<PAGE>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
<TABLE>
<CAPTION>
<S> <C>
Report for the Calendar Year or Quarter Ended: September 30, 1999
------------------
Check here if Amendment [ ]; Amendment Number: ------------------
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: Frank Russell Company
-------------------------------------------------------------------------------------------
Address: 909 A Street
Tacoma, WA 98402
-------------------------------------------------------------------------------------------
Form 13F File Number: 028-01190
-------------------------
</TABLE>
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:
<TABLE>
<S> <C> <C>
Name: Brian Golob
----------------------------------------------------------------------
Title: Staff Counsel and Assistant Secretary
----------------------------------------------------------------------
Phone: (253) 502-2354
----------------------------------------------------------------------
/s/ Brian Golob Tacoma, WA November 8, 1999
- ------------------------------------------------------------------------------- --------------- ------------------
[Signature] [City, State] [Date]
</TABLE>
1. This report is filed by Frank Russell Company as:
A. The corporate parent which, on the applicable reporting date, wholly
owned Frank Russell Trust Company ("FRTC"), a non-depository trust
company organized and existing under the laws of the State of
Washington. Through twenty-four collective investment funds, FRTC
serves as trustee or "investment manager" (as defined in ERISA) for
employee benefit plans.
B. The corporate parent of Frank Russell Investment Management Company
("FRIMCo"), the "investment advisor" (as defined in the Investment
Company Act of 1940) for Frank Russell Investment Company ("FRIC"), and
Russell Insurance Funds ("RIF"). FRIC and RIF are both diversified
open-end investment companies and are registered under the Investment
Company Act of 1940. FRIC consists of twenty-seven separate Funds and
RIF consists of five separate Funds.
C. The corporate parent of (a) Frank Russell Investments (Ireland) Ltd.,
manager of (i) Frank Russell Investment Company plc, consisting of 11
mutual funds, (ii) Frank Russell Qualifying Investor Fund plc,
consisting of one fund, and (iii) Frank Russell Institutional Funds
plc, consisting of one fund; (b) Frank Russell Investments (Cayman)
Ltd. which provides services to Frank Russell Investment Company LLC,
consisting of two mutual funds; (c) Frank Russell Investments (Cayman)
Limited which is deemed to control, by virtue of its 50% ownership
stake, SG/Russell Asset Management Limited, a joint venture, which
currently manages SG/Russell Funds plc, consisting of 10 funds; and (d)
Frank Russell Company Limited, which expects, in 2000, to manage
SG/Russell Funds plc directly (each fund listed in this section, a
"European Fund").
<PAGE>
D. The corporate parent of Frank Russell Canada Limited (FRCC), the
manager of seven investment pools and of eight open ended investment
trusts (together, the "Canada Funds") created under the laws of Ontario
pursuant to trust indentures.
E. The indirect corporate parent Frank Russell Investments (Japan), Ltd.
("FRIJ"), the manager of three collective investment vehicles
consisting of three master securities investment trusts created under
the laws of Japan pursuant to trust deeds, known as "mother funds,"
which invest in portfolio securities, and several additional securities
investment trusts, known as "baby funds," each of which invests in one
or more of the mother funds (together, the "Japan Funds").
2. FRTC uses the investment advisory services of one or more advisors for
each of its collective investment funds. The only authority conferred
upon the advisors by their agreements with FRTC is to recommend
purchases and sales of securities and to arrange for the execution of
transactions approved by FRTC (except for the Real Estate Equity Fund
and a portion of the Tactical Asset Allocation Fund which is invested
in group trusts, those investments are not reportable on Form 13F).
FRTC has retained and exercises the exclusive authority to make
investment decisions, and may purchase or sell portfolio securities
without the approval of the advisors. FRTC is solely responsible for
voting the portfolio securities. Accordingly: Item 6 "Investment
Discretion" is reported as "(b) shared" (with Frank Russell Company)
and Item 8 "Voting Authority" is reported as "(a) Sole" with respect to
securities owned by FRTC.
3. FRIC and RIF use discretionary, unaffiliated "money managers" who have
full authority to determine which securities will be bought or sold by
FRIC and RIF for applicable portions of FRIC's and RIF's portfolios
assigned to the money managers. However, FRIMCo has the authority to
give specific orders to purchase or sell securities, or to over-ride a
money manager's decisions. FRIC's and RIF's money managers are
authorized to vote portfolio securities. However, officers of FRIMCo,
who are also officers of FRIC and RIF, may vote portfolio securities in
lieu of money managers when FRIMCo officers deem it in the best
interest of FRIC's or RIF's shareholders. When appropriate, FRIMCo will
consult with FRIC's and RIF's Board of Trustees concerning the voting
of portfolio securities. Accordingly: Item 6 "Investment Discretion" is
reported as "(b) Shared" by FRC (as reporting Institutional Investment
Manager) with FRIMCo and as "(c) Shared-Other" by FRIMCo (with the
money manager): and, Item 8 "Voting Authority" is reported as "(b)
Shared" by FRIC's and RIF's money managers with FRC, FRIMCO, and with
FRIC's and RIF's Board of Trustees.
4. The European Funds use unaffiliated "money managers" who each have
complete discretion to purchase and sell securities for its segment of
a European Fund's portfolio. Money Managers may be hired or replaced at
any time by the applicable European Fund's manager or its agent,
subject to any applicable regulatory approvals. The applicable European
Fund's manager may directly manage any of a European Fund's portfolio
investments. Accordingly: Item 6 "Investment Discretion" is reported as
"(b) shared" with FRC (as reporting Institutional Investment Manager)
with the applicable European Fund's manager and as "(c) Shared-Other"
by applicable European Fund's manager (with the money manager); and
Item 8 "Voting Authority" is reported as "(b) Shared" by FRIC's and
RIF's money managers with applicable European Funds' managers.
5. The Canada Funds use unaffiliated "money managers" who each have
complete discretion to purchase and sell securities for its segment of
a Canada Fund's portfolio. Money Managers may be hired or replaced at
any time by FRCC. FRCC may manage the cash and cash equivalents of any
Canada Fund and may also, at its sole discretion, directly manage any
of a Canada Fund's portfolio investments. Accordingly: Item 6
"Investment Discretion" is reported as "(b) shared" with FRC (as
reporting Institutional Investment Manager) with FRCC and as "(c)
Shared-Other" by FRCC (with the money manager); and Item 8 "Voting
Authority" is reported as "(b) Shared" by FRIC's and RIF's money
managers with FRCC.
6. The Japan Funds use unaffiliated "money managers" who each have
complete discretion to purchase and sell securities for its segment of
a Japan Fund's portfolio. Money managers may be hired or replaced at
any time by FRIJ. FRIJ may manage the cash and cash equivalents of any
Japan Fund and may also, at its sole discretion, directly manage any of
a Japan Fund's portfolio investments. Accordingly: Item 6 "Investment
Discretion" is reported as "(b) shared" with FRC (as reporting
Institutional Investment Manager) with FRIJ and as "(c) Shared-Other"
by FRIJ (with the money manager); and Item 8 "Voting Authority" is
reported as "(b) Shared" between the Japan Fund's money managers and
FRIJ.
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 44
-----------------------------
Form 13F Information Table Entry Total: 6,523
-----------------------------
Form 13F Information Table Value Total: $ 18,901,343
-----------------------------
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
<TABLE>
<CAPTION>
No. Form 13F File Number Name
- ------- -------------------- ----------------------------------------------
<S> <C> <C>
1 28-6538 Alliance Capital Management L.P.
2 28-2321 Cohen & Steers Capital Management
3 28-3946 Delphi Management, Inc.
4 28-2405 Equinox Capital Management, LLC
5 28-3702 Franklin Portfolio Associates, LLC
6 28-1488 Genesis Asset Managers Limited
7 N/A Jacobs Levy Equity Management, Inc.
8 28-3706 J.P. Morgan Investment Management, Inc.
9 N/A Fiduciary Trust Company International, Inc.
10 N/A Lincoln Capital Management Company
11 28-1054 Montgomery Asset Management, L.P.
12 28-3877 Oechsle International Advisors, L.P.
13 28-1190 Pacific Investment Management Company (PIMCO)
14 28-1439 Quantitative Equity (Master)
15 28-6418 Fidelity Management Trust Company
16 28-4886 Standish, Ayer, & Wood, Inc.
17 28-0255 Suffolk Capital Management, Inc.
18 28-490 Trinity Investment Management Corporation
19 28-3059 Wellington Management Company, LLP
20 28-3559 Alliance Capital Management Canada, Inc.
21 N/A Ballie, Gifford Overseas Limited
22 28-3396 Capital Group, Inc. (Capital Guardian Trust Company)
23 28-3432 Sirach Capital Management, Inc.
24 28-5470 Marvin & Palmer Associates, Inc.
25 28-2701 GlobeFlex Capital, L.P.
26 28-541 Barclays Global Advisors, N.A.
27 N/A AEW Capital Management, L.P.
28 28-306 Westpeak Investment Advisors, L.P.
29 28-0979 Rothschild Asset Management, Inc.
30 28-4323 The Boston Company Asset Management, Inc.
31 28-4303 Sanford C. Bernstein & Co., Inc.
32 28-3426 Peachtree Asset Management
33 28-242 Mastholm Asset Management, LLC
34 28-985 Guardian Capital, Inc.
35 28-4557 RT Capital Management, Inc.
36 28-4372 Frank Russell Trust Company
37 28-01515 Geewax, Terker
38 N/A Foreign & Colonial Emerging Markets Limited
39 28-04189 Nicholas Applegate Capital Management
40 N/A Schroder Capital Management International Fund
41 N/A Schroder Investment Management (Singapore) Limited
42 N/A Barclays Global Investors
43 N/A Putnam Investments Institutional Management
44 N/A Marsico Capital Management, LLC
</TABLE>
<PAGE>
FORM 13F INFORMATION TABLE
<TABLE>
<CAPTION>
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8.
------- ------- ------- ------- ------- ------- ------- --------
Value Shares/Prn Investment Discretion Other Voting Authority
Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None
-------------- -------------- ----- --------- ------ ------ ---- ------- ----- -------- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AAR Corp. Common Stocks 000361105 100 3,800 SH x x 28 3,800
ABC Rail Products Corp. Common Stocks 000752105 277 19,600 SH x x 19 19,600
1,913 135,400 SH x 36 135,400
ADC Telecommunications,
Inc. Common Stocks 000886101 595 14,200 SH x x 26 14,200
2,139 51,007 SH x 36 51,007
ABM Industries, Inc. Common Stocks 000957100 162 6,400 SH x x 7 6,400
23 900 SH x x 18 900
244 9,600 SH x 36 9,600
AFLAC, Inc. Common Stocks 001055102 54 1,300 SH x x 28 1,300
3,848 91,900 SH x x 32 91,900
7,057 168,528 SH x 36 168,528
AGL Resources, Inc. Common Stocks 001204106 42 2,600 SH x x 18 2,600
AHL Services, Inc. Common Stocks 001296102 231 9,200 SH x x 9 9,200
47 1,800 SH x x 37 1,800
AES Corp. Common Stocks 00130H105 183 3,102 SH x 36 3,102
AK Steel Holding Corp. Common Stocks 001547108 1,226 67,200 SH x x 7 67,200
93 5,100 SH x x 18 5,100
69 3,800 SH x x 29 3,800
1,958 107,268 SH x 36 107,268
16 940 SH x x 42 940
AMB Property Corp. Common Stocks 00163T109 17,992 849,200 SH x x 2 849,200
47 2,200 SH x x 26 2,200
5,649 266,600 SH x x 27 266,600
271 12,808 SH x 36 12,808
38 1,800 SH x x 42 1,800
AMC Entertainment, Inc. Common Stocks 001669100 21 1,500 SH x x 18 1,500
Amli Residential
Properties Trust Common Stocks 001735109 69 3,300 SH x x 18 3,300
34 1,600 SH x 36 1,600
4 200 SH x x 42 200
AMR Corp. Common Stocks 001765106 550 10,100 SH x x 8 10,100
207 3,792 SH x 36 3,792
ATI Technologies, Inc. Common Stocks 001941103 1,889 117,500 SH x x 35 117,500
AT&T Corp. Common Stocks 001957109 21,017 440,979 SH x x 4 440,979
7,612 174,993 SH x x 5 174,993
13,805 295,290 SH x x 7 295,290
4,020 92,413 SH x x 8 92,413
1,320 30,336 SH x x 17 30,336
1,027 23,600 SH x x 18 23,600
9,392 215,900 SH x x 26 215,900
5,849 134,450 SH x x 28 134,450
7,208 165,710 SH x x 31 165,710
57,578 1,323,629 SH x 36 1,323,629
ARV Assisted Living,
Inc. Common Stocks 00204C107 138 55,000 SH x x 19 55,000
200 80,000 SH x 36 80,000
ATMI, Inc. Common Stocks 00207R100 239 6,400 SH x 36 6,400
Atmi, Inc. Common Stocks 00207R101 293 7,900 SH x x 23 7,900
AVT Corp. Common Stocks 002420107 28 900 SH x 36 900
AVX Corp. Common Stocks 002444107 2,579 67,100 SH x x 25 67,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
70 2,000 SH x x 26 2,000
112 3,200 SH x x 28 3,200
2,557 72,784 SH x 36 72,784
38 1,000 SH x x 42 1,000
Aaron Rents, Inc. Common Stocks 002535201 105 6,100 SH x x 7 6,100
359 18,400 SH x x 28 18,400
543 31,500 SH x 36 31,500
38 2,200 SH x x 37 2,200
10 600 SH x x 42 600
Abacus Direct Corp. Common Stocks 002553105 3,719 30,400 SH x x 9 30,400
3,534 29,000 SH x 36 29,000
Abbott Laboratories Common Stocks 002824100 426 11,700 SH x x 8 11,700
4,583 124,700 SH x x 26 124,700
2,459 66,900 SH x x 28 66,900
8,199 223,089 SH x 36 223,089
Abercrombie & Fitch Co.
Class A Common Stocks 002896207 2,335 65,700 SH x x 8 65,700
1,008 29,600 SH x x 10 29,600
3,294 96,700 SH x x 23 96,700
7,242 212,600 SH x x 26 212,600
3,079 90,400 SH x x 32 90,400
18,548 544,520 SH x 36 544,520
92 2,700 SH x x 37 2,700
Acceptance Insurance
Companies, Inc. Common Stocks 004308102 41 3,200 SH x x 7 3,200
37 2,900 SH x x 18 2,900
64 5,000 SH x 36 5,000
Acclaim Entertainment,
Inc. Common Stocks 004325205 55 7,200 SH x x 29 7,200
48 6,300 SH x x 37 6,300
Aceto Corp. Common Stocks 004446100 1,773 163,000 SH x 36 163,000
Ackerley Communications,
Inc. Common Stocks 004527107 18 1,500 SH x x 18 1,500
AC Nielsen Corp. Common Stocks 004833109 451 19,900 SH x x 18 19,900
3,064 135,031 SH x 36 135,031
57 2,500 SH x x 37 2,500
Activision, Inc. New Common Stocks 004930202 920 45,800 SH x x 28 45,800
42 2,400 SH x x 29 2,400
954 54,100 SH x 36 54,100
65 3,700 SH x x 37 3,700
Actel Corp. Common Stocks 004934105 62 3,300 SH x x 29 3,300
51 2,700 SH x x 37 2,700
Actuate Corp. Common Stocks 00508B102 870 25,600 SH x x 23 25,600
698 20,600 SH x 36 20,600
Acuson Common Stocks 005113105 15 1,200 SH x x 29 1,200
ACX Technologies, Inc. Common Stocks 005123104 71 7,500 SH x x 28 7,500
37 3,900 SH x x 29 3,900
277 29,200 SH x 36 29,200
Acxiom Corp. Common Stocks 005125109 871 44,334 SH x 36 44,334
ADAC Laboratories Common Stocks 005313200 1,211 123,450 SH x 36 123,450
Adaptec, Inc. Common Stocks 00651F108 896 22,568 SH x x 5 22,568
135 3,400 SH x x 7 3,400
1,713 43,150 SH x x 23 43,150
4,600 106,000 SH x x 25 106,000
194 4,900 SH x x 26 4,900
1,746 44,000 SH x x 31 44,000
9,534 240,238 SH x 36 240,238
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
234 5,900 SH x x 37 5,900
Adelphia Communications
Corp. Common Stocks 006848105 402 6,832 SH x 36 6,832
Adobe Systems, Inc. Common Stocks 00724F101 147 1,300 SH x x 5 1,300
1,990 16,340 SH x x 7 16,340
8,928 78,700 SH x x 26 78,700
136 1,200 SH x x 29 1,200
9,248 81,483 SH x 36 81,483
Adtran, Inc. Common Stocks 00738A106 107 2,800 SH x x 29 2,800
69 1,800 SH x x 37 1,800
Advance Paradigm, Inc. Common Stocks 007491103 87 1,600 SH x x 37 1,600
Advanced Digital
Information Common Stocks 007525108 4,589 151,200 SH x x 25 151,200
4,111 147,800 SH x 36 147,800
Advanced Lighting
Technologies, Inc. Common Stocks 00753C102 204 29,700 SH x x 19 29,700
346 49,400 SH x 36 49,400
Advanced Fibre
Communications Common Stocks 00754A105 928 41,700 SH x 36 41,700
Advest Group, Inc. (The) Common Stocks 007566102 31 1,700 SH x x 18 1,700
29 1,500 SH x x 28 1,500
00757K100 430 23,100 SH x 36 23,100
Advo Systems, Inc. Common Stocks 007585102 177 8,900 SH x 36 8,900
78 4,130 SH x x 42 4,130
Advanced Micro Devices,
Inc. Common Stocks 007903107 1,914 108,930 SH x x 7 108,930
926 53,891 SH x 36 53,891
AEGON NV Common Stocks 007924103 488 5,647 SH x x 8 5,647
Advanta Corp. Class A Common Stocks 007942105 214 14,600 SH x x 7 14,600
484 30,100 SH x x 28 30,100
341 23,300 SH x 36 23,300
Advanced Energy
Industries, Inc. Common Stocks 007973100 375 12,130 SH x 36 12,130
Aetna, Inc. Common Stocks 008117103 9,941 184,100 SH x x 4 184,100
260 5,288 SH x x 5 5,288
3,051 57,660 SH x x 7 57,660
2,668 53,700 SH x x 8 53,700
3,886 78,900 SH x x 18 78,900
1,502 30,500 SH x x 28 30,500
645 13,100 SH x x 31 13,100
5,919 323,223 SH x 36 323,223
Affiliated Computer
Services, Inc. Class A Common Stocks 008190100 65 1,600 SH x x 18 1,600
1,761 39,100 SH x x 28 39,100
2,081 51,213 SH x 36 51,213
98 2,400 SH x x 37 2,400
Affiliated Managers
Group, Inc. Common Stocks 008252108 177 6,500 SH x x 28 6,500
736 27,000 SH x 36 27,000
44 1,700 SH x x 42 1,700
Affymetrix, Inc. NPV Common Stocks 00826T108 4,226 43,000 SH x x 9 43,000
7,432 75,500 SH x 36 75,500
Ag-Chem Equipment Co.,
Inc. Common Stocks 008363103 217 22,000 SH x x 19 22,000
346 35,000 SH x 36 35,000
Agribrands
International, Inc. Common Stocks 00849R105 650 13,100 SH x x 7 13,100
346 6,400 SH x x 28 6,400
725 14,600 SH x 36 14,600
Agrium, Inc. Common Stocks 008916108 835 84,000 SH x x 3 84,000
2,415 243,000 SH x 36 243,000
Air Products &
Chemicals, Inc. Common Stocks 009158106 2,771 95,300 SH x x 8 95,300
2,575 88,600 SH x x 17 88,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
512 17,600 SH x x 18 17,600
1,547 53,230 SH x x 31 53,230
8,541 293,872 SH x 36 293,872
Airborne Freight Corp. Common Stocks 009266107 1,346 63,900 SH x x 7 63,900
78 3,700 SH x x 18 3,700
1,436 68,200 SH x 36 68,200
AirNet Systems, Inc. Common Stocks 009417106 208 22,800 SH x x 19 22,800
309 33,900 SH x 36 33,900
AirTran Holdings, Inc. Common Stocks 00949P108 40 8,000 SH x x 37 8,000
AKZO Nobel NV - ADR Common Stocks 010199305 2,873 67,300 SH x x 30 67,300
Alaska Air Group, Inc. Common Stocks 011659109 3,092 73,600 SH x x 7 73,600
106 2,600 SH x x 18 2,600
1,988 44,600 SH x x 28 44,600
5,436 133,600 SH x 36 133,600
21 500 SH x x 42 500
Albemarle Corp. Common Stocks 012653101 68 3,400 SH x x 18 3,400
24 1,200 SH x x 26 1,200
399 13,500 SH x x 28 13,500
483 24,000 SH x 36 24,000
45 2,410 SH x x 42 2,410
Alberto Culver Co. Class B Common Stocks 013068101 407 17,600 SH x x 5 17,600
93 4,000 SH x x 18 4,000
532 23,000 SH x x 28 23,000
1,612 69,705 SH x 36 69,705
Albertson's, Inc. Common Stocks 013104104 2,271 66,723 SH x x 4 66,723
79 2,000 SH x x 8 2,000
965 24,400 SH x x 18 24,400
692 17,500 SH x x 26 17,500
313 7,900 SH x x 28 7,900
9,424 238,205 SH x 36 238,205
Alcan Aluminum, Ltd. Common Stocks 013716105 816 26,100 SH x x 31 26,100
2,441 78,100 SH x 36 78,100
Alexander & Baldwin, Inc. Common Stocks 014482103 265 11,200 SH x x 7 11,200
279 11,700 SH x 36 11,700
28 1,100 SH x x 42 1,100
Alexandria Real Estate
Equities, Inc. Common Stocks 015271109 38 1,300 SH x 36 1,300
9 300 SH x x 42 300
Alfa Corp. Common Stocks 015385107 3 200 SH x x 42 200
Align-Rite International,
Inc. Common Stocks 016251100 412 21,900 SH x 36 21,900
Alkermes, Inc. Common Stocks 01642T108 2,899 99,600 SH x x 9 99,600
1,472 51,300 SH x x 23 51,300
7,653 265,600 SH x 36 265,600
Alleghany Corp. Common Stocks 017175100 314 1,338 SH x x 28 1,338
216 1,222 SH x 36 1,222
Allegheny Energy, Inc. Common Stocks 017361106 3,195 99,900 SH x x 8 99,900
592 18,600 SH x x 26 18,600
1,880 59,110 SH x x 31 59,110
5,734 180,255 SH x 36 180,255
119 3,700 SH x x 42 3,700
Allegheny Teldyne, Inc. Common Stocks 017415100 3,404 202,500 SH x x 8 202,500
70 4,167 SH x 36 4,167
Allegiance Telecom, Inc. Common Stocks 01747T102 81 1,531 SH x 36 1,531
200 3,800 SH x x 37 3,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Allergan, Inc. Common Stocks 018490102 5,190 47,182 SH x x 5 47,182
2,743 23,380 SH x x 7 23,380
15,312 139,200 SH x x 26 139,200
1,056 9,600 SH x x 28 9,600
12,382 112,563 SH x 36 112,563
227 2,000 SH x x 42 2,000
Alliant Techsystems, Inc. Common Stocks 018804104 277 4,000 SH x x 7 4,000
76 1,100 SH x x 18 1,100
897 12,000 SH x x 28 12,000
693 10,000 SH x 36 10,000
AlliedSignal, Inc. Common Stocks 019512102 4,587 76,500 SH x x 8 76,500
2,038 34,000 SH x x 18 34,000
857 14,300 SH x x 28 14,300
3,824 63,793 SH x 36 63,793
Allied Waste Industries, Inc. Common Stocks 019589308 233 19,900 SH x x 26 19,900
340 29,115 SH x 36 29,115
Allmerica Financial Corp. Common Stocks 019754100 357 7,500 SH x x 18 7,500
24 500 SH x x 26 500
619 13,004 SH x 36 13,004
158 3,300 SH x x 42 3,300
Allstate Corp. Common Stocks 020002101 12,994 480,332 SH x x 4 480,332
4,548 169,890 SH x x 7 169,890
10,145 408,200 SH x x 8 408,200
185 7,400 SH x x 26 7,400
1,751 70,200 SH x x 31 70,200
26,793 1,074,419 SH x 36 1,074,419
Alltel Corp. Common Stocks 020039103 3,428 45,320 SH x x 7 45,320
1,886 26,800 SH x x 28 26,800
8,959 127,309 SH x 36 127,309
123 1,741 SH x x 37 1,741
Alpha Industries, Inc. Common Stocks 020753109 3,039 53,800 SH x x 9 53,800
4,056 71,900 SH x 36 71,900
Alpharma, Inc. Class A Common Stocks 020813101 1,419 37,400 SH x x 28 37,400
109 3,100 SH x x 29 3,100
1,151 32,600 SH x 36 32,600
106 3,000 SH x x 37 3,000
Altera Corp. Common Stocks 021441100 2,000 46,168 SH x x 5 46,168
999 20,840 SH x x 7 20,840
48 1,100 SH x x 26 1,100
30 700 SH x x 28 700
179 4,128 SH x 36 4,128
ALZA Corp. Common Stocks 022615108 9,227 215,800 SH x x 8 215,800
4,328 101,100 SH x x 10 101,100
12,351 288,480 SH x 36 288,480
Amazon.com, Inc. Common Stocks 023135106 943 11,800 SH x x 26 11,800
669 8,392 SH x 36 8,392
Ambac Financial Group, Inc. Common Stocks 023139108 959 18,880 SH x x 7 18,880
1,846 39,200 SH x x 8 39,200
2,094 44,200 SH x x 26 44,200
1,639 34,600 SH x x 28 34,600
95 2,000 SH x x 29 2,000
1,731 36,530 SH x x 31 36,530
7,256 153,158 SH x 36 153,158
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Ambassadors International,
Inc. Common Stocks 023178106 160 11,900 SH x x 19 11,900
267 19,900 SH x 36 19,900
AMCOL International Corp. Common Stocks 02341W103 134 9,100 SH x x 7 9,100
214 14,500 SH x 36 14,500
44 3,000 SH x x 37 3,000
45 3,100 SH x x 42 3,300
Amerada Hess Corp. Common Stocks 023551104 19,000 289,710 SH x x 4 289,710
227 3,700 SH x x 5 3,700
1,488 22,840 SH x x 7 22,840
2,407 39,300 SH x x 28 39,300
33,685 549,960 SH x 36 549,960
AMERCO Common Stocks 023586100 100 3,500 SH x x 28 3,500
Ameren Corp. Common Stocks 023608102 72 1,900 SH x x 28 1,900
2,179 57,630 SH x x 31 57,630
8,456 223,631 SH x 36 223,631
America Online, Inc. Common Stocks 02364J104 9,509 77,300 SH x x 1 77,300
3,692 35,502 SH x x 5 35,502
21,606 204,100 SH x x 8 204,100
10,140 97,500 SH x x 10 97,500
3,505 33,700 SH x x 17 33,700
535 3,500 SH x x 20 3,500
8,497 81,700 SH x x 26 81,700
385 3,700 SH x x 28 3,700
2,756 26,500 SH x x 32 26,500
64,974 624,749 SH x 36 624,749
7,170 68,947 SH x x 44 68,947
America West Holding Corp.
Class B Common Stocks 023657208 1,822 102,290 SH x x 7 102,290
80 4,600 SH x x 18 4,600
899 47,100 SH x x 28 47,100
3,562 205,740 SH x 36 205,740
121 6,400 SH x x 42 6,400
American Annuity Group,
Inc. Common Stocks 023840101 6 300 SH x x 29 300
American Electric Power Co.,
Inc. Common Stocks 025537101 897 26,300 SH x x 31 26,300
2,352 68,917 SH x 36 68,917
American Express Co. Common Stocks 025816109 4,335 32,200 SH x x 17 32,200
1,737 12,900 SH x x 28 12,900
27,629 205,226 SH x 36 205,226
American Financial Group,
Inc. Common Stocks 025932104 894 30,950 SH x x 7 30,950
1,827 65,100 SH x x 18 65,100
36 1,300 SH x x 26 1,300
1,305 46,518 SH x 36 46,518
42 1,500 SH x x 42 1,500
American Freightways Corp. Common Stocks 02629V108 340 18,700 SH x x 7 18,700
716 39,350 SH x x 23 39,350
87 4,800 SH x x 29 4,800
1,439 79,100 SH x 36 79,100
40 2,200 SH x x 37 2,200
27 1,800 SH x x 42 1,800
American General Corp. Common Stocks 026351106 594 0 SH x x 4
1,093 17,300 SH x x 28 17,300
2,003 31,700 SH x x 31 31,700
7,417 117,385 SH x 36 117,385
American Greetings Corp.
Class A Common Stocks 026375105 1,728 67,100 SH x x 3 67,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
2,003 77,800 SH x x 7 77,800
3,595 139,600 SH x 36 139,600
American Health Properties, Inc. Common Stocks 026494104 64 3,200 SH x 36 3,200
6 300 SH x x 42 300
American Heritage Life
Investment Corp. Common Stocks 026522102 95 3,000 SH x x 29 3,000
American Home Products Corp. Common Stocks 026609107 20,186 481,200 SH x x 8 481,200
5,748 138,500 SH x x 10 138,500
1,361 32,800 SH x x 28 32,800
21,221 511,359 SH x 36 511,359
American Homestar Corp. Common Stocks 026651109 244 63,000 SH x x 19 63,000
353 91,000 SH x 36 91,000
American Industrial Properties
REIT Common Stocks 026791202 17 1,300 SH x 36 1,300
6 500 SH x x 42 500
American International Group,
Inc. Common Stocks 026874107 13,477 142,916 SH x x 1 142,916
13,941 141,100 SH x x 4 141,100
17,689 203,468 SH x x 5 203,468
1,481 15,875 SH x x 7 15,875
2,217 25,500 SH x x 8 22,500
5,660 65,100 SH x x 10 65,100
4,591 52,812 SH x x 17 52,812
367 2,875 SH x x 20 2,875
18,699 215,087 SH x x 26 215,087
624 7,175 SH x x 2 7,175
4,699 54,049 SH x x 31 54,049
74,795 860,329 SH x 36 860,329
American Italian Pasta Co. Class Common Stocks 027070101 1,385 48,400 SH x 36 48,400
American Management Systems, Inc. Common Stocks 027352103 1,937 69,100 SH x x 25 69,100
1,050 37,300 SH x x 28 37,300
90 3,500 SH x x 29 3,500
2,568 100,100 SH x 36 100,000
85 3,300 SH x x 37 3,300
American National Insurance Co. Common Stocks 028591105 154 2,300 SH x x 7 2,300
107 1,600 SH x x 26 1,600
505 7,535 SH x 36 7,535
7 100 SH x x 42 100
American Retirement Corp. Common Stocks 028913101 2,342 238,700 SH x x 2 238,700
American Power Conversion Corp. Common Stocks 029066107 2,085 110,100 SH x x 5 110,100
73 3,828 SH x 36 3,828
102 5,400 SH x x 37 5,400
American Standard Cos., Inc. Common Stocks 029712106 1,745 45,480 SH x x 31 45,480
3,693 96,228 SH x 36 96,228
American Tower Corp. Class A Common Stocks 029912201 55 2,813 SH x 36 2,813
American Water Works, Inc. Common Stocks 030411102 747 25,800 SH x x 7 25,800
787 27,200 SH x x 26 27,200
32 1,100 SH x x 28 1,100
1,773 61,263 SH x 36 61,263
American Woodmark Corp. Common Stocks 030506109 269 10,000 SH x 36 10,000
American Xtal Technology, Inc. Common Stocks 030514103 212 9,900 SH x 19 9,900
794 37,150 SH x 36 37,150
AmeriCredit Corp. Common Stocks 03060r101 318 21,300 SH x 36 21,300
84 5,600 SH x x 37 5,600
Ameron, Inc. Common Stocks 030710107 127 2,700 SH x x 28 2,700
AmeriPath, Inc. Common Stocks 03071D109 79 9,400 SH x x 28 9,400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
163 19,500 SH x 36 19,500
7 900 SH x x 42 900
AmeriSource Health Corp. Class A Common Stocks 03071P102 1,827 70,500 SH x x 25 70,500
1,534 60,200 SH x x 28 60,200
2,896 122,260 SH x 36 122,260
73 3,100 SH x x 37 3,100
Ameritrade Holding Corp. Class A Common Stocks 03072H109 59 3,200 SH x x 26 3,200
275 13,200 SH x x 28 13,200
600 32,669 SH x 36 32,669
Ames Department Stores, Inc. Common Stocks 030789507 480 15,100 SH x x 7 15,100
481 15,100 SH x 36 15,100
Ameritech Corp. Common Stocks 030954101 2,909 43,300 SH x x 7 43,300
7,356 109,300 SH x x 8 109,300
5,173 77,000 SH x x 26 77,000
4,132 61,500 SH x x 28 61,500
2,794 41,590 SH x x 31 41,590
20,315 302,359 SH x 36 302,359
AmeriGas Partners, L.P. Common Stocks 030975100 306 16,500 SH x 36 16,500
AMETEK, Inc. Common Stocks 031100100 61 3,100 SH x x 37 3,100
Amgen, Inc. Common Stocks 031162100 2,298 28,200 SH x x 7 28,200
932 9,700 SH x x 8 9,700
5,477 67,200 SH x x 10 67,200
522 6,400 SH x x 28 6,400
17,545 215,275 SH x 36 215,275
Amkor Technology, Inc. Common Stocks 031652100 1,221 76,000 SH x x 23 76,000
1,306 81,000 SH x 36 81,000
Amresco, Inc. Common Stocks 031909104 1 400 SH x x 8
56 18,700 SH x x 19 18,700
84 28,100 SH x 36 28,100
Amphenol Corp. Class A Common Stocks 032095101 30 600 SH x x 18 600
Amplicon, Inc. Common Stocks 032101107 204 17,000 SH x x 19 17,000
107 8,900 SH x x 28 8,900
315 26,000 SH x 36 26,000
AmSouth Bancorp Common Stocks 032165102 3,838 163,750 SH x x 26 163,750
120 5,100 SH x x 28 5,100
2,392 102,050 SH x x 32 102,050
10,996 469,178 SH x 36 469,178
AmSurg Corp. Class A Common Stocks 03232P108 268 42,000 SH x x 19 42,000
383 60,000 SH x 36 60,000
Amwest Insurance Group, Inc. Common Stocks 032345100 270 28,000 SH x x 19 28,000
410 42,000 SH x 36 42,000
Amtran, Inc. Common Stocks 03234G106 32 1,700 SH x x 37 1,700
Anadarko Petroleum Corp. Common Stocks 032511107 165 5,400 SH x x 28 5,400
78 2,546 SH x 36 2,546
Analog Devices, Inc. Common Stocks 032654105 128 2,500 SH x x 28 2,500
211 4,116 SH x 36 4,116
Anchor Bancorp., Inc. Common Stocks 032839102 66 2,800 SH x x 28 2,800
Andover Bancorp, Inc. Common Stocks 034258103 108 3,600 SH x x 7 3,600
251 8,400 SH x x 19 8,400
700 23,300 SH x 36 23,300
Andrew Corp. Common Stocks 034425108 47 2,700 SH x x 37 2,700
Andrx Corp. Common Stocks 034551101 1,117 19,100 SH x x 5 19,100
449 7,200 SH x x 7 7,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
70 1,200 SH x x 26 1,200
59 1,000 SH x x 28 1,000
497 8,483 SH x 36 8,483
Anheuser-Busch Cos., Inc. Common Stocks 035229103 2,247 32,066 SH x x 5 32,066
189 2,700 SH x x 8 2,700
3,076 43,900 SH x x 26 43,900
2,410 34,400 SH x x 28 34,400
3,790 54,100 SH x x 32 54,100
46,526 664,065 SH x 36 664,065
8,125 115,970 SH x x 44 115,970
Anicom, Inc. Common Stocks 035250109 18 3,500 SH x x 18 3,500
Anixter International, Inc. Common Stocks 035290105 472 20,300 SH x x 7 20,300
209 9,000 SH x x 8 9,000
109 4,700 SH x x 28 4,700
9 400 SH x x 29 400
1,128 48,500 SH x 36 48,500
47 2,000 SH x x 42 2,000
AnnTaylor Stores Corp. Common Stocks 036115103 3,724 91,100 SH x x 23 91,100
2,083 46,700 SH x x 25 46,700
1,303 29,800 SH x x 28 29,800
110 2,700 SH x x 29 2,700
5,941 145,350 SH x 36 145,350
114 2,800 SH x x 37 2,800
ANTEC Corp. Common Stocks 03664P105 2,770 52,500 SH x x 9 52,500
138 2,600 SH x x 29 2,600
234 4,400 SH x 36 4,400
Anthracite Capital, Inc. Common Stocks 037023100 8 1,200 SH x 36 1,200
AON Corp. Common Stocks 037389103 2,305 77,959 SH x x 5 77,959
3,926 132,600 SH x x 8 132,600
156 5,279 SH x 36 5,279
Apache Corp. Common Stocks 037411105 1,434 33,200 SH x x 5 33,200
1,535 33,300 SH x x 7 33,300
2,298 53,200 SH x x 18 53,200
8,240 190,800 SH x x 26 190,800
1,832 40,300 SH x x 28 40,300
2,557 59,200 SH x x 32 59,200
13,319 308,400 SH x 36 308,400
16 400 SH x x 42 400
Apartment Investment &
Management Co. REIT Class A Common Stocks 03748R101 22,250 581,700 SH x x 2 581,700
23 600 SH x x 26 600
8,178 213,815 SH x x 27 213,815
517 13,518 SH x 36 13,518
54 1,400 SH x x 42 1,400
Apogee Enterprises, Inc. Common Stocks 037598109 34 4,900 SH x x 37 4,900
Apollo Group, Inc. Class A Common Stocks 037604105 38 1,787 SH x 36 1,787
Apple Computer, Inc. Common Stocks 037833100 2,952 46,665 SH x x 5 46,665
1,461 23,100 SH x x 8 23,100
4,902 77,500 SH x x 17 77,500
38 600 SH x x 28 600
190 3,000 SH x x 31 3,000
4,510 71,300 SH x x 32 71,300
26,739 422,337 SH x 36 422,337
Applebee's International, Inc. Common Stocks 037899101 527 14,200 SH x x 28 14,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
124 3,700 SH x x 29 3,700
798 23,700 SH x 36 23,700
64 1,900 SH x x 37 1,900
Apria Healthcare Group,
Inc. Common Stocks 037933108 1,815 99,300 SH x x 25 99,300
206 12,300 SH x x 26 12,300
2,065 123,300 SH x 36 123,300
200 14,000 SH x x 42 14,000
Applied Extrusion
Technologies, Inc. Common Stocks 038196101 295 40,000 SH x x 19 40,000
369 50,000 SH x 36 50,000
Applied Industrial
Technology, Inc. Common Stocks 03820C105 59 3,300 SH x x 7 3,300
31 1,700 SH x 36 1,700
Applied Materials, Inc. Common Stocks 038222105 3,125 32,600 SH x x 1 32,600
682 8,792 SH x x 5 8,792
3,347 40,300 SH x x 7 40,300
6,790 85,800 SH x x 8 85,800
4,828 62,200 SH x x 10 62,200
5,876 75,700 SH x x 17 75,700
182 1,600 SH x x 20 1,600
1,351 17,400 SH x x 26 17,400
435 5,600 SH x x 28 5,600
2,181 28,100 SH x x 32 28,100
38,819 498,483 SH x 36 498,483
Applied Power, Inc.,
Class A Common Stocks 038225108 281 9,250 SH x x 19 9,250
413 13,600 SH x 36 13,600
Applied Micro Circuits
Corp. New Common Stocks 03822W109 68 1,196 SH x 36 1,196
AptarGroup, Inc. Common Stocks 038336103 594 22,200 SH x x 7 22,200
3,150 118,400 SH x x 9 118,400
5,120 191,400 SH x 36 191,400
Aracruz Celulose SA NPV -
ADR Common Stocks 038496204 64 2,100 SH x x 8 2,100
463 22,170 SH x x 39 22,170
144 6,900 SH x x 40 6,900
Arcadia Financial, Ltd. Common Stocks 039101100 98 22,700 SH x x 7 22,700
102 23,600 SH x 36 23,600
Arch Coal, Inc. Common Stocks 039380100 32 2,600 SH x x 7 2,600
49 4,000 SH x x 18 4,000
55 4,500 SH x 36 4,500
10 800 SH x x 42 800
Archer-Daniels-Midland Co. Common Stocks 039483102 1,931 158,426 SH x x 5 158,426
2,152 176,578 SH x x 31 176,578
12,300 1,009,236 SH x 36 009,236
Archstone Communities
Trust Common Stocks 039581103 46 2,400 SH x x 26 2,400
8,534 441,874 SH x x 27 441,874
404 20,916 SH x 36 20,916
Arctic Cat, Inc. Common Stocks 039670104 88 9,200 SH x 36 9,200
4 400 SH x x 42 400
Arden Realty Group, Inc. Common Stocks 039793104 16,478 757,600 SH x x 2 757,600
126 5,800 SH x x 26 5,800
4,956 227,850 SH x x 27 227,850
460 21,155 SH x 36 21,155
26 1,200 SH x x 42 1,200
Ardent Software, Inc. Common Stocks 039794102 1,847 69,550 SH x x 23 69,550
1,624 60,300 SH x 36 60,300
Area Bancshares Corp. Common Stocks 039872106 333 10,700 SH x x 28 10,700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
403 14,000 SH x 36 14,000
Argosy Gaming Co. Common Stocks 040228108 3,450 238,600 SH x x 25 238,600
424 28,900 SH x x 28 28,900
3,408 257,200 SH x 36 257,200
ARIS Corp. NPV Common Stocks 04040A101 152 27,000 SH x x 19 27,000
230 40,000 SH x 36 40,000
Armstrong World
Industries, Inc. Common Stocks 042476101 1,487 33,100 SH x x 18 33,100
175 3,900 SH x x 28 3,900
849 18,900 SH x x 31 18,900
2,540 56,524 SH x 36 56,524
Arnold Industries, Inc. Common Stocks 042595108 1,385 109,700 SH x 36 109,700
Arrow Electronics, Inc. Common Stocks 042735100 2,376 134,800 SH x x 3 134,800
2,286 127,290 SH x x 7 127,290
1,720 87,800 SH x x 28 87,800
617 35,000 SH x x 31 35,000
7,579 430,010 SH x 36 430,010
Arrow International, Inc.
NPV Common Stocks 042764100 8 300 SH x x 42 300
Artesyn Technologies, Inc. Common Stocks 043127109 1,007 53,100 SH x 36 53,100
74 3,900 SH x x 37 3,900
Arvin Industries, Inc. Common Stocks 043339100 1,394 45,070 SH x x 7 45,070
96 3,100 SH x x 18 3,100
108 3,500 SH x x 28 3,500
74 2,400 SH x x 29 2,400
2,188 70,720 SH x 36 70,720
31 1,000 SH x x 42 1,000
Ascent Entertainment
Group, Inc. Common Stocks 043628106 44 3,200 SH x 36 3,200
Ashanti Goldfields, Ltd.
- - ADR Common Stocks 043743202 2,090 249,722 SH x x 6 249,722
Ashland, Inc. Common Stocks 044204105 1,743 48,210 SH x x 7 48,210
4,452 132,400 SH x x 18 132,400
1,643 48,850 SH x x 31 48,850
5,303 157,700 SH x 36 157,700
Asia Pulp & Paper Co, -
ADR Ltd. Common Stocks 04516V100 347 59,000 SH x x 31 59,000
Assisted Living Concepts,
Inc. Common Stocks 04543L109 173 60,000 SH x x 19 60,000
0 75,000 SH x 36 75,000
Associated Banc-Corp. Common Stocks 045487105 1,494 41,200 SH x x 8 41,200
56 1,537 SH x 36 1,537
Associated Estates Realty
Corp. Common Stocks 045604105 14 1,500 SH x 36 1,500
2 200 SH x x 42 200
Associated Group, Inc.
(The) Class A Common Stocks 045651106 2,164 32,900 SH x x 28 32,900
1,729 28,583 SH x 36 28,583
At Home Corp. Series A Common Stocks 045919107 127 3,069 SH x 36 3,069
Associates First Capital
Corp. Class A Common Stocks 046008108 23,453 581,311 SH x x 1 581,311
0 0 SH x x 4
1,035 28,744 SH x x 5 28,744
4,631 120,000 SH x x 7 120,000
2,175 60,406 SH x x 8 60,406
2,945 81,800 SH x x 10 81,800
1,163 22,000 SH x x 20 22,000
31,746 881,834 SH x 36 881,834
Astec Industries, Inc. Common Stocks 046224101 1,128 41,100 SH x x 28 41,100
955 39,600 SH x 36 39,600
Astoria Financial Corp. Common Stocks 046265104 3,691 115,890 SH x x 7 115,890
5,346 170,285 SH x x 8 170,285
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,133 36,300 SH x x 9 36,300
3,466 112,700 SH x x 18 112,700
1,644 49,000 SH x x 25 49,000
95 3,100 SH x x 26 3,100
614 18,700 SH x x 28 18,700
8,457 275,022 SH x 36 275,022
AstroPower, Inc. Common Stocks 04644A101 240 20,000 SH x x 19 20,000
360 30,000 SH x 36 30,000
Asyst Technologies, Inc. Common Stocks 04648X107 297 9,000 SH x x 19 9,000
855 25,900 SH x 36 25,900
Atlantic Richfield Co. Common Stocks 048825103 3,740 42,200 SH x x 1 42,200
1,099 12,400 SH x x 26 12,400
1,905 21,500 SH x x 31 21,500
19,702 222,302 SH x 36 222,302
Atlas Air, Inc. Common Stocks 049164106 66 3,000 SH x x 37 3,000
Atmel Corp. Common Stocks 049513104 1,306 38,700 SH x x 7 38,700
2,762 81,694 SH x 36 81,694
108 3,200 SH x x 37 3,200
Atwood Oceanics, Inc. Common Stocks 050095108 28 900 SH x x 18 900
199 6,500 SH x 36 6,500
Aura Systems, Inc. Common Stocks 051526100 55 440,400 SH x 36 440,400
Aurora Foods, Inc. Common Stocks 05164B106 1,339 84,500 SH x x 9 84,500
34 2,100 SH x x 37 2,100
Authentic Fitness Corp. Common Stocks 052661105 156 8,900 SH x x 7 8,900
49 2,800 SH x x 29 2,800
177 10,100 SH x 36 10,100
47 2,700 SH x x 37 2,700
11 600 SH x x 42 600
Autodesk, Inc. Common Stocks 052769106 28 1,300 SH x 36 1,300
Autoliv, Inc. Common Stocks 052800109 92 2,452 SH x 36 2,452
Automatic Data
Processing, Inc. Common Stocks 053015103 3,812 85,500 SH x x 8 85,500
5,226 117,100 SH x x 10 117,100
15,433 345,830 SH x 36 345,830
AutoZone, Inc. Common Stocks 053332102 97 3,441 SH x 36 3,441
Avalonbay Communities,
Inc. Common Stocks 053484101 22,341 659,500 SH x x 2 659,500
163 4,800 SH x x 26 4,800
7,531 222,330 SH x x 27 222,330
776 22,922 SH x 36 22,922
Avant! Corp. Common Stocks 053487104 1,206 67,600 SH x 36 67,600
33 1,900 SH x x 42 1,900
Avery Dennison Corp. Common Stocks 053611109 332 6,300 SH x x 26 6,300
1,237 23,451 SH x 36 23,451
Aviation Sales Co. Common Stocks 053672101 129 6,800 SH x x 28 6,800
125 6,600 SH x 36 6,600
25 1,300 SH x x 37 1,300
Avis Rent A Car, Inc. Common Stocks 053790101 1,749 81,570 SH x x 7 81,570
1,526 67,000 SH x x 25 67,000
1,983 87,800 SH x x 28 87,800
5,793 277,490 SH x 36 277,490
27 1,300 SH x x 37 1,300
93 4,400 SH x x 42 4,400
Avnet, Inc. Common Stocks 053807103 1,928 45,900 SH x x 3 45,900
3,248 75,170 SH x x 7 75,170
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
336 8,000 SH x x 28 8,000
546 13,000 SH x x 31 13,000
8,142 193,850 SH x 36 193,850
Avon Products, Inc. Common Stocks 054303102 35 1,400 SH x x 8 1,400
169 6,800 SH x x 28 6,800
658 26,523 SH x 36 26,523
Aware, Inc. Common Stocks 05453N100 1,271 44,300 SH x 36 44,300
Aztar Corp. Common Stocks 054802103 460 44,900 SH x x 7 44,900
2,509 223,800 SH x x 25 223,800
2,784 271,600 SH x 36 271,600
21 1,900 SH x x 42 1,900
BB&T Corp. Common Stocks 054937107 1,162 35,900 SH x x 26 35,900
806 24,900 SH x x 28 24,900
1,932 59,676 SH x 36 59,676
BHC Communications, Inc. Class A Common Stocks 055448104 70 500 SH x x 26 500
781 5,600 SH x x 28 5,600
3,179 22,785 SH x 36 22,785
BISYS Group, Inc. New Common Stocks 055472104 4,096 88,600 SH x x 9 88,600
1,391 26,600 SH x x 28 26,600
6,556 139,762 SH x 36 139,762
89 1,900 SH x x 37 1,900
BJ Services Co. Common Stocks 055482103 4,529 143,000 SH x x 9 143,000
1,533 48,200 SH x x 23 48,200
5,620 176,660 SH x 36 176,660
BJ's Wholesale Club, Inc. Common Stocks 05548J106 2,010 68,000 SH x x 7 68,000
902 30,500 SH x x 26 30,500
150 3,800 SH x x 28 3,800
2,306 78,004 SH x 36 78,004
27 900 SH x x 37 900
39 1,300 SH x x 42 1,300
BMC Industries, Inc. Common Stocks 055607105 31 2,500 SH x 36 2,500
39 3,200 SH x x 37 3,200
38 3,000 SH x x 42 3,000
BOK Financial Corp. Common Stocks 05561Q201 502 24,388 SH x x 28 24,388
378 19,408 SH x 36 19,408
35 1,800 SH x x 37 1,800
BRE Properties, Inc. Common Stocks 05564E106 132 5,500 SH x 36 5,500
24 1,000 SH x x 42 1,000
BSB Bancorp, Inc. Common Stocks 055652101 38 1,600 SH x x 18 1,600
264 11,000 SH x x 19 11,000
384 16,000 SH x 36 16,000
BMC Software, Inc. Common Stocks 055921100 12,059 157,200 SH x x 4 157,200
4,878 68,500 SH x x 8 68,500
5,856 81,900 SH x x 10 81,900
30,657 428,390 SH x 36 428,390
BWay Corp. Common Stocks 056039100 216 21,700 SH x x 19 21,700
287 28,900 SH x 36 28,900
Bacou USA, Inc. Common Stocks 056439102 3 200 SH x 36 200
Baker Hughes, Inc. Common Stocks 057224107 119 4,100 SH x x 26 4,100
12,961 446,942 SH x 36 446,942
Baldwin & Lyons Class B Common Stocks 057755200 8 400 SH x 36 400
Ball Corp. Common Stocks 058498106 2,115 48,000 SH x x 7 48,000
1,652 37,500 SH x x 18 37,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
498 11,300 SH x x 26 11,300
2,319 47,400 SH x x 28 47,400
4,961 112,596 SH x 36 112,596
317 7,600 SH x x 42 7,600
Banco Bilbao Vizcaya
International - ADR Preferred Stocks 059456103 260 10,000 SH x x 13 10,000
BancFirst Corp. Common Stocks 05945F103 188 5,300 SH x x 28 5,300
101 3,200 SH x 36 3,200
Banco BHIF ADR Common Stocks 05946H108 336 25,000 SH x x 31 25,000
Banco de A. Edwards Series A - ADR Common Stocks 059504100 125 7,800 SH x x 40 7,800
Banco de Galicia y Buenos Aires
Class B New - ADR Common Stocks 059538207 90 2,961 SH x x 8 2,961
143 6,890 SH x x 40 6,890
Banco Santander Chile Series A -
ADR Common Stocks 05965F108 114 4,500 SH x x 8 4,500
282 16,400 SH x x 40 16,400
Banco Santiago - ADR Common Stocks 05965L105 1,060 53,200 SH x x 6 53,200
41 1,400 SH x x 8 1,400
BancWest Corp. New Common Stocks 059790105 355 8,000 SH x x 28 8,000
999 24,600 SH x 36 24,600
Bandag, Inc. Common Stocks 059815100 458 14,300 SH x x 7 14,300
477 14,900 SH x 36 14,900
Bank of New York Co., Inc. Common Stocks 064057102 591 17,663 SH x 36 17,663
Bank One Corp. Common Stocks 06423A103 6,013 161,080 SH x x 7 161,080
1,658 47,600 SH x x 8 47,600
8,748 251,300 SH x x 18 251,300
1,319 37,899 SH x x 26 37,899
3,827 109,930 SH x x 31 109,930
14,730 423,116 SH x 36 423,116
Bank United Corp. Class A Common Stocks 065412108 726 22,600 SH x x 7 22,600
244 7,600 SH x x 28 7,600
3,542 109,400 SH x 36 109,400
BankAtlantic Bancorp, Inc. Common Stocks 065908105 305 48,000 SH x x 3 48,000
46 7,300 SH x x 18 7,300
Bankatlantic Bancorp, Inc. Class A Common Stocks 065908501 1,321 237,565 SH x x 3 237,565
1,912 343,789 SH x 36 343,789
Bank of America Corp. Common Stocks 06605F102 4,890 83,052 SH x x 1 83,052
4,648 78,943 SH x x 4 78,943
3,132 53,200 SH x x 8 53,200
BankBoston Corp. Common Stocks 06605R106 5,166 119,100 SH x x 17 119,100
1,215 28,000 SH x x 31 28,000
15,451 356,219 SH x 36 356,219
Banknorth Group, Inc. Common Stocks 06646L100 430 12,400 SH x x 28 12,400
221 7,400 SH x 36 7,400
Banta Corp. Common Stocks 066821109 1,785 80,000 SH x x 3 80,000
515 23,100 SH x x 7 23,100
60 2,700 SH x x 18 2,700
147 6,600 SH x x 26 6,600
2,974 133,300 SH x 36 133,300
64 2,800 SH x x 42 2,800
Bard (C.R.), Inc. Common Stocks 067383109 518 11,000 SH x x 18 11,000
2,497 48,500 SH x x 25 48,500
1,935 38,700 SH x x 28 38,700
4,810 102,200 SH x 36 102,200
Barnes & Noble, Inc. Common Stocks 067774109 1,438 55,300 SH x x 18 55,300
141 4,500 SH x x 28 4,500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
34 1,324 SH x 36 1,324
47 1,800 SH x x 37 1,800
Barnes Group, Inc. Common Stocks 067806109 86 4,200 SH x x 28 4,200
12 600 SH x 36 600
12 600 SH x x 42 600
Barrett Resources Corp. Common Stocks 068480201 968 26,200 SH x 36 26,200
74 2,000 SH x x 37 2,000
Basin Exploration, Inc. Common Stocks 070107107 200 8,400 SH x x 7 8,400
26 1,100 SH x x 18 1,100
456 19,200 SH x x 23 19,200
583 24,300 SH x 36 24,300
Bausch & Lomb, Inc. Common Stocks 071707103 303 4,600 SH x x 8 4,600
7,268 110,219 SH x 36 110,219
Baxter International, Inc. Common Stocks 071813109 17,636 269,420 SH x x 4 269,420
2,061 34,200 SH x x 5 34,200
4,067 62,960 SH x x 7 62,960
5,163 85,700 SH x x 17 85,700
54 900 SH x x 28 900
0 0 SH x x 31
36,079 598,825 SH x 36 598,825
Bay View Capital Corp. Common Stocks 07262L101 480 36,200 SH x x 7 36,200
45 3,400 SH x x 18 3,400
971 66,400 SH x x 28 66,400
1,509 113,900 SH x 36 113,900
BEA Systems, Inc. Common Stocks 073325102 1,633 46,253 SH x 36 46,253
Bear Stearns Cos., Inc. Common Stocks 073902108 2,541 66,104 SH x x 3 66,104
624 16,241 SH x x 5 16,241
1,760 42,140 SH x x 7 42,140
884 23,000 SH x x 8 23,000
398 10,350 SH x x 26 10,350
2,660 69,200 SH x x 28 69,200
2,010 52,300 SH x x 31 52,300
9,796 254,864 SH x 36 254,864
Bebe Stores, Inc. Common Stocks 075571109 34 1,400 SH x x 37 1,400
Beckman Coulter, Inc. Common Stocks 075811100 27 600 SH x 36 600
Becton, Dickinson & Co. Common Stocks 075887109 281 9,800 SH x x 8 9,800
17 600 SH x x 26 600
6,736 240,050 SH x 36 240,050
Bed Bath & Beyond, Inc. Common Stocks 075896100 2,334 66,800 SH x x 10 66,800
5,440 155,700 SH x x 32 155,700
14,860 425,344 SH x 36 425,344
196 5,600 SH x x 37 5,600
Bedford Property Investors, Inc. Common Stocks 076446301 2,116 125,400 SH x 36 125,400
9 500 SH x x 42 500
Belden, Inc. Common Stocks 077459105 53 2,600 SH x x 18 2,600
409 18,300 SH x x 28 18,300
695 33,900 SH x 36 33,900
33 1,600 SH x x 37 1,600
93 4,500 SH x x 42 4,500
Bell & Howell Co. Common Stocks 077852101 846 21,100 SH x x 28 21,100
389 10,600 SH x 36 10,600
Bell Atlantic Corp. Common Stocks 077853109 26,085 359,784 SH x x 4 359,784
7,862 116,792 SH x x 5 116,792
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
22,008 329,162 SH x x 8 329,162
6,327 94,000 SH x x 17 94,000
16,008 237,816 SH x x 26 237,816
5,385 80,000 SH x x 28 80,000
4,370 64,920 SH x x 31 64,920
67,617 1,004,522 SH x 36 1,004,522
BellSouth Corp. Common Stocks 079860102 12,194 270,988 SH x x 5 270,988
1,306 23,200 SH x x 7 23,200
13,239 294,200 SH x x 18 294,200
17,830 396,221 SH x x 26 396,221
6,449 143,300 SH x x 28 143,300
3,611 80,240 SH x x 31 80,240
23,631 525,133 SH x 36 525,133
Belo (A.H.) Corp. Class A Common Stocks 080555105 361 18,900 SH x x 26 18,900
880 45,989 SH x 36 45,989
Bemis Co., Inc. Common Stocks 081437105 37 1,103 SH x 36 1,103
Benchmark Electronics,
Inc. Common Stocks 08160H101 450 12,750 SH x 36 12,750
Bergen Brunswig Corp.
