C109          10461      383500SH              Sole     X
CABLETRON SYSTEMS, INC.            COM               126920107            755     2500679SH              Sole     X
CABLE DESIGN TECHNOLOGIES          COM               126924109          18566      359600SH              Sole     X
CACHEFLOW INC.                     COM               126946102             79       91000SH              Sole     X
C2 INC                             COM               126948108           5878       35600SH              Sole     X
CABOT CORP.                        COM               127055101          11092      237560SH              Sole     X
CABOT INDUSTRIAL TRUST             COM               127072106          17136      588900SH              Sole     X
CABOT OIL & GAS CORP.              CL A              127097103           1330      251190SH              Sole     X
CACI INTERNATIONAL INC.            CL A              127190304         259104       62300SH              Sole     X
CADENCE DESIGN SYSTEMS, I          COM               127387108            449     1052616SH              Sole     X
CADIZ, INC.                        COM               127537108           1747      361000SH              Sole     X
CADMUS COMMUNICATION               COM               127587103           1600       26600SH              Sole     X
CAL DIVE INTERNATIONAL             COM               127914109           6232      129400SH              Sole     X
CALGON CARBON                      COM               129603106             23      331400SH              Sole     X
CALICO COMMERCE INC.               COM               129897104            423       92500SH              Sole     X
CALIFORNIA AMPLIFIER INC.          COM               129900106            417       75660SH              Sole     X
CALIF CULINARY ACADEMY IN          COM               129905105           3121       10400SH              Sole     X
CALIBER LEARNING NETWORK           COM               129914107             69      256400SH              Sole     X
CALIFORNIA INDEPENDENT BK          COM               130334105              0       32546SH              Sole     X
CALIFORNIA WATER SERVICE           COM               130788102           1000       48126SH              Sole     X
CALIPER TECHNOLOGIES CORP          COM               130876105            354       60000SH              Sole     X
CALLAWAY GOLF CO                   COM               131193104         135627      591430SH              Sole     X
CALLON PETEROLEUM CO.              COM               13123X102            164       51000SH              Sole     X
CALPINE CORP.                      COM               131347106              0      290100SH              Sole     X
CALYPTE BIOMEDICAL CORP.           COM               131722100            345       56100SH              Sole     X
CAMBREX CORP.                      COM               132011107            412      170700SH              Sole     X
CAMBRIDGE TECHNOLOGY               COM               132524109             62      422550SH              Sole     X
CAMDEN PROPERTY TRST REIT          SH BEN INT        133131102           5900      625974SH              Sole     X
CAMERON ASHLEY BLDG PROD           COM               133290106           7279      133000SH              Sole     X
CAMPBELL SOUP CO.                  COM               134429109           1944     6697348SH              Sole     X
CANDELA CORP                       COM               136907102           5455       93800SH              Sole     X
CANANDAIGUA BRANDS INC.            CL B              137219101            200       28475SH              Sole     X
CANANDAIGUA BRANDS INC.            CL A              137219200              0      122200SH              Sole     X
CANDIES, INC.                      COM               137409108             55       25000SH              Sole     X
CANNONDALE CORP                    COM               137798104            153       64800SH              Sole     X
CAPITAL CITY BANK                  COM               139674105         189431       19400SH              Sole     X
CAPITAL AUTOMOTIVE REIT            COM SH BEN INT    139733109            359      256100SH              Sole     X
CAPITAL BANK CORP.                 COM               139793103           1182        8900SH              Sole     X
CAPITAL CITIES/ABC, INC.           COM               139859102           1114           0SH              Sole     X
CAPITAL CORP. OF THE WEST          COM               140065103           7626      102600SH              Sole     X
CAPITAL CROSSING BANK              COM               140071101            219       28300SH              Sole     X
CAPITAL ONE FINANCIAL              COM               14040H105          15714     2814569SH              Sole     X
CAPITAL PACIFIC HOLDINGS           COM               14040M104            213       65488SH              Sole     X
CAPITAL RE CORP                    COM               140432105           1180           0SH              Sole     X
CAPITAL SENIOR LIVING              COM               140475104            569       68100SH              Sole     X
CAPITAL TRUST                      COM               14052H100             43       82300SH              Sole     X
CAPITOL BANCORP LTD.               COM               14056D105           3885        5969SH              Sole     X
CAPITOL FEDERAL FINANCIAL          COM               14057C106           1536      605100SH              Sole     X
CAPROCK COMMUNICATIONS             COM               140667106         408348      224400SH              Sole     X
CAPSTEAD MTG.CORP                  COM               14067E100           4564      464200SH              Sole     X
CAPTEC NET LEASE REALTY            COM               140724105            541       79000SH              Sole     X
CARAUSTAR INDUSTRIES INC.          COM               140909102          67242      227300SH              Sole     X
CAPITAL TITLE GROUP, INC.          COM               140919101            170      114100SH              Sole     X
CARDIA INC.                        COM               14140R102           5011        1029SH              Sole     X
CARDIMA, INC.                      COM               14147M106          15551       30300SH              Sole     X
CARDINAL FINANCIAL CORP            COM               14149F109           7149       27200SH              Sole     X
CARDINAL HEALTH INC.               COM               14149Y108            235     3956777SH              Sole     X
CARDIODYNAMICS INT'L.              COM               141597104            137       65300SH              Sole     X
CAREER EDUCATION CORP.             COM               141665109           5342       30800SH              Sole     X
CAREERBUILDER, INC.                COM               141684100            945      173100SH              Sole     X
CAREMARK RX, INC.                  COM               141705103            451     1506396SH              Sole     X
CAREMATRIX CORP.                   COM               141706101           1625       87700SH              Sole     X
CAREINSITE, INC.                   COM               14170M106           4903      195200SH              Sole     X
CAREY DIVERSIFIED LLC              COM               14174P105           2410       12600SH              Sole     X
CAREY INTERNATIONAL, INC           COM               141750109           1906       48400SH              Sole     X
CARIBINER INT'L.                   COM               141888107           2112      157000SH              Sole     X
CARLETON CORP.                     COM NEW           142209204            534       18100SH              Sole     X
CARLISLE CO., INC.                 COM               142339100          10336      107930SH              Sole     X
CARMIKE CINEMAS CLASS A            CL A              143436103           4571      196600SH              Sole     X
CARNIVAL CRUISE LINES, IN          COM               143658102            330     8540604SH              Sole     X
CAROLINA FIRST CORP.               COM               143877108           6381      250100SH              Sole     X
CARRIAGE SERVICES INC.             CL A              143905107         235670       91100SH              Sole     X
CAROLINA POWER & LIGHT CO          COM               144141108           1513     2209191SH              Sole     X
CAROLINA SOUTHERN BANK             COM               144162104           1415       13067SH              Sole     X
CARPENTER TECHNOLOGY CORP          COM               144285103           2227      182640SH              Sole     X
CARRAMERICA REALTY REIT            COM               144418100            157      736150SH              Sole     X
CARRIER ACCESS CORP.               COM               144460102            317      106203SH              Sole     X
CARRINGTON LABS INC.               COM               144525102           4423      117400SH              Sole     X
CARSON INC.                        CL A              145845103           8064       42100SH              Sole     X
CARTER-WALLACE, INC.               COM               146285101            306      297800SH              Sole     X
CASCADE BANCORP                    COM               147154108            276       75619SH              Sole     X
CASCADE NATURAL GAS CORP.          COM               147339105            169       28000SH              Sole     X
CASELLA WASTE SYSTEMS              CL A              147448104            611       86084SH              Sole     X
CASEY'S GENERAL STORES             COM               147528103         269771      469757SH              Sole     X
CASH AMERICA INTERNATIONA          COM               14754D100           2621      247222SH              Sole     X
A.M.CASTLE & CO.                   COM               148411101           8651      160481SH              Sole     X
CASTLE & COOKE INC.                COM               148433105              2      166499SH              Sole     X
CATALINA LIGHTING, INC.            COM               148865108           3112      111000SH              Sole     X
CATALINA MARKETING CORP.           COM               148867104           9503       89300SH              Sole     X
CATALYTICA,INC                     COM               148885106           2881      337000SH              Sole     X
CATAPULT COMMUNICATIONS            COM               149016107          22162       33200SH              Sole     X
CATELLUS DEVEL CORP.               COM               149111106           1476      498001SH              Sole     X
CATERPILLAR, INC.                  COM               149123101           3923     5007591SH              Sole     X
CATHAY BANCORP, INC.               COM               149150104          63895       36900SH              Sole     X
CATHERINES STORES                  COM               14916F100            447       67400SH              Sole     X
CATO CORP CL A                     CL A              149205106             15      176400SH              Sole     X
CAVALIER HOMES INC.                COM               149507105            268       39777SH              Sole     X
CAVALRY BANCORP, INC.              COM               149547101           1924       19200SH              Sole     X
CELLSTAR CORP.                     COM               150925105           4749      447905SH              Sole     X
CELGENE CORP                       COM               151020104           4064      115200SH              Sole     X
CELLEGY PHARMACEUTICALS            COM               15115L103            899       90800SH              Sole     X
CELLNET DATA SYSTEMS               COM               15115M101           5656      245200SH              Sole     X
CELLULAR TECHNICAL SERVS           COM NEW           151167301            505       21770SH              Sole     X
CELTRIX LABS                       COM               151186103            556      212600SH              Sole     X
CENDANT CORP.                      COM               151313103           4189    10156094SH              Sole     X
CENTENNIAL BANCORP                 COM               15133T104            736      243813SH              Sole     X
CENTENNIAL CELLULAR CL A           CL A NEW          15133V208         104927      104383SH              Sole     X
CENTENNIAL TECHNOLOGIES            COM NEW           151392206           8074         192SH              Sole     X
CENTER TRUST INC                   CENTER TR INC     151845104            657      321200SH              Sole     X
CENTERPOINT PROPS REIT             SH BEN INT        151895109          45099      264900SH              Sole     X
CENTERSPAN COMM. CORP.             COM               152012100           6582       89000SH              Sole     X
CENTEX CORP.                       COM               152312104            974      897682SH              Sole     X
CENTIGRAM COMMUNICATIONS           COM               152317103           3138       88100SH              Sole     X
CENTEX CONSTRUCTION PDCTS          COM               15231R109          85840      100600SH              Sole     X
CENTRAL & SW CORP                  COM               152357109           1019     3194769SH              Sole     X
CENTRAL BANCORP, INC.              COM               152418109           3454       27100SH              Sole     X
CENTRAL EUROPEAN DIST CO           COM               153435102          16568        3000SH              Sole     X
CENTRAL FIN. ACCEPTANCE            COM               153470109            981       36400SH              Sole     X
CENTRAL GARDEN & PET CO.           COM               153527106           3656      185400SH              Sole     X
CENTRAL NEWSPAPERS, INC.           CL A              154647101            470      120600SH              Sole     X
CENTRAL PARKING CORP.              COM               154785109          10938      212500SH              Sole     X
CENTRAL VT. PUBLIC SERV.           COM               155771108            269       84600SH              Sole     X
CENTURA BANKS, INC.                COM               15640T100         918218      128175SH              Sole     X
CENTURA SOFTWARE CORP              COM               15640W103          10120       92788SH              Sole     X
CENTURY BANCORP INC.CL-A           CL A NON VTG      156432106            954       34200SH              Sole     X
CENTURY BUSINESS SERVICES          COM               156490104            891      496500SH              Sole     X
CENTURY SOUTH BANKS, INC.          COM               156683104             57       32900SH              Sole     X
CENTURYTEL, INC.                   COM               156700106          20943     2214809SH              Sole     X
CEPHALON, INC.                     COM               156708109           3795      233600SH              Sole     X
CERES GROUP, INC.                  COM               156772105           4555       93800SH              Sole     X
CERIDIAN CORP.                     COM               15677T106           7673     2091528SH              Sole     X
CERNER CORP.                       COM               156782104           9790      334300SH              Sole     X
CHALONE WINE GRP LTD.              COM               157639105           3469      112100SH              Sole     X
CHAMPION ENTERPRISES, INC          COM               158496109           3948      366431SH              Sole     X
CHAMPION INTERNATIONAL CO          COM               158525105            897     1385919SH              Sole     X
CHAMPIONSHIP AUTO RACING           COM               158711101           2436       44300SH              Sole     X
CHARLES RIVER ASSOCIATES           COM               159852102            209      103100SH              Sole     X
CHARTER ONE FINANICIAL             COM               160903100              4      866302SH              Sole     X
CHARTER MUNICIPAL MTG ACP          SH BEN INT        160908109           5089       83500SH              Sole     X
CHARMING SHOPPES, INC.             COM               161133103           1733      551879SH              Sole     X
CHART INDUSTRIES, INC.             COM               16115Q100            100      117450SH              Sole     X
CHARTER COMMUNICATIONS             CL A              16117M107         809380      500000SH              Sole     X
CHASE INDUSTRIES INC.              COM               161568100            134       33050SH              Sole     X
CHASE MANHATTAN CORP.              COM               16161A108           6529    11819375SH              Sole     X
CHATEAU COMMUNITIES REIT           COM               161726104           3646      390152SH              Sole     X
CHATTEM, INC.                      COM               162456107           2761       50200SH              Sole     X
CHEAP TICKETS, INC.                COM               162672109           8411       65100SH              Sole     X
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CHECKFREE HOLDINGS CORP.           COM               162816102           1802      200409SH              Sole     X
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CHEMICAL FABRICS CORP.             COM               16361L102            395       57425SH              Sole     X
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THE CHERRY CORP.                   COM NEW           164541401           8613       19700SH              Sole     X
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CHESAPEAKE ENERGY CORP             COM               165167107            465      729580SH              Sole     X
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CHICO'S FAS, INC                   COM               168615102         133020       96900SH              Sole     X
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CYBEROPTICS CORP.                  COM               232517102            404       27700SH              Sole     X
CYBERSOURCE CORP.                  COM               23251J106           4031       63300SH              Sole     X
CYBERONICS, INC.                   COM               23251P102           9997       71700SH              Sole     X
CYBERSHOP INTERNATIONAL            COM               23251X105           9470       50000SH              Sole     X
CYBEX COMPUTER PROD. CORP          COM               232522102              0      131425SH              Sole     X
CYGNUS INC.                        COM               232560102           6840      356600SH              Sole     X
CYLINK CORP.                       COM               232565101          24519       44500SH              Sole     X
CYMER INC.                         COM               232572107           9151      215020SH              Sole     X
CYPRESS BIOSCIENCE, INC.           COM               232674101          78622       24000SH              Sole     X
CYPRESS SEMICONDUCTOR COR          COM               232806109            762      881069SH              Sole     X
CYRK INTERNATIONAL                 COM               232817106           2017       28300SH              Sole     X
CYSIVE, INC.                       COM               23281T108           3455       46000SH              Sole     X
CYTEC INDUSTRIES INC               COM               232820100            401      433976SH              Sole     X
CYTOGEN CORP.                      COM               232824102           3875      179469SH              Sole     X
CYTRX CORP.                        COM NEW           232828301           5592       10900SH              Sole     X
CYTOCLONAL PHARMACEUTICS           COM               23282G105            529      150300SH              Sole     X
CYTYC CORP.                        COM               232946103          15671       74800SH              Sole     X
DII GROUP INC.                     COM               232949107            169      240960SH              Sole     X
DA CONSULTING GROUP, INC.          COM               233027101          71288      113400SH              Sole     X
DBT ONLINE INC                     COM               233044106          97879      165354SH              Sole     X
DPL, INC.                          COM               233293109           1314      577417SH              Sole     X
DQE INC.                           COM               23329J104          45598      273500SH              Sole     X
DSC COMMUNICATIONS CORP.           COM               233311109            402           0SH              Sole     X
D.R. HORTON INC.                   COM               23331A109           2951      495224SH              Sole     X
DST SYSTEMS, INC.                  COM               233326107            200      321300SH              Sole     X
DSP GROUP INC                      COM               23332B106           3076       98400SH              Sole     X
DTE ENERGY CO.                     COM               233331107            191     2505889SH              Sole     X
DT INDUSTRIES INC.                 COM               23333J108           1420       96800SH              Sole     X
DVI INC.                           COM               233343102           2679      132800SH              Sole     X
DAIN RAUSCHER CORP.                COM               233856103           4668       74300SH              Sole     X
DAILY JOURNAL CORP.-SC             COM               233912104           4871       12300SH              Sole     X
DAISYTEK INTL CORP.                COM               234053106           1133      166200SH              Sole     X
DAL-TILE INTERNATIONAL             COM               23426R108            775      552300SH              Sole     X
DALEEN TECHNOLOGIES INC            COM               23437N104            672       24200SH              Sole     X
DALLAS SEMICONDUCTOR CORP          COM               235204104           1120      243200SH              Sole     X
DAMARK INTERNATIONAL INC.          CL A              235691102         460303       10700SH              Sole     X
DANA CORP.                         COM               235811106           5952     2381239SH              Sole     X
DANAHER CORP.                      COM               235851102           1138     2028577SH              Sole     X
DANIELSON HOLDING CORP             COM               236274106             12      228500SH              Sole     X
DARDEN RESTAURANTS INC.            COM               237194105             13     2515757SH              Sole     X
DARLING INTERNATIONAL              COM               237266101         140514      189400SH              Sole     X
DATA BROADCASTING CORP             COM               237596101           4127      357670SH              Sole     X
DATA RACE, INC.                    COM               237842109           8342       73500SH              Sole     X
DATA RETURN CORP.                  COM               23785M104            401       57500SH              Sole     X
DATA SYSTEMS & SOFTWARE            COM               237887104           1267       56500SH              Sole     X
DATAWARE TECHNOLOGIES              COM               237920103        2048187       82300SH              Sole     X
DATA TRANSMISSION NETWORK          COM               238017107         125944      155300SH              Sole     X
DATASCOPE CORP.                    COM               238113104           5192      116700SH              Sole     X
DATASTREAM SYSTEMS, INC.           COM               238124101           5584      198300SH              Sole     X
DAVE & BUSTERS                     COM               23833N104         108553      138369SH              Sole     X
DAVEL COMMUNICATIONS, INC          COM               238341101           1177      163100SH              Sole     X
DAVIDS BRIDAL INC.                 COM               238576102            856       60100SH              Sole     X
DAVOX CORP.                        COM               239208101            184       57050SH              Sole     X
DAYTON-HUDSON CORP.                COM               239753106            317     6267958SH              Sole     X
DEAN FOODS CORP.                   COM               242361103          35499      149730SH              Sole     X
DEB SHOPS, INC.                    COM               242728103          10330       61500SH              Sole     X
DECISIONONE HOLDINGS CORP          COM               243458106           6279       24614SH              Sole     X
DECORA INDUSTRIES, INC.            COM NEW           243593308           4652        4800SH              Sole     X
DEERE & CO.                        COM               244199105            122     3239505SH              Sole     X
DEL MONTE FOODS CO.                COM               24522P103           2224      335200SH              Sole     X
DELHAIZE AMERICA INC CL A          CL A              246688105          11831      410682SH              Sole     X
DELHAIZE AMERICA INC CL B          CL B              246688204          10350       19232SH              Sole     X
DELIA*S INC.                       COM               246885107           4636      174800SH              Sole     X
DELL COMPUTER CORP.                COM               247025109            105    40160523SH              Sole     X
DELPHI AUTOMOTIVE SYSTEMS          COM               247126105           7734     7996431SH              Sole     X
DELPHI FINANCIAL GROUP             CL A              247131105            646      173079SH              Sole     X
DELTA & PINE LAND CO               COM               247357106           3748      321370SH              Sole     X
DELTA AIR LINES, INC.              COM               247361108           9295     2179236SH              Sole     X
DELTIC TIMBER CORP.                COM               247850100           1009       53800SH              Sole     X
DELTEK SYSTEMS, INC.               COM               24785A108          12690       63400SH              Sole     X
DELTA WOODSIDE                     COM               247909104          12013       97900SH              Sole     X
DELTA FINANCIAL CORP.              COM               247918105           7487       76900SH              Sole     X
DELUXE CORP.                       COM               248019101           1665     1293829SH              Sole     X
DENDRITE INTERNATIONAL             COM               248239105           4785      304950SH              Sole     X
DENTSPLY INTERNATIONAL             COM               249030107           1584      265780SH              Sole     X
DEPARTMENT 56 INC.                 COM               249509100           2973      205600SH              Sole     X
DESIGNS, INC.                      COM               25057L102          12896       82950SH              Sole     X
DETROIT DIESEL CORP.               COM               250837101           3148      115922SH              Sole     X
DEVELOPERS DIVRSFIED REIT          COM               251591103          12157      918950SH              Sole     X
DEVON ENERGY CORP                  COM               25179M103           1131      314835SH              Sole     X
DEVRY, INC.                        COM               251893103           1223      248900SH              Sole     X
DEWOLFE COMPANIES, INC.            COM               252115100           5430       15500SH              Sole     X
DEXTER CORP.                       COM               252165105           1561      194560SH              Sole     X
DIACRIN INC.                       COM               25243N103           1563       99400SH              Sole     X
DIAGNOSTIC PRODUCTS CORP.          COM               252450101          31271      153000SH              Sole     X
DIAL CORP.                         COM               25247D101          12020      382303SH              Sole     X
DIAMETRICS MEDICAL, INC.           COM               252532106           1408      117800SH              Sole     X
DIAMOND OFFSHORE DRILLING          COM               25271C102           8452      415200SH              Sole     X
DIAMOND TECH. PRTNRS INC           CL A              252762109           1871      139789SH              Sole     X
DIEBOLD, INC.                      COM               253651103         865049      318582SH              Sole     X
DIGENE CORP.                       COM               253752109           4658       95500SH              Sole     X
DIGEX, INC.                        CL A              253756100            110       69600SH              Sole     X
DIGI INTERNATIONAL, INC.           COM               253798102            152      151750SH              Sole     X
DIGITAL LIGHTWAVE, INC.            COM               253855100            153       46450SH              Sole     X
DIGITAL MICROWAVE CORP.            COM               253859102           3369      550250SH              Sole     X
DIGITAL IMPACT INC                 COM               25385G106            153       62800SH              Sole     X
DIGITAL ISLAND INC.                COM               25385N101            598      127800SH              Sole     X
DIGITAL INSIGHT CORP               COM               25385P106           6167       31100SH              Sole     X
DIGITAL ORIGIN, INC.               COM               25385X109           3334      100900SH              Sole     X
DIGITAL RIVER, INC.                COM               25388B104          85811      163000SH              Sole     X
DIGITAL GENERATION SYS.            COM               253921100           6735      219095SH              Sole     X
DIME COMMUNITY BANCORP             COM               253922108          13779       84500SH              Sole     X
DILLARDS INC.                      CL A              254067101         104098     1549033SH              Sole     X
DIME BANCORP INC.*-NEW             COM               25429Q102           8038      794694SH              Sole     X
DIMON INC.                         COM               254394109          17009      433100SH              Sole     X
DIONEX CORP.                       COM               254546104            201      205200SH              Sole     X
DISCOUNT AUTO PARTS INC.           COM               254642101            798      103600SH              Sole     X
THE WALT DISNEY CO.                COM DISNEY        254687106          56153    29574341SH              Sole     X
GO.COM                             COM GO COM        254687205           1018      195615SH              Sole     X
DISPLAY TECHNOLOGIES INC.          COM               25469V102             21       27179SH              Sole     X
DISPATCH MANAGEMENT SVCS.          COM               254927106           3564       51600SH              Sole     X
DIRECT FOCUS, INC.                 COM               254931108          38420        5500SH              Sole     X
DITECH COMMUNICATIONS              COM               25500M103         128834       36030SH              Sole     X
THE DIXIE GROUP, INC.              CL A              255519100           1528       20700SH              Sole     X
DOCUCORP INTERNATIONAL             COM               255911109         422809       85060SH              Sole     X
DOCUMENTUM, INC.                   COM               256159104         101808      103000SH              Sole     X
DOLE FOOD CO.                      COM               256605106           5767      205150SH              Sole     X
DOLLAR GENERAL CORP.               COM               256669102           2825     3771900SH              Sole     X
DOLLAR THRIFTY AUTO. GRP.          COM               256743105           1218      281360SH              Sole     X
DOLLAR TREE STORES INC.            COM               256747106           3596      284474SH              Sole     X
DOMINION RES. INC/VA               COM               257470104           3141     2652176SH              Sole     X
DONALDSON CO., INC.                COM               257651109           1049      334030SH              Sole     X
DONALDSON LUFKIN&JENRETTE          COM DLJ           257661108           4212      351600SH              Sole     X
DLJDIRECT                          COM DLJDIRECT     257661504            380       14800SH              Sole     X
DONNA KARAN INTERNATIONAL          COM               257826107           1877      121600SH              Sole     X
R.R. DONNELLEY & SONS CO.          COM               257867101         983499     2263105SH              Sole     X
DONNELLY CORP.                     CL A              257870105           2980       72737SH              Sole     X
DONNKENNY, INC.                    COM               258006105           2855       34600SH              Sole     X
DORAL FINANCIAL CORP.              COM               25811P100         256208      289500SH              Sole     X
DOUBLECLICK INC.                   COM               258609304          25520      151822SH              Sole     X
DOVER CORP.                        COM               260003108          77324     2839322SH              Sole     X
DOVER DOWNS ENTERTAINMENT          COM               260086103            124       81500SH              Sole     X
DOW CHEMICAL CO.                   COM               260543103           1369     3164149SH              Sole     X
DOW JONES & CO., INC.              COM               260561105           3344     1497182SH              Sole     X
DOWNEY FINANCIAL CORP.             COM               261018105           5408      285666SH              Sole     X
THE DRESS BARN, INC.               COM               261570105           1471      169900SH              Sole     X
DREXLER TECHNOLOGY CORP.           COM               261876106           9291      124900SH              Sole     X
DREYER'S GRAND ICE CREAM,          COM               261878102             50      211500SH              Sole     X
DRIL-QUIP, INC.                    COM               262037104             82      103400SH              Sole     X
DRUG EMPORIUM, INC.                COM               262175102             85      236500SH              Sole     X
DRUGSTORE.COM, INC.                COM               262241102          13904      116400SH              Sole     X
DRYPERS CORP                       COM NEW           262497308           1199      157808SH              Sole     X
DSL.NET, INC.                      COM               262506108            254      130000SH              Sole     X
DUPONT (E.I.) DE NEMOURS           COM               263534109              0    14929782SH              Sole     X
DUANE READE INC.                   COM               263578106           1719      108100SH              Sole     X
DUFF & PHELPS CREDIT               COM               26432F109        1766299       32100SH              Sole     X
DUKE ENERGY CORP                   COM               264399106            799     5111386SH              Sole     X
DUKE REALTY INVSTMNT REIT          COM NEW           264411505            560     1308707SH              Sole     X
DUN & BRADSTREET CORP NEW          COM               26483B106          15369     2621162SH              Sole     X
DUNN COMPUTER CORP.                COM               265771105          10534       38200SH              Sole     X
DURA AUTOMOTIVE SYS INC.           CL A              265903104          15630       78507SH              Sole     X
DUPONT PHOTOMASKS INC.             COM               26613X101            343       69300SH              Sole     X
DURA PHARMACEUTICALS INC.          COM               26632S109            189      387994SH              Sole     X
DURAMED PHARMACEUTICALS            COM               266354109           6855      206400SH              Sole     X
DYCOM INDUSTRIES, INC.             COM               267475101           2679      210850SH              Sole     X
EA ENGR SCIENCE & TECH IN          COM               267911105           1965       41700SH              Sole     X
DYNAMICS RESEARCH CORP.            COM               268057106           8140        9700SH              Sole     X
DYNATECH CORP.                     COM               268140100          25350       12650SH              Sole     X
DYNEGY INC                         COM               26816L102           2272      571900SH              Sole     X
EEX CORP.                          COM NEW           26842V207          23429      408060SH              Sole     X
E4L, INC.                          COM               268452109            142      101400SH              Sole     X
EG & G, INC.                       COM               268457108            109           0SH              Sole     X
E-LOAN, INC.                       COM               26861P107              0      105800SH              Sole     X
EMC CORP.                          COM               268648102           8841    16167501SH              Sole     X
EMS TECHNOLOGIES INC.              COM               26873N108           5893       68000SH              Sole     X
E-NET, INC.                        COM               268745106           3719       45000SH              Sole     X
ENSCO INTERNATIONAL, INC.          COM               26874Q100           1671      671868SH              Sole     X
EOG RESOURCES, INC.                COM               26875P101           2853      599800SH              Sole     X
E.PIPHANY INC                      COM               26881V100            128       70050SH              Sole     X
ESCO ELECTRONICS CORP.             COM TR RCPT       269030201            237       16300SH              Sole     X
ESS TECHNOLOGY INC.                COM               269151106           1047      308960SH              Sole     X
E.SPIRE COMMUNICATIONS             COM               269153102          28676      460900SH              Sole     X
E-STAMP CORP.                      COM               269154100           6591       88300SH              Sole     X
ETEC SYSTEMS INC.                  COM               26922C103             40      181400SH              Sole     X
E-TEK DYNAMICS INC.                COM               269240107           5408      188300SH              Sole     X
ELIZABETHTOWN CORP.                COM               269242103          51538       36500SH              Sole     X
E*TRADE GROUP, INC.                COM               269246104         305273      896800SH              Sole     X
E-Z-EM, INC. CLASS A               CL A              269305207          73500       18300SH              Sole     X
EAGLE FOOD                         COM               269514105          10336       91800SH              Sole     X
EAGLE GEOPHYSICAL, INC.            COM               269524104          47083        3222SH              Sole     X
EAGLE USA AIRFREIGHT INC.          COM               270018104            834      205000SH              Sole     X
EARTHGRAINS CO.  W/I               COM               270319106            433      365464SH              Sole     X
EARTHLINK NETWORK                  COM               270322100           1418       87500SH              Sole     X
EARTHSHELL CORP.                   COM               27032B100            653      405000SH              Sole     X
EARTHWEB INC.                      COM               27032C108            773       56700SH              Sole     X
EAST TEXAS FINANCIAL SER.          COM               275572105            398       24000SH              Sole     X
EAST WEST BANCORP, INC.            COM               27579R104           5937       91500SH              Sole     X
EASTERN ENTERPRISES                COM               27637F100            590      499254SH              Sole     X
EASTERN UTILITIES ASSOCIA          COM               277173100             41      217441SH              Sole     X
EASTERN VIRGINIA BNKSHRS           COM               277196101          70170        2100SH              Sole     X
EASTGROUP PROPERTIES REIT          COM               277276101             38      292350SH              Sole     X
EASTMAN CHEMICAL                   COM               277432100            219     1080752SH              Sole     X
EASTMAN KODAK CO.                  COM               277461109              0     4607887SH              Sole     X
EATON CORP.                        COM               278058102              1     1012046SH              Sole     X
EATON VANCE CORP.                  COM NON VTG       278265103         134201      272000SH              Sole             X
EBAY INC.                          COM               278642103            385      376100SH              Sole     X
EBIX.COM INC.                      COM               278715107           3748       74580SH              Sole     X
EBOOKERS.COM                       SPONSORED ADR     278725106          10287       25000SH              Sole     X
ECHELON INT. CORP.                 COM               278747100          19566       61643SH              Sole     X
ECHELON CORPORATION                COM               27874N105            286       33400SH              Sole     X
ECHO BAY MINES LTD.                COM               278751102           7018      651284SH              Sole     X
ECHOSTAR COMMUNICATIONS            CL A              278762109            388      301730SH              Sole     X
ECLIPSE SURGICAL TECH.             COM               278849104           2510       54000SH              Sole     X
ECLIPSYS CORP.                     COM               278856109           4205      231700SH              Sole     X
ECO SOIL SYSTEMS, INC.             COM               278858105            253      136800SH              Sole     X
ECOGEN INC.                        COM NEW           278864202            986       32940SH              Sole     X
ECOLAB, INC.                       COM               278865100            187     1793478SH              Sole     X
ECOLOGY & ENVIRONMENT, IN          CL A              278878103             91        6925SH              Sole     X
ECOLLEGE.COM INC                   COM               27887E100           4707       20000SH              Sole     X
EDISON BROS WTS                    WT EXP  121005    280875113         122570        6480SH              Sole             X
EDISON BROTHERS STORES             COM NEW           280875303           6235       57371SH              Sole     X
EDISON INTERNATIONAL               COM               281020107            287     5124612SH              Sole     X
EDO CORP.                          COM               281347104            353       65500SH              Sole     X
EDUCATION MANAGEMENT               COM               28139T101            921      267700SH              Sole     X
J. D. EDWARDS & CO.                COM               281667105            902      344350SH              Sole     X
A G EDWARDS & SONS, INC.           COM               281760108           9052      610248SH              Sole     X
EFAX.COM, INC.                     COM               282012103           4979       39600SH              Sole     X
EFFICIENT NETWORKS, INC.           COM               282056100          23722      103200SH              Sole     X
EGAMES, INC.                       COM               282253103         449804      121800SH              Sole     X
EGAIN COMMUNICATIONS CORP          COM               28225C103            150       66500SH              Sole     X
EGGHEAD.COM, INC.                  COM               282329101             57      259752SH              Sole     X
EGREETINGS NETWORK INC             COM               282343102          13700       25000SH              Sole     X
800-JR CIGAR, INC.                 COM               282491109            786      113500SH              Sole     X
800 TRAVEL SYSTEMS, INC.           COM               282506104            732       85600SH              Sole     X
EINSTEIN/NOAH BAGEL CORP.          COM               282577105             41      225000SH              Sole     X
EL PASO ELECTRIC CO.               COM NEW           283677854           1425      479666SH              Sole     X
EL PASO ENERGY CORP                COM               283905107           1905     3158013SH              Sole     X
ELCOR CORP.                        COM               284443108         362595      206975SH              Sole     X
ELEC COMMUNICATIONS CORP.          COM               284739109          14221       74600SH              Sole     X
ELECTRIC FUEL CORP                 COM               284871100           3032      100900SH              Sole     X
ELECTRIC LIGHTWAVE INC.            CL A              284895109              2       49100SH              Sole     X
ELECTRO RENT CORP.                 COM               285218103            103       77558SH              Sole     X
ELECTRO SCIENTIFIC INDS.           COM               285229100          28654      124000SH              Sole     X
ELECTROGLAS, INC.                  COM               285324109            254      196200SH              Sole     X
ELECTRONIC ARTS                    COM               285512109           1245      282402SH              Sole     X
ELECTRONIC DATA SYSTEMS            COM               285661104             56     6719754SH              Sole     X
ELECTRONIC PROCESSING INC          COM               285798104           4284       10000SH              Sole     X
ELECTRONIC RETAILING SYS           COM               285825105          13949       58800SH              Sole     X
ELECTRONICS FOR IMAGING            COM               286082102             34      235700SH              Sole     X
ELITE INFORMATION GROUP            COM               28659M106           8064       73500SH              Sole     X
PERRY ELLIS INTL.                  COM               288853104          39978       62950SH              Sole     X
EMBREX, INC.                       COM               290817105            501        3800SH              Sole     X
EMCORE CORP.                       COM               290846104           1735       41900SH              Sole     X
EMCOR GROUP, INC.                  COM               29084Q100           1504      104400SH              Sole     X
EMERSON ELECTRIC CO.               COM               291011104           1905     6319737SH              Sole     X
EMMIS COMMUNICATIONS, INC          CL A              291525103           4336      114100SH              Sole     X
EMPIRE DISTRICT ELECTRIC           COM               291641108         447300      134025SH              Sole     X
EMPIRE OF CAROLINA, INC.           COM               292007101          12441        8900SH              Sole     X
EMPLOYEE SOLUTIONS INC.            COM               292166105          98045      149600SH              Sole     X
EMULEX NEW                         COM NEW           292475209           1634      254700SH              Sole     X
ENCORE WIRE CORP                   COM               292562105           2594       33250SH              Sole     X
ENERGY CONVERSION DEVICES          COM               292659109           3798      134600SH              Sole     X
ENERGY BIOSYSTEMS CORP             COM NEW           29265L706            123       12414SH              Sole     X
ENERGEN CORP.                      COM               29265N108          11304      237200SH              Sole     X
ENERGY EAST CORP.                  COM               29266M109          10948      670200SH              Sole     X
ENERGY WEST INC                    COM               29274A105          10292        4000SH              Sole     X
ENGAGE TECHNOLOGIES, INC.          COM               292827102              6      134400SH              Sole     X
ENGELHARD CORP.                    COM               292845104           1386     2118048SH              Sole     X
ENGINEERED SUPPORT SYSTEM          COM               292866100           4867       41750SH              Sole     X
ENGINEERING ANIMATION              COM               292872108           2495      198300SH              Sole     X
ENERGY NORTH, INC.                 COM               292925104          52304       27311SH              Sole     X
ENESCO GROUP INC.                  COM               292973104           7998      172200SH              Sole     X
ENHANCE FINANCIAL SVCS GR          COM               293310108           3160      266800SH              Sole     X
ENRON CORP.                        COM               293561106          68374    10079998SH              Sole     X
ENTERCOM COMMUNICATIONS            CL A              293639100            949      188500SH              Sole     X
ENTERGY CORP.                      COM               29364G103            292     3807576SH              Sole     X
ENTERPRISE PROD PARTNERS           COM               293792107          61562       88600SH              Sole     X
ENTERTAINMENT PROPERTIES           COM SH BEN INT    29380T105           5741      196700SH              Sole     X
ENTREMED INC.                      COM               29382F103            156      148200SH              Sole     X
ENTRADE INC.                       COM               29382L100           2559        3000SH              Sole     X
ENTRUST TECHNOLOGIES               COM               293848107            711      188600SH              Sole     X
ENZON, INC.                        COM               293904108           9173      252400SH              Sole     X
ENZO BIOCHEM INC                   COM               294100102           3331      228403SH              Sole     X
EPIMMUNE, INC.                     COM               29425Y101          19593        2200SH              Sole     X
EPITOPE INC.                       COM               294261102           5339      213300SH              Sole     X
