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<PAGE>
UNITES STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 1999
--------------
Check here if Amendment [ ]; Amendment Number: ______________
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: Frank Russell Company
--------------------------------------------------------------
Address: 909 A Street
Tacoma, WA 98402
--------------------------------------------------------------
Form 13F File Number: 28-1190
-----------
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:
Name: Karl Ege
--------------------------------------------------------------
Title: Secretary and General Counsel
--------------------------------------------------------------
Phone: (253) 591-3473
--------------------------------------------------------------
/s/ Karl Ege Tacoma, WA April 26, 1999
- ---------------------------------- --------------- ----------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this
reporting manager are reported in this report.)
[ ] 13F NOTICE. (Check here in no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 36
-------------------
Form 13F Information Table Entry Total: 5,331
-------------------
Form 13F Information Table Value Total: $ 17,503,553
-------------------
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.]
No. Form 13F File Number Name
------ -------------------- ---------------------------
29 28-1190 AEW Capital Management, L.P.
1 28-1190 Alliance Capital Management L.P.
28 28-1190 Barclays Global Advisors, N.A.
3 28-1190 Cohen & Steers Capital Management
2 28-1190 Credit Suisse Asset Management
5 28-1190 Delphi Management, Inc.
6 28-1190 Diversified Equity (Master)
7 28-1190 Equinox Capital Management, LLC
8 28-1190 Equity I (Master)
9 28-1190 Equity Q (Master)
21 28-1190 Fidelity Management Trust Company
15 28-1190 Fiduciary Trust Company Internationl, Inc.
36 28-1190 Frank Russell Trust Company
10 28-1190 Franklin Portfolio Associates, LLC
11 28-1190 Genesis Asset Managers Limited
27 28-1190 GlobeFlex Capital, L.P.
13 28-1190 INVESCO Capital Management, Inc.
14 28-1190 J.P. Morgan Investment. Management, Inc.
12 28-1190 Jacobs Levy Equity Management, Inc.
16 28-1190 Lincoln Capital Management Company
35 28-1190 Mastholm Asset Management, LLC
17 28-1190 Montgomery Asset Management, L.P.
4 28-1190 Morgan Stanley Dean Witter Investmet Management
18 28-1190 Oechsle International Advisors, L.P
19 28-1190 Pacific Investment Management Company (PIMCO)
34 28-1190 Peachtree Asset Management
20 28-1190 Quantitative Equity (Master)
31 28-1190 Rothschild Asset Management, Inc.
33 28-1190 Sanford C. Bernstein & Co., Inc.
26 28-1190 Sirach Capital Management, Inc.
22 28-1190 Standish, Ayer, & Wood, Inc.
23 28-1190 Suffolk Capital Management, Inc.
32 28-1190 The Boston Company Asset Management Inc.
24 28-1190 Trinity Investment Management Corporation
25 28-1190 Wellington Management Company, LLP
30 28-1190 Westpeak Investment Advisors, L.P.
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
AAR Corp. Common Stocks 000361105 2,177 122,200 Defined 15
1,671 93,800 Sole 36
ABC Rail Products Corp. Common Stocks 000752105 215 17,000 Defined 25
1,329 105,250 Sole 36
ABR Information Services, Inc. Common Stocks 00077R108 1,399 80,500 Sole 36
ADC Telecommunications, Inc. Common Stocks 000886101 1,679 35,200 Defined 28
4,747 99,550 Sole 36
AFC Cable Systems, Inc. Common Stocks 000950105 298 10,000 Defined 25
41 1,375 Defined 30
793 26,650 Sole 36
ACT Networks, Inc. Common Stocks 000975102 77 4,000 Defined 25
2,345 122,600 Defined 26
2,229 115,800 Sole 36
AFLAC, Inc. Common Stocks 001055102 12,412 228,000 Defined 13
5,226 96,000 Defined 34
49,222 904,200 Sole 36
AGCO Corp. Common Stocks 001084102 563 85,800 Defined 12
769 117,168 Sole 36
AGL Resources, Inc. Common Stocks 001204106 504 28,700 Defined 12
494 28,100 Sole 36
AES Corp. Common Stocks 00130H105 100 2,685 Sole 36
AK Steel Holding Corp. Common Stocks 001547108 1,615 71,600 Defined 12
1,708 75,700 Defined 30
102 4,500 Defined 31
4,036 178,900 Sole 36
AMB Property Corp. Common Stocks 00163T109 29 1,400 Defined 28
3,401 163,900 Defined 29
168 8,108 Sole 36
Amli Residential Properties Trust Common Stocks 001735109 23 1,100 Sole 36
AMR Corp. Common Stocks 001765106 5,622 96,000 Defined 7
3,250 55,500 Defined 10
404 6,900 Defined 14
1,230 21,000 Defined 24
11,018 188,138 Sole 36
ARM Financial Group, Inc. Class A Common Stocks 001944107 312 20,900 Defined 12
396 26,500 Sole 36
AT&T Corp. Common Stocks 001957109 2,583 32,365 Defined 4
14,958 187,413 Defined 7
24,694 309,400 Defined 10
8,612 107,897 Defined 14
5,083 63,691 Defined 23
1,516 19,000 Defined 24
11,509 144,200 Defined 28
2,346 29,400 Defined 33
1,516 19,000 Defined 34
68,852 862,666 Sole 36
ARV Assisted Living, Inc. Common Stocks 00204C107 217 55,000 Defined 25
315 80,000 Sole 36
AVT Corp. Common Stocks 002420100 7 300 Sole 36
AVX Corp. Common Stocks 002444107 8 484 Sole 36
Aavid Thermal Technologies, Inc. Common Stocks 002539100 17 1,200 Sole 36
Abacus Direct Corp. Common Stocks 002553105 3,280 40,000 Defined 15
2,169 26,450 Defined 26
57 700 Defined 30
<CAPTION>
Shared
Security Name Sole Voting Voting
<S> <C> <C>
AAR Corp. 122,200
93,800
ABC Rail Products Corp. 17,000
105,250
ABR Information Services, Inc. 80,500
ADC Telecommunications, Inc. 35,200
99,550
AFC Cable Systems, Inc. 10,000
1,375
26,650
ACT Networks, Inc. 4,000
122,600
115,800
AFLAC, Inc. 228,000
96,000
904,200
AGCO Corp. 85,800
117,168
AGL Resources, Inc. 28,700
28,100
AES Corp. 2,685
AK Steel Holding Corp. 71,600
75,700
4,500
178,900
AMB Property Corp. 1,400
163,900
8,108
Amli Residential Properties Trust 1,100
AMR Corp. 96,000
55,500
6,900
21,000
188,138
ARM Financial Group, Inc. Class A 20,900
26,500
AT&T Corp. 32,365
187,413
309,400
107,897
63,691
19,000
144,200
29,400
19,000
862,666
ARV Assisted Living, Inc. 55,000
80,000
AVT Corp. 300
AVX Corp. 484
Aavid Thermal Technologies, Inc. 1,200
Abacus Direct Corp. 40,000
26,450
700
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
5,035 61,400 Sole 36
Abbott Laboratories Common Stocks 002824100 562 12,000 Defined 14
7,401 158,100 Defined 28
3,464 74,000 Defined 34
14,716 314,359 Sole 36
Abercrombie & Fitch Co. Class A Common Stocks 002896207 359 3,900 Defined 4
2,134 23,200 Defined 16
0 0 Defined 24
5,966 64,850 Defined 26
7,056 76,700 Defined 28
3,864 42,000 Defined 34
27,715 301,246 Sole 36
AboveNet Communications, Inc. Common Stocks 003743100 5,235 40,000 Sole 36
Acceptance Insurance Companies, Inc. Common Stocks 004308102 101 7,500 Defined 12
31 2,300 Defined 31
119 8,800 Sole 36
Acclaim Entertainment, Inc. Common Stocks 004325205 64 7,200 Defined 31
1 122 Sole 36
Aceto Corp. Common Stocks 004446100 1,919 162,450 Sole 36
AC Nielsen Corp. Common Stocks 004833100 1,847 70,172 Sole 36
AC Nielsen Corp. Common Stocks 004833109 852 31,400 Defined 10
203 7,500 Defined 28
Activision, Inc. New Common Stocks 004930202 54 4,400 Defined 31
Actel Corp. Common Stocks 004934105 212 12,900 Defined 30
54 3,300 Defined 31
487 29,600 Sole 36
ACX Technologies, Inc. Common Stocks 005123104 101 7,700 Defined 12
67 5,100 Defined 30
51 3,900 Defined 31
286 21,800 Sole 36
Acxiom Corp. Common Stocks 005125109 1,610 60,740 Sole 36
ADAC Laboratories Common Stocks 005313200 146 10,700 Defined 30
Adaptec, Inc. Common Stocks 00651F108 1,879 82,600 Defined 27
4,535 198,788 Sole 36
Administradora de Fondos de Pensiones Provida SA - ADR Common Stocks 00709P108 644 34,370 Defined 14
Adobe Systems, Inc. Common Stocks 00724F101 3,910 68,900 Defined 28
79 1,400 Defined 31
9,103 160,400 Sole 36
Adtran, Inc. Common Stocks 00738A106 84 5,100 Defined 31
Advanced Lighting Technologies, Inc. Common Stocks 00753C102 223 29,700 Defined 25
383 49,400 Sole 36
Advanced Fibre Communications Common Stocks 00754A105 12 1,212 Sole 36
Advest Group, Inc. (The) Common Stocks 007566102 68 3,700 Defined 12
104 5,600 Defined 30
163 8,800 Sole 36
Advo Systems, Inc. Common Stocks 007585102 286 14,800 Sole 36
Aeroquip-Vickers, Inc. Common Stocks 007869100 33 575 Sole 36
Advanced Micro Devices, Inc. Common Stocks 007903107 98 6,300 Defined 12
632 40,750 Sole 36
AEGON NV Common Stocks 007924103 504 5,608 Defined 14
Advanta Corp. Class A Common Stocks 007942105 144 12,900 Defined 12
18 1,600 Defined 30
258 23,300 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
61,400
Abbott Laboratories 12,000
158,100
74,000
314,359
Abercrombie & Fitch Co. Class A 3,900
23,200
64,850
76,700
42,000
301,246
AboveNet Communications, Inc. 40,000
Acceptance Insurance Companies, Inc. 7,500
2,300
8,800
Acclaim Entertainment, Inc. 7,200
122
Aceto Corp. 162,450
AC Nielsen Corp. 70,172
AC Nielsen Corp. 31,400
7,500
Activision, Inc. New 4,400
Actel Corp. 12,900
3,300
29,600
ACX Technologies, Inc. 7,700
5,100
3,900
21,800
Acxiom Corp. 60,740
ADAC Laboratories 10,700
Adaptec, Inc. 82,600
198,788
Administradora de Fondos de Pensiones Provida
SA- ADR 34,370
Adobe Systems, Inc. 68,900
1,400
160,400
Adtran, Inc. 5,100
Advanced Lighting Technologies, Inc. 29,700
49,400
Advanced Fibre Communications 1,212
Advest Group, Inc. (The) 3,700
5,600
8,800
Advo Systems, Inc. 14,800
Aeroquip-Vickers, Inc. 575
Advanced Micro Devices, Inc. 6,300
40,750
AEGON NV 5,608
Advanta Corp. Class A 12,900
1,600
23,300
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Advanced Energy Industries, Inc. Common Stocks 007973100 16 700 Defined 25
118 5,000 Sole 36
Aetna, Inc. Common Stocks 008117103 8,433 101,600 Defined 7
3,021 36,400 Defined 14
3,395 40,900 Defined 24
880 10,600 Defined 33
20,748 249,980 Sole 36
Affiliated Computer Services, Inc. Class A Common Stocks 008190100 1,190 26,000 Defined 30
2,106 46,039 Sole 36
Affiliated Managers Group, Inc. Common Stocks 008252108 169 6,500 Defined 30
793 30,500 Sole 36
Affymetrix, Inc. NPV Common Stocks 00826T108 2,243 65,000 Defined 15
3,377 97,000 Sole 36
Ag-Chem Equipment Co., Inc. Common Stocks 008363103 223 22,000 Defined 25
350 35,000 Sole 36
Agouron Pharmaceuticals, Inc. Common Stocks 008488108 1,403 24,800 Sole 36
Agribrands International, Inc. Common Stocks 00849R105 431 13,100 Defined 12
309 9,400 Sole 36
Agrium, Inc. Common Stocks 008916108 955 103,900 Defined 5
1,773 193,000 Sole 36
Air Products & Chemicals, Inc. Common Stocks 009158106 2,887 84,300 Defined 23
606 17,700 Defined 24
6,877 200,780 Sole 36
Airborne Freight Corp. Common Stocks 009266107 1,706 54,800 Defined 12
100 3,200 Defined 24
517 16,600 Defined 28
4,324 138,921 Sole 36
AirNet Systems, Inc. Common Stocks 009417106 146 20,900 Defined 25
219 31,300 Sole 36
Airtouch Communications, Inc. Common Stocks 00949T100 34,708 359,200 Defined 1
11,276 116,700 Defined 10
4,464 46,200 Defined 28
105,281 1,089,584 Sole 36
Akzo Nobel NV - ADR Common Stocks 010199305 2,372 64,100 Defined 32
Alaska Air Group, Inc. Common Stocks 011659109 1,853 39,000 Defined 12
24 500 Defined 28
1,254 26,400 Defined 30
4,299 90,500 Sole 36
Albany International Corp. Class A Common Stocks 012348108 393 20,984 Defined 12
88 4,700 Defined 30
536 28,611 Sole 36
Albemarle Corp. Common Stocks 012653101 320 15,300 Defined 12
121 5,800 Defined 28
896 42,800 Sole 36
Alberto Culver Co. Class B Common Stocks 013068101 214 9,169 Sole 36
Albertson's, Inc. Common Stocks 013104104 3,226 59,400 Defined 10
668 12,300 Defined 14
1,678 30,900 Defined 28
266 4,901 Sole 36
Alcan Aluminum, Ltd. Common Stocks 013716105 2,759 106,900 Defined 14
547 21,200 Defined 33
2,016 78,100 Sole 36
Alexander & Baldwin, Inc. Common Stocks 014482103 218 11,200 Defined 12
110 5,600 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Advanced Energy Industries, Inc. 700
5,000
Aetna, Inc. 101,600
36,400
40,900
10,600
249,980
Affiliated Computer Services, Inc. Class A 26,000
46,039
Affiliated Managers Group, Inc. 6,500
30,500
Affymetrix, Inc. NPV 65,000
97,000
Ag-Chem Equipment Co., Inc. 22,000
35,000
Agouron Pharmaceuticals, Inc. 24,800
Agribrands International, Inc. 13,100
9,400
Agrium, Inc. 103,900
193,000
Air Products & Chemicals, Inc. 84,300
17,700
200,780
Airborne Freight Corp. 54,800
3,200
16,600
138,921
AirNet Systems, Inc. 20,900
31,300
Airtouch Communications, Inc. 359,200
116,700
46,200
1,089,584
Akzo Nobel NV - ADR 64,100
Alaska Air Group, Inc. 39,000
500
26,400
90,500
Albany International Corp. Class A 20,984
4,700
28,611
Albemarle Corp. 15,300
5,800
42,800
Alberto Culver Co. Class B 9,169
Albertson's, Inc. 59,400
12,300
30,900
4,901
Alcan Aluminum, Ltd. 106,900
21,200
78,100
Alexander & Baldwin, Inc. 11,200
5,600
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Alexandria Real Estate Equities, Inc. Common Stocks 015271109 21 800 Sole 36
Alfa Corp. Common Stocks 015385107 40 2,500 Defined 31
Aliant Communications, Inc. Common Stocks 016090102 295 7,200 Sole 36
Alkermes, Inc. Common Stocks 01642T108 1,613 60,000 Defined 15
806 30,000 Defined 26
7,093 260,300 Sole 36
Alleghany Corp. Common Stocks 017175100 225 1,224 Defined 12
75 408 Defined 30
380 2,064 Sole 36
Allegheny Energy, Inc. Common Stocks 017361106 2,233 75,700 Defined 14
510 17,300 Defined 28
593 20,100 Defined 33
3,193 108,250 Sole 36
Allegheny Teldyne, Inc. Common Stocks 017415100 2,950 155,800 Defined 14
93 4,900 Defined 28
602 31,790 Sole 36
Allen Telecom, Inc. Common Stocks 018091108 60 9,900 Sole 36
Allergan, Inc. Common Stocks 018490102 8,506 96,800 Defined 10
2,421 27,550 Defined 26
2,364 26,900 Defined 27
3,014 34,300 Defined 28
12,193 138,750 Sole 36
Alliant Techsystems, Inc. Common Stocks 018804104 559 7,200 Defined 30
637 8,200 Sole 36
AlliedSignal, Inc. Common Stocks 019512102 12,567 255,500 Defined 14
622 12,643 Sole 36
Allied Waste Industries, Inc. Common Stocks 019589308 566 39,200 Defined 28
597 41,372 Sole 36
Allmerica Financial Corp. Common Stocks 019754100 75 1,358 Sole 36
Allstate Corp. Common Stocks 020002101 10,939 295,150 Defined 7
2,320 62,586 Defined 10
10,266 277,000 Defined 13
10,085 272,100 Defined 14
1,142 30,800 Defined 28
1,342 36,200 Defined 33
52,730 1,422,732 Sole 36
Alltel Corp. Common Stocks 020039103 3,088 49,500 Defined 24
2,614 41,900 Defined 28
8,300 133,072 Sole 36
Alpharma, Inc. Class A Common Stocks 020813101 2,985 76,050 Defined 26
565 14,400 Defined 30
122 3,100 Defined 31
3,644 92,850 Sole 36
Alstom - ADR New Common Stocks 021244108 2,100 71,780 Defined 32
Altera Corp. Common Stocks 021441100 2,586 43,500 Defined 23
315 5,300 Defined 28
6,245 104,962 Sole 36
Alternative Living Services, Inc. Common Stocks 02145K107 1,156 57,800 Sole 36
ALZA Corp. Common Stocks 022615108 6,824 178,400 Defined 14
3,649 95,400 Defined 16
10,132 264,900 Sole 36
Amazon.com, Inc. Common Stocks 023135106 2,581 15,000 Defined 28
3,127 18,158 Sole 36
Ambac Financial Group, Inc. Common Stocks 023139108 1,307 24,200 Defined 14
2,786 51,600 Defined 24
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Alexandria Real Estate Equities, Inc. 800
Alfa Corp. 2,500
Aliant Communications, Inc. 7,200
Alkermes, Inc. 60,000
30,000
260,300
Alleghany Corp. 1,224
408
2,064
Allegheny Energy, Inc. 75,700
17,300
20,100
108,250
Allegheny Teldyne, Inc. 155,800
4,900
31,790
Allen Telecom, Inc. 9,900
Allergan, Inc. 96,800
27,550
26,900
34,300
138,750
Alliant Techsystems, Inc. 7,200
8,200
AlliedSignal, Inc. 255,500
12,643
Allied Waste Industries, Inc. 39,200
41,372
Allmerica Financial Corp. 1,358
Allstate Corp. 295,150
62,586
277,000
272,100
30,800
36,200
1,422,732
Alltel Corp. 49,500
41,900
133,072
Alpharma, Inc. Class A 76,050
14,400
3,100
92,850
Alstom - ADR New 71,780
Altera Corp. 43,500
5,300
104,962
Alternative Living Services, Inc. 57,800
ALZA Corp. 178,400
95,400
264,900
Amazon.com, Inc. 15,000
18,158
Ambac Financial Group, Inc. 24,200
51,600
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
2,419 44,800 Defined 28
1,274 23,600 Defined 30
130 2,400 Defined 31
594 11,000 Defined 33
6,259 115,900 Sole 36
Ambassadors International, Inc. Common Stocks 023178106 195 11,900 Defined 25
322 19,900 Sole 36
Amcast Industrial Corp. Common Stocks 023395106 23 1,400 Defined 31
AMCOL International Corp. Common Stocks 02341W103 30 3,000 Sole 36
Amerada Hess Corp. Common Stocks 023551104 9,298 184,800 Defined 7
28,238 561,250 Sole 36
AMERCO Common Stocks 023586100 75 3,500 Defined 30
Ameren Corp. Common Stocks 023608102 116 3,200 Defined 14
630 17,400 Defined 33
2,445 67,571 Sole 36
America Online, Inc. Common Stocks 02364J104 117 800 Defined 1
1,898 13,000 Defined 4
1,518 10,400 Defined 10
13,914 95,300 Defined 14
7,621 52,200 Defined 23
11,359 77,800 Defined 28
28,664 196,326 Sole 36
America West Holding Corp. Class B Common Stocks 023657208 1,249 65,500 Defined 12
345 18,100 Defined 30
2,179 114,300 Sole 36
American Annuity Group, Inc. Common Stocks 023840101 20 900 Defined 31
American Bankers Insurance Group, Inc. Common Stocks 024456105 135 2,600 Defined 30
46 892 Sole 36
American Buildings Co. New Common Stocks 024757106 227 12,000 Defined 25
264 14,000 Sole 36
American Dental Partners, Inc. New Common Stocks 025353103 434 55,600 Defined 15
American Electric Power Co., Inc. Common Stocks 025537101 691 17,400 Defined 33
2,727 68,700 Sole 36
American Eagle Outfitters, Inc. Common Stocks 02553D108 222 3,100 Sole 36
American Express Co. Common Stocks 025816109 1,281 10,900 Defined 4
5,628 47,900 Defined 14
5,722 48,700 Defined 23
31,192 265,468 Sole 36
American Financial Group, Inc. Common Stocks 025932104 658 18,700 Defined 12
1,168 33,200 Defined 24
974 27,680 Sole 36
American Freightways Corp. Common Stocks 02629V108 211 16,800 Defined 30
545 42,300 Sole 36
American General Corp. Common Stocks 026351106 2,341 33,200 Defined 10
2,665 37,800 Defined 30
1,029 14,600 Defined 33
4,924 69,837 Sole 36
American Greetings Corp. Class A Common Stocks 026375105 1,670 65,800 Defined 5
2,035 80,200 Defined 12
5,443 214,500 Sole 36
American Health Properties, Inc. Common Stocks 026494104 42 2,300 Sole 36
American Heritage Life Investment Corp. Common Stocks 026522102 70 3,000 Defined 31
American Home Products Corp. Common Stocks 026609107 431 6,600 Defined 4
25,565 391,800 Defined 14
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
44,800
23,600
2,400
11,000
115,900
Ambassadors International, Inc. 11,900
19,900
Amcast Industrial Corp. 1,400
AMCOL International Corp. 3,000
Amerada Hess Corp. 184,800
561,250
AMERCO 3,500
Ameren Corp. 3,200
17,400
67,571
America Online, Inc. 800
13,000
10,400
95,300
52,200
77,800
196,326