Class A Common Stocks 083739102 589 56,738 SH x x 5 56,738
783 65,800 SH x x 28 65,800
953 91,840 SH x x 31 91,840
2,583 248,980 SH x 36 248,980
Berkley (W.R.) Corp. Common Stocks 084423102 0 1 SH x 36 1
Berkshire Realty Co., Inc. Common Stocks 084710102 54 4,500 SH x 36 4,500
11 900 SH x x 42 900
Best Buy Co. Common Stocks 086516101 1,920 30,930 SH x x 5 30,930
341 5,500 SH x x 8 5,500
8,540 137,600 SH x x 26 137,600
22,706 365,854 SH x 36 365,854
3,216 51,821 SH x x 44 51,821
Bestfoods Common Stocks 08658U101 3,754 77,400 SH x x 8 77,400
323 6,670 SH x 36 6,670
Beverly Enterprises, Inc.
New Common Stocks 087851309 2,324 546,900 SH x 36 546,900
Big Flower Holdings, Inc. Common Stocks 089159107 1,430 50,500 SH x x 3 50,500
34 1,200 SH x x 37 1,200
Bindley Western
Industries, Inc. Common Stocks 090324104 645 45,062 SH x x 7 45,062
36 2,500 SH x x 18 2,500
1,623 105,053 SH x x 28 105,053
2,852 199,251 SH x 36 199,251
BindView Development Corp. Common Stocks 090327107 1,368 69,500 SH x x 23 69,500
1,096 55,650 SH x 36 55,650
Bio-Rad Laboratories,
Inc. Class A Common Stocks 090572207 52 1,900 SH x x 18 1,900
704 25,700 SH x 36 25,700
Biogen, Inc. Common Stocks 090597105 2,000 25,402 SH x x 5 25,402
3,714 43,880 SH x x 7 43,880
299 3,800 SH x x 28 3,800
7,036 89,274 SH x 36 89,274
276 3,500 SH x x 37 3,500
Biomatrix, Inc. Common Stocks 09060P102 49 2,200 SH x x 37 2,200
Biomet, Inc. Common Stocks 090613100 61 2,301 SH x 36 2,301
74 2,800 SH x x 37 2,800
Biovail Corp.
International Common Stocks 09067K106 1,690 33,300 SH x 36 33,300
Biosite Diagnostics, Inc. Common Stocks 090945106 274 30,300 SH x x 19 30,300
416 45,700 SH x 36 45,700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Black & Decker Corp. Common Stocks 091797100 178 3,900 SH x x 31 3,900
96 2,100 SH x 36 2,100
Black Box Corp. Common Stocks 091826107 126 2,400 SH x x 29 2,400
Black Hills Corp. Common Stocks 092113109 128 5,500 SH x x 7 5,500
198 8,500 SH x 36 8,500
Blair Corp. Common Stocks 092828102 18 1,000 SH x x 28 1,000
E.W. Blanch Holdings, Inc. Common Stocks 093210102 2,367 35,050 SH x x 7 35,050
83 1,300 SH x x 28 1,300
78 1,200 SH x x 29 1,200
2,467 37,880 SH x 36 37,880
72 1,100 SH x x 37 1,100
Block Drug Co., Inc.
Class A Common Stocks 093644102 1,551 43,545 SH x x 3 43,545
2,200 61,223 SH x 36 61,223
Block (H&R) Co., Inc. Common Stocks 093671105 949 21,846 SH x x 5 21,846
1,034 23,800 SH x x 26 23,800
56 1,300 SH x x 28 1,300
1,603 36,912 SH x 36 36,912
Blue Square Israel, Ltd.
NPV - ADR Common Stocks 096055108 86 4,260 SH x x 8 4,260
189 13,720 SH x x 40 13,720
Blyth Industries, Inc. Common Stocks 09643P108 22 790 SH x 36 790
Bob Evans Farms, Inc. Common Stocks 096761101 87 4,300 SH x x 29 4,300
540 26,500 SH x 36 26,500
50 2,500 SH x x 42 2,500
Boeing Co. Common Stocks 097023105 789 18,500 SH x x 26 18,500
730 17,120 SH x x 31 17,120
3,148 73,854 SH x 36 73,854
Boise Cascade Corp. Common Stocks 097383103 2,463 67,600 SH x x 7 67,600
120 3,300 SH x x 18 3,300
1,844 46,400 SH x x 25 46,400
2,833 71,600 SH x x 28 71,600
1,392 38,210 SH x x 31 38,210
15,334 420,820 SH x 36 420,820
184 5,300 SH x x 42 5,300
BOLDER Technologies Corp. Common Stocks 097519102 318 32,000 SH x x 19 32,000
450 45,000 SH x 36 45,000
Bombay, Inc. Common Stocks 097924104 4 700 SH x x 42 700
Borders Group, Inc. Common Stocks 099709107 59 4,000 SH x x 37 4,000
Borg-Warner Automotive,
Inc. Common Stocks 099724106 434 10,100 SH x x 7 10,100
482 11,200 SH x x 18 11,200
153 3,600 SH x x 28 3,600
1,330 30,934 SH x 36 30,934
Boston Properties, Inc. Common Stocks 101121101 666 21,700 SH x x 2 21,700
6,265 204,150 SH x x 27 204,150
34 1,120 SH x 36 1,120
Boston Scientific Corp. Common Stocks 101137107 560 22,700 SH x x 8 22,700
157 6,366 SH x 36 6,366
Bowater, Inc. Common Stocks 102183100 530 10,100 SH x x 8 10,100
785 13,300 SH x x 28 13,300
231 4,400 SH x 36 4,400
Bowne & Co., Inc. Common Stocks 103043105 175 14,500 SH x x 7 14,500
Boyd Gaming Corp. Common Stocks 103304101 54 9,000 SH x x 18 9,000
14 2,400 SH x 36 2,400
4 700 SH x x 42 700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Boykin Lodging Co. Common Stocks 103430104 33 2,500 SH x 36 2,500
3 200 SH x x 42 200
Bradley Real Estate, Inc. Common Stocks 104580105 4,730 257,400 SH x x 27 257,400
62 3,400 SH x 36 3,400
8 400 SH x x 42 400
Brady Corp. Class A Common Stocks 104674106 326 10,200 SH x x 7 10,200
422 13,200 SH x 36 13,200
51 1,600 SH x x 37 1,600
Brandywine Realty Trust Common Stocks 105368203 78 4,800 SH x 36 4,800
15 900 SH x x 42 900
Brenton Banks, Inc. Common Stocks 107211104 25 1,672 SH x x 28 1,672
Briggs & Stratton Corp. Common Stocks 109043109 1,699 29,100 SH x x 7 29,100
2,423 41,500 SH x x 18 41,500
2,607 40,900 SH x x 25 40,900
1,734 29,700 SH x x 26 29,700
1,033 17,700 SH x x 28 17,700
88 1,500 SH x x 31 1,500
6,131 105,036 SH x 36 105,036
120 2,100 SH x x 42 2,100
Brinker International,
Inc. Common Stocks 109641100 2,577 95,000 SH x x 18 95,000
831 28,100 SH x x 28 28,100
103 3,800 SH x x 29 3,800
1,112 41,007 SH x 36 41,007
118 4,530 SH x x 42 4,530
Bristol-Myers Squibb Co. Common Stocks 110122108 20,822 269,639 SH x x 1 269,639
14,397 193,580 SH x x 4 193,580
13,585 187,530 SH x x 7 187,530
29,242 427,700 SH x x 8 427,700
9,477 140,400 SH x x 10 140,400
1,001 10,100 SH x x 20 10,100
20,423 302,560 SH x x 26 302,560
7,553 111,900 SH x x 28 111,900
5,616 83,200 SH x x 32 83,200
107,268 1,589,150 SH x 36 ,589,150
British Airways PLC - ADR Common Stocks 110419306 721 12,620 SH x x 30 12,620
Broadcom Corp. Class A Common Stocks 111320107 844 7,750 SH x x 23 7,750
316 2,900 SH x x 26 2,900
65 600 SH x x 28 600
1,774 16,271 SH x 36 16,271
BroadVision, Inc. Common Stocks 111412102 266 2,000 SH x 36 2,000
Broken Hill Proprietary
Co., Ltd. - ADR Common Stocks 112169602 919 26,900 SH x x 22 26,900
Brookline Bancorp., Inc. Common Stocks 113739106 84 8,200 SH x x 7 8,200
137 13,400 SH x 36 13,400
Brooks Automation, Inc. Common Stocks 11434A100 400 22,750 SH x 36 22,750
Brown-Forman Distillers,
Inc. Class B Common Stocks 115637209 1,040 16,676 SH x x 5 16,676
71 1,146 SH x 36 1,146
Brown Group, Inc. Common Stocks 115657108 10 500 SH x x 42 500
Brunswick Corp. Common Stocks 117043109 1,036 41,632 SH x x 5 41,632
2,149 86,400 SH x x 7 86,400
5,759 231,500 SH x x 26 231,500
971 36,100 SH x x 28 36,100
7,630 306,715 SH x 36 306,715
263 10,700 SH x x 42 10,700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Brush Wellman, Inc. Common Stocks 117421107 44 3,000 SH x x 18 3,000
Buckle, Inc. (The) Common Stocks 118440106 28 1,600 SH x x 37 1,600
Budget Group, Inc. Class A Common Stocks 119003101 156 22,100 SH x x 28 22,100
92 13,000 SH x 36 13,000
Buffets, Inc. Common Stocks 119882108 96 8,300 SH x x 26 8,300
2,001 172,100 SH x 36 172,100
52 5,000 SH x x 42 5,000
Building Materials Holding Corp. Common Stocks 120113105 240 24,000 SH x x 19 24,000
1,770 177,000 SH x 36 177,000
Building One Services Corp. Common Stocks 120114103 189 15,500 SH x 36 15,500
Burlington Coat Factory
Warehouse Corp. Common Stocks 121579106 1,302 65,900 SH x 36 65,900
47 2,400 SH x x 37 2,400
Burlington Industries, Inc. Common Stocks 121693105 30 6,800 SH x 36 6,800
28 6,060 SH x x 42 6,060
Burlington Northern, Inc. Common Stocks 12189T104 1,837 66,800 SH x x 8 66,800
792 28,800 SH x x 26 28,800
69 2,500 SH x x 28 2,500
2,502 90,990 SH x x 31 90,990
5,473 199,007 SH x 36 199,007
Burlington Resources, Inc. Common Stocks 122014103 1,408 35,690 SH x x 7 35,690
1,246 33,902 SH x 36 33,902
Burnham Pacific Properties, Inc. Common Stocks 12232C108 51 4,800 SH x 36 4,800
7 700 SH x x 42 700
Business Objects SA - ADR Common Stocks 12328X107 2,767 47,000 SH x x 9 47,000
4,739 80,500 SH x x 23 80,500
7,885 133,650 SH x 36 133,650
Butler Manufacturing Co. Common Stocks 123655102 8 300 SH x x 42 300
C&D Technologies, Inc. Common Stocks 124661109 338 9,300 SH x x 19 9,300
214 5,900 SH x x 28 5,900
1,078 29,700 SH x 36 29,700
CBL & Associates Properties, Inc. Common Stocks 124830100 95 3,900 SH x x 18 3,900
78 3,200 SH x 36 3,200
10 400 SH x x 42 400
CBT Group Public, Ltd. - ADR Common Stocks 124853300 1,574 63,900 SH x x 23 63,900
1,266 51,400 SH x 36 51,400
CCB Financial Corp. Common Stocks 124875105 137 3,300 SH x x 18 3,300
576 13,840 SH x 36 13,840
53 1,300 SH x x 42 1,300
CB Richard Ellis Services Common Stocks 12489L108 48 3,200 SH x x 37 3,200
CBS Corp. Common Stocks 12490K107 708 15,300 SH x x 18 15,300
962 20,800 SH x x 28 20,800
1,486 32,124 SH x 36 32,124
CFW Communications Co. NPV Common Stocks 124923103 33 1,400 SH x x 19 1,400
33 1,400 SH x 36 1,400
C-COR Electronics, Inc. Common Stocks 125010108 301 9,900 SH x x 19 9,900
422 13,900 SH x 36 13,900
C-Cube Microsystems, Inc. Common Stocks 125015107 148 3,400 SH x x 29 3,400
409 9,400 SH x 36 9,400
CDI Corp. Common Stocks 125071100 191 7,000 SH x x 7 7,000
522 17,500 SH x x 28 17,500
784 28,700 SH x 36 28,700
CDW Computer Centers, Inc. Common Stocks 125129106 27 554 SH x 36 554
88 1,800 SH x x 37 1,800
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CEC Entertainment, Inc. Common Stocks 125137109 5,245 146,200 SH x x 23 146,200
900 22,700 SH x x 28 22,700
5,025 140,075 SH x 36 140,075
115 3,200 SH x x 37 3,200
CFM Technologies, Inc. Common Stocks 12525K106 222 28,000 SH x x 19 28,000
374 46,700 SH x 36 46,700
CFI ProServices, Inc. Common Stocks 12525N100 187 19,300 SH x x 19 19,300
330 33,700 SH x 36 33,700
C.H. Robinson Worldwide, Inc. Common Stocks 12541W100 115 3,400 SH x x 37 3,400
CIGNA Corp. Common Stocks 125509109 1,911 21,070 SH x x 7 21,070
770 10,100 SH x x 8 10,100
1,493 19,200 SH x x 31 19,200
6,085 78,261 SH x 36 78,261
CIT Group, Inc. (The) Common Stocks 125577106 923 44,900 SH x x 1 44,900
3,968 193,600 SH x x 8 193,600
35 1,700 SH x x 26 1,700
2,915 141,751 SH x 36 141,751
CMAC Investment Corp. Common Stocks 125662106 284 6,300 SH x x 9 6,300
90 2,000 SH x x 28 2,000
CMG Information Services, Inc. Common Stocks 125750109 441 4,300 SH x x 26 4,300
1,517 14,798 SH x 36 14,798
CMS Energy Corp. Common Stocks 125896100 1,085 29,760 SH x x 7 29,760
1,045 30,800 SH x x 8 30,800
927 27,307 SH x 36 27,307
CPI Corp. Common Stocks 125902106 15 500 SH x x 42 500
CNET, Inc. Common Stocks 125945105 296 5,300 SH x x 26 5,300
348 6,210 SH x 36 6,210
CSX Auto Corp. Common Stocks 125965103 1,228 56,300 SH x 36 56,300
46 2,100 SH x x 37 2,100
CNA Financial Corp. Common Stocks 126117100 1,172 31,240 SH x x 7 31,240
906 25,893 SH x 36 25,893
CNB Bancshares, Inc. Common Stocks 126126101 526 9,926 SH x 36 9,926
CNA Surety Corp. Common Stocks 12612L108 66 5,000 SH x x 7 5,000
108 8,200 SH x 36 8,200
CNF Transportation, Inc. Common Stocks 12612W104 430 11,542 SH x x 5 11,542
483 13,000 SH x x 8 13,000
2,754 73,945 SH x 36 73,945
CSG Systems International, Inc. Common Stocks 126349109 33 1,218 SH x 36 1,218
CSX Corp. Common Stocks 126408103 3,721 88,200 SH x x 8 88,200
1,191 28,100 SH x x 31 28,100
3,220 75,997 SH x 36 75,997
CTS Corp. Common Stocks 126501105 3,123 50,660 SH x x 7 50,660
1,051 14,500 SH x x 28 14,500
2,811 48,880 SH x 36 48,880
CVB Financial Corp. Common Stocks 126600105 48 1,800 SH x x 37 1,800
CVS Corp. Common Stocks 126650100 8,518 208,700 SH x x 10 208,700
24,446 598,983 SH x 36 598,983
Cablevision Systems Corp. Class A Common Stocks 12686C109 182 2,498 SH x 36 2,498
Cabletron Systems, Inc. Common Stocks 126920107 56 3,596 SH x 36 3,596
Cable Design Technologies Corp. Common Stocks 126924109 602 26,400 SH x x 7 26,400
2,510 109,900 SH x x 9 109,900
335 14,700 SH x x 19 14,700
236 9,200 SH x x 28 9,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3,707 162,500 SH x 36 162,500
Cabot Corp. Common Stocks 127055101 126 5,300 SH x x 18 5,300
171 7,200 SH x x 26 7,200
1,080 45,480 SH x x 31 45,480
4,701 197,923 SH x 36 197,923
Cabot Industrial Trust Common Stocks 127072106 2,041 106,000 SH x x 27 106,000
48 2,500 SH x 36 2,500
9 500 SH x x 42 500
Cabot Oil & Gas Corp. Common Stocks 127097103 1,282 74,300 SH x 36 74,300
36 2,100 SH x x 37 2,100
CACI International, Inc. Class A Common Stocks 127190304 442 18,400 SH x x 28 18,400
516 24,200 SH x 36 24,200
Cadence Design Systems, Inc. Common Stocks 127387108 358 27,000 SH x x 26 27,000
1,014 76,497 SH x 36 76,497
Cal Dive International, Inc. NPV Common Stocks 127914109 44 1,300 SH x x 37 1,300
Calenergy, Inc. Common Stocks 129466108 167 6,000 SH x x 28 6,000
Calgon Carbon Corp. Common Stocks 129603106 1,714 251,600 SH x 36 251,600
Callaway Golf Co. Common Stocks 131193104 736 60,400 SH x x 26 60,400
244 20,000 SH x 36 20,000
107 9,000 SH x x 42 9,000
Callon Petroleum Co. Common Stocks 13123X102 113 7,400 SH x x 19 7,400
160 10,500 SH x 36 10,500
Calpine Corp. Common Stocks 131347106 3,873 44,170 SH x x 7 44,170
3,358 36,100 SH x x 25 36,100
2,560 28,300 SH x x 28 28,300
8,973 105,482 SH x 36 105,482
Cambrex Corp. Common Stocks 132011107 428 16,200 SH x x 7 16,200
510 17,900 SH x x 28 17,900
1,161 43,900 SH x 36 43,900
19 700 SH x x 42 700
Camden Property Trust Common Stocks 133131102 134 5,000 SH x x 2 5,000
7,042 262,029 SH x x 27 262,029
148 5,492 SH x 36 5,492
24 900 SH x x 42 900
Campbell Soup Co. Common Stocks 134429109 986 25,200 SH x x 10 25,200
3,084 78,833 SH x 36 78,833
Canandaigua Brands Inc. Class A Common Stocks 137219200 836 14,000 SH x x 7 14,000
681 10,000 SH x x 28 10,000
107 1,800 SH x x 29 1,800
2,109 35,300 SH x 36 35,300
36 600 SH x x 37 600
Capital Automotive Common Stocks 139733109 1,405 113,500 SH x 36 113,500
2 200 SH x x 42 200
Capital One Financial Corp. Common Stocks 14040H105 3,857 98,900 SH x x 10 98,900
234 6,000 SH x x 26 6,000
12,306 315,543 SH x 36 315,543
Capstead Mortgage Corp. Common Stocks 14067E100 167 41,800 SH x x 7 41,800
190 47,500 SH x 36 47,500
1 200 SH x x 42 200
Carbide/Graphite Group, Inc. Common Stocks 140777103 164 19,000 SH x x 19 19,000
190 22,000 SH x 36 22,000
Caraustar Industries, Inc. Common Stocks 140909102 87 3,400 SH x 36 3,400
Cardinal Health, Inc. Common Stocks 14149Y108 1,749 32,100 SH x x 1 32,100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
4,889 89,715 SH x x 5 89,715
5,172 94,900 SH x x 17 94,900
0 1 SH x x 26 1
36,331 666,617 SH x 36 666,617
6,024 110,530 SH x x 44 110,530
Career Education Corp. Common Stocks 141665100 1,020 39,600 SH x 36 39,600
CareMatrix Corp. Common Stocks 141706101 9 1,700 SH x x 18 1,700
18 3,400 SH x x 37 3,400
Carey International, Inc. New Common Stocks 141750109 408 16,400 SH x x 19 16,400
673 26,900 SH x 36 26,900
Carlisle Cos., Inc. Common Stocks 142339100 316 8,000 SH x x 7 8,000
115 2,900 SH x x 18 2,900
636 16,093 SH x 36 16,093
Carnival Corp. Class A NPV Common Stocks 143658102 1,570 36,100 SH x x 28 36,100
15,660 360,010 SH x 36 360,010
3,796 87,270 SH x x 44 87,270
Carolina Power & Light Co. Common Stocks 144141108 3,264 92,000 SH x x 8 92,000
156 4,400 SH x x 26 4,400
1,110 31,380 SH x 36 31,380
Carpenter Technology Corp. Common Stocks 144285103 399 16,300 SH x x 7 16,300
86 3,500 SH x x 18 3,500
448 18,300 SH x 36 18,300
CarrAmerica Realty Corp. Common Stocks 144418100 206 9,400 SH x x 26 9,400
4,528 206,400 SH x x 27 206,400
546 24,880 SH x 36 24,880
Cascade Corp. Common Stocks 147195101 189 18,000 SH x x 19 18,000
1,021 97,200 SH x 36 97,200
Cascade Natural Gas Corp. Common Stocks 147339105 72 4,000 SH x x 7 4,000
189 10,600 SH x 36 10,600
Case Corp. Common Stocks 14743R103 90 1,802 SH x 36 1,802
Casey's General Stores, Inc. Common Stocks 147528103 18 1,400 SH x x 42 1,400
Catalina Marketing Corp. Common Stocks 148867104 1,470 16,140 SH x x 7 16,140
1,636 19,288 SH x 36 19,288
102 1,200 SH x x 37 1,200
Catellus Development Corp. Common Stocks 149111106 2,666 226,900 SH x x 2 226,900
30 2,557 SH x 36 2,557
Caterpillar, Inc. Common Stocks 149123101 20,389 338,850 SH x x 4 338,850
121 2,200 SH x x 26 2,200
38,014 693,523 SH x 36 693,523
Cathay Bancorp, Inc. Common Stocks 149150104 64 1,800 SH x x 18 1,800
84 2,200 SH x x 28 2,200
Cato Corp. Class A Common Stocks 149205106 46 3,300 SH x x 7 3,300
76 5,400 SH x 36 5,400
51 3,500 SH x x 42 3,500
Cavanaughs Hospitality Corp. Common Stocks 149564106 226 32,000 SH x x 19 32,000
332 47,000 SH x 36 47,000
Celeritek, Inc. Common Stocks 150926103 289 50,200 SH x x 19 50,200
429 70,000 SH x 36 70,000
Celestica, Inc. NPV Common Stocks 15101Q100 2,229 45,150 SH x 36 45,150
Cendant Corp. Common Stocks 151313103 12,023 678,100 SH x x 8 678,100
394 22,200 SH x x 26 22,200
313 17,623 SH x 36 17,623
CenterPoint Properties Corp. Common Stocks 151895109 83 2,500 SH x 36 2,500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
13 400 SH x x 42 400
CenterTrust Retail Properties,
Inc. Common Stocks 152038100 3 300 SH x x 42 300
Centex Corp. Common Stocks 152312104 3,058 99,800 SH x x 7 99,800
724 24,500 SH x x 18 24,500
2,781 86,200 SH x x 25 86,200
189 6,400 SH x x 26 6,400
1,886 61,800 SH x x 28 61,800
92 3,100 SH x x 29 3,100
810 27,400 SH x x 31 27,400
10,041 339,668 SH x 36 339,668
56 1,900 SH x x 37 1,900
Centex Construction Products,
Inc. Common Stocks 15231R109 2,968 73,200 SH x x 25 73,200
35 900 SH x x 28 900
2,810 75,700 SH x 36 75,700
45 1,200 SH x x 37 1,200
59 1,530 SH x x 42 1,530
Centocor, Inc. Common Stocks 152342101 1,384 23,630 SH x 36 23,630
Central & Southwest Corp. Common Stocks 152357109 3,094 146,100 SH x x 8 146,100
754 35,700 SH x x 18 35,700
1,137 53,800 SH x x 26 53,800
1,215 57,500 SH x x 31 57,500
11,266 533,300 SH x 36 533,300
Central Garden & Pet Co. Common Stocks 153527106 25 3,300 SH x x 18 3,300
Central Hudson Gas & Electric
Corp. Common Stocks 153609102 417 10,600 SH x x 7 10,600
319 8,100 SH x 36 8,100
Central Newspapers, Inc. Class A Common Stocks 154647101 3,760 84,500 SH x x 3 84,500
1,991 43,320 SH x x 7 43,320
62 1,400 SH x x 18 1,400
3,109 63,900 SH x x 25 63,900
45 1,000 SH x x 26 1,000
9,788 219,945 SH x 36 219,945
71 1,600 SH x x 37 1,600
150 3,400 SH x x 42 3,400
Central Parking Corp. Common Stocks 154785109 2,002 68,500 SH x x 9 68,500
3,071 105,000 SH x 36 105,000
Centris Group, Inc. Common Stocks 155904105 2,252 223,800 SH x x 3 223,800
352 35,000 SH x x 19 35,000
503 50,000 SH x 36 50,000
Centura Banks, Inc. Common Stocks 15640T100 405 9,800 SH x x 7 9,800
128 3,100 SH x x 18 3,100
29 700 SH x x 26 700
274 6,000 SH x x 28 6,000
855 20,670 SH x 36 20,670
Century Communications Corp.
Class A Common Stocks 156503104 32 703 SH x 36 703
Cephalon, Inc. Common Stocks 156708109 2,108 117,500 SH x x 23 117,500
2,173 120,950 SH x 36 120,950
Ceridian Corp. Common Stocks 15677T106 74 2,985 SH x 36 2,985
Champion Enterprises, Inc. Common Stocks 158496109 364 40,400 SH x x 19 40,400
541 60,100 SH x 36 60,100
32 3,500 SH x x 37 3,500
Champion International Corp. Common Stocks 158525105 2,193 42,680 SH x x 31 42,680
14,873 289,500 SH x 36 289,500
Channell Commercial Corp. Common Stocks 159186105 263 26,000 SH x x 19 26,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
385 38,000 SH x 36 38,000
Charter One Financial, Inc. Common Stocks 160903100 1,052 42,399 SH x x 7 42,399
1,719 72,230 SH x x 8 72,230
2,082 90,038 SH x x 9 90,038
2,450 105,929 SH x x 17 105,929
8,524 368,619 SH x 36 368,619
Charming Shoppes, Inc. Common Stocks 161133103 273 54,500 SH x x 7 54,500
42 8,300 SH x x 18 8,300
3,185 621,500 SH x 36 621,500
Chart Industries, Inc. Common Stocks 16115Q100 257 52,000 SH x x 19 52,000
341 69,000 SH x 36 69,000
Chartwell Re Corp. Common Stocks 16139W109 310 21,500 SH x x 28 21,500
183 12,700 SH x 36 12,700
Chase Manhattan Corp. Common Stocks 16161A108 5,284 70,100 SH x x 1 70,100
23,738 291,054 SH x x 4 291,054
4,160 55,193 SH x x 5 55,193
6,540 80,300 SH x x 7 80,300
1,583 21,000 SH x x 26 21,000
3,256 43,200 SH x x 28 43,200
2,684 35,610 SH x x 31 35,610
60,767 806,201 SH x 36 806,201
Chateau Communities, Inc. Common Stocks 161726104 34 1,300 SH x 36 1,300
5 200 SH x x 42 200
Checkers Drive-in Restaurants
2000 Warrants Common Stocks 162809110 0 471 SH x 36 471
CheckFree Holdings Corp. Common Stocks 162816102 62 1,500 SH x x 26 1,500
221 5,362 SH x 36 5,362
Checkpoint Systems, Inc. Common Stocks 162825103 28 3,000 SH x x 18 3,000
Cheesecake Factory (The), Inc. Common Stocks 163072101 1,079 38,900 SH x 36 38,900
52 1,900 SH x x 37 1,900
Chelsea GCA Realty, Inc. Common Stocks 163262108 82 2,600 SH x x 18 2,600
51 1,600 SH x 36 1,600
9 300 SH x x 42 300
Chemed Corp. Common Stocks 163596109 64 2,100 SH x x 18 2,100
73 2,400 SH x x 28 2,400
Chevron Corp. Common Stocks 166751107 4,171 47,000 SH x x 5 47,000
488 5,500 SH x x 8 5,500
2,627 29,600 SH x x 18 29,600
1,589 17,900 SH x x 28 17,900
1,960 22,080 SH x x 31 22,080
16,549 186,465 SH x 36 186,465
Chicago Title Corp. Common Stocks 168228104 719 18,000 SH x 36 18,000
32 800 SH x x 42 800
Chicos Fas, Inc. Common Stocks 168615102 33 1,200 SH x x 29 1,200
Children's Comprehensive
Services, Inc. Common Stocks 16875K202 319 44,000 SH x x 19 44,000
471 65,000 SH x 36 65,000
Children's Place Retail Stores,
Inc. Common Stocks 168905100 302 11,360 SH x 36 11,360
China Telecom (Hong Kong), Ltd.
- - ADR Common Stocks 169428109 445 7,200 SH x x 39 7,200
80 1,300 SH x x 40 1,300
Choice Hotels International, Inc. Common Stocks 169905106 92 5,400 SH x x 7 5,400
139 8,100 SH x 36 8,100
ChiRex, Inc. Common Stocks 170038103 111 4,300 SH x x 28 4,300
70 2,700 SH x x 37 2,700
Chiron Corp. Common Stocks 170040109 1,474 53,350 SH x x 5 53,350
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
68 2,457 SH x 36 2,457
Chittenden Corp. Common Stocks 170228100 60 2,100 SH x x 18 2,100
ChoicePoint, Inc. Common Stocks 170388102 3,816 56,800 SH x x 9 56,800
5,855 86,900 SH x 36 86,900
Chris Craft Industries, Inc. Common Stocks 170520100 669 11,917 SH x x 7 11,917
3,054 52,659 SH x x 28 52,659
3,110 55,412 SH x 36 55,412
Chubb Corp. (The) Common Stocks 171232101 2,111 39,160 SH x x 7 39,160
1,066 21,400 SH x x 8 21,400
1,981 39,770 SH x x 31 39,770
10,879 218,401 SH x 36 218,401
Church and Dwight Co., Inc. Common Stocks 171340102 797 29,800 SH x x 7 29,800
595 23,800 SH x 36 23,800
103 4,100 SH x x 37 4,100
CIENA Corp. Common Stocks 171779101 2,041 56,000 SH x x 23 56,000
1,747 47,867 SH x 36 47,867
Cincinnati Bell, Inc. Common Stocks 171870108 1,720 87,500 SH x x 9 87,500
1,424 73,250 SH x 36 73,250
Cincinnati Financial Corp. Common Stocks 172062101 931 22,550 SH x x 7 22,550
139 3,700 SH x x 28 3,700
478 12,724 SH x 36 12,724
Cinergy Corp. Common Stocks 172474108 249 8,800 SH x x 8 8,800
2,004 70,790 SH x x 31 70,790
4,193 148,088 SH x 36 148,088
Circuit City Stores, Inc. Common Stocks 172737108 2,373 52,380 SH x x 7 52,380
738 17,500 SH x x 8 17,500
2,055 48,720 SH x 36 48,720
Cisco Systems, Inc. Common Stocks 17275R102 39,792 524,084 SH x x 1 524,084
7,302 106,600 SH x x 5 106,600
6,200 84,170 SH x x 7 84,170
48,092 697,750 SH x x 8 697,750
29,873 436,100 SH x x 10 436,100
5,809 84,800 SH x x 17 84,800
1,439 14,300 SH x x 20 14,300
27,105 395,700 SH x x 26 395,700
1,096 16,000 SH x x 28 16,000
178,602 2,604,957 SH x 36 2,604,957
6,791 99,132 SH x x 44 99,132
Citadel Communications Corp. Common Stocks 172853202 1,024 30,000 SH x 36 30,000
Citation Corp. Common Stocks 172895104 42 2,500 SH x x 18 2,500
362 21,400 SH x x 19 21,400
597 35,100 SH x 36 35,100
4 300 SH x x 42 300
Cintas Corp. Common Stocks 172908105 101 1,743 SH x 36 1,743
Circus Circus Enterprises, Inc. Common Stocks 172909103 83 4,200 SH x x 28 4,200
Citigroup, Inc. Common Stocks 172967101 22,063 453,700 SH x x 1 453,700
2,036 22,600 SH x x 4 22,600
14,585 331,477 SH x x 5 331,477
2,256 47,770 SH x x 7 47,770
21,175 479,700 SH x x 8 479,700
5,719 129,975 SH x x 17 129,975
1,439 32,700 SH x x 18 32,700
840 13,000 SH x x 20 13,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
12,637 287,200 SH x x 26 287,200
10,212 232,100 SH x x 28 232,100
7,488 170,180 SH x x 31 170,180
132,970 3,022,048 SH x 36 3,022,048
11,653 264,830 SH x x 44 264,830
Citizens Banking Corp. Common Stocks 174420109 88 3,400 SH x x 7 3,400
65 2,500 SH x x 29 2,500
8 300 SH x 36 300
Citizens Utilities Co. Class B Common Stocks 177342201 123 10,900 SH x x 7 10,900
0 1 SH x x 26 1
70 6,185 SH x 36 6,185
Citrix Systems, Inc. Common Stocks 177376100 402 6,500 SH x x 26 6,500
4,483 72,373 SH x 36 72,373
136 2,200 SH x x 37 2,200
City National Corp. Common Stocks 178566105 2,361 70,300 SH x x 9 70,300
34 1,000 SH x x 18 1,000
269 8,000 SH x x 26 8,000
683 18,100 SH x x 28 18,100
104 3,100 SH x x 29 3,100
5,108 152,202 SH x 36 152,202
61 1,800 SH x x 42 1,800
Claire's Stores, Inc. Common Stocks 179584107 2,196 132,600 SH x x 3 132,600
27 1,600 SH x x 18 1,600
396 22,300 SH x x 28 22,300
2,682 161,936 SH x 36 161,936
43 2,600 SH x x 37 2,600
8 500 SH x x 42 500
Clarcor, Inc. Common Stocks 179895107 22 1,300 SH x x 18 1,300
Clarify, Inc. Common Stocks 180492100 4,345 87,000 SH x x 9 87,000
5,283 105,000 SH x 36 105,000
Clark/Bardes Holdings, Inc. Common Stocks 180668105 371 18,000 SH x x 19 18,000
516 25,000 SH x 36 25,000
Clayton Homes, Inc. Common Stocks 184190106 1,106 127,300 SH x x 7 127,300
1,465 168,593 SH x 36 168,593
Clear Channel Communications, Common Stocks 184502102 9,513 110,600 SH x x 1 110,600
10,168 127,300 SH x x 5 127,300
1,046 13,100 SH x x 7 13,100
1,861 23,300 SH x x 10 23,300
340 2,900 SH x x 20 2,900
16,898 211,555 SH x 36 211,555
Cleveland-Cliffs, Inc. Common Stocks 185896107 233 7,500 SH x x 28 7,500
121 3,900 SH x 36 3,900
Clorox Co. Common Stocks 189054109 2,164 55,400 SH x x 8 55,400
34 900 SH x x 28 900
210 5,488 SH x 36 5,488
Coachmen Industries, Inc. Common Stocks 189873102 1,404 91,300 SH x x 3 91,300
1,645 107,000 SH x 36 107,000
Coast Federal Litigation
Contigent Common Stocks 19034Q110 0 300 SH x 36 300
Coastal Corp. Common Stocks 190441105 13,920 316,700 SH x x 4 316,700
1,778 40,440 SH x x 7 40,440
291 7,100 SH x x 26 7,100
577 14,100 SH x x 28 14,100
21,094 515,269 SH x 36 515,269
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Coca-Cola Bottling Co.
Consolidated Common Stocks 191098102 2,369 42,300 SH x x 3 42,300
2,468 44,000 SH x 36 44,000
Coca-Cola Co. (The) Common Stocks 191216100 832 16,190 SH x x 7 16,190
1,839 38,100 SH x x 8 38,100
7,656 159,300 SH x x 10 159,300
2,586 53,800 SH x x 28 53,800
33,026 687,154 SH x 36 687,154
Coca-Cola Enterprises, Inc. Common Stocks 191219104 1,036 45,900 SH x x 10 45,900
2,946 130,582 SH x 36 130,582
Coherent, Inc. Common Stocks 192479103 445 20,100 SH x x 28 20,100
3,133 140,400 SH x 36 140,400
Coho Energy, Inc. Common Stocks 192481109 65 116,361 SH x x 19 116,361
99 167,465 SH x 36 167,465
Cohu, Inc. Common Stocks 192576106 3,167 150,800 SH x x 3 150,800
3,477 164,600 SH x 36 164,600
Cole National Corp. Class A Common Stocks 193290103 269 35,000 SH x x 19 35,000
384 50,000 SH x 36 50,000
Colgate-Palmolive Co. Common Stocks 194162103 4,879 87,940 SH x x 1 87,940
5,330 116,500 SH x x 10 116,500
282 4,200 SH x x 20 4,200
233 5,100 SH x x 28 5,100
16,605 362,940 SH x 36 362,940
Colonial BancGroup, Inc. Common Stocks 195493309 2,047 183,000 SH x x 3 183,000
126 11,200 SH x x 8 11,200
121 10,800 SH x x 18 10,800
2,242 200,430 SH x 36 200,430
Colonial Properties Trust Common Stocks 195872106 88 3,300 SH x 36 3,300
19 700 SH x x 42 700
Columbia Energy Group Common Stocks 197648108 6,246 112,050 SH x x 8 112,050
3,622 65,400 SH x x 23 65,400
887 16,020 SH x 36 16,020
Columbia/HCA Healthcare Corp. Common Stocks 197677107 18,940 815,010 SH x x 4 815,010
1,223 57,741 SH x x 5 57,741
2,600 114,290 SH x x 7 114,290
5,016 235,900 SH x x 8 235,900
28,240 1,332,859 SH x 36 1,332,859
Columbus McKinnon Corp. Common Stocks 199333105 1,524 89,000 SH x x 3 89,000
48 2,800 SH x x 18 2,800
1,987 115,200 SH x 36 115,200
Comair Holdings, Inc. Common Stocks 199789108 120 7,200 SH x x 26 7,200
690 41,364 SH x 36 41,364
60 3,300 SH x x 42 3,300
Comcast Corp. Special Class A Common Stocks 200300200 3,927 98,641 SH x x 5 98,641
4,266 107,100 SH x x 8 107,100
2,269 57,000 SH x x 10 57,000
3,209 80,600 SH x x 17 80,600
1,457 36,600 SH x x 26 36,600
139 3,500 SH x x 28 3,500
3,754 94,300 SH x x 32 94,300
20,877 523,563 SH x 36 523,563
Comdisco, Inc. Common Stocks 200336105 51 2,650 SH x 36 2,650
Comerica, Inc. Common Stocks 200340107 106 2,100 SH x x 8 2,100
1,823 36,000 SH x x 18 36,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
6,513 128,650 SH x x 26 128,650
1,924 38,000 SH x x 28 38,000
7,172 141,666 SH x 36 141,666
Commerce Bancorp, Inc. Common Stocks 200519106 235 5,670 SH x x 7 5,670
83 2,000 SH x x 18 2,000
318 7,665 SH x x 28 7,665
675 16,275 SH x 36 16,275
83 2,000 SH x x 37 2,000
Commerce Bancshares, Inc. Common Stocks 200525103 333 9,400 SH x x 7 9,400
63 1,780 SH x x 26 1,780
632 16,380 SH x x 28 16,380
2,054 58,067 SH x x 32 58,067
4,804 135,811 SH x 36 135,811
118 3,166 SH x x 42 3,166
Commercial Federal Corp. Common Stocks 201647104 147 7,500 SH x x 8 7,500
215 10,979 SH x 36 10,979
Commercial Intertech Corp. Common Stocks 201709102 95 7,900 SH x 36 7,900
29 2,420 SH x x 42 2,420
Commercial Metals Co. Common Stocks 201723103 184 6,400 SH x x 7 6,400
72 2,500 SH x x 18 2,500
500 17,400 SH x x 28 17,400
1,975 68,700 SH x 36 68,700
44 1,510 SH x x 42 1,510
Commercial Net Lease Realty Common Stocks 202218103 43 4,000 SH x 36 4,000
7 600 SH x x 42 600
Commonwealth Bancorp, Inc. Common Stocks 20268X102 129 7,600 SH x x 7 7,600
118 6,900 SH x 36 6,900
7 400 SH x x 42 400
Commonwealth Telephone
Enterprises, Inc. Common Stocks 203349105 1,787 37,300 SH x x 28 37,300
1,782 40,500 SH x 36 40,500
48 1,100 SH x x 37 1,100
CommScope, Inc. Common Stocks 203372107 2,502 75,100 SH x x 7 75,100
1,359 40,200 SH x x 28 40,200
3,569 109,800 SH x 36 109,800
124 3,800 SH x x 37 3,800
Community Bank System, Inc. Common Stocks 203607106 1,109 40,500 SH x x 3 40,500
Community First Bankshares, Inc. Common Stocks 203902101 47 2,800 SH x x 18 2,800
Companhia Brasileira de
Distribuicao Grupo Pao de Acucar
(Regd) - GDR Common Stocks 20440T201 246 12,400 SH x x 40 12,400
Companhia Siderurgica Nacional
NPV - ADR Common Stocks 20440W105 72 2,800 SH x x 39 2,800
Companhia Cervejaria Brahma - ADR Common Stocks 20440X103 18 1,000 SH x x 22 1,000
263 21,900 SH x x 40 21,900
Companhia Paranaense de Energia
Copel Class B - ADR Preferred Stocks 20441B407 108 11,200 SH x x 8 11,200
104 15,800 SH x x 40 15,800
Companhia Anonima Nacional
Telefonos de Venezuela - ADR Common Stocks 204421101 3,673 132,946 SH x x 6 132,946
173 4,400 SH x x 8 4,400
209 7,800 SH x x 40 7,800
Compania Cervecerias Unidas SA -
ADR Common Stocks 204429104 166 4,900 SH x x 8 4,900
775 33,700 SH x x 31 33,700
71 3,100 SH x x 38 3,100
301 13,100 SH x x 40 13,100
Compania de Minas Buenaventura Common Stocks 204448104
Series B - ADR 158 9,100 SH x x 6 9,100
173 10,000 SH x x 38 10,000
339 19,600 SH x x 40 19,600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Compania de Telecomunicaciones
de Chile SA - ADR Common Stocks 204449300 255 9,600 SH x x 8 9,600
256 14,169 SH x x 38 14,169
567 31,400 SH x x 40 31,400
COMPAQ Computer Corp. Common Stocks 204493100 917 39,996 SH x 36 39,996
Compass Bancshares, Inc. Common Stocks 20449H109 268 10,700 SH x x 8 10,700
191 7,650 SH x x 28 7,650
380 15,207 SH x 36 15,207
21 800 SH x x 42 800
Compucom Systems, Inc. Common Stocks 204780100 26 7,000 SH x x 18 7,000
Computer Associates
International, Inc. Common Stocks 204912109 2,076 33,900 SH x x 5 33,900
14,277 233,100 SH x x 26 233,100
845 13,802 SH x 36 13,802
CompUSA, Inc. Common Stocks 204932107 257 42,100 SH x x 8 42,100
29 4,800 SH x x 18 4,800
Computer Sciences Corp. Common Stocks 205363104 56 800 SH x x 26 800
1,037 14,751 SH x 36 14,751
Compuware Corp. Common Stocks 205638109 2,436 93,700 SH x x 26 93,700
26 1,000 SH x x 28 1,000
3,242 124,700 SH x x 32 124,700
7,317 280,736 SH x 36 280,736
Comsat Corp. Series 1 Common Stocks 20564D107 728 24,569 SH x x 26 24,569
1,245 42,022 SH x 36 42,022
23 858 SH x x 42 858
Comverse Technology, Inc. Common Stocks 205862402 1,857 18,300 SH x x 7 18,300
5,466 57,700 SH x x 9 57,700
1,555 16,500 SH x x 23 16,500
953 10,000 SH x x 28 10,000
2,181 129,158 SH x 36 129,158
349 3,700 SH x x 37 3,700
ConAgra, Inc. Common Stocks 205887102 6,770 278,400 SH x x 4 278,400
7,282 322,749 SH x x 5 322,749
95 4,200 SH x x 18 4,200
997 44,200 SH x x 28 44,200
2,279 100,990 SH x x 31 100,990
15,649 693,583 SH x 36 693,583
Com21, Inc. Common Stocks 205937105 33 2,500 SH x x 37 2,500
Concord Communications, Inc. Common Stocks 206186108 99 2,500 SH x x 37 2,500
Concord EFS, Inc. Common Stocks 206197105 1,841 89,250 SH x x 10 89,250
1,844 89,400 SH x x 23 89,400
84 4,050 SH x x 26 4,050
8,277 401,320 SH x 36 401,320
50 2,400 SH x x 37 2,400
Conectiv, Inc. Common Stocks 206829103 969 49,400 SH x x 7 49,400
141 7,200 SH x x 18 7,200
1,211 59,700 SH x x 28 59,700
2,558 130,340 SH x 36 130,340
Conexant Systems, Inc. Common Stocks 207142100 505 6,950 SH x x 23 6,950
196 2,700 SH x x 26 2,700
996 13,706 SH x 36 13,706
Conmed Corp. Common Stocks 207410101 155 5,500 SH x x 28 5,500
Connecticut Energy Corp. Common Stocks 207567108 27 700 SH x 36 700
19 500 SH x x 42 500
Conning Corp. New Common Stocks 208215103 127 11,000 SH x x 19 11,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
230 20,000 SH x 36 20,000
Conoco, Inc. Class A Common Stocks 208251306 5,153 171,646 SH x x 4 171,646
195 7,100 SH x x 8 7,100
44 1,600 SH x x 28 1,600
1,154 41,600 SH x x 31 41,600
4,070 146,650 SH x 36 146,650
Conseco, Inc. Common Stocks 208464107 9,786 443,460 SH x x 4 443,460
1,608 77,680 SH x x 7 77,680
3,075 159,200 SH x x 17 159,200
5,460 282,700 SH x x 18 282,700
5,894 305,212 SH x x 26 305,212
7,751 1,436,920 SH x 36 1,436,920
Consolidated Edison, Inc. Common Stocks 209115104 9,867 219,930 SH x x 4 219,930
2,481 59,785 SH x x 5 59,785
1,291 31,100 SH x x 31 31,100
1,295 272,162 SH x 36 272,162
Consolidated Freightways Corp. Common Stocks 209232107 27 2,750 SH x x 8 2,750
486 49,200 SH x 36 49,200
Consolidated Natural Gas Co. Common Stocks 209615103 686 11,000 SH x x 8 11,000
6 100 SH x x 26 100
1,029 16,503 SH x 36 16,503
Consolidated Papers, Inc. Common Stocks 209759109 908 33,800 SH x x 31 33,800
2,295 85,398 SH x 36 85,398
Consolidated Stores Corp. Common Stocks 210149100 58 2,651 SH x 36 2,651
Continental Airlines, Inc.
