VANGUARD GROUP INC
13F-HR, 2001-01-16
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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, 2000

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

Institutional Investment Manager Filing this Report:

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

Form 13F File Number: 28-6408

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

Person Signing this Report on Behalf of Reporting Manager:

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



Date     12/31/2000        By  /s/Raymond J. Klapinsky
-----    ----------        -----------------------------

Report Type

[ x ] 13F HOLDINGS REPORT

[  ] 13F NOTICE

[  ] 13F COMBINATION REPORT


<PAGE>

Form 13F Summary Page

Report Summary:

Number of Other Included Managers: NONE

Form 13F Information Table Entry Total:   4394

Form 13F Information Table Value Total:   $202,036,688 (x 1000)

<TABLE>
<CAPTION>
<S>                            <C>              <C>        <C>          <C>        <C><C>      <C>  <C>

                                                                                S/ P/C

Security Description           Class            Cusip      MV (*1000)     Shares P    Discretn Sole None
AAR CORP.                      COM              000361105        4402     348700SH    Sole     X
ABC BANCORP                    COM              000400101         137      14600SH    Sole     X
ABC-NACO, INC.                 COM              000752105         838     138200SH    Sole     X
A.C. MOORE ARTS & CRAFTS       COM              00086T103         147      17900SH    Sole     X
THE A CONSULTING TEAM          COM              000881102          29      25000SH    Sole     X
ADC TELECOMMUNICATIONS         COM              000886101      204774   11297897SH    Sole     X
ACTV, INC.                     COM              00088E104        1467     345160SH    Sole     X
ADE CORP.                      COM              00089C107        1644      93300SH    Sole     X
ACT TELECONFERENCING INC       COM              000955104         562      78900SH    Sole     X
ABM INDUSTRIES                 COM              000957100        6410     209300SH    Sole     X
ACT MANUFACTURING INC          COM              000973107        1301      82600SH    Sole     X
AFLAC,  INC.                   COM              001055102      280769    3889443SH    Sole     X
AGCO CORP.                     COM              001084102        7598     626611SH    Sole     X
AGL RESOURCES INC.             COM              001204106       17309     784554SH    Sole     X
AES CORP.                      COM              00130H105      369067    6664863SH    Sole     X
AHT CORPORATION                COM              00130R103           0      56500SH    Sole     X
AK STEEL HOLDING CORP          COM              001547108        9030    1031985SH    Sole     X
AMBI INC                       COM              00163N102         155     206300SH    Sole     X
AMB PROPERTY CORP.             COM              00163T109       26717    1035032SH    Sole     X
AML COMMUNICATIONS INC.        COM              001733104          94      68000SH    Sole     X
AMLI RESIDENTIAL PRP REIT      SH BEN INT       001735109        5629     228002SH    Sole     X
AMR CORP.                      COM              001765106       88542    2259437SH    Sole     X
ANC RENTAL CORP.               COM              001813104        1833     523716SH    Sole     X
APAC TELESERVICES, INC.        COM              00185E106        1329     360500SH    Sole     X
A T & T                        COM              001957109      944283   54543431SH    Sole     X
AT&T CORP-LIBERTY MEDIA        COM LIB GRP A    001957208       27018    1992126SH    Sole     X
AT&T CORP-LIBERTY MEDIA        COM LIB GRP B    001957307         316      16876SH    Sole     X
AT&T WIRELESS GROUP            COM WIRLES GRP   001957406        3674     212200SH    Sole     X
A.S.V., INC.                   COM              001963107         421      52600SH    Sole     X
ATEC GROUP, INC.               COM NEW          00206X604          69      92400SH    Sole     X
ATMI INC.                      COM              00207R101        5734     294043SH    Sole     X
ATS MEDICAL INC                COM              002083103        1554     109500SH    Sole     X
AT COMM CORP.                  COM              00208K105          38       1900SH    Sole     X
AVT CORP                       COM              002420107        2527     508500SH    Sole     X
AVX CORP.                      COM              002444107       21518    1314076SH    Sole     X
AXA FINANCIAL, INC.            COM              002451102         530       9481SH    Sole     X
AXS-ONE INC.                   COM              002458107          86     125300SH    Sole     X
AXT INC.                       COM              00246W103        7069     213800SH    Sole     X
AAIPHARMA INC.                 COM              00252W104         815      80000SH    Sole     X
AARON RENTS INC.-CLASS B       COM              002535201        2209     157100SH    Sole     X
AAMES FINANCIAL CORP.          COM NEW          00253A309          34      54690SH    Sole     X
ABAXIS, INC.                   COM              002567105         305      51300SH    Sole     X
ABBOTT LABORATORIES            COM              002824100     1196431   24700509SH    Sole     X
ABERCROMBIE & FITCH            CL A             002896207       22008    1100403SH    Sole     X
ABGENIX, INC.                  COM              00339B107       30500     516408SH    Sole     X
ABINGTON BANCORP INC.          COM              00350P100         493      44600SH    Sole     X
ABIOMED INC.                   COM              003654100        4244     175000SH    Sole     X
ABOUT.COM INC.                 COM              003736105        5382     199800SH    Sole     X
ACACIA RESEARCH CORP.          COM              003881109        3431     192600SH    Sole     X
ACADIA REALTY TRUST            COM SH BEN INT   004239109         107      19000SH    Sole     X
ACCELERATED NETWORKS, INC      COM              00429P107         439     157720SH    Sole     X
ACCEPTANCE INSURANCE COS,      COM              004308102         625     119100SH    Sole     X
ACCLAIM ENTERTAINMENT INC      COM PAR $0.02    004325205         222     645191SH    Sole     X
ACCREDO HEALTH, INC.           COM              00437V104        7709     153600SH    Sole     X
ACCRUE SOFTWARE, INC.          COM              00437W102        1034     413400SH    Sole     X
ACE CASH EXPRESS, INC.         COM              004403101        1114     103050SH    Sole     X
ACETO CORP.                    COM              004446100         447      49662SH    Sole     X
THE ACKERLEY GROUP INC.        COM              004527107        1681     186800SH    Sole     X
ACMAT CORP. CLASS A            CL A             004616207         798     112000SH    Sole     X
ACLARA BIOSCIENCES INC.        COM              00461P106        1880     172902SH    Sole     X
ACME COMMUNICATIONS INC        COM              004631107         569      62400SH    Sole     X
ACNIELSON CORP                 COM              004833109       29910     825103SH    Sole     X
ACTIVISION, INC.               COM NEW          004930202        1692     111900SH    Sole     X
ACTION PERFORMANCE COS IN      COM              004933107         507     213625SH    Sole     X
ACTEL CORPORATION              COM              004934105        5633     232900SH    Sole     X
ACTIVE VOICE CORP.             COM              004938106          99       5000SH    Sole     X
ACTIONPOINT INC.               COM              00504A108         152      73900SH    Sole     X
ACTIVE POWER, INC.             COM              00504W100        2830     129002SH    Sole     X
ACTUATE SOFTWARE CORP          COM              00508B102       11598     606417SH    Sole     X
ACTUANT CORP.                  CL A             00508X104        1513     504415SH    Sole     X
ACXIOM CORP.                   COM              005125109       20133     517065SH    Sole     X
ADAM.COM INC.                  COM              00547M101           8       5000SH    Sole     X
ADAMS GOLF INC.                COM              006228100          49     121600SH    Sole     X
ADAPTIVE BROADBAND CORP        COM              00650M104        2719     443990SH    Sole     X
ADAPTEC, INC.                  COM              00651F108       17829    1739450SH    Sole     X
ADELPHIA BUSINESS INC.         CL A             006847107        1414     332600SH    Sole     X
ADELPHIA COMMUNICATIONS C      CL A             006848105       19869     384871SH    Sole     X
ADEPT TECHNOLOGY, INC,         COM              006854103         689      47500SH    Sole     X
ADMINISTAFF INC.               COM              007094105        9245     339900SH    Sole     X
ADOBE SYSTEM, INC.             COM              00724F101      232061    3988156SH    Sole     X
ADOLOR CORP                    COM              00724X102        1027      46700SH    Sole     X
ADSTAR.COM, INC.               COM              00737P104           1       1000SH    Sole     X
ADTRAN INC                     COM              00738A106        4772     224567SH    Sole     X
ADVANCE PARADIGM INC.          COM              007491103       15807     347400SH    Sole     X
ADVANCED DIGITAL INFO.         COM              007525108       13242     575744SH    Sole     X
ADVANCED LIGHTING TECHS        COM              00753C102        1879     283600SH    Sole     X
ADVANCED MAGNETICS, INC.       COM              00753P103         342     130100SH    Sole     X
ADVANCED MARKETING SERVIC      COM              00753T105        1360      78250SH    Sole     X
ADVANCED FIBRE COMM.           COM              00754A105        8657     479276SH    Sole     X
ADVANCED POLYMER SYSTEMS       COM              00754G102         794     334500SH    Sole     X
ADVANCED RADIO TELECOM         COM              00754U101         191     185000SH    Sole     X
ADVANCED TISSUESCIENCE         COM              00755F103        2799     923300SH    Sole     X
ADVANTAGE MARKETING SYSMS      COM NEW          00756G209          15       6600SH    Sole     X
ADVANTAGE LEARNING SYSTEM      COM              00757K100        5722     170176SH    Sole     X
ADVANCED SWITCHING COMM.       COM              00757V106         136      28000SH    Sole     X
ADVO, INC.                     COM              007585102       13464     303425SH    Sole     X
ADVANCED NUTRACEUTICALS        COM              00760Q102          25      44900SH    Sole     X
AEROFLEX INC.                  COM              007768104       21616     749837SH    Sole     X
ADVANCED MICRO DEVICES         COM              007903107       73833    5345402SH    Sole     X
AEGON N.V.                     ORD AMER REG     007924103        6752     162949SH    Sole     X
ADVANTA CORP. CL A             CL A             007942105        2694     305684SH    Sole     X
ADVANCED ENERGY                COM              007973100        7675     341100SH    Sole     X
ADVENT SOFTWARE, INC.          COM              007974108       11724     292651SH    Sole     X
AEROSONIC CORP.                COM PAR $0.40    008015307         723      71400SH    Sole     X
AEROVOX INC.                   COM              00808M105          14       7200SH    Sole     X
AETHER SYSTEMS, INC.           COM              00808V105        5254     134285SH    Sole     X
AETRIUM, INC.                  COM              00817R103         369     134100SH    Sole     X
AETNA INC-NEW                  COM              00817Y108       82651    2012816SH    Sole     X
AFFILIATED COMPUTER SVCS       CL A             008190100       23135     381215SH    Sole     X
AFFILIATED MANAGERS GROUP      COM              008252108       12835     233900SH    Sole     X
AFFYMETRIX, INC.               COM              00826T108       14061     188902SH    Sole     X
AFTERMARKET TECHNOLOGY         COM              008318107         360     164500SH    Sole     X
AGENCY.COM INC.                COM              008447104         715     184573SH    Sole     X
AGILENT TECHNOLOGIES           COM              00846U101      362347    6618217SH    Sole     X
AGILE SOFTWARE CORP.           COM              00846X105        7957     161152SH    Sole     X
AGRIBRANDS INTERNATIONAL       COM              00849R105        7575     141592SH    Sole     X
AIR METHODS CORP.              COM PAR $.06     009128307          47      12000SH    Sole     X
AIR PRODUCTS & CHEMICALS,      COM              009158106      133718    3261411SH    Sole     X
AIRBORNE INC                   COM              009269101        5044     517317SH    Sole     X
AIRGAS, INC.                   COM              009363102        3852     565393SH    Sole     X
AIRGATE PCS, INC.              COM              009367103        4239     119400SH    Sole     X
AIRNET COMMUNICATIONS          COM              00941P106        1094     162114SH    Sole     X
AIRTRAN HOLDING                COM              00949P108        8570    1182100SH    Sole     X
AKAMAI TECHNOLOGIES            COM              00971T101        7591     360421SH    Sole     X
AKSYS, LTD.                    COM              010196103         731      44300SH    Sole     X
ALABAMA NATIONAL BANCORP       COM              010317105        1364      60300SH    Sole     X
ALAMO GROUP, INC.              COM              011311107         600      45900SH    Sole     X
ALAMOSA PCS HOLDINGS           COM              011593100        2317     289608SH    Sole     X
ALANCO TECHNOLOGIES INC.       COM NO PAR NEW   011612405           3       3714SH    Sole     X
ALASKA AIR GROUP, INC.         COM              011659109        8170     274610SH    Sole     X
ALASKA COMM SYSTEMS            COM              01167P101          54       7500SH    Sole     X
ALBANY INTERNATIONAL CORP      CL A             012348108        2823     210069SH    Sole     X
ALBANY MOLECULAR RESEARCH      COM              012423109       16176     262498SH    Sole     X
ALBEMARLE CORP                 COM              012653101        9496     383688SH    Sole     X
ALBERTO-CULVER CO. CLASS       CL B CONV        013068101       41490     969116SH    Sole     X
ALBERTO-CULVER CO. CL A        CL A             013068200         138       3800SH    Sole     X
ALBERTSON'S, INC.              COM              013104104      159135    6005087SH    Sole     X
ALCAN ALUMINIUM  LTD.          COM              013716105      138210    4042710SH    Sole     X
ALCIDE CORP.                   COM NEW          013742507        1995      68200SH    Sole     X
ALCOA, INC.                    COM              013817101      423544   12643091SH    Sole     X
ALEXANDER & BALDWIN, INC.      COM              014482103       11411     434717SH    Sole     X
ALEXANDER'S, INC.              COM              014752109        3168      46800SH    Sole     X
ALEXANDRIA REIT                COM              015271109        8483     228115SH    Sole     X
ALEXION PHARMACEUTICALS        COM              015351109       10996     169329SH    Sole     X
ALFA CORP.                     COM              015385107        6242     339700SH    Sole     X
ALICO, INC.                    COM              016230104         691      41900SH    Sole     X
ALKERMES INC.                  COM              01642T108        5813     185287SH    Sole     X
ALL AMERICAN SEMICONDUCT       COM NEW          016557407         385      42740SH    Sole     X
ALLAIRE CORP.                  COM              016714107        1378     273899SH    Sole     X
ALLEGHANY CORP.                COM              017175100        9788      47631SH    Sole     X
ALLEGHENY ENERGY INC.          COM              017361106       75698    1570903SH    Sole     X
ALLEGHENY TECHNOLOGIES         COM              01741R102       22077    1390648SH    Sole     X
ALLEGIANCE TELECOM INC.        COM              01747T102        9601     431202SH    Sole     X
ALLEN ORGAN CO.                CL B             017753104         689      13000SH    Sole     X
ALLEN TELECOM GROUP            COM              018091108        6612     368600SH    Sole     X
ALLERGAN, INC.                 COM              018490102      207848    2146910SH    Sole     X
ALLERGAN SPEC. THERAP.         CL A             018494104         429      14821SH    Sole     X
ALLETE                         COM              018522102       19806     798242SH    Sole     X
ALLIANCE BANCORP INC.          COM              01852J105        1961      85266SH    Sole     X
ALLIANCE GAMING CORP.          COM NEW          01859P609        1481     168028SH    Sole     X
ALLIANCE PHARMACEUTICAL        COM              018773101        5450     631900SH    Sole     X
ALLIANCE SEMICONDUCTOR         COM              01877H100        5583     493506SH    Sole     X
ALLIANCE RESOURCE PRTNRS       UT LTD PART      01877R108          77       4300SH    Sole     X
ALLIANT ENERGY CORP            COM              018802108       14612     458425SH    Sole     X
ALLIANT TECHSYSTEMS, INC.      COM              018804104       14638     219300SH    Sole     X
ALLIED CAPITAL CORP            COM              01903Q108       14069     673969SH    Sole     X
ALLIED DEVICES CORP.           COM              019120104          27      11200SH    Sole     X
ALLIED HOLDINGS INC.           COM              019223106         139      50700SH    Sole     X
ALLIED PRODUCTS CORP.          COM              019411107           1     115199SH    Sole     X
ALLIED RISER COMM.             COM              019496108         893     439700SH    Sole     X
ALLIED WASTE INDUSTRIES        COM PAR$.01NEW   019589308       45416    3118665SH    Sole     X
ALLMERICA FINANCIAL CORP.      COM              019754100       26331     363192SH    Sole     X
ALLOS THERAPEUTICS INC.        COM              019777101         321      39800SH    Sole     X
ALLOU HEALTH & BEAUTY          CL A             019782101         224      68900SH    Sole     X
ALLOY ONLINE, INC.             COM              019855105         663      86200SH    Sole     X
ALLSCRIPTS, INC.               COM              019886100        2759     295308SH    Sole     X
ALLSTATE CORP.                 COM              020002101      460686   10575277SH    Sole     X
ALLTEL CORP.                   COM              020039103      282684    4527476SH    Sole     X
ALPHA INDUSTRIES               COM              020753109       11580     312986SH    Sole     X
ALPHANET SOLUTIONS, INC.       COM              020787107          30      17500SH    Sole     X
ALPHARMA, INC. CLASS A         CL A             020813101       21729     495242SH    Sole     X
ALPINE GROUP INC.              COM              020825105         475     217300SH    Sole     X
ALTERA CORP.                   COM              021441100      168442    6401598SH    Sole     X
ALTEON INC.                    COM              02144G107         167      48600SH    Sole     X
ALTERRA HEALTHCARE CORP        COM              02146C104         126     126200SH    Sole     X
ALZA CORP.                     COM              022615108      163441    3845681SH    Sole     X
ALYSIS TECHNOLOGIES INC.       COM              02261D101          28      49100SH    Sole     X
AMAZON.COM INC                 COM              023135106       21249    1365378SH    Sole     X
AMBAC FINANCIAL GROUP INC      COM              023139108       91308    1565847SH    Sole     X
AMBANC HOLDING CO              COM              023161102         493      30100SH    Sole     X
AMBASSADORS INTERNATIONAL      COM              023178106         773      40700SH    Sole     X
AMCAST INDUSTRIAL CORP.        COM              023395106        1177     118400SH    Sole     X
AMCOL INTERNATIONAL CORP       COM              02341W103        1027     216200SH    Sole     X
AMERADA HESS CORP.             COM              023551104      105964    1450324SH    Sole     X
AMERCO, INC.                   COM              023586100        2271     115720SH    Sole     X
AMEREN CORP                    COM              023608102       94044    2030649SH    Sole     X
AMERICA ONLINE, INC.           COM              02364J104     1304637   37489578SH    Sole     X
AMERICA SERVICE GROUP          COM              02364L109         478      18400SH    Sole     X
AMERICA WEST HLDGS CORP        CL B             023657208        4199     327700SH    Sole     X
AMERICAN ACCESS TECH           COM              02368F108         193     162800SH    Sole     X
AMERICAN AIRCARRIERS SUPP      COM              023758105           0      35500SH    Sole     X
AMCORE FINANCIAL               COM              023912108        4742     229220SH    Sole     X
AMERICA FIRST MORTGAGE         COM              023934102          66      13100SH    Sole     X
AMERICAN AXLE & MAN. HLDG      COM              024061103        1510     190196SH    Sole     X
AMER. BANK NOTE HOLOGRAPH      COM              024377103         631     482000SH    Sole     X
AMERICAN CLASSIC VOYAGER       COM              024928103        2260     161400SH    Sole     X
AMER CAPITAL STRATEGIES        COM              024937104        4025     159800SH    Sole     X
AMER COIN MERCHANDISING        COM              02516B108          22       8800SH    Sole     X
AMERICAN DENTAL PARTNERS       COM              025353103         470      62700SH    Sole     X
AMERICAN ELEC. PWR. CO.,       COM              025537101      214832    4620047SH    Sole     X
AMERICAN  EAGLE OUTFIT.        COM              02553E106       15892     376153SH    Sole     X
AMERICAN EXPRESS CO.           COM              025816109     1179979   21478571SH    Sole     X
AMERICAN FINANCIAL GRP         COM              025932104        9926     373701SH    Sole     X
AMERICAN FINANCIAL             COM              026075101        2838     137600SH    Sole     X
AMERICAN FREIGHTWAYS           COM              02629V108        7088     253726SH    Sole     X
AMERICAN GENERAL CORP.         COM              026351106      292973    3594764SH    Sole     X
AMERICAN GREETINGS CORP.       CL A             026375105       11597    1228778SH    Sole     X
AMERICAN HOME PRODUCTS         COM              026609107     1325134   20851828SH    Sole     X
AMERICAN HOMESTAR CORP.        COM              026651109           0        630SH    Sole     X
AMERICAN INDUSTRIAL PROP.      COM NEW          026791202         688      56180SH    Sole     X
AMERICAN INTERN'L GROUP        COM              026874107     3700220   37541868SH    Sole     X
AMERICAN ITALIAN PASTA         CL A             027070101        8660     323000SH    Sole     X
AMERICAN LAND LEASE INC.       COM              027118108         459      46514SH    Sole     X
AMERICAN MANAGEMENT SYS.,      COM              027352103        5946     300121SH    Sole     X
AMERICAN MED. SEC. GROUP       COM              02744P101         299      49900SH    Sole     X
AMERICAN PACIFIC BK CL B       CL B             02837P307           2        880SH    Sole     X
AMERICAN NAT'L INS CO.         COM              028591105       10159     139171SH    Sole     X
AMERICAN PWR CONVERSION C      COM              029066107       35654    2881167SH    Sole     X
AMERICAN RESIDENTIAL TR        COM              02926T103         252     108900SH    Sole     X
AMERICAN SCI & ENGINEERIN      COM              029429107         259      56100SH    Sole     X
AMERICAN SKIING CO.            COM              029654308         291     202300SH    Sole     X
AMERICAN SOFTWARE, INC. C      CL A             029683109         127      92150SH    Sole     X
AMERICAN STANDARD COS.         COM              029712106       29482     597866SH    Sole     X
AMERICAN STATES WATER          COM              029899101        4281     116100SH    Sole     X
AMERICAN TOWER CLASS A         CL A             029912201       25810     681446SH    Sole     X
AMER. SUPERCONDUCTOR CORP      COM              030111108        4996     174900SH    Sole     X
EQUITY MODEL                   COM              030137103         218      21800SH    Sole     X
AMERICAN TELESOURCE INTL       COM              03018P108         100     265900SH    Sole     X
AMERICAN WATER WORKS CO.,      COM              030411102       16749     570166SH    Sole     X
AMERICAN WOODMARK CORP.        COM              030506109         497      31600SH    Sole     X
AMERICREDIT CORP               COM              03060R101       27521    1009962SH    Sole     X
AMERON INTERNATIONAL CORP      COM              030710107        1173      31500SH    Sole     X
AMERIPATH INC.                 COM              03071D109        7610     304400SH    Sole     X
AMERISOURCE HEALTH CORP        CL A             03071P102       32749     648500SH    Sole     X
AMERITRADE HOLDING CORP.       CL A             03072H109        3834     547725SH    Sole     X
AMERUS GROUP CO.               COM              03072M108        2832      87487SH    Sole     X
AMES DEPARTMENTSTORES, IN      COM NEW          030789507         377     262366SH    Sole     X
AMETEK AEROSPACE PROD INC      COM              031100100       13117     505725SH    Sole     X
AMF BOWLING, INC.              COM              03113V109          14     201393SH    Sole     X
AMGEN, INC.                    COM              031162100     1054482   16492390SH    Sole     X
AMKOR TECHNOLOGY, INC.         COM              031652100        9788     630848SH    Sole     X
AMRESCO INC.                   COM NEW          031909203          28      19240SH    Sole     X
AMPAL-AMER ISRAEL              CL A             032015109         957     157800SH    Sole     X
AMPCO-PITTSBURGH CORP.         COM              032037103        1231     102600SH    Sole     X
AMPEX CORP.                    CL A             032092108         169     451400SH    Sole     X
AMPHENOL CORP.                 CL A             032095101        5561     141920SH    Sole     X
AMPLIDYNE, INC.                COM              032103103         144     121100SH    Sole     X
AMSOUTH BANCORP                COM              032165102       81363    5335309SH    Sole     X
AMWEST INSURANCE GROUP         COM              032345100           3       2300SH    Sole     X
AMYLIN PHARMACEUTICALS         COM              032346108        4300     546000SH    Sole     X
ANADARKO PETROLEUM CORP.       COM              032511107      261404    3677599SH    Sole     X
ANADIGICS, INC.                COM              032515108        5984     365450SH    Sole     X
ANALOG DEVICES, INC.           COM              032654105      302983    5919088SH    Sole     X
ANALOGIC CORP.                 COM PAR $0.05    032657207        4412      99000SH    Sole     X
ANALYSTS INTERNATIONAL         COM              032681108        1197     314000SH    Sole     X
ANALYTICAL SURVEYS             COM NEW          032683302           9      24700SH    Sole     X
ANAREN MICROWAVE INC.          COM              032744104       16233     241604SH    Sole     X
ANCHOR BANCORP WISCONSIN       COM              032839102        4768     298000SH    Sole     X
ANCHOR GAMING                  COM              033037102        7289     186900SH    Sole     X
ANDOVER BANCORP INC.           COM              034258103        2830      82175SH    Sole     X
ANDREA RADIO CORP              COM              034393108         461     219500SH    Sole     X
ANDREW CORP.                   COM              034425108       25151    1156366SH    Sole     X
ANDRX CORP-ANDRX GROUP         COM              034553107       17145     296240SH    Sole     X
ANGELICA CORP.                 COM              034663104        1026     109400SH    Sole     X
ANHEUSER BUSCH CO., INC.       COM              035229103      660331   14512762SH    Sole     X
ANIXTER INTERNATIONAL INC      COM              035290105        9216     426187SH    Sole     X
ANNALY MORTGAGE MGMT           COM              035710409         672      74200SH    Sole     X
ANNTAYLOR STORES CORP.         COM              036115103        7676     307827SH    Sole     X
ANTEC CORP.                    COM              03664P105        1717     217216SH    Sole     X
ANTHONY & SYLVAN POOLS         COM              036762102         127      15147SH    Sole     X
ANSWERTHINK CONSULTING         COM              036916104        1659     457679SH    Sole     X
ANTHRACITE CAPITAL INC.        COM              037023108         314      40500SH    Sole     X
ANTIGENICS INC.                COM              037032109        1718     155324SH    Sole     X
AON CORP.                      COM              037389103      126738    3700381SH    Sole     X
APACHE CORP.                   COM              037411105      137595    1963893SH    Sole     X
APART INVT&MGMT REIT CL A      CL A             03748R101       42874     858554SH    Sole     X
APERIAN INC.                   COM              037531100          51      77200SH    Sole     X
APEX MORTGAGE CAPITAL INC      COM              037564101         544      78900SH    Sole     X
APOGEE ENTERPRISES, INC.       COM              037598109        1721     320100SH    Sole     X
APHTON CORP.                   COM              03759P101        3269     181600SH    Sole     X
APOLLO GROUP INC.-CL A         CL A             037604105       21805     443301SH    Sole     X
APOGENT TECHNOLOGIES INC       COM              03760A101       15024     732898SH    Sole     X
APPLE COMPUTER, INC.           COM              037833100       73015    4908551SH    Sole     X
APPLEBEE'S INTERNATIONAL       COM              037899101        9868     313900SH    Sole     X
APPLIED INNOVATION             COM              037916103        1238     144600SH    Sole     X
APRIA HEALTHCARE GROUP         COM              037933108       24246     815001SH    Sole     X
APPLIED MICROSYSTEMS CORP      COM              037935103         697     157000SH    Sole     X
APPLIED GRAPHICS INC.          COM NEW          037937208         316      93688SH    Sole     X
APPLERA CORP-APPLIED BIOS      COM AP BIO GRP   038020103      309829    3293864SH    Sole     X
APPLERA CORP-CELERA GENOM      COM CE GEN GRP   038020202        7857     218640SH    Sole     X
APPLIED BIOMETRICS, INC.       COM              03814L103           2      11900SH    Sole     X
APPLICA INC.                   COM              03815A106        1770     363164SH    Sole     X
APPLIED INDS TECH INC.         COM              03820C105        6184     300750SH    Sole     X
APPLIED MATERIALS, INC.        COM              038222105      458742   12012889SH    Sole     X
APPLIED MICRO CIRCUITS         COM              03822W109      336124    4478857SH    Sole     X
APPLIED SCIENCE & TECH         COM              038236105         654      54500SH    Sole     X
APPLIED MOLECULAR EVOL.        COM              03823E108        1496      87700SH    Sole     X
APPLIEDTHEORY CORP.            COM              03828R104         406     203000SH    Sole     X
APPLIX INC                     COM              038316105         461     184300SH    Sole     X
APTARGROUP INC                 COM              038336103       12119     412551SH    Sole     X
APTIMUS INC.                   COM              03833V108          51      68360SH    Sole     X
AQUA CARE SYSTEMS, INC.        COM NEW          038373304          19      16700SH    Sole     X
ARADIGM CORPORATION            COM              038505103        1307      89400SH    Sole     X
ARCH CHEMICALS, INC.           COM              03937R102        4464     251500SH    Sole     X
ARCH COAL CORP                 COM              039380100        4695     332386SH    Sole     X
ARCH WIRELESS, INC.            COM              039392105         310     496666SH    Sole     X
ARCHER-DANIELS-MIDLAND CO      COM              039483102      159301   10620081SH    Sole     X
ARCHSTONE COMMUNITIES TR.      SH BEN INT       039581103       42376    1645668SH    Sole     X
ARCTIC CAT INC.                COM              039670104        2015     173300SH    Sole     X
ARDEN REALTY GROUP REIT        COM              039793104       27028    1075750SH    Sole     X
AREA BANCSHARES CORP.          COM              039872106        3322     201341SH    Sole     X
AREMISSOFT CORP.               COM              040026106        3330      78000SH    Sole     X
ARENA PHARMACEUTICALS          COM              040047102        1085      69976SH    Sole     X
ARGONAUT GROUP, INC.           COM              040157109        3270     155700SH    Sole     X
ARGONAUT TECH.                 COM              040175101        1063     125000SH    Sole     X
ARGOSY GAMING CO.              COM              040228108        5443     283700SH    Sole     X
ARGUSS COMMUNICATIONS,INC      COM              040282105         579      63500SH    Sole     X
ARIAD PHARMACEUTICALS          COM              04033A100        1530     322060SH    Sole     X
ARIEL CORPORATION              COM              04033M104         125     105600SH    Sole     X
ARIBA, INC.                    COM              04033V104       61563    1148034SH    Sole     X
ARKANSAS BEST CORP.            COM              040790107        3954     215900SH    Sole     X
ARMOR HOLDINGS, INC.           COM              042260109        1486      85200SH    Sole     X
ARMSTRONG HOLDINGS, INC.       COM              042384107         691     334844SH    Sole     X
ARNOLD INDUSTRY, INC.          COM              042595108        5814     322987SH    Sole     X
ARONEX PHARMACEUTICALS         COM NEW          042666206         889     200300SH    Sole     X
ARQULE, INC.                   COM              04269E107        1469      45900SH    Sole     X
ARROW ELECTRONICS, INC.        COM              042735100       18257     637796SH    Sole     X
ARROW FINANCIAL CORP.          COM              042744102         875      45177SH    Sole     X
ARROW INTERNATIONAL, INC.      COM              042764100        5658     150200SH    Sole     X
ART TECHNOLOGY GROUP           COM              04289L107        7099     232280SH    Sole     X
ARTISAN COMPONENTS INC.        COM              042923102         719      96700SH    Sole     X
ARTESYN TECHNOLOGIES, INC      COM              043127109        7881     496453SH    Sole     X
ARTHROCARE CORP.               COM              043136100        5522     283200SH    Sole     X
ARTISOFT, INC.                 COM              04314L106         596     164304SH    Sole     X
ARTISTDIRECT, INC.             COM              04315D103           9      17500SH    Sole     X
ARVINMERITOR, INC.             COM              043353101        9878     868372SH    Sole     X
ASCENT PEDIATRICS, INC.        DEP SHS          04362X200          14      18900SH    Sole     X
ASHFORD.COM                    COM              044093102          18      58900SH    Sole     X
ASHLAND, INC.                  COM              044204105       35729     995513SH    Sole     X
ASHWORTH, INC.                 COM              04516H101         307      47200SH    Sole     X
ASK JEEVES, INC.               COM              045174109         555     227578SH    Sole     X
ASPECT MEDICAL SYSTEMS         COM              045235108        1522     176500SH    Sole     X
ASPECT COMMUNICATIONS          COM              04523Q102        2492     309638SH    Sole     X
ASPEN TECHNOLOGY INC.          COM              045327103       15029     452000SH    Sole     X
ASPEON INC.                    COM              045354107          93      61800SH    Sole     X
ASSOCIATED BANC-CORP.          COM              045487105       14369     473057SH    Sole     X
ASSOCIATED ESTATES REIT        COM              045604105        2927     362981SH    Sole     X
AT HOME CORP. SER A            COM SER A        045919107        7412    1339978SH    Sole     X
ASTEC INDUSTRIES INC.          COM              046224101        2524     191400SH    Sole     X
ASTEA INTL INC.                COM              04622E109          60      68900SH    Sole     X
ASTORIA FINANCIAL CORP.        COM              046265104       27881     513352SH    Sole     X
ASTRO-MED, INC.                COM              04638F108         236      68650SH    Sole     X
ASTRONICS CORP.                COM              046433108         102       8500SH    Sole     X
ASTRONICS CORP CL B            CL B             046433207          10        760SH    Sole     X
ASTROPOWER, INC.               COM              04644A101        2245      71550SH    Sole     X
ASYST TECHNOLOGIES, INC.       COM              04648X107        5257     391200SH    Sole     X
ATLANTA SOSNOFF CAPITAL        COM              046499109         853      77500SH    Sole     X
AT&T LATIN AMERICA CORP.       COM              04649A106         713     259240SH    Sole     X
ATHEROGENICS, INC.             COM              047439104         137      27400SH    Sole     X
ATLANTIC COAST AIRLINES        COM              048396105        9879     241700SH    Sole     X
ATLANTIC TELE-NETWORK          COM NEW          049079205         662      65400SH    Sole     X
ATLAS AIR INC.                 COM              049164106        9737     298447SH    Sole     X
ATMEL CORP.                    COM              049513104       39114    3364670SH    Sole     X
ATMOS ENERGY CORP.             COM              049560105        9925     407194SH    Sole     X
ATRIX LABS, INC.               COM              04962L101        2271     133123SH    Sole     X
@PLAN.INC.                     COM              04962Q100         566      74200SH    Sole     X
ATWOOD OCEANICS, INC.          COM              050095108        7150     163200SH    Sole     X
AUDIBLE, INC.                  COM              05069A104          80     182600SH    Sole     X
AUDIO VISUAL SERV CORP         COM              050727106          48     206600SH    Sole     X
AUDIOHIGHWAY.COM               COM              050740109           6      22100SH    Sole     X
AUDIOVOX CORPORATION           CL A             050757103        2261     251225SH    Sole     X
AURORA FOODS INC.              COM              05164B106        1329     545200SH    Sole     X
AURORA BIOSCIENCES CORP.       COM              051920106        6702     213177SH    Sole     X
AUSPEX SYSTEMS INC             COM              052116100        1737     248200SH    Sole     X
AUTOBYTEL.COM INC.             COM              05275N106         277     110700SH    Sole     X
AUTODESK, INC.                 COM              052769106       23216     861843SH    Sole     X
AUTOLIV, INC.                  COM              052800109         654      41058SH    Sole     X
AUTOMATIC DATA PROCESSING      COM              053015103      634183   10016711SH    Sole     X
AUTONATION INC.                COM              05329W102       12951    2158456SH    Sole     X
AUTOTOTE CORP.                 CL A             053323101        1093     370467SH    Sole     X
AUTOWEB.COM, INC.              COM              053331104          41     165100SH    Sole     X
AUTOZONE, INC.                 COM              053332102       61040    2141751SH    Sole     X
AVADO BRANDS, INC.             COM              05336P108          49      87550SH    Sole     X
AVALONBAY COMMUNITIES          COM              053484101       43434     866511SH    Sole     X
AVANT! CORP.                   COM              053487104       11889     649228SH    Sole     X
AVANEX CORP.                   COM              05348W109       13200     221620SH    Sole     X
AVANT INC.                     COM              053491106        2437     354500SH    Sole     X
AVATAR HOLDING, INC.           COM              053494100        1707      80800SH    Sole     X
AVAYA INC.                     COM              053499109       41164    3991636SH    Sole     X
AVANTGO, INC.                  COM              05349M100         256      40970SH    Sole     X
AVENUE A, INC.                 COM              053566105         120      66200SH    Sole     X
AVERY DENN CORP.               COM              053611109       94981    1730860SH    Sole     X
AVIALL INC.                    COM              05366B102         723     142794SH    Sole     X
AVIATION GENERAL, INC.         COM              05366T103          36      28600SH    Sole     X
AVICI SYSTEMS INC.             COM              05367L109        4056     164710SH    Sole     X
AVID TECHNOLOGY INC            COM              05367P100        8126     444900SH    Sole     X
AVIGEN, INC.                   COM              053690103        4324     208400SH    Sole     X
AVIRON                         COM              053762100       11546     172819SH    Sole     X
AVIS GROUP HOLDINGS, INC.      CL A             053790101        8260     253670SH    Sole     X
AVISTA CORP.                   COM              05379B107       11264     549463SH    Sole     X
AVNET, INC.                    COM              053807103       11475     533700SH    Sole     X
AVOCENT CORPORATION            COM              053893103       13238     490294SH    Sole     X
AVON PRODUCTS, INC.            COM              054303102      178496    3728384SH    Sole     X
AXA - SPONS ADR                SPONSORED ADR    054536107       33262     463181SH    Sole     X
AWARE, INC.                    COM              05453N100        4793     270000SH    Sole     X
AXCELIS TECHNOLOGIES           COM              054540109        5694     641550SH    Sole     X
AXSYS TECHNOLOGIES, INC.       COM              054615109         202       7400SH    Sole     X
AXYS PHARMACEUTICALS           COM              054635107         997     177245SH    Sole     X
AZTAR CORP.                    COM              054802103        5953     460100SH    Sole     X
AZTEC TECHN. PARTN., INC.      COM              05480L101          46     208857SH    Sole     X
BB&T CORPORATION               COM              054937107      211339    5664021SH    Sole     X
BCSB BANKCORP, INC.            COM              054948104         198      31300SH    Sole     X
AZURIX CORP.                   COM              05501M104        4624     564800SH    Sole     X
BEI TECHNOLOGIES, INC.         COM              05538P104         239      20600SH    Sole     X
BHA GROUP HOLDINGS INC.        COM              055446108         580      41437SH    Sole     X
BHC COMM. INC. CL A            CL A             055448104       10759      83240SH    Sole     X
BISYS GROUP, INC.              COM              055472104       21669     415711SH    Sole     X
BJ SERVICES CO.                COM              055482103       38341     556671SH    Sole     X
BJ'S WHOLESALE CLUB INC.       COM              05548J106       19685     512968SH    Sole     X
BMC INDUSTRIES, INC.           COM              055607105        1262     258804SH    Sole     X
BOK FINANCIAL CORP.            COM NEW          05561Q201        4457     209730SH    Sole     X
BP AMOCO PLC ADR               SPONSORED ADR    055622104       29695     620256SH    Sole     X
BP PRUDHOE BAY ROYALTY TR      UNIT BEN INT     055630107          17       1400SH    Sole     X
BRE PROPERTIES REIT CL A       CL A             05564E106       24851     784246SH    Sole     X
BNP RESIDENTIAL PROPERTY       COM              05564T103         626      83500SH    Sole     X
BSB BANCORP, INC.              COM              055652101        1862     141363SH    Sole     X
BTG INC.                       COM              05576J101         471      79400SH    Sole     X
BMC SOFTWARE, INC.             COM              055921100       49675    3548196SH    Sole     X
BTU INT'L, INC                 COM              056032105         243      31900SH    Sole     X
BWC FINANCIAL CORP.            COM              056042104         422      21010SH    Sole     X
BACOU USA INC.                 COM              056439102         653      25100SH    Sole     X
BADGER METER, INC.             COM              056525108         589      25600SH    Sole     X
BADGER PAPER MILLS, INC.       COM              056543101          30      12500SH    Sole     X
BAIRNCO CORP.                  COM              057097107         535      70200SH    Sole     X
BAKER HUGHES, INC.             COM              057224107      200643    4827503SH    Sole     X
J. BAKER INC.                  COM              057232100        1112     247100SH    Sole     X
BALDOR ELECTRIC CO.            COM              057741100        7959     376773SH    Sole     X
BALDWIN & LYONS, INC. CLA      CL B             057755209        2483     106800SH    Sole     X
BALDWIN TECH CL A              CL A             058264102         386     257000SH    Sole     X
BALL CORP.                     COM              058498106       25186     546775SH    Sole     X
BALLY TOTAL FITNESS            COM              05873K108       11216     331096SH    Sole     X
THE BANC STOCK GROUP           CL A             05943C102           2       1000SH    Sole     X
BANCFIRST OHIO CORP.           COM              059450106         239      15570SH    Sole     X
BANCFIRST CORP.                COM              05945F103        2121      53432SH    Sole     X
BANCORPSOUTH INC.              COM              059692103        7338     602058SH    Sole     X
BANCWEST CORP.                 COM              059790105        6204     237485SH    Sole     X
BANDAG, INC.                   COM              059815100        7083     174611SH    Sole     X
BANDAG, INC. CL A              CL A             059815308          38       1138SH    Sole     X
BANGOR HYDRO-ELECTRIC CO.      COM              060077104        1552      60400SH    Sole     X
BANK OF AMERICA CORP.          COM              060505104     1092408   23812708SH    Sole     X
BANK OF GRANITE CORP           COM              062401104        1934      83163SH    Sole     X
BANK OF THE OZARKS             COM              063904106          29       2200SH    Sole     X
THE BANK OF NEW YORK CO.       COM              064057102      648228   11745913SH    Sole     X
BANK ONE CORP.                 COM              06423A103      612673   16728268SH    Sole     X
BANK PLUS CORP.                COM              064446107         130      34100SH    Sole     X
BANK UNITED CORP.              CL A             065412108       18540     271894SH    Sole     X
BANKATLANTIC BANCORP CL A      CL A             065908501         526     140286SH    Sole     X
BANKNORTH GROUP, INC.          COM              06646R107       16762     840713SH    Sole     X
BANKUNITED FINANCIAL CORP      CL A             06652B103        1241     146000SH    Sole     X
BANTA CORP.                    COM              066821109        7461     293528SH    Sole     X
C.R. BARD, INC.                COM              067383109       35970     772519SH    Sole     X
BARNES & NOBLE INC.            COM              067774109       16421     619642SH    Sole     X
BARNES GROUP, INC.             COM              067806109        4579     230400SH    Sole     X
BARNESANDNOBLE.COM INC.        CL A             067846105         373     283949SH    Sole     X
BARRICK GOLD CORP.             COM              067901108       81052    4948236SH    Sole     X
BARR LABS INC.                 COM              068306109       22959     314775SH    Sole     X
BARRA INC.                     COM              068313105       15587     330750SH    Sole     X
BARRETT BUSINESS SERVICES      COM              068463108         222      62300SH    Sole     X
BARRETT RESOURCES CORP.        COM PAR $0.01    068480201       21677     381555SH    Sole     X
BARRISTER INFORMATION          COM NEW          068659200           8      18000SH    Sole     X
BASE TEN SYSTEMS, INC. A       CL A NEW         069779304           1       9460SH    Sole     X
BASIN EXPL INC                 COM              070107107        4672     183198SH    Sole     X
BASSETT FURNITURE IND., I      COM              070203104        1527     135763SH    Sole     X
BATTLE MOUNTAIN CLASS A        COM              071593107        1881    1114799SH    Sole     X
BAUSCH & LOMB, INC.            COM              071707103       30708     759384SH    Sole     X
BAXTER INTERNATIONAL INC.      COM              071813109      404530    4580666SH    Sole     X
BAY STATE BANCORP INC.         COM              072611106         827      29400SH    Sole     X
BAY VIEW CAPITAL CORP.         COM              07262L101         805     128721SH    Sole     X
BAYCORP HOLDINGS LTD           COM              072728108          77      11600SH    Sole     X
BE AVIONICS INC.               COM              073302101        2118     132400SH    Sole     X
BE FREE, INC.                  COM              073308108         644     294300SH    Sole     X
BE INC.                        COM              073309106          77     102400SH    Sole     X
BEA SYSTEMS INC.               COM              073325102       65920     979320SH    Sole     X
BEAR STEARNS CO., INC.         COM              073902108       94215    1858743SH    Sole     X
BEASLEY BROADCAST GROUP        CL A             074014101        1214     146100SH    Sole     X
BEBE STORES INC.               COM              075571109        2392     111900SH    Sole     X
BECKMAN COULTER, INC.          COM              075811109       16568     395066SH    Sole     X
BECTON, DICKINSON & CO.        COM              075887109      129856    3750347SH    Sole     X
BED BATH AND BEYOND            COM              075896100      104366    4664417SH    Sole     X
BEDFORD BANCSHARES, INC.       COM              076014109         166      18100SH    Sole     X
BEDFORD PROPERTY INVEST.       COM PAR $0.02    076446301        6260     309136SH    Sole     X
BEL FUSE INC-CL A              CL A             077347201         276       8250SH    Sole     X
BEL FUSE INC-CL B              CL B             077347300        5275     155150SH    Sole     X