EPLUS INC.                         COM               294268107           9424      135200SH              Sole     X
EPICOR SOFTWARE CORP               COM               29426L108            139      492898SH              Sole     X
EQUIFAX, INC                       COM               294429105            516     2219779SH              Sole     X
EQUITABLE RESOURCES, INC.          COM               294549100            287      239650SH              Sole     X
EQUITY INNS, INC. REIT             COM               294703103           7250      468200SH              Sole     X
EQUITY OFFICE PROPERTIES           COM               294741103           3245     2776606SH              Sole     X
EQUITY ONE, INC.                   COM               294752100           1680       90900SH              Sole     X
EQUIVEST FINANCE, INC.             COM NEW           29476H403           2320       48675SH              Sole     X
EQUITY RESIDENTIAL REIT            SH BEN INT        29476L107           2751     1442160SH              Sole     X
ERIE INDEMNITY CO.-CL A            CL A              29530P102            150      177317SH              Sole     X
ESCALADE, INC.                     COM               296056104           4800       12000SH              Sole     X
ESHARE TECHNOLOGIES, INC.          COM               296428105           1298      150000SH              Sole     X
ESPEED INC-CL A                    CL A              296643109           1379       20000SH              Sole     X
ESSEX PROPERTY TRUST REIT          COM               297178105          43936      269800SH              Sole     X
ESTERLINE TECHNOLOGIES CO          COM               297425100           3458      288100SH              Sole     X
ETHAN ALLEN INTERIORS INC          COM               297602104          11536      611100SH              Sole     X
ETHYL CORP.                        COM               297659104          11443     1356054SH              Sole     X
ETOYS INC.                         COM               297862104           4074      359000SH              Sole     X
EUROWEB INTL CORP                  COM               298801101          11726       12000SH              Sole     X
EVANS & SUTHERLAND COMP.           COM               299096107            871       45097SH              Sole     X
EVERCEL, INC.                      COM               299759100           1053       11132SH              Sole     X
EVEREST RE HOLDINGS                COM               299808105        3971986      324950SH              Sole     X
EVERGREEN RES INC.                 COM NO PAR        299900308           2184      164300SH              Sole     X
EXABYTE CORP.                      COM               300615101           3746      224000SH              Sole     X
EXAR CORP                          COM               300645108           3128       39400SH              Sole     X
EXCALIBUR TECHNOLOGIES             COM NEW           300651205            865      133400SH              Sole     X
EXCEL LEGACY CORP                  COM               300665106           1164       45200SH              Sole     X
EXCHANGE APPLICATIONS              COM               300867108            502       85900SH              Sole     X
EXECUTONE INFORMATION SYS          COM               301607107          29202      238700SH              Sole     X
EXIDE CORP.                        COM               302051107             50      165900SH              Sole     X
EXODUS COMMUNICATIONS              COM               302088109           3832      494700SH              Sole     X
EXPEDIA INC.                       COM               302125109            264       98800SH              Sole     X
EXPEDITORS INT'L OF WASHI          COM               302130109            789      263300SH              Sole     X
EXPRESS SCRIPTS                    CL A              302182100         108932      178800SH              Sole     X
EXTENDED STAY AMERICA INC          COM               30224P101           3453      534271SH              Sole     X
EXTREME NETWORKS, INC.             COM               30226D106           2009      140433SH              Sole     X
EZCORP, INC.                       CL A NON VTG      302301106            310      214300SH              Sole     X
EZENIA! INC.                       COM               302311105           2401      132600SH              Sole     X
EXXON MOBIL CORP.                  COM               30231G102           7716    49303156SH              Sole     X
F & M BANCORP                      COM               302367107           4839      107865SH              Sole     X
F & M NATIONAL CORP.               COM               302374103           2183      135914SH              Sole     X
FBL FINANCIAL GROUP INC.           CL A              30239F106           4921      156400SH              Sole     X
FEI CO.                            COM               30241L109           4903       55800SH              Sole     X
FFY FINANCIAL CORP.                COM               30242U108          10340       92400SH              Sole     X
FLIR SYSTEMS, INC.                 COM               302445101            328       30900SH              Sole     X
FMC CORP.                          COM NEW           302491303             84      509521SH              Sole     X
FNB CORP/NORTH CAROLINA            COM               302519103           1598        3100SH              Sole     X
FNB CORP.                          COM               302520101            427      172244SH              Sole     X
FNB FINANCIAL SERVICES CO          COM               302526108             60       25100SH              Sole     X
FPIC INSURANCE GROUP,INC.          COM               302563101            234       47300SH              Sole     X
FPL GROUP, INC.                    COM               302571104              7     2544406SH              Sole     X
FSI INTL,INC                       COM               302633102           1436      300300SH              Sole     X
FYI INC.                           COM               302712104           7869       59100SH              Sole     X
FCNB CORP                          COM               302920103         174448       20300SH              Sole     X
FACTORY 2-U STORES, INC.           COM               303072102              7       84600SH              Sole     X
FACTSET RESEARCH SYSTEMS           COM               303075105           1583       96900SH              Sole     X
FAIR ISSAC & CO.                   COM               303250104            425       91300SH              Sole     X
FAIRCHILD CORP.                    CL A              303698104            384      240850SH              Sole     X
FAIRCHILD SEMICONDUCTOR            CL A              303726103            948      165419SH              Sole     X
FAIRFIELD COMMUNITIES, IN          COM PAR $0.01     304231301          16112      456100SH              Sole     X
FAMILY DOLLAR STORES, INC          COM               307000109           7959      633900SH              Sole     X
FAMILY GOLF CENTERS INC.           COM               30701A106         464729      233100SH              Sole     X
FAMOUS DAVE'S OF AMERICA           COM               307068106           5647       41300SH              Sole     X
FARMER BROTHERS, INC.              COM               307675108         919194       10050SH              Sole     X
FARM FAMILY HOLDINGS INC.          COM               307901108          31230       10100SH              Sole     X
FARMERS CAPITAL BANK CORP          COM               309562106           9774        2000SH              Sole     X
FARO TECHNOLOGIES                  COM               311642102           3587       79800SH              Sole     X
FARREL CORP                        COM               311667109          11446        4000SH              Sole     X
FATBRAIN.COM INC.                  COM               311889109           5772       57300SH              Sole     X
FASTENAL CO.                       COM               311900104         151476      175120SH              Sole     X
FDX CORPORATION                    COM               31304N107           4492     4261323SH              Sole     X
FECHTOR,DETWILER,MITCHELL          COM               313066102          13178        5200SH              Sole     X
FEDDERS CORP.                      COM               313135105             45      287745SH              Sole     X
FEDDERS CORP CLASS A               CL A              313135303           6029       82838SH              Sole     X
FEDERAL AGRICULTURAL MTGE          CL A              313148108           5768       23800SH              Sole     X
FEDERAL AGRICULTURAL MORT          CL C              313148306            642       46950SH              Sole     X
FREDDIE MAC                        COM               313400301         312587     9874714SH              Sole     X
FEDERAL-MOGUL CORP.                COM               313549107             45      280582SH              Sole     X
FANNIE MAE                         COM               313586109           9160    14721828SH              Sole     X
FEDERAL RLTY INVMNTS REIT          SH BEN INT NEW    313747206           4493      608400SH              Sole     X
FEDERAL SIGNAL CORP.               COM               313855108          12106      359332SH              Sole     X
FEDERATED DEPARTMENT               COM               31410H101            634     2995811SH              Sole     X
FEDERATED INVESTORS, INC.          CL B              314211103            273      223900SH              Sole     X
FELCOR LODGING TRUST, INC          COM               31430F101            482      753040SH              Sole     X
FEMALE HEALTH COMPANY              COM               314462102           8521       37600SH              Sole     X
FERRO CORP.                        COM               315405100           6516      274052SH              Sole     X
F5 NETWORKS, INC.                  COM               315616102           4686       50600SH              Sole     X
FIDELITY BANCORP INC.              COM               31583B105            200       37900SH              Sole     X
FIDELITY HOLDINGS, INC.            COM               31617J108            347       69200SH              Sole     X
FIDELITY NATIONAL FIN., I          COM               316326107            613      345702SH              Sole     X
FIFTH THIRD BANCORP                COM               316773100            285     4260128SH              Sole     X
FILENE'S BASEMENT CORP.            COM               316866102           2021      366750SH              Sole     X
FILENET CORP.                      COM               316869106           3718      359219SH              Sole     X
FILM ROMAN INC.                    COM               317234102            525       50000SH              Sole     X
FINANCIAL FEDERAL CORP.            COM               317492106            557       53850SH              Sole     X
FINANCIAL INDUSTRIES CORP          COM               317574101           5069        5000SH              Sole     X
FINANCIAL SECURITY                 COM               31769P100           3358       86200SH              Sole     X
FINISAR CORP.                      COM               31787A101           1963      134700SH              Sole     X
FINLAY ENTERPRISES, INC.           COM NEW           317884203         306468       43700SH              Sole     X
FINET.COM, INC.                    COM PAR $0.01     317922300             55      208200SH              Sole     X
FINISH LINE, INC.                  CL A              317923100           5836       88700SH              Sole     X
FINOVA GROUP INC.                  COM               317928109           1275      240035SH              Sole     X
FIRST AMERICAN FINL CORP           COM               318522307           1540      523900SH              Sole     X
FIRST BANCORP/PUERTO RICO          COM               318672102           1766      225850SH              Sole     X
FIRST BANCORP N. CAROLINA          COM               318910106          15560       12150SH              Sole     X
FIRST BELL BANCORP INC.            COM               319301107            469       40200SH              Sole     X
FIRST BUSEY CORP.                  COM               319383105           1018       12600SH              Sole     X
FIRST CHARTER CORP.                COM               319439105            298      135857SH              Sole     X
FIRST CITIZENS BANCSHARES          CL A              31946M103             66       53300SH              Sole     X
FIRST COMM BANKSHARES-A            CL A              319777108            140       23600SH              Sole     X
FIRST COMMERCE BANCSHARES          CL B              319777207            196       28272SH              Sole     X
FIRST COMMONWEALTH FINL C          COM               319829107           8983      422400SH              Sole     X
FIRST CONSULTING GROUP             COM               31986R103             12      216613SH              Sole     X
FIRST FEDERAL CAPITAL              COM               319960100          10760      134200SH              Sole     X
FIRST DATA CORP.                   COM               319963104            439     6214818SH              Sole     X
FIRST ESSEX BANCORP INC.           COM               320103104            313        3800SH              Sole     X
FIRST FINANCIAL BANCORP            COM               320209109           1298      273038SH              Sole     X
FIRST FINL BANKSHARES INC          COM               32020R109           1800       41470SH              Sole     X
FIRST FINANCIAL CORP/IND           COM               320218100          18154       37100SH              Sole     X
FIRST FINANCIAL HOLDINGS           COM               320239106           2133      110400SH              Sole     X
FRST INDUSTRIAL RLTY REIT          COM               32054K103             19      567100SH              Sole     X
FIRST INT'L BANCORP, INC           COM               32054Q100           2839       58600SH              Sole     X
FIRST INDIANA CORP.                COM               32054R108          13549       46820SH              Sole     X
FIRST KEYSTONE FINANCIAL           COM               320655103         458453       30600SH              Sole     X
FIRST OF LONG ISLAND CORP          COM               320734106            941        2250SH              Sole     X
FIRST M&F CORP.                    COM               320744105           1388        4653SH              Sole     X
FIRST MARINER BANCORP INC          COM               320795107           9955       23800SH              Sole     X
FIRST MIDWEST BANCORP              COM               320867104           1437      338986SH              Sole     X
FIRST MIDWEST FINANCIAL            COM               320878101            867        1050SH              Sole     X
FIRST HEALTH GROUP CORP.           COM               320960107            240      400366SH              Sole     X
FIRST MUTUAL BANCHSHARES           COM               32190E102              8       36544SH              Sole     X
FIRST SAVINGS BANCORP              COM               335939104           1849       16700SH              Sole     X
FIRST SIERRA FINANCIAL             COM               335944104         287934       75800SH              Sole     X
FIRST REPUBLIC BANK                COM               336158100          20193       76600SH              Sole     X
FIRST SECURITY CORP.               COM               336294103           3445      711051SH              Sole     X
FIRST SENTINEL BANCORP.            COM               33640T103           7529      273085SH              Sole     X
FIRST SOUTHERN BANCSHARES          COM               33645B107           1497        1600SH              Sole     X
FIRST SOURCE CORPORATION           COM               336901103            491      113541SH              Sole     X
FIRST TENNESSEE NATIONAL           COM               337162101          81017      475410SH              Sole     X
FIRST UNION CORP.                  COM               337358105          10043    13971905SH              Sole     X
FIRST UNION REAL ESTATE            SH BEN INT        337400105            235      198100SH              Sole     X
FIRST UNITED BANCSHARES            COM               33741E104         453526      103800SH              Sole     X
FIRST VIRGINIA BANKS, INC          COM               337477103          12415      231523SH              Sole     X
FIRST WASHINGTON REALTY            COM               337489504           3584       76900SH              Sole     X
FIRST WASHINGTON BANCORP           COM               33748T104            633       58800SH              Sole     X
THE FIRST YEARS INC.               COM               337610109           1196       28900SH              Sole     X
FIRSTCITY FINANCIAL                COM               33761X107           9415        3000SH              Sole     X
FIRSTCOM CORP.                     COM               33763T104          57449       50300SH              Sole     X
FIRSTAR CORP.                      COM               33763V109           6646    13630025SH              Sole     X
FISERV, INC.                       COM               337738108            164      527064SH              Sole     X
FIRST FEDERAL FINANCIAL            COM               337907109            303      245000SH              Sole     X
FIRSTMERIT CORP.                   COM               337915102           5724      327336SH              Sole     X
FLAGSTAR BANCORP, INC.             COM               337930101           4918       86800SH              Sole     X
FIRSTSPARTAN FINANCIAL CO          COM               337931109          49635       27300SH              Sole     X
FIRSTENERGY CORP.                  COM               337932107           1319     3570986SH              Sole     X
FISHER SCIENTIFIC INTL             COM NEW           338032204           6081      278000SH              Sole     X
FLASHNET COMMUNICATIONS            COM               338527104            923       38000SH              Sole     X
FLEETBOSTON FIN. CORP              COM               339030108           3908    13027673SH              Sole     X
FLEETWOOD ENTERPRISES INC          COM               339099103             33      601948SH              Sole     X
FLEMING COS., INC.                 COM               339130106            190      349639SH              Sole     X
FLEXSTEEL INDUSTRY                 COM               339382103            277       47300SH              Sole     X
FLORIDA BANKS, INC.                COM               340560101            392      198300SH              Sole     X
FLORIDA EAST COAST RAILWA          COM               340632108             18      225500SH              Sole     X
FLORIDA PROGRESS CORP.             COM               341109106           6690     1357743SH              Sole     X
FLORIDA ROCK INDUSTRIES,           COM               341140101            150      193000SH              Sole     X
FLORSHEIM GROUP INC.               COM               343302105         918261       58315SH              Sole     X
FLOW INTL CORP.                    COM               343468104              0       26600SH              Sole     X
FLOWERS INDUSTRIES, INC.           COM               343496105           5119      359125SH              Sole     X
FLOWSERVE CORP                     COM               34354P105           4922      289302SH              Sole     X
FLUOR CORP.                        COM               343861100          22935     1081969SH              Sole     X
FLUSHING FINANCIAL CORP.           COM               343873105           3934       89050SH              Sole     X
FLYCAST COMMUNICATIONS             COM               344067103           3017       46800SH              Sole     X
FOAMEX INTL, INC                   COM               344123104          85233      111000SH              Sole     X
FOCAL COMMUNICATIONS CORP          COM               344155106             40      162000SH              Sole     X
FOCUS AFFILIATES, INC.             COM               34415P102          77694        6800SH              Sole     X
FOGDOG INC                         COM               344167101           1718       20000SH              Sole     X
FOOD TECHNOLOGY SERVICE            COM               344798103           4302       45650SH              Sole     X
FOODARAMA SUPERMARKETS, I          COM               344820105           6876       19700SH              Sole     X
FOOTHILL INDEP BANCORP             COM               344905104           6458        1391SH              Sole     X
FOOTSTAR INC                       COM               344912100          48330      219354SH              Sole     X
FORCENERGY INC.                    COM               345206106            664      295810SH              Sole     X
FORD MOTOR CO.                     COM               345370100            222    17183826SH              Sole     X
FORELAND CORP.                     COM NEW           345458301            365        3566SH              Sole     X
FOREMOST CORP. OF AMERICA          COM               345469100           1040      180400SH              Sole     X
FOREST CITY ENTERPRISE CL          CL A              345550107          14813      175800SH              Sole     X
FOREST LABORATORIES, INC.          COM               345838106          14418      373300SH              Sole     X
FOREST OIL                         COM NEW           346091606           1617      298300SH              Sole     X
FORRESTER RESEARCH, INC.           COM               346563109           2127       43800SH              Sole     X
FORT JAMES CORP.                   COM               347471104           1090     3113544SH              Sole     X
FORTRESS GROUP INC.                COM               34956K108         114663       57700SH              Sole     X
FORTUNE BRANDS INC.                COM               349631101            777     2349913SH              Sole     X
FORWARD AIR CORP.                  COM               349853101          18766       39600SH              Sole     X
FOSSIL INC                         COM               349882100           5006      186050SH              Sole     X
FOSTER WHEELER CORP.               COM               350244109          51951      774791SH              Sole     X
FOUNDATION HEALTH SYSTEM           COM               350404109           3611      649870SH              Sole     X
FOUNDRY NETWORKS INC               COM               35063R100              0      160200SH              Sole     X
4 KIDS ENTERTAINMENT INC.          COM               350865101            119       23700SH              Sole     X
FOUR MEDIA COMPANY                 COM               350872107            171       14900SH              Sole     X
4FRONT TECHNOLOGIES INC.           COM               351042106            620       27300SH              Sole     X
FOURTH SHIFT CORP.                 COM               351128103           3229      149900SH              Sole     X
FOX ENTERTAINMENT GRP              CL A              35138T107           1011      594000SH              Sole     X
FRANCHISE FIN OF AMR REIT          COM               351807102           2835      602300SH              Sole     X
FRANKLIN COVEY CO.                 COM               353469109           1196      215600SH              Sole     X
FRANKLIN ELEC  INC                 COM               353514102             10       30300SH              Sole     X
FRANKLIN ELECTRPUBL                COM               353515109            435      183500SH              Sole     X
FRANKLIN RESOURCES CORP.           COM               354613101           3121     3576221SH              Sole     X
FREEDOM SECURITIES CORP.           COM               35644K103           1388       69100SH              Sole     X
FREEMARKETS INC                    COM               356602102           1109       54983SH              Sole     X
FREEPORT-MCMORAN CLASS A           CL A              35671D105            686      269698SH              Sole     X
FREEPORT-MCMORAN CLASS B           CL B              35671D857            464     2459222SH              Sole     X
FREMONT GENERAL CORP.              COM               357288109            113      489668SH              Sole     X
FRESENIUS MED CARE AG ADR          SPONSORED ADR     358029106            876           0SH              Sole     X
FRESH CHOICE, INC.                 COM               358032100           5899       49900SH              Sole     X
FRESH FOODS, INC.                  COM               358034106           3298       36100SH              Sole     X
FRESH AMERICA CORP.                COM               35803R105           8395      127100SH              Sole     X
FRIEDE GOLDMAN HALTER INC          COM               358430106           5603      465498SH              Sole     X
FRIEDMAN BILLINGS RAMSEY           CL A              358433100            462      128400SH              Sole     X
FRIEDMAN'S, INC. CLASS A           CL A              358438109           5982      378000SH              Sole     X
FRIENDLY ICE CREAM CORP.           COM               358497105           1889      269500SH              Sole     X
FRISBY TECHNOLOGIES                COM               358743102           1937        2000SH              Sole     X
FRISCH'S RESTAURANTS, INC          COM               358748101           1102       49334SH              Sole     X
FRITZ COS., INC.                   COM               358846103           1659      297200SH              Sole     X
FRONTIER FINANCIAL CORP.           COM               35907K105             21       69400SH              Sole     X
FRONTIER INSURANCE GROUP,          COM               359081106          57394      322732SH              Sole     X
FRONTIER OIL CORP.                 COM               35914P105             34      101600SH              Sole     X
FRONTLINE COMMUNICATIONS           COM               35921T108              2       60400SH              Sole     X
FROZEN FOOD EXPRESS INDUS          COM               359360104         974613       29100SH              Sole     X
FUELCELL ENERGY, INC.              COM               35952H106            409       34950SH              Sole     X
H. B. FULLER CO.                   COM               359694106           8921      105450SH              Sole     X
FULTON FINL CORP.                  COM               360271100           1101      183240SH              Sole     X
FURNITURE BRANDS INT'L             COM               360921100           3089      381570SH              Sole     X
G & K SERVICES, INC.               CL A              361268105           1103      173075SH              Sole     X
G & L REALTY CORP.                 COM               361271109          14666       52398SH              Sole     X
GATX CORP.                         COM               361448103          10198      177240SH              Sole     X
GBC BANCORP                        COM               361475106            150       97800SH              Sole     X
GC COMPANIES                       COM               36155Q109         320110       74871SH              Sole     X
GRC INTERNATIONAL INC.             COM               361922107         623379       92800SH              Sole     X
GST TELECOMMUNICATIONS             COM               361942105           1541      183100SH              Sole     X
GP STRATEGIES CORP.                COM               36225V104           2078        3500SH              Sole     X
GPU, INC.                          COM               36225X100           4398     1917144SH              Sole     X
GSB FINANCIAL CORP.                COM               362263105           1132        2800SH              Sole     X
GSE SYSTEMS INC.                   COM               36227K106         366642         600SH              Sole     X
GTE CORP.                          COM               362320103           4860    13812053SH              Sole     X
GT INTERACTIVE SOFTWARE            COM               36236E109           3395      246900SH              Sole     X
GABLES RESIDENTIAL REIT            SH BEN INT        362418105            226      371700SH              Sole     X
GADZOOKS INC.                      COM               362553109           2584      112200SH              Sole     X
GADZOOX NETWORKS, INC.             COM               362555104           4150       70900SH              Sole     X
GAINSCO, INC.                      COM               363127101          31609      205207SH              Sole     X
GALILEO INT'L.                     COM               363547100           1255      489900SH              Sole     X
A.J. GALLAGHER                     COM               363576109           1881      157500SH              Sole     X
GALLERY OF HISTORY, INC.           COM               363812108            293       46200SH              Sole     X
GANNETT CO., INC.                  COM               364730101           1096     3924715SH              Sole     X
THE GAP, INC.                      COM               364760108           1218    13551710SH              Sole     X
GARDEN FRESH RESTAURANT            COM               365235100           2304       90000SH              Sole     X
GARDNER DENVER, INC.               COM               365558105         148726      124550SH              Sole     X
GARTNER GROUP INC-CLASS A          COM               366651107        8048811      288400SH              Sole     X
GARTNER GROUP B SHS                CL B              366651206          15506       81928SH              Sole     X
GATEWAY, INC.                      COM               367626108         211686     5087833SH              Sole     X
GAYLORD ENTERTAINMENT 'A'          COM               367905106             13      162334SH              Sole     X
GAYLORD CONTAINER CORP.            CL A              368145108         169811      498400SH              Sole     X
GEERLINGS & WADE INC               COM               368473104         667485       32600SH              Sole     X
GELTEX PHARMACEUTICALS             COM               368538104          41747      201700SH              Sole     X
GENCORP, INC.                      COM               368682100          11405      420240SH              Sole     X
GENENTECH INC.                     COM NEW           368710406           2118      235010SH              Sole     X
GENERAL BINDING CORP.              COM               369154109            529      106800SH              Sole     X
GENERAL CABLE CORP.                COM               369300108          11391      248750SH              Sole     X
GENERAL CHEMICAL GROUP             COM               369332101            513      126500SH              Sole     X
GENERAL CIGAR HOLDINGS             CL A              36933P100           6944      131800SH              Sole     X
GENERAL COMMUNICATION              CL A              369385109              1      278500SH              Sole     X
GENERAL DATACOMM IND., IN          COM               369487103           1866      347700SH              Sole     X
GENERAL DYNAMICS CORP.             COM               369550108           1782     2819451SH              Sole     X
GENERAL ELECTRIC CO.               COM               369604103           4425    52011700SH              Sole     X
GENERAL GROWTH PROPS REIT          COM               370021107           1247      553800SH              Sole     X
GENERAL INSTRUMENTS INC.           COM               370120107          61373     2490421SH              Sole     X
GENERAL MAGIC, INC.                COM               370253106           6295        3300SH              Sole     X
GENERAL MILLS, INC.                COM               370334104          16823     4749948SH              Sole     X
GENERAL MOTORS CORP.               COM               370442105            353     9182934SH              Sole     X
GENERAL MOTORS CORP. CL H          CL H NEW          370442832            209      434863SH              Sole     X
GENERAL SEMICONDUCTOR INC          COM               370787103           8333      803889SH              Sole     X
GENESCO, INC.                      COM               371532102         126675      162900SH              Sole     X
GENESISINTERMEDIA.COM              COM               37184T106          15108       91000SH              Sole     X
GENTEX CORP                        COM               371901109           1556      410500SH              Sole     X
GENISIS HEALTH                     COM               371912106           5419      248850SH              Sole     X
GENESYS TELECOMM LABS              COM               371931106            220      128600SH              Sole     X
GENESIS DIRECT, INC.               COM               371935107            882      263400SH              Sole     X
GENLYTE GROUP, INC.                COM               372302109           1562       87300SH              Sole     X
GENOME THERAPEUTICS CORP.          COM               372430108           9599      110530SH              Sole     X
GENRAD, INC.                       COM               372447102            346      274399SH              Sole     X
GENTEK INC.                        COM               37245X104           1627      119500SH              Sole     X
GENUINE PARTS CO.                  COM               372460105            770     2473453SH              Sole     X
GEON CO.                           COM               37246W105            915      193700SH              Sole     X
GENZYME CORP.                      COM GENL DIV      372917104            925      373844SH              Sole     X
GENZYME MOLEC. ONCOLOGY            COM-MOLECULAR     372917500          22027       50403SH              Sole     X
GENZYME SURGICAL PRODUCTS          COM SURG PRODS    372917609         697711       35874SH              Sole     X
GEORGIA GULF, CORP.                COM PAR $0.01     373200203            954      273790SH              Sole     X
GEORGIA-PACIFIC GROUP              COM GA PAC GRP    373298108             78     2496060SH              Sole     X
GEORGIA PACIFIC TIMBER             COM-TIMBER GRP    373298702           4581      613518SH              Sole     X
GEOWORKS                           COM               373692102           8402       92900SH              Sole     X
GERBER SCIENTIFIC, INC.            COM               373730100           7296      247000SH              Sole     X
GERMAN AMERICAN BANCORP            COM               373865104            778       12601SH              Sole     X
GERON CORP.                        COM               374163103           3937       69200SH              Sole     X
GETTHERE.COM INC                   COM               374266104           4476       38800SH              Sole     X
GETTY IMAGES, INC                  COM               374276103            637      196400SH              Sole     X
GETTY PETROLEUM MRKTG INC          COM               374292100          13513      138232SH              Sole     X
GETTY REALTY CORP *NEW*            COM               374297109            492      145432SH              Sole     X
GIANT INDUSTRIES INC.              COM               374508109          20772       91900SH              Sole     X
GIBRALTAR STEEL                    COM               37476F103            501       39150SH              Sole     X
GIBSON GREETINGS, INC.             COM               374827103           1182      103100SH              Sole     X
GILEAD SCIENCES, INC.              COM               375558103           1305      406969SH              Sole     X
GILLETTE CO.                       COM               375766102           3236    16939867SH              Sole     X
GILMAN & CIOCIA INC.               COM               375908100           5220      116500SH              Sole     X
GLACIER WATER SERVICES             COM               376395109            359        4800SH              Sole     X
P. H. GLATFELTER CO.               COM               377316104             98      314560SH              Sole     X
GLENAYRE TECHNOLOGIES INC          COM               377899109            174      742762SH              Sole     X
GLENBOROUGH REALTY REIT            COM               37803P105          14199      545500SH              Sole     X
GLIATECH INC.                      COM               37929C103          99749       46800SH              Sole     X
GLIMCHER REALTY TRST REIT          SH BEN INT        379302102          21588      305800SH              Sole     X
GLOBAL INDUSTRIES LTD.             COM               379336100           1864      519000SH              Sole     X
GLOBAL IMAGING SYSTEMS             COM               37934A100           1236       52000SH              Sole     X
GLOBAL MARINE, INC.                COM               379352404          41501      812810SH              Sole     X
GLOBAL PAYMENT TECH INC            COM               37936S109          60681       53200SH              Sole     X
GLOBAL TELESYSTEMS GROUP           COM               37936U104           1452      599900SH              Sole     X
GLOBAL VACATION GROUP              COM               37937F106            609      174400SH              Sole     X
GLOBE BUSINESS RESOURCES           COM               379395106            707       91800SH              Sole     X
GLOBECOMM SYSTEMS, INC.            COM               37956X103          14277       51700SH              Sole     X
GLOBESPAN, INC.                    COM               379571102           7485       49696SH              Sole     X
GLOBIX CORP                        COM               37957F101          22531       87000SH              Sole     X
GOLD BANC CORP., INC.              COM               379907108           7329       39900SH              Sole     X
GOLD RESERVE, INC.  CL A           CL A              38068N108              9      104600SH              Sole     X
GOLDEN ENTERPRISES INC.            COM               381010107             23       69500SH              Sole     X
GOLDEN STATE BANCORP INC           COM               381197102          63463      823148SH              Sole     X
GOLDEN WEST FINANCIAL COR          COM               381317106           1065     2977573SH              Sole     X
GOLDMAN SACHS GROUP                COM               38141G104           1272      229200SH              Sole     X
GOLF TRUST OF AMERICA              COM               38168B103           3392      110030SH              Sole     X
GOOD GUYS, INC.                    COM               382091106           1354      132700SH              Sole     X
THE B F GOODRICH CO.               COM               382388106           1317     1509123SH              Sole     X
GOODYEAR TIRE & RUBBER CO          COM               382550101            906     2152760SH              Sole     X
GOODY'S FAMILY CLOTHING            COM               382588101          16679      270200SH              Sole     X
GORMAN-RUPP CO.                    COM               383082104          32672       34825SH              Sole     X
GOTTSCHALK (E.)& CO., INC          COM               383485109           3128       95000SH              Sole     X
GO2NET, INC.                       COM               383486107            913      164100SH              Sole     X
GOTO.COM, INC.                     COM               38348T107           6571      127400SH              Sole     X
W.R. GRACE & CO.                   COM               38388F108           3653     1623874SH              Sole     X
GRACO, INC.                        COM               384109104            206      204287SH              Sole     X
GRADCO SYSTEMS, INC.               COM               384111100            457        6825SH              Sole     X
GRAHAM-FIELD HEALTH PROD           COM               384632105            455      180900SH              Sole     X
W.W. GRAINGER, INC.                COM               384802104            249     1327338SH              Sole     X
GRAND PREMIER FINL, INC.           COM               386174106           9421       71905SH              Sole     X
THE GRAND UNION CO.                COM               386532402           4320      125600SH              Sole     X
GRANITE CONSTRUCTION CO.           COM               387328107            149      184000SH              Sole     X
GRANITE STATE BANKSHARES           COM               387472103           1200       68150SH              Sole     X
GRAPHON CORPORATION                COM               388707101           3618       71200SH              Sole     X
GRAY COMMUNICATIONS SYSTM          COM               389190109            566       51200SH              Sole     X
GREAT A & P TEA CO., INC.          COM               390064103           1618      598363SH              Sole     X
GREAT LAKES CHEMICAL CORP          COM               390568103           1957      855559SH              Sole     X
GREAT LAKES REIT INC.              COM               390752103           2146      217600SH              Sole     X
GREAT SOUTHERN BANCORP             COM               390905107             44       41500SH              Sole     X
GREAT PLAINS SOFTWARE              COM               39119E105           1434       87900SH              Sole     X
GREATER BAY BANCORP                COM               391648102           6362       85200SH              Sole     X
GREATER COMMUNITY BANCORP          COM               39167M108            244       22120SH              Sole     X
GREATER DELAWARE SVGS BNK          COM               391688108           3600       50600SH              Sole     X
GREEN MOUNTAIN POWER CORP          COM               393154109         229507       61207SH              Sole     X
GREEN POINT FINANCIAL              COM               395384100           1485      395640SH              Sole     X
GREIF BROS. CORP. CL A             CL A              397624107           1508      145200SH              Sole     X
GREKA ENERGY CORP.                 COM               397637109           1060       16064SH              Sole     X
GREY ADVERTISING, INC.             COM               397838103            794        3000SH              Sole     X
GREY WOLF INC.                     COM               397888108            169     1258600SH              Sole     X
GRIFFIN LAND & NURSERIES           CL A              398231100            460       49200SH              Sole     X
GRIFFON CORP.                      COM               398433102           1740      207100SH              Sole     X
GROUP 1 AUTOMOTIVE                 COM               398905109           1250      140400SH              Sole     X
GROUP MAINTENANCE AMER             COM               39943E107            225      200800SH              Sole     X
GROUP 1 SOFTWARE                   COM               39943Y103           3912        3400SH              Sole     X
GROVE PROPERTY TRUST               SH BEN INT        399613108             63      108200SH              Sole     X
GTECH, INC.                        COM               400518106            556      289160SH              Sole     X
GUARANTY FEDERAL BNCSHS            COM               40108P101            543       24100SH              Sole     X
GUESS ? INC.                       COM               401617105            862      165500SH              Sole     X
GUIDANT CORP.                      COM               401698105          23434     4883119SH              Sole     X
GUILFORD MILLS, INC.               COM               401794102           3122      204875SH              Sole     X
GUILFORD PHARMACEUTICALS           COM               401829106           7620       88700SH              Sole     X
GUITAR CENTER                      COM               402040109           4357      105300SH              Sole     X
GULF ISLAND FABRICATION            COM               402307102           3488       84700SH              Sole     X
GULF WEST BANKS, INC.              COM               402582100             57       18855SH              Sole     X
GUNDLE/SLT ENVIRONMENTAL           COM               402809107           7201      131300SH              Sole     X
GYMBOREE INC.                      COM               403777105           5783      309300SH              Sole     X
HMT TECHNOLOGY CORP.               COM               403917107            151      312600SH              Sole     X
H.T.E., INC.                       COM               403926108            405       37500SH              Sole     X
HCC INSURANCE HOLDINGS             COM               404132102           2099      296650SH              Sole     X
H.D. VEST, INC.                    COM               404150104         246728       10000SH              Sole     X
HF FINANCIAL CORP.                 COM               404172108           1464       47350SH              Sole     X
HIE INC                            COM               40419W100            703      160900SH              Sole     X
HMN FINANCIAL INC.                 COM               40424G108           3278       76650SH              Sole     X
HNC SOFTWARE, INC.                 COM               40425P107           3933      221600SH              Sole     X
HRPT PROPERTIES TRUST              COM SH BEN INT    40426W101           1571      346900SH              Sole     X
HSB GROUP INC.                     COM               40428N109           4347      225369SH              Sole     X
HS RESOURCES INC                   COM               404297103          10753      252601SH              Sole     X
HA-LO INDUSTRIES, INC.             COM               404429102           8905      465025SH              Sole     X
HABERSHAM BANCORP                  COM               404459109           3803        4500SH              Sole     X
HADCO CORP.                        COM               404681108          11193      141200SH              Sole     X
HAEMONETICS CORP.                  COM               405024100            144      242850SH              Sole     X
HAGGAR CORP.                       COM               405173105          39579       13300SH              Sole     X
HAGLER BAILLY, INC.                COM               405183104           2204       81000SH              Sole     X
HAIN FOOD GROUP, INC.              COM               405219106            476       93800SH              Sole     X
HALLIBURTON CO.                    COM               406216101           5455     6129878SH              Sole     X
HAMILTON BANCORP, INC.             COM               407013101          39833       82500SH              Sole     X
HANCOCK FABRICS, INC.              COM               409900107           1321      224900SH              Sole     X
HANCOCK HOLDING CO.                COM               410120109           1784       84592SH              Sole     X
HANDLEMAN CO.                      COM               410252100           9812      294061SH              Sole     X
HANGER ORTHOPEDIC GROUP            COM NEW           41043F208           1540      157100SH              Sole     X
M.A. HANNA CO.                     COM               410522106          20212      397475SH              Sole     X
HANNAFORD BROS. CO.                COM               410550107            150      155135SH              Sole     X
HANOVER COMPRESSOR CO.             COM               410768105          49544      235900SH              Sole     X
HANOVER DIRECT, INC.               COM               410783104           9571     1049076SH              Sole     X
HARBINGER CORP.                    COM               41145C103            882      351830SH              Sole     X
HARBOR FEDERAL BANCORP             COM               41151A108            127       11000SH              Sole     X
HARCOURT GENERAL, INC.             COM               41163G101              0      983323SH              Sole     X
HARBOR FLORIDA BANCSHRS            COM               411901101           9950      170363SH              Sole     X
HARKEN ENERGY CORP.                COM               412552101           5361      634900SH              Sole     X
JOHN H. HARLAND CO.                COM               412693103         157461      297887SH              Sole     X
HARLEY DAVIDSON, INC.              COM               412822108          10710      621785SH              Sole     X
HARLEYSVILLE GROUP INC.            COM               412824104            641       92700SH              Sole     X
HARLEYSVILLE NATIONAL              COM               412850109          57235       54889SH              Sole     X
HARMAN INTL. INDS., INC.           COM               413086109            219      174816SH              Sole     X
HARMON INDUSTRIES INC.             COM               413136102           1522      127000SH              Sole     X
HARMONIC, INC.                     COM               413160102            924      212900SH              Sole     X
HARNISCHFEGER INDS., INC.          COM               413345109           7223      369606SH              Sole     X
HARRAH'S ENTERTAINMENT             COM               413619107            128     1873986SH              Sole     X
HARRIS CORP.                       COM               413875105            515      358614SH              Sole     X
HARRIS SAVINGS BANK                COM               414541102              0      117600SH              Sole     X
HARRODSBURG FIRST FINL             COM               415781103           3508        9800SH              Sole     X
HARRY'S FARMERSMARKET              CL A              415863109            447         200SH              Sole     X