America West Holding Corp. Class B 65,500
18,100
114,300
American Annuity Group, Inc. 900
American Bankers Insurance Group, Inc. 2,600
892
American Buildings Co. New 12,000
14,000
American Dental Partners, Inc. New 55,600
American Electric Power Co., Inc. 17,400
68,700
American Eagle Outfitters, Inc. 3,100
American Express Co. 10,900
47,900
48,700
265,468
American Financial Group, Inc. 18,700
33,200
27,680
American Freightways Corp. 16,800
42,300
American General Corp. 33,200
37,800
14,600
69,837
American Greetings Corp. Class A 65,800
80,200
214,500
American Health Properties, Inc. 2,300
American Heritage Life Investment Corp. 3,000
American Home Products Corp. 6,600
391,800
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
10,799 165,500 Defined 16
3,817 58,500 Defined 23
1,044 16,000 Defined 28
41,742 639,722 Sole 36
American International Group, Inc. Common Stocks 26874107 666 5,525 Defined 1
28,139 233,275 Defined 10
12,032 99,750 Defined 13
2,461 20,400 Defined 14
10,603 87,900 Defined 16
5,724 47,450 Defined 23
22,261 184,550 Defined 28
1,990 16,500 Defined 33
88,153 730,799 Sole 36
American Italian Pasta Co. Class A Common Stocks 27070101 1,210 48,400 Sole 36
American Management Systems, Inc. Common Stocks 27352103 839 24,600 Defined 30
119 3,500 Defined 31
843 24,700 Sole 36
American Medical Security Group, Inc. Common Stocks 2744P100 76 5,400 Sole 36
American National Insurance Co. Common Stocks 28591105 359 5,400 Defined 28
395 5,900 Sole 36
American Oncology Resources, Inc. Common Stocks 28910107 360 40,000 Sole 36
American Retirement Corp. Common Stocks 28913101 5,405 376,000 Defined 3
American Power Conversion Corp. Common Stocks 29066107 616 22,800 Sole 36
American Standard Cos., Inc. Common Stocks 29712106 605 17,600 Defined 33
2,398 69,770 Sole 36
American Tower Corp. Class A Common Stocks 29912201 483 19,700 Defined 4
495 20,200 Defined 30
2,825 115,300 Sole 36
American Stores Co. Common Stocks 30096101 2,858 86,600 Defined 14
620 18,800 Defined 28
1,889 57,250 Sole 36
American Water Works, Inc. Common Stocks 30411102 750 25,800 Defined 12
811 27,900 Defined 28
2,183 75,100 Sole 36
American Xtal Technology, Inc. Common Stocks 30514103 325 14,500 Defined 25
344 15,350 Defined 26
783 34,800 Sole 36
AmeriCredit Corp. Common Stocks 3060R101 97 7,400 Defined 30
369 28,100 Sole 36
AmeriSource Health Corp. Class A Common Stocks 3071P102 636 18,600 Defined 30
807 23,600 Sole 36
Ameritrade Holding Corp. Class A Common Stocks 3072H109 234 3,800 Defined 30
463 7,500 Sole 36
Ames Department Stores, Inc. Common Stocks 30789507 1,162 31,400 Defined 30
1,719 46,300 Sole 36
Ameritech Corp. Common Stocks 30954101 891 15,400 Defined 14
411 7,100 Defined 24
6,401 110,600 Defined 28
1,065 18,400 Defined 33
5,634 97,351 Sole 36
AmeriGas Partners, L.P. Common Stocks 30975100 1,015 50,900 Sole 36
AMF Bowling, Inc. Common Stocks 3113V109 89 22,326 Sole 36
Amgen, Inc. Common Stocks 31162100 1,992 26,600 Defined 4
4,448 59,400 Defined 14
8,221 109,800 Defined 16
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
165,500
58,500
16,000
639,722
American International Group, Inc. 5,525
233,275
99,750
20,400
87,900
47,450
184,550
16,500
730,799
American Italian Pasta Co. Class A 48,400
American Management Systems, Inc. 24,600
3,500
24,700
American Medical Security Group, Inc. 5,400
American National Insurance Co. 5,400
5,900
American Oncology Resources, Inc. 40,000
American Retirement Corp. 376,000
American Power Conversion Corp. 22,800
American Standard Cos., Inc. 17,600
69,770
American Tower Corp. Class A 19,700
20,200
115,300
American Stores Co. 86,600
18,800
57,250
American Water Works, Inc. 25,800
27,900
75,100
American Xtal Technology, Inc. 14,500
15,350
34,800
AmeriCredit Corp. 7,400
28,100
AmeriSource Health Corp. Class A 18,600
23,600
Ameritrade Holding Corp. Class A 3,800
7,500
Ames Department Stores, Inc. 31,400
46,300
Ameritech Corp. 15,400
7,100
110,600
18,400
97,351
AmeriGas Partners, L.P. 50,900
AMF Bowling, Inc. 22,326
Amgen, Inc. 26,600
59,400
109,800
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
285 3,800 Defined 28
30,586 408,492 Sole 36
AMP, Inc. Common Stocks 31897101 5,686 105,900 Defined 1
741 13,800 Defined 28
18,611 346,650 Sole 36
Amresco, Inc. Common Stocks 31909104 141 18,700 Defined 25
160 21,100 Defined 28
905 117,785 Sole 36
Amplicon, Inc. Common Stocks 32101107 170 17,000 Defined 25
89 8,900 Defined 30
270 26,000 Sole 36
AmSouth Bancorp Common Stocks 32165102 5,314 116,800 Defined 28
2,730 60,000 Defined 34
16,309 358,437 Sole 36
AmSurg Corp. Class A Common Stocks 3232P108 294 42,000 Defined 25
420 60,000 Sole 36
Amwest Insurance Group, Inc. Common Stocks 32345100 204 22,000 Defined 25
371 38,500 Sole 36
Anadarko Petroleum Corp. Common Stocks 32511107 87 2,300 Sole 36
Analog Devices, Inc. Common Stocks 32654105 111 3,716 Sole 36
Andover Bancorp, Inc. Common Stocks 34258103 98 3,600 Defined 12
307 11,300 Sole 36
Andrew Corp. Common Stocks 34425108 23 1,832 Sole 36
Anesta Corp. Common Stocks 34603100 1,676 74,500 Defined 26
2,876 127,450 Sole 36
Anheuser-Busch Cos., Inc. Common Stocks 35229103 206 2,700 Defined 14
1,935 25,400 Defined 28
2,720 35,700 Defined 30
3,809 50,000 Defined 34
16,986 222,952 Sole 36
Anixter International, Inc. Common Stocks 35290105 90 7,500 Defined 14
90 7,500 Sole 36
AnnTaylor Stores Corp. Common Stocks 36115103 1,768 40,000 Defined 12
4,635 104,900 Defined 26
1,405 31,800 Defined 28
583 13,200 Defined 30
93 2,100 Defined 31
8,005 181,150 Sole 36
ANTEC Corp. Common Stocks 3664P105 26 1,200 Sole 36
AnswerThink Consulting Group, Inc. Common Stocks 36916104 22 800 Sole 36
Anthracite Capital, Inc. Common Stocks 37023100 4 500 Sole 36
AON Corp. Common Stocks 37389103 1,050 16,600 Defined 14
217 3,425 Sole 36
Apache Corp. Common Stocks 37411105 1,022 39,200 Defined 28
2,400 92,100 Sole 36
Apartment Investment & Management Co. REIT Class A Common Stocks 3748R101 19,325 533,100 Defined 3
4,448 122,715 Defined 29
289 7,968 Sole 36
Apollo Group, Inc. Class A Common Stocks 37604105 31 1,033 Sole 36
Apple Computer, Inc. Common Stocks 37833100 6,735 187,400 Defined 10
1,477 41,100 Defined 12
765 21,300 Defined 14
4,072 113,300 Defined 23
1,998 55,600 Defined 27
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
3,800
408,492
AMP, Inc. 105,900
13,800
346,650
Amresco, Inc. 18,700
21,100
117,785
Amplicon, Inc. 17,000
8,900
26,000
AmSouth Bancorp 116,800
60,000
358,437
AmSurg Corp. Class A 42,000
60,000
Amwest Insurance Group, Inc. 22,000
38,500
Anadarko Petroleum Corp. 2,300
Analog Devices, Inc. 3,716
Andover Bancorp, Inc. 3,600
11,300
Andrew Corp. 1,832
Anesta Corp. 74,500
127,450
Anheuser-Busch Cos., Inc. 2,700
25,400
35,700
50,000
222,952
Anixter International, Inc. 7,500
7,500
AnnTaylor Stores Corp. 40,000
104,900
31,800
13,200
2,100
181,150
ANTEC Corp. 1,200
AnswerThink Consulting Group, Inc. 800
Anthracite Capital, Inc. 500
AON Corp. 16,600
3,425
Apache Corp. 39,200
92,100
Apartment Investment & Management Co. REIT
Class A 533,100
122,715
7,968
Apollo Group, Inc. Class A 1,033
Apple Computer, Inc. 187,400
41,100
21,300
113,300
55,600
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
11,611 323,100 Defined 28
715 19,900 Defined 33
2,336 65,000 Defined 34
30,993 862,400 Sole 36
Applebee's International, Inc. Common Stocks 037899101 238 9,600 Defined 30
305 12,300 Sole 36
Apria Healthcare Group, Inc. Common Stocks 037933108 110 9,300 Defined 28
Applied Extrusion Technologies, Inc. Common Stocks 038196101 193 40,000 Defined 25
244 50,000 Sole 36
Applied Materials, Inc. Common Stocks 038222105 2,067 33,500 Defined 1
919 14,900 Defined 4
3,146 51,000 Defined 14
2,714 44,000 Defined 34
19,757 320,278 Sole 36
Applied Power, Inc., Class A Common Stocks 038225108 252 9,250 Defined 25
376 13,800 Sole 36
Applied Micro Circuits Corp. New Common Stocks 03822W109 396 9,300 Defined 30
504 11,800 Sole 36
AptarGroup, Inc. Common Stocks 038336103 577 22,200 Defined 12
2,582 99,300 Defined 15
3,676 141,400 Sole 36
Aquarion Co. Common Stocks 03838W101 103 3,750 Defined 12
260 9,450 Defined 30
417 15,150 Sole 36
Archer-Daniels-Midland Co. Common Stocks 039483102 2,703 184,000 Defined 10
830 56,500 Defined 33
8,485 577,695 Sole 36
Archstone Communities Trust Common Stocks 039581103 32 1,600 Defined 28
7,275 361,474 Defined 29
340 16,915 Sole 36
Arctic Cat, Inc. Common Stocks 039670104 40 4,000 Sole 36
Arden Realty Group, Inc. Common Stocks 039793104 15,866 713,100 Defined 3
120 5,400 Defined 28
4,235 190,350 Defined 29
409 18,382 Sole 36
Ardent Software, Inc. Common Stocks 039794102 929 58,050 Defined 26
816 50,800 Sole 36
Area Bancshares Corp. Common Stocks 039872106 233 9,700 Defined 30
327 14,000 Sole 36
ARIS Corp. NPV Common Stocks 04040A101 226 27,000 Defined 25
335 40,000 Sole 36
Armstrong World Industries, Inc. Common Stocks 042476101 1,066 23,600 Defined 10
249 5,500 Defined 33
1,884 41,700 Sole 36
Arnold Industries, Inc. Common Stocks 042595108 1,766 118,700 Sole 36
Arrow Electronics, Inc. Common Stocks 042735100 1,778 118,500 Defined 5
35 2,300 Defined 10
1,640 109,300 Defined 12
560 37,300 Defined 28
923 61,500 Defined 30
437 29,100 Defined 33
6,395 426,330 Sole 36
Artesyn Technologies, Inc. Common Stocks 043127109 613 49,500 Sole 36
Arvin Industries, Inc. Common Stocks 043339100 529 15,700 Defined 12
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
323,100
19,900
65,000
862,400
Applebee's International, Inc. 9,600
12,300
Apria Healthcare Group, Inc. 9,300
Applied Extrusion Technologies, Inc. 40,000
50,000
Applied Materials, Inc. 33,500
14,900
51,000
44,000
320,278
Applied Power, Inc., Class A 9,250
13,800
Applied Micro Circuits Corp. New 9,300
11,800
AptarGroup, Inc. 22,200
99,300
141,400
Aquarion Co. 3,750
9,450
15,150
Archer-Daniels-Midland Co. 184,000
56,500
577,695
Archstone Communities Trust 1,600
361,474
16,915
Arctic Cat, Inc. 4,000
Arden Realty Group, Inc. 713,100
5,400
190,350
18,382
Ardent Software, Inc. 58,050
50,800
Area Bancshares Corp. 9,700
14,000
ARIS Corp. NPV 27,000
40,000
Armstrong World Industries, Inc. 23,600
5,500
41,700
Arnold Industries, Inc. 118,700
Arrow Electronics, Inc. 118,500
2,300
109,300
37,300
61,500
29,100
426,330
Artesyn Technologies, Inc. 49,500
Arvin Industries, Inc. 15,700
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
101 3,000 Defined 31
1,358 40,300 Sole 36
Ascend Communications, Inc. Common Stocks 043491109 7,908 94,500 Defined 1
4,745 56,700 Defined 23
1,255 15,000 Defined 28
40,047 478,535 Sole 36
Ascent Entertainment Group, Inc. Common Stocks 043628106 350 32,000 Defined 25
560 51,200 Sole 36
Ashanti Goldfields, Ltd. - ADR Common Stocks 043743202 1,559 178,219 Defined 11
Ashland, Inc. Common Stocks 044204105 2,931 71,600 Defined 24
557 13,600 Defined 33
2,212 54,043 Sole 36
Assisted Living Concepts, Inc. Common Stocks 04543L109 214 60,000 Defined 25
267 75,000 Sole 36
Associated Banc-Corp. Common Stocks 045487105 1,728 54,200 Defined 14
46 1,437 Sole 36
Associated Estates Realty Corp. Common Stocks 045604105 10 1,000 Sole 36
Associated Group, Inc. (The) Class A Common Stocks 045651106 421 8,500 Defined 30
828 16,700 Sole 36
At Home Corp. Series A Common Stocks 045919107 393 2,500 Defined 4
1,955 12,415 Sole 36
Associates First Capital Corp. Class A Common Stocks 046008108 5,072 112,700 Defined 1
5,759 127,968 Defined 7
1,719 38,196 Defined 10
3,029 67,306 Defined 14
4,325 96,100 Defined 16
35,185 781,896 Sole 36
Astec Industries, Inc. Common Stocks 046224101 468 15,200 Defined 12
764 24,800 Defined 30
1,689 54,700 Sole 36
Astoria Financial Corp. Common Stocks 046265104 708 14,200 Defined 10
2,150 43,100 Defined 12
2,274 45,585 Defined 14
1,446 29,000 Defined 15
6,524 130,472 Sole 36
Astra AB Class A - ADR Common Stocks 046298105 651 28,400 Defined 16
1,837 80,100 Sole 36
AstroPower, Inc. Common Stocks 04644A101 353 30,000 Defined 25
529 45,000 Sole 36
Atlantic Richfield Co. Common Stocks 048825103 606 8,300 Defined 1
3,351 45,900 Defined 7
1,256 17,200 Defined 33
14,519 212,235 Sole 36
Atmel Corp. Common Stocks 049513104 2,287 150,594 Sole 36
Atmos Energy Corp. Common Stocks 049560105 260 10,800 Defined 12
260 10,800 Sole 36
Aura Systems, Inc. Common Stocks 051526100 189 503,250 Sole 36
Aurora Foods, Inc. Common Stocks 05164B106 1,146 70,000 Defined 15
Authentic Fitness Corp. Common Stocks 052661105 51 3,300 Defined 31
Autodesk, Inc. Common Stocks 052769106 121 3,000 Defined 14
1,213 30,000 Defined 15
129 3,200 Defined 31
2,867 70,900 Sole 36
Autoliv, Inc. Common Stocks 052800109 88 2,352 Sole 36
Automatic Data Processing, Inc. Common Stocks 053015103 1,560 37,700 Defined 1
<CAPTION>
Shared
Security Name Sole Voting Voting
<S> <C> <C>
3,000
40,300
Ascend Communications, Inc. 94,500
56,700
15,000
478,535
Ascent Entertainment Group, Inc. 32,000
51,200
Ashanti Goldfields, Ltd. - ADR 178,219
Ashland, Inc. 71,600
13,600
54,043
Assisted Living Concepts, Inc. 60,000
75,000
Associated Banc-Corp. 54,200
1,437
Associated Estates Realty Corp. 1,000
Associated Group, Inc. (The) Class A 8,500
16,700
At Home Corp. Series A 2,500
12,415
Associates First Capital Corp. Class A 112,700
127,968
38,196
67,306
96,100
781,896
Astec Industries, Inc. 15,200
24,800
54,700
Astoria Financial Corp. 14,200
43,100
45,585
29,000
130,472
Astra AB Class A - ADR 28,400
80,100
AstroPower, Inc. 30,000
45,000
Atlantic Richfield Co. 8,300
45,900
17,200
212,235
Atmel Corp. 150,594
Atmos Energy Corp. 10,800
10,800
Aura Systems, Inc. 503,250
Aurora Foods, Inc. 70,000
Authentic Fitness Corp. 3,300
Autodesk, Inc. 3,000
30,000
3,200
70,900
Autoliv, Inc. 2,352
Automatic Data Processing, Inc. 37,700
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
10,493 253,600 Defined 13
7,737 187,000 Defined 16
60,787 1,469,162 Sole 36
AutoZone, Inc. Common Stocks 053332102 7,412 244,000 Defined 13
2,561 84,300 Defined 14
21,662 713,150 Sole 36
Avalonbay Communities, Inc. Common Stocks 053484101 18,384 581,300 Defined 3
300 9,500 Defined 28
5,276 166,830 Defined 29
617 19,522 Sole 36
Avant ! Corp. Common Stocks 053487104 524 29,600 Defined 30
1,812 102,100 Sole 36
Avery Dennison Corp. Common Stocks 053611109 133 2,312 Sole 36
Aviation Sales Co. Common Stocks 053672101 36 800 Sole 36
Avid Technology, Inc. Common Stocks 05367P100 23 1,300 Sole 36
Avis Rent A Car, Inc. Common Stocks 053790101 413 14,900 Defined 12
856 30,900 Defined 30
2,597 93,800 Sole 36
Avnet, Inc. Common Stocks 053807103 1,681 45,900 Defined 5
1,630 44,500 Defined 12
275 7,500 Defined 30
396 10,800 Defined 33
6,133 167,450 Sole 36
Avon Products, Inc. Common Stocks 054303102 2,861 60,800 Defined 16
8,088 171,850 Sole 36
Avondale Industries, Inc. Common Stocks 054350103 18 600 Defined 30
Aware, Inc. Common Stocks 05453N100 3,497 74,200 Defined 26
3,057 65,050 Sole 36
Aztar Corp. Common Stocks 054802103 164 34,000 Defined 12
202 41,900 Sole 36
BB&T Corp. Common Stocks 054937107 427 11,800 Defined 28
715 19,760 Sole 36
BCE, Inc. Common Stocks 05534B109 2,499 56,400 Defined 30
669 15,100 Sole 36
BEC Energy Common Stocks 05538M101 662 18,000 Defined 28
592 16,100 Defined 30
3,892 105,900 Sole 36
BHC Communications, Inc. Class A Common Stocks 055448104 282 2,300 Defined 28
626 5,100 Defined 30
3,244 26,485 Sole 36
BISYS Group, Inc. New Common Stocks 055472104 3,375 60,000 Defined 15
681 12,100 Defined 30
7,076 125,800 Sole 36
BJ Services Co. Common Stocks 055482103 3,516 150,000 Defined 15
3,904 166,560 Sole 36
BJ's Wholesale Club, Inc. Common Stocks 05548J106 2,252 85,200 Defined 12
740 28,000 Defined 28
2,620 99,088 Sole 36
BMC Industries, Inc. Common Stocks 055607105 11 2,500 Sole 36
BOK Financial Corp. Common Stocks 05561Q201 464 18,000 Defined 30
492 19,108 Sole 36
BRE Properties, Inc. Common Stocks 05564E106 91 4,000 Sole 36
BTG, Inc. Common Stocks 05576J101 168 32,000 Defined 25
92 16,300 Sole 36
BMC Software, Inc. Common Stocks 055921100 878 23,700 Defined 10
<CAPTION>
Security Name Vole Voting Shared Voting
<S> <C> <C>
253,600
187,000
AutoZone, Inc. 1,469,162
244,000
84,300
Avalonbay Communities, Inc. 713,150
581,300
9,500
166,830
Avant ! Corp. 19,522
29,600
Avery Dennison Corp. 102,100
Aviation Sales Co. 2,312
Avid Technology, Inc. 800
Avis Rent A Car, Inc. 1,300
14,900
30,900
Avnet, Inc. 93,800
45,900
44,500
7,500
10,800
Avon Products, Inc. 167,450
60,800
Avondale Industries, Inc. 171,850
Aware, Inc. 600
74,200
Aztar Corp. 65,050
34,000
BB&T Corp. 41,900
11,800
BCE, Inc. 19,760
56,400
BEC Energy 15,100
18,000
16,100
BHC Communications, Inc. Class A 105,900
2,300
5,100
BISYS Group, Inc. New 26,485
60,000
12,100
BJ Services Co. 125,800
150,000
BJ's Wholesale Club, Inc. 166,560
85,200
28,000
BMC Industries, Inc. 99,088
BOK Financial Corp. 2,500
18,000
BRE Properties, Inc. 19,108
BTG, Inc. 4,000
32,000
BMC Software, Inc. 16,300
23,700
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type USIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
3,280 88,500 Defined 16
96 2,600 Defined 28
9,433 254,518 Sole 36
BWay Corp. Common Stocks 056039100 191 14,500 Defined 25
264 20,000 Sole 36
Bacou USA, Inc. Common Stocks 056439102 3 200 Sole 36
Baker Hughes, Inc. Common Stocks 057224107 78 3,200 Defined 28
11,459 471,327 Sole 36
Baldwin & Lyons Class B Common Stocks 057755200 8 400 Sole 36
Ball Corp. Common Stocks 058498106 1,755 37,400 Defined 12
1,084 23,100 Defined 30
3,910 83,300 Sole 36
Ballard Medical Products Common Stocks 058566100 848 34,800 Defined 15
609 25,000 Sole 36
Baltimore Gas & Electric Co. Common Stocks 059165100 891 35,100 Defined 14
4,732 186,500 Defined 24
363 14,300 Defined 28
289 11,400 Sole 36
Defined 19
Banco Bilbao Vizcaya International - ADR Preferred Stocks 059456103 269 10,000 Defined 30
BancFirst Corp. Common Stocks 05945F103 142 4,100 Sole 36
310 8,900 Defined 14
Defined 14
Banco de Galicia y Buenos Aires Class B New -Common Stocks 059538207 721 45,090 ADRDefined 11
Banco Santander Chile Series A - ADR Common Stocks 05965F108 822 54,800 Defined 14
Banco Santiago - ADR Common Stocks 05965L105 353 20,000 Sole 36
Bancolombia SA - ADR Common Stocks 05968L102 1,073 223,000 Sole 36
BancorpSouth, Inc. Common Stocks 059692103 8 500 Defined 14
Banctec, Inc. Common Stocks 059784108 96 7,800 Defined 30
BancWest Corp. New Common Stocks 059790105 417 9,800 Sole 36
140 3,300 Defined 12
799 18,800 Defined 30
Bandag, Inc. Common Stocks 059815100 402 14,300 Sole 36
211 7,500 Defined 4
1,252 44,500 Defined 24