BELCO OIL & GAS CORP.          COM              077410108        3915     314800SH    Sole     X
BELDEN, INC.                   COM              077459105        8018     316000SH    Sole     X
BELL & HOWELL CO.              COM              077852101        3987     241645SH    Sole     X
BELL INDUSTRIES, INC.          COM              078107109         144      57503SH    Sole     X
BELL MICROPRODUCTS INC.        COM              078137106        1235      77800SH    Sole     X
BELLSOUTH CORP.                COM              079860102     1121570   27397139SH    Sole     X
BELMONT BANCORP                COM              080162100         252      80700SH    Sole     X
BELO CORP. CLASS A             COM SER A        080555105       11313     707044SH    Sole     X
BEMIS CO., INC.                COM              081437105       25451     758306SH    Sole     X
BENCHMARK ELECTRONICS INC      COM              08160H101        3991     176900SH    Sole     X
BENIHANA INC.                  COM              082047101         100       8400SH    Sole     X
BENIHANA INC. CL-A             CL A             082047200        1226     107800SH    Sole     X
BERGEN BRUNSWIG CLASS A        CL A             083739102       22926    1448235SH    Sole     X
W.R. BERKLEY CORP.             COM              084423102        7752     164275SH    Sole     X
BERKSHIRE HATHAWAY CL A        CL A             084670108      367283       5173SH    Sole     X
BERKSHIRE HATHAWAY CL B        CL B             084670207         534        227SH    Sole     X
BERLITZ INTERNATIONAL, IN      COM              08520F100        1053     130654SH    Sole     X
BERRY PETROLEUM CL A           CL A             085789105        3015     225400SH    Sole     X
BEST BUY, INC.                 COM              086516101       90849    3073123SH    Sole     X
BETHLEHEM STEEL CORP.          COM              087509105        1493     853085SH    Sole     X
BEVERLEY ENTERPRISES, INC      COM NEW          087851309        6628     809479SH    Sole     X
BEYOND.COM CORP.               COM              08860E101          30     189000SH    Sole     X
BIG DOG HOLDINGS               COM              089128102         275      73400SH    Sole     X
BIG FOOT FINANCIAL CORP.       COM              089165104         158      13200SH    Sole     X
BIGSTAR ENTERTAINMENT          COM              089896104          16     130300SH    Sole     X
BILLING CONCEPTS CORP.         COM              090063108        1431     715400SH    Sole     X
BILLSERV.COM, INC.             COM              090181108          95      36900SH    Sole     X
BINDLY WESTERN IND, INC.       COM              090324104       18525     445720SH    Sole     X
BINDVIEW DEVELOPMENT CORP      COM              090327107        3149     334800SH    Sole     X
BIORAD LABS, INC. CL A         CL A             090572207        3819     120100SH    Sole     X
BIOTECHNOLOGY GEN              COM              090578105        6033     854200SH    Sole     X
BIO-PLEXUS, INC.               COM              09057C106          74      91338SH    Sole     X
BIOCRYST PHARMACEUTICALS       COM              09058V103        1077     162500SH    Sole     X
BIOGEN, INC.                   COM              090597105      143676    2392107SH    Sole     X
BIOMET, INC.                   COM              090613100      115462    2909274SH    Sole     X
BIOMARIN PHARMACEUTICAL        COM              09061G101        1804     186200SH    Sole     X
BIOPURE CORP.                  CL A             09065H105        2220     111000SH    Sole     X
BIOSPHERICS INC.               COM              090662107         445      89000SH    Sole     X
BIOTIME, INC.                  COM              09066L105         547      72900SH    Sole     X
BIOSPHERE MEDICAL INC.         COM              09066V103          18       1500SH    Sole     X
BIO-LOGIC SYSTEMS              COM              090909102         133      46200SH    Sole     X
BIOLASE TECHNOLOGY, INC.       COM              090911108         166      98100SH    Sole     X
BIOSPECIFICS TECHNOLOGY        COM              090931106          37      40800SH    Sole     X
BIOSITE DIAGNOSTICS            COM              090945106        3753      92800SH    Sole     X
BIRMINGHAM STEEL CORP.         COM              091250100         189     189100SH    Sole     X
BITSTREAM INC.                 CL A             091736108          22       8600SH    Sole     X
BIZNESSONLINE.COM, INC         COM              091791103           7      36700SH    Sole     X
BLACK & DECKER CORP.           COM              091797100       45592    1161571SH    Sole     X
BLACK BOX CORP                 COM              091826107       12636     261546SH    Sole     X
BLACK HAWK GAMING & DEV.       COM              092067107         198      29400SH    Sole     X
BLACK HILLS CORP.              COM              092113109       11756     262709SH    Sole     X
BLACKROCK, INC.                CL A             09247X101        4343     103400SH    Sole     X
BLAIR CORP.                    COM              092828102        1635      87800SH    Sole     X
E.W. BLANCH HOLDINGS, INC      COM              093210102        3552     203700SH    Sole     X
BLIMPIE INTERNATIONAL, IN      COM              093538106          92      70300SH    Sole     X
BLOCK DRUG CO. CLASS A         CL A             093644102        7412     140683SH    Sole     X
H & R BLOCK, INC.              COM              093671105       54240    1310928SH    Sole     X
BLOCKBUSTER INC.               CL A             093679108        1343     160300SH    Sole     X
BLOUNT INTERNATIONAL INC.      COM              095180105        1262     164117SH    Sole     X
BLUE MARTINI SOFTWARE          COM              095698106        3135     236624SH    Sole     X
BLUE RHINO CORP.               COM              095811105         207      87300SH    Sole     X
BLUE WAVE SYSTEMS, INC.        COM              096081104           4       1000SH    Sole     X
BLUEGREEN CORP.                COM              096231105         187     119940SH    Sole     X
BLUESTONE SOFTWARE             COM              09623P102        2356     155800SH    Sole     X
BLYTH, INC.                    COM              09643P108       10812     448159SH    Sole     X
BOB EVANS FARMS, INC.          COM              096761101        7817     366793SH    Sole     X
BOCA RESORTS, INC.             CL A             09688T106        4344     302200SH    Sole     X
THE BOEING CO.                 COM              097023105      870538   13189968SH    Sole     X
BOISE CASCADE CORP.            COM              097383103       31646     941146SH    Sole     X
BOMBAY CO.                     COM              097924104         302     156062SH    Sole     X
BONE CARE INTERNATIONAL        COM              098072101        2507     144800SH    Sole     X
B0RDERS GROUP, INC.            COM              099709107        9853     843032SH    Sole     X
BORGWARNER, INC.               COM              099724106       10866     271648SH    Sole     X
BORON LEPORE & ASSOCIATES      COM              10001P102        1141     108700SH    Sole     X
BOSTON ACOUSTICS, INC.         COM              100534106         405      27000SH    Sole     X
BOSTON BEER C0. CLASS A        CL A             100557107         876      99400SH    Sole     X
BOSTON COMMUNICATIONS GRP      COM              100582105        3504     125700SH    Sole     X
BOSTON PROPERTIES, INC.        COM              101121101       44985    1034149SH    Sole     X
BOSTON SCIENTIFIC CORP.        COM              101137107       83377    6091472SH    Sole     X
BOSTONFED BANCORP, INC.        COM              101178101         741      35500SH    Sole     X
BOTTOMLINE TECHNOLOGIES        COM              101388106        2936     114300SH    Sole     X
BOWATER, INC.                  COM              102183100       20824     369377SH    Sole     X
BOWL AMERICA, INC. CLASS       CL A             102565108         145      17745SH    Sole     X
BOWNE & CO., INC.              COM              103043105        7560     715700SH    Sole     X
BOYD GAMING CORP.              COM              103304101        1449     421400SH    Sole     X
THE BOYDS COLLECTION, LTD      COM              103354106        4251     456500SH    Sole     X
BOYKIN LODGING CO. REIT        COM              103430104        2682     315565SH    Sole     X
BRACKNELL CORP                 COM              10382K102         669     120180SH    Sole     X
BRADY CORP. CLASS A            CL A             104674106        9180     271500SH    Sole     X
BRANDYWINE REALTY REIT         SH BEN INT NEW   105368203       13143     635302SH    Sole     X
BRASS EAGLE INC.               COM              10553F106         166      21800SH    Sole     X
BRAUN COSULTING, INC.          COM              105651103         610     165500SH    Sole     X
BREAKAWAY SOLUTIONS, INC.      COM              106372105         170     194400SH    Sole     X
BRIDGE VIEW BANCORP            COM              108058108         332      23687SH    Sole     X
BRIGGS & STRATTON CORP.        COM              109043109       20267     456731SH    Sole     X
BRIGHT HRZNS. FAMILY SOL.      COM              109195107        4070     155780SH    Sole     X
BRIGHTPOINT, INC.              COM              109473108        4254    1215425SH    Sole     X
BRINKER INTERNATIONAL, IN      COM              109641100       19667     465500SH    Sole     X
BRIO TECHNOLOGY, INC.          COM              109704106         761     180400SH    Sole     X
BRISTOL-MYERS SQUIBB CO.       COM              110122108     2317650   31346074SH    Sole     X
BROADBASE SOFTWARE             COM              11130R100        2233     357316SH    Sole     X
BROADCOM CORP.                 CL A             111320107      310234    3693262SH    Sole     X
BROADVISION INC.               COM              111412102       46936    3973377SH    Sole     X
BROADWING INC.                 COM              111620100       32192    1411173SH    Sole     X
BROCADE COMMUNICATIONS         COM              111621108       82457     898100SH    Sole     X
BROOKLINE BANCORP INC.         COM              113739106        1582     137575SH    Sole     X
BROOKS AUTOMATION, INC.        COM              11434A100        5778     205914SH    Sole     X
BROOKTROUT TECHNOLOGY          COM              114580103         982     103700SH    Sole     X
BROWN & BROWN, INC.            COM              115236101        9993     285500SH    Sole     X
BROWN-FORMAN CORP. CLASS       CL B             115637209       70592    1061534SH    Sole     X
BROWN (TOM) INC.               COM NEW          115660201       13183     401000SH    Sole     X
BROWN SHOE COMPANY, INC.       COM              115736100        6121     470821SH    Sole     X
BRUKER DALTONICS, INC.         COM              116795105        4375     185690SH    Sole     X
BRUNSWICK CORP.                COM              117043109       20453    1244293SH    Sole     X
BRUSH ENGINEERED MATER         COM              117421107        3787     187600SH    Sole     X
BRYN MAWR BANK CORP.           COM              117665109         568      26900SH    Sole     X
BUCA, INC.                     COM              117769109         671      45700SH    Sole     X
B2BSTORES.COM INC.             COM              11776S107          10       6800SH    Sole     X
BSQUARE CORP.                  COM              11776U102        1007     167800SH    Sole     X
BUCKEYE TECHNOLOGY INC.        COM              118255108        6203     441100SH    Sole     X
THE BUCKLE INC.                COM              118440106        2192     124800SH    Sole     X
BUDGET GROUP INC.              CL A             119003101         238     112200SH    Sole     X
BUILDING MATERIALS CORP.       COM              120113105         374      44000SH    Sole     X
BURLINGTON COAT FACTORY W      COM              121579106        7507     396390SH    Sole     X
BURLINGTON  INDUSTRIES         COM              121693105         388     222000SH    Sole     X
BURLINGTON NTHRN SANTA FE      COM              12189T104      167527    5917077SH    Sole     X
BURLINGTON RESOURCES, INC      COM              122014103      157246    3113784SH    Sole     X
BURNHAM PACIFIC PROP REIT      COM              12232C108        3751     810934SH    Sole     X
BUSH INDUSTRIES, INC.          CL A             123164105        1595     137193SH    Sole     X
BUTLER MANUFACTURING CO.       COM              123655102         547      21600SH    Sole     X
BUY.COM, INC.                  COM              124269101         263     400400SH    Sole     X
C & D TECHNOLOGY INC.          COM              124661109       14156     327779SH    Sole     X
CAIS INTERNET, INC.            COM              12476Q102         178     183300SH    Sole     X
CB BANCSHARES INC.             COM              124785106         773      29800SH    Sole     X
CBL & ASSOCIATES PRP REIT      COM              124830100       11682     461496SH    Sole     X
CCC INFORMATION SERVICES       COM              12487Q109        1329     212600SH    Sole     X
CB RICHARD ELLIS SERVICES      COM              12489L108        1526     104329SH    Sole     X
CBRL GROUP, INC.               COM              12489V106       11122     611504SH    Sole     X
C-BRIDGE INTERNET SOL.         COM              12500B105         545     139400SH    Sole     X
C-COR ELECTRONICS, INC.        COM              125010108        3918     403100SH    Sole     X
C-CUBE MICROSYSTEMS INC.       COM              12501N108        6393     519205SH    Sole     X
CDI CORP.                      COM              125071100        3162     216200SH    Sole     X
CDW COMPUTER CENTERS           COM              125129106       16758     601188SH    Sole     X
CD WAREHOUSE INC.              COM              12512W105          21      50700SH    Sole     X
CEC ENTERTAINMENT INC          COM              125137109       11826     346561SH    Sole     X
CFS BANCORP, INC.              COM              12525D102         798      74700SH    Sole     X
CH ENERGY GROUP, INC.          COM              12541M102        9035     201900SH    Sole     X
C.H. ROBINSON WORLDWIDE        COM              12541W100       18274     581280SH    Sole     X
CIGNA CORP.                    COM              125509109      304433    2301080SH    Sole     X
THE CIT GROUP, INC.            CL A             125577106       77042    3828184SH    Sole     X
CKE RESTAURANTS INC.           COM              12561E105         325     118123SH    Sole     X
CLECO CORP.                    COM              12561W105       13191     240926SH    Sole     X
CMGI INC                       COM              125750109        6149    1099232SH    Sole     X
CMS ENERGY CORP.               COM              125896100       54535    1721039SH    Sole     X
CPI CORP.                      COM              125902106        2976     148800SH    Sole     X
CPB INC.                       COM              125903104        2459      88200SH    Sole     X
CSS INDUSTRIES, INC.           COM              125906107         746      35100SH    Sole     X
CPI AEROSTRUCTURES, INC.       COM NEW          125919308           7       2400SH    Sole     X
CTB INTERNATIONAL CORP.        COM              125960104         501      62900SH    Sole     X
CTI INDUSTRIES CORP.           COM NEW          125961300           3       2500SH    Sole     X
CSK AUTO CORP.                 COM              125965103        1081     279038SH    Sole     X
CNA FINANCIAL CORP.            COM              126117100       29530     762075SH    Sole     X
CNA SURETY CORP                COM              12612L108        2984     209400SH    Sole     X
CNF INC.                       COM              12612W104       17612     520871SH    Sole     X
CNET NETWORKS, INC.            COM              12613R104        6582     411756SH    Sole     X
CSF HOLDINGS LIT. RIGHTS       RTS              126335991          15      29125SH    Sole     X
CSG SYSTEMS INTL INC.          COM              126349109       14319     305068SH    Sole     X
CSX CORP.                      COM              126408103       80162    3090580SH    Sole     X
CTC COMMUNICATIONS GROUP       COM              126419100         718     155300SH    Sole     X
CT COMMUNICATIONS              COM NEW          126426402        1914     136100SH    Sole     X
CTS CORP.                      COM              126501105       12217     335287SH    Sole     X
CUNO INC.                      COM              126583103        6203     231350SH    Sole     X
CVB FINANCIAL CORP.            COM              126600105        2629     154637SH    Sole     X
CVS CORP DELAWARE              COM              126650100      340238    5676540SH    Sole     X
CV THERAPEUTICS,INC.           COM              126667104       12944     182953SH    Sole     X
CABLEVISION SYS. CORP.         CL A             12686C109       43746     515035SH    Sole     X
CABLETRON SYSTEMS, INC.        COM              126920107       46431    3082543SH    Sole     X
CABLE DESIGN TECHNOLOGIES      COM              126924109       10837     644600SH    Sole     X
CACHEFLOW INC.                 COM              126946102        2306     135170SH    Sole     X
C2 INC                         COM              126948108          60       7500SH    Sole     X
CABOT CORP.                    COM              127055101       10145     384654SH    Sole     X
CABOT INDUSTRIAL TRUST         COM              127072106       12723     663072SH    Sole     X
CABOT OIL & GAS CORP.          CL A             127097103       11564     370790SH    Sole     X
CABOT MICROELECTRONICS         COM              12709P103       13162     253412SH    Sole     X
CACI INTERNATIONAL INC.        CL A             127190304        2647     115000SH    Sole     X
CADENCE DESIGN SYSTEMS, I      COM              127387108       43213    1571394SH    Sole     X
CADIZ, INC.                    COM              127537108        4143     463500SH    Sole     X
CADMUS COMMUNICATION           COM              127587103         328      35900SH    Sole     X
CAL DIVE INTERNATIONAL         COM              127914109       10032     376800SH    Sole     X
CALDERA SYSTEMS, INC.          COM              128780103         379     195575SH    Sole     X
CALGON CARBON                  COM              129603106        2035     357800SH    Sole     X
CALICO COMMERCE INC.           COM              129897104         197     203500SH    Sole     X
CALIFORNIA AMPLIFIER INC.      COM              129900106        1540     166460SH    Sole     X
CALIBER LEARNING NETWORK       COM              129914107         243     259200SH    Sole     X
CALIFORNIA INDEPENDENT BK      COM              130334105        1148      60447SH    Sole     X
CALIFORNIA PIZZA KITCHEN       COM              13054D109        1822      64500SH    Sole     X
CALIFORNIA WATER SERVICE       COM              130788102        1869      69226SH    Sole     X
CALIPER TECHNOLOGIES CORP      COM              130876105        4969     105722SH    Sole     X
CALLAWAY GOLF CO               COM              131193104       15680     841893SH    Sole     X
CALLON PETEROLEUM CO.          COM              13123X102        1564      93700SH    Sole     X
CALPINE CORP.                  COM              131347106      187463    4160065SH    Sole     X
CALTON, INC.                   COM PAR $.05     131380503          44      12500SH    Sole     X
CALYPTE BIOMEDICAL CORP.       COM              131722100          96      91700SH    Sole     X
CAMBREX CORP.                  COM              132011107       13849     306061SH    Sole     X
CAMBRIDGE TECHNOLOGY           COM              132524109        1569     597534SH    Sole     X
CAMDEN PROPERTY TRST REIT      SH BEN INT       133131102       22037     657830SH    Sole     X
CAMINUS CORP.                  COM              133766105        2946     126700SH    Sole     X
CAMPBELL SOUP CO.              COM              134429109      228359    6595216SH    Sole     X
CANDELA CORP                   COM              136907102         849     161800SH    Sole     X
CANDIES, INC.                  COM              137409108          20      25000SH    Sole     X
CANNONDALE CORP                COM              137798104         289      78400SH    Sole     X
CAPITAL CITY BANK              COM              139674105         660      26600SH    Sole     X
CAPITAL AUTOMOTIVE REIT        COM SH BEN INT   139733109        3968     287260SH    Sole     X
CAPITAL BANK CORP.             COM              139793103          95      10900SH    Sole     X
CAPITAL CORP. OF THE WEST      COM              140065103        1802     150200SH    Sole     X
CAPITAL CROSSING BANK          COM              140071101         427      38400SH    Sole     X
CAPITAL ONE FINANCIAL          COM              14040H105      209894    3189270SH    Sole     X
CAPITAL PACIFIC HOLDINGS       COM              14040M104         216      78488SH    Sole     X
CAPITAL TRUST                  COM              14052H100         460      93200SH    Sole     X
CAPITOL BANCORP LTD.           COM              14056D105          58       5969SH    Sole     X
CAPITOL FEDERAL FINANCIAL      COM              14057C106        7732     461599SH    Sole     X
CAPSTONE TURBINE CORP.         COM              14067D102        7237     258452SH    Sole     X
CAPSTEAD MORTGAGE CORP.        COM NEW          14067E407        1433     131800SH    Sole     X
CAPTEC NET LEASE REALTY        COM              140724105         947      84635SH    Sole     X
CARBO CERAMICS INC.            COM              140781105        1045      27900SH    Sole     X
CARAUSTAR INDUSTRIES INC.      COM              140909102        3089     329500SH    Sole     X
CAPITAL TITLE GROUP, INC.      COM              140919101         107     114100SH    Sole     X
CARDIA INC.                    COM              14140R102           0       1029SH    Sole     X
CARDIMA, INC.                  COM              14147M106          10      39500SH    Sole     X
CARDINAL FINANCIAL CORP        COM              14149F109          92      27200SH    Sole     X
CARDINAL HEALTH INC.           COM              14149Y108      443655    4453254SH    Sole     X
CARDIODYNAMICS INT'L.          COM              141597104        1717     499400SH    Sole     X
CAREER EDUCATION CORP.         COM              141665109        6135     156800SH    Sole     X
CAREMARK RX, INC.              COM              141705103       31475    2320772SH    Sole     X
CARLISLE CO., INC.             COM              142339100       14800     344680SH    Sole     X
CARMIKE CINEMAS CLASS A        CL A             143436103          67     196000SH    Sole     X
CARNIVAL CRUISE LINES, IN      COM              143658102      256137    8312759SH    Sole     X
CARRIAGE SERVICES INC.         CL A             143905107          83      55400SH    Sole     X
CAROLINA SOUTHERN BANK         COM              144162104         671      30067SH    Sole     X
CARPENTER TECHNOLOGY CORP      COM              144285103        9873     282083SH    Sole     X
CARRAMERICA REALTY REIT        COM              144418100       25635     818698SH    Sole     X
CARREKER CORPORATION           COM              144433109        1529      44000SH    Sole     X
CARRIER ACCESS CORP.           COM              144460102        1443     160312SH    Sole     X
CARRINGTON LABS INC.           COM              144525102         153     152800SH    Sole     X
CARTER-WALLACE, INC.           COM              146285101       12114     362962SH    Sole     X
CASCADE BANCORP                COM              147154108        1028      76119SH    Sole     X
CASCADE NATURAL GAS CORP.      COM              147339105        1827      97100SH    Sole     X
CASELLA WASTE SYSTEMS          CL A             147448104        1237     142384SH    Sole     X
CASEY'S GENERAL STORES         COM              147528103        7814     523107SH    Sole     X
CASH AMERICA INTERNATIONA      COM              14754D100        1456     332722SH    Sole     X
A.M.CASTLE & CO.               COM              148411101        1553     155256SH    Sole     X
CATALINA LIGHTING, INC.        COM              148865108         482     226800SH    Sole     X
CATALINA MARKETING CORP.       COM              148867104       12588     323291SH    Sole     X
CATALYTICA ENERGY SYSTEM       COM              148884109        1015      58813SH    Sole     X
CATELLUS DEVEL CORP.           COM              149111106       18926    1081486SH    Sole     X
CATERPILLAR, INC.              COM              149123101      239720    5066738SH    Sole     X
CATHAY BANCORP, INC.           COM              149150104        2656      45010SH    Sole     X
CATO CORP CL A                 CL A             149205106        3946     287000SH    Sole     X
CAVALIER HOMES INC.            COM              149507105          36      41162SH    Sole     X
CAVALRY BANCORP, INC.          COM              149547101         250      23400SH    Sole     X
CD&L, INC.                     COM              14983Y107           1       2800SH    Sole     X
CELL GENESYS, INC.             COM              150921104        7377     323374SH    Sole     X
CELLSTAR CORP.                 COM              150925105         449     312105SH    Sole     X
CELERTEK, INC.                 COM              150926103        4205     110300SH    Sole     X
CELL THERAPEUTICS, INC.        COM              150934107       13622     302281SH    Sole     X
CELGENE CORP                   COM              151020104       10006     307879SH    Sole     X
CELL PATHWAYS, INC.            COM              15114R101        1692     356210SH    Sole     X
CELLEGY PHARMACEUTICALS        COM              15115L103         622     105800SH    Sole     X
CELLULAR TECHNICAL SERVS       COM NEW          151167301          75      26770SH    Sole     X
CELSION CORPORATION            COM              15117N107         189     188900SH    Sole     X
CENDANT CORP.                  COM              151313103      109559   11382746SH    Sole     X
CENTENNIAL BANCORP             COM              15133T104        1674     191283SH    Sole     X
CENTENNIAL COMM. CLASS A       CL A NEW         15133V208        6615     352809SH    Sole     X
CENTER TRUST INC               COM              151845104        1108     236445SH    Sole     X
CENTERPOINT PROPS REIT         SH BEN INT       151895109       15676     331768SH    Sole     X
CENTERSPAN COMM. CORP.         COM              152012100        1273     113800SH    Sole     X
CENTEX CORP.                   COM              152312104       42478    1130864SH    Sole     X
CENTILLIUM COMMUNICATION       COM              152319109        2944     132330SH    Sole     X
CENTEX CONSTRUCTION PDCTS      COM              15231R109        4190     153400SH    Sole     X
CENTRA SOFTWARE                COM              15234X103         798     205900SH    Sole     X
CENTRAL BANCORP, INC.          COM              152418109         464      27700SH    Sole     X
CENTRAL EUROPEAN DIST CO       COM              153435102           6       3000SH    Sole     X
CENTRAL FIN. ACCEPTANCE        COM              153470109          96      36400SH    Sole     X
CENTRAL GARDEN & PET CO.       COM              153527106        1082     157400SH    Sole     X
CENTRAL PARKING CORP.          COM              154785109        5974     298700SH    Sole     X
CENTRAL VT. PUBLIC SERV.       COM              155771108        1656     135900SH    Sole     X
CENTURA BANKS, INC.            COM              15640T100       12866     266651SH    Sole     X
CENTURA SOFTWARE CORP          COM              15640W103          86     110488SH    Sole     X
CENTURY BANCORP INC.CL-A       CL A NON VTG     156432106         554      37700SH    Sole     X
CENTURY BUSINESS SERVICES      COM              156490104         795     706600SH    Sole     X
CENTURY SOUTH BANKS, INC.      COM              156683104        1860      55200SH    Sole     X
CENTURYTEL, INC.               COM              156700106       80771    2259342SH    Sole     X
CEPHALON, INC.                 COM              156708109       20549     324558SH    Sole     X
CERES GROUP, INC.              COM              156772105         608     101300SH    Sole     X
CERIDIAN CORP.                 COM              15677T106       42320    2122638SH    Sole     X
CERNER CORP.                   COM              156782104       21071     455600SH    Sole     X
CERUS CORPORATION              COM              157085101        6720      89300SH    Sole     X
CHALONE WINE GRP LTD.          COM              157639105         927     113200SH    Sole     X
CHAMPION ENTERPRISES, INC      COM              158496109        1800     654631SH    Sole     X
CHAMPIONSHIP AUTO RACING       COM              158711101        1193      56800SH    Sole     X
CHARLES & COLVARD LTD          COM              159765106           1        700SH    Sole     X
CHARLES RIVER ASSOCIATES       COM              159852102         978      94800SH    Sole     X
CHARLES RIVER LABS.            COM              159864107        2882     105290SH    Sole     X
CHARTER ONE FINANICIAL         COM              160903100       85451    2959337SH    Sole     X
CHARTER MUNICIPAL MTG ACP      SH BEN INT       160908109        1529     113800SH    Sole     X
CHARMING SHOPPES, INC.         COM              161133103        4007     667779SH    Sole     X
CHARTER COMMUNICATIONS         CL A             16117M107       13387     590073SH    Sole     X
CHASE INDUSTRIES INC.          COM              161568100         442      42350SH    Sole     X
CHASE MANHATTAN CORP.          COM              16161A108      872482   19201798SH    Sole     X
CHATEAU COMMUNITIES REIT       COM              161726104       14096     463119SH    Sole     X
CHEAP TICKETS, INC.            COM              162672109        1652     169400SH    Sole     X
CHECKERS DRIVE-IN REST         COM NEW          162809305         133      36012SH    Sole     X
CHECKFREE CORP.                COM              162813109       18813     442663SH    Sole     X
CHECKPOINT SYSTEMS, INC.       COM              162825103        3533     475000SH    Sole     X
CHEESECAKE FACTORY (THE)       COM              163072101       16119     420050SH    Sole     X
CHELSEA GCA REALTY REIT        COM              163262108       10751     291547SH    Sole     X
CHEMED CORP.                   COM              163596109        4842     144000SH    Sole     X
CHEMFIRST INC.                 COM              16361A106        4349     197100SH    Sole     X
CHEMICAL FINANCE               COM              163731102        2747     117540SH    Sole     X
CHESAPEAKE BIOLOGICAL          CL A             165146101           6       1300SH    Sole     X
CHESAPEAKE CORP. OF VA.        COM              165159104        3948     192000SH    Sole     X
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DA CONSULTING GROUP, INC.      COM              233027101          89     113400SH    Sole     X
DDI CORP.                      COM              233162106        5431     199291SH    Sole     X
DMC STRATEX NETWORKS INC.      COM              23322L106        7590     505997SH    Sole     X
DPL, INC.                      COM              233293109       24811     747608SH    Sole     X
DQE INC.                       COM              23329J104       10763     328632SH    Sole     X
D.R. HORTON INC.               COM              23331A109       17462     714560SH    Sole     X
DST SYSTEMS, INC.              COM              233326107       57007     850845SH    Sole     X
DSP GROUP INC                  COM              23332B106       10944     519996SH    Sole     X
DTE ENERGY CO.                 COM              233331107       90544    2325377SH    Sole     X
DT INDUSTRIES INC.             COM              23333J108         323      90800SH    Sole     X
DVI INC.                       COM              233343102        2667     156300SH    Sole     X
DAIN RAUSCHER CORP.            COM              233856103       24499     258738SH    Sole     X
DAILY JOURNAL CORP.-SC         COM              233912104         369      12300SH    Sole     X
DAISYTEK INTL CORP.            COM              234053106         471      68500SH    Sole     X
DAL-TILE INTERNATIONAL         COM              23426R108        9185     647400SH    Sole     X
DALEEN TECHNOLOGIES INC        COM              23437N104         428     114200SH    Sole     X
DALLAS SEMICONDUCTOR CORP      COM              235204104        9072     354012SH    Sole     X
DAMARK INTERNATIONAL INC.      CL A             235691102         333      56100SH    Sole     X
DANA CORP.                     COM              235811106       32293    2108948SH    Sole     X
DANAHER CORP.                  COM              235851102      143023    2091745SH    Sole     X
DANIELSON HOLDING CORP         COM              236274106        1088     238500SH    Sole     X
DARDEN RESTAURANTS INC.        COM              237194105       53102    2321402SH    Sole     X
DARLING INTERNATIONAL          COM              237266101          71     189400SH    Sole     X
DATA BROADCASTING CORP         COM              237596101        2373     677948SH    Sole     X
DATA RACE, INC.                COM              237842109          94     125400SH    Sole     X
DATA RETURN CORP.              COM              23785M104         663     176900SH    Sole     X
DATA SYSTEMS & SOFTWARE        COM              237887104         237      56500SH    Sole     X
DATAWATCH CORPORATION          COM              237917109           2       6000SH    Sole     X
DATASCOPE CORP.                COM              238113104        5740     167600SH    Sole     X
DATASTREAM SYSTEMS, INC.       COM              238124101        2539     260400SH    Sole     X
DATRON SYSTEMS INC.            COM              238173108         114       9500SH    Sole     X
DATUM INC. DESIGNS             COM              238208102         648      29300SH    Sole     X
DAVE & BUSTERS                 COM              23833N104        1539     139869SH    Sole     X
DAVITA, INC.                   COM              23918K108       10739     627098SH    Sole     X
DAVOX CORP.                    COM              239208101        1704     174750SH    Sole     X
DEAN FOODS CORP.               COM              242361103       11717     381827SH    Sole     X
DEB SHOPS, INC.                COM              242728103         826      61200SH    Sole     X
DEERE & CO.                    COM              244199105      152961    3338843SH    Sole     X
DEL MONTE FOODS CO.            COM              24522P103        4794     661200SH    Sole     X
DELCO REMY INTERNATIONAL       CL A             246626105          74       8600SH    Sole     X
DELHAIZE AMERICA INC CL A      CL A             246688105       10143     573440SH    Sole     X
DELHAIZE AMERICA INC CL B      CL B             246688204         346      19232SH    Sole     X
DELIA*S CORP CL-A              CL A             24688Q101         488     347025SH    Sole     X
DELL COMPUTER CORP.            COM              247025109      721120   41354528SH    Sole     X
DELPHI AUTOMOTIVE SYSTEMS      COM              247126105       98879    8789254SH    Sole     X
DELPHI FINANCIAL GROUP         CL A             247131105        8535     221679SH    Sole     X
DELTA & PINE LAND CO           COM              247357106       10296     491770SH    Sole     X
DELTA AIR LINES, INC.          COM              247361108      107007    2132140SH    Sole     X
DELTA APPAREL INC.             COM              247368103         148      10990SH    Sole     X
DELTATHREE INC                 COM              24783N102          76      64300SH    Sole     X
DELTAGEN, INC.                 COM              24783R103         891      85381SH    Sole     X
DELTIC TIMBER CORP.            COM              247850100        2211      92600SH    Sole     X
DELTEK SYSTEMS, INC.           COM              24785A108         483     113700SH    Sole     X
DELTA WOODSIDE                 COM              247909104         116      97900SH    Sole     X
DENBURY RESOURCES              COM NEW          247916208         166      15100SH    Sole     X
DELTA FINANCIAL CORP.          COM              247918105          24      77900SH    Sole     X
DELUXE CORP.                   COM              248019101       40392    1598400SH    Sole     X
DENDRITE INTERNATIONAL         COM              248239105       12087     540181SH    Sole     X
DENTSPLY INTERNATIONAL         COM              249030107       15295     390925SH    Sole     X
DEPARTMENT 56 INC.             COM              249509100        1582     137600SH    Sole     X
DESIGNS, INC.                  COM              25057L102         201      94750SH    Sole     X
DEVELOPERS DIVRSFIED REIT      COM              251591103       12867     966510SH    Sole     X
DEVON ENERGY CORP              COM              25179M103      116971    1918500SH    Sole     X
DEVRY, INC.                    COM              251893103       15310     405564SH    Sole     X
DEWOLFE COMPANIES, INC.        COM              252115100         146      17200SH    Sole     X
DIACRIN INC.                   COM              25243N103         662     132300SH    Sole     X
DIAGNOSTIC PRODUCTS CORP.      COM              252450101       11051     202300SH    Sole     X
DIAL CORP.                     COM              25247D101       10743     976659SH    Sole     X
DIAMETRICS MEDICAL, INC.       COM              252532106        1575     265300SH    Sole     X
DIAMOND OFFSHORE DRILLING      COM              25271C102       19774     494341SH    Sole     X
DIAMONDCLUSTER INT'L, INC      CL A             25278P106        7332     240389SH    Sole     X
DIEBOLD, INC.                  COM              253651103       13899     416444SH    Sole     X
DIGENE CORP.                   COM              253752109        6176     138200SH    Sole     X
DIGEX, INC.                    CL A             253756100        1876      83360SH    Sole     X
DIGI INTERNATIONAL, INC.       COM              253798102        1178     192350SH    Sole     X
DIGIMARC CORP                  COM              253807101         761      46100SH    Sole     X
DIGITAL COURIER TECH           COM              253838106          75     177500SH    Sole     X
DIGITAL LIGHTWAVE, INC.        COM              253855100        3217     101520SH    Sole     X
DIGITAL IMPACT INC             COM              25385G106         458     195500SH    Sole     X
DIGITAL ISLAND INC.            COM              25385N101        2485     611650SH    Sole     X
DIGITAL INSIGHT CORP           COM              25385P106        3740     207050SH    Sole     X
DIGITAL RIVER, INC.            COM              25388B104         703     296100SH    Sole     X
DIGITAS, INC.                  COM              25388K104        1230     242910SH    Sole     X
DIGITALTHINK, INC.             COM              25388M100        2342     137282SH    Sole     X
DIGITAL GENERATION SYS.        COM              253921100         543     255295SH    Sole     X
DIME COMMUNITY BANCSHARES      COM              253922108        2500      99000SH    Sole     X
DILLARDS INC.                  CL A             254067101       20666    1749479SH    Sole     X
DIME BANCORP INC.*-NEW         COM              25429Q102       21727     734945SH    Sole     X
DIMON INC.                     COM              254394109        1804     328000SH    Sole     X
DIONEX CORP.                   COM              254546104       10033     290800SH    Sole     X
DISCOUNT AUTO PARTS INC.       COM              254642101         193      35000SH    Sole     X
THE WALT DISNEY CO.            COM DISNEY       254687106      891535   30808974SH    Sole     X
DISPLAY TECHNOLOGIES INC.      COM              25469V102          10      53079SH    Sole     X
DISPATCH MANAGEMENT SVCS.      COM              254927106           2      51600SH    Sole     X
DIRECT FOCUS, INC.             COM              254931108        3078      91700SH    Sole     X
DITECH COMMUNICATIONS          COM              25500M103        1617     100670SH    Sole     X
DIVERSA CORP.                  COM              255064107        1285      71632SH    Sole     X
DIVINE ITERVENTURES. INC       CL A             255404105         557     356723SH    Sole     X
THE DIXIE GROUP, INC.          CL A             255519100         102      42800SH    Sole     X
DOCUCORP INTERNATIONAL         COM              255911109         308     154160SH    Sole     X
DOBSON COMMUNICATIONS          CL A             256069105        7750     529930SH    Sole     X
DOCENT, INC.                   COM              25608L106        1190     135947SH    Sole     X
DOCUMENTUM, INC.               COM              256159104       18418     370667SH    Sole     X
DOLE FOOD CO.                  COM              256605106        8798     537271SH    Sole     X
DOLLAR GENERAL CORP.           COM              256669102       91016    4822031SH    Sole     X
DOLLAR THRIFTY AUTO. GRP.      COM              256743105        6642     354259SH    Sole     X
DOLLAR TREE STORES INC.        COM              256747106       18084     738125SH    Sole     X
DOMINION RESOURCES, INC.       COM              25746U109      227939    3402079SH    Sole     X
DONALDSON CO., INC.            COM              257651109       12572     452019SH    Sole     X
DLJDIRECT                      COM DLJDIRECT    257661504         397     105900SH    Sole     X
DONNA KARAN INTERNATIONAL      COM              257826107         534      59300SH    Sole     X
R.R. DONNELLEY & SONS CO.      COM              257867101       66819    2474774SH    Sole     X
DONNELLY CORP.                 CL A             257870105        1047      79337SH    Sole     X
DONNKENNY INC.                 COM              258006204           3       8650SH    Sole     X
DORAL FINANCIAL CORP.          COM              25811P100        8354     345400SH    Sole     X
DOT HILL SYSTEMS CORP.         COM              25848T109         294      75800SH    Sole     X
DOUBLECLICK INC.               COM              258609304        4659     423552SH    Sole     X
DOVER CORP.                    COM              260003108      117209    2889580SH    Sole     X
DOVER DOWNS ENTERTAINMENT      COM              260086103        1727     154400SH    Sole     X
DOW CHEMICAL CO.               COM              260543103      356590    9736239SH    Sole     X
DOW JONES & CO., INC.          COM              260561105       77979    1377117SH    Sole     X
DOWNEY FINANCIAL CORP.         COM              261018105       16768     304866SH    Sole     X
THE DRESS BARN, INC.           COM              261570105        5904     203600SH    Sole     X
DREXLER TECHNOLOGY CORP.       COM              261876106        1551     112300SH    Sole     X
DREYER'S GRAND ICE CREAM,      COM              261878102       10317     319909SH    Sole     X
DRIL-QUIP, INC.                COM              262037104        6608     193300SH    Sole     X
DRIVERSSHIELD.COM CORP.        COM              262094105           4       9500SH    Sole     X
DRUG EMPORIUM, INC.            COM              262175102         111     237500SH    Sole     X
DRUGSTORE.COM, INC.            COM              262241102         126     139500SH    Sole     X
DSET CORP.                     COM              262504103         110      61000SH    Sole     X
DSL.NET, INC.                  COM              262506108         160     301400SH    Sole     X
DUPONT (E.I.) DE NEMOURS       COM              263534109      732451   15160688SH    Sole     X
DUANE READE INC.               COM              263578106        4150     135800SH    Sole     X
DUCK HEAD APPAREL CO, INC      COM              26410P103          14       9790SH    Sole     X
DUKE ENERGY CORP               COM              264399106      452516    5308101SH    Sole     X
DUKE REALTY INVSTMNT REIT      COM NEW          264411505       40557    1646980SH    Sole     X
DUN & BRADSTREET CORP          COM              26483E100       12185     470915SH    Sole     X
DURA AUTOMOTIVE SYS INC.       CL A             265903104         816     155407SH    Sole     X
DUPONT PHOTOMASKS INC.         COM              26613X101        9168     173485SH    Sole     X
DURAMED PHARMACEUTICALS        COM              266354109         478     142900SH    Sole     X
DURECT CORP.                   COM              266605104        1777     148100SH    Sole     X
DUSA PHARMACEUTICALS,INC.      COM              266898105        1140      67800SH    Sole     X
DYAX CORP.                     COM              26746E103        1361      64204SH    Sole     X
DYCOM INDUSTRIES, INC.         COM              267475101       11201     311667SH    Sole     X
EA ENGR SCIENCE & TECH IN      COM              267911105          47      41700SH    Sole     X
DYNAMICS RESEARCH CORP.        COM              268057106         227      29300SH    Sole     X
DYNEGY INC.                    CL A             26816Q101      264903    4725130SH    Sole     X
EBT INTERNATIONAL, INC.        COM              268248101         311     150800SH    Sole     X
E COM VENTURES INC.            COM              26830K106          12      23200SH    Sole     X
ECHAPMAN.COM, INC.             COM              26830Q103          34      11597SH    Sole     X
EEX CORP.                      COM NEW          26842V207        2628     539060SH    Sole     X
EGL, INC.                      COM              268484102        9862     412005SH    Sole     X
E-LOAN, INC.                   COM              26861P107         147     293500SH    Sole     X
EMC CORP.                      COM              268648102     2336217   35131090SH    Sole     X
EMCEE BROADCAST PRODUCTS       COM              268650108          46      47000SH    Sole     X
EMS TECHNOLOGIES INC.          COM              26873N108        1273     109500SH    Sole     X
E-MEDSOFT.COM                  COM              26873Q101         107     171200SH    Sole     X
ENSCO INTERNATIONAL, INC.      COM              26874Q100       32466     953127SH    Sole     X
EOG RESOURCES, INC.            COM              26875P101      100744    1842185SH    Sole     X
E.PIPHANY INC                  COM              26881V100       12597     233555SH    Sole     X
EPIQ SYSTEMS, INC.             COM              26882D109         408      23800SH    Sole     X
ESS TECHNOLOGY INC.            COM              269151106        6923    1350760SH    Sole     X
E.SPIRE COMMUNICATIONS         COM              269153102         405     810900SH    Sole     X
E-STAMP CORP.                  COM              269154100          27     141700SH    Sole     X
E*TRADE GROUP, INC.            COM              269246104       19279    2614038SH    Sole     X
E-Z-EM, INC. CLASS A           CL A             269305207         148      25800SH    Sole     X
EAGLE FOOD                     COM              269514105          26      91800SH    Sole     X
EARTHGRAINS CO.  W/I           COM              270319106        8892     480664SH    Sole     X
EARTHLINK INC                  COM              270321102        2180     433365SH    Sole     X
EARTHSHELL CORP.               COM              27032B100         673     525100SH    Sole     X
EARTHWEB INC.                  COM              27032C108         280      37900SH    Sole     X
EAST TEXAS FINANCIAL SER.      COM              275572105         209      24000SH    Sole     X
EAST WEST BANCORP, INC.        COM              27579R104        4992     200200SH    Sole     X
EASTERN VIRGINIA BNKSHRS       COM              277196101          30       2100SH    Sole     X
EASTGROUP PROPERTIES REIT      COM              277276101        7126     318485SH    Sole     X
EASTMAN CHEMICAL               COM              277432100       56951    1168220SH    Sole     X
EASTMAN KODAK CO.              COM              277461109      176820    4490676SH    Sole     X
EATON CORP.                    COM              278058102       74907     996270SH    Sole     X
EATON VANCE CORP.              COM NON VTG      278265103       26758     829690SH    Sole     X
EBAY INC.                      COM              278642103       33628    1019038SH    Sole     X
EBENX INC                      COM              278668108         579      85800SH    Sole     X
EBIX.COM INC.                  COM              278715107          80     170380SH    Sole     X
ECHELON CORPORATION            COM              27874N105        2015     125437SH    Sole     X
ECHO BAY MINES LTD.            COM              278751102         244     651284SH    Sole     X
ECHOSTAR COMMUNICATIONS        CL A             278762109       18520     814073SH    Sole     X
ECLIPSYS CORP.                 COM              278856109       10285     419800SH    Sole     X
ECO SOIL SYSTEMS, INC.         COM              278858105         111     136800SH    Sole     X
ECOGEN INC.                    COM NEW          278864202           4      32940SH    Sole     X
ECOLAB, INC.                   COM              278865100       85979    1990825SH    Sole     X
ECOLOGY & ENVIRONMENT, IN      CL A             278878103          40       6925SH    Sole     X
ECOLLEGE.COM INC               COM              27887E100         171      42100SH    Sole     X
EDEN BIOSCIENCE CORP.          COM              279445100        2354      78623SH    Sole     X
EDGEWATER TECHNOLOGY INC.      COM              280358102        1206     185600SH    Sole     X
EDISON INTERNATIONAL           COM              281020107       89528    5729772SH    Sole     X