HARSCO CORP.                       COM               415864107           8656      313390SH              Sole     X
HARTE-HANKS, INC.                  COM               416196103          33589      246482SH              Sole     X
HARTFORD FINL SVCS GRP             COM               416515104          15715     3323708SH              Sole     X
HARTFORD LIFE, INC.                CL A              416592103           4515      243400SH              Sole     X
HARTMARX CORP.                     COM               417119104            188      157900SH              Sole     X
HASBRO, INC.                       COM               418056107            317     3002509SH              Sole     X
HAUSER, INC.                       COM PAR $0.001    419141403            651       70225SH              Sole     X
HAVEN BANCORP                      COM               419352109             47       98600SH              Sole     X
HAVERTY FURNITURE                  COM               419596101            695       73200SH              Sole     X
HAWAIIAN ELECTRIC IND. IN          COM               419870100           3117      250150SH              Sole     X
HAWK CORPORATION                   CL A              420089104            508       22000SH              Sole     X
HAWTHORNE FINANCIAL CORP.          COM               420542102           9308       41200SH              Sole     X
HAYES CORPORATION                  COM NEW           420762304           3844           1SH              Sole     X
HAYES LEMMERZ INTL., INC.          COM               420781106           3157      201160SH              Sole     X
HEALTHCARE SERVICES GROUP          COM               421906108            469       63814SH              Sole     X
HEALTH CARE PROP. INVESTO          COM               421915109            751      362556SH              Sole     X
HEALTHSOUTH CORP.                  COM               421924101            971     6249091SH              Sole     X
HEALTH MANGEMENT ASSOC. C          CL A              421933102            682     1174950SH              Sole     X
HEALTHCARE REALTY TRUST            COM               421946104           2345      288971SH              Sole     X
HEALTHPLAN SERVICES CORP.          COM               421959107           1317       53600SH              Sole     X
HEALTH SYSTEMS DESIGN              COM               421964107         223098       60400SH              Sole     X
HEARTPORT INC.                     COM               421969106           6874      137000SH              Sole     X
HEARTLAND TECH., INC.              COM               421979105           2503       15500SH              Sole     X
HEADWAY CORPORATE RESRCES          COM               422101105           7434      158900SH              Sole     X
HEALTH CARE REIT INC               COM               42217K106            440      206100SH              Sole     X
HEALTH MGT SYS INC                 COM               42219M100           8488       80450SH              Sole     X
HEALTHEON/WEBMD CORP.              COM               422209106            715      248200SH              Sole     X
HEARST ARGLY TELEVISION            COM               422317107           1156      144359SH              Sole     X
HEARTLAND EXPRESS INC              COM               422347104          41035      200458SH              Sole     X
HECLA MINING CO.                   COM               422704106            771      299900SH              Sole     X
HECTOR COMMUNICATIONS COR          COM               422730101          91257       53650SH              Sole     X
HEICO CORP.                        COM               422806109          12346       44537SH              Sole     X
HEICO CORP. CLASS A                CL A              422806208        1642841       32268SH              Sole     X
HEIDRICK & STRUGGLES               COM               422819102           1391       55500SH              Sole     X
HEILIG-MEYERS CO.                  COM               422893107           2657      478835SH              Sole     X
H.J. HEINZ CO.                     COM               423074103            488     5603727SH              Sole     X
HELIX TECHNOLOGY CORPORAT          COM               423319102           6265      153400SH              Sole     X
HELLER FINANCIAL, INC.             CL A              423328103            206      124740SH              Sole     X
HELMERICH & PAYNE, INC.            COM               423452101           2579      340824SH              Sole     X
HEMISPHERX BIOPHARAMA INC          COM               42366C103            804       44300SH              Sole     X
JACK HENRY & ASSOCIATES            COM               426281101          19240      158100SH              Sole     X
HERBALIFE INTL CL A                CL A              426908208           3314       49733SH              Sole     X
HERBALIFE INTL CL B                CL B              426908307           7595       86401SH              Sole     X
HERCULES, INC.                     COM               427056106          56080     1472107SH              Sole     X
HERITAGE FINANCIAL CORP.           COM               42722X106          19919       89400SH              Sole     X
HERSHEY FOODS CORP.                COM               427866108             71     1921204SH              Sole     X
HERTZ CORP.                        CL A              428040109           1190      246300SH              Sole     X
HEWLETT-PACKARD CO.                COM               428236103           3971    14418792SH              Sole     X
HEXCEL CORP.                       COM               428291108            895      250000SH              Sole     X
HI/FN, INC.                        COM               428358105           1195       68577SH              Sole     X
HIBBETT SPORTING GOODS             COM               428565105            342       28700SH              Sole     X
HIBERNIA CORP. CLASS A             CL A              428656102           6780      589692SH              Sole     X
HIGH PLAINS CORP.                  COM               429701105           5062      107997SH              Sole     X
HIGH SPEED ACCESS CORP.            COM               42979U102            524      143300SH              Sole     X
HIGHLANDS INSURANCE GROUP          COM               431032101            313       84684SH              Sole     X
HIGHWOOD PROPERTIES REIT           COM               431284108        2503151      827510SH              Sole     X
HILB, ROGAL & HAMILTON CO          COM               431294107            636      117300SH              Sole     X
HILLENBRAND INDUSTRIES, I          COM               431573104           8363      239690SH              Sole     X
HILTON HOTELS CORP.                COM               432848109           2103     5826513SH              Sole     X
HISPANIC BROADCASTING              CL A              43357B104              0      216000SH              Sole     X
HITOX CORP. AMERICA                COM               433658101          29716       40700SH              Sole     X
HOENIG GROUP INC.                  COM               434396107            625      128700SH              Sole     X
HOLLINGER INTERNATIONAL            CL A              435569108          13751      306900SH              Sole     X
HOLLY CORP.                        COM PAR $0.01     435758305           9047       66900SH              Sole     X
HOLLYWOOD CASINO CORP.             CL A              436132203         655507      277000SH              Sole     X
HOLLYWOOD.COM INC                  COM               436137103           6752       18000SH              Sole     X
HOLLYWOOD ENTERTAINMENT            COM               436141105            314      467600SH              Sole     X
HOLLYWOOD PARK, INC.               COM               436255103            421      225600SH              Sole     X
HOLOGIC, INC.                      COM               436440101            127       91100SH              Sole     X
HOME BANCORP                       COM               436889109             71       18000SH              Sole     X
HOME DEPOT, INC.                   COM               437076102           6262    36509038SH              Sole     X
HOME PRODUCTS INTL INC             COM               437305105            440       61320SH              Sole     X
HOME PROP OF NY                    COM               437306103             97      304800SH              Sole     X
HOMEBASE INC.                      COM               43738E108            392      686800SH              Sole     X
HOMEFED CORP.                      COM NEW           43739D208          10709           2SH              Sole     X
HOMESTAKE MINING CO                COM               437614100          15835     3803595SH              Sole     X
HOMESTEAD VILLAGE                  COM               437851108          24813      294191SH              Sole     X
HOMESTORE.COM, INC.                COM               437852106           2878      185200SH              Sole     X
HON INDUSTRIES, INC.               COM               438092108            424      412380SH              Sole     X
HONEYWELL INTERNATIONAL            COM               438516106           3665    11363061SH              Sole     X
HOOPER HOLMES                      COM               439104100           4659      262200SH              Sole     X
HOOVER'S INC.                      COM               439321100         247739       35900SH              Sole     X
HOPFED BANCORP, INC.               COM               439734104           1052       26500SH              Sole     X
HORIZON PHARMACIES, INC.           COM               439902107            560       48200SH              Sole     X
HORIZON MEDICAL PRODUCTS           COM               439903105            132       28200SH              Sole     X
HORACE MANN EDUCATORS COR          COM               440327104           8654      319070SH              Sole     X
HORIZON FINANCIAL CORP.            COM               44041F105             40       46333SH              Sole     X
HORIZON GROUP PROPERTIES           COM               44041U102            228       28755SH              Sole     X
HORIZON ORGANIC HOLDING            COM               44043T103           6180       52300SH              Sole     X
HORMEL FOODS CORP.                 COM               440452100           3224      263610SH              Sole     X
HOSPITALITY PROPS REIT             COM SH BEN INT    44106M102            590      830700SH              Sole     X
HOST MARRIOTT CORP. REIT           COM               44107P104              8     3007594SH              Sole     X
HOT TOPIC, INC.                    COM               441339108          12148      123800SH              Sole     X
HOTELWORKS.COM INC.                COM               441473105             94       84800SH              Sole     X
HOTJOBS.COM, LTD                   COM               441474103           4365       83900SH              Sole     X
HOUGHTON MIFFLIN CO.               COM               441560109          20002      110430SH              Sole     X
HOUSEHOLD INTERNATIONAL            COM               441815107          24710     6650704SH              Sole     X
HOUSTON EXPLORATION CO.            COM               442120101            609       53100SH              Sole     X
HOVNANIAN ENTERPRISES CL.          CL A              442487203            566       87000SH              Sole     X
HOWELL CORP                        COM               443051107           3396       23000SH              Sole     X
HOWMET INT'L. INC.                 COM               443208103            775      479100SH              Sole     X
HUB GROUP, INC.                    CL A              443320106          79996        2000SH              Sole     X
HUBBELL INC. CLASS A               CL A              443510102           5165        8100SH              Sole     X
HUBBELL INC. CLASS B               CL B              443510201           5332      226786SH              Sole     X
HUDSON CITY BANCORP, INC.          COM               443683107            437      239900SH              Sole     X
HUDSON RIVER BANCORP.              COM               444128102           8076       58300SH              Sole     X
HUDSON TECHNOLOGIES INC.           COM               444144109           2846        5600SH              Sole     X
HUDSON UNITED BANCORP              COM               444165104            440      475210SH              Sole     X
HUFFY CORP.                        COM               444356109          12777       17900SH              Sole     X
HUGHES SUPPLY, INC.                COM               444482103           1151      202450SH              Sole     X
HUMANA, INC.                       COM               444859102          14091     2443046SH              Sole     X
HUMAN GENOME SCIENCES INC          COM               444903108           6082      161900SH              Sole     X
HUMP HREY HOSPITALITY              COM               445467103             39       77900SH              Sole     X
HUNT CORP.                         COM               445591100           5414       59600SH              Sole     X
J. B. HUNT TRANSPORT SERV          COM               445658107          36431      245340SH              Sole     X
HUNTCO INC CL-A                    CL A              445661101             92      243100SH              Sole     X
HUNTINGTON BANCSHARES,INC          COM               446150104           4971     3350602SH              Sole     X
HUSSMAN INTL.                      COM               448110106             95      342887SH              Sole     X
HUTCHINSON TECHNOLOGY, IN          COM               448407106           3035      250900SH              Sole     X
HUTTIG BUILDING PRODUCTS           COM               448451104            179       88606SH              Sole     X
ICN PHARMACEUTICALS                COM               448924100           3601      319051SH              Sole     X
IDT CORP.                          COM               448947101              2      150800SH              Sole     X
HYPERFEED TECHNOLOGIES             COM               44913S102          10602       95200SH              Sole     X
HYPERION SOLUTIONS CORP            COM               44914M104           1924      293713SH              Sole     X
HYSEQ, INC.                        COM               449163302           3827       67700SH              Sole     X
IBP, INC.                          COM               449223106            669      782820SH              Sole     X
ICG COMMUNICATIONS, INC.           COM               449246107            150      324374SH              Sole     X
ICH CORPORATION                    COM NEW           44926L300         135118        3520SH              Sole     X
ICOS CORP.                         COM               449295104            457      185100SH              Sole     X
IDEC PHARMACEUTICALS               COM               449370105           4405      370800SH              Sole     X
I.D. SYSTEMS, INC.                 COM               449489103          16892       16500SH              Sole     X
IDX SYSTEMS CORP.                  COM               449491109            937      159062SH              Sole     X
IEC ELECTRONICS CORP.              COM               44949L105          10011       39900SH              Sole     X
IGEN INTERNATIONAL, INC.           COM               449536101           2115      102000SH              Sole     X
IGI, INC.                          COM               449575109            975       92300SH              Sole     X
IHOP CORP.                         COM               449623107           2753      215800SH              Sole     X
ILX RESORTS INC                    COM NEW           449661503           3167        1200SH              Sole     X
IMC GLOBAL INC.                    COM               449669100          10229      647440SH              Sole     X
IMCO RECYCLING, INC.               COM               449681105           2340      152400SH              Sole     X
IPC COMMUNICATIONS, INC.           COM NEW           44980K206          43014       53900SH              Sole     X
I-LINK INC.                        COM               449927102           7851      240500SH              Sole     X
I-LINK SERIES N PREFERRED          PFD SER N         449927997           7824         150SH              Sole     X
IMS HEALTH INCORPORATED            COM               449934108           5616     4969874SH              Sole     X
IRI INTERNATIONAL CORP.            COM               45004F107          14473      114200SH              Sole     X
IRT PROPERTY CO. REIT              COM               450058102           1023      563798SH              Sole     X
ISS GROUP                          COM               450306105           1221      237500SH              Sole     X
I-STAT CORP.                       COM               450312103            464       64600SH              Sole     X
ITC DELTACOM INC.                  COM               45031T104         285869      362400SH              Sole     X
ITI TECHNOLOGIES INC               COM               450564109           8912       70500SH              Sole     X
ITLA CAPITAL CORPORATION           COM               450565106           4510       77600SH              Sole     X
ITT EDUCATIONAL SERVICES           COM               45068B109            584      178300SH              Sole     X
ITXC CORP.                         COM               45069F109           9628       94180SH              Sole     X
IXL ENTERPRISES, INC.              COM               450718101           8607      184300SH              Sole     X
IBASIS, INC.                       COM               450732102           1407       81400SH              Sole     X
ITT INDUSTRIES, INC.               COM               450911102            719     1286395SH              Sole     X
IDACORP INC                        COM               451107106          63423      292810SH              Sole     X
IDEX CORP.                         COM               45167R104            120      257575SH              Sole     X
IDEXX LABORATORIES CORP.           COM               45168D104            969      348300SH              Sole     X
IKON OFFICE SOLUTIONS              COM               451713101           6436     2124525SH              Sole     X
IKOS SYSTEMS INC                   COM NEW           451716203           2411      105600SH              Sole     X
IDENTIX INC                        COM               451906101            270      134700SH              Sole     X
IL FORNAIO AMERICA                 COM               451926109           2594       66900SH              Sole     X
ILLINOIS TOOL WORKS, INC.          COM               452308109           2101     4231172SH              Sole     X
ILLINOVA CORPORATION               COM               452317100           4622      256466SH              Sole     X
ILLUMINET HOLDINGS                 COM               452334105           3135       82000SH              Sole     X
IMAGE ENTMT INC                    COM NEW           452439201            718      104400SH              Sole     X
IMATION CORP                       COM               45245A107            375      286870SH              Sole     X
IMCLONE SYSTEMS, INC.              COM               45245W109           2577      217200SH              Sole     X
IMANAGE, INC.                      COM               45245Y105           3148       43800SH              Sole     X
IMMUCOR INC.                       COM               452526106          55789       54500SH              Sole     X
IMMUNEX CORP.                      COM               452528102          13956      580200SH              Sole     X
IMMULOGIC PHARM                    COM               45252R100           6016      213400SH              Sole     X
IMMUNE RESPONSE                    COM               45252T106           2164      223100SH              Sole     X
IMPERIAL BANCORP                   COM               452556103            151      266796SH              Sole     X
IMPATH INC.                        COM               45255G101           4820       94800SH              Sole     X
IMPCO TECHNOLOGIES INC             COM NEW           45255W106            108       19400SH              Sole     X
IMPERIAL CRED                      COM               452729106            208      415064SH              Sole     X
IMPERIAL CREDIT COMM.              COM               45272T102           6613      184700SH              Sole     X
IMMUNOMEDICS, INC.                 COM               452907108            475      377300SH              Sole     X
IN FOCUS SYSTEMS, INC              COM               452919103          44473      135200SH              Sole     X
IMPERIAL SUGAR CO                  COM               453096109          11005      216872SH              Sole     X
IMPERIAL TOBACCO GR ADR            SPONSORED ADR     453142101           6335       23700SH              Sole     X
IMRGLOBAL CORP.                    COM               45321W106           8063      205100SH              Sole     X
INACOM CORP.                       COM               45323G109          18900      430504SH              Sole     X
INCO LTD.                          COM               453258402            399     2373994SH              Sole     X
INCYTE PHARMACEUTICALS             COM               45337C102           1224      232600SH              Sole     X
INDEPENDENCE COMMUNITY BK          COM               453414104            664      481300SH              Sole     X
INDEPENDENT BANK CORP.             COM               453836108          18339      173100SH              Sole     X
INDEPENDENT BANK CORP.             COM               453838104          28846       10305SH              Sole     X
INDIANA ENERGY, INC.               COM               454707100           3483      271562SH              Sole     X
INDUSTRI-MATEMATIK INTL            COM               455792101              0       17700SH              Sole     X
INDUSTRIAL DISTRIB. GRP            COM               456061100         125119       64000SH              Sole     X
INDYMAC MORTGAGE HOLDINGS          COM               456607100           3614      518700SH              Sole     X
INFERENCE CORP.                    CL A              45662K109            887      102700SH              Sole     X
INFINITY BROADCASTING              CL A              45662S102            158     1228950SH              Sole     X
INET TECHNOLOGIES                  COM               45662V105           2429      157500SH              Sole     X
INFOCURE CORP.                     COM               45665A108           4069      203138SH              Sole     X
INFORMATICA CORPORATION            COM               45666Q102          25667       75800SH              Sole     X
INFONET SERVICES CORP              CL B              45666T106              2      720000SH              Sole     X
INFORMATION ARCHITECTS             COM               45669R107           1017       38900SH              Sole     X
INFORMATION HOLDINGS INC.          COM               456727106             28       42100SH              Sole     X
INFORMATION RES. ENGINEER          COM PAR $0.01     45675F303           2074       32400SH              Sole     X
INFORMIX CORP.                     COM               456779107            385     1612220SH              Sole     X
INFOSPACE.COM, INC.                COM               45678T102            235      134795SH              Sole     X
INFOUSA INC.                       COM               456818301           7588      249916SH              Sole     X
ING GROEP N.V. ADR                 SPONSORED ADR     456837103             12           1SH              Sole     X
INGERSOLL-RAND CO                  COM               456866102           5591     2272305SH              Sole     X
INFORMATION RESOURCES, IN          COM               456905108           1249      390685SH              Sole     X
INFORMATION MGMT ASSOCS.           COM               456923101            350      169000SH              Sole     X
INGLES MARKETS                     CL A              457030104           3564       14200SH              Sole     X
INGRAM MICRO, INC.                 CL A              457153104           2149      185100SH              Sole     X
INHALE THERAPEUTIC                 COM               457191104            847       95600SH              Sole     X
INKTOMI CORP.                      COM               457277101           3795      289200SH              Sole     X
INLAND RESOURCES INC.              COM PAR $.001     457469302           4614         500SH              Sole     X
INNOVEX, INC.                      COM               457647105            716      108500SH              Sole     X
INNOVATIVE GAMING CORP. A          COM               45764F107            136       20050SH              Sole     X
INPUT/OUTPUT, INC.                 COM               457652105           2049      409600SH              Sole     X
INPUT SOFTWARE INC.                COM               457654101           2679       27600SH              Sole     X
INSCI-STATEMENTS.COM CORP          COM               45765T106           1010       44700SH              Sole     X
INSIGHT ENTERPRISES INC.           COM               45765U103              5      186782SH              Sole     X
INSILCO HOLDING CORP.              COM               457661106          25186         488SH              Sole     X
INSITUFORM TECHNOLOGIES-C          CL A              457667103           2626      197900SH              Sole     X
INPRISE CORP.                      COM               45766C102            116      112900SH              Sole     X
INNOVASIVE DEVICES INC.            COM               45766K104             46       43700SH              Sole     X
INSO CORP.                         COM               457674109             28      110500SH              Sole     X
INSIGNIA FINANCIAL GROUP           COM               45767A105           6813      247332SH              Sole     X
INNOTRAC CORP.                     COM               45767M109           3105       61600SH              Sole     X
INSIGHT COMMUNICATIONS             CL A              45768V108        4362139      128100SH              Sole     X
INNKEEPERS USA TRUST REIT          COM               4576J0104            777      563600SH              Sole     X
INSPIRE INSURANCE SOL              COM               457732105           6025      155850SH              Sole     X
INSTEEL INDUSTRIES, INC.           COM               45774W108            601       15000SH              Sole     X
INSURANCE AUTO AUCTIONS,I          COM               457875102            549      130100SH              Sole     X
INSWEB CORP.                       COM               45809K103            400      104800SH              Sole     X
INTEGRAL SYSTEMS INC.              COM               45810H107           2355       22900SH              Sole     X
INTEGRAMED AMERICA, INC.           COM NEW           45810N302           1129        1400SH              Sole     X
INTEGRATED DEVICE TECH.,I          COM               458118106          37763      868479SH              Sole     X
INTEGRATED ELECTRICAL SV           COM               45811E103           2326      261000SH              Sole     X
INTERGRAL VISION, INC.             COM               45811H106          14332       54800SH              Sole     X
INTEGRA INC                        COM               45811M105           2057       27500SH              Sole     X
INTEGRATED HEALTH SERVS            COM               45812C106           4854      306813SH              Sole     X
INTEGRATED SYSTEMS INC.            COM               45812M104           1663      203000SH              Sole     X
INTEGRATED SILICON SOLTNS          COM               45812P107            193      187500SH              Sole     X
INTEL CORP.                        COM               458140100          12948    52994851SH              Sole     X
INTELIDATA TECH. CORP.             COM               45814T107           2678      186900SH              Sole     X
INTER-TEL INC                      COM               458372109          30829      241000SH              Sole     X
INTERACTIVE PICTURES CORP          COM               45839N101             17       25800SH              Sole     X
THE INTERCEPT GROUP, INC.          COM               45845L107           3244       18500SH              Sole     X
INTERDENT INC.                     COM               45865R109        3109684       49674SH              Sole     X
INTERFACE, INC.                    CL A              458665106          55064      409500SH              Sole     X
INTERFACE SYSTEMS,INC.             COM               458667102           5152       45600SH              Sole     X
INTERDIGITAL COMMCORP.             COM               45866A105            180      503500SH              Sole     X
INTERGRAPH CORP.                   COM               458683109           9414      496140SH              Sole     X
INTERIM SERVICES INC               COM               45868P100           2040      579056SH              Sole     X
INTERLEAF, INC.                    COM NEW           458729209         331530       61167SH              Sole     X
INTERLIANT INC.                    COM               458742103          17891      186700SH              Sole     X
INTERLINK ELECTRONICS INC          COM               458751104            201       28300SH              Sole     X
INTERMAGNETICS GENERAL             COM               458771102          10645       22024SH              Sole     X
INTERMEDIA COMMUNICATIONS          COM               458801107           3012      333600SH              Sole     X
INTERMET CORP.                     COM               45881K104             63      230400SH              Sole     X
INTERNAP NETWORK SERVICES          COM               45885A102           1530      178200SH              Sole     X
INTL ASSETS HOLDING CORP           COM               459028106            660        2178SH              Sole     X
INTERNATIONAL BANCSHARES           COM               459044103          14267       73303SH              Sole     X
INTL BUSINESS MACHINES             COM               459200101            668    28793368SH              Sole     X
INTERNATIONAL FLAV. AND F          COM               459506101            677     1458654SH              Sole     X
INT'L. HOME FOODS                  COM               459655106         253084      296500SH              Sole     X
INTL MICROCOMPUTER                 COM NEW           459862306           5454       87100SH              Sole     X
INTERNATIONAL GAME TECH.           COM               459902102            229      463440SH              Sole     X
INTERNATIONAL MULTIFOODS           COM               460043102           1979      153960SH              Sole     X
INTERNATIONAL PAPER CO.            COM               460146103           1291     5874293SH              Sole     X
INTERNATIONAL RECTIFIER C          COM               460254105           2093      688100SH              Sole     X
INT'L SHIPHOLDING CORP.            COM NEW           460321201          12045       17275SH              Sole     X
INTL SPEEDWAY CORP.                CL A              460335201           7995      211325SH              Sole     X
INTL SPECIALTY PRODUCTS            COM               460337108            945      327853SH              Sole     X
INTL SMART SOURCING, INC.          COM               46033G108           7658        9000SH              Sole     X
INTERNEURON PHARM                  COM               460573108          11748      267500SH              Sole     X
INTERNET AMERICA                   COM               46058Y109           7772       55900SH              Sole     X
INTERNET CAPITAL GROUP             COM               46059C106          31185       83922SH              Sole     X
INTERPOOL, INC.                    COM               46062R108          12103       89850SH              Sole     X
INTERPORE INTERNATIONAL            COM               46062W107          49398       86000SH              Sole     X
INTERPUBLIC GROUP OF COS,          COM               460690100           4675     4387149SH              Sole     X
INTERSTATE BAKERIES CORP.          COM               46072H108           5748      300925SH              Sole     X
INTERSTATE HOTELS CORP             COM               46088R108           1278       70565SH              Sole     X
INTERWEST BANCORP INC.             COM               460931108            304      102786SH              Sole     X
INTERNET.COM                       COM               460967102            752       24700SH              Sole     X
INTERTAN, INC.                     COM               461120107           6534       80100SH              Sole     X
INTERTRUST TECHNOLOGIES            COM               46113Q109           6818      102400SH              Sole     X
INTERVOICE-BRITE, INC.             COM               461142101           6190      337950SH              Sole     X
INTEST CORP.                       COM               461147100           3822       52500SH              Sole     X
INTERWORLD CORP                    COM               46114Q108           5250       89700SH              Sole     X
INTERVU INC.                       COM               46114R106           7943      111886SH              Sole     X
INTERWOVEN, INC.                   COM               46114T102           2809       63900SH              Sole     X
INTIMATE BRANDS INC.               CL A              461156101            212      723140SH              Sole     X
INTRAWARE, INC.                    COM               46118M103           1881      153200SH              Sole     X
INTUIT                             COM               461202103           2350      824163SH              Sole     X
INVACARE CORP.                     COM               461203101            549      233000SH              Sole     X
INVESTMENT TECHNOLOGY              COM               46145F105          44148      199936SH              Sole     X
INVESTORS REAL ESTATE              SH BEN INT        461730103            959      162300SH              Sole     X
INVESTORS TITLE CO                 COM               461804106          20486       17100SH              Sole     X
INVISION TECHNOLOGIES INC          COM               461851107           1280      182400SH              Sole     X
INVITROGEN CORP                    COM               46185R100           2497      108900SH              Sole     X
INVESTORS FINANCIAL SVCS           COM               461915100           7636      148216SH              Sole     X
IOMEGA CORP.                       COM               462030107            400     1834100SH              Sole     X
IONICS, INC.                       COM               462218108           4076      135900SH              Sole     X
IPALCO ENTERPRISES, INC.           COM               462613100           1601      307700SH              Sole     X
IRON MOUNTAIN INC.                 COM               46284P104         113602      202050SH              Sole     X
IRWIN FINL CORP                    COM               464119106           1709      157700SH              Sole     X
ISCO, INC.                         COM               464268101            153       42485SH              Sole     X
ISIS PHARMACEUTICALS INC.          COM               464330109           7036      300900SH              Sole     X
IT GROUP, INC.                     COM               465266104            857      255829SH              Sole     X
ITRON, INC.                        COM               465741106            377       89700SH              Sole     X
I2 TECHNOLOGIES, INC               COM               465754109           3729      226400SH              Sole     X
ITURF INC.                         CL A              46575Q100             42       77100SH              Sole     X
IVAX CORP.                         COM               465823102           4094      795590SH              Sole     X
IVEX PACKAGING CORP                COM               465855104           4990      128000SH              Sole     X
IVILLAGE INC.                      COM               46588H105              0      123300SH              Sole     X
JDN REALTY CORP. REIT              COM               465917102              0      473550SH              Sole     X
IXYS CORPORATION                   COM               46600W106          26236       64025SH              Sole     X
IXNET, INC.                        COM               46601C109           7826      135300SH              Sole     X
J & J SNACK FOODS CORP.            COM               466032109            978       78100SH              Sole     X
JDS UNIPHASE CORP.                 COM               46612J101             14      704236SH              Sole     X
JDA SOFTWARE GROUP, INC.           COM               46612K108           5953      104350SH              Sole     X
J. JILL GROUP, INC.                COM               466189107            768       37100SH              Sole     X
JLG INDUSTRIES, INC.               COM               466210101           1676      443200SH              Sole     X
JLK DIRECT DISTRIBUTION            CL A              46621C105            828       83100SH              Sole     X
JLM INDUSTRIES, INC.               COM               46621D103            903      111800SH              Sole     X
JNI CORP.                          COM               46622G105            483       56500SH              Sole     X
JPS PACKAGING                      COM               46623H102           4821       14300SH              Sole     X
JP REALTY, INC. REIT               COM               46624A106            880      262000SH              Sole     X
JSB FINANCIAL                      COM               46624M100         107260       96200SH              Sole     X
JVWEB INC.                         COM               466259108           1112          39SH              Sole     X
JVWEB INC. A WTS 5/31/01           WT A EX 000001    466259116           1611         160SH              Sole             X
JABIL CIRCUIT INC.                 COM               466313103            341      359400SH              Sole     X
JACK IN THE BOX INC.               COM               466367109           3997      378300SH              Sole     X
JACKPOT ENTERPRISES, INC.          COM               466392107          11595      117627SH              Sole     X
JACKSONVILLE BANCORP, INC          COM               469248108        2059878        1000SH              Sole     X
JACOBS ENGINE GRP                  COM               469814107          74901      183180SH              Sole     X
JACOBSON STORES INC.               COM               469834105          19867      130700SH              Sole     X
JAKKS PACIFIC, INC.                COM               47012E106           9343       89700SH              Sole     X
JAMESON INNS, INC. REIT            COM               470457102           2612      117200SH              Sole     X
JAN BELL MARKETING INC.            COM               470760109          15776      314200SH              Sole     X
JAVELIN SYSTEMS, INC.              COM               471896100             32       52600SH              Sole     X
JEFFRIES GROUP, INC.               COM               472319102          17908      219132SH              Sole     X
JEFFERSON SAVINGS BANCORP          COM               474900107           5690       83300SH              Sole     X
JEFFERSON-PILOT CORP.              COM               475070108          49191     1571574SH              Sole     X
JFAX.COM, INC.                     COM               477366108            154      165500SH              Sole     X
JO-ANN STORES INC. CL A            CL A              47758P109           4808      143200SH              Sole     X
JO-ANN STORES INC. CL B            CL B NON VTG      47758P208            998       33900SH              Sole     X
JOHN NUVEEN CO-CL A                CL A              478035108             76      110843SH              Sole     X
JOHNS MANVILLE CORP                COM               478129109           3515      828200SH              Sole     X
JOHNSON & JOHNSON                  COM               478160104            797    22119497SH              Sole     X
JOHNSON CONTROLS, INC.             COM               478366107            188     1316932SH              Sole     X
JONES APPARREL                     COM               480074103            237      732428SH              Sole     X
JONES INTERCABLE INC.              CL A              480206200         146299      134800SH              Sole     X
JONES LANG LASALLE INC.            COM               48020Q107          76172      220000SH              Sole     X
JONES PHARMA, INC.                 COM               480236108           1639      363200SH              Sole     X
JOS. A. BANK                       COM               480838101            361       10500SH              Sole     X
JOSTENS, INC.                      COM               481088102            904      736593SH              Sole     X
JOURNAL REGISTER CO.               COM               481138105           1277      368600SH              Sole     X
JUNIPER NETWORKS INC               COM               48203R104           2724      144680SH              Sole     X
JUNO LIGHTING INC                  COM NEW           482047206           3483       14865SH              Sole     X
JUNO ONLINE SERVICES, INC          COM               482048105            206      133800SH              Sole     X
JUPITER COMMUNICATIONS             COM               482050101           2993       33000SH              Sole     X
JUST FOR FEET INC.                 COM               48213P106          15616      305700SH              Sole     X
JUSTIN INDUSTRIES, INC.            COM               482171105            613      236310SH              Sole     X
JWGENESIS FINANCIAL CORP.          COM               482227105           1936       26900SH              Sole     X
KCS ENERGY INC.                    COM               482434206           4893      231500SH              Sole     X
KFX INC.                           COM               48245L107         123318      140350SH              Sole     X
KLA-TENCOR CORP.                   COM               482480100            428     1313571SH              Sole     X
KMART CORP.                        COM               482584109          20883     7569907SH              Sole     X
K-SWISS                            CL A              482686102           6490       88200SH              Sole     X
K-TEL INTERNATIONAL, INC.          COM NEW           482724200             44       61500SH              Sole     X
K2 INC.                            COM               482732104           8248      118571SH              Sole     X
K-V PHARMACEUTICAL CO CL           CL B CONV         482740107           8505       59550SH              Sole     X
KV PHARMACEUTICAL CLASS A          CL A              482740206         196458      124150SH              Sole     X
KAISER ALUMINUM                    COM               483007100           1184      453100SH              Sole     X
KAISER VENTURES INC.               COM               483100103           4415       12900SH              Sole     X
KAMAN CORP. CLASS A                CL A              483548103           5100      232500SH              Sole     X
KANA COMMUNICATIONS INC            COM               483600102          15429       76175SH              Sole     X
KANEB SERVICES INC                 COM               484170105            556      140100SH              Sole     X
KANSAS CITY LIFE INS. CO.          COM               484836101           7629       57360SH              Sole     X
KANSAS CITY POWER & LIGHT          COM               485134100           1546      221780SH              Sole     X
KANSAS CITY SO. INDUSTRIE          COM               485170104           7084     1652502SH              Sole     X
KATY INDUSTRIES, INC.              COM               486026107            119       49300SH              Sole     X
KAUFMAN & BROAD HOME CORP          COM               486168107          77495      863367SH              Sole     X
KAYDON CORP.                       COM               486587108            316      242050SH              Sole     X
KAYE GROUP, INC.                   COM               486589104           1795        5300SH              Sole     X
KEANE, INC.                        COM               486665102            321      259780SH              Sole     X
KEEBLER FOODS CO.                  COM               487256109         137499      302400SH              Sole     X
KELLOGG CO.                        COM               487836108           4346     6375926SH              Sole     X
KELLSTROM INDUSTRIES               COM               488035106          11577      129800SH              Sole     X
KELLWOOD CO.                       COM               488044108            456      227150SH              Sole     X
KELLY SERVICES, INC. CLAS          CL A              488152208            612      202984SH              Sole     X
KEMET CORP.                        COM               488360108           3633      342400SH              Sole     X
KENDLE INTERNATIONAL               COM               48880L107           4198       56300SH              Sole     X
KENNAMETAL, INC.                   COM               489170100           9039      226885SH              Sole     X
KENSEY NASH CORP.                  COM               490057106         572336      130200SH              Sole     X
KENT ELECTRONICS CORP.             COM               490553104          22119      311400SH              Sole     X
KENTUCKY FIRST BANCORP             COM               491290102           8792       11600SH              Sole     X
KERR-MCGEE CORP.                   COM               492386107          13452     1249920SH              Sole     X
KEVCO, INC.                        COM               492716105           3001      168600SH              Sole     X
KEY ENERGY SERVICES, INC.          COM               492914106            300      346100SH              Sole     X
KEY TRONIC CORP.                   COM               493144109            514       85500SH              Sole     X
KEYCORP                            COM               493267108            526     6214662SH              Sole     X
KEYNOTE SYSTEMS INCE               COM               493308100          75023       58930SH              Sole     X
KEYSPAN CORP.                      COM               49337W100            755      499286SH              Sole     X
KEYSTONE AUTOMOTIVE IND            COM               49338N109          16530       77700SH              Sole     X
KEYSTONE CONS. IND., INC.          COM               493422109             46      103109SH              Sole     X
KEYSTONE FINANCIAL, INC.           COM               493482103            552      172474SH              Sole     X
KIMBALL INT'L., INC. CL B          CL B              494274103           7214      254400SH              Sole     X
KILROY REALTY CORP.                COM               49427F108         187590      410870SH              Sole     X
KIMBERLY-CLARK CORP                COM               494368103           1600     8771430SH              Sole     X
KIMCO REALTY CORP. REIT            COM               49446R109           2697      652960SH              Sole     X
KINDER MORGAN, INC.                COM               49455P101           6577      435536SH              Sole     X
KING PHARMACEUTICALS, INC          COM               495582108           5558      239943SH              Sole     X
KIRBY CORP.                        COM               497266106            780      146400SH              Sole     X
KITTY HAWK INC.                    COM               498326107         248458       43600SH              Sole     X
KLAMATH FIRST BANCORP INC          COM               49842P103           2706       43300SH              Sole     X
KNAPE AND VOGT MANUFACTUR          COM               498782101           9770       38062SH              Sole     X
KNIGHT RIDDER                      COM               499040103          11288     1260894SH              Sole     X
KNIGHT TRANSPORTATION              COM               499064103              0       44100SH              Sole     X
KNIGHT/TRIMARK GROUP               CL A              499067106           1876      359350SH              Sole     X
THE KNOT, INC.                     COM               499184109           2377        5500SH              Sole     X
KOALA CORP.                        COM               499866101           8162       39400SH              Sole     X
KOGER EQUITY, INC. REIT            COM               500228101           2559      427500SH              Sole     X
KOHLS CORP                         COM               500255104           4714     2598643SH              Sole     X
KOMAG, INC.                        COM               500453105           4122      512000SH              Sole     X
KONOVER PROPERTY TRUST             COM               50047R100            915      427200SH              Sole     X
KOPIN CORP                         COM               500600101            242      156600SH              Sole     X
KORN/FERRY INT'L                   COM NEW           500643200             85      152800SH              Sole     X