Class B Common Stocks 210795308 4,512 136,500 SH x x 1 136,500
2,435 73,410 SH x x 7 73,410
1,176 35,900 SH x x 18 35,900
137 3,800 SH x x 28 3,800
6,045 489,918 SH x 36 489,918
Convergys Corp. NPV Common Stocks 212485106 2,126 107,300 SH x x 26 107,300
1,433 72,304 SH x 36 72,304
Cooper Cameron Corp. Common Stocks 216640102 844 22,500 SH x x 8 22,500
2,402 63,800 SH x x 9 63,800
1,401 37,125 SH x 36 37,125
85 2,300 SH x x 42 2,300
Cooper Companies, Inc. Common Stocks 216648402 1,580 47,200 SH x x 28 47,200
1,396 45,200 SH x 36 45,200
Cooper Industries, Inc. Common Stocks 216669101 3,237 69,100 SH x x 8 69,100
795 17,000 SH x x 18 17,000
1,868 39,960 SH x x 31 39,960
4,060 86,837 SH x 36 86,837
Cooper Tire & Rubber Co. Common Stocks 216831107 337 19,100 SH x x 7 19,100
213 12,100 SH x x 8 12,100
546 31,000 SH x x 26 31,000
955 52,900 SH x x 28 52,900
905 51,340 SH x x 31 51,340
4,951 280,922 SH x 36 280,922
30 1,700 SH x x 42 1,700
Coors (Adolph) Co. Class B Common Stocks 217016104 433 8,000 SH x x 7 8,000
141 2,600 SH x x 18 2,600
103 1,900 SH x x 26 1,900
124 2,300 SH x x 28 2,300
835 15,436 SH x 36 15,436
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Copart, Inc. Common Stocks 217204106 25 1,300 SH x x 28 1,300
53 2,900 SH x x 29 2,900
44 2,400 SH x x 37 2,400
Cor Therapeutics, Inc. Common Stocks 217753102 1,187 62,700 SH x x 23 62,700
2,445 128,700 SH x 36 128,700
Cordant Technologies, Inc. Common Stocks 218412104 229 7,527 SH x x 5 7,527
76 2,500 SH x x 18 2,500
213 7,000 SH x x 26 7,000
782 23,100 SH x x 28 23,100
2,074 68,141 SH x 36 68,141
38 1,310 SH x x 42 1,310
Corn Products International, Inc. Common Stocks 219023108 1,725 55,100 SH x x 7 55,100
1,674 55,000 SH x 36 55,000
Cornell Corrections, Inc. Common Stocks 219141108 318 19,400 SH x x 19 19,400
459 28,000 SH x 36 28,000
Cornerstone Properties, Inc. Common Stocks 21922H103 50 3,300 SH x x 2 3,300
12 800 SH x x 26 800
5,591 366,600 SH x x 27 366,600
301 19,719 SH x 36 19,719
26 1,700 SH x x 42 1,700
Cornerstone Realty Income Trust,
Inc. Common Stocks 21922V100 50 5,500 SH x 36 5,500
8 800 SH x x 42 800
Corning, Inc. Common Stocks 219350105 2,050 29,900 SH x x 7 29,900
123 1,800 SH x x 28 1,800
1,469 21,425 SH x 36 21,425
Corporate Express, Inc. Common Stocks 219888104 306 32,600 SH x x 8 32,600
Correctional Services Corp. Common Stocks 219921103 43 8,800 SH x x 19 8,800
68 13,750 SH x 36 13,750
CORT Business Services Corp. Common Stocks 220493100 243 10,500 SH x x 9 10,500
61 2,600 SH x x 28 2,600
289 12,500 SH x 36 12,500
7 300 SH x x 42 300
CORUS Bankshares, Inc. Common Stocks 220873103 67 1,800 SH x x 28 1,800
92 3,600 SH x 36 3,600
CorVel Corp. Common Stocks 221006109 242 11,000 SH x x 19 11,000
396 18,000 SH x 36 18,000
Cost Plus, Inc. Common Stocks 221485105 43 800 SH x x 28 800
Costco Cos., Inc. Common Stocks 22160Q102 2,906 36,900 SH x x 1 36,900
Cotelligent Group, Inc. Common Stocks 221630106 79 22,200 SH x x 19 22,200
127 35,600 SH x 36 35,600
Countrywide Credit Industries,
Inc. Common Stocks 222372104 2,095 60,500 SH x x 7 60,500
16 500 SH x x 8 500
455 14,100 SH x x 26 14,100
377 11,700 SH x x 28 11,700
1,654 51,300 SH x x 31 51,300
6,188 191,868 SH x 36 191,868
Cousins Properties, Inc. Common Stocks 222795106 7,300 215,100 SH x x 2 215,100
1,361 40,100 SH x x 27 40,100
7 200 SH x 36 200
Coventry Health Care, Inc. Common Stocks 222862104 217 21,000 SH x x 28 21,000
215 22,600 SH x 36 22,600
12 1,800 SH x x 42 1,800
Cox Communications, Inc. Class A Common Stocks 224044107 1,153 27,608 SH x x 5 27,608
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
789 18,900 SH x x 28 18,900
3,553 85,100 SH x x 32 85,100
4,740 113,541 SH x 36 113,541
Cox Radio, Inc. Class A Common Stocks 224051102 816 11,100 SH x x 28 11,100
792 13,308 SH x 36 13,308
Crane Co. Common Stocks 224399105 225 10,050 SH x x 26 10,050
811 36,150 SH x x 28 36,150
83 3,700 SH x x 29 3,700
1,430 63,742 SH x 36 63,742
Credence Systems Corp. Common Stocks 225302108 149 3,200 SH x x 42 3,200
Credit Acceptance Corp. Common Stocks 225310101 9 1,500 SH x 36 1,500
42 7,300 SH x x 42 7,300
Creditrust Corp. Common Stocks 225429109 177 7,900 SH x x 7 7,900
188 8,400 SH x 36 8,400
Crescent Real Estate Equities,
Inc. Common Stocks 225756105 554 30,800 SH x x 8 30,800
3,650 202,800 SH x x 18 202,800
3,690 205,000 SH x x 27 205,000
1,600 88,883 SH x 36 88,883
56 3,100 SH x x 42 3,100
Crescent Operating, Inc. Common Stocks 22575M100 193 47,900 SH x x 2 47,900
CRIIMI MAE, Inc. Common Stocks 226603108 4 1,700 SH x 36 1,700
Cross Timbers Oil Co. Common Stocks 227573102 2,255 167,025 SH x x 3 167,025
2,537 187,900 SH x 36 187,900
63 4,700 SH x x 37 4,700
Crossmann Communities, Inc. Common Stocks 22764E109 23 1,400 SH x x 37 1,400
Crown American Realty Trust Common Stocks 228186102 37 5,700 SH x x 18 5,700
18 2,800 SH x 36 2,800
4 600 SH x x 42 600
Crown Castle International Corp. Common Stocks 228227104 32 1,733 SH x 36 1,733
Crown Cork & Seal Co., Inc. Common Stocks 228255105 1,733 71,480 SH x x 31 71,480
3,881 160,052 SH x 36 160,052
Cullen Frost Bankers, Inc. Common Stocks 229899109 1,130 45,200 SH x x 7 45,200
564 21,500 SH x x 28 21,500
2,693 107,707 SH x 36 107,707
155 6,100 SH x x 42 6,100
Cummins Engine Co., Inc. Common Stocks 231021106 2,802 55,310 SH x x 7 55,310
105 2,100 SH x x 18 2,100
3,168 63,600 SH x x 26 63,600
1,514 28,000 SH x x 28 28,000
1,280 25,700 SH x x 31 25,700
11,258 226,009 SH x 36 226,009
397 7,800 SH x x 42 7,800
Cybex Computer Products Corp. Common Stocks 232522102 904 27,100 SH x 36 27,100
60 1,800 SH x x 37 1,800
Cymer, Inc. Common Stocks 232572107 1,332 38,400 SH x 36 38,400
Cypress Semiconductor Corp. Common Stocks 232806109 189 8,800 SH x x 18 8,800
84 3,900 SH x x 37 3,900
77 2,800 SH x x 42 2,800
Cytyc Corp. Common Stocks 232946103 827 21,400 SH x x 23 21,400
2,577 66,600 SH x 36 66,600
DII Group, Inc. (The) Common Stocks 232949107 99 2,800 SH x x 29 2,800
2,113 60,050 SH x 36 60,050
DPL, Inc. Common Stocks 233293109 752 42,679 SH x x 5 42,679
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
68 3,850 SH x 36 3,850
DQE, Inc. Common Stocks 23329J104 69 1,775 SH x 36 1,775
D.R. Horton, Inc. Common Stocks 23331A109 1,379 106,600 SH x x 7 106,600
70 5,400 SH x x 18 5,400
1,759 124,600 SH x x 25 124,600
270 21,000 SH x x 28 21,000
3,476 268,700 SH x 36 268,700
34 2,600 SH x x 37 2,600
DST Systems, Inc. Common Stocks 233326107 3,869 68,100 SH x x 9 68,100
131 2,300 SH x x 18 2,300
1,388 24,400 SH x x 26 24,400
1,946 33,100 SH x x 28 33,100
9,576 168,372 SH x 36 168,372
57 1,000 SH x x 37 1,000
51 900 SH x x 42 900
DSP Group, Inc. Common Stocks 23332B106 1,981 49,800 SH x x 9 49,800
2,855 71,600 SH x 36 71,600
DSP Communications, Inc. Common Stocks 23332K106 72 3,800 SH x x 29 3,800
76 4,000 SH x x 37 4,000
DTE Energy Co. Common Stocks 233331107 332 9,200 SH x x 8 9,200
5,798 160,500 SH x x 26 160,500
3,110 86,100 SH x x 28 86,100
7,750 214,536 SH x 36 214,536
Dain Rauscher Corp. Common Stocks 233856103 2,434 45,500 SH x x 25 45,500
108 2,200 SH x x 28 2,200
2,352 48,000 SH x 36 48,000
Daisytek International Corp. Common Stocks 234053106 250 17,800 SH x x 19 17,800
352 25,000 SH x 36 25,000
Dal-Tile International, Inc. Common Stocks 23426R108 930 117,200 SH x 36 117,200
35 4,400 SH x x 37 4,400
Dallas Semiconductor Corp. Common Stocks 235204104 3,102 54,100 SH x x 28 54,100
3,468 64,900 SH x 36 64,900
Dan River, Inc. Class A Common Stocks 235774106 241 37,000 SH x x 19 37,000
351 54,000 SH x 36 54,000
Dana Corp. Common Stocks 235811106 1,576 39,520 SH x x 7 39,520
4,180 112,400 SH x x 8 112,400
1,615 43,500 SH x x 18 43,500
171 4,600 SH x x 31 4,600
4,277 115,193 SH x 36 115,193
Danaher Corp. Common Stocks 235851102 979 15,930 SH x x 7 15,930
1,699 32,243 SH x 36 32,243
Darden Restaurants, Inc. Common Stocks 237194105 1,334 68,200 SH x x 18 68,200
3,120 159,500 SH x x 26 159,500
619 29,000 SH x x 28 29,000
7,648 390,977 SH x 36 390,977
211 10,400 SH x x 42 10,400
Data Transmission Network Corp. Common Stocks 238017107 275 11,000 SH x x 19 11,000
474 19,000 SH x 36 19,000
Datascope Corp. Common Stocks 238113104 60 1,700 SH x x 29 1,700
369 10,500 SH x 36 10,500
Day Runner, Inc. Common Stocks 239545106 131 12,700 SH x x 28 12,700
Dayton Hudson Corp. Common Stocks 239753106 16,841 249,000 SH x x 1 249,000
5,701 94,915 SH x x 5 94,915
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
6,400 99,200 SH x x 7 99,200
7,691 126,500 SH x x 8 126,500
5,033 83,800 SH x x 17 83,800
282 4,700 SH x x 18 4,700
706 8,000 SH x x 20 8,000
1,898 31,600 SH x x 28 31,600
39,910 664,479 SH x 36 664,479
Dayton Superior Corp. Class A Common Stocks 240028100 211 12,400 SH x x 19 12,400
265 15,600 SH x 36 15,600
Dean Foods Co. Common Stocks 242361103 22 500 SH x x 7 500
78 1,787 SH x 36 1,787
Deere & Co. Common Stocks 244199105 20,853 495,720 SH x x 4 495,720
4,882 125,600 SH x x 8 125,600
35,203 909,928 SH x 36 909,928
Del Monte Foods Co. Common Stocks 24522P100 715 50,600 SH x 36 50,600
Dell Computer Corp. Common Stocks 247025109 52,833 1,149,100 SH x x 1 1,149,100
4,772 107,900 SH x x 8 107,900
12,414 296,900 SH x x 10 296,900
1,935 31,500 SH x x 20 31,500
7,660 183,200 SH x x 26 183,200
117 2,800 SH x x 28 2,800
122,136 2,921,041 SH x 36 2,921,041
6,023 144,044 SH x x 44 144,044
Delphi Financial Group, Inc. Common Stocks 247131105 263 8,698 SH x x 7 8,698
77 2,550 SH x x 18 2,550
588 19,482 SH x x 28 19,482
587 19,438 SH x 36 19,438
Delta Air Lines, Inc. Common Stocks 247361108 2,352 48,500 SH x x 1 48,500
11,627 218,220 SH x x 4 218,220
243 5,000 SH x x 18 5,000
5,738 118,300 SH x x 26 118,300
1,630 33,600 SH x x 28 33,600
23,019 474,624 SH x 36 474,624
Delta Financial Corp. Common Stocks 247918105 149 29,700 SH x x 19 29,700
188 37,500 SH x 36 37,500
Deluxe Corp. Common Stocks 248019101 2,220 65,300 SH x x 18 65,300
806 23,700 SH x x 26 23,700
109 3,200 SH x x 29 3,200
2,789 82,026 SH x 36 82,026
142 4,150 SH x x 42 4,150
DENTSPLY International, Inc. Common Stocks 249030107 104 4,600 SH x x 18 4,600
186 8,200 SH x x 26 8,200
286 12,558 SH x 36 12,558
9 400 SH x x 42 400
Department 56, Inc. Common Stocks 249509100 123 4,200 SH x x 28 4,200
45 1,900 SH x x 29 1,900
Desc SA de CV Series C - ADR Common Stocks 250309101 3,098 176,800 SH x x 6 176,800
Detroit Diesel Corp. Common Stocks 250837101 159 8,600 SH x x 7 8,600
39 2,100 SH x x 18 2,100
817 41,800 SH x x 28 41,800
1,258 68,000 SH x 36 68,000
105 5,240 SH x x 42 5,240
Developers Diversified Realty
Corp. Common Stocks 251591103 6,427 459,100 SH x x 2 459,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
106 7,600 SH x x 18 7,600
113 8,100 SH x 36 8,100
21 1,500 SH x x 42 1,500
DeVry, Inc. Common Stocks 251893103 3,173 159,000 SH x x 9 159,000
3,430 171,475 SH x 36 171,475
88 4,400 SH x x 37 4,400
Dexter Corp. Common Stocks 252165105 1,098 27,800 SH x x 28 27,800
825 22,100 SH x 36 22,100
78 2,100 SH x x 37 2,100
Diagnostic Products Corp. Common Stocks 252450101 51 1,900 SH x x 29 1,900
Dial Corp. Common Stocks 25247D101 57 2,223 SH x 36 2,223
Diamond Offshore Drilling, Inc. Common Stocks 25271C102 157 4,700 SH x x 8 4,700
57 1,700 SH x x 18 1,700
50 1,511 SH x 36 1,511
Diamond Technology Partners, Inc. Common Stocks 252762109 2,283 51,200 SH x x 9 51,200
5,102 113,700 SH x 36 113,700
Diebold, Inc. Common Stocks 253651103 1,545 66,818 SH x x 5 66,818
1,401 54,900 SH x x 28 54,900
1,865 80,668 SH x 36 80,668
110 4,600 SH x x 42 4,600
Digital Link Corp. Common Stocks 253856108 184 18,500 SH x x 19 18,500
305 30,500 SH x 36 30,500
Dime Community Bancorp, Inc. Common Stocks 253922108 160 7,800 SH x x 7 7,800
95 4,600 SH x x 28 4,600
658 31,700 SH x 36 31,700
12 600 SH x x 42 600
Dillard's, Inc. Class A Common Stocks 254067101 1,526 73,120 SH x x 7 73,120
35 1,700 SH x x 28 1,700
957 47,100 SH x x 31 47,100
7,455 367,014 SH x 36 67,014
Dime Bancorp, Inc. Common Stocks 25429Q102 4,812 274,200 SH x x 8 274,200
2,853 163,000 SH x x 18 163,000
1,800 94,300 SH x x 25 94,300
282 16,100 SH x x 26 16,100
1,400 75,900 SH x x 28 75,900
3,513 200,760 SH x 36 00,760
134 7,500 SH x x 42 7,500
Discount Auto Parts, Inc. Common Stocks 254642101 29 1,800 SH x x 29 1,800
Disney (Walt) Co. Common Stocks 254687106 838 32,400 SH x x 7 32,400
2,212 85,500 SH x x 10 85,500
6,878 265,800 SH x x 26 265,800
574 22,200 SH x x 28 22,200
1,359 52,520 SH x x 31 52,520
3,014 502,949 SH x 36 02,949
Distribucion Y Servicio D&S SA -
ADR Common Stocks 254753106 3,913 224,650 SH x x 6 224,650
86 3,500 SH x x 8 3,500
62 3,800 SH x x 38 3,800
276 16,800 SH x x 40 16,800
4,800
Dole Food Co., Inc. Common Stocks 256605106 91 4,800 SH x x 18 193,600
3,678 193,600 SH x 36 3,301
Dollar General Corp. Common Stocks 256669102 102 3,301 SH x 36
Dollar Thrifty Automotive Group,
Inc. Common Stocks 256743105 1,333 62,620 SH x x 7 62,620
1,741 77,600 SH x x 28 77,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3,013 145,660 SH x 36 145,660
Dollar Tree Stores, Inc. Common Stocks 256747106 216 5,406 SH x 36 5,406
191 4,800 SH x x 37 4,800
Dominion Resources, Inc. Common Stocks 257470104 3,198 70,700 SH x x 8 70,700
205 4,550 SH x 36 4,550
Donaldson Co., Inc. Common Stocks 257651109 443 19,100 SH x x 7 9,100
501 21,600 SH x 36 21,600
56 2,400 SH x x 37 2,400
Donaldson, Lufkin & Jenrette,
Inc. Common Stocks 257661108 2,706 68,400 SH x x 3 68,400
455 11,500 SH x x 7 11,500
1,614 40,800 SH x x 18 40,800
2,851 72,069 SH x 36 72,069
Donegal Group, Inc. Common Stocks 257701102 325 47,288 SH x x 3 47,288
179 26,100 SH x x 19 26,100
291 41,900 SH x 36 41,900
Donnelley (R.R.) & Sons Co. Common Stocks 257867101 1,631 56,487 SH x x 5 56,487
1,412 48,900 SH x x 18 48,900
35 1,200 SH x x 26 1,200
9,095 314,978 SH x 36 314,978
Doral Financial Corp. Common Stocks 25811P100 199 15,100 SH x x 7 15,100
28 2,100 SH x x 18 2,100
982 74,500 SH x x 23 74,500
1,805 125,300 SH x x 25 125,300
2,731 204,200 SH x 36 204,200
59 4,500 SH x x 37 4,500
DoubleClick, Inc. Common Stocks 258609304 1,515 12,300 SH x x 8 12,300
214 1,800 SH x x 26 1,800
687 5,771 SH x 36 5,771
Dover Corp. Common Stocks 260003108 7,758 189,800 SH x x 5 189,800
625 15,300 SH x x 28 15,300
2,083 50,965 SH x 36 50,965
Dow Chemical Co. Common Stocks 260543103 16,248 129,590 SH x x 4 129,590
8,189 72,069 SH x x 5 72,069
2,703 23,800 SH x x 8 23,800
12,067 106,200 SH x x 26 106,200
4,988 43,900 SH x x 28 43,900
3,281 28,880 SH x x 31 28,880
44,695 393,351 SH x 36 393,351
Dow Jones & Co., Inc. Common Stocks 260561105 331 6,200 SH x x 18 6,200
1,639 30,700 SH x x 26 30,700
3,965 74,281 SH x 36 74,281
Downey Financial Corp. Common Stocks 261018105 299 14,855 SH x x 7 14,855
324 16,100 SH x x 28 16,100
416 20,695 SH x 36 20,695
Dress Barn, Inc. Common Stocks 261570105 15 800 SH x 36 800
DSET Corp. Common Stocks 262504103 370 25,000 SH x x 19 25,000
1,416 96,400 SH x 36 96,400
du Pont (E.I.) de Nemours & Co. Common Stocks 263534109 12,343 185,050 SH x x 4 185,050
1,634 26,845 SH x x 26 26,845
1,638 26,912 SH x x 31 26,912
18,114 297,554 SH x 36 297,554
Ducommun, Inc. Common Stocks 264147109 79 7,350 SH x x 28 7,350
Duke Energy Corp. Common Stocks 264399106 3,670 61,950 SH x x 7 61,950
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
204 3,700 SH x x 28 3,700
3,362 60,989 SH x 36 60,989
Duke Realty Investments, Inc. Common Stocks 264411505 125 6,400 SH x x 2 6,400
819 42,000 SH x x 3 42,000
420 21,539 SH x x 5 21,539
135 6,900 SH x x 26 6,900
6,311 323,655 SH x x 27 323,655
622 31,879 SH x 36 31,879
37 1,876 SH x x 42 1,876
Dun & Bradstreet Corp. Common Stocks 26483B106 1,953 65,370 SH x x 31 65,370
117 3,900 SH x 36 3,900
Dura Automotive Systems, Inc. Common Stocks 265903104 36 1,500 SH x x 18 1,500
905 37,600 SH x 36 37,600
DuPont Photomasks, Inc. Common Stocks 26613X101 18 400 SH x x 18 400
170 3,700 SH x x 28 3,700
488 10,600 SH x 36 10,600
Dura Pharmaceuticals, Inc. Common Stocks 26632S109 64 4,600 SH x x 18 4,600
Dycom Industries, Inc. Common Stocks 267475101 1,131 24,800 SH x x 7 24,800
93 2,200 SH x x 28 2,200
633 15,000 SH x 36 15,000
Dynegy, Inc. Common Stocks 26816L102 661 29,500 SH x x 28 29,500
981 47,409 SH x 36 47,409
Dynex Capital, Inc. Common Stocks 26817Q100 0 52 SH x x 42 52
ECI Telecom, Ltd. Common Stocks 268258100 241 6,670 SH x x 8 6,670
509 20,720 SH x x 40 20,720
EG&G, Inc. Common Stocks 268457108 609 15,300 SH x x 28 15,300
1,083 27,200 SH x 36 27,200
EMC Corp. Common Stocks 268648102 25,265 318,000 SH x x 1 318,000
8,571 119,974 SH x x 5 119,974
10,862 141,620 SH x x 7 141,620
14,036 194,600 SH x x 8 194,600
12,087 169,200 SH x x 10 169,200
1,028 9,800 SH x x 20 9,800
186 2,600 SH x x 28 2,600
122,315 1,712,201 SH x 36 1,712,201
15,643 218,970 SH x x 44 218,970
ENSCO International, Inc. Common Stocks 26874Q100 1,109 62,200 SH x x 8 62,200
1,149 63,600 SH x x 26 63,600
503 24,800 SH x x 28 24,800
3,302 182,804 SH x 36 182,804
98 5,700 SH x x 42 5,700
ENI SPA - ADR Common Stocks 26874R108 4,379 69,500 SH x x 30 69,500
E-Tek Dynamics, Inc. Common Stocks 269240107 1,530 28,200 SH x x 23 28,200
1,472 27,141 SH x 36 27,141
E'town Corp. Common Stocks 269242103 129 2,600 SH x x 7 2,600
159 3,200 SH x 36 3,200
E*TRADE Group, Inc. Common Stocks 269246104 230 9,800 SH x x 26 9,800
784 33,347 SH x 36 33,347
Eagle Geophysical, Inc. Common Stocks 269524104 0 1,048 SH x 36 1,048
0 135 SH x x 42 135
Eagle USA Airfreight, Inc. Common Stocks 270018104 61 2,050 SH x x 37 2,050
Earthgrains Co. Common Stocks 270319106 1,932 85,740 SH x x 7 85,740
1,897 85,760 SH x 36 85,760
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EarthLink Network, Inc. Common Stocks 270322100 26 600 SH x x 26 600
2,057 47,900 SH x x 32 47,900
5,165 120,282 SH x 36 120,282
EastGroup Properties, Inc. Common Stocks 277276101 62 3,400 SH x x 18 3,400
38 2,100 SH x 36 2,100
4 200 SH x x 42 200
Eastman Chemical Co. Common Stocks 277432100 156 3,900 SH x x 18 3,900
676 16,900 SH x x 26 16,900
748 18,700 SH x x 31 18,700
9,460 236,497 SH x 36 236,497
Eastman Kodak Co. Common Stocks 277461109 17,459 213,881 SH x x 4 213,881
662 8,775 SH x x 5 8,775
11,722 155,200 SH x x 8 155,200
143 1,900 SH x x 28 1,900
20,124 266,762 SH x 36 266,762
Eaton Corp. Common Stocks 278058102 4,047 46,500 SH x x 8 46,500
328 3,800 SH x x 26 3,800
682 7,900 SH x x 28 7,900
380 4,400 SH x x 31 4,400
2,602 30,150 SH x 36 30,150
eBay, Inc. Common Stocks 278642100 95 674 SH x 36 674
EchoStar Communications Corp.
Class A Common Stocks 278762109 87 958 SH x 36 958
Ecolab, Inc. Common Stocks 278865100 10 300 SH x x 26 300
208 6,100 SH x x 28 6,100
706 20,696 SH x 36 20,696
Edison International Common Stocks 281020107 2,163 88,978 SH x x 5 88,978
1,977 81,300 SH x x 18 81,300
4,811 197,900 SH x x 26 197,900
5,081 208,985 SH x 36 208,985
Education Management Corp. New Common Stocks 28139T101 17 1,400 SH x x 28 1,400
814 65,800 SH x 36 65,800
EduTrek International, Inc.
Class A Common Stocks 28164K108 103 55,000 SH x x 19 55,000
194 100,000 SH x 36 100,000
J.D. Edwards & Co. Common Stocks 281667105 161 7,800 SH x x 23 7,800
264 12,762 SH x 36 12,762
Edwards (A.G.), Inc. Common Stocks 281760108 2,402 83,300 SH x x 25 83,300
27 1,041 SH x x 26 1,041
137 5,200 SH x x 28 5,200
2,297 87,089 SH x 36 87,089
El Paso Energy Corp. Common Stocks 283905107 2,781 65,130 SH x x 7 65,130
1,246 31,300 SH x x 8 31,300
1,505 37,800 SH x x 17 37,800
414 10,400 SH x x 26 10,400
418 10,500 SH x x 28 10,500
7,541 189,415 SH x 36 189,415
Elan Corp. PLC - ADR Common Stocks 284131208 4,920 146,600 SH x x 17 146,600
13,012 387,700 SH x 36 387,700
Electro Rent Corp. Common Stocks 285218103 356 22,400 SH x x 28 22,400
110 8,800 SH x 36 8,800
Electroglas, Inc. Common Stocks 285324109 1,391 59,500 SH x x 3 59,500
1,587 67,900 SH x 36 67,900
Electronic Arts, Inc. Common Stocks 285512109 3,196 44,200 SH x x 17 44,200
7,672 106,007 SH x 36 106,007
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
333 4,600 SH x x 37 4,600
Electronic Data Systems Corp. Common Stocks 285661104 16,813 292,670 SH x x 4 292,670
5,651 106,752 SH x x 5 106,752
2,005 32,480 SH x x 7 32,480
5,302 100,000 SH x x 8 100,000
169 3,200 SH x x 26 3,200
1,482 28,000 SH x x 28 28,000
38,261 722,755 SH x 36 722,755
Electronics Boutique Holdings Common Stocks 286045109
Corp. 333 13,000 SH x x 19 13,000
464 18,000 SH x 36 18,000
Electronics For Imaging, Inc. Common Stocks 286082102 4,637 90,250 SH x x 23 90,250
3,717 66,200 SH x x 25 66,200
7,080 137,727 SH x 36 137,727
180 3,500 SH x x 37 3,500
Elf Aquitaine - ADR Common Stocks 286269105 4,022 43,900 SH x x 30 43,900
Embratel Participacoes SA - ADR Preferred
Stocks 29081N100 112 6,651 SH x x 8 6,651
195 17,034 SH x x 38 17,034
301 26,300 SH x x 40 26,300
Embotelladora Andina SA Series Common Stocks 29081P204 1,705 88,500 SH x x 6 88,500
A- ADR 104 4,100 SH x x 8 4,100
47 2,700 SH x x 38 2,700
260 15,000 SH x x 40 15,000
Embotelladora Andina SA - ADR
Series B Common Stocks 29081P303 754 58,000 SH x x 6 58,000
EMCORE Corp. NPV Common Stocks 290846104 173 12,500 SH x x 19 12,500
250 18,000 SH x 36 18,000
EMCOR Group, Inc. Common Stocks 29084Q100 48 2,500 SH x x 18 2,500
33 1,700 SH x x 28 1,700
94 4,900 SH x 36 4,900
Emerson Electric Co. Common Stocks 291011104 4,398 69,600 SH x x 8 69,600
404 6,400 SH x x 31 6,400
648 10,258 SH x 36 10,258
Emmis Broadcasting Corp. Class A Common Stocks 291525103 3,257 49,400 SH x x 9 49,400
5,047 76,400 SH x 36 76,400
Empresa Nacional de Electric -
ADR Common Stocks 29244T101 141 7,400 SH x x 8 7,400
130 9,975 SH x x 31 9,975
109 8,363 SH x x 38 8,363
200 15,400 SH x x 40 15,400
Energen Corp. Common Stocks 29265N108 269 13,300 SH x x 7 13,300
83 4,100 SH x x 18 4,100
401 16,100 SH x x 28 16,100
618 30,500 SH x 36 30,500
8 400 SH x x 42 400
Energy East Corp. Common Stocks 29266M109 2,213 85,200 SH x x 25 85,200
2,351 99,000 SH x x 26 99,000
952 40,100 SH x x 28 40,100
100 4,200 SH x x 29 4,200
8,552 360,100 SH x 36 360,100
145 5,960 SH x x 42 5,960
Enersis SA - ADR Common Stocks 29274F104 1,795 81,799 SH x x 6 81,799
55 1,800 SH x x 8 1,800
101 4,850 SH x x 38 4,850
228 10,900 SH x x 40 10,900
Engelhard Corp. Common Stocks 292845104 1,152 63,331 SH x x 5 63,331
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
125 6,900 SH x x 18 6,900
455 25,000 SH x x 28 25,000
1,411 77,573 SH x 36 77,573
Engle Homes, Inc. Common Stocks 292896107 225 22,100 SH x x 19 22,100
339 32,900 SH x 36 32,900
Enesco Group, Inc. Common Stocks 292973104 211 13,700 SH x x 26 13,700
17 1,120 SH x x 42 1,120
Enhance Financial Services
Group, Inc. Common Stocks 293310108 382 21,600 SH x x 7 21,600
71 4,000 SH x x 18 4,000
412 23,300 SH x 36 23,300
Ennis Business Forms, Inc. Common Stocks 293389102 701 79,000 SH x x 3 79,000
1,834 206,612 SH x 36 206,612
Enron Corp. Common Stocks 293561106 7,682 186,230 SH x x 5 186,230
157 3,800 SH x x 8 3,800
994 24,100 SH x x 28 24,100
4,082 98,954 SH x 36 98,954
Enron Oil & Gas Co. Common Stocks 293562104 54 2,600 SH x x 28 2,600
100 4,800 SH x x 42 4,800
Entergy Corp. Common Stocks 29364G103 1,767 56,820 SH x x 7 56,820
1,788 61,800 SH x x 8 61,800
20 700 SH x x 26 700
2,743 94,800 SH x x 28 94,800
6,268 216,598 SH x 36 216,598
Entertainment Properties Trust Common Stocks 29380T105 1,473 100,700 SH x x 27 100,700
25 1,700 SH x 36 1,700
4 300 SH x x 42 300
Entrust Technologies, Inc. Common Stocks 293848107 763 34,100 SH x x 23 34,100
3,511 156,500 SH x 36 156,500
Equifax, Inc. Common Stocks 294429105 5,575 200,700 SH x x 8 200,700
39 1,400 SH x x 26 1,400
769 27,350 SH x 36 27,350
Equitable Resources, Inc. Common Stocks 294549100 556 14,700 SH x x 7 14,700
389 10,300 SH x x 28 10,300
1,195 31,600 SH x 36 31,600
Equity Inns, Inc. Common Stocks 294703103 29 3,400 SH x x 18 3,400
39 4,600 SH x 36 4,600
7 800 SH x x 42 800
Equity Office Properties Trust Common Stocks 294741103 15,338 659,700 SH x x 2 659,700
58 2,400 SH x x 8 2,400
242 10,400 SH x x 26 10,400
12,191 524,348 SH x x 27 524,348
3,497 150,414 SH x 36 150,414
Equity Office Property Trust Preferred
Stocks 294741509 3,310 83,800 SH x x 16 83,800
Equity Residential Properties
Trust REIT Common Stocks 29476L107 5,301 125,100 SH x x 2 125,100
8,606 203,088 SH x x 27 203,088
5,733 135,302 SH x 36 135,302
Ericsson (LM) Telephone Co.
Class B - ADR Common Stocks 294821400 211 4,600 SH x x 22 4,600
600 13,100 SH x x 24 13,100
Erie Indemnity Co. Class A Common Stocks 29530P100 52 1,571 SH x 36 1,571
Essex Property Trust, Inc. REIT Common Stocks 297178105 8,130 232,700 SH x x 2 232,700
470 13,450 SH x 36 13,450
17 500 SH x x 42 500
Esterline Corp. Common Stocks 297425100 138 9,300 SH x x 28 9,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Ethan Allen Interiors,
Inc. Common Stocks 297602104 937 27,600 SH x x 28 27,600
530 16,650 SH x 36 16,650
86 2,700 SH x x 37 2,700
Ethyl Corp. Common Stocks 297659104 185 47,800 SH x x 7 47,800
20 5,200 SH x x 18 5,200
176 45,300 SH x 36 45,300
28 5,970 SH x x 42 5,970
EVEREN Capital Corp. Common Stocks 299761106 150 5,100 SH x 36 5,100
Everest Reinsurance
Holdings, Inc. Common Stocks 299808105 1,995 81,880 SH x x 7 81,880
488 20,500 SH x x 18 20,500
912 38,300 SH x x 26 38,300
6,478 272,029 SH x 36 272,029
176 7,780 SH x x 42 7,780
Evergreen Resources, Inc. Common Stocks 299900308 43 1,800 SH x x 37 1,800
Excel Legacy Corp. Common Stocks 300665106 1 200 SH x x 42 200
Excel Technology, Inc. Common Stocks 30067T103 525 35,000 SH x x 19 35,000
747 50,000 SH x 36 50,000
Excel Switching Corp. New Common Stocks 30067V108 57 1,600 SH x x 37 1,600
Exodus Communications,
Inc. Common Stocks 302088109 3,090 43,200 SH x x 8 43,200
1,009 15,000 SH x x 9 15,000
958 13,300 SH x x 23 13,300
663 9,200 SH x x 26 9,200
3,598 49,930 SH x 36 49,930
Expeditors International
of Washington, Inc. Common Stocks 302130109 623 17,700 SH x x 7 17,700
1,029 32,100 SH x x 23 32,100
1,375 42,838 SH x 36 42,838
112 3,500 SH x x 37 3,500
Express Scripts, Inc.
Class A Common Stocks 302182100 3,596 45,950 SH x x 23 45,950
2,979 38,071 SH x 36 38,071
110 1,400 SH x x 37 1,400
Extended Stay America,
Inc. Common Stocks 30224P101 169 18,800 SH x x 7 18,800
265 29,600 SH x x 8 29,600
29 3,200 SH x x 18 3,200
347 38,500 SH x 36 38,500
46 5,100 SH x x 37 5,100
Exxon Corp. Common Stocks 302290101 14,888 180,520 SH x x 4 180,520
7,359 96,915 SH x x 5 96,915
4,031 49,440 SH x x 7 49,440
20,083 265,400 SH x x 8 265,400
3,873 51,000 SH x x 18 51,000
12,913 170,044 SH x x 26 170,044
11,915 156,900 SH x x 28 156,900
9,738 128,240 SH x x 31 128,240
70,644 930,297 SH x 36 930,297
F&M National Corp. Common Stocks 302374103 5 206 SH x 36 206
FBL Financial Group, Inc.
Class A Common Stocks 30239F106 283 13,700 SH x x 7 13,700
336 12,500 SH x x 28 12,500
359 17,400 SH x 36 17,400
FLIR Systems, Inc. Common Stocks 302445101 219 17,000 SH x x 19 17,000
323 25,000 SH x 36 25,000
FMC Corp. Common Stocks 302491303 1,824 37,800 SH x x 18 37,800
434 9,000 SH x x 26 9,000
314 6,500 SH x x 28 6,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
150 3,100 SH x x 31 3,100
2,245 46,534 SH x 36 46,534
18 400 SH x x 42 400
FPIC Insurance Group, Inc. Common Stocks 302563101 531 35,200 SH x x 9 35,200
1,205 80,000 SH x 36 80,000
FPL Group, Inc. Common Stocks 302571104 4,035 80,102 SH x x 5 80,102
690 13,700 SH x x 26 13,700
6,465 128,343 SH x 36 128,343
Fairchild Corp. (The)
Class A Common Stocks 303698104 521 47,500 SH x x 28 47,500
924 90,100 SH x 36 90,100
Fairfield Communities,
Inc. Common Stocks 304231301 46 4,200 SH x x 37 4,200
Family Dollar Stores, Inc. Common Stocks 307000109 1,194 56,500 SH x x 23 56,500
987 46,700 SH x 36 46,700
209 9,900 SH x x 37 9,900
FARO Technologies, Inc. Common Stocks 311642102 158 45,000 SH x x 19 45,000
248 72,000 SH x 36 72,000
Farr Co. Common Stocks 311648109 263 29,250 SH x x 19 29,250
479 51,750 SH x 36 51,750
Fastenal Co. Common Stocks 311900104 30 647 SH x 36 647
FDX Corp. Common Stocks 31304N107 1,762 45,474 SH x x 5 45,474
16,160 417,040 SH x 36 417,040
Federal Home Loan
Mortgage Corp. Common Stocks 313400301 21,997 400,500 SH x x 1 400,500
8,585 165,096 SH x x 5 165,096
2,709 43,980 SH x x 7 43,980
519 6,800 SH x x 20 6,800
3,827 73,600 SH x x 26 73,600
4,248 81,700 SH x x 28 81,700
58,437 1,123,793 SH x 36 1,123,793
Federal-Mogul Corp. Common Stocks 313549107 121 4,400 SH x x 18 4,400
134 4,800 SH x x 28 4,800
227 8,221 SH x 36 8,221
Federal National Mortgage
Association Common Stocks 313586109 4,860 64,320 SH x x 1 64,320
18,549 270,420 SH x x 4 270,420
288 4,600 SH x x 7 4,600
3,172 50,600 SH x x 8 50,600
3,987 63,600 SH x x 17 63,600
212 2,300 SH x x 20 2,300
3,141 50,100 SH x x 26 50,100
5,253 83,800 SH x x 28 83,800
1,674 26,700 SH x x 31 26,700
66,577 1,062,039 SH x 36 1,062,039
6,179 98,575 SH x x 44 98,575
Federal Realty Investment
Trust Common Stocks 313747206 80 3,800 SH x 36 3,800
14 700 SH x x 42 700
Federated Department
Stores, Inc. Common Stocks 31410H101 2,205 46,420 SH x x 7 46,420
6,139 140,800 SH x x 8 140,800
1,874 42,900 SH x x 17 42,900
821 18,800 SH x x 18 18,800
2,674 61,200 SH x x 26 61,200
625 14,300 SH x x 28 14,300
2,206 50,500 SH x x 31 50,500
11,070 253,382 SH x 36 253,382
Federated Investors, Inc.
Class B NPV Common Stocks 314211103 23 1,356 SH x 36 1,356
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
74 4,300 SH x x 37 4,300
FelCor Lodging Trust, Inc. Common Stocks 31430F101 7 400 SH x x 26 400
837 47,850 SH x x 27 47,850
190 10,860 SH x 36 10,860
Ferro Corp. Common Stocks 315405100 16 760 SH x x 42 760
Fidelity National
Financial Common Stocks 316326107 325 19,490 SH x x 28 19,490
175 11,530 SH x 36 11,530
Fifth Third Bancorp Common Stocks 316773100 2,232 36,700 SH x x 1 36,700
3,710 56,810 SH x x 7 56,810
9,621 158,122 SH x 36 158,122
Financial Federal Corp. Common Stocks 317492106 38 2,000 SH x x 37 2,000
Financial Security
Assurance Holdings, Ltd. Common Stocks 31769P100 1,644 30,940 SH x x 7 30,940
62 1,200 SH x x 8 1,200
76 1,000 SH x x 28 1,000
119 2,300 SH x x 29 2,300
1,520 29,406 SH x 36 29,406
FINOVA Group, Inc. Common Stocks 317928109 1,101 30,167 SH x x 5 30,167
724 18,500 SH x x 7 18,500
4,996 135,800 SH x x 8 135,800
4,194 114,900 SH x x 18 114,900
167 3,400 SH x x 28 3,400
1,358 37,209 SH x 36 37,209
First American Financial
Corp. Common Stocks 318522307 78 5,800 SH x x 18 5,800
1,611 109,700 SH x x 28 109,700
1,684 125,900 SH x 36 125,900
First Bancorp. Common Stocks 318672102 20 1,000 SH x x 18 1,000
First American Corp. Common Stocks 318900107 1,887 44,000 SH x x 8 44,000
115 2,678 SH x 36 2,678
First Cash Financial
Services, Inc. Common Stocks 31942D100 228 20,700 SH x 36 20,700
First Charter Corp. Common Stocks 319439105 52 3,000 SH x x 18 3,000
First Citizens
BancShares, Inc. Common Stocks 31946M103 68 900 SH x x 18 900
123 1,200 SH x x 28 1,200
115 1,500 SH x 36 1,500
First Commonwealth
Financial Corp. Common Stocks 319829107 61 2,400 SH x 36 2,400
First Federal Capital
Corp. Common Stocks 319960100 2 100 SH x 36 100
39 2,500 SH x x 37 2,500
First Data Corp. Common Stocks 319963104 229 5,214 SH x x 5 5,214
469 10,300 SH x x 8 10,300
2,685 61,200 SH x x 18 61,200
724 16,500 SH x x 26 16,500
662 15,095 SH x 36 15,095
First Essex Bancorp, Inc. Common Stocks 320103104 285 18,000 SH x x 19 18,000
411 26,000 SH x 36 26,000
First Industrial Realty
Trust, Inc. REIT Common Stocks 32054K103 7,074 285,800 SH x x 2 285,800
1,564 63,200 SH x 36 63,200
20 800 SH x x 42 800
First Indiana Corp. Common Stocks 32054R108 216 10,300 SH x x 19 10,300
347 16,500 SH x 36 16,500
First Midwest Bancorp,
Inc. Common Stocks 320867104 15 400 SH x 36 400
First Health Group Corp. Common Stocks 320960107 2,636 117,500 SH x x 9 117,500
6,238 278,000 SH x 36 278,000
First Republic Bank Common Stocks 336158100 270 10,200 SH x x 7 10,200
265 10,000 SH x x 19 10,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
166 6,300 SH x x 28 6,300
1,253 47,300 SH x 36 47,300
First Security Corp. Common Stocks 336294103 192 8,075 SH x 36 8,075
1st Source Corp. Common Stocks 336901103 252 10,360 SH x x 28 10,360
285 11,870 SH x 36 11,870
First Tennessee National Corp. Common Stocks 337162101 1,803 64,100 SH x x 18 64,100
1,509 53,650 SH x x 23 53,650
1,334 47,435 SH x 36 47,435
First Union Corp. Common Stocks 337358105 3,080 86,600 SH x x 7 86,600
15,225 423,718 SH x x 8 423,718
3,866 108,710 SH x x 31 108,710
8,793 247,257 SH x 36 247,257
First Union Real Estate
Investment Common Stocks 337400105 5 1,000 SH x 36 1,000
First Virginia Banks, Inc. Common Stocks 337477103 73 1,600 SH x x 28 1,600
368 8,452 SH x 36 8,452
First Washington Realty Trust,
Inc. Common Stocks 337489504 19 900 SH x 36 900
6 300 SH x x 42 300
First Washington Bancorp, Inc. Common Stocks 33748T104 85 4,840 SH x x 7 4,840
42 2,400 SH x x 18 2,400
74 4,200 SH x 36 4,200
31 1,700 SH x x 42 1,700
FirstCom Corp. Common Stocks 33763T100 422 42,200 SH x 36 42,200
Firstar Corp. Common Stocks 33763V109 1,732 57,940 SH x x 7 57,940
1,376 53,700 SH x x 26 53,700
3,396 132,544 SH x 36 132,544
Fiserv, Inc. Common Stocks 337738108 95 2,930 SH x 36 2,930
FirstFed Financial Corp. Common Stocks 337907109 351 20,200 SH x x 7 20,200
75 4,300 SH x x 18 4,300
476 27,400 SH x 36 27,400
146 7,900 SH x x 42 7,900
FirstMerit Corp. Common Stocks 337915102 46 1,800 SH x x 7 1,800
91 3,600 SH x x 8 3,600
432 17,006 SH x 36 17,006
113 4,520 SH x x 42 4,520
Flagstar Bancorp, Inc. Common Stocks 337930101 92 6,000 SH x x 7 6,000
253 16,600 SH x x 28 16,600
527 34,300 SH x 36 34,300
39 2,500 SH x x 42 2,500
FirstEnergy Corp. Common Stocks 337932107 696 27,300 SH x x 7 27,300
2,683 105,200 SH x x 18 105,200
1,998 78,340 SH x x 31 78,340
4,898 192,074 SH x 36 192,074
Fleet Financial Group, Inc. Common Stocks 338915101 20,098 512,300 SH x x 4 512,300
3,641 99,419 SH x x 5 99,419
2,406 65,700 SH x x 7 65,700
10 280 SH x x 14 280
1,677 45,800 SH x x 26 45,800
3,527 96,300 SH x x 28 96,300
2,976 81,260 SH x x 31 81,260
30,521 833,336 SH x 36 833,336
Fleetwood Enterprises, Inc. Common Stocks 339099103 253 10,800 SH x x 28 10,800
Fleming Cos., Inc. Common Stocks 339130106 18 1,800 SH x 36 1,800
99 10,250 SH x x 42 10,250
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Florida East Coast Industries,
Inc. Common Stocks 340632108 31 1,000 SH x x 37 1,000
Florida Progress Corp. Common Stocks 341109106 241 5,200 SH x x 26 5,200
831 17,976 SH x 36 17,976
Florida Rock Industries, Inc. Common Stocks 341140101 754 20,950 SH x x 7 20,950
708 20,370 SH x 36 20,370
Flow International Corp. Common Stocks 343468104 1,399 134,850 SH x 36 134,850
Flowers Industries, Inc. Common Stocks 343496105 1,992 146,900 SH x x 18 146,900
33 2,399 SH x 36 2,399
Fluor Corp. Common Stocks 343861100 1,501 37,300 SH x x 7 37,300
403 10,000 SH x x 26 10,000
1,228 30,500 SH x x 31 30,500
12,471 309,850 SH x 36 309,850
Fomento Economico Mexicano SA de
CV Series B - ADR Common Stocks 344419106 4,176 128,000 SH x x 6 128,000
172 3,740 SH x x 8 3,740
354 11,300 SH x x 38 11,300
Foodmaker, Inc. Common Stocks 344839204 843 31,780 SH x x 7 31,780
75 3,000 SH x x 28 3,000
100 4,000 SH x x 29 4,000
3,776 151,400 SH x 36 151,400
Footstar, Inc. Common Stocks 344912100 1,534 42,500 SH x x 7 42,500
468 11,600 SH x x 28 11,600
1,826 51,800 SH x 36 51,800
Ford Motor Co. Common Stocks 345370100 2,299 45,800 SH x x 1 45,800
11,305 206,140 SH x x 4 206,140
3,184 63,438 SH x x 5 63,438
7,891 156,700 SH x x 8 156,700
2,524 50,300 SH x x 17 50,300
7,739 154,200 SH x x 26 154,200
7,453 148,500 SH x x 28 148,500
2,846 56,700 SH x x 31 56,700
54,005 1,076,057 SH x 36 1,076,057
Foremost Corp. of America Common Stocks 345469100 77 3,200 SH x x 7 3,200
127 5,300 SH x 36 5,300
Forest Labs, Inc. Common Stocks 345838106 8,567 202,200 SH x x 8 202,200
25 600 SH x x 28 600
80 1,901 SH x 36 1,901
Forest Oil Corp. Common Stocks 346091606 2,192 128,450 SH x 36 128,450
53 3,100 SH x x 37 3,100
Fort James Corp. Common Stocks 347471104 7,817 345,080 SH x x 4 345,080
1,343 50,100 SH x x 8 50,100
1,124 42,100 SH x x 18 42,100
17,389 651,576 SH x 36 651,576
Fortune Brands, Inc. Common Stocks 349631101 1,895 58,750 SH x x 5 58,750
2,577 79,900 SH x x 18 79,900
410 12,700 SH x x 26 12,700
771 23,900 SH x x 28 23,900
1,725 53,500 SH x x 31 53,500
7,626 236,461 SH x 36 236,461
Fossil, Inc. Common Stocks 349882100 1,394 51,388 SH x x 23 51,388
5,372 181,250 SH x x 25 181,250
5,877 217,150 SH x 36 217,150
Foundation Health Systems, Inc. Common Stocks 350404109 1,215 126,490 SH x x 7 126,490
30 3,200 SH x x 26 3,200
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
748 79,310 SH x x 31 79,310
2,998 317,707 SH x 36 317,707
Four Seasons Hotels, Inc. Common Stocks 35100E104 2,694 73,690 SH x 36 73,690
995 27,210 SH x x 44 27,210
Fox Entertainment Group, Inc.