Bank of New York Co., Inc. Common Stocks 064057102 988 27,500 Sole 36
1,013 28,200 Defined 24
4,118 114,574 Defined 28
Bank One Corp. Common Stocks 06423A103 13,391 243,200 Defined 33
4,256 77,299 Sole 36
2,164 39,300 Sole 36
13,862 251,756 Defined 12
Bank Plus Corp. Common Stocks 064446107 28 6,600 Defined 30
Bank United Corp. Class A Common Stocks 065412108 560 13,700 Sole 36
311 7,600 Defined 5
1,194 29,223 Defined 5
BankAtlantic Bancorp, Inc. Common Stocks 065908105 333 48,000 Sole 36
Bankatlantic Bancorp, Inc. Class A Common Stocks 065908501 1,367 193,535 Sole 36
2,111 298,947 Defined 1
BankAmerica Corp. Common Stocks 06605F100 88,495 1,253,022 Defined 7
BankAmerica Corp. Common Stocks 06605F102 501 7,100 Defined 10
16,615 235,256 Defined 13
23,882 338,147 Defined 14
9,676 137,000
25,072 355,001
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
88,500
2,600
254,518
BWay Corp. 14,500
20,000
Bacou USA, Inc. 200
Baker Hughes, Inc. 3,200
471,327
Baldwin & Lyons Class B 400
Ball Corp. 37,400
23,100
83,300
Ballard Medical Products 34,800
25,000
Baltimore Gas & Electric Co. 35,100
186,500
14,300
11,400
Banco Bilbao Vizcaya International - ADR 10,000
BancFirst Corp. 4,100
8,900
Banco de Galicia y Buenos Aires Class B
New - ADR 45,090
Banco Santander Chile Series A - ADR 54,800
Banco Santiago - ADR 20,000
Bancolombia SA - ADR 223,000
BancorpSouth, Inc. 500
Banctec, Inc. 7,800
BancWest Corp. New 9,800
3,300
18,800
Bandag, Inc. 14,300
7,500
44,500
Bank of New York Co., Inc. 27,500
28,200
114,574
Bank One Corp. 243,200
77,299
39,300
251,756
Bank Plus Corp. 6,600
Bank United Corp. Class A 13,700
7,600
29,223
BankAtlantic Bancorp, Inc. 48,000
Bankatlantic Bancorp, Inc. Class A 193,535
298,947
BankAmerica Corp. 1,253,022
BankAmerica Corp. 7,100
235,256
338,147
137,000
355,001
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
20,435 289,342 Defined 28
4,061 57,500 Defined 33
BankBoston Corp. Common Stocks 6605R100 12,604 290,992 Sole 36
BankBoston Corp. Common Stocks 6605R106 2,278 52,600 Defined 14
5,159 119,100 Defined 23
Bankers Trust New York Corp. Common Stocks 66365107 1,306 14,800 Defined 1
3,415 38,700 Defined 14
706 8,000 Defined 28
4,379 49,626 Sole 36
Banknorth Group, Inc. Common Stocks 6646L100 117 4,200 Defined 12
222 8,000 Defined 30
356 12,600 Sole 36
Banta Corp. Common Stocks 66821109 1,435 75,500 Defined 5
1,788 94,100 Sole 36
Bard (C.R.), Inc. Common Stocks 67383109 71 1,400 Defined 28
978 19,400 Sole 36
Barnes & Noble, Inc. Common Stocks 67774109 2,409 75,000 Defined 15
39 1,224 Sole 36
Barnes Group, Inc. Common Stocks 67806109 68 3,600 Defined 30
11 600 Sole 36
Barrick Gold Corp. Common Stocks 67901108 908 53,200 Defined 18
47 2,750 Defined 21
Barr Laboratories, Inc. Common Stocks 68306109 232 7,600 Defined 30
369 12,100 Sole 36
Barrett Resources Corp. Common Stocks 68480201 446 17,800 Defined 30
376 15,000 Sole 36
Bausch & Lomb, Inc. Common Stocks 71707103 1,307 20,100 Defined 4
475 7,300 Defined 14
1,118 17,200 Defined 28
15,529 238,900 Sole 36
Baxter International, Inc. Common Stocks 71813109 9,319 141,200 Defined 7
4,574 69,300 Defined 23
29,160 441,815 Sole 36
Bay View Capital Corp. Common Stocks 7262L101 321 17,100 Defined 12
527 27,900 Sole 36
Bayard Drilling Technologies, Inc. Common Stocks 72700107 251 40,100 Defined 25
1,302 208,300 Sole 36
BEA Systems, Inc. Common Stocks 73325102 1,613 103,200 Sole 36
Bear Stearns Cos., Inc. Common Stocks 73902108 2,918 65,304 Defined 5
2,388 53,438 Defined 10
362 8,100 Defined 14
2,257 50,500 Defined 27
963 21,550 Defined 28
1,211 27,100 Defined 30
10,948 244,986 Sole 36
Beckman Coulter, Inc. Common Stocks 75811100 26 600 Sole 36
Becton, Dickinson & Co. Common Stocks 75887109 84 2,200 Defined 28
960 25,050 Sole 36
Bed Bath & Beyond, Inc. Common Stocks 75896100 2,545 69,500 Defined 16
4,395 120,000 Defined 34
16,338 447,620 Sole 36
Bedford Property Investors, Inc. Common Stocks 76446301 1,541 105,350 Sole 36
Bell & Howell Co. Common Stocks 77852101 428 14,600 Defined 30
167 5,700 Sole 36
Bell Atlantic Corp. Common Stocks 77853109 941 18,200 Defined 4
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
289,342
57,500
BankBoston Corp. 290,992
BankBoston Corp. 52,600
119,100
Bankers Trust New York Corp. 14,800
38,700
8,000
49,626
Banknorth Group, Inc. 4,200
8,000
12,600
Banta Corp. 75,500
94,100
Bard (C.R.), Inc. 1,400
19,400
Barnes & Noble, Inc. 75,000
1,224
Barnes Group, Inc. 3,600
600
Barrick Gold Corp. 53,200
2,750
Barr Laboratories, Inc. 7,600
12,100
Barrett Resources Corp. 17,800
15,000
Bausch & Lomb, Inc. 20,100
7,300
17,200
238,900
Baxter International, Inc. 141,200
69,300
441,815
Bay View Capital Corp. 17,100
27,900
Bayard Drilling Technologies, Inc. 40,100
208,300
BEA Systems, Inc. 103,200
Bear Stearns Cos., Inc. 65,304
53,438
8,100
50,500
21,550
27,100
244,986
Beckman Coulter, Inc. 600
Becton, Dickinson & Co. 2,200
25,050
Bed Bath & Beyond, Inc. 69,500
120,000
447,620
Bedford Property Investors, Inc. 105,350
Bell & Howell Co. 14,600
5,700
Bell Atlantic Corp. 18,200
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
13,517 261,520 Defined 7
10,353 200,300 Defined 10
16,574 320,662 Defined 14
13,036 252,200 Defined 24
13,150 254,416 Defined 28
1,401 27,100 Defined 33
37,621 727,851 Sole 36
BellSouth Corp. Common Stocks 79860102 2,660 66,400 Defined 10
14,696 366,821 Defined 28
3,934 98,200 Defined 30
1,362 34,000 Defined 33
7,327 182,878 Sole 36
Belo (A.H.) Corp. Class A Common Stocks 80555105 392 21,500 Defined 28
895 49,050 Sole 36
Bemis Co., Inc. Common Stocks 81437105 36 1,150 Sole 36
Benchmark Electronics, Inc. Common Stocks 8160H101 57 1,900 Defined 30
180 6,000 Sole 36
Bergen Brunswig Corp. Class A Common Stocks 83739102 1,648 82,400 Defined 10
1,392 69,600 Defined 12
2,426 121,300 Defined 24
127 6,350 Defined 28
776 38,800 Defined 30
3,677 183,840 Sole 36
Berkley (W.R.) Corp. Common Stocks 84423102 859 35,050 Defined 5
1,681 68,601 Sole 36
Berkshire Hathaway, Inc. Class A Common Stocks 84670108 71 1 Defined 4
1,071 15 Sole 36
Berkshire Hathaway, Inc. Class B Common Stocks 84670207 1,596 679 Defined 4
4,291 1,825 Sole 36
Berkshire Realty Co., Inc. Common Stocks 84710102 29 2,600 Sole 36
Berry Petroleum Co. Class A Common Stocks 85789105 24 2,200 Sole 36
Best Buy Co. Common Stocks 86516101 473 9,100 Defined 4
458 8,800 Defined 14
8,715 167,600 Defined 28
6,899 132,676 Sole 36
Bestfoods Common Stocks 8658U101 3,652 77,700 Defined 14
494 10,512 Sole 36
Beverly Enterprises, Inc. New Common Stocks 87851309 573 111,800 Defined 12
2,812 548,650 Sole 36
Big Flower Holdings, Inc. Common Stocks 89159107 1,572 50,500 Defined 5
Bindley Western Industries, Inc. Common Stocks 90324104 11 372 Defined 12
1,520 53,200 Defined 30
3,698 129,464 Sole 36
BindView Development Corp. Common Stocks 90327107 2,905 93,700 Defined 26
2,579 82,850 Sole 36
Bio-Rad Laboratories, Inc. Class A Common Stocks 90572207 520 25,700 Sole 36
Biogen, Inc. Common Stocks 90597105 69 600 Defined 28
3,407 29,800 Sole 36
Biomet, Inc. Common Stocks 90613100 6,794 162,000 Defined 13
11,417 272,250 Sole 36
Biovail Corp. International Common Stocks 9067K106 1,605 41,700 Sole 36
Biosite Diagnostics, Inc. Common Stocks 90945106 301 30,300 Defined 25
457 45,700 Sole 36
Black & Decker Corp. Common Stocks 91797100 111 2,000 Sole 36
Black Box Corp. Common Stocks 91826107 83 2,700 Defined 31
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
261,520
200,300
320,662
252,200
254,416
27,100
727,851
BellSouth Corp. 66,400
366,821
98,200
34,000
182,878
Belo (A.H.) Corp. Class A 21,500
49,050
Bemis Co., Inc. 1,150
Benchmark Electronics, Inc. 1,900
6,000
Bergen Brunswig Corp. Class A 82,400
69,600
121,300
6,350
38,800
183,840
Berkley (W.R.) Corp. 35,050
68,601
Berkshire Hathaway, Inc. Class A 1
15
Berkshire Hathaway, Inc. Class B 679
1,825
Berkshire Realty Co., Inc. 2,600
Berry Petroleum Co. Class A 2,200
Best Buy Co. 9,100
8,800
167,600
132,676
Bestfoods 77,700
10,512
Beverly Enterprises, Inc. New 111,800
548,650
Big Flower Holdings, Inc. 50,500
Bindley Western Industries, Inc. 372
53,200
129,464
BindView Development Corp. 93,700
82,850
Bio-Rad Laboratories, Inc. Class A 25,700
Biogen, Inc. 600
29,800
Biomet, Inc. 162,000
272,250
Biovail Corp. International 41,700
Biosite Diagnostics, Inc. 30,300
45,700
Black & Decker Corp. 2,000
Black Box Corp. 2,700
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Black Hills Corp. Common Stocks 092113109 117 5,500 Defined 12
181 8,500 Sole 36
Blair Corp. Common Stocks 092828102 167 10,600 Defined 30
254 16,100 Sole 36
E.W. Blanch Holdings, Inc. Common Stocks 093210102 567 10,800 Defined 12
63 1,200 Defined 31
614 11,700 Sole 36
Block Drug Co., Inc. Class A Common Stocks 093644102 1,742 43,545 Defined 5
515 12,870 Defined 28
3,482 84,922 Sole 36
Block (H&R) Co., Inc. Common Stocks 093671105 1,345 28,400 Defined 10
101 2,125 Sole 36
Blyth Industries, Inc. Common Stocks 09643P108 19 790 Sole 36
Bob Evans Farms, Inc. Common Stocks 096761101 353 17,700 Defined 12
26 1,300 Defined 28
56 2,800 Defined 30
86 4,300 Defined 31
700 35,000 Sole 36
Boeing Co. Common Stocks 097023105 604 17,700 Defined 14
2,504 73,371 Sole 36
Boise Cascade Corp. Common Stocks 097383103 1,829 56,700 Defined 12
382 11,841 Defined 28
1,732 53,700 Defined 30
490 15,200 Defined 33
11,489 356,259 Sole 36
Borders Group, Inc. Common Stocks 099709107 24 1,718 Sole 36
Borg-Warner Automotive, Inc. Common Stocks 099724106 239 5,000 Defined 30
559 11,692 Sole 36
Boston Properties, Inc. Common Stocks 101121101 5,779 182,750 Defined 29
35 1,103 Sole 36
Boston Scientific Corp. Common Stocks 101137107 1,318 32,500 Defined 14
225 5,550 Sole 36
Bowater, Inc. Common Stocks 102183100 1,537 38,800 Defined 12
400 10,100 Defined 14
436 11,000 Defined 30
1,973 49,800 Sole 36
Bowne & Co., Inc. Common Stocks 103043105 241 20,600 Defined 12
61 5,200 Defined 30
401 34,300 Sole 36
Boykin Lodging Co. Common Stocks 103430104 19 1,600 Sole 36
Bradley Real Estate, Inc. Common Stocks 104580105 3,997 220,500 Defined 29
42 2,300 Sole 36
Brady Corp. Class A Common Stocks 104674106 44 2,100 Sole 36
Brandywine Realty Trust Common Stocks 105368203 427 26,300 Defined 29
47 2,900 Sole 36
Brenton Banks, Inc. Common Stocks 107211104 6 484 Sole 36
Briggs & Stratton Corp. Common Stocks 109043109 1,213 24,600 Defined 12
1,435 29,100 Defined 28
533 10,800 Defined 30
2,747 55,700 Sole 36
Brinker International, Inc. Common Stocks 109641100 1,030 39,900 Defined 24
465 18,000 Defined 30
98 3,800 Defined 31
1,242 48,107 Sole 36
Bristol-Myers Squibb Co. Common Stocks 110122108 13,525 210,300 Defined 1
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Black Hills Corp. 5,500
8,500
Blair Corp. 10,600
16,100
E.W. Blanch Holdings, Inc. 10,800
1,200
11,700
Block Drug Co., Inc. Class A 43,545
12,870
84,922
Block (H&R) Co., Inc. 28,400
2,125
Blyth Industries, Inc. 790
Bob Evans Farms, Inc. 17,700
1,300
2,800
4,300
35,000
Boeing Co. 17,700
73,371
Boise Cascade Corp. 56,700
11,841
53,700
15,200
356,259
Borders Group, Inc. 1,718
Borg-Warner Automotive, Inc. 5,000
11,692
Boston Properties, Inc. 182,750
1,103
Boston Scientific Corp. 32,500
5,550
Bowater, Inc. 38,800
10,100
11,000
49,800
Bowne & Co., Inc. 20,600
5,200
34,300
Boykin Lodging Co. 1,600
Bradley Real Estate, Inc. 220,500
2,300
Brady Corp. Class A 2,100
Brandywine Realty Trust 26,300
2,900
Brenton Banks, Inc. 484
Briggs & Stratton Corp. 24,600
29,100
10,800
55,700
Brinker International, Inc. 39,900
18,000
3,800
48,107
Bristol-Myers Squibb Co. 210,300
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
656 10,200 Defined 4
6,986 108,620 Defined 7
31,803 494,500 Defined 14
13,422 208,700 Defined 16
19,844 308,560 Defined 28
3,216 50,000 Defined 34
106,383 1,654,152 Sole 36
British Airways PLC - ADR Common Stocks 110419306 866 12,620 Defined 32
Broadcom Corp. Class A Common Stocks 111320107 1,900 30,900 Defined 26
1,761 28,582 Sole 36
BroadVision, Inc. Common Stocks 111412102 3,473 58,000 Defined 15
2,988 50,000 Sole 36
Brookline Bancorp., Inc. Common Stocks 113739106 93 8,200 Defined 12
166 14,600 Sole 36
Brown-Forman Distillers, Inc. Class B Common Stocks 115637209 52 900 Defined 28
161 2,800 Sole 36
Brown Group, Inc. Common Stocks 115657108 182 13,800 Defined 12
1,000 75,800 Sole 36
Brown (Tom), Inc. Common Stocks 115660201 10 800 Sole 36
Browning-Ferris Industries, Inc. Common Stocks 115885105 3,131 81,200 Defined 14
1,076 27,900 Defined 24
143 3,700 Defined 28
956 24,800 Defined 33
5,187 134,500 Sole 36
Brunswick Corp. Common Stocks 117043109 2,709 142,100 Defined 10
1,683 88,300 Defined 12
3,719 195,100 Defined 28
5,261 276,000 Sole 36
Buckle, Inc. (The) Common Stocks 118440106 41 1,800 Sole 36
Budget Group, Inc. Common Stocks 119003100 295 24,100 Sole 36
Budget Group, Inc. Class A Common Stocks 119003101 271 22,100 Defined 30
Buffets, Inc. Common Stocks 119882108 1,358 137,500 Defined 27
82 8,300 Defined 28
70 7,100 Defined 31
2,015 204,000 Sole 36
Building Materials Holding Corp. Common Stocks 120113105 243 24,000 Defined 25
1,792 177,000 Sole 36
Burlington Industries, Inc. Common Stocks 121693105 82 12,400 Defined 28
44 6,700 Sole 36
Burlington Northern, Inc. Common Stocks 12189T104 8,120 247,000 Defined 13
1,585 48,200 Defined 14
263 8,000 Defined 28
388 11,800 Defined 30
967 29,400 Defined 33
25,908 788,090 Sole 36
Burlington Resources, Inc. Common Stocks 122014103 312 7,800 Defined 28
1,320 33,064 Sole 36
Burnham Pacific Properties, Inc. Common Stocks 12232C108 33 3,100 Sole 36
Business Objects SA - ADR Common Stocks 12328X107 2,063 69,650 Defined 26
1,808 60,900 Sole 36
C&D Technologies, Inc. Common Stocks 124661109 231 9,300 Defined 25
85 3,400 Defined 30
609 24,500 Sole 36
CBL & Associates Properties, Inc. Common Stocks 124830100 53 2,300 Sole 36
CCB Financial Corp. Common Stocks 124875105 168 3,100 Defined 28
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
10,200
108,620
494,500
208,700
308,560
50,000
1,654,152
British Airways PLC - ADR 12,620
Broadcom Corp. Class A 30,900
28,582
BroadVision, Inc. 58,000
50,000
Brookline Bancorp., Inc. 8,200
14,600
Brown-Forman Distillers, Inc. Class B 900
2,800
Brown Group, Inc. 13,800
75,800
Brown (Tom), Inc. 800
Browning-Ferris Industries, Inc. 81,200
27,900
3,700
24,800
134,500
Brunswick Corp. 142,100
88,300
195,100
276,000
Buckle, Inc. (The) 1,800
Budget Group, Inc. 24,100
Budget Group, Inc. Class A 22,100
Buffets, Inc. 137,500
8,300
7,100
204,000
Building Materials Holding Corp. 24,000
177,000
Burlington Industries, Inc. 12,400
6,700
Burlington Northern, Inc. 247,000
48,200
8,000
11,800
29,400
788,090
Burlington Resources, Inc. 7,800
33,064
Burnham Pacific Properties, Inc. 3,100
Business Objects SA - ADR 69,650
60,900
C&D Technologies, Inc. 9,300
3,400
24,500
CBL & Associates Properties, Inc. 2,300
CCB Financial Corp. 3,100
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
824 15,240 Sole 36
CBS Corp. Common Stocks 12490K107 1,924 47,001 Sole 36
C-COR Electronics, Inc. Common Stocks 125010108 176 9,800 Defined 25
262 15,200 Sole 36
C-Cube Microsystems, Inc. Common Stocks 125015107 95 4,800 Defined 31
CDI Corp. Common Stocks 125071100 79 3,300 Sole 36
CEC Entertainment, Inc. Common Stocks 125137109 6,113 170,400 Defined 26
757 21,100 Defined 30
6,753 188,250 Sole 36
CFM Technologies, Inc. Common Stocks 12525K106 194 28,000 Defined 25
339 46,700 Sole 36
CFI ProServices, Inc. Common Stocks 12525N100 229 19,300 Defined 25
409 33,700 Sole 36
CHS Electronics, Inc. Common Stocks 12542A206 194 61,000 Defined 30
284 89,100 Sole 36
CIGNA Corp. Common Stocks 125509109 997 11,900 Defined 14
595 7,100 Defined 30
1,123 13,400 Sole 36
CIT Group, Inc. (The) Common Stocks 125577106 2,448 80,100 Defined 1
2,833 92,700 Defined 14
7,801 255,251 Sole 36
CKE Restaurants, Inc. Common Stocks 12561E105 814 41,190 Sole 36
Cleco Corp. Common Stocks 12561M107 301 10,200 Defined 12
360 12,200 Sole 36
CMAC Investment Corp. Common Stocks 125662106 1,560 40,000 Defined 15
16 400 Defined 30
2,980 76,400 Sole 36
CMP Group, Inc. Common Stocks 125887109 70 3,800 Defined 12
2,346 127,700 Defined 27
2,747 149,500 Sole 36
CMS Energy Corp. Common Stocks 125896100 978 24,400 Defined 14
92 2,300 Sole 36
CPI Corp. Common Stocks 125902106 74 3,300 Defined 30
CSS Industries, Inc. Common Stocks 125906107 207 9,300 Defined 30
365 16,400 Sole 36
CNET, Inc. Common Stocks 125945105 1,566 17,000 Defined 15
1,695 18,400 Defined 26
3,943 42,800 Sole 36
CSK Auto Corp. Common Stocks 125965100 1,479 49,400 Sole 36
CNA Financial Corp. Common Stocks 126117100 14 372 Sole 36
CNB Bancshares, Inc. Common Stocks 126126101 262 6,500 Defined 12
117 2,915 Defined 31
637 15,820 Sole 36
CNF Transportation, Inc. Common Stocks 12612W104 700 18,500 Defined 14
83 2,200 Defined 30
36 962 Sole 36
CSG Systems International, Inc. Common Stocks 126349109 63 1,600 Defined 30
CSX Corp. Common Stocks 126408103 3,103 79,700 Defined 14
751 19,300 Defined 33
2,953 75,850 Sole 36
CTS Corp. Common Stocks 126501105 119 2,400 Defined 30
425 8,600 Sole 36
CVS Corp. Common Stocks 126650100 9,524 200,500 Defined 16
26,685 561,780 Sole 36
Cablevision Systems Corp. Class A Common Stocks 12686C109 193 2,602 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
15,240
CBS Corp. 47,001
C-COR Electronics, Inc. 9,800
15,200
C-Cube Microsystems, Inc. 4,800
CDI Corp. 3,300
CEC Entertainment, Inc. 170,400
21,100
188,250
CFM Technologies, Inc. 28,000
46,700
CFI ProServices, Inc. 19,300
33,700
CHS Electronics, Inc. 61,000
89,100
CIGNA Corp. 11,900
7,100
13,400
CIT Group, Inc. (The) 80,100
92,700
255,251
CKE Restaurants, Inc. 41,190
Cleco Corp. 10,200
12,200
CMAC Investment Corp. 40,000
400
76,400
CMP Group, Inc. 3,800
127,700
149,500
CMS Energy Corp. 24,400
2,300
CPI Corp. 3,300
CSS Industries, Inc. 9,300
16,400
CNET, Inc. 17,000
18,400
42,800
CSK Auto Corp. 49,400
CNA Financial Corp. 372
CNB Bancshares, Inc. 6,500
2,915
15,820
CNF Transportation, Inc. 18,500
2,200
962
CSG Systems International, Inc. 1,600
CSX Corp. 79,700
19,300
75,850
CTS Corp. 2,400
8,600
CVS Corp. 200,500
561,780
Cablevision Systems Corp. Class A 2,602
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Cabletron Systems, Inc. Common Stocks 126920107 25 3,010 Sole 36
Cable Design Technologies Corp. Common Stocks 126924109 1,135 103,200 Defined 15
153 13,900 Defined 25
2,012 182,900 Sole 36
Cabot Corp. Common Stocks 127055101 153 7,200 Defined 28
408 19,200 Defined 33
3,838 180,600 Sole 36