KRANZCO REALTY TRUST REIT          COM SH BEN INT    50076E103         151762       88500SH              Sole     X
KROGER CO.                         COM               501044101           1122    13163357SH              Sole     X
THE KROLL-O'GARA CO.               COM               501050108           1439      164000SH              Sole     X
KRONOS INC.                        COM               501052104             10      162825SH              Sole     X
KULICKE & SOFFA IND., INC          COM               501242101           9046      265200SH              Sole     X
L.A. GEAR, INC.                    COM               501708101           3709      136216SH              Sole     X
LCA-VISION INC.                    COM NEW           501803209           7539      400132SH              Sole     X
LCC INTERNATIONAL CL A             CL A              501810105           5466      119200SH              Sole     X
LG&E ENERGY CORP.                  COM               501917108            396      468094SH              Sole     X
LTV CORP.                          COM               501921100           3185      620423SH              Sole     X
LHS GROUP INC.                     COM               501938104            198      191900SH              Sole     X
LNR PROPERTY CORP.                 COM               501940100           1717      207400SH              Sole     X
LINC CAPITAL, INC.                 COM               501942106           1133      192700SH              Sole     X
LMI AEROSPACE, INC.                COM               502079106          10536       80800SH              Sole     X
LSB BANCSHARES INC.                COM               502158108              0        5400SH              Sole     X
LSI LOGIC CORP.                    COM               502161102            427     2248326SH              Sole     X
LSI INDUSTRIES, INC.               COM               50216C108          50861       51882SH              Sole     X
LTC PROPERTIES, INC.               COM               502175102           7325      170500SH              Sole     X
LTC HEALTHCARE, INC.               COM               50217R104           7099        4810SH              Sole     X
LTX CORP.                          COM               502392103           2375      404287SH              Sole     X
L-3 COMMUNICATIONS CORP.           COM               502424104            242       89100SH              Sole     X
LA-Z-BOY INCORPORATED              COM               505336107             11      448400SH              Sole     X
LABOR READY INC.                   COM NEW           505401208           1835      450786SH              Sole     X
LABONE, INC.                       COM               50540L105            430       57600SH              Sole     X
LABORATORY CORP AMERICA            COM               50540R102           2344      863768SH              Sole     X
LABTEC, INC.                       COM NEW           505450205            341       36083SH              Sole     X
LACLEDE GAS CO.                    COM               505588103           5749       79400SH              Sole     X
LADD FURNITURE INC.                COM PAR $0.30     505739201           2984       57367SH              Sole     X
LAFARGE CORP.                      COM               505862102           5433      381400SH              Sole     X
LAIDLAW INC                        COM               50730K503           1156           0SH              Sole     X
LAKES GAMING INC                   COM               51206P109             14       53787SH              Sole     X
LAM RESEARCH CORP                  COM               512807108            293      455896SH              Sole     X
LAMAR ADVERTISING CO.              CL A              512815101            717      120950SH              Sole     X
LANCASTER COLONY CORP.             COM               513847103           3042      214299SH              Sole     X
LANCE, INC.                        COM               514606102            734      237492SH              Sole     X
LANCER CORP-TEXAS                  COM               514614106           3566       52287SH              Sole     X
LANDEC CORP.                       COM               514766104           1855        1500SH              Sole     X
LANDAUER, INC.                     COM               51476K103           3211       83900SH              Sole     X
LANDMARK BANCSHARE, INC.           COM               514928100          18263       20000SH              Sole     X
LANDAMERICA FINANCIAL GRP          COM               514936103          22117      127550SH              Sole     X
LANDMARK SYSTEMS CORP              COM               51506S100           1814       32700SH              Sole     X
LANDS END, INC.                    COM               515086106            771      165430SH              Sole     X
LANDRY'S SEAFOOD RESTAURA          COM               51508L103           2036      343500SH              Sole     X
LANDSTAR SYSTEM                    COM               515098101            621      126900SH              Sole     X
LANIER WORLDWIDE INC               COM               51589L105            690      298414SH              Sole     X
LANVISION SYSTEMS, INC.            COM               516555109          14438       13400SH              Sole     X
LARSCOM, INC.                      CL A              51729Y108           9997       44800SH              Sole     X
LASERSIGHT INC.                    COM               517924106            421       71700SH              Sole     X
LASALLE HOTEL PROPERTIES           COM SH BEN INT    517942108           5345      260300SH              Sole     X
LASER MORTGAGE MANAGEMENT          COM               51806D100            614      180800SH              Sole     X
LASER VISION CENTERS, INC          COM               51807H100              6      337600SH              Sole     X
LASON INC.                         COM               51808R107          11118      168637SH              Sole     X
LATITUDE COMMUNICATIONS,           COM               518292107          21222      122900SH              Sole     X
LATTICE SEMICON                    COM               518415104          58301      387550SH              Sole     X
ESTEE LAUDER COS. CLASS A          CL A              518439104           8410      438500SH              Sole     X
LAUNCH MEDIA, INC.                 COM               518567102         150319       95800SH              Sole     X
LAWRENCE SAVINGS BANK              COM               520341108           5670      101100SH              Sole     X
LAWSON PRODUCTS, INC.              COM               520776105           1450       88050SH              Sole     X
LAYNE CHRISTENSEN CO.              COM               521050104             76       85700SH              Sole     X
LAZARE KAPLAN INTERNAT'L           COM               521078105           7712       84900SH              Sole     X
LEAP WIRELESS INTL, INC.           COM               521863100           2471      183928SH              Sole     X
LEAR CORP.                         COM               521865105          85070      312396SH              Sole     X
LEARN2.COM, INC.                   COM               522002104            110      128400SH              Sole     X
LEARNING TREE INTL.                COM               522015106           1368      190900SH              Sole     X
LECHTERS CORP.                     COM               523238103         203630      350900SH              Sole     X
LECTEC CORP.                       COM               523251106           4344        3500SH              Sole     X
LEE ENTERPRISES, INCORPOR          COM               523768109          29941      348116SH              Sole     X
LEGATO SYSTEMS INC.                COM               524651106            135      308402SH              Sole     X
LEGGETT & PLATT, INC.              COM               524660107           4923     2719562SH              Sole     X
LEGG MASON INC.                    COM               524901105           5212      231998SH              Sole     X
LEHMAN BROTHERS HOLDINGS           COM               524908100           4196     1774987SH              Sole     X
LENNAR CORP                        COM               526057104            439      348939SH              Sole     X
LENNOX INTERNATIONAL INC.          COM               526107107          16856      157800SH              Sole     X
LET'S TALK CELLULAR & WIR          COM               527260103            279       30000SH              Sole     X
LEUCADIA NATIONAL CORP.            COM               527288104             87      333476SH              Sole     X
LEVEL 8 SYSTEMS                    COM               52729M102           1404       71500SH              Sole     X
LEVEL 3 COMMUNICATIONS             COM               52729N100           1663     1039020SH              Sole     X
LEXINGTON GLOBAL ASSET             COM               528932106            834       45200SH              Sole     X
LEXINGTON CORPORATE PROP.          COM               529043101           2887      148910SH              Sole     X
LEXMARK INTL GROUP - CL A          CL A              529771107           3311     2250055SH              Sole     X
LIBBEY, INC.                       COM               529898108            649      151100SH              Sole     X
LIBERATE TECHNOLOGIES              COM               530129105        1135986      116500SH              Sole     X
LIBERTE INVESTORS, INC.            COM               530154103           3655       39200SH              Sole     X
LIBERTY CORP.                      COM               530370105         139491      116700SH              Sole     X
LIBERTY DIGITAL INC. CL A          CL A              530436104          14733       70200SH              Sole     X
LIBERTY FINANCIAL COS.             COM               530512102           5715      182950SH              Sole     X
LIBERTY HOMES, INC.                CL A              530582204         109028       53600SH              Sole     X
LIBERTY PROPERTY TST REIT          SH BEN INT        531172104           2407      695100SH              Sole     X
LIFE FINANCIAL CORP                COM               53184P101          45311       69836SH              Sole     X
LIFEWAY FOODS, INC.                COM               531914109           6316       12000SH              Sole     X
LIFE TECHNOLOGIES, INC.            COM               532177201           5460       32950SH              Sole     X
LIFECORE BIOMEDIC INC              COM               532187101           1355       78700SH              Sole     X
LIFELINE SYS                       COM               532192101            654       55600SH              Sole     X
LIFEPOINT HOSPITALS, INC.          COM               53219L109            363      244415SH              Sole     X
LIGAND PHARM. - CLASS B            CL B              53220K207           4196      257200SH              Sole     X
LILLIAN VERNON CORP.               COM               532430105             38       58300SH              Sole     X
ELI LILLY & CO.                    COM               532457108          10602    17082496SH              Sole     X
LILLY INDUSTRIES INC.              CL A              532491107          32495      272006SH              Sole     X
THE LIMITED, INC.                  COM               532716107           2332     3220574SH              Sole     X
LINCARE HOLDINGS, INC.             COM               532791100           1219      424740SH              Sole     X
LINCOLN ELECTRIC CO.               COM               533900106         118815      277100SH              Sole     X
LINCOLN NATIONAL CORP.             COM               534187109            432     2725706SH              Sole     X
LINDSAY MANUFACTURING CO.          COM               535555106          94974      131882SH              Sole     X
LINEAR TECHNOLOGY, INC.            COM               535678106           1095      633160SH              Sole     X
LINENS 'N THINGS INC.              COM               535679104           3357      213200SH              Sole     X
LIPOSOME CO., INC.                 COM               536310105           5650      447400SH              Sole     X
LIQUID AUDIO, INC.                 COM               53631T102          13885       51600SH              Sole     X
LITHIA MOTORS, INC.                CL A              536797103           6017       36600SH              Sole     X
LITRONIC INC.                      COM               537004103           6164       45400SH              Sole     X
LITTELFUSE, INC.                   COM               537008104            879      172900SH              Sole     X
LITTLE SWITZERLAND INC.            COM               537528101           3881       67000SH              Sole     X
LITTON INDUSTRIES, INC.            COM               538021106          25237      212567SH              Sole     X
LIZ CLAIBORNE, INC.                COM               539320101         322600      863666SH              Sole     X
LO-JACK CORP.                      COM               539451104           6061      345500SH              Sole     X
LOCAL FINANCIAL CORP.              COM               539553107           3682      117500SH              Sole     X
LOCKHEED MARTIN CORP.              COM               539830109        3717116     5431540SH              Sole     X
LOEWS CINEPLEX ENT.                COM               540423100           2862       73500SH              Sole     X
LOEWS CORP.                        COM               540424108            239     1564974SH              Sole     X
LOISLAW.COM                        COM               541431102          21348       28000SH              Sole     X
LONE STAR STEAKHOUSE               COM               542307103           1018      376293SH              Sole     X
LONE STAR TECHNOLOGIES             COM               542312103           2909      202700SH              Sole     X
LONGS DRUG STORES, INC.            COM               543162101           8041      537921SH              Sole     X
LONGVIEW FIBER COMPANY             COM               543213102            646      422270SH              Sole     X
LOOKSMART, LTD.                    COM               543442107          11139      228300SH              Sole     X
LORONIX INFORMATION SYS            COM               544183106           5178       44500SH              Sole     X
LOUIS DREYFUS NATURAL GAS          COM               546011107            122      214128SH              Sole     X
LOUISIANA-PACIFIC CORP.            COM               546347105          74519     1771034SH              Sole     X
LOWE'S COS., INC.                  COM               548661107         338903     5399166SH              Sole     X
LUBRIZOL CORP.                     COM               549271104            198      196310SH              Sole     X
LUBY'S, INC.                       COM               549282101           2744      323659SH              Sole     X
LUCENT TECHNOLOGIES, INC.          COM               549463107           7336    49685763SH              Sole     X
LUMINANT WORLDWIDE CORP            COM               550260103        2143883       62900SH              Sole     X
LUMISYS INC.                       COM               550274104           7415       75800SH              Sole     X
LYCOS                              COM               550818108             31      268320SH              Sole     X
LYDALL, INC.                       COM               550819106           4103      153700SH              Sole     X
LYNX THERAPEUTIC                   COM NEW           551812308            184       89851SH              Sole     X
LYONDELL CHEMICAL CO.              COM               552078107           4821      630654SH              Sole     X
M&F WORLDWIDE CORP.                COM               552541104         106288      127579SH              Sole     X
M & T BANK CORPORATION             COM               55261F104           1021       26889SH              Sole     X
MAF BANCORP, INC.                  COM               55261R108            346      247330SH              Sole     X
MAI SYSTEMS CORP                   COM               552620205          12750      150575SH              Sole     X
MBIA, INC.                         COM               55262C100           1393     1411012SH              Sole     X
MBNA CORP.                         COM               55262L100           8012    12436804SH              Sole     X
MDC HOLDINGS, INC.                 COM               552676108            502      174900SH              Sole     X
MCN CORP.                          COM               55267J100          13215      308870SH              Sole     X
MCI WORLDCOM, INC.                 COM               55268B106           3108    40402970SH              Sole     X
MDU RESOURCES GROUP, INC.          COM               552690109            790      370762SH              Sole     X
MCM CAPITAL GROUP, INC.            COM               55269B105           2416        8000SH              Sole     X
MEMC ELECTRONIC MATERIALS          COM               552715104            247      334900SH              Sole     X
MFB CORP.                          COM               55272D106           1417       11000SH              Sole     X
MGC COMMUNICATIONS INC.            COM               552763302           6564       95000SH              Sole     X
MGIC INVESTMENT CORP.              COM               552848103           7028     1765948SH              Sole     X
MGI PHARMA, INC.                   COM               552880106           9898       85500SH              Sole     X
MGI PROPERTIES, INC. REIT          COM               552885105          16361       65900SH              Sole     X
MGM GRAND, INC.                    COM               552953101            461      253418SH              Sole     X
MMI COS., INC.                     COM               553087107           9827      161500SH              Sole     X
MMC NETWORKS                       COM               55308N102          14969      233064SH              Sole     X
MPW INDUSTRIAL SERVICES            COM               553444100           1911       63200SH              Sole     X
MRV COMMUNICATIONS INC.            COM               553477100           2606      210180SH              Sole     X
MSC IND. DIRECT CLASS A            CL A              553530106             28      234600SH              Sole     X
MSC.SOFTWARE CORP.                 COM               553531104           2962       78000SH              Sole     X
M S CARRIERS INC.                  COM               553533100            292      101200SH              Sole     X
MTR GAMING GROUP INC.              COM               553769100           4653       80500SH              Sole     X
MTS SYSTEMS CORP.                  COM               553777103            561      182900SH              Sole     X
MTI TECHNOLOGY CORP.               COM               553903105           2296      178000SH              Sole     X
MACDERMID, INC.                    COM               554273102          38967      171161SH              Sole     X
THE MACERICH CO. REIT              COM               554382101           1595      475600SH              Sole     X
MACK-CALI REALTY CORP.             COM               554489104           8009      627750SH              Sole     X
MACROCHEM CORPORATION              COM               555903103            753      110080SH              Sole     X
MACROVISION                        COM               555904101           7293      132800SH              Sole     X
MACROMEDIA                         COM               556100105            268      204700SH              Sole     X
MADISON GAS & ELECTRIC CO          COM               557497104          25412       94975SH              Sole     X
MAGELLAN HEALTH SERVICES           COM               559079108          13875      412800SH              Sole     X
MAGELLAN PETROLEUM CORP            COM               559091301            514       22000SH              Sole     X
MAGNATEK                           COM               559424106           8847      385250SH              Sole     X
MAIN STREET BANCORP                COM               559906102           3183       29582SH              Sole     X
MAIL-WELL INC.                     COM               560321200           7361      344700SH              Sole     X
MAINE PUBLIC SERVICE CO.           COM               560483109            758       32300SH              Sole     X
MAKER COMMUNICATIONS               COM               560875106           3416       53700SH              Sole     X
MALLINCKRODT, INC.                 COM               561232109           3842     1224885SH              Sole     X
MGT NETWORK GROUP INC              COM               561693102          10231       48900SH              Sole     X
MANDALAY RESORT GROUP              MANDALAY          562567107            742      397950SH              Sole     X
MANHATTAN ASSOCIATES               COM               562750109           7589      102100SH              Sole     X
MANITOWOC COMPANY INC.             COM               563571108             23      214500SH              Sole     X
MANNATECH, INC.                    COM               563771104           5162       51700SH              Sole     X
MANOR CARE, INC.                   COM               564055101           1672     1588258SH              Sole     X
MANPOWER INC.                      COM               56418H100           2431      368770SH              Sole     X
MANSUR INDUSTRIES INC.             COM               564491108           1116      100200SH              Sole     X
MNFCTRD HOME COMMUNS REIT          COM               564682102         355305      363900SH              Sole     X
MAPICS INC.                        COM               564910107          24418      252100SH              Sole     X
MANUGISTICS GROUP INC.             COM               565011103         110521      227800SH              Sole     X
MAPQUEST.COM, INC.                 COM               565644101           1016       33600SH              Sole     X
MARCUS CORP.                       COM               566330106            290      254200SH              Sole     X
MARIMBA INC.                       COM               56781Q109           8538       83400SH              Sole     X
MARINE DRILLING CO INC             COM PAR $0.01     568240204            750      456000SH              Sole     X
MARION CAPITAL HOLDINGS            COM               568635106              1       45300SH              Sole     X
MARK IV INDUSTRIES, INC.           COM               570387100              1      429039SH              Sole     X
MARK SOLUTIONS, INC.               COM NEW           570418202         156750        5500SH              Sole     X
MARKEL CORP.                       COM               570535104           5043       33300SH              Sole     X
MARKETING SPECIALIST CORP          COM               57060R107            602      445800SH              Sole     X
MARKETWATCH.COM, INC.              COM               570619106           7213       66600SH              Sole     X
MARKETING SERVICES GROUP           COM               570907105           6440       66600SH              Sole     X
MARSH & MCLENNAN, INC.             COM               571748102            976     3713183SH              Sole     X
MARSHALL & ILSLEY CORP.            COM               571834100           1144      388748SH              Sole     X
MARRIOTT INTL CL A                 CL A              571903202            418     3501646SH              Sole     X
MARTEK BIOSCIENCES CORP.           COM               572901106          77217       84700SH              Sole     X
MARTHA STEWART LIVING              CL A              573083102           1678       12100SH              Sole     X
MARTIN MARIETTA MATERIALS          COM               573284106            218      208247SH              Sole     X
MARVEL ENTERPRISES, INC.           COM               57383M108            670      136400SH              Sole     X
MARVEL ENT. CL. A WARR             WT A EX 000001    57383M124           1891        1712SH              Sole             X
MARVEL ENT. CL.C WARRANTS          WT C EX 000002    57383M140          52685        2899SH              Sole             X
MASCO CORP.                        COM               574599106            398     6177333SH              Sole     X
MASCOTECH INC.                     COM               574670105           2663      397500SH              Sole     X
MASSBANK CORP.                     COM               576152102         151685       20400SH              Sole     X
MASTEC INC.                        COM               576323109            377      162100SH              Sole     X
MASTECH CORP.                      COM               57632N105           2743      260200SH              Sole     X
MATERIAL SCIENCES CO               COM               576674105           3644       95850SH              Sole     X
MATRIA HEALTHCARE, INC.            COM               576817100           6950      277278SH              Sole     X
MATRIX BANCORP, INC.               COM               576819106          65047       34800SH              Sole     X
MATTEL, INC.                       COM               577081102           1125     5883197SH              Sole     X
MATTHEWS INT'L.                    CL A              577128101           5086       61000SH              Sole     X
MATTHEWS STUDIO EQUIPMENT          COM               577140106           9788       69900SH              Sole     X
MATTSON TECH.                      COM               577223100           7291       39100SH              Sole     X
MAXTOR CORP.                       COM NEW           577729205         777192      260800SH              Sole     X
MAXIM INTEGRATED PROD., I          COM               57772K101           1556     1116500SH              Sole     X
MAXWELL TECHNOLOGIES INC.          COM               577767106         172093       39800SH              Sole     X
MAXYGEN                            COM               577776107          89081       37500SH              Sole     X
MAY DEPARTMENT STORES CO.          COM               577778103          32493     4703414SH              Sole     X
MAXICARE HEALTHPLAN                COM NEW           577904204           3189      130978SH              Sole     X
MAXXAM, INC.                       COM               577913106           1093       63980SH              Sole     X
MAVERICK TUBE CORP.                COM               577914104          69492      147600SH              Sole     X
MAXIMUS, INC.                      COM               577933104            792      204794SH              Sole     X
MAYTAG CORP.                       COM               578592107            747     1355136SH              Sole     X
MCAFEE.COM CORP                    CL A              579062100           1175       25000SH              Sole     X
THE MCCLATCHY CO. CLASS A          CL A              579489105            997      117600SH              Sole     X
MCCORMICK & COMPANY, INC.          COM NON VTG       579780206            608      329000SH              Sole             X
MCDERMOTT INTERNATIONAL            COM               580037109           3493      804519SH              Sole     X
MCDONALD'S CORP.                   COM               580135101           1603    19279188SH              Sole     X
MCGRATH RENT CORP.                 COM               580589109           5028       88900SH              Sole     X
THE MCGRAW-HILL COS., INC          COM               580645109         679835     2792592SH              Sole     X
MCKESSON HBOC, INC.                COM               58155Q103            209     3948187SH              Sole     X
MCLEOD, INC.                       COM               582266102           1998      551897SH              Sole     X
MCMORAN EXPORATION CO.             COM               582411104            672      150938SH              Sole     X
MCWHORTER TECHNOLOGIES             COM               582803102           4970       68300SH              Sole     X
MEAD CORP                          COM               582834107            506     1599813SH              Sole     X
MEADE INSTRUMENTS CORP.            COM               583062104             10       27800SH              Sole     X
MECH FINANCIAL, INC.               COM               583492103           2766       21600SH              Sole     X
MECHANICAL TECHNOLOGY              COM               583538103          11350       50545SH              Sole     X
MEDALLION FINANCIAL CORP.          COM               583928106            277       55600SH              Sole     X
MECON, INC.                        COM               58400M105          10617       56200SH              Sole     X
MEDCO RESEARCH, INC.               COM               584059109          68188      116200SH              Sole     X
MEDFORD BANCORP INC.               COM               584131106            443       96400SH              Sole     X
MEDIA GENERAL CLASS A              CL A              584404107             62       96700SH              Sole     X
MEDIAONE GROUP                     COM               58440J104            162     8850574SH              Sole     X
MEDIA 100 INC.                     COM               58440W105           7648        7900SH              Sole     X
MEDIA METRIX, INC.                 COM               58440X103              4       55900SH              Sole     X
MEDIALINK WORLDWIDE                COM               58445P105           2103       83300SH              Sole     X
MEDIAPLEX, INC.                    COM               58446B105            185       79200SH              Sole     X
MEDIABAY, INC.                     COM               58446J108         690070       45200SH              Sole     X
MEDICAL ALLIANCE INC.              COM               58449S105         255415        5000SH              Sole     X
MEDICAL ASSURANCE INC.             COM               58449U100           3525      130526SH              Sole     X
MEDICAL MANAGER GROUP              COM               58461U103           8461      134718SH              Sole     X
MEDICALOGIC INC                    COM               584642102           5932       13200SH              Sole     X
MEDICIS PHARMACEUTICAL             CL A NEW          584690309           6647      249449SH              Sole     X
MEDIMMUNE INC.                     COM               584699102           8632      411083SH              Sole     X
MEDICONSULT. COM, INC.             COM               58469J100           1041       70800SH              Sole     X
MEDICAL DYNAMICS, INC.             COM PAR $0.001    584900401            294       63700SH              Sole     X
MEDIWARE INFORMATION SYS           COM               584946107           2254       20900SH              Sole     X
MEDQUIST INC                       COM               584949101        2486151      296300SH              Sole     X
MEDTOX SCIENTIFIC, INC.            COM NEW           584977201           2972         420SH              Sole     X
MEDITRUST COMPANIES                PAIRED CTF NEW    58501T306           3240      382363SH              Sole     X
MEDPLUS INC.                       COM               58504P103          34572       26500SH              Sole     X
MEDTRONIC, INC.                    COM               585055106          30947    18938463SH              Sole     X
MELLON FINANCIAL CORP.             COM               58551A108            556     7498420SH              Sole     X
MEMBERWORKS, INC.                  COM               586002107            597      106200SH              Sole     X
MEN'S WEARHOUSE, INC.              COM               587118100            903      288029SH              Sole     X
MENTOR CORP.                       COM               587188103          12044      229823SH              Sole     X
MENTOR GRAPHICS CORP.              COM               587200106           2487      504020SH              Sole     X
MERCANTILE BANK SHARES CO          COM               587405101           1214      270265SH              Sole     X
MERCHANTS BANCSHARES INC.          COM               588448100           8736       48700SH              Sole     X
MERCHANTS GROUP INC.               COM               588539106            288       15100SH              Sole     X
MERCHANTS N.Y. BANCORP             COM               589167105           1179      131600SH              Sole     X
MERCK & CO., INC.                  COM               589331107         451826    37072144SH              Sole     X
MERCURY COMPUTER SYSTEMS           COM               589378108            118       84900SH              Sole     X
MERCURY GENL CORP NE               COM               589400100           2416      145600SH              Sole     X
MERCURY INTERACTIVE CORP.          COM               589405109           1670      320300SH              Sole     X
MEREDITH CORP.                     COM               589433101           3580      742352SH              Sole     X
MERIDIAN DIAGNOSTICS, INC          COM               589602101            916       76729SH              Sole     X
MERIDIAN RESOURCE CORP             COM               58977Q109           1083      194844SH              Sole     X
MERISEL, INC.                      COM               589849108           1577      688310SH              Sole     X
MERISTAR HOSPITALITY CORP          COM               58984Y103            356      752781SH              Sole     X
MERIDIAN GOLD                      COM               589975101           1047      365000SH              Sole     X
MERISTAR HOTELS & RESORTS          COM               589988104           7401      340700SH              Sole     X
MERITOR AUTOMOTIVE INC.            COM               59000G100           7112      450892SH              Sole     X
MERITAGE CORPORATION               COM               59001A102           8330       26300SH              Sole     X
MERIX CORP.                        COM               590049102           8193      107200SH              Sole     X
MERRILL LYNCH & CO., INC.          COM               590188108           9704     5411094SH              Sole     X
MERRY LAND PROPERTIES INC          COM               590441101            265       22425SH              Sole     X
MESA AIR GROUP INC                 COM               590479101          14927      508700SH              Sole     X
MESABA HOLDINGS INC.               COM               59066B102           1627      146050SH              Sole     X
MESSAGEMEDIA INC.                  COM               590787107            564      254600SH              Sole     X
MET PRO CORP.                      COM               590876306            553       91624SH              Sole     X
META GROUP INC.                    COM               591002100            473       57000SH              Sole     X
METACREATIONS                      COM               591016100          28940      183484SH              Sole     X
METAL MANAGEMENT INC.              COM               591097100           1776       95000SH              Sole     X
METALS USA INC.                    COM               591324108            580      123175SH              Sole     X
METAMOR WORLDWIDE, INC.            COM               59133P100           6156      254125SH              Sole     X
METASOLV SOFTWARE, INC.            COM               591393103           2821       87000SH              Sole     X
METHODE ELECTRONICS CL A           CL A              591520200           8480      259300SH              Sole     X
METRICOM                           COM               591596101           6866      104200SH              Sole     X
METRIS COS. INC                    COM               591598107            929      271920SH              Sole     X
METRIKA SYSTEMS CORP.              COM               59159M106          16506       44200SH              Sole     X
METRO-GOLDWYN-MAYER INC.           COM               591610100          11089      633524SH              Sole     X
METRO INFORMATION SERV.            COM               59162P104        9525146       67800SH              Sole     X
METRO ONE TELECOMM.                COM               59163F105            134       43400SH              Sole     X
METROCALL INC                      COM               591647102            363      327700SH              Sole     X
METROLOGIC INSTRUMENTS             COM               591676101          39753       35000SH              Sole     X
METROMEDIA FIBER NETWORK           CL A              591689104          12826      603712SH              Sole     X
METROMEDIA INT'L GROUP             COM               591695101           6934      373800SH              Sole     X
METROWEST BANK                     COM               592668107            322       97638SH              Sole     X
METTLER-TOLEDO INT'L.              COM               592688105          14770      161200SH              Sole     X
MIAMI COMPUTER SUPPLY              COM               593261100           4508       76000SH              Sole     X
MICHAEL FOODS GROUP, INC.          COM               594079105         300771      344355SH              Sole     X
MICHAELS STORES, INC.              COM               594087108            996      240918SH              Sole     X
MICHIGAN FINANCIAL CORP.           COM               594480105            942       33711SH              Sole     X
MICREL INC.                        COM               594793101            916      289900SH              Sole     X
MICROS SYSTEMS INC.                COM               594901100           6224      149852SH              Sole     X
MICROSOFT CORP.                    COM               594918104           1729    81585830SH              Sole     X
MICROAGE, INC.                     COM               594928103           3799       38300SH              Sole     X
MICROVISION, INC.                  COM               594960106           1463       12000SH              Sole     X
MICROSTRATEGY INC.                 CL A              594972101           3219      189300SH              Sole     X
MICROCHIP TECH.,INC.               COM               595017104          16509      187416SH              Sole     X
MICRO WAREHOUSE, INC.              COM               59501B105           2257      374790SH              Sole     X
MICROGRAFX INC                     COM               595077108            516       73500SH              Sole     X
MICROMUSE INC.                     COM               595094103            813       86884SH              Sole     X
MICRON ELECTRONICS INC.            COM               595100108             62      405200SH              Sole     X
MICRON TECHNOLOGY, INC.            COM               595112103           3720     3868438SH              Sole     X
MICROTOUCH SYSTEMS, INC.           COM               595145103           7910       78900SH              Sole     X
MICROWARE SYSTEMS CORP.            COM               595150103            425      198300SH              Sole     X
MICROWAVE POWER DEVICES            COM               59517M103          10152      128600SH              Sole     X
MID-AMERICA APARTMNT REIT          COM               59522J103          46705      275100SH              Sole     X
MID ATLANTIC REALTY TRUST          SH BEN INT        595232109           4473      171800SH              Sole     X
MID ATLANTIC MEDICAL SVCS          COM               59523C107             29      457000SH              Sole     X
MID-STATE BANCSHARES               COM               595440108          10018       45900SH              Sole     X
MIDAS INC.                         COM               595626102           1006      147136SH              Sole     X
MIDAMERICAN HOLDINGS CO.           COM               59562V107              0      490062SH              Sole     X
MID-AMERICA BANCORP                COM               595915109          28517       79190SH              Sole     X
MIDDLEBY CORP                      COM               596278101           5443       91800SH              Sole     X
MIDDLESEX WATER CO.                COM               596680108            263       25400SH              Sole     X
MIDLAND CO.                        COM               597486109           4624        3000SH              Sole     X
MIDWEST EXPRESS HOLDINGS           COM               597911106           2042      116700SH              Sole     X
MIDWAY GAMES INC.                  COM               598148104           6259      330432SH              Sole     X
MID WEST GRAIN PRODUCTS            COM               59832G104          10511       57650SH              Sole     X
MILACRON, INC.                     COM               598709103         567049      660277SH              Sole     X
MILLENNIUM PHARMACEUTICAL          COM               599902103           4436      382831SH              Sole     X
MILLENIUM CHEMICALS INC            COM               599903101            776      226482SH              Sole     X
MILLER EXPLORATION CO.             COM               600533103           6708       26600SH              Sole     X
HERMAN MILLER, INC.                COM               600544100          42464      435550SH              Sole     X
MILLER INDUSTRIES INC.             COM               600551105           1457      349750SH              Sole     X
MILLIPORE CORP.                    COM               601073109           1414      738311SH              Sole     X
MILLS CORP. REIT                   COM               601148109            873      304500SH              Sole     X
MILTON FEDERAL FINANCIAL           COM               601795107           2256       21000SH              Sole     X
MINDSPRING ENTERPRISES             COM               602683104            162      175100SH              Sole     X
MINE SAFETY APPLIANCES CO          COM               602720104            327       31900SH              Sole     X
MINERALS TECHNOLOGIES, IN          COM               603158106           4163      156240SH              Sole     X
MINIMED INC.                       COM               60365K108             11      143500SH              Sole     X
MINNESOTA MINING & MFG. C          COM               604059105            728     5793608SH              Sole     X
MINNESOTA POWER INC                COM               604110106              7      261900SH              Sole     X
MINNTECH CORP.                     COM               604258103            963       80600SH              Sole     X
MIPS TECHNOLOGIES, INC.            CL A              604567107            355      129000SH              Sole     X
MIRAGE RESORTS INC.                COM               60462E104           1400     2773145SH              Sole     X
MIRAVANT MEDICAL TECH.             COM               604690107           4873      156500SH              Sole     X
MISSION CRITICAL SOFTWARE          COM               605047109           8609       20200SH              Sole     X
MISSION WEST PROPERTIES            COM               605203108             28      112600SH              Sole     X
MISSISSIPPI CHEMICAL               COM NEW           605288208           8747      364561SH              Sole     X
MISSISSIPPI VALLEY BKSHRS          COM               605720101            228        6000SH              Sole     X
MITCHAM INDUSTRIES INC.            COM               606501104           3401       95000SH              Sole     X
MITCHELL ENERGY DEV CL A           CL A              606592202         110122      188700SH              Sole     X
MITCHELL ENERGY &DEV-CL B          CL B              606592301            147         500SH              Sole     X
MOBIUS MANAGEMENT SYSTEMS          COM               606925105            392       91700SH              Sole     X
MOBILE AMERICA CORP                COM PAR $0.025    607235504           4321        3400SH              Sole     X
MOBILE MINI, INC.                  COM               60740F105             43       44800SH              Sole     X
MOCON INC.                         COM               607494101           1195       59162SH              Sole     X
MODEM MEDIA . POPPE TYSON          CL A              607533106         319212       19900SH              Sole     X
MODINE MANUFACTURING CO.           COM               607828100          14556      194930SH              Sole     X
MODIS PROFESSIONAL SVS             COM               607830106           9524      604137SH              Sole     X
MODTECH HOLDINGS INC.              COM               60783C100         315865        4679SH              Sole     X
MOHAWK INDUSTRIES INC.             COM               608190104           2819      331650SH              Sole     X
MOLECULAR BIOSYSTEMS, INC          COM               608513107        1157980      228131SH              Sole     X
MOLECULAR DEVICES CORP             COM               60851C107           1987       65400SH              Sole     X
MOLEX, INC.                        COM               608554101           2749     1942618SH              Sole     X
MOLEX NON VTG  CL A                CL A              608554200           1017        3241SH              Sole     X
MOMENTUM BUS. APPS., INC.          CL A              60877P108           1096       49802SH              Sole     X
MONACO COACH CORP.                 COM               60886R103        1277317      169025SH              Sole     X
MONARCH DENTAL CORP                COM               609044102             22       25000SH              Sole     X
ROBERT MONDAVI CORP.               CL A              609200100           1797       34400SH              Sole     X
MONSANTO CO.                       COM               611662107           6109     8960330SH              Sole     X
MONTANA POWER CO.                  COM               612085100            641      403620SH              Sole     X
THE MONY GROUP INC.                COM               615337102          11172      326300SH              Sole     X
J. P. MORGAN & CO., INC.           COM               616880100            304     2494491SH              Sole     X
MORGAN KEEGAN, INC.                COM               617410105           4647      167700SH              Sole     X
MORGAN ST DEAN WITTER              COM NEW           617446448             22     8111942SH              Sole     X
MORRISON KNUDSEN CORP.             COM               61844A109           9451      254300SH              Sole     X
MORRISON MANAGEMENT                COM               618459101            102      127482SH              Sole     X
MORTONS RESTAURANT GROUP           COM               619429103             41       65600SH              Sole     X
MOSSIMO, INC.                      COM               619696107           5570      136000SH              Sole     X
MOTOROLA, INC.                     COM               620076109            356     8674478SH              Sole     X
MOVADO GROUP, INC.                 COM               624580106           1321        1000SH              Sole     X
MPATH INTERACTIVE, INC.            COM               62473C101           2938       67500SH              Sole     X
MP3.COM, INC.                      COM               62473M109          16500      192800SH              Sole     X
MUELLER (PAUL) CO.                 COM               624752101           1564       22200SH              Sole     X
MUELLER INDUSTRIES INC.            COM               624756102             15      308200SH              Sole     X
MULTIPLE ZONES INT'L INC.          COM               624906103           6327       42300SH              Sole     X
MULTEX.COM INC.                    COM               625367107           2647      123500SH              Sole     X
MULTIGRPHICS INC.                  COM               625440102           6234       19200SH              Sole     X
MURPHY OIL CORP.                   COM               626717102           1625      164730SH              Sole     X
MUSE TECHNOLOGIES, INC.            COM               627487101           2424       33300SH              Sole     X
MUSICMAKER.COM, INC.               COM               62757C108           5055        7000SH              Sole     X
MUSICLAND STORES CORP.             COM               62758B109          37447      660100SH              Sole     X
MUSTANG.COM, INC.                  COM               628188104            504       22800SH              Sole     X
MUTUAL RISK MGT LTD                COM               628351108            321       78600SH              Sole     X
MYERS INDUSTRIES, INC.             COM               628464109           4338      186538SH              Sole     X
MYLAN LABORATORIES, INC.           COM               628530107           3864      655070SH              Sole     X
MYRIAD GENETICS INC.               COM               62855J104            101       34000SH              Sole     X
MYSTIC FIANCIAL, INC.              COM               628643108           1792        1400SH              Sole     X
NBC INTERNET, INC. CL. A           CL A              62873D105          41089       81900SH              Sole     X
N B T BANCORP INC.                 COM               628778102           2245      170769SH              Sole     X
NBTY INC.                          COM               628782104           3261      539200SH              Sole     X
NCH CORP.                          COM               628850109           1182       36460SH              Sole     X
NCI BUILDING SYSTEMS INC.          COM               628852105           6840      131000SH              Sole     X