EDISON SCHOOLS INC.            CL A             281033100        6987     221818SH    Sole     X
EDO CORP.                      COM              281347104         483      65500SH    Sole     X
EDUCATION MANAGEMENT           COM              28139T101       11057     309300SH    Sole     X
J. D. EDWARDS & CO.            COM              281667105       11498     645488SH    Sole     X
A G EDWARDS & SONS, INC.       COM              281760108       28884     608878SH    Sole     X
EDWARDS LIFESCIENCES CORP      COM              28176E108       11549     650631SH    Sole     X
EFFICIENT NETWORKS, INC.       COM              282056100        2661     198979SH    Sole     X
EGAMES, INC.                   COM              282253103          23     121800SH    Sole     X
EGAIN COMMUNICATIONS CORP      COM              28225C103         834     269682SH    Sole     X
EGGHEAD.COM, INC.              COM              282329101         109     184375SH    Sole     X
EGREETINGS NETWORK INC         COM              282343102          24      85100SH    Sole     X
800 TRAVEL SYSTEMS, INC.       COM              282506104          51      85600SH    Sole     X
EL PASO ELECTRIC CO.           COM NEW          283677854        4858     368066SH    Sole     X
EL PASO ENERGY CORP            COM              283905107      236590    3303172SH    Sole     X
ELANTEC SEMICONDUCTOR          COM              284155108        6221     224188SH    Sole     X
ELASTIC NETWORKS INC.          COM              284159100         182      44200SH    Sole     X
ELCOM INTERNATIONAL            COM              284434107         112      81700SH    Sole     X
ELCOR CORP.                    COM              284443108        4494     266325SH    Sole     X
ELEC COMMUNICATIONS CORP.      COM              284739109         107     136600SH    Sole     X
ELECTRIC FUEL CORP             COM              284871100        1006     214600SH    Sole     X
ELECTRIC LIGHTWAVE INC.        CL A             284895109         183      55200SH    Sole     X
ELECTRO RENT CORP.             COM              285218103        1059      74958SH    Sole     X
ELECTRO SCIENTIFIC INDS.       COM              285229100       11332     404700SH    Sole     X
ELECTROGLAS, INC.              COM              285324109        5995     391500SH    Sole     X
ELECTRONIC ARTS                COM              285512109       36999     868014SH    Sole     X
ELECTRONIC DATA SYSTEMS        COM              285661104      403289    6983355SH    Sole     X
ELECTRONIC RETAILING SYS       COM              285825105          14      35000SH    Sole     X
ELECTRONICS BOUTIQUE           COM              286045109         630      36000SH    Sole     X
ELECTRONICS FOR IMAGING        COM              286082102        2746     197002SH    Sole     X
ELITE INFORMATION GROUP        COM              28659M106         331      73500SH    Sole     X
PERRY ELLIS INTL.              COM              288853104         365      66450SH    Sole     X
ELOYALTY CORP.                 COM              290151109        3721     575258SH    Sole     X
EMAGIN CORPORATION             COM              29076N107         287     135600SH    Sole     X
EMACHINES, INC.                COM              29076P102         232     619100SH    Sole     X
EMBARCADERO TECHNOLOGIES       COM              290787100        5091     113142SH    Sole     X
EMBREX, INC.                   COM              290817105         627      40800SH    Sole     X
EMCORE CORP.                   COM              290846104       12368     263155SH    Sole     X
EMCOR GROUP, INC.              COM              29084Q100        2193      86000SH    Sole     X
EMERGE INTERACTIVE, INC.       CL A             29088W103         581     160251SH    Sole     X
EMERGENT INFO TECH, INC.       COM              290931104          61      70000SH    Sole     X
EMERSON ELECTRIC CO.           COM              291011104      494438    6273599SH    Sole     X
EMISPHERE TECHNOLOGIES         COM              291345106        2928     117100SH    Sole     X
EMMIS COMMUNICATIONS, INC      CL A             291525103        7831     272959SH    Sole     X
EMPIRE DISTRICT ELECTRIC       COM              291641108        4274     162425SH    Sole     X
EMPIRE OF CAROLINA, INC.       COM              292007101           1       8900SH    Sole     X
EMULEX NEW                     COM NEW          292475209       23975     299920SH    Sole     X
EN POINTE TECHNOLOGIES         COM              29247F108         117      37500SH    Sole     X
ENCHIRA BIOTECH CORP.          COM              29251Q107         289      52814SH    Sole     X
ENCOMPASS SERVICES CORP.       COM              29255U104        2267     447760SH    Sole     X
ENCORE WIRE CORP               COM              292562105         248      42750SH    Sole     X
ENDO PHARMACEUTICALS WTS       WT EXP  123102   29264F114          28     112400SH    Sole     X
ENDO PHARMACEUTICALS           COM              29264F205        1369     228100SH    Sole     X
ENDOCARE, INC.                 COM              29264P104         724      56800SH    Sole     X
ENERGY CONVERSION DEVICES      COM              292659109        4099     202400SH    Sole     X
ENERGEN CORP.                  COM              29265N108       11851     368200SH    Sole     X
ENERGY EAST CORP.              COM              29266M109       13812     701559SH    Sole     X
ENERGIZER HOLDINGS, INC.       COM              29266R108       15024     702891SH    Sole     X
ENERGY WEST INC                COM              29274A105          39       4000SH    Sole     X
ENGAGE, INC.                   COM              292827102         438     583610SH    Sole     X
ENGELHARD CORP.                COM              292845104       44567    2187352SH    Sole     X
ENGINEERED SUPPORT SYSTEM      COM              292866100         865      39750SH    Sole     X
ENGINEERING MEASUREMENTS       COM              292880101          95      13500SH    Sole     X
ENESCO GROUP INC.              COM              292973104         598     127600SH    Sole     X
ENHANCE FINANCIAL SVCS GR      COM              293310108        6391     414000SH    Sole     X
ENHERENT CORP.                 COM              293313102          41      43300SH    Sole     X
ENRON CORP.                    COM              293561106      907086   10912310SH    Sole     X
ENTEGRIS INC.                  COM              29362U104        1229     164214SH    Sole     X
ENTERCOM COMMUNICATIONS        CL A             293639100        5438     157921SH    Sole     X
ENTERGY CORP.                  COM              29364G103      160785    3799935SH    Sole     X
ENTERPRISE PROD PARTNERS       COM              293792107        4835     153800SH    Sole     X
ENTERTAINMENT PROPERTIES       COM SH BEN INT   29380T105        2374     215825SH    Sole     X
ENTREMED INC.                  COM              29382F103        2898     168000SH    Sole     X
ENTRADE INC.                   COM              29382L100           3       3000SH    Sole     X
ENTRAVISION COMMUNICATION      CL A             29382R107        3897     212075SH    Sole     X
ENTRADA NETWORKS, INC.         COM NEW          29382Y102          24      13700SH    Sole     X
ENTRUST TECHNOLOGIES           COM              293848107        2783     214100SH    Sole     X
ENZON, INC.                    COM              293904108       23972     386259SH    Sole     X
ENZO BIOCHEM INC               COM              294100102        7923     318503SH    Sole     X
ENVISION DEVELOPMENT           COM              29410N102           0      35700SH    Sole     X
EPIMMUNE, INC.                 COM              29425Y101         193      73700SH    Sole     X
EPLUS INC.                     COM              294268107        1518     133455SH    Sole     X
EPICOR SOFTWARE CORP           COM              29426L108         271     333208SH    Sole     X
EPICEDGE, INC.                 COM              29426X102          27      71900SH    Sole     X
EPRESENCE, INC.                COM              294348107        1201     276600SH    Sole     X
EPRISE CORP.                   COM              294352109         306     168700SH    Sole     X
EQUIFAX, INC                   COM              294429105       67142    2340470SH    Sole     X
EQUINIX, INC.                  COM              29444U106        1030     235479SH    Sole     X
EQUITABLE RESOURCES, INC.      COM              294549100        7479     112047SH    Sole     X
EQUITY INNS, INC. REIT         COM              294703103        3374     545283SH    Sole     X
EQUITY OFFICE PROPERTIES       COM              294741103      127103    3895890SH    Sole     X
EQUITY ONE, INC.               COM              294752100        1038     105147SH    Sole     X
EQUIVEST FINANCE, INC.         COM NEW          29476H403          77      41275SH    Sole     X
EQUITY RESIDENTIAL REIT        SH BEN INT       29476L107       95598    1728332SH    Sole     X
ERIE INDEMNITY CO.-CL A        CL A             29530P102        6729     225722SH    Sole     X
ESCALADE, INC.                 COM              296056104         254      12605SH    Sole     X
ESCO TECHNOLOGIES INC.         COM              296315104        1175      56800SH    Sole     X
ESHARE COMMUNICATIONS,INC      COM              296428105         169     135500SH    Sole     X
ESPEED INC-CL A                CL A             296643109        1768     112680SH    Sole     X
ESSEX PROPERTY TRUST REIT      COM              297178105       18367     335468SH    Sole     X
ESTERLINE TECHNOLOGIES CO      COM              297425100        6772     258000SH    Sole     X
ETHAN ALLEN INTERIORS INC      COM              297602104       26534     792070SH    Sole     X
ETHYL CORP.                    COM              297659104        1831    1273634SH    Sole     X
ETOYS INC.                     COM              297862104         121     647000SH    Sole     X
EUROWEB INTL CORP              COM              298801101          48      61100SH    Sole     X
EVANS & SUTHERLAND COMP.       COM              299096107         480      61997SH    Sole     X
EVERCEL, INC.                  COM              299759100         412      45164SH    Sole     X
EVERGREEN RES INC.             COM NO PAR       299900308        6524     168900SH    Sole     X
EVOKE INC.                     COM NEW          30048Q202         237     135600SH    Sole     X
EVOLVE SOFTWARE                COM              30049P104         515     105710SH    Sole     X
EXABYTE CORP.                  COM              300615101         923     268400SH    Sole     X
EXAR CORP                      COM              300645108       10686     344887SH    Sole     X
EXCEL LEGACY CORP              COM              300665106         108      45300SH    Sole     X
EXCEL TECHNOLOGY, INC.         COM              30067T103         900      45100SH    Sole     X
EXCELON CORP.                  COM              300691102         545     363000SH    Sole     X
EXCHANGE APPLICATIONS          COM              300867108         349     286300SH    Sole     X
EXE TECHNOLOGIES, INC.         COM              301504106        1421     109272SH    Sole     X
EXELON CORP.                   COM              30161N101      355185    5058892SH    Sole     X
EXELIXIS, INC.                 COM              30161Q104        3142     214854SH    Sole     X
EXTENDED SYSTEMS INC.          COM              301973103        1041      89100SH    Sole     X
EXIDE CORP.                    COM              302051107        1865     244600SH    Sole     X
EXODUS COMMUNICATIONS          COM              302088109       30826    1541275SH    Sole     X
EXPEDIA INC.                   COM              302125109        1907     199391SH    Sole     X
EXPEDITORS INT'L OF WASHI      COM              302130109       19657     366141SH    Sole     X
EXPRESS SCRIPTS                CL A             302182100       22974     224682SH    Sole     X
EXTENDED STAY AMERICA INC      COM              30224P101        8488     660514SH    Sole     X
EXTENSITY, INC.                COM              302255104         756     125600SH    Sole     X
EXTREME NETWORKS, INC.         COM              30226D106       14836     379186SH    Sole     X
EZCORP, INC.                   CL A NON VTG     302301106         326     217100SH    Sole     X
EZENIA! INC.                   COM              302311105         136     121300SH    Sole     X
EXXON MOBIL CORP.              COM              30231G102     4434225   51004748SH    Sole     X
F & M BANCORP                  COM              302367107        2546     123465SH    Sole     X
F & M NATIONAL CORP.           COM              302374103        5095     195014SH    Sole     X
FBL FINANCIAL GROUP INC.       CL A             30239F106        2076     119051SH    Sole     X
FEI CO.                        COM              30241L109        5849     257100SH    Sole     X
FLIR SYSTEMS, INC.             COM              302445101         189      33900SH    Sole     X
FMC CORP.                      COM NEW          302491303       37443     522303SH    Sole     X
FNB CORP/NORTH CAROLINA        COM              302519103          37       3100SH    Sole     X
FNB CORP.                      COM              302520101        4280     203814SH    Sole     X
FNB FINANCIAL SERVICES CO      COM              302526108         345      34300SH    Sole     X
FPIC INSURANCE GROUP,INC.      COM              302563101         488      53100SH    Sole     X
FPL GROUP, INC.                COM              302571104      185871    2590535SH    Sole     X
FSI INTL,INC                   COM              302633102        3421     408500SH    Sole     X
FVC.COM, INC                   COM              30266P100         157     157400SH    Sole     X
FYI INC.                       COM              302712104        4598     124700SH    Sole     X
FACTORY 2-U STORES, INC.       COM              303072102        6314     190600SH    Sole     X
FACTSET RESEARCH SYSTEMS       COM              303075105       14710     396828SH    Sole     X
FAIR ISSAC & CO.               COM              303250104        8951     175500SH    Sole     X
FAIRCHILD CORP.                CL A             303698104         878     159642SH    Sole     X
FAIRCHILD SEMICONDUCTOR        CL A             303726103        4170     288809SH    Sole     X
FAIRFIELD COMMUNITIES, IN      COM PAR $0.01    304231301        7280     517700SH    Sole     X
FAIRMARKET, INC.               COM              305158107         158     105200SH    Sole     X
FAMILY DOLLAR STORES, INC      COM              307000109       21324     994715SH    Sole     X
FAMOUS DAVE'S OF AMERICA       COM              307068106         134      44700SH    Sole     X
FARMER BROTHERS, INC.          COM              307675108        2065       9950SH    Sole     X
FARMERS CAPITAL BANK CORP      COM              309562106         732      26500SH    Sole     X
FARO TECHNOLOGIES              COM              311642102         293      97500SH    Sole     X
FARREL CORP                    COM              311667109           3       4000SH    Sole     X
FASTENAL CO.                   COM              311900104       14366     261794SH    Sole     X
FECHTOR,DETWILER,MITCHELL      COM              313066102           3       5200SH    Sole     X
FEDDERS CORP.                  COM              313135105        1544     333745SH    Sole     X
FEDDERS CORP CLASS A           CL A             313135303         347      82838SH    Sole     X
FEDERAL AGRICULTURAL MTGE      CL A             313148108         854      46500SH    Sole     X
FREDDIE MAC                    COM              313400301      700678   10173190SH    Sole     X
FEDERAL-MOGUL CORP.            COM              313549107        1474     637533SH    Sole     X
FANNIE MAE                     COM              313586109     1282642   14785496SH    Sole     X
FEDERAL RLTY INVMNTS REIT      SH BEN INT NEW   313747206       12685     667636SH    Sole     X
FEDERAL SIGNAL CORP.           COM              313855108       10203     519878SH    Sole     X
FEDERATED DEPARTMENT           COM              31410H101      105055    3001560SH    Sole     X
FEDERATED INVESTORS, INC.      CL B             314211103       13960     479315SH    Sole     X
FEDEX CORP.                    COM              31428X106      167584    4193806SH    Sole     X
FELCOR LODGING TRUST, INC      COM              31430F101       21621     903237SH    Sole     X
FERRO CORP.                    COM              315405100       10025     435869SH    Sole     X
F5 NETWORKS, INC.              COM              315616102        2010     211610SH    Sole     X
FIBERNET TELECOM               COM              315653105         395      71800SH    Sole     X
FIDELITY BANCORP INC.          COM              31583B105         653      34800SH    Sole     X
FIDELITY HOLDINGS, INC.        COM NEW          31617J306          44      93150SH    Sole     X
FIDELITY NATIONAL FIN., I      COM              316326107       27290     738810SH    Sole     X
FIFTH THIRD BANCORP            COM              316773100      395148    6613356SH    Sole     X
FILENET CORP.                  COM              316869106       15110     554484SH    Sole     X
FILM ROMAN INC.                COM              317234102          16      50000SH    Sole     X
FINANCIAL FEDERAL CORP.        COM              317492106        1302      54550SH    Sole     X
FINANCIAL INDUSTRIES CORP      COM              317574101          46       5000SH    Sole     X
FINISAR CORP.                  COM              31787A101       18626     642270SH    Sole     X
FINET.COM, INC.                COM PAR $0.01    317922300           1      12500SH    Sole     X
FINOVA GROUP INC.              COM              317928109         509     543225SH    Sole     X
FIREBRAND FINANCIAL GROUP      COM              318149101          10      35100SH    Sole     X
FIREPOND, INC.                 COM              318224102        1545     163675SH    Sole     X
FIRST AMERICAN CORP.           COM              318522307       23005     699764SH    Sole     X
FIRST BANCORP/PUERTO RICO      COM              318672102        7015     296950SH    Sole     X
FIRST BANCORP N. CAROLINA      COM              318910106         519      32971SH    Sole     X
FIRST BELL BANCORP INC.        COM              319301107         550      40200SH    Sole     X
FIRST BUSEY CORP.              COM              319383105         680      34100SH    Sole     X
FIRST CHARTER CORP.            COM              319439105        4471     300557SH    Sole     X
FIRST CITIZENS BANCSHARES      CL A             31946M103        5459      67600SH    Sole     X
FIRST COMMONWEALTH FINL C      COM              319829107        4416     441600SH    Sole     X
FIRST CONSULTING GROUP         COM              31986R103        1418     298513SH    Sole     X
FIRST FEDERAL CAPITAL          COM              319960100        2237     154300SH    Sole     X
FIRST DATA CORP.               COM              319963104      317034    6017262SH    Sole     X
FIRST FEDERAL BANCORP          COM              319966107          18       3300SH    Sole     X
FIRST ESSEX BANCORP INC.       COM              320103104         293      14600SH    Sole     X
FIRST FINANCIAL BANCORP        COM              320209109        5445     320283SH    Sole     X
FIRST FINL BANKSHARES INC      COM              32020R109        1549      49270SH    Sole     X
FIRST FINANCIAL CORP/IND       COM              320218100        1667      52200SH    Sole     X
FIRST FINANCIAL HOLDINGS       COM              320239106        2638     134000SH    Sole     X
FRST INDUSTRIAL RLTY REIT      COM              32054K103       22811     670924SH    Sole     X
FIRST INT'L BANCORP, INC       COM              32054Q100         713     108600SH    Sole     X
FIRST INDIANA CORP.            COM              32054R108        1310      55758SH    Sole     X
FIRST KEYSTONE FINANCIAL       COM              320655103         317      30600SH    Sole     X
FIRST OF LONG ISLAND CORP      COM              320734106         337       8750SH    Sole     X
FIRST M&F CORP.                COM              320744105          79       4653SH    Sole     X
FIRST MARINER BANCORP INC      COM              320795107          95      23800SH    Sole     X
FIRST MERCHANTS CORP.          COM              320817109        1373      60500SH    Sole     X
FIRST MIDWEST BANCORP          COM              320867104       16107     560235SH    Sole     X
FIRST MIDWEST FINANCIAL        COM              320878101          12       1050SH    Sole     X
FIRST HEALTH GROUP CORP.       COM              320960107       12953     278189SH    Sole     X
FIRST MUTUAL BANCHSHARES       COM              32190E102         480      36544SH    Sole     X
FIRST NIAGRA FIN GROUP         COM              33582U100         916      84700SH    Sole     X
FIRST PLACE FIN'L CORP.        COM              33610T109        1230     111800SH    Sole     X
FIRST REPUBLIC BANK            COM              336158100        1056      32000SH    Sole     X
FIRST SENTINEL BANCORP.        COM              33640T103        3154     274285SH    Sole     X
FIRST SOUTHERN BANCSHARES      COM              33645B107           9       1600SH    Sole     X
FIRST SOUTH BANCORP, INC.      COM              33646W100         622      26850SH    Sole     X
FIRST SOURCE CORPORATION       COM              336901103        2680     146851SH    Sole     X
FIRST TENNESSEE NATIONAL       COM              337162101       21624     747256SH    Sole     X
FIRST UNION CORP.              COM              337358105      392715   14120104SH    Sole     X
FIRST UNION REAL ESTATE        SH BEN INT       337400105         518     202100SH    Sole     X
FIRST VIRGINIA BANKS, INC      COM              337477103       16261     338772SH    Sole     X
FIRST WASHINGTON REALTY        COM              337489504        3378     130851SH    Sole     X
THE FIRST YEARS INC.           COM              337610109         250      31000SH    Sole     X
FIRSTCITY FINANCIAL            COM              33761X107           5       3000SH    Sole     X
FIRSTWORLD COMMUNICATION       COM SER B        337625305         135     206300SH    Sole     X
FIRSTWAVE TECHNOLOGIES         COM              33762N108           5       5000SH    Sole     X
FIRSTAR CORP.                  COM              33763V109      314205   13514180SH    Sole     X
FISERV, INC.                   COM              337738108       38423     809972SH    Sole     X
FIRST FEDERAL FINANCIAL        COM              337907109        9800     303300SH    Sole     X
FIRSTMERIT CORP.               COM              337915102       13692     512160SH    Sole     X
FLAGSTAR BANCORP, INC.         COM              337930101        1130      45200SH    Sole     X
FIRSTSPARTAN FINANCIAL CO      COM              337931109        1106      30200SH    Sole     X
FIRSTENERGY CORP.              COM              337932107      113081    3582761SH    Sole     X
FISHER SCIENTIFIC INTL         COM NEW          338032204       12316     333987SH    Sole     X
FLEETBOSTON FIN. CORP          COM              339030108      492607   13114328SH    Sole     X
FLEETWOOD ENTERPRISES INC      COM              339099103        4007     381574SH    Sole     X
FLEMING COS., INC.             COM              339130106        5674     480339SH    Sole     X
FLEXSTEEL INDUSTRY             COM              339382103         544      47300SH    Sole     X
FLORIDA BANKS, INC.            COM              340560101        1159     218100SH    Sole     X
FLORIDA EAST COAST IND CL      CL A             340632108        5482     152800SH    Sole     X
FLORIDA EAST COAST IND. B      CL B             340632207        2916      85295SH    Sole     X
FLORIDA ROCK INDUSTRIES,       COM              341140101        9233     236000SH    Sole     X
FLORSHEIM GROUP INC.           COM              343302105          31      58315SH    Sole     X
FLUOR CORP.                    COM              343412102       35693    1079547SH    Sole     X
FLOW INTL CORP.                COM              343468104         554      50400SH    Sole     X
FLOWERS INDUSTRIES, INC.       COM              343496105        9142     580454SH    Sole     X
FLOWSERVE CORP                 COM              34354P105        8328     389598SH    Sole     X
FLUSHING FINANCIAL CORP.       COM              343873105        1692      94350SH    Sole     X
FOAMEX INTL, INC               COM              344123104        1079     200700SH    Sole     X
FOCAL COMMUNICATIONS CORP      COM              344155106        2046     292350SH    Sole     X
FOOD TECHNOLOGY SERVICE        COM              344798103          77      70850SH    Sole     X
FOODARAMA SUPERMARKETS, I      COM              344820105         333      21500SH    Sole     X
FOOTHILL INDEP BANCORP         COM              344905104          17       1391SH    Sole     X
FOOTSTAR INC                   COM              344912100       14813     299254SH    Sole     X
FORD MOTOR COMPANY             COM PAR $0.01    345370860      640726   27337652SH    Sole     X
FOREST CITY ENTERPRISE CL      CL A             345550107        7754     197800SH    Sole     X
FOREST LABORATORIES, INC.      COM              345838106      188922    1421805SH    Sole     X
FOREST OIL CORPORATION         COM PAR $0.01    346091705       13226     358660SH    Sole     X
FORRESTER RESEARCH, INC.       COM              346563109        6351     126857SH    Sole     X
THE FORTRESS GROUP, INC.       COM NEW          34956K207          25      14425SH    Sole     X
FORTUNE BRANDS INC.            COM              349631101       71813    2393783SH    Sole     X
FORTUNE FINANCIAL, INC.        COM              34965T108           4       3400SH    Sole     X
FORWARD AIR CORP.              COM              349853101        7933     212607SH    Sole     X
FOSSIL INC                     COM              349882100        4542     313600SH    Sole     X
FOSTER WHEELER CORP.           COM              350244109        2657     506126SH    Sole     X
FOUNDRY NETWORKS INC           COM              35063R100        6047     403110SH    Sole     X
4 KIDS ENTERTAINMENT INC.      COM              350865101         732      81900SH    Sole     X
FOURTH SHIFT CORP.             COM              351128103         266     212700SH    Sole     X
FOX ENTERTAINMENT GRP          CL A             35138T107       12863     719631SH    Sole     X
FRANCHISE FIN OF AMR REIT      COM              351807102       22729     974953SH    Sole     X
FRANKLIN COVEY CO.             COM              353469109        1081     144100SH    Sole     X
FRANKLIN ELEC  INC             COM              353514102        2836      41400SH    Sole     X
FRANKLIN ELECTRPUBL            COM              353515109         801     173200SH    Sole     X
FRANKLIN RESOURCES CORP.       COM              354613101      136061    3571154SH    Sole     X
FREEMARKETS INC                COM              356602102        2441     128464SH    Sole     X
FREEPORT-MCMORAN CLASS A       CL A             35671D105        2224     269560SH    Sole     X
FREEPORT-MCMORAN CLASS B       CL B             35671D857       21067    2460325SH    Sole     X
FREMONT GENERAL CORP.          COM              357288109        1688     600068SH    Sole     X
FRESH CHOICE, INC.             COM              358032100          84      49900SH    Sole     X
FRESH AMERICA CORP.            COM              35803R105         143     127100SH    Sole     X
FRIEDE GOLDMAN HALTER INC      COM              358430106        2335     655319SH    Sole     X
FRIEDMAN BILLINGS RAMSEY       CL A             358433100         419      63900SH    Sole     X
FRIENDLY ICE CREAM CORP.       COM              358497105         674     326700SH    Sole     X
FRISBY TECHNOLOGIES            COM              358743102           7       2300SH    Sole     X
FRISCH'S RESTAURANTS, INC      COM              358748101         740      49334SH    Sole     X
FRITZ COS., INC.               COM              358846103        2232     368200SH    Sole     X
FRONTIER AIRLINES, INC.        COM              359065109        3759     121500SH    Sole     X
FRONTIER FINANCIAL CORP.       COM              35907K105        2930     116900SH    Sole     X
FRONTIER INSURANCE GROUP,      COM              359081106          13     135210SH    Sole     X
FRONTIER OIL CORP.             COM              35914P105        1837     267200SH    Sole     X
FRONTLINE CAPITAL GROUP        COM              35921N101        3440     258700SH    Sole     X
FRONTLINE COMMUNICATIONS       COM              35921T108          12      63600SH    Sole     X
FUELCELL ENERGY, INC.          COM              35952H106        7232     105487SH    Sole     X
H. B. FULLER CO.               COM              359694106        5619     142415SH    Sole     X
FULTON FINL CORP.              COM              360271100       14195     615504SH    Sole     X
FURNITURE BRANDS INT'L         COM              360921100       11151     529404SH    Sole     X
FUSION NETWORKS HOLDINGS       COM              36112N108           0       3000SH    Sole     X
FUTURELINK CORP.               COM NEW          36114Q208         145     221000SH    Sole     X
G & K SERVICES, INC.           CL A             361268105        7694     273575SH    Sole     X
G & L REALTY CORP.             COM              361271109         467      52998SH    Sole     X
GATX CORP.                     COM              361448103       15679     314362SH    Sole     X
GBC BANCORP                    COM              361475106        6374     166100SH    Sole     X
GC COMPANIES                   COM              36155Q109         138      68871SH    Sole     X
GP STRATEGIES CORP.            COM              36225V104          15       3500SH    Sole     X
GPU, INC.                      COM              36225X100       64524    1752780SH    Sole     X
GSB FINANCIAL CORP.            COM              362263105         161       8700SH    Sole     X
GSE SYSTEMS INC.               COM              36227K106           1        600SH    Sole     X
GSV, INC.                      COM NEW          36230D206           1      10000SH    Sole     X
GABELLI ASSET MGT. INC.        CL A             36239Y102         601      18100SH    Sole     X
GABLES RESIDENTIAL REIT        SH BEN INT       362418105       11616     414863SH    Sole     X
GADZOOKS INC.                  COM              362553109        1148      77800SH    Sole     X
GADZOOX NETWORKS, INC.         COM              362555104         433     206600SH    Sole     X
GAIAM, INC.                    CL A             36268Q103         320      20700SH    Sole     X
GALAGEN INC.                   COM              362913105          10      39200SH    Sole     X
GAINSCO, INC.                  COM              363127101         558     212507SH    Sole     X
GALILEO INT'L.                 COM              363547100       18469     923474SH    Sole     X
A.J. GALLAGHER                 COM              363576109       27984     439820SH    Sole     X
GALLERY OF HISTORY, INC.       COM              363812108         144      46200SH    Sole     X
GANNETT CO., INC.              COM              364730101      236627    3752263SH    Sole     X
THE GAP, INC.                  COM              364760108      343258   13461104SH    Sole     X
GARDEN FRESH RESTAURANT        COM              365235100         632     102100SH    Sole     X
GARDNER DENVER, INC.           COM              365558105        3712     174250SH    Sole     X
GARTNER GROUP INC-CLASS A      COM              366651107        4428     641720SH    Sole     X
GARTNER GROUP B SHS            CL B             366651206        1416     223324SH    Sole     X
GASONICS INT'L. CORP           COM              367278108        1286      70000SH    Sole     X
GATEWAY, INC.                  COM              367626108       85698    4763620SH    Sole     X
GAYLORD ENTERTAINMENT 'A'      COM              367905106        4067     194832SH    Sole     X
GAYLORD CONTAINER CORP.        CL A             368145108         771     771200SH    Sole     X
GEERLINGS & WADE INC           COM              368473104          64      32600SH    Sole     X
GEMSTAR-TV GUIDE INT'L         COM              36866W106       64765    1404126SH    Sole     X
GENCORP, INC.                  COM              368682100        5365     557440SH    Sole     X
GENE LOGIC INC                 COM              368689105        4783     260300SH    Sole     X
GENENCOR INT'L. INC.           COM              368709101        3658     203200SH    Sole     X
GENENTECH INC.                 COM NEW          368710406       52437     643395SH    Sole     X
GENERAL BINDING CORP.          COM              369154109         723     107100SH    Sole     X
GENERAL CABLE CORP.            COM              369300108        1613     363550SH    Sole     X
GENERAL CHEMICAL GROUP         COM              369332101         141     140600SH    Sole     X
GENERAL COMMUNICATION          CL A             369385109        2684     383400SH    Sole     X
GENERAL DATACOMM IND., IN      COM              369487103         309     290900SH    Sole     X
GENERAL DYNAMICS CORP.         COM              369550108      224190    2874236SH    Sole     X
GENERAL ELECTRIC CO.           COM              369604103     7589362  158317845SH    Sole     X
GENERAL GROWTH PROPS REIT      COM              370021107       23270     643028SH    Sole     X
GENERAL MAGIC, INC.            COM              370253106           5       3300SH    Sole     X
GENERAL MILLS, INC.            COM              370334104      197279    4427016SH    Sole     X
GENERAL MOTORS CORP.           COM              370442105      416927    8185065SH    Sole     X
GENERAL MOTORS CORP. CL H      CL H NEW         370442832       65768    2859468SH    Sole     X
GENERAL SEMICONDUCTOR INC      COM              370787103        6745    1079189SH    Sole     X
GENESCO, INC.                  COM              371532102        7462     305358SH    Sole     X
GENESISINTERMEDIA.COM          COM              37184T106        1680      98100SH    Sole     X
GENTEX CORP                    COM              371901109       12534     672958SH    Sole     X
GENLYTE GROUP, INC.            COM              372302109        2484     104600SH    Sole     X
GENOME THERAPEUTICS CORP.      COM              372430108        2383     341945SH    Sole     X
GENOMIC SOLUTIONS              COM CALL         37243R109         152      19900SH    Sole     X
GENRAD, INC.                   COM              372447102        3422     342199SH    Sole     X
GENTA INCORPORATED             COM NEW          37245M207         705      88100SH    Sole     X
GENSYM CORPORATION             COM              37245R107           5       6000SH    Sole     X
GENTEK INC.                    COM              37245X104        1745     105761SH    Sole     X
GENUINE PARTS CO.              COM              372460105       64576    2465925SH    Sole     X
GENZYME TRANSGENICS CORP.      COM              37246E105        3240     226400SH    Sole     X
GENTIVA HEALTH SERVICES        COM              37247A102        1256      93900SH    Sole     X
GENUITY INC.                   CL A             37248E103        3015     595547SH    Sole     X
GENZYME CORP.                  COM GENL DIV     372917104       58788     653658SH    Sole     X
GENZYME MOLEC. ONCOLOGY        COM-MOLECULAR    372917500        1337     145503SH    Sole     X
GENZYME CORP- GENZYME BIO      COM BIOSURGERY   372917708        1883     216705SH    Sole     X
GEORGIA GULF, CORP.            COM PAR $0.01    373200203        9215     540050SH    Sole     X
GEORGIA-PACIFIC GROUP          COM GA PAC GRP   373298108       99736    3204368SH    Sole     X
GEORGIA PACIFIC TIMBER         COM-TIMBER GRP   373298702       18201     607950SH    Sole     X
GEOWORKS                       COM              373692102         910     309900SH    Sole     X
GERBER SCIENTIFIC, INC.        COM              373730100        2598     303400SH    Sole     X
GERMAN AMERICAN BANCORP        COM              373865104         251      20475SH    Sole     X
GERON CORP.                    COM              374163103        3334     216000SH    Sole     X
GETTY IMAGES, INC              COM              374276103        5530     172810SH    Sole     X
GETTY PETROLEUM MRKTG INC      COM              374292100         620     125532SH    Sole     X
GETTY REALTY CORP *NEW*        COM              374297109        1451      95932SH    Sole     X
GIANT INDUSTRIES INC.          COM              374508109         703      96200SH    Sole     X
GIBRALTAR STEEL                COM              37476F103         828      47150SH    Sole     X
GILEAD SCIENCES, INC.          COM              375558103       22707     273786SH    Sole     X
GILLETTE CO.                   COM              375766102      601554   16652005SH    Sole     X
GILMAN & CIOCIA INC.           COM              375908100         445     154900SH    Sole     X
GLACIER WATER SERVICES         COM              376395109         112      14400SH    Sole     X
P. H. GLATFELTER CO.           COM              377316104        5018     403054SH    Sole     X
GLENAYRE TECHNOLOGIES INC      COM              377899109        2687     761062SH    Sole     X
GLENBOROUGH REALTY REIT        COM              37803P105        9560     550212SH    Sole     X
GLIATECH INC.                  COM              37929C103         535     131600SH    Sole     X
GLIMCHER REALTY TRST REIT      SH BEN INT       379302102        4977     398188SH    Sole     X
GLOBAL INDUSTRIES LTD.         COM              379336100        6911     504881SH    Sole     X
GLOBAL IMAGING SYSTEMS         COM              37934A100         273      72800SH    Sole     X
GLOBAL MARINE, INC.            COM              379352404       34988    1233050SH    Sole     X
GLOBAL PAYMENT TECH INC        COM              37936S109         261      73300SH    Sole     X
GLOBAL TELESYSTEMS, INC.       COM              37936U104        1010    1243443SH    Sole     X
GLOBAL SPORTS, INC.            COM              37937A107          38       6804SH    Sole     X
GLOBAL VACATION GROUP          COM              37937F106         613     181500SH    Sole     X
GLOBALNET FINANCIAL.COM        COM NEW          37937R209         200     133100SH    Sole     X
GLOBECOMM SYSTEMS, INC.        COM              37956X103         408      55300SH    Sole     X
GLOBESPAN, INC.                COM              379571102        6749     245428SH    Sole     X
GLOBIX CORP                    COM              37957F101         820     298271SH    Sole     X
GOLD BANC CORP., INC.          COM              379907108         938     200100SH    Sole     X
GOAMERICA, INC.                COM              38020R106         325      60500SH    Sole     X
GOLDEN ENTERPRISES INC.        COM              381010107         270      75900SH    Sole     X
GOLDEN STATE BANCORP INC       COM              381197102       23563     749508SH    Sole     X
GOLDEN TELECOM, INC.           COM              38122G107         245      47800SH    Sole     X
GOLDEN WEST FINANCIAL COR      COM              381317106      186183    2758268SH    Sole     X
GOLDMAN SACHS GROUP            COM              38141G104       65377     611353SH    Sole     X
GOLF TRUST OF AMERICA          COM              38168B103         519      72217SH    Sole     X
GOOD GUYS, INC.                COM              382091106         428     142700SH    Sole     X
THE B F GOODRICH CO.           COM              382388106       68568    1885027SH    Sole     X
GOODYEAR TIRE & RUBBER CO      COM              382550101       51414    2236365SH    Sole     X
GOODY'S FAMILY CLOTHING        COM              382588101        1054     234300SH    Sole     X
GORMAN-RUPP CO.                COM              383082104         632      35125SH    Sole     X
GOTTSCHALK (E.)& CO., INC      COM              383485109         481     116700SH    Sole     X
GOTO.COM, INC.                 COM              38348T107        2196     300303SH    Sole     X
W.R. GRACE & CO.               COM              38388F108        4134    1297018SH    Sole     X
GRACO, INC.                    COM              384109104       13914     336287SH    Sole     X
GRADCO SYSTEMS, INC.           COM              384111100           7       6825SH    Sole     X
W.W. GRAINGER, INC.            COM              384802104       50059    1371474SH    Sole     X
GRANITE CONSTRUCTION CO.       COM              387328107        7558     261173SH    Sole     X
GRANITE STATE BANKSHARES       COM              387472103        1481      74550SH    Sole     X
GRANT PRIDECO, INC.            COM              38821G101       17708     807214SH    Sole     X
GRAPHIC PACKAGING INT'L        COM              388690109          90      79600SH    Sole     X
GRAPHON CORPORATION            COM              388707101         162     118000SH    Sole     X
GREAT AMERICAN FINANCIAL       COM              389915109        3651     190910SH    Sole     X
GREAT A & P TEA CO., INC.      COM              390064103        2015     287851SH    Sole     X
GREAT LAKES CHEMICAL CORP      COM              390568103       34991     940944SH    Sole     X
GREAT LAKES REIT INC.          COM              390752103        4028     231818SH    Sole     X
GREAT SOUTHERN BANCORP         COM              390905107         823      52700SH    Sole     X
GREAT PLAINS SOFTWARE          COM              39119E105        9885     210040SH    Sole     X
GREATER BAY BANCORP            COM              391648102       17651     430518SH    Sole     X
GREATER COMMUNITY BANCORP      COM              39167M108         209      23225SH    Sole     X
GREATER DELAWARE SVGS BNK      COM              391688108         514      51400SH    Sole     X
GREEN MOUNTAIN POWER CORP      COM              393154109        1126      90107SH    Sole     X
GREEN POINT FINANCIAL          COM              395384100       26596     649666SH    Sole     X
GREIF BROS. CORP. CL A         CL A             397624107        4386     153900SH    Sole     X
GREKA ENERGY CORP.             COM              397637109        1091      80842SH    Sole     X
GREY GLOBAL GROUP INC.         COM              39787M108        3315       5100SH    Sole     X
GREY WOLF INC.                 COM              397888108        9211    1567800SH    Sole     X
GRIC COMMUNICATIONS INC        COM              398081109         218     102400SH    Sole     X
GRIFFIN LAND & NURSERIES       CL A             398231100         566      49200SH    Sole     X
GRIFFON CORP.                  COM              398433102        1941     246500SH    Sole     X
GROUP 1 AUTOMOTIVE             COM              398905109        1771     188900SH    Sole     X
GROUP 1 SOFTWARE               COM              39943Y103         138      12300SH    Sole     X
GTECH, INC.                    COM              400518106        8296     403458SH    Sole     X
GUARANTY FEDERAL BNCSHS        COM              40108P101         455      38700SH    Sole     X
GUESS ? INC.                   COM              401617105        1140     214527SH    Sole     X
GUIDANT CORP.                  COM              401698105      266092    4933344SH    Sole     X
GUILFORD MILLS, INC.           COM              401794102         183     112875SH    Sole     X
GUILFORD PHARMACEUTICALS       COM              401829106        3233     179600SH    Sole     X
GUITAR CENTER                  COM              402040109        1241     109100SH    Sole     X
GULF ISLAND FABRICATION        COM              402307102        1580      86900SH    Sole     X
GULF WEST BANKS, INC.          COM              402582100         173      22688SH    Sole     X
GULFMARK OFFSHORE, INC.        COM              402629109         153       5400SH    Sole     X
GUNDLE/SLT ENVIRONMENTAL       COM              402809107         271     131600SH    Sole     X
GYMBOREE INC.                  COM              403777105        3836     276500SH    Sole     X
H.T.E., INC.                   COM              403926108          36      39300SH    Sole     X
HCA-THE HEALTHCARE CO.         COM              404119109      370142    8410399SH    Sole     X
HCC INSURANCE HOLDINGS         COM              404132102        9712     360554SH    Sole     X
H.D. VEST, INC.                COM              404150104         107      17800SH    Sole     X
HF FINANCIAL CORP.             COM              404172108         580      57950SH    Sole     X
HMG WORLWIDE CORP.             COM              404235103          83      55000SH    Sole     X
HMN FINANCIAL INC.             COM              40424G108        1027      78650SH    Sole     X
HNC SOFTWARE, INC.             COM              40425P107       11216     377789SH    Sole     X
HRPT PROPERTIES TRUST          COM SH BEN INT   40426W101       16965    2243264SH    Sole     X
H POWER CORP.                  COM              40427A108        1370     178218SH    Sole     X
HS RESOURCES INC               COM              404297103       13988     330101SH    Sole     X
HA-LO INDUSTRIES, INC.         COM              404429102        1457     647725SH    Sole     X
HABERSHAM BANCORP              COM              404459109          44       4500SH    Sole     X
HAEMONETICS CORP.              COM              405024100        7449     241250SH    Sole     X
HAGGAR CORP.                   COM              405173105         261      22700SH    Sole     X
HAIN CELESTIAL GROUP, INC      COM              405217100       12561     386504SH    Sole     X
HALL, KINION & ASSOC.          COM              406069104        1787      88800SH    Sole     X
HALLIBURTON CO.                COM              406216101      229997    6344737SH    Sole     X
HAMILTON BANCORP, INC.         COM              407013101         392      43600SH    Sole     X
HANCOCK FABRICS, INC.          COM              409900107         758     220600SH    Sole     X
HANCOCK HOLDING CO.            COM              410120109        3706      96892SH    Sole     X
JOHN HANCOCK FINANCIAL         COM              41014S106       46492    1235666SH    Sole     X
HANDLEMAN CO.                  COM              410252100        3233     431061SH    Sole     X
HANDSPRING, INC.               COM              410293104        1199      30783SH    Sole     X
HANGER ORTHOPEDIC GROUP        COM NEW          41043F208          42      32100SH    Sole     X
HANOVER COMPRESSOR CO.         COM              410768105       19116     428965SH    Sole     X
HANOVER DIRECT, INC.           COM              410783104         442    1178276SH    Sole     X
HARCOURT GENERAL, INC.         COM              41163G101       60015    1049222SH    Sole     X
HARBOR FLORIDA BANCSHRS        COM              411901101        3021     202263SH    Sole     X
HARKEN ENERGY CORP             COM NEW          412552309         107      31820SH    Sole     X
JOHN H. HARLAND CO.            COM              412693103        6906     488887SH    Sole     X
HARLEY DAVIDSON, INC.          COM              412822108      194288    4887757SH    Sole     X
HARLEYSVILLE GROUP INC.        COM              412824104        3963     135500SH    Sole     X
HARLEYSVILLE NATIONAL          COM              412850109        2817      81217SH    Sole     X
HARMAN INTL. INDS., INC.       COM              413086109       16090     440821SH    Sole     X
HARMONIC, INC.                 COM              413160102        2183     383740SH    Sole     X
HARRAH'S ENTERTAINMENT         COM              413619107       46937    1779614SH    Sole     X
HARRIS CORP.                   COM              413875105       14082     459814SH    Sole     X
HARRODSBURG FIRST FINL         COM              415781103         139       9800SH    Sole     X
HARRY'S FARMERSMARKET          CL A             415863109           0        200SH    Sole     X
HARSCO CORP.                   COM              415864107       10583     428690SH    Sole     X
HARTE-HANKS, INC.              COM              416196103        9272     391447SH    Sole     X
HARTFORD FINL SVCS GRP         COM              416515104      238078    3371009SH    Sole     X
HARTMARX CORP.                 COM              417119104         527     221700SH    Sole     X
HASBRO, INC.                   COM              418056107       33532    3155938SH    Sole     X
HATHAWAY CORPORATION           COM              419011101         160      53300SH    Sole     X
HAVAS ADVERTISING SA, ADR      SPONSORED ADR    419313101        2332     165080SH    Sole     X
HAVERTY FURNITURE              COM              419596101         922      93400SH    Sole     X
HAWAIIAN ELECTRIC IND. IN      COM              419870100       13095     352136SH    Sole     X
HAWK CORPORATION               CL A             420089104         131      24000SH    Sole     X
HAWTHORNE FINANCIAL CORP.      COM              420542102         753      52400SH    Sole     X
HAYES LEMMERZ INTL., INC.      COM              420781106        1714     256260SH    Sole     X
HEARME                         COM              421903105          51      82100SH    Sole     X
HEALTHCARE SERVICES GROUP      COM              421906108         650     101914SH    Sole     X
HEALTH CARE PROP. INVESTO      COM              421915109       12685     424589SH    Sole     X
HEALTHSOUTH CORP.              COM              421924101       98849    6059717SH    Sole     X
HEALTH MANGEMENT ASSOC. C      CL A             421933102       34265    1651333SH    Sole     X
HEALTHCARE REALTY TRUST        COM              421946104        7268     342009SH    Sole     X