Class A Common Stocks 35138T107 63 2,975 SH x 36 2,975
Franchise Finance Corp. of
America Common Stocks 351807102 914 39,100 SH x x 5 39,100
612 26,200 SH x x 27 26,200
181 7,760 SH x 36 7,760
27 1,200 SH x x 42 1,200
Franklin Covey Co. Common Stocks 353469109 88 11,400 SH x x 7 11,400
117 15,200 SH x 36 15,200
Franklin Electric Co., Inc. Common Stocks 353514102 40 600 SH x x 37 600
Franklin Resources, Inc. Common Stocks 354613101 3,862 125,600 SH x x 17 125,600
9,376 304,923 SH x 36 304,923
Freedom Securities Corp. Common Stocks 35644K103 284 21,000 SH x x 19 21,000
405 30,000 SH x 36 30,000
Freeport-McMoRan Copper & Gold,
Inc. Class B Common Stocks 35671D857 394 25,300 SH x x 8 25,300
517 33,200 SH x x 26 33,200
1,647 105,812 SH x 36 105,812
367 23,600 SH x x 39 23,600
Fremont General Corp. Common Stocks 357288109 917 94,000 SH x x 7 94,000
235 25,400 SH x x 8 25,400
796 83,800 SH x x 18 83,800
27 2,800 SH x x 28 2,800
1,293 136,127 SH x 36 136,127
Friede Goldman International,
Inc. Common Stocks 358430106 389 34,200 SH x x 28 34,200
371 36,600 SH x 36 36,600
Fritz Companies, Inc. Common Stocks 358846103 375 36,100 SH x 36 36,100
Frontier Insurance Group, Inc.
New Common Stocks 359081106 50 5,700 SH x x 18 5,700
Fuller (H.B.) Co. Common Stocks 359694106 840 13,310 SH x x 7 13,310
1,093 17,960 SH x 36 17,960
42 700 SH x x 42 700
Fulton Financial Corp. Common Stocks 360271100 15 800 SH x x 26 800
47 2,500 SH x x 29 2,500
52 2,791 SH x 36 2,791
15 800 SH x x 42 800
Funco, Inc. Common Stocks 360762108 317 17,000 SH x x 19 17,000
472 25,000 SH x 36 25,000
Furniture Brands International,
Inc. Common Stocks 360921100 399 20,500 SH x x 8 20,500
2,195 112,200 SH x x 9 112,200
41 2,100 SH x x 18 2,100
879 41,600 SH x x 28 41,600
3,260 165,600 SH x 36 165,600
57 2,900 SH x x 37 2,900
G & K Services, Inc. Class A Common Stocks 361268105 2,226 55,000 SH x x 9 55,000
3,094 76,400 SH x 36 76,400
GATX Corp. Common Stocks 361448103 81 2,600 SH x x 18 2,600
71 2,300 SH x x 28 2,300
103 3,300 SH x x 29 3,300
153 4,918 SH x 36 4,918
GBC Bancorp Common Stocks 361475106 332 10,700 SH x x 28 10,700
37 1,900 SH x 36 1,900
33 800 SH x x 42 800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GST Telecommunications, Inc. Common Stocks 361942105 251 35,900 SH x x 19 35,900
365 51,900 SH x 36 51,900
GPU, Inc. Common Stocks 36225X100 2,736 77,890 SH x x 7 77,890
489 15,000 SH x x 18 15,000
3,080 94,400 SH x x 28 94,400
1,587 48,630 SH x x 31 48,630
7,018 215,110 SH x 36 215,110
GTE Corp. Common Stocks 362320103 28,485 373,500 SH x x 8 373,500
2,575 33,500 SH x x 18 33,500
1,076 14,000 SH x x 26 14,000
1,807 23,500 SH x x 28 23,500
2,590 33,690 SH x x 31 33,690
13,998 182,086 SH x 36 182,086
Gables Residential Trust Common Stocks 362418105 1,248 52,000 SH x x 3 52,000
79 3,300 SH x 36
17 700 SH x x 42 700
Galileo International, Inc. Common Stocks 363547100 7,398 183,800 SH x x 26 183,800
5,804 144,195 SH x 36 144,195
Gallagher (Arthur J.) & Co. Common Stocks 363576109 193 3,100 SH x x 7 3,100
101 1,900 SH x x 29 1,900
304 5,700 SH x 36
Gannett Co., Inc. Common Stocks 364730101 560 8,100 SH x x 8 8,100
1,744 25,200 SH x x 28 25,200
5,682 82,124 SH x 36 82,124
Gap, Inc. Common Stocks 364760108 22,174 629,126 SH x x 1 629,126
2,503 67,070 SH x x 7 67,070
6,890 210,400 SH x x 8 210,400
3,898 121,800 SH x x 17 121,800
663 14,100 SH x x 20 14,100
125 3,900 SH x x 28 3,900
2,370 74,050 SH x x 32 74,050
53,677 1,677,396 SH x 36 1,677,396
Gardner Denver Machinery, Inc. Common Stocks 365558105 318 21,000 SH x x 19 21,000
378 25,000 SH x 36 25,000
Gartner Group, Inc. Class A Common Stocks 366651107 37 2,312 SH x 36 2,312
GaSonics International Corp. Common Stocks 367278108 1,586 96,150 SH x 36 96,150
Gaylord Container Corp. Class A Common Stocks 368145108 31 4,400 SH x 36 4,400
15 2,100 SH x x 42 2,100
GenCorp, Inc. Common Stocks 368682100 35 1,900 SH x x 28 1,900
185 10,100 SH x 36 10,100
Gener SA - ADR Common Stocks 368731105 169 11,097 SH x x 6 11,097
381 25,000 SH x x 31 25,000
General Cable Corp. Common Stocks 369300108 36 3,000 SH x 36 3,000
3 200 SH x x 42 200
General Communication, Inc.
Class A Common Stocks 369385109 48 9,300 SH x x 18 9,300
197 38,000 SH x x 19 38,000
316 60,500 SH x 36 60,500
1 200 SH x x 42 200
General Dynamics Corp. Common Stocks 369550108 2,640 42,289 SH x x 5 42,289
212 3,400 SH x x 18 3,400
4,402 70,500 SH x x 28 70,500
5,985 95,861 SH x 36 95,861
General Electric Co. Common Stocks 369604103 15,372 120,850 SH x x 7 120,850
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C><C> <C> <C>
42,825 361,200 SH x x 8 361,200
26,831 226,300 SH x x 10 226,300
174 1,000 SH x x 20 1,000
33,387 281,600 SH x x 26 281,600
14,915 125,800 SH x x 28 125,800
7,197 60,700 SH x x 32 60,700
182,357 1,538,064 SH x 36 1,538,064
7,652 64,540 SH x x 44 64,540
General Growth Properties, Inc. Common Stocks 370021107 10,675 338,900 SH x x 2 338,900
117 3,700 SH x x 18 3,700
3,320 105,400 SH x x 27 105,400
192 6,096 SH x 36 6,096
28 900 SH x x 42 900
General Instrument Corp. Common Stocks 370120107 2,230 46,338 SH x x 5 46,338
1,107 23,000 SH x x 26 23,000
5,365 111,475 SH x 36 111,475
General Mills, Inc. Common Stocks 370334104 1,132 13,957 SH x x 5 13,957
2,146 24,650 SH x x 7 24,650
1,915 23,600 SH x x 10 23,600
2,198 27,100 SH x x 26 27,100
2,093 25,800 SH x x 28 25,800
12,528 154,434 SH x 36 154,434
General Motors Corp. Common Stocks 370442105 11,785 171,770 SH x x 4 171,770
263 4,100 SH x x 8 4,100
6,741 107,100 SH x x 18 107,100
2,857 45,400 SH x x 26 45,400
913 14,500 SH x x 28 14,500
1,290 20,500 SH x x 31 20,500
33,542 532,945 SH x 36 532,945
General Motors Corp. Class H Common Stocks 370442832 145 2,529 SH x 36 2,529
General Semiconductor, Inc. Common Stocks 370787103 60 5,800 SH x x 37 5,800
Genesco, Inc. Common Stocks 371532102 244 17,400 SH x x 28 17,400
409 32,700 SH x 36 32,700
Gentex Corp. Common Stocks 371901109 36 1,738 SH x 36 1,738
122 5,900 SH x x 37 5,900
Genesis Health Ventures, Inc. Common Stocks 371912106 25 10,400 SH x 36 10,400
GenRad, Inc. Common Stocks 372447102 2,060 98,700 SH x x 25 98,700
1,803 94,300 SH x 36 94,300
Genuine Parts Co. Common Stocks 372460105 2,095 78,800 SH x x 8 78,800
1,799 67,720 SH x x 31 67,720
10,212 384,459 SH x 36 384,459
Geon Co. Common Stocks 37246W105 942 36,600 SH x x 7 36,600
245 9,500 SH x x 28 9,500
75 2,900 SH x x 29 2,900
1,833 71,200 SH x 36 71,200
75 2,700 SH x x 42 2,700
Genzyme Corp. Common Stocks 372917104 9,399 212,300 SH x x 8 212,300
2,111 46,900 SH x x 18 46,900
86 1,900 SH x x 28 1,900
2,262 50,198 SH x 36 50,198
95 2,100 SH x x 37 2,100
Georgia Gulf Corp. Common Stocks 373200203 71 4,000 SH x x 8 4,000
Georgia-Pacific Group Common Stocks 373298108 2,893 66,270 SH x x 7 66,270
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,345 33,200 SH x x 8 33,200
1,608 39,700 SH x x 18 39,700
12,981 320,524 SH x x 26 320,524
660 16,300 SH x x 28 16,300
8,226 203,105 SH x 36 203,105
Georgia-Pacific Corp. (Timber
Group) Common Stocks 373298702 1,276 55,800 SH x x 28 55,800
551 24,086 SH x 36 24,086
Gerber Scientific, Inc. Common Stocks 373730100 110 4,900 SH x 36 4,900
20 900 SH x x 42 900
Getty Images, Inc. Common Stocks 374276103 451 18,700 SH x 36 18,700
Getty Images, Inc. (conv.) Long-Term
Investments 374276AA1 1,243 1,210,000 SH x x 9 1,210,000
Giant Cement Holding, Inc. Common Stocks 374450104 206 9,000 SH x x 19 9,000
344 15,000 SH x 36 15,000
Giant Industries, Inc. Common Stocks 374508109 1,938 166,700 SH x x 3 166,700
Gibraltar Steel Corp. Common Stocks 37476F103 19 900 SH x 36 900
34 1,600 SH x x 37 1,600
Gilead Sciences, Inc. Common Stocks 375558103 122 1,900 SH x x 37 1,900
Gillette Co. Common Stocks 375766102 3,596 102,200 SH x x 8 102,200
2,664 78,500 SH x x 10 78,500
550 16,200 SH x x 28 16,200
10,068 296,663 SH x 36 296,663
P.H. Glatfelter Co. Common Stocks 377316104 281 17,100 SH x x 7 17,100
286 17,400 SH x 36 17,400
14 900 SH x x 42 900
Gleason Corp. Common Stocks 377339106 548 29,100 SH x x 28 29,100
511 30,400 SH x 36 30,400
Glenayre Technologies, Inc. Common Stocks 377899109 14 4,800 SH x x 18 4,800
Glenborough Realty Trust, Inc. Common Stocks 37803P105 74 4,500 SH x 36 4,500
11 700 SH x x 42 700
Gliatech, Inc. Common Stocks 37929C103 267 15,600 SH x 36 15,600
45 2,600 SH x x 37 2,600
Glimcher Realty Trust Common Stocks 379302102 73 5,000 SH x x 18 5,000
2,494 169,800 SH x x 27 169,800
50 3,400 SH x 36 3,400
6 400 SH x x 42 400
Global Industrial Technologies,
Inc. Common Stocks 379335102 59 4,800 SH x x 18 4,800
Global Industries, Inc. Common Stocks 379336100 774 95,250 SH x x 23 95,250
1,185 145,900 SH x 36 145,900
Global Marine, Inc. Common Stocks 379352404 1,456 88,600 SH x x 3 88,600
2,710 167,200 SH x x 8 167,200
370 22,503 SH x 36 22,503
Global TeleSystems Group, Inc. Common Stocks 37936U104 1,484 74,000 SH x x 9 74,000
5,098 258,960 SH x x 11 258,960
176 6,100 SH x x 24 6,100
1,781 90,330 SH x 36 90,330
Gold Banc Corp., Inc. Common Stocks 379907108 26 2,600 SH x x 28 2,600
Golden State Bancorp, Inc. Common Stocks 381197102 1,412 75,780 SH x x 7 75,780
422 23,500 SH x x 18 23,500
192 10,700 SH x x 26 10,700
61 2,300 SH x x 28 2,300
4,055 226,036 SH x 36 226,036
128 6,700 SH x x 42 6,700
Golden State Vintners, Inc. Common Stocks 38121K208 185 41,000 SH x x 19 41,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Golden West Financial 285 60,000 SH x 36 60,000
Corp. Common Stocks 381317106 1,500 15,264 SH x x 5 15,264
2,550 24,160 SH x x 7 24,160
1,150 11,700 SH x x 8 11,700
344 3,500 SH x x 26 3,500
3,242 33,000 SH x x 28 33,000
2,204 22,430 SH x x 31 22,430
21,474 218,563 SH x 36 218,563
Golf Trust of America,
Inc. Common Stocks 38168B103 1,225 62,000 SH x x 27 62,000
18 900 SH x 36 900
6 300 SH x x 42 300
Goodrich (B.F.) Co. Common Stocks 382388106 1,759 60,671 SH x x 5 60,671
1,615 56,464 SH x x 8 56,464
1,024 35,300 SH x x 26 35,300
618 21,300 SH x x 28 21,300
1,466 50,560 SH x x 31 50,560
5,976 206,086 SH x 36 206,086
Goodyear Tire & Rubber Co. Common Stocks 382550101 3,725 77,000 SH x x 8 77,000
847 17,600 SH x x 31 17,600
2,675 55,587 SH x 36 55,587
Goody's Family Clothing,
Inc. Common Stocks 382588101 29 3,600 SH x x 37 3,600
Go2Net, Inc. Common Stocks 383486107 4,072 62,950 SH x x 23 62,950
3,263 50,400 SH x 36 50,400
110 1,700 SH x x 37 1,700
W.R. Grace & Co. Common Stocks 38388F108 231 14,372 SH x x 5 14,372
1,266 78,800 SH x x 10 78,800
3,604 224,400 SH x 36 224,400
63 3,900 SH x x 37 3,900
Graco, Inc. Common Stocks 384109104 30 900 SH x 36 900
Grainger (W.W.), Inc. Common Stocks 384802104 985 20,500 SH x x 8 20,500
82 1,708 SH x 36 1,708
Granite Construction, Inc. Common Stocks 387328107 607 23,300 SH x x 7 23,300
803 30,800 SH x 36 30,800
42 1,600 SH x x 37 1,600
20 800 SH x x 42 800
Gray Communications
Systems, Inc. NPV Common Stocks 389190109 93 5,400 SH x x 28 5,400
Great Atlantic & Pacific
Tea Co., Inc. Common Stocks 390064103 594 19,600 SH x 36 19,600
62 2,100 SH x x 42 2,100
Great Lakes Chemical Corp. Common Stocks 390568103 757 19,900 SH x x 7 19,900
3,247 85,300 SH x x 26 85,300
244 6,400 SH x x 28 6,400
1,511 39,690 SH x x 31 39,690
7,691 202,069 SH x 36 202,069
Great Lakes REIT, Inc. Common Stocks 390752103 35 2,300 SH x 36 2,300
3 200 SH x x 42 200
Greater Bay Bancorp NPV Common Stocks 391648102 122 3,600 SH x 36 3,600
44 1,300 SH x x 37 1,300
Greenpoint Financial Corp. Common Stocks 395384100 361 13,588 SH x x 5 13,588
2,638 97,090 SH x x 7 97,090
876 32,600 SH x x 8 32,600
2,021 76,100 SH x x 18 76,100
82 3,100 SH x x 28 3,100
2,336 87,939 SH x 36 87,939
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Greif Bros. Corp. Class A Common Stocks 397624107 23 800 SH x 36 800
Grey Advertising, Inc. Common Stocks 397838103 3,502 9,595 SH x x 3 9,595
180 400 SH x x 28 400
3,892 10,575 SH x 36 10,575
Griffon Corp. Common Stocks 398433102 149 18,600 SH x x 3 18,600
Group 1 Automotive, Inc. Common Stocks 398905109 22 1,400 SH x x 28 1,400
59 3,200 SH x 36 3,200
38 2,100 SH x x 37 2,100
3 200 SH x x 42 200
Group Maintenance America
Corp. Common Stocks 39943E107 721 57,700 SH x 36 57,700
43 3,400 SH x x 37 3,400
CGI Group, Inc. Class A
Sub Voting Common Stocks 39945C109 2,396 83,000 SH x x 35 83,000
Grupo Industrial Durango
SA de CV - ADR Common Stocks 40048E109 132 17,250 SH x x 31 17,250
Grupo Television SA de CV
- - GDR Common Stocks 40049J206 235 4,000 SH x x 8 4,000
614 15,375 SH x x 38 15,375
1,039 26,025 SH x x 39 26,025
419 10,500 SH x x 40 10,500
GTECH Holdings Corp. Common Stocks 400518106 66 3,100 SH x x 18 3,100
585 27,300 SH x x 26 27,300
1,439 62,700 SH x x 28 62,700
1,385 64,600 SH x 36 64,600
72 3,300 SH x x 42 3,300
Guidant Corp. Common Stocks 401698105 243 4,600 SH x x 8 4,600
75 1,400 SH x x 26 1,400
383 7,143 SH x 36 7,143
Guilford Mills, Inc. Common Stocks 401794102 4 500 SH x x 42 500
Guitar Center, Inc. Common Stocks 402040109 397 42,300 SH x x 19 42,300
576 61,000 SH x 36 61,000
35 3,700 SH x x 37 3,700
Gulf Indonesia Resources,
Ltd. Common Stocks 402284103 1,096 103,501 SH x x 6 103,501
251 24,900 SH x x 39 24,900
HCC Insurance Holdings,
Inc. Common Stocks 404132102 114 6,800 SH x x 18 6,800
HRPT Properties Trust Common Stocks 40426W101 1,209 104,000 SH x x 5 104,000
102 8,800 SH x x 26 8,800
265 22,825 SH x 36 22,825
HSB Group, Inc. Common Stocks 40428N109 84 2,400 SH x x 37 2,400
HS Resources, Inc. Common Stocks 404297103 54 3,300 SH x x 18 3,300
49 3,000 SH x x 29 3,000
942 57,550 SH x 36 57,550
7 440 SH x x 42 440
Hadco Corp. Common Stocks 404681108 95 2,200 SH x x 18 2,200
3,568 82,500 SH x 36 82,500
52 1,200 SH x x 37 1,200
Haemonetics Corp. Common Stocks 405024100 32 1,600 SH x x 18 1,600
193 9,800 SH x 36 9,800
22 1,100 SH x x 42 1,100
Hall, Kinion &
Associates, Inc. Common Stocks 406069104 179 15,200 SH x x 19 15,200
250 21,300 SH x 36 21,300
Halliburton Co. Common Stocks 406216101 7,680 187,313 SH x 36 187,313
2,462 60,044 SH x x 44 60,044
Hambrecht & Quist Group Common Stocks 406545103 273 5,100 SH x x 25 5,100
240 4,900 SH x 36 4,900
78 1,600 SH x x 37 1,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Hamilton Bancorp, Inc. Common Stocks 407013101 161 7,700 SH x x 28 7,700
Handleman Co. Common Stocks 410252100 241 18,200 SH x x 19 18,200
3,023 209,100 SH x x 25 209,100
4,793 361,700 SH x 36 361,700
Hanger Orthopedic Group,
Inc. Common Stocks 41043F208 1,396 96,100 SH x x 9 96,100
23 1,600 SH x x 18 1,600
65 4,500 SH x 36 4,500
42 2,900 SH x x 37 2,900
Hanna (M.A.) Co. Common Stocks 410522106 441 38,800 SH x x 7 38,800
681 59,900 SH x 36 59,900
31 2,900 SH x x 42 2,900
Hannaford Brothers Co. Common Stocks 410550107 655 9,300 SH x x 8 9,300
127 1,800 SH x x 26 1,800
431 6,122 SH x 36 6,122
Harcourt General, Inc. Common Stocks 41163G101 1,911 45,900 SH x x 18 45,900
49 1,175 SH x 36 1,175
Harbor Florida
Bancshares, Inc. Common Stocks 411901101 6 500 SH x x 42 500
Harland (John H.) Co. Common Stocks 412693103 68 3,500 SH x x 18 3,500
2,096 98,600 SH x x 25 98,600
165 8,500 SH x x 26 8,500
4,393 226,000 SH x 36 226,000
48 2,400 SH x x 42 2,400
Harley-Davidson, Inc. Common Stocks 412822108 182 3,626 SH x 36 3,626
Harmon Industries, Inc. Common Stocks 413136102 179 14,300 SH x x 19 14,300
288 22,900 SH x 36 22,900
Harmonic Lightwaves, Inc. Common Stocks 413160102 423 3,000 SH x x 7 3,000
1,090 8,300 SH x x 9 8,300
3,166 24,200 SH x 36 24,200
Harrah's Entertainment,
Inc. Common Stocks 413619107 1,124 40,500 SH x x 26 40,500
4,749 171,150 SH x 36 171,150
113 3,900 SH x x 42 3,900
Harris Corp. Common Stocks 413875105 2,644 95,700 SH x x 7 95,700
3,357 122,500 SH x x 8 122,500
97 3,500 SH x x 18 3,500
1,493 54,060 SH x x 31 54,060
5,196 188,096 SH x 36 188,096
Harsco Corp. Common Stocks 415864107 254 9,200 SH x x 7 9,200
119 4,300 SH x x 18 4,300
663 24,000 SH x 36 24,000
Harte Hanks Communications Common Stocks 416196103 27 1,064 SH x 36 1,064
Hartford Financial
Services Group, Inc. (The) Common Stocks 416515104 13,341 304,270 SH x x 4 304,270
3,067 70,160 SH x x 7 70,160
4,165 101,900 SH x x 18 101,900
270 6,600 SH x x 28 6,600
18,209 445,486 SH x 36 445,486
Hartford Life, Inc.
Class A Common Stocks 416592103 665 13,500 SH x x 28 13,500
739 14,995 SH x 36 14,995
Hasbro, Inc. Common Stocks 418056107 4,926 229,800 SH x x 17 229,800
534 24,900 SH x x 28 24,900
13,434 626,655 SH x 36 626,655
Haverty Furniture Co.,
Inc. Common Stocks 419596101 287 19,800 SH x x 7 19,800
64 4,400 SH x x 18 4,400
185 12,600 SH x x 28 12,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
32 2,200 SH x x 29 2,200
937 64,600 SH x 36 64,600
35 2,400 SH x x 37 2,400
22 1,400 SH x x 42 1,400
Hawaiian Electric
Industries, Inc. Common Stocks 419870100 693 19,700 SH x x 7 19,700
2,178 56,600 SH x x 25 56,600
2,709 77,000 SH x 36 77,000
Healthcare Services
Group, Inc. Common Stocks 421906108 216 27,400 SH x x 19 27,400
334 41,000 SH x 36 41,000
Health Care Property
Investors, Inc. Common Stocks 421915109 8,812 335,700 SH x x 2 335,700
42 1,600 SH x 36 1,600
5 200 SH x x 42 200
HEALTHSOUTH Corp. Common Stocks 421924101 1,084 167,200 SH x x 7 167,200
1,333 222,500 SH x x 8 222,500
121 19,900 SH x x 26 19,900
1,001 165,050 SH x 36 165,050
Health Management
Associates Class A Common Stocks 421933102 1,450 194,300 SH x x 8 194,300
406 55,000 SH x x 9 55,000
44 5,992 SH x 36 5,992
Healthcare Realty Trust,
Inc. Common Stocks 421946104 92 4,900 SH x 36 4,900
16 870 SH x x 42 870
Health Care REIT, Inc. Common Stocks 42217K106 72 3,600 SH x 36 3,600
14 700 SH x x 42 700
Hearst-Argyle Television,
Inc. Common Stocks 422317107 1,883 87,600 SH x x 3 87,600
123 4,588 SH x x 28 4,588
1,993 92,677 SH x 36 92,677
Heilig-Meyers, Co. Common Stocks 422893107 10 2,200 SH x x 42 2,200
Heinz (H.J.) Co. Common Stocks 423074103 3,443 79,800 SH x x 8 79,800
3,006 69,900 SH x x 18 69,900
1,619 37,650 SH x x 31 37,650
914 21,267 SH x 36 21,267
Helix Technology Corp. Common Stocks 423319102 325 9,800 SH x x 19 9,800
1,310 39,400 SH x 36 39,400
Hellenic
Telecommunication
Organization SA - ADR Common Stocks 423325307 380 31,400 SH x x 6 31,400
232 20,700 SH x x 39 20,700
Heller Financial, Inc.
Class A Common Stocks 423328103 694 29,500 SH x x 7 29,500
1,118 49,693 SH x x 9 49,693
23 1,000 SH x x 28 1,000
3,509 155,961 SH x 36 155,961
27 1,100 SH x x 42 1,100
Helmerich & Payne, Inc. Common Stocks 423452101 2,435 96,700 SH x x 9 96,700
1,318 47,800 SH x x 28 47,800
78 3,100 SH x x 31 3,100
5,349 211,300 SH x 36 211,300
72 3,100 SH x x 42 3,100
Jack Henry &
Assocociates, Inc. Common Stocks 426281101 1,883 50,800 SH x x 9 50,800
1,736 47,000 SH x 36 47,000
55 1,500 SH x x 37 1,500
Hercules, Inc. Common Stocks 427056106 73 2,550 SH x 36 2,550
Hershey Foods Corp. Common Stocks 427866108 113 2,320 SH x 36 2,320
Hertz Corp. Class A Common Stocks 428040109 485 10,500 SH x x 28 10,500
5,630 127,959 SH x 36 127,959
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,642 37,320 SH x x 44 37,320
Hewlett-Packard Co. Common Stocks 428236103 10,279 103,840 SH x x 7 103,840
4,646 50,500 SH x x 18 50,500
5,078 55,200 SH x x 26 55,200
4,830 52,500 SH x x 28 52,500
34,822 378,498 SH x 36 378,498
Hexcel Corp. Common Stocks 428291108 217 37,400 SH x x 19 37,400
320 55,100 SH x 36 55,100
Hibernia Corp. Class A Common Stocks 428656102 195 16,800 SH x x 7 16,800
2,925 249,700 SH x x 8 249,700
3,157 271,600 SH x x 18 271,600
377 32,400 SH x x 28 32,400
1,271 109,293 SH x 36 109,293
29 2,400 SH x x 42 2,400
Highwoods Properties, Inc. Common Stocks 431284108 17,150 662,800 SH x x 2 662,800
98 3,800 SH x x 26 3,800
5,868 226,800 SH x x 27 226,800
564 21,803 SH x 36 21,803
36 1,400 SH x x 42 1,400
Hilb, Rogal & Hamilton Co. Common Stocks 431294107 35 1,400 SH x 36 1,400
18 700 SH x x 42 700
Hillenbrand Industries,
Inc. Common Stocks 431573104 30 1,122 SH x 36 1,122
Hilton Hotels Corp. Common Stocks 432848109 1,733 176,000 SH x x 8 176,000
45 4,555 SH x 36 4,555
Hitachi, Ltd. ADR Common Stocks 433578507 327 3,000 SH x 36 3,000
Hollinger International,
Inc. Class A Common Stocks 435569108 180 15,198 SH x 36 15,198
Hollywood Entertainment
Corp. Common Stocks 436141105 779 51,900 SH x 36 51,900
49 3,300 SH x x 37 3,300
128 8,800 SH x x 42 8,800
Hollywood Park, Inc. Common Stocks 436255103 744 48,400 SH x x 7 48,400
57 3,700 SH x x 18 3,700
1,033 67,200 SH x x 23 67,200
339 19,900 SH x x 28 19,900
1,890 122,900 SH x 36 122,900
34 2,200 SH x x 37 2,200
43 2,500 SH x x 42 2,500
Home Depot, Inc. (The) Common Stocks 437076102 46,941 619,760 SH x x 1 619,760
5,561 81,041 SH x x 5 81,041
12,690 172,740 SH x x 7 172,740
10,241 148,200 SH x x 8 148,200
7,906 115,200 SH x x 10 115,200
4,255 62,000 SH x x 17 62,000
1,764 17,500 SH x x 20 17,500
8,249 120,200 SH x x 26 120,200
302 4,400 SH x x 28 4,400
3,177 46,300 SH x x 32 46,300
133,781 1,949,451 SH x 36 1,949,451
7,178 104,591 SH x x 44 104,591
Home Port Bancorp, Inc. Common Stocks 437304108 74 3,000 SH x x 19 3,000
118 4,800 SH x 36 4,800
Home Properties of New
York, Inc. Common Stocks 437306103 67 2,500 SH x 36 2,500
13 500 SH x x 42 500
Homestake Mining Co. Common Stocks 437614100 50 5,456 SH x 36 5,456
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HON Industries, Inc. Common Stocks 438092108 29 1,504 SH x 36 1,504
Honeywell, Inc. Common Stocks 438506107 991 8,900 SH x x 26 8,900
67 600 SH x x 28 600
334 3,004 SH x 36 3,004
Hooper Holmes, Inc. Common Stocks 439104100 1,830 71,400 SH x 36 71,400
Horizon Offshore, Inc. Common Stocks 44043J105 397 49,600 SH x x 19 49,600
556 69,500 SH x 36 69,500
Hormel Foods Corp. Common Stocks 440452100 744 18,000 SH x x 5 18,000
2,841 62,900 SH x x 25 62,900
3,487 84,400 SH x x 26 84,400
2,028 49,090 SH x x 31 49,090
9,165 221,852 SH x 36 221,852
317 7,300 SH x x 42 7,300
Hospitality Properties
Trust Common Stocks 44106M102 121 5,500 SH x x 18 5,500
4,538 205,700 SH x x 27 205,700
113 5,100 SH x 36 5,100
23 1,000 SH x x 42 1,000
Host Marriott Corp. Common Stocks 441078102 41 4,400 SH x x 42 4,400
Houghton Mifflin Co. Common Stocks 441560109 1,003 24,700 SH x x 7 24,700
1,568 38,600 SH x x 18 38,600
3,315 81,604 SH x 36 81,604
64 1,600 SH x x 42 1,600
Household International
Corp. Common Stocks 441815107 3,908 96,453 SH x x 8 96,453
879 21,900 SH x x 18 21,900
702 17,500 SH x x 28 17,500
3,092 77,058 SH x 36 77,058
Houston Exploration Co.
(The) Common Stocks 442120101 52 2,400 SH x x 18 2,400
61 2,800 SH x 36 2,800
38 1,800 SH x x 42 1,800
Howmet International, Inc. Common Stocks 443208103 12 874 SH x 36 874
35 2,500 SH x x 37 2,500
Huaneng Power
International, Inc.
Series N - ADR Common Stocks 443304100 2,442 187,000 SH x x 6 187,000
100 5,500 SH x x 8 5,500
473 38,000 SH x x 31 38,000
255 20,500 SH x x 40 20,500
Hubbell, Inc. Class B Common Stocks 443510201 1,403 44,000 SH x x 3 44,000
715 22,500 SH x x 8 22,500
1,829 57,381 SH x 36 57,381
Hudson River Bancorp, Inc. Common Stocks 444128102 252 22,800 SH x x 19 22,800
374 33,800 SH x 36 33,800
Huffy Corp. Common Stocks 444356109 15 1,500 SH x x 26 1,500
Hughes Supply, Inc. Common Stocks 444482103 987 43,900 SH x x 7 43,900
1,306 60,050 SH x 36 60,050
Humana, Inc. Common Stocks 444859102 1,576 224,770 SH x x 7 224,770
1,107 159,500 SH x x 8 159,500
1,508 219,350 SH x 36 219,350
Human Genome Sciences,
Inc. Common Stocks 444903108 88 1,200 SH x x 8 1,200
Huntington Bancshares,
Inc. Common Stocks 446150104 1,582 59,300 SH x x 8 59,300
531 20,000 SH x x 18 20,000
88 3,300 SH x x 26 3,300
371 13,952 SH x 36 13,952
ICN Pharmaceuticals, Inc. Common Stocks 448924100 208 12,100 SH x x 18 12,100
2,461 143,200 SH x x 26 143,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,626 152,780 SH x 36 152,780
107 6,300 SH x x 42 6,300
IBP, Inc. Common Stocks 449223106 1,171 47,436 SH x x 5 47,436
3,541 141,370 SH x x 7 141,370
968 39,200 SH x x 18 39,200
10,734 434,800 SH x x 26 434,800
6,775 267,200 SH x x 28 267,200
109 4,400 SH x x 29 4,400
1,541 62,400 SH x x 31 62,400
12,535 507,745 SH x 36 507,745
177 7,900 SH x x 42 7,900
ICOS Corp. Common Stocks 449295104 26 878 SH x 36 878
IDEC Pharmaceuticals Corp. Common Stocks 449370105 716 7,100 SH x x 7 7,100
443 4,200 SH x x 8 4,200
1,917 20,200 SH x x 9 20,200
3,094 30,100 SH x x 25 30,100
4,325 46,000 SH x 36 46,000
122 1,300 SH x x 37 1,300
IHOP Corp. New Common Stocks 449623107 81 4,020 SH x x 7 4,020
298 14,700 SH x x 28 14,700
247 12,200 SH x 36 12,200
IMC Global, Inc. Common Stocks 449669100 2,123 142,100 SH x x 7 142,100
866 59,500 SH x x 8 59,500
1,660 114,000 SH x x 18 114,000
1,156 79,400 SH x x 26 79,400
66 4,500 SH x x 28 4,500
4,795 329,293 SH x 36 329,293
125 8,800 SH x x 42 8,800
IMCO Recycling, Inc. Common Stocks 449681105 48 3,200 SH x x 7 3,200
270 18,000 SH x x 19 18,000
566 37,700 SH x 36 37,700
IMS Health, Inc. Common Stocks 449934108 8,864 365,400 SH x x 1 365,400
281 8,400 SH x x 20 8,400
114 5,000 SH x x 26 5,000
14,831 650,106 SH x 36 650,106
IRI International Corp. Common Stocks 45004F107 904 192,850 SH x 36 192,850
IRT Property Co. Common Stocks 450058102 41 4,600 SH x 36 4,600
6 700 SH x x 42 700
ISS Group, Inc. Common Stocks 450306105 1,950 70,500 SH x x 9 70,500
3,025 111,000 SH x 36 111,000
ITC/\DeltaCom, Inc. Common Stocks 45031T104 1,917 69,700 SH x 36 69,700
ITI Technologies, Inc. Common Stocks 450564109 51 1,700 SH x x 18 1,700
331 11,000 SH x x 19 11,000
481 16,000 SH x 36 16,000
Itla Cap Corp. Common Stocks 450565106 262 18,000 SH x x 19 18,000
398 27,000 SH x 36 27,000
ITT Educational Services,
Inc. Common Stocks 45068B109 2,234 115,000 SH x x 9 115,000
2,539 130,200 SH x 36 130,200
IXC Communications, Inc. Common Stocks 450713102 2,044 51,300 SH x x 9 51,300
4,622 117,200 SH x 36 117,200
ITT Industries, Inc. Common Stocks 450911102 1,928 56,460 SH x x 7 56,460
2,604 81,400 SH x x 8 81,400
2,167 68,131 SH x 36 68,131
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Idacorp, Inc. Common Stocks 451107106 521 17,300 SH x x 7 17,300
636 21,100 SH x 36 21,100
IDEX Corp. Common Stocks 45167R104 51 1,800 SH x x 37 1,800
Ikon Office Solutions,
Inc. Common Stocks 451713101 144 13,517 SH x x 5 13,517
617 57,700 SH x x 7 57,700
749 70,050 SH x 36 70,050
Illinois Tool Works, Inc. Common Stocks 452308109 3,865 47,100 SH x x 7 47,100
4,459 59,800 SH x x 10 59,800
1,096 14,700 SH x x 28 14,700
19,981 267,974 SH x 36 267,974
Illinova Corp. Common Stocks 452317100 365 13,000 SH x 36 13,000
Imation Corp. Common Stocks 45245A107 1,020 32,900 SH x x 7 32,900
121 3,900 SH x x 18 3,900
1,050 30,800 SH x x 28 30,800
2,471 79,700 SH x 36 79,700
Immucor Corp. Common Stocks 452526106 298 25,100 SH x x 19 25,100
360 30,000 SH x 36 30,000
Immunex Corp. Common Stocks 452528102 674 15,528 SH x x 5 15,528
24 500 SH x x 8 500
1,731 39,900 SH x x 23 39,900
1,449 33,406 SH x 36 33,406
Imperial Credit Mortgage
Holdings Common Stocks 45254P102 1 200 SH x 36 200
Imperial Bancorp Common Stocks 452556103 26 1,247 SH x x 28 1,247
Imperial Credit
Industries, Inc. Common Stocks 452729106 799 182,600 SH x 36 182,600
Imperial Credit
Commercial Mortgage
Investment Corp. Common Stocks 45272T102 35 3,200 SH x 36 3,200
8 700 SH x x 42 700
In Focus Systems, Inc. Common Stocks 452919103 411 24,800 SH x x 7 24,800
2,358 130,200 SH x x 25 130,200
46 2,800 SH x x 29 2,800
2,670 159,400 SH x 36 159,400
26 1,400 SH x x 42 1,400
IMRglobal Corp. Common Stocks 45321W106 23 2,800 SH x x 37 2,800
Inco, Ltd. Common Stocks 453258402 3,029 141,708 SH x x 12 141,708
4 200 SH x x 15 200
Independence Community
Bank Corp. Common Stocks 453414104 326 27,300 SH x x 7 27,300
481 40,300 SH x 36 40,300
Independent Bank Corp. Common Stocks 453836108 24 1,800 SH x x 18 1,800
7 500 SH x 36 500
45384X100 1,619 84,400 SH x 36 84,400
Indiana Energy, Inc. Common Stocks 454707100 156 7,799 SH x x 7 7,799
169 8,400 SH x 36 8,400
IndyMac Mortgage
Holdings, Inc. Common Stocks 456607100 963 64,200 SH x 36 64,200
Infinity Broadcasting
Corp. New Common Stocks 45662S100 374 12,770 SH x 36 12,770
Informix Corp. Common Stocks 456779107 2,255 284,100 SH x 36 284,100
37 4,700 SH x x 37 4,700
Infoseek Corp. Common Stocks 45678M107 65 2,100 SH x x 26 2,100
227 7,341 SH x 36 7,341
InfoSpace.com, Inc. Common Stocks 45678T102 290 7,050 SH x x 23 7,050
33 800 SH x x 26 800
558 13,578 SH x 36 13,578
Ingersoll-Rand Co. Common Stocks 456866102 8,678 145,710 SH x x 4 145,710
3,873 70,505 SH x x 5 70,505
2,204 37,440 SH x x 7 37,440
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
335 6,100 SH x x 8 6,100
4,455 81,100 SH x x 17 81,100
3,881 70,650 SH x x 26 70,650
659 12,000 SH x x 28 12,000
27,311 497,123 SH x 36 497,123
Information Resources,
Inc. Common Stocks 456905108 2 153 SH x 36 153
Ingles Markets, Inc. Common Stocks 457030104 54 4,100 SH x 36 4,100
27 2,100 SH x x 42 2,100
Ingram Micro, Inc. Class A Common Stocks 457153104 762 59,180 SH x x 31 59,180
18 1,391 SH x 36 1,391
457191100 945 31,100 SH x 36 31,100
Inktomi Corp. Common Stocks 457277101 1,836 15,300 SH x x 10 15,300
1,524 12,700 SH x x 23 12,700
240 2,000 SH x x 26 2,000
7,263 60,511 SH x 36 60,511
Input/Output, Inc. Common Stocks 457652105 37 5,600 SH x x 8 5,600
Insight Enterprises, Inc. Common Stocks 45765U103 58 1,800 SH x x 37 1,800
Innkeepers USA Trust Common Stocks 4576J0104 41 4,900 SH x x 18 4,900
39 4,700 SH x 36 4,700
6 700 SH x x 42 700
Integrated Device
Technology Common Stocks 458118106 188 10,200 SH x x 18 10,200
3,197 158,500 SH x x 25 158,500
4,299 232,400 SH x 36 232,400
71 3,400 SH x x 42 3,400
Integrated Electrical
Services, Inc. Common Stocks 45811E103 101 6,400 SH x x 7 6,400
144 9,100 SH x 36 9,100
Integrated Health
Services, Inc. Common Stocks 45812C106 125 79,800 SH x x 7 79,800
145 92,800 SH x 36 92,800
Integrated Health Long-Term
Services, Inc. Investments 45812CAE6 65 600,000 SH x x 16 600,000
83 775,000 SH x 36 775,000
Integrated Silicon
Solution, Inc. Common Stocks 45812P107 2,600 266,700 SH x x 3 266,700
Intel Corp. Common Stocks 458140100 39,480 485,100 SH x x 1 485,100
23,587 291,818 SH x x 4 291,818
12,187 164,000 SH x x 5 164,000
16,941 209,630 SH x x 7 209,630
40,084 537,300 SH x x 8 537,300
21,239 285,800 SH x x 10 285,800
6,198 83,400 SH x x 17 83,400
1,474 13,500 SH x x 20 13,500
7,097 95,500 SH x x 26 95,500
803 10,800 SH x x 28 10,800
175,413 2,360,472 SH x 36 2,360,472
Intelligent Polymers, Ltd. Common Stocks 45815V200 858 17,700 SH x 36 17,700
Intercontinental Life
Corp. Common Stocks 458593100 233 23,600 SH x x 19 23,600
364 36,400 SH x 36 36,400
Interface, Inc. Common Stocks 458665106 1,096 213,800 SH x 36 213,800
Interim Services, Inc. Common Stocks 45868P100 856 50,860 SH x x 7 50,860
983 55,100 SH x x 28 55,100
3,044 185,910 SH x 36 185,910
36 2,200 SH x x 37 2,200
Intermedia
Communications, Inc. Common Stocks 458801107 85 3,900 SH x x 37 3,900
Internet Corp. Common Stocks 45881K104 28 3,300 SH x x 18 3,300
169 20,000 SH x x 19 20,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
254 30,000 SH x 36 30,000
6 700 SH x x 42 700
International Business
Machines Corp. Common Stocks 459200101 12,317 89,000 SH x x 1 89,000
30,235 231,440 SH x x 4 231,440
6,621 50,920 SH x x 7 50,920
47,983 396,200 SH x x 8 396,200
7,707 63,500 SH x x 10 63,500
5,632 46,400 SH x x 17 46,400
5,498 45,300 SH x x 18 45,300
838 4,700 SH x x 20 4,700
5,049 41,600 SH x x 26 41,600
5,231 43,100 SH x x 28 43,100
1,007 8,300 SH x x 31 8,300
88,754 731,236 SH x 36 731,236
International Flavors &
Fragrances, Inc. Common Stocks 459506101 879 25,477 SH x x 5 25,477
84 2,438 SH x 36 2,438
International FiberCom,
Inc. NPV Common Stocks 45950T101 187 36,000 SH x x 19 36,000
289 55,000 SH x 36 55,000
International Home
Foods, Inc. New Common Stocks 459655106 572 32,700 SH x x 7 32,700
581 33,200 SH x 36 33,200
49 2,800 SH x x 37 2,800
International
Integration, Inc. Common Stocks 459698106 60 1,800 SH x x 37 1,800
International Game
Technology Common Stocks 459902102 150 8,357 SH x x 5 8,357
1,718 93,700 SH x x 8 93,700
234 13,000 SH x x 18 13,000
92 5,084 SH x 36 5,084
International Multifoods
Corp. Common Stocks 460043102 235 10,200 SH x x 7 10,200
235 10,200 SH x 36 10,200
International Network
Services Common Stocks 460053101 45 825 SH x 36 825
114 2,100 SH x x 37 2,100
International Paper Co. Common Stocks 460146103 23,107 451,150 SH x x 4 451,150
1,370 28,503 SH x x 5 28,503
2,439 51,100 SH x x 8 51,100
2,230 46,400 SH x x 17 46,400
697 14,500 SH x x 28 14,500
3,113 64,768 SH x x 31 64,768
42,574 885,805 SH x 36 885,805
International Rectifier
Corp. Common Stocks 460254105 3,191 209,250 SH x 36 209,250
International Speedway
Corp. Common Stocks 460335200 26 499 SH x 36 499
International Specialty
Products, Inc. Common Stocks 460337108 3 300 SH x 36 300
Interpool, Inc. Common Stocks 46062R108 21 2,700 SH x x 18 2,700
Interpublic Group Cos.,
Inc. Common Stocks 460690100 703 17,100 SH x x 28 17,100
2,362 57,438 SH x 36 57,438
Interstate Bakeries
Corp. Common Stocks 46072H108 1,143 49,700 SH x x 18 49,700
794 34,500 SH x x 26 34,500
2,994 130,188 SH x 36 130,188
155 6,600 SH x x 42 6,600
Intrawest Corp. Common Stocks 460915200 1,996 120,500 SH x 36 120,500
IntraNet Solutions, Inc. Common Stocks 460939309 747 87,200 SH x x 23 87,200
1,082 125,500 SH x 36 125,500
InterVoice, Inc. Common Stocks 461142101 354 29,300 SH x x 28 29,300
308 27,800 SH x 36 27,800
42 3,800 SH x x 37 3,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
inTEST Corp. Common Stocks 461147100 236 35,000 SH x x 19 35,000
338 50,000 SH x 36 50,000
InterVu, Inc. Common Stocks 46114R100 373 10,050 SH x 36 10,050
Intimate Brands, Inc. Class A Common Stocks 461156101 1,703 40,600 SH x x 7 40,600
1,253 32,184 SH x 36 32,184
Intuit, Inc. Common Stocks 461202103 942 10,000 SH x x 7 10,000
826 28,284 SH x 36 28,284
245 2,800 SH x x 37 2,800
Investors Financial Services Common Stocks 461915100 2,784 80,600 SH x x 9 80,600
Corp.