NCO GROUP                          COM               628858102          50569      167799SH              Sole     X
NCR CORP.                          COM               62886E108          21019      988698SH              Sole     X
NCS HEALTHCARE INC.                CL A              628874109           8721      209321SH              Sole     X
NS GROUP INC                       COM               628916108            298       42100SH              Sole     X
NFO WORLDWIDE, INC.                COM               62910N108            918      193873SH              Sole     X
N L INDUSTRIES, INC.               COM NEW           629156407            282      256500SH              Sole     X
NMBT CORP                          COM               629189101           3867        4200SH              Sole     X
NPC INTERNATIONAL CL A             COM               629360306            187      227600SH              Sole     X
NTL INC.                           COM               629407107            582      329367SH              Sole     X
NUI CORP.                          COM               629430109           1000       85100SH              Sole     X
NVR, INC.                          COM               62944T105           2602       68300SH              Sole     X
NY MAGIC, INC.                     COM               629484106         202564       89600SH              Sole     X
NABISCO HOLDINGD CORP.             CL A              629526104           8937      216300SH              Sole     X
NABISCO GROUP HOLDINGS             COM               62952P102           9922     4759451SH              Sole     X
NABORS INDUSTRIES, INC.            COM               629568106           5099      679403SH              Sole     X
NACCO INDUSTRIES, INC. CL          CL A              629579103            678      156950SH              Sole     X
NASH-FINCH CO.                     COM               631158102           2754       46800SH              Sole     X
NASHUA CORP.                       COM               631226107            832      122400SH              Sole     X
NASTECH PHARMACEUTICAL             COM PAR $0.006    631728409           6464       83500SH              Sole     X
NATL BANK CORP. (ALASKA)           COM               632587101           3660      137800SH              Sole     X
NATL BANCSHARES CRP-TEXAS          COM NEW P$0.01    632593505           2770       12600SH              Sole     X
NAT'L BEVERAGE CORP.               COM               635017106           4547       70540SH              Sole     X
NATIONAL CITY BANCORPORAT          COM               635312101          13185       59674SH              Sole     X
NATIONAL CITY BANCSHARES           COM               635313109           5582      103566SH              Sole     X
NATIONAL CITY CORP.                COM               635405103           1881     8551521SH              Sole     X
NATIONAL COMMUNITY BANCOR          COM               635449101           3483      393900SH              Sole     X
NATIONAL COMPUTER SYSTEMS          COM               635519101           1586      263700SH              Sole     X
NATIONAL DATA CORP.                COM               635621105           1565      150250SH              Sole     X
NATIONAL DENTEX CORP.              COM               63563H109            146       40200SH              Sole     X
NATIONAL DISCOUNT BROKERS          COM               635646102              8      104400SH              Sole     X
NATIONAL EQUIPMENT SVCS.           COM               635847106         121296      133100SH              Sole     X
NATIONAL FUEL & GAS CO.            COM               636180101          16537      139020SH              Sole     X
NATIONAL GOLF PROPS REIT           COM               63623G109           2083      185300SH              Sole     X
NATIONAL HEALTH INVS               COM               63633D104            422      186200SH              Sole     X
NAT'L. INFO CONSORTIUM             COM               636491102           1318      142100SH              Sole     X
NATIONAL INSTRUMENTS CORP          COM               636518102            633      344700SH              Sole     X
NATIONAL-OILWELL INC.              COM               637071101           9069      355800SH              Sole     X
NATIONAL PENN BANCSHARES           COM               637138108           4180       74865SH              Sole     X
NATIONAL PRESTO IND., INC          COM               637215104            464       98100SH              Sole     X
NATIONAL PROCESSING, INC.          COM               637229105            161      178700SH              Sole     X
NATIONAL R. V. HOLDINGS            COM               637277104            427       81273SH              Sole     X
NATIONAL RECORD MART, INC          COM               637355108              3       53000SH              Sole     X
NATIONAL RESEARCH CORP.            COM               637372103            904        2000SH              Sole     X
NATIONAL SEMICONDUCTOR             COM               637640103           3654     2833185SH              Sole     X
NATIONAL SERVICE IND., IN          COM               637657107            504      560593SH              Sole     X
NATIONAL STEEL CORP CL B           CL B              637844309          58372      280100SH              Sole     X
NATIONAL TECHTEAM INC.             COM               638108100            828       87700SH              Sole     X
NATL WSTRN LIFE INSR. CO.          CL A              638522102            346       19200SH              Sole     X
NATIONSRENT,  INC.                 COM               638588103           7650      112500SH              Sole     X
NATIONWIDE FINANCIAL SRVC          CL A              638612101           3317      324600SH              Sole     X
NATIONWIDE HEALTH PROP. I          COM               638620104            860      304000SH              Sole     X
NATROL, INC.                       COM               638789107            453       66300SH              Sole     X
NATURAL ALTERNATIVES INTL          COM NEW           638842302           9529       49500SH              Sole     X
NAVIGATORS GROUP, INC.             COM               638904102           1624       42700SH              Sole     X
NATURAL WONDERS                    COM               639014109            781        2000SH              Sole     X
NATURE'S SUNSHINE INC.             COM               639027101           1341      112982SH              Sole     X
NAUTICA ENTERPRISES INC.           COM               639089101            173      323000SH              Sole     X
NAVARRE CORP                       COM               639208107           1331       87700SH              Sole     X
NAVISTAR INTERNATIONAL CO          COM               63934E108             22     1232120SH              Sole     X
NAVIDEC, INC.                      COM               63934Q101           1080       69000SH              Sole     X
NAVISITE, INC.                     COM               63935M109           1607       76500SH              Sole     X
NAVIGANT CONSULTING CO             COM               63935N107           3173      305040SH              Sole     X
NAVIGANT INTERNATIONAL             COM               63935R108          16042       73563SH              Sole     X
NEFF CORP.                         CL A              640094108           2524       71100SH              Sole     X
NEIMAN MARCUS GROUP CLS-A          CL A              640204202           2311      341100SH              Sole     X
NEIMAN MARCUS GROUP CLS-B          CL B              640204301           2536       60302SH              Sole     X
THOMAS NELSON INC.                 COM               640376109           2414       84400SH              Sole     X
NEOMAGIC CORP                      COM               640497103           2673      122600SH              Sole     X
NEOMEDIA TECHNOLOGIES              COM               640505103           2150       36400SH              Sole     X
NEON SYSTEMS, INC.                 COM               640509105           3118       33900SH              Sole     X
NEOPROBE CORP.                     COM               640518106             97       50000SH              Sole     X
NEOPHARM                           COM               640919106           6054       50100SH              Sole     X
NETWORK EVENT THEATER              COM               640924106             24       54000SH              Sole     X
NET.B@NK, INC.                     COM               640933107           3181      171500SH              Sole     X
NETWORK ASSOCIATES, INC.           COM               640938106            201      601109SH              Sole     X
NET PERCEPTIONS, INC.              COM               64107U101           1164       60100SH              Sole     X
NET2PHONE, INC.                    COM               64108N106            154       50318SH              Sole     X
NETCENTIVES INC                    COM               64108P101           2585       40700SH              Sole     X
NETEGRITY INC.                     COM               64110P107         192456       42400SH              Sole     X
NETMANAGE, INC.                    COM               641144100           5191      541467SH              Sole     X
NETRIX CORP.                       COM               641148101          21806      143900SH              Sole     X
NETOPIA INC                        COM               64114K104           6606       57400SH              Sole     X
NET OBJECTS INC.                   COM               64114L102           2921        5900SH              Sole     X
NETRO CORP.                        COM               64114R109           7564      118700SH              Sole     X
NETSMART TECHN., INC.              COM NEW           64114W306           3085        3733SH              Sole     X
NETIQ CORP.                        COM               64115P102           2049       61100SH              Sole     X
NETIVATION.COM, INC.               COM               64115R108            827       35000SH              Sole     X
NETMOVES, CORP.                    COM               64116A104          49283      166300SH              Sole     X
NETRATINGS INC                     COM               64116M108           2730        3200SH              Sole     X
NETWORK EQUIPMENT TECHNLG          COM               641208103          11171      218847SH              Sole     X
NETWORK APPLIANCE, INC.            COM               64120L104           4362     2317002SH              Sole     X
NETWORK ACCESS SOLUTIONS           COM               64120S109            104      157300SH              Sole     X
NETWORK SOLUTIONS INC.             COM               64121Q102           5832      100227SH              Sole     X
NETWORK PERIPHERALS, INC.          COM               64121R100            693      139800SH              Sole     X
NETWORK PLUS CORP.                 COM               64122D506          15213      139100SH              Sole     X
NETZERO INC                        COM               64122R109         117104      280800SH              Sole     X
NEUBERGER BERMAN INC.              COM               641234109            115      124000SH              Sole     X
NEUROGEN CORP.                     COM               64124E106         115460      124200SH              Sole     X
NEW CENTURY FINANCIAL COR          COM               64352D101          10309       52500SH              Sole     X
NEW CENTURY ENERGIES INC.          COM               64352U103           1188     1622485SH              Sole     X
NEW ENGLAND BUSINESS SVC.          COM               643872104          59719      111700SH              Sole     X
NEW ENGLAND ELECTRIC SYST          COM               644001109           3556      215860SH              Sole     X
NEW ERA OF NETWORKS, INC.          COM               644312100           7507       91600SH              Sole     X
NEW FRONTIER MEDIA, INC.           COM               644398109              1       24400SH              Sole     X
NEW JERSEY RESOURCES CORP          COM               646025106            478      149300SH              Sole     X
NEW MEXICO & ARIZONA LAND          COM               647072107             23      138623SH              Sole     X
NEW PLAN EXCEL REALTY TR.          COM               648053106            245      962067SH              Sole     X
NEW YORK TIMES CO CLASS A          CL A              650111107           4473     2383789SH              Sole     X
NEWCOR INC                         COM               651186108         601203       43880SH              Sole     X
NEWELL RUBBERMAID INC.             COM               651229106          22488     3981383SH              Sole     X
NEWFIELD EXPLORATION CO.           COM               651290108          16001      385400SH              Sole     X
NEWMIL BANCORP INC.                COM               651633109          38321       91400SH              Sole     X
NEWMONT MINING CORP.               COM               651639106          21126     2437500SH              Sole     X
NEWPARK RESOURCES                  COM PAR $.01NEW   651718504         194759      580500SH              Sole     X
NEWPORT NEWS SHIPBUILDING          COM               652228107           5254      272982SH              Sole     X
NEWS COMMUNICATIONS, INC.          COM PAR $.01 N    652484809           8105         501SH              Sole     X
NEWSOUTH BANCORP INC.              COM               652495102            116       25850SH              Sole     X
NEWSTAR MEDIA, INC.                COM               652503103            179       43500SH              Sole     X
NIAGARA BANCORP, INC.              COM               652914102          12244       23900SH              Sole     X
NEXTCARD, INC.                     COM               65332K107          19707      154915SH              Sole     X
NEXTEL COMMUNICATIONS INC          CL A              65332V103             24     5829847SH              Sole     X
NEXTLINK COMM.                     CL A              65333H707             24      270731SH              Sole     X
NEXT LEVEL COMMUNICATIONS          COM               65333U104           5752      213700SH              Sole     X
NIAGARA MOHAWK HOLDINGS            COM               653520106          51229     2749491SH              Sole     X
NICOR, INC.                        COM               654086107         108112      650032SH              Sole     X
NIKE, INC. CLASS B                 CL B              654106103            335     3929569SH              Sole     X
99 CENTS ONLY STORES               COM               65440K106           2734      137371SH              Sole     X
NISOURCE, INC.                     COM               65473P105        1894275      453400SH              Sole     X
NITCHES INC.                       COM               65476M109            425       30128SH              Sole     X
NOBILITY HOMES, INC.               COM               654892108            774       34000SH              Sole     X
NOBLE AFFILIATES, INC.             COM               654894104           8566      571130SH              Sole     X
NOBLE DRILLING CORP.               COM               655042109            805      601750SH              Sole     X
NOODLE KIDOODLE INC.               COM               655370104           4436        5000SH              Sole     X
NORD RESOURCES CORP.               COM               655555100          13037      160600SH              Sole     X
NORDSON CORP.                      COM               655663102          41634      119220SH              Sole     X
NORDSTROM, INC.                    COM               655664100         163746     1956249SH              Sole     X
NORFOLK SOUTHERN CORP.             COM               655844108           8359     5273757SH              Sole     X
NORSTAN INC.                       COM               656535101          55894       52600SH              Sole     X
NORTEK, INC.                       COM               656559101           6915       97652SH              Sole     X
NORTEL NETWORKS CORP.              COM               656569100           1822    18755194SH              Sole     X
NORTH AMERICAN SCIENTIFIC          COM               65715D100           5397       47200SH              Sole     X
NORTH AMERICAN VACCINE, I          COM               657201109             42      172000SH              Sole     X
NORTH FORK BANCORP., INC.          COM               659424105           4215      489478SH              Sole     X
NORTH PITTSBURGH SYSTEMS           COM               661562108           8516       54600SH              Sole     X
NORTHEAST OPTIC NETWORK            COM               664334109            988       70900SH              Sole     X
NORTHEAST UTILITIES                COM               664397106             30      634040SH              Sole     X
NORTHERN STATES POWER CO.          COM               665772109           1705     2135101SH              Sole     X
NORTHERN TRUST CORP.               COM               665859104         191243     3089548SH              Sole     X
NORTHPOINT COMMUNICATIONS          COM               666610100          25156      348300SH              Sole     X
NORTHROP GRUMAN CORP.              COM               666807102           1406     1033875SH              Sole     X
NORTHWEST AIRLINES CORP.           CL A              667280101           2779      310800SH              Sole     X
NORTHWEST BANCORP INC.             COM               667328108            367      262700SH              Sole     X
NORTHWEST NATURAL GAS CO.          COM               667655104          17542      246000SH              Sole     X
NORTHWEST PIPE COMPANY             COM               667746101          68934        3000SH              Sole     X
NORTHWESTERN CORP.                 COM               668074107           3291      191600SH              Sole     X
NOVA CORP.                         COM               669784100            674      269816SH              Sole     X
NU HORIZONS ELECTRONICS            COM               669908105             96       74550SH              Sole     X
NOVACARE, INC.                     COM               669930109           8787      160888SH              Sole     X
NOVAVAX INC.                       COM               670002104           1366      303200SH              Sole     X
NOVELL, INC.                       COM               670006105           1316     4803591SH              Sole     X
NOVELLUS SYSTEMS, INC.             COM               670008101            935      205300SH              Sole     X
NOVEN PHARMACEUTICALS              COM               670009109           5443       77600SH              Sole     X
NOVOSTE CORP.                      COM               67010C100           8244      168400SH              Sole     X
NU SKIN ENTERPRISES, INC.          CL A              67018T105             18       40500SH              Sole     X
NSTAR                              COM               67019E107             71      433124SH              Sole     X
NUCOR CORP.                        COM               670346105            295     1257634SH              Sole     X
NUEVO ENERGY CO.                   COM               670509108          17488      175500SH              Sole     X
NUMEREX CORP.                      CL A              67053A102           3565       54500SH              Sole     X
NUTRITION FOR LIFE INT'L.          COM PAR $0.01     67061S202           2364       43900SH              Sole     X
NVIDIA CORP.                       COM               67066G104           1196      187200SH              Sole     X
NYFIX, INC.                        COM               670712108            180       48150SH              Sole     X
OEA, INC.                          COM               670826106           4485      269900SH              Sole     X
OAO TECHNOLOGY                     COM               67082B105           1359      120700SH              Sole     X
OGE ENERGY CORP.                   COM               670837103         110736      286490SH              Sole     X
OM GROUP INC.                      COM               670872100           6782      239400SH              Sole     X
ONIX SYSTEMS                       COM               67088G108           3409        3000SH              Sole     X
O'SULLIVAN INDUSTRIES PFD          PFD SR 12%        67104Q205           2060      138300SH              Sole     X
OAK HILL FINANCIAL, INC.           COM               671337103            709       20200SH              Sole     X
OAK INDUSTRIES INC                 COM NEW           671400505           2027      164791SH              Sole     X
OAK TECHNOLOGY, INC.               COM               671802106           2328      377800SH              Sole     X
OAKLEY, INC.                       COM               673662102              6      425000SH              Sole     X
OAKWOOD HOMES CORP.                COM               674098108          53257      375300SH              Sole     X
OBIE MEDIA CORP                    COM               674391107           5049       15510SH              Sole     X
OBJECT DESIGN INC.                 COM               674416102           2904      309300SH              Sole     X
OBJECTIVE SYS. INTEGRATOR          COM               674424106           4834      205200SH              Sole     X
OCCIDENTAL PETROLEUM CORP          COM               674599105            337     5120719SH              Sole     X
OCEAN ENERGY, INC.                 COM               67481E106           7710      875130SH              Sole     X
OCEANEERING INTERNATIONAL          COM               675232102            579      228200SH              Sole     X
OCEANFIRST FINANCIAL CORP          COM               675234108            757      119000SH              Sole     X
OCTEL CORP.                        COM               675727101            655       68375SH              Sole     X
OCULAR SCIENCES INC.               COM               675744106          63596      107400SH              Sole     X
OCWEN FINANCIAL CORP.              COM               675746101           3992      372500SH              Sole     X
ODWALLA, INC.                      COM               676111107           7157        1000SH              Sole     X
OFFICE DEPOT, INC.                 COM               676220106           6200     4869222SH              Sole     X
OFFICEMAX, INC.                    COM               67622M108           7268      917930SH              Sole     X
OFFSHORE LOGISTICS, INC.           COM               676255102           3871      309800SH              Sole     X
OGDEN CORP.                        COM               676346109         277105      404936SH              Sole     X
OHIO ART CO.                       COM               677143109           2149       14800SH              Sole     X
OHIO CASUALTY CORP.                COM               677240103            200      480018SH              Sole     X
OHIO VALLEY BANC CORP.             COM               677719106            788       17225SH              Sole     X
OIL-DRI CORP. OF AMERICA           COM               677864100           2639       52675SH              Sole     X
OLD DOMINION FREIGHT               COM               679580100            772       60915SH              Sole     X
OLD KENT FINANCIAL CORP.           COM               679833103              8     1797760SH              Sole     X
OLD NATIONAL BANCORP               COM               680033107            284      123076SH              Sole     X
OLD REPUBLIC INTERNATIONL          COM               680223104           2601      525312SH              Sole     X
OLIN CORP.                         COM PAR $1        680665205          36151      312920SH              Sole     X
OLSTEN CORP.                       COM               681385100             47      642455SH              Sole     X
OMNICARE, INC.                     COM               681904108           3313      322590SH              Sole     X
OMNICOM GROUP INC.                 COM               681919106            599     2771045SH              Sole     X
OMEGA HEALTHCARE INVESTOR          COM               681936100           3381      169341SH              Sole     X
OMTOOL, LTD.                       COM               681974101           7242       84000SH              Sole     X
1-800 CONTACTS, INC.               COM               681977104           1024       29100SH              Sole     X
OMEGA FINANCIAL CORP.              COM               682092101           2437       91012SH              Sole     X
OMEGA WORLDWIDE, INC.              COM               68210B108           2084      165853SH              Sole     X
OMNI ENERGY SERVICES               COM               68210T109          14275        7400SH              Sole     X
OMEGA RESEARCH, INC.               COM               68211E101           1311       47400SH              Sole     X
OMNOVA SOLUTIONS INC.              COM               682129101            287      335600SH              Sole     X
OMNIPOINT CORP.                    COM               68212D102            372      299700SH              Sole     X
OMNI NUTRACEUTICALS INC.           COM               68212M102              0       41400SH              Sole     X
ON ASSIGNMENT, INC.                COM               682159108           5374      110900SH              Sole     X
ON COMMAND CORP.                   COM               682160106            225       32400SH              Sole     X
ONDISPLAY, INC.                    COM               68232L100           4518       37200SH              Sole     X
ONE VALLEY BNCRP INC               COM               682419106          11782      236461SH              Sole     X
1-800-FLOWERS.COM, INC.            CL A              68243Q106           3000       95800SH              Sole     X
ONEIDA LTD.                        COM               682505102          30241      112068SH              Sole     X
ONEMAIN.COM, INC.                  COM               68267P109        2533661      138900SH              Sole     X
ONEOK INC                          COM               682680103            318      568166SH              Sole     X
ONHEALTH NETWORK CO.               COM               68272W107           6579      146700SH              Sole     X
ONLINETRADINGINC.COM               COM               68273D108           2210       26400SH              Sole     X
ONYX ACCEPTANCE CORP.              COM               682914106            706       58300SH              Sole     X
ONEWORLD SYSTEMS, INC.             COM NEW           682917307           1703        1660SH              Sole     X
ON2.COM INC.                       COM               68338A107           8589      185300SH              Sole     X
ONYX SOFTWARE CORP.                COM               683402101           1803      122100SH              Sole     X
OPEN MARKET INC.                   COM               68370M100             22      261100SH              Sole     X
OPTICAL CABLE CORP.                COM               683827109            101      150000SH              Sole     X
OPTICAL COATING LAB, INC.          COM               683829105           5712      102166SH              Sole     X
ORACLE CORPORATION                 COM               68389X105            342    22609355SH              Sole     X
OPTIKA IMAGING SYSTEMS             COM               683973101           4487       22800SH              Sole     X
ORBITAL SCIENCECORP                COM               685564106           2643      354400SH              Sole     X
ORGANOGENESIS, INC.                COM               685906109           1331      254376SH              Sole     X
OREGON TRAIL FINANCIAL             COM               685932105              0       70200SH              Sole     X
OREGON STEEL MILLS, INC.           COM               686079104            300      214580SH              Sole     X
O'REILLY AUTOMOTIVE, INC.          COM               686091109           1677      399500SH              Sole     X
ORIENTAL FINANCIAL GROUP           COM               68618W100            687       81732SH              Sole     X
ORIOLE HOMES CORP. CL B            CL B              686264201           2303       19300SH              Sole     X
ORPHAN MEDICAL, INC.               COM               687303107          11241       19500SH              Sole     X
ORTEL CORP.                        COM               68749W102             34       47600SH              Sole     X
ORTHOLOGIC CORP.                   COM               68750J107           4225      133600SH              Sole     X
ORTHODONTIC CENTERS                COM               68750P103           2285      375900SH              Sole     X
OSHKOSH B GOSH, INC. CLAS          CL A              688222207          21180      125500SH              Sole     X
OSHKOSH TRUCK CORP.                COM               688239201          55469       45400SH              Sole     X
OSICOM TECHNOLOGIES, INC.          COM PAR $0.30     688271501           5440           1SH              Sole     X
OSMONICS, INC.                     COM               688350107           1343       32600SH              Sole     X
OSTEOTECH, INC.                    COM               688582105           1914      125350SH              Sole     X
OTTAWA FINANCIAL CORP.             COM               689389104           1383       37929SH              Sole     X
OTTER TAIL POWER CO.               COM               689648103            284       61400SH              Sole     X
OUTBACK STEAKHOUSE                 COM               689899102           2625      433391SH              Sole     X
OUTLOOK GROUP CORP.                COM               690113105           5070        8000SH              Sole     X
OVERSEAS SHIPHLDING GROUP          COM               690368105          90445      285210SH              Sole     X
OWENS & MINOR INC HLDG CO          COM               690732102         115772      255687SH              Sole     X
OWENS CORNING                      COM               69073F103           2236     1096691SH              Sole     X
OWENS ILLINOIS, INC.               COM NEW           690768403         193130     2213229SH              Sole     X
OXFORD HLTH PLN                    COM               691471106          30877      428790SH              Sole     X
OXFORD INDUSTRIES, INC.            COM               691497309            893       67800SH              Sole     X
OXIGENE INC                        COM               691828107              1      122500SH              Sole     X
PC CONNECTION INC.                 COM               69318J100           1600       40100SH              Sole     X
PCD INC.                           COM               69318P106           2059       42000SH              Sole     X
PC-TEL INC L                       COM               69325Q105           1437       50000SH              Sole     X
P-COM, INC.                        COM               693262107            478      573300SH              Sole     X
PECO ENERGY CORP.                  COM               693304107          20464     2602725SH              Sole     X
PG&E CORP                          COM               69331C108            184     5647391SH              Sole     X
PFF BANCORP, INC.                  COM               69331W104         195633      115400SH              Sole     X
PE CORP-PE BIOSYSTEMS              COM PE BIO GRP    69332S102          55830     1605233SH              Sole     X
PE CORP.-CELERA GENOMICS           CELERA GEN GRP    69332S201         150511      207228SH              Sole     X
P.F. CHANG'S CHINA BISTRO          COM               69333Y108             95       35900SH              Sole     X
PHP HEALTHCARE CORP.               COM               693344103           9753       36100SH              Sole     X
PICO HOLDINGS INC.                 COM NEW           693366205           6936      129967SH              Sole     X
PLX TECHNOLOGY                     COM               693417107            494      108700SH              Sole     X
PMA CAPITAL CORP CL A              CL A              693419202           1398       72300SH              Sole     X
PMC CAPITAL INC.                   COM               693430100            418       58800SH              Sole     X
THE PMI GROUP INC.                 COM               69344M101           4959      419244SH              Sole     X
PMR CORPORATION                    COM               693451106          62422       56500SH              Sole     X
PNC BANK CORP.                     COM               693475105           1880     4396257SH              Sole     X
PP&L RESOURCES INC.                COM               693499105            269     2440673SH              Sole     X
PPG INDUSTRIES, INC.               COM               693506107           4081     2405776SH              Sole     X
PRT GROUP INC.                     COM               693579104           9926       43300SH              Sole     X
PRI AUTOMATION, INC.               COM               69357H106            556      145300SH              Sole     X
PS BUSINESS PARKS, INC.            COM               69360J107           3172      304900SH              Sole     X
PS GROUP HOLDINGS INC.             COM               693622102             56       43900SH              Sole     X
PSW TECHNOLOGIES                   COM               69364J103           5858       70100SH              Sole     X
PVF CAPITAL CORP.                  COM               693654105           8890       35739SH              Sole     X
PSS WORLD MEDICAL, INC.            COM               69366A100          15166      525492SH              Sole     X
PACCAR, INC.                       COM               693718108           5119     1408682SH              Sole     X
PAC-WEST TELECOM. INC.             COM               69371Y101          24995       70940SH              Sole     X
PACIFIC BANK N.A.                  COM NEW           694026204            589        9700SH              Sole     X
PACIFIC CAPITAL BANCORP            COM               69404P101          83185      132700SH              Sole     X
PACIFIC CENTURY FINL CORP          COM               694058108           6770      531182SH              Sole     X
PACIFIC CREST CAPITAL INC          COM               694166109          37018       43645SH              Sole     X
PACIFIC GATEWAY EXCHANGE           COM               694327107           2443      185900SH              Sole     X
PACIFIC GATEWAY                    COM               694330101           6639        5600SH              Sole     X
PACIFIC GULF PROPS REIT            COM               694396102           3114      289300SH              Sole     X
PACIFIC SUNWEAR OF CALIF.          COM               694873100            167      278906SH              Sole     X
PACIFICARE HLTH SYS. INC.          COM               695112102           5211      286160SH              Sole     X
PACKETEER. INC.                    COM               695210104              7       72100SH              Sole     X
PACTIV CORP.                       COM               695257105           2188     2352462SH              Sole     X
PAGING NETWORK INC.                COM               695542100         120118      724400SH              Sole     X
PAINEWEBBER GROUP                  COM               695629105           2944     2143254SH              Sole     X
PAIRGAIN TECHNOLOGIES INC          COM               695934109           1854      477200SH              Sole     X
PALL CORP.                         COM               696429307           6245     1716761SH              Sole     X
PALM HARBOR HOMES                  COM               696639103            746      135729SH              Sole     X
PANAMSAT CORP. (NEW)               COM               697933109          16356      111817SH              Sole     X
PAN PACIFIC RETAIL PPTYS           COM               69806L104           2021      190900SH              Sole     X
PANERA BREAD CO.                   CL A              69840W108          79039       21500SH              Sole     X
PAPA JOHN'S INTL INC.              COM               698813102            313      199943SH              Sole     X
PARACELSUS HEALTHCARE COR          COM               698891108           2402       15000SH              Sole     X
PARADYNE NETWORKS                  COM               69911G107           4493       80300SH              Sole     X
PARAMETRIC TECHNOLOGY COR          COM               699173100             29     4438532SH              Sole     X
PAREXEL INTERNATIONAL              COM               699462107            321      249200SH              Sole     X
PARK ELECTROCHEMICAL CORP          COM               700416209           3029       69800SH              Sole     X
PARK NATIONAL CORP.                COM               700658107            773       65050SH              Sole     X
PARK-OHIO HOLDINGS CORP.           COM               700666100            504       75509SH              Sole     X
PARK PLACE ENTERTAINMENT           COM               700690100          10192     1308483SH              Sole     X
PARKER DRILLING CO.                COM               701081101           3153      633900SH              Sole     X
PARKER HANNIFIN CORP               COM               701094104            160     1540353SH              Sole     X
PARKERVISION, INC.                 COM               701354102           3972       78100SH              Sole     X
PARKWAY PROPERTIES INC.            COM               70159Q104           2282      155950SH              Sole     X
PARTY CITY CORP.                   COM               702145103         157741       28800SH              Sole     X
THE PATHWAYS GROUP, INC.           COM               70321D106           7919      135200SH              Sole     X
PATHOGENESIS CORP.                 COM               70321E104           1494      141300SH              Sole     X
PATINA OIL & GAS COMMON            COM               703224105            548       89668SH              Sole     X
PATRIOT BANK CORP.                 COM               70335P103            236       46875SH              Sole     X
PATTERSON DENTAL CO.               COM               703412106           1717      239100SH              Sole     X
PATTERSON ENERGY INC.              COM               703414102            289      242500SH              Sole     X
PAUL-SON GAMING CORP               COM               703578104            405       35500SH              Sole     X
PAXAR CORP.                        COM               704227107           3015      470756SH              Sole     X
PAXSON COMMUNICATIONS              COM               704231109           8328      191200SH              Sole     X
PAYCHEX, INC.                      COM               704326107           5428     3943521SH              Sole     X
PAYLESS SHOESOURCE, INC.           COM               704379106            393      168494SH              Sole     X
PCORDER.COM, INC.                  CL A              70453H107           1282       29300SH              Sole     X
PEAPOD, INC.                       COM               704718105            176       63500SH              Sole     X
PEDIATRIX MEDICAL GROUP            COM               705324101            637      245300SH              Sole     X
PEEKSKILL FINANCIAL CORP.          COM               705385102              5       22700SH              Sole     X
PEERLESS SYSTEMS                   COM               705536100            161       52200SH              Sole     X
PEGASYSTEMS INC.                   COM               705573103            327      268000SH              Sole     X
PEGASUS COMMUNICATIONS             CL A              705904100             58       85200SH              Sole     X
PEGASUS SYSTEMS INC.               COM               705906105          71095       90000SH              Sole     X
PENFORD CORP.                      COM               707051108            644       74300SH              Sole     X
PENN ENGINEERING & MFG. C          CL A              707389102           3007        8300SH              Sole     X
PENN ENGINEERING & MFG             COM NON VTG       707389300           6080       27500SH              Sole             X
PENN TRAFFIC CO                    COM NEW           707832200           6652         509SH              Sole     X
PENN TREATY AMERICAN CORP          COM               707874103           5538       10200SH              Sole     X
PENN VIRGINIA CORP.                COM               707882106           2325       19500SH              Sole     X
PENNCORP FINANCIAL GROUP           COM               708094107            473      141700SH              Sole     X
J.C. PENNEY CO., INC.              COM               708160106            114     3565908SH              Sole     X
PENNFED FINANCIAL SVCS             COM               708167101           3602       42600SH              Sole     X
PENNSYLVANIA REIT                  SH BEN INT        709102107             97      206500SH              Sole     X
PENNZOIL-QUAKER STATE CO.          COM               709323109          16338      596823SH              Sole     X
PENTAIR, INC.                      COM               709631105           6799      172778SH              Sole     X
PENTON MEDIA, INC. CL. A           COM               709668107           1031      230750SH              Sole     X
PENWEST PHARMACEUTICALS            COM               709754105          93475      152449SH              Sole     X
PEOPLES BANCSHARES INC.            COM               709795108           8265       27000SH              Sole     X
PEOPLES BANCTRUST CO. INC          COM               709796106           8314        8100SH              Sole     X
PEOPLES BANK BRIDGEPORT            COM               710198102         811358      170500SH              Sole     X
PEOPLES BANCORP OF NC              COM               710577107           1842        6610SH              Sole     X
PEOPLES ENERGY CORP.               COM               711030106             20      487699SH              Sole     X
PEOPLES HERITAGE FINL SV.          COM               711147108          20153      451416SH              Sole     X
PEOPLES HOLDING CO.                COM               711148106           2487       35700SH              Sole     X
PEOPLESOFT, INC.                   COM               712713106           1043     4385914SH              Sole     X
PEP BOYS (MANNY, MOE & JA          COM               713278109             27      905789SH              Sole     X
PEPSI BOTTLING GROUP, INC          COM               713409100            266      502000SH              Sole     X
PEPSICO, INC.                      COM               713448108            149    23017258SH              Sole     X
PER-SE TECHNOLOGIES, INC.          COM NEW           713569309          34574      219119SH              Sole     X
PERCEPTRON INC.                    COM               71361F100           4733        5000SH              Sole     X
PEREGRINE SYSTEMS, INC.            COM               71366Q101           3874      243907SH              Sole     X
PERFORMANCE FOOD GROUP             COM               713755106           1420      102050SH              Sole     X
PERFICIENT, INC.                   COM               71375U101           2768       81831SH              Sole     X
PERFUMANIA INC                     COM               713766103           1045        8000SH              Sole     X
PERICOM SEMICONDUCTOR CO           COM               713831105           1736       10100SH              Sole     X
PERINI CORP.                       COM               713839108            609       38400SH              Sole     X
PERKINELMER, INC.                  COM               714046109           1147      829371SH              Sole     X
PEROT SYSTEMS CORP.                CL A              714265105           6417      249100SH              Sole     X
PERRIGO CO.                        COM               714290103           3489      484310SH              Sole     X
PERSISTENCE SOFTWARE, INC          COM               715329108         294796       63100SH              Sole     X
PERSONNEL GROUP OF AMER            COM               715338109        1992371      273400SH              Sole     X
PERVASIVE SOFTWARE                 COM               715710109           2798       61700SH              Sole     X
PETCO ANIMAL SUPPLIES              COM               716016100           1065      116730SH              Sole     X
PETROCORP, INC.                    COM               71645N101           2061      104800SH              Sole     X
PETROLEUM HELICOPTERS, IN          COM NON VTG       716604202          74529      117600SH              Sole             X
PETSMART INC.                      COM               716768106           2326     1115950SH              Sole     X
PHARMACYCLICS INC.                 COM               716933106           6489       84577SH              Sole     X
PHARMACIA & UPJOHN, INC.           COM               716941109         783168     6551026SH              Sole     X
PFIZER, INC.                       COM               717081103           1315    61421852SH              Sole     X
PHARM. PRODUCT DEVEL.              COM               717124101         176592      235624SH              Sole     X
PHARMACEUTICAL RESOURC             COM               717125108           2366      215788SH              Sole     X
PHARMACOPEIA INC.                  COM               71713B104            444       91100SH              Sole     X
PHELPS DODGE CORP.                 COM               717265102           2743     1110297SH              Sole     X
PHILADELPHIA CONS HLDG CO          COM               717528103           3009      160400SH              Sole     X
PHILADELPHIA SUBURBAN              COM PAR $0.50     718009608          20911      313690SH              Sole     X
PHILIP MORRIS COS., INC.           COM               718154107           6964    33775439SH              Sole     X
PHILLIPS INT'L REALTY CO.          COM               718333107            799       80000SH              Sole     X
PHILLIPS PETROLEUM CO.             COM               718507106           1612     3757279SH              Sole     X
PHILLIPS-VAN HEUSEN CORP.          COM               718592108           8118      284593SH              Sole     X
PHOENIX INTERNATIONAL LTD          COM               719078107           5790      114500SH              Sole     X
PHOENIX INVESTMENT PARTN.          COM               719085102           1398      337600SH              Sole     X
PHOENIX TECHNOLOGIES LTD.          COM               719153108           1320      190272SH              Sole     X
PHONE.COM, INC.                    COM               71920Q100            427      180367SH              Sole     X
PHOTRONICS LABS INC.               COM               719405102            412      243300SH              Sole     X
PHYCOR, INC.                       COM               71940F100            127      426375SH              Sole     X
PICTURETEL INC                     COM NEW           720035302           9560      373900SH              Sole     X
PIEDMONT NATURAL GAS, INC          COM               720186105           6008      268376SH              Sole     X
PIER 1 IMPORTS INC.                COM               720279108          38111      908268SH              Sole     X
PIERCING PAGODA, INC.              COM               720773100           3928       92400SH              Sole     X
PILGRIM'S PRIDE CORP.              CL B              721467108           6931      158800SH              Sole     X
PILGRIM'S PRIDE CLASS A            CL A              721467207           4068       66400SH              Sole     X
PILLOWTEX DESIGNS                  COM               721501104         207289       66611SH              Sole     X
PINNACLE GLOBAL GROUP INC          COM               723465100            808       31775SH              Sole     X
PINNACLE HOLDINGS, INC.            COM               72346N101             23      225600SH              Sole     X
PINNACLE SYSTEMS INC.              COM               723481107           7178      147654SH              Sole     X
PINNACLE WEST CAPITAL COR          COM               723484101           3004     1246984SH              Sole     X
PIONEER GROUP, INC.                COM               723684106          12279      249400SH              Sole     X
PIONEER NATURAL RESOURCES          COM               723787107           4486      775466SH              Sole     X
PIONEER STD ELECTRONICS I          COM               723877106           1252      281775SH              Sole     X
PITNEY BOWES, INC.                 COM               724479100          43299     4290590SH              Sole     X
PITT DES MOINES, INC.              COM               724508106           1971       32800SH              Sole     X
PITTSBURGH & W.VA. RAILRO          SH BEN INT        724819107            287        3300SH              Sole     X
PITTSTON BRINK'S GROUP             COM BRINKS GRP    725701106             13      326250SH              Sole     X
PITTSTON BAX GROUP                 COM BAX GROUP     725701882             15      282700SH              Sole     X
PITTWAY CORP. CLASS A              CL A              725790208           2068      274000SH              Sole     X
PIXAR INC.                         COM               725811103           9861      126800SH              Sole     X