HEALTHPLAN SERVICES CORP.      COM              421959107         920      99500SH    Sole     X
HEARTPORT INC.                 COM              421969106         313     200400SH    Sole     X
HEARTLAND TECH., INC.          COM              421979105          19      15500SH    Sole     X
HEADWAY CORPORATE RESRCES      COM              422101105         239     174000SH    Sole     X
HEALTH CARE REIT INC           COM              42217K106        3833     235900SH    Sole     X
HEALTHAXIS, INC.               COM              42219D100         123      85500SH    Sole     X
HEALTH MGT SYS INC             COM              42219M100         144      96250SH    Sole     X
HEALTHCARE.COM INC.            COM              42221Y100         273     181900SH    Sole     X
HEALTH NET INC.                COM              42222G108       32028    1223033SH    Sole     X
HEARST ARGLY TELEVISION        COM              422317107        3427     167674SH    Sole     X
HEARTLAND EXPRESS INC          COM              422347104        6407     280858SH    Sole     X
HECLA MINING CO.               COM              422704106         150     299900SH    Sole     X
HECTOR COMMUNICATIONS COR      COM              422730101         972      92050SH    Sole     X
HEICO CORP.                    COM              422806109        1587     101537SH    Sole     X
HEICO CORP. CLASS A            CL A             422806208         894      76876SH    Sole     X
HEIDRICK & STRUGGLES           COM              422819102        9698     230554SH    Sole     X
H.J. HEINZ CO.                 COM              423074103      257846    5435487SH    Sole     X
HELIX TECHNOLOGY CORPORAT      COM              423319102        8614     363900SH    Sole     X
HELLER FINANCIAL, INC.         CL A             423328103        9000     293270SH    Sole     X
HELMERICH & PAYNE, INC.        COM              423452101       12692     289272SH    Sole     X
JACK HENRY & ASSOCIATES        COM              426281101       17102     275288SH    Sole     X
HERBALIFE INTL CL A            CL A             426908208         969     127033SH    Sole     X
HERBALIFE INTL CL B            CL B             426908307         482      64267SH    Sole     X
HERCULES, INC.                 COM              427056106       32596    1709963SH    Sole     X
HERITAGE FINANCIAL CORP.       COM              42722X106        1031     101200SH    Sole     X
HERSHEY FOODS CORP.            COM              427866108      137056    2129021SH    Sole     X
HERTZ CORP.                    CL A             428040109       11381     333508SH    Sole     X
HEWLETT-PACKARD CO.            COM              428236103      915552   29007597SH    Sole     X
HEXCEL CORP.                   COM              428291108        2519     281800SH    Sole     X
HI/FN, INC.                    COM              428358105        2348      85377SH    Sole     X
HIBBETT SPORTING GOODS         COM              428565105        1076      29900SH    Sole     X
HIBERNIA CORP. CLASS A         CL A             428656102       16462    1291147SH    Sole     X
HICKORY TECH CORP.             COM              429060106        2374     115800SH    Sole     X
HIGH PLAINS CORP.              COM              429701105         503     161097SH    Sole     X
HIGH SPEED ACCESS CORP.        COM              42979U102         184     173400SH    Sole     X
HIGHLANDS INSURANCE GROUP      COM              431032101         876      97384SH    Sole     X
HIGHWOOD PROPERTIES REIT       COM              431284108       26938    1082921SH    Sole     X
HILB, ROGAL & HAMILTON CO      COM              431294107        6236     156400SH    Sole     X
HILLENBRAND INDUSTRIES, I      COM              431573104       18650     362127SH    Sole     X
HILTON HOTELS CORP.            COM              432848109       55819    5316053SH    Sole     X
HISPANIC BROADCASTING          CL A             43357B104       16644     652705SH    Sole     X
HOENIG GROUP INC.              COM              434396107        1357     124800SH    Sole     X
HOLLINGER INTERNATIONAL        CL A             435569108        8955     564115SH    Sole     X
HOLLY CORP.                    COM PAR $0.01    435758305        1764      94100SH    Sole     X
HOLLYWOOD CASINO CORP.         CL A             436132203        2680     289700SH    Sole     X
HOLLYWOOD ENTERTAINMENT        COM              436141105         593     558300SH    Sole     X
HOLLYWOOD MEDIA CORP.          COM              436233100         245      63100SH    Sole     X
HOLOGIC, INC.                  COM              436440101         652     122700SH    Sole     X
HOME DEPOT, INC.               COM              437076102     1691298   37018831SH    Sole     X
HOME PRODUCTS INTL INC         COM              437305105         111      63320SH    Sole     X
HOME PROP OF NY                COM              437306103       10225     365980SH    Sole     X
HOMEBASE INC.                  COM              43738E108         169     168700SH    Sole     X
HOMESTAKE MINING CO            COM              437614100       18239    4355694SH    Sole     X
HOMESTORE.COM, INC.            COM              437852106        6838     339800SH    Sole     X
HON INDUSTRIES, INC.           COM              438092108       17770     696845SH    Sole     X
HONEYWELL INTERNATIONAL        COM              438516106      548695   11597243SH    Sole     X
HOOPER HOLMES                  COM              439104100        9446     854100SH    Sole     X
HOOVER'S INC.                  COM              439321100         152      64200SH    Sole     X
HOPFED BANCORP, INC.           COM              439734104         334      30000SH    Sole     X
HORIZON PHARMACIES, INC.       COM              439902107          48      58800SH    Sole     X
HORIZON MEDICAL PRODUCTS       COM              439903105          11      28200SH    Sole     X
HORACE MANN EDUCATORS COR      COM              440327104        9671     452426SH    Sole     X
HORIZON FINANCIAL CORP.        COM              44041F105         757      63733SH    Sole     X
HORIZON GROUP PROPERTIES       COM              44041U102          18       5685SH    Sole     X
HORIZON OFFSHORE               COM              44043J105        1025      51900SH    Sole     X
HORIZON ORGANIC HOLDING        COM              44043T103         293      66100SH    Sole     X
HORMEL FOODS CORP.             COM              440452100       15080     809652SH    Sole     X
HOSPITALITY PROPS REIT         COM SH BEN INT   44106M102       21379     944924SH    Sole     X
HOST MARRIOTT CORP. REIT       COM              44107P104       35847    2770794SH    Sole     X
HOT TOPIC, INC.                COM              441339108        6157     374600SH    Sole     X
HOTEL RESERVATIONS NETW.       CL A             441451101        2083      73400SH    Sole     X
HOTELWORKS.COM INC.            COM              441473105          32      84800SH    Sole     X
HOTJOBS.COM, LTD               COM              441474103        3456     302200SH    Sole     X
HOUGHTON MIFFLIN CO.           COM              441560109       14180     305775SH    Sole     X
HOUSEHOLD INTERNATIONAL        COM              441815107      371660    6757455SH    Sole     X
HOUSTON EXPLORATION CO.        COM              442120101        3580      93900SH    Sole     X
HOVNANIAN ENTERPRISES CL.      CL A             442487203         948     101100SH    Sole     X
HOWELL CORP                    COM              443051107         486      39500SH    Sole     X
HUBBELL INC. CLASS A           CL A             443510102         211       8100SH    Sole     X
HUBBELL INC. CLASS B           CL B             443510201        9027     340630SH    Sole     X
HUDSON CITY BANCORP, INC.      COM              443683107        7861     388188SH    Sole     X
HUDSON RIVER BANCORP.          COM              444128102        1109      87400SH    Sole     X
HUDSON TECHNOLOGIES INC.       COM              444144109           9       5600SH    Sole     X
HUDSON UNITED BANCORP          COM              444165104       13094     625402SH    Sole     X
HUFFY CORP.                    COM              444356109         229      35300SH    Sole     X
HUGHES SUPPLY, INC.            COM              444482103        4624     257750SH    Sole     X
HUGOTON ROYALTY TRUST          UNIT BEN INT     444717102         411      27200SH    Sole     X
HUMANA, INC.                   COM              444859102       48378    3172348SH    Sole     X
HUMAN GENOME SCIENCES INC      COM              444903108       30803     444409SH    Sole     X
HUMP HREY HOSPITALITY          COM              445467103         835     118200SH    Sole     X
HUNT CORP.                     COM              445591100         334      68600SH    Sole     X
J. B. HUNT TRANSPORT SERV      COM              445658107        5077     301964SH    Sole     X
HUNTCO INC CL-A                CL A             445661101         288     307100SH    Sole     X
HUNTINGTON BANCSHARES,INC      COM              446150104       61257    3784225SH    Sole     X
HUTCHINSON TECHNOLOGY, IN      COM              448407106        4573     332600SH    Sole     X
HUTTIG BUILDING PRODUCTS       COM              448451104         667     161804SH    Sole     X
HYCOR BIOMEDICAL INC.          COM              448623108         123      22900SH    Sole     X
HYDRILL CO.                    COM              448774109         190      10800SH    Sole     X
ICN PHARMACEUTICALS            COM              448924100       15197     495223SH    Sole     X
IDT CORP.                      COM              448947101        4593     225400SH    Sole     X
HYPERCOM CORP.                 COM              44913M105         234      74900SH    Sole     X
HYPERFEED TECHNOLOGIES         COM              44913S102         204     130500SH    Sole     X
HYPERION SOLUTIONS CORP        COM              44914M104        5459     353618SH    Sole     X
HYSEQ, INC.                    COM              449163302        2539     176600SH    Sole     X
IBP, INC.                      COM              449223106       25592     956704SH    Sole     X
ICG COMMUNICATIONS, INC.       COM              449246107          67     513174SH    Sole     X
ICH CORPORATION                COM NEW          44926L300          17       3520SH    Sole     X
ICOS CORP.                     COM              449295104       12123     233418SH    Sole     X
IDEC PHARMACEUTICALS           COM              449370105       59235     312483SH    Sole     X
I.D. SYSTEMS, INC.             COM              449489103         324     129700SH    Sole     X
IDX SYSTEMS CORP.              COM              449491109        4844     193762SH    Sole     X
IEC ELECTRONICS CORP.          COM              44949L105          22      39900SH    Sole     X
IGEN INTERNATIONAL, INC.       COM              449536101        2150     174600SH    Sole     X
IGI, INC.                      COM              449575109          58      92300SH    Sole     X
IHOP CORP.                     COM              449623107        5765     265800SH    Sole     X
ILX RESORTS INC                COM NEW          449661503           2       1200SH    Sole     X
IMC GLOBAL INC.                COM              449669100       10396     668025SH    Sole     X
IMCO RECYCLING, INC.           COM              449681105         557     104800SH    Sole     X
I-MANY, INC.                   COM              44973Q103         643      51700SH    Sole     X
I-LINK INC.                    COM              449927102         186     238500SH    Sole     X
I-LINK SERIES N PREFERRED      PFD SER N        449927997          42        150SH    Sole     X
IMS HEALTH INCORPORATED        COM              449934108      126565    4687579SH    Sole     X
IRT PROPERTY CO. REIT          COM              450058102        4921     605631SH    Sole     X
I-STAT CORP.                   COM              450312103        3767     142500SH    Sole     X
ITC DELTACOM INC.              COM              45031T104        3241     601200SH    Sole     X
ISTAR FINANCIAL INC.           COM              45031U101        5717     290390SH    Sole     X
ITLA CAPITAL CORPORATION       COM              450565106         773      40400SH    Sole     X
ITT EDUCATIONAL SERVICES       COM              45068B109        4264     193800SH    Sole     X
ITXC CORP.                     COM              45069F109        1106     159383SH    Sole     X
IXL ENTERPRISES, INC.          COM              450718101         448     447700SH    Sole     X
IXIA                           COM              45071R109        3635     158892SH    Sole     X
IBASIS, INC.                   COM              450732102         855     207200SH    Sole     X
IBEAM BROADCASTING CORP.       COM              45073P101         438     412615SH    Sole     X
IBIS TECHNOLOGY CORP.          COM              450909106         785      40800SH    Sole     X
ITT INDUSTRIES, INC.           COM              450911102       54971    1418610SH    Sole     X
IDACORP INC                    COM              451107106       19721     401960SH    Sole     X
IDEAMALL, INC.                 COM              451662100          73      65200SH    Sole     X
IDEX CORP.                     COM              45167R104       11800     356226SH    Sole     X
IDEXX LABORATORIES CORP.       COM              45168D104       11275     512508SH    Sole     X
IGATE CAPITAL CORP.            COM              45169U105        1233     428900SH    Sole     X
IKON OFFICE SOLUTIONS          COM              451713101        2730    1092097SH    Sole     X
IKOS SYSTEMS INC               COM NEW          451716203         881      99300SH    Sole     X
IDENTIX INC                    COM              451906101        2477     315600SH    Sole     X
ILEX ONCOLOGY, INC.            COM              451923106        4360     165700SH    Sole     X
IL FORNAIO AMERICA             COM              451926109         978      75200SH    Sole     X
ILLINOIS TOOL WORKS, INC.      COM              452308109      259727    4360583SH    Sole     X
ILLUMINA, INC.                 COM              452327109        1745     108614SH    Sole     X
ILLUMINET HOLDINGS             COM              452334105        4935     215162SH    Sole     X
IMAGE ENTMT INC                COM NEW          452439201         417     128300SH    Sole     X
IMATION CORP                   COM              45245A107        7696     496508SH    Sole     X
IMCLONE SYSTEMS, INC.          COM              45245W109       10022     227780SH    Sole     X
IMANAGE, INC.                  COM              45245Y105         913     200100SH    Sole     X
IMMMERSION CORP.               COM              452521107         830     110400SH    Sole     X
IMMUCOR INC.                   COM              452526106         285     105900SH    Sole     X
IMMUNEX CORP.                  COM              452528102       79763    1963396SH    Sole     X
IMMUNE RESPONSE                COM              45252T106        1391     529800SH    Sole     X
IMMUNOGEN, INC.                COM              45253H101        6862     320100SH    Sole     X
IMPERIAL BANCORP               COM              452556103       15179     578233SH    Sole     X
IMPATH INC.                    COM              45255G101       13244     199160SH    Sole     X
IMPCO TECHNOLOGIES INC         COM              45255W106         804      67000SH    Sole     X
IMPERIAL CRED                  COM              452729106         120     255200SH    Sole     X
IMATRON INC.                   COM              452906100         251     182900SH    Sole     X
IMMUNOMEDICS, INC.             COM              452907108       10062     468000SH    Sole     X
IMPERIAL SUGAR CO              COM              453096109         186     228972SH    Sole     X
IMPERIAL TOBACCO GR ADR        SPONSORED ADR    453142101         952      47000SH    Sole     X
IMPRESO.COM, INC.              COM              45320V109          67      38100SH    Sole     X
IMPROVENET, INC.               COM              45321E106          22      60000SH    Sole     X
IMPSAT FIBER NETWORKS          COM              45321T103         186      42400SH    Sole     X
IMRGLOBAL CORP.                COM              45321W106        1263     234900SH    Sole     X
INAMED CORP.                   COM              453235103        2046     100100SH    Sole     X
INCO LTD.                      COM              453258402       38110    2273889SH    Sole     X
INCYTE GENOMICS, INC.          COM              45337C102        9296     373700SH    Sole     X
INDEPENDENCE COMMUNITY BK      COM              453414104        8374     525403SH    Sole     X
INDEPENDENT BANK CORP.         COM              453836108        2096     167700SH    Sole     X
INDEPENDENT BANK CORP.         COM              453838104         522      26430SH    Sole     X
INDUS INTERNATIONAL            COM              45578L100         207      97300SH    Sole     X
INDUSTRI-MATEMATIK INTL        COM              455792101          68      27000SH    Sole     X
INDUSTRIAL DISTRIB. GRP        COM              456061100         134      69200SH    Sole     X
INDYMAC BANCORP INC.           COM              456607100       17250     584731SH    Sole     X
INFINITY BROADCASTING          CL A             45662S102       42185    1509971SH    Sole     X
INET TECHNOLOGIES              COM              45662V105        6421     158540SH    Sole     X
INFINITY, INC.                 COM PAR $.0001   45663L403         137      22300SH    Sole     X
INFOCROSSING, INC.             COM              45664X109         170      27700SH    Sole     X
INFOCURE CORP.                 COM              45665A108         679     181138SH    Sole     X
INFOCUS CORP.                  COM              45665B106        7086     480404SH    Sole     X
INFOGRAMES, INC.               COM              45665T107         672     120800SH    Sole     X
INFORMATICA CORPORATION        COM              45666Q102       21389     540630SH    Sole     X
INFONET SERVICES CORP          CL B             45666T106        5575    1114910SH    Sole     X
INFORMATION ARCHITECTS         COM              45669R107         399     220359SH    Sole     X
INFORMATION HOLDINGS INC.      COM              456727106        3438     146700SH    Sole     X
INFORMIX CORP.                 COM              456779107        4859    1636796SH    Sole     X
INFORMAX, INC.                 COM              45677N205         185      17800SH    Sole     X
INFORTE CORP.                  COM              45677R107        1185      86200SH    Sole     X
INFOSPACE, INC.                COM              45678T102        9789    1106889SH    Sole     X
INFOUSA INC.                   COM              456818301        1024     303316SH    Sole     X
ING GROEP N.V. ADR             SPONSORED ADR    456837103           0          1SH    Sole     X
INGERSOLL-RAND CO              COM              456866102       95613    2283307SH    Sole     X
INFORMATION RESOURCES, IN      COM              456905108        1186     358185SH    Sole     X
INFORMATION MGMT ASSOCS.       COM              456923101         762     174200SH    Sole     X
INGLES MARKETS                 CL A             457030104         644      64000SH    Sole     X
INGRAM MICRO, INC.             CL A             457153104        2995     266234SH    Sole     X
INHALE THERAPEUTIC             COM              457191104       16845     333572SH    Sole     X
INKINE PHARMACUETICAL CO.      COM              457214104         663      89900SH    Sole     X
INKTOMI CORP.                  COM              457277101        6997     391433SH    Sole     X
INLAND RESOURCES INC.          COM PAR $.001    457469302           0        500SH    Sole     X
INNOVEX, INC.                  COM              457647105         215      31800SH    Sole     X
INNOVATIVE GAMING CORP. A      COM              45764F107          11      20050SH    Sole     X
INPUT/OUTPUT, INC.             COM              457652105        6459     634000SH    Sole     X
INSCI-STATEMENTS.COM CORP      COM              45765T106          28      89800SH    Sole     X
INSIGHT ENTERPRISES INC.       COM              45765U103        7742     431633SH    Sole     X
INSIGNIA SYSTEMS, INC.         COM              45765Y105          76      15200SH    Sole     X
INSILCO HOLDING CORP.          COM              457661106          26        488SH    Sole     X
INSITUFORM TECHNOLOGIES-C      CL A             457667103       14666     367800SH    Sole     X
INSMED INCORPORATED            COM NEW          457669208         425     122550SH    Sole     X
INPRISE CORP.                  COM              45766C102        2841     513600SH    Sole     X
INSIGNIA FINANCIAL GROUP       COM              45767A105        3065     258132SH    Sole     X
INNOTRAC CORP.                 COM              45767M109         216      61600SH    Sole     X
INSIGHT COMMUNICATIONS         CL A             45768V108        8166     347488SH    Sole     X
INSILICON CORP.                COM              45769H108         341      55600SH    Sole     X
INRANGE TECHNOLOGIES           CL B             45769V206        1164      68700SH    Sole     X
INNKEEPERS USA TRUST REIT      COM              4576J0104        7051     637382SH    Sole     X
INSPIRE INSURANCE SOL          COM              457732105          14      90750SH    Sole     X
INSPIRE PHARMACEUTICALS        COM              457733103        1079      41400SH    Sole     X
INSURANCE AUTO AUCTIONS,I      COM              457875102        3169     264100SH    Sole     X
INSWEB CORP.                   COM              45809K103         107     122600SH    Sole     X
INTEGRAL SYSTEMS INC.          COM              45810H107         610      43600SH    Sole     X
INTEGRAMED AMERICA, INC.       COM NEW          45810N302           3       1400SH    Sole     X
INTEGRATED DEVICE TECH.,I      COM              458118106       25196     760640SH    Sole     X
INTEGRATED ELECTRICAL SV       COM              45811E103        1892     318700SH    Sole     X
INTERGRAL VISION, INC.         COM              45811H106          38      80300SH    Sole     X
INTERGRATED CIRCUIT SYS        COM              45811K208        4568     275791SH    Sole     X
INTEGRA INC                    COM              45811M105          24      27500SH    Sole     X
INTEGRATED SILICON SOLTNS      COM              45812P107        5240     364500SH    Sole     X
INTEL CORP.                    COM              458140100     3238159  107714237SH    Sole     X
INTELECT COMMUNICATIONS        COM              458144102          73     195900SH    Sole     X
INTEGRA BANK CORP.             COM              45814P105        3284     128466SH    Sole     X
INTELIDATA TECH. CORP.         COM              45814T107         972     374800SH    Sole     X
INTEGRATED TELECOM EXPRES      COM              45817U101         751     157057SH    Sole     X
INTER-TEL INC                  COM              458372109        2835     368800SH    Sole     X
INTERACTIVE INTELLIGENCE       COM              45839M103         895      37100SH    Sole     X
INTERACT COMMERCE CORP         COM              45839Y107        1224     146200SH    Sole     X
THE INTERCEPT GROUP, INC.      COM              45845L107        2655      99500SH    Sole     X
INTERDENT INC.                 COM              45865R109          77      61274SH    Sole     X
INTERFACE, INC.                CL A             458665106        6178     711100SH    Sole     X
INTERDIGITAL COMMCORP.         COM              45866A105        2573     475864SH    Sole     X
INTERGRAPH CORP.               COM              458683109        3454     575640SH    Sole     X
INTERLEUKIN GENETICS           COM              458738101         561     175900SH    Sole     X
INTERLIANT INC.                COM              458742103        1344     421600SH    Sole     X
INTERLINK ELECTRONICS INC      COM              458751104        1231      97050SH    Sole     X
INTERLOGIX, INC.               COM              458763109        1605      85029SH    Sole     X
INTERMAGNETICS GENERAL         COM              458771102         855      51060SH    Sole     X
INTERMEDIA COMMUNICATIONS      COM              458801107        3136     436269SH    Sole     X
INTERMET CORP.                 COM              45881K104         900     248269SH    Sole     X
INTERNAP NETWORK SERVICES      COM              45885A102        3677     507106SH    Sole     X
INTERMUNE PHARM.               COM              45885B100        5475     122688SH    Sole     X
INTL ASSETS HOLDING CORP       COM              459028106           7       2395SH    Sole     X
INTERNATIONAL BANCSHARES       COM              459044103        3833     112328SH    Sole     X
INT'L BUSINESS                 COM              459200101     2393927   28163842SH    Sole     X
INTERNATIONAL FLAV. AND F      COM              459506101       28388    1397545SH    Sole     X
INTERNATIONAL FIBERCOM         COM              45950T101        1201     243200SH    Sole     X
INTERNATIONAL GAME TECH.       COM              459902102       31230     650622SH    Sole     X
INTERNATIONAL MULTIFOODS       COM              460043102        4848     238650SH    Sole     X
INTERNATIONAL PAPER CO.        COM              460146103      279770    6855001SH    Sole     X
INTERNATIONAL RECTIFIER C      COM              460254105       16807     560234SH    Sole     X
INT'L SHIPHOLDING CORP.        COM NEW          460321201         137      21975SH    Sole     X
INTL SPEEDWAY CORP.            CL A             460335201       11684     307482SH    Sole     X
INTL SPECIALTY PRODUCTS        COM              460337108        1932     288825SH    Sole     X
INTERNEURON PHARM              COM              460573108         675     526800SH    Sole     X
INTERNET AMERICA               COM              46058Y109          41      66200SH    Sole     X
INTERNET CAPITAL GROUP         COM              46059C106         334     101808SH    Sole     X
INTERNET PICTURES CORP.        COM              46059S101         376     387923SH    Sole     X
INTERNET SECURITY SYS,INC      COM              46060X107       11332     144468SH    Sole     X
INTERNET COMMERCE INC.         COM              46061G103          65     172700SH    Sole     X
INTERPOOL, INC.                COM              46062R108        1304      76450SH    Sole     X
INTERPORE INTERNATIONAL        COM              46062W107         347      88000SH    Sole     X
INTERPUBLIC GROUP OF COS,      COM              460690100      205144    4819824SH    Sole     X
INTERSIL HOLDING CORP          CL A             46069S109        3252     141761SH    Sole     X
INTERSTATE BAKERIES CORP.      COM              46072H108        6396     454859SH    Sole     X
INTERSTATE HOTELS CORP         COM              46088R108          28      17161SH    Sole     X
INTRANET SOLUTIONS, INC.       COM NEW          460939309       10786     211494SH    Sole     X
INTERNET.COM                   COM              460967102         847     142582SH    Sole     X
INTERTAN, INC.                 COM              461120107        1619     139250SH    Sole     X
INTERTRUST TECHNOLOGIES        COM              46113Q109        2010     595695SH    Sole     X
INTERVOICE-BRITE, INC.         COM              461142101        3297     454750SH    Sole     X
INTERWORLD CORP                COM              46114Q108         147     294000SH    Sole     X
INTERWOVEN, INC.               COM              46114T102       33458     507420SH    Sole     X
INTIMATE BRANDS INC.           CL A             461156101       25090    1672640SH    Sole     X
INTRABIOTICS PHARM.            COM              46116T100        1552     161200SH    Sole     X
INTRAWARE, INC.                COM              46118M103         275     186900SH    Sole     X
INTUIT                         COM              461202103      132667    3363969SH    Sole     X
INVACARE CORP.                 COM              461203101       10801     315354SH    Sole     X
INTUITIVE SURGICAL, INC.       COM              46120E107        1199     141000SH    Sole     X
INTRUSION.COM, INC.            COM              46121E106         413      86900SH    Sole     X
INVERNESS MEDICAL TECH         COM              461268104        1655      42500SH    Sole     X
INVESTMENT TECHNOLOGY          COM              46145F105       13378     320440SH    Sole     X
INVESTORS REAL ESTATE          SH BEN INT       461730103        1466     183306SH    Sole     X
INVESTORS TITLE CO             COM              461804106         369      23400SH    Sole     X
INVISION TECHNOLOGIES INC      COM              461851107         334     232200SH    Sole     X
INVITROGEN CORP                COM              46185R100       28669     331908SH    Sole     X
INVESTORS FINANCIAL SVCS       COM              461915100       33586     390532SH    Sole     X
IOMEGA CORP.                   COM              462030107        8394    2490753SH    Sole     X
IONA TECHNOLOGIES PLC ADR      SPONSORED ADR    46206P109         227       3389SH    Sole     X
IONICS, INC.                   COM              462218108        5261     185400SH    Sole     X
IPALCO ENTERPRISES, INC.       COM              462613100       12338     510089SH    Sole     X
IPRINT.COM, INC.               COM              462628108          22      30600SH    Sole     X
IRON MOUNTAIN INC.             COM              462846106        6979     187979SH    Sole     X
IRWIN FINL CORP                COM              464119106        3909     184500SH    Sole     X
ISCO, INC.                     COM              464268101         297      42485SH    Sole     X
ISIS PHARMACEUTICALS INC.      COM              464330109        4495     423100SH    Sole     X
ISLE OF CAPRI CASINOS          COM              464592104        1345     126600SH    Sole     X
IT GROUP, INC.                 COM              465266104        1787     357429SH    Sole     X
I3 MOBILE, INC.                COM              465713105         647     161700SH    Sole     X
ITRON, INC.                    COM              465741106         371     102236SH    Sole     X
I2 TECHNOLOGIES, INC           COM              465754109       79834    1468220SH    Sole     X
IVAX CORP.                     COM              465823102       55771    1456163SH    Sole     X
IVEX PACKAGING CORP            COM              465855104        1946     177900SH    Sole     X
IVILLAGE INC.                  COM              46588H105         258     242900SH    Sole     X
JDN REALTY CORP. REIT          COM              465917102        6615     626291SH    Sole     X
IXYS CORPORATION               COM              46600W106        2061     140950SH    Sole     X
J & J SNACK FOODS CORP.        COM              466032109        1131      67300SH    Sole     X
JDS UNIPHASE CORP.             COM              46612J101      585351   14041408SH    Sole     X
JDA SOFTWARE GROUP, INC.       COM              46612K108        2494     190950SH    Sole     X
J. JILL GROUP, INC.            COM              466189107         791      51000SH    Sole     X
JLG INDUSTRIES, INC.           COM              466210101        5618     528800SH    Sole     X
JLM INDUSTRIES, INC.           COM              46621D103         231     111800SH    Sole     X
JNI CORP.                      COM              46622G105        2789     122920SH    Sole     X
JP REALTY, INC. REIT           COM              46624A106        4211     267388SH    Sole     X
JVWEB INC.                     COM              466259108           0         39SH    Sole     X
J2 GLOBAL COMMUNICATIONS       COM              46626E106          73     258400SH    Sole     X
JABIL CIRCUIT INC.             COM              466313103       29310    1155069SH    Sole     X
JACK IN THE BOX INC.           COM              466367109       16700     567301SH    Sole     X
JACKPOT ENTERPRISES, INC.      COM              466392107         669     133827SH    Sole     X
JACKSONVILLE BANCORP, INC      COM              469248108          16       1000SH    Sole     X
JACOBS ENGINE GRP              COM              469814107       12924     279807SH    Sole     X
JACOBSON STORES INC.           COM              469834105         392     116200SH    Sole     X
JAKKS PACIFIC, INC.            COM              47012E106        1887     206800SH    Sole     X
JAMESON INNS, INC. REIT        COM              470457102         568     101561SH    Sole     X
JEFFRIES GROUP, INC.           COM              472319102        9523     304732SH    Sole     X
JEFFERSON SAVINGS BANCORP      COM              474900107        1373      91500SH    Sole     X
JEFFERSON-PILOT CORP.          COM              475070108      109687    1467388SH    Sole     X
JO-ANN STORES INC. CL A        CL A             47758P109         805     122600SH    Sole     X
JO-ANN STORES INC. CL B        CL B NON VTG     47758P208          31       7400SH    Sole     X
JOHN NUVEEN CO-CL A            CL A             478035108       10571     183852SH    Sole     X
JOHNS MANVILLE CORP            COM              478129109       13618    1052585SH    Sole     X
JOHNSON & JOHNSON              COM              478160104     2359676   22459736SH    Sole     X
JOHNSON CONTROLS, INC.         COM              478366107       68158    1310736SH    Sole     X
JONES APPARREL                 COM              480074103       31122     966901SH    Sole     X
JONES LANG LASALLE INC.        COM              48020Q107        3488     251400SH    Sole     X
JOS. A. BANK                   COM              480838101          56      12500SH    Sole     X
JOURNAL REGISTER CO.           COM              481138105        6855     426800SH    Sole     X
JUNIPER NETWORKS INC           COM              48203R104      145168    1151552SH    Sole     X
JUNO LIGHTING INC              COM NEW          482047206          79      14965SH    Sole     X
JUNO ONLINE SERVICES, INC      COM              482048105         165     250900SH    Sole     X
JUPITER MEDIA METRIX INC.      COM              48206U104        2597     278860SH    Sole     X
JWGENESIS FINANCIAL CORP.      COM              482227105         398      35016SH    Sole     X
KCS ENERGY INC.                COM              482434206         940     231500SH    Sole     X
KFX INC.                       COM              48245L107         338     207750SH    Sole     X
KLA-TENCOR CORP.               COM              482480100       96514    2864981SH    Sole     X
KMART CORP.                    COM              482584109       40037    7536340SH    Sole     X
K-SWISS                        CL A             482686102        1825      73000SH    Sole     X
K2 INC.                        COM              482732104        1529     191171SH    Sole     X
K-V PHARMACEUTICAL CO CL       CL B CONV        482740107        2521     103975SH    Sole     X
KV PHARMACEUTICAL CLASS A      CL A             482740206        2851     114025SH    Sole     X
KAISER ALUMINUM                COM              483007100        1971     534500SH    Sole     X
KAISER VENTURES INC.           COM              483100103         368      36800SH    Sole     X
KAMAN CORP. CLASS A            CL A             483548103        4426     262300SH    Sole     X
KANA COMMUNICATIONS INC        COM              483600102        3665     318666SH    Sole     X
KANEB SERVICES INC             COM              484170105         951     161900SH    Sole     X
KANSAS CITY LIFE INS. CO.      COM              484836101        2680      75760SH    Sole     X
KANSAS CITY POWER & LIGHT      COM              485134100       18256     665374SH    Sole     X
KANSAS CITY SOUTHERN           COM NEW          485170302        5233     516885SH    Sole     X
KATY INDUSTRIES, INC.          COM              486026107         308      51400SH    Sole     X
KAUFMAN & BROAD HOME CORP      COM              486168107       28211     837445SH    Sole     X
KAYDON CORP.                   COM              486587108        8245     331445SH    Sole     X
KAYE GROUP, INC.               COM              486589104          53       6900SH    Sole     X
KEANE, INC.                    COM              486665102        3933     403354SH    Sole     X
KEEBLER FOODS CO.              COM              487256109       17303     417562SH    Sole     X
KEITHLEY INSTRUMENTS, INC      COM              487584104        6296     146200SH    Sole     X
KELLOGG CO.                    COM              487836108      166822    6355112SH    Sole     X
KELLSTROM INDUSTRIES           COM              488035106         261      88800SH    Sole     X
KELLWOOD CO.                   COM              488044108        6839     323750SH    Sole     X
KELLY SERVICES, INC. CLAS      CL A             488152208        6749     285675SH    Sole     X
KEMET CORP.                    COM              488360108       14723     973402SH    Sole     X
KENDLE INTERNATIONAL           COM              48880L107        1482     149100SH    Sole     X
KENNAMETAL, INC.               COM              489170100        9447     324347SH    Sole     X
KENSEY NASH CORP.              COM              490057106        1249     123400SH    Sole     X
KENT ELECTRONICS CORP.         COM              490553104        6316     382800SH    Sole     X
KENTUCKY FIRST BANCORP         COM              491290102         120      11600SH    Sole     X
KERR-MCGEE CORP.               COM              492386107       98669    1474054SH    Sole     X
KEVCO, INC.                    COM              492716105          90     168600SH    Sole     X
KEY ENERGY SERVICES, INC.      COM              492914106        6765     648100SH    Sole     X
KEY PRODUCTION CO.             COM              493138101        1990      59300SH    Sole     X
KEY TRONIC CORP.               COM              493144109         455     165400SH    Sole     X
KEYCORP                        COM              493267108      183940    6569297SH    Sole     X
KEY3MEDIA GROUP INC.           COM              49326R104        3489     286300SH    Sole     X
KEYNOTE SYSTEMS INCE           COM              493308100        2793     196837SH    Sole     X
KEYSPAN CORP.                  COM              49337W100       86037    2030361SH    Sole     X
KEYSTONE CONS. IND., INC.      COM              493422109         158     114909SH    Sole     X
KFORCE.COM, INC.               COM              493732101        1064     347267SH    Sole     X
KIMBALL INT'L., INC. CL B      CL B             494274103        4641     320100SH    Sole     X
KILROY REALTY CORP.            COM              49427F108       12478     436869SH    Sole     X
KIMBERLY-CLARK CORP            COM              494368103      603735    8540605SH    Sole     X
KIMCO REALTY CORP. REIT        COM              49446R109       34147     772769SH    Sole     X
KINDER MORGAN, INC.            COM              49455P101       91350    1750421SH    Sole     X
KING PHARMACEUTICALS, INC      COM              495582108      141761    2742647SH    Sole     X
KIRBY CORP.                    COM              497266106        4171     198600SH    Sole     X
KLAMATH FIRST BANCORP INC      COM              49842P103         544      45800SH    Sole     X
KNAPE AND VOGT MANUFACTUR      COM              498782101         550      41868SH    Sole     X
KNIGHT RIDDER                  COM              499040103       69653    1224664SH    Sole     X
KNIGHT TRADING GROUP,INC.      COM              499063105        7992     573446SH    Sole     X
KNIGHT TRANSPORTATION          COM              499064103         780      40500SH    Sole     X
THE KNOT, INC.                 COM              499184109          17      17900SH    Sole     X
KOALA CORP.                    COM              499866101         424      49900SH    Sole     X
KOGER EQUITY, INC. REIT        COM              500228101        7827     502953SH    Sole     X
KOHLS CORP                     COM              500255104      324913    5326435SH    Sole     X
KOMAG, INC.                    COM              500453105         347     528709SH    Sole     X
KONOVER PROPERTY TRUST         COM              50047R100         826     188700SH    Sole     X
KOPIN CORP                     COM              500600101        6443     582461SH    Sole     X
KORN/FERRY INT'L               COM NEW          500643200        8765     412490SH    Sole     X
KOS PHARMACEUTICALS INC.       COM              500648100         129       7300SH    Sole     X
KRAMONT REALTY TRUST           COM SH BEN INT   50075Q107        1856     206206SH    Sole     X
KRISPY KREME DOUGHNUTS         COM              501014104        5016      60437SH    Sole     X
KROGER CO.                     COM              501044101      358070   13231225SH    Sole     X
THE KROLL-O'GARA CO.           COM              501050108        1492     248600SH    Sole     X
KRONOS INC.                    COM              501052104        6989     225910SH    Sole     X
KULICKE & SOFFA IND., INC      COM              501242101        8830     784900SH    Sole     X
L.A. GEAR, INC.                COM              501708101           0     136216SH    Sole     X
LCA-VISION INC.                COM NEW          501803209         418     393032SH    Sole     X
LCC INTERNATIONAL CL A         CL A             501810105        2058     189200SH    Sole     X
LTV CORP.                      COM              501921100         248     721123SH    Sole     X
LNR PROPERTY CORP.             COM              501940100        4842     220100SH    Sole     X
LMI AEROSPACE, INC.            COM              502079106         177      80800SH    Sole     X
LSB BANCSHARES INC.            COM              502158108         229      20600SH    Sole     X
LSI LOGIC CORP.                COM              502161102       80310    4699262SH    Sole     X
LSI INDUSTRIES, INC.           COM              50216C108         797      38982SH    Sole     X
LTC PROPERTIES, INC.           COM              502175102         285      80000SH    Sole     X
LTX CORP.                      COM              502392103        7966     614960SH    Sole     X
L-3 COMMUNICATIONS CORP.       COM              502424104       14917     193721SH    Sole     X
LA-Z-BOY INCORPORATED          COM              505336107       11066     702587SH    Sole     X
LABOR READY INC.               COM NEW          505401208        1966     593386SH    Sole     X
LABONE, INC.                   COM              50540L105         404      70200SH    Sole     X
LABORATORY CORP. AMERICA       COM NEW          50540R409       42019     238746SH    Sole     X
LABRANCHE & CO. INC.           COM              505447102       10706     350291SH    Sole     X
LABTEC, INC.                   COM NEW          505450205         244      36083SH    Sole     X
LACLEDE GAS CO.                COM              505588103        3628     155200SH    Sole     X
LAFARGE CORP.                  COM              505862102        9598     406269SH    Sole     X
LAKES GAMING INC               COM              51206P109         526      56087SH    Sole     X
LAM RESEARCH CORP              COM              512807108       15074    1039569SH    Sole     X
LAMAR ADVERTISING CO.          CL A             512815101       11547     299190SH    Sole     X
LANCASTER COLONY CORP.         COM              513847103       10389     370224SH    Sole     X
LANCE, INC.                    COM              514606102        4227     333966SH    Sole     X
LANCER CORP-TEXAS              COM              514614106         334      58087SH    Sole     X
LANDEC CORP.                   COM              514766104           4       1500SH    Sole     X
LANDAUER, INC.                 COM              51476K103         913      50000SH    Sole     X
LANDMARK BANCSHARE, INC.       COM              514928100         390      22300SH    Sole     X
LANDAMERICA FINANCIAL GRP      COM              514936103        6917     171050SH    Sole     X
LANDMARK SYSTEMS CORP          COM              51506S100         336     131100SH    Sole     X
LANDS END, INC.                COM              515086106        6021     239681SH    Sole     X
LANDRY'S SEAFOOD RESTAURA      COM              51508L103        4443     447100SH    Sole     X
LANDSTAR SYSTEM                COM              515098101        8673     156449SH    Sole     X
LANIER WORLDWIDE INC           COM              51589L105        1216     405314SH    Sole     X
LANTE CORP.                    COM              516540101         349     223400SH    Sole     X
LANTRONIX, INC.                COM              516548104         687     107700SH    Sole     X
LANVISION SYSTEMS, INC.        COM              516555109          10      13400SH    Sole     X
LARGE SCALE BIOLOGY CORP.      COM              517053104         911      95900SH    Sole     X
LARSCOM, INC.                  CL A             51729Y108         225      91200SH    Sole     X
LASALLE HOTEL PROPERTIES       COM SH BEN INT   517942108        4049     266590SH    Sole     X
LASER MORTGAGE MANAGEMENT      COM              51806D100         642     186800SH    Sole     X
LASER VISION CENTERS, INC      COM              51807H100         463     285100SH    Sole     X
LATITUDE COMMUNICATIONS,       COM              518292107         864     223000SH    Sole     X
LATTICE SEMICON                COM              518415104       11445     622865SH    Sole     X
ESTEE LAUDER COS. CLASS A      CL A             518439104       22397     511192SH    Sole     X
LAUNCH MEDIA, INC.             COM              518567102         138      88400SH    Sole     X
LAWRENCE SAVINGS BANK          COM              520341108         952      90700SH    Sole     X
LAWSON PRODUCTS, INC.          COM              520776105        2696      99150SH    Sole     X
LAYNE CHRISTENSEN CO.          COM              521050104         305      93300SH    Sole     X
LAZARE KAPLAN INTERNAT'L       COM              521078105         393      77700SH    Sole     X
LEADINGSIDE, INC.              COM              521711101          50     168100SH    Sole     X
LEAP WIRELESS INTL, INC.       COM              521863100        6057     242295SH    Sole     X
LEAPNET, INC.                  COM              521864108         152     173185SH    Sole     X
LEAR CORP.                     COM              521865105       17210     693615SH    Sole     X
LEARNING TREE INTL.            COM              522015106        9613     194200SH    Sole     X
LECHTERS CORP.                 COM              523238103          66     350900SH    Sole     X
LECTEC CORP.                   COM              523251106           7       3500SH    Sole     X
LEE ENTERPRISES, INCORPOR      COM              523768109       14039     470916SH    Sole     X
LEGATO SYSTEMS INC.            COM              524651106        6998     940845SH    Sole     X
LEGGETT & PLATT, INC.          COM              524660107       52944    2795721SH    Sole     X
LEGG MASON INC.                COM              524901105       22396     410929SH    Sole     X
LEHMAN BROTHERS HOLDINGS       COM              524908100      249263    3685957SH    Sole     X
LENDINGTREE, INC.              COM              52602Q105         552     267600SH    Sole     X
LENNAR CORP                    COM              526057104       21899     604098SH    Sole     X
LENNOX INTERNATIONAL INC.      COM              526107107        4197     541607SH    Sole     X
LEUCADIA NATIONAL CORP.        COM              527288104       17981     507388SH    Sole     X
LEVEL 8 SYSTEMS                COM              52729M102        1124     184400SH    Sole     X
LEVEL 3 COMMUNICATIONS         COM              52729N100       44508    1356440SH    Sole     X
LEXAR MEDIA, INC.              COM              52886P104         199     212069SH    Sole     X
LEXENT INC.                    COM              52886Q102        2426     141679SH    Sole     X
LEXICON GENETICS INC.          COM              528872104        3547     213345SH    Sole     X
LEXINGTON CORPORATE PROP.      COM              529043101        2677     226639SH    Sole     X
LEXMARK INTERNATIONAL,INC      CL A             529771107       91125    2056408SH    Sole     X
LIBBEY, INC.                   COM              529898108        6488     213600SH    Sole     X
LIBERATE TECHNOLOGIES          COM              530129105        4374     321019SH    Sole     X
LIBERTE INVESTORS, INC.        COM              530154103         126      42800SH    Sole     X
LIBERTY CORP.                  COM              530370105        5820     143051SH    Sole     X
LIBERTY DIGITAL INC. CL A      CL A             530436104         492      97266SH    Sole     X
LIBERTY FINANCIAL COS.         COM              530512102       10404     233468SH    Sole     X
LIBERTY HOMES, INC.            CL A             530582204         398      84900SH    Sole     X
LIBERTY LIVEWIRE COP.          CL A             530709104         123      16000SH    Sole     X
LIBERTY PROPERTY TST REIT      SH BEN INT       531172104       23828     834246SH    Sole     X
LIBERTY SATELLITE CLASS A      CL A             531182103         770     243887SH    Sole     X
LIBERTY SATELLITE CLASS B      CL B             531182202           1        420SH    Sole     X
LIFE FINANCIAL CORP            COM              53184P101          48      69836SH    Sole     X
LIFEWAY FOODS, INC.            COM              531914109          76      14400SH    Sole     X
LIFECELL CORP.                 COM              531927101         241     151400SH    Sole     X
LIFECORE BIOMEDIC INC          COM              532187101         399      86200SH    Sole     X
LIFELINE SYS                   COM              532192101         798      63200SH    Sole     X