Cabot Industrial Trust Common Stocks 127072106 1,961 103,900 Defined 29
30 1,600 Sole 36
Cadence Design Systems, Inc. Common Stocks 127387108 2,941 114,200 Defined 28
2,219 86,192 Sole 36
Calgon Carbon Corp. Common Stocks 129603106 1,305 251,600 Sole 36
Callaway Golf Co. Common Stocks 131193104 49 4,800 Defined 28
51 5,006 Sole 36
Calpine Corp. Common Stocks 131347106 907 24,900 Defined 12
802 22,000 Defined 30
2,481 68,100 Sole 36
Cambrex Corp. Common Stocks 132011107 201 9,100 Defined 12
308 13,900 Defined 30
701 31,700 Sole 36
Cambridge Technology Partners, Inc. Common Stocks 132524109 16 1,135 Sole 36
Camden Property Trust Common Stocks 133131102 5,378 217,279 Defined 29
101 4,092 Sole 36
Cameron Ashley, Inc. Common Stocks 133290106 198 21,700 Defined 25
266 29,100 Sole 36
Campbell Soup Co. Common Stocks 134429109 1,050 25,800 Defined 14
202 4,973 Sole 36
Canadian Pacific, Ltd. Common Stocks 135923100 2,624 135,000 Sole 36
Canadian National Railway Co. Common Stocks 136375102 8 150 Defined 21
Canandaigua Brands Inc. Class A Common Stocks 137219200 452 9,000 Defined 12
352 7,000 Defined 30
90 1,800 Defined 31
1,471 29,200 Sole 36
Capital Automotive Common Stocks 139733109 1,496 120,300 Sole 36
Capital One Financial Corp. Common Stocks 14040H105 1,812 12,000 Defined 10
45 300 Defined 14
2,069 13,700 Defined 16
6,270 42,021 Sole 36
Capital Re Corp. Common Stocks 140432105 640 37,100 Defined 12
514 29,800 Sole 36
Capital Senior Living Corp. Common Stocks 140475104 100 14,150 Defined 26
87 12,250 Sole 36
Capstead Mortgage Corp. Common Stocks 14067E100 11 2,100 Sole 36
Capstar Broadcasting Corp. Class A Common Stocks 14067G105 3,785 165,000 Defined 15
4,144 180,668 Sole 36
Carbide/Graphite Group, Inc. (The) Common Stocks 140777103 195 19,000 Defined 25
239 22,000 Sole 36
Cardinal Health, Inc. Common Stocks 14149Y108 0 1 Defined 2
9,060 137,275 Defined 10
3,353 50,800 Defined 16
4,132 62,600 Defined 23
616 9,335 Defined 28
20,803 315,204 Sole 36
Career Education Corp. Common Stocks 141665100 1,219 35,200 Sole 36
Carey International, Inc. New Common Stocks 141750109 258 16,400 Defined 25
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Cabletron Systems, Inc. 3,010
Cable Design Technologies Corp. 103,200
13,900
182,900
Cabot Corp. 7,200
19,200
180,600
Cabot Industrial Trust 103,900
1,600
Cadence Design Systems, Inc. 114,200
86,192
Calgon Carbon Corp. 251,600
Callaway Golf Co. 4,800
5,006
Calpine Corp. 24,900
22,000
68,100
Cambrex Corp. 9,100
13,900
31,700
Cambridge Technology Partners, Inc. 1,135
Camden Property Trust 217,279
4,092
Cameron Ashley, Inc. 21,700
29,100
Campbell Soup Co. 25,800
4,973
Canadian Pacific, Ltd. 135,000
Canadian National Railway Co. 150
Canandaigua Brands Inc. Class A 9,000
7,000
1,800
29,200
Capital Automotive 120,300
Capital One Financial Corp. 12,000
300
13,700
42,021
Capital Re Corp. 37,100
29,800
Capital Senior Living Corp. 14,150
12,250
Capstead Mortgage Corp. 2,100
Capstar Broadcasting Corp. Class A 165,000
180,668
Carbide/Graphite Group, Inc. (The) 19,000
22,000
Cardinal Health, Inc. 1
137,275
50,800
62,600
9,335
315,204
Career Education Corp. 35,200
Carey International, Inc. New 16,400
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
437 26,900 Sole 36
Carlisle Cos., Inc. Common Stocks 142339100 596 12,750 Sole 36
Carnival Corp. Class A NPV Common Stocks 143658102 4,079 84,000 Defined 34
8,858 182,400 Sole 36
Carolina Power & Light Co. Common Stocks 144141108 1,339 35,400 Defined 28
1,719 45,450 Sole 36
CarrAmerica Realty Corp. Common Stocks 144418100 885 40,100 Defined 10
252 11,400 Defined 24
236 10,700 Defined 28
4,194 190,100 Defined 29
454 20,580 Sole 36
Carter-Wallace, Inc. Common Stocks 146285101 161 8,900 Defined 30
263 14,500 Sole 36
Cascade Corp. Common Stocks 147195101 191 18,000 Defined 25
1,425 134,100 Sole 36
Cascade Natural Gas Corp. Common Stocks 147339105 88 5,900 Sole 36
Case Corp. Common Stocks 14743R103 549 21,653 Sole 36
Casella Waste Systems, Inc. Class A Common Stocks 147448104 377 16,700 Sole 36
Catellus Development Corp. Common Stocks 149111106 369 27,600 Defined 28
1,159 86,686 Sole 36
Caterpillar, Inc. Common Stocks 149123101 4,993 108,700 Defined 7
9,693 211,000 Defined 13
43,031 936,726 Sole 36
Cato Corp. Class A Common Stocks 149205106 152 16,300 Defined 12
169 18,100 Sole 36
Cavanaughs Hospitality Corp. Common Stocks 149564106 262 32,000 Defined 25
385 47,000 Sole 36
Celeritek, Inc. Common Stocks 150926103 198 50,200 Defined 25
280 70,000 Sole 36
Cellullar Communications of Puerto Rico Common Stocks 15116N108 3,428 126,966 Defined 5
4,480 165,925 Sole 36
Cendant Corp. Common Stocks 151313103 9,551 606,400 Defined 14
5,342 339,200 Defined 28
305 19,358 Sole 36
CenterPoint Properties Corp. Common Stocks 151895109 50 1,600 Sole 36
CenterTrust Retail Properties, Inc. Common Stocks 152038100 25 2,200 Sole 36
Centex Corp. Common Stocks 152312104 2,083 62,400 Defined 12
2,189 65,600 Defined 27
1,695 50,800 Defined 28
597 17,900 Defined 30
117 3,500 Defined 31
9,956 298,314 Sole 36
Centex Construction Products, Inc. Common Stocks 15231R109 728 20,900 Defined 12
2,110 60,600 Defined 27
3,481 100,000 Sole 36
Centocor, Inc. Common Stocks 152342101 48 1,293 Sole 36
Central & Southwest Corp. Common Stocks 152357109 3,009 128,400 Defined 14
837 35,700 Defined 24
2,339 99,800 Defined 28
621 26,500 Defined 33
13,444 573,600 Sole 36
Central Hudson Gas & Electric Corp. Common Stocks 153609102 380 10,600 Defined 12
523 14,600 Sole 36
Central Newspapers, Inc. Class A Common Stocks 154647101 2,630 84,500 Defined 5
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
26,900
Carlisle Cos., Inc. 12,750
Carnival Corp. Class A NPV 84,000
182,400
Carolina Power & Light Co. 35,400
45,450
CarrAmerica Realty Corp. 40,100
11,400
10,700
190,100
20,580
Carter-Wallace, Inc. 8,900
14,500
Cascade Corp. 18,000
134,100
Cascade Natural Gas Corp. 5,900
Case Corp. 21,653
Casella Waste Systems, Inc. Class A 16,700
Catellus Development Corp. 27,600
86,686
Caterpillar, Inc. 108,700
211,000
936,726
Cato Corp. Class A 16,300
18,100
Cavanaughs Hospitality Corp. 32,000
47,000
Celeritek, Inc. 50,200
70,000
Cellullar Communications of Puerto Rico 126,966
165,925
Cendant Corp. 606,400
339,200
19,358
CenterPoint Properties Corp. 1,600
CenterTrust Retail Properties, Inc. 2,200
Centex Corp. 62,400
65,600
50,800
17,900
3,500
298,314
Centex Construction Products, Inc. 20,900
60,600
100,000
Centocor, Inc. 1,293
Central & Southwest Corp. 128,400
35,700
99,800
26,500
573,600
Central Hudson Gas & Electric Corp. 10,600
14,600
Central Newspapers, Inc. Class A 84,500
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
19 600 Defined 28
4,135 132,854 Sole 36
Central Parking Corp. Common Stocks 154785109 2,070 60,000 Defined 15
3,709 107,500 Sole 36
Centris Group, Inc. Common Stocks 155904105 2,364 223,800 Defined 5
285 27,000 Defined 25
423 40,000 Sole 36
Centura Banks, Inc. Common Stocks 15640T100 52 900 Defined 28
308 5,300 Defined 30
947 16,270 Sole 36
Century Telephone Enterprises, Inc. Common Stocks 156686107 5,859 83,400 Defined 24
759 10,800 Defined 28
2,346 33,400 Defined 30
3,302 47,000 Defined 34
16,674 356,063 Sole 36
Ceridian Corp. Common Stocks 15677T106 107 2,928 Sole 36
Champion Enterprises, Inc. Common Stocks 158496109 1,659 85,600 Defined 27
72 3,700 Defined 30
2,251 116,200 Sole 36
Champion International Corp. Common Stocks 158525105 690 16,800 Defined 33
12,718 309,733 Sole 36
Championship Auto Racing Teams, Inc. Common Stocks 158711101 29 1,000 Sole 36
Chancellor Media Corp. Common Stocks 158915108 195 4,100 Defined 1
662 13,900 Defined 4
4,708 98,900 Defined 23
14,394 307,318 Sole 36
Channell Commercial Corp. Common Stocks 159186105 231 26,000 Defined 25
335 38,000 Sole 36
Charter One Financial, Inc. Common Stocks 160903100 1,155 40,000 Defined 14
2,274 78,750 Defined 15
3,133 108,485 Defined 23
9,465 327,967 Sole 36
Charming Shoppes, Inc. Common Stocks 161133103 2,020 521,400 Sole 36
Chartwell Re Corp. Common Stocks 16139W109 69 4,000 Defined 12
183 10,600 Defined 30
381 22,100 Sole 36
Chase Manhattan Corp. Common Stocks 16161A108 4,789 58,900 Defined 1
16,978 208,796 Defined 7
9,229 113,500 Defined 16
5,188 63,800 Defined 23
1,504 18,500 Defined 28
2,309 28,400 Defined 30
927 11,400 Defined 33
2,439 30,000 Defined 34
100,024 1,230,118 Sole 36
Chateau Communities, Inc. Common Stocks 161726104 58 2,100 Sole 36
Checkers Drive-in Restaurants 2000 Warrants Common Stocks 162809110 0 471 Sole 36
CheckFree Holdings Corp. Common Stocks 162816102 1,575 37,000 Defined 15
3,490 82,000 Sole 36
Cheesecake Factory, Inc. (The) Common Stocks 163072100 1,280 53,900 Sole 36
Chelsea GCA Realty, Inc. Common Stocks 163262108 33 1,200 Sole 36
Chemed Corp. Common Stocks 163596109 175 6,800 Defined 30
Chesapeake Corp. Common Stocks 165159104 510 18,800 Defined 12
480 17,700 Defined 30
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
600
132,854
Central Parking Corp. 60,000
107,500
Centris Group, Inc. 223,800
27,000
40,000
Centura Banks, Inc. 900
5,300
16,270
Century Telephone Enterprises, Inc. 83,400
10,800
33,400
47,000
356,063
Ceridian Corp. 2,928
Champion Enterprises, Inc. 85,600
3,700
116,200
Champion International Corp. 16,800
309,733
Championship Auto Racing Teams, Inc. 1,000
Chancellor Media Corp. 4,100
13,900
98,900
307,318
Channell Commercial Corp. 26,000
38,000
Charter One Financial, Inc. 40,000
78,750
108,485
327,967
Charming Shoppes, Inc. 521,400
Chartwell Re Corp. 4,000
10,600
22,100
Chase Manhattan Corp. 58,900
208,796
113,500
63,800
18,500
28,400
11,400
30,000
1,230,118
Chateau Communities, Inc. 2,100
Checkers Drive-in Restaurants 2000 Warrants 471
CheckFree Holdings Corp. 37,000
82,000
Cheesecake Factory, Inc. (The) 53,900
Chelsea GCA Realty, Inc. 1,200
Chemed Corp. 6,800
Chesapeake Corp. 18,800
17,700
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
1,337 49,300 Sole 36
Chevron Corp. Common Stocks 166751107 1,035 11,700 Defined 30
920 10,400 Defined 33
15,856 179,293 Sole 36
Chicago Title Corp. Common Stocks 168228104 622 17,100 Defined 12
1,368 37,600 Sole 36
Chicos Fas, Inc. Common Stocks 168615102 949 44,650 Defined 26
843 39,200 Sole 36
Childrens Comprehensive Services, Inc. Common Stocks 16875K200 318 56,500 Sole 36
Children's Comprehensive Services, Inc. Common Stocks 16875K202 209 38,900 Defined 25
China Telecom (Hong Kong), Ltd. - ADR Common Stocks 169428109 401 12,000 Defined 17
Chiquita Brands International, Inc. Common Stocks 170032106 497 48,800 Defined 12
1,313 128,900 Sole 36
ChiRex, Inc. Common Stocks 170038103 105 4,300 Defined 30
997 40,700 Sole 36
Chiron Corp. Common Stocks 170040109 591 27,000 Defined 14
48 2,170 Sole 36
Chittenden Corp. Common Stocks 170228100 24 900 Defined 12
173 6,500 Sole 36
ChoicePoint, Inc. Common Stocks 170388102 1,357 27,200 Defined 15
1,701 34,100 Sole 36
Chris Craft Industries, Inc. Common Stocks 170520100 653 14,317 Defined 12
2,049 44,909 Defined 30
4,247 93,086 Sole 36
Chubb Corp. (The) Common Stocks 171232101 2,559 43,700 Defined 14
703 12,000 Defined 33
8,166 139,440 Sole 36
Church and Dwight Co., Inc. Common Stocks 171340102 200 4,900 Defined 12
24 600 Sole 36
Ciber, Inc. Common Stocks 17163B102 17 867 Sole 36
CIENA Corp. Common Stocks 171779101 53 2,367 Sole 36
Cincinnati Bell, Inc. Common Stocks 171870108 325 14,500 Defined 28
1,215 54,150 Sole 36
Cinar Corp. Class B Common Stocks 171905300 257 11,400 Defined 21
Cincinnati Financial Corp. Common Stocks 172062101 130 3,574 Sole 36
Cinergy Corp. Common Stocks 172474108 1,037 37,700 Defined 14
93 3,378 Sole 36
Circuit City Stores, Inc. Common Stocks 172737108 4,061 53,000 Defined 14
1,218 15,900 Defined 28
2,766 36,100 Sole 36
Cisco Systems, Inc. Common Stocks 17275R102 25,032 228,475 Defined 1
3,320 30,300 Defined 4
4,317 39,400 Defined 10
33,052 301,675 Defined 14
26,525 242,100 Defined 16
5,133 46,850 Defined 23
15,372 140,300 Defined 28
179,079 1,634,493 Sole 36
Citadel Communications Corp. Common Stocks 172853200 741 22,300 Sole 36
Citation Corp. Common Stocks 172895104 219 21,400 Defined 25
360 35,100 Sole 36
Cintas Corp. Common Stocks 172908105 301 4,600 Sole 36
Circus Circus Enterprises, Inc. Common Stocks 172909103 520 29,600 Defined 14
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Chevron Corp. 49,300 11,700
10,400
Chicago Title Corp. 179,293 17,100
Chicos Fas, Inc. 37,600 44,650
Childrens Comprehensive Services, Inc. 39,200
Children's Comprehensive Services, Inc. 56,500 38,900
China Telecom (Hong Kong), Ltd. - ADR 12,000
Chiquita Brands International, Inc. 48,800
ChiRex, Inc. 128,900 4,300
Chiron Corp. 40,700 27,000
Chittenden Corp. 2,170 900
ChoicePoint, Inc. 6,500 27,200
Chris Craft Industries, Inc. 34,100 14,317
44,909
Chubb Corp. (The) 93,086 43,700
12,000
Church and Dwight Co., Inc. 139,440 4,900
Ciber, Inc. 600
CIENA Corp. 867
Cincinnati Bell, Inc. 2,367 14,500
Cinar Corp. Class B 54,150 11,400
Cincinnati Financial Corp.
Cinergy Corp. 3,574 37,700
Circuit City Stores, Inc. 3,378 53,000
15,900
Cisco Systems, Inc. 36,100 228,475
30,300
39,400
301,675
242,100
46,850
140,300
Citadel Communications Corp. 1,634,493
Citation Corp. 22,300 21,400
Cintas Corp. 35,100
Circus Circus Enterprises, Inc. 4,600 29,600
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
462 26,300 Defined 30
640 36,429 Sole 36
Citigroup, Inc. Common Stocks 172967101 2,095 32,800 Defined 1
1,150 18,000 Defined 4
18,550 290,407 Defined 10
28,678 448,967 Defined 14
5,758 90,150 Defined 23
12,302 192,600 Defined 28
2,383 37,300 Defined 33
53,067 830,798 Sole 36
Citizens Banking Corp. Common Stocks 174420109 122 3,400 Defined 12
108 3,000 Defined 31
11 300 Sole 36
Citizens Utilities Co. Class B Common Stocks 177342200 1,503 193,905 Sole 36
Citizens Utilities Co. Class B Common Stocks 177342201 947 122,138 Defined 12
- - Defined 28
Citrix Systems, Inc. Common Stocks 177376100 1,862 49,000 Defined 15
1,976 52,000 Defined 27
365 9,600 Defined 28
6,124 160,628 Sole 36
City National Corp. Common Stocks 178566105 1,254 40,600 Defined 10
2,470 80,000 Defined 15
644 20,850 Defined 26
343 11,100 Defined 28
398 12,900 Defined 30
111 3,600 Defined 31
5,882 190,502 Sole 36
Claire's Stores, Inc. Common Stocks 179584107 3,952 131,200 Defined 5
4,422 146,800 Sole 36
Clarify, Inc. Common Stocks 180492100 2,110 80,000 Defined 15
3,002 112,500 Sole 36
Clark/Bardes Holdings, Inc. Common Stocks 180668105 471 27,700 Defined 25
670 39,400 Sole 36
Clayton Homes, Inc. Common Stocks 184190106 28 2,493 Sole 36
Clear Channel Communications, Inc. Common Stocks 184502102 3,427 51,100 Defined 4
10,852 161,818 Sole 36
Cleveland-Cliffs, Inc. Common Stocks 185896107 545 16,000 Defined 12
763 22,400 Defined 30
1,104 32,400 Sole 36
Clorox Co. Common Stocks 189054109 117 1,000 Defined 4
830 7,083 Defined 28
3,281 28,000 Defined 34
12,436 106,117 Sole 36
Coach USA, Inc. Common Stocks 18975L106 2,318 84,300 Defined 15
Coachmen Industries, Inc. Common Stocks 189873102 1,872 91,300 Defined 5
1,572 76,700 Defined 27
23 1,100 Defined 30
4,301 209,800 Sole 36
Coast Federal Litigation Contigent Common Stocks 19034Q110 2 300 Sole 36
Coastal Corp. Common Stocks 190441105 5,191 157,300 Defined 7
4,468 135,400 Defined 10
234 7,100 Defined 28
12,462 377,644 Sole 36
Coca-Cola Bottling Co. Consolidated Common Stocks 191098102 2,188 39,600 Defined 5
2,431 44,000 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
26,300
36,429
Citigroup, Inc. 32,800
18,000
290,407
448,967
90,150
192,600
37,300
830,798
Citizens Banking Corp. 3,400
3,000
300
Citizens Utilities Co. Class B 193,905
Citizens Utilities Co. Class B 122,138
Citrix Systems, Inc. 49,000
52,000
9,600
160,628
City National Corp. 40,600
80,000
20,850
11,100
12,900
3,600
190,502
Claire's Stores, Inc. 131,200
146,800
Clarify, Inc. 80,000
112,500
Clark/Bardes Holdings, Inc. 27,700
39,400
Clayton Homes, Inc. 2,493
Clear Channel Communications, Inc. 51,100
161,818
Cleveland-Cliffs, Inc. 16,000
22,400
32,400
Clorox Co. 1,000
7,083
28,000
106,117
Coach USA, Inc. 84,300
Coachmen Industries, Inc. 91,300
76,700
1,100
209,800
Coast Federal Litigation Contigent 300
Coastal Corp. 157,300
135,400
7,100
377,644
Coca-Cola Bottling Co. Consolidated 39,600
44,000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Coca-Cola Co. (The) Common Stocks 191216100 18,683 304,400 Defined 14
10,538 171,700 Defined 16
896 14,600 Defined 28
31,976 520,991 Sole 36
Coca-Cola Enterprises, Inc. Common Stocks 191219104 920 30,400 Defined 4
1,419 46,900 Defined 16
6,992 231,150 Sole 36
Coherent, Inc. Common Stocks 192479103 201 14,600 Defined 12
245 17,800 Defined 30
2,881 209,500 Sole 36
Coho Energy, Inc. Common Stocks 192481109 33 52,661 Defined 25
50 80,065 Sole 36
Cohu, Inc. Common Stocks 192576106 1,889 80,400 Defined 5
2,053 88,300 Sole 36
Cole National Corp. Class A Common Stocks 193290103 292 16,000 Defined 25
456 25,000 Sole 36
Colgate-Palmolive Co. Common Stocks 194162103 184 2,000 Defined 1
6,560 71,300 Defined 16
3,680 40,000 Defined 34
29,388 319,435 Sole 36
Colonial BancGroup, Inc. Common Stocks 195493309 2,196 183,000 Defined 5
125 10,400 Defined 14
2,666 222,200 Sole 36
Colonial Properties Trust Common Stocks 195872106 56 2,200 Sole 36
Coltec Industries, Inc. Common Stocks 196879100 586 32,200 Defined 14
21 1,176 Sole 36
Columbia Energy Group Common Stocks 197648108 342 6,550 Defined 10
4,214 80,650 Defined 14
98 1,875 Sole 36
Columbia/HCA Healthcare Corp. Common Stocks 197677107 8,704 459,600 Defined 7
5,643 298,000 Defined 13
4,053 214,000 Defined 14
35,395 1,869,024 Sole 36
Columbus McKinnon Corp. Common Stocks 199333105 1,720 86,000 Defined 5
2,330 115,800 Sole 36
Comair Holdings, Inc. Common Stocks 199789108 1,820 77,025 Defined 26
213 9,000 Defined 28
3,178 134,514 Sole 36
Comcast Corp. Class A Common Stocks 200300101 508 8,300 Defined 4
1,488 24,200 Sole 36
Comcast Corp. Special Class A Common Stocks 200300200 963 15,300 Defined 4
422 6,700 Defined 14
4,009 63,700 Defined 23
1,152 18,300 Defined 28
14,858 236,072 Sole 36
Comdisco, Inc. Common Stocks 200336105 824 46,100 Defined 24
46 2,550 Sole 36
Comerica, Inc. Common Stocks 200340107 9,194 147,250 Defined 28
2,373 38,000 Defined 30
8,399 134,516 Sole 36
Commerce Bancorp, Inc. Common Stocks 200519106 234 5,670 Defined 12
316 7,665 Defined 30
961 23,285 Sole 36
Commerce Bancshares, Inc. Common Stocks 200525103 292 7,580 Defined 28