PJ AMERICA INC.                    COM               72585Q104           1115       80800SH              Sole     X
PLACER DOME, INC.                  COM               725906101           2700     4027773SH              Sole     X
PLAINS RESOURCES                   COM PAR $0.10     726540503            468      157700SH              Sole     X
PLANAR SYSTEMS                     COM               726900103           3818       43300SH              Sole     X
PLANET HOLLYWOOD INTL INC          CL A              727025108            296      175100SH              Sole     X
PLANET POLYMER TECH                COM               727044109             88        5200SH              Sole     X
PLANETRX.COM, INC.                 COM               727049108           4250      142600SH              Sole     X
PLANTRONICS, INC.                  COM               727493108           9271      137800SH              Sole     X
PLASMA-THERM, INC.                 COM               727900102           1391       91000SH              Sole     X
PLAYERS INTERNATIONAL, IN          COM               727903106           1407      328500SH              Sole     X
PLAYBOY ENTERPRISES CLA            CL A              728117201              0       22850SH              Sole     X
PLAYBOY ENTERPRISES CL B           CL B              728117300           7275      157050SH              Sole     X
PLAYCORE, INC.                     COM               72811G102           7303       37011SH              Sole     X
PLAY BY PLAY TOY & NOVEL           COM               72811K103          15097       52000SH              Sole     X
PLAYTEX PRODUCTS                   COM               72813P100           7195      276400SH              Sole     X
PLEXUS CORP.                       COM               729132100           4385      210700SH              Sole     X
PLIANT SYSTEMS, INC.               COM               729138107          14151      155600SH              Sole     X
PLUG POWER INC.                    COM               72919P103            439       49800SH              Sole     X
PLUMA, INC.                        COM               729272104           2723       19000SH              Sole     X
POGO PRODUCING CO.                 COM               730448107             12      354900SH              Sole     X
POLARIS INDUSTRIES INC.            COM               731068102           1403      201450SH              Sole     X
POLAROID CORP.                     COM               731095105            137      802508SH              Sole     X
POLICY MANAGEMENT SYSTEMS          COM               731108106          12601      281468SH              Sole     X
POLO RALPH LAUREN                  CL A              731572103          23723      257000SH              Sole     X
POLYCOM, INC.                      COM               73172K104          15207      222200SH              Sole     X
POLYMEDICA CORP.                   COM               731738100          22670       19000SH              Sole     X
POLYMER GROUP INC.                 COM               731745105           9889      149200SH              Sole     X
POLYVISION CORP                    COM               731805107           7895        4800SH              Sole     X
POPE & TALBOT, INC.                COM               732827100           2107       87700SH              Sole     X
POPMAIL.CON, INC                   COM               733167100            148       45800SH              Sole     X
POPULAR, INC.                      COM               733174106           8167      451044SH              Sole     X
PORTAL SOFTWARE, INC.              COM               736126103          18128      230600SH              Sole     X
POST PROPERTIES INC. REIT          COM               737464107           2309      397570SH              Sole     X
POTLATCH CORP.                     COM               737628107         120389      508005SH              Sole     X
POTOMAC ELECTRIC POWER CO          COM               737679100           5191      431110SH              Sole     X
POWER INTEGRATIONS, INC.           COM               739276103           5043      164700SH              Sole     X
POWER-ONE, INC.                    COM               739308104              2       46000SH              Sole     X
POWERCERV CORP.                    COM               73931P105           4210       28200SH              Sole     X
POWERWAVE TECHNOLOGIES             COM               739363109           2509      139900SH              Sole     X
POWERTEL INC.                      COM               73936C109           1961      180600SH              Sole     X
PREMIER BANCSHARES, INC.           COM               739909109           9480      169500SH              Sole     X
PRAXAIR INC                        COM               74005P104            382     2392821SH              Sole     X
PREPAID LEGAL SERVICES             COM               740065107           2535      216300SH              Sole     X
PRECISION CASTPARTS CORP.          COM               740189105          11823      192120SH              Sole     X
PRECISION AUTO CARE, INC.          COM               74018R105             16        1600SH              Sole     X
PRECISION RESPONSE CORP.           COM               740314109           3831      173600SH              Sole     X
PREDICTIVE SYSTEMS, INC.           COM               74036W102            190       38300SH              Sole     X
PREMIER NATIONAL BANCORP           COM               74053F107           4666      106341SH              Sole     X
PREMIER PARKS INC.                 COM NEW           740540208           2725      328300SH              Sole     X
PREMIER RESEARCH WRLDWDE           COM               740568100           5468       38900SH              Sole     X
PREMIERE TECHNOLOGIES              COM               74058F102          16071      362200SH              Sole     X
PRENTISS PROPERTIES REIT           SH BEN INT        740706106             92      563000SH              Sole     X
PRESIDENT CASINOS, INC.            COM NEW           740822309          61810       26213SH              Sole     X
PRESIDENTIAL LIFE CORP.            COM               740884101          19940      208500SH              Sole     X
THE PRESLEY COMPANIES              COM               741031108           1532       34500SH              Sole     X
PRESSTEK INC.                      COM               741113104           3978      336300SH              Sole     X
PREVIEW SYSTEMS INC                COM               741379101            190       42000SH              Sole     X
PREVIEW TRAVEL                     COM               74137R101            353      104900SH              Sole     X
PRICE COMMUNICATIONS CORP          COM NEW           741437305           8578      577820SH              Sole     X
PRICE ENTERPRISES INC              COM NEW           741444202             14       12668SH              Sole     X
T. ROWE PRICE                      COM               741477103           2952     1673366SH              Sole     X
PRICELINE.COM INC.                 COM               741503106           2744      420900SH              Sole     X
PRICESMART                         COM               741511109           6230       39100SH              Sole     X
PRIME RETAIL, INC. REIT            COM               741570105           3638      707207SH              Sole     X
PRIME RETAIL CVT PFD               PFD CONV SER B    741570303           8350       16100SH              Sole     X
PRIME BANCSHARES, INC.             COM               74157H108           8049       14700SH              Sole     X
PRIMEDIA  INC.                     COM               74157K101            312      519900SH              Sole     X
PRIMEENERGY CORP.                  COM               74158E104           5735        3000SH              Sole     X
PRIME GROUP REALTY TRUST           SH BEN INT        74158J103            155      194400SH              Sole     X
PRIMEX TECHNOLOGIES, INC.          COM               741597108           2323      132240SH              Sole     X
PRIMARK CORP.                      COM               741903108           4053      224000SH              Sole     X
PRIME HOSPITALITY CO.              COM               741917108           4198      412800SH              Sole     X
PRIMUS TELECOMM GROUP              COM               741929103           2327      218300SH              Sole     X
PRIDE PETROLEUM SERVICES           COM               741932107        2280234      550390SH              Sole     X
PRINCETON VIDEO IMAGE              COM               742476104             28       39000SH              Sole     X
PRISON REALTY TRUST,INC.           COM               74264N105           3416     1132811SH              Sole     X
PRISM FINANIAL CORP.               COM               74264Q108           1578       27600SH              Sole     X
PRIORITY HEALTHCARE CL A           CL B              74264T102            707       80267SH              Sole     X
PRIORITY HEALTHCARE CORP           CL B              74264T102           8756      140050SH              Sole     X
PROBUSINESS SERVICES, INC          COM               742674104            454      116600SH              Sole     X
PROCOM TECHNOLOGY INC.             COM               74270W107          11407       87800SH              Sole     X
PROCTER & GAMBLE CO.               COM               742718109          76045    20812179SH              Sole     X
PROCURENET, INC.                   COM               742804107           9474      186400SH              Sole     X
PRODIGY COMMUNICATIONS             COM               74283P107          34160      176300SH              Sole     X
PROFESSIONAL DETAILING             COM               74312N107              1       52700SH              Sole     X
PROFILE TECHNOLOGIES, INC          COM               743164105            863      101000SH              Sole     X
PROFIT RECOVERY GRP INTL           COM               743168106           7397      329650SH              Sole     X
PROGRESS FINANCIAL CORP.           COM               743266108          13062       35941SH              Sole     X
PROGRESS SOFTWARE CORP.            COM               743312100            419      201000SH              Sole     X
PROGRESSIVE CORP. OF OHIO          COM               743315103            760     1039930SH              Sole     X
PROJECT SOFTWARE & DEVEL           COM               74339P101           3522      170700SH              Sole     X
PROLOGIS TRUST                     SH BEN INT        743410102           4172     1774526SH              Sole     X
PROLONG INTERNATIONAL              COM               743411100           8048        2500SH              Sole     X
PROTECTION ONE INC                 COM               743663304            660      445200SH              Sole     X
PROTECTIVE LIFE CORP.              COM               743674103           2664      232510SH              Sole     X
PROTEIN DESIGN LABS                COM               74369L103         206597      186600SH              Sole     X
PROTOCOL SYSTEMS, INC.             COM               74371R106          14271       46600SH              Sole     X
PROVANT, INC.                      COM               743724106          11143       30100SH              Sole     X
PROVIDENT AMERICAN CORP.           COM               743832107            870      100100SH              Sole     X
PROVIDENT BANKSHARES CORP          COM               743859100            918      240986SH              Sole     X
PROVIDENT FINANCIAL GROUP          COM               743866105          13699      224345SH              Sole     X
PROVIDENT FINANCIAL HLDG.          COM               743868101           4562       40000SH              Sole     X
PROVINCE HEALTHCARE                COM               743977100           4718      140200SH              Sole     X
PROVIDIAN FINANCIAL CORP           COM               74406A102         125756     2268741SH              Sole     X
PROXICOM, INC.                     COM               744282104          33626      114800SH              Sole     X
PROXIM, INC.                       COM               744284100            699      101300SH              Sole     X
PROXYMED PHARMACY, INC.            COM               744290107           1214       89250SH              Sole     X
PSYCHEMEDICS CORP.                 COM               744375106           5915      183556SH              Sole     X
PSINET INC.                        COM               74437C101            332      221842SH              Sole     X
PUBL SERVICE CO. OF NEW M          COM               744499104           3458      280760SH              Sole     X
PUBLIC SERVICE CO OF NC            COM               744516105          17077      146000SH              Sole     X
PUBLIC SERVICE ENTERPRISE          COM               744573106           3017     3612379SH              Sole     X
PUBLIC STORAGE, INC. REIT          COM               74460D109           9983     1482128SH              Sole     X
PUBLICARD, INC.                    COM               744627100            180      106500SH              Sole     X
PUERTO RICAN CEMENT CO.,           COM               745075101            113       35700SH              Sole     X
PUGET SOUND ENERGY INC.            COM               745332106          13986      305314SH              Sole     X
PULASKI FINANCIAL CORP.            COM               745548107          22808       32748SH              Sole     X
PULITZER, INC.                     COM               745769109           1536       85781SH              Sole     X
PULTE CORPORATION                  COM               745867101            917      758999SH              Sole     X
PUMA TECHNOLOGY INC.               COM               745887109            648       23100SH              Sole     X
PURCHASEPRO.COM, INC.              COM               746144104            735       72600SH              Sole     X
QCF BANCORP, INC.                  COM               746924109         137232        7100SH              Sole     X
QMS, INC.                          COM               74726G102        1858281       38617SH              Sole     X
QRS CORPORATION                    COM               74726X105            160      133200SH              Sole     X
QLOGIC                             COM               747277101           3029      142662SH              Sole     X
QAD, INC.                          COM               74727D108           4610      110200SH              Sole     X
QUADRAMED CORP.                    COM               74730W101          10486      105200SH              Sole     X
QUAKER CHEMICAL CORP.              COM               747316107           2645       45500SH              Sole     X
QUAKER CITY BANCORP INC.           COM               74731K106             99       45222SH              Sole     X
QUAKER OATS CO.                    COM               747402105             56     2091154SH              Sole     X
QUALCOMM INC.                      COM               747525103           4444    10550924SH              Sole     X
QUALITY SYSTEMS INC.               COM               747582104            459       20700SH              Sole     X
QUANEX CORP.                       COM               747620102           7388      118800SH              Sole     X
QUANTA SERVICES, INC.              COM               74762E102          10755      163200SH              Sole     X
QUANTUM CORP-DLT&STORAGE           COM DSSG          747906204           4380      693291SH              Sole     X
QUANTUM CORP-HARD DISK             COM HDDG          747906303            195      381200SH              Sole     X
Q MED INC.                         COM               747914109           2888       21400SH              Sole     X
QUEBECOR PRINTING, INC.            SUB VTG           747922102            774        2537SH              Sole     X
QUEENS COUNTY BANCORP INC          COM               748242104          30345      163819SH              Sole     X
QUEPASA.COM, INC.                  COM               74833W107           3808       36200SH              Sole     X
QUEST DIAGNOSTICS, INC.            COM               74834L100            853      241718SH              Sole     X
QUEST SOFTWARE, INC.               COM               74834T103           5080      105439SH              Sole     X
QUESTAR CORP.                      COM               748356102          96681      292010SH              Sole     X
QUESTCOM PHARMACEUTICALS           COM               74835Y101           9797      156000SH              Sole     X
QUIKSILVER, INC.                   COM               74838C106            462      186350SH              Sole     X
QUINTEL COMMUNICATIONS             COM               748762101          12311       86000SH              Sole     X
QUINTILES TRANSNATIONAL            COM               748767100           4320     1623794SH              Sole     X
QUINTUS CORP.                      COM               748798105           5616       83000SH              Sole     X
QUOKKA SPORTS, INC.                COM               749077103           5980       65000SH              Sole     X
QUORUM HEALTH GROUP,INC.           COM               749084109           3009      545450SH              Sole     X
QWEST COMMUNICATIONS               COM               749121109            489     2248384SH              Sole     X
R & B FALCON CORP.                 COM               74912E101           1421      739424SH              Sole     X
R & G FINANCIAL CORP               CL B              749136107           3963       40200SH              Sole     X
RCN CORPORATION                    COM               749361101          24774      253827SH              Sole     X
RFS HOTEL INVESTORS REIT           COM               74955J108            914      413900SH              Sole     X
R.H. DONNELLY CORP.                COM NEW           74955W307           1118      297522SH              Sole     X
RGS ENERGY GROUP                   COM               74956K104            320      290800SH              Sole     X
R.L.I. CORP.                       COM               749607107          15173       88506SH              Sole     X
RMI.NET INC.                       COM               74961K107            357       58800SH              Sole     X
RPC INC.                           COM               749660106          15137      247200SH              Sole     X
RPM INC. (OHIO)                    COM               749685103           1804      388967SH              Sole     X
RSA SECURITY INC.                  COM               749719100           8381      319660SH              Sole     X
RTI INTERNATIONAL METALS           COM               74973W107           1429      121900SH              Sole     X
RWD TECHNOLOGIES, INC.             COM               74975B101           4720      107800SH              Sole     X
RMH TELESERVICES, INC.             COM               749938106           1310       50700SH              Sole     X
RF MICRO DEVICES, INC.             COM               749941100            372      221700SH              Sole     X
RACING CHAMPIONS CORP.             COM               750069106           2558       80500SH              Sole     X
RADIAN GROUP, INC.                 COM               750236101            600      317009SH              Sole     X
RADIANT SYSTEMS INC.               COM               75025N102           1596       44900SH              Sole     X
RADIO ONE, INC.                    CL A              75040P108           4363       91100SH              Sole     X
RADIO UNICA CORP                   COM               75040Q106           7444       49500SH              Sole     X
RADISYS CORP.                      COM               750459109         140679       92550SH              Sole     X
RAILTEX, INC.                      COM               750766107            765       73300SH              Sole     X
RAINBOW RENTALS, INC.              COM               750857104            216       51800SH              Sole     X
RAINBOW TECHNOLOGIES, INC          COM               750862104           2240      110000SH              Sole     X
RAINFOREST CAFE, INC.              COM               75086K104           8487      151150SH              Sole     X
RAINMAKER SYSTEMS, INC.            COM               750875106          23321       78800SH              Sole     X
RAMBUS INC.                        COM               750917106           7074       64700SH              Sole     X
RALCORP HLDGS                      COM               751028101          10517      373390SH              Sole     X
RALSTON -  PURINA                  COM RAL-PUR GP    751277302           4020     5046792SH              Sole     X
RAMCO GERSHENSON PROP              COM SH BEN INT    751452202            301       60600SH              Sole     X
RAMTRON INTERNATIONAL              COM NEW           751907304          20906       32360SH              Sole     X
RARE HOSPITALITY INTL INC          COM               753820109         102288      103500SH              Sole     X
RARE MEDIUM GROUP, INC.            COM               75382N109          14105      248700SH              Sole     X
RATIONAL SOFTWARE CORP.            COM NEW           75409P202           2307      474727SH              Sole     X
RAYMOND JAMES FINANCIAL,           COM               754730109          14377      378549SH              Sole     X
RAYONIER INC.                      COM               754907103             50      217681SH              Sole     X
RAYOVAC CORP                       COM               755081106          27364      213000SH              Sole     X
RAYTEL MEDICAL CORP.               COM               755107109           8632       98200SH              Sole     X
RAYTHEON CO. CLASS A               CL A              755111309          11199      842545SH              Sole     X
RAYTHEON CO. CLASS B               CL B              755111408           3705     3850848SH              Sole     X
RAZORFISH INC.                     CL A              755236106          40623      148275SH              Sole     X
READ RITE CORP.                    COM               755246105          21365      485700SH              Sole     X
READER'S DIGEST ASSN. INC          CL A NON VTG      755267101             93      491506SH              Sole     X
READER'S DIGEST CL B               CL B              755267200            279        1900SH              Sole     X
REALNETWORKS, INC                  COM               75605L104           1801      225795SH              Sole     X
REALTY INCOME CORP. REIT           COM               756109104           8209      418500SH              Sole     X
RECKSON ASSOC REALTY REIT          COM               75621K106           4441      546300SH              Sole     X
RECKSON ASSOCIATES CL B            CL B              75621K304           1974      161089SH              Sole     X
RED HAT, INC.                      COM               756577102           5193      192300SH              Sole     X
REDBACK NETWORKS INC.              COM               757209101          15904      120368SH              Sole     X
REDHOOK ALE BREWERY INC.           COM               757473103          76812       41900SH              Sole     X
REDWOOD EMPIRE BANCORP             COM               757897103             28       14600SH              Sole     X
REDWOOD TRUST INC.                 COM               758075402              3      144100SH              Sole     X
REEBOK INTERNATIONAL LTD.          COM               758110100             15     1002603SH              Sole     X
REGAL-BELOIT CORP.                 COM               758750103           1660      215300SH              Sole     X
REGENERON PHARMACEUTICAL           COM               75886F107           5112      154800SH              Sole     X
REGIS CORP-NEW                     COM               758932107           3419      275111SH              Sole     X
REGENCY REALTY CORP. REIT          COM               758939102           3865      795200SH              Sole     X
REGIONS FINANCIAL CORP             COM               758940100           3757     3057212SH              Sole     X
REHABILICARE, INC.                 COM               758944102          94043        6880SH              Sole     X
REGENT ASSISTED LIVING             COM               758949101          13293        1500SH              Sole     X
REGISTRY MAGIC INC.                COM               75913K103           2502        4900SH              Sole     X
REHABCARE CORPORATION              COM               759148109          10606       78600SH              Sole     X
REINSURANCE GROUP                  COM               759351109            148      184225SH              Sole     X
RELIANCE BANCORP INC.              COM               759451107            948       99100SH              Sole     X
RELIANCE GROUP                     COM               759464100           2508      578000SH              Sole     X
RELIANCE STEEL & ALUMINUM          COM               759509102            846      160300SH              Sole     X
RELIANT ENERGY, INC.               COM               75952J108           9478     4111148SH              Sole     X
RELIASTAR FINANCIAL CORP           COM               75952U103           3000      339207SH              Sole     X
REMEC INC.                         COM               759543101           1295       98100SH              Sole     X
REMEDY CORP.                       COM               759548100            607      223863SH              Sole     X
REMINGTON OIL & GAS CORP           COM               759594302             55       38200SH              Sole     X
RENEX CORP.                        COM               759683105           3250      101800SH              Sole     X
RENAISSANCE WORLDWIDE              COM               75968A109            130      340100SH              Sole     X
REPUBLIC BANK                      COM               759929102           1143       67700SH              Sole     X
RENAL CARE GROUP, INC.             COM               759930100         111027      405465SH              Sole     X
RENT-A-CENTER                      COM               76009N100           3034      151400SH              Sole     X
RENT-WAY, INC.                     COM               76009U104           8037       69300SH              Sole     X
RENTRAK CORP.                      COM               760174102           1000       86000SH              Sole     X
REPUBLIC BANCORP, INC              CL A              760281204           1116        6400SH              Sole     X
REPUBLIC BANCORP                   COM               760282103            463      267666SH              Sole     X
REPUBLIC FIRST BANCORP             COM               760416107             71       25030SH              Sole     X
REPUBLIC GROUP, INC.               COM               760473108            344       75600SH              Sole     X
REPUBLIC NEW YORK CORP.            COM               760719104           4818     1542044SH              Sole     X
REPUBLIC SECURITY FINL             COM               760758102            219      424016SH              Sole     X
REPUBLIC SERVICES, INC.            COM               760759100            848      559073SH              Sole     X
RESEARCH FRONTIERS INC.            COM               760911107            302       67500SH              Sole     X
RES-CARE INC                       COM               760943100           1148       87500SH              Sole     X
RESTORATION HARDWARE               COM               760981100             59       67900SH              Sole     X
RESEARCH PARTNERS INT'L            COM               761013101           1819       23700SH              Sole     X
RESMED INC.                        COM               761152107            212      115400SH              Sole     X
RESORTQUEST INTERNATIONAL          COM               761183102             34       52200SH              Sole     X
RESOURCE AMERICA                   CL A              761195205           9308      107700SH              Sole     X
RESOURCE ASSET INVESTMENT          COM               761196104           2140       27900SH              Sole     X
RESOURCE BANCSHARES MTG.           COM               761197102           3070      253300SH              Sole     X
RESOURCE PHOENIX.COM               CL A              76122L106           7674        3000SH              Sole     X
RESPIRONICS, INC.                  COM               761230101          67284      228257SH              Sole     X
RESPONSE ONCOLOGY, INC             COM PAR $0.01     761232305           8231      188803SH              Sole     X
RESPONSE USA                       COM NEW           761235506           6594       33400SH              Sole     X
RETEK INC.                         COM               76128Q109           3642      123700SH              Sole     X
REVLON, INC. CLASS A               CL A              761525500           3298      269600SH              Sole     X
REXALL SUNDOWN, INC.               COM               761648104           1332      297700SH              Sole     X
REYNOLDS & REYNOLDS CL A           CL A              761695105            202      341060SH              Sole     X
REYNOLDS METALS CO.                COM               761763101            489      878090SH              Sole     X
R.J. REYNOLDS TOBACCO              COM               76182K105            482      466986SH              Sole     X
RHYTHMS NETCONNECTIONS             COM               762430205            680      212725SH              Sole     X
RICHMOND COUNTY FINL CORP          COM               764556106          39431      201650SH              Sole     X
RIGGS NATIONAL CORP.               COM               766570105            685      250100SH              Sole     X
RIGHT MANAGEMENT                   COM               766573109           3786      115800SH              Sole     X
THE RIGHT START, INC.              COM NEW           766574206           1448        9600SH              Sole     X
RIGHTCHOICE MANAGED CARE           CL A              76657K101          11878       42500SH              Sole     X
RIMAGE CORP.                       COM               766721104            409       30100SH              Sole     X
RISK CAPITAL HOLDINGS INC          COM               767711104           1838       53900SH              Sole     X
RITE AID CORP.                     COM               767754104         126292     3524519SH              Sole     X
RIVIANA FOODS INC.                 COM               769536103            102       38600SH              Sole     X
ROADWAY EXPRESS INC.               COM               769742107           3485      175058SH              Sole     X
ROBBINS & MYERS, INC.              COM               770196103         124104       63978SH              Sole     X
ROBERT HALF INTERNATIONAL          COM               770323103            325      415872SH              Sole     X
ROCHESTER MEDICAL CORP.            COM               771497104           3615       57450SH              Sole     X
ROCK-TENN CO.                      CL A              772739207           6002      124610SH              Sole     X
ROCKWELL INTERNATIONAL CO          COM               773903109           4523     2637963SH              Sole     X
ROCKY MOUNTAIN CHOC FACT           COM PAR $0.03     774678403           9703       19500SH              Sole     X
ROGERS CORP.                       COM               775133101           5828       91100SH              Sole     X
ROHM & HAAS CO                     COM               775371107          14401     3050184SH              Sole     X
ROHN INDUSTRIES INC.               COM               775381106              0      113000SH              Sole     X
ROLLINS, INC.                      COM               775711104            132      240990SH              Sole     X
ROLLINS TRUCK LEASING              COM               775741101            743      502824SH              Sole     X
ROMAC INTERNATIONAL INC.           COM               775835101          19054      336593SH              Sole     X
ROPER INDS INC NEW                 COM               776696106          28413      256600SH              Sole     X
ROSLYN BANCORP INC.                COM               778162107           1603      315026SH              Sole     X
ROSS STORES, INC.                  COM               778296103        1602590      802840SH              Sole     X
ROSS TECHNOLOGY INC.               COM               778304105            102      138800SH              Sole     X
THE ROTTLUND CO.                   COM               779077106             20       50300SH              Sole     X
ROUGE INDUSTRIES INC               CL A              779088103           6186       94400SH              Sole     X
ROUSE CO. REIT                     COM               779273101           4404      896650SH              Sole     X
ROWAN COS., INC.                   COM               779382100            113     1310092SH              Sole     X
ROYAL APPLIANCE MANUFACTU          COM               780076105            738      328800SH              Sole     X
ROYAL DUTCH PETRO ADR              NY REG GLD1.25    780257804           1412    26516476SH              Sole     X
ROYAL GOLD INC                     COM               780287108           3381       28000SH              Sole     X
ROYAL PRECISION INC                COM               780921102           9778        7800SH              Sole     X
RUBY TUESDAY                       COM               781182100           3388      340098SH              Sole     X
RUDDICK CORP.                      COM               781258108          27545      284110SH              Sole     X
RURAL/METRO CORP.                  COM               781748108           2579       26500SH              Sole     X
RUSH ENTERPRISES INC.              COM               781846100           3828       50900SH              Sole     X
RURAL CELLULAR CORP                CL A              781904107            522       15600SH              Sole     X
RUSS BERRIE, INC.                  COM               782233100           4691      128800SH              Sole     X
RUSSELL CORP.                      COM               782352108        2643553      583760SH              Sole     X
RYAN'S FAMILY STEAK HOUSE          COM               783519101             39      398615SH              Sole     X
RYDER SYSTEM, INC.                 COM               783549108            230     1127170SH              Sole     X
RYERSON TULL, INC.                 COM               78375P107          27488      132681SH              Sole     X
RYLAND GROUP, INC.                 COM               783764103           5809      166000SH              Sole     X
S&K FAMOUS BRANDS INC              COM               783774102           1281       88000SH              Sole     X
S & T BANCORP INC                  COM               783859101           1632      202300SH              Sole     X
SBC COMMUNICATIONS                 COM               78387G103          21604    54226725SH              Sole     X
SCB COMPUTER TECHNOLOGY            COM               78388N107            344       12400SH              Sole     X
SCC COMMUNICATIONS CORP.           COM               78388X105           8696       39200SH              Sole     X
SCI SYSTEMS, INC.                  COM               783890106            854      334460SH              Sole     X
SCM MICROSYSTEMS INC               COM               784018103           6310       90855SH              Sole     X
SCP POOL CORP.                     COM               784028102            130       49400SH              Sole     X
SCPIE HOLDINGS INC.                COM               78402P104            265       50800SH              Sole     X
SDL INC.                           COM               784076101           3463       99100SH              Sole     X
SEEC INC.                          COM               784110108           7515       51500SH              Sole     X
SEI INVESTMENT COMPANY             COM               784117103         105157       73063SH              Sole     X
SEMCO ENERGY INC                   COM               78412D109           3425       72285SH              Sole     X
SFX ENTERTMNT. INC. CL A           CL A              784178105            410      174362SH              Sole     X
SI HANDLING SYSTEMS, INC.          COM               784255101            232       13600SH              Sole     X
SJNB FINANCIAL CORP.               COM               784273104           3957        8700SH              Sole     X
SJW CORP.                          COM               784305104           2005       28800SH              Sole     X
SL GREEN REALTY CORP               COM               78440X101            214      345500SH              Sole     X
SLM HOLDING CORP                   COM               78442A109          11741     2488924SH              Sole     X
SLI, INC.                          COM               78442T108          18271      252553SH              Sole     X
SM&A CORPORATION                   COM               784432106           7389       67000SH              Sole     X
SMC CORP.                          COM               784460107           1205       59300SH              Sole     X
SPS TECHNOLOGIES, INC.             COM               784626103            524      123900SH              Sole     X
SPSS, INC.                         COM               78462K102            422       79400SH              Sole     X
SOS STAFFING SERVICES              COM               78462X104             12       48800SH              Sole     X
SPX CORP.                          COM               784635104           8687      145289SH              Sole     X
S1 CORPORATION                     COM               78463B101          44927      233867SH              Sole     X
S3 INC.                            COM               784849101             31      639080SH              Sole     X
SVI HOLDINGS, INC.                 COM               784872103          22721      100400SH              Sole     X
SPR, INC.                          COM               784922106             19       85500SH              Sole     X
S.Y. BANCORP INC.                  COM               785060104           5369       19300SH              Sole     X
SABRATEK CORP.                     COM               78571U108            202      153900SH              Sole     X
SABRE GROUP HOLDINGS INC.          CL A              785905100           4946      169500SH              Sole     X
SAFECO                             COM               786429100         256146     1806122SH              Sole     X
SAFEGUARD HEALTH ENT., IN          COM               786444109            670       49600SH              Sole     X
SAFEGUARD SCIENTIFICS, IN          COM               786449108           4023      140200SH              Sole     X
SAFESCIENCE, INC.                  COM               786452102           5742        1600SH              Sole     X
SAFESKIN CORP.                     COM               786454108           1501      442800SH              Sole     X
SAFETY FIRST INC                   COM               786475103           7826       26900SH              Sole     X
SAFETY-KLEEN CORP                  COM NEW           78648R203          38469      437238SH              Sole     X
SAFEWAY, INC.                      COM NEW           786514208           2256     7202697SH              Sole     X
SAGA COMMUNICATIONS, INC.          CL A              786598102         110184       33093SH              Sole     X
SAGA SYSTEMS, INC.                 COM               786610105          10311      201800SH              Sole     X
SAGENT TECHNOLOGY, INC.            COM               786693101           1174      191800SH              Sole     X
ST. FRANCIS CAPITAL CORP.          COM               789374105            804       80600SH              Sole     X
THE ST. JOE COMPANY                COM               790148100           2108      321897SH              Sole     X
ST. JUDE MEDICAL, INC.             COM               790849103            296     1253573SH              Sole     X
ST MARY LAND & EXPLORATIO          COM               792228108           1144       91140SH              Sole     X
ST. PAUL COMPANIES, INC.           COM               792860108           6194     3270777SH              Sole     X
SAKS, INC.                         COM               79377W108            516      662543SH              Sole     X
SALESLOGIX CORP.                   COM               79466P105          17017       28600SH              Sole     X
SALIENT 3 COMMUNICATIONS           CL A              794721100           1029      114800SH              Sole     X
SALTON, INC.                       COM               795757103          24877       63050SH              Sole     X
SAMES CORP.                        COM               79587E104           3284       19150SH              Sole     X
SAMSONITE CORP.                    COM               79604V105              4      196839SH              Sole     X
SANCHEZ COMPUTER ASSOC.            COM               799702105           2813      150382SH              Sole     X
SANDERSON FARMS, INC.              COM               800013104              0       60250SH              Sole     X
SANDISK CORP.                      COM               80004C101           7382      176800SH              Sole     X
SANDY SPRING BANCORP, INC          COM               800363103          24396       38100SH              Sole     X
SANMINA CORP.                      COM               800907107         318668      249079SH              Sole     X
SANGSTAT MEDICAL CORP.             COM               801003104            718      110400SH              Sole     X
SANTA BARBARA RESTAURANT           COM               801378100           1270        2300SH              Sole     X
SANTA CRUZ OPERATION INC           COM               801833104           2732       92600SH              Sole     X
SANTA FE PACIFIC CORP.             COM               802183103          16408           0SH              Sole     X
SANTA FE SNYDER CORP               COM               80218K105          10077      922700SH              Sole     X
SAPIENT CORP.                      COM               803062108              8      173100SH              Sole     X
SARA LEE CORP.                     COM               803111103           2639    14443867SH              Sole     X
SATCON TECHNOLOGY CORP.            COM               803893106           2022       86000SH              Sole     X
SAUER INC.                         COM               804137107             10      140100SH              Sole     X
SAUL CENTERS, INC. REIT            COM               804395101         980941      194300SH              Sole     X
SAWTEK INC.                        COM               805468105             40      246500SH              Sole     X
SCANA CORP.                        COM               805898103         428996      374940SH              Sole     X
SCHEID VINEYARDS, INC.             CL A              806403101            410        2300SH              Sole     X
HENRY SCHEIN INC.                  COM               806407102           7430      198214SH              Sole     X
SCHEIN PHARMACEUTICAL              COM               806416103           2874      166800SH              Sole     X
SCHERER HEALTH                     COM               806530101            430        3200SH              Sole     X
SCHERING-PLOUGH CORP.              COM               806605101           4870    23251939SH              Sole     X
SCHICK TECHNOLOGIES                COM               806683108         498827       40000SH              Sole     X
SCHLUMBERGER LTD.                  COM               806857108           2372     7626596SH              Sole     X
SCHNITZER STEELINDUSTRIES          CL A              806882106            643       21600SH              Sole     X
SCHOLASTIC CORP.                   COM               807066105          17710      119480SH              Sole     X
SCHOOL SPECIALTY, INC.             COM               807863105          59966      190020SH              Sole     X
SCHULER HOMES INC                  COM               808188106           2466       66100SH              Sole     X
SCHULMAN, A., INC.                 COM               808194104           1037      298525SH              Sole     X
CHARLES SCHWAB CORP.               COM               808513105           3403    12998746SH              Sole     X
SCHWEITZER-MAUDUIT INT'L           COM               808541106            380      176487SH              Sole     X
SCICLONE PARM                      COM               80862K104           3382      104900SH              Sole     X
SCIENT CORP.                       COM               80864H109           5529      204890SH              Sole     X
SCIENTIFIC-ATLANTA, INC.           COM               808655104           6762     1078044SH              Sole     X
SCIENTIFIC GAMES HOLDINGS          COM               808747109          10431      148900SH              Sole     X
SCIOS, INC.                        COM               808905103            414      247668SH              Sole     X
SCIQUEST.COM. INC.                 COM               80908Q107            890       42800SH              Sole     X
SCOPE INDUSTRIES                   COM               809163108           1873        8400SH              Sole     X
SCOTT TECHNOLOGIES, INC.           COM               810022301         150714      179200SH              Sole     X
SCOTTISHPOWER ADR                  SPON ADR FINAL    81013T705         240777      197473SH              Sole     X
SCOTTS CO.                         CL A              810186106           6251      168000SH              Sole     X
E.W SCRIPPS CO                     CL A              811054204          68874      232780SH              Sole     X
SEABOARD CORP.                     COM               811543107           1911        2130SH              Sole     X
SEACOAST BANKING CORP.CLA          CL A              811707108         171196       31100SH              Sole     X
SEACOAST FINL SERV. CORP.          COM               81170Q106            601      183870SH              Sole     X
SEAGATE TECHNOLOGY                 COM               811804103            917     3236808SH              Sole     X
THE SEAGRAM CO. LTD.               COM               811850106           1344     5358032SH              Sole     X
SEACOR SMIT INC.                   COM               811904101           3546      120800SH              Sole     X
SEALED AIR CORP                    COM               81211K100           1090     1329299SH              Sole     X
SEALED AIR CORP CVT PFD            PFD CV A $2       81211K209           2011       37845SH              Sole     X
SEARS, ROEBUCK & CO.               COM               812387108            431     5624521SH              Sole     X
SEATTLE FILMWORKS, INC             COM               812572105           3881      216254SH              Sole     X
SECOND BANCORP, INC.               COM               813114105          12021       41000SH              Sole     X
SECURE COMPUTING CORP.             COM               813705100          57832      107000SH              Sole     X
SECURITY CAPITAL GROUP B           CL B              81413P204           1698      283700SH              Sole     X
SEGUE SOFTWARE, INC.               COM               815807102          11979       43600SH              Sole     X
SEITEL, INC.                       COM NEW           816074306            696      297900SH              Sole     X
SELECT COMFORT CORP                COM               81616X103          14677      106200SH              Sole     X
SELECTIVE INSURANCE GROUP          COM               816300107           4639      225800SH              Sole     X
SEMTECH CORP.                      COM               816850101            229      230621SH              Sole     X
SEMPRA ENERGY                      COM               816851109           2376     3328465SH              Sole     X
SENIOR HOUSING PROP TRUST          SH BEN INT        81721M109           1022      136490SH              Sole     X
SENSORMATIC ELECTRONICS C          COM               817265101          26122      686979SH              Sole     X
SENSORY SCIENCE CORP.              COM               81726X100            921      397700SH              Sole     X
SEPRACOR INC                       COM               817315104             48      147974SH              Sole     X
SEQUA CORP.                        CL A              817320104          12915       86010SH              Sole     X
SERACARE, INC.                     COM               817473101           2655       65300SH              Sole     X
SERENA SOFTWARE, INC.              COM               817492101            295       76800SH              Sole     X
SEROLOGICALS CORP.                 COM               817523103          18775      170350SH              Sole     X
SERVICE CORP. INT'L.               COM               817565104            530     3765363SH              Sole     X
SERVICE EXPERTS INC.               COM               817567100           9325      158400SH              Sole     X
SERVICE MERCHANDISE CO.,           COM               817587108          48471      560349SH              Sole     X
SERVICEMASTER CO.                  COM               81760N109            735     1048950SH              Sole     X