LIFEPOINT HOSPITALS, INC.      COM              53219L109       19299     385015SH    Sole     X
LIGAND PHARM. - CLASS B        CL B             53220K207        4810     343600SH    Sole     X
LIFEMINDERS, INC.              COM              53220Q105         579     165469SH    Sole     X
LIGHTBRIDGE, INC.              COM              532226107        1620     123400SH    Sole     X
LIGHTPATH TECHNOLOGIES         CL A             532257102        1890     136200SH    Sole     X
LIGHTSPAN INC.                 COM              53226T103         325     226000SH    Sole     X
LILLIAN VERNON CORP.           COM              532430105         503      71900SH    Sole     X
ELI LILLY & CO.                COM              532457108     1666653   17908962SH    Sole     X
THE LIMITED, INC.              COM              532716107      104476    6123151SH    Sole     X
LINCARE HOLDINGS, INC.         COM              532791100       34406     602956SH    Sole     X
LINCOLN ELECTRIC CO.           COM              533900106        6147     313200SH    Sole     X
LINCOLN NATIONAL CORP.         COM              534187109      128978    2726082SH    Sole     X
LINDSAY MANUFACTURING CO.      COM              535555106        4273     188882SH    Sole     X
LINEAR TECHNOLOGY, INC.        COM              535678106      235631    5094717SH    Sole     X
LINENS 'N THINGS INC.          COM              535679104       13479     487932SH    Sole     X
LIQUI-BOX CORP.                COM              536314107         466      12500SH    Sole     X
LIQUID AUDIO, INC.             COM              53631T102         326     127100SH    Sole     X
LITRONIC INC.                  COM              537004103         235      94000SH    Sole     X
LITTELFUSE, INC.               COM              537008104        5694     198900SH    Sole     X
LITTON INDUSTRIES, INC.        COM              538021106       25373     322452SH    Sole     X
LIVEPERSON, INC.               COM              538146101          49      46200SH    Sole     X
LIZ CLAIBORNE, INC.            COM              539320101       38902     934582SH    Sole     X
LO-JACK CORP.                  COM              539451104         728      96200SH    Sole     X
LOCKHEED MARTIN CORP.          COM              539830109      208119    6130170SH    Sole     X
LODGENET ENTERTAINMENT         COM              540211109        2117     120100SH    Sole     X
LOEWS CINEPLEX ENT.            COM              540423100          18      83000SH    Sole     X
LOEWS CORP.                    COM              540424108      152119    1468862SH    Sole     X
LOISLAW.COM                    COM              541431102         358      84300SH    Sole     X
LONE STAR STEAKHOUSE           COM              542307103        3386     351786SH    Sole     X
LONE STAR TECHNOLOGIES         COM              542312103        7630     198191SH    Sole     X
LONGS DRUG STORES, INC.        COM              543162101       16114     667932SH    Sole     X
LONGVIEW FIBER COMPANY         COM              543213102        7578     561339SH    Sole     X
LOOKSMART, LTD.                COM              543442107        1276     523395SH    Sole     X
LOUDEYE TECHNOLOGIES           COM              545754103         221     185700SH    Sole     X
LOUIS DREYFUS NATURAL GAS      COM              546011107       19140     417790SH    Sole     X
LOUISIANA-PACIFIC CORP.        COM              546347105       20176    1992669SH    Sole     X
LOWE'S COS., INC.              COM              548661107      247178    5554562SH    Sole     X
LUBRIZOL CORP.                 COM              549271104       14393     558970SH    Sole     X
LUBY'S, INC.                   COM              549282101        2193     365559SH    Sole     X
LUCENT TECHNOLOGIES, INC.      COM              549463107      650200   48162928SH    Sole     X
LUMINANT WORLDWIDE CORP        COM              550260103          84     103400SH    Sole     X
LUMINEX CORP.                  COM              55027E102        3107     119200SH    Sole     X
LUMINENT, INC.                 COM              55027R103        2818     468500SH    Sole     X
LYDALL, INC.                   COM              550819106         953     109700SH    Sole     X
LYNX THERAPEUTIC               COM NEW          551812308        1440     159951SH    Sole     X
WILLIAM LYON HOMES             COM              552074106         709      75600SH    Sole     X
LYONDELL CHEMICAL CO.          COM              552078107       14768     964457SH    Sole     X
M&F WORLDWIDE CORP.            COM              552541104         585     150879SH    Sole     X
M & T BANK CORPORATION         COM              55261F104       41109     604538SH    Sole     X
MAF BANCORP, INC.              COM              55261R108        8575     301530SH    Sole     X
MAI SYSTEMS CORP               COM              552620205          38     150575SH    Sole     X
MBIA, INC.                     COM              55262C100      106036    1430504SH    Sole     X
MBNA CORP.                     COM              55262L100      448356   12138226SH    Sole     X
MDC HOLDINGS, INC.             COM              552676108        6643     201600SH    Sole     X
MCN CORP.                      COM              55267J100       14536     525019SH    Sole     X
MDU RESOURCES GROUP, INC.      COM              552690109       17418     535941SH    Sole     X
MCSI,INC.                      COM              55270M108        1984      92800SH    Sole     X
MEMC ELECTRONIC MATERIALS      COM              552715104        3811     393424SH    Sole     X
MFB CORP.                      COM              55272D106         201      12000SH    Sole     X
MGIC INVESTMENT CORP.          COM              552848103      133086    1973472SH    Sole     X
MGI PHARMA, INC.               COM              552880106        3627     219800SH    Sole     X
MGM MIRAGE, INC.               COM              552953101       18204     645815SH    Sole     X
MKS INSTRUMENTS                COM              55306N104        1704     109927SH    Sole     X
MPW INDUSTRIAL SERVICES        COM              553444100          63      63200SH    Sole     X
MRV COMMUNICATIONS INC.        COM              553477100        8422     629687SH    Sole     X
MSC IND. DIRECT CLASS A        CL A             553530106        2917     161500SH    Sole     X
MSC.SOFTWARE CORP.             COM              553531104         612      78000SH    Sole     X
M S CARRIERS INC.              COM              553533100        3740     114200SH    Sole     X
MTR GAMING GROUP INC.          COM              553769100         401      84500SH    Sole     X
MTS SYSTEMS CORP.              COM              553777103         819     112900SH    Sole     X
MTI TECHNOLOGY CORP.           COM              553903105        1503     381700SH    Sole     X
MACDERMID, INC.                COM              554273102        5818     306231SH    Sole     X
THE MACERICH CO. REIT          COM              554382101       10791     562397SH    Sole     X
MACK-CALI REALTY CORP.         COM              554489104       20725     725597SH    Sole     X
MACROVISION                    COM              555904101       21332     288208SH    Sole     X
MACROMEDIA                     COM              556100105       18665     307248SH    Sole     X
STEVEN MADDEN, LTD.            COM              556269108         198      26000SH    Sole     X
MADISON GAS & ELECTRIC CO      COM              557497104        2690     118875SH    Sole     X
MAGELLAN HEALTH SERVICES       COM              559079108        1320     297400SH    Sole     X
MAGELLAN PETROLEUM CORP        COM              559091301          21      22000SH    Sole     X
MAGNATEK                       COM              559424106        3246     249681SH    Sole     X
MAGNUM HUNTER RESOURCES        COM PAR $0.002   55972F203         108      10000SH    Sole     X
MAGNUM SPORTS & ENTERTAIN      COM              55972X105           6       6200SH    Sole     X
MAIN STREET BANCORP            COM              559906102         232      33182SH    Sole     X
MAIL.COM INC                   CL A             560311102         208     289665SH    Sole     X
MAIL-WELL INC.                 COM              560321200        2440     565700SH    Sole     X
MAINE PUBLIC SERVICE CO.       COM              560483109        1044      39600SH    Sole     X
MAINSPRING, INC.               COM              56062U100          50      16100SH    Sole     X
MGT NETWORK GROUP INC          COM              561693102        1949     164100SH    Sole     X
MANDALAY RESORT GROUP          COM              562567107       13216     602432SH    Sole     X
MANHATTAN ASSOCIATES           COM              562750109        5324     124900SH    Sole     X
MANITOWOC COMPANY INC.         COM              563571108        8852     305250SH    Sole     X
MANOR CARE, INC.               COM              564055101       38275    1855753SH    Sole     X
MANPOWER INC.                  COM              56418H100       20604     542221SH    Sole     X
MNFCTRD HOME COMMUNS REIT      COM              564682102       11475     395694SH    Sole     X
MAPICS INC.                    COM              564910107        1020     204000SH    Sole     X
MANUFACTURERS' SERVICES        COM              565005105        1004     151500SH    Sole     X
MANUGISTICS GROUP INC.         COM              565011103       29156     511500SH    Sole     X
MAPINFO CORPORATION            COM              565105103        3263      69050SH    Sole     X
MARCHFIRST, INC.               COM              566244109         761     507304SH    Sole     X
MARCUS CORP.                   COM              566330106        4344     313100SH    Sole     X
MARIMBA INC.                   COM              56781Q109        1171     260200SH    Sole     X
MARINE DRILLING CO INC         COM PAR $0.01    568240204        8219     307267SH    Sole     X
MARK SOLUTIONS, INC.           COM NEW          570418202           1      16000SH    Sole     X
MARKEL CORP. (HOLDING CO)      COM              570535104        9690      53534SH    Sole     X
MARKETING SPECIALIST CORP      COM              57060R107         136     543200SH    Sole     X
MARKETWATCH.COM, INC.          COM              570619106         407     135800SH    Sole     X
MARSH & MCLENNAN, INC.         COM              571748102      510107    4359886SH    Sole     X
MARSHALL & ILSLEY CORP.        COM              571834100       30695     603866SH    Sole     X
MARRIOTT INTL CL A             CL A             571903202      146438    3465984SH    Sole     X
MARTEK BIOSCIENCES CORP.       COM              572901106        2426     198000SH    Sole     X
MARTHA STEWART LIVING          CL A             573083102        1805      89961SH    Sole     X
MARTIN MARIETTA MATERIALS      COM              573284106       13088     309411SH    Sole     X
MARVEL ENTERPRISES, INC.       COM              57383M108          93      65000SH    Sole     X
MASCO CORP.                    COM              574599106      163150    6351354SH    Sole     X
MASSBANK CORP.                 COM              576152102         661      22600SH    Sole     X
MASSEY ENERGY COMPANY          COM              576206106        6195     485883SH    Sole     X
MASTEC INC.                    COM              576323109        7289     364470SH    Sole     X
MATERIAL SCIENCES CO           COM              576674105        1038     135050SH    Sole     X
MATRIA HEALTHCARE INC.         COM NEW          576817209         775      80519SH    Sole     X
MATRIX BANCORP, INC.           COM              576819106         319      44800SH    Sole     X
MATRIX PHARMACEUTICAL INC      COM              576844104        2178     127200SH    Sole     X
MATRIXONE, INC.                COM              57685P304        3145     172936SH    Sole     X
MATTEL, INC.                   COM              577081102       87717    6074606SH    Sole     X
MATTHEWS INT'L.                CL A             577128101        2213      70100SH    Sole     X
MATTSON TECH.                  COM              577223100        1580     153200SH    Sole     X
MAXTOR CORP.                   COM NEW          577729205        7407    1324220SH    Sole     X
MAXIM INTEGRATED PROD., I      COM              57772K101      220960    4621377SH    Sole     X
MAXIM PHARMACEUTICALS INC      COM              57772M107        1607     252015SH    Sole     X
MAXWELL TECHNOLOGIES INC.      COM              577767106         644      43100SH    Sole     X
MAXYGEN                        COM              577776107        3638     148490SH    Sole     X
MAY DEPARTMENT STORES CO.      COM              577778103      146548    4474756SH    Sole     X
MAXICARE HEALTHPLAN            COM NEW          577904204         128     136478SH    Sole     X
MAXXAM, INC.                   COM              577913106        1040      68502SH    Sole     X
MAVERICK TUBE CORP.            COM              577914104        4774     211000SH    Sole     X
MAXIMUS, INC.                  COM              577933104       10198     291894SH    Sole     X
MAYOR'S JEWELER'S, INC.        COM              578462103         990     344400SH    Sole     X
MAYTAG CORP.                   COM              578592107       35451    1097123SH    Sole     X
MCAFEE.COM CORP                CL A             579062100         728     145658SH    Sole     X
THE MCCLATCHY CO. CLASS A      CL A             579489105       10493     246172SH    Sole     X
MCCORMICK & COMPANY, INC.      COM NON VTG      579780206       14335     397496SH    Sole     X
MCDATA CORP.                   CL B             580031102        5387      98390SH    Sole     X
MCDERMOTT INTERNATIONAL        COM              580037109        9198     855591SH    Sole     X
MCDONALD'S CORP.               COM              580135101      661267   19449034SH    Sole     X
MCGRATH RENT CORP.             COM              580589109        2912     150300SH    Sole     X
THE MCGRAW-HILL COS., INC      COM              580645109      166051    2832432SH    Sole     X
MCK COMMUNICATIONS, INC.       COM              581243102         986     116900SH    Sole     X
MCKESSON HBOC, INC.            COM              58155Q103      146149    4072137SH    Sole     X
MCLEOD, INC.                   CL A             582266102       35298    2498946SH    Sole     X
MCMORAN EXPORATION CO.         COM              582411104        3056     230638SH    Sole     X
MEAD CORP                      COM              582834107       45076    1436701SH    Sole     X
MEADE INSTRUMENTS CORP.        COM              583062104         870     132600SH    Sole     X
MECHANICAL TECHNOLOGY          COM              583538103        1177     336335SH    Sole     X
MEDAREX, INC.                  COM              583916101       10107     248022SH    Sole     X
MEDALLION FINANCIAL CORP.      COM              583928106         952      65100SH    Sole     X
MEDFORD BANCORP INC.           COM              584131106        1482      95600SH    Sole     X
MEDIA GENERAL CLASS A          CL A             584404107        8350     229408SH    Sole     X
MEDIA 100 INC.                 COM              58440W105         682     266130SH    Sole     X
MEDIALINK WORLDWIDE            COM              58445P105         481     110000SH    Sole     X
MEDIAPLEX, INC.                COM              58446B105         172     211300SH    Sole     X
MEDIABAY, INC.                 COM              58446J108         106      65500SH    Sole     X
MEDIACOM COMMUNICATIONS        CL A             58446K105        5103     296902SH    Sole     X
MEDICAL ALLIANCE INC.          COM              58449S105          21       5000SH    Sole     X
MEDICAL ASSURANCE INC.         COM              58449U100        2858     171251SH    Sole     X
MEDICALOGIC/MEDSCAPE,INC.      COM              584642102         394     170246SH    Sole     X
MEDICHEM LIFE SCIENCES         COM              584662100          27       5900SH    Sole     X
THE MEDICINES CO.              COM              584688105        1796      87600SH    Sole     X
MEDICIS PHARMACEUTICAL         CL A NEW         584690309       22603     382300SH    Sole     X
MEDIMMUNE INC.                 COM              584699102      161770    3392298SH    Sole     X
MEDIWARE INFORMATION SYS       COM              584946107         249      60300SH    Sole     X
MEDQUIST INC                   COM              584949101        2854     178399SH    Sole     X
MEDTOX SCIENTIFIC, INC.        COM NEW          584977201         111      17420SH    Sole     X
MEDINEX SYSTEMS, INC.          COM              585001100          15      69700SH    Sole     X
MEDITRUST COMPANIES            PAIRED CTF NEW   58501T306        2906    1133863SH    Sole     X
MEDPLUS INC.                   COM              58504P103         189      53100SH    Sole     X
MEDTRONIC, INC.                COM              585055106     1157770   19176317SH    Sole     X
MELLON FINANCIAL CORP.         COM              58551A108      351272    7141489SH    Sole     X
MEMBERWORKS, INC.              COM              586002107        3678     173100SH    Sole     X
MEN'S WEARHOUSE, INC.          COM              587118100       12518     459394SH    Sole     X
MENTOR CORP.                   COM              587188103        6392     327772SH    Sole     X
MENTOR GRAPHICS CORP.          COM              587200106       23256     847617SH    Sole     X
MERCANTILE BANK SHARES CO      COM              587405101       19156     443561SH    Sole     X
MERCATOR SOFTWARE, INC.        COM              587587106        1305     242864SH    Sole     X
MERCHANTS BANCSHARES INC.      COM              588448100        1229      50700SH    Sole     X
MERCHANTS GROUP INC.           COM              588539106         264      15100SH    Sole     X
MERCHANTS N.Y. BANCORP         COM              589167105        3629     144800SH    Sole     X
MERCK & CO., INC.              COM              589331107     3473798   37103318SH    Sole     X
MERCURY COMPUTER SYSTEMS       COM              589378108       14173     305200SH    Sole     X
MERCURY GENL CORP NE           COM              589400100       13883     316415SH    Sole     X
MERCURY INTERACTIVE CORP.      COM              589405109      124320    1377506SH    Sole     X
MEREDITH CORP.                 COM              589433101       28875     897089SH    Sole     X
MERIDIAN DIAGNOSTICS, INC      COM              589602101         485      98329SH    Sole     X
MERIDIAN RESOURCE CORP         COM              58977Q109         772      89544SH    Sole     X
MERISEL, INC.                  COM              589849108          49     311810SH    Sole     X
MERISTAR HOSPITALITY CORP      COM              58984Y103       14268     724736SH    Sole     X
MERIDIAN GOLD                  COM              589975101        2586     376100SH    Sole     X
MERISTAR HOTELS & RESORTS      COM              589988104         878     334400SH    Sole     X
MERITAGE CORPORATION           COM              59001A102        1040      28100SH    Sole     X
MERIX CORP.                    COM              590049102         998      74600SH    Sole     X
MERRILL LYNCH & CO., INC.      COM              590188108      820014   12025870SH    Sole     X
MERRY LAND PROPERTIES INC      COM              590441101          26       4740SH    Sole     X
MESA AIR GROUP INC             COM              590479101        5591     798700SH    Sole     X
MESABA HOLDINGS INC.           COM              59066B102        2187     174050SH    Sole     X
MESSAGEMEDIA INC.              COM              590787107         186     424200SH    Sole     X
MET PRO CORP.                  COM              590876306        1086     105485SH    Sole     X
META GROUP INC.                COM              591002100         622      95700SH    Sole     X
METAL MANAGEMENT INC.          COM              591097100          15      94800SH    Sole     X
METALS USA INC.                COM              591324108         432     153475SH    Sole     X
METASOLV SOFTWARE, INC.        COM              591393103        1666     182546SH    Sole     X
METAWAVE COMMUNICATIONS        COM              591409107        1387     151951SH    Sole     X
METHODE ELECTRONICS CL A       CL A             591520200        9972     434754SH    Sole     X
METROPOLITAN LIFE INS.         COM              59156R108      386891   11054030SH    Sole     X
METRICOM                       COM              591596101        2140     212629SH    Sole     X
METRIS COS. INC                COM              591598107       15581     592142SH    Sole     X
METRETEK TECHNOLOGIES,         COM              59159Q107          68      68100SH    Sole     X
METRO-GOLDWYN-MAYER INC.       COM              591610100       13038     799282SH    Sole     X
METRO INFORMATION SERV.        COM              59162P104         275      47800SH    Sole     X
METRO ONE TELECOMM.            COM              59163F105        1003      40100SH    Sole     X
METROCALL INC                  COM              591647102         397     846600SH    Sole     X
METROLOGIC INSTRUMENTS         COM              591676101         296      49300SH    Sole     X
METROMEDIA FIBER NETWORK       CL A             591689104       18630    1840003SH    Sole     X
METROMEDIA INT'L GROUP         COM              591695101        1360     523000SH    Sole     X
METROWEST BANK                 COM              592668107         561      97638SH    Sole     X
METTLER-TOLEDO INT'L.          COM              592688105       11413     209900SH    Sole     X
MICHAEL FOODS GROUP, INC.      COM              594079105       11118     369055SH    Sole     X
MICHAELS STORES, INC.          COM              594087108       10761     406082SH    Sole     X
MICREL INC.                    COM              594793101       16688     495364SH    Sole     X
MICROS SYSTEMS INC.            COM              594901100        4790     262452SH    Sole     X
MICROSOFT CORP.                COM              594918104     3677809   84790992SH    Sole     X
MICROVISION, INC.              COM              594960106        1598      91300SH    Sole     X
MICROSTRATEGY INC.             CL A             594972101        2373     249800SH    Sole     X
MICROCHIP TECH.,INC.           COM              595017104       15196     692708SH    Sole     X
MICROGRAFX INC                 COM              595077108          44      78200SH    Sole     X
MICROMUSE INC.                 COM              595094103       14650     242706SH    Sole     X
MICRON ELECTRONICS INC.        COM              595100108        1896     485396SH    Sole     X
MICRON TECHNOLOGY, INC.        COM              595112103      298714    8414489SH    Sole     X
MICRONECTICS WIRELESS          COM              595125105         356      79100SH    Sole     X
MICROSEMI CORPORATION          COM              595137100        4214     151500SH    Sole     X
MICROTOUCH SYSTEMS, INC.       COM              595145103        2139     102400SH    Sole     X
MICROTUNE INC.                 COM              59514P109        2187     132020SH    Sole     X
MICROWARE SYSTEMS CORP.        COM              595150103         107     244600SH    Sole     X
MID-AMERICA APARTMNT REIT      COM              59522J103        6567     291054SH    Sole     X
MID ATLANTIC REALTY TRUST      SH BEN INT       595232109        2381     195376SH    Sole     X
MID ATLANTIC MEDICAL SVCS      COM              59523C107       13788     695900SH    Sole     X
MID-STATE BANCSHARES           COM              595440108        1956      55100SH    Sole     X
MIDAS INC.                     COM              595626102        3750     314136SH    Sole     X
MIDCOAST ENERGY RESOURCES      COM              59563W104        1060      48600SH    Sole     X
MID-AMERICA BANCORP            COM              595915109        1895      83285SH    Sole     X
MIDDLEBY CORP                  COM              596278101         567      93800SH    Sole     X
MIDDLESEX WATER CO.            COM              596680108         952      28200SH    Sole     X
MIDLAND CO.                    COM              597486109          83       3000SH    Sole     X
MIDWEST EXPRESS HOLDINGS       COM              597911106        2566     174700SH    Sole     X
MIDWAY GAMES INC.              COM              598148104        3754     528732SH    Sole     X
MID WEST GRAIN PRODUCTS        COM              59832G104         520      59450SH    Sole     X
MILACRON, INC.                 COM              598709103        6203     386162SH    Sole     X
MILLENNIUM PHARMACEUTICAL      COM              599902103       79093    1278272SH    Sole     X
MILLENIUM CHEMICALS INC        COM              599903101       10448     576457SH    Sole     X
MILLENNIUM CELL INC.           COM              60038B105         787      76800SH    Sole     X
MILLER EXPLORATION CO.         COM              600533103          41      26600SH    Sole     X
HERMAN MILLER, INC.            COM              600544100       16122     560771SH    Sole     X
MILLER INDUSTRIES INC.         COM              600551105          76     135100SH    Sole     X
MILLIPORE CORP.                COM              601073109       48380     767935SH    Sole     X
MILLS CORP. REIT               COM              601148109        6417     387469SH    Sole     X
MINE SAFETY APPLIANCES CO      COM              602720104        2332      92800SH    Sole     X
MINERALS TECHNOLOGIES, IN      COM              603158106        7330     214396SH    Sole     X
MINIMED INC.                   COM              60365K108       18485     439803SH    Sole     X
MINNESOTA MINING & MFG. C      COM              604059105      698613    5797618SH    Sole     X
MIPS TECHNOLOGIES, INC.        CL A             604567107        4308     161441SH    Sole     X
MIPS TECH, INC. CLASS B        CL B             604567206        7670     300952SH    Sole     X
MIRAVANT MEDICAL TECH.         COM              604690107        1886     203200SH    Sole     X
MISSION WEST PROPERTIES        COM              605203108        2104     151610SH    Sole     X
MISSISSIPPI CHEMICAL           COM NEW          605288208         983     312096SH    Sole     X
MISSISSIPPI VALLEY BKSHRS      COM              605720101        1795      61100SH    Sole     X
MITCHAM INDUSTRIES INC.        COM              606501104         363     101900SH    Sole     X
MITCHELL ENERGY DEV CL A       CL A             606592202       19757     322556SH    Sole     X
MOBIUS MANAGEMENT SYSTEMS      COM              606925105         428     201500SH    Sole     X
MOBILE MINI, INC.              COM              60740F105        2270      98700SH    Sole     X
MOCON INC.                     COM              607494101         624      95962SH    Sole     X
MODEM MEDIA . POPPE TYSON      CL A             607533106         242      73200SH    Sole     X
MODINE MANUFACTURING CO.       COM              607828100        5564     268126SH    Sole     X
MODIS PROFESSIONAL SVS         COM              607830106        4081     989346SH    Sole     X
MODTECH HOLDINGS INC.          COM              60783C100         329      45379SH    Sole     X
MOHAWK INDUSTRIES INC.         COM              608190104       16154     590091SH    Sole     X
MOLECULAR DEVICES CORP         COM              60851C107        9697     141697SH    Sole     X
MOLEX, INC.                    COM              608554101      101833    2868533SH    Sole     X
MOLEX NON VTG  CL A            CL A             608554200         127       4983SH    Sole     X
MOMENTUM BUS. APPS., INC.      CL A             60877P108         609      57802SH    Sole     X
MONACO COACH CORP.             COM              60886R103        3083     174325SH    Sole     X
MONARCH DENTAL CORP            COM              609044102          21      41500SH    Sole     X
ROBERT MONDAVI CORP.           CL A             609200100        2133      39400SH    Sole     X
MONSANTO CO.                   COM              61166W101        3043     112441SH    Sole     X
MONTANA POWER CO.              COM              612085100       12720     612988SH    Sole     X
THE MONY GROUP INC.            COM              615337102       17404     352045SH    Sole     X
MOODY'S CORP.                  COM              615369105       65702    2557732SH    Sole     X
MOOG INC.                      CL A             615394202         847      29200SH    Sole     X
J. P. MORGAN & CO., INC.       COM              616880100      392080    2369065SH    Sole     X
MORGAN KEEGAN, INC.            COM              617410105        6715     253400SH    Sole     X
MORGAN ST DEAN WITTER          COM NEW          617446448     1316781   16615529SH    Sole     X
MORRISON MANAGEMENT            COM              618459101        6857     196429SH    Sole     X
MORTON INDUSTRIAL GROUP        CL A             619328107           1        900SH    Sole     X
MORTONS RESTAURANT GROUP       COM              619429103        1462      68800SH    Sole     X
MOSSIMO, INC.                  COM              619696107         371     228400SH    Sole     X
MOTIENT CORPORATION            COM              619908106        1486     371600SH    Sole     X
MOTOROLA, INC.                 COM              620076109      645484   31875754SH    Sole     X
MOVADO GROUP, INC.             COM              624580106         903      59200SH    Sole     X
MPOWER COMM. CORP.             COM              62473J106        3148     614177SH    Sole     X
MP3.COM, INC.                  COM              62473M109        1399     389300SH    Sole     X
MUELLER (PAUL) CO.             COM              624752101         572      21400SH    Sole     X
MUELLER INDUSTRIES INC.        COM              624756102       10449     389712SH    Sole     X
MULTIPLE ZONES INC.            COM              624906103         105      88100SH    Sole     X
MULTEX.COM INC.                COM              625367107        3600     271700SH    Sole     X
MURPHY OIL CORP.               COM              626717102       16378     270989SH    Sole     X
MUSE TECHNOLOGIES, INC.        COM              627487101          22      39300SH    Sole     X
MUSICMAKER.COM, INC.           COM NEW          62757C207           2        700SH    Sole     X
MUSICLAND STORES CORP.         COM              62758B109       10008     808700SH    Sole     X
MUTUAL RISK MGT LTD            COM              628351108        2056     135400SH    Sole     X
MUTUALFIRST FINANCIAL INC      COM              62845B104        1285      87140SH    Sole     X
MYERS INDUSTRIES, INC.         COM              628464109        3666     252813SH    Sole     X
MYLAN LABORATORIES, INC.       COM              628530107       21269     844413SH    Sole     X
MYRIAD GENETICS INC.           COM              62855J104       18115     218909SH    Sole     X
MYPOINTS,COM. INC.             COM              62855T102         261     219400SH    Sole     X
MYSTIC FIANCIAL, INC.          COM              628643108         186      13700SH    Sole     X
MYTURN,COM, INC.               COM              628690109          26      27500SH    Sole     X
NABI, INC.                     COM              628716102        1427     308600SH    Sole     X
NBC INTERNET, INC. CL. A       CL A             62873D105         613     175200SH    Sole     X
N B T BANCORP INC.             COM              628778102        3640     248858SH    Sole     X
NBTY INC.                      COM              628782104        3524     741800SH    Sole     X
NCH CORP.                      COM              628850109        2363      62194SH    Sole     X
NCI BUILDING SYSTEMS INC.      COM              628852105        2717     144400SH    Sole     X
NCO GROUP                      COM              628858102        7964     262199SH    Sole     X
NCR CORP.                      COM              62886E108       86493    1760665SH    Sole     X
NS GROUP INC                   COM              628916108        1373     145300SH    Sole     X
N L INDUSTRIES, INC.           COM NEW          629156407        7974     328825SH    Sole     X
NPC INTERNATIONAL CL A         COM              629360306        3985     368600SH    Sole     X
NPS PHARMACEUTICALS INC.       COM              62936P103       13125     273431SH    Sole     X
NRG ENERGY, INC.               COM              629377102        6049     217493SH    Sole     X
NTL INC.                       COM              629407107       25870    1080731SH    Sole     X
NTN COMMUNICATIONS INC.        COM NEW          629410309          47      75300SH    Sole     X
NUI CORP.                      COM              629430109        4793     148900SH    Sole     X
NVR, INC.                      COM              62944T105       16031     129700SH    Sole     X
NX NETWORKS, INC.              COM              629478108         176     282100SH    Sole     X
NY MAGIC, INC.                 COM              629484106        1699      90000SH    Sole     X
NZ CORP.                       COM              629497108         467     155723SH    Sole     X
NABORS INDUSTRIES, INC.        COM              629568106      129492    2189219SH    Sole     X
NACCO INDUSTRIES, INC. CL      CL A             629579103        2901      66402SH    Sole     X
NANOGEN, INC.                  COM              630075109        2363     262500SH    Sole     X
NANOMETRICS INCORPORATED       COM              630077105         735      53200SH    Sole     X
NASH-FINCH CO.                 COM              631158102         838      71700SH    Sole     X
NASHUA CORP.                   COM              631226107         697     157000SH    Sole     X
NASTECH PHARMACEUTICAL         COM PAR $0.006   631728409         919     131300SH    Sole     X
NATL BANCSHARES CRP-TEXAS      COM NEW P$0.01   632593505         243      18000SH    Sole     X
NAT'L BEVERAGE CORP.           COM              635017106         697      77440SH    Sole     X
NATIONAL CITY BANCORPORAT      COM              635312101        1141      69174SH    Sole     X
NATIONAL CITY CORP.            COM              635405103      250844    8725024SH    Sole     X
NATIONAL COMMUNITY BANCOR      COM              635449101       29554    1194082SH    Sole     X
NATIONAL DATA CORP.            COM              635621105       19457     531251SH    Sole     X
NATIONAL DENTEX CORP.          COM              63563H109         922      47000SH    Sole     X
NATIONAL FUEL & GAS CO.        COM              636180101       14345     227921SH    Sole     X
NATIONAL GOLF PROPS REIT       COM              63623G109        4720     229526SH    Sole     X
NATIONAL HEALTH INVS           COM              63633D104        2027     274800SH    Sole     X
NAT'L. INFO CONSORTIUM         COM              636491102         388     253200SH    Sole     X
NATIONAL INSTRUMENTS CORP      COM              636518102       16889     347776SH    Sole     X
NATIONAL-OILWELL INC.          COM              637071101       21660     559869SH    Sole     X
NATIONAL PENN BANCSHARES       COM              637138108        1934      95807SH    Sole     X
NATIONAL PRESTO IND., INC      COM              637215104        3412     111200SH    Sole     X
NATIONAL PROCESSING, INC.      COM              637229105        3470     204100SH    Sole     X
NATIONAL R. V. HOLDINGS        COM              637277104         414      35773SH    Sole     X
NATIONAL RESEARCH CORP.        COM              637372103          22       5400SH    Sole     X
NATIONAL SEMICONDUCTOR         COM              637640103       61821    3071862SH    Sole     X
NATIONAL SERVICE IND., IN      COM              637657107       19803     770914SH    Sole     X
NATIONAL STEEL CORP CL B       CL B             637844309         378     318100SH    Sole     X
NATIONAL TECHTEAM INC.         COM              638108100         217      97700SH    Sole     X
NATL WSTRN LIFE INSR. CO.      CL A             638522102        2010      19500SH    Sole     X
NATIONSRENT,  INC.             COM              638588103         308     196900SH    Sole     X
NATIONWIDE FINANCIAL SRVC      CL A             638612101       13397     282039SH    Sole     X
NATIONWIDE HEALTH PROP. I      COM              638620104        4677     363300SH    Sole     X
NATROL, INC.                   COM              638789107         140      93100SH    Sole     X
NATURAL ALTERNATIVES INTL      COM NEW          638842302         108      49500SH    Sole     X
NATURAL MICROSYSTEMS           COM              638882100        4375     443056SH    Sole     X
NAVIGATORS GROUP, INC.         COM              638904102         632      47500SH    Sole     X
NATURAL WONDERS                COM              639014109           1       2000SH    Sole     X
NATURE'S SUNSHINE INC.         COM              639027101         967     141900SH    Sole     X
NAUTICA ENTERPRISES INC.       COM              639089101        5908     387800SH    Sole     X
NAVARRE CORP                   COM              639208107         109      99700SH    Sole     X
NAVISTAR INTERNATIONAL CO      COM              63934E108       29214    1115558SH    Sole     X
NAVIDEC, INC.                  COM              63934Q101         179      73300SH    Sole     X
NAVISITE, INC.                 COM              63935M109         514     219390SH    Sole     X
NAVIGANT CONSULTING CO         COM              63935N107        1404     368340SH    Sole     X
NAVIGANT INTERNATIONAL         COM              63935R108         621      76463SH    Sole     X
NEFF CORP.                     CL A             640094108         133     106100SH    Sole     X
NEIMAN MARCUS GROUP CLS-A      CL A             640204202       15676     440800SH    Sole     X
NEIMAN MARCUS GROUP CLS-B      CL B             640204301        1998      60302SH    Sole     X
THOMAS NELSON INC.             COM              640376109        1248     178300SH    Sole     X
NEMATRON CORP.                 COM              640441101          35      63000SH    Sole     X
NEOFORMA, INC.                 COM              640475109         216     265400SH    Sole     X
NEOMEDIA TECHNOLOGIES          COM              640505103         168      56000SH    Sole     X
NEON COMMUNICATIONS INC.       COM              640506101        1450     223100SH    Sole     X
NEON SYSTEMS, INC.             COM              640509105         199      31900SH    Sole     X
NEORX CORPORATION              COM PAR $0.02    640520300         909     173100SH    Sole     X
NEOSE TECHNOLOGIES INC.        COM              640522108        4221     127900SH    Sole     X
NEOPHARM                       COM              640919106        3841     101400SH    Sole     X
NET.B@NK, INC.                 COM              640933107        1918     292200SH    Sole     X
NETWORK ASSOCIATES, INC.       COM              640938106        3870     924174SH    Sole     X
NET.GENESIS CORP.              COM              64107E107         517     159000SH    Sole     X
NET PERCEPTIONS, INC.          COM              64107U101         344     164200SH    Sole     X
NET2PHONE, INC.                COM              64108N106         832     112802SH    Sole     X
NETCENTIVES INC                COM              64108P101         927     243100SH    Sole     X
NETCREATIONS, INC.             COM              64110N102         600      87600SH    Sole     X
NETEGRITY INC.                 COM              64110P107       15390     283031SH    Sole     X
NET4MUSIC INC.                 COM              64111E101         236      75400SH    Sole     X
NETGURU, INC.                  COM              64111K107         138      35000SH    Sole     X
NETMANAGE, INC.                COM              641144100         500     533367SH    Sole     X
NETOPIA INC                    COM              64114K104        1020     236500SH    Sole     X
NET OBJECTS INC.               COM              64114L102          64     137100SH    Sole     X
NETRO CORP.                    COM              64114R109        2574     371059SH    Sole     X
NETSMART TECHN., INC.          COM NEW          64114W306          26      14133SH    Sole     X
NETSOL INTERNATIONAL           COM              64115A105         232      33100SH    Sole     X
NETSOLVE INC                   COM              64115J106         246      32200SH    Sole     X
NETPLIANCE, INC.               COM              64115K103         152     286515SH    Sole     X
NETIQ CORP.                    COM              64115P102       28625     327612SH    Sole     X
NETSCOUT SYSTEMS, INC.         COM              64115T104         711      71100SH    Sole     X
NETSILICON INC.                COM              64115X105         129      34800SH    Sole     X
NETRATINGS INC                 COM              64116M108        1814     123500SH    Sole     X
NETWORK EQUIPMENT TECHNLG      COM              641208103        1599     248347SH    Sole     X
NETWORK APPLIANCE, INC.        COM              64120L104      325630    5073105SH    Sole     X
NETWORK ACCESS SOLUTIONS       COM              64120S109         176     281400SH    Sole     X
NETWORK ENGINES, INC.          COM              64121A107         479     114376SH    Sole     X
NETWORK-1 SECURITY, INC.       COM              64121N109         153      46200SH    Sole     X
NETWORK PERIPHERALS, INC.      COM              64121R100        1282     199100SH    Sole     X
NETWORK PLUS CORP.             COM              64122D506         500     199900SH    Sole     X
NET2000 COMMUNICATIONS         COM              64122G103         216     125600SH    Sole     X
NETZERO INC                    COM              64122R109         355     405900SH    Sole     X
NETWORK COMMERCE INC.          COM              64122T105         107     142700SH    Sole     X
NEUBERGER BERMAN INC.          COM              641234109       26312     324592SH    Sole     X
NEUROGEN CORP.                 COM              64124E106        4422     125900SH    Sole     X
NEURICRINE BIOSCIENCES         COM              64125C109        6797     205200SH    Sole     X
NEW ENGLAND BUSINESS SVC.      COM              643872104        2785     152600SH    Sole     X
NEW ERA OF NETWORKS, INC.      COM              644312100        1617     275202SH    Sole     X
NEW FOCUS, INC.                COM              644383101         980      28192SH    Sole     X
NEW FRONTIER MEDIA, INC.       COM              644398109         157     102500SH    Sole     X
NEW JERSEY RESOURCES CORP      COM              646025106        9316     215400SH    Sole     X
NEW PLAN EXCEL REALTY TR.      COM              648053106       19898    1516058SH    Sole     X
NEW WORLD COFFEEMANHATTAN      COM NEW          648904209           7       6000SH    Sole     X
NEW YORK COMM. BANCORP         COM              649445103       12510     340401SH    Sole     X
PWR AUTH NY REV SER 98         1998 B           649892R99         250     250000SH    Sole     X
NEW YORK TIMES CO CLASS A      CL A             650111107       97188    2425909SH    Sole     X
NEWCOR INC                     COM              651186108          27      43880SH    Sole     X
NEWELL RUBBERMAID INC.         COM              651229106       87768    3857924SH    Sole     X
NEWFIELD EXPLORATION CO.       COM              651290108       17646     371978SH    Sole     X
NEWMIL BANCORP INC.            COM              651633109         913      86400SH    Sole     X
NEWMONT MINING CORP.           COM              651639106       43316    2538668SH    Sole     X
NEWPARK RESOURCES              COM PAR $.01NEW  651718504        6275     656200SH    Sole     X
NEWPORT CORP.                  COM              651824104        8614     109583SH    Sole     X
NEWPORT NEWS SHIPBUILDING      COM              652228107       21297     409560SH    Sole     X
NEWS COMMUNICATIONS, INC.      COM PAR $.01 N   652484809           0        501SH    Sole     X
NEXELL THERAPEUTICS INC.       COM NEW          65332H203         171      56500SH    Sole     X
NEXTCARD, INC.                 COM              65332K107        2494     311715SH    Sole     X
NEXTEL COMMUNICATIONS INC      CL A             65332V103      305508   12343772SH    Sole     X
NEXTEL PARTNERS INC            CL A             65333F107        9479     563801SH    Sole     X
NEXT LEVEL COMMUNICATIONS      COM              65333U104        3193     280702SH    Sole     X
NEXIQ TECHNOLOGIES INC         COM              65334M101           2       1500SH    Sole     X
NHANCEMENT TECHNOLOGIES        COM              65334P104         560     113500SH    Sole     X
NIAGARA MOHAWK HOLDINGS        COM              653520106       41945    2513552SH    Sole     X
NICOR, INC.                    COM              654086107       28044     649358SH    Sole     X
NIKE, INC. CLASS B             CL B             654106103      215133    3854567SH    Sole     X
NIKU CORP.                     COM              654113109        2168     296480SH    Sole     X
99 CENTS ONLY STORES           COM              65440K106        8480     309768SH    Sole     X
NISOURCE, INC.                 COM              65473P105       90473    2942223SH    Sole     X
NITCHES INC.                   COM              65476M109         171      30128SH    Sole     X
NOBILITY HOMES, INC.           COM              654892108         242      42100SH    Sole     X
NOBLE AFFILIATES, INC.         COM              654894104       31553     685945SH    Sole     X
NOBLE DRILLING CORP.           COM              655042109       38805     893346SH    Sole     X
NORDSON CORP.                  COM              655663102        8549     335238SH    Sole     X
NORDSTROM, INC.                COM              655664100       33708    1853368SH    Sole     X
NORFOLK SOUTHERN CORP.         COM              655844108       72676    5459262SH    Sole     X
NORSTAN INC.                   COM              656535101         113      75500SH    Sole     X
NORTEK, INC.                   COM              656559101        2550     107652SH    Sole     X
NORTEL NETWORKS CORP           COM              656568102     1240480   38689431SH    Sole     X
NORTH AMERICAN SCIENTIFIC      COM              65715D100         554      38200SH    Sole     X
NORTH FORK BANCORP., INC.      COM              659424105       23511     957182SH    Sole     X
NORTH PITTSBURGH SYSTEMS       COM              661562108         806      73300SH    Sole     X
NORTH VALLEY BANCORP           COM              66304M105           6        500SH    Sole     X
NORTHEAST UTILITIES            COM              664397106       24848    1024654SH    Sole     X
NORTHERN TRUST CORP.           COM              665859104      288475    3536854SH    Sole     X
NORTHPOINT COMMUNICATIONS      COM              666610100         154     449238SH    Sole     X
NORTHROP GRUMAN CORP.          COM              666807102       94384    1137162SH    Sole     X
NORTHWEST AIRLINES CORP.       CL A             667280101       20452     678911SH    Sole     X
NORTHWEST BANCORP INC.         COM              667328108        2702     298100SH    Sole     X
NORTHWEST NATURAL GAS CO.      COM              667655104        8414     317500SH    Sole     X
NORTHWEST PIPE COMPANY         COM              667746101          24       3400SH    Sole     X
NORTHWESTERN CORP.             COM              668074107        5712     247000SH    Sole     X
NOVA CORP.                     COM              669784100        7732     387799SH    Sole     X
NOVATEL WIRELESS INC.          COM              66987M109        1395     112700SH    Sole     X
NU HORIZONS ELECTRONICS        COM              669908105        1125     125924SH    Sole     X
NOVADIGM, INC.                 COM              669937104         443      70200SH    Sole     X
NUANCE COMMUNICATIONS          COM              669967101        5791     134290SH    Sole     X
NOVAVAX INC.                   COM              670002104        2457     289100SH    Sole     X
NOVELL, INC.                   COM              670006105       25159    4820918SH    Sole     X
NOVELLUS SYSTEMS, INC.         COM              670008101       71208    1981442SH    Sole     X
NOVEN PHARMACEUTICALS          COM              670009109       11813     316065SH    Sole     X
NOVOSTE CORP.                  COM              67010C100        4309     156700SH    Sole     X
NU SKIN ENTERPRISES, INC.      CL A             67018T105         383      72100SH    Sole     X
NUCENTRIX BROADBAND            COM              670198100         561      49900SH    Sole     X
NSTAR                          COM              67019E107       15875     370270SH    Sole     X
NTELOS INC.                    COM              67019U101        3024     171600SH    Sole     X
NUCOR CORP.                    COM              670346105       44520    1121754SH    Sole     X
NUEVO ENERGY CO.               COM              670509108        7536     435300SH    Sole     X
NUMEREX CORP.                  CL A             67053A102         588      71300SH    Sole     X
NUMERICAL TECH.                COM              67053T101        2717     150400SH    Sole     X
NVIDIA CORP.                   COM              67066G104       12456     380169SH    Sole     X
NYFIX, INC.                    COM              670712108        6189     255883SH    Sole     X
O'CHARLEY'S INC.               COM              670823103        1233      69200SH    Sole     X
OAO TECHNOLOGY                 COM              67082B105         270     221300SH    Sole     X
OGE ENERGY CORP.               COM              670837103       20451     836862SH    Sole     X
OM GROUP INC.                  COM              670872100       17242     315636SH    Sole     X
OSI PHARMACEITICALS, INC.      COM              671040103       24646     307598SH    Sole     X