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Coca-Cola Co. (The) 304,400
171,700
14,600
520,991
Coca-Cola Enterprises, Inc. 30,400
46,900
231,150
Coherent, Inc. 14,600
17,800
209,500
Coho Energy, Inc. 52,661
80,065
Cohu, Inc. 80,400
88,300
Cole National Corp. Class A 16,000
25,000
Colgate-Palmolive Co. 2,000
71,300
40,000
319,435
Colonial BancGroup, Inc. 183,000
10,400
222,200
Colonial Properties Trust 2,200
Coltec Industries, Inc. 32,200
1,176
Columbia Energy Group 6,550
80,650
1,875
Columbia/HCA Healthcare Corp. 459,600
298,000
214,000
869,024
Columbus McKinnon Corp. 86,000
115,800
Comair Holdings, Inc. 77,025
9,000
134,514
Comcast Corp. Class A 8,300
24,200
Comcast Corp. Special Class A 15,300
6,700
63,700
18,300
236,072
Comdisco, Inc. 46,100
2,550
Comerica, Inc. 147,250
38,000
134,516
Commerce Bancorp, Inc. 5,670
7,665
23,285
Commerce Bancshares, Inc. 7,580
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
716 18,585 Defined 30
1,874 48,667 Defined 34
5,882 152,778 Sole 36
Commerce Group, Inc. Common Stocks 200641108 64 2,600 Defined 12
Commercial Federal Corp. Common Stocks 201647104 693 29,900 Defined 12
174 7,500 Defined 14
988 42,600 Sole 36
Commercial Intertech Corp. Common Stocks 201709102 88 7,900 Sole 36
Commercial Metals Co. Common Stocks 201723103 128 6,400 Defined 12
338 16,900 Defined 30
1,314 65,700 Sole 36
Commercial Net Lease Realty Common Stocks 202218103 29 2,600 Sole 36
Commonwealth Bancorp, Inc. Common Stocks 20268X102 115 7,600 Defined 12
105 6,900 Sole 36
Commonwealth Telephone Enterprises, Inc. Common Stocks 203349105 70 1,900 Defined 30
250 6,800 Sole 36
CommScope, Inc. Common Stocks 203372107 27 1,300 Defined 30
379 18,100 Sole 36
Community Bank System, Inc. Common Stocks 203607106 731 30,700 Defined 5
64 2,700 Defined 12
19 800 Sole 36
Companhia Brasileira de Distribuicao Grupo Pao de Acucar (Regd.) -GDR Commond Stocks 20440T201 461 31,500 Defined 17
Companhia Paranaense de Energia Copel Class B - ADR Preferred Stock 20441B407 119 15,800 Defined 14
Companhia Anonima Nacional Telefonos de Venezuela - ADR Common Stocks 204421101 1,148 63,146 Defined 11
917 50,400 Defined 14
Compania Cervecerias Unidas SA - ADR Common Stocks 204429104 495 22,700 Defined 14
Compania de Minas Buenaventura Series B - ADR Common Stocks 204448104 121 9,100 Defined 11
390 29,400 Defined 14
231 17,400 Defined 17
Compania de Telecomunicaciones de Chile SA - ADR Common Stocks 204449300 250 10,625 Defined 11
2,075 88,068 Defined 14
1,065 45,200 Defined 17
COMPAQ Computer Corp. Common Stocks 204493100 114 3,600 Defined 1
9,984 315,063 Defined 7
9,284 293,000 Defined 13
79 2,500 Defined 14
2,125 67,056 Defined 28
7,532 500,0231 Sole 36
Compass Bancshares, Inc. Common Stocks 20449H109 2 50 Defined 12
1,273 36,900 Defined 14
176 5,100 Defined 30
344 9,975 Sole 36
Complete Business Solutions Inc. Common Stocks 20452F100 2,538 129,300 Sole 36
Complete Business Solutions, Inc. Common Stocks 20452F107 1,258 64,300 Defined 27
Computer Associates International, Inc. Common Stocks 204912109 6,472 182,000 Defined 13
7,105 199,800 Defined 28
8,221 512,352 Sole 36
CompUSA, Inc. Common Stocks 204932107 223 31,900 Defined 14
15 2,142 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
18,585
48,667
152,778
Commerce Group, Inc. 2,600
Commercial Federal Corp. 29,900
7,500
42,600
Commercial Intertech Corp. 7,900
Commercial Metals Co. 6,400
16,900
65,700
Commercial Net Lease Realty 2,600
Commonwealth Bancorp, Inc. 7,600
6,900
Commonwealth Telephone Enterprises, Inc. 1,900
6,800
CommScope, Inc. 1,300
18,100
Community Bank System, Inc. 30,700
2,700
800
Companhia Brasileira de Distribuicao Grupo Pao de Acucar (Regd.) - GDR 31,500
Companhia Paranaense de Energia Copel Class B - ADR 15,800
Companhia Anonima Nacional Telefonos de Venezuela - ADR 63,146
50,400
Compania Cervecerias Unidas SA - ADR 22,700
Compania de Minas Buenaventura Series B - ADR 9,100
29,400
17,400
Compania de Telecomunicaciones de Chile SA - ADR 10,625
88,068
45,200
COMPAQ Computer Corp. 3,600
315,063
293,000
2,500
67,056
1,500,023
Compass Bancshares, Inc. 50
36,900
5,100
9,975
Complete Business Solutions Inc. 129,300
Complete Business Solutions, Inc. 64,300
Computer Associates International, Inc. 182,000
199,800
512,352
CompUSA, Inc. 31,900
2,142
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Computer Management Sciences, Inc. Common Stocks 205213101 146 5,200 Defined 30
Computer Sciences Corp. Common Stocks 205363104 2,103 38,100 Defined 10
44 800 Defined 28
1,409 25,530 Sole 36
Compuware Corp. Common Stocks 205638109 5,498 230,300 Defined 28
2,674 112,000 Defined 34
9,760 408,808 Sole 36
Comsat Corp. Series 1 Common Stocks 20564D107 17 600 Defined 28
1,539 53,172 Sole 36
Comverse Technology, Inc. Common Stocks 205862402 6,340 74,700 Defined 10
4,244 50,000 Defined 15
263 3,100 Defined 30
7,515 88,415 Sole 36
ConAgra, Inc. Common Stocks 205887102 6,283 245,800 Defined 7
6,541 255,900 Defined 10
460 18,000 Defined 33
14,051 549,690 Sole 36
Com21, Inc. Common Stocks 205937105 2,397 91,300 Defined 26
2,092 79,700 Sole 36
Concord Communications, Inc. Common Stocks 206186108 1,194 21,350 Defined 26
1,069 18,750 Sole 36
Concord EFS, Inc. Common Stocks 206197100 199 7,205 Sole 36
Concord EFS, Inc. Common Stocks 206197105 82 3,000 Defined 28
Conectiv, Inc. Common Stocks 206829103 957 49,400 Defined 12
97 5,000 Defined 30
1,270 65,544 Sole 36
Conectiv, Inc. Common Stocks 206829202 8 212 Sole 36
Conexant Systems, Inc. Common Stocks 207142100 1,819 65,850 Defined 26
1,663 60,075 Sole 36
Connecticut Energy Corp. Common Stocks 207567108 75 3,100 Defined 12
70 2,900 Sole 36
Conning Corp. New Common Stocks 208215103 249 17,200 Defined 25
382 25,600 Sole 36
Conoco, Inc. Class A Common Stocks 208251306 9,137 372,000 Defined 7
17,702 720,700 Sole 36
Conseco, Inc. Common Stocks 208464107 9,457 306,300 Defined 7
710 23,000 Defined 10
4,122 133,500 Defined 23
6,157 199,412 Defined 28
40,990 1,327,602 Sole 36
Consolidated Edison, Inc. Common Stocks 209115104 6,353 140,200 Defined 7
802 17,700 Defined 28
13,125 289,650 Sole 36
Consolidated Freightways Corp. Common Stocks 209232107 402 33,500 Defined 12
33 2,750 Defined 14
778 64,800 Defined 30
1,233 104,900 Sole 36
Consolidated Natural Gas Co. Common Stocks 209615103 1,061 21,800 Defined 14
5 100 Defined 28
752 15,450 Sole 36
Consolidated Papers, Inc. Common Stocks 209759109 541 23,000 Defined 33
2,007 85,400 Sole 36
Consolidated Stores Corp. Common Stocks 210149100 74 2,451 Sole 36
ContiFinancial Corp. Common Stocks 21075V107 35 4,900 Sole 36
Continental Airlines, Inc. Class B Common Stocks 210795308 4,659 122,600 Defined 1
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Computer Management Sciences, Inc. 5,200
Computer Sciences Corp. 38,100
800
25,530
Compuware Corp. 230,300
112,000
408,808
Comsat Corp. Series 1 600
53,172
Comverse Technology, Inc. 74,700
50,000
3,100
88,415
ConAgra, Inc. 245,800
255,900
18,000
549,690
Com21, Inc. 91,300
79,700
Concord Communications, Inc. 21,350
18,750
Concord EFS, Inc. 7,205
Concord EFS, Inc. 3,000
Conectiv, Inc. 49,400
5,000
65,544
Conectiv, Inc. 212
Conexant Systems, Inc. 65,850
60,075
Connecticut Energy Corp. 3,100
2,900
Conning Corp. New 17,200
25,600
Conoco, Inc. Class A 372,000
720,700
Conseco, Inc. 306,300
23,000
133,500
199,412
1,327,602
Consolidated Edison, Inc. 140,200
17,700
289,650
Consolidated Freightways Corp. 33,500
2,750
64,800
104,900
Consolidated Natural Gas Co. 21,800
100
15,450
Consolidated Papers, Inc. 23,000
85,400
Consolidated Stores Corp. 2,451
ContiFinancial Corp. 4,900
Continental Airlines, Inc. Class B 122,600
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
2,576 67,800 Defined 12
893 23,500 Defined 30
21,574 567,728 Sole 36
Control Devices, Inc. Common Stocks 21238C103 304 18,998 Defined 25
Convergys Corp. NPV Common Stocks 212485106 1,841 107,500 Defined 28
1,294 75,550 Sole 36
Cooper Cameron Corp. Common Stocks 216640102 1,863 55,000 Defined 15
2,161 63,800 Defined 26
3,377 99,700 Sole 36
Cooper Industries, Inc. Common Stocks 216669101 2,455 57,600 Defined 14
494 11,600 Defined 33
3,295 77,304 Sole 36
Cooper Tire & Rubber Co. Common Stocks 216831107 7,295 397,000 Defined 13
228 12,400 Defined 14
61 3,300 Defined 28
377 20,500 Defined 33
19,161 1,042,750 Sole 36
Coors (Adolph) Co. Class B Common Stocks 217016104 367 6,800 Defined 30
583 10,800 Sole 36
Copart, Inc. Common Stocks 217204106 60 2,900 Defined 31
174 8,400 Sole 36
Cordant Technologies, Inc. Common Stocks 218412104 434 10,900 Defined 10
1,585 39,800 Defined 27
279 7,000 Defined 28
275 6,900 Defined 30
4,538 113,988 Sole 36
Corn Products International, Inc. Common Stocks 219023108 823 34,400 Defined 12
6 250 Defined 14
888 37,100 Sole 36
Cornell Corrections, Inc. Common Stocks 219141108 210 12,000 Defined 25
350 20,000 Sole 36
Cornerstone Properties, Inc. Common Stocks 21922H103 3,748 256,300 Defined 29
232 15,862 Sole 36
Cornerstone Realty Income Trust, Inc. Common Stocks 21922V100 37 3,500 Sole 36
Corning, Inc. Common Stocks 219350105 1,200 20,000 Defined 28
9,519 158,650 Sole 36
Corporate Express, Inc. Common Stocks 219888104 167 32,600 Defined 14
Corporacion Bancaria de Espana SA Common Stocks 219913100 2,253 46,700 Defined 32
CORT Business Services Corp. Common Stocks 220493100 275 11,900 Defined 15
49 2,100 Defined 30
324 14,000 Sole 36
CORUS Bankshares, Inc. Common Stocks 220873103 141 4,400 Sole 36
CorVel Corp. Common Stocks 221006109 197 5,500 Defined 25
322 9,000 Sole 36
Cost Plus, Inc. Common Stocks 221485105 351 11,950 Defined 12
2,416 82,250 Sole 36
Costco Cos., Inc. Common Stocks 22160Q102 2,939 32,100 Defined 1
1,612 17,600 Defined 4
2,793 30,500 Defined 14
4,194 45,800 Defined 16
26,871 294,088 Sole 36
Costilla Energy, Inc. Common Stocks 22161G103 52 22,000 Defined 25
90 38,000 Sole 36
Cotelligent Group, Inc. Common Stocks 221630106 142 16,000 Defined 25
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
67,800
23,500
567,728
Control Devices, Inc. 18,998
Convergys Corp. NPV 107,500
75,550
Cooper Cameron Corp. 55,000
63,800
99,700
Cooper Industries, Inc. 57,600
11,600
77,304
Cooper Tire & Rubber Co. 397,000
12,400
3,300
20,500
1,042,750
(Adolph) Co. Class B 6,800
10,800
Copart, Inc. 2,900
8,400
Cordant Technologies, Inc. 10,900
39,800
7,000
6,900
113,988
Corn Products International, Inc. 34,400
250
37,100
Cornell Corrections, Inc. 12,000
20,000
Cornerstone Properties, Inc. 256,300
15,862
Cornerstone Realty Income Trust, Inc 3,500
Corning, Inc. 20,000
158,650
Corporate Express, Inc. 32,600
Corporacion Bancaria de Espana SA 46,700
CORT Business Services Corp. 11,900
2,100
14,000
CORUS Bankshares, Inc. 4,400
CorVel Corp. 5,500
9,000
Cost Plus, Inc. 11,950
82,250
Costco Cos., Inc. 32,100
17,600
30,500
45,800
294,088
Costilla Energy, Inc. 22,000
38,000
Cotelligent Group, Inc. 16,000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
266 30,000 Sole 36
Countrywide Credit Industries, Inc. Common Stocks 222372104 5,063 135,000 Defined 24
529 14,100 Defined 28
1,935 51,600 Defined 30
540 14,400 Defined 33
4,445 118,538 Sole 36
Cousins Properties, Inc. Common Stocks 222795106 5,790 200,100 Defined 3
1,105 38,200 Defined 29
6 200 Sole 36
Covenant Transport, Inc. Class A Common Stocks 22284P105 322 22,200 Defined 30
138 9,300 Sole 36
Cox Communications, Inc. Class A Common Stocks 224044107 2,874 38,000 Defined 34
4,887 64,625 Sole 36
Cox Radio, Inc. Class A Common Stocks 224051102 154 3,000 Defined 30
292 5,700 Sole 36
Crane Co. Common Stocks 224399105 722 29,850 Defined 28
1,264 52,250 Defined 30
102 4,200 Defined 31
1,932 79,875 Sole 36
Credit Acceptance Corp. Common Stocks 225310101 11 1,900 Defined 28
9 1,500 Sole 36
Crescent Real Estate Equities, Inc. Common Stocks 225756105 11,806 549,100 Defined 3
43 2,000 Defined 28
3,616 168,200 Defined 29
352 16,383 Sole 36
Crescent Operating, Inc. Common Stocks 22575M100 171 47,900 Defined 3
CRIIMI MAE, Inc. Common Stocks 226603108 5 1,700 Sole 36
Crompton & Knowles Corp. Common Stocks 227111101 206 13,100 Defined 14
102 6,500 Defined 28
830 52,721 Sole 36
Cross Timbers Oil Co. Common Stocks 227573102 1,180 167,025 Defined 5
1,327 187,900 Sole 36
Crown American Realty Trust Common Stocks 228186102 13 2,000 Sole 36
Crown Cork & Seal Co., Inc. Common Stocks 228255105 254 8,900 Defined 28
643 22,500 Defined 33
3,427 119,998 Sole 36
Cullen Frost Bankers, Inc. Common Stocks 229899109 772 16,100 Defined 12
173 3,600 Defined 30
983 20,500 Sole 36
Cummins Engine Co., Inc. Common Stocks 231021106 2,152 60,500 Defined 12
626 17,600 Defined 28
409 11,500 Defined 33
4,282 120,400 Sole 36
Curtiss-Wright Corp. Common Stocks 231561101 127 4,100 Defined 30
Cutter & Buck, Inc. Common Stocks 232217109 2,702 84,450 Defined 26
2,413 75,400 Sole 36
Cymer, Inc. Common Stocks 232572107 8 400 Defined 30
912 45,900 Sole 36
Cyprus Amax Minerals Co. Common Stocks 232809103 652 53,800 Defined 12
1,752 144,521 Sole 36
Cytec Industries, Inc. Common Stocks 232820100 78 3,500 Defined 14
22 964 Sole 36
Cytyc Corp. Common Stocks 232946103 1,039 74,900 Sole 36
DM Management Co. Common Stocks 233233105 1,286 82,300 Sole 36
DPL, Inc. Common Stocks 233293109 60 3,650 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
30,000
Countrywide Credit Industries, Inc. 135,000
14,100
51,600
14,400
118,538
Cousins Properties, Inc. 200,100
38,200
200
Covenant Transport, Inc. Class A 22,200
9,300
Cox Communications, Inc. Class A 38,000
64,625
Cox Radio, Inc. Class A 3,000
5,700
Crane Co. 29,850
52,250
4,200
79,875
Credit Acceptance Corp. 1,900
1,500
Crescent Real Estate Equities, Inc. 549,100
2,000
168,200
16,383
Crescent Operating, Inc. 47,900
CRIIMI MAE, Inc. 1,700
Crompton & Knowles Corp. 13,100
6,500
52,721
Cross Timbers Oil Co. 167,025
187,900
Crown American Realty Trust 2,000
Crown Cork & Seal Co., Inc. 8,900
22,500
119,998
Cullen Frost Bankers, Inc. 16,100
3,600
20,500
Cummins Engine Co., Inc. 60,500
17,600
11,500
120,400
Curtiss-Wright Corp. 4,100
Cutter & Buck, Inc. 84,450
75,400
Cymer, Inc. 400
45,900
Cyprus Amax Minerals Co. 53,800
144,521
Cytec Industries, Inc. 3,500
964
Cytyc Corp. 74,900
DM Management Co. 82,300
DPL, Inc. 3,650
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
DQE, Inc. Common Stocks 23329J104 69 1,800 Sole 36
D.R. Horton, Inc. Common Stocks 23331A109 1,134 67,700 Defined 12
1,588 94,800 Defined 27
60 3,600 Defined 30
3,531 210,800 Sole 36
DST Systems, Inc. Common Stocks 233326107 3,303 55,000 Defined 15
1,934 32,200 Defined 28
2,210 36,800 Defined 30
11,330 188,642 Sole 36
DSP Communications, Inc. Common Stocks 23332K106 81 5,100 Defined 31
DTE Energy Co. Common Stocks 233331107 6,465 168,200 Defined 28
2,083 54,200 Defined 30
4,778 124,300 Sole 36
Dain Rauscher Corp. Common Stocks 233856103 146 4,300 Sole 36
Dal-Tile International, Inc. Common Stocks 23426R108 1,202 132,600 Sole 36
Dan River, Inc. Class A Common Stocks 235774106 315 37,000 Defined 25
459 54,000 Sole 36
Dana Corp. Common Stocks 235811106 2,812 74,000 Defined 10
3,393 89,300 Defined 14
1,326 34,900 Defined 24
3,195 84,083 Sole 36
Danaher Corp. Common Stocks 235851102 94 1,800 Sole 36
Darden Restaurants, Inc. Common Stocks 237194105 3,267 158,400 Defined 28
528 25,600 Defined 30
8,121 393,764 Sole 36
Data General Corp. Common Stocks 237688106 271 26,800 Sole 36
Data Processing Corp. Common Stocks 237823109 270 19,800 Defined 25
427 31,200 Sole 36
Data Transmission Network Corp. Common Stocks 238017107 263 11,000 Defined 25
454 19,000 Sole 36
Datascope Corp. Common Stocks 238113104 72 2,700 Defined 31
316 11,700 Sole 36
Day Runner, Inc. Common Stocks 239545106 24 2,000 Defined 30
Dayton Hudson Corp. Common Stocks 239753106 1,712 25,700 Defined 1
16,636 249,700 Defined 10
6,163 92,500 Defined 14
1,646 24,700 Defined 16
5,210 78,200 Defined 23
3,838 57,600 Defined 28
24,461 367,146 Sole 36
Dayton Superior Corp. Class A Common Stocks 240028100 215 12,400 Defined 25
271 15,600 Sole 36
Dean Foods Co. Common Stocks 242361103 53 1,500 Defined 10
278 7,800 Defined 24
32 887 Sole 36
Deere & Co. Common Stocks 244199105 8,235 213,200 Defined 7
3,387 87,700 Defined 14
28,583 740,000 Sole 36
Del Monte Foods Co. Common Stocks 24522P100 667 50,600 Sole 36
Dell Computer Corp. Common Stocks 247025109 28,040 686,000 Defined 1
6,892 168,600 Defined 10
1,680 41,100 Defined 14
14,429 353,000 Defined 16
1,602 39,200 Defined 28
128,092 3,133,744 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
DQE, Inc. 1,800
D.R. Horton, Inc. 67,700
94,800
3,600
210,800
DST Systems, Inc. 55,000
32,200
36,800
188,642
DSP Communications, Inc. 5,100
DTE Energy Co. 168,200
54,200
124,300
Dain Rauscher Corp. 4,300
Dal-Tile International, Inc. 132,600
Dan River, Inc. Class A 37,000
54,000
Dana Corp. 74,000
89,300
34,900
84,083
Danaher Corp. 1,800
Darden Restaurants, Inc. 158,400
25,600
393,764
Data General Corp. 26,800
Data Processing Corp. 19,800
31,200
Data Transmission Network Corp. 11,000
19,000
Datascope Corp. 2,700
11,700
Day Runner, Inc. 2,000
Dayton Hudson Corp. 25,700
249,700
92,500
24,700
78,200
57,600
367,146
Dayton Superior Corp. Class A 12,400
15,600
Dean Foods Co. 1,500
7,800
887
Deere & Co. 213,200
87,700
740,000
Del Monte Foods Co. 50,600
Dell Computer Corp. 686,000
168,600
41,100
353,000
39,200
3,133,744
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manag
<S> <C> <C> <C> <C> <C> <C>
Delphi Financial Group, Inc. Common Stocks 247131105 455 13,428 Defined 12
604 17,843 Defined 30
1,187 35,054 Sole 36
Delta & Pine Land Co. Common Stocks 247357100 27 871 Sole 36
Delta Air Lines, Inc. Common Stocks 247361108 5,122 73,700 Defined 1
11,384 163,800 Defined 7
12,218 175,800 Defined 28
952 13,700 Defined 30
44,936 646,565 Sole 36
Delta Financial Corp. Common Stocks 247918105 128 22,800 Defined 25
154 27,400 Sole 36
Deluxe Corp. Common Stocks 248019101 3,428 117,700 Defined 24
469 16,100 Defined 28
1,194 41,000 Defined 30
1,535 52,700 Sole 36
Dendrite International, Inc. Common Stocks 248239105 100 4,500 Sole 36
DENTSPLY International, Inc. Common Stocks 249030107 190 8,200 Defined 28
290 12,458 Sole 36
Department 56, Inc. Common Stocks 249509100 301 9,900 Defined 12
1,872 61,500 Defined 27
426 14,000 Defined 28
338 11,100 Defined 30
85 2,800 Defined 31
2,998 98,500 Sole 36
Desc SA de CV Series C - ADR Common Stocks 250309101 2,287 85,700 Defined 11
Detroit Diesel Corp. Common Stocks 250837101 149 6,600 Defined 12
632 28,100 Defined 30
1,485 66,000 Sole 36