7-ELEVEN INC.                      COM               817826100            782     1490700SH              Sole     X
SEVEN SEAS PETROLEUM               COM               817917107             46      168500SH              Sole     X
SHARED MEDICAL SYSTEMS CO          COM               819486101           5906      368584SH              Sole     X
SHARPER IMAGE CORP                 COM               820013100            177       41800SH              Sole     X
SHAW INDUSTRIES, INC.              COM               820286102            859      604068SH              Sole     X
SHERWIN-WILLIAMS CO.               COM               824348106           1053     2308148SH              Sole     X
SHIRE PHARMACEUTICALS ADR          SPONSORED ADR     82481R106           7764       25226SH              Sole     X
SHOE CARNIVAL                      COM               824889109             21       77750SH              Sole     X
SHOE PAVILION, INC.                COM               824894109            709       21100SH              Sole     X
SHOPKO STORES, INC.                COM               824911101           9878      256800SH              Sole     X
SHOLODGE, INC.                     COM               825034101           6085       39333SH              Sole     X
SHONEY'S, INC.                     COM               825039100          69835      624601SH              Sole     X
SHOP AT HOME, INC.                 COM NEW           825066301           1560      106000SH              Sole     X
SHOREWOOD PACKAGING CORP.          COM               825229107          10920      410000SH              Sole     X
SHOWPOWER, INC.                    COM               825396104          44296        3000SH              Sole     X
SHUFFLE MASTER, INC.               COM               825549108            359       83450SH              Sole     X
SHURGARD STRAGE REIT CL A          COM               82567D104           4428      426000SH              Sole     X
SICOR, INC.                        COM               825846108           1856      785181SH              Sole     X
SIEBEL SYSTEMS INC.                COM               826170102          26513      831368SH              Sole     X
SIERRA HEALTH SERVICES             COM               826322109           4918      233303SH              Sole     X
SIERRA PACIFIC RESOURCES           COM               826428104          10232      630750SH              Sole     X
SIGMA ALDRICH CORP.                COM               826552101           5746     1473458SH              Sole     X
SIGNAL TECHNOLOGY CORP.            COM               826675100           2130       49500SH              Sole     X
SIG CORP INC.                      COM               826912107           9812      194630SH              Sole     X
SILGAN HOLDINGS INC.               COM               827048109           5605      138800SH              Sole     X
SILICON GRAPHICS, INC.             COM               827056102           2086     2702013SH              Sole     X
SILICON IMAGE INC.                 COM               82705T102          46110       70200SH              Sole     X
SILICON VALLEY BANCSHARES          COM               827064106           1465      206700SH              Sole     X
SILICON VALLEY GROUP, INC          COM               827066101           2419      323700SH              Sole     X
SILICONIX INC.                     COM NEW           827079203            315       16200SH              Sole     X
SILKNET SOFTWARE, INC.             COM               827094103           3884       59200SH              Sole     X
SILVERSTREAM SOFTWARE              COM               827907106           6599       47100SH              Sole     X
SIMMONS FIRST NATIONAL             CL A $5 PAR       828730200           4284       83450SH              Sole     X
SIMON PROPERTY GROUP, INC          COM               828806109           3404     2010234SH              Sole     X
SIMPSON INDUSTRIES, INC.           COM               829060102            563      130200SH              Sole     X
SIMPSON MANUFACTURING              COM               829073105            924       55300SH              Sole     X
SIMULA INC.                        COM               829206101              8       57900SH              Sole     X
SINCLAIR BROADCAST GROUP           CL A              829226109              0      318300SH              Sole     X
SIRIUS SATELLITE RADIO             COM               82966U103          10906      148300SH              Sole     X
SITEL CORP.                        COM               82980K107             87      612000SH              Sole     X
SIPEX CORP.                        COM               829909100           2148      138600SH              Sole     X
SIZZLER PROPERTY INVESTOR          COM               830137105           6801       69300SH              Sole     X
SIZZLER INTERNATIONAL              COM               830139101           1808      369575SH              Sole     X
SKETCHERS U.S.A, INC               CL A              830566105           4423        2000SH              Sole     X
SKYPHARMA ADR RIGHTS               RT                830808119          12145       36300SH              Sole             X
SKY FINANCIAL GROUP INC.           COM               83080P103          11038      541922SH              Sole     X
SKYLANDS FINANCIAL CORP.           COM               83081H100           9586        7900SH              Sole     X
SKYLINE CORP.                      COM               830830105           4312       91400SH              Sole     X
SKYWEST, INC.                      COM               830879102             76      242900SH              Sole     X
SMARTDISK CORP.                    COM               83169Q105          21009       55200SH              Sole     X
SMITH (A.O.) CORPORATION           COM               831865209           6677      202200SH              Sole     X
SMITH INTERNATIONAL, INC.          COM               832110100            590      244430SH              Sole     X
CHARLES E. SMITH RES REIT          COM               832197107          22387      312040SH              Sole     X
SMITHFIELD FOOD, INC.              COM               832248108            234      399400SH              Sole     X
J. M. SMUCKER CO.                  CL A              832696108           3159      221120SH              Sole     X
J.M.SMUCKER CL B                   CL B              832696207           1677        4700SH              Sole     X
SMURFIT-STONE CONTAINER            COM               832727101           2811      857500SH              Sole     X
SNYDER COMMUNICATIONS INC          COM SNC           832914105          11011      346869SH              Sole     X
CIRCLE.COM                         COM CIRCLE COM    832914204            518       47942SH              Sole     X
SNAP-ON INC.                       COM               833034101           3986      842810SH              Sole     X
SOCRATES TECHNOLOGIES              COM               833719107         444882      107100SH              Sole     X
SODEXHO MARRIOTT SVCS WI           COM               833793102          17763      243021SH              Sole     X
SOFTWARE SPECTRUM                  COM               833960107              4       94800SH              Sole     X
SOFTNET SYSTEMS, INC.              COM               833964109              0      111900SH              Sole     X
SOFTWARE.COM, INC.                 COM               83402P104            985      114700SH              Sole     X
SOFTWORKS, INC.                    COM               83404P102             99       53300SH              Sole     X
SOLA INTERNATIONAL                 COM               834092108           4068      287300SH              Sole     X
SOLECTRON CORP.                    COM               834182107            707     4676819SH              Sole     X
SOLUTIA, INC.                      COM               834376105           1147     1150653SH              Sole     X
SOLV-EX CORP.                      COM               834382103           8516       32466SH              Sole     X
SOLV-EX CORP. WRTS.                WT EXP  083100    834382111           2273       42197SH              Sole             X
SOMERA COMMUNICATIONS              COM               834458101            404       79200SH              Sole     X
SOMERSET GROUP, INC.               COM               834706103           6364        5156SH              Sole     X
SONIC CORP                         COM               835451105           1869      142725SH              Sole     X
SONIC AUTOMOTIVE INC.              CL A              83545G102           3645       72500SH              Sole     X
SONICWALL, INC.                    COM               835470105            741       28500SH              Sole     X
SONOCO PRODUCTS                    COM               835495102           2014      374319SH              Sole     X
SONOSITE, INC.                     COM               83568G104           6880       71858SH              Sole     X
SONUS PHARMACEUTICALS INC          COM               835692104         231236      161500SH              Sole     X
SOTHEBY'S HOLDINGS CLASS           CL A              835898107             56      212130SH              Sole     X
SOURCE INFORMATION MGMT            COM NEW           836151209            282      111600SH              Sole     X
SOURCE MEDIA, INC.                 COM NEW           836153304           2089      197000SH              Sole     X
SOUTH JERSEY FIN CORP              COM               838493104           8465       47400SH              Sole     X
SOUTH JERSEY INDUSTRIES,           COM               838518108          90067       70820SH              Sole     X
SOUTHDOWN, INC.                    COM               841297104         116622      133264SH              Sole     X
SOUTHERN CO.                       COM               842587107            458     9839837SH              Sole     X
SOUTHERN ENERGY HOMES              COM               842814105           4515       24000SH              Sole     X
SOUTHERN FIN'L BANCORP             COM               842870107           6044       17100SH              Sole     X
SOUTHERN PERU COPPER CORP          COM               843611104           1938      135300SH              Sole     X
SOUTHERN UNION CO.                 COM               844030106           2053      442607SH              Sole     X
SOUTHTRUST CORP.                   COM               844730101          10657     2381948SH              Sole     X
SOUTHWEST AIRLINES CO.             COM               844741108           4248     7204475SH              Sole     X
SOUTHWEST BANCORP, INC.            COM               844767103            977       22900SH              Sole     X
SOUTHWEST BANCORP OF TX            COM               84476R109           1151      227900SH              Sole     X
SOUTHWEST GAS CORP.                COM               844895102           1213      262800SH              Sole     X
SOUTHWEST SECURITIES, INC          COM               845224104           5666       70800SH              Sole     X
SOUTHWESTERN ENERGY CO.            COM               845467109              6      312800SH              Sole     X
SOVEREIGN BANCORP, INC.            COM               845905108           3638     1429847SH              Sole     X
SOVRAN SELF STORAGE REIT           COM               84610H108             78      224300SH              Sole     X
3PACELABS MEDICAL, INC.            COM               846247104            989       52639SH              Sole     X
SPANISH BROADCASTING SYS.          CL A              846425882            479       28600SH              Sole     X
SPARTAN MOTORS, INC.               COM               846819100             61      277300SH              Sole     X
SPARTECH CORP.                     COM NEW           847220209           2984      175700SH              Sole     X
SPECIALTY CHEM RESOURCES,          COM NEW           847487204           1218       29400SH              Sole     X
SPECIALTY EQUIPMENT COS.           COM NEW           847497203           3173      152000SH              Sole     X
SPECTRALINK CORP.                  COM               847580107           3309       11000SH              Sole     X
SPECTRIAN CORP.                    COM               847608106          27066       35000SH              Sole     X
SPECTRANETICS                      COM               84760C107           2274      123600SH              Sole     X
SPECTRX, INC.                      COM               847635109           6456        5074SH              Sole     X
SPEEDFAM-IPEC, INC.                COM               847705100            473      230645SH              Sole     X
SPEEDUS.COM, INC.                  COM               847723103          11372      254800SH              Sole     X
SPEEDWAY MOTORSPORTS INC.          COM               847788106         837140      114100SH              Sole     X
SPIEGEL, INC.                      CL A              848457107         704450      470600SH              Sole     X
SPIEKER PROPERTIES REIT            COM               848497103           7414      742800SH              Sole     X
SPLITROCK SERVICES, INC.           COM               848636304            517      114400SH              Sole     X
SPORTSLINE.COM, INC.               COM               848934105            772      128800SH              Sole     X
THE SPORTS AUTHORITY INC           COM               849176102           1355      236410SH              Sole     X
SPRINGS INDUSTRIES, INC.           CL A              851783100           2090      284746SH              Sole     X
SPRINT CORP.                       COM FON GROUP     852061100            284    12436613SH              Sole     X
SPRINT CORP. PCS                   PCS COM SER 1     852061506           3917     6872684SH              Sole     X
SPYGLASS, INC.                     COM               852192103           3194      195500SH              Sole     X
SS&C TECHNOLOGIES                  COM               85227Q100            519       79500SH              Sole     X
STAC SOFTWARE, INC.                COM NEW           852323203           1454      122224SH              Sole     X
STAFF LEASING INC.                 COM               852381102           1522      142600SH              Sole     X
STAFFMARK INC.                     COM               852389105           2938      276400SH              Sole     X
STAGE STORES                       COM               85254C107           4794      123000SH              Sole     X
STAMPS.COM INC                     COM               852857101           2443       94100SH              Sole     X
STANCORP FINANCIAL GROUP           COM               852891100          37171      126800SH              Sole     X
STANDARD COMMERCIAL TOBAC          COM               853258101           3541      145634SH              Sole     X
STD MICROSYSTEM                    COM               853626109         137315      134500SH              Sole     X
STANDARD MOTOR PRODUCTS,           COM               853666105             27       94400SH              Sole     X
STANDARD PACIFIC CORP              COM               85375C101          18785      267100SH              Sole     X
THE STANDARD REGISTER CO.          COM               853887107             18      247434SH              Sole     X
STANDEX INTERNATIONAL COR          COM               854231107           6234      116700SH              Sole     X
THE STANLEY WORKS                  COM               854616109             21     1233907SH              Sole     X
STAR TELECOMMUNICATIONS            COM               854923109           2049      447815SH              Sole     X
STAPLES, INC.                      COM               855030102              9     6617578SH              Sole     X
STAR BUFFET INC.                   COM               855086104              0        7600SH              Sole     X
STARBUCKS CORP.                    COM               855244109           2186      774636SH              Sole     X
STARCRAFT CORP.                    COM               855269106            915        2500SH              Sole     X
STARMEDIA NETWORK, INC.            COM               855546107           7499      155600SH              Sole     X
STARMET CORP.                      COM               855547105            741        3200SH              Sole     X
L. S. STARRETT CO. CL. A           CL A              855668109          15059       91300SH              Sole     X
L. S. STARRETT CO. CL. B           CL A              855668109            842         400SH              Sole     X
STARTER CORP.                      COM               855684106         166093      235200SH              Sole     X
STARTEK INC.                       COM               85569C107           4916       60300SH              Sole     X
STARTEC GLOBAL COMM.               COM               85569E103           5143       42800SH              Sole     X
STARWOOD FINANCIAL INC.            COM               85569R104           4725      442734SH              Sole     X
STATE AUTO FINL CORP               COM               855707105            283       81200SH              Sole     X
STARWOOD HOTELS & RESORTS          PAIRED CTF        85590A203            389      640812SH              Sole     X
STATE FINL SVCS. CORP A            CL A              856855101           1900       70169SH              Sole     X
STATE STREET CORP.                 COM               857477103           1057     2273307SH              Sole     X
STATEN ISLAND BANCORP              COM               857550107            507      273100SH              Sole     X
STATION CASINOS, INC.              COM               857689103            301      229200SH              Sole     X
STEEL DYNAMICS INC.                COM               858119100           2442      296500SH              Sole     X
STEEL TECHNOLOGIES, INC.           COM               858147101           2158       19500SH              Sole     X
STEELCASE INC.                     CL A              858155203            432       32400SH              Sole     X
STEIN MART, INC.                   COM               858375108           5823      334000SH              Sole     X
STEINWAY MUSICAL INST.             COM ORD           858495104            356       52200SH              Sole     X
STEPAN CO.                         COM               858586100          13028       21700SH              Sole     X
STEPHAN CO                         COM               858603103            643       75250SH              Sole     X
STERLING BANCSHARES INC.           COM               858907108          12236      218300SH              Sole     X
STERICYCLE, INC.                   COM               858912108           3378      114700SH              Sole     X
STERILE RECOVERIES, INC.           COM               859151102           2093       62800SH              Sole     X
STERIS CORP.                       COM               859152100           1287      564672SH              Sole     X
STERLING BANCORP                   COM               859158107            462       22260SH              Sole     X
STERLING COMMERCE, INC.            COM               859205106          10845      382464SH              Sole     X
STERLING FINANCIAL CORP.           COM               859317109           1597       20750SH              Sole     X
STERLING SOFTWARE, INC.            COM               859547101           6106      388454SH              Sole     X
STEWART & STEVENSON SVCS.          COM               860342104           4218      285220SH              Sole     X
STEWART ENTERPRISES CL. A          CL A              860370105          12611      440610SH              Sole     X
STEWART INFORMATION SERVI          COM               860372101           7742       96700SH              Sole     X
STIFEL FINANCIAL CORP.             COM               860630102             10       46798SH              Sole     X
STILLWATER MINING CO.              COM               86074Q102            623      340250SH              Sole     X
STONE & WEBSTER, INC.              COM               861572105            868       95000SH              Sole     X
STONE ENERGY CORP.                 COM               861642106            555      171400SH              Sole     X
STONERIDGE INC.                    COM               86183P102           1423      273200SH              Sole     X
STORAGE USA, INC. REIT             COM               861907103              0      416900SH              Sole     X
STORAGE TECHNOLOGY CORP.           COM PAR $0.10     862111200             26      419884SH              Sole     X
STORAGE COMPUTER CORP.             COM               86211A101           3043        2000SH              Sole     X
STRATEGIC DISTRIBUTION             COM               862701208            160      433078SH              Sole     X
STRATTEC STRATEGY CORP             COM               863111100           3672       26805SH              Sole     X
STRATUS PROPERTIES, INC.           COM               863167102          27993      132500SH              Sole     X
STRAYER EDUCATION                  COM               863236105           3586       72050SH              Sole     X
STREAMLOGIC CORP.                  COM               863238101            218       34100SH              Sole     X
STEAMLINE.COM. INC                 COM               863239109           1306        3000SH              Sole     X
STRIDE RITE CORP.                  COM               863314100            486      468226SH              Sole     X
STROUDS, INC.                      COM               863451100            358       69100SH              Sole     X
STRUCTURAL DYNAMICS RESEA          COM               863555108            683      287961SH              Sole     X
STRYKER CORP.                      COM               863667101          10358      402060SH              Sole     X
STUDENT LOAN CORP.                 COM               863902102          74358       71900SH              Sole     X
STYLING TECHNOLOGY CORP.           COM               863905105            986       69700SH              Sole     X
STURM, RUGER & CO., INC.           COM               864159108           8001      147200SH              Sole     X
STYLECLICK.COM INC                 COM               864221106           4862       40700SH              Sole     X
SUCCESS BANCSHARES INC.            COM               864578109           8903       36000SH              Sole     X
SUFFOLK BANCORP                    COM               864739107        1922849       25900SH              Sole     X
SUIZA FOODS CORP.                  COM               865077101              6      261390SH              Sole     X
SUMMIT BANCORP.                    COM               866005101            671     2428030SH              Sole     X
SUMMIT BANCSHARES INC              COM               866011109           2874       53300SH              Sole     X
SUMMIT PROPERTIES REIT             COM               866239106          12929      447600SH              Sole     X
SUMMIT TECHNOLOGY, INC.            COM               86627E101           5183      415971SH              Sole     X
SUN COMMUNITIES INC. REIT          COM               866674104          37724      276600SH              Sole     X
SUN MICROSYSTEMS, INC.             COM               866810104            339    24830980SH              Sole     X
SUN HEALTHCARE GROUP INC           COM               866933104           1777      152171SH              Sole     X
SUNBURST HOSPITALITY CORP          COM               866948102           2388      119245SH              Sole     X
SUNBEAM CORP.                      COM               867071102           4253      686400SH              Sole     X
SUNGARD DATA SYSTEMS               COM               867363103           3083      544369SH              Sole     X
SUNGLASS HUT INTERNATIONA          COM               86736F106         308309      460700SH              Sole     X
SUNOCO, INC.                       COM               86764P109             20     1605270SH              Sole     X
SUNQUEST INFO. SYSTEMS             COM               867654105           3907       25100SH              Sole     X
SUNRISE ASSISTED LIVING            COM               86768K106           1444      129200SH              Sole     X
SUNRISE TECH INT'L                 COM               86769L103           4142      202200SH              Sole     X
SUNTERRA RESORTS INC.              COM               86787D109            787      369850SH              Sole     X
SUNRISE MEDICAL, INC.              COM               867910101            419      498300SH              Sole     X
SUNTRUST BANKS, INC.               COM               867914103           2401     4480422SH              Sole     X
SUPERCONDUCTOR TECH INC.           COM               867931107            267        4200SH              Sole     X
SUPERGEN INC.                      COM               868059106          42648      133000SH              Sole     X
SUPERIOR CONSULTANT HLDGS          COM               868146101            561      101300SH              Sole     X
SUPERIOR INDUSTRIES INT'L          COM               868168105           4760      154469SH              Sole     X
SUPERIOR NAT'L. INSURANCE          COM               868224106           2284      104000SH              Sole     X
SUPERIOR UNIFORM GROUP             COM               868358102           6725       46500SH              Sole     X
SUPERIOR TELECOM INC.              COM               868365107             98      155547SH              Sole     X
SUPERIOR TELECOM 8.5% CVT          PFD CV 8.50%      86836P202             81        7971SH              Sole     X
SUPERVALU, INC.                    COM               868536103          10831     2132418SH              Sole     X
SURMODICS, INC.                    COM               868873100          11725       18700SH              Sole     X
SUSQUEHANNA BKSHS PA               COM               869099101          67286      299825SH              Sole     X
SWIFT ENERGY CO.                   COM               870738101          10780      198599SH              Sole     X
SWIFT TRANSPORTATION CO.,          COM               870756103           3300      381575SH              Sole     X
SWISS ARMY BRANDS, INC.            COM               870827102          28799       13700SH              Sole     X
SYBRON CHEMICALS, INC.             COM               870903101          22024        6900SH              Sole     X
SYBASE, INC.                       COM               871130100           1177      637100SH              Sole     X
SYBRON CORP.                       COM               87114F106            372      474939SH              Sole     X
SYCAMORE NETWORKS, INC.            COM               871206108           1590      218460SH              Sole     X
SYKES ENTERPRISES, INC.            COM               871237103            297      245700SH              Sole     X
SYLVAN LEARNING SYSTEMS            COM               871399101            358      253875SH              Sole     X
SYMANTEC CORP.                     COM               871503108           3550      491237SH              Sole     X
SYMBOL TECHNOLOGIES, INC.          COM               871508107          26240      346487SH              Sole     X
SYMMETRICOM INC                    COM               871543104          76544      118400SH              Sole     X
SYMS CORP                          COM               871551107            857       74300SH              Sole     X
SYMYX TECHNOLOGIES                 COM               87155S108           3990       53000SH              Sole     X
SYNAGRO TECHNOLOGIES, INC          COM NEW           871562203           1477       60946SH              Sole     X
SYNALLOY CORP.                     COM               871565107         207259       47700SH              Sole     X
SYNCOR INTERNATIONAL CORP          COM               87157J106            149      121900SH              Sole     X
SYNOPSYS, INC.                     COM               871607107           1853      393106SH              Sole     X
SYNOVUS FINANCIAL CORP.            COM               87161C105           2906     3851291SH              Sole     X
SYNTELLECT INC.                    COM               87161L105            162      285600SH              Sole     X
SYNTEL, INC.                       COM               87162H103           1105      246480SH              Sole     X
SYNTROLEUM CORP.                   COM               871630109            511      181800SH              Sole     X
SYSCO CORP.                        COM               871829107           7553     5238771SH              Sole     X
SYSTEM SOFTWARE ASSOCIATE          COM NEW           871839205           3902       74737SH              Sole     X
SYSTEMAX INC                       COM               871851101              7      217946SH              Sole     X
SYSTEMS & COMPUTER TECH.           COM               871873105           1064      178800SH              Sole     X
T & W FINANCIAL CORP               COM               87215N107           1810       92600SH              Sole     X
TBC CORP.                          COM               872180104           8824      176825SH              Sole     X
TCBY ENTERPRISES, INC.             COM               872245105           1088      134030SH              Sole     X
TCF FINANCIAL CORP.                COM               872275102           2958      303620SH              Sole     X
TCI SATELLITE ENT CL A             CL A              872298104           5011      243887SH              Sole     X
TCI SATELLITE ENT CL B             CL B              872298203          99221         420SH              Sole     X
TCSI CORP.                         COM               87233R106           5350      333850SH              Sole     X
TD WATERHOUSE GROUP, INC.          COM               872362108            364      110100SH              Sole     X
TECO ENERGY, INC.                  COM               872375100          94626      475350SH              Sole     X
TF FINANCIAL CORP.                 COM               872391107           9545       82112SH              Sole     X
THQ INC.                           COM NEW           872443403            587      127550SH              Sole     X
TJ INTERNATIONAL, INC.             COM               872534102            150      119300SH              Sole     X
TJX COS., INC.                     COM               872540109          16515     4854866SH              Sole     X
TNP ENTERPRISES, INC.              COM               872594106          21294      129700SH              Sole     X
TRO LEARNING, INC.                 COM               87263R109            968       67800SH              Sole     X
TRW, INC.                          COM               872649108           5993     1821913SH              Sole     X
TSI INT'L SOFTWARE LTD.            COM               872879101           7996      168564SH              Sole     X
TSR, INC.                          COM               872885108         156114       71100SH              Sole     X
TST/IMPRESO, INC.                  COM               872895107            409       38100SH              Sole     X
TMP WORLDWIDE, INC.                COM               872941109           2849      116300SH              Sole     X
TV GUIDE, INC.                     CL A              87307Q109           3124      495200SH              Sole     X
TACO CABANA                        COM               873425102            263      119100SH              Sole     X
TALBOTS INC.                       COM               874161102            375      134300SH              Sole     X
TALK.COM, INC.                     COM               874264104           7582      450500SH              Sole     X
TANDY CORP.                        COM               875382103            416     3173863SH              Sole     X
TANDYCRAFTS, INC.                  COM               875386104           7184      133700SH              Sole     X
TANGER FACTORY OUTLET CEN          COM               875465106            553      137300SH              Sole     X
TANNING TECHNOLOGY CORP.           COM               87588P101           1341       53000SH              Sole     X
TARRAGON REALTY INVESTORS          COM               876287103          10375       25700SH              Sole     X
TARRANT APPAREL GROUP              COM               876289109             82       39000SH              Sole     X
TAUBMAN CO. REIT                   COM               876664103             21      705300SH              Sole     X
TEAM FINANCIAL INC.                COM               87815X109            276       46200SH              Sole     X
TECH DATA CORP.                    COM               878237106           5144      264860SH              Sole     X
TECH/OPS SEVCON, INC.              COM               878293109          13830       55300SH              Sole     X
TECH-SYM CORP.                     COM               878308105            539       65000SH              Sole     X
TECHNE                             COM               878377100           3204      188428SH              Sole     X
TECHNICAL COMMUNICATIONS           COM               878409101           2522       14000SH              Sole     X
TECH. CHEM. & PROD.                COM               87840Q103           5587       41400SH              Sole     X
TECHNISOURCE, INC.                 COM               878553106          32488       46900SH              Sole     X
TECHNITROL, INC.                   COM               878555101           1550      115600SH              Sole     X
TECHNOLOGY SOLUTIONS CO.           COM               87872T108           6547      422296SH              Sole     X
TECUMSEH PRODUCTS CO. CL           CL B              878895101           6722       12900SH              Sole     X
TECUMSEH PRODUCTS CO. CL           CL A              878895200           2623       67903SH              Sole     X
TEJON RANCH CO.                    COM               879080109           5342      106200SH              Sole     X
TEKELEC                            COM               879101103              0      248300SH              Sole     X
TEKTRONIX, INC.                    COM               879131100          41177      835709SH              Sole     X
TELCOM SEMICONDUCTOR INC.          COM               87921P107           2609       73800SH              Sole     X
TELEBANC FINANCIAL CORP            COM               87925R109            662      251800SH              Sole     X
TELECORP PCS INC                   CL A              879299105           1315      176900SH              Sole     X
TELEDYNE TECHNOLOGIES INC          COM               879360105         408579      277888SH              Sole     X
TELEFLEX INC.                      COM               879369106            478      170610SH              Sole     X
TELEGROUP, INC.                    COM               879422103           2979       77300SH              Sole     X
TELEPHONE & DATA SYSTEMS,          COM               879433100            988      326798SH              Sole     X
TELESCAN INC.                      COM               879516102          50900      105700SH              Sole     X
TELESPECTRUM WORLDWIDE             COM               87951U109          10886       92892SH              Sole     X
TELIGENT, INC.                     CL A              87959Y103           4883       21300SH              Sole     X
TELLABS, INC.                      COM               879664100         106470     6365397SH              Sole     X
TELTREND INC.                      COM               87969R106           1313       15800SH              Sole     X
TELXON CORP.                       COM               879700102           3829      186200SH              Sole     X
TELULAR CORP.                      COM NEW           87970T208         180937      104050SH              Sole     X
TEMPLE-INLAND, INC.                COM               879868107           7619      771943SH              Sole     X
TELETECH HOLDINGS INC.             COM               879939106          10573      323000SH              Sole     X
TENFOLD CORP.                      COM               88033A103            693      122263SH              Sole     X
TENET HEALTHCARE CORP.             COM               88033G100             22     4530655SH              Sole     X
TENNANT CO.                        COM               880345103           3115       40100SH              Sole     X
TENNECO AUTOMOTIVE                 COM               880349105            301      411118SH              Sole     X
TERADYNE, INC.                     COM               880770102            179     2741473SH              Sole     X
TERAYON COMMUNICATIONS             COM               880775101           3916      121300SH              Sole     X
TEREX CORPORATION                  COM               880779103         431892      381000SH              Sole     X
TERRA INDUSTRIES, INC.             COM               880915103           8318      426492SH              Sole     X
TERRA NITROGEN COMPANY             COM UNIT          881005201        1236032        5800SH              Sole     X
TESORO PETROLEUM CORP.             COM               881609101           3070      269400SH              Sole     X
THE TESSERACT GROUP INC.           COM               881612105         136522      172200SH              Sole     X
TETRA TECHNOLOGIES INC.            COM               88162F105         158485       24700SH              Sole     X
TETRA TECH INC                     COM               88162G103            488      254727SH              Sole     X
TEXACO, INC.                       COM               881694103           2844     7951988SH              Sole     X
TEXAS INDUSTRIES, INC.             COM               882491103          33892      195434SH              Sole     X
TEXAS INSTRUMENTS, INC.            COM               882508104           4233    12759042SH              Sole     X
TEXAS REGIONAL BANCSHARES          CL A VTG          882673106            820      105850SH              Sole     X
TEXAS UTILITIES CO.                COM               882848104           1423     3838934SH              Sole     X
TEXTRON, INC.                      COM               883203101            576     2066630SH              Sole     X
THEGLOBE.COM, INC.                 COM               88335R101           1666       58300SH              Sole     X
THERAGENICS CORP                   COM               883375107             90      313800SH              Sole     X
THERMO ELECTRON CORP.              COM               883556102            529     2259471SH              Sole     X
THERMO INSTRUMENT SYSTEMS          COM               883559106            499      380519SH              Sole     X
THERMEDICS DETECTION INC.          COM               88355E105           2436      121435SH              Sole     X
THERMO CARDIO  SYSTEMS             COM NONREDEEM     88355K200            279      216800SH              Sole     X
THERMO ECOTEK CORP.                COM               88355R106            760      108450SH              Sole     X
THERMO FIBERTEK, INC.              COM               88355W105           2375      233875SH              Sole     X
THERMO OPTEK CORP.                 COM               883582108            558        7900SH              Sole     X
THERMO TERRATECH INC.              COM               883598104          25463       77600SH              Sole     X
THERMOLASE CORP.                   COM               883624108           1922      249500SH              Sole     X
THERMOQUEST CORP.                  COM               883655102           3080      236200SH              Sole     X
THERMORTEC CORPORATION             COM               883656100           1231       42100SH              Sole     X
THERMOTREX CORP                    COM               883666109         231564       96500SH              Sole     X
THESTREET.COM, INC.                COM               88368Q103             35      123800SH              Sole     X
THERMEDICS, INC.                   COM               883901100           1808      102550SH              Sole     X
THOMAS & BETTS CORP.               COM               884315102            683      798830SH              Sole     X
THOMAS INDUSTRIES INC.             COM               884425109          25750       94050SH              Sole     X
THOR INDS, INC.                    COM               885160101           2157      101200SH              Sole     X
THORNBURG MORTGAGE ASSET           COM               885218107          11449      149200SH              Sole     X
3 COM CORP.                        COM               885535104          30959     4926902SH              Sole     X
3DO CO.                            COM               88553W105             86        3800SH              Sole     X
3DFX INTERACTIVE INC.              COM               88553X103           8545      184300SH              Sole     X
THREE-FIVE SYSTEMS, INC.           COM               88554L108           1760       16667SH              Sole     X
TIBCO SOFTWARE, INC.               COM               88632Q103        1491238      168300SH              Sole     X
TICKETS.COM, INC.                  COM               88633M101           6427      150700SH              Sole     X
TIDEWATER, INC.                    COM               886423102          61540      318030SH              Sole     X
TIFFANY & COMPANY NEW              COM               886547108           2219      346880SH              Sole     X
TIMBERLAND BANCORP, INC.           COM               887098101          21789        7600SH              Sole     X
TIMBERLAND CO.                     CL A              887100105          12498      161600SH              Sole     X
TIMBERLINE SOFTWARE CORP.          COM               887134104            182      130996SH              Sole     X
TIME WARNER, INC.                  COM               887315109           1248    20586548SH              Sole     X
TIME WARNER TELECOM INC.           CL A              887319101            801      128700SH              Sole     X
TIMES MIRROR CO. CLASS A           COM SER A         887364107           3193      918502SH              Sole     X
TIMES MIRROR CO.                   PEPS    031501    887364503              2       17900SH              Sole     X
TIMKEN CO.                         COM               887389104             49     1066149SH              Sole     X
THE TITAN CORP                     COM               888266103           1573      265200SH              Sole     X
TITAN EXPLORATION, INC.            COM               888289105            336       33522SH              Sole     X
TITAN INTERNATIONAL INC.           COM               88830M102           4768      191950SH              Sole     X
TITANIUM METALS CORP.              COM               888339108           3998      178000SH              Sole     X
TIVO INC.                          COM               888706108           2925       94600SH              Sole     X
TODAY'S MAN WARRANTS               WT EXP  123100    888910114           6064       19150SH              Sole             X
TODAY'S MAN INC.                   COM NEW           888910205          53267       79025SH              Sole     X
TODD SHIPYARDS CORP.               COM               889039103           4981      199800SH              Sole     X
TODHUNTER INT'L., INC.             COM               889050100          70340       36800SH              Sole     X
TOLL BROTHERS INC                  COM               889478103              4      256000SH              Sole     X
TOO, INC.                          COM               890333107              8      231780SH              Sole     X
TOOTSIE ROLL INDUSTRIES,           COM               890516107           3890       88790SH              Sole     X
THE TOPPS CO., INC.                COM               890786106            731      584437SH              Sole     X
TORCHMARK CORP.                    COM               891027104           9082     1832852SH              Sole     X
THE TORO CO.                       COM               891092108          10618      133500SH              Sole     X
TOSCO CORP.                        COM NEW           891490302           3822     2587228SH              Sole     X
TOTAL CONTAINMENT                  COM               89149T101           6038        2100SH              Sole     X
TOTAL ENTERTAINMENT REST.          COM               89150E100            709        5000SH              Sole     X
TOTAL RENAL CARE HLDGS.            COM               89151A107            288      581688SH              Sole     X
TOTAL-TEL USA COMMUNICATI          COM               89151T106          56111       51780SH              Sole     X
TOWER AUTOMOTIVE INC.              COM               891707101           1090      588300SH              Sole     X
TOTAL SYSTEM SERVICES, IN          COM               891906109             23      650900SH              Sole     X
TRACK DATA CORP                    COM               891918104           2400      375200SH              Sole     X
TOWN & COUNTRY TRUST REIT          SH BEN INT        892081100           1322      336600SH              Sole     X
TOWNE SERVICES, INC.               COM               892148107           2920      177200SH              Sole     X
TOYMAX INTERNATIONAL INC.          COM               892268103           7360       61500SH              Sole     X
TOYS R US, INC.                    COM               892335100           9375     3920392SH              Sole     X
TRACTOR SUPPLY COMPANY             COM               892356106            289       68100SH              Sole     X
TRAILER BRIDGE INC                 COM               892782103             25       18400SH              Sole     X
TRAMMELL CROW CO.                  COM               89288R106           5144      206450SH              Sole     X
TRANS WORLD AIRLINES               COM PAR$.01NEW    893349837            669      470100SH              Sole     X
TRANS WORLD ENTERTAINMENT          COM               89336Q100            319      278050SH              Sole     X
TRANSACTION SYSTEMS                CL A              893416107            954      262874SH              Sole     X
TRANSATLANTIC HOLDINGS             COM               893521104             32      120100SH              Sole     X
TRANSCONTINENTAL REIT              COM NEW           893617209           1599       22910SH              Sole     X
TRANSCRYPT INTERNATIONAL           COM               89363A101          14888        8400SH              Sole     X
TRANSKARYOTIC THERAPIES            COM               893735100          14349      133600SH              Sole     X
TRANSPO INC.                       COM               893885103            375      103935SH              Sole     X
TRANSTECHNOLOGY CORP.              COM               893889105            313       28800SH              Sole     X
TRANS TECH INDS                    COM               89388T101           5104       52800SH              Sole     X
TRANSTEXAS GAS CORP.               COM               893895102            646      157500SH              Sole     X
TRANSMONTAIGNE INC.                COM               893934109           2397      228400SH              Sole     X
TRAVELERS P'PRTY CAS CORP          CL A              893939108            348      434700SH              Sole     X
TRANSWITCH CORP.                   COM               894065101           3289      197750SH              Sole     X
TRANSWORLD HEALTHCARE INC          COM               894081108           2023      199745SH              Sole     X
TRAVEL SERVICES INT'L              COM               894169101           2379       34300SH              Sole     X
TREDEGAR CORP.                     COM               894650100            218      246700SH              Sole     X
TREMONT CORP.                      COM PAR $1.00     894745207           2694       43097SH              Sole     X
TRENWICK GROUP INC.                COM               895290104           4173      141523SH              Sole     X
TREX MEDICAL CORP.                 COM               89531R101         112939      123900SH              Sole     X
TRIAD HOSPITALS                    COM               89579K109         185647      217440SH              Sole     X
TRIANGLE BANCORP INC.              COM               895835106             62      104400SH              Sole     X
TRIANGLE PHARMACEUTICALS           COM               89589H104            597      185700SH              Sole     X
TRIDENT MICROSYSTEMS INC           COM               895919108             20       21300SH              Sole     X
TRIAD GUARANTY, INC.               COM               895925105           8609      118400SH              Sole     X
TRIARC COS INC                     CL A              895927101           9800      227100SH              Sole     X
TRICON GLOBAL RESTAURANTS          COM               895953107            198     2923992SH              Sole     X
TRIBUNE CO.                        COM               896047107           8963     3371566SH              Sole     X
TRICO BANCSHARES                   COM               896095106          14271        3200SH              Sole     X
TRICO MARINE SERVICES              COM               896106101            646       84600SH              Sole     X
TRICORD SYSTEMS, INC.              COM               896121100           5320        4200SH              Sole     X