1,223 32,700 SH x x 28 32,700
2,723 79,200 SH x 36 79,200
93 2,700 SH x x 37 2,700
Ionics, Inc. Common Stocks 462218108 172 5,300 SH x x 7 5,300
282 8,700 SH x 36 8,700
IPALCO Enterprises, Inc. Common Stocks 462613100 38 1,935 SH x 36 1,935
Iron Mountain, Inc. Common Stocks 46284P104 322 9,500 SH x x 19 9,500
508 15,000 SH x 36 15,000
Irwin Financial Corp. Common Stocks 464119106 55 2,700 SH x x 28 2,700
41 2,100 SH x x 37 2,100
2 100 SH x x 42 100
Itron, Inc. Common Stocks 465741106 147 25,000 SH x x 19 25,000
235 40,000 SH x 36 40,000
i2 Technologies, Inc. Common Stocks 465754109 1,298 33,000 SH x x 9 33,000
28 718 SH x 36 718
IVAX Corp. Common Stocks 465823102 2,723 165,000 SH x x 5 165,000
28 1,700 SH x x 18 1,700
594 36,000 SH x x 26 36,000
333 20,200 SH x x 28 20,200
135 8,200 SH x x 29 8,200
3,438 208,377 SH x 36 208,377
JDN Realty Corp. Common Stocks 465917102 96 4,700 SH x 36 4,700
12 650 SH x x 42 650
J & J Snack Foods Corp. Common Stocks 466032109 27 1,400 SH x x 29 1,400
JLG Industries, Inc. Common Stocks 466210101 108 7,100 SH x x 7 7,100
59 3,900 SH x x 18 3,900
67 4,400 SH x x 28 4,400
84 5,500 SH x 36 5,500
43 2,800 SH x x 37 2,800
J.P. Realty, Inc. Common Stocks 46624A106 182 10,600 SH x x 2 10,600
43 2,500 SH x x 18 2,500
29 1,700 SH x 36 1,700
3 200 SH x x 42 200
JSB Financial, Inc. Common Stocks 46624M100 303 5,300 SH x x 28 5,300
Jabil Circuit, Inc. Common Stocks 466313103 59 1,186 SH x 36 1,186
Jacob's Engineering Group, Inc. Common Stocks 469814107 546 16,800 SH x x 7 16,800
85 2,600 SH x x 18 2,600
81 2,500 SH x x 28 2,500
81 2,500 SH x x 29 2,500
754 23,200 SH x 36 23,200
JAKKS Pacific, Inc. Common Stocks 47012E106 53 1,400 SH x x 37 1,400
Jefferson-Pilot Corp. Common Stocks 475070108 1,292 20,450 SH x x 26 20,450
2,174 34,400 SH x x 28 34,400
7,471 118,236 SH x 36 118,236
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
John Nuveen & Co., Inc. Class A Common Stocks 478035108 90 2,400 SH x x 29 2,400
41 1,100 SH x x 37 1,100
Johns Manville Corp. Common Stocks 478129109 258 19,461 SH x x 5 19,461
40 3,000 SH x x 26 3,000
343 25,923 SH x 36 25,923
82 6,300 SH x x 42 6,300
Johnson & Johnson Common Stocks 478160104 13,203 133,770 SH x x 7 133,770
1,057 11,500 SH x x 8 11,500
8,140 88,600 SH x x 10 88,600
16,381 178,300 SH x x 26 178,300
6,679 72,700 SH x x 28 72,700
53,098 577,936 SH x 36 577,936
Johnson Controls, Inc. Common Stocks 478366107 3,270 49,306 SH x x 5 49,306
4,257 64,200 SH x x 18 64,200
212 3,200 SH x x 26 3,200
1,336 20,152 SH x 36 20,152
Jones Apparel Group, Inc. Common Stocks 480074103 2,758 95,700 SH x x 8 95,700
259 7,600 SH x x 28 7,600
3,071 106,820 SH x 36 106,820
250 8,700 SH x x 37 8,700
Jones Intercable, Inc. Class A Common Stocks 480206200 4,023 74,500 SH x x 3 74,500
4,655 86,101 SH x 36 86,101
Jones Pharma, Inc. Common Stocks 480236108 3,703 112,625 SH x x 23 112,625
2,961 89,800 SH x 36 89,800
Jostens, Inc. Common Stocks 481088102 230 12,000 SH x x 26 12,000
251 13,100 SH x 36 13,100
49 2,400 SH x x 42 2,400
Justin Industries Common Stocks 482171100 4 300 SH x 36 300
KLA Instruments Corp. Common Stocks 482480100 2,249 34,600 SH x x 3 34,600
4,102 63,100 SH x x 32 63,100
10,999 169,219 SH x 36 169,219
KLM Royal Dutch Airlines Common Stocks 482516101 3,571 136,696 SH x x 1 136,696
10,833 414,676 SH x 36 414,676
Kmart Corp. Common Stocks 482584109 10,699 857,460 SH x x 4 857,460
1,623 128,900 SH x x 7 128,900
610 52,200 SH x x 8 52,200
2,823 241,500 SH x x 18 241,500
6,489 555,200 SH x x 26 555,200
448 38,300 SH x x 28 38,300
31,540 2,698,585 SH x 36 2,698,585
K N Energy, Inc. Common Stocks 482620101 63 2,800 SH x x 8 2,800
34 1,497 SH x 36 1,497
K2, Inc. Common Stocks 482732104 1,381 156,750 SH x 36 156,750
Kaman Corp. Class A Common Stocks 483548103 133 10,600 SH x x 7 10,600
520 40,800 SH x 36 40,800
Kansas City Power & Light Co. Common Stocks 485134100 210 8,700 SH x x 26 8,700
411 17,000 SH x 36 17,000
26 1,060 SH x x 42 1,060
Kansas City Southern Industries,
Inc. Common Stocks 485170104 3,265 70,300 SH x x 26 70,300
2,504 53,922 SH x 36 53,922
Kaufman & Broad Home Corp. Common Stocks 486168107 2,600 122,030 SH x x 7 122,030
201 8,500 SH x x 28 8,500
74 3,600 SH x x 29 3,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,398 116,290 SH x 36 116,290
41 2,000 SH x x 37 2,000
Kaydon Corp. Common Stocks 486587108 1,808 73,100 SH x x 9 73,100
2,582 103,800 SH x 36 103,800
Keane, Inc. Common Stocks 486665102 30 1,334 SH x 36 1,334
Keebler Foods Co. Common Stocks 487256109 14 466 SH x 36 466
Kellogg Co. Common Stocks 487836108 1,119 29,900 SH x x 28 29,900
3,532 94,340 SH x 36 94,340
Kellstrom Industries, Inc. Common Stocks 488035106 337 31,700 SH x x 28 31,700
257 26,300 SH x 36 26,300
Kellwood Co. Common Stocks 488044108 345 15,700 SH x x 7 15,700
62 2,800 SH x x 18 2,800
279 12,700 SH x 36 12,700
Kemet Corp. Common Stocks 488360108 1,000 31,300 SH x x 7 31,300
4,044 126,500 SH x 36 126,500
61 1,900 SH x x 37 1,900
Kent Electronics Corp. Common Stocks 490553104 44 2,400 SH x x 37 2,400
Kerr-McGee Corp. Common Stocks 492386107 2,688 48,821 SH x x 5 48,821
518 9,400 SH x x 26 9,400
1,383 25,122 SH x 36 25,122
Key Tronic Corp. Common Stocks 493144109 223 54,000 SH x x 19 54,000
340 80,000 SH x 36 80,000
KeyCorp Common Stocks 493267108 2,465 89,000 SH x x 7 89,000
5,519 213,700 SH x x 8 213,700
1,993 77,200 SH x x 18 77,200
2,204 85,370 SH x x 31 85,370
5,612 217,428 SH x 36 217,428
Keystone Automotive Industries,
Inc. Common Stocks 49338N109 193 17,600 SH x x 19 17,600
277 25,300 SH x 36 25,300
Keystone Financial, Inc. Common Stocks 493482103 221 9,300 SH x x 7 9,300
27 1,136 SH x 36 1,136
Kilroy Realty Corp. Common Stocks 49427F108 3,813 180,500 SH x x 27 180,500
72 3,400 SH x 36 3,400
13 610 SH x x 42 610
Kimberly-Clark Corp. Common Stocks 494368103 3,418 65,102 SH x x 5 65,102
1,009 16,970 SH x x 7 16,970
4,868 92,500 SH x x 8 92,500
4,820 91,800 SH x x 17 91,800
1,974 37,600 SH x x 28 37,600
13,390 255,054 SH x 36 255,054
Kimco Realty Corp. Common Stocks 49446R109 14,128 395,200 SH x x 2 395,200
14 400 SH x x 26 400
2,513 70,300 SH x x 27 70,300
471 13,175 SH x 36 13,175
42 1,200 SH x x 42 1,200
King Pharmaceuticals, Inc. NPV Common Stocks 495582108 60 1,700 SH x x 37 1,700
King World Productions, Inc. Common Stocks 495667107 135 3,600 SH x x 28 3,600
425 11,335 SH x 36 11,335
Klamath First Bancorp, Inc. Common Stocks 49842P103 227 17,700 SH x x 19 17,700
335 26,500 SH x 36 26,500
Knight-Ridder, Inc. Common Stocks 499040103 3,111 56,700 SH x x 3 56,700
1,199 21,854 SH x x 5 21,854
1,517 25,740 SH x x 7 25,740
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,438 44,400 SH x x 8 44,400
115 2,100 SH x x 18 2,100
2,996 54,600 SH x x 28 54,600
2,168 39,500 SH x x 32 39,500
13,754 250,650 SH x 36 250,650
Knight/Trimark Group,
Inc. Class A Common Stocks 499067106 46 1,558 SH x 36 1,558
Koala Corp. Common Stocks 499866100 434 14,100 SH x 36 14,100
Koger Equity, Inc. Common Stocks 500228101 53 3,300 SH x 36 3,300
6 400 SH x x 42 400
Kohl's Corp. Common Stocks 500255104 14,152 191,900 SH x x 1 191,900
544 5,600 SH x x 20 5,600
19,076 288,486 SH x 36 288,486
Konover Property Trust,
Inc. Common Stocks 50047R100 48 7,700 SH x x 18 7,700
18 2,900 SH x 36 2,900
Koor Industries, Ltd. -
ADR Common Stocks 500507108 436 25,000 SH x x 31 25,000
Kopin Corp. Common Stocks 500600100 1,583 57,050 SH x 36 57,050
Korea Electric Power
Corp. - ADR Common Stocks 500631106 1,779 105,400 SH x x 6 105,400
47 2,000 SH x x 8 2,000
663 28,088 SH x x 21 28,088
96 6,000 SH x x 40 6,000
Kroger Co. Common Stocks 501044101 13,396 558,414 SH x x 1 558,414
472 21,400 SH x x 8 21,400
2,886 130,800 SH x x 10 130,800
535 16,500 SH x x 20 16,500
342 15,500 SH x x 26 15,500
22,619 1,025,237 SH x 36 1,025,237
Kronos, Inc. Common Stocks 501052104 209 5,700 SH x x 28 5,700
62 1,700 SH x x 29 1,700
77 2,100 SH x x 37 2,100
Kulicke & Soffa
Industries, Inc. Common Stocks 501242101 534 22,000 SH x x 3 22,000
95 3,900 SH x x 28 3,900
250 10,300 SH x 36 10,300
LCC International, Inc.
Class A Common Stocks 501810105 210 34,600 SH x x 19 34,600
333 55,000 SH x 36 55,000
LG&E Energy Corp. Common Stocks 501917108 1,129 53,130 SH x x 5 53,130
0 1 SH x x 7 1
149 7,000 SH x x 18 7,000
70 3,300 SH x x 28 3,300
352 16,582 SH x 36 16,582
32 1,400 SH x x 42 1,400
LHS Group, Inc. Common Stocks 501938100 15 504 SH x 36 504
LNR Property Corp. Common Stocks 501940100 2,150 105,500 SH x x 3 105,500
479 23,500 SH x x 7 23,500
2,802 137,500 SH x 36 137,500
35 1,700 SH x x 37 1,700
LINC Capital, Inc. Common Stocks 501942106 191 45,000 SH x x 19 45,000
259 60,000 SH x 36 60,000
LSI Logic Corp. Common Stocks 502161102 3,399 66,000 SH x x 3 66,000
3,448 66,950 SH x x 23 66,950
453 8,800 SH x x 26 8,800
4,805 93,300 SH x x 32 93,300
20,392 395,962 SH x 36 395,962
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LSI Industries, Inc. Common Stocks 50216C108 30 1,300 SH x x 29 1,300
LTC Properties Common Stocks 502175102 65 6,100 SH x x 18 6,100
39 3,700 SH x 36 3,700
5 500 SH x x 42 500
L-3 Communications
Holdings, Inc. Common Stocks 502424104 23 600 SH x x 28 600
395 10,451 SH x 36 10,451
19 500 SH x x 42 500
La-Z-Boy Inc. Common Stocks 505336107 389 20,400 SH x x 7 20,400
82 4,300 SH x x 18 4,300
87 3,800 SH x x 28 3,800
86 4,500 SH x x 29 4,500
686 36,000 SH x 36 36,000
38 2,000 SH x x 37 2,000
64 3,400 SH x x 42 3,400
Laboratorio Chile SA - ADR Common Stocks 50540H104 516 30,000 SH x x 6 30,000
Laclede Gas Co. Common Stocks 505588103 141 6,200 SH x x 7 6,200
71 3,100 SH x x 18 3,100
Lafarge Corp. Common Stocks 505862102 655 20,400 SH x x 7 20,400
2,156 61,500 SH x x 25 61,500
1,635 50,900 SH x x 26 50,900
494 14,300 SH x x 28 14,300
103 3,200 SH x x 29 3,200
6,476 201,600 SH x 36 201,600
170 5,610 SH x x 42 5,610
Lamar Advertising Co.
Class A Common Stocks 512815101 3,880 78,700 SH x x 9 78,700
5,078 102,582 SH x 36 102,582
Lancaster Colony Corp. Common Stocks 513847103 94 2,932 SH x 36 2,932
Lance, Inc. Common Stocks 514606102 5 400 SH x x 42 400
Landair Corp. Common Stocks 514757103 282 47,000 SH x x 19 47,000
356 60,000 SH x 36 60,000
LandAmerica Financial
Group, Inc. Common Stocks 514936103 410 19,200 SH x x 28 19,200
808 40,900 SH x 36 40,900
10 500 SH x x 42 500
Land's End, Inc. Common Stocks 515086106 3,257 47,000 SH x x 7 47,000
370 5,600 SH x x 26 5,600
4,204 63,700 SH x 36 63,700
200 2,900 SH x x 42 2,900
Landstar Systems, Inc. Common Stocks 515098101 185 5,300 SH x x 7 5,300
1,984 52,200 SH x x 25 52,200
56 1,600 SH x x 29 1,600
2,175 62,600 SH x 36 62,600
107 2,900 SH x x 42 2,900
LaSalle Hotel Properties Common Stocks 517942108 16 1,200 SH x 36 1,200
5 400 SH x x 42 400
LASER Mortgage
Management, Inc. Common Stocks 51806D100 2 500 SH x 36 500
Laser Vision Centers, Inc. Common Stocks 51807H100 1,047 74,800 SH x x 23 74,800
839 59,800 SH x 36 59,800
24 1,700 SH x x 37 1,700
Lason, Inc. Common Stocks 51808R107 392 8,800 SH x 36 8,800
62 1,400 SH x x 37 1,400
Lattice Semiconductor
Corp. Common Stocks 518415104 30 1,000 SH x x 28 1,000
Estee Lauder Companies
Class A Common Stocks 518439104 82 2,099 SH x 36 2,099
Leap Wireless
International, Inc. Common Stocks 521863100 107 4,600 SH x x 28 4,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Lear Corp. Common Stocks 521865105 3,791 103,830 SH x x 7 103,830
2,611 74,400 SH x x 8 74,400
2,484 70,600 SH x x 17 70,600
1,249 35,500 SH x x 18 35,500
225 5,400 SH x x 28 5,400
1,059 30,100 SH x x 31 30,100
14,129 401,534 SH x 36 401,534
Learning Tree
International, Inc. Common Stocks 522015106 275 16,600 SH x x 19 16,600
398 24,000 SH x 36 24,000
Lechters, Inc. Common Stocks 523238103 337 174,150 SH x 36 174,150
Lee Enterprises, Inc. Common Stocks 523768109 2,450 89,500 SH x x 3 89,500
2,765 101,000 SH x 36 101,000
Legato Systems, Inc. Common Stocks 524651106 2,840 65,200 SH x x 23 65,200
2,648 60,740 SH x 36 60,740
253 5,800 SH x x 37 5,800
Leggett & Platt, Inc. Common Stocks 524660107 2,845 144,600 SH x x 8 144,600
92 4,650 SH x 36 4,650
Legg Mason, Inc. Common Stocks 524901105 4,895 127,200 SH x x 9 127,200
2,370 56,700 SH x x 25 56,700
499 11,900 SH x x 28 11,900
7,000 182,702 SH x 36 182,702
Lehman Brothers Holdings,
Inc. Common Stocks 524908100 1,695 26,810 SH x x 7 26,810
3,737 58,600 SH x x 25 58,600
1,569 26,900 SH x x 26 26,900
956 16,400 SH x x 28 16,400
3,505 60,100 SH x x 32 60,100
18,607 319,086 SH x 36 319,086
Lennar Corp. Common Stocks 526057104 1,505 94,400 SH x x 3 94,400
421 26,400 SH x x 7 26,400
182 11,400 SH x x 28 11,400
2,193 137,600 SH x 36 137,600
Lesco, Inc. Common Stocks 526872106 302 22,600 SH x x 19 22,600
389 29,100 SH x 36 29,100
Leucadia National Corp. Common Stocks 527288104 1,103 52,500 SH x x 28 52,500
170 8,100 SH x 36 8,100
Level 3 Communications,
Inc. Common Stocks 52729N100 271 5,200 SH x x 5 5,200
3,935 75,400 SH x x 8 75,400
981 18,800 SH x x 26 18,800
329 6,304 SH x 36 6,304
Lexington Corporate
Properties Trust Common Stocks 529043100 29 2,600 SH x 36 2,600
3 300 SH x x 42 300
Lexmark International
Group, Inc. Class A Common Stocks 529771107 3,994 49,613 SH x x 5 49,613
3,616 41,420 SH x x 7 41,420
9,225 114,600 SH x x 26 114,600
266 3,300 SH x x 28 3,300
8,410 104,478 SH x 36 104,478
Libbey, Inc. Common Stocks 529898108 171 5,800 SH x 36 5,800
44 1,500 SH x x 37 1,500
Liberty Financial Cos.,
Inc. Common Stocks 530512102 244 11,100 SH x x 7 11,100
231 10,550 SH x 36 10,550
Liberty Property Trust
REIT Common Stocks 531172104 14 600 SH x x 26 600
4,531 199,700 SH x x 27 199,700
426 18,790 SH x 36 18,790
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
31 1,400 SH x x 42 1,400
Lilly (Eli) & Co. Common Stocks 532457108 21,989 338,700 SH x x 8 338,700
166 2,600 SH x x 28 2,600
2,643 41,300 SH x x 32 41,300
9,616 150,249 SH x 36 150,249
Lilly Industrial
Coatings, Inc. Class A Common Stocks 532491107 29 2,100 SH x x 37 2,100
Limited, Inc. (The) Common Stocks 532716107 1,417 34,490 SH x x 7 34,490
99 2,600 SH x x 17 2,600
275 7,200 SH x x 18 7,200
681 17,800 SH x x 28 17,800
2,893 75,631 SH x 36 75,631
Lincare Holdings, Inc. Common Stocks 532791100 3,127 118,000 SH x x 9 118,000
397 13,200 SH x x 28 13,200
6,484 243,260 SH x 36 243,260
Lincoln Electric
Holdings, Inc. NPV Common Stocks 533900106 83 4,000 SH x x 18 4,000
Lincoln National Corp. Common Stocks 534187109 195 5,200 SH x x 8 5,200
135 3,600 SH x x 26 3,600
838 22,300 SH x x 28 22,300
750 19,955 SH x 36 19,955
Linear Technology Corp. Common Stocks 535678106 209 3,564 SH x 36 3,564
Linens 'N Things, Inc. Common Stocks 535679104 300 8,900 SH x x 7 8,900
823 21,300 SH x x 28 21,300
659 19,521 SH x 36 19,521
115 3,400 SH x x 37 3,400
Liposome Co., Inc. Common Stocks 536310105 677 81,700 SH x x 25 81,700
584 76,800 SH x 36 76,800
36 4,800 SH x x 37 4,800
Lithia Motors, Inc.,
Class A Common Stocks 536797103 34 1,500 SH x x 7 1,500
300 13,100 SH x x 19 13,100
534 23,300 SH x 36 23,300
Littlefuse, Inc. Common Stocks 537008104 7 300 SH x x 18 300
Litton Industries, Inc. Common Stocks 538021106 2,382 43,500 SH x x 3 43,500
764 13,000 SH x x 7 13,000
4,501 78,900 SH x x 28 78,900
854 15,600 SH x x 31 15,600
8,130 148,488 SH x 36 148,488
Liz Claiborne, Inc. Common Stocks 539320101 289 9,200 SH x x 28 9,200
46 1,471 SH x 36 1,471
Local Financial Corp. Common Stocks 539553107 14 1,500 SH x 36 1,500
Lockheed Martin Corp. Common Stocks 539830109 10,099 287,200 SH x x 4 287,200
5,435 167,400 SH x x 8 167,400
1,419 43,400 SH x x 31 43,400
27,620 844,977 SH x 36 844,977
Loews Corp. Common Stocks 540424108 2,666 35,260 SH x x 7 35,260
533 7,600 SH x x 18 7,600
491 7,000 SH x x 26 7,000
1,972 28,100 SH x x 28 28,100
14,638 208,560 SH x 36 208,560
Lone Star Steakhouse &
Saloon Common Stocks 542307103 440 57,300 SH x x 7 57,300
55 7,100 SH x x 18 7,100
746 97,000 SH x 36 97,000
1 100 SH x x 42 100
Longs Drug Stores, Inc. Common Stocks 543162101 263 8,800 SH x x 28 8,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
810 27,107 SH x 36 27,107
Longview Fibre Co. Common Stocks 543213102 57 4,600 SH x 36 4,600
36 3,200 SH x x 42 3,200
Louis Dreyfus Natural Gas
Corp. Common Stocks 546011107 86 4,000 SH x x 18 4,000
101 4,700 SH x x 29 4,700
26 1,200 SH x 36 1,200
Louisiana Pacific Corp. Common Stocks 546347105 3,245 200,100 SH x x 7 200,100
98 6,300 SH x x 18 6,300
684 43,800 SH x x 26 43,800
75 4,800 SH x x 28 4,800
7,638 488,800 SH x 36 488,800
364 23,800 SH x x 42 23,800
Lowe's Cos., Inc. Common Stocks 548661107 24,884 470,200 SH x x 1 470,200
1,650 33,849 SH x x 5 33,849
765 15,700 SH x x 8 15,700
852 11,900 SH x x 20 11,900
73 1,500 SH x x 28 1,500
37,480 768,812 SH x 36 768,812
Lubrizol Corp. Common Stocks 549271104 1,359 52,900 SH x x 7 52,900
599 23,300 SH x x 18 23,300
2,152 76,600 SH x x 25 76,600
1,002 39,000 SH x x 26 39,000
889 34,600 SH x x 28 34,600
4,477 174,300 SH x 36 174,300
123 4,800 SH x x 42 4,800
Luby's Cafeterias, Inc. Common Stocks 549282101 53 4,600 SH x 36 4,600
3 210 SH x x 42 210
Lucent Technologies, Inc. Common Stocks 549463107 8,189 120,390 SH x x 1 120,390
13,748 211,909 SH x x 5 211,909
17,613 253,250 SH x x 7 253,250
39,887 615,300 SH x x 8 615,300
18,872 290,900 SH x x 10 290,900
3,075 47,400 SH x x 17 47,400
369 3,870 SH x x 20 3,870
2,997 46,200 SH x x 26 46,200
740 11,400 SH x x 28 11,400
4,846 74,700 SH x x 32 74,700
128,638 1,982,852 SH x 36 1,982,852
9,740 150,130 SH x x 44 150,130
Lunar Corp. Common Stocks 550362107 260 36,500 SH x x 19 36,500
373 49,700 SH x 36 49,700
Lycos, Inc. Common Stocks 550818108 185 3,700 SH x x 26 3,700
616 12,286 SH x 36 12,286
Lydall, Inc. Common Stocks 550819106 260 25,200 SH x x 19 25,200
376 36,500 SH x 36 36,500
Lyondell Petrochemical
Co. Common Stocks 552078107 3,449 258,500 SH x x 8 258,500
63 4,700 SH x x 31 4,700
31 2,343 SH x 36 2,343
M & T Bank Corp. Common Stocks 55261F104 367 800 SH x x 8 800
1,010 2,200 SH x x 28 2,200
4,335 9,445 SH x 36 9,445
MAF Bancorp, Inc. Common Stocks 55261R108 950 47,800 SH x x 3 47,800
109 5,500 SH x x 7 5,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
72 3,600 SH x x 18 3,600
2,381 119,800 SH x 36 119,800
15 700 SH x x 42 700
MBIA, Inc. Common Stocks 55262C100 5,242 111,800 SH x x 8 111,800
1,152 24,700 SH x x 18 24,700
117 2,500 SH x x 26 2,500
1,618 34,710 SH x x 31 34,710
3,546 76,044 SH x 36 76,044
MBNA Corp. Common Stocks 55262L100 36,766 1,465,710 SH x x 1 1,465,710
3,684 161,481 SH x x 5 161,481
3,510 143,490 SH x x 7 143,490
5,277 231,300 SH x x 10 231,300
1,052 31,400 SH x x 20 31,400
73,108 3,204,732 SH x 36 3,204,732
M.D.C. Holdings, Inc. Common Stocks 552676108 254 15,700 SH x x 7 15,700
708 41,100 SH x x 28 41,100
855 52,800 SH x 36 52,800
MCN Energy Group, Inc. Common Stocks 55267J100 89 5,200 SH x x 18 5,200
35 2,035 SH x 36 2,035
MCI WorldCom, Inc. Common Stocks 55268B106 24,063 299,300 SH x x 1 299,300
16,543 208,600 SH x x 4 208,600
11,187 155,776 SH x x 5 155,776
13,245 171,680 SH x x 7 171,680
33,248 462,990 SH x x 8 462,990
8,890 123,800 SH x x 10 123,800
3,442 47,924 SH x x 17 47,924
6,743 93,900 SH x x 18 93,900
1,213 11,500 SH x x 20 11,500
4,590 63,916 SH x x 26 63,916
2,492 34,700 SH x x 28 34,700
732 10,200 SH x x 31 10,200
3,138 43,700 SH x x 32 43,700
121,648 1,692,493 SH x 36 1,692,493
MDSI Mobile Data
Solutions, Inc. NPV Common Stocks 55268N100 75 4,000 SH x x 34 4,000
MDU Resources Group, Inc. Common Stocks 552690109 469 20,850 SH x x 7 20,850
245 7,400 SH x x 28 7,400
649 28,850 SH x 36 28,850
38 1,700 SH x x 37 1,700
26 1,060 SH x x 42 1,060
MGIC Investment Corp. Common Stocks 552848103 248 5,200 SH x x 26 5,200
506 10,600 SH x x 28 10,600
1,194 25,000 SH x x 31 25,000
3,161 66,200 SH x 36 66,200
MGI Properties Common Stocks 552885105 14 1,600 SH x 36 1,600
2 200 SH x x 42 200
MGM Grand, Inc. Common Stocks 552953101 30 594 SH x 36 594
10 200 SH x x 37 200
MMC Networks, Inc. Common Stocks 55308N102 90 2,900 SH x x 37 2,900
MRV Communications, Inc. Common Stocks 553477100 520 22,000 SH x x 19 22,000
711 30,000 SH x 36 30,000
M.S. Carriers, Inc. Common Stocks 553533100 91 3,800 SH x x 7 3,800
43 1,800 SH x x 29 1,800
302 12,600 SH x 36 12,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MTS Systems Corp. Common Stocks 553777103 26 2,500 SH x x 18 2,500
270 26,000 SH x x 28 26,000
12 1,200 SH x 36 1,200
8 800 SH x x 42 800
MTI Technology Corp. Common Stocks 553903105 1,111 48,300 SH x x 23 48,300
895 38,800 SH x 36 38,800
MacDermid, Inc. Common Stocks 554273102 1,686 49,400 SH x x 9 49,400
2,255 66,200 SH x 36 66,200
Macerich Co. (The) Common Stocks 554382101 9,366 405,000 SH x x 2 405,000
3,367 145,600 SH x x 27 145,600
88 3,800 SH x 36 3,800
20 900 SH x x 42 900
Mack-Cali Realty Corp. Common Stocks 554489104 24,284 905,700 SH x x 2 905,700
11 400 SH x x 26 400
1,594 59,450 SH x x 27 59,450
355 13,240 SH x 36 13,240
Macromedia, Inc. Common Stocks 556100105 5,424 132,900 SH x x 23 132,900
65 1,600 SH x x 26 1,600
6,026 147,422 SH x 36 147,422
122 3,000 SH x x 37 3,000
MagneTek, Inc. Common Stocks 559424106 1,478 165,350 SH x 36 165,350
Magyar Tavkozlesi Rt - ADR Common Stocks 559776109 262 6,550 SH x x 8 6,550
906 33,250 SH x x 38 33,250
450 16,500 SH x x 39 16,500
574 21,070 SH x x 40 21,070
Mail-Well, Inc. Common Stocks 560321200 379 25,800 SH x x 28 25,800
283 20,400 SH x 36 20,400
Mallinckrodt, Inc. Common Stocks 561232109 3,909 129,500 SH x x 18 129,500
6,572 217,700 SH x x 26 217,700
643 19,100 SH x x 28 19,100
100 3,300 SH x x 29 3,300
586 19,400 SH x x 31 19,400
8,695 288,039 SH x 36 288,039
172 5,400 SH x x 42 5,400
Manitowoc Co., Inc. Common Stocks 563571108 1,536 43,500 SH x x 7 43,500
48 1,400 SH x x 18 1,400
210 5,500 SH x x 28 5,500
97 2,850 SH x x 29 2,850
1,899 55,650 SH x 36 55,650
85 2,500 SH x x 37 2,500
160 4,860 SH x x 42 4,860
Manpower, Inc. Common Stocks 56418H100 5,068 174,000 SH x x 26 174,000
834 25,800 SH x x 28 25,800
7,890 270,900 SH x 36 270,900
380 12,800 SH x x 42 12,800
Manufactured Home
Communities, Inc. Common Stocks 564682102 56 2,400 SH x 36 2,400
7 300 SH x x 42 300
Marine Drilling Co, Inc. Common Stocks 568240204 427 27,000 SH x x 19 27,000
1,658 104,850 SH x 36 104,850
Mark IV Industries, Inc. Common Stocks 570387100 818 41,400 SH x x 7 41,400
914 46,300 SH x 36 46,300
Markel Corp. Common Stocks 570535104 2,640 14,500 SH x x 9 14,500
3,878 21,300 SH x 36 21,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Marsh & McLennan Cos.,
Inc. Common Stocks 571748102 5,436 79,354 SH x x 5 79,354
5,816 84,450 SH x x 8 84,450
1,826 26,650 SH x x 26 26,650
1,603 23,400 SH x x 28 23,400
3,918 57,198 SH x 36 57,198
Marshall & Ilsley Corp. Common Stocks 571834100 63 1,100 SH x x 26 1,100
314 5,500 SH x x 28 5,500
124 2,171 SH x 36 2,171
Marriot International,
Inc. Class A Common Stocks 571903202 7,531 230,400 SH x x 2 230,400
153 4,689 SH x 36 4,689
Martin Marietta
Materials, Inc. Common Stocks 573284106 1,979 49,500 SH x x 9 49,500
2,619 65,571 SH x 36 65,571
Masco Corp. Common Stocks 574599106 1,122 36,200 SH x x 1 36,200
338 10,900 SH x x 28 10,900
4,018 129,601 SH x 36 129,601
Mascotech, Inc. Common Stocks 574670105 57 3,500 SH x x 18 3,500
86 5,300 SH x 36 5,300
18 1,100 SH x x 42 1,100
Maderas y Sinteticos SA -
ADR Common Stocks 574799102 1,069 103,000 SH x x 6 103,000
MasTec, Inc. Common Stocks 576323109 386 13,100 SH x 36 13,100
53 1,800 SH x x 37 1,800
Mastech Corp. Common Stocks 57632N105 49 3,600 SH x x 37 3,600
Material Sciences Corp. Common Stocks 576674105 1,901 142,800 SH x 36 142,800
Matsushita Electric
Industrial Co., Ltd. - ADR Common Stocks 576879209 9,928 47,500 SH x 36 47,500
Mattel, Inc. Common Stocks 577081102 3,873 213,200 SH x x 8 213,200
4,148 218,324 SH x x 17 218,324
220 11,600 SH x x 26 11,600
251 13,200 SH x x 28 13,200
1,906 100,300 SH x x 31 100,300
15,983 841,231 SH x 36 841,231
Mathews International
Corp. Class A Common Stocks 577128101 74 2,700 SH x x 28 2,700
57 1,900 SH x x 37 1,900
Mavesa SA - ADR Common Stocks 577717101 872 272,875 SH x x 6 272,875
Maxim Group, Inc. Common Stocks 57772J104 244 46,000 SH x x 19 46,000
356 67,000 SH x 36 67,000
Maxim Integrated
Products, Inc. Common Stocks 57772K101 307 4,866 SH x 36 4,866
May Department Stores Co. Common Stocks 577778103 3,106 85,000 SH x x 8 85,000
1,847 50,700 SH x x 10 50,700
288 7,900 SH x x 28 7,900
2,442 67,010 SH x x 31 67,010
11,069 303,784 SH x 36 303,784
Maxxim Medical, Inc. Common Stocks 57777G105 273 11,400 SH x x 28 11,400
405 16,900 SH x 36 16,900
MAXXAM, Inc. Common Stocks 577913106 382 5,900 SH x x 28 5,900
267 5,200 SH x 36 5,200
MAXIMUS, Inc. Common Stocks 577933104 2,819 94,200 SH x x 9 94,200
4,203 140,400 SH x 36 140,400
45 1,500 SH x x 37 1,500
Maytag Corp. Common Stocks 578592107 293 8,800 SH x x 18 8,800
336 10,100 SH x x 26 10,100
300 9,000 SH x x 28 9,000
2,023 60,739 SH x 36 60,739
Mazel Stores, Inc. Common Stocks 578792103 206 22,000 SH x x 19 22,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
328 35,000 SH x 36 35,000
McClatchy Co. Class A Common Stocks 579489105 3,070 85,875 SH x x 3 85,875
450 12,600 SH x x 7 12,600
100 2,800 SH x x 18 2,800
748 19,400 SH x x 28 19,400
4,667 130,535 SH x 36 130,535
McCormick & Co., Inc. Common Stocks 579780206 735 22,243 SH x 36 22,243
63 1,900 SH x x 42 1,900
McDermott International,
Inc. Common Stocks 580037109 2,315 114,300 SH x 36 114,300
McDonald's Corp. Common Stocks 580135101 808 18,800 SH x x 8 18,800
2,430 56,500 SH x x 10 56,500
194 4,500 SH x x 28 4,500
23,233 540,309 SH x 36 540,309
5,210 121,170 SH x x 44 121,170
McGrath RentCorp Common Stocks 580589109 18 1,000 SH x x 18 1,000
55 3,100 SH x x 28 3,100
McGraw-Hill, Inc. Common Stocks 580645109 2,153 44,500 SH x x 3 44,500
363 7,500 SH x x 28 7,500
3,942 81,497 SH x 36 81,497
McLeodUSA, Inc. Common Stocks 582266102 107 2,516 SH x 36 2,516
357 8,400 SH x x 37 8,400
McWhorter Technologies,
Inc. Common Stocks 582803102 152 7,000 SH x x 28 7,000
114 7,700 SH x 36 7,700
Mead Corp. Common Stocks 582834107 172 5,000 SH x x 31 5,000
81 2,343 SH x 36 2,343
Mechanical Dynamics, Inc. Common Stocks 583521109 203 45,000 SH x x 19 45,000
274 60,000 SH x 36 60,000
Medco Research, Inc. Common Stocks 584059109 40 1,600 SH x x 29 1,600
Media General, Inc. Class
A Common Stocks 584404107 840 14,000 SH x x 28 14,000
97 1,900 SH x x 29 1,900
569 11,099 SH x 36 11,099
MediaOne Group, Inc. Common Stocks 58440J104 29,663 393,200 SH x x 1 393,200
12,933 173,900 SH x x 4 173,900
3,486 49,300 SH x x 8 49,300
3,996 58,500 SH x x 17 58,500
1,114 11,100 SH x x 20 11,100
3,033 44,400 SH x x 26 44,400
27 400 SH x x 31 400
60,045 878,982 SH x 36 878,982
Medialink Worldwide, Inc. Common Stocks 58445P105 238 22,700 SH x 36 22,700
Medical Assurance, Inc. Common Stocks 58449U100 150 6,000 SH x x 7 6,000
75 3,000 SH x x 18 3,000
174 6,934 SH x 36 6,934
MedImmune, Inc. Common Stocks 584699102 1,990 19,976 SH x x 5 19,976
823 7,700 SH x x 7 7,700
558 5,600 SH x x 8 5,600
2,215 21,900 SH x x 9 21,900
4,623 46,400 SH x x 23 46,400
60 600 SH x x 28 600
8,436 84,650 SH x 36 84,650
349 3,500 SH x x 37 3,500
Medquist, Inc. Common Stocks 584949101 2,270 62,200 SH x x 25 62,200
258 6,000 SH x x 28 6,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3,006 89,900 SH x 36 89,900
Meditrust Cos. Common Stocks 58501T306 54 6,400 SH x x 8 6,400
58 6,800 SH x x 26 6,800
154 18,084 SH x 36 18,084
Medtronic, Inc. Common Stocks 585055106 4,974 120,900 SH x x 1 120,900
1,058 29,800 SH x x 7 29,800
3,465 97,600 SH x x 8 97,600
355 6,800 SH x x 20 6,800
3,429 96,600 SH x x 32 96,600
11,277 317,656 SH x 36 317,656
Mellon Bank Corp. Common Stocks 585509102 1,072 31,754 SH x 36 31,754
MemberWorks, Inc. Common Stocks 586002107 46 1,400 SH x x 37 1,400
The Men's Wearhouse, Inc. Common Stocks 587118100 83 3,900 SH x x 37 3,900
Mercantile Bankshares
Corp. Common Stocks 587405101 579 18,700 SH x x 7 18,700
684 21,800 SH x x 8 21,800
542 16,000 SH x x 28 16,000
87 2,800 SH x x 29 2,800
1,578 51,000 SH x 36 51,000
35 1,100 SH x x 42 1,100
Merck & Co., Inc. Common Stocks 589331107 14,717 211,850 SH x x 7 211,850
2,904 44,800 SH x x 8 44,800
5,917 91,300 SH x x 10 91,300
2,832 43,700 SH x x 17 43,700
11,359 175,254 SH x x 26 175,254
5,496 84,800 SH x x 28 84,800
53,716 828,798 SH x 36 828,798
Mercury General Corp. Common Stocks 589400100 496 18,000 SH x x 8 18,000
17 600 SH x 36 600
Mercury Interactive Corp. Common Stocks 589405109 2,988 46,100 SH x x 9 46,100
3,367 52,200 SH x x 23 52,200
997 14,000 SH x x 28 14,000
7,844 121,500 SH x 36 121,500
219 3,400 SH x x 37 3,400
Meredith Corp. Common Stocks 589433101 165 3,100 SH x x 28 3,100
249 6,866 SH x 36 6,866
47 1,300 SH x x 37 1,300
Meridian Resource Corp.,
(The) Common Stocks 58977Q109 3 700 SH x 36 700
MeriStar Hospitality Corp. Common Stocks 58984Y103 511 33,500 SH x x 7 33,500
891 58,400 SH x 36 58,400
16 1,000 SH x x 42 1,000
MeriStar Hotels &
Resorts, Inc. Common Stocks 589988104 242 82,500 SH x x 19 82,500
Meritor Automotive, Inc. Common Stocks 59000G100 2,252 107,900 SH x x 26 107,900
1,549 74,183 SH x 36 74,183
15 700 SH x x 37 700
35 1,800 SH x x 42 1,800
Meritage Corp. Common Stocks 59001A102 228 19,000 SH x x 19 19,000
360 30,000 SH x 36 30,000
Merrill Corp. Common Stocks 590175105 6 300 SH x x 28 300
Merrill Lynch & Co., Inc. Common Stocks 590188108 7,551 98,300 SH x x 1 98,300
2,328 34,653 SH x x 5 34,653
5,825 86,100 SH x x 8 86,100
415 4,200 SH x x 20 4,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
94 1,400 SH x x 28 1,400
6,299 93,759 SH x 36 93,759
Mesaba Holdings, Inc. Common Stocks 59066B102 37 3,200 SH x x 37 3,200
Metals USA, Inc. Common Stocks 591324108 111 10,900 SH x 36 10,900
3 300 SH x x 42 300
Metamor Worldwide, Inc. Common Stocks 59133P100 888 50,000 SH x 36 50,000
Methode Electronics, Inc.
Class A Common Stocks 591520200 49 2,600 SH x x 18 2,600
Metris Companies, Inc. Common Stocks 591598107 708 24,050 SH x x 23 24,050
986 33,500 SH x 36 33,500
82 2,800 SH x x 37 2,800
Metro-Goldwyn-Mayer, Inc. Common Stocks 591610100 109 6,200 SH x x 26 6,200
792 45,272 SH x 36 45,272
Metrocall, Inc. Common Stocks 591647102 78 62,400 SH x x 19 62,400
117 93,400 SH x 36 93,400
Metromedia Fiber Network, Common Stocks 591689104
Inc. Class A 115 4,700 SH x x 26 4,700
348 14,214 SH x 36 14,214
Mettler-Toledo
International, Inc. New Common Stocks 592688105 104 3,500 SH x x 37 3,500
Michael Foods, Inc. Common Stocks 594079105 126 4,800 SH x x 7 4,800
187 7,100 SH x 36 7,100
Michaels Stores, Inc. Common Stocks 594087108 927 28,300 SH x x 28 28,300
4,381 148,500 SH x 36 148,500
56 1,900 SH x x 37 1,900
MICROS Systems, Inc. Common Stocks 594901100 471 10,200 SH x x 28 10,200
409 10,100 SH x 36 10,100
73 1,800 SH x x 37 1,800
Microsoft Corp. Common Stocks 594918104 23,746 228,000 SH x x 1 228,000
11,588 127,952 SH x x 5 127,952
34,100 350,790 SH x x 7 350,790
60,525 665,300 SH x x 8 665,300
26,616 293,900 SH x x 10 293,900
8,540 94,300 SH x x 17 94,300
1,277 9,600 SH x x 20 9,600
12,959 143,100 SH x x 26 143,100
1,630 18,000 SH x x 28 18,000
5,633 62,200 SH x x 32 62,200
204,976 2,263,360 SH x 36 2,263,360
11,943 131,877 SH x x 44 131,877
MicroStrategy, Inc. Common Stocks 594972101 394 7,025 SH x 36 7,025
Microchip Technology, Inc. Common Stocks 595017104 1,988 38,700 SH x x 23 38,700
329 6,400 SH x x 28 6,400
2,384 46,395 SH x 36 46,395
175 3,400 SH x x 37 3,400
Micro Warehouse, Inc. Common Stocks 59501B105 106 8,800 SH x x 26 8,800
203 14,800 SH x x 28 14,800
327 27,100 SH x 36 27,100
Micromuse, Inc. Common Stocks 595094103 2,832 44,200 SH x x 9 44,200
1,619 25,200 SH x x 23 25,200
2,294 35,700 SH x 36 35,700
148 2,300 SH x x 37 2,300
Micron Electronics, Inc. Common Stocks 595100108 342 30,600 SH x x 28 30,600
345 32,900 SH x 36 32,900
Micron Technology, Inc. Common Stocks 595112103 246 3,700 SH x x 5 3,700
107 1,600 SH x x 26 1,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
40 600 SH x x 28 600
3,213 48,271 SH x 36 48,271
Microsemi Corp. Common Stocks 595137100 256 35,000 SH x x 19 35,000
385 52,200 SH x 36 52,200
Mid-America Apartment
Communties, Inc. Common Stocks 59522J103 54 2,500 SH x 36 2,500
11 500 SH x x 42 500
S&P Mid-Cap 400
Depository Receipts Common Stocks 595635103 632 8,800 SH x x 37 8,800
Midcoast Energy
Resources, Inc. Common Stocks 59563W104 346 17,500 SH x x 19 17,500
494 25,000 SH x 36 25,000
Middleby Corp. (The) Common Stocks 596278101 257 43,800 SH x x 19 43,800
309 52,600 SH x 36 52,600
Midland Co. Common Stocks 597486109 23 1,100 SH x x 18 1,100
Midwest Express Holdings,
Inc. Common Stocks 597911106 364 13,900 SH x x 7 13,900
388 14,800 SH x 36 14,800
37 1,400 SH x x 37 1,400
Milacron, Inc. Common Stocks 598709103 140 7,900 SH x x 8 7,900
1,627 91,650 SH x 36 91,650
Millennium
Pharmaceuticals, Inc. Common Stocks 599902103 1,326 20,400 SH x 36 20,400
123 1,900 SH x x 37 1,900
Millennium Chemicals, Inc. Common Stocks 599903101 1,210 59,200 SH x x 7 59,200
702 31,400 SH x x 28 31,400
629 30,800 SH x x 31 30,800
3,372 165,010 SH x 36 165,010
Miller (Herman), Inc. Common Stocks 600544100 957 40,100 SH x x 26 40,100
2,353 98,429 SH x 36 98,429
141 5,900 SH x x 37 5,900
Miller Industries, Inc. Common Stocks 600551105 21 7,400 SH x x 18 7,400
Millipore Corp. Common Stocks 601073109 38 1,000 SH x 36 1,000
120 3,200 SH x x 37 3,200
MindSpring Enterprises,
Inc. Common Stocks 602683104 28 1,000 SH x x 26 1,000
2,180 78,900 SH x x 32 78,900
5,258 189,913 SH x 36 189,913
Mine Safety Appliances Co. Common Stocks 602720104 101 1,600 SH x 36 1,600
Minerals Technologies,
Inc. Common Stocks 603158106 374 7,700 SH x x 7 7,700
2,899 59,700 SH x x 9 59,700
277 5,700 SH x x 28 5,700
4,011 82,600 SH x 36 82,600
34 700 SH x x 37 700
MiniMed, Inc. Common Stocks 60365K108 972 9,220 SH x x 7 9,220
786 8,005 SH x 36 8,005
Minnesota Mining &
Manufacturing Co. Common Stocks 604059105 1,929 20,079 SH x x 5 20,079
1,306 13,600 SH x x 28 13,600
670 6,970 SH x x 31 6,970
9,918 103,248 SH x 36 103,248
Minnesota Power, Inc. Common Stocks 604110106 864 49,200 SH x x 7 49,200
241 10,900 SH x x 28 10,900
107 6,100 SH x x 29 6,100
1,215 69,162 SH x 36 69,162
32 1,800 SH x x 42 1,800
Mirage Resorts, Inc. Common Stocks 60462E104 1,498 106,700 SH x x 8 106,700
1,647 117,100 SH x x 10 117,100
4,741 337,172 SH x 36 337,172
Mississippi Chemical
Corp. New Common Stocks 605288208 128 18,700 SH x x 28 18,700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
212 30,300 SH x 36 30,300
Mississippi Valley
Bancshares, Inc. Common Stocks 605720101 210 6,700 SH x x 28 6,700
Mitcham Industries, Inc. Common Stocks 606501104 256 50,000 SH x x 19 50,000
384 75,000 SH x 36 75,000
Mitchell Energy &
Development Corp. Class A Common Stocks 606592202 108 4,400 SH x x 18 4,400
51 2,100 SH x 36 2,100
Mitchell Energy &
Development Corp. Common Stocks 606592301 113 4,800 SH x x 7 4,800
99 4,200 SH x 36 4,200
Mobil Corp. Common Stocks 607059102 12,804 118,780 SH x x 4 118,780
32,289 321,800 SH x x 8 321,800
6,186 61,400 SH x x 26 61,400
3,174 31,500 SH x x 31 31,500
23,028 228,566 SH x 36 228,566
Modine Manufacturing Co. Common Stocks 607828100 352 15,100 SH x x 8 15,100
72 3,100 SH x x 29 3,100
Modis Professional
Services, Inc. Common Stocks 607830106 7 500 SH x x 26 500
812 61,268 SH x 36 61,268
Mohawk Industries, Inc. Common Stocks 608190104 1,247 61,300 SH x x 7 61,300
486 24,400 SH x x 18 24,400
707 33,800 SH x x 28 33,800
65 3,250 SH x x 29 3,250
1,117 56,035 SH x 36 56,035
4 200 SH x x 37 200
Molex, Inc. Common Stocks 608554101 124 3,400 SH x x 26 3,400
204 5,603 SH x 36 5,603
Monaco Coach Corp. Common Stocks 60886R103 111 4,450 SH x x 28 4,450
21 850 SH x 36 850
32 1,200 SH x x 42 1,200
Robert Mondavi Corp.
Class A Common Stocks 609200100 306 8,200 SH x x 28 8,200
704 18,750 SH x 36 18,750
Monro Muffler Brake, Inc. Common Stocks 610236101 234 35,000 SH x x 19 35,000
334 50,000 SH x 36 50,000
Monsanto Co. Common Stocks 611662107 21,306 594,700 SH x x 8 594,700
8,276 231,900 SH x x 10 231,900
1,956 54,800 SH x x 32 54,800
29,512 826,953 SH x 36 826,953
Montana Power Co. Common Stocks 612085100 77 2,532 SH x 36 2,532
MONY Group, Inc. (The) Common Stocks 615337102 1,311 44,000 SH x x 7 44,000
55 1,900 SH x x 28 1,900
1,129 39,100 SH x 36 39,100
Moog, Inc. Common Stocks 615394202 118 4,100 SH x x 7 4,100
545 17,900 SH x x 28 17,900
572 19,800 SH x 36 19,800
Morgan (J.P.) & Co., Inc. Common Stocks 616880100 16,996 136,600 SH x x 4 136,600
1,463 12,801 SH x x 5 12,801
3,984 32,900 SH x x 7 32,900
3,359 29,400 SH x x 17 29,400
1,143 10,000 SH x x 18 10,000
2,159 18,900 SH x x 28 18,900
1,885 16,500 SH x x 31 16,500
35,020 306,520 SH x 36 306,520
Morgan Keegan, Inc. Common Stocks 617410105 48 2,800 SH x x 37 2,800
Morgan Stanley Dean
Witter & Co. Common Stocks 617446448 38,108 385,200 SH x x 1 385,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
19,351 196,940 SH x x 4 196,940
7,848 87,989 SH x x 5 87,989
348 3,900 SH x x 8 3,900
1,271 9,700 SH x x 20 9,700
14,419 161,667 SH x x 26 161,667
2,060 23,100 SH x x 28 23,100
1,434 16,080 SH x x 31 16,080
2,524 28,300 SH x x 32 28,300
87,294 978,768 SH x 36 978,768
Morrison Knudsen Corp. Common Stocks 61844A109 203 19,700 SH x x 7 19,700
1,681 163,050 SH x 36 163,050
MotivePower Industries,
Inc. Common Stocks 61980K101 824 75,600 SH x x 9 75,600
25 2,250 SH x x 28 2,250
606 55,050 SH x 36 55,050
2 200 SH x x 42 200
Motorola, Inc. Common Stocks 620076109 1,432 13,400 SH x x 1 13,400
8,326 88,140 SH x x 7 88,140
8,525 96,300 SH x x 8 96,300
4,312 49,000 SH x x 17 49,000
202 2,300 SH x x 18 2,300
246 1,900 SH x x 20 1,900
8,536 97,000 SH x x 26 97,000
4,242 48,200 SH x x 28 48,200
576 6,550 SH x x 31 6,550
44,670 507,615 SH x 36 507,615
Movado Group, Inc. Common Stocks 624580106 115 5,000 SH x x 7 5,000
129 5,600 SH x 36 5,600
Mueller Industries, Inc. Common Stocks 624756102 1,146 38,600 SH x x 7 38,600
868 27,200 SH x x 28 27,200
2,221 74,800 SH x 36 74,800
39 1,300 SH x x 37 1,300
36 1,200 SH x x 42 1,200
Murphy Oil Corp. Common Stocks 626717102 200 3,700 SH x x 28 3,700
135 2,500 SH x x 29 2,500
515 9,533 SH x 36 9,533
Musicland Stores Corp. Common Stocks 62758B109 240 27,400 SH x x 28 27,400
55 6,300 SH x x 29 6,300
887 101,400 SH x 36 101,400
40 4,600 SH x x 37 4,600
Myers Industries, Inc. Common Stocks 628464109 69 3,870 SH x x 7 3,870
59 3,300 SH x x 18 3,300
746 34,420 SH x x 28 34,420
760 42,790 SH x 36 42,790
Mylan Laboratories, Inc. Common Stocks 628530107 75 4,100 SH x x 18 4,100
83 4,500 SH x x 29 4,500
339 18,450 SH x 36 18,450
NBT Bancorp, Inc. Common Stocks 628778102 21 1,200 SH x x 18 1,200
46 2,669 SH x 36 2,669
4 220 SH x x 42 220
NBTY, Inc. Common Stocks 628782104 8 1,000 SH x x 18 1,000
328 43,000 SH x x 19 43,000
458 60,000 SH x 36 60,000
NCH Corp. Common Stocks 628850109 239 5,300 SH x 36 5,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NCI Building Systems, Inc. Common Stocks 628852105 682 36,900 SH x x 28 36,900
825 49,810 SH x 36 49,810
36 2,200 SH x x 37 2,200
NCO Group, Inc. NPV Common Stocks 628858102 514 10,200 SH x x 7 10,200
2,887 61,500 SH x x 23 61,500
3,530 75,100 SH x 36 75,100
66 1,400 SH x x 37 1,400
NCR Corp. Common Stocks 62886E108 398 12,047 SH x x 5 12,047
602 18,200 SH x x 18 18,200
7,642 231,138 SH x 36 231,138
NN Ball & Roller, Inc. Common Stocks 629305103 274 43,000 SH x x 19 43,000
269 42,000 SH x 36 42,000
NPC International, Inc. Common Stocks 629360306 27 2,500 SH x x 37 2,500
NTL, Inc. Common Stocks 629407107 166 1,729 SH x 36 1,729
NUI Corp. Common Stocks 629430109 173 7,000 SH x x 7 7,000
72 2,900 SH x x 18 2,900
208 8,400 SH x 36 8,400
NVR, Inc. Common Stocks 62944T105 3,721 67,300 SH x x 25 67,300
3,843 76,100 SH x 36 76,100
56 1,100 SH x x 37 1,100
179 3,600 SH x x 42 3,600
Nabisco Holdings Corp.