Developers Diversified Realty Corp. Common Stocks 251591103 10,266 717,300 Defined 3
73 5,100 Sole 36
Devon Energy Corp. Common Stocks 251799102 686 24,900 Defined 5
DeVry, Inc. Common Stocks 251893103 4,333 149,400 Defined 15
4,646 160,200 Sole 36
Diagnostic Products Corp. Common Stocks 252450101 46 1,900 Defined 31
Dial Corp. Common Stocks 25247D101 71 2,062 Sole 36
Diamond Offshore Drilling, Inc. Common Stocks 25271C102 455 14,400 Defined 14
48 1,504 Sole 36
Diamond Technology Partners, Inc. Common Stocks 252762109 895 39,000 Defined 15
3,058 132,600 Sole 36
Diebold, Inc. Common Stocks 253651103 38 1,568 Sole 36
Digital Link Corp. Common Stocks 253856108 320 53,300 Defined 25
478 79,600 Sole 36
Dime Community Bancorp, Inc. Common Stocks 253922108 178 7,800 Defined 12
82 3,600 Defined 30
663 28,900 Sole 36
Dillard's, Inc. Class A Common Stocks 254067101 1,330 52,400 Defined 14
700 27,600 Defined 33
7,377 290,725 Sole 36
Dime Bancorp, Inc. Common Stocks 25429Q102 2,154 92,900 Defined 10
2,314 99,800 Defined 12
1,336 57,600 Defined 14
4,862 209,700 Defined 24
1,969 84,900 Defined 30
4,288 184,929 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Delphi Financial Group, Inc. 13,428
17,843
35,054
Delta & Pine Land Co. 871
Delta Air Lines, Inc. 73,700
163,800
175,800
13,700
646,565
Delta Financial Corp. 22,800
27,400
Deluxe Corp. 117,700
16,100
41,000
52,700
Dendrite International, Inc. 4,500
DENTSPLY International, Inc. 8,200
12,458
Department 56, Inc. 9,900
61,500
14,000
11,100
2,800
98,500
Desc SA de CV Series C - ADR 85,700
Detroit Diesel Corp. 6,600
28,100
66,000
Developers Diversified Realty Corp. 717,300
5,100
Devon Energy Corp. 24,900
DeVry, Inc. 149,400
160,200
Diagnostic Products Corp. 1,900
Dial Corp. 2,062
Diamond Offshore Drilling, Inc. 14,400
1,504
Diamond Technology Partners, Inc. 39,000
132,600
Diebold, Inc. 1,568
Digital Link Corp. 53,300
79,600
Dime Community Bancorp, Inc. 7,800
3,600
28,900
Dillard's, Inc. Class A 52,400
27,600
290,725
Dime Bancorp, Inc. 92,900
99,800
57,600
209,700
84,900
184,929
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Discount Auto Parts, Inc. Common Stocks 254642101 52 2,400 Defined 31
Disney (Walt) Co. Common Stocks 254687106 504 16,200 Defined 4
9,857 316,700 Defined 28
2,978 95,672 Sole 36
Distribucion y Servicio D&S SA - ADR Common Stocks 254753106 1,540 127,000 Defined 11
Dole Food Co., Inc. Common Stocks 256605106 89 3,000 Defined 24
146 4,900 Defined 28
5,284 177,600 Sole 36
Dollar General Corp. Common Stocks 256669102 126 3,716 Sole 36
Dollar Thrifty Automotive Group, Inc. Common Stocks 256743105 590 34,200 Defined 12
800 46,400 Defined 30
2,796 162,100 Sole 36
Dollar Tree Stores, Inc. Common Stocks 256747100 160 5,187 Sole 36
Dominion Resources, Inc. Common Stocks 257470104 164 4,450 Sole 36
Donaldson, Lufkin & Jenrette, Inc. Common Stocks 257661108 4,896 70,200 Defined 5
6,017 86,262 Sole 36
Donegal Group, Inc. Common Stocks 257701102 873 71,288 Defined 5
Donnelley (R.R.) & Sons Co. Common Stocks 257867101 2,633 81,800 Defined 10
2,562 79,600 Defined 14
264 8,200 Defined 24
39 1,200 Defined 28
8,021 249,206 Sole 36
Doral Financial Corp. Common Stocks 25811P100 1,281 69,700 Defined 26
2,014 109,600 Defined 27
3,646 198,400 Sole 36
DoubleClick, Inc. Common Stocks 258609304 2,367 13,000 Defined 15
4,734 26,000 Sole 36
Dover Corp. Common Stocks 260003108 165 5,010 Sole 36
Dover Downs Entertainment, Inc. Common Stocks 260086103 3 200 Sole 36
Dow Chemical Co. Common Stocks 260543103 10,055 107,900 Defined 10
8,965 96,200 Defined 14
5,442 58,400 Defined 28
1,118 12,000 Defined 33
18,362 197,046 Sole 36
Dow Jones & Co., Inc. Common Stocks 260561105 2,440 51,700 Defined 24
557 11,800 Defined 28
7,248 153,600 Sole 36
Downey Financial Corp. Common Stocks 261018105 331 18,050 Defined 12
295 16,100 Defined 30
840 45,860 Sole 36
Dress Barn, Inc. Common Stocks 261570105 24 1,700 Sole 36
du Pont (E.I.) de Nemours & Co. Common Stocks 263534109 4,779 82,300 Defined 7
674 11,600 Defined 33
14,302 246,328 Sole 36
Ducommun, Inc. Common Stocks 264147109 32 3,450 Defined 30
Duke Energy Corp. Common Stocks 264399106 449 8,221 Sole 36
Duke Realty Investments, Inc. Common Stocks 264411505 903 42,000 Defined 5
1,135 52,800 Defined 24
123 5,700 Defined 28
1,955 90,950 Defined 29
2,963 137,836 Sole 36
Dun & Bradstreet Corp. Common Stocks 26483B106 517 14,500 Defined 28
135 3,800 Sole 36
Dura Automotive Systems, Inc. Common Stocks 265903100 1,141 40,391 Sole 36
DuPont Photomasks, Inc. Common Stocks 26613X101 205 5,200 Defined 30
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Discount Auto Parts, Inc. 2,400
Disney (Walt) Co. 16,200
316,700
95,672
Distribucion y Servicio D&S SA - ADR 127,000
Dole Food Co., Inc. 3,000
4,900
177,600
Dollar General Corp. 3,716
Dollar Thrifty Automotive Group, Inc. 34,200
46,400
162,100
Dollar Tree Stores, Inc. 5,187
Dominion Resources, Inc. 4,450
Donaldson, Lufkin & Jenrette, Inc. 70,200
86,262
Donegal Group, Inc. 71,288
Donnelley (R.R.) & Sons Co. 81,800
79,600
8,200
1,200
249,206
Doral Financial Corp. 69,700
109,600
198,400
DoubleClick, Inc. 13,000
26,000
Dover Corp. 5,010
Dover Downs Entertainment, Inc. 200
Dow Chemical Co. 107,900
96,200
58,400
12,000
197,046
Dow Jones & Co., Inc. 51,700
11,800
153,600
Downey Financial Corp. 18,050
16,100
45,860
Dress Barn, Inc. 1,700
du Pont (E.I.) de Nemours & Co. 82,300
11,600
246,328
Ducommun, Inc. 3,450
Duke Energy Corp. 8,221
Duke Realty Investments, Inc. 42,000
52,800
5,700
90,950
137,836
Dun & Bradstreet Corp. 14,500
3,800
Dura Automotive Systems, Inc. 40,391
DuPont Photomasks, Inc. 5,200
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
693 17,500 Sole 36
Dynegy, Inc. Common Stocks 26816L102 203 14,409 Sole 36
Dynex Capital, Inc. Common Stocks 26817Q100 6 1,700 Sole 36
EFTC Corp. Common Stocks 268443100 378 81,800 Sole 36
EG&G, Inc. Common Stocks 268457108 564 21,400 Defined 12
876 33,200 Defined 24
2,429 92,100 Defined 30
1,526 57,864 Sole 36
EMC Corp. Common Stocks 268648102 26,917 210,700 Defined 1
345 2,700 Defined 4
14,870 116,400 Defined 10
19,891 155,700 Defined 14
3,654 28,600 Defined 16
93,200 729,547 Sole 36
ENSCO International, Inc. Common Stocks 26874Q100 588 44,200 Defined 14
365 27,400 Defined 28
712 53,504 Sole 36
ENI SPA - ADR Common Stocks 26874R108 4,021 63,700 Defined 32
E-Tek Dynamics, Inc. Common Stocks 269240107 1,604 44,800 Defined 26
1,399 39,000 Sole 36
E'town Corp. Common Stocks 269242103 105 2,600 Defined 12
290 7,200 Sole 36
E*TRADE Group, Inc. Common Stocks 269246104 292 5,000 Sole 36
Earthgrains Co. Common Stocks 270319106 1,438 64,800 Defined 12
1,622 73,100 Sole 36
EarthLink Network, Inc. Common Stocks 270322100 2,523 42,000 Defined 34
5,400 90,000 Sole 36
Easco, Inc. Common Stocks 278865100 175 23,000 Defined 25
232 32,000 Sole 36
Eastern Enterprises, Inc. Common Stocks 27637F100 840 23,100 Defined 12
855 23,500 Sole 36
Eastern Utilities Associates Common Stocks 277173100 31 1,100 Defined 30
159 5,600 Sole 36
EastGroup Properties, Inc. Common Stocks 277276101 19 1,200 Sole 36
Eastman Chemical Co. Common Stocks 277432100 59 1,400 Defined 28
639 15,200 Defined 33
8,496 201,975 Sole 36
Eastman Kodak Co. Common Stocks 277461109 8,717 136,464 Defined 7
824 12,900 Defined 10
8,649 135,400 Defined 14
2,459 38,500 Defined 24
735 11,500 Defined 28
17,406 272,494 Sole 36
Eaton Corp. Common Stocks 278058102 2,002 28,000 Defined 14
400 5,600 Defined 28
1,164 16,275 Sole 36
Eaton Vance Corp. Common Stocks 278265103 14 700 Defined 30
304 15,100 Sole 36
EchoStar Communications Corp. Class A Common Stocks 278762109 98 1,200 Defined 4
327 4,000 Sole 36
Ecolab, Inc. Common Stocks 278865100 11 300 Defined 28
91 2,556 Sole 36
Edison International Common Stocks 281020107 2,105 94,600 Defined 14
177 7,941 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
17,500
Dynegy, Inc. 14,409
Dynex Capital, Inc. 1,700
EFTC Corp. 81,800
EG&G, Inc. 21,400
33,200
92,100
57,864
EMC Corp. 210,700
2,700
116,400
155,700
28,600
729,547
ENSCO International, Inc. 44,200
27,400
53,504
ENI SPA - ADR 63,700
E-Tek Dynamics, Inc. 44,800
39,000
E'town Corp. 2,600
7,200
E*TRADE Group, Inc. 5,000
Earthgrains Co. 64,800
73,100
EarthLink Network, Inc. 42,000
90,000
Easco, Inc. 23,000
32,000
Eastern Enterprises, Inc. 23,100
23,500
Eastern Utilities Associates 1,100
5,600
EastGroup Properties, Inc. 1,200
Eastman Chemical Co. 1,400
15,200
201,975
Eastman Kodak Co. 136,464
12,900
135,400
38,500
11,500
272,494
Eaton Corp. 28,000
5,600
16,275
Eaton Vance Corp. 700
15,100
EchoStar Communications Corp. Class A 1,200
4,000
Ecolab, Inc. 300
2,556
Edison International 94,600
7,941
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Education Management Corp. New Common Stocks 28139T101 43 1,400 Defined 30
EduTrek International, Inc. Class A Common Stocks 28164K108 227 33,000 Defined 25
309 45,000 Sole 36
J.D. Edwards & Co. Common Stocks 281667105 428 35,862 Sole 36
Edwards (A.G.), Inc. Common Stocks 281760108 2,125 65,000 Defined 27
93 2,841 Defined 28
3,175 97,146 Sole 36
El Paso Energy Corp. Common Stocks 283905107 968 29,600 Defined 10
1,157 35,400 Defined 14
467 14,300 Defined 28
2,730 83,524 Sole 36
Elan Corp. PLC - ADR Common Stocks 284131208 6,600 94,630 Defined 17
2,113 30,300 Defined 35
691 9,900 Sole 36
Elcor Chemical Corp. Common Stocks 284443108 67 1,900 Defined 31
Elder-Beerman Stores Corp. New Common Stocks 284470101 1,031 120,400 Defined 26
907 105,150 Sole 36
Electro Rent Corp. Common Stocks 285218103 31 3,400 Defined 30
80 8,800 Sole 36
Electronic Arts Common Stocks 285512109 232 4,900 Defined 14
64 1,342 Sole 36
Electronic Data Systems Corp. Common Stocks 285661104 11,257 231,203 Defined 7
7,566 155,400 Defined 10
467 9,600 Defined 28
35,499 729,125 Sole 36
Electronics Boutique Holdings Corp. Common Stocks 286045109 208 15,000 Defined 25
333 24,000 Sole 36
Electronics For Imaging, Inc. Common Stocks 286082102 4,120 103,650 Defined 26
2,043 51,400 Defined 27
6,059 155,350 Sole 36
Elf Aquitaine - ADR Common Stocks 286269105 3,763 55,900 Defined 32
Embratel Participacoes SA - ADR Preferred Stocks 29081N100 647 38,784 Defined 14
838 50,200 Defined 17
Embotelladora Andina SA Series A- ADR Common Stocks 29081P204 673 44,300 Defined 11
415 27,300 Defined 14
Embotelladora Andina SA - ADR Series B Common Stocks 29081P303 718 58,000 Defined 11
Emerson Electric Co. Common Stocks 291011104 4,907 92,700 Defined 14
95 1,800 Defined 33
1,635 30,888 Sole 36
Emmis Broadcasting Corp. Class A Common Stocks 291525103 2,347 47,000 Defined 15
140 2,800 Defined 30
4,290 85,800 Sole 36
Empire District Electric Co. Common Stocks 291641108 123 5,400 Defined 12
27 1,200 Sole 36
Empresas ICA Sociedad - ADR Common Stocks 292448107 129 24,628 Defined 14
Empresas la Moderna SA de CV - ADR Common Stocks 292449105 515 21,700 Defined 14
Empresa Nacional de Electric - ADR Common Stocks 29244T101 416 29,600 Defined 14
Energen Corp. Common Stocks 29265N108 199 13,300 Defined 12
60 4,000 Defined 30
58 3,900 Defined 31
432 28,900 Sole 36
Energy East Corp. Common Stocks 29266M109 2,602 49,500 Defined 28
110 2,100 Defined 31
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Education Management Corp. New 1,400
EduTrek International, Inc. Class A 33,000
45,000
J.D. Edwards & Co. 35,862
Edwards (A.G.), Inc. 65,000
2,841
97,146
El Paso Energy Corp. 29,600
35,400
14,300
83,524
Elan Corp. PLC - ADR 94,630
30,300
9,900
Elcor Chemical Corp. 1,900
Elder-Beerman Stores Corp. New 120,400
105,150
Electro Rent Corp. 3,400
8,800
Electronic Arts 4,900
1,342
Electronic Data Systems Corp. 231,203
155,400
9,600
729,125
Electronics Boutique Holdings Corp. 15,000
24,000
Electronics For Imaging, Inc. 103,650
51,400
155,350
Elf Aquitaine - ADR 55,900
Embratel Participacoes SA - ADR 38,784
50,200
Embotelladora Andina SA Series A- ADR 44,300
27,300
Embotelladora Andina SA - ADR Series B 58,000
Emerson Electric Co. 92,700
1,800
30,888
Emmis Broadcasting Corp. Class A 47,000
2,800
85,800
Empire District Electric Co. 5,400
1,200
Empresas ICA Sociedad - ADR 24,628
Empresas la Moderna SA de CV - ADR 21,700
Empresa Nacional de Electric - ADR 29,600
Energen Corp. 13,300
4,000
3,900
28,900
Energy East Corp. 49,500
2,100
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
6,071 115,500 Sole 36
Enersis SA - ADR Common Stocks 29274F104 1,770 66,000 Defined 11
1,101 41,055 Defined 14
906 33,800 Defined 17
Engelhard Corp. Common Stocks 292845104 1,633 96,400 Defined 10
3,154 186,200 Defined 28
1,686 99,525 Sole 36
Engle Homes, Inc. Common Stocks 292896107 194 18,500 Defined 25
292 27,800 Sole 36
Enesco Group, Inc. Common Stocks 292973104 247 13,700 Defined 28
Enhance Financial Services Group, Inc. Common Stocks 293310108 491 21,600 Defined 12
91 4,000 Defined 31
530 23,300 Sole 36
Ennis Business Forms, Inc. Common Stocks 293389102 629 78,000 Defined 5
1,646 204,112 Sole 36
Enron Corp. Common Stocks 293561106 10,974 170,800 Defined 10
122 1,900 Defined 14
643 10,005 Sole 36
Enron Oil & Gas Co. Common Stocks 293562104 27 1,610 Sole 36
Entergy Corp. Common Stocks 29364G103 1,799 65,400 Defined 14
2,976 108,200 Defined 24
155 5,633 Sole 36
Entertainment Properties Trust Common Stocks 29380T105 1,309 75,900 Defined 29
40 2,300 Sole 36
Equant NV Common Stocks 294409107 4,304 57,200 Defined 17
226 3,000 Sole 36
Equifax, Inc. Common Stocks 294429105 4,352 126,600 Defined 14
48 1,400 Defined 28
937 27,250 Sole 36
Equitable Cos., Inc. Common Stocks 29444G107 1,029 14,700 Defined 10
840 12,000 Defined 14
1,533 21,900 Defined 28
2,537 36,248 Sole 36
Equity Inns, Inc. Common Stocks 294703103 45 5,300 Sole 36
Equity Office Properties Trust Common Stocks 294741103 11,584 455,400 Defined 3
318 12,500 Defined 28
10,520 413,548 Defined 29
723 28,414 Sole 36
Equity Office Property Trust Preferred Stocks 294741509 3,368 83,800 Defined 22
Equity Residential Properties Trust REIT Common Stocks 29476L107 5,764 139,738 Defined 29
1,848 44,811 Sole 36
Erie Indemnity Co. Class A Common Stocks 29530P100 40 1,471 Sole 36
Essex Property Trust, Inc. Common Stocks 297178105 5,800 222,000 Defined 3
29 1,100 Sole 36
Esterline Corp. Common Stocks 297425100 88 6,800 Defined 12
49 3,800 Defined 30
345 26,700 Sole 36
Ethan Allen Interiors, Inc. Common Stocks 297602104 25 607 Sole 36
Ethyl Corp. Common Stocks 297659104 203 47,800 Defined 12
205 48,300 Sole 36
EVEREN Capital Corp. Common Stocks 299761106 299 15,300 Sole 36
Everest Reinsurance Holdings, Inc. Common Stocks 299808105 1,332 42,700 Defined 12
926 29,700 Defined 28
65 2,100 Defined 30
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
115,500
Enersis SA - ADR 66,000
41,055
33,800
Engelhard Corp. 96,400
186,200
99,525
Engle Homes, Inc. 18,500
27,800
Enesco Group, Inc. 13,700
Enhance Financial Services Group, Inc. 21,600
4,000
23,300
Ennis Business Forms, Inc. 78,000
204,112
Enron Corp. 170,800
1,900
10,005
Enron Oil & Gas Co. 1,610
Entergy Corp. 65,400
108,200
5,633
Entertainment Properties Trust 75,900
2,300
Equant NV 57,200
3,000
Equifax, Inc. 126,600
1,400
27,250
Equitable Cos., Inc. 14,700
12,000
21,900
36,248
Equity Inns, Inc. 5,300
Equity Office Properties Trust 455,400
12,500
413,548
28,414
Equity Office Property Trust 83,800
Equity Residential Properties Trust REIT 139,738
44,811
Erie Indemnity Co. Class A 1,471
Essex Property Trust, Inc. 222,000
1,100
Esterline Corp. 6,800
3,800
26,700
Ethan Allen Interiors, Inc. 607
Ethyl Corp. 47,800
48,300
EVEREN Capital Corp. 15,300
Everest Reinsurance Holdings, Inc. 42,700
29,700
2,100
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
5,483 175,809 Sole 36
Exar Corp. Common Stocks 300645108 323 20,000 Defined 25
403 25,000 Sole 36
Excel Technology, Inc. Common Stocks 30067T103 368 35,000 Defined 25
519 50,000 Sole 36
Excel Switching Corp. New Common Stocks 30067V108 454 22,150 Defined 26
411 19,550 Sole 36
Excite, Inc. Common Stocks 300904109 3,791 27,100 Defined 26
3,402 24,300 Sole 36
Exide Corp. Common Stocks 302051107 45 4,000 Sole 36
Exodus Communications, Inc. Common Stocks 302088109 1,446 10,800 Defined 15
1,272 9,500 Defined 26
2,905 21,600 Sole 36
Express Scripts, Inc. Class A Common Stocks 302182100 1,530 17,800 Defined 26
1,349 15,700 Sole 36
Extended Stay America, Inc. Common Stocks 30224P101 164 16,100 Defined 12
256 25,100 Defined 14
83 8,100 Sole 36
Exxon Corp. Common Stocks 302290101 501 7,100 Defined 4
8,046 114,020 Defined 7
7,480 106,000 Defined 13
12,786 181,200 Defined 14
4,290 60,800 Defined 24
24,608 348,744 Defined 28
4,220 59,800 Defined 30
3,521 49,900 Defined 33
64,785 918,128 Sole 36
F & M Bancorporation, Inc. Common Stocks 302371100 10 300 Sole 36
F&M National Corp. Common Stocks 302374103 5 200 Sole 36
FBL Financial Group, Inc. Class A Common Stocks 30239F106 243 13,700 Defined 12
23 1,300 Defined 30
389 21,900 Sole 36
FLIR Systems, Inc. Common Stocks 302445101 306 17,000 Defined 25
544 30,000 Sole 36
FMC Corp. Common Stocks 302491303 272 5,500 Defined 12
1,955 39,600 Defined 24
657 13,300 Defined 28
183 3,700 Defined 30
153 3,100 Defined 33
2,301 46,600 Sole 36
FPIC Insurance Group, Inc. Common Stocks 302563101 1,948 47,000 Defined 15
3,631 87,500 Sole 36
FPL Group, Inc. Common Stocks 302571104 4,382 82,300 Defined 7
6,071 114,000 Defined 10
442 8,300 Defined 14
522 9,800 Defined 28
15,487 290,838 Sole 36
FRP Properties, Inc. Common Stocks 30262E109 207 9,000 Defined 25
345 15,000 Sole 36
Fairchild Corp. (The) Class A Common Stocks 303698104 184 18,100 Defined 12
381 37,400 Defined 30
1,101 108,100 Sole 36
Family Dollar Stores, Inc. Common Stocks 307000109 71 3,103 Sole 36
Family Golf Centers, Inc. Common Stocks 30701A100 1,692 227,550 Sole 36
FARO Technologies, Inc. Common Stocks 311642102 287 45,000 Defined 25
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
175,809
Exar Corp. 20,000
25,000
Excel Technology, Inc. 35,000
50,000
Excel Switching Corp. New 22,150
19,550
Excite, Inc. 27,100
24,300
Exide Corp. 4,000
Exodus Communications, Inc. 10,800
9,500
21,600
Express Scripts, Inc. Class A 17,800
15,700
Extended Stay America, Inc. 16,100
25,100
8,100
Exxon Corp. 7,100
114,020
106,000
181,200
60,800
348,744
59,800
49,900
918,128
F & M Bancorporation, Inc. 300
F&M National Corp. 200
FBL Financial Group, Inc. Class A 13,700
1,300
21,900
FLIR Systems, Inc. 17,000
30,000
FMC Corp. 5,500
39,600
13,300
3,700
3,100
46,600
FPIC Insurance Group, Inc. 47,000
87,500
FPL Group, Inc. 82,300
114,000
8,300
9,800