OTG SOFTWARE, INC.             COM              671059103        2323     143900SH    Sole     X
OAK HILL FINANCIAL, INC.       COM              671337103         294      20200SH    Sole     X
OAK TECHNOLOGY, INC.           COM              671802106        4785     550800SH    Sole     X
OAKLEY, INC.                   COM              673662102        5075     375896SH    Sole     X
OAKWOOD HOMES CORP.            COM              674098108          67     106700SH    Sole     X
OBIE MEDIA CORP                COM              674391107         211      27410SH    Sole     X
OBJECTIVE SYS. INTEGRATOR      COM              674424106        6169     350000SH    Sole     X
OCCIDENTAL PETROLEUM CORP      COM              674599105      139546    5754474SH    Sole     X
OCEAN ENERGY, INC.             COM              67481E106       21771    1252993SH    Sole     X
OCEANEERING INTERNATIONAL      COM              675232102        6216     319800SH    Sole     X
OCEANFIRST FINANCIAL CORP      COM              675234108        3809     154700SH    Sole     X
OCULAR SCIENCES INC.           COM              675744106        2234     192200SH    Sole     X
OCWEN FINANCIAL CORP.          COM              675746101        2574     403700SH    Sole     X
ODWALLA, INC.                  COM              676111107         197      19900SH    Sole     X
OFFICE DEPOT, INC.             COM              676220106       34984    4910074SH    Sole     X
OFFICEMAX, INC.                COM              67622M108        2544     884750SH    Sole     X
OFFICIAL PAYMENTS CORP         COM              676235104         439      63900SH    Sole     X
OFFSHORE LOGISTICS, INC.       COM              676255102        6490     301200SH    Sole     X
OGDEN CORP.                    COM              676346109        8385     545377SH    Sole     X
OHIO ART CO.                   COM              677143109          50      14800SH    Sole     X
OHIO CASUALTY CORP.            COM              677240103        7292     729205SH    Sole     X
OHIO VALLEY BANC CORP.         COM              677719106         543      21725SH    Sole     X
OIL-DRI CORP. OF AMERICA       COM              677864100         381      56975SH    Sole     X
OLD DOMINION FREIGHT           COM              679580100         417      43915SH    Sole     X
OLD KENT FINANCIAL CORP.       COM              679833103       86078    1967500SH    Sole     X
OLD NATIONAL BANCORP           COM              680033107        6060     202412SH    Sole     X
OLD REPUBLIC INTERNATIONL      COM              680223104       23727     741461SH    Sole     X
OLIN CORP.                     COM PAR $1       680665205       14197     641679SH    Sole     X
OLYMPIC CASACADE               COM              68158N106           9       2900SH    Sole     X
OMNICARE, INC.                 COM              681904108       21388     989060SH    Sole     X
OMNICOM GROUP INC.             COM              681919106      229983    2775063SH    Sole     X
OMEGA HEALTHCARE INVESTOR      COM              681936100         495     129841SH    Sole     X
OMTOOL, LTD.                   COM              681974101         138      91900SH    Sole     X
1-800 CONTACTS, INC.           COM              681977104        1028      35900SH    Sole     X
OMEGA FINANCIAL CORP.          COM              682092101        3097     114712SH    Sole     X
OMEGA WORLDWIDE, INC.          COM              68210B108         485     198953SH    Sole     X
OMNI ENERGY SERVICES           COM              68210T109          12       7400SH    Sole     X
OMNIVISION TECHNOLOGIES        COM              682128103         231      71100SH    Sole     X
OMNOVA SOLUTIONS INC.          COM              682129101        2530     421600SH    Sole     X
OMNI NUTRACEUTICALS INC.       COM              68212M102          14      67800SH    Sole     X
OMNISKY CORP.                  COM              68213L103        1967     236586SH    Sole     X
ON ASSIGNMENT, INC.            COM              682159108        8633     302900SH    Sole     X
ON COMMAND CORP.               COM              682160106         734      83900SH    Sole     X
ON-POINT TECHNOLOGY            COM NEW          682184205          17      11600SH    Sole     X
ON SEMICONDUCTOR CORP.         COM              682189105         557     106149SH    Sole     X
1-800-FLOWERS.COM, INC.        CL A             68243Q106         780     189200SH    Sole     X
ONEIDA LTD.                    COM              682505102        2975     160268SH    Sole     X
ONEOK INC                      COM              682680103       30874     641546SH    Sole     X
ONESOURCE INFORMATION          COM              68272J106         484      62500SH    Sole     X
ONLINETRADINGINC.COM           COM              68273D108         383     109500SH    Sole     X
ONI SYSTEMS CORP.              COM              68273F103       17277     436713SH    Sole     X
ONYX ACCEPTANCE CORP.          COM              682914106         233      81000SH    Sole     X
ON2.COM INC.                   COM              68338A107         188     323300SH    Sole     X
ONIVIA.COM, INC.               COM              68338T106          80      95400SH    Sole     X
ONYX SOFTWARE CORP.            COM              683402101        3848     349800SH    Sole     X
OPEN MARKET INC.               COM              68370M100         410     374700SH    Sole     X
OPENWAVE SYSTEMS INC.          COM              683718100       26578     554431SH    Sole     X
OPNET TECHNOLOGIES             COM              683757108         673      44700SH    Sole     X
OPLINK COMMUNICATIONS          COM              68375Q106        9419     525106SH    Sole     X
OPTICAL CABLE CORP.            COM              683827109        2000     220700SH    Sole     X
OPTICAL COMMUNICATION          CL A             68382T101         654      58092SH    Sole     X
OPTICNET INC - RESTRICTED      COM              683868103           0       5150SH    Sole     X
ORACLE CORPORATION             COM              68389X105     2595166   89296040SH    Sole     X
OPTIKA INC.                    COM              683973101          49      62800SH    Sole     X
OPUS360 CORP.                  COM              68400F109          22      71800SH    Sole     X
ORAPHARMA INC.                 COM              68554E106         908      68500SH    Sole     X
ORATEC INTERVENTIONS           COM              68554M108         743     144900SH    Sole     X
ORASURE TECHNOLOGIES INC       COM              68554V108        1423     172500SH    Sole     X
ORBITAL SCIENCECORP            COM              685564106        1688     409100SH    Sole     X
ORCHID BIOSCIENCES             COM              68571P100        2299     164207SH    Sole     X
ORGANOGENESIS, INC.            COM              685906109        3760     418275SH    Sole     X
OREGON TRAIL FINANCIAL         COM              685932105        1236      89900SH    Sole     X
OREGON STEEL MILLS, INC.       COM              686079104         236     221800SH    Sole     X
O'REILLY AUTOMOTIVE, INC.      COM              686091109       14630     546900SH    Sole     X
ORGANIC, INC.                  COM              68617E101         244     300600SH    Sole     X
ORIENTAL FINANCIAL GROUP       COM              68618W100        2439     183232SH    Sole     X
ORIOLE HOMES CORP. CL B        CL B             686264201          18      19300SH    Sole     X
ORION POWER HOLDINGS           COM              686286105        7378     299634SH    Sole     X
ORPHAN MEDICAL, INC.           COM              687303107         751      53200SH    Sole     X
ORTHOLOGIC CORP.               COM              68750J107         421     146400SH    Sole     X
ORTHODONTIC CENTERS            COM              68750P103       18715     598891SH    Sole     X
OSHKOSH B GOSH, INC. CLAS      CL A             688222207        4070     220000SH    Sole     X
OSHKOSH TRUCK CORP.            COM              688239201        8383     190512SH    Sole     X
OSICOM TECHNOLOGIES, INC.      COM PAR $0.30    688271501        2135     132912SH    Sole     X
OSTEOTECH, INC.                COM              688582105         593     124750SH    Sole     X
OSTEX INTERNATIONAL INC        COM              68859Q101          48      38100SH    Sole     X
OTTER TAIL POWER CO.           COM              689648103        5372     193600SH    Sole     X
O2WIRELESS SOLUTIONS           COM              689803104        1176     126300SH    Sole     X
OUTBACK STEAKHOUSE             COM              689899102       17314     669146SH    Sole     X
OUTLOOK GROUP CORP.            COM              690113105          72      12300SH    Sole     X
OVERSEAS SHIPHLDING GROUP      COM              690368105        8482     369768SH    Sole     X
OWENS & MINOR INC HLDG CO      COM              690732102        5962     335887SH    Sole     X
OWENS CORNING                  COM              69073F103         581     715274SH    Sole     X
OWENS ILLINOIS, INC.           COM NEW          690768403        5464     960721SH    Sole     X
OXFORD HLTH PLN                COM              691471106       23898     605009SH    Sole     X
OXFORD INDUSTRIES, INC.        COM              691497309         787      51600SH    Sole     X
OXIGENE INC                    COM              691828107         867     147500SH    Sole     X
PASW, INC.                     COM              693153108           3       9000SH    Sole     X
PC CONNECTION INC.             COM              69318J100        1159     111692SH    Sole     X
PCD INC.                       COM              69318P106         323      53300SH    Sole     X
PC-TEL INC L                   COM              69325Q105        2542     236500SH    Sole     X
P-COM, INC.                    COM              693262107        2626     857400SH    Sole     X
PG&E CORP                      COM              69331C108      113314    5665694SH    Sole     X
PFF BANCORP, INC.              COM              69331W104        2386     114300SH    Sole     X
P.F. CHANG'S CHINA BISTRO      COM              69333Y108        3684     117200SH    Sole     X
PICO HOLDINGS INC.             COM NEW          693366205        2723     218967SH    Sole     X
PLX TECHNOLOGY                 COM              693417107        1063     127900SH    Sole     X
PMA CAPITAL CORP CL A          CL A             693419202        1425      82611SH    Sole     X
PLM INTERNATIONAL, INC.        COM NEW          69341L205          20       5900SH    Sole     X
PMC CAPITAL INC.               COM              693430100         550      68800SH    Sole     X
PMC SIERRA INC.                COM              69344F106         667       8483SH    Sole     X
THE PMI GROUP INC.             COM              69344M101       34920     515907SH    Sole     X
PMR CORPORATION                COM              693451106          81      56500SH    Sole     X
PNC FINANCIAL SERVICES         COM              693475105      310003    4242978SH    Sole     X
PPG INDUSTRIES, INC.           COM              693506107      116363    2512566SH    Sole     X
PPL CORP.                      COM              69351T106      106582    2358656SH    Sole     X
PRI AUTOMATION, INC.           COM              69357H106        5811     309926SH    Sole     X
PRWW, LTD.                     COM              693591109         387      50700SH    Sole     X
PS BUSINESS PARKS, INC.        COM              69360J107        9444     339725SH    Sole     X
PVF CAPITAL CORP.              COM              693654105         449      47262SH    Sole     X
PSS WORLD MEDICAL, INC.        COM              69366A100        4262     852312SH    Sole     X
PTEK HOLDINGS, INC.            COM              69366M104         457     318000SH    Sole     X
PACCAR, INC.                   COM              693718108       69589    1412981SH    Sole     X
PAC-WEST TELECOM. INC.         COM              69371Y101        1157     336571SH    Sole     X
PACIFIC CAPITAL BANCORP        COM              69404P101        4733     168300SH    Sole     X
PACIFIC CENTURY FINL CORP      COM              694058108       15037     850156SH    Sole     X
PACIFIC CREST CAPITAL INC      COM              694166109         627      43645SH    Sole     X
PACIFIC GATEWAY EXCHANGE       COM              694327107          10     334100SH    Sole     X
PACIFIC GULF PROPS REIT        COM              694396102        1993     325318SH    Sole     X
PACIFIC NORTHWEST BANCORP      COM              69466M103        1631     118086SH    Sole     X
PACIFIC SUNWEAR OF CALIF.      COM              694873100       10807     421756SH    Sole     X
PACIFICARE HLTH SYS. INC.      COM              695112102        3201     213399SH    Sole     X
PACKAGING CORP. OF AMER.       COM              695156109        9538     591476SH    Sole     X
PACKARD BIOSCIENCE CO.         COM              695172205        2560     220242SH    Sole     X
PACKETEER. INC.                COM              695210104        3223     260469SH    Sole     X
PACTIV CORP.                   COM              695257105       38275    3092940SH    Sole     X
PALL CORP.                     COM              696429307       37354    1752687SH    Sole     X
PALM HARBOR HOMES              COM              696639103        2431     154329SH    Sole     X
PALM, INC.                     COM              696642107      258531    9131323SH    Sole     X
PANAMSAT CORP. (NEW)           COM              697933109        4354     125517SH    Sole     X
PAN PACIFIC RETAIL PPTYS       COM              69806L104       10416     466831SH    Sole     X
PANERA BREAD CO.               CL A             69840W108        1152      50500SH    Sole     X
THE PANTRY, INC.               COM              698657103         380      38000SH    Sole     X
PAPA JOHN'S INTL INC.          COM              698813102        5303     238326SH    Sole     X
PARADIGM GENETICS INC.         COM              69900R106         354      35400SH    Sole     X
PARADYNE NETWORKS              COM              69911G107         352     194440SH    Sole     X
PARAGON TECHNOLOGIES INC.      COM              69912T108         153      19100SH    Sole     X
PARAMETRIC TECHNOLOGY COR      COM              699173100       52432    3901918SH    Sole     X
PAREXEL INTERNATIONAL          COM              699462107        4580     423600SH    Sole     X
PARK ELECTROCHEMICAL CORP      COM              700416209        4800     156400SH    Sole     X
PARK NATIONAL CORP.            COM              700658107        7386      82348SH    Sole     X
PARK-OHIO HOLDINGS CORP.       COM              700666100         600     123109SH    Sole     X
PARK PLACE ENTERTAINMENT       COM              700690100       23464    1965581SH    Sole     X
PARKER DRILLING CO.            COM              701081101        4013     792600SH    Sole     X
PARKER HANNIFIN CORP           COM              701094104       73021    1654862SH    Sole     X
PARKERVISION, INC.             COM              701354102        3897     106400SH    Sole     X
PARKWAY PROPERTIES INC.        COM              70159Q104        5103     171899SH    Sole     X
PARTY CITY CORP.               COM              702145103          92      28800SH    Sole     X
THE PATHWAYS GROUP, INC.       COM              70321D106          15     111900SH    Sole     X
PATINA OIL & GAS COMMON        COM              703224105        4691     195468SH    Sole     X
PATHMARK STORES INC.           COM              70322A101        1229      74500SH    Sole     X
PATRIOT BANK CORP.             COM              70335P103         368      54475SH    Sole     X
PATTERSON DENTAL CO.           COM              703412106       16566     489034SH    Sole     X
PATTERSON ENERGY INC.          COM              703414102       15176     407400SH    Sole     X
PAUL-SON GAMING CORP           COM              703578104          22      35500SH    Sole     X
PAXAR CORP.                    COM              704227107        6102     598956SH    Sole     X
PAXSON COMMUNICATIONS          COM              704231109        2900     242900SH    Sole     X
PAYCHEX, INC.                  COM              704326107      290528    5974863SH    Sole     X
PAYLESS SHOESOURCE, INC.       COM              704379106       23236     328423SH    Sole     X
PEAPOD, INC.                   COM              704718105          56      71500SH    Sole     X
PEC SOLUTIONS                  COM              705107100         232      28500SH    Sole     X
PECO II, INC.                  COM              705221109        2250      86948SH    Sole     X
PEDIATRIX MEDICAL GROUP        COM              705324101        3518     146200SH    Sole     X
PEERLESS SYSTEMS               COM              705536100          56      57500SH    Sole     X
PEGASYSTEMS INC.               COM              705573103         568     245500SH    Sole     X
PEGASUS COMMUNICATIONS         CL A             705904100        4072     158135SH    Sole     X
PEGASUS SOLUTIONS INC.         COM              705906105        2192     316000SH    Sole     X
PEMSTAR INC.                   COM              706552106         577      65500SH    Sole     X
PENFORD CORP.                  COM              707051108        1287      90300SH    Sole     X
PENN ENGINEERING & MFG. C      CL A             707389102         258       8300SH    Sole     X
PENN ENGINEERING & MFG         COM NON VTG      707389300        3638     103200SH    Sole     X
PENN NATIONAL GAMING INC.      COM              707569109         498      48900SH    Sole     X
PENN OCTANE CORP.              COM              707573101         262      52300SH    Sole     X
PENN TRAFFIC CO                COM NEW          707832200           2        509SH    Sole     X
PENN VIRGINIA CORP.            COM              707882106        3773     113700SH    Sole     X
PENNCAO ENERGY, INC.           COM              708046107        2985     152100SH    Sole     X
PENNCORP FINANCIAL GROUP       COM              708094107           0     141700SH    Sole     X
J.C. PENNEY CO., INC.          COM              708160106       40655    3738377SH    Sole     X
PENNFED FINANCIAL SVCS         COM              708167101         817      47900SH    Sole     X
PENNSYLVANIA REIT              SH BEN INT       709102107        4436     231943SH    Sole     X
PENNZOIL-QUAKER STATE CO.      COM              709323109       11165     867192SH    Sole     X
PENTAIR, INC.                  COM              709631105        6838     282707SH    Sole     X
PENTASTAR COMMUNICATION        COM              709632103         202       9200SH    Sole     X
PENTON MEDIA, INC. CL. A       COM              709668107       10738     399550SH    Sole     X
PENWEST PHARMACEUTICALS        COM              709754105        1959     151449SH    Sole     X
PEOPLEPC INC.                  COM              709776108         145     193891SH    Sole     X
PEOPLES BANCSHARES INC.        COM              709795108         478      35100SH    Sole     X
PEOPLES BANCTRUST CO. INC      COM              709796106         123       9000SH    Sole     X
PEOPLES BANK BRIDGEPORT        COM              710198102        9093     351437SH    Sole     X
PEOPLES BANCORP OF NC          COM              710577107          98       7271SH    Sole     X
PEOPLES COMMUNITY BANCORP      COM              71086E107           8        500SH    Sole     X
PEOPLES ENERGY CORP.           COM              711030106       30328     677719SH    Sole     X
PEOPLES HOLDING CO.            COM              711148106         518      28800SH    Sole     X
PEOPLESOFT, INC.               COM              712713106      169901    4568754SH    Sole     X
PEP BOYS (MANNY, MOE & JA      COM              713278109        2009     554141SH    Sole     X
PEPSI BOTTLING GROUP, INC      COM              713409100       31347     784890SH    Sole     X
PEPSICO, INC.                  COM              713448108     1148204   23166790SH    Sole     X
PER-SE TECHNOLOGIES, INC.      COM NEW          713569309        2482     712439SH    Sole     X
PERCEPTRON INC.                COM              71361F100          85      56500SH    Sole     X
PEREGRINE PHARMACEUTICALS      COM              713661106         368     392600SH    Sole     X
PEREGRINE SYSTEMS, INC.        COM              71366Q101        9654     488827SH    Sole     X
PERFECTDATA CORP               COM              713727105           9       6100SH    Sole     X
PERFORMANCE FOOD GROUP         COM              713755106        9169     178850SH    Sole     X
PERFICIENT, INC.               COM              71375U101         510      85031SH    Sole     X
PERICOM SEMICONDUCTOR CO       COM              713831105        7063     381800SH    Sole     X
PERINI CORP.                   COM              713839108         115      38400SH    Sole     X
PERKINELMER, INC.              COM              714046109       85240     811806SH    Sole     X
PEROT SYSTEMS CORP.            CL A             714265105        5731     623792SH    Sole     X
PERRIGO CO.                    COM              714290103        6099     736513SH    Sole     X
PERSISTENCE SOFTWARE, INC      COM              715329108         558     125800SH    Sole     X
PERSONNEL GROUP OF AMER        COM              715338109         312     184700SH    Sole     X
PETROCORP, INC.                COM              71645N101         909      93800SH    Sole     X
PETROLEUM HELICOPTERS, IN      COM NON VTG      716604202        1227      98300SH    Sole     X
PETSMART INC.                  COM              716768106        2701     939650SH    Sole     X
PETS.COM                       COM              71676K109           3      32900SH    Sole     X
PHARMACYCLICS INC.             COM              716933106        4078     119071SH    Sole     X
PFIZER, INC.                   COM              717081103     4640072  100871141SH    Sole     X
PFSWEB INC.                    COM              717098107          64      85137SH    Sole     X
PHARM. PRODUCT DEVEL.          COM              717124101       20204     406624SH    Sole     X
PHARMACEUTICAL RESOURC         COM              717125108         823     118688SH    Sole     X
PHARMACOPEIA INC.              COM              71713B104        6219     285100SH    Sole     X
PHARMANETICS INC.              COM              71713J107         439      37400SH    Sole     X
PHARMACIA CORP.                COM              71713U102     1249008   20475549SH    Sole     X
PHELPS DODGE CORP.             COM              717265102       62489    1119624SH    Sole     X
PHILADELPHIA CONS HLDG CO      COM              717528103        3501     113400SH    Sole     X
PHILADELPHIA SUBURBAN          COM PAR $0.50    718009608       13688     558696SH    Sole     X
PHILIP MORRIS COS., INC.       COM              718154107     1436466   32646949SH    Sole     X
PHILLIPS INT'L REALTY CO.      COM              718333107         154      37900SH    Sole     X
PHILLIPS PETROLEUM CO.         COM              718507106      219148    3853160SH    Sole     X
PHILLIPS-VAN HEUSEN CORP.      COM              718592108        4320     332293SH    Sole     X
PHOENIX INTERNATIONAL LTD      COM              719078107         151     120500SH    Sole     X
PHOENIX INVESTMENT PARTN.      COM              719085102        6915     440793SH    Sole     X
PHOENIX TECHNOLOGIES LTD.      COM              719153108        4084     302872SH    Sole     X
PHOTOGEN TECHNOLOGIES          COM              71932A101          12       7000SH    Sole     X
PHOTON DYNAMICS, INC.          COM              719364101        3456     153600SH    Sole     X
PHOTRONICS LABS INC.           COM              719405102        8323     355100SH    Sole     X
PHOTOWORKS, INC.               COM              71940B109         123     207954SH    Sole     X
PICTURETEL INC                 COM NEW          720035302         480     202300SH    Sole     X
PIEDMONT NATURAL GAS, INC      COM              720186105       13949     365283SH    Sole     X
PIER 1 IMPORTS INC.            COM              720279108       13217    1281631SH    Sole     X
PIERRE FOODS, INC.             COM              720830108          32      36100SH    Sole     X
PILGRIM'S PRIDE CORP.          CL B             721467108        1753     224400SH    Sole     X
PILGRIM'S PRIDE CLASS A        CL A             721467207         357      66400SH    Sole     X
PILLOWTEX DESIGNS              COM              721501104           8      27111SH    Sole     X
PINNACLE ENTERTAINMENT         COM              723456109        4791     354900SH    Sole     X
PINNACLE GLOBAL GROUP INC      COM              723465100         157      36875SH    Sole     X
PINNACLE HOLDINGS, INC.        COM              72346N101        5367     592265SH    Sole     X
PINNACLE SYSTEMS INC.          COM              723481107        4134     560508SH    Sole     X
PINNACLE WEST CAPITAL COR      COM              723484101       61041    1281696SH    Sole     X
PIONEER NATURAL RESOURCES      COM              723787107       21253    1079505SH    Sole     X
PIONEER STD ELECTRONICS I      COM              723877106        4605     418675SH    Sole     X
PITNEY BOWES, INC.             COM              724479100      140527    4242328SH    Sole     X
PITT DES MOINES, INC.          COM              724508106        1164      35400SH    Sole     X
PITTSBURGH & W.VA. RAILRO      SH BEN INT       724819107          23       3300SH    Sole     X
PITTSTON BRINK'S GROUP         COM BRINKS GRP   725701106       10902     548551SH    Sole     X
PIXAR INC.                     COM              725811103        4881     162697SH    Sole     X
PIXELWORKS, INC.               COM              72581M107        3523     157459SH    Sole     X
PJ AMERICA INC.                COM              72585Q104         494      88800SH    Sole     X
PLACER DOME, INC.              COM              725906101       39416    4095209SH    Sole     X
PLAINS ALL AMER. PIPELINE      UNIT LTD PARTN   726503105          34       1800SH    Sole     X
PLAINS RESOURCES               COM PAR $0.10    726540503        4567     216200SH    Sole     X
PLANAR SYSTEMS                 COM              726900103        1371      55100SH    Sole     X
PLANET POLYMER TECH            COM              727044109           3       5200SH    Sole     X
PLANETRX.COM INC.              COM NEW          727049405           5      18050SH    Sole     X
PLANTRONICS, INC.              COM              727493108       29135     619901SH    Sole     X
THE PLASTIC SURGERY CO.        COM              727557100           7       3700SH    Sole     X
PLATO LEARNING INC.            COM              72764Y100         949      63000SH    Sole     X
PLAYBOY ENTERPRISES CLA        CL A             728117201         191      22850SH    Sole     X
PLAYBOY ENTERPRISES CL B       CL B             728117300        2236     225050SH    Sole     X
PLAY BY PLAY TOY & NOVEL       COM              72811K103          13      52000SH    Sole     X
PLAYTEX PRODUCTS               COM              72813P100        3378     350917SH    Sole     X
PLEXUS CORP.                   COM              729132100       13953     459133SH    Sole     X
PLIANT SYSTEMS, INC.           COM              729138107         180     155600SH    Sole     X
PLUG POWER INC.                COM              72919P103        3382     230270SH    Sole     X
PLUM CREEK TIMBER CO.          COM              729251108        3021     116200SH    Sole     X
POGO PRODUCING CO.             COM              730448107       17494     562042SH    Sole     X
POLARIS INDUSTRIES INC.        COM              731068102       11983     301450SH    Sole     X
POLAROID CORP.                 COM              731095105        4393     755713SH    Sole     X
POLO RALPH LAUREN              CL A             731572103       10962     491300SH    Sole     X
POLYCOM, INC.                  COM              73172K104       14108     438315SH    Sole     X
POLYMEDICA CORP.               COM              731738100        4108     123100SH    Sole     X
POLYMER GROUP INC.             COM              731745105         964     179300SH    Sole     X
POLYONE CORP.                  COM              73179P106        6498    1106006SH    Sole     X
POLYVISION CORP                COM              731805107           6       4800SH    Sole     X
POPE & TALBOT, INC.            COM              732827100        2513     149500SH    Sole     X
POPMAIL.COM                    COM NEW          733167407           1       7650SH    Sole     X
POPULAR, INC.                  COM              733174106       12221     464443SH    Sole     X
PORT FINANCIAL CORP.           COM              734119100          57       3200SH    Sole     X
PORTAL SOFTWARE, INC.          COM              736126103        4689     597778SH    Sole     X
POST PROPERTIES INC. REIT      COM              737464107       18327     487899SH    Sole     X
POTLATCH CORP.                 COM              737628107       18279     544632SH    Sole     X
POTOMAC ELECTRIC POWER CO      COM              737679100       16001     647541SH    Sole     X
POWER INTEGRATIONS, INC.       COM              739276103        3402     295800SH    Sole     X
POWER-ONE, INC.                COM              739308104       48120    1224029SH    Sole     X
POWERCERV CORP.                COM              73931P105           7      31200SH    Sole     X
POWERWAVE TECHNOLOGIES         COM              739363109       21475     367093SH    Sole     X
POWERTEL INC.                  COM              73936C109       11536     186260SH    Sole     X
PRAECIS PHARMACEUTICALS        COM              739421105        5432     185720SH    Sole     X
PRAXAIR INC                    COM              74005P104      113329    2553895SH    Sole     X
PREPAID LEGAL SERVICES         COM              740065107        6990     274100SH    Sole     X
PRECISION CASTPARTS CORP.      COM              740189105       22582     536856SH    Sole     X
PRECISION AUTO CARE, INC.      COM              74018R105           1       1600SH    Sole     X
PRECISION OPTICS CORP.         COM              740294103         448     188500SH    Sole     X
PREDICTIVE SYSTEMS, INC.       COM              74036W102         996     139200SH    Sole     X
PREMIER NATIONAL BANCORP       COM              74053F107        2755     132375SH    Sole     X
PRENTISS PROPERTIES REIT       SH BEN INT       740706106       16594     616035SH    Sole     X
PRESIDENTIAL LIFE CORP.        COM              740884101        3409     228200SH    Sole     X
PRESSTEK INC.                  COM              741113104        3351     319100SH    Sole     X
PREVIEW SYSTEMS INC            COM              741379101         626     200300SH    Sole     X
PREVIO, INC.                   COM              74138B105         468     138524SH    Sole     X
PRICE COMMUNICATIONS CORP      COM NEW          741437305       14495     862146SH    Sole     X
PRICE ENTERPRISES INC          COM NEW          741444202         224      43668SH    Sole     X
T. ROWE PRICE GROUP INC        COM              74144T108       72980    1726703SH    Sole     X
T. ROWE PRICE                  COM              741477103          35        800SH    Sole     X
PRICELINE.COM INC.             COM              741503106         749     570860SH    Sole     X
PRICESMART                     COM              741511109        1312      39900SH    Sole     X
PRIME RETAIL, INC. REIT        COM              741570105          80     169900SH    Sole     X
PRIMEDIA  INC.                 COM              74157K101        8593     719805SH    Sole     X
PRIMEENERGY CORP.              COM              74158E104          29       4000SH    Sole     X
PRIME GROUP REALTY TRUST       SH BEN INT       74158J103        3083     214479SH    Sole     X
PRIMEX TECHNOLOGIES, INC.      COM              741597108        4110     128940SH    Sole     X
PRIMUS KNOWLEDGE SOLUTION      COM              74163Q100         959     147600SH    Sole     X
PRIMA ENERGY CORP              COM PAR $0.015   741901201        1528      43650SH    Sole     X
PRIME HOSPITALITY CO.          COM              741917108        5575     479600SH    Sole     X
PRIMUS TELECOMM GROUP          COM              741929103         937     405200SH    Sole     X
PRIDE PETROLEUM SERVICES       COM              741932107       13960     566918SH    Sole     X
PRINCETON VIDEO IMAGE          COM              742476104         122      92800SH    Sole     X
PRIORITY HEALTHCARE CL A       CL B             74264T102        5548     135934SH    Sole     X
PRIORITY HEALTHCARE CORP       CL B             74264T102       16635     407600SH    Sole     X
PRIVATE MEDIA GROUP, INC.      COM              74266R104          33       4300SH    Sole     X
PROBUSINESS SERVICES, INC      COM              742674104        4587     172700SH    Sole     X
PRIZE ENERGY CORP.             COM              74267L106        1359      65485SH    Sole     X
PROCOM TECHNOLOGY INC.         COM              74270W107        1349     104000SH    Sole     X
PROCTER & GAMBLE CO.           COM              742718109     1637816   20880521SH    Sole     X
PROCURENET, INC.               COM              742804107          28     186400SH    Sole     X
PROGIDY COMM.S CLASS A         CL A             74283P206         384     256300SH    Sole     X
PROFESSIONAL DETAILING         COM              74312N107        7319      69200SH    Sole     X
PROFILE TECHNOLOGIES, INC      COM              743164105         126     101000SH    Sole     X
PROFIT RECOVERY GRP INTL       COM              743168106        3134     491600SH    Sole     X
PROGENICS PHARMACEUTICALS      COM              743187106        1351      78300SH    Sole     X
PROGRESS ENERGY, INC           COM              743263105      148558    3020239SH    Sole     X
PROGRESS FINANCIAL CORP.       COM              743266108         284      39838SH    Sole     X
PROGRESS SOFTWARE CORP.        COM              743312100        8388     581000SH    Sole     X
PROGRESSIVE CORP. OF OHIO      COM              743315103      112771    1088262SH    Sole     X
PROJECT SOFTWARE & DEVEL       COM              74339P101        2992     278700SH    Sole     X
PROLOGIS TRUST                 SH BEN INT       743410102       48181    2165421SH    Sole     X
PROLONG INTERNATIONAL          COM              743411100           0       2500SH    Sole     X
PROMOTIONS.COM                 COM              74341U106           6      17300SH    Sole     X
PROMISTAR FINANCIAL CORP.      COM              74342Y107        1445      83093SH    Sole     X
PROSOFTTRAINING.COM            COM              743477101        1179      97200SH    Sole     X
PROTECTION ONE INC             COM              743663304         419     479100SH    Sole     X
PROTECTIVE LIFE CORP.          COM              743674103       12086     374751SH    Sole     X
PROTEIN DESIGN LABS            COM              74369L103       22761     262000SH    Sole     X
PROTON ENERGY SYSTEMS          COM              74371K101        1032      98240SH    Sole     X
PROVANT, INC.                  COM              743724106         167      39100SH    Sole     X
PROVIDENT BANKSHARES CORP      COM              743859100        7555     361925SH    Sole     X
PROVIDENT FINANCIAL GROUP      COM              743866105       14709     392234SH    Sole     X
PROVIDENT FINANCIAL HLDG.      COM              743868101         834      41200SH    Sole     X
PROVINCE HEALTHCARE            COM              743977100       15783     400850SH    Sole     X
PROVIDIAN FINANCIAL CORP       COM              74406A102      264866    4606367SH    Sole     X
PROXICOM, INC.                 COM              744282104         789     191192SH    Sole     X
PROXIM, INC.                   COM              744284100       14311     332812SH    Sole     X
PROXYMED PHARMACY, INC.        COM              744290107         102      81250SH    Sole     X
PSYCHEMEDICS CORP.             COM              744375106         951     184656SH    Sole     X
PSINET INC.                    COM              74437C101         462     642878SH    Sole     X
PUBL SERVICE CO. OF NEW M      COM              744499104       10727     400073SH    Sole     X
PUBLIC SERVICE ENTERPRISE      COM              744573106      151306    3111693SH    Sole     X
PUBLIC STORAGE, INC. REIT      COM              74460D109       41950    1725465SH    Sole     X
PUERTO RICAN CEMENT CO.,       COM              745075101        1065      36100SH    Sole     X
PUGET SOUND ENERGY INC.        COM              745332106       13877     498959SH    Sole     X
PULASKI FINANCIAL CORP.        COM              745548107         321      32748SH    Sole     X
PULITZER, INC.                 COM              745769109        4558      97281SH    Sole     X
PULTE CORPORATION              COM              745867101       30598     725286SH    Sole     X
PUMA TECHNOLOGY INC.           COM              745887109        1570     377787SH    Sole     X
PURCHASEPRO.COM, INC.          COM              746144104        5932     338970SH    Sole     X
PURE RESOURCES, INC.           COM              74622E102        8344     412045SH    Sole     X
QCF BANCORP, INC.              COM              746924109         151       7100SH    Sole     X
QRS CORPORATION                COM              74726X105        3636     283800SH    Sole     X
QLOGIC                         COM              747277101      114237    1483596SH    Sole     X
QAD, INC.                      COM              74727D108         189     159100SH    Sole     X
QUAKER CHEMICAL CORP.          COM              747316107        1385      73600SH    Sole     X
QUAKER CITY BANCORP INC.       COM              74731K106        1076      42422SH    Sole     X
QUAKER OATS CO.                COM              747402105      200275    2056739SH    Sole     X
QUALCOMM INC.                  COM              747525103      979974   11923640SH    Sole     X
QUALITY SYSTEMS INC.           COM              747582104         257      33100SH    Sole     X
QUANEX CORP.                   COM              747620102        3168     157400SH    Sole     X
QUANTA SERVICES, INC.          COM              74762E102       14069     437083SH    Sole     X
QUANTUM CORP-DLT&STORAGE       COM DSSG         747906204       17327    1301532SH    Sole     X
QUANTUM CORP-HARD DISK         COM HDDG         747906303        7890     986300SH    Sole     X
Q MED INC.                     COM              747914109         266      52600SH    Sole     X
QUEPASA.COM, INC.              COM              74833W107           6      48200SH    Sole     X
QUEST DIAGNOSTICS, INC.        COM              74834L100       38038     267872SH    Sole     X
QUEST SOFTWARE, INC.           COM              74834T103        8322     296558SH    Sole     X
QUESTAR CORP.                  COM              748356102       14927     496534SH    Sole     X
QUESTCOM PHARMACEUTICALS       COM              74835Y101         107     171500SH    Sole     X
QUICKLOGIC CORP                COM              74837P108        1297     186900SH    Sole     X
QUICKSILVER RESOURCES INC      COM              74837R104         138      14300SH    Sole     X
QUIKSILVER, INC.               COM              74838C106        5385     277950SH    Sole     X
QUINTILES TRANSNATIONAL        COM              748767100       34420    1643943SH    Sole     X
QUINTUS CORP.                  COM              748798105         407     271480SH    Sole     X
QUOKKA SPORTS, INC.            COM              749077103         110     194700SH    Sole     X
QUORUM HEALTH GROUP,INC.       COM              749084109       12120     769519SH    Sole     X
QWEST COMMUNICATIONS           COM              749121109      983150   23979273SH    Sole     X
R & B FALCON CORP.             COM              74912E101       21167     922803SH    Sole     X
R & G FINANCIAL CORP           CL B             749136107         881      61800SH    Sole     X
RCN CORPORATION                COM              749361101        1950     308955SH    Sole     X
RFS HOTEL INVESTORS REIT       COM              74955J108        5919     453105SH    Sole     X
R.H. DONNELLY CORP.            COM NEW          74955W307        7379     303522SH    Sole     X
RGS ENERGY GROUP               COM              74956K104       13135     404932SH    Sole     X
R.L.I. CORP.                   COM              749607107        5760     128906SH    Sole     X
RPC INC.                       COM              749660106        3450     237900SH    Sole     X
RPM INC. (OHIO)                COM              749685103        9398    1097557SH    Sole     X
RSA SECURITY INC.              COM              749719100       15811     299020SH    Sole     X
RTI INTERNATIONAL METALS       COM              74973W107        2357     164700SH    Sole     X
RWD TECHNOLOGIES, INC.         COM              74975B101         213      69400SH    Sole     X
RMH TELESERVICES, INC.         COM              749938106         473      51100SH    Sole     X
RF MICRO DEVICES, INC.         COM              749941100       25922     944783SH    Sole     X
RADIAN GROUP, INC.             COM              750236101       21498     286402SH    Sole     X
RADIANT SYSTEMS INC.           COM              75025N102        6570     320496SH    Sole     X
RADIO ONE, INC.                CL A             75040P108         524      49000SH    Sole     X
RADIO ONE INC. CL D            CL D NON VTG     75040P405        1497     136100SH    Sole     X
RADIO UNICA CORP               COM              75040Q106         284      75700SH    Sole     X
RADIOSHACK CORP.               COM              750438103      130344    3044538SH    Sole     X
RADISYS CORP.                  COM              750459109        5771     223050SH    Sole     X
RAILAMERICA, INC.              COM              750753105         374      47698SH    Sole     X
RAINBOW RENTALS, INC.          COM              750857104         303      57800SH    Sole     X
RAINBOW TECHNOLOGIES, INC      COM              750862104        5884     372100SH    Sole     X
RAINMAKER SYSTEMS, INC.        COM              750875106         173     138300SH    Sole     X
RAMBUS INC.                    COM              750917106       11892     329180SH    Sole     X
RALCORP HLDGS                  COM              751028101        6299     384690SH    Sole     X
RALSTON -  PURINA              COM RAL-PUR GP   751277302      144648    5536762SH    Sole     X
RAMP NETWORKS, INC.            COM              751567108         564      98700SH    Sole     X
RAMTRON INTERNATIONAL          COM NEW          751907304         412      94060SH    Sole     X
RARE HOSPITALITY INTL INC      COM              753820109        6994     313450SH    Sole     X
RARE MEDIUM GROUP, INC.        COM              75382N109         816     427900SH    Sole     X
RATIONAL SOFTWARE CORP.        COM NEW          75409P202       46850    1203214SH    Sole     X
RAYMOND JAMES FINANCIAL,       COM              754730109       17570     503794SH    Sole     X
RAYONIER INC.                  COM              754907103       11582     290910SH    Sole     X
RAYOVAC CORP                   COM              755081106        3936     277400SH    Sole     X
RAYTEL MEDICAL CORP.           COM              755107109          80      98200SH    Sole     X
RAYTHEON CO. CLASS A           CL A             755111309       24341     839345SH    Sole     X
RAYTHEON CO. CLASS B           CL B             755111408      127229    4095914SH    Sole     X
RAZORFISH INC.                 CL A             755236106         682     419835SH    Sole     X
READ RITE CORP.                COM              755246105        2154     534300SH    Sole     X
READER'S DIGEST ASSN. INC      CL A NON VTG     755267101       27446     701505SH    Sole     X
READER'S DIGEST CL B           CL B             755267200          67       1900SH    Sole     X
REALNETWORKS, INC              COM              75605L104        4703     541388SH    Sole     X
REALTY INCOME CORP. REIT       COM              756109104       11535     463734SH    Sole     X
RECKSON ASSOC REALTY REIT      COM              75621K106       19069     760866SH    Sole     X
RECKSON ASSOCIATES CL B        CL B             75621K304        4380     161089SH    Sole     X
RED HAT, INC.                  COM              756577102        3428     548470SH    Sole     X
REDBACK NETWORKS INC.          COM              757209101       22975     560366SH    Sole     X
REDHOOK ALE BREWERY INC.       COM              757473103          64      41900SH    Sole     X
REDWOOD EMPIRE BANCORP         COM              757897103         369      18100SH    Sole     X
REDWOOD TRUST INC.             COM              758075402        1022      57600SH    Sole     X
REEBOK INTERNATIONAL LTD.      COM              758110100       30094    1100737SH    Sole     X
REGAL-BELOIT CORP.             COM              758750103        5037     295255SH    Sole     X
REGENT COMMUNICATIONS          COM              758865109        1391     234200SH    Sole     X
REGENERON PHARMACEUTICAL       COM              75886F107       12666     359173SH    Sole     X
REGENERATION TECHNOLOGIES      COM              75886N100        2143     150400SH    Sole     X
REGIS CORP-NEW                 COM              758932107        6305     434861SH    Sole     X
REGENCY REALTY CORP. REIT      COM              758939102       20042     846095SH    Sole     X
REGIONS FINANCIAL CORP         COM              758940100       85998    3148673SH    Sole     X
REHABILICARE, INC.             COM              758944102          16       6880SH    Sole     X
REGENT ASSISTED LIVING         COM              758949101           1       1500SH    Sole     X
REGISTRY MAGIC INC.            COM              75913K103           3       4900SH    Sole     X
REHABCARE CORPORATION          COM              759148109        7994     155600SH    Sole     X
REINSURANCE GROUP              COM              759351109       11310     318598SH    Sole     X
RELIANCE GROUP                 COM              759464100           4     649000SH    Sole     X
RELIANCE STEEL & ALUMINUM      COM              759509102        5430     219400SH    Sole     X
RELIANT ENERGY, INC.           COM              75952J108      201142    4643981SH    Sole     X
REMEC INC.                     COM              759543101        3558     369664SH    Sole     X
REMEDY CORP.                   COM              759548100        5698     344026SH    Sole     X
REMINGTON OIL & GAS CORP       COM              759594302         984      75700SH    Sole     X
RENAISSANCE WORLDWIDE          COM              75968A109         156     199800SH    Sole     X
REPLIGEN CORP.                 COM              759916109         394     116700SH    Sole     X
REPUBLIC BANK                  COM              759929102         527      57000SH    Sole     X
RENAL CARE GROUP, INC.         COM              759930100       15464     563915SH    Sole     X
RENT-A-CENTER                  COM              76009N100        7825     226800SH    Sole     X
RENT-WAY, INC.                 COM              76009U104        1097     247300SH    Sole     X
RENTRAK CORP.                  COM              760174102         198      88000SH    Sole     X
REPUBLIC BANCORP               COM              760282103        3612     334030SH    Sole     X
REPUBLIC FIRST BANCORP         COM              760416107         141      37530SH    Sole     X
REPUBLIC SECURITY FINL         COM              760758102        3716     514816SH    Sole     X
REPUBLIC SERVICES, INC.        COM              760759100       14411     838484SH    Sole     X
RESEARCH FRONTIERS INC.        COM              760911107        1699      97100SH    Sole     X
RES-CARE INC                   COM              760943100        1129     250900SH    Sole     X
RESTORATION HARDWARE           COM              760981100          90      95800SH    Sole     X
RESMED INC.                    COM              761152107       15759     395200SH    Sole     X
RESONATE INC.                  COM              76115Q104         864      90904SH    Sole     X
RESORTQUEST INTERNATIONAL      COM              761183102         368      60100SH    Sole     X
RESOURCE ASSET INVESTMENT      COM              761196104         361      29300SH    Sole     X
RESOURCE BANCSHARES MTG.       COM              761197102        1346     190600SH    Sole     X
RESOURCE PHOENIX.COM           CL A             76122L106           2      60300SH    Sole     X
RESPIRONICS, INC.              COM              761230101       11860     416157SH    Sole     X
RESPONSE ONCOLOGY, INC         COM PAR $0.01    761232305          47     188803SH    Sole     X
RETEK INC.                     COM              76128Q109       12920     530066SH    Sole     X
REVLON, INC. CLASS A           CL A             761525500        1540     310400SH    Sole     X
REYNOLDS & REYNOLDS CL A       CL A             761695105        9533     470758SH    Sole     X
R.J. REYNOLDS TOBACCO          COM              76182K105       34456     706785SH    Sole     X
RHYTHMS NETCONNECTIONS         COM              762430205         627     557425SH    Sole     X
ROBOZYME PHARACEUTICALS        COM              762567105        1511     105600SH    Sole     X
RICHMOND COUNTY FINL CORP      COM              764556106        4753     181950SH    Sole     X
RIGGS NATIONAL CORP.           COM              766570105        5328     382279SH    Sole     X
RIGHT MANAGEMENT               COM              766573109        1725     109500SH    Sole     X
THE RIGHT START, INC.          COM NEW          766574206          30      23900SH    Sole     X