Class A Common Stocks 629526104 2,955 85,500 SH x x 32 85,500
7,160 207,175 SH x 36 207,175
Nabors Industries, Inc. Common Stocks 629568106 2,914 116,564 SH x 36 116,564
NACCO Industries, Inc.
Class A Common Stocks 629579103 84 1,200 SH x x 18 1,200
217 3,100 SH x x 26 3,100
1,128 15,200 SH x x 28 15,200
1,055 15,100 SH x 36 15,100
50 700 SH x x 42 700
Nalco Chemical Co. Common Stocks 629853102 455 9,001 SH x x 5 9,001
222 4,399 SH x x 7 4,399
1,288 25,500 SH x x 31 25,500
9,757 193,200 SH x 36 193,200
Nashua Corp. Common Stocks 631226107 69 7,800 SH x 36 7,800
National City
Bancorporation Common Stocks 635312101 288 16,700 SH x x 28 16,700
399 22,800 SH x 36 22,800
National City Corp. Common Stocks 635405103 3,290 111,880 SH x x 7 111,880
598 22,400 SH x x 8 22,400
8,583 321,600 SH x x 18 321,600
662 24,820 SH x x 26 24,820
2,773 103,900 SH x x 31 103,900
10,416 390,302 SH x 36 390,302
National Commerce Bancorp Common Stocks 635449101 430 19,600 SH x x 8 19,600
1,435 65,400 SH x x 23 65,400
1,323 60,216 SH x 36 60,216
121 5,500 SH x x 37 5,500
National Computer
Systems, Inc. Common Stocks 635519101 964 23,400 SH x x 7 23,400
530 12,500 SH x x 28 12,500
2,684 70,000 SH x 36 70,000
National Data Corp. Common Stocks 635621105 1,325 51,100 SH x x 9 51,100
195 7,500 SH x x 28 7,500
1,731 66,590 SH x 36 66,590
National Fuel Gas Co. Common Stocks 636180101 99 2,100 SH x x 29 2,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
264 5,600 SH x 36 5,600
44 900 SH x x 42 900
National Golf Properties,
Inc. Common Stocks 63623G109 38 1,700 SH x x 18 1,700
11 500 SH x 36 500
4 200 SH x x 42 200
National Health
Investors, Inc. Common Stocks 63633D104 48 2,900 SH x 36 2,900
8 500 SH x x 42 500
National Instruments Corp. Common Stocks 636518102 3,022 85,575 SH x x 23 85,575
2,500 70,725 SH x 36 70,725
National R.V. Holdings,
Inc. Common Stocks 637277104 1,546 71,800 SH x x 25 71,800
178 7,550 SH x x 28 7,550
2,666 135,000 SH x 36 135,000
National Semiconductor
Corp. Common Stocks 637640103 1,425 46,728 SH x x 5 46,728
126 3,700 SH x x 8 3,700
6,966 228,400 SH x x 26 228,400
13,892 455,463 SH x 36 455,463
376 11,000 SH x x 42 11,000
National Service
Industries, Inc. Common Stocks 637657107 2,013 63,900 SH x x 3 63,900
347 11,000 SH x x 28 11,000
447 14,200 SH x x 31 14,200
4,358 138,350 SH x 36 138,350
National Steel Corp.
Class B Common Stocks 637844309 179 25,800 SH x x 7 25,800
31 4,500 SH x x 18 4,500
148 21,300 SH x 36 21,300
National Western Life
Insurance Co. Class A Common Stocks 638522102 656 7,400 SH x x 28 7,400
627 7,400 SH x 36 7,400
Nationwide Financial
Services, Inc. Class A Common Stocks 638612101 2,448 69,100 SH x x 9 69,100
2,626 74,228 SH x 36 74,228
Nationwide Health
Properties, Inc. Common Stocks 638620104 10,916 656,600 SH x x 2 656,600
113 6,800 SH x x 18 6,800
95 5,700 SH x 36 5,700
17 1,000 SH x x 42 1,000
Natural Alternatives
International, Inc. Common Stocks 638842302 213 55,000 SH x x 19 55,000
233 60,000 SH x 36 60,000
Nature's Sunshine
Products, Inc. Common Stocks 639027101 342 36,100 SH x x 19 36,100
510 53,900 SH x 36 53,900
Navistar International
Corp. Common Stocks 63934E108 9 200 SH x x 18 200
2,441 48,000 SH x x 25 48,000
186 4,000 SH x x 26 4,000
1,941 38,000 SH x x 28 38,000
98 2,100 SH x x 29 2,100
4,946 106,372 SH x 36 106,372
Neff Corp. Common Stocks 640094108 36 2,800 SH x x 28 2,800
Neiman-Marcus Group, Inc. Common Stocks 640204103 173 7,400 SH x 36 7,400
Network Associates, Inc. Common Stocks 640938106 143 7,500 SH x x 26 7,500
594 31,074 SH x 36 31,074
21 1,100 SH x x 42 1,100
NetGravity, Inc. Common Stocks 641114103 76 2,300 SH x x 37 2,300
Network Appliance, Inc. Common Stocks 64120L104 3,492 48,500 SH x x 9 48,500
3,445 48,100 SH x x 23 48,100
287 4,000 SH x x 26 4,000
7,996 111,642 SH x 36 111,642
351 4,900 SH x x 37 4,900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Network Solutions, Inc. Class A Common Stocks 64121Q102 37 400 SH x x 26 400
120 1,303 SH x 36 1,303
New American Healthcare Corp. Common Stocks 641881107 134 106,800 SH x x 19 106,800
182 145,500 SH x 36 145,500
New Century Energies, Inc. Common Stocks 64352U103 201 6,000 SH x x 26 6,000
1,067 31,900 SH x x 31 31,900
3,199 95,660 SH x 36 95,660
New England Business Service,
Inc. Common Stocks 643872104 40 1,400 SH x x 29 1,400
New England Electric System Common Stocks 644001109 71 1,360 SH x 36 1,360
New Era of Networks, Inc. Common Stocks 644312100 2,498 115,533 SH x 36 115,533
New Jersey Resources Corp. Common Stocks 646025106 196 4,900 SH x x 7 4,900
472 11,800 SH x 36 11,800
16 400 SH x x 42 400
New Plan Excel Realty Trust Common Stocks 648053106 233 13,106 SH x 36 13,106
New York Times Co. Class A Common Stocks 650111107 3,913 103,400 SH x x 8 103,400
3,450 92,000 SH x x 17 92,000
540 14,400 SH x x 26 14,400
4,339 115,713 SH x 36 115,713
Newbridge Networks Corp. Common Stocks 650901101 26 1,010 SH x x 15 1,010
Newcourt Credit Group, Inc. Common Stocks 650905102 3,404 260,600 SH x x 1 260,600
9,811 751,100 SH x 36 751,100
Newfield Exploration Co. Common Stocks 651290108 59 1,800 SH x x 18 1,800
76 2,300 SH x x 37 2,300
Newhall Land & Farming Co. Common Stocks 651426108 2,623 106,500 SH x 36 106,500
Newmark Homes Corp. Common Stocks 651578106 245 35,000 SH x x 19 35,000
350 50,000 SH x 36 50,000
Newmont Mining Corp. Common Stocks 651639106 103 3,965 SH x 36 3,965
Newport News Shipbuilding, Inc. Common Stocks 652228107 601 16,900 SH x x 28 16,900
575 17,800 SH x 36 17,800
107 3,300 SH x x 37 3,300
News Corp., Ltd. New - ADR Common Stocks 652487703 260 6,225 SH x x 22 6,225
News Corp., Ltd. - ADR Preferred
Stocks 652487802 10,141 380,000 SH x 36 380,000
Nextel Communications, Inc. Common Stocks 65332V103 2,243 33,077 SH x x 5 33,077
5,988 88,300 SH x x 32 88,300
15,443 227,724 SH x 36 227,724
Nextlink Communications, Inc.
Class A Common Stocks 65333H707 160 3,092 SH x 36 3,092
Nice Systems, Ltd. - ADR Common Stocks 653656108 57 1,500 SH x x 8 1,500
124 4,830 SH x x 40 4,830
Nielsen Media Research Common Stocks 653929307 3,310 89,000 SH x x 9 89,000
2,643 71,066 SH x x 26 71,066
7,549 202,998 SH x 36 202,998
NICOR, Inc. Common Stocks 654086107 978 26,300 SH x x 7 26,300
123 3,300 SH x x 18 3,300
1,577 42,400 SH x 36 42,400
NIKE, Inc. Class B Common Stocks 654106103 938 16,500 SH x x 7 16,500
825 14,500 SH x x 28 14,500
3,737 65,698 SH x 36 65,698
99 Cents Only Stores NPV Common Stocks 65440K106 54 1,500 SH x x 37 1,500
Noble Affiliates, Inc. Common Stocks 654894104 368 12,700 SH x 36 12,700
Nokia Corp. - ADR Common Stocks 654902204 18,995 211,500 SH x x 1 211,500
10,382 115,600 SH x x 10 115,600
77,140 858,900 SH x 36 858,900
Noble Drilling Corp. Common Stocks 655042109 1,757 80,300 SH x x 26 80,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,843 78,000 SH x x 28 78,000
3,767 172,222 SH x 36 172,222
77 3,500 SH x x 37 3,500
63 3,000 SH x x 42 3,000
Nordson Corp. Common Stocks 655663102 39 800 SH x x 37 800
Nordstrom, Inc. Common Stocks 655664100 356 13,200 SH x x 8 13,200
7,898 292,527 SH x 36 292,527
Norfolk Southern Corp. Common Stocks 655844108 2,174 88,750 SH x x 31 88,750
4,810 196,330 SH x 36 196,330
Norsk Hydro AS - ADR Common Stocks 656531605 662 10,483 SH x x 22 10,483
Nortek, Inc. Common Stocks 656559101 195 5,700 SH x x 7 5,700
2,119 56,000 SH x x 25 56,000
1,353 36,600 SH x x 28 36,600
2,843 83,300 SH x 36 83,300
North Fork Bancorp., Inc. Common Stocks 659424105 704 35,800 SH x x 8 35,800
3,204 164,300 SH 8 164,300
1,953 100,150 SH x x 26 100,150
4,093 209,913 SH x 36 209,913
536 26,550 SH x x 42 26,550
Northeast Utilities Common Stocks 664397106 1,700 92,500 SH x x 7 92,500
1,724 93,850 SH x 36 93,850
Northern States Power Co. Common Stocks 665772109 2,781 128,200 SH x x 8 128,200
1,218 56,470 SH x x 31 56,470
2,367 109,770 SH x 36 109,770
Northern Trust Corp. Common Stocks 665859104 200 2,390 SH x 36 2,390
Northland Cranberries, Inc.
Class A Common Stocks 666499108 124 19,000 SH x x 19 19,000
163 25,000 SH x 36 25,000
Northrim Bank Common Stocks 666764105 241 25,000 SH x x 19 25,000
459 48,000 SH x 36 48,000
Northrop Grumman Corp. Common Stocks 666807102 1,406 20,600 SH x x 7 20,600
5,498 86,500 SH x x 18 86,500
76 1,200 SH x x 26 1,200
1,328 20,900 SH x x 31 20,900
5,849 92,013 SH x 36 92,013
Northwest Airlines Corp. Class A Common Stocks 667280101 3,985 140,200 SH x x 1 140,200
6,872 269,479 SH x 36 269,479
Northwest Natural Gas Co. Common Stocks 667655104 362 14,100 SH x x 7 14,100
103 4,000 SH x x 18 4,000
671 26,000 SH x 36 26,000
Northwestern Corp. Common Stocks 668074107 305 13,400 SH x x 7 13,400
321 14,100 SH x 36 14,100
NOVA Corp. / Georgia Common Stocks 669784100 53 2,100 SH x x 18 2,100
33 1,307 SH x 36 1,307
Novell, Inc. Common Stocks 670006105 155 7,500 SH x x 5 7,500
252 12,200 SH x x 26 12,200
458 22,138 SH x 36 22,138
Novellus Systems, Inc. Common Stocks 670008101 4,370 64,800 SH x x 17 64,800
10,623 157,524 SH x 36 157,524
189 2,800 SH x x 37 2,800
Nu Skin Enterprises, Inc. Class A Common Stocks 67018T105 15 1,080 SH x 36 1,080
Nucor Corp. Common Stocks 670346105 548 11,500 SH x x 26 11,500
2,081 43,690 SH x x 31 43,690
6,866 144,168 SH x 36 144,168
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Nuevo Energy Co. Common Stocks 670509108 443 25,700 SH x x 7 25,700
462 26,800 SH x 36 26,800
O'Charleys, Inc. Common Stocks 670823103 393 27,000 SH x x 19 27,000
590 40,000 SH x 36 40,000
OEA, Inc. Common Stocks 670826106 27 3,500 SH x 36 3,500
18 2,200 SH x x 42 2,200
OEC Medical Systems, Inc. Common Stocks 670828102 3,297 85,600 SH x x 25 85,600
2,919 83,100 SH x 36 83,100
53 1,500 SH x x 37 1,500
OGE Energy Corp. Common Stocks 670837103 596 26,800 SH x x 7 26,800
879 39,500 SH x x 26 39,500
105 4,700 SH x x 29 4,700
3,191 143,400 SH x 36 143,400
278 12,270 SH x x 42 12,270
OM Group Common Stocks 670872100 1,230 31,060 SH x x 7 31,060
1,102 28,720 SH x 36 28,720
OSI Systems, Inc. New Common Stocks 671044105 203 54,000 SH x x 19 54,000
300 80,000 SH x 36 80,000
OYO Geospace Corp. Common Stocks 671074102 176 16,200 SH x x 19 16,200
261 24,000 SH x 36 24,000
Occidental Petroleum Corp. Common Stocks 674599105 2,587 111,880 SH x x 31 111,880
18,665 807,132 SH x 36 807,132
Oceaneering International, Inc. Common Stocks 675232102 55 3,300 SH x x 18 3,300
438 23,400 SH x x 28 23,400
491 29,200 SH x 36 29,200
Ocwen Financial Corp. Common Stocks 675746101 151 23,200 SH x x 8 23,200
Ocwen Asset Investment Corp. Common Stocks 67574M106 2 500 SH x 36 500
Office Depot, Inc. Common Stocks 676220106 306 30,050 SH x x 26 30,050
2,010 197,289 SH x 36 197,289
OfficeMax, Inc. Common Stocks 67622M108 1,050 177,110 SH x x 7 177,110
2,138 367,810 SH x 36 367,810
27 4,700 SH x x 37 4,700
Offshore Logistics, Inc. Common Stocks 676255102 1,634 158,400 SH x x 3 158,400
1,777 172,300 SH x 36 172,300
Ogden Corp. Common Stocks 676346109 49 4,900 SH x x 18 4,900
173 17,300 SH x x 28 17,300
34 3,400 SH x x 29 3,400
Old Kent Financial Corp. Common Stocks 679833103 1,816 48,910 SH x x 26 48,910
868 23,375 SH x x 28 23,375
3,421 92,144 SH x 36 92,144
208 5,395 SH x x 42 5,395
Old National Bancorp Common Stocks 680033107 121 4,190 SH x x 7 4,190
212 7,350 SH x x 28 7,350
530 18,371 SH x 36 18,371
12 400 SH x x 42 400
Old Republic International Corp. Common Stocks 680223104 2,581 172,490 SH x x 7 172,490
115 7,975 SH x x 26 7,975
875 60,600 SH x x 31 60,600
6,383 442,140 SH x 36 442,140
56 3,800 SH x x 42 3,800
Olin Corp. Common Stocks 680665205 20 1,600 SH x x 28 1,600
189 13,900 SH x 36 13,900
Olsten Corp. Common Stocks 681385100 1,045 100,100 SH x x 7 100,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,098 105,200 SH x 36 105,200
Omnicare, Inc. Common Stocks 681904108 122 12,652 SH x x 5 12,652
21 2,190 SH x 36 2,190
Omnicom Group, Inc. Common Stocks 681919106 2,281 28,800 SH x x 7 28,800
48 600 SH x x 28 600
570 7,196 SH x 36 7,196
Omega Healthcare
Investors Common Stocks 681936100 84 4,000 SH x x 18 4,000
55 2,600 SH x 36 2,600
6 300 SH x x 42 300
OMNI Energy Services
Corp. New Common Stocks 68210T109 107 53,500 SH x x 19 53,500
169 77,400 SH x 36 77,400
On Assignment, Inc. Common Stocks 682159108 2,519 105,200 SH x x 9 105,200
4,080 170,000 SH x 36 170,000
41 1,700 SH x x 37 1,700
On Command Corp. Common Stocks 682160106 9 500 SH x x 42 500
One Valley Bancorp of
West Virginia, Inc. Common Stocks 682419106 273 7,900 SH x x 7 7,900
300 8,700 SH x 36 8,700
ONEOK, Inc. Common Stocks 682680103 888 29,300 SH x x 7 29,300
106 3,500 SH x x 18 3,500
18 600 SH x x 26 600
1,037 34,200 SH x 36 34,200
111 3,660 SH x x 42 3,660
Vimpel-Communications -
ADR Common Stocks 68370R109 43 3,350 SH x x 38 3,350
Optical Coating
Laboratory, Inc. Common Stocks 683829105 400 4,350 SH x 36 4,350
Oracle Systems Corp. Common Stocks 68389X105 4,505 99,010 SH x x 5 99,010
9,620 197,170 SH x x 7 197,170
4,883 107,250 SH x x 8 107,250
15,388 338,200 SH x x 26 338,200
150 3,300 SH x x 28 3,300
8,757 192,452 SH x 36 192,452
Oregon Steel Mills, Inc. Common Stocks 686079104 178 15,900 SH x x 7 15,900
135 12,100 SH x 36 12,100
38 3,700 SH x x 42 3,700
O'Reilly Automotive,
Inc. Common Stocks 686091109 76 1,600 SH x x 37 1,600
Oriental Financial
Group, Inc. Common Stocks 68618W100 44 1,900 SH x x 37 1,900
Ortel Corp. Common Stocks 68749W102 207 13,800 SH x x 19 13,800
711 47,400 SH x x 23 47,400
891 57,500 SH x 36 57,500
Oshkosh B' Gosh, Inc.
Class A Common Stocks 688222207 278 18,000 SH x x 19 18,000
19 1,200 SH x x 28 1,200
36 2,300 SH x x 29 2,300
415 26,000 SH x 36 26,000
Oshkosh Truck Corp.
Class B Common Stocks 688239201 423 15,900 SH x x 7 15,900
475 17,850 SH x 36 17,850
O'Sullivan Industries
Holdings, Inc. Common Stocks 688609106 2,380 158,650 SH x 36 158,65 0
Otter Tail Power Co. Common Stocks 689648103 9 200 SH x 36 20 0
9 200 SH x x 42 200
Outback Steakhouse, Inc. Common Stocks 689899102 83 2,400 SH x x 28 2,400
67 2,650 SH x x 29 2,650
149 5,861 SH x 36 5,861
117 4,600 SH x x 37 4,600
Outdoor Systems, Inc. Common Stocks 690057104 449 12,553 SH x 36 12,553
Owens & Minor, Inc.,
Holding Co. Common Stocks 690732102 187 19,400 SH x x 28 19,400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
175 18,200 SH x 36 18,200
Owens Corning Common Stocks 69073F103 238 10,984 SH x x 5 10,984
180 8,300 SH x x 8 8,300
2,039 94,000 SH x x 17 94,000
139 6,400 SH x x 26 6,400
799 36,850 SH x x 31 36,850
7,799 359,626 SH x 36 359,626
Owens-Illinois, Inc. Common Stocks 690768403 1,435 72,420 SH x x 31 72,420
3,072 155,059 SH x 36 155,059
Oxford Health Plans,
Inc. Common Stocks 691471106 379 30,300 SH x x 5 30,300
1,579 126,300 SH x x 23 126,300
1,085 86,800 SH x x 26 86,800
4,606 368,514 SH x 36 368,514
Oxford Industries, Inc. Common Stocks 691497309 13 600 SH x x 7 600
123 5,700 SH x 36 5,700
Peco Energy Co. Common Stocks 693304107 8,013 197,210 SH x x 4 197,210
281 7,500 SH x x 26 7,500
150 4,000 SH x x 28 4,000
9,835 262,277 SH x 36 262,277
PG&E Corp. Common Stocks 69331C108 797 30,802 SH x x 5 30,802
1,735 62,380 SH x x 7 62,380
334 12,900 SH x x 8 12,900
8,239 318,400 SH x x 26 318,400
23 900 SH x x 28 900
1,133 43,800 SH x x 31 43,800
4,320 166,957 SH x 36 166,957
PFF Bancorp, Inc. Common Stocks 69331W104 131 6,400 SH x x 7 6,400
43 2,100 SH x x 18 2,100
19 900 SH x 36 900
PMC - Sierra, Inc. Common Stocks 69344F106 1,022 10,200 SH x x 7 10,200
2,755 29,500 SH x x 9 29,500
4,274 46,200 SH x x 26 46,200
13,704 148,147 SH x 36 148,147
407 4,400 SH x x 37 4,400
PMI Group, Inc. (The) Common Stocks 69344M101 2,465 60,300 SH x x 7 60,300
2,704 66,150 SH x x 26 66,150
1,950 44,950 SH x x 28 44,950
6,932 169,600 SH x 36 169,600
292 6,300 SH x x 42 6,300
PNC Bank Corp. Common Stocks 693475105 3,453 61,010 SH x x 7 61,010
3,686 69,800 SH x x 8 69,800
5,893 111,855 SH x x 26 111,855
1,554 29,500 SH x x 31 29,500
6,938 131,687 SH x 36 131,687
PP&L Resources, Inc. Common Stocks 693499105 3,471 127,500 SH x x 8 127,500
127 4,700 SH x x 26 4,700
1,334 49,300 SH x x 28 49,300
2,417 89,300 SH x x 32 89,300
9,037 333,917 SH x 36 333,917
PPG Industries, Inc. Common Stocks 693506107 1,038 17,300 SH x x 7 17,300
486 8,100 SH x x 26 8,100
1,776 29,608 SH x 36 29,608
PS Business Parks, Inc. Common Stocks 69360J107 6,594 253,600 SH x x 2 253,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
81 3,100 SH x 36 3,100
14 600 SH x x 42 600
PSS World Medical, Inc. Common Stocks 69366A100 18 2,000 SH x x 37 2,000
PXRE Corp. Common Stocks 693674103 1,314 90,232 SH x x 3 90,232
1,409 96,738 SH x 36 96,738
PACCAR, Inc. Common Stocks 693718108 848 15,570 SH x x 7 15,570
242 4,400 SH x x 8 4,400
1,005 19,800 SH x x 26 19,800
376 7,400 SH x x 31 7,400
7,305 143,578 SH x 36 143,578
Pacific Century
Financial Corp. Common Stocks 694058108 345 16,700 SH x x 8 16,700
1,042 51,000 SH x x 26 51,000
1,913 87,900 SH x x 28 87,900
3,566 174,500 SH x 36 174,500
115 5,300 SH x x 42 5,300
Pacific Gulf Properties,
Inc. Common Stocks 694396102 239 12,000 SH x x 19 12,000
449 22,500 SH x 36 22,500
10 500 SH x x 42 500
Pacific Sunwear of
California Common Stocks 694873100 4,544 162,300 SH x x 23 162,300
3,589 128,025 SH x 36 128,025
134 4,800 SH x x 37 4,800
PacifiCare Health
Systems, Inc. Common Stocks 695112102 2,061 44,500 SH x x 7 44,500
679 15,900 SH x x 8 15,900
631 14,600 SH x x 18 14,600
4,040 93,400 SH x x 26 93,400
964 20,900 SH x x 28 20,900
5,562 128,595 SH x 36 128,595
PacifiCorp. Common Stocks 695114108 142 7,038 SH x 36 7,038
Paging Network, Inc. Common Stocks 695542100 19 19,100 SH x x 18 19,100
185 185,000 SH x x 19 185,000
329 329,100 SH x x 32 329,100
852 826,400 SH x 36 826,400
Paine Webber Group, Inc. Common Stocks 695629105 486 13,400 SH x x 7 13,400
36 1,000 SH x x 8 1,000
323 8,900 SH x x 18 8,900
714 19,700 SH x x 28 19,700
368 10,152 SH x 36 10,152
Pall Corp. Common Stocks 696429307 377 16,256 SH x x 5 16,256
485 20,900 SH x x 28 20,900
1,513 65,266 SH x 36 65,266
Palm Harbor Homes, Inc. Common Stocks 696639103 241 17,500 SH x x 19 17,500
344 25,000 SH x 36 25,000
PanAmSat Corp. Common Stocks 697933109 487 13,500 SH x x 18 13,500
140 3,878 SH x 36 3,878
Pan Pacific Retail
Properties, Inc. Common Stocks 69806L104 256 15,000 SH x x 19 15,000
444 26,000 SH x 36 26,000
Papa Johns
International, Inc. Common Stocks 698813102 32 800 SH x x 28 800
1,271 30,800 SH x 36 30,800
107 2,600 SH x x 37 2,600
Par Technology Corp. Common Stocks 698884103 283 40,000 SH x x 19 40,000
332 47,000 SH x 36 47,000
Parametric Technology
Corp. Common Stocks 699173100 151 11,200 SH x x 26 11,200
86 6,349 SH x 36 6,349
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Park Electrochemical
Corp. Common Stocks 700416209 240 7,300 SH x x 7 7,300
69 2,100 SH x x 18 2,100
821 23,000 SH x x 28 23,000
1,154 35,100 SH x 36 35,100
29 800 SH x x 42 800
Parker-Hannifin Corp. Common Stocks 701094104 949 19,720 SH x x 7 19,720
708 15,800 SH x x 8 15,800
1,188 26,500 SH x x 18 26,500
462 10,300 SH x x 28 10,300
1,080 24,104 SH x 36 24,104
Parkway Properties,
Inc. REIT Common Stocks 70159Q104 32 1,000 SH x 36 1,000
10 300 SH x x 42 300
Patterson Dental Co. Common Stocks 703412106 978 18,500 SH x x 7 18,500
1,292 24,800 SH x x 28 24,800
4,386 88,500 SH x 36 88,500
89 1,800 SH x x 37 1,800
Patterson Energy, Inc. Common Stocks 703414102 14 1,000 SH x x 42 1,000
Paychex, Inc. Common Stocks 704326107 2,613 76,579 SH x x 5 76,579
2,985 87,100 SH x x 9 87,100
5,811 170,300 SH x x 10 170,300
19,687 576,900 SH x 36 576,900
Payless ShoeSource, Inc. Common Stocks 704379106 470 9,300 SH x x 7 9,300
96 1,900 SH x x 28 1,900
1,001 19,820 SH x 36 19,820
Pediatrix Medical Group Common Stocks 705324101 76 0 SH x x 9
Penford Corp. Common Stocks 707051108 296 21,700 SH x x 19 21,700
428 31,400 SH x 36 31,400
Penn Treaty American
Corp. Common Stocks 707874103 31 1,500 SH x x 18 1,500
205 9,800 SH x x 19 9,800
158 7,600 SH x x 28 7,600
344 16,500 SH x 36 16,500
JC Penney & Co., Inc. Common Stocks 708160106 386 11,216 SH x x 5 11,216
3,927 106,190 SH x x 7 106,190
3,977 115,400 SH x x 8 115,400
1,021 29,700 SH x x 31 29,700
6,692 194,665 SH x 36 194,665
Pennsylvania Real Estate
Investment Trust Common Stocks 709102107 42 2,200 SH x x 18 2,200
227 12,000 SH x x 19 12,000
402 21,300 SH x 36 21,300
Pennzoil-Quaker State
Co. Common Stocks 709323109 1,623 128,556 SH x 36 128,556
Pentair, Inc. Common Stocks 709631105 425 10,600 SH x x 7 10,600
221 5,500 SH x x 26 5,500
5,593 139,392 SH x 36 139,392
Penton Media, Inc. Common Stocks 709668107 1,881 115,778 SH x x 3 115,778
Peoples Bank
(Bridgeport CT.) Common Stocks 710198102 165 7,000 SH x x 7 7,000
158 6,674 SH x 36 6,674
Peoples Energy Corp. Common Stocks 711030106 739 21,000 SH x x 7 21,000
1,183 33,619 SH x 36 33,619
46 1,300 SH x x 42 1,300
Peoples Heritage
Financial Group Common Stocks 711147108 2,012 121,000 SH x x 3 121,000
665 40,004 SH x x 7 40,004
2,884 171,100 SH x x 8 171,100
204 12,300 SH x x 18 12,300
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3,451 207,571 SH x 36 207,571
PeopleSoft, Inc. Common Stocks 712713106 73 4,305 SH x 36 4,305
Pep Boys - Manny, Moe
& Jack Common Stocks 713278109 796 53,500 SH x x 7 53,500
68 4,600 SH x x 18 4,600
211 14,200 SH x x 28 14,200
1,302 87,500 SH x 36 87,500
PepsiCo, Inc. Common Stocks 713448108 7,187 215,480 SH x x 4 215,480
7,497 230,560 SH x x 7 230,560
14,283 466,100 SH x x 8 466,100
6,679 220,800 SH x x 10 220,800
3,624 119,800 SH x x 17 119,800
541 17,900 SH x x 26 17,900
1,549 51,200 SH x x 28 51,200
47,031 1,554,732 SH x 36 1,554,732
Peregrine Systems, Inc. Common Stocks 71366Q101 3,126 70,200 SH x x 25 70,200
3,187 78,200 SH x 36 78,200
Performance Food Group
Co. Common Stocks 713755106 215 8,400 SH x x 7 8,400
49 1,900 SH x x 29 1,900
161 6,300 SH x 36 6,300
Pericom Semiconductor
Corp. New Common Stocks 713831105 353 24,000 SH x x 19 24,000
446 30,000 SH x 36 30,000
Perkin-Elmer Corp. Common Stocks 714041100 53 700 SH x x 8 700
Perrigo Co. Common Stocks 714290103 64 8,200 SH x x 7 8,200
147 18,700 SH x 36 18,700
Perusahaan Per Ind Sat
Cor - ADR Common Stocks 715680104 114 7,700 SH x x 6 7,700
213 15,800 SH x x 31 15,800
70 5,200 SH x x 40 5,200
Perusahaan Persero
Telekom - ADR Common Stocks 715684106 162 15,860 SH x x 8 15,860
226 32,616 SH x x 31 32,616
353 50,912 SH x x 40 50,912
Petco Animal Supplies,
Inc. Common Stocks 716016100 161 13,900 SH x x 7 13,900
60 5,200 SH x x 18 5,200
287 24,800 SH x x 19 24,800
3,297 277,650 SH x 36 277,650
14 1,200 SH x x 42 1,200
Petroleum Geo Services
AS - ADR Common Stocks 716597109 6,090 319,500 SH x x 11 319,500
2,993 157,000 SH x x 33 157,000
PETsMART, Inc. Common Stocks 716768106 41 10,900 SH x x 37 10,900
Pharmacia & Upjohn, Inc. Common Stocks 716941109 6,602 133,032 SH x x 5 133,032
4,519 84,500 SH x x 7 84,500
108 2,000 SH x x 8 2,000
5,449 109,800 SH x x 10 109,800
3,985 80,300 SH x x 17 80,300
7,320 147,500 SH x x 18 147,500
1,752 35,300 SH x x 26 35,300
1,236 24,900 SH x x 28 24,900
3,087 62,200 SH x x 32 62,200
52,108 1,050,042 SH x 36 1,050,042
Pfizer, Inc. Common Stocks 717081103 21,490 538,023 SH x x 1 538,023
1,482 38,490 SH x x 7 38,490
1,650 45,900 SH x x 8 45,900
10,882 302,800 SH x x 10 302,800
686 13,000 SH x x 20 13,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
769 21,400 SH x x 26 21,400
5,056 140,700 SH x x 28 40,700
96,081 2,673,547 SH x 36 2,673,547
6,294 175,140 SH x x 44 75,140
Pharmaceutical Product
Development, Inc. Common Stocks 717124101 56 5,100 SH x x 9 5,100
217 16,000 SH x 36 16,000
Phelps Dodge Corp. Common Stocks 717265102 1,206 21,900 SH x x 7 21,900
1,340 22,500 SH x x 28 22,500
1,296 23,541 SH x 36 23,541
Philadelphia
Consolidated Holding
Corp. Common Stocks 717528103 23 1,700 SH x x 18 700
70 4,600 SH x x 28 4,600
58 4,300 SH x 36 4,300
8 500 SH x x 42 500
Philip Morris Cos., Inc. Common Stocks 718154107 9,911 289,900 SH x x 1 89,900
5,742 167,970 SH x x 5 67,970
23,439 685,600 SH x x 8 85,600
2,205 64,500 SH x x 10 64,500
315 9,200 SH x x 18 9,200
2,294 67,100 SH x x 26 67,100
1,703 49,800 SH x x 28 49,800
4,075 119,190 SH x x 31 19,190
53,730 1,571,630 SH x 36 1,571,630
Philippine Long Distance
Telephone Co. - ADR Common Stocks 718252604 2,921 128,000 SH x x 6 28,000
91 2,833 SH x x 8 2,833
782 35,968 SH x x 31 35,968
126 5,800 SH x x 38 5,800
144 6,600 SH x x 39 6,600
179 8,227 SH x x 40 8,227
271 12,200 SH x x 41 12,200
Philips International
Realty Corp. Common Stocks 718333107 1,866 118,500 SH x x 27 118,500
Phillips Petroleum Co. Common Stocks 718507106 2,550 48,720 SH x x 7 48,720
853 17,500 SH x x 8 17,500
1,243 25,500 SH x x 28 25,500
2,483 50,940 SH x x 31 50,940
2,745 56,300 SH x x 32 56,300
26,391 541,348 SH x 36 541,348
Phillips-Van Heusen
Corp. Common Stocks 718592108 130 14,600 SH x x 7 14,600
28 3,200 SH x 36 3,200
Phoenix Investment
Partners, Ltd. Common Stocks 719085100 7 800 SH x x 42 800
PhyCor, Inc. Common Stocks 71940F100 442 101,000 SH x 36 101,000
Piedmont Natural Gas
Co., Inc. Common Stocks 720186105 355 11,705 SH x x 7 11,705
376 12,400 SH x 36 12,400
Pier 1 Imports, Inc. Common Stocks 720279108 507 75,150 SH x 36 75,150
Pierce Leahy Corp. Common Stocks 720722107 318 13,400 SH x x 19 13,400
451 19,000 SH x 36 19,000
40 1,700 SH x x 37 1,700
Pilgrim's Pride Corp. Common Stocks 721467108 73 8,400 SH x x 7 8,400
30 3,400 SH x x 29 3,400
124 14,300 SH x 36 14,300
Pinnacle Systems, Inc.
NPV Common Stocks 723481107 487 11,500 SH x 36 11,500
140 3,300 SH x x 37 3,300
Pinnacle West Capital
Corp. Common Stocks 723484101 1,035 28,300 SH x x 8 28,300
1,910 52,500 SH x x 26 52,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
5,116 140,646 SH x 36 140,646
112 3,000 SH x x 42 3,000
Pioneer Hi-Bred
International, Inc. Common Stocks 723686101 186 4,676 SH x 36 4,676
Pioneer Natural
Resources Co. Common Stocks 723787107 512 48,147 SH x x 5 48,147
2,325 200,100 SH x x 25 200,100
2,051 193,000 SH x 36 193,000
Pioneer-Standard
Electronics, Inc. Common Stocks 723877106 49 3,400 SH x x 7 3,400
166 9,900 SH x x 28 9,900
378 26,200 SH x 36 26,200
Pitney Bowes, Inc. Common Stocks 724479100 390 6,399 SH x 36 6,399
Pittston Brink's Group Common Stocks 725701106 876 37,800 SH x x 7 37,800
515 22,200 SH x 36 22,200
84 3,800 SH x x 42 3,800
Pittway Corp. Class A Common Stocks 725790208 2,736 86,856 SH x x 3 86,856
161 5,100 SH x x 7 5,100
41 1,300 SH x x 18 1,300
3,538 112,302 SH x 36 112,302
60 1,900 SH x x 37 1,900
Pixar, Inc. NPV Common Stocks 725811103 10 273 SH x 36 273
Plantronics, Inc. Common Stocks 727493108 95 1,900 SH x x 37 1,900
Players International,
Inc. Common Stocks 727903106 16 2,100 SH x 36 2,100
Playtex Products, Inc. Common Stocks 72813P100 141 7,400 SH x x 28 7,400
2,605 176,600 SH x 36 176,600
49 3,300 SH x x 37 3,300
Pohang Iron & Steel
Co., Ltd. - ADR Common Stocks 730450103 281 6,100 SH x x 24 6,100
1,027 32,800 SH x x 39 32,800
Polaris Industries, Inc. Common Stocks 731068102 2,589 68,400 SH x x 25 68,400
2,448 70,700 SH x 36 70,700
54 1,500 SH x x 42 1,500
Policy Management
Systems Corp. Common Stocks 731108106 1,265 40,000 SH x 36 40,000
Polo Ralph Lauren Corp.
Class A New Common Stocks 731572103 920 51,300 SH x x 3 51,300
25 1,388 SH x 36 1,388
Polycom, Inc. Common Stocks 73172K104 3,303 63,400 SH x x 25 63,400
3,384 71,000 SH x 36 71,000
Polymer Group, Inc. Common Stocks 731745105 15 1,000 SH x 36 1,000
8 500 SH x x 42 500
Pomeroy Computer
Resources, Inc. Common Stocks 731822102 469 40,600 SH x x 28 40,600
394 35,600 SH x 36 35,600
Pool Energy Services Co. Common Stocks 732788104 4,036 164,300 SH x x 3 164,300
59 2,400 SH x 36 2,400
Popular, Inc. Common Stocks 733174106 181 6,517 SH x 36 6,517
Portugal Telecom SA -
ADR Common Stocks 737273102 443 7,300 SH x x 22 7,300
Post Properties, Inc. Common Stocks 737464107 83 2,100 SH x x 26 2,100
9,983 253,946 SH x x 27 253,946
483 12,277 SH x 36 12,277
33 823 SH x x 42 823
Potlatch Corp. Common Stocks 737628107 655 15,900 SH x x 7 15,900
115 2,800 SH x x 18 2,800
725 17,600 SH x 36 17,600
Potomac Electric Power
Co. Common Stocks 737679100 946 37,200 SH x x 31 37,200
3,298 129,650 SH x 36 129,650
Powell Industries, Inc. Common Stocks 739128106 242 28,000 SH x x 19 28,000
345 40,000 SH x 36 40,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Powerwave Technologies,
Inc. Common Stocks 739363109 2,930 60,800 SH x x 23 60,800
2,339 48,500 SH x 36 48,500
77 1,600 SH x x 37 1,600
Praxair, Inc. Common Stocks 74005P104 4,471 97,200 SH x x 17 97,200
1,454 31,600 SH x x 18 31,600
308 6,700 SH x x 26 6,700
603 13,100 SH x x 28 13,100
2,185 47,490 SH x x 31 47,490
17,642 383,521 SH x 36 383,521
Pre-paid Legal
Services, Inc. Common Stocks 740065107 3,885 98,800 SH x x 9 98,800
3,839 97,500 SH x 36 97,500
75 1,900 SH x x 37 1,900
Precision Castparts
Corp. Common Stocks 740189105 64 2,100 SH x x 18 2,100
229 7,500 SH x x 28 7,500
1,400 45,900 SH x 36 45,900
Premark International,
Inc. Common Stocks 740459102 1,070 21,195 SH x x 5 21,195
197 3,900 SH x x 26 3,900
607 12,016 SH x 36 12,016
Premier Parks, Inc. Common Stocks 740540208 302 10,400 SH x x 7 10,400
367 12,641 SH x 36 12,641
Prentiss Properties
Trust Common Stocks 740706106 3,412 153,800 SH x x 27 153,800
115 5,200 SH x 36 5,200
22 1,000 SH x x 42 1,000
Presidential Life Corp. Common Stocks 740884101 30 1,700 SH x x 28 1,700
Price Communications
Corp. Common Stocks 741437305 2,719 99,200 SH x x 25 99,200
2,398 95,700 SH x 36 95,700
Price Enterprises, Inc. Common Stocks 741444200 1 100 SH x 36 100
Price (T. Rowe) &
Associates, Inc. Common Stocks 741477103 2,800 101,100 SH x x 9 101,100
3,124 113,853 SH x 36 113,853
Prime Retail, Inc. Common Stocks 741570105 67 9,100 SH x x 18 9,100
1,805 244,700 SH x x 27 244,700
49 6,600 SH x 36 6,600
5 600 SH x x 42 600
PRIMEDIA, Inc. Common Stocks 74157K101 48 3,447 SH x 36 3,447
Prime Group Realty Trust Common Stocks 74158J100 17 1,100 SH x 36 1,100
Primex Technologies,
Inc. Common Stocks 741597108 142 7,200 SH x x 28 7,200
498 25,200 SH x 36 25,200
Primus
Telecommunications
Group, Inc. Common Stocks 741929103 127 6,800 SH x x 9 6,800
419 20,000 SH x x 19 20,000
3,683 175,400 SH x 36 175,400
Priority Healthcare
Corp. Class B Common Stocks 74264T102 165 3,649 SH x x 28 3,649
9,444 305,893 SH x 36 305,893
3,249 105,216 SH x x 44 105,216
Procter & Gamble Co. Common Stocks 742718109 497 5,300 SH x x 1 5,300
13,736 136,300 SH x x 7 136,300
32,883 349,000 SH x x 8 349,000
13,378 142,700 SH x x 10 142,700
8,484 90,500 SH x x 26 90,500
5,738 61,200 SH x x 28 61,200
68,839 734,284 SH x 36 734,284
Professional Detailing,
Inc. Common Stocks 74312N107 31 1,200 SH x x 37 1,200
Profit Recovery Group
International, Inc.
(The) Common Stocks 743168106 724 15,000 SH x x 7 15,000
4,091 91,500 SH x x 9 91,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
7,051 158,000 SH x 36 158,000
Progress Software Corp. Common Stocks 743312100 2,554 74,400 SH x x 25 74,400
127 3,750 SH x x 28 3,750
72 2,300 SH x x 29 2,300
4,261 135,800 SH x 36 135,800
Progressive Corp. Common Stocks 743315103 99 1,217 SH x 36 1,217
ProLogis Trust Common Stocks 743410102 12,635 669,400 SH x x 2 669,400
102 5,400 SH x x 26 5,400
6,422 340,218 SH x x 27 340,218
392 20,793 SH x 36 20,793
ProMedCo Management Co. Common Stocks 74342L105 151 48,300 SH x x 19 48,300
243 73,300 SH x 36 73,300
Promus Hotel Corp. New Common Stocks 74342P106 320 9,820 SH x x 26 9,820
636 19,517 SH x 36 19,517
Protective Life Corp. Common Stocks 743674103 2,436 84,000 SH x x 23 84,000
2,760 95,185 SH x 36 95,185
Protocol Systems, Inc. Common Stocks 74371R106 123 17,900 SH x x 19 17,900
157 22,400 SH x 36 22,400
Provant, Inc. Common Stocks 743724106 48 3,000 SH x x 37 3,000
Provident Bankshares
Corp. Common Stocks 743859100 304 14,337 SH x x 7 14,337
81 3,800 SH x x 18 3,800
260 12,240 SH x 36 12,240
46 2,100 SH x x 42 2,100
Provident Financial
Group, Inc. Common Stocks 743866105 172 4,700 SH x x 7 4,700
1,137 29,800 SH x x 8 29,800
16 440 SH x 36 440
Providian Financial
Corp. Common Stocks 74406A102 653 8,242 SH x x 5 8,242
2,443 28,830 SH x x 7 28,830
4,731 59,750 SH x x 26 59,750
40 500 SH x x 28 500
3,880 49,000 SH x x 32 49,000
10,730 135,502 SH x 36 135,502
Proxim, Inc. Common Stocks 744284100 1,121 24,500 SH x x 23 24,500
1,224 26,600 SH x 36 26,600
PSINET, Inc. Common Stocks 74437C101 3,160 87,200 SH x x 9 87,200
79 2,200 SH x x 26 2,200
4,663 129,635 SH x 36 129,635
Public Service Co. of
New Mexico Common Stocks 744499104 1,785 94,720 SH x x 7 94,720
95 5,200 SH x x 18 5,200
2,667 134,700 SH x x 28 134,700
4,473 245,120 SH x 36 245,120
76 4,300 SH x x 42 4,300
Public Service
Enterprise Group,
Inc. Common Stocks 744573106 1,551 37,400 SH x x 7 37,400
8,250 213,600 SH x x 26 213,600
4,326 112,000 SH x x 28 112,000
15,676 405,853 SH x 36 405,853
Public Storage, Inc. Common Stocks 74460D109 8,599 341,400 SH x x 2 341,400
282 11,200 SH x x 18 11,200
700 27,800 SH x x 26 27,800
9,600 381,156 SH x x 27 381,156
776 30,819 SH x 36 30,819
50 1,926 SH x x 42 1,926
Puget Sound Energy, Inc. Common Stocks 745332106 117 5,200 SH x x 31 5,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
261 11,644 SH x 36 11,644
14 600 SH x x 42 600
Pulte Corp. Common Stocks 745867101 2,223 98,860 SH x x 7 98,860
96 4,400 SH x x 18 4,400
2,441 102,600 SH x x 25 102,600
166 5,200 SH x x 28 5,200
302 13,900 SH x x 31 13,900
5,135 236,070 SH x 36 236,070
QRS Corp. Common Stocks 74726X105 77 1,200 SH x x 37 1,200
QLogic Corp. Common Stocks 747277101 589 7,900 SH x x 7 7,900
2,129 30,500 SH x x 23 30,500
2,193 28,700 SH x x 25 28,700
1,832 22,800 SH x x 28 22,800
5,259 75,270 SH x 36 75,270
Quaker Fabric Corp. New Common Stocks 747399103 237 55,000 SH x x 19 55,000
306 70,000 SH x 36 70,000
Quaker Oats Co. Common Stocks 747402105 3,123 50,476 SH x x 5 50,476
3,486 52,310 SH x x 7 52,310
390 6,300 SH x x 10 6,300
4,511 72,900 SH x x 26 72,900
266 4,300 SH x x 28 4,300
6,656 107,567 SH x 36 107,567
QUALCOMM, Inc. Common Stocks 747525103 2,979 15,751 SH x x 5 15,751
4,312 22,800 SH x x 17 22,800
189 1,000 SH x x 28 1,000
49,577 262,052 SH x 36 262,052
13,471 71,228 SH x x 44 71,228
Quanex Corp. Common Stocks 747620102 397 15,500 SH x x 7 15,500
74 2,900 SH x x 18 2,900
225 6,900 SH x x 28 6,900
666 26,000 SH x 36 26,000
3 100 SH x x 42 100
Quanta Services, Inc. Common Stocks 74762E102 639 20,400 SH x x 7 20,400
510 17,400 SH x 36 17,400
Queens County Bancorp Common Stocks 748242104 248 8,997 SH x x 7 8,997
229 8,291 SH x 36 8,291
44 1,600 SH x x 37 1,600
Quest Diagnostics, Inc. Common Stocks 74834L100 567 21,800 SH x x 7 21,800
103 2,700 SH x x 28 2,700
1,898 73,000 SH x 36 73,000
11 430 SH x x 42 430
Questar Corp. Common Stocks 748356102 160 8,800 SH x x 7 8,800
1,271 70,100 SH x x 18 70,100
11 600 SH x x 26 600
1,102 60,799 SH x 36 60,799
21 1,100 SH x x 42 1,100
Quest Education Corp. Common Stocks 74835F102 236 30,000 SH x x 19 30,000
354 45,000 SH x 36 45,000
Quicksilver, Inc. Common Stocks 74838C106 1,716 94,050 SH x x 23 94,050
885 45,250 SH x x 28 45,250
1,961 107,450 SH x 36 107,450
44 2,400 SH x x 37 2,400
Quilmes Industrial Quinsa Preferred
Societe - ADR Stocks 74838Y108 2,700 277,300 SH x x 6 277,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
55 3,900 SH x x 8 3,900
161 16,800 SH x x 40 16,800
Quinenco SA Common Stocks 748718103 2,740 263,200 SH x x 6 263,200
203 20,000 SH x x 31 20,000
119 11,800 SH x x 40 11,800
Quintiles Transnational Corp. Common Stocks 748767100 456 24,000 SH x x 10 24,000
1,050 55,173 SH x 36 55,173
Quorum Health Group, Inc. Common Stocks 749084109 702 97,430 SH x x 7 97,430
565 80,330 SH x 36 80,330
Qwest Communications
International, Inc. Common Stocks 749121109 84 2,827 SH x 36 2,827
R&B Falcon Corp. Common Stocks 74912E101 1,978 151,200 SH x x 8 151,200
332 25,300 SH x x 26 25,300
1,117 85,122 SH x 36 85,122
RCM Technologies, Inc. Common Stocks 749360400 243 23,000 SH x x 19 23,000
366 34,000 SH x 36 34,000
RCN Corp. Common Stocks 749361101 949 23,300 SH x x 26 23,300
2,477 60,405 SH x 36 60,405
RDO Equipment Co. Class A Common Stocks 749413100 217 32,700 SH x x 19 32,700
312 47,100 SH x 36 47,100
RF Monolithics, Inc. Common Stocks 74955F106 312 30,300 SH x x 19 30,300
465 45,400 SH x 36 45,400
RFS Hotel Investors, Inc. Common Stocks 74955J108 33 2,900 SH x 36 2,900
6 500 SH x x 42 500
RLI Corp. Common Stocks 749607107 28 850 SH x x 28 850
20 600 SH x 36 600
3 100 SH x x 42 100
ROC Taiwan Fund Common Stocks 749651105 245 22,600 SH x x 8 22,600
RPC, Inc. Common Stocks 749660106 35 5,000 SH x x 18 5,000
12 1,800 SH x 36 1,800
RPM, Inc. (Ohio) Common Stocks 749685103 15 1,205 SH x x 5 1,205
623 51,100 SH x x 7 51,100
55 4,500 SH x x 18 4,500
518 42,537 SH x 36 42,537
RTI International Metals Common Stocks 74973W107 1,460 145,950 SH x 36 145,950
RF Micro Devices, Inc. Common Stocks 749941100 948 20,800 SH x x 23 20,800
852 18,624 SH x 36 18,624
Rainforest Cafe, Inc. Common Stocks 75086K104 231 43,500 SH x x 19 43,500
345 65,000 SH x 36 65,000
Rambus, Inc. Common Stocks 750917106 27 415 SH x 36 415
Ralcorp Holdings, Inc. Common Stocks 751028101 493 27,900 SH x x 7 27,900
228 12,900 SH x x 28 12,900
1,040 58,800 SH x 36 58,800
Ralston-Purina Group Common Stocks 751277302 33 1,200 SH x x 8 1,200
213 7,651 SH x 36 7,651
RARE Hospitality International,
Inc. NPV Common Stocks 753820109 38 1,800 SH x x 29 1,800
47 2,200 SH x x 37 2,200
Rational Software Corp. New Common Stocks 75409P202 2,495 85,000 SH x x 9 85,000
2,890 90,800 SH x x 25 90,800
2,644 90,290 SH x 36 90,290
186 6,400 SH x x 37 6,400
Rayonier, Inc. Common Stocks 754907103 134 3,200 SH x x 7 3,200
Raytheon Co. Class A Common Stocks 755111309 32 700 SH x x 8 700
Raytheon Co. Class B Common Stocks 755111408 377 0 SH x x 4
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3,036 57,920 SH x x 7 57,920
407 8,500 SH x x 8 8,500
144 2,900 SH x x 28 2,900
2,990 60,245 SH x 36 60,245
Reader's Digest Association,
Inc. Class A Common Stocks 755267101 32 1,100 SH x x 18 1,100
132 4,512 SH x 36 4,512
RealNetworks, Inc. Common Stocks 75605L104 3,229 30,900 SH x x 23 30,900
418 4,000 SH x x 26 4,000
3,239 30,977 SH x 36 30,977
Realty Income Corp. Common Stocks 756109104 76 3,300 SH x 36 3,300
14 600 SH x x 42 600
Reckson Associates Realty Corp.
REIT Common Stocks 75621K106 11,582 556,500 SH x x 2 556,500
121 5,800 SH x x 18 5,800
104 5,000 SH x 36 5,000
17 900 SH x x 42 900
Recoton Corp. Common Stocks 756268108 78 8,700 SH x x 28 8,700
Redwood Trust, Inc. Common Stocks 758075402 14 1,100 SH x 36 1,100
1 100 SH x x 42 100
Reebok International, Ltd. Common Stocks 758110100 217 20,300 SH x x 8 20,300
31 2,900 SH x x 37 2,900
Regis Corp. Common Stocks 758932107 1,532 80,400 SH x x 9 80,400
62 3,250 SH x x 29 3,250
3,505 182,100 SH x 36 182,100
Regency Realty Corp. Common Stocks 758939102 67 3,200 SH x x 2 3,200
3,274 155,900 SH x x 27 155,900
92 4,400 SH x 36 4,400
21 1,000 SH x x 42 1,000
Regions Financial Corp. Common Stocks 758940100 1,269 42,400 SH x x 8 42,400
147 4,900 SH x x 26 4,900
591 19,711 SH x 36 19,711
Reinsurance Group Of America Common Stocks 759351109 369 14,350 SH x x 7 14,350
57 2,200 SH x x 18 2,200
64 2,500 SH x x 28 2,500
607 23,629 SH x 36 23,629
Reliance Group Holdings, Inc. Common Stocks 759464100 42 9,400 SH x x 18 9,400
Reliance Steel & Aluminum Co. Common Stocks 759509102 526 23,550 SH x x 28 23,550
202 9,600 SH x 36 9,600
13 615 SH x x 42 615
Reliastar Financial Corp. Common Stocks 75952U103 64 1,929 SH x 36 1,929
REMEC, Inc. Common Stocks 759543101 241 17,500 SH x x 19 17,500
358 26,000 SH x 36 26,000
Remedy Corp. Common Stocks 759548100 116 4,100 SH x x 29 4,100
68 2,400 SH x x 37 2,400
RemedyTemp, Inc. Class A Common Stocks 759549108 228 16,000 SH x x 19 16,000
345 24,000 SH x 36 24,000
Renal Care Group, Inc. Common Stocks 759930100 2,740 125,275 SH x x 23 125,275
3,569 162,900 SH x 36 162,900
Rent-Way, Inc. Common Stocks 76009U104 1,233 64,910 SH x x 23 64,910
540 27,000 SH x x 28 27,000
2,574 135,488 SH x 36 135,488
Renters Choice, Inc. Common Stocks 760114108 167 8,800 SH x x 9 8,800
Repsol SA - ADR Common Stocks 76026T205 4,103 205,800 SH x x 30 205,800
Republic Bancorp, Inc. Common Stocks 760282103 186 16,100 SH x 36 16,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
40 3,400 SH x x 42 3,400
Republic of New York Corp. Common Stocks 760719104 1,216 19,800 SH x x 31 19,800
15,688 255,356 SH x 36 255,356
Republic Services, Inc. Common Stocks 760759100 16 1,482 SH x 36 1,482
Res-Care, Inc. Common Stocks 760943100 218 12,800 SH x 36 12,800
44 2,600 SH x x 37 2,600
Res-Care, Inc. Long-Term
Investments 760943AC4 199 200,000 SH x x 19 200,000
298 300,000 SH x 36 300,000
ResMed, Inc. Common Stocks 761152107 113 3,400 SH x x 28 3,400
20 600 SH x x 37 600
Resource America, Inc. Class A Common Stocks 761195205 487 65,500 SH x 36 65,500
Resource Bancshares Mortgage
Group Common Stocks 761197102 23 4,700 SH x x 18 4,700
221 44,400 SH x x 19 44,400
346 69,700 SH x 36 69,700
31 5,100 SH x x 42 5,100
Respironics, Inc. Common Stocks 761230101 230 27,900 SH x x 19 27,900
343 41,600 SH x 36 41,600
Reuters Group PLC - ADR Common Stocks 76132M102 26 260 SH x x 22 260
Revlon, Inc. Class A Common Stocks 761525500 8 459 SH x 36 459
Reynolds & Reynolds Co. Class A Common Stocks 761695105 2,619 117,600 SH x x 25 117,600
269 13,200 SH x x 26 13,200
112 5,500 SH x x 28 5,500
2,637 129,400 SH x 36 129,400
Reynolds Metals Co. Common Stocks 761763101 10,728 163,910 SH x x 4 163,910
2,467 40,800 SH x x 8 40,800
175 2,900 SH x x 31 2,900
16,792 278,133 SH x 36 278,133
Riggs National Corp. Common Stocks 766570105 819 44,200 SH x x 28 44,200
1,647 97,600 SH x 36 97,600
Rio Tinto PLC Common Stocks 767204100 11,005 155,000 SH x 36 155,000
Ritchie Brothers Auctioneers,
Inc. NPV Common Stocks 767744105 1,976 35,400 SH x x 34 35,400
Rite Aid Corp. Common Stocks 767754104 1,532 110,900 SH x x 31 110,900
3,298 238,766 SH x 36 238,766
Roadway Express, Inc. Common Stocks 769742107 119 5,900 SH x x 7 5,900
176 8,100 SH x x 28 8,100
575 28,500 SH x 36 28,500
Robert Half International, Inc. Common Stocks 770323103 51 2,117 SH x 36 2,117
Roberts Pharmaceutical Corp. Common Stocks 770491108 51 1,700 SH x x 18 1,700
127 4,200 SH x x 29 4,200
753 24,900 SH x 36 24,900
73 2,400 SH x x 37 2,400
6 200 SH x x 42 200
Rochester Gas & Electric Corp. Common Stocks 771367109 118 4,700 SH x x 28 4,700
81 3,200 SH x x 42 3,200
Rock of Ages Corp. Class A Common Stocks 772632105 189 27,000 SH x x 19 27,000
285 40,000 SH x 36 40,000
Rock-Tenn Co. Class A Common Stocks 772739207 4 300 SH x x 18 300
393 24,900 SH x x 28 24,900
240 16,600 SH x 36 16,600
Rockwell International Corp. Common Stocks 773903109 2,820 53,710 SH x x 5 53,710
1,344 25,600 SH x x 26 25,600
1,160 22,100 SH x x 28 22,100
5,203 99,100 SH x 36 99,100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Rohm & Haas Co. Common Stocks 775371107 1,209 33,470 SH x x 5 33,470
9,137 251,400 SH x x 8 251,400
163 4,500 SH x x 26 4,500
781 21,612 SH x 36 21,612
Rollins Truck Leasing Corp. Common Stocks 775741101 146 14,400 SH x x 7 14,400
177 13,550 SH x x 28 13,550
65 6,450 SH x x 29 6,450
2,206 217,875 SH x 36 217,875
37 3,420 SH x x 42 3,420
Roper Industries, Inc. Common Stocks 776696106 96 2,500 SH x x 37 2,500
Roslyn Bancorp, Inc. Common Stocks 778162107 1,008 56,400 SH x x 7 56,400
807 37,475 SH x x 28 37,475
4,807 268,937 SH x 36 268,937
15 800 SH x x 42 800
Ross Stores, Inc. Common Stocks 778296103 3,051 151,600 SH x x 3 151,600
97 4,800 SH x x 18 4,800
2,844 129,200 SH x x 25 129,200
97 4,800 SH x x 29 4,800
5,142 255,518 SH x 36 255,518
64 3,200 SH x x 37 3,200
Rouse Co. (The) Common Stocks 779273101 8,607 374,200 SH x x 2 374,200
18 800 SH x x 26 800
2,889 125,600 SH x x 27 125,600
351 15,261 SH x 36 15,261
39 1,700 SH x x 42 1,700
Rowan Cos., Inc. Common Stocks 779382100 2,023 124,500 SH x x 3 124,500
2,133 131,261 SH x 36 131,261
Royal Dutch Petroleum Co. Common Stocks 780257804 16,452 256,800 SH x x 4 256,800
11,653 197,300 SH x x 8 197,300
1,311 22,200 SH x x 26 22,200
1,335 22,600 SH x x 32 22,600
39,791 673,706 SH x 36 673,706
6,052 102,468 SH x x 44 102,468
Koninklijke KPN NV- ADR Common Stocks 780641205 2,880 64,719 SH x x 30 64,719
Ruby Tuesday, Inc. Common Stocks 781182100 109 5,600 SH x x 7 5,600
265 13,600 SH x 36 13,600
55 2,800 SH x x 37 2,800
39 2,100 SH x x 42 2,100
Ruddick Corp. Common Stocks 781258108 221 13,900 SH x x 7 13,900
292 18,400 SH x 36 18,400
Rural/Metro Corp. Common Stocks 781748108 182 27,500 SH x x 19 27,500
300 45,284 SH x 36 45,284
Rush Enterprises, Inc. Common Stocks 781846100 326 20,850 SH x 36 20,850
Russ Berrie & Co., Inc. Common Stocks 782233100 155 7,400 SH x x 7 7,400
61 2,900 SH x x 29 2,900
92 4,400 SH x 36 4,400
Russell Corp. Common Stocks 782352108 314 22,100 SH x x 7 22,100
27 1,900 SH x x 26 1,900
176 12,400 SH x x 31 12,400
963 67,900 SH x 36 67,900
20 1,300 SH x x 42 1,300
Ryan's Family Steak Houses, Inc. Common Stocks 783519101 1,796 199,600 SH x x 3 199,600
193 21,400 SH x x 7 21,400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
102 11,300 SH x x 28 11,300
55 6,100 SH x x 29 6,100
2,559 284,300 SH x 36 284,300
Ryder System, Inc. Common Stocks 783549108 907 44,500 SH x x 7 44,500
383 18,700 SH x x 8 18,700
2,573 126,300 SH x x 18 126,300
130 6,400 SH x x 26 6,400
362 16,300 SH x x 28 16,300
2,337 114,684 SH x 36 114,684
78 3,600 SH x x 42 3,600
Ryland Group, Inc. (The) Common Stocks 783764103 353 15,500 SH x x 7 15,500
64 2,800 SH x x 18 2,800
2,508 101,000 SH x x 25 101,000
1,387 54,800 SH x x 28 54,800
48 2,100 SH x x 29 2,100
4,345 191,000 SH x 36 191,000
154 6,630 SH x x 42 6,630
S&T Bancorp, Inc. Common Stocks 783859101 5 200 SH x x 42 200
SBC Communications, Inc. Common Stocks 78387G103 18,946 342,440 SH x x 4 342,440
11,373 207,460 SH x x 7 207,460
18,842 368,100 SH x x 8 368,100
9,232 180,800 SH x x 10 180,800
8,665 169,700 SH x x 18 169,700
6,777 132,718 SH x x 26 132,718
6,750 132,200 SH x x 28 132,200
2,881 56,420 SH x x 31 56,420
78,517 1,537,660 SH x 36 1,537,660
SCI Systems, Inc. Common Stocks 783890106 120 2,700 SH x x 18 2,700
964 21,700 SH x x 26 21,700
1,319 29,676 SH x 36 29,676
133 3,000 SH x x 37 3,000
SCP Pool Corp. Common Stocks 784028102 459 19,750 SH x x 19 19,750
705 30,000 SH x 36 30,000
SCPIE Holdings, Inc. Common Stocks 78402P104 129 4,100 SH x x 7 4,100
50 1,600 SH x 36 1,600
SDL, Inc. Common Stocks 784076101 818 10,500 SH x x 28 10,500
1,550 20,306 SH x 36 20,306
SEI Corp. Common Stocks 784117103 610 6,360 SH x x 7 6,360
2,108 21,600 SH x x 25 21,600
45 500 SH x x 26 500
78 900 SH x x 28 900
2,507 28,078 SH x 36 28,078
89 1,000 SH x x 37 1,000
SEMCO Energy, Inc. Common Stocks 78412D100 10 730 SH x 36 730
SFX Entertainment, Inc. Class A Common Stocks 784178105 1,508 49,000 SH x x 9 49,000
2,016 66,103 SH x 36 66,103
SK Telecom Co., Ltd. - ADR Common Stocks 78440P108 688 62,220 SH x x 6 62,220
182 12,000 SH x x 24 12,000
924 76,970 SH x x 41 76,970
SL Green Realty Corp. Common Stocks 78440X101 7,151 359,800 SH x x 2 359,800
66 3,300 SH x 36 3,300
6 300 SH x x 42 300
SLM Holding Corp. Common Stocks 78442A109 151 3,500 SH x x 26 3,500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
415 9,648 SH x 36 9,648
SLI, Inc. Common Stocks 78442T100 1,654 77,600 SH x 36 77,600
SPS Technologies, Inc. Common Stocks 784626103 279 6,600 SH x x 28 6,600
209 5,500 SH x 36 5,500
38 1,000 SH x x 37 1,000
SPX Corp. Common Stocks 784635104 1,213 12,200 SH x x 28 12,200
109 1,200 SH x x 29 1,200
1,174 12,940 SH x 36 12,940
172 1,900 SH x x 37 1,900
S3, Inc. Common Stocks 784849101 61 5,800 SH x 36 5,800
44 4,200 SH x x 42 4,200
SABRE Group Holdings, Inc.
(The), Class A Common Stocks 785905100 23 534 SH x 36 534
SAFECO Corp. Common Stocks 786429100 78 2,800 SH x x 8 2,800
1,521 54,430 SH x x 31 54,430
3,149 112,447 SH x 36 112,447
Safeguard Scientifics, Inc. Common Stocks 786449108 2,931 43,100 SH x x 23 43,100
122 1,800 SH x x 26 1,800
3,029 44,543 SH x 36 44,543
53 700 SH x x 42 700
Safety-Kleen Corp. New Common Stocks 78648R203 970 80,400 SH x x 7 80,400
919 76,154 SH x 36 76,154
Safeway, Inc. Common Stocks 786514208 3,692 97,000 SH x x 1 97,000
4,372 114,853 SH x x 5 114,853
1,846 46,100 SH x x 7 46,100
6,765 179,100 SH x x 8 179,100
2,874 75,500 SH x x 32 75,500
19,401 509,702 SH x 36 509,702
Saga Communications Class A Common Stocks 786598102 371 16,112 SH x x 19 16,112
647 28,125 SH x 36 28,125
St. Francis Capital Corp. Common Stocks 789374105 146 5,200 SH x x 28 5,200
St. Joe Co. (The) Common Stocks 790148100 2,286 106,000 SH x x 3 106,000
2,017 93,555 SH x 36 93,555
13 600 SH x x 37 600
St. Jude Medical, Inc. Common Stocks 790849103 148 4,700 SH x x 8 4,700
290 9,200 SH x x 18 9,200
369 11,700 SH x x 26 11,700
624 17,400 SH x x 28 17,400
2,140 67,937 SH x 36 67,937
57 1,800 SH x x 37 1,800
St. Mary Land & Exploration Co. Common Stocks 792228108 21 800 SH x 36 800
St. Paul Cos., Inc. Common Stocks 792860108 2,601 90,860 SH x x 7 90,860
396 14,400 SH x x 8 14,400
745 27,100 SH x x 28 27,100
138 5,000 SH x x 31 5,000
12,854 467,428 SH x 36 467,428
Saks, Inc. Common Stocks 79377W108 1,123 73,930 SH x x 31 73,930
3,739 246,206 SH x 36 246,206
Salton, Inc. Common Stocks 795757103 2,391 72,600 SH x x 25 72,600
1,822 55,650 SH x x 28 55,650
4,501 149,100 SH x 36 149,100
Sanmina Corp. Common Stocks 800907107 102 1,317 SH x 36 1,317
Santa Fe Energy Resources, Inc. Common Stocks 802012104 25 2,800 SH x x 42 2,800
Santa Isabel SA - ADR Common Stocks 802233106 204 18,200 SH x x 6 18,200
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Sapient Corp. Common Stocks 803062108 27 289 SH x 36 289
94 1,000 SH x x 37 1,000
Sara Lee Corp. Common Stocks 803111103 28 1,200 SH x x 8 1,200
4,568 194,900 SH x x 26 194,900
499 21,275 SH x 36 21,275
Sauer, Inc. Common Stocks 804137107 329 27,000 SH x x 19 27,000
244 20,000 SH x 36 20,000
Saul Centers, Inc. Common Stocks 804395101 19 1,200 SH x 36 1,200
2 100 SH x x 42 100
Sawtek, Inc. Common Stocks 805468105 2,742 71,600 SH x x 25 71,600
2,429 69,400 SH x 36 69,400
60 1,700 SH x x 37 1,700
SCANA Corp. Common Stocks 805898103 60 2,500 SH x 36 2,500
ScanSource, Inc. Common Stocks 806037107 278 10,000 SH x x 19 10,000
401 14,400 SH x 36 14,400
Schering-Plough Corp. Common Stocks 806605101 29,928 619,500 SH x x 1 619,500
5,856 120,040 SH x x 7 120,040
881 20,200 SH x x 8 20,200
6,025 138,100 SH x x 10 138,100
1,102 17,200 SH x x 20 17,200
10,186 233,500 SH x x 26 233,500
2,343 53,700 SH x x 28 53,700
3,734 85,600 SH x x 32 85,600
80,369 1,842,280 SH x 36 842,280
Schlumberger, Ltd. Common Stocks 806857108 411 6,600 SH x x 28 6,600
16,687 267,800 SH x 36 267,800
5,232 83,960 SH x x 44 83,960
Scholastic Corp. Common Stocks 807066105 70 1,400 SH x x 29 1,400
750 15,000 SH x 36 15,000
School Specialty, Inc. Common Stocks 807863105 623 36,900 SH x 36 36,900
Schulman (A.), Inc. Common Stocks 808194104 1,971 105,600 SH x x 25 105,600
1,953 112,800 SH x 36 112,800
Schultz Sav-o Stores, Inc. Common Stocks 808196109 2,095 136,250 SH x x 3 136,250
2,599 165,000 SH x 36 165,000
Schwab (Charles) Corp. Common Stocks 808513105 1,486 44,100 SH x x 1 44,100
1,244 36,931 SH x x 5 36,931
1,132 33,600 SH x x 10 33,600
37 1,100 SH x x 28 1,100
7,692 228,346 SH x 36 228,346
Schweitzer-Mauduit
International, Inc. Common Stocks 808541106 207 16,000 SH x x 19 16,000
474 36,600 SH x 36 36,600
5 400 SH x x 42 400
Scientific-Atlanta, Inc. Common Stocks 808655104 2,205 44,400 SH x x 9 44,400
1,668 29,300 SH x x 28 29,300
5,467 110,300 SH x x 32 110,300
15,268 308,050 SH x 36 308,050
243 4,900 SH x x 37 4,900
Scitex, Ltd. Common Stocks 809090103 207 19,000 SH x x 31 19,000
Scotts Co. (The) Class A Common Stocks 810186106 1,060 29,400 SH x x 7 29,400
1,875 49,500 SH x x 25 49,500
633 17,300 SH x x 28 17,300
69 2,000 SH x x 29 2,000
5,969 172,400 SH x 36 172,400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Scripps (E.W.) Co. Class A Common Stocks 811054204 2,967 60,400 SH x x 3 60,400
2,754 56,056 SH x 36 56,056
Sea Containers, Ltd. Common Stocks 811371700 762 27,200 SH x 36 27,200
SeaChange International, Inc. Common Stocks 811699107 333 21,000 SH x x 19 21,000
471 29,700 SH x 36 29,700
Seacoast Financial Services Corp. Common Stocks 81170Q106 250 25,000 SH x x 19 25,000
400 40,000 SH x 36 40,000
Seagate Technology Common Stocks 811804103 17 542 SH x x 5 542
1,078 35,000 SH x x 8 35,000
219 7,100 SH x x 26 7,100
28 900 SH x x 28 900
2,049 66,500 SH x x 31 66,500
4,456 144,608 SH x 36 144,608
Seagram Co., Ltd. NPV Common Stocks 811850106 17,740 389,900 SH x x 8 389,900
Seacor Holdings, Inc. Common Stocks 811904101 87 1,700 SH x x 18 1,700
2,703 48,600 SH x x 28 48,600
2,091 40,800 SH x 36 40,800
Sealed Air Corp. New Common Stocks 81211K100 2,720 53,000 SH x x 10 53,000
7,169 139,720 SH x 36 139,720
Sealed Air Corp. Series A New Preferred
(conv.) Stocks 81211K209 2,568 50,600 SH x x 10 50,600
7,932 156,300 SH x 36 156,300
Sears Roebuck & Co. Common Stocks 812387108 2,728 80,970 SH x x 7 80,970
6,533 206,700 SH x x 8 206,700
929 29,600 SH x x 26 29,600
1,346 42,900 SH x x 31 42,900
5,584 177,965 SH x 36 177,965
Secure Computing Corp. Common Stocks 813705100 274 91,400 SH x x 19 91,400
403 128,900 SH x 36 128,900
Seitel, Inc. Common Stocks 816074306 59 6,100 SH x x 18 6,100
1,047 97,400 SH x x 28 97,400
29 3,000 SH x x 29 3,000
1,323 135,700 SH x 36 135,700
21 2,100 SH x x 42 2,100
Selective Insurance Group, Inc. Common Stocks 816300107 1,878 99,500 SH x x 3 99,500
134 7,100 SH x x 7 7,100
2,539 134,500 SH x 36 134,500
7 400 SH x x 42 400
Sempra Energy Common Stocks 816851109 3,519 169,100 SH x x 18 169,100
19 900 SH x x 26 900
743 35,722 SH x 36 35,722
Sensormatic Electronics Corp. Common Stocks 817265101 397 31,300 SH x x 8 31,300
179 11,400 SH x x 28 11,400
Sepracor, Inc. Common Stocks 817315104 2,321 31,400 SH x x 9 31,400
2,566 33,990 SH x 36 33,990
Sequa Corp. Common Stocks 817320104 345 5,500 SH x x 28 5,500
441 7,000 SH x 36 7,000
Sequent Computer Systems, Inc. Common Stocks 817338106 1,074 59,900 SH x 36 59,900
Service Corp. International Common Stocks 817565104 631 55,760 SH x x 7 55,760
5,508 535,800 SH x x 8 535,800
545 51,554 SH x 36 51,554
Service Experts, Inc. Common Stocks 817567100 259 25,000 SH x x 19 25,000
363 35,000 SH x 36 35,000
ServiceMaster Co. Common Stocks 81760N109 377 23,500 SH x x 26 23,500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
935 58,213 SH x 36 58,213
Shared Medical Systems Common Stocks 819486101 47 1,000 SH x x 18 1,000
27 572 SH x 36 572
Shaw Group, Inc. (The) Common Stocks 820280105 150 6,700 SH x 36 6,700
Shaw Industries, Inc. Common Stocks 820286102 1,267 79,800 SH x x 18 79,800
2,529 159,300 SH x x 26 159,300
1,574 99,134 SH x 36 99,134
198 12,300 SH x x 42 12,300
Sherwin-Williams Co. Common Stocks 824348106 690 32,967 SH x x 5 32,967
530 25,000 SH x x 8 25,000
159 7,600 SH x x 26 7,600
554 26,450 SH x 36 26,450
ShopKo Stores, Inc. Common Stocks 824911101 1,169 40,300 SH x x 7 40,300
35 1,200 SH x x 18 1,200
34 1,300 SH x x 28 1,300
1,447 49,900 SH x 36 49,900
Shop At Home, Inc. Common Stocks 825066300 455 50,600 SH x 36 50,600
Shorewood Packaging Corp. Common Stocks 825229107 15 1,100 SH x x 18 1,100
0 400 SH x x 28 400
141 10,400 SH x 36 10,400
34 2,500 SH x x 37 2,500
Shurgard Storage Centers, Inc.
Class A Common Stocks 82567D104 3,346 135,200 SH x x 27 135,200
1,971 79,650 SH x 36 79,650
12 500 SH x x 42 500
Siebel Systems, Inc. Common Stocks 826170102 440 6,603 SH x 36 6,603
Sierra Health Services, Inc. Common Stocks 826322109 119 11,800 SH x x 7 11,800
SIFCO Industries Common Stocks 826546103 913 130,400 SH x x 3 130,400
Sigma Aldrich Corp. Common Stocks 826552101 3,818 120,500 SH x x 5 120,500
1,887 57,540 SH x x 7 57,540
98 3,100 SH x x 17 3,100
152 4,800 SH x x 26 4,800
1,049 33,100 SH x x 31 33,100
5,809 182,960 SH x 36 182,960
185 5,900 SH x x 42 5,900
Silicon Graphics, Inc. Common Stocks 827056102 1,918 175,400 SH x x 5 175,400
1,399 127,900 SH x x 7 127,900
1,933 176,712 SH x 36 176,712
Silicon Valley Bancshares Common Stocks 827064106 1,166 44,300 SH x x 28 44,300
1,001 41,500 SH x 36 41,500
Silicon Valley Group, Inc. Common Stocks 827066101 66 5,600 SH x x 28 5,600
Siliconix, Inc. Common Stocks 827079203 954 18,800 SH x x 28 18,800
917 19,500 SH x 36 19,500
Simmons First National Corp.
Class A Common Stocks 828730200 33 1,100 SH x x 18 1,100
Simon Property Group, Inc. Common Stocks 828806109 6,913 308,100 SH x x 2 308,100
308 13,300 SH x x 8 13,300
88 3,900 SH x x 26 3,900
8,215 366,150 SH x x 27 366,150
397 17,698 SH x 36 17,698
Simpson Industries, Inc. Common Stocks 829060102 36 3,300 SH x x 18 3,300
Simpson Manufacturing Co., Inc. Common Stocks 829073105 356 7,600 SH x x 7 7,600
341 6,400 SH x x 2 6,400
314 6,700 SH x 3 6,700
47 1,000 SH x x 3 1,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Sinclair Broadcast Group, Inc.
Class A Common Stocks 829226109 11 1,200 SH x x 18 1,200
Sky Financial Group, Inc. Common Stocks 83080P103 1,915 81,300 SH x x 9 81,300
2,330 99,165 SH x 36 99,165
73 3,100 SH x x 37 3,100
Skywest, Inc. Common Stocks 830879102 407 18,600 SH x x 7 18,600
2,180 99,650 SH x x 23 99,650
3,778 172,200 SH x 36 172,200
Smart & Final, Inc. Common Stocks 831683107 17 1,700 SH x 36 1,700
10 1,000 SH x x 42 1,000
Smith (A.O.) Corp. Common Stocks 831865209 452 12,450 SH x x 28 12,450
481 15,900 SH x 36 15,900
Smith International, Inc. Common Stocks 832110100 596 14,900 SH x x 8 14,900
2,273 56,123 SH x 36 56,123
Smith (Charles E.) Residential
Realty, Inc. Common Stocks 832197107 8,085 236,500 SH x x 2 236,500
2,619 76,600 SH x x 3 76,600
6,149 179,850 SH x x 27 179,850
2,653 77,600 SH x 36 77,600
Smithfield Foods, Inc. Common Stocks 832248108 946 34,430 SH x x 7 34,430
480 16,800 SH x x 28 16,800
1,797 67,170 SH x 36 67,170
114 4,700 SH x x 42 4,700
Smucker (J.M.) Co. Common Stocks 832696108 57 2,700 SH x x 7 2,700
Smurfit-Stone Container Corp. Common Stocks 832727101 2,398 111,900 SH x x 8 111,900
2,030 93,890 SH x x 31 93,890
4,285 198,135 SH x 36 198,135
Snyder Communications, Inc. Common Stocks 832914105 19 1,244 SH x 36 1,244
Snap-On Tools Corp. Common Stocks 833034101 117 3,600 SH x x 26 3,600
530 16,300 SH x x 31 16,300
2,181 67,108 SH x 36 67,108
331 10,400 SH x x 42 10,400
Sociedad Quimica Y Minera de
Chile SA - ADR Common Stocks 833635105 45 1,043 SH x x 8 1,043
64 2,150 SH x x 38 2,150
101 3,400 SH x x 40 3,400
Sodexho Marriott Services, Inc. Common Stocks 833793102 12 726 SH x 36 726
SoftNet Systems, Inc. Common Stocks 833964100 527 21,600 SH x 36 21,600
Sola International, Inc. Common Stocks 834092108 246 15,900 SH x x 7 15,900
557 36,100 SH x 36 36,100
Solectron Corp. Common Stocks 834182107 8,949 111,500 SH x x 1 111,500
2,214 30,834 SH x x 5 30,834
5,517 71,560 SH x x 7 71,560
348 3,300 SH x x 20 3,300
36 500 SH x x 28 500
17,458 243,104 SH x 36 243,104
Solutia, Inc. Common Stocks 834376105 495 27,700 SH x x 7 27,700
1,408 78,800 SH x x 8 78,800
931 52,100 SH x x 26 52,100
114 6,400 SH x x 28 6,400
2,298 128,568 SH x 36 128,568
48 2,700 SH x x 42 2,700
Sonat, Inc. Common Stocks 835415100 115 2,900 SH x x 26 2,900
437 10,999 SH x 36 10,999
Sonic Corp. Common Stocks 835451105 71 2,350 SH x x 29 2,350
58 1,900 SH x x 37 1,900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Sonic Automotive, Inc. Common Stocks 83545G100 855 65,800 SH x 36 65,800
Sonoco Products Co. Common Stocks 835495102 1,574 68,980 SH x x 31 68,980
3,596 157,632 SH x 36 157,632
SonoSight, Inc. Common Stocks 83568G100 806 30,858 SH x 36 30,858
Sony Corp. - ADR Common Stocks 835699307 375 1,700 SH x x 22 1,700
13,506 90,000 SH x 36 90,000
Sotheby's Holdings Co., Inc.
Class A Common Stocks 835898107 24 937 SH x 36 937
80 3,100 SH x x 37 3,100
South Jersey Industries, Inc. Common Stocks 838518108 116 4,400 SH x x 7 4,400
213 8,100 SH x x 28 8,100
153 5,800 SH x 36 5,800
8 300 SH x x 42 300
Southdown, Inc. Common Stocks 841297104 2,541 47,500 SH x x 3 47,500
214 4,000 SH x x 26 4,000
3,472 64,889 SH x 36 64,889
Southern Co. Common Stocks 842587107 4,418 171,567 SH x x 5 171,567
1,128 43,800 SH x x 18 43,800
276 10,700 SH x x 31 10,700
421 16,348 SH x 36 16,348
Southern Peru Copper Corp. Common Stocks 843611104 182 10,800 SH x x 38 10,800
SouthTrust Corp. Common Stocks 844730101 2,616 72,907 SH x x 5 72,907
1,677 43,570 SH x x 7 43,570
578 16,100 SH x x 8 16,100
5,923 165,100 SH x x 26 165,100
535 14,900 SH x x 28 14,900
115 3,200 SH x x 32 3,200
11,171 311,376 SH x 36 311,376
Southwest Airlines Co. Common Stocks 844741108 180 11,835 SH x 36 11,835
Southwest Bancorporation of
Texas, Inc. New Common Stocks 84476R109 3 200 SH x 36 200
Southwest Gas Corp. Common Stocks 844895102 1,068 36,800 SH x x 28 36,800
983 36,500 SH x 36 36,500
Southwest Securities Group, Inc. Common Stocks 845224104 217 8,030 SH x x 28 8,030
95 3,520 SH x 36 3,520
Southwestern Energy Co. Common Stocks 845467109 61 6,700 SH x x 18 6,700
63 7,000 SH x 36 7,000
45 4,930 SH x x 42 4,930
Sovereign Bancorp, Inc. Common Stocks 845905108 1,623 178,524 SH x x 3 178,524
1,666 183,169 SH x x 7 183,169
690 75,800 SH x x 8 75,800
2,145 235,900 SH x x 18 235,900
3,530 388,216 SH x 36 388,216
Sovran Self Storage, Inc. Common Stocks 84610H108 1,611 70,800 SH x x 3 70,800
1,984 87,200 SH x 36 87,200
4 200 SH x x 42 200
Spartech Corp. Common Stocks 847220209 355 12,100 SH x x 7 12,100
336 9,200 SH x x 28 9,200
281 9,600 SH x 36 9,600
50 1,700 SH x x 37 1,700
Specialty Equipment Cos., Inc. Common Stocks 847497203 249 6,700 SH x x 28 6,700
48 1,900 SH x x 37 1,900
Spectra-Physics Lasers, Inc. Common Stocks 847568102 338 33,000 SH x x 19 33,000
525 50,000 SH x 36 50,000
Speedway Motorsports, Inc. Common Stocks 847788106 13 310 SH x 36 310
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Spiegel, Inc. Class A Common Stocks 848457107 82 8,100 SH x x 7 8,100
34 3,400 SH x x 18 3,400
143 14,100 SH x 36 14,100
Spieker Properties, Inc. Common Stocks 848497103 16,345 471,200 SH x x 2 471,200
1,526 44,000 SH x x 5 44,000
56 1,600 SH x x 26 1,600
6,164 177,700 SH x x 27 177,700
429 12,373 SH x 36 12,373
46 1,300 SH x x 42 1,300
Sport Supply Group, Inc. Common Stocks 848915104 299 36,000 SH x x 19 36,000
416 50,000 SH x 36 50,000
Springs Industries, Inc. Common Stocks 851783100 631 18,600 SH x x 7 18,600
1,035 27,500 SH x x 28 27,500
2,182 64,300 SH x 36 64,300
85 2,500 SH x x 42 2,500
Sprint Corp. Common Stocks 852061100 448 0 SH x x 1
2,812 29,700 SH x x 4 29,700
1,769 32,600 SH x x 8 32,600
1,329 24,500 SH x x 28 24,500
317 5,850 SH x x 31 5,850
4,405 81,200 SH x x 32 81,200
15,599 287,547 SH x 36 287,547
Sprint Corp. (PCS Group) Common Stocks 852061506 608 8,150 SH x x 8 8,150
575 7,705 SH x 36 7,705
STAAR Surgical Co. New Common Stocks 852312305 360 31,000 SH x x 19 31,000
534 45,000 SH x 36 45,000
Stage Stores, Inc. Common Stocks 85254C107 297 48,000 SH x x 19 48,000
452 73,000 SH x 36 73,000
Standard Commercial Corp. Common Stocks 853258101 212 53,000 SH x x 19 53,000
320 80,000 SH x 36 80,000
Standard Motor Products, Inc.
Class A Common Stocks 853666105 43 2,200 SH x x 18 2,200
7 400 SH x x 42 400
Standard Pacific Corp. Common Stocks 85375C101 268 26,100 SH x x 7 26,100
258 25,200 SH x 36 25,200
Standard Products Co. Common Stocks 853836104 205 5,800 SH x 36 5,800
29 800 SH x x 42 800
Standex International Corp. Common Stocks 854231107 35 1,300 SH x x 18 1,300
Stanley Furniture Company, Inc. Common Stocks 854305200 323 15,300 SH x 36 15,300
Stanley Works Common Stocks 854616109 40 1,575 SH x 36 1,575
Staples, Inc. Common Stocks 855030102 237 10,886 SH x 36 10,886
Starbucks Corp. Common Stocks 855244109 1,091 44,100 SH x x 1 44,100
2,397 96,732 SH x 36 96,732
Starrett (L.S.) Co. Class A Common Stocks 855668109 1,376 55,300 SH x x 3 55,300
2,007 80,700 SH x 36 80,700
Starwood Financial Trust Class A Common Stocks 85568W104 11 400 SH x x 26 400
126 4,508 SH x 36 4,508
State Street Corp. Common Stocks 857477103 2,049 31,700 SH x x 10 31,700
6,062 93,800 SH x 36 93,800
Staten Island Bancorp, Inc. Common Stocks 857550107 594 31,600 SH x x 7 31,600
60 3,100 SH x x 28 3,100
1,063 56,500 SH x 36 56,500
Station Casinos, Inc. Common Stocks 857689103 1,883 78,800 SH x x 7 78,800
30 1,300 SH x x 18 1,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,820 121,300 SH x 36 121,300
65 2,800 SH x x 37 2,800
75 2,900 SH x x 42 2,900
Steelcase, Inc. Class A Common Stocks 858155200 20 1,406 SH x 36 1,406
Steinway Musical Instruments,
Inc. Common Stocks 858495104 251 12,000 SH x x 19 12,000
377 18,000 SH x 36 18,000
Stepan Co. Common Stocks 858586100 500 22,100 SH x 36 22,100
2 100 SH x x 42 100
Sterling Bancshares, Inc. Common Stocks 858907108 425 37,200 SH x 36 37,200
45 4,000 SH x x 37 4,000
Sterling Commerce, Inc. Common Stocks 859205106 264 14,200 SH x x 26 14,200
369 19,880 SH x 36 19,880
Sterling Software, Inc. Common Stocks 859547101 36 1,800 SH x x 18 1,800
2,220 101,500 SH x x 25 101,500
230 11,500 SH x x 26 11,500
1,561 71,200 SH x x 28 71,200
5,471 273,536 SH x 36 273,536
8 400 SH x x 37 400
57 2,780 SH x x 42 2,780
STET Hellas Telecommunications
SA - ADR Common Stocks 859823106 100 3,600 SH x x 8 3,600
208 11,000 SH x x 40 11,000
Stewart & Stevenson Services,
Inc. Common Stocks 860342104 17 1,300 SH x 36 1,300
Stewart Enterprises, Inc. Class
A Common Stocks 860370105 14 2,300 SH x 36 2,300
Stewart Information Services
Corp. Common Stocks 860372101 502 27,400 SH x x 7 27,400
2,121 105,700 SH x x 25 105,700
1,169 60,800 SH x x 28 60,800
3,549 193,800 SH x 36 193,800
STMicroelectronics NV (Regd) Common Stocks 861012102 1,384 18,700 SH x x 11 18,700
2,467 22,700 SH x x 22 22,700
2,904 36,359 SH x x 43 36,359
Stone & Webster, Inc. Common Stocks 861572105 249 8,900 SH x x 7 8,900
350 12,500 SH x 36 12,500
Stone Energy Corp. Common Stocks 861642106 71 1,400 SH x x 37 1,400
Stoneridge, Inc. Common Stocks 86183P102 301 17,300 SH x x 28 17,300
434 25,000 SH x 36 25,000
Storage USA, Inc. Common Stocks 861907103 105 3,800 SH x x 18 3,800
94 3,400 SH x 36 3,400
19 700 SH x x 42 700
Storage Technology Corp. Common Stocks 862111200 5,449 283,041 SH x 36 283,041
Stride Rite Corp. Common Stocks 863314100 42 6,000 SH x x 37 6,000
Structural Dynamics Research
Corp. Common Stocks 863555108 56 3,700 SH x x 29 3,700
Stryker Corp. Common Stocks 863667101 84 1,640 SH x 36 1,640
Student Loan Corp. (The) Common Stocks 863902100 8 200 SH x x 42 200
Suiza Foods Corp. Common Stocks 865077101 169 4,500 SH x x 26 4,500
1,158 28,700 SH x x 28 28,700
1,125 30,000 SH x 36 30,000
Summit Bancorp Common Stocks 866005101 4,455 136,300 SH x x 8 136,300
263 8,100 SH x x 18 8,100
1,941 59,840 SH x x 31 59,840
4,270 131,637 SH x 36 131,637
Summit Properties, Inc. REIT Common Stocks 866239106 3,200 160,500 SH x x 27 160,500
66 3,300 SH x 36 3,300
8 400 SH x x 42 400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Sun Communities, Inc. Common Stocks 866674104 69 2,100 SH x 36 2,100
13 400 SH x x 42 400
Sun Microsystems, Inc. Common Stocks 866810104 5,144 45,200 SH x x 1 45,200
10,647 106,460 SH x x 7 106,460
28,664 306,800 SH x x 8 306,800
3,339 35,900 SH x x 17 35,900
396 2,900 SH x x 20 2,900
205 2,200 SH x x 28 2,200
5,069 54,500 SH x x 32 54,500
70,003 752,725 SH x 36 752,725
12,394 133,270 SH x x 44 133,270
SunGard Data Systems Common Stocks 867363103 1,896 74,100 SH x x 9 74,100
5,744 218,300 SH x x 26 218,300
562 20,400 SH x x 28 20,400
3,542 134,596 SH x 36 134,596
Sunglass Hut International, Inc. Common Stocks 86736F106 73 6,900 SH x 36 6,900
60 5,700 SH x x 37 5,700
Sunoco, Inc. Common Stocks 86764P109 2,011 70,680 SH x x 7 70,680
775 28,300 SH x x 31 28,300
4,447 162,459 SH x 36 162,459
Sunrise Assisted Living, Inc. Common Stocks 86768K106 1,924 75,500 SH x x 9 75,500
1,541 58,000 SH x 36 58,000
Sunterra Corp. Common Stocks 86787D109 49 4,100 SH x x 37 4,100
Sunrise Medical, Inc. Common Stocks 867910101 1,386 231,000 SH x 36 231,000
SunTrust Banks, Inc. Common Stocks 867914103 8,621 131,112 SH x x 5 131,112
2,880 43,800 SH x x 8 43,800
1,288 19,596 SH x x 26 19,596
99 1,500 SH x x 28 1,500
3,195 48,600 SH x x 32 48,600
8,389 127,589 SH x 36 127,589
Sunstone Hotel Investors, Inc. Common Stocks 867933103 46 5,300 SH x 36 5,300
5 600 SH x x 42 600
Superior Consultant Holdings
Corp. Common Stocks 868146101 19 1,600 SH x x 37 1,600
Superior Industries
International, Inc Common Stocks 868168105 465 16,600 SH x x 7 16,600
650 23,200 SH x 36 23,200
Superior Services, Inc. Common Stocks 868316100 32 1,200 SH x x 37 1,200
Superior TeleCom, Inc. Common Stocks 868365107 611 43,700 SH x x 9 43,700
22 1,600 SH x x 18 1,600
904 64,875 SH x 36 64,875
4 300 SH x x 42 300
SuperValu, Inc. Common Stocks 868536103 2,412 110,600 SH x x 7 110,600
1,115 51,100 SH x x 18 51,100
1,344 61,600 SH x x 26 61,600
1,303 57,100 SH x x 28 57,100
107 4,900 SH x x 29 4,900
1,750 80,220 SH x x 31 80,220
11,518 528,030 SH x 36 528,030
72 3,400 SH x x 42 3,400
Supreme Industries, Inc. Class A Common Stocks 868607102 223 30,207 SH x x 19 30,207
359 48,730 SH x 36 48,730
Swift Energy Co. Common Stocks 870738101 37 2,900 SH x x 18 2,900
Swift Transportation Co., Inc. Common Stocks 870756103 413 19,500 SH x x 7 19,500
1,621 82,325 SH x 36 82,325
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
61 3,100 SH x x 37 3,100
Sybase, Inc. Common Stocks 871130100 1,981 167,700 SH x 36 167,700
53 4,800 SH x x 42 4,800
Sybron International Corp. Common Stocks 87114f106 2,418 89,974 SH x 36 89,974
204 7,600 SH x x 37 7,600
Sykes Enterprises, Inc. Common Stocks 871237103 1,558 63,100 SH x 36 63,100
Sylvan Learning Systems, Inc. Common Stocks 871399101 19 1,000 SH x x 28 1,000
345 17,810 SH x 36 17,810
Symantec Corp. Common Stocks 871503108 2,172 60,000 SH x x 9 60,000
949 26,400 SH x x 26 26,400
22 600 SH x x 29 600
3,958 110,037 SH x 36 110,037
300 7,800 SH x x 42 7,800
Symbol Technologies, Inc. Common Stocks 871508107 1,732 47,200 SH x x 28 47,200
96 2,850 SH x x 29 2,850
1,524 45,331 SH x 36 45,331
220 6,550 SH x x 37 6,550
Syncor International Corp. Common Stocks 87157J106 289 7,100 SH x x 28 7,100
8 200 SH x x 29 200
225 6,000 SH x 36 6,000
Synopsys, Inc. Common Stocks 871607107 2,373 42,000 SH x x 9 42,000
488 8,700 SH x x 26 8,700
112 2,000 SH x x 29 2,000
7,438 132,459 SH x 36 132,459
Synovus Financial Corp. Common Stocks 87161C105 102 5,475 SH x 36 5,475
SYSCO Corp. Common Stocks 871829107 5,155 136,770 SH x x 7 136,770
91 2,600 SH x x 26 2,600
698 19,900 SH x x 28 19,900
6,730 191,946 SH x 36 191,946
TB Wood's Corporation Common Stocks 872226105 273 28,000 SH x x 19 28,000
390 40,000 SH x 36 40,000
TCF Financial Corp. Common Stocks 872275102 1,421 46,270 SH x x 7 46,270
1,975 69,900 SH x x 8 69,900
37 1,300 SH x x 26 1,300
4,343 152,062 SH x 36 152,062
TECO Energy, Inc. Common Stocks 872375100 873 41,100 SH x x 8 41,100
150 7,100 SH x x 18 7,100
67 3,150 SH x 36 3,150
TEPPCO Partners L.P. Common Stocks 872384102 1,700 85,000 SH x 36 85,000
THQ, Inc. Common Stocks 872443403 4,479 95,000 SH x x 25 95,000
4,295 99,600 SH x 36 99,600
73 1,700 SH x x 37 1,700
TJ International, Inc. Common Stocks 872534102 124 5,000 SH x x 7 5,000
1,887 75,100 SH x 36 75,100
146 5,400 SH x x 42 5,400
TJX Cos., Inc. Common Stocks 872540109 1,900 62,800 SH x x 7 62,800
5,457 193,400 SH x x 8 193,400
2,756 98,200 SH x x 10 98,200
727 25,900 SH x x 26 25,900
166 5,900 SH x x 28 5,900
11,459 408,350 SH x 36 408,350
TNP Enterprises, Inc. Common Stocks 872594106 74 1,900 SH x x 18 1,900
511 11,800 SH x x 28 11,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
86 2,200 SH x x 29 2,200
837 21,500 SH x 36 21,500
12 300 SH x x 42 300
TRM Copy Centers Corp. Common Stocks 872636105 183 40,000 SH x x 19 40,000
275 50,000 SH x 36 50,000
TRW, Inc. Common Stocks 872649108 2,049 41,193 SH x x 5 41,193
697 14,000 SH x x 26 14,000
264 5,300 SH x x 28 5,300
2,021 40,630 SH x x 31 40,630
6,498 130,619 SH x 36 130,619
TSI International Software, Ltd. Common Stocks 872879101 1,733 64,000 SH x x 9 64,000
TMP Worldwide, Inc. Common Stocks 872941109 37 600 SH x x 26 600
139 2,276 SH x 36 2,276
Taiwan Fund, Inc. Common Stocks 874036106 196 7,348 SH x x 8 7,348
Taiwan Semiconductor
Manufacturing Co., Ltd - ADR Common Stocks 874039100 386 8,917 SH x x 8 8,917
1,929 44,526 SH x x 22 44,526
1,311 44,452 SH x x 38 44,452
1,193 40,424 SH x x 39 40,424
907 30,750 SH x x 40 30,750
Talbots, Inc. Common Stocks 874161102 94 2,100 SH x x 29 2,100
413 9,200 SH x 36 9,200
58 1,300 SH x x 37 1,300
199 4,240 SH x x 42 4,240
Tandy Corp. Common Stocks 875382103 543 10,500 SH x x 26 10,500
2,076 40,157 SH x 36 40,157
Tanger Factory Outlet Centers,
Inc. Common Stocks 875465106 1,832 80,300 SH x x 27 80,300
9 400 SH x 36 400
2 100 SH x x 42 100
Taubman Centers, Inc. Common Stocks 876664103 3,006 261,400 SH x x 27 261,400
49 4,300 SH x 36 4,300
10 900 SH x x 42 900
Tech Data Corp. Common Stocks 878237106 277 11,090 SH x x 7 11,090
477 20,500 SH x x 31 20,500
1,693 72,700 SH x 36 72,700
33 1,400 SH x x 37 1,400
Tech-Sym Corp. Common Stocks 878308105 1,473 74,800 SH x x 3 74,800
1,683 85,500 SH x 36 85,500
Techne Corp. Common Stocks 878377100 110 3,500 SH x x 37 3,500
Technitrol, Inc. Common Stocks 878555101 40 1,100 SH x x 28 1,100
53 1,500 SH x x 37 1,500
Technology Solutions Co. Common Stocks 87872T108 297 19,900 SH x x 9 19,900
1,766 125,000 SH x 36 125,000
Tecumseh Products Co. Class A Common Stocks 878895200 717 13,390 SH x x 7 13,390
453 9,100 SH x x 18 9,100
3,776 73,700 SH x x 28 73,700
2,752 54,894 SH x 36 54,894
22 500 SH x x 42 500
Tekelec, Inc. Common Stocks 879101103 371 27,000 SH x x 19 27,000
2,102 152,200 SH x 36 152,200
Tele Centro Sul Participacoes SA Preferred
- ADR Stocks 879239101 41 500 SH x x 8 500
216 3,900 SH x x 39 3,900
488 8,800 SH x x 40 8,800
Tele Norte Leste Participacoes Preferred 879246106 210 9,211 SH x x 8 9,211
SA - ADR Stocks
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
479 30,880 SH x x 40 30,880
Telecom Argentina SA Class B -
ADR Common Stocks 879273209 90 2,300 SH x x 8 2,300
320 12,000 SH x x 31 12,000
139 5,200 SH x x 40 5,200
Telecomunicacoes Brasileiras SA
- ADR Common Stocks 879287308 3,829 51,100 SH x x 11 51,100
Teleflex, Inc. Common Stocks 879369106 14 354 SH x x 5 354
561 11,100 SH x x 28 11,100
244 6,166 SH x 36 6,166
Telefonica de Argentina Class B
- ADR Common Stocks 879378206 155 4,000 SH x x 8 4,000
891 23,000 SH x x 22 23,000
385 14,600 SH x x 31 14,600
406 15,400 SH x x 40 15,400
Telefonica Del Peru SA Class B -
ADR Common Stocks 879384105 2,765 197,500 SH x x 6 197,500
202 10,230 SH x x 8 10,230
547 40,738 SH x x 38 40,738
410 30,500 SH x x 40 30,500
Telefonos de Mexico SA Series L
- ADR Common Stocks 879403780 7,242 96,200 SH x x 6 96,200
1,026 9,800 SH x x 8 9,800
2,491 23,800 SH x x 22 23,800
1,083 15,200 SH x x 31 15,200
1,908 26,780 SH x x 38 26,780
1,411 19,800 SH x x 39 19,800
2,601 36,507 SH x x 40 36,507
Telephone & Data Systems, Inc. Common Stocks 879433100 364 4,100 SH x x 28 4,100
697 7,851 SH x 36 7,851
Telesp Participacoes SA - ADR Preferred
Stocks 87952K100 130 5,600 SH x x 8 5,600
Teligent, Inc. Class A Common Stocks 87959Y103 25 494 SH x 36 494
Tellabs, Inc. Common Stocks 879664100 74 1,300 SH x x 5 1,300
2,113 34,300 SH x x 7 34,300
3,297 57,900 SH x x 10 57,900
51 900 SH x x 28 900
11,792 207,103 SH x 36 207,103
Telxon Corp. Common Stocks 879700102 1,393 166,300 SH x 36 166,300
Temple-Inland, Inc. Common Stocks 879868107 1,878 31,300 SH x x 8 31,300
1,295 21,400 SH x x 18 21,400
2,091 31,600 SH x x 25 31,600
865 14,300 SH x x 28 14,300
1,822 30,110 SH x x 31 30,110
6,219 102,800 SH x 36 102,800
TeleTech Holdings, Inc. Common Stocks 879939106 62 4,400 SH x x 37 4,400
Tenet Healthcare Corp. Common Stocks 88033G100 2,864 152,090 SH x x 7 152,090
3,257 181,500 SH x x 8 181,500
3,951 224,981 SH x 36 224,981
Tennant Co. Common Stocks 880345103 125 3,700 SH x x 19 3,700
203 6,000 SH x 36 6,000
Tenneco, Inc. Common Stocks 88037E101 3,327 197,100 SH x x 8 197,100
68 4,009 SH x 36 4,009
Teradyne, Inc. Common Stocks 880770102 2,184 61,964 SH x x 3 61,964
374 10,600 SH x x 18 10,600
11,844 336,000 SH x x 26 336,000
8,933 253,432 SH x 36 253,432
243 6,000 SH x x 42 6,000
Terex Corp. Common Stocks 880779103 1,724 50,700 SH x x 28 50,700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,632 51,800 SH x 36 51,800
Terra Industries, Inc. Common Stocks 880915103 14 8,400 SH x x 18 8,400
Tesoro Petroleum Corp. Common Stocks 881609101 942 57,100 SH x x 7 57,100
99 6,000 SH x x 18 6,000
2,107 116,800 SH x x 25 116,800
812 45,600 SH x x 28 45,600
3,557 215,600 SH x 36 215,600
Teva Pharmaceutical Industries,
Ltd. - ADR Common Stocks 881624209 166 2,240 SH x x 8 2,240
4,951 98,400 SH x 36 98,400
414 8,220 SH x x 38 8,220
363 7,210 SH x x 40 7,210
TETRA Technologies, Inc. New Common Stocks 88162G103 1,223 73,725 SH x x 9 73,725
1,469 88,000 SH x 36 88,000
55 3,325 SH x x 37 3,325
Texaco, Inc. Common Stocks 881694103 12,223 181,066 SH x x 4 181,066
4,987 73,560 SH x x 7 73,560
10,740 170,600 SH x x 8 170,600
5,347 84,700 SH x x 17 84,700
410 6,500 SH x x 31 6,500
3,346 53,000 SH x x 32 53,000
40,608 643,297 SH x 36 643,297
Texas Industries, Inc. Common Stocks 882491103 2,440 65,950 SH x x 3 65,950
1,479 38,820 SH x x 7 38,820
950 21,800 SH x x 28 21,800
2,017 54,520 SH x 36 54,520
22 600 SH x x 42 600
Texas Instruments, Inc. Common Stocks 882508104 1,456 17,700 SH x x 1 17,700
9,489 107,560 SH x x 7 107,560
19,879 237,300 SH x x 8 237,300
7,049 85,700 SH x x 10 85,700
12,132 147,500 SH x x 26 147,500
855 10,400 SH x x 28 10,400
46,527 565,679 SH x 36 565,679
4,188 50,921 SH x x 44 50,921
Texas Regional Bancshares, Inc.