TRIGON HEALTHCARE, INC.            COM               89618L100           6211      291832SH              Sole     X
TRIMBLE NAVIGATION LTD.            COM               896239100           1146      453200SH              Sole     X
TRIMEDYNE, INC.                    COM               896259108           1150       87900SH              Sole     X
TRINITY INDUSTRIES, INC.           COM               896522109           1854      315180SH              Sole     X
TRIQUINT SEMICONDUCTOR, I          COM               89674K103          16910      128283SH              Sole     X
TRISTAR CORP                       COM               89674U101            103      110000SH              Sole     X
TRITEL INC                         CL A              89675X104           3501      167900SH              Sole     X
TRITON PCS, INC.                   CL A              89677M106           6277      136500SH              Sole     X
TRIUMPH GROUP INC.                 COM               896818101           4155       47400SH              Sole     X
TRIPATH IMAGING, INC.              COM               896942109           5874      278900SH              Sole     X
TROY GROUP, INC.                   COM               89733N106           1075      123600SH              Sole     X
TRUE NORTH COMMUNICATIONS          COM               897844106           4090      378400SH              Sole     X
TRUMP HOTELS & CASINO              COM               898168109           1737       30500SH              Sole     X
THE TRUST COMPANY OF N.J.          COM               898304100          19272      153070SH              Sole     X
TRUSTCO BANK                       COM               898349105             10      473772SH              Sole     X
TRUSTMARK CORP.                    COM               898402102           6439      192300SH              Sole     X
TUBOSCOPE INC.                     COM               898600101           1331      370000SH              Sole     X
TUESDAY MORNING, INC.              COM NEW           899035505           5485       58300SH              Sole     X
TULARIK INC.                       COM               899165104           6643      124000SH              Sole     X
TUMBLEWEED COMMUNICATIONS          COM               899690101           2252       20500SH              Sole     X
TUPPERWARE CORP.                   COM               899896104         927040     1137848SH              Sole     X
TULTEX CORP.                       COM               899900104           2674      246900SH              Sole     X
TUT SYSTEMS, INC.                  COM               901103101          22415      120070SH              Sole     X
TWEETER HOME ENT. GROUP            COM               901167106            345       37500SH              Sole     X
20TH CENTURY INDUSTRIES O          COM               901272203            169      284000SH              Sole     X
24/7 MEDIA, INC.                   COM               901314104          27114      118100SH              Sole     X
TWINLAB CORP.                      COM               901774109           6261      283700SH              Sole     X
TYCO INT'L. LTD.                   COM               902124106           4358    23846676SH              Sole     X
TYLER TECHNOLOGIES, INC.           COM               902252105           2974      486100SH              Sole     X
TYSON FOODS, INC.                  CL A              902494103           4912     1379359SH              Sole     X
UAL CORP.                          COM PAR $0.01     902549500          11808      349580SH              Sole     X
UCAR INT'L. INC.                   COM               90262K109         106101      351500SH              Sole     X
UGI CORP. HOLDING CO.(NEW          COM               902681105            944      213246SH              Sole     X
UICI                               COM               902737105          67489      281600SH              Sole     X
UMB FINANCIAL CORP                 COM               902788108             49      130108SH              Sole     X
UST CORP                           COM               902900109            900      371890SH              Sole     X
USX-MARATHON GROUP                 COM NEW           902905827            396     4297742SH              Sole     X
U.S.B. HOLDING CO., INC.           COM               902910108           2818       59242SH              Sole     X
UST, INC.                          COM               902911106         250073     2679451SH              Sole     X
USA DETERGENTS INC.                COM               902938109            633       17900SH              Sole     X
U.S.PLASTIC LUMBER                 COM               902948108          24599      117100SH              Sole     X
U.S. FRANCHISE SYSTEMS             CL A NEW          902956309           3543       87900SH              Sole     X
U.S.RESTAURANT PROPERTIES          COM               902971100           1594      196900SH              Sole     X
US BANCORP                         COM               902973106          23006    10501757SH              Sole     X
U S LIQUIDS INC.                   COM               902974104           7907       75600SH              Sole     X
USA NETWORKS INC.                  COM               902984103           2664      445231SH              Sole     X
URS CORP.                          COM               903236107           5377      163358SH              Sole     X
UNITED STATES CAN CO.              COM               90328W105            277       80200SH              Sole     X
USG CORP.                          COM NEW           903293405            233      488200SH              Sole     X
U.S. FOODSERVICE                   COM               90331R101          42443      472037SH              Sole     X
US LEC CORP.                       CL A              90331S109           1331       82600SH              Sole     X
USEC INC.                          COM               90333E108            373      768100SH              Sole     X
US INTERACTIVE, INC.               COM               90334M109           3569        6437SH              Sole     X
U. S. PHYSICAL THERAPY             COM               90337L108            513       27400SH              Sole     X
USX-U.S. STEEL GROUP INC.          COM               90337T101           1152     1286151SH              Sole     X
UTI ENERGY CORP.                   COM               903387108           2146       57700SH              Sole     X
U.S. XPRESS ENTERPRISES            CL A              90338N103            357       50600SH              Sole     X
US ONCOLOGY INC.                   COM               90338W103          10393      722740SH              Sole     X
U.S. VISION, INC.                  COM               90339M104           3659      200300SH              Sole     X
US SEARCH.COM INC.                 COM               903404101           1769      153600SH              Sole     X
UBID, INC.                         COM               903469104           5579       80978SH              Sole     X
ULTRALIFE BATTERIES INC            COM               903899102           1091       58300SH              Sole     X
ULTRAMAR DIAMOND SHAMROCK          COM               904000106           1412      458101SH              Sole     X
ULTRATECH STEPPER, INC.            COM               904034105             71      226900SH              Sole     X
UNICAPITAL CORP.                   COM               90459D108         439384      479800SH              Sole     X
UNIFI, INC.                        COM               904677101         105670      453145SH              Sole     X
UNIFIRST CORP.                     COM               904708104           1250       86400SH              Sole     X
UNIFY CORP.                        COM               904743101         123613       51574SH              Sole     X
UNIGENE                            COM               904753100         151478      124700SH              Sole     X
UNILEVER N V-NY SHARES             N Y SHS NEW       904784709          47069     8071349SH              Sole     X
UNICOM CORP                        COM               904911104          77226     3154316SH              Sole     X
UNIGRAPHICS SOLUTIONS INC          CL A              904928108          34558       46300SH              Sole     X
UNION CARBIDE CORP.                COM               905581104            501     1851878SH              Sole     X
UNION PACIFIC CORP.                COM               907818108           2180     3472283SH              Sole     X
UNION PACIFIC RESOURCES            COM               907834105           2886     3691714SH              Sole     X
UNION PLANTERS CORP.               COM               908068109         139638     1958198SH              Sole     X
UNIONBANCAL CORP.                  COM               908906100            979      876271SH              Sole     X
UNIQUE MOBILITY INC                COM               909154106             65      121500SH              Sole     X
UNIROYAL TECHNOLOGY CORP           COM               909163107           7011       85500SH              Sole     X
UNISOURCE ENERGY CORP.             COM               909205106            777      257940SH              Sole     X
UNISYS CORP.                       COM               909214108           1639     4372215SH              Sole     X
UNIT CORP.                         COM               909218109             16      127300SH              Sole     X
UNISTAR FINANCIAL SERVICE          COM               90921U100           8873       65300SH              Sole     X
UNITED ASSET MANAGEMENT            COM               909420101            713      377700SH              Sole     X
UNITED AUTO GROUP                  COM               909440109           1985       86900SH              Sole     X
UNITED COMMUNITY FIN'L             COM               909839102          15577      164900SH              Sole     X
UNITED COS. FINANCE CORP.          COM               909870107            854      317719SH              Sole     X
UNITED BANKSHARES, INC.            COM               909907107            115      371650SH              Sole     X
UNITED CAPITAL CORP.               COM               909912107         142021       38300SH              Sole     X
UNITED DOMINIONIND LTD.            COM               909914103           6568       99585SH              Sole     X
UNITED DOMINION RLTY REIT          COM               910197102              6     1577426SH              Sole     X
UTD FIRE & CAS CO.                 COM               910331107           3872       37725SH              Sole     X
UNITED GUARDIAN, INC.              COM               910571108            602       31800SH              Sole     X
UNITED HEALTHCARE CORP.            COM               910581107           1088     2673340SH              Sole     X
UNITED ILLUMINATING CO.            COM               910637107            106      127850SH              Sole     X
UNITED LEISURE CORP.               COM               910776103          20776        1800SH              Sole     X
UNITED NATIONAL BANCORP            COM               910909100           2036      174525SH              Sole     X
UNITED MOBILE HOMES, INC.          COM               911024107           5093       73000SH              Sole     X
UNITED NATURAL FOODS               COM               911163103             31       90700SH              Sole     X
UNITED PANAM FINANCIAL             COM               911301109          39472       54900SH              Sole     X
UNITED PARCEL SERVICE              CL B              911312106            532      301100SH              Sole     X
UNIT. PAYORS & UNIT. PROV          COM               911319101          38370      122900SH              Sole     X
UNITED RENTALS INC.                COM               911363109           3185      297409SH              Sole     X
UNITED ROAD SERVICES               COM               911384105           5025       19200SH              Sole     X
U.S. CELLULAR CORP.                COM               911684108            667      391050SH              Sole     X
U S ENERGY CORP.                   COM               911805109         573086      151927SH              Sole     X
US AIRWAYS GROUP, INC.             COM               911905107             50     1196728SH              Sole     X
U.S. HOME CORP.                    COM               911920106            723      124600SH              Sole     X
U.S. INDUSTRIES, INC.              COM               912080108            994      358894SH              Sole     X
U.S. OFFICE PRODUCTS CO.           COM NEW           912325305           1257      213597SH              Sole     X
U S  WEST, INC.                    COM               91273H101            980     7959531SH              Sole     X
U.S. TRUST CORP.                   COM               91288L105           5565       76800SH              Sole     X
UNITED STATIONERS, INC.            COM               913004107           8325      321988SH              Sole     X
UNITED TECHNOLOGIES CORP.          COM               913017109            699     6730381SH              Sole     X
UNITED TELEVISION, INC.            COM               913066106          16680       40416SH              Sole     X
UNITED WATER RESOURCES, I          COM               913190104           1015      243512SH              Sole     X
UNITED WISCONSIN SERVICES          COM               913238101           9916      164400SH              Sole     X
UNITEDGLOBALCOM INC A SHS          CL A              913247508            273      236178SH              Sole     X
UNITIL CORP.                       COM               913259107             37       28400SH              Sole     X
UNITRIN, INC.                      COM               913275103           7530      263550SH              Sole     X
UNITY BANCORP, INC                 COM               913290102            966       45435SH              Sole     X
UNIVERSAL AMERICAN FINAN           COM               913377107           2318        8100SH              Sole     X
UNIVERSAL CORP.                    COM               913456109           7639      330070SH              Sole     X
UNIVERSAL DISPLAY CORP.            COM               91347P105           1996       57700SH              Sole     X
UNIVERSAL ELECTRONICS, IN          COM               913483103            863       50400SH              Sole     X
UNIVERSAL FOODS CORP.              COM               913538104            261      374898SH              Sole     X
UNIVERSAL FOREST PRODUCTS          COM               913543104           8830      135300SH              Sole     X
UNIVERSAL HEALTH RLTY              SH BEN INT        91359E105          42071       59000SH              Sole     X
UNIVERSAL STAINLESS                COM               913837100            106       38700SH              Sole     X
UNIVERSAL HEALTH SERVICES          CL B              913903100         112727      245273SH              Sole     X
UNIVISION COMMUNICATIONS           CL A              914906102           4037      411700SH              Sole     X
UNIVIEW TECHNOLOGIES               COM PAR $0.10     915282206         109551       22700SH              Sole     X
UNOCAL CORP.                       COM               915289102              7     3358718SH              Sole     X
UNOVA, INC.                        COM               91529B106          11002      310538SH              Sole     X
UNUMPROVIDENT CORP.                COM               91529Y106           1468     3416789SH              Sole     X
URANIUM RESOURCES INC              COM NEW           916901309           6543       52432SH              Sole     X
USFREIGHTWAYS CORP.                COM               916906100            280      229800SH              Sole     X
URBAN OUTFITTERS, INC.             COM               917047102            328       50400SH              Sole     X
URBAN SHOPPING CNTRS REIT          COM               917060105            191      241200SH              Sole     X
UROCOR INC.                        COM               91727P105            382       66900SH              Sole     X
URSTADT BIDDLE PROPERTIES          COM               917286106           2075       44800SH              Sole     X
URSTADT BIDDLE - CL A              CL A              917286205           2339       24800SH              Sole     X
URSUS TELECOM CORP.                COM               917287104          15746       28800SH              Sole     X
US BANCORP, INC.                   COM               917292104           9345      176599SH              Sole     X
USDATA CORP.                       COM               917294100            624      168563SH              Sole     X
USINTERNETWORKING, INC.            COM               917311805           6584      225350SH              Sole     X
USWEB CORPORATION                  COM               917327108          13679      210300SH              Sole     X
V. I. TECHNOLOGIES, INC.           COM               917920100          49357       90700SH              Sole     X
UTILICORP UNITED, INC.             COM               918005109            187      338719SH              Sole     X
VA LINUX SYSTEMS, INC.             COM               91819B105           1709       66200SH              Sole     X
V F CORP.                          COM               918204108            652     1645217SH              Sole     X
VIB CORP                           COM               91823H106           4718       24524SH              Sole     X
V-ONE CORP.                        COM               918278102          18366      290862SH              Sole     X
VTEL CORP.                         COM               918333105           3232      198738SH              Sole     X
VAIL RESORTS INC.                  COM               91879Q109           5569      263000SH              Sole     X
VALASSIS COMMUNICATION             COM               918866104           8115      434700SH              Sole     X
VALHI, INC.                        COM               918905100            215      307800SH              Sole     X
VALENCE TECHNOLOGY                 COM               918914102           4715      293100SH              Sole     X
VALERO ENERGY CORP.                COM               91913Y100           2016      408320SH              Sole     X
VALLEY MEDIA, INC.                 COM               91972C106           4853       30700SH              Sole     X
VALLEY NATIONAL BANCORP.           COM               919794107           3520      168392SH              Sole     X
VALMONT INDUSTRIES, INC.           COM               920253101            687      125500SH              Sole     X
VALSPAR CORP.                      COM               920355104           1811      115900SH              Sole     X
VALUE CITY DEPT STRS, INC          COM               920387107          14569      232700SH              Sole     X
VALUE AMERICA, INC.                COM               92038N102              0      135800SH              Sole     X
VALUE LINE, INC.                   COM               920437100           5540       50300SH              Sole     X
VALUEVISION INT'L.CL A             CL A              92047K107           4574      254200SH              Sole     X
VANTIVE CORP.                      COM               922091103           6531           0SH              Sole     X
VARCO INTERNATIONAL, INC.          COM               922126107           8628      543810SH              Sole     X
VARIAN, INC.                       COM               922206107          15965      203300SH              Sole     X
VARIAN SEMI. EQUIP. ASSOC          COM               922207105             44      192100SH              Sole     X
VARIAN MEDICAL SYSTEMS             COM               92220P105           6376      289400SH              Sole     X
VASTAR RESOURCES, INC.             COM               922380100             10      270600SH              Sole     X
VCAMPUS CORP.                      COM               92240C100           5926       14100SH              Sole     X
VEECO INSTRUMENTS INC.             COM               922417100           2455      136200SH              Sole     X
VENCOR, INC.                       COM               92260R102            907      107863SH              Sole     X
VENTAS, INC.                       COM               92276F100           6167     1415228SH              Sole     X
VENTANA MEDICAL SYSTEMS            COM               92276H106           9880       98700SH              Sole     X
VENTIV HEALTH, INC.                COM               922793104         150386       98721SH              Sole     X
VENATOR GROUP, INC.                COM               922944103          11849      881051SH              Sole     X
VERIO INC.                         COM               923433106          56503      213900SH              Sole     X
VERITAS SOFTWARE CORP.             COM               923436109           3090     1050731SH              Sole     X
VERITY, INC.                       COM               92343C106            207      278400SH              Sole     X
VERISIGN, INC.                     COM               92343E102           1986      296214SH              Sole     X
VERITAS DGC INC.                   COM               92343P107           1774      220700SH              Sole     X
VESTCOM INTERNATIONAL INC          COM               924904105            861       59000SH              Sole     X
VERTEL CORP                        COM               924907108             25      365200SH              Sole     X
VERSANT CORPORATION                COM               925284101           8722      202792SH              Sole     X
VERTEX COMMUNICATIONS COR          COM               925320103          39590       42000SH              Sole     X
VERTEX INDUSTRIES, INC.            COM               925322109            621        6700SH              Sole     X
VERTEX PHARMACEUTICALS, I          COM               92532F100           2341      249200SH              Sole     X
VERTICALNET, INC.                  COM               92532L107          12627      241400SH              Sole     X
VESTA INSURANCE GROUP INC          COM               925391104         581701      157600SH              Sole     X
VETERINARY CENTERS                 COM               925514101           8787      181800SH              Sole     X
VIACOM INTL CL A. VTG              CL A              925524100           9730      208934SH              Sole     X
VIACOM INTL CL B NON VTG           CL B              925524308            554     9624832SH              Sole     X
VIATEL, INC                        COM               925529208           5821      163866SH              Sole     X
VIAD CORP.                         COM               92552R109           1348      349047SH              Sole     X
VIASOFT INC                        COM               92552U102           3595       97400SH              Sole     X
VIANT CORP.                        COM               92553N107          10263       58800SH              Sole     X
VIADOR, INC.                       COM               92553R108            663       31800SH              Sole     X
VICAL INC.                         COM               925602104              0      120100SH              Sole     X
VICOR CORP.                        COM               925815102          25242      253400SH              Sole     X
VICORP RESTAURANTS, INC.           COM               925817108            537       41086SH              Sole     X
VIDIKRON TECHNOLOGIES              COM               92659F107           7065        1000SH              Sole     X
VIGNETTE CORPORATION               COM               926734104           1186      154856SH              Sole     X
VIISAGE TECH.                      COM               92675K106             87       66600SH              Sole     X
VINTAGE PETE, INC.                 COM               927460105           1098      585700SH              Sole     X
VIRATA CORP.                       COM               927646109          11106       39700SH              Sole     X
VIRBAC CORP.                       COM               927649103             71       29110SH              Sole     X
VIRCO MANUFACTURING CORP.          COM               927651109           9634       84495SH              Sole     X
VISIO CORP.                        COM               927914101             12      233800SH              Sole     X
VITALCOM INC.                      COM               927917104              4       42200SH              Sole     X
VISHAY INTERTECHNOLOGY, I          COM               928298108            638      304629SH              Sole     X
VISIONAMERICA INC                  COM               92832C104           1021        4000SH              Sole     X
VISTA ENERGY RESOURCES             COM               928350107          11914        2000SH              Sole     X
VISTA INFORMATION SOL.             COM NEW           928365204          14474      175900SH              Sole     X
VISUAL DATA CORP                   COM NEW           928428200           2337       88800SH              Sole     X
VISUAL NETWORKS, INC.              COM               928444108          32852      150334SH              Sole     X
VISIX SPACE INC                    COM               92844S105          19492      279700SH              Sole     X
VITAL SIGNS, INC.                  COM               928469105            662      102164SH              Sole     X
VITESSE SEMICONDUCTOR COR          COM               928497106           2398      626500SH              Sole     X
VITRIA TECHNOLOGY                  COM               92849Q104             62       83300SH              Sole     X
VIVUS                              COM               928551100          67278      209800SH              Sole     X
VLASIC FOODS INTL., INC.           COM               928559103          48658      421695SH              Sole     X
VIZACOM INC                        COM               92855E102           3292       18709SH              Sole     X
VODAFONE AIRTOUCH PLC              SPONSORED ADR     92857T107          30438     1359150SH              Sole     X
VOICESTREAM WIRELESS CORP          COM               928615103            283      341910SH              Sole     X
VOLT INFO SCIENCES INC             COM               928703107           1052      137900SH              Sole     X
VORNADO REALTY TRUST REIT          SH BEN INT        929042109            186      936568SH              Sole     X
VORNADO OPERATING, INC.            COM               92904N103          55346       47239SH              Sole     X
VOYAGER.NET, INC.                  COM               92906W101           1777      114542SH              Sole     X
VULCAN INTERNATIONAL CORP          COM               929136109           3182        5900SH              Sole     X
VULCAN MATERIALS CO.               COM               929160109            922     1385822SH              Sole     X
WD-40 CO.                          COM               929236107           2394       80300SH              Sole     X
WFS FINANCIAL, INC.                COM               92923B106           9489      150620SH              Sole     X
WHX CORP.                          COM               929248102              0      102464SH              Sole     X
W HOLDING CO                       COM               929251106           3029      230700SH              Sole     X
WICOR, INC.                        COM               929253102              4      325100SH              Sole     X
WMF GROUP LIMITED                  COM               929289106           4334           1SH              Sole     X
WMS INDUSTRIES, INC.               COM               929297109           1213      230750SH              Sole     X
WPI GROUP, INC.                    COM               92930K107           4550        1500SH              Sole     X
WPS RESOURCES CORP.                COM               92931B106         199760      172500SH              Sole     X
WSFS FINANCIAL CORP                COM               929328102           1625       96100SH              Sole     X
WABASH NATIONAL CORP.              COM               929566107            267      303300SH              Sole     X
WACHOVIA CORP.                     COM               929771103           1543     2937646SH              Sole     X
WACKENHUT CORP.                    COM SER A         929794105            392      108800SH              Sole     X
WACKENHUT CORP CL B                COM SER B         929794303           4357       25868SH              Sole     X
WACKENHUT CORRECTIONS              COM               929798106            205      132000SH              Sole     X
WADDELL & REED FINANCIAL           CL A              930059100        4854282       14447SH              Sole     X
WADDELL & REED FIN. CL. B          CL B              930059209           9258      173409SH              Sole     X
WAINWRIGHT BANK & TRUST C          COM               930705108         465795       30900SH              Sole     X
WAL-MART STORES, INC.              COM               931142103           1065    70224701SH              Sole     X
WALDEN RESDNTL PROPS REIT          COM               931210108           5117      428100SH              Sole     X
WALGREEN CO.                       COM               931422109           3497    15924613SH              Sole     X
WALKER INTERACTIVE SYSTEM          COM               931664106           9176      170400SH              Sole     X
WALLACE COMPUTER SERVICES          COM               932270101        1098738      307780SH              Sole     X
WALTER INDUSTRIES INC.             COM               93317Q105            461      323400SH              Sole     X
THE WARNACO GROUP CLASS A          CL A              934390105           8341      745250SH              Sole     X
WARNER-LAMBERT CO.                 COM               934488107           9930    13409463SH              Sole     X
WARREN BANCORP INC.                COM               934710104         209836       61400SH              Sole     X
WASHINGTON FEDERAL INC             COM               938824109          20028      422319SH              Sole     X
WASHINGTON GAS LIGHT CORP          COM               938837101           9290      361100SH              Sole     X
WASHINGTON MUTUAL, INC.            COM               939322103            309     8070604SH              Sole     X
WASHINGTON POST CO CL B            CL B              939640108            778       36030SH              Sole     X
WASHINGTON REIT                    SH BEN INT        939653101            429      619350SH              Sole     X
WASHINGTON TRUST BANCORP           COM               940610108         148135       17400SH              Sole     X
WASTE CONNECTIONS, INC.            COM               941053100            261       53900SH              Sole     X
WASTE INDUSTRIES, INC.             COM               941058109            146       37950SH              Sole     X
WASTE MANAGEMENT, INC.             COM               94106L109             60     8618767SH              Sole     X
WASTE SYSTEMS INT'L, INC           COM NEW           94106P209          14681       54900SH              Sole     X
WATER PIK TECHNOLOGIES             COM               94113U100           2280       15220SH              Sole     X
WATERLINK, INC.                    COM               94155N105           2300       23900SH              Sole     X
WATERS CORP.                       COM               941848103          50142      277000SH              Sole     X
WATKINS-JOHNSON CO.                COM               942486101           2823       57000SH              Sole     X
WATSCO INC.                        COM               942622200           4805      198900SH              Sole     X
WATSON PHARMACEUTICAL INC          COM               942683103           2318     1400135SH              Sole     X
WATTS INDUSTRIES CLASS-A           CL A              942749102            138      191400SH              Sole     X
WAUSAU-MOSINEE PAPER CORP          COM               943315101            987      411108SH              Sole     X
WAVE SYSTEMS CORP                  CL A              943526103          18622      194200SH              Sole     X
WAVE TECHNOLOGIES                  COM               94352Q109           3449       40800SH              Sole     X
WAVO CORPORATION                   COM               944027101             97      254700SH              Sole     X
WEATHERFORD INTL., INC.            COM               947074100              1      466272SH              Sole     X
DEL E. WEBB CORP.                  COM               947423109            368      138296SH              Sole     X
WEBCO INDUSTRIES, INC              COM               947621108           4146       27600SH              Sole     X
WEBFINANCIAL CORP WTS              WT EXP  042802    94767P118           8673        1508SH              Sole             X
WEBHIRE, INC.                      COM               94768W104           4982       21800SH              Sole     X
WEBLINK WIRELESS                   CL A              94769A101           4234      267500SH              Sole     X
WEBSTER FINANCIAL CORP.            COM               947890109          15196      368100SH              Sole     X
WEBTRENDS CORP.                    COM               94844D104           1059       61500SH              Sole     X
WEBVAN GROUP INC.                  COM               94845V103           4502      256600SH              Sole     X
WEINGARTEN REALTY REIT             SH BEN INT        948741103           5948      390275SH              Sole     X
WEIRTON STEEL                      COM               948774104          66310      155500SH              Sole     X
WEIS MARKETS, INC.                 COM               948849104         940531      103500SH              Sole     X
WELLMAN, INC.                      COM               949702104            974      319350SH              Sole     X
WELLPOINT HEATLH NEW               COM               94973H108          37557     1005653SH              Sole     X
WELLS FARGO & CO.                  COM               949746101           4969    23258884SH              Sole     X
WELLSFORD REAL PROP                COM               950240101           3407      114612SH              Sole     X
WENDY'S INTERNATIONAL              COM               950590109           6199     1820940SH              Sole     X
WERNER ENTERPRISES,INC.            COM               950755108           2590      353337SH              Sole     X
WESTBANCO INC                      COM               950810101           4299      131029SH              Sole     X
WESCO FINANCIAL CORP.              COM               950817106           1115       25300SH              Sole     X
WESCO INTERNATIONAL                COM               95082P105            466      291800SH              Sole     X
WESLEY JESSEN VISIONCARE           COM               951018100           2492      113500SH              Sole     X
WEST COAST BANCORP/OREGON          COM               952145100           4887       82620SH              Sole     X
WEST MARINE                        COM               954235107           4311       56500SH              Sole     X
WEST PHARMA. SERV., INC.           COM               955306105           1021       80556SH              Sole     X
WEST TELESERVICES CORP.            COM               956188106            394      200000SH              Sole     X
WESTAMERICA BANCORP                COM               957090103           2765      154296SH              Sole     X
WESTELL TECH., INC.                CL A              957541105           2375       95000SH              Sole     X
WESTERFED FINANCIAL CORP.          COM               957550106           2775       25853SH              Sole     X
WESTCORP, INC.                     COM               957907108           2823      190707SH              Sole     X
WESTERN DIGITAL CORP.              COM               958102105           3176      567200SH              Sole     X
WESTERN GAS RESOURCES, IN          COM               958259103            116      210400SH              Sole     X
WESTERN PROPERTIES TRUST           SH BEN INT        959261108          17477      295200SH              Sole     X
WESTERN RESOURCES, INC.            COM               959425109          11289      186801SH              Sole     X
WESTERN WATER COMPANY              COM               959881103           5201       97600SH              Sole     X
WESTERN WIRELESS CORP              CL A              95988E204              1      261822SH              Sole     X
WESTFIELD AMERICA INC.             COM               959910100            328      916880SH              Sole     X
WESTINGHOUSE AIR BRAKE CO          COM               960386100           3996      293008SH              Sole     X
WESTMARK GROUP HOLDINGS            COM PAR $.005     960577401          48190         800SH              Sole     X
ROY F. WESTON, INC.                CL A              961137106          28283      159100SH              Sole     X
WESTPOINT STEVENS, INC.            COM               961238102           1875      228320SH              Sole     X
WESTVACO CORP.                     COM               961548104         233940     1477100SH              Sole     X
WESTWOOD ONE, INC.                 COM               961815107          80370      372150SH              Sole     X
WETSEAL INC.                       CL A              961840105           1398      153100SH              Sole     X
WEYERHAEUSER CO.                   COM               962166104           7382     3257656SH              Sole     X
WHIRLPOOL CORP.                    COM               963320106           7176     1235280SH              Sole     X
WHITEHALL LEWELLERS, INC.          COM               965063100          12473       37900SH              Sole     X
WHITMAN CORPORATION                COM               96647R107          10151      549335SH              Sole     X
WHITNEY HOLDINGS                   COM               966612103           1518      193625SH              Sole     X
WHITTMAN-HART INC.                 COM               966834103           2734      232600SH              Sole     X
WHOLE FOOD MARKETS                 COM               966837106          75320      218900SH              Sole     X
WILD OATS MARKETS                  COM               96808B107           5119       68400SH              Sole     X
JOHN WILEY & SONS                  CL A              968223206         186154      163200SH              Sole     X
WILLAMETTE INDUSTRIES, IN          COM               969133107           1805     1621959SH              Sole     X
WILLIAMS COMMUNCTNS GRP            CL A              969455104          12415      176900SH              Sole     X
WILLIAMS COS., INC.                COM               969457100            216     6090932SH              Sole     X
CLAYTON WILLIAMS ENERGY,           COM               969490101           5740      152800SH              Sole     X
WILLIAMS SONOMA, INC.              COM               969904101              0      269900SH              Sole     X
WILLIS LEASE FINANCE CORP          COM               970646105           9330       33500SH              Sole     X
WILMINGTON TRUST CORP.             COM               971807102           3512      118970SH              Sole     X
WILSHIRE FINANCIAL SVCS            COM NEW           971867205           1133          65SH              Sole     X
WIND RIVER SYSTEMS                 COM               973149107           4667      253873SH              Sole     X
WINDMERE-DURABLE HOLDINGS          COM               973411101          49302      206564SH              Sole     X
WINFIELD CAPITAL CORP.             COM               973859101           1808       30200SH              Sole     X
WINK COMMUNICATIONS INC.           COM               974168106          15155       77700SH              Sole     X
WINN DIXIE STORES, INC.            COM               974280109           1717     2059618SH              Sole     X
WINNEBAGO INDUSTRIES, INC          COM               974637100             19       90100SH              Sole     X
WINSTAR COMMUNICATIONS             COM               975515107            454      202400SH              Sole     X
WINSTON HOTELS, INC. REIT          COM               97563A102           4620      211375SH              Sole     X
WINTER SPORTS INC                  COM               976072108           5267        2425SH              Sole     X
WINTRUST FINANCIAL CORP            COM               97650W108           8202       29800SH              Sole     X
WIRELESS FACILITIES, INC.          COM               97653A103            363      105900SH              Sole     X
WISCONSIN CENT TRANS               COM               976592105           1438      391960SH              Sole     X
WISCONSIN ENERGY CORP.             COM               976657106            440      426054SH              Sole     X
WISER OIL CO.                      COM               977284108           1095      145000SH              Sole     X
WIT CAPITAL GROUP, INC.            COM               97737K309           3805       84600SH              Sole     X
WOLOHAN LUMBER CO.                 COM               977865104           1783       36300SH              Sole     X
WOLVERINE TUBE INC.                COM               978093102           2809       77500SH              Sole     X
WOLVERINE WORLD WIDE               COM               978097103           1099      347864SH              Sole     X
WOMEN.COM NETWORKS, INC.           COM               978149102           5338      125100SH              Sole     X
WORKFLOW MANAGEMENT, INC.          COM               98137N109            896       98121SH              Sole     X
WORLD ACCEPTANCE CORP.             COM               981419104             40      228400SH              Sole     X
WORLD ACCESS                       COM               98141A101           7182      277281SH              Sole     X
WORLD FUEL SERVICES                COM               981475106            707      119474SH              Sole     X
WORLDTALK COMMUNICATIONS           COM               98155G101             62        2000SH              Sole     X
WORLDGATE COMMUNICATIONS           COM               98156L307          25954      151000SH              Sole     X
WORLD WRESTLING FED A              CL A              98156Q108              1       41000SH              Sole     X
WORLDWIDE ENTERTAINMENT            COM               98157N104            175       31000SH              Sole     X
WORTHINGTON INDUSTRIES, I          COM               981811102         152567     1567058SH              Sole     X
WORLD CORP.                        COM               981904105           4207       36600SH              Sole     X
WORLDTEX INC                       COM               981907108           1423      111944SH              Sole     X
WM. WRIGLEY, JR. CO                COM               982526105           1640     1839547SH              Sole     X
WYNDHAM INTL INC                   CL A              983101106           2312     1432136SH              Sole     X
WYNN'S INTERNATIONAL INC.          COM               983195108             51      100750SH              Sole     X
X-RITE INC.                        COM               983857103           1052      262400SH              Sole     X
XCEED INC.                         COM               98388N105         237628       55700SH              Sole     X
XIOX CORP.                         COM               983905100          16110        1900SH              Sole     X
XETA CORP.                         COM               983909102         208867       31700SH              Sole     X
XILINX, INC.                       COM               983919101           5106     5226193SH              Sole     X
XIRCOM INC.                        COM               983922105           1245      214800SH              Sole     X
XEROX CORP.                        COM               984121103        1793907     9206246SH              Sole     X
XTRA CORP.                         COM               984138107           2341      119800SH              Sole     X
XPEDIOR INC                        COM               98413B100           3154       43300SH              Sole     X
YAHOO! INC.                        COM               984332106            447     4145965SH              Sole     X
THE YANKEE CANDLE CO.              COM               984757104           4334      143500SH              Sole     X
YANKEE ENERGY SYSTEMS              COM               984779108             76       71777SH              Sole     X
YARDVILLE NATL BANCORP.            COM               985021104           3903       38485SH              Sole     X
YELLOW CORP.                       COM               985509108            419      257797SH              Sole     X
YORK FINANCIAL GROUP               COM               986630101          14362        6756SH              Sole     X
YORK INTERNATIONAL CORP.           COM               986670107           4702      142240SH              Sole     X
YORK RESEARCH CORP                 COM               987048105           1913      111600SH              Sole     X
YOUNG & RUBICAM INC.               COM               987425105           9815      203000SH              Sole     X
YOUNG BROADCASTING CORP            CL A              987434107           2057       92200SH              Sole     X
Z-TEL TECHNOLOGIES INC             COM               988792107            647       51000SH              Sole     X
ZALE CORP                          COM               988858106          13367      202900SH              Sole     X
ZAMBA CORPORATION                  COM               988881108            784      118400SH              Sole     X
ZAPME! CORP.                       COM               98912E100           2940       75000SH              Sole     X
ZEBRA TECHNOLOGIES CL A            CL A              989207105            366      228500SH              Sole     X
ZEBRA TECHNOLOGIES CL B            CL A              989207105           6213       13410SH              Sole     X
ZENITH NATIONAL INSURANCE          COM               989390109           1222      142560SH              Sole     X
ZIEGLER COMPANIES INC.             COM               989506100             72       24500SH              Sole     X
ZIFF-DAVIS INC.                    COM ZD            989511100          21648      392900SH              Sole     X
ZIFF DAVIS INC.-ZDNET              COM ZDNET         989511209           6872       58200SH              Sole     X
ZILA,INC                           COM PAR $0.01     989513205           1633       24600SH              Sole     X
ZIONS BANCORP.                     COM               989701107            282      365760SH              Sole     X
ZIXIT CORPORATION                  COM               98974P100           1103      173425SH              Sole     X
ZORAN CORP.                        COM               98975F101            714       29300SH              Sole     X
ZONAGEN, INC.                      COM               98975L108           1527       64500SH              Sole     X
ZOLTEK COS., INC.                  COM               98975W104           5557      127900SH              Sole     X
ZYGO CORP.                         COM               989855101            804       35500SH              Sole     X
ZOLL MEDICAL CORP                  COM               989922109           2299       40000SH              Sole     X
ZOMAX INC.                         COM               989929104           1054      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         476729       48165SH              Sole     X
AMDOCS LIMITED                     ORD               G02602103             15       66626SH              Sole     X
FRESH DELMONTE PRODUCE             ORD               G36738105          16496      117100SH              Sole     X
GLOBAL CROSSING LTD.               COM               G3921A100            715     9534588SH              Sole     X
HELEN OF TROY CORP.                COM               G4388N106           8130        2100SH              Sole     X
LORAL SPACE & COMM                 COM               G56462107              0      678484SH              Sole     X
PXRE GROUP LTD.                    COM               G73018106          96016       54988SH              Sole     X
SANTA FE INTL CORP                 ORD               G7805C108           1936      314200SH              Sole     X
TRANSOCEAN OFFSHORE INC.           ORD               G90076103            887           0SH              Sole     X
TRANSOCEAN SEDCO FOREX             ORD               G90078109            800     2850192SH              Sole     X
WHITE MOUNTAINS INS. GRP.          COM               G9618E107           3124       16070SH              Sole     X
XL CAPITAL LTD. CLASS A            CL A              G98255105         423900       17100SH              Sole     X
XOMA LTD.                          ORD               G9825R107          76100      266800SH              Sole     X
GILAT SATELLITE NETWORKS           ORD               M51474100              0       26309SH              Sole     X
ROYAL CARIBBEAN CRUISES,           COM               V7780T103          24582      498500SH              Sole     X
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