RIGHTCHOICE MANAGED CARE       COM              76657T102        2075      59600SH    Sole     X
RIMAGE CORP.                   COM              766721104         449      52000SH    Sole     X
RITE AID CORP.                 COM              767754104        2039     858393SH    Sole     X
RIVIANA FOODS INC.             COM              769536103         832      42400SH    Sole     X
ROADWAY EXPRESS INC.           COM              769742107        4941     233209SH    Sole     X
ROBBINS & MYERS, INC.          COM              770196103        1934      80178SH    Sole     X
ROBERT HALF INTERNATIONAL      COM              770323103       77876    2938711SH    Sole     X
ROBOTIC VISION SYSTEMS         COM              771074101         987     359000SH    Sole     X
ROCHESTER MEDICAL CORP.        COM              771497104         366      73150SH    Sole     X
ROCK-TENN CO.                  CL A             772739207         946     127210SH    Sole     X
ROCKWELL INTERNATIONAL CO      COM              773903109      129988    2729407SH    Sole     X
ROCKY MOUNTAIN CHOC FACT       COM PAR $0.03    774678403          20       5911SH    Sole     X
ROGERS CORP.                   COM              775133101        8767     213500SH    Sole     X
ROHM & HAAS CO                 COM              775371107      113431    3123747SH    Sole     X
ROHN INDUSTRIES INC.           COM              775381106         518     136000SH    Sole     X
ROLLINS, INC.                  COM              775711104        6085     303281SH    Sole     X
ROLLINS TRUCK LEASING          COM              775741101        5727     715924SH    Sole     X
ROPER INDS INC NEW             COM              776696106       12166     367959SH    Sole     X
ROSETTA INPHARMATICS INC       COM              777777103        1488      93031SH    Sole     X
ROSLYN BANCORP INC.            COM              778162107       18180     665619SH    Sole     X
ROSS STORES, INC.              COM              778296103       10501     622275SH    Sole     X
THE ROTTLUND CO.               COM              779077106         312      56700SH    Sole     X
ROUGE INDUSTRIES INC           CL A             779088103          62      34200SH    Sole     X
ROUSE CO. REIT                 COM              779273101       25109     984658SH    Sole     X
ROWAN COS., INC.               COM              779382100       40610    1504073SH    Sole     X
ROYAL APPLIANCE MANUFACTU      COM              780076105        1413     353200SH    Sole     X
ROYAL DUTCH PETRO ADR          NY REG GLD1.25   780257804     1623533   26807560SH    Sole     X
ROYAL GOLD INC                 COM              780287108         237      82400SH    Sole     X
ROYAL PRECISION INC            COM              780921102          23       7800SH    Sole     X
RUBY TUESDAY                   COM              781182100       15575    1021296SH    Sole     X
RUDDICK CORP.                  COM              781258108        5021     438996SH    Sole     X
RUDOLPH TECNOLOGIES, INC.      COM              781270103        2041      67600SH    Sole     X
RUSH ENTERPRISES INC.          COM              781846100         178      50900SH    Sole     X
RURAL CELLULAR CORP            CL A             781904107        3125     105500SH    Sole     X
RUSS BERRIE, INC.              COM              782233100        3353     158700SH    Sole     X
RUSSELL CORP.                  COM              782352108        5221     338181SH    Sole     X
RYAN'S FAMILY STEAK HOUSE      COM              783519101        4235     448715SH    Sole     X
RYDER SYSTEM, INC.             COM              783549108       19082    1147772SH    Sole     X
RYERSON TULL, INC.             COM              78375P107        2326     281903SH    Sole     X
RYLAND GROUP, INC.             COM              783764103        7502     184100SH    Sole     X
S&K FAMOUS BRANDS INC          COM              783774102         578      85700SH    Sole     X
S & T BANCORP INC              COM              783859101        5748     265800SH    Sole     X
SBC COMMUNICATIONS             COM              78387G103     2368507   49602236SH    Sole     X
SBS TECHNOLOGIES               COM              78387P103        1793      59900SH    Sole     X
SBA COMMUNICATIONS CORP.       COM              78388J106       16105     392217SH    Sole     X
SCC COMMUNICATIONS CORP.       COM              78388X105         255      59900SH    Sole     X
SCI SYSTEMS, INC.              COM              783890106       25262     957814SH    Sole     X
SCM MICROSYSTEMS INC           COM              784018103        5961     180632SH    Sole     X
SCP POOL CORP.                 COM              784028102        4156     138250SH    Sole     X
SCPIE HOLDINGS INC.            COM              78402P104        1963      83100SH    Sole     X
SDL INC.                       COM              784076101       49598     334700SH    Sole     X
SEEC INC.                      COM              784110108         194      79400SH    Sole     X
SEI INVESTMENT COMPANY         COM              784117103       34724     310037SH    Sole     X
SEMCO ENERGY INC               COM              78412D109        1411      90685SH    Sole     X
SJNB FINANCIAL CORP.           COM              784273104         555      15200SH    Sole     X
SJW CORP.                      COM              784305104        3060      30000SH    Sole     X
SL GREEN REALTY CORP           COM              78440X101       11846     423054SH    Sole     X
SLI, INC.                      COM              78442T108        2396     372153SH    Sole     X
SMC CORP.                      COM              784460107         126      59300SH    Sole     X
SPS TECHNOLOGIES, INC.         COM              784626103        8786     160300SH    Sole     X
SPSS, INC.                     COM              78462K102        4110     186300SH    Sole     X
SOS STAFFING SERVICES          COM              78462X104         195     111500SH    Sole     X
SPX CORP.                      COM              784635104       23652     218618SH    Sole     X
S1 CORPORATION                 COM              78463B101        1005     191409SH    Sole     X
SVI HOLDINGS, INC.             COM              784872103          89      89100SH    Sole     X
SABA SOFTWARE, INC.            COM              784932105        2673     169736SH    Sole     X
S.Y. BANCORP INC.              COM              785060104         524      25900SH    Sole     X
SABRE HOLDINGS CORP.           CL A             785905100       88014    2040898SH    Sole     X
SAFECO                         COM              786429100       59743    1817288SH    Sole     X
SAFEGUARD SCIENTIFICS, IN      COM              786449108        5485     827962SH    Sole     X
SAFESCIENCE, INC.              COM              786452102          38      32100SH    Sole     X
SAFENET, INC.                  COM              78645R107        1344      28600SH    Sole     X
SAFEWAY, INC.                  COM NEW          786514208      458557    7336907SH    Sole     X
SAGA COMMUNICATIONS, INC.      CL A             786598102        1159      77893SH    Sole     X
SAGA SYSTEMS, INC.             COM              786610105        3959     346100SH    Sole     X
SAGENT TECHNOLOGY, INC.        COM              786693101         430     312800SH    Sole     X
ST. FRANCIS CAPITAL CORP.      COM              789374105        1238      94300SH    Sole     X
THE ST. JOE COMPANY            COM              790148100        9027     410335SH    Sole     X
ST. JUDE MEDICAL, INC.         COM              790849103       78826    1283028SH    Sole     X
ST MARY LAND & EXPLORATIO      COM              792228108       11875     356480SH    Sole     X
ST. PAUL COMPANIES, INC.       COM              792860108      175665    3234336SH    Sole     X
SAKS, INC.                     COM              79377W108        8693     869277SH    Sole     X
SALEM COMMUNICATIONS CORP      CL A             794093104        1790     119800SH    Sole     X
SALIENT 3 COMMUNICATIONS       CL A             794721100         295     124300SH    Sole     X
SALTON, INC.                   COM              795757103        2922     141250SH    Sole     X
SAMES CORP.                    COM              79587E104         353      32450SH    Sole     X
SAMSONITE CORP.                COM              79604V105         313     227739SH    Sole     X
SANCHEZ COMPUTER ASSOC.        COM              799702105        1493     180982SH    Sole     X
SANDERSON FARMS, INC.          COM              800013104         474      63150SH    Sole     X
SANDISK CORP.                  COM              80004C101       10829     390232SH    Sole     X
SANDY SPRING BANCORP, INC      COM              800363103        1090      47900SH    Sole     X
SANGAMO BIOSCIENCES            COM              800677106        2084     106866SH    Sole     X
SANMINA CORP.                  COM              800907107      187231    2443475SH    Sole     X
SANGSTAT MEDICAL CORP.         COM              801003104        1876     158000SH    Sole     X
SANTA BARBARA RESTAURANT       COM              801378100           3       2300SH    Sole     X
SANTA CRUZ OPERATION INC       COM              801833104         152     118900SH    Sole     X
SANTA FE PACIFIC CORP.         COM              802183103           0          0SH    Sole     X
SANTANDER BANCORP              COM              802809103        2793     145070SH    Sole     X
SAPIENT CORP.                  COM              803062108       20544    1720987SH    Sole     X
SARA LEE CORP.                 COM              803111103      321997   13109292SH    Sole     X
SATCON TECHNOLOGY CORP.        COM              803893106        1103     111700SH    Sole     X
SAUER-DANFOSS, INC.            COM              804137107        2502     266900SH    Sole     X
SAUL CENTERS, INC. REIT        COM              804395101        4370     234641SH    Sole     X
SAVVIS COMMUNICATIONS          COM              805423100         341     389343SH    Sole     X
SAWTEK INC.                    COM              805468105       11663     252506SH    Sole     X
SCANA CORP                     COM              80589M102       21264     719279SH    Sole     X
SCHEID VINEYARDS, INC.         CL A             806403101           7       2300SH    Sole     X
HENRY SCHEIN INC.              COM              806407102        8759     252961SH    Sole     X
SCHERER HEALTH                 COM              806530101          12       3200SH    Sole     X
SCHERING-PLOUGH CORP.          COM              806605101     1320935   23276383SH    Sole     X
SCHICK TECHNOLOGIES            COM              806683108          11      40000SH    Sole     X
SCHLUMBERGER LTD.              COM              806857108      652873    8167290SH    Sole     X
SCHNITZER STEELINDUSTRIES      CL A             806882106         309      23800SH    Sole     X
SCHOLASTIC CORP.               COM              807066105       15210     171623SH    Sole     X
SCHOOL SPECIALTY, INC.         COM              807863105        5403     269320SH    Sole     X
SCHULER HOMES INC              COM              808188106         600      66700SH    Sole     X
SCHULMAN, A., INC.             COM              808194104        4056     352716SH    Sole     X
CHARLES SCHWAB CORP.           COM              808513105      625832   22055761SH    Sole     X
SCHWEITZER-MAUDUIT INT'L       COM              808541106        4456     232687SH    Sole     X
SCICLONE PARM                  COM              80862K104        1197     299300SH    Sole     X
SCIENT CORP.                   COM              80864H109         907     279145SH    Sole     X
SCIENTIFIC-ATLANTA, INC.       COM              808655104       79863    2452592SH    Sole     X
SCIENTIFIC LEARNING CORP.      COM              808760102         125      29600SH    Sole     X
SCIOS, INC.                    COM              808905103        4616     207468SH    Sole     X
SCIQUEST.COM. INC.             COM              80908Q107         271     206600SH    Sole     X
SCOPE INDUSTRIES               COM              809163108         557      12500SH    Sole     X
SCOTT TECHNOLOGIES, INC.       COM              810022301        6169     275700SH    Sole     X
SCOTTISHPOWER ADR              SPON ADR FINAL   81013T705        4747     156600SH    Sole     X
SCOTTS CO.                     CL A             810186106        9778     264713SH    Sole     X
SCREAMINGMEDIA INC.            COM              810883108         211      70300SH    Sole     X
E.W SCRIPPS CO                 CL A             811054204       17833     283623SH    Sole     X
SEABOARD CORP.                 COM              811543107         426       2730SH    Sole     X
SEACHANGE INTERNATIONAL        COM              811699107        4410     217100SH    Sole     X
SEACOAST BANKING CORP.CLA      CL A             811707108         747      28200SH    Sole     X
SEACOAST FINL SERV. CORP.      COM              81170Q106        2541     211770SH    Sole     X
SEACOR SMIT INC.               COM              811904101       11222     213250SH    Sole     X
SEALED AIR CORP                COM              81211K100       37940    1243942SH    Sole     X
SEALED AIR CORP CVT PFD        PFD CV A $2      81211K209        1221      37845SH    Sole     X
SEARS, ROEBUCK & CO.           COM              812387108      180676    5199311SH    Sole     X
SECOND BANCORP, INC.           COM              813114105         220      15200SH    Sole     X
SECURE COMPUTING CORP.         COM              813705100        2593     262600SH    Sole     X
SECURITY CAPITAL GROUP B       CL B             81413P204        7154     356600SH    Sole     X
SEEBEYOND TECHNOLOGY CORP      COM              815704101        2588     252503SH    Sole     X
SEGUE SOFTWARE, INC.           COM              815807102         316      70300SH    Sole     X
SEITEL, INC.                   COM NEW          816074306        6199     336200SH    Sole     X
SELECTICA, INC.                COM              816288104        2095      86624SH    Sole     X
SELECTIVE INSURANCE GROUP      COM              816300107        6598     272070SH    Sole     X
SEMINIS, INC.                  CL A             816658108           3       5000SH    Sole     X
SEMTECH CORP.                  COM              816850101        8553     387651SH    Sole     X
SEMPRA ENERGY                  COM              816851109       71209    3062770SH    Sole     X
SEMITOOL INC                   COM              816909105         884      91200SH    Sole     X
SENTO CORPORATION              COM              816918106          18       6700SH    Sole     X
SENIOR HOUSING PROP TRUST      SH BEN INT       81721M109         550      59090SH    Sole     X
SENSIENT TECHNOLOGIES COR      COM              81725T100       11273     495527SH    Sole     X
SENSORMATIC ELECTRONICS C      COM              817265101       20225    1008106SH    Sole     X
SENSORY SCIENCE CORP.          COM              81726X100         207     367800SH    Sole     X
SEPRACOR INC                   COM              817315104       38605     481815SH    Sole     X
SEQUA CORP.                    CL A             817320104        3541      97343SH    Sole     X
SEQUENOM INC.                  COM              817337108        1869     133500SH    Sole     X
SEQUOIA SOFTWARE               COM              817439102         254     133100SH    Sole     X
SERACARE, INC.                 COM              817473101         229      65300SH    Sole     X
SERENA SOFTWARE, INC.          COM              817492101        9112     266179SH    Sole     X
SEROLOGICALS CORP.             COM              817523103        1338      88800SH    Sole     X
SERVICE CORP. INT'L.           COM              817565104        4218    2410442SH    Sole     X
SERVICEMASTER CO.              COM              81760N109       12706    1104887SH    Sole     X
7-ELEVEN, INC.                 COM NEW          817826209        4165     476036SH    Sole     X
SEVEN SEAS PETROLEUM           COM              817917107         436     316800SH    Sole     X
SHARPER IMAGE CORP             COM              820013100         801      52100SH    Sole     X
SHAW GROUP INC.                COM              820280105       24947     498940SH    Sole     X
SHAW INDUSTRIES, INC.          COM              820286102       15007     792474SH    Sole     X
SHEFFIELD PHARMACEUTICAL       COM NEW          82123D309         267      57000SH    Sole     X
SHERWIN-WILLIAMS CO.           COM              824348106       60166    2286591SH    Sole     X
SHOE CARNIVAL                  COM              824889109         610      89550SH    Sole     X
SHOE PAVILION, INC.            COM              824894109          26      21100SH    Sole     X
SHOPKO STORES, INC.            COM              824911101        1682     336400SH    Sole     X
SHOLODGE, INC.                 COM              825034101         182      39333SH    Sole     X
SHORELINE FINANCIAL CORP       COM              825190101          15       1000SH    Sole     X
SHUFFLE MASTER, INC.           COM              825549108        1597     100574SH    Sole     X
SHURGARD STRAGE REIT CL A      COM              82567D104       13037     533499SH    Sole     X
SICOR, INC.                    COM              825846108       11635     805881SH    Sole     X
SIEBEL SYSTEMS INC.            COM              826170102      464194    6864241SH    Sole     X
SIERRA HEALTH SERVICES         COM              826322109         777     204403SH    Sole     X
SIERRA PACIFIC RESOURCES       COM              826428104       13545     843257SH    Sole     X
SIGMA ALDRICH CORP.            COM              826552101       47017    1195984SH    Sole     X
SIGNAL TECHNOLOGY CORP.        COM              826675100         482      48200SH    Sole     X
SIGNALSOFT CORP.               COM              82668M102        1203     122628SH    Sole     X
SIGA TECHNOLOGIES              COM              826917106         173      54700SH    Sole     X
SILICON LABS.                  COM              826919102        1702     118370SH    Sole     X
SILGAN HOLDINGS INC.           COM              827048109        1510     167800SH    Sole     X
SILICON GRAPHICS, INC.         COM              827056102        6264    1566025SH    Sole     X
SILICON STORAGE TECH.          COM              827057100        7347     621944SH    Sole     X
SILICON IMAGE INC.             COM              82705T102        1923     353570SH    Sole     X
SILICON VALLEY BANCSHARES      COM              827064106       22300     645200SH    Sole     X
SILICON VALLEY GROUP, INC      COM              827066101       13789     479600SH    Sole     X
SILICONIX INC.                 COM NEW          827079203        2292     101882SH    Sole     X
SILVERSTREAM SOFTWARE          COM              827907106        3080     149355SH    Sole     X
SIMMONS FIRST NATIONAL         CL A $5 PAR      828730200        1718      76150SH    Sole     X
SIMON PROPERTY GROUP, INC      COM              828806109       53062    2210902SH    Sole     X
SIMPSON MANUFACTURING          COM              829073105        4677      91700SH    Sole     X
SIMULA INC.                    COM              829206101         126      62900SH    Sole     X
SINCLAIR BROADCAST GROUP       CL A             829226109        4452     443800SH    Sole     X
SIRIUS SATELLITE RADIO         COM              82966U103       11518     384720SH    Sole     X
SITEL CORP.                    COM              82980K107        1800     626200SH    Sole     X
SIPEX CORP.                    COM              829909100        4934     206100SH    Sole     X
SIX FLAGS, INC.                COM              83001P109        7879     458422SH    Sole     X
SIZZLER PROPERTY INVESTOR      COM              830137105         572      82500SH    Sole     X
SIZZLER INTERNATIONAL          COM              830139101         554     369575SH    Sole     X
SKETCHERS U.S.A, INC           CL A             830566105        1268      81800SH    Sole     X
SKILLSOFT CORP.                COM              83066P101        1517      80900SH    Sole     X
SKYEPHARMA PLC ADR             SPONSORED ADR    830808101           5        514SH    Sole     X
SKY FINANCIAL GROUP INC.       COM              83080P103       11874     708920SH    Sole     X
SKYLINE CORP.                  COM              830830105        1860      98200SH    Sole     X
SKYWEST, INC.                  COM              830879102       20562     715200SH    Sole     X
SMARTSERV ONLINE, INC.         COM NE           83169M203         168      23700SH    Sole     X
SMARTDISK CORP.                COM              83169Q105         712     183700SH    Sole     X
SMITH (A.O.) CORPORATION       COM              831865209        4634     271600SH    Sole     X
SMITH INTERNATIONAL, INC.      COM              832110100       26774     359080SH    Sole     X
CHARLES E. SMITH RES REIT      COM              832197107       18907     402277SH    Sole     X
SMITHFIELD FOOD, INC.          COM              832248108       19456     639997SH    Sole     X
J. M. SMUCKER CO.              COM              832696306        6931     247979SH    Sole     X
SMURFIT-STONE CONTAINER        COM              832727101       15344    1027193SH    Sole     X
CIRCLE.COM                     COM CIRCLE COM   832914204         106     188717SH    Sole     X
SNAP-ON INC.                   COM              833034101       31139    1117086SH    Sole     X
SODEXHO MARRIOTT SVCS WI       COM              833793102        9181     414971SH    Sole     X
SOFTWARE SPECTRUM              COM              833960107         557      91800SH    Sole     X
SOFTNET SYSTEMS, INC.          COM              833964109         539     297300SH    Sole     X
SOLA INTERNATIONAL             COM              834092108        1307     316800SH    Sole     X
SOLECTRON CORP.                COM              834182107      314605    9280379SH    Sole     X
SOLUTIA, INC.                  COM              834376105       13391    1115934SH    Sole     X
SOMERA COMMUNICATIONS          COM              834458101        2664     306600SH    Sole     X
SONIC CORP                     COM              835451105        7921     339787SH    Sole     X
SONIC AUTOMOTIVE INC.          CL A             83545G102         990     144000SH    Sole     X
SONIC INNOVATIONS. INC         COM              83545M109         808     120800SH    Sole     X
SONIC FOUNDRY, INC.            COM              83545R108          84      64200SH    Sole     X
SONICBLUE INC.                 COM              83546Q109        4300    1042473SH    Sole     X
SONICWALL, INC.                COM              835470105        4803     295540SH    Sole     X
SONOCO PRODUCTS                COM              835495102       12484     577314SH    Sole     X
SONOSITE, INC.                 COM              83568G104        1675     131358SH    Sole     X
SONUS PHARMACEUTICALS INC      COM              835692104         130     208300SH    Sole     X
SOTHEBY'S HOLDINGS CLASS       CL A             835898107       12654     545741SH    Sole     X
SONUS NETWORKS, INC.           COM              835916107        1812      71775SH    Sole     X
SOURCE INFORMATION MGMT        COM NEW          836151209         456     121600SH    Sole     X
SOURCE MEDIA, INC.             COM NEW          836153304          49     104100SH    Sole     X
SOUTH FINANCIAL GROUP          COM              837841105        6358     479873SH    Sole     X
SOUTH JERSEY INDUSTRIES,       COM              838518108        2755      92620SH    Sole     X
SOUTHERN CO.                   COM              842587107      318704    9585081SH    Sole     X
SOUTHERN ENERGY, INC.          COM              842816100       31869    1125605SH    Sole     X
SOUTHERN FIN'L BANCORP         COM              842870107         245      19200SH    Sole     X
SOUTHERN PERU COPPER CORP      COM              843611104        2847     221100SH    Sole     X
SOUTHERN UNION CO.             COM              844030106       13961     526830SH    Sole     X
SOUTHTRUST CORP.               COM              844730101      103875    2552992SH    Sole     X
SOUTHWEST AIRLINES CO.         COM              844741108      247096    7369397SH    Sole     X
SOUTHWEST BANCORP, INC.        COM              844767103         667      40400SH    Sole     X
SOUTHWEST BANCORP OF TX        COM              84476R109       15496     360900SH    Sole     X
SOUTHWEST GAS CORP.            COM              844895102        7879     360200SH    Sole     X
SOUTHWEST SECURITIES, INC      COM              845224104        4439     171560SH    Sole     X
SOUTHWESTERN ENERGY CO.        COM              845467109        4793     462000SH    Sole     X
SOVEREIGN BANCORP, INC.        COM              845905108       10679    1314331SH    Sole     X
SOVRAN SELF STORAGE REIT       COM              84610H108        5013     252213SH    Sole     X
3PACELABS MEDICAL, INC.        COM              846247104         964      74139SH    Sole     X
SPANISH BROADCASTING SYS.      CL A             846425882        1348     269600SH    Sole     X
SPARTAN MOTORS, INC.           COM              846819100         461     273000SH    Sole     X
SPARTECH CORP.                 COM NEW          847220209        4929     239700SH    Sole     X
SPECTRA-PHYSICS LASERS         COM              847568102        1982      78511SH    Sole     X
SPECTRALINK CORP.              COM              847580107        1052      72900SH    Sole     X
SPECTRIAN CORP.                COM              847608106         791      48700SH    Sole     X
SPECTRANETICS                  COM              84760C107         172     130900SH    Sole     X
SPECTRASITE HOLDINGS,INC       COM              84760T100        6411     483832SH    Sole     X
SPECTRX, INC.                  COM              847635109          37       5074SH    Sole     X
SPEECHWORKS INT'L.             COM              84764M101        5030     102520SH    Sole     X
SPEEDFAM-IPEC, INC.            COM              847705100        1948     321345SH    Sole     X
SPEEDUS.COM, INC.              COM              847723103         158     240100SH    Sole     X
SPEEDWAY MOTORSPORTS INC.      COM              847788106        4811     200443SH    Sole     X
SPHERION CORP.                 COM              848420105        8905     787205SH    Sole     X
SPIEGEL, INC.                  CL A             848457107        2192     508260SH    Sole     X
SPIEKER PROPERTIES REIT        COM              848497103       41020     818351SH    Sole     X
SPINNAKER EXPLORATION          COM              84855W109        4973     117000SH    Sole     X
SPORTSLINE.COM, INC.           COM              848934105         841     158400SH    Sole     X
THE SPORTS AUTHORITY INC       COM              849176102         210     177000SH    Sole     X
SPRINGS INDUSTRIES, INC.       CL A             851783100        5934     182939SH    Sole     X
SPRINT CORP.                   COM FON GROUP    852061100      263270   12960993SH    Sole     X
SPRINT CORP. PCS               PCS COM SER 1    852061506      304092   14879116SH    Sole     X
STAAR SURGICAL CO              COM PAR $0.01    852312305         871      69300SH    Sole     X
STAFF LEASING INC.             COM              852381102         211      70200SH    Sole     X
STAMPS.COM INC                 COM              852857101         825     296700SH    Sole     X
STAN LEE MEDIA, INC.           COM              85285P101           9      70070SH    Sole     X
STANCORP FINANCIAL GROUP       COM              852891100       12753     267085SH    Sole     X
STANDARD COMMERCIAL TOBAC      COM              853258101         927     136034SH    Sole     X
STD MICROSYSTEM                COM              853626109        4593     226800SH    Sole     X
STANDARD MOTOR PRODUCTS,       COM              853666105         615      83400SH    Sole     X
STANDARD PACIFIC CORP          COM              85375C101        8417     360100SH    Sole     X
THE STANDARD REGISTER CO.      COM              853887107        4196     294434SH    Sole     X
STANDEX INTERNATIONAL COR      COM              854231107        2731     132400SH    Sole     X
STANFORD MICRDEVICES, INC      COM              854399102        4288     119100SH    Sole     X
THE STANLEY WORKS              COM              854616109       38222    1225565SH    Sole     X
STARBASE CORPORATION           COM NEW          854910205         537     229300SH    Sole     X
STAR TELECOMMUNICATIONS        COM              854923109         481     481015SH    Sole     X
STAPLES, INC.                  COM              855030102       80000    6772487SH    Sole     X
STAR BUFFET INC.               COM              855086104          19       7600SH    Sole     X
STAR SCIENTIFIC, INC.          COM              85517P101          27      11000SH    Sole     X
STARBUCKS CORP.                COM              855244109      135062    3052256SH    Sole     X
STARCRAFT CORP.                COM              855269106          11       5500SH    Sole     X
STARMEDIA NETWORK, INC.        COM              855546107         732     387300SH    Sole     X
STARMET CORP.                  COM              855547105           1       3200SH    Sole     X
L. S. STARRETT CO. CL. A       CL A             855668109        1387      59000SH    Sole     X
L. S. STARRETT CO. CL. B       CL A             855668109          85       3600SH    Sole     X
STARTEK INC.                   COM              85569C107        2306     150000SH    Sole     X
STARTEC GLOBAL COMM.           COM              85569E103         340      87700SH    Sole     X
STATE AUTO FINL CORP           COM              855707105        2635     147400SH    Sole     X
STARWOOD HOTELS & RESORTS      PAIRED CTF       85590A203      101513    2879803SH    Sole     X
STATE FINL SVCS. CORP A        CL A             856855101         808      95769SH    Sole     X
STATE STREET CORP.             COM              857477103      325835    2623263SH    Sole     X
STATEN ISLAND BANCORP          COM              857550107        9169     428945SH    Sole     X
STATION CASINOS, INC.          COM              857689103        5613     375765SH    Sole     X
STEEL DYNAMICS INC.            COM              858119100        5316     483300SH    Sole     X
STEEL TECHNOLOGIES, INC.       COM              858147101         204      37000SH    Sole     X
STEELCASE INC.                 CL A             858155203         627      45200SH    Sole     X
STEELCLOUD COMPANY             COM              85815M107          26      38200SH    Sole     X
STEIN MART, INC.               COM              858375108        5453     469100SH    Sole     X
STEINWAY MUSICAL INST.         COM ORD          858495104         352      19600SH    Sole     X
STEPAN CO.                     COM              858586100        1310      55300SH    Sole     X
STEPHAN CO                     COM              858603103         226      75250SH    Sole     X
STERLING BANCSHARES INC.       COM              858907108        7758     392800SH    Sole     X
STERICYCLE, INC.               COM              858912108        4076     106900SH    Sole     X
STERILE RECOVERIES, INC.       COM              859151102        1048      69300SH    Sole     X
STERIS CORP.                   COM              859152100       12082     749277SH    Sole     X
STERLING BANCORP               COM              859158107         574      26246SH    Sole     X
STEWART & STEVENSON SVCS.      COM              860342104       20050     883123SH    Sole     X
STEWART ENTERPRISES CL. A      CL A             860370105        2165    1135600SH    Sole     X
STEWART INFORMATION SERVI      COM              860372101        2445     110200SH    Sole     X
STIFEL FINANCIAL CORP.         COM              860630102         152      13398SH    Sole     X
STILLWATER MINING CO.          COM              86074Q102       20291     515657SH    Sole     X
STILWELL FINANCIAL, INC.       COM              860831106      143936    3649733SH    Sole     X
STOCKWALK GROUP, INC           COM              86149C104          39      18200SH    Sole     X
STONE ENERGY CORP.             COM              861642106       17506     271200SH    Sole     X
STONERIDGE INC.                COM              86183P102        2359     349500SH    Sole     X
STORAGE USA, INC. REIT         COM              861907103       14444     454919SH    Sole     X
STORAGE TECHNOLOGY CORP.       COM PAR $0.10    862111200        9571    1063421SH    Sole     X
STORAGE COMPUTER CORP.         COM              86211A101         397      50800SH    Sole     X
STORAGENETWORKS, INC.          COM              86211E103        2218      89390SH    Sole     X
STRATEGIC DISTRIBUTION         COM              862701208         212     483778SH    Sole     X
STRATOS LIGHTWAVE, INC.        COM              863100103        3682     215788SH    Sole     X
STRATTEC STRATEGY CORP         COM              863111100         784      25305SH    Sole     X
STRATUS PROPERTIES, INC.       COM              863167102         685     136900SH    Sole     X
STRAYER EDUCATION              COM              863236105        3644     142550SH    Sole     X
STREAMLOGIC CORP.              COM              863238101           0      34100SH    Sole     X
STEAMLINE.COM. INC             COM              863239109           0       4000SH    Sole     X
STRIDE RITE CORP.              COM              863314100        4101     585926SH    Sole     X
STROUDS, INC.                  COM              863451100           1      69100SH    Sole     X
STRUCTURAL DYNAMICS RESEA      COM              863555108        4135     413461SH    Sole     X
STRYKER CORP.                  COM              863667101      153422    3032646SH    Sole     X
STUDENT LOAN CORP.             COM              863902102        4759      87421SH    Sole     X
STURM, RUGER & CO., INC.       COM              864159108        1874     198600SH    Sole     X
SYLECLICK, INC.                CL A             86422L102          86      41700SH    Sole     X
SUCCESS BANCSHARES INC.        COM              864578109         625      52100SH    Sole     X
SUFFOLK BANCORP                COM              864739107         815      26400SH    Sole     X
SUIZA FOODS CORP.              COM              865077101       14071     293136SH    Sole     X
SUMMIT BANCORP.                COM              866005101       98780    2586699SH    Sole     X
SUMMIT BANCSHARES INC          COM              866011109        1214      56000SH    Sole     X
SUMMIT PROPERTIES REIT         COM              866239106       12146     467144SH    Sole     X
SUN COMMUNITIES INC. REIT      COM              866674104       10464     312362SH    Sole     X
SUM COMMUNITY BANCORP          COM              866678105          28       3800SH    Sole     X
SUN MICROSYSTEMS, INC.         COM              866810104     1443596   51788182SH    Sole     X
SUNBURST HOSPITALITY CORP      COM              866948102        1320     182045SH    Sole     X
SUNBEAM CORP.                  COM              867071102         272     868912SH    Sole     X
SUNGARD DATA SYSTEMS           COM              867363103       46928     995825SH    Sole     X
SUNGLASS HUT INTERNATIONA      COM              86736F106        3273     638700SH    Sole     X
SUNOCO, INC.                   COM              86764P109       45693    1356384SH    Sole     X
SUNQUEST INFO. SYSTEMS         COM              867654105         783      87600SH    Sole     X
SUNRISE ASSISTED LIVING        COM              86768K106        4788     191500SH    Sole     X
SUNRISE TECH INT'L             COM              86769L103         429     240700SH    Sole     X
SUNRISE TELECOM                COM              86769Y105         682     174710SH    Sole     X
SUNTRUST BANKS, INC.           COM              867914103      265686    4217235SH    Sole     X
SUPERCONDUCTOR TECH INC.       COM              867931107         700     193200SH    Sole     X
SUPERGEN INC.                  COM              868059106        3578     257900SH    Sole     X
SUPERIOR CONSULTANT HLDGS      COM              868146101         641     233200SH    Sole     X
SUPERIOR ENERGY SERVICES       COM              868157108        3868     336360SH    Sole     X
SUPERIOR INDUSTRIES INT'L      COM              868168105        6728     213165SH    Sole     X
SUPERIOR UNIFORM GROUP         COM              868358102         378      46500SH    Sole     X
SUPERIOR TELECOM INC.          COM              868365107         584     301409SH    Sole     X
SUPERTEX INC.                  COM              868532102        1710      86500SH    Sole     X
SUPERVALU, INC.                COM              868536103       27633    1991581SH    Sole     X
SUPPORT.COM, INC.              COM              868587106        2176     107463SH    Sole     X
SURMODICS, INC.                COM              868873100        3979     108100SH    Sole     X
SUSQUEHANNA BKSHS PA           COM              869099101        7407     448895SH    Sole     X
SWIFT ENERGY CO.               COM              870738101       12582     334399SH    Sole     X
SWIFT TRANSPORTATION CO.,      COM              870756103       11490     579943SH    Sole     X
SWITCHBOARD INC.               COM              871045100         647     217900SH    Sole     X
SYBASE, INC.                   COM              871130100       10149     512258SH    Sole     X
SYBRON DENTAL SPECIALTIES      COM              871142105        4952     293477SH    Sole     X
SYCAMORE NETWORKS, INC.        COM              871206108       38153    1024240SH    Sole     X
SYKES ENTERPRISES, INC.        COM              871237103        1624     365876SH    Sole     X
SYLVAN LEARNING SYSTEMS        COM              871399101        5816     392673SH    Sole     X
SYMANTEC CORP.                 COM              871503108       26682     799450SH    Sole     X
SYMBOL TECHNOLOGIES, INC.      COM              871508107       83232    2311989SH    Sole     X
SYMMETRICOM INC                COM              871543104        3050     312850SH    Sole     X
SYMS CORP                      COM              871551107         494     108249SH    Sole     X
SYMYX TECHNOLOGIES             COM              87155S108        7483     207849SH    Sole     X
SYNAGRO TECHNOLOGIES, INC      COM NEW          871562203         162      71946SH    Sole     X
SYNALLOY CORP.                 COM              871565107         251      52900SH    Sole     X
SYNAVANT INC.                  COM              87157A105         116      24787SH    Sole     X
SYNCOR INTERNATIONAL CORP      COM              87157J106       11211     308200SH    Sole     X
SYNOPSYS, INC.                 COM              871607107       22865     482013SH    Sole     X
SYNOVUS FINANCIAL CORP.        COM              87161C105      108975    4045491SH    Sole     X
SYNTELLECT INC.                COM              87161L105         800     220700SH    Sole     X
SYNTEL, INC.                   COM              87162H103        1366     237480SH    Sole     X
SYNTROLEUM CORP.               COM              871630109        5372     316000SH    Sole     X
SYSCO CORP.                    COM              871829107      319957   10665225SH    Sole     X
SYSTEMAX INC                   COM              871851101         254     202946SH    Sole     X
SYSTEMS & COMPUTER TECH.       COM              871873105        4484     364200SH    Sole     X
SYSTEMONE TECH, INC.           COM              87187Q104         225     100200SH    Sole     X
TBC CORP.                      COM              872180104        1038     227525SH    Sole     X
TCF FINANCIAL CORP.            COM              872275102       20810     466979SH    Sole     X
TCSI CORP.                     COM              87233R106         496     360650SH    Sole     X
TCPI, INC.                     COM              87233W105           2      41400SH    Sole     X
TD WATERHOUSE GROUP, INC.      COM              872362108        2327     175600SH    Sole     X
TECO ENERGY, INC.              COM              872375100       23687     731639SH    Sole     X
TF FINANCIAL CORP.             COM              872391107        1312      78312SH    Sole     X
THCG, INC                      COM              87242T101          54      78400SH    Sole     X
THQ INC.                       COM NEW          872443403        6214     254950SH    Sole     X
TJX COS., INC.                 COM              872540109      130656    4708323SH    Sole     X
TNPC, INC.                     COM              87260K107        4185     426446SH    Sole     X
T/R SYSTEMS, INC.              COM              87263U102          26       4100SH    Sole     X
TRW, INC.                      COM              872649108       68528    1768477SH    Sole     X
TSR, INC.                      COM              872885108         337      91300SH    Sole     X
TMP WORLDWIDE, INC.            COM              872941109       17389     316172SH    Sole     X
TTM TECHNOLOGIES, INC.         COM              87305R109        1242      87534SH    Sole     X
TXU CORP.                      COM              873168108      169994    3836250SH    Sole     X
TAKE-TWO INTERACTIVE           COM              874054109        1564     136000SH    Sole     X
TALARIAN CORP.                 COM              874090103         199      56900SH    Sole     X
TALBOTS INC.                   COM              874161102       11385     249544SH    Sole     X
TALK.COM, INC.                 COM              874264104        1376     957180SH    Sole     X
TANDYCRAFTS, INC.              COM              875386104         178     135700SH    Sole     X
TANGER FACTORY OUTLET CEN      COM              875465106        3174     139152SH    Sole     X
TANNING TECHNOLOGY CORP.       COM              87588P101         943     255800SH    Sole     X
TANOX, INC.                    COM              87588Q109        5763     147060SH    Sole     X
TARGET CORP.                   COM              87612E106      427982   13270758SH    Sole     X
TARGETED GENETICS CORP.        COM              87612M108        1606     240200SH    Sole     X
TAUBMAN CO. REIT               COM              876664103        9033     825880SH    Sole     X
TEAM, INC.                     COM              878155100          24       6400SH    Sole     X
TEAM FINANCIAL INC.            COM              87815X109         364      52000SH    Sole     X
TECH DATA CORP.                COM              878237106       11077     409549SH    Sole     X
TECH/OPS SEVCON, INC.          COM              878293109         536      59600SH    Sole     X
TECHNE                         COM              878377100       10844     300709SH    Sole     X
TECHNICAL COMMUNICATIONS       COM              878409101          26      14000SH    Sole     X
TECHNISOURCE, INC.             COM              878553106         340     231200SH    Sole     X
TECHNITROL, INC.               COM              878555101       16796     408408SH    Sole     X
TECHNOLOGY SOLUTIONS CO.       COM              87872T108        1339     630096SH    Sole     X
TECHSYS, INC.                  COM              87873J109          10       8500SH    Sole     X
TECUMSEH PRODUCTS CO. CL       CL B             878895101         497      12900SH    Sole     X
TECUMSEH PRODUCTS CO. CL       CL A             878895200        7494     178688SH    Sole     X
TEJON RANCH CO.                COM              879080109        2247     116800SH    Sole     X
TEJON RANCH CO.- RTS           RT               879080117           4     116800SH    Sole     X
TEKELEC                        COM              879101103        6053     201775SH    Sole     X
TEKTRONIX, INC.                COM              879131100       52031    1544508SH    Sole     X
TELAXIS COMMUNICATIONS         COM              879202109         260     143600SH    Sole     X
TELCOM SEMICONDUCTOR INC.      COM              87921P107        2152     189200SH    Sole     X
TELECORP PCS, INC.             CL A             879300101       16684     745675SH    Sole     X
TELEDYNE TECHNOLOGIES INC      COM              879360105        9958     421488SH    Sole     X
TELEFLEX INC.                  COM              879369106       20342     460346SH    Sole     X
TELEFONICA SA                  SPONSORED ADR    879382208        8741     174822SH    Sole     X
TELEPHONE & DATA SYSTEMS,      COM              879433100       48740     541552SH    Sole     X
TELESCAN INC.                  COM              879516102          63      59300SH    Sole     X
TELIGENT, INC.                 CL A             87959Y103         440     227251SH    Sole     X
TELLABS, INC.                  COM              879664100      371344    6572467SH    Sole     X
TELULAR CORP.                  COM NEW          87970T208         734     144950SH    Sole     X
TELOCITY INC.                  COM              87971D103         173      86300SH    Sole     X
TEMPLE-INLAND, INC.            COM              879868107       39432     735327SH    Sole     X
TELETECH HOLDINGS INC.         COM              879939106        4627     251825SH    Sole     X
TENFOLD CORP.                  COM              88033A103         381     254163SH    Sole     X
TENET HEALTHCARE CORP.         COM              88033G100      238729    5372236SH    Sole     X
TENNANT CO.                    COM              880345103        2155      44900SH    Sole     X
TENNECO AUTOMOTIVE             COM              880349105        1061     353552SH    Sole     X
TERADYNE, INC.                 COM              880770102       99593    2673648SH    Sole     X
TERAYON COMMUNICATIONS         COM              880775101         881     216837SH    Sole     X
TEREX CORPORATION              COM              880779103        3173     196000SH    Sole     X
TERRA INDUSTRIES, INC.         COM              880915103         556     222592SH    Sole     X
TERRA NITROGEN COMPANY         COM UNIT         881005201          51       5800SH    Sole     X
TERREMARK WORLDWIDE,INC.       COM              881448104         618     824400SH    Sole     X
TESORO PETROLEUM CORP.         COM              881609101        2968     255300SH    Sole     X
TETRA TECHNOLOGIES INC.        COM              88162F105         708      45700SH    Sole     X
TETRA TECH INC                 COM              88162G103       14785     463853SH    Sole     X
TEXACO, INC.                   COM              881694103      501217    8067874SH    Sole     X
TEXAS BIOTECHNOLOGY CORP.      COM              88221T104        2934     341600SH    Sole     X
TEXAS INDUSTRIES, INC.         COM              882491103        7537     251234SH    Sole     X
TEXAS INSTRUMENTS, INC.        COM              882508104     1201436   25360118SH    Sole     X
TEXAS REGIONAL BANCSHARES      CL A VTG         882673106        6269     192885SH    Sole     X
TEXTRON, INC.                  COM              883203101       94089    2023411SH    Sole     X
THEGLOBE.COM, INC.             COM              88335R101           9      30600SH    Sole     X
THERAGENICS CORP               COM              883375107        2607     521300SH    Sole     X
THERMA-WAVE INC.               COM              88343A108        2485     177500SH    Sole     X
THERMO ELECTRON CORP.          COM              883556102       86781    2917000SH    Sole     X
THERMO CARDIO  SYSTEMS         COM NONREDEEM    88355K200        2698     308300SH    Sole     X
THERMO FIBERTEK, INC.          COM              88355W105        1061     308775SH    Sole     X
THESTREET.COM, INC.            COM              88368Q103         382     132900SH    Sole     X
THOMAS & BETTS CORP.           COM              884315102       13283     820592SH    Sole     X
THOMAS INDUSTRIES INC.         COM              884425109        3003     129150SH    Sole     X
THOR INDS, INC.                COM              885160101        2396     121300SH    Sole     X
THORATEC LABORATORIES          COM NEW          885175307         877      79700SH    Sole     X
THORNBURG MORTGAGE, INC.       COM              885218107         457      50400SH    Sole     X
3 COM CORP.                    COM              885535104       18378    2162099SH    Sole     X
3DO CO.                        COM              88553W105         420     160000SH    Sole     X
3DFX INTERACTIVE INC.          COM              88553X103          61     245500SH    Sole     X
THREE-FIVE SYSTEMS, INC.       COM              88554L108        5889     327148SH    Sole     X
3 DIMENSIONAL PHARM.           COM              88554W104         993      67062SH    Sole     X
THREE RIVERS BANCORP INC.      COM              88562Q107         600      72750SH    Sole     X
3TEC ENERGY CORPORATION        COM NEW          88575R308           0        900SH    Sole     X
TIBCO SOFTWARE, INC.           COM              88632Q103       38054     793830SH    Sole     X
TICKETS.COM, INC.              COM              88633M101          43     153600SH    Sole     X
TICKETMASTER ONLINE            CL B             88633P203         557      66500SH    Sole     X
TIDEWATER, INC.                COM              886423102       14362     323655SH    Sole     X
TIFFANY & COMPANY NEW          COM              886547108       69909    2210573SH    Sole     X
TIMBERLAND BANCORP, INC.       COM              887098101         114       8600SH    Sole     X
TIMBERLAND CO.                 CL A             887100105       30595     457500SH    Sole     X
TIMBERLINE SOFTWARE CORP.      COM              887134104         523     146895SH    Sole     X
TIME WARNER, INC.              COM              887315109     1110895   21265224SH    Sole     X