Class A Common Stocks 882673106 52 2,100 SH x x 18 2,100
37 1,500 SH x x 37 1,500
Texas Utilities Co. Common Stocks 882848104 14,611 358,600 SH x x 4 358,600
2,572 68,940 SH x x 5 68,940
2,229 55,660 SH x x 7 55,660
2,425 65,000 SH x x 8 65,000
5,227 140,100 SH x x 18 140,100
209 5,600 SH x x 28 5,600
2,174 58,270 SH x x 31 58,270
24,600 659,308 SH x 36 659,308
Textron, Inc. Common Stocks 883203101 10,468 118,950 SH x x 4 118,950
1,068 13,800 SH x x 18 13,800
1,408 18,200 SH x x 28 18,200
17,000 219,705 SH x 36 219,705
Thermo Electron Corp. Common Stocks 883556102 6,097 453,750 SH x 36 453,750
Thermo Instrument Systems, Inc. Common Stocks 883559106 109 10,200 SH x x 26 10,200
204 19,049 SH x 36 19,049
6 600 SH x x 42 600
ThermoQuest Corp. Common Stocks 883655102 12 1,200 SH x 36 1,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
11 1,110 SH x x 42 1,110
Thomas & Betts Corp. Common Stocks 884315102 1,148 22,500 SH x x 3 22,500
1,965 38,520 SH x x 31 38,520
6,825 133,830 SH x 36 133,830
Thomas Industries, Inc. Common Stocks 884425109 13 700 SH x x 7 700
Thornburg Mortgage Asset Corp. Common Stocks 885218107 26 2,900 SH x 36 2,900
6 700 SH x x 42 700
3Com Corp. Common Stocks 885535104 1,526 53,200 SH x x 8 53,200
3,420 119,200 SH x x 26 119,200
32 1,100 SH x x 28 1,100
5,995 208,522 SH x 36 208,522
3Dfx Interactive, Inc. NPV Common Stocks 88553X103 26 3,100 SH x x 37 3,100
Ticketmaster Online-CitySearch,
Inc. Class B Common Stocks 88633P203 11 463 SH x 36 463
Tidewater, Inc. Common Stocks 886423102 1,793 70,300 SH x x 7 70,300
92 3,600 SH x x 18 3,600
56 2,200 SH x x 26 2,200
194 7,600 SH x x 28 7,600
5,465 214,300 SH x 36 214,300
Tiffany & Co. Common Stocks 886547108 4,593 73,100 SH x x 7 73,100
2,997 50,000 SH x x 9 50,000
2,880 48,050 SH x x 23 48,050
1,515 23,400 SH x x 28 23,400
23,571 393,266 SH x 36 393,266
3,797 63,351 SH x x 44 63,351
Timberland Co. Class A Common Stocks 887100105 109 1,900 SH x x 28 1,900
211 5,400 SH x 36 5,400
55 1,400 SH x x 37 1,400
Time Warner, Inc. Common Stocks 887315109 5,572 66,400 SH x x 1 66,400
5,383 84,510 SH x x 7 84,510
2,020 33,250 SH x x 8 33,250
5,291 87,100 SH x x 10 87,100
5,601 92,200 SH x x 17 92,200
767 8,600 SH x x 20 8,600
10,516 173,100 SH x x 26 173,100
58,941 970,217 SH x 36 970,217
8,527 140,359 SH x x 44 140,359
Times Mirror Co. Series A Common Stocks 887364107 1,064 16,000 SH x x 8 16,000
401 6,100 SH x x 18 6,100
73 1,116 SH x 36 1,116
Timken Co. Common Stocks 887389104 26 1,600 SH x x 28 1,600
422 26,200 SH x 36 26,200
31 1,700 SH x x 42 1,700
Titan Corp. (conv.) Long-Term
Investments 888266AA1 318 80,000 SH x x 19 80,000
595 150,000 SH x 36 150,000
Titan Exploration, Inc. New Common Stocks 888289105 279 56,500 SH x x 19 56,500
417 84,400 SH x 36 84,400
Titanium Metals Corp. Common Stocks 888339108 1,717 192,150 SH x 36 192,150
Toll Brothers, Inc. Common Stocks 889478103 1,706 89,500 SH x x 3 89,500
1,015 51,600 SH x x 7 51,600
2,802 147,000 SH x 36 147,000
32 1,700 SH x x 37 1,700
Tootsie Roll Industries, Inc. Common Stocks 890516107 2,327 70,730 SH x x 9 70,730
139 2,884 SH x x 28 2,884
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3,917 119,155 SH x 36 119,155
Torchmark Corp. Common Stocks 891027104 1,225 47,300 SH x x 8 47,300
1,504 58,110 SH x x 31 58,110
3,523 136,145 SH x 36 136,145
Toro Co. Common Stocks 891092108 523 14,000 SH x x 7 14,000
71 1,900 SH x x 18 1,900
262 7,000 SH x x 28 7,000
2,231 59,700 SH x 36 59,700
77 2,100 SH x x 42 2,100
Tosco Corp. Common Stocks 891490302 1,089 40,250 SH x x 7 40,250
2,933 116,900 SH x x 8 116,900
4,866 192,700 SH x x 18 192,700
2,894 114,600 SH x x 26 114,600
1,855 73,480 SH x x 31 73,480
7,638 302,480 SH x 36 302,480
Tower Automotive, Inc. Common Stocks 891707101 2,402 118,180 SH x x 7 118,180
1,675 78,100 SH x x 28 78,100
6,594 332,800 SH x 36 332,800
34 1,700 SH x x 37 1,700
84 4,200 SH x x 42 4,200
Total Systems Services, Inc. Common Stocks 891906109 14 865 SH x 36 865
Town & Country Trust Common Stocks 892081100 5 300 SH x 36 300
Toys "R" Us, Inc. Common Stocks 892335100 1,746 108,570 SH x x 7 108,570
123 8,200 SH x x 8 8,200
845 56,324 SH x x 26 56,324
125 8,300 SH x x 28 8,300
891 59,400 SH x x 31 59,400
4,626 308,393 SH x 36 308,393
Tractor Supply Co. Common Stocks 892356106 26 1,400 SH x x 18 1,400
57 3,100 SH x x 19 3,100
86 4,500 SH x 36 4,500
35 1,900 SH x x 37 1,900
Trans World Entertainment Corp. Common Stocks 89336Q100 252 19,900 SH x 36 19,900
44 3,500 SH x x 37 3,500
Transatlantic Holdings, Inc. Common Stocks 893521104 2,691 38,300 SH x x 3 38,300
875 11,970 SH x x 7 11,970
6,069 86,387 SH x 36 86,387
213 3,000 SH x x 42 3,000
Transocean Offshore, Inc. Common Stocks 893817106 107 3,700 SH x x 9 3,700
Transport Corp. of America Common Stocks 89385P102 278 22,000 SH x x 19 22,000
416 32,000 SH x 36 32,000
TransTechnology Corp. Common Stocks 893889105 114 9,900 SH x x 19 9,900
179 15,500 SH x 36 15,500
TransTexas Gas Corp. Common Stocks 893895102 0 1,000 SH x 36 1,000
TransMontaigne, Inc. Common Stocks 893934109 730 46,300 SH x x 28 46,300
197 13,100 SH x 36 13,100
Travelers Property Casualty
Corp. Class A Common Stocks 893939108 697 22,040 SH x x 7 22,040
611 20,700 SH x x 8 20,700
1,269 43,020 SH x x 31 43,020
3,180 107,786 SH x 36 107,786
TranSwitch Corp. Common Stocks 894065101 2,186 38,350 SH x x 23 38,350
2,133 37,425 SH x 36 37,425
Tredegar Industries, Inc. Common Stocks 894650100 64 3,000 SH x x 28 3,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
100 4,700 SH x 36 4,700
Trendwest Resorts, Inc. NPV Common Stocks 894917103 44 1,700 SH x x 37 1,700
Triangle Bancorp, Inc. Common Stocks 895835106 57 3,100 SH x x 37 3,100
Triad Guaranty, Inc. Common Stocks 895925105 20 1,100 SH x x 28 1,100
3 200 SH x 36 200
Tricon Global Restaurants, Inc. Common Stocks 895953107 1,672 40,844 SH x x 5 40,844
8,404 205,300 SH x x 26 205,300
2,539 62,030 SH x 36 62,030
Tribune Co. Common Stocks 896047107 17,141 316,760 SH x x 4 316,760
1,531 30,774 SH x x 5 30,774
2,030 40,800 SH x x 26 40,800
23,960 481,618 SH x 36 481,618
Trigon Healthcare, Inc. Common Stocks 89618L100 1,445 49,070 SH x x 7 49,070
803 24,500 SH x x 28 24,500
2,891 100,129 SH x 36 100,129
TriNet Corporate Realty Trust,
Inc. REIT Common Stocks 896287109 67 2,800 SH x x 18 2,800
564 23,700 SH x x 27 23,700
69 2,900 SH x 36 2,900
16 700 SH x x 42 700
Trinity Industries, Inc. Common Stocks 896522109 2,103 68,100 SH x x 3 68,100
2,557 81,830 SH x x 7 81,830
195 6,300 SH x x 26 6,300
1,337 37,500 SH x x 28 37,500
8,141 263,670 SH x 36 263,670
40 1,330 SH x x 42 1,330
Triquint Semiconductor, Inc. Common Stocks 89674K103 74 1,300 SH x x 37 1,300
TriStar Aerospace Co. Common Stocks 89674L101 196 32,000 SH x x 19 32,000
276 45,000 SH x 36 45,000
Trizec Hahn Corp. Common Stocks 896938107 3,564 188,200 SH x x 27 188,200
Trust Company of New Jersey Common Stocks 898304100 2 100 SH x 36 100
Trustmark Corp. Common Stocks 898402102 108 4,800 SH x x 7 4,800
2,436 99,000 SH x x 25 99,000
70 3,100 SH x x 26 3,100
1,719 76,400 SH x x 28 76,400
2,657 118,076 SH x 36 118,076
69 3,100 SH x x 42 3,100
Tubos de Acero de Mexico SA Common Stocks 898592506 172 14,000 SH x x 38 14,000
Tupperware Corp. Common Stocks 899896104 551 27,200 SH x x 7 27,200
1,057 52,200 SH x x 26 52,200
456 22,500 SH x x 28 22,500
2,768 136,700 SH x 36 136,700
73 3,600 SH x x 37 3,600
164 8,700 SH x x 42 8,700
TV Azteca SA de CV - ADR Common Stocks 901145102 1,429 279,200 SH x x 6 279,200
20th Century Industries Common Stocks 901272203 41 2,115 SH x 36 2,115
Twinlab Corp. New Common Stocks 901774109 469 52,800 SH x 36 52,800
Tyco International, Ltd. Common Stocks 902124106 41,275 363,040 SH x x 1 363,040
26,809 259,303 SH x x 8 259,303
7,878 76,300 SH x x 10 76,300
7,775 75,300 SH x x 17 75,300
1,843 12,150 SH x x 20 12,150
1,746 16,910 SH x x 26 16,910
7,052 68,300 SH x x 32 68,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
102,656 994,248 SH x 36 994,248
Tyson Foods, Inc. Class A Common Stocks 902494103 944 57,400 SH x x 18 57,400
2,084 126,800 SH x x 26 126,800
79 4,800 SH x x 28 4,800
1,491 90,720 SH x x 31 90,720
6,559 399,034 SH x 36 399,034
UAL Corp. Common Stocks 902549500 3,494 53,500 SH x x 1 53,500
5,101 75,590 SH x x 7 75,590
2,097 32,100 SH x x 18 32,100
59 900 SH x x 26 900
227 3,100 SH x x 28 3,100
41,539 636,011 SH x 36 636,011
8,886 136,060 SH x x 44 136,060
UGI Corp. Common Stocks 902681105 832 35,800 SH x x 7 35,800
109 4,700 SH x x 18 4,700
1,281 55,100 SH x 36 55,100
30 1,300 SH x x 42 1,300
UICI Common Stocks 902737105 268 10,500 SH x x 7 10,500
2,267 81,100 SH x x 25 81,100
381 13,500 SH x x 28 13,500
46 1,800 SH x x 29 1,800
2,748 107,500 SH x 36 107,500
41 1,600 SH x x 37 1,600
UMB Financial Corp. Common Stocks 902788108 129 3,100 SH x x 7 3,100
96 2,300 SH x x 29 2,300
146 3,500 SH x 36 3,500
USX-Marathon Group Common Stocks 902905827 1,728 59,067 SH x x 5 59,067
749 25,600 SH x x 7 25,600
5,762 197,000 SH x x 17 197,000
8,620 294,700 SH x x 18 294,700
339 11,600 SH x x 26 11,600
14,672 501,592 SH x 36 501,592
UST Corp. Common Stocks 902911106 2,922 96,800 SH x x 18 96,800
281 9,300 SH x x 26 9,300
1,114 36,900 SH x x 28 36,900
4,646 153,897 SH x 36 153,897
USA Truck, Inc. Common Stocks 902925106 220 25,000 SH x x 19 25,000
308 34,500 SH x 36 34,500
U.S. Restaurant Properties, Inc. Common Stocks 902971100 72 3,800 SH x x 18 3,800
29 1,500 SH x 36 1,500
3 200 SH x x 42 200
U.S. Bancorp Common Stocks 902973106 6,033 198,000 SH x x 8 198,000
519 17,189 SH x 36 17,189
USA Networks, Inc. Common Stocks 902984103 5,262 135,800 SH x x 17 135,800
12,617 325,596 SH x 36 325,596
URS Corp. Common Stocks 903236107 321 13,100 SH x x 7 13,100
51 2,100 SH x x 18 2,100
2,709 101,100 SH x x 25 101,100
1,143 43,200 SH x x 28 43,200
3,768 153,800 SH x 36 153,800
USG Corp. Common Stocks 903293405 2,166 45,600 SH x x 3 45,600
1,739 36,600 SH x x 7 36,600
52 1,100 SH x x 8 1,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
342 7,200 SH x x 18 7,200
2,650 51,000 SH x x 25 51,000
9,291 195,600 SH x x 26 195,600
1,960 39,300 SH x x 28 39,300
95 2,000 SH x x 29 2,000
12,955 272,742 SH x 36 272,742
194 4,100 SH x x 42 4,100
U.S. Foodservice Common Stocks 90331R101 2,271 122,300 SH x x 7 122,300
1,988 110,430 SH x 36 110,430
US LEC Corp. Common Stocks 90331S109 379 15,300 SH x x 28 15,300
160 6,500 SH x 36 6,500
87 3,000 SH x x 42 3,000
USEC, Inc. Common Stocks 90333E108 984 96,400 SH x x 8 96,400
USX-U.S. Steel Group Common Stocks 90337T101 3,201 122,200 SH x x 7 122,200
129 5,000 SH x x 8 5,000
1,419 55,100 SH x x 18 55,100
3,251 126,260 SH x 36 126,260
UTI Energy Corp. Common Stocks 903387108 5 300 SH x x 42 300
U.S. Xpress Enterprises, Inc. Common Stocks 90338N103 27 4,600 SH x 36 4,600
Class A 903849100 339 21,700 SH x 36 21,700
Ultramar Diamond Shamrock Corp. Common Stocks 904000106 4,745 179,890 SH x x 7 179,890
3,848 151,700 SH x x 8 151,700
3,468 136,000 SH x x 18 136,000
3,695 144,900 SH x x 26 144,900
891 34,000 SH x x 28 34,000
1,483 58,140 SH x x 31 58,140
10,807 423,822 SH x 36 423,822
272 10,920 SH x x 42 10,920
Uniao de Bancos Brasileiros SA -
GDR Common Stocks 90458E107 0 2 SH x x 11 2
987 38,000 SH x x 22 38,000
129 7,300 SH x x 40 7,300
Unifi, Inc. Common Stocks 904677101 336 30,600 SH x x 8 30,600
Unicom Corp. Common Stocks 904911104 10,995 271,330 SH x x 4 271,330
1,915 48,280 SH x x 7 48,280
240 6,500 SH x x 28 6,500
196 5,300 SH x x 31 5,300
18,174 492,021 SH x 36 492,021
Union Carbide Corp. Common Stocks 905581104 2,676 47,100 SH x x 8 47,100
750 13,200 SH x x 26 13,200
1,460 25,700 SH x x 31 25,700
11,781 207,365 SH x 36 207,365
Union Pacific Corp. Common Stocks 907818108 11,922 229,930 SH x x 4 229,930
1,143 23,786 SH x x 5 23,786
2,317 44,860 SH x x 7 44,860
6,360 130,800 SH x x 8 130,800
2,533 52,700 SH x x 28 52,700
2,401 49,960 SH x x 31 49,960
35,430 737,173 SH x 36 737,173
Union Pacific Resources Group,
Inc. Common Stocks 907834105 2,626 163,500 SH x x 26 163,500
11,618 723,300 SH x 36 723,300
132 9,000 SH x x 42 9,000
Union Planters Corp. Common Stocks 908068109 2,281 55,977 SH x x 3 55,977
7,029 171,900 SH x x 8 171,900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,596 63,702 SH x 36 63,702
UnionBanCal Corp. Common Stocks 908906100 2,110 58,198 SH x x 5 58,198
2,276 58,480 SH x x 7 58,480
4,013 110,700 SH x x 26 110,700
3,259 89,900 SH x x 28 89,900
1,766 48,720 SH x x 31 48,720
7,721 213,000 SH x 36 213,000
Uniphase Corp. Common Stocks 909149106 348 2,600 SH x x 9 2,600
UniSource Energy Corp. NPV Common Stocks 909205106 53 4,500 SH x x 18 4,500
779 61,400 SH x x 28 61,400
475 40,200 SH x 36 40,200
Unisys Corp. Common Stocks 909214108 12,292 250,800 SH x x 4 250,800
1,290 28,597 SH x x 5 28,597
2,137 44,150 SH x x 7 44,150
1,200 26,600 SH x x 26 26,600
20,480 453,852 SH x 36 453,852
Unit Corp. Common Stocks 909218109 325 43,000 SH x x 19 43,000
454 60,000 SH x 36 60,000
United Bankshares, Inc. Common Stocks 909907107 38 1,600 SH x x 37 1,600
United Dominion Realty Trust, Common Stocks 910197102 144 12,900 SH x 36 12,900
Inc. Common Stocks 910197102 144 12,900 SH x 36
26 2,310 SH x x 42 2,310
United Fire & Casualty Co. Common Stocks 910331107 2,541 110,461 SH x 36 110,461
United Healthcare Corp. Common Stocks 910581107 1,479 30,386 SH x x 5 30,386
1,943 37,310 SH x x 7 37,310
336 6,900 SH x x 8 6,900
2,210 45,400 SH x x 18 45,400
151 3,100 SH x x 26 3,100
2,600 53,410 SH x 36 53,410
United Illuminating Co. Common Stocks 910637107 595 12,300 SH x x 7 12,300
106 2,200 SH x x 18 2,200
505 8,900 SH x x 28 8,900
1,819 37,600 SH x 36 37,600
113 2,300 SH x x 42 2,300
United Payors & United
Providers, Inc. Common Stocks 911319101 397 20,000 SH x x 28 20,000
132 7,500 SH x 36 7,500
United Rentals, Inc. Common Stocks 911363100 16 728 SH x 36 728
US Bioscience, Inc. Common Stocks 911646206 7 514 SH x x 17 514
United States Cellular Corp. Common Stocks 911684108 4,998 73,500 SH x x 3 73,500
571 8,400 SH x x 26 8,400
2,696 38,600 SH x x 28 38,600
129 1,900 SH x x 29 1,900
7,111 104,580 SH x 36 104,580
USAirways Group, Inc. Common Stocks 911905107 51 1,952 SH x 36 1,952
U.S. Home Corp. Common Stocks 911920106 345 12,400 SH x x 7 12,400
1,148 37,600 SH x x 28 37,600
1,416 50,900 SH x 36 50,900
US Industries, Inc. New Common Stocks 912080108 8 500 SH x x 26 500
954 60,569 SH x 36 60,569
91 5,700 SH x x 42 5,700
U.S. West, Inc. NPV Common Stocks 91273H101 3,047 53,400 SH x x 26 53,400
46 800 SH x x 31 800
677 11,865 SH x 36 11,865
U.S. Trust Corp. Common Stocks 91288L105 169 2,100 SH x x 26 2,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
878 10,927 SH x 36 10,927
104 1,300 SH x x 37 1,300
United Stationers, Inc. Common Stocks 913004107 812 32,000 SH x x 28 32,000
959 45,000 SH x 36 45,000
99 4,400 SH x x 42 4,400
United Technologies Corp. Common Stocks 913017109 13,684 209,838 SH x x 1 209,838
5,744 89,330 SH x x 7 89,330
706 8,100 SH x x 20 8,100
1,731 29,190 SH x x 28 29,190
23,442 395,221 SH x 36 395,221
United Television, Inc. Common Stocks 913066106 2,418 21,450 SH x x 3 21,450
101 900 SH x x 28 900
3,405 30,200 SH x 36 30,200
United Wisconsin Services, Inc. Common Stocks 913238100 5 800 SH x 36 800
Unitrin, Inc. Common Stocks 913275103 2,099 60,400 SH x x 28 60,400
141 4,058 SH x 36 4,058
Universal Corp. Common Stocks 913456109 651 24,900 SH x x 7 24,900
76 2,900 SH x x 18 2,900
1,620 62,000 SH x x 26 62,000
153 4,000 SH x x 28 4,000
1,729 66,200 SH x 36 66,200
Universal Foods Corp. Common Stocks 913538104 99 4,300 SH x x 7 4,300
92 4,000 SH x x 29 4,000
700 30,500 SH x 36 30,500
44 1,900 SH x x 37 1,900
Universal Forest Products, Inc. Common Stocks 913543104 138 10,900 SH x x 28 10,900
474 36,300 SH x 36 36,300
Universal Health Services, Inc.
Class B Common Stocks 913903100 1,125 41,700 SH x x 7 41,700
65 2,500 SH x x 18 2,500
564 22,100 SH x x 28 22,100
1,808 69,891 SH x 36 69,891
Univision Communications, Inc.
Class A Common Stocks 914906102 195 2,400 SH x x 26 2,400
142 1,742 SH x 36 1,742
Unocal Corp. Common Stocks 915289102 13,155 329,080 SH x x 4 329,080
2,120 57,200 SH x x 32 57,200
31,676 854,654 SH x 36 854,654
UNOVA, Inc. Common Stocks 91529B106 1,201 89,800 SH x 36 89,800
USFreightways Corp. Common Stocks 916906100 2,932 59,860 SH x x 7 59,860
931 19,650 SH x x 23 19,650
2,311 44,700 SH x x 25 44,700
64 1,400 SH x x 28 1,400
7,238 152,790 SH x 36 152,790
Urban Outfitters, Inc. Common Stocks 917047102 38 1,700 SH x x 37 1,700
Urban Shopping Centers, Inc. Common Stocks 917060105 2,062 71,100 SH x x 27 71,100
29 1,000 SH x 36 1,000
6 200 SH x x 42 200
UroCor, Inc. Common Stocks 91727P105 157 38,000 SH x x 19 38,000
205 50,000 SH x 36 50,000
USBANCORP, Inc. Common Stocks 917292104 34 2,500 SH x x 18 2,500
161 9,500 SH x x 28 9,500
USWeb Corp. Common Stocks 917327108 134 3,900 SH x x 26 3,900
3,590 104,630 SH x 36 104,630
UtiliCorp United, Inc. Common Stocks 918005109 2,436 112,200 SH x x 7 112,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
133 6,300 SH x x 18 6,300
494 23,450 SH x x 26 23,450
1,887 81,250 SH x x 28 81,250
5,542 263,102 SH x 36 263,102
77 3,550 SH x x 42 3,550
V.F. Corp. Common Stocks 918204108 555 17,900 SH x x 26 17,900
1,646 53,100 SH x x 31 53,100
4,955 159,828 SH x 36 159,828
Valassis Communications, Inc. Common Stocks 918866104 784 15,400 SH x x 7 15,400
3,370 77,000 SH x x 9 77,000
3,559 74,100 SH x x 25 74,100
1,604 36,500 SH x x 26 36,500
11,840 269,474 SH x 36 269,474
185 4,200 SH x x 37 4,200
63 1,500 SH x x 42 1,500
Valhi, Inc. New Common Stocks 918905100 2 200 SH x 36 200
Valero Energy Corp. Common Stocks 91913Y100 338 17,700 SH x x 8 17,700
Valley National Gases, Inc. Common Stocks 919792101 189 50,400 SH x x 19 50,400
290 77,300 SH x 36 77,300
Valley National Bancorp Common Stocks 919794107 720 26,119 SH x x 28 26,119
373 14,987 SH x 36 14,987
Valspar Corp. Common Stocks 920355104 72 2,200 SH x x 26 2,200
141 4,307 SH x 36 4,307
23 700 SH x x 37 700
Value City Department Stores,
Inc. Common Stocks 920387107 39 2,600 SH x 36 2,600
19 1,230 SH x x 42 1,230
Valuevision International, Inc.
Class A Common Stocks 92047K107 1,945 74,800 SH x 36 74,800
Vantive Corp. (The) Common Stocks 922091103 203 23,000 SH x x 19 23,000
304 35,000 SH x 36 35,000
Varco International, Inc. Common Stocks 922126107 608 49,900 SH x x 7 49,900
107 8,800 SH x x 18 8,800
1,901 156,000 SH x 36 156,000
29 2,500 SH x x 42 2,500
Vastar Resources, Inc. Common Stocks 922380100 1,626 24,190 SH x x 7 24,190
288 4,600 SH x x 28 4,600
1,296 20,708 SH x 36 20,708
Veeco Instruments, Inc. Common Stocks 922417100 1,207 43,100 SH x 36 43,100
Ventas, Inc. Common Stocks 92276F100 19 4,000 SH x 36 4,000
Venator Group, Inc. Common Stocks 922944103 1,670 195,000 SH x x 7 195,000
2,445 285,518 SH x 36 285,518
Verio, Inc. Common Stocks 923433106 2,325 74,700 SH x x 9 74,700
2,364 76,100 SH x x 23 76,100
112 3,600 SH x x 26 3,600
3,234 104,322 SH x 36 104,322
Veritas Software Corp. Common Stocks 923436109 2,441 32,141 SH x x 5 32,141
4,646 60,600 SH x x 9 60,600
6,318 83,204 SH x 36 83,204
311 4,100 SH x x 37 4,100
Verity, Inc. Common Stocks 92343C106 6,895 100,200 SH x x 23 100,200
5,526 80,300 SH x 36 80,300
VeriSign, Inc. Common Stocks 92343E102 851 8,000 SH x x 23 8,000
489 4,600 SH x x 26 4,600
2,015 18,922 SH x 36 18,922
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Veritas DGC, Inc. Common Stocks 92343P107 1,313 69,100 SH x x 9 69,100
4,285 222,600 SH x 36 222,600
Veterinary Centers of America,
Inc. Common Stocks 925514101 23 2,000 SH x x 18 2,000
2,014 176,050 SH x 36 176,050
Veterinary Centers of America, Long-Term
Inc. Investment 925514AB7 179 250,000 SH x x 19 250,000
322 450,000 SH x 36 450,000
Viacom, Inc. Class B Common Stocks 925524308 6,630 156,926 SH x x 5 156,926
5,628 133,200 SH x x 17 133,200
7,728 182,900 SH x x 18 182,900
68 1,600 SH x x 28 1,600
14,648 346,690 SH x 36 346,690
Viatel, Inc. Common Stocks 925529208 461 15,600 SH x 36 15,600
Viad Corp. Common Stocks 92552R109 614 20,800 SH x x 26 20,800
2,012 68,210 SH x 36 68,210
Vintage Petroleum, Inc. Common Stocks 927460105 2,248 166,500 SH x x 3 166,500
2,871 212,700 SH x 36 212,700
Vishay Intertechnology, Inc. Common Stocks 928298108 401 16,875 SH x x 18 16,875
1,557 65,549 SH x x 26 65,549
500 17,100 SH x x 28 17,100
7,544 317,638 SH x 36 317,638
337 13,800 SH x x 42 13,800
Vistana, Inc. Common Stocks 92839P108 40 2,700 SH x x 37 2,700
Visual Networks, Inc. Common Stocks 928444108 420 9,900 SH x 36 9,900
VISX, Inc. Common Stocks 92844S105 709 8,400 SH x x 7 8,400
1,652 20,900 SH x x 23 20,900
2,825 31,700 SH x x 25 31,700
1,422 16,100 SH x x 28 16,100
5,874 74,271 SH x 36 74,271
Vital Signs, Inc. Common Stocks 928469105 26 1,300 SH x x 18 1,300
Vitesse Semiconductor Corp. Common Stocks 928497106 973 11,397 SH x x 5 11,397
1,648 19,300 SH x x 23 19,300
1,546 18,110 SH x 36 18,110
Vodafone Group PLC - ADR Common Stocks 92857T107 7,727 32,500 SH x x 1 32,500
24,655 103,700 SH x 36 103,700
Volt Information Sciences, Inc. Common Stocks 928703107 73 3,000 SH x x 28 3,000
Vornado Realty Trust Common Stocks 929042109 31,272 962,200 SH x x 2 962,200
235 7,100 SH x x 8 7,100
26 800 SH x x 26 800
4,514 138,900 SH x x 27 138,900
713 21,936 SH x 36 21,936
73 2,200 SH x x 42 2,200
Vulcan Materials Co. Common Stocks 929160109 103 2,800 SH x x 28 2,800
77 2,100 SH x 36 2,100
WICOR, Inc. Common Stocks 929253102 116 4,000 SH x x 29 4,000
WMS Industries, Inc. Common Stocks 929297109 36 3,100 SH x x 37 3,100
WPS Resources Corp. Common Stocks 92931B106 93 3,300 SH x x 18 3,300
Wabash National Corp. Common Stocks 929566107 39 1,900 SH x x 37 1,900
Wachovia Corp. Common Stocks 929771103 3,905 46,250 SH x x 7 46,250
3,417 43,454 SH x 36 43,454
Wackenhut Corp. Common Stocks 929794105 79 4,000 SH x x 7 4,000
20 1,000 SH x x 18 1,000
79 4,000 SH x x 28 4,000
45 2,300 SH x 36 2,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Waddell & Reed Financial,
Inc. Class A Common Stocks 930059100 387 17,440 SH x 36 17,440
Wal-Mart Stores, Inc. Common Stocks 931142103 16,527 315,758 SH x x 1 315,758
12,702 267,059 SH x x 5 267,059
5,238 101,820 SH x x 7 101,820
29,720 620,700 SH x x 8 620,700
9,741 204,800 SH x x 10 204,800
531 7,600 SH x x 20 7,600
4,528 95,200 SH x x 26 95,200
875 18,400 SH x x 28 18,400
3,800 79,900 SH x x 32 79,900
85,970 1,807,509 SH x 36 1,807,509
6,855 144,125 SH x x 44 144,125
Walden Residential
Properties, Inc. Common Stocks 931210108 59 2,700 SH x 36 2,700
13 600 SH x x 42 600
Walgreen Co. Common Stocks 931422109 6,824 242,600 SH x x 1 242,600
1,380 54,400 SH x x 10 54,400
399 10,700 SH x x 20 10,700
11,338 446,834 SH x 36 446,834
Wallace Computer
Services, Inc. Common Stocks 932270101 101 5,000 SH x x 18 5,000
101 5,000 SH x x 28 5,000
85 4,200 SH x x 29 4,200
Walter Industries, Inc. Common Stocks 93317Q105 66 4,900 SH x 36 4,900
Warnaco Group, Inc. Class
A Common Stocks 934390105 26 1,400 SH x x 18 1,400
5 300 SH x x 26 300
24 1,333 SH x 36 1,333
Warner-Lambert Co. Common Stocks 934488107 15,984 233,340 SH x x 1 233,340
11,680 174,200 SH x x 8 174,200
13,959 210,300 SH x x 10 210,300
5,655 85,200 SH x x 17 85,200
185 1,900 SH x x 20 1,900
969 14,600 SH x x 26 14,600
969 14,600 SH x x 28 14,600
2,821 42,500 SH x x 32 42,500
104,647 1,576,606 SH x 36 1,576,606
Washington Federal, Inc. Common Stocks 938824109 917 39,534 SH x x 7 39,534
223 9,600 SH x x 8 9,600
67 2,900 SH x x 28 2,900
102 4,400 SH x x 29 4,400
1,288 55,536 SH x 36 55,536
Washington Mutual, Inc. Common Stocks 939322103 3,907 124,490 SH x x 7 124,490
7,897 265,625 SH x x 8 265,625
3,286 112,350 SH x x 17 112,350
8,714 297,900 SH x x 18 297,900
1,217 41,616 SH x x 26 41,616
2,741 93,710 SH x x 31 93,710
17,143 586,080 SH x 36 586,080
Washington Post Co. Class
B Common Stocks 939640108 4,034 7,900 SH x x 3 7,900
1,985 3,620 SH x x 7 3,620
2,657 5,200 SH x x 8 5,200
5,520 10,810 SH x 36 10,810
Washington Real Estate
Investment Trust Common Stocks 939653101 11 700 SH x 36 700
Waste Connections, Inc. Common Stocks 941053100 2,480 110,600 SH x x 25 110,600
2,192 106,600 SH x 36 106,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Waste Management, Inc. Common Stocks 94106L109 5,207 271,536 SH x x 8 271,536
942 48,940 SH x 36 48,940
Waters Corp. Common Stocks 941848103 1,217 20,095 SH x x 5 20,095
442 7,300 SH x x 26 7,300
1,046 15,400 SH x x 28 15,400
2,399 39,607 SH x 36 39,607
273 4,500 SH x x 37 4,500
Watsco, Inc. Common Stocks 942622200 36 3,200 SH x x 37 3,200
Watson Pharmaceuticals,
Inc. Common Stocks 942683103 2,561 84,800 SH x x 8 84,800
70 2,298 SH x 36 2,298
Weatherford
International, Inc. Common Stocks 947074100 157 4,900 SH x x 26 4,900
4,869 152,148 SH x 36 152,148
Webb (Del E.) Corp. Common Stocks 947423109 495 22,500 SH x x 7 22,500
59 2,700 SH x x 18 2,700
1,903 79,300 SH x x 25 79,300
99 4,500 SH x x 28 4,500
42 1,900 SH x x 29 1,900
2,224 101,100 SH x 36 101,100
Webster Financial Corp. Common Stocks 947890109 2,371 93,200 SH x x 3 93,200
636 25,000 SH x x 7 25,000
107 4,200 SH x x 18 4,200
20 800 SH x x 28 800
3,435 134,700 SH x 36 134,700
32 1,200 SH x x 42 1,200
Weingarten Realty
Investors Common Stocks 948741103 101 2,700 SH x 36 2,700
27 700 SH x x 42 700
Weis Markets, Inc. Common Stocks 948849104 75 2,200 SH x x 26 2,200
1,072 31,300 SH x x 28 31,300
256 7,461 SH x 36 7,461
Wellman, Inc. Common Stocks 949702104 415 23,000 SH x x 19 23,000
943 42,500 SH x x 28 42,500
849 47,000 SH x 36 47,000
Wellpoint Health
Networks, Inc. Common Stocks 94973H108 1,665 29,213 SH x x 5 29,213
1,269 22,800 SH x x 8 22,800
2,767 48,550 SH x 36 48,550
Wells Fargo Co. Common Stocks 949746101 8,377 211,400 SH x x 5 211,400
6,734 169,610 SH x x 8 169,610
2,932 74,000 SH x x 10 74,000
8,274 208,800 SH x x 18 208,800
2,729 68,870 SH x x 31 68,870
25,456 642,418 SH x 36 642,418
Wellsford Real
Properties, Inc. Common Stocks 950240101 270 28,400 SH x x 19 28,400
310 32,600 SH x 36 32,600
5 500 SH x x 42 500
Wendy's International,
Inc. Common Stocks 950590109 156 5,900 SH x x 18 5,900
480 18,200 SH x x 28 18,200
1,498 56,796 SH x 36 56,796
Werner Enterprises, Inc. Common Stocks 950755108 199 11,300 SH x x 7 11,300
291 16,500 SH x 36 16,500
21 1,200 SH x x 42 1,200
Wesco Financial Corp. Com Common Stocks 950817100 9 32 SH x 36 32
Wesley Jessen VisionCare,
Inc. New Common Stocks 951018100 91 2,900 SH x x 37 2,900
West Coast Bancorp NPV Common Stocks 952145100 48 3,300 SH x x 18 3,300
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
West Marine, Inc. Common Stocks 954235107 18 2,300 SH x x 18 2,300
249 31,600 SH x x 19 31,600
351 43,900 SH x 36 43,900
Westamerica Bancorporation Common Stocks 957090103 2,145 70,500 SH x x 9 70,500
2,749 90,891 SH x 36 90,891
WesterFed Financial Corp. Common Stocks 957550106 231 14,000 SH x x 19 14,000
363 22,000 SH x 36 22,000
Western Gas Resources,
Inc. Common Stocks 958259103 346 18,500 SH x x 7 18,500
409 21,900 SH x 36 21,900
Western Resources, Inc. Common Stocks 959425109 1,845 83,920 SH x x 7 83,920
103 4,800 SH x x 18 4,800
596 24,100 SH x x 28 24,100
980 45,830 SH x x 31 45,830
4,190 196,040 SH x 36 196,040
33 1,500 SH x x 42 1,500
Western Wireless Corp.
NPV Class A Common Stocks 95988E204 686 15,300 SH x x 26 15,300
1,391 31,008 SH x 36 31,008
157 3,500 SH x x 37 3,500
Westfield America, Inc. Common Stocks 959910100 56 4,000 SH x 36 4,000
Westinghouse Air Brake Co. Common Stocks 960386100 35 1,900 SH x 36 1,900
WestPoint Stevens, Inc. Common Stocks 961238102 21 891 SH x 36 891
Westvaco Corp. Common Stocks 961548104 1,284 50,100 SH x x 7 50,100
1,778 69,400 SH x x 18 69,400
584 22,800 SH x x 28 22,800
728 28,400 SH x x 31 28,400
3,978 155,225 SH x 36 155,225
Weyerhaeuser Co. Common Stocks 962166104 4,544 78,849 SH x x 5 78,849
2,053 33,100 SH x x 7 33,100
2,028 35,200 SH x x 28 35,200
16,566 287,480 SH x 36 287,480
Whirlpool Corp. Common Stocks 963320106 9,883 140,340 SH x x 4 140,340
507 7,757 SH x x 5 7,757
2,466 34,900 SH x x 7 34,900
91 1,400 SH x x 28 1,400
2,140 32,770 SH x x 31 32,770
27,638 423,159 SH x 36 423,159
Whitman Corp. Common Stocks 96647K102 10 3,400 SH x x 42 3,400
Whittman-Hart, Inc. Common Stocks 966834103 34 874 SH x 36 874
97 2,500 SH x x 37 2,500
Wiley (John) & Son Inc.
Class A Common Stocks 968223206 8 500 SH x x 26 500
140 7,400 SH x x 28 7,400
3,746 238,800 SH x 36 238,800
55 3,500 SH x x 37 3,500
Willamette Industries,
Inc. Common Stocks 969133107 216 5,000 SH x x 28 5,000
1,242 28,800 SH x x 31 28,800
3,154 73,135 SH x 36 73,135
Willbros Group, Inc. Common Stocks 969199108 128 18,000 SH x x 19 18,000
157 22,000 SH x 36 22,000
Williams Cos. (The) Common Stocks 969457100 570 15,228 SH x 36 15,228
Williams-Sonoma, Inc. Common Stocks 969904101 291 5,990 SH x 36 5,990
160 3,300 SH x x 37 3,300
Wilmington Trust Corp. Common Stocks 971807102 37 769 SH x 36 769
Wilsons The Leather
Experts, Inc. Common Stocks 972463103 413 26,000 SH x x 19 26,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
576 36,000 SH x 36 36,000
Windmere Corp. Common Stocks 973411101 2,593 215,000 SH x 36 215,000
29 2,400 SH x x 37 2,400
Winn-Dixie Stores, Inc. Common Stocks 974280109 196 6,600 SH x x 28 6,600
643 21,661 SH x 36 21,661
Winnebago Industries, Inc. Common Stocks 974637100 43 1,800 SH x x 37 1,800
WinStar Communications,
Inc. Common Stocks 975515107 42 1,087 SH x 36 1,087
86 2,200 SH x x 37 2,200
Wisconsin Central
Transportation Corp. Common Stocks 976592105 83 6,100 SH x x 8 6,100
Wisconsin Energy Corp. Common Stocks 976657106 438 18,700 SH x x 7 18,700
6,081 258,500 SH x x 8 258,500
1,141 48,700 SH x x 31 48,700
7,825 333,873 SH x 36 333,873
26 1,100 SH x x 42 1,100
Workflow Mgmt, Inc. Common Stocks 98137N100 385 29,600 SH x 36 29,600
Worthington Industries,
Inc. Common Stocks 981811102 1,388 81,937 SH x x 5 81,937
356 21,000 SH x x 7 21,000
539 31,700 SH x 36 31,700
22 1,300 SH x x 42 1,300
Worldtex, Inc. Common Stocks 981907108 190 95,000 SH x x 19 95,000
280 140,000 SH x 36 140,000
Wrigley (Wm.), Jr. Co. Common Stocks 982526105 123 1,790 SH x 36 1,790
Wyman-Gordon Co. Common Stocks 983085101 2,040 109,150 SH x 36 109,150
Wynn's International, Inc. Common Stocks 983195108 219 13,750 SH x x 19 13,750
184 11,550 SH x 36 11,550
Xilinx, Inc. Common Stocks 983919101 1,066 16,271 SH x x 5 16,271
2,155 30,680 SH x x 7 30,680
1,164 17,400 SH x x 8 17,400
2,705 41,300 SH x x 23 41,300
360 5,500 SH x x 26 5,500
236 3,600 SH x x 28 3,600
5,386 82,195 SH x 36 82,195
Xircom, Inc. Common Stocks 983922105 3,330 71,700 SH x x 25 71,700
547 11,600 SH x x 28 11,600
123 2,900 SH x x 29 2,900
3,539 82,900 SH x 36 82,900
85 2,000 SH x x 37 2,000
Xerox Corp. Common Stocks 984121103 8,734 208,100 SH x x 8 208,100
2,139 51,000 SH x x 10 51,000
13,049 311,157 SH x 36 311,157
XTRA Corp. Common Stocks 984138107 40 1,000 SH x x 18 1,000
243 4,700 SH x x 28 4,700
147 3,700 SH x 36 3,700
8 200 SH x x 42 200
Yahoo!, Inc. Common Stocks 984332106 1,524 8,500 SH x x 26 8,500
54 300 SH x x 28 300
772 4,298 SH x 36 4,298
Yellow Corp. Common Stocks 985509108 345 20,900 SH x x 7 20,900
244 14,800 SH x x 28 14,800
1,444 87,200 SH x 36 87,200
York International Corp. Common Stocks 986670107 133 3,700 SH x x 18 3,700
1,977 54,300 SH x x 28 54,300
104 2,900 SH x x 29 2,900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,524 42,400 SH x 36 42,400
Young & Rubicam, Inc. Common Stocks 987425105 219 4,974 SH x 36 4,974
Zale Corp. Common Stocks 988858106 2,993 77,140 SH x x 7 77,140
119 3,100 SH x x 18 3,100
545 14,200 SH x x 28 14,200
107 2,800 SH x x 29 2,800
3,728 97,301 SH x 36 97,301
Zebra Technologies Corp.
Class A Common Stocks 989207105 95 2,100 SH x x 29 2,100
45 1,000 SH x x 37 1,000
Zions Bancorp Common Stocks 989701107 1,839 33,368 SH x x 5 33,368
606 11,000 SH x x 26 11,000
861 15,611 SH x 36 15,611
55 1,000 SH x x 37 1,000
Zoran Corp. Common Stocks 98975F100 415 15,300 SH x 36 15,300
Zoll Medical Corp. Common Stocks 989922109 418 14,000 SH x x 19 14,000
605 20,000 SH x 36 20,000
DaimlerChrysler AG Common Stocks D1668R123 956 13,763 SH x x 8 13,763
Amdocs, Ltd. Common Stocks G02602103 775 36,900 SH x x 23 36,900
1,177 56,050 SH x 36 56,050
Annuity and Life Re
(Holdings), Ltd. Common Stocks G03910100 1,716 69,000 SH x 36 69,000
Credicorp, Ltd. Common Stocks G2519Y108 307 29,450 SH x x 38 29,450
Gemstar International
Group, Ltd. Common Stocks G3788V106 2,605 33,500 SH x x 9 33,500
2,422 31,000 SH x 36 31,000
Global Crossing, Ltd. Common Stocks G3921A100 4,785 178,350 SH x x 8 178,350
441 21,249 SH x x 26 21,249
1,288 48,585 SH x 36 48,585
Globalstar
Telecommunications, Ltd. Common Stocks G3930H104 168 7,300 SH x 36 7,300
IPC Holdings, Ltd. Common Stocks G4933P101 2,109 112,500 SH x x 3 112,500
RenaissanceRe Holdings,
Ltd. Common Stocks G7496G103 2,445 70,500 SH x x 3 70,500
2,657 76,600 SH x 36 76,600
RSL Communications, Ltd.
Class A Common Stocks G7702U102 1,695 93,200 SH x x 9 93,200
2,920 160,000 SH x 36 160,000
Santa Fe International
Corp. Common Stocks G7805C108 2,029 94,100 SH x x 3 94,100
1,844 85,500 SH x x 23 85,500
3,700 171,600 SH x 36 171,600
Scottish Annuity & Life
Holdings, Ltd. Common Stocks G7885T104 273 28,000 SH x x 19 28,000
400 41,000 SH x 36 41,000
Tommy Hilfiger Corp. Common Stocks G8915Z102 3,267 115,900 SH x x 1 115,900
1,874 66,500 SH x x 3 66,500
13,138 466,100 SH x 36 466,100
Millicom International
Cellular SA Common Stocks L6388F102 1,543 51,000 SH x x 6 51,000
Check Point Software
Technologies, Ltd. NPV Common Stocks M22465104 1,348 16,000 SH x x 23 16,000
161 1,300 SH x x 24 1,300
1,055 12,500 SH x 36 12,500
Galileo Technology, Ltd.
NPV Common Stocks M47298100 400 16,000 SH x 36 16,000
Gilat Satellite Networks,
Ltd. Common Stocks M51474100 410 7,650 SH x 36 7,650
Orbotech Limited NPV Common Stocks M75253100 2,116 34,200 SH x 36 34,200
Orckit Communications,
Ltd. Common Stocks M7531S107 460 13,000 SH x 36 13,000
Tecnomatix Technologies,
Ltd. Common Stocks M8743P105 726 41,500 SH x x 31 41,500
ASM Lithography Holding NV Common Stocks N07059111 1,279 13,000 SH x x 22 13,000
335 5,000 SH x 36 5,000
Banco Latinoamericano de
Exportaciones SA Class E Common Stocks P16994132 2,044 87,000 SH x x 6 87,000
Panamerican Beverages,
Inc. Class A Common Stocks P74823108 2,854 169,100 SH x x 6 169,100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
479 19,700 SH x x 22 19,700
346 20,900 SH x x 31 20,900
Steiner Leisure, Ltd. Common Stocks P8744Y102 363 14,500 SH x 36 14,500
Royal Caribbean Cruises,
Ltd. Common Stocks V7780T103 6,408 142,400 SH x x 17 142,400
15,692 348,700 SH x 36 348,700
ASE Test, Ltd. Common Stocks Y02516105 965 39,800 SH x x 39 39,800
Creative Technology, Ltd. Common Stocks Y1775U107 1,846 174,800 SH x x 30 174,800
264 25,000 SH x x 31 25,000
Flextronics
International,Ltd. Common Stocks Y2573F102 367 6,300 SH x 36 6,300
Rows: 6523
Market
Value 18,901,343
</TABLE>