290,838
FRP Properties, Inc. 9,000
15,000
Fairchild Corp. (The) Class A 18,100
37,400
108,100
Family Dollar Stores, Inc. 3,103
Family Golf Centers, Inc. 227,550
FARO Technologies, Inc. 45,000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
459 72,000 Sole 36
Farr Co. Common Stocks 311648109 249 29,250 Defined 25
440 51,750 Sole 36
Fastenal Co. Common Stocks 311900104 23 647 Sole 36
FDX Corp. Common Stocks 31304N107 3,128 33,700 Defined 23
223 2,400 Defined 28
27,817 299,707 Sole 36
Federal Home Loan Mortgage Corp. Common Stocks 313400301 17,212 301,300 Defined 1
13,322 233,200 Defined 10
3,787 66,300 Defined 28
55,708 975,202 Sole 36
Federal-Mogul Corp. Common Stocks 313549107 67 1,554 Sole 36
Federal National Mortgage Association Common Stocks 313586109 388 5,600 Defined 1
11,946 172,500 Defined 7
651 9,400 Defined 14
4,543 65,600 Defined 16
4,404 63,600 Defined 23
4,197 60,600 Defined 28
139 2,000 Defined 30
332 4,800 Defined 33
51,675 746,215 Sole 36
Federal Realty Investment Trust Common Stocks 313747206 91 4,300 Sole 36
Federated Department Stores, Inc. Common Stocks 31410H101 4,289 106,900 Defined 14
3,780 94,200 Defined 24
44 1,100 Defined 28
782 19,500 Defined 33
4,372 108,950 Sole 36
Federated Investors, Inc. Class B Common Stocks 314211100 7 389 Sole 36
FelCor Lodging Trust, Inc. Common Stocks 31430F101 2,926 126,200 Defined 29
111 4,800 Sole 36
Ferro Corp. Common Stocks 315405100 126 5,100 Sole 36
Fidelity National Financial Common Stocks 316326107 186 12,430 Defined 30
173 11,530 Sole 36
Fifth Third Bancorp Common Stocks 316773100 3,073 46,600 Defined 1
9,733 147,603 Sole 36
Financial Federal Corp. Common Stocks 317492106 80 4,200 Sole 36
Financial Security Assurance Holdings, Ltd. Common Stocks 31769P100 1,136 22,900 Defined 12
60 1,200 Defined 14
213 4,300 Defined 30
1,482 29,870 Sole 36
FINOVA Group, Inc. Common Stocks 317928109 2,812 54,200 Defined 10
851 16,400 Defined 14
1,126 21,700 Defined 24
223 4,300 Defined 30
1,047 20,186 Sole 36
First American Financial Corp. Common Stocks 318522307 790 49,950 Defined 12
1,180 74,600 Defined 27
1,782 112,700 Defined 30
3,742 236,650 Sole 36
First American Corp. Common Stocks 318900107 269 7,300 Defined 14
2,098 56,900 Defined 24
111 3,000 Defined 28
551 14,952 Sole 36
First Citizens BancShares, Inc. Common Stocks 31946M103 24 300 Defined 30
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
72,000
Farr Co. 29,250
51,750
Fastenal Co. 647
FDX Corp. 33,700
2,400
299,707
Federal Home Loan Mortgage Corp. 301,300
233,200
66,300
975,202
Federal-Mogul Corp. 1,554
Federal National Mortgage Association 5,600
172,500
9,400
65,600
63,600
60,600
2,000
4,800
746,215
Federal Realty Investment Trust 4,300
Federated Department Stores, Inc. 106,900
94,200
1,100
19,500
108,950
Federated Investors, Inc. Class B 389
FelCor Lodging Trust, Inc. 126,200
4,800
Ferro Corp. 5,100
Fidelity National Financial 12,430
11,530
Fifth Third Bancorp 46,600
147,603
Financial Federal Corp. 4,200
Financial Security Assurance Holdings, Ltd. 22,900
1,200
4,300
29,870
FINOVA Group, Inc. 54,200
16,400
21,700
4,300
20,186
First American Financial Corp. 49,950
74,600
112,700
236,650
First American Corp. 7,300
56,900
3,000
14,952
First Citizens BancShares, Inc. 300
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
113 1,400 Sole 36
First Commonwealth Financial Corp. Common Stocks 319829107 51 2,400 Sole 36
First Consulting Group, Inc. Common Stocks 31986R103 177 16,100 Defined 15
First Federal Capital Corp. Common Stocks 319960100 1 100 Sole 36
First Data Corp. Common Stocks 319963104 10,517 246,000 Defined 13
2,792 65,300 Defined 16
2,774 64,900 Defined 24
1,462 34,200 Defined 28
41,290 965,852 Sole 36
First Industrial Realty Trust, Inc. REIT Common Stocks 32054K103 10,999 459,500 Defined 3
91 3,800 Sole 36
First Indiana Corp. Common Stocks 32054R108 148 7,800 Defined 25
232 12,200 Sole 36
First Midwest Bancorp, Inc. Common Stocks 320867104 133 3,500 Sole 36
First Health Group Corp. Common Stocks 320960107 1,776 111,000 Defined 15
4,167 259,404 Sole 36
First Republic Bank Common Stocks 336158100 246 10,200 Defined 12
241 10,000 Defined 25
125 5,200 Defined 30
808 33,500 Sole 36
First Security Corp. Common Stocks 336294103 1,923 99,900 Defined 10
5,667 294,400 Defined 24
862 44,618 Sole 36
1st Source Corp. Common Stocks 336901103 429 14,410 Defined 30
603 20,270 Sole 36
First Tennessee National Corp. Common Stocks 337162101 1,687 46,050 Defined 26
44 1,200 Defined 28
1,987 54,250 Sole 36
First Union Corp. Common Stocks 337358105 13,595 254,418 Defined 14
12,969 242,700 Defined 24
3,383 63,300 Defined 28
2,335 43,700 Defined 30
1,694 31,700 Defined 33
11,407 213,466 Sole 36
First Union Real Estate Investment Common Stocks 337400105 4 1,000 Sole 36
First Virginia Banks, Inc. Common Stocks 337477103 248 5,425 Sole 36
First Washington Bancorp, Inc. Common Stocks 33748T104 94 4,840 Defined 12
82 4,200 Sole 36
First Western Penn Common Stocks 337505100 764 24,250 Sole 36
FIRSTPLUS Financial Group, Inc. Common Stocks 33763B103 0 570 Sole 36
Firstar Corp. Common Stocks 33763V109 736 8,224 Defined 28
4,009 44,798 Sole 36
Fiserv, Inc. Common Stocks 337738108 99 1,850 Sole 36
FirstFed Financial Corp. Common Stocks 337907109 324 20,200 Defined 12
51 3,200 Defined 31
414 25,800 Sole 36
FirstMerit Corp. Common Stocks 337915102 46 1,800 Defined 12
3 100 Defined 14
616 24,100 Defined 30
327 12,706 Sole 36
Flagstar Bancorp, Inc. Common Stocks 337930101 186 7,000 Defined 12
440 16,600 Defined 30
1,084 40,900 Sole 36
FirstEnergy Corp. Common Stocks 337932107 182 6,500 Defined 24
693 24,800 Defined 33
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
1,400
First Commonwealth Financial Corp. 2,400
First Consulting Group, Inc. 16,100
First Federal Capital Corp. 100
First Data Corp. 246,000
65,300
64,900
34,200
965,852
First Industrial Realty Trust, Inc. REIT 459,500
3,800
First Indiana Corp. 7,800
12,200
First Midwest Bancorp, Inc. 3,500
First Health Group Corp. 111,000
259,404
First Republic Bank 10,200
10,000
5,200
33,500
First Security Corp. 99,900
294,400
44,618
1st Source Corp. 14,410
20,270
First Tennessee National Corp. 46,050
1,200
54,250
First Union Corp. 254,418
242,700
63,300
43,700
31,700
213,466
First Union Real Estate Investment 1,000
First Virginia Banks, Inc. 5,425
First Washington Bancorp, Inc. 4,840
4,200
First Western Penn 24,250
FIRSTPLUS Financial Group, Inc. 570
Firstar Corp. 8,224
44,798
Fiserv, Inc. 1,850
FirstFed Financial Corp. 20,200
3,200
25,800
FirstMerit Corp. 1,800
100
24,100
12,706
Flagstar Bancorp, Inc. 7,000
16,600
40,900
FirstEnergy Corp. 6,500
24,800
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
2,666 95,432 Sole 36
Fleet Financial Group, Inc. Common Stocks 338915101 12,473 331,500 Defined 7
9 238 Defined 9
1,926 51,200 Defined 10
11 280 Defined 20
5,873 156,100 Defined 24
169 4,500 Defined 28
2,607 69,300 Defined 30
1,061 28,200 Defined 33
29,550 785,394 Sole 36
Fleetwood Enterprises, Inc. Common Stocks 339099103 1,131 39,500 Defined 12
375 13,100 Defined 30
2,290 80,010 Sole 36
Fleming Cos., Inc. Common Stocks 339130106 282 32,900 Defined 28
967 112,950 Sole 36
Florida Progress Corp. Common Stocks 341109106 1,842 48,800 Defined 10
423 11,200 Defined 28
419 11,100 Defined 30
1,287 34,100 Sole 36
Florida Rock Industries, Inc. Common Stocks 341140101 195 5,700 Defined 12
Flow International Corp. Common Stocks 343468104 1,265 128,100 Sole 36
Flowers Industries, Inc. Common Stocks 343496105 2 100 Defined 28
56 2,266 Sole 36
Fluor Corp. Common Stocks 343861100 3,208 118,800 Defined 10
1,347 49,900 Defined 24
554 20,500 Defined 33
7,634 282,750 Sole 36
Fomento Economico Mexicano, SA de CV Series B - ADR Common Stocks 344419106 1,825 59,000 Defined 11
545 17,600 Defined 14
687 22,200 Defined 17
Food Lion, Inc. Class B Common Stocks 344775101 74 8,200 Sole 36
Foodmaker, Inc. Common Stocks 344839204 28 1,100 Defined 30
102 4,000 Defined 31
Footstar, Inc. Common Stocks 344912100 22 700 Defined 30
106 3,300 Sole 36
Ford Motor Co. Common Stocks 345370100 7,854 138,400 Defined 1
11,214 197,600 Defined 7
4,875 85,900 Defined 10
9,477 167,000 Defined 13
4,608 81,200 Defined 14
6,481 114,200 Defined 28
3,831 67,500 Defined 30
2,253 39,700 Defined 33
97,347 1,715,371 Sole 36
FORE Systems Common Stocks 345449102 2,998 158,567 Sole 36
Foremost Corp. of America Common Stocks 345469100 40 2,000 Defined 31
46 2,300 Sole 36
Forest Labs, Inc. Common Stocks 345838106 9,804 173,900 Defined 14
592 10,500 Sole 36
Formula Systems (1985), Ltd - ADR Common Stocks 346414105 339 13,200 Defined 17
Fort James Corp. Common Stocks 347471104 4,211 132,900 Defined 7
1,147 36,200 Defined 14
288 9,100 Defined 28
16,701 527,062 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
95,432
Fleet Financial Group, Inc. 331,500
238
51,200
280
156,100
4,500
69,300
28,200
785,394
Fleetwood Enterprises, Inc. 39,500
13,100
80,010
Fleming Cos., Inc. 32,900
112,950
Florida Progress Corp. 48,800
11,200
11,100
34,100
Florida Rock Industries, Inc. 5,700
Flow International Corp. 128,100
Flowers Industries, Inc. 100
2,266
Fluor Corp. 118,800
49,900
20,500
282,750
Fomento Economico Mexicano, SA de CV Series B - ADR 59,000
17,600
22,200
Food Lion, Inc. Class B 8,200
Foodmaker, Inc. 1,100
4,000
Footstar, Inc. 700
3,300
Ford Motor Co. 138,400
197,600
85,900
167,000
81,200
114,200
67,500
39,700
1,715,371
FORE Systems 158,567
Foremost Corp. of America 2,000
2,300
Forest Labs, Inc. 173,900
10,500
Formula Systems (1985), Ltd - ADR 13,200
Fort James Corp. 132,900
36,200
9,100
527,062
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Fortune Brands, Inc. Common Stocks 349631101 592 15,300 Defined 24
491 12,700 Defined 28
2,101 54,300 Sole 36
Forward Air Corp. Common Stocks 349853101 173 13,200 Defined 25
273 20,800 Sole 36
Fossil, Inc. Common Stocks 349882100 2,741 91,925 Defined 26
2,668 89,500 Defined 27
5,898 197,850 Sole 36
Foundation Health Systems, Inc. Common Stocks 350404109 43 3,528 Sole 36
Franchise Finance Corp. of America Common Stocks 351807102 672 31,900 Defined 29
82 3,900 Sole 36
Franklin Covey Co. Common Stocks 353469109 103 11,400 Defined 12
136 15,100 Sole 36
Franklin Resources, Inc. Common Stocks 354613101 1,226 43,600 Defined 14
3,803 135,200 Defined 23
9,135 324,784 Sole 36
Freedom Securities Corp. Common Stocks 35644K103 335 21,000 Defined 25
542 34,000 Sole 36
Freeport-McMoRan Copper & Gold, Inc. Class B Common Stocks 35671D857 289 26,600 Defined 28
1,166 107,219 Sole 36
Fremont General Corp. Common Stocks 357288109 1,755 92,050 Defined 5
637 33,400 Defined 12
377 19,800 Defined 14
2,169 113,800 Defined 24
53 2,800 Defined 30
4,004 210,066 Sole 36
Friedman's, Inc. Class A Common Stocks 358438109 86 9,600 Defined 12
52 5,800 Defined 30
270 30,000 Sole 36
Frontier Corp. Common Stocks 35906P105 1,338 25,800 Defined 14
116 2,233 Defined 28
200 3,862 Sole 36
Fuller (H.B.) Co. Common Stocks 359694106 324 5,500 Defined 12
389 6,600 Sole 36
Fulton Financial Corp. Common Stocks 360271100 32 1,406 Sole 36
Funco, Inc. Common Stocks 360762108 368 17,000 Defined 25
550 25,000 Sole 36
Fund American Cos., Inc. Common Stocks 360768105 133 1,000 Defined 12
546 4,100 Defined 30
439 3,300 Sole 36
Furniture Brands International, Inc. Common Stocks 360921100 376 17,000 Defined 14
1,991 90,000 Defined 15
206 9,300 Defined 28
498 22,500 Defined 30
2,554 115,430 Sole 36
G & K Services, Inc. Class A Common Stocks 361268105 3,210 69,500 Sole 36
GATX Corp. Common Stocks 361448103 1,163 35,300 Defined 10
16 500 Defined 28
109 3,300 Defined 31
159 4,818 Sole 36
GBC Bancorp Common Stocks 361475106 45 3,000 Defined 30
80 5,300 Sole 36
GPU, Inc. Common Stocks 36225X100 205 5,500 Defined 28
420 11,250 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Fortune Brands, Inc. 15,300
12,700
54,300
Forward Air Corp. 13,200
20,800
Fossil, Inc. 91,925
89,500
197,850
Foundation Health Systems, Inc. 3,528
Franchise Finance Corp. of America 31,900
3,900
Franklin Covey Co. 11,400
15,100
Franklin Resources, Inc. 43,600
135,200
324,784
Freedom Securities Corp. 21,000
34,000
Freeport-McMoRan Copper & Gold, Inc. Class B 26,600
107,219
Fremont General Corp. 92,050
33,400
19,800
113,800
2,800
210,066
Friedman's, Inc. Class A 9,600
5,800
30,000
Frontier Corp. 25,800
2,233
3,862
Fuller (H.B.) Co. 5,500
6,600
Fulton Financial Corp. 1,406
Funco, Inc. 17,000
25,000
Fund American Cos., Inc. 1,000
4,100
3,300
Furniture Brands International, Inc. 17,000
90,000
9,300
22,500
115,430
G & K Services, Inc. Class A 69,500
GATX Corp. 35,300
500
3,300
4,818
GBC Bancorp 3,000
5,300
GPU, Inc. 5,500
11,250
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
GTE Corp. Common Stocks 362320103 23,032 380,700 Defined 14
12,040 199,000 Defined 24
847 14,000 Defined 28
1,240 20,500 Defined 30
653 10,800 Defined 33
5,238 86,582 Sole 36
Gables Residential Trust Common Stocks 362418105 1,147 52,000 Defined 5
49 2,200 Sole 36
Galey & Lord, Inc. Common Stocks 36352K103 8 1,800 Sole 36
Galileo International, Inc. Common Stocks 363547100 789 16,300 Defined 28
1,428 29,528 Sole 36
Gallagher (Arthur J.) & Co. Common Stocks 363576109 87 1,900 Defined 31
Gannett Co., Inc. Common Stocks 364730101 8,083 128,300 Defined 10
2,804 44,500 Defined 14
401 6,369 Sole 36
Gap, Inc. Common Stocks 364760108 15,590 231,600 Defined 1
2,114 31,400 Defined 4
2,228 33,100 Defined 14
55,110 818,724 Sole 36
Gardner Denver Machinery, Inc. Common Stocks 365558105 333 21,000 Defined 25
508 32,000 Sole 36
Gartner Group, Inc. Class A Common Stocks 366651107 25 1,112 Sole 36
GaSonics International Corp. Common Stocks 367278108 798 72,500 Sole 36
Gateway 2000, Inc. Common Stocks 367833100 898 13,100 Defined 14
21 300 Defined 28
110 1,599 Sole 36
GenCorp, Inc. Common Stocks 368682100 407 22,600 Defined 12
34 1,900 Defined 30
643 35,700 Sole 36
Gener SA - ADR Common Stocks 368731105 733 39,897 Defined 11
General Cable Corp. Common Stocks 369300108 116 11,000 Defined 30
98 9,300 Sole 36
General Cigar Holdings, Inc. Class A Common Stocks 36933P100 79 8,500 Defined 12
70 7,500 Sole 36
General Communication, Inc. Class A Common Stocks 369385109 173 38,000 Defined 25
276 60,500 Sole 36
General Dynamics Corp. Common Stocks 369550108 3,958 61,600 Defined 10
689 10,720 Sole 36
General Electric Co. Common Stocks 369604103 4,027 36,400 Defined 4
26,163 236,500 Defined 14
29,183 263,800 Defined 16
22,236 201,000 Defined 28
3,230 29,200 Defined 34
120,956 1,093,384 Sole 36
General Growth Properties, Inc. Common Stocks 370021107 10,234 315,500 Defined 3
2,394 73,800 Defined 29
65 2,000 Sole 36
General Instrument Corp. Common Stocks 370120107 2,495 82,300 Defined 10
973 32,100 Defined 28
3,277 108,095 Sole 36
General Mills, Inc. Common Stocks 370334104 3,922 51,900 Defined 16
332 4,400 Defined 28
3,023 40,000 Defined 34
21,245 281,164 Sole 36
General Motors Corp. Common Stocks 370442105 9,504 109,400 Defined 7
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
GTE Corp. 380,700
199,000
14,000
20,500
10,800
86,582
Gables Residential Trust 52,000
2,200
Galey & Lord, Inc. 1,800
Galileo Internation al, Inc. 16,300
29,528
Gallagher (Arthur J.) & Co. 1,900
Gannett Co., Inc. 128,300
44,500
6,369
Gap, Inc. 231,600
31,400
33,100
818,724
Gardner Denver Machinery, Inc. 21,000
32,000
Gartner Group, Inc. Class A 1,112
GaSonics International Corp. 72,500
Gateway 2000, Inc. 13,100
300
1,599
GenCorp, Inc. 22,600
1,900
35,700
Gener SA - ADR 39,897
General Cable Corp. 11,000
9,300
General Cigar Holdings, Inc. Class A 8,500
7,500
General Communication, Inc. Class A 38,000
60,500
General Dynamics Corp. 61,600
10,720
General Electric Co . 36,400
236,500
263,800
201,000
29,200
1,093,384
General Growth Prop erties, Inc. 315,500
73,800
2,000
General Instrument Corp. 82,300
32,100
108,095
General Mills, Inc. 51,900
4,400
40,000
281,164
General Motors Corp. 109,400
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
2,815 32,400 Defined 14
5,299 61,000 Defined 23
8,853 101,900 Defined 24
7,054 81,200 Defined 28
3,232 37,200 Defined 30
2,076 23,900 Defined 33
62,539 719,873 Sole 36
General Motors Corp. Class H Common Stocks 370442832 832 16,500 Defined 4
2,633 52,200 Sole 36
General Nutrition Cos., Inc. Common Stocks 37047F103 399 28,600 Defined 14
22 1,552 Sole 36
Genesis Health Ventures, Inc. Common Stocks 371912106 81 16,600 Defined 12
163 33,400 Sole 36
Genesys Telecommunications Laboratories, Inc. Common Stocks 371931106 75 5,000 Sole 36
Genset - ADR Common Stocks 37244T104 846 55,000 Sole 36
Genuine Parts Co. Common Stocks 372460105 1,711 59,400 Defined 10
654 22,700 Defined 33
7,975 276,775 Sole 36
Geon Co. Common Stocks 37246W105 321 14,100 Defined 12
216 9,500 Defined 30
908 39,900 Sole 36
Genzyme Corp. Common Stocks 372917104 8,065 160,100 Defined 14
3,087 61,200 Sole 36
Georgia Gulf Corp. Common Stocks 373200203 45 4,000 Defined 14
Georgia-Pacific Group Common Stocks 373298108 2,985 40,200 Defined 14
1,341 18,062 Defined 28
282 3,800 Defined 30
4,468 60,174 Sole 36
Georgia-Pacific Timber Group Common Stocks 373298702 1,252 55,800 Defined 30
542 24,150 Sole 36
GeoTel Communications Corp. Common Stocks 373656107 3,539 78,200 Defined 26
3,356 73,150 Sole 36
Gerber Scientific, Inc. Common Stocks 373730100 378 18,700 Defined 30
89 4,400 Sole 36
Getchell Gold Corp. Common Stocks 374265106 21 800 Sole 36
Getty Images, Inc. (conv.) Long-Term Investments 374276AA1 1,446 1,500,000 Defined 15
Giant Cement Holding, Inc. Common Stocks 374450104 153 9,000 Defined 25
258 15,000 Sole 36
Giant Industries, Inc. Common Stocks 374508109 749 87,500 Defined 5
Gibraltar Steel Corp. Common Stocks 37476F103 18 900 Sole 36
Gillette Co. Common Stocks 375766102 357 6,000 Defined 1
83 1,400 Defined 14
8,541 143,700 Defined 16
3,210 54,000 Defined 34
36,769 618,609 Sole 36
Gleason Corp. Common Stocks 377339106 149 8,800 Defined 12
503 29,700 Defined 30
613 36,200 Sole 36
Glenayre Technologies, Inc. Common Stocks 377899109 50 14,600 Defined 28
Glenborough Realty Trust, Inc. REIT Common Stocks 37803P105 48 2,800 Sole 36
Gliatech, Inc. Common Stocks 37929C103 956 41,550 Defined 26
876 37,900 Sole 36
Glimcher Realty Trust Common Stocks 379302102 2,181 151,700 Defined 29
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
32,400
61,000
101,900
81,200
37,200
23,900
719,873
General Motors Corp. Class H 16,500
52,200
General Nutrition Cos., Inc. 28,600
1,552
Genesis Health Ventures, Inc. 16,600
33,400
Genesys Telecommunications Laboratories, Inc. 5,000
Genset - ADR 55,000
Genuine Parts Co. 59,400
22,700
276,775
Geon Co. 14,100
9,500
39,900
Genzyme Corp. 160,100
61,200
Georgia Gulf Corp. 4,000
Georgia-Pacific Group 40,200
18,062
3,800
60,174
Georgia-Pacific Timber Group 55,800
24,150
GeoTel Communications Corp. 78,200
73,150
Gerber Scientific, Inc. 18,700
4,400
Getchell Gold Corp. 800
Getty Images, Inc. (conv.) 1,500,000
Giant Cement Holding, Inc. 9,000
15,000
Giant Industries, Inc. 87,500
Gibraltar Steel Corp. 900
Gillette Co. 6,000
1,400
143,700
54,000
618,609
Gleason Corp. 8,800
29,700
36,200
Glenayre Technologies, Inc. 14,600
Glenborough Realty Trust, Inc. REIT 2,800
Gliatech, Inc. 41,550
37,900
Glimcher Realty Trust
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
33 2,300 Sole 36
Global Industries, Inc. Common Stocks 379336100 2,184 215,750 Defined 26
1,956 193,189 Sole 36
Global Marine, Inc. Common Stocks 379352404 947 80,600 Defined 5
804 68,400 Defined 14
42 3,603 Sole 36
Global TeleSystems Group, Inc. Common Stocks 37936U104 2,375 42,500 Defined 15
4,055 72,581 Defined 17
2,736 48,914 Sole 36
Globix Corp. Common Stocks 37957F101 1,043 28,000 Defined 15
1,343 36,000 Sole 36
Golden State Bancorp, Inc. Common Stocks 381197102 27 1,200 Defined 10
1,945 87,400 Defined 28
2,468 110,926 Sole 36
Golden State Bancorp, Inc. (Warrant) Common Stocks 381197130 418 86,200 Sole 36
Golden State Vintners, Inc. Class B Common Stocks 38121K208 416 35,000 Defined 15
297 25,000 Defined 25
1,074 90,000 Sole 36
Golden West Financial Corp. Common Stocks 381317106 2,120 22,200 Defined 10
1,022 10,700 Defined 14
554 5,800 Defined 28
2,378 24,900 Defined 30
707 7,400 Defined 33
18,159 190,150 Sole 36
Golf Trust of America, Inc. Common Stocks 38168B103 1,148 51,300 Defined 29
16 700 Sole 36
Goodrich (B.F.) Co. Common Stocks 382388106 518 15,100 Defined 10
3,054 89,000 Defined 24
1,225 35,700 Defined 28
645 18,800 Defined 33
3,915 114,096 Sole 36
Goodyear Tire & Rubber Co. Common Stocks 382550101 2,660 53,400 Defined 14
707 14,200 Defined 33
2,761 55,434 Sole 36
Goody's Family Clothing, Inc. Common Stocks 382588101 886 63,600 Sole 36
W.R. Grace & Co. New Common Stocks 38388F108 1,176 97,000 Defined 16
3,393 279,800 Sole 36
Graco, Inc. Common Stocks 384109104 29 1,300 Sole 36
Gradall Industries, Inc. Common Stocks 38411P107 299 23,000 Defined 25
416 32,000 Sole 36
Grainger (W.W.), Inc. Common Stocks 384802104 1,077 25,000 Defined 10
943 21,900 Defined 14
848 19,700 Defined 28
3,109 72,200 Sole 36
Granite Construction, Inc. Common Stocks 387328107 545 23,300 Defined 12
78 3,350 Defined 31
612 26,200 Sole 36
Gray Communications Systems, Inc. NPV Common Stocks 389190109 90 5,400 Defined 30
42 2,500 Sole 36
Great Atlantic & Pacific Tea Co., Inc. Common Stocks 390064103 678 22,600 Sole 36
Great Lakes Chemical Corp. Common Stocks 390568103 731 19,900 Defined 12
1,084 29,500 Defined 28
235 6,400 Defined 30
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
2,300
Global Industries, Inc. 215,750
193,189
Global Marine, Inc. 80,600
68,400
3,603
Global TeleSystems Group, Inc. 42,500
72,581
48,914
Globix Corp. 28,000
36,000
Golden State Bancorp, Inc. 1,200
87,400
110,926
Golden State Bancorp, Inc. (Warrant) 86,200
Golden State Vintners, Inc. Class B 35,000
25,000
90,000
Golden West Financial Corp. 22,200
10,700
5,800
24,900
7,400
190,150
Golf Trust of America, Inc. 51,300
700
Goodrich (B.F.) Co. 15,100
89,000
35,700
18,800
114,096
Goodyear Tire & Rubber Co. 53,400
14,200
55,434
Goody's Family Clothing, Inc. 63,600
W.R. Grace & Co. New 97,000
279,800
Graco, Inc. 1,300
Gradall Industries, Inc. 23,000
32,000
Grainger (W.W.), Inc. 25,000
21,900
19,700
72,200
Granite Construction, Inc. 23,300
3,350
26,200
Gray Communications Systems, Inc. NPV 5,400
2,500
Great Atlantic & Pacific Tea Co., Inc. 22,600
Great Lakes Chemical Corp. 19,900
29,500
6,400
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
3,897 106,050 Sole 36
Great Lakes REIT, Inc. Common Stocks 390752103 20 1,400 Sole 36
Greater Bay Bancorp Common Stocks 391648100 104 3,600 Sole 36
Greenpoint Financial Corp. Common Stocks 395384100 688 19,800 Defined 10
1,265 36,400 Defined 12
566 16,300 Defined 14
525 15,100 Defined 24
108 3,100 Defined 30
2,425 69,774 Sole 36
Greif Bros. Corp. Class A Common Stocks 397624107 24 1,100 Sole 36
Grey Advertising, Inc. Common Stocks 397838103 3,241 9,395 Defined 5
345 1,000 Defined 30
4,554 13,125 Sole 36
Griffon Corp. Common Stocks 398433102 1,276 185,600 Defined 5
96 14,000 Defined 12
1,427 207,500 Sole 36
Group 1 Automotive, Inc. Common Stocks 398905109 34 1,400 Sole 36
Group Maintenance America Corp. Common Stocks 39943E107 867 76,200 Sole 36
CGI Group, Inc. Class A Sub Voting Common Stocks 39945C109 4,037 185,100 Defined 35
Grupo Casa Autrey SA de CV - ADR Common Stocks 40048P104 237 46,166 Defined 14
Grupo Radio Centro SA de CV - ADR Common Stocks 40049C102 224 40,700 Defined 17
Grupo Television SA de CV - GDR Common Stocks 40049J206 725 23,100 Defined 14
Grupo Iusacell SA de CV - ADR Series L Common Stocks 40049W306 221 27,600 Defined 14
GTECH Holdings Corp. Common Stocks 400518106 444 18,200 Defined 30
600 24,600 Sole 36
Guidant Corp. Common Stocks 401698105 682 11,280 Sole 36
Guilford Mills, Inc. Common Stocks 401794102 39 4,400 Defined 12
Gulf Indonesia Resources, Ltd. Common Stocks 402284103 461 55,100 Defined 11
Gulfstream Aerospace Corp. Common Stocks 402734107 1,683 38,800 Defined 4
774 17,834 Defined 28
9,974 229,948 Sole 36
HCC Insurance Holdings, Inc. Common Stocks 404132102 416 21,600 Defined 12
464 24,100 Sole 36
HCR Manor Care, Inc. Common Stocks 404134108 1,542 67,600 Defined 14
43 1,874 Sole 36
HRPT Properties Trust Common Stocks 40426W101 103 7,600 Defined 28
209 15,494 Sole 36
HS Resources, Inc. Common Stocks 404297103 21 2,400 Sole 36
HUBCO, Inc. Common Stocks 404382103 295 8,800 Sole 36
Hadco Corp. Common Stocks 404681108 3,289 104,400 Sole 36
Haemonetics Corp. Common Stocks 405024100 149 9,500 Sole 36
Hagler Bailly, Inc. Common Stocks 405183100 360 45,000 Sole 36
Halliburton Co. Common Stocks 406216101 2,192 56,942 Sole 36
Hambrecht & Quist Group Common Stocks 406545103 687 19,800 Defined 30
944 27,200 Sole 36
Hamilton Bancorp, Inc. Common Stocks 407013101 161 6,300 Defined 30
Handleman Co. Common Stocks 410252100 243 18,200 Defined 25
2,914 217,900 Defined 27
4,997 373,600 Sole 36
Hanger Orthopedic Group, Inc. Common Stocks 41043F208 878 65,000 Defined 15
Hannaford Brothers Co. Common Stocks 410550107 1,436 31,600 Defined 14
350 7,700 Defined 28
1,295 28,500 Sole 36
Hanover Compressor Co. Common Stocks 410768105 1,749 66,000 Defined 15
882 33.300 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
106,050
Great Lakes REIT, Inc. 1,400
Greater Bay Bancorp 3,600
Greenpoint Financial Corp. 19,800
36,400
16,300
15,100
3,100
69,774
Greif Bros. Corp. Class A 1,100
Grey Advertising, Inc. 9,395
1,000
13,125
Griffon Corp. 185,600
14,000
207,500
Group 1 Automotive, Inc. 1,400
Group Maintenance America Corp. 76,200
CGI Group, Inc. Class A Sub Voting 185,100
Grupo Casa Autrey SA de CV - ADR 46,166
Grupo Radio Centro SA de CV - ADR 40,700
Grupo Television SA de CV - GDR 23,100
Grupo Iusacell SA de CV - ADR Series L 27,600
GTECH Holdings Corp. 18,200
24,600
Guidant Corp. 11,280
Guilford Mills, Inc. 4,400
Gulf Indonesia Resources, Ltd. 55,100
Gulfstream Aerospace Corp. 38,800
17,834
229,948
HCC Insurance Holdings, Inc. 21,600
24,100
HCR Manor Care, Inc. 67,600
1,874
HRPT Properties Trust 7,600
15,494
HS Resources, Inc. 2,400
HUBCO, Inc. 8,800
Hadco Corp. 104,400
Haemonetics Corp. 9,500
Hagler Bailly, Inc. 45,000
Halliburton Co. 56,942
Hambrecht & Quist Group 19,800
27,200
Hamilton Bancorp, Inc. 6,300
Handleman Co. 18,200
217,900
373,600
Hanger Orthopedic Group, Inc. 65,000
Hannaford Brothers Co. 31,600
7,700
28,500
Hanover Compressor Co. 66,000
33,300
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Harcourt General, Inc. Common Stocks 41163G101 1,414 31,900 Defined 24
168 3,800 Sole 36
Harland (John H.) Co. Common Stocks 412693103 1,436 111,000 Sole 36
Harley-Davidson, Inc. Common Stocks 412822108 81 1,400 Defined 4
3,508 61,000 Defined 34
10,801 187,850 Sole 36
Harmon Industries, Inc. Common Stocks 413136102 240 12,000 Defined 25
158 7,900 Defined 30
556 27,700 Sole 36
Harnischfeger Industries, Inc. Common Stocks 413345109 468 82,200 Defined 12
1,863 327,474 Sole 36
Harrah's Entertainment, Inc. Common Stocks 413619107 581 30,500 Defined 33
2,187 114,750 Sole 36
Harris Corp. Common Stocks 413875105 2,488 86,900 Defined 14
52 1,800 Sole 36
Harsco Corp. Common Stocks 415864107 232 9,200 Defined 12
2,073 82,300 Defined 24
1,000 39,700 Sole 36
Harte Hanks Communications Common Stocks 416196103 28 1,014 Sole 36
Hartford Financial Services Group, Inc. (The) Common Stocks 416515104 11,005 193,700 Defined 7
193 3,400 Defined 28
1,045 18,400 Defined 30
795 14,000 Defined 33
25,663 451,712 Sole 36
Hartford Life, Inc. Class A Common Stocks 416592103 743 13,500 Defined 30
1,076 19,564 Sole 36
Hasbro, Inc. Common Stocks 418056107 6,065 209,600 Defined 7
5,510 190,400 Defined 23
514 17,750 Defined 28
26,211 905,787 Sole 36
Haverty Furniture Co., Inc. Common Stocks 419596101 89 3,500 Defined 12
28 1,100 Defined 31
647 25,500 Sole 36
Hawaiian Electric Industries, Inc. Common Stocks 419870100 691 19,700 Defined 12
1,571 44,800 Defined 27
2,700 77,000 Sole 36
Hawker Pacific Aerospace Common Stocks 420123101 116 37,000 Defined 25
115 34,600 Sole 36
Healthcare Services Group, Inc. Common Stocks 421906108 260 27,400 Defined 25
390 41,000 Sole 36
Health Care Property Investors, Inc. Common Stocks 421915109 8,271 287,700 Defined 3
32 1,100 Sole 36
HEALTHSOUTH Corp. Common Stocks 421924101 1,745 168,200 Defined 10
1,898 182,900 Defined 14
100 9,624 Sole 36
Health Management Associates Class A Common Stocks 421933102 1,063 87,200 Defined 14
1,341 110,000 Defined 15
1,342 110,096 Sole 36
Healthcare Realty Trust, Inc. Common Stocks 421946104 3,808 200,400 Defined 3
76 4,000 Sole 36
Health Care REIT, Inc. Common Stocks 42217K106 54 2,500 Sole 36
HealthCare Financial Partners, Inc. Common Stocks 42219W108 1,829 70,000 Defined 15
2,874 110,000 Sole 36
Hearst-Argyle Television, Inc. Common Stocks 422317107 1,810 73,500 Defined 5
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Harcourt General, Inc. 31,900
3,800
Harland (John H.) Co. 111,000
Harley-Davidson, Inc. 1,400
61,000
187,850
Harmon Industries, Inc. 12,000
7,900
27,700
Harnischfeger Industries, Inc. 82,200
327,474
Harrah's Entertainment, Inc. 30,500
114,750
Harris Corp. 86,900
1,800
Harsco Corp. 9,200
82,300
39,700
Harte Hanks Communications 1,014
Hartford Financial Services Group, Inc. (The) 193,700
3,400
18,400
14,000
451,712
Hartford Life, Inc. Class A 13,500
19,564
Hasbro, Inc. 209,600
190,400
17,750
905,787
Haverty Furniture Co., Inc. 3,500
1,100
25,500
Hawaiian Electric Industries, Inc. 19,700
44,800
77,000
Hawker Pacific Aerospace 37,000
34,600
Healthcare Services Group, Inc. 27,400
41,000
Health Care Property Investors, Inc. 287,700
1,100
HEALTHSOUTH Corp. 168,200
182,900
9,624
Health Management Associates Class A 87,200
110,000
110,096
Healthcare Realty Trust, Inc. 200,400
4,000
Health Care REIT, Inc. 2,500
HealthCare Financial Partners, Inc. 70,000
110,000
Hearst-Argyle Television, Inc. 73,500
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
60 2,430 Defined 30
2,271 92,208 Sole 36
Heftel Broadcasting Corp. Class A Common Stocks 422799106 41 934 Sole 36
Heilig-Meyers, Co. Common Stocks 422893107 626 120,700 Sole 36
Heinz (H.J.) Co. Common Stocks 423074103 33 700 Defined 14
1,203 25,400 Defined 30
567 11,971 Sole 36
Helix Technology Corp. Common Stocks 423319102 214 14,000 Defined 25
308 20,000 Sole 36
Hellenic Telecommunication Organization SA - ADR Common Stocks 423325307 65 5,600 Defined 11
Heller Financial, Inc. Class A Common Stocks 423328103 909 38,700 Defined 12
2,862 121,797 Sole 36
Jack Henry & Assocociates, Inc. Common Stocks 426281101 1,541 42,000 Defined 15
1,838 50,000 Sole 36
Hercules, Inc. Common Stocks 427056106 57 2,250 Sole 36
Hershey Foods Corp. Common Stocks 427866108 1,484 26,500 Defined 14
118 2,100 Sole 36
Hertz Corp. Class A Common Stocks 428040109 375 7,000 Defined 30
1,079 20,159 Sole 36
Hewlett-Packard Co. Common Stocks 428236103 9,494 140,000 Defined 13
1,288 19,000 Defined 24
1,200 17,700 Defined 28
37,557 553,835 Sole 36
Hexcel Corp. Common Stocks 428291108 171 24,200 Defined 25
262 37,100 Sole 36
hi/fn, inc. Common Stocks 428358105 766 20,700 Defined 26
3,278 87,400 Sole 36
Hibernia Corp. Class A Common Stocks 428656102 785 59,800 Defined 10
822 62,600 Defined 12
87 6,600 Defined 14
1,467 111,800 Defined 24
62 4,700 Defined 28
425 32,400 Defined 30
1,212 92,355 Sole 36
Highwoods Properties, Inc. Common Stocks 431284108 17,172 728,800 Defined 3
1,654 70,200 Defined 24
92 3,900 Defined 28
4,192 177,900 Defined 29
780 33,103 Sole 36
Hillenbrand Industries, Inc. Common Stocks 431573104 45 976 Sole 36
Hilton Hotels Corp. Common Stocks 432848109 1,955 139,000 Defined 14
1,178 83,800 Defined 24
165 11,736 Sole 36
Hoenig Group, Inc. Common Stocks 434396107 243 29,000 Defined 25
319 38,100 Sole 36
Hollinger International, Inc. Class A Common Stocks 435569108 309 22,800 Defined 28
167 12,300 Defined 30
1,278 94,200 Sole 36
Holly Corp. Common Stocks 435758305 4 300 Sole 36
Hollywood Entertainment Corp. Common Stocks 436141105 490 26,300 Defined 12
320 17,200 Defined 30
1,276 68,500 Sole 36
Hollywood Park, Inc. Common Stocks 436255103 13 1,300 Sole 36
Holophane Corp. Common Stocks 43645B106 198 9,000 Defined 25
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
2,430
92,208
Heftel Broadcasting Corp. Class A 934
Heilig-Meyers, Co. 120,700
Heinz (H.J.) Co. 700
25,400
11,971
Helix Technology Corp. 14,000
20,000
Hellenic Telecommunication Organization SA - ADR 5,600
Heller Financial, Inc. Class A 38,700
121,797
Jack Henry & Assocociates, Inc. 42,000
50,000
Hercules, Inc. 2,250
Hershey Foods Corp. 26,500
2,100
Hertz Corp. Class A 7,000
20,159
Hewlett-Packard Co. 140,000
19,000
17,700
553,835
Hexcel Corp. 24,200
37,100
hi/fn, inc. 20,700
87,400
Hibernia Corp. Class A 59,800
62,600
6,600
111,800
4,700
32,400
92,355
Highwoods Properties, Inc. 728,800
70,200
3,900
177,900
33,103
Hillenbrand Industries, Inc. 976
Hilton Hotels Corp. 139,000
83,800
11,736
Hoenig Group, Inc. 29,000
38,100
Hollinger International, Inc. Class A 22,800
12,300
94,200
Holly Corp. 300
Hollywood Entertainment Corp. 26,300
17,200
68,500
Hollywood Park, Inc. 1,300
Holophane Corp. 9,000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
330 15,000 Sole 36
Home Depot, Inc. (The) Common Stocks 437076102 23,624 379,500 Defined 1
2,309 37,100 Defined 4
5,939 95,400 Defined 10
7,246 116,400 Defined 14
5,254 84,400 Defined 16
3,860 62,000 Defined 23
8,534 137,100 Defined 28
2,490 40,000 Defined 34
112,558 1,808,158 Sole 36
Home Properties of New York, Inc. Common Stocks 437306103 37 1,600 Sole 36
Homestake Mining Co. Common Stocks 437614100 984 114,100 Defined 10
41 4,750 Sole 36
HON Industries, Inc. Common Stocks 438092108 29 1,310 Sole 36
Honeywell, Inc. Common Stocks 438506107 1,160 15,300 Defined 24
2,767 36,500 Defined 28
682 9,000 Defined 30
1,533 20,215 Sole 36
Hooper Holmes, Inc. Common Stocks 439104100 1,197 76,600 Sole 36
Horace Mann Educators Corp. Common Stocks 440327104 1,739 75,000 Defined 15
2,027 87,400 Defined 24
2,453 105,796 Sole 36
Horizon Offshore, Inc. Common Stocks 44043J105 335 49,600 Defined 25
469 69,500 Sole 36
Hormel Foods Corp. Common Stocks 440452100 926 26,000 Defined 10
965 27,100 Defined 28
709 19,900 Defined 33
3,776 106,000 Sole 36
Hospitality Properties Trust Common Stocks 44106M102 4,040 149,300 Defined 29
87 3,200 Sole 36
Houghton Mifflin Co. Common Stocks 441560109 188 4,000 Defined 12
586 12,500 Sole 36
Household International Corp. Common Stocks 441815107 3,611 79,153 Defined 14
689 15,100 Defined 16
2,400 52,597 Sole 36
Houston Exploration Co. (The) Common Stocks 442120101 49 2,800 Sole 36
Howmet International, Inc. Common Stocks 443208103 12 839 Sole 36
Huaneng Power International, Inc. Series N - ADR Common Stocks 443304100 865 87,000 Defined 11
Hubbell, Inc. Class B Common Stocks 443510201 2,288 57,212 Sole 36
Huffy Corp. Common Stocks 444356109 142 11,800 Defined 28
Hughes Supply, Inc. Common Stocks 444482103 345 15,150 Defined 12
721 31,700 Sole 36
Humana, Inc. Common Stocks 444859102 840 48,700 Defined 10
1,382 80,100 Defined 14
210 12,200 Defined 28
61 3,550 Sole 36
Human Genome Sciences, Inc. Common Stocks 444903108 107 3,100 Defined 15
326 9,400 Sole 36
Hunt (JB) Transportation Services, Inc. Common Stocks 445658107 67 3,200 Defined 28
166 7,906 Defined 30
78 3,700 Sole 36
Huntington Bancshares, Inc. Common Stocks 446150104 93 3,000 Defined 28
405 13,097 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
15,000
Home Depot, Inc. (The) 379,500
37,100
95,400
116,400
84,400
62,000
137,100
40,000
1,808,158
Home Properties of New York, Inc. 1,600
Homestake Mining Co. 114,100
4,750
HON Industries, Inc. 1,310
Honeywell, Inc. 15,300
36,500
9,000
20,215
Hooper Holmes, Inc. 76,600
Horace Mann Educators Corp. 75,000
87,400
105,796
Horizon Offshore, Inc. 49,600
69,500
Hormel Foods Corp. 26,000
27,100
19,900
106,000
Hospitality Properties Trust 149,300
3,200
Houghton Mifflin Co. 4,000
12,500
Household International Corp. 79,153
15,100
52,597
Houston Exploration Co. (The) 2,800
Howmet International, Inc. 839
Huaneng Power International, Inc. Series N - ADR 87,000
Hubbell, Inc. Class B 57,212
Huffy Corp. 11,800
Hughes Supply, Inc. 15,150
31,700
Humana, Inc. 48,700
80,100
12,200
3,550
Human Genome Sciences, Inc. 3,100
9,400
Hunt (JB) Transportation Services, Inc. 3,200
7,906
3,700
Huntington Bancshares, Inc. 3,000
13,097
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Hussmann International, Inc. Common Stocks 448110106 398 27,100 Defined 12
339 23,100 Sole 36
Hutchinson Technology, Inc. Common Stocks 448407106 1,082 43,700 Defined 27
1,597 64,200 Sole 36
ICN Pharmaceuticals, Inc. Common Stocks 448924100 3,410 135,380 Sole 36
IBP, Inc. Common Stocks 449223106 1,283 68,900 Defined 10
1,835 98,500 Defined 12
538 28,900 Defined 24
8,113 435,600 Defined 28
3,395 182,300 Defined 30
95 5,100 Defined 31
456 24,500 Defined 33
8,234 442,100 Sole 36
IDEC Pharmaceuticals Corp. Common Stocks