TIME WARNER TELECOM INC.       CL A             887319101       13382     210950SH    Sole     X
TIMKEN CO.                     COM              887389104       16551    1094282SH    Sole     X
THE TITAN CORP                 COM              888266103        5067     311839SH    Sole     X
TITAN INTERNATIONAL INC.       COM              88830M102         622     146450SH    Sole     X
TITAN PHARMACEUTICALS          COM              888314101        9450     267173SH    Sole     X
TITANIUM METALS CORP.          COM              888339108         831     123100SH    Sole     X
TIVO INC.                      COM              888706108        1115     207488SH    Sole     X
TODD SHIPYARDS CORP.           COM              889039103        1240     190800SH    Sole     X
TODHUNTER INT'L., INC.         COM              889050100         265      37800SH    Sole     X
TOLL BROTHERS INC              COM              889478103       14768     361300SH    Sole     X
TOLLGRADE COMMUNICATIONS       COM              889542106        4894     134093SH    Sole     X
TOO, INC.                      COM              890333107        3622     289780SH    Sole     X
TOOTSIE ROLL INDUSTRIES,       COM              890516107        9284     201554SH    Sole     X
THE TOPPS CO., INC.            COM              890786106        9369    1019737SH    Sole     X
TOR MINERALS INT'L INC.        COM              890878101          42      40700SH    Sole     X
TORCHMARK CORP.                COM              891027104       70180    1825833SH    Sole     X
THE TORO CO.                   COM              891092108        5914     161200SH    Sole     X
TOSCO CORP.                    COM NEW          891490302       79967    2356291SH    Sole     X
TOTAL CONTAINMENT              COM              89149T101           2       2100SH    Sole     X
TOTAL ENTERTAINMENT REST.      COM              89150E100          13       5000SH    Sole     X
TOWER AUTOMOTIVE INC.          COM              891707101        4152     461300SH    Sole     X
TOTAL SYSTEM SERVICES, IN      COM              891906109       17667     789603SH    Sole     X
TRACK DATA CORP                COM              891918104         168     233600SH    Sole     X
TOWN & COUNTRY TRUST REIT      SH BEN INT       892081100        6398     331275SH    Sole     X
TOWNE SERVICES, INC.           COM NEW          892148206          35      28760SH    Sole     X
TOYMAX INTERNATIONAL INC.      COM              892268103         128      78800SH    Sole     X
TOYS R US, INC.                COM              892335100       60812    3644160SH    Sole     X
TRACTOR SUPPLY COMPANY         COM              892356106         273      32100SH    Sole     X
TRAFFIX INC                    COM              892721101         388     225900SH    Sole     X
TRAILER BRIDGE INC             COM              892782103          33      19500SH    Sole     X
TRAMMELL CROW CO.              COM              89288R106        3094     229150SH    Sole     X
TRANS WORLD AIRLINES           COM PAR$.01NEW   893349837         279     258000SH    Sole     X
TRANS WORLD ENTERTAINMENT      COM              89336Q100        2497     279400SH    Sole     X
TRANSACTION SYSTEMS            CL A             893416107        3903     337599SH    Sole     X
TRANSATLANTIC HOLDINGS         COM              893521104       15524     146629SH    Sole     X
TRANSCONTINENTAL REIT          COM NEW          893617209         213      24010SH    Sole     X
TRANSKARYOTIC THERAPIES        COM              893735100        7156     196400SH    Sole     X
TRANSMETA CORP.                COM              89376R109       10249     436143SH    Sole     X
TRANSPO INC.                   COM              893885103         377     147035SH    Sole     X
TRANSTECHNOLOGY CORP.          COM              893889105         174      54700SH    Sole     X
TRANSMONTAIGNE INC.            COM              893934109        1294     470400SH    Sole     X
TRAVELOCITY.COM INC.           COM              893953109        2323     191600SH    Sole     X
TRANSWITCH CORP.               COM              894065101       18779     479963SH    Sole     X
TRANSWORLD HEALTHCARE INC      COM              894081108         188     200745SH    Sole     X
TREDEGAR CORP.                 COM              894650100        6363     364895SH    Sole     X
TREMONT CORP.                  COM PAR $1.00    894745207        1878      58797SH    Sole     X
TRENDWEST RESORTS, INC.        COM              894917103         535      19800SH    Sole     X
TREX CO., INC.                 COM              89531P105        1698      67400SH    Sole     X
TRIAD HOSPITALS                COM              89579K109       10953     336374SH    Sole     X
TRIANGLE PHARMACEUTICALS       COM              89589H104        1386     280700SH    Sole     X
TRIDENT MICROSYSTEMS INC       COM              895919108         394      87600SH    Sole     X
TRIAD GUARANTY, INC.           COM              895925105        4402     132900SH    Sole     X
TRIARC COS INC                 CL A             895927101        6407     264200SH    Sole     X
TRICON GLOBAL RESTAURANTS      COM              895953107       79359    2404826SH    Sole     X
TRIBUNE CO.                    COM              896047107      181765    4302128SH    Sole     X
TRIBUNE CO. 'PEPS'             PEPS    031501   896047404         980      17900SH    Sole     X
TRICO BANCSHARES               COM              896095106         517      32300SH    Sole     X
TRICO MARINE SERVICES          COM              896106101        2840     184000SH    Sole     X
TRICORD SYSTEMS, INC.          COM              896121100        1267     152400SH    Sole     X
TRIGON HEALTHCARE, INC.        COM              89618L100       21565     277137SH    Sole     X
TRIMBLE NAVIGATION LTD.        COM              896239100        9536     397340SH    Sole     X
TRIMEDYNE, INC.                COM              896259108         156     142600SH    Sole     X
TRIMERIS, INC.                 COM              896263100        7292     132889SH    Sole     X
TRINITY INDUSTRIES, INC.       COM              896522109       10024     400948SH    Sole     X
TRIPATH TECHNOLOGY INC.        COM              89672P104        1036      72400SH    Sole     X
TRIQUINT SEMICONDUCTOR, I      COM              89674K103       19929     456169SH    Sole     X
TRISTAR CORP                   COM              89674U101         572     113000SH    Sole     X
TRITON NETWORK SYSTEMS         COM              896775103         456     146036SH    Sole     X
TRITON PCS, INC.               CL A             89677M106        8916     262722SH    Sole     X
TRIUMPH GROUP INC.             COM              896818101        2374      57900SH    Sole     X
THE TRIZETTE GROUP, INC.       COM              896882107        2900     173800SH    Sole     X
TRIPATH IMAGING, INC.          COM              896942109        2519     287900SH    Sole     X
TROY GROUP, INC.               COM              89733N106         640     128800SH    Sole     X
TRUE NORTH COMMUNICATIONS      COM              897844106       17324     407619SH    Sole     X
TRUMP HOTELS & CASINO          COM              898168109          88      45500SH    Sole     X
THE TRUST COMPANY OF N.J.      COM              898304100        2629     209270SH    Sole     X
TRUSTCO BANK                   COM              898349105        9439     774505SH    Sole     X
TRUSTMARK CORP.                COM              898402102       10932     520551SH    Sole     X
TUCKER ANTHONY SUTRO CORP      COM              898647102        4060     165300SH    Sole     X
TUESDAY MORNING, INC.          COM NEW          899035505        1230     231600SH    Sole     X
TULARIK INC.                   COM              899165104        6428     218363SH    Sole     X
TUMBLEWEED COMMUNICATIONS      COM              899690101        2551     149118SH    Sole     X
TUPPERWARE CORP.               COM              899896104       26507    1296985SH    Sole     X
TURNSTONE SYSTEMS. INC.        COM              900423104         690      92750SH    Sole     X
TUT SYSTEMS, INC.              COM              901103101        1410     170856SH    Sole     X
TWEETER HOME ENT. GROUP        COM              901167106        1504     123400SH    Sole     X
21ST CENTURY INSURANCE         COM              90130N103        4774     335016SH    Sole     X
24/7 MEDIA, INC.               COM              901314104         168     316300SH    Sole     X
TWINLAB CORP.                  COM              901774109         676     400400SH    Sole     X
II-VI, INC.                    COM              902104108         781      51450SH    Sole     X
TYCO INT'L. LTD.               COM              902124106     1213923   21872483SH    Sole     X
TYLER TECHNOLOGIES, INC.       COM              902252105         764     452900SH    Sole     X
TYSON FOODS, INC.              CL A             902494103       16681    1308318SH    Sole     X
UAL CORP.                      COM PAR $0.01    902549500        8807     226192SH    Sole     X
UCAR INT'L. INC.               COM              90262K109        5484     562439SH    Sole     X
UCBH HOLDINGS, INC.            COM              90262T308        3138      67300SH    Sole     X
UGI CORP. HOLDING CO.(NEW      COM              902681105        9645     381046SH    Sole     X
UICI                           COM              902737105        2422     408000SH    Sole     X
UIL HOLDINGS CORP.             COM              902748102        8077     162350SH    Sole     X
UMB FINANCIAL CORP             COM              902788108        5755     153991SH    Sole     X
USX-MARATHON GROUP             COM NEW          902905827      130696    4709779SH    Sole     X
U.S.B. HOLDING CO., INC.       COM              902910108        1164      92654SH    Sole     X
UST, INC.                      COM              902911106       71542    2549384SH    Sole     X
U.S. ENERGY SYSTEMS, INC.      COM              902951102         114      28500SH    Sole     X
U.S.RESTAURANT PROPERTIES      COM              902971100        1342     136808SH    Sole     X
US BANCORP                     COM              902973106      314122   10762205SH    Sole     X
U S LIQUIDS INC.               COM              902974104         247     112700SH    Sole     X
USA NETWORKS INC.              COM              902984103       22465    1155745SH    Sole     X
URS CORP.                      COM              903236107        3216     218958SH    Sole     X
USG CORP.                      COM NEW          903293405        6406     284706SH    Sole     X
US LEC CORP.                   CL A             90331S109         663     137800SH    Sole     X
USEC INC.                      COM              90333E108        2902     672900SH    Sole     X
US INTERACTIVE, INC.           COM              90334M109          51     180672SH    Sole     X
U. S. PHYSICAL THERAPY         COM              90337L108         696      29300SH    Sole     X
USX-U.S. STEEL GROUP INC.      COM              90337T101       22807    1267030SH    Sole     X
UTI ENERGY CORP.               COM              903387108        6664     202700SH    Sole     X
US ONCOLOGY INC.               COM              90338W103        6502    1030050SH    Sole     X
U.S. WIRELESS CORPORATION      COM              90339C106         300      68600SH    Sole     X
U.S. VISION, INC.              COM              90339M104         729     175300SH    Sole     X
US SEARCH.COM INC.             COM              903404101          41     188600SH    Sole     X
UBIQUITEL INC.                 COM              903474302        1591     289200SH    Sole     X
ULTICOM, INC.                  COM              903844108        5177     151989SH    Sole     X
ULTIMATE ELECTRONICS           COM              903849107        2080      94800SH    Sole     X
ULTRALIFE BATTERIES INC        COM              903899102         351      63800SH    Sole     X
USA EDUCATION INC.             COM              90390U102      174583    2567391SH    Sole     X
ULTRAMAR DIAMOND SHAMROCK      COM              904000106       20091     650718SH    Sole     X
ULTRATECH STEPPER, INC.        COM              904034105        8461     327000SH    Sole     X
UNICAPITAL CORP.               COM              90459D108           1     292400SH    Sole     X
UNIFI, INC.                    COM              904677101        5461     611074SH    Sole     X
UNIFIRST CORP.                 COM              904708104         295      28800SH    Sole     X
UNIFY CORP.                    COM              904743101          49     172974SH    Sole     X
UNILEVER N V-NY SHARES         N Y SHS NEW      904784709      449645    7144308SH    Sole     X
UNIGRAPHICS SOLUTIONS INC      CL A             904928108          72       4400SH    Sole     X
UNION CARBIDE CORP.            COM              905581104      103483    1923033SH    Sole     X
UNION PACIFIC CORP.            COM              907818108      194521    3832922SH    Sole     X
UNION PLANTERS CORP.           COM              908068109       69594    1946694SH    Sole     X
UNIONBANCAL CORP.              COM              908906100       29661    1232682SH    Sole     X
UNIQUE MOBILITY INC            COM              909154106         805     113000SH    Sole     X
UNIROYAL TECHNOLOGY CORP       COM              909163107         631     100986SH    Sole     X
UNISOURCE ENERGY CORP.         COM              909205106        7718     410240SH    Sole     X
UNISYS CORP.                   COM              909214108       65490    4477957SH    Sole     X
UNIT CORP.                     COM              909218109        7503     396200SH    Sole     X
UNITED AUTO GROUP              COM              909440109         307      45900SH    Sole     X
UNITED COMMUNITY FIN'L         COM              909839102        1648     237500SH    Sole     X
UNITED BANKSHARES, INC.        COM              909907107       10083     474489SH    Sole     X
UNITED CAPITAL CORP.           COM              909912107         693      47400SH    Sole     X
UNITED DOMINIONIND LTD.        COM              909914103        1442     118285SH    Sole     X
UNITED DOMINION RLTY REIT      COM              910197102       19277    1782883SH    Sole     X
UNITED GUARDIAN, INC.          COM              910571108         135      32800SH    Sole     X
UNITED LEISURE CORP.           COM              910776103           4       1800SH    Sole     X
UNITED NATIONAL BANCORP        COM              910909100        3773     196625SH    Sole     X
UNITED MOBILE HOMES, INC.      COM              911024107         906      95400SH    Sole     X
UNITED NATURAL FOODS           COM              911163103        1988     112800SH    Sole     X
UNITED PANAM FINANCIAL         COM              911301109          51      54900SH    Sole     X
UNITED PARCEL SERVICE          CL B             911312106       28565     485702SH    Sole     X
UNITED RENTALS INC.            COM              911363109        7683     571793SH    Sole     X
UNITED ROAD SERVICES, INC      COM NEW          911384204           2       3920SH    Sole     X
U.S. CELLULAR CORP.            COM              911684108       23382     388078SH    Sole     X
U S ENERGY CORP.               COM              911805109         365     176927SH    Sole     X
US AIRWAYS GROUP, INC.         COM              911905107       46545    1147483SH    Sole     X
U.S. INDUSTRIES, INC.          COM              912080108        6186     773300SH    Sole     X
UNITED STATIONERS, INC.        COM              913004107       11583     482615SH    Sole     X
UNITED TECHNOLOGIES CORP.      COM              913017109      530299    6744664SH    Sole     X
UNITED TELEVISION, INC.        COM              913066106        5479      47230SH    Sole     X
UNITED THERAPEUTICS CORP       COM              91307C102        2321     157369SH    Sole     X
UNITED WISCONSIN SERVICES      COM              913238101         644     190700SH    Sole     X
UNITEDGLOBALCOM INC A SHS      CL A             913247508        3598     264070SH    Sole     X
UNITEDHEALTH GROUP INC.        COM              91324P102      309215    5038130SH    Sole     X
UNITIL CORP.                   COM              913259107         753      28400SH    Sole     X
UNITRIN, INC.                  COM              913275103       16033     394654SH    Sole     X
UNITY BANCORP, INC             COM              913290102          91      45435SH    Sole     X
UNIVERSAL ACCESS, INC.         COM              913363107         537      67101SH    Sole     X
UNIVERSAL AMERICAN FINAN       COM              913377107         131      33200SH    Sole     X
UNIVERSAL COMPRESSION          COM              913431102         637      16900SH    Sole     X
UNIVERSAL CORP.                COM              913456109       12358     353084SH    Sole     X
UNIVERSAL DISPLAY CORP.        COM              91347P105         877     122000SH    Sole     X
UNIVERSAL ELECTRONICS, IN      COM              913483103        2840     184000SH    Sole     X
UNIVERSAL FOREST PRODUCTS      COM              913543104        1748     131900SH    Sole     X
UNIVERSAL HEALTH RLTY          SH BEN INT       91359E105        1236      62200SH    Sole     X
UNIVERSAL STAINLESS            COM              913837100         300      40700SH    Sole     X
UNIVERSAL HEALTH SERVICES      CL B             913903100       28782     257561SH    Sole     X
UNIVISION COMMUNICATIONS       CL A             914906102       52628    1285566SH    Sole     X
UNIVIEW TECHNOLOGIES           COM PAR $0.10    915282206          58     115600SH    Sole     X
UNOCAL CORP.                   COM              915289102      133700    3455905SH    Sole     X
UNOVA, INC.                    COM              91529B106        1523     420238SH    Sole     X
UNUMPROVIDENT CORP.            COM              91529Y106       92113    3427458SH    Sole     X
UPROAR INC.                    COM              916706104          42      43300SH    Sole     X
USFREIGHTWAYS CORP.            COM              916906100        9125     303373SH    Sole     X
UROCOR INC.                    COM              91727P105         690      78900SH    Sole     X
URSTADT BIDDLE PROPERTIES      COM              917286106         386      55700SH    Sole     X
URSTADT BIDDLE - CL A          CL A             917286205         176      24800SH    Sole     X
URSUS TELECOM CORP.            COM              917287104          21      55000SH    Sole     X
USABANC SHARES.COM, INC.       COM              917289100          19      12000SH    Sole     X
US BANCORP, INC.               COM              917292104         529     124500SH    Sole     X
USDATA CORP.                   COM              917294100         103     183663SH    Sole     X
USINTERNETWORKING, INC.        COM              917311805        1601     320180SH    Sole     X
V. I. TECHNOLOGIES, INC.       COM              917920100         672     128000SH    Sole     X
UTILICORP UNITED, INC.         COM              918005109       16853     543648SH    Sole     X
UTSTARCOM, INC.                COM              918076100         525      33883SH    Sole     X
VA LINUX SYSTEMS, INC.         COM              91819B105        1357     167049SH    Sole     X
V F CORP.                      COM              918204108       59309    1636561SH    Sole     X
VIB CORP                       COM              91823H106         218      29107SH    Sole     X
V-ONE CORP.                    COM              918278102         201     321662SH    Sole     X
VTEL CORP.                     COM              918333105         160     182538SH    Sole     X
VYYO INC.                      COM              918458100         995     162523SH    Sole     X
VAIL RESORTS INC.              COM              91879Q109        6462     275700SH    Sole     X
VALASSIS COMMUNICATION         COM              918866104       15324     485506SH    Sole     X
VALHI, INC.                    COM              918905100        4868     423300SH    Sole     X
VALENCE TECHNOLOGY             COM              918914102        4980     534800SH    Sole     X
VALENTIS, INC.                 COM              91913E104        1054     147900SH    Sole     X
VALERO ENERGY CORP.            COM              91913Y100       14311     384837SH    Sole     X
VALLEY NATIONAL BANCORP.       COM              919794107        6703     201220SH    Sole     X
VALMONT INDUSTRIES, INC.       COM              920253101        2721     148100SH    Sole     X
VALSPAR CORP.                  COM              920355104       14552     452214SH    Sole     X
VALUE CITY DEPT STRS, INC      COM              920387107        1446     275400SH    Sole     X
VALUE LINE, INC.               COM              920437100        1645      47600SH    Sole     X
VALUECLICK, INC.               COM              92046N102         575     116500SH    Sole     X
VALUEVISION INT'L.CL A         CL A             92047K107        4522     358174SH    Sole     X
INDIVIDUAL PACIFIC INDEX       PACIFIC PTF      922042106       28618    3197544SH    Sole     X
INDIVIDUAL EUROPEAN INDEX      EUROPEAN PTF     922042205       70201    2701079SH    Sole     X
INSTITUTIONAL PACIFIC IDX      PAC ST IND INS   922042403       48985    5473188SH    Sole     X
INSTITUTIONAL EUROPEAN         EURO STINDX IN   922042502      122653    4719233SH    Sole     X
VARCO INTERNATIONAL, INC.      COM              922122106       14819     681353SH    Sole     X
VARIAGENICS, INC.              COM              922196100         870      73400SH    Sole     X
VARIAN, INC.                   COM              922206107        9732     287296SH    Sole     X
VARIAN SEMI. EQUIP. ASSOC      COM              922207105       11549     486286SH    Sole     X
VARIAN MEDICAL SYSTEMS         COM              92220P105       35740     526078SH    Sole     X
VASCO DATA SECURITY            COM              92230Y104         259      48100SH    Sole     X
VASOMEDICAL INC.               COM              922321104         430     196700SH    Sole     X
VAXGEN,INC.                    COM NEW          922390208         887      45500SH    Sole     X
VASTERA, INC.                  COM              92239N109         890      55600SH    Sole     X
VCAMPUS CORP.                  COM              92240C100          75      89300SH    Sole     X
VECTREN CORP.                  COM              92240G101       16857     657853SH    Sole     X
VECTOR GROUP LTD.              COM              92240M108        2250     142300SH    Sole     X
VEECO INSTRUMENTS INC.         COM              922417100        8388     209049SH    Sole     X
VELOCITYHSI, INC.              COM              92257K102           1      29280SH    Sole     X
VENTAS, INC.                   COM              92276F100        5857    1041228SH    Sole     X
VENTANA MEDICAL SYSTEMS        COM              92276H106        1769      95600SH    Sole     X
VENTIV HEALTH, INC.            COM              922793104        1622     129088SH    Sole     X
VENTRO CORP.                   COM              922815105         250     249900SH    Sole     X
VENATOR GROUP, INC.            COM              922944103       17842    1151075SH    Sole     X
VERITAS SOFTWARE CORP.         COM              923436109      547394    6255927SH    Sole     X
VERITY, INC.                   COM              92343C106       10619     441305SH    Sole     X
VERISIGN, INC.                 COM              92343E102       53485     720939SH    Sole     X
VERITAS DGC INC.               COM              92343P107       11670     361300SH    Sole     X
VERIZON COMMUNICATIONS         COM              92343V104     1984451   39590035SH    Sole     X
VESTCOM INTERNATIONAL INC      COM              924904105         114      62700SH    Sole     X
VERTEL CORP                    COM              924907108         884     377200SH    Sole     X
VERSANT CORPORATION            COM              925284101         524     232892SH    Sole     X
VERSATA, INC.                  COM              925298101        1176     131622SH    Sole     X
VERSO TECHNOLOGIES, INC.       COM              925317109          30      19700SH    Sole     X
VERTEX INTERACTIVE, INC.       COM              925322109         480      76800SH    Sole     X
VERTEX PHARMACEUTICALS, I      COM              92532F100       24509     342780SH    Sole     X
VERTICALNET, INC.              COM              92532L107        1896     284850SH    Sole     X
VESTA INSURANCE GROUP INC      COM              925391104         970     189300SH    Sole     X
VIACOM INTL CL A. VTG          CL A             925524100        9748     207402SH    Sole     X
VIACOM INTL CL B NON VTG       CL B             925524308     1021195   21843734SH    Sole     X
VIATEL, INC                    COM              925529208        1992     535589SH    Sole     X
THE VIALINK COMPANY            COM              92552Q101         280      99500SH    Sole     X
VIAD CORP.                     COM              92552R109       15079     655588SH    Sole     X
VIASAT INC.                    COM              92552V100        2641     201200SH    Sole     X
VIASYSTEMS GROUP               COM              92553H100        5689     684340SH    Sole     X
VIANT CORP.                    COM              92553N107        1802     454074SH    Sole     X
VIADOR, INC.                   COM              92553R108         332     253200SH    Sole     X
VICAL INC.                     COM              925602104        3363     181800SH    Sole     X
VICINITY CORP.                 COM              925653107         268      90300SH    Sole     X
VICOR CORP.                    COM              925815102       12219     402274SH    Sole     X
VICORP RESTAURANTS, INC.       COM              925817108        1368      77086SH    Sole     X
VIA.NET.WORKS, INC.            COM              925912107         726     190500SH    Sole     X
VIEWPOINT CORP.                COM              92672P108        1687     310184SH    Sole     X
VIGNETTE CORPORATION           COM              926734104       14381     798934SH    Sole     X
VIISAGE TECH.                  COM              92675K106         127     145700SH    Sole     X
VINTAGE PETE, INC.             COM              927460105       16440     764649SH    Sole     X
VIRAGE, INC.                   COM              92763Q106         450      83700SH    Sole     X
VIRAGE LOGIC CORP.             COM              92763R104         324      21600SH    Sole     X
VIRATA CORP.                   COM              927646109        2172     199750SH    Sole     X
VIRBAC CORP.                   COM              927649103         104      31310SH    Sole     X
VIRCO MANUFACTURING CORP.      COM              927651109        1054     108083SH    Sole     X
VITALCOM INC.                  COM              927917104          72      57300SH    Sole     X
VIROLOGIC, INC.                COM              92823R201          28       3100SH    Sole     X
VIROPHARMA INC.                COM              928241108        1553     107200SH    Sole     X
VISHAY INTERTECHNOLOGY, I      COM              928298108       15623    1032919SH    Sole     X
VISTA INFORMATION SOL.         COM NEW          928365204         151     178900SH    Sole     X
VISTEON CORP.                  COM              92839U107       21542    1873178SH    Sole     X
VISUAL DATA CORP               COM NEW          928428200         108      98800SH    Sole     X
VISUAL NETWORKS, INC.          COM              928444108        1339     411984SH    Sole     X
VISIX SPACE INC                COM              92844S105        6424     615512SH    Sole     X
VITAL SIGNS, INC.              COM              928469105        3664     114064SH    Sole     X
VITESSE SEMICONDUCTOR COR      COM              928497106      160143    2895249SH    Sole     X
VITRIA TECHNOLOGY              COM              92849Q104        3391     437580SH    Sole     X
VIVENDI UNIVERSAL ADR          SPON ADR NEW     92851S204       18209     278801SH    Sole     X
VIVUS                          COM              928551100         969     449200SH    Sole     X
VIXEL CORP                     COM              928552108           8       4000SH    Sole     X
VLASIC FOODS INTL., INC.       COM              928559103         127     506395SH    Sole     X
VIZACOM INC                    COM              92855E102          20      80709SH    Sole     X
VODAFONE GROUP PLC             SPONSORED ADR    92857W100       42166    1177400SH    Sole     X
VOICESTREAM WIRELESS CORP      COM              928615103       63862     634657SH    Sole     X
VOLT INFO SCIENCES INC         COM              928703107        3405     164100SH    Sole     X
VYSIS, INC.                    COM              928961101         257      30500SH    Sole     X
VORNADO REALTY TRUST REIT      SH BEN INT       929042109       41004    1070245SH    Sole     X
VORNADO OPERATING, INC.        COM              92904N103         197      95439SH    Sole     X
VULCAN INTERNATIONAL CORP      COM              929136109         207       6000SH    Sole     X
VULCAN MATERIALS CO.           COM              929160109       68783    1436714SH    Sole     X
WD-40 CO.                      COM              929236107        2492     128200SH    Sole     X
WFS FINANCIAL, INC.            COM              92923B106        3835     207320SH    Sole     X
WHX CORP.                      COM              929248102          63      84564SH    Sole     X
WGL HOLDINGS INC.              COM              92924F106       15175     498548SH    Sole     X
W HOLDING CO                   COM              929251106        2273     195500SH    Sole     X
W-H ENERGY SERVICES, INC       COM              92925E108        1209      61400SH    Sole     X
WJ COMMUNICATIONS, INC.        COM              929284107        2665     187000SH    Sole     X
WMS INDUSTRIES, INC.           COM              929297109        7353     365350SH    Sole     X
WPP GROUP PLC-ADR              SPON ADR NEW     929309300        5051      80410SH    Sole     X
W.P. CAREY & CO. LLC           COM              92930Y107         409      22600SH    Sole     X
WPS RESOURCES CORP.            COM              92931B106        8772     238300SH    Sole     X
WSFS FINANCIAL CORP            COM              929328102        1463     113600SH    Sole     X
WABASH NATIONAL CORP.          COM              929566107        3401     394300SH    Sole     X
WABTEC CORP.                   COM              929740108        3594     305908SH    Sole     X
WACHOVIA CORP.                 COM              929771103      168328    2895960SH    Sole     X
WACKENHUT CORP.                COM SER A        929794105        1515     112200SH    Sole     X
WACKENHUT CORP CL B            COM SER B        929794303         223      25868SH    Sole     X
WACKENHUT CORRECTIONS          COM              929798106         367      49800SH    Sole     X
WADDELL & REED FINANCIAL       CL A             930059100        7469     198522SH    Sole     X
WADDELL & REED FIN. CL. B      CL B             930059209       10892     290463SH    Sole     X
WAINWRIGHT BANK & TRUST C      COM              930705108         241      32700SH    Sole     X
WAL-MART STORES, INC.          COM              931142103     3760010   70776650SH    Sole     X
WALGREEN CO.                   COM              931422109      674229   16125067SH    Sole     X
WALKER INTERACTIVE SYSTEM      COM              931664106         218     161900SH    Sole     X
WALLACE COMPUTER SERVICES      COM              932270101        7001     411836SH    Sole     X
WALTER INDUSTRIES INC.         COM              93317Q105        2498     333100SH    Sole     X
THE WARNACO GROUP CLASS A      CL A             934390105         864     512190SH    Sole     X
WARREN BANCORP INC.            COM              934710104         493      61600SH    Sole     X
WASHINGTON FEDERAL INC         COM              938824109       17262     607012SH    Sole     X
WASHINGTON GROUP INTL INC      COM              938862109        3005     367000SH    Sole     X
WASHINGTON MUTUAL, INC.        COM              939322103      412679    7777232SH    Sole     X
WASHINGTON POST CO CL B        CL B             939640108       33903      54960SH    Sole     X
WASHINGTON REIT                SH BEN INT       939653101       15588     659807SH    Sole     X
WASHINGTON TRUST BANCORP       COM              940610108         456      32600SH    Sole     X
WASTE CONNECTIONS, INC.        COM              941053100        5164     156200SH    Sole     X
WASTE INDUSTRIES, INC.         COM              941058109         401      66750SH    Sole     X
WASTE MANAGEMENT, INC.         COM              94106L109      257405    9275850SH    Sole     X
WASTE SYSTEMS INT'L, INC       COM NEW          94106P209          46     246500SH    Sole     X
WATCHGUARD TECHNOLOGIES        COM              941105108        4306     136166SH    Sole     X
WATER PIK TECHNOLOGIES         COM              94113U100        1545     220663SH    Sole     X
WATERLINK, INC.                COM              94155N105          10      24900SH    Sole     X
WATERS CORP.                   COM              941848103       69369     830770SH    Sole     X
WATSCO INC.                    COM              942622200        3297     286200SH    Sole     X
WATSON PHARMACEUTICAL INC      COM              942683103       80239    1567549SH    Sole     X
WATTS INDUSTRIES CLASS-A       CL A             942749102        4601     331600SH    Sole     X
WAUSAU-MOSINEE PAPER CORP      COM              943315101        5459     539160SH    Sole     X
WAVE SYSTEMS CORP              CL A             943526103        1869     415240SH    Sole     X
WAVO CORPORATION               COM              944027101           4     115100SH    Sole     X
WAYPOINT FINANCIAL CORP.       COM              946756103         904      82146SH    Sole     X
WEATHERFORD INTL., INC.        COM              947074100       34565     731543SH    Sole     X
DEL E. WEBB CORP.              COM              947423109        4931     168596SH    Sole     X
WEBCO INDUSTRIES, INC          COM              947621108          46      32000SH    Sole     X
WEBEX COMMUNICATIONS, INC      COM              94767L109        2590     124060SH    Sole     X
WEBSENSE, INC.                 COM              947684106         460      31700SH    Sole     X
WEBMETHODS, INC.               COM              94768C108       14190     159554SH    Sole     X
WEBHIRE, INC.                  COM              94768W104          22      24900SH    Sole     X
WEBLINK WIRELESS               CL A             94769A101        1327     386100SH    Sole     X
WEBMD CORP.                    COM              94769M105        9797    1234243SH    Sole     X
WEBSTER FINANCIAL CORP.        COM              947890109       15057     531811SH    Sole     X
WEBTRENDS CORP.                COM              94844D104        5836     201679SH    Sole     X
WEBVAN GROUP INC.              COM              94845V103         293     625579SH    Sole     X
WEIDER NUTRITION INT'L         CL A             948603105          22      10300SH    Sole     X
WEINGARTEN REALTY REIT         SH BEN INT       948741103       20197     461639SH    Sole     X
WEIRTON STEEL                  COM              948774104         196     164900SH    Sole     X
WEIS MARKETS, INC.             COM              948849104        5366     140064SH    Sole     X
WELLMAN, INC.                  COM              949702104        5877     416045SH    Sole     X
WELLPOINT HEATLH NEW           COM              94973H108      123609    1072528SH    Sole     X
WELLS FARGO & CO.              COM              949746101     1386862   24904369SH    Sole     X
WELLSFORD REAL PROPERTIES      COM NEW          950240200         325      20656SH    Sole     X
WENDY'S INTERNATIONAL          COM              950590109       49217    1874939SH    Sole     X
WERNER ENTERPRISES,INC.        COM              950755108        8216     483304SH    Sole     X
WESTBANCO INC                  COM              950810101        3676     156429SH    Sole     X
WESCO FINANCIAL CORP.          COM              950817106        9608      34101SH    Sole     X
WESCO INTERNATIONAL            COM              95082P105        2040     281400SH    Sole     X
WEST COAST BANCORP/OREGON      COM              952145100          80       8184SH    Sole     X
WEST PHARMA. SERV., INC.       COM              955306105        2421      98556SH    Sole     X
WEST TELESERVICES CORP.        COM              956188106        6174     219503SH    Sole     X
WESTAMERICA BANCORP            COM              957090103       20009     465325SH    Sole     X
WESTELL TECH., INC.            CL A             957541105        1022     333740SH    Sole     X
WESTERFED FINANCIAL CORP.      COM              957550106         562      25853SH    Sole     X
WESTCORP, INC.                 COM              957907108        3314     220947SH    Sole     X
WESTERN DIGITAL CORP.          COM              958102105        3534    1449736SH    Sole     X
WESTERN GAS RESOURCES, IN      COM              958259103        7957     236200SH    Sole     X
WESTERN MULTIPLEX CORP.        CL A             95874P107        1190     173097SH    Sole     X
WESTERN RESOURCES, INC.        COM              959425109       18657     751923SH    Sole     X
WESTERN WIRELESS CORP          CL A             95988E204       12772     325913SH    Sole     X
WESTFIELD AMERICA INC.         COM              959910100       15047    1042247SH    Sole     X
ROY F. WESTON, INC.            CL A             961137106        1162     258200SH    Sole     X
WESTPOINT STEVENS, INC.        COM              961238102        3607     481551SH    Sole     X
WESTPORT RESOURCES             COM              961415106        2483     113200SH    Sole     X
WESTVACO CORP.                 COM              961548104       53402    1829632SH    Sole     X
WESTWOOD ONE, INC.             COM              961815107       12320     637926SH    Sole     X
WETSEAL INC.                   CL A             961840105        2794     135900SH    Sole     X
WEYERHAEUSER CO.               COM              962166104      157817    3109704SH    Sole     X
WHIRLPOOL CORP.                COM              963320106       60011    1258420SH    Sole     X
WHITE ELECTRONIC DESIGNS       COM              963801105         514      79500SH    Sole     X
WHITEHALL JEWELLERS, INC.      COM              965063100         575      81450SH    Sole     X
WHITMAN CORPORATION            COM              96647R107       18741    1144504SH    Sole     X
WHITNEY HOLDINGS               COM              966612103        9773     269141SH    Sole     X
WHOLE FOOD MARKETS             COM              966837106       19522     319380SH    Sole     X
WILD OATS MARKETS              COM              96808B107         439     103400SH    Sole     X
JOHN WILEY & SONS              CL A             968223206        9245     429997SH    Sole     X
WILLAMETTE INDUSTRIES, IN      COM              969133107       72905    1553243SH    Sole     X
WILLIAMS COMMUNCTNS GRP        CL A             969455104        2734     232649SH    Sole     X
WILLIAMS COS., INC.            COM              969457100      252755    6328768SH    Sole     X
WILLIAMS CONTROLS, INC.        COM              969465103           3       3700SH    Sole     X
CLAYTON WILLIAMS ENERGY,       COM              969490101        6699     248100SH    Sole     X
WILLIAMS SONOMA, INC.          COM              969904101        6610     330520SH    Sole     X
WILLIS LEASE FINANCE CORP      COM              970646105         560      56000SH    Sole     X
WILMINGTON TRUST CORP.         COM              971807102       11679     188188SH    Sole     X
WILSHIRE FINANCIAL SVCS        COM NEW          971867205           0         64SH    Sole     X
WILSHIRE OIL CO. OF TEXAS      COM              971889100          18       5000SH    Sole     X
WILSONS THE LEATHER EXPRT      COM              972463103        1699     121350SH    Sole     X
WIND RIVER SYSTEMS             COM              973149107       14426     422739SH    Sole     X
WINFIELD CAPITAL CORP.         COM              973859101         202      71800SH    Sole     X
WINK COMMUNICATIONS INC.       COM              974168106        1369     228200SH    Sole     X
WINN DIXIE STORES, INC.        COM              974280109       38556    1989979SH    Sole     X
WINNEBAGO INDUSTRIES, INC      COM              974637100        2510     142900SH    Sole     X
WINSTAR COMMUNICATIONS         COM              975515107        5918     506322SH    Sole     X
WINSTON HOTELS, INC. REIT      COM              97563A102        1581     221831SH    Sole     X
WINTER SPORTS INC              COM              976072108          31       2425SH    Sole     X
WINTRUST FINANCIAL CORP        COM              97650W108         515      32300SH    Sole     X
WIRELESS FACILITIES, INC.      COM              97653A103        7420     204680SH    Sole     X
WISCONSIN CENT TRANS           COM              976592105        7524     499531SH    Sole     X
WISCONSIN ENERGY CORP.         COM              976657106       15856     702744SH    Sole     X
WISER OIL CO.                  COM              977284108        1176     224000SH    Sole     X
WIT SOUNDVIEW GROUP, INC.      COM              977383108        3088     859200SH    Sole     X
WITNESS SYSTEMS                COM              977424100        1683     124700SH    Sole     X
WOLOHAN LUMBER CO.             COM              977865104         444      41300SH    Sole     X
WOLVERINE TUBE INC.            COM              978093102        1062      88600SH    Sole     X
WOLVERINE WORLD WIDE           COM              978097103        6899     452364SH    Sole     X
WOMEN.COM NETWORKS, INC.       COM              978149102          53     242900SH    Sole     X
WOODHEAD INDUSTRIES, INC.      COM              979438108        1101      56100SH    Sole     X
WOODWARD GOVERNOR CO.          COM              980745103        6713     150000SH    Sole     X
WORKFLOW MANAGEMENT, INC.      COM              98137N109         708     103021SH    Sole     X
WORLD ACCEPTANCE CORP.         COM              981419104        1395     253600SH    Sole     X
WORLD ACCESS                   COM              98141A101        1636     679881SH    Sole     X
WORLD FUEL SERVICES            COM              981475106        1061     151574SH    Sole     X
WORLDGATE COMMUNICATIONS       COM              98156L307         663     174000SH    Sole     X
WORLD WRESTLING FED A          CL A             98156Q108        2230     139396SH    Sole     X
WORLDCOM INC.                  COM              98157D106      594527   42277474SH    Sole     X
WORLDWIDE XCEED GROUP INC      COM              981609100          11      85300SH    Sole     X
WORTHINGTON INDUSTRIES, I      COM              981811102       12636    1567231SH    Sole     X
WORLDPAGES.COM, INC.           COM              981922107        1254     466700SH    Sole     X
WM. WRIGLEY, JR. CO            COM              982526105      172294    1798242SH    Sole     X
WYNDHAM INTL INC               CL A             983101106        2367    1352692SH    Sole     X
XM SATELLITE RADIO HOLD        CL A             983759101        2941     183087SH    Sole     X
XO COMMUNICATIONS INC.         CL A             983764101       22750    1277207SH    Sole     X
X-RITE INC.                    COM              983857103        2669     341600SH    Sole     X
XCARE.NET, INC.                COM              98388Y101         598     116600SH    Sole     X
XCEL ENERGY, INC.              COM              98389B100      140920    4848861SH    Sole     X
XETA TECHNOLOGIES INC.         COM              983909102         425      42500SH    Sole     X
XILINX, INC.                   COM              983919101      244148    5293189SH    Sole     X
XIRCOM INC.                    COM              983922105        6449     416048SH    Sole     X
XEROX CORP.                    COM              984121103       43996    9512567SH    Sole     X
XTRA CORP.                     COM              984138107        7310     152300SH    Sole     X
XPEDIOR INC                    COM              98413B100         100     354200SH    Sole     X
XYBERNAUT CORPORATION          COM              984149104         278     165000SH    Sole     X
YAHOO! INC.                    COM              984332106      265912    8845313SH    Sole     X
THE YANKEE CANDLE CO.          COM              984757104        2851     257742SH    Sole     X
XICOR, INC.                    COM              984903104         412     122100SH    Sole     X
YARDVILLE NATL BANCORP.        COM              985021104         487      40385SH    Sole     X
YELLOW CORP.                   COM              985509108        6391     313897SH    Sole     X
YORK INTERNATIONAL CORP.       COM              986670107       15082     491469SH    Sole     X
YORK RESEARCH CORP             COM              987048105         122     111600SH    Sole     X
YOUNG BROADCASTING CORP        CL A             987434107        6945     207400SH    Sole     X
YOUTHSTREAM MEDIA NETWORK      COM              987819109          26      35100SH    Sole     X
Z-TEL TECHNOLOGIES INC         COM              988792107         732     141100SH    Sole     X
ZALE CORP                      COM              988858106       11623     399935SH    Sole     X
ZAMBA CORPORATION              COM              988881108         648     238500SH    Sole     X
ZANY BRAINY, INC.              COM              98906Q101           3       6165SH    Sole     X
ZEBRA TECHNOLOGIES CL A        CL A             989207105       13808     338462SH    Sole     X
ZEBRA TECHNOLOGIES CL B        CL A             989207105         547      13410SH    Sole     X
ZENGINE INC.                   COM              98935C107           9       1324SH    Sole     X
ZENITH NATIONAL INSURANCE      COM              989390109        4987     169760SH    Sole     X
ZEROPLUS.COM, INC.             COM              98949Y103          39     112100SH    Sole     X
ZIEGLER COMPANIES INC.         COM              989506100         404      24500SH    Sole     X
ZEVEX INTERNATIONAL, INC.      COM PAR $0.04    98950E400          50      12200SH    Sole     X
ZILA,INC                       COM PAR $0.01    989513205         241     116800SH    Sole     X
ZIONS BANCORP.                 COM              989701107       34575     553747SH    Sole     X
ZIXIT CORPORATION              COM              98974P100        2069     236428SH    Sole     X
ZORAN CORP.                    COM              98975F101        1793     115700SH    Sole     X
ZONAGEN, INC.                  COM              98975L108         504     191900SH    Sole     X
ZOLTEK COS., INC.              COM              98975W104         577     177600SH    Sole     X
ZYGO CORP.                     COM              989855101        3739     132200SH    Sole     X
ZOLL MEDICAL CORP              COM              989922109        2770      79000SH    Sole     X
ZOMAX INC.                     COM              989929104        1701     372900SH    Sole     X
S + P VALUE FUTURES            FUTURES          CONTRACT         6424         40SH    Sole     X
MIDCAP FUTURES                 FUTURES          CONTRACT       139286        533SH    Sole     X
S + P 500 FUTURES              FUTURES          CONTRACT       726574       2177SH    Sole     X
S + P GROWTH FUTURES           FUTURES          CONTRACT         4002         23SH    Sole     X
RUSSEL FUTURES                 FUTURES          CONTRACT       107780        441SH    Sole     X
FTSE FUTURES                   FUTURES          CONTRACT        17762        717SH    Sole     X
NIKKEI FUTURES                 FUTURES          CONTRACT        12537        548SH    Sole     X
FORWARDS CURRENCY CONTRACTS    FORWARDS         CURRENCY        31295 1487361295SH    Sole     X
DAIMLERCHRYSLER AG             ORD              D1668R123       13486     327337SH    Sole     X
AMDOCS LIMITED                 ORD              G02602103          38        576SH    Sole     X
APW LTD.                       COM              G04397108        8962     265538SH    Sole     X
XCELERA.COM                    COM              G31611109           0        100SH    Sole     X
EVEREST RE GROUP, LTD.         COM              G3223R108        7856     109681SH    Sole     X
FRESH DELMONTE PRODUCE         ORD              G36738105         652     147000SH    Sole     X
GLOBAL CROSSING LTD.           COM              G3921A100      158549   11077642SH    Sole     X
HARBOR GLOBAL COMPANY LTD      ORD              G4285W100          97      19440SH    Sole     X
HELEN OF TROY CORP.            COM              G4388N106          12       2500SH    Sole     X
LORAL SPACE & COMM             COM              G56462107        3212    1007811SH    Sole     X
SANTA FE INTL CORP             ORD              G7805C108       12658     394807SH    Sole     X
TRANSOCEAN SEDCO FOREX         ORD              G90078109      138691    3015025SH    Sole     X
TRENWICK GROUP LTD             COM              G9032C109        5128     206673SH    Sole     X
WHITE MOUNTAINS INS. GRP.      COM              G9618E107        6721      21070SH    Sole     X
XL CAPITAL LTD. CLASS A        CL A             G98255105        1494      17100SH    Sole     X
XOMA LTD.                      ORD              G9825R107        2779     285000SH    Sole     X
ROYAL CARIBBEAN CRUISES,       COM              V7780T103       16192     612166SH    Sole     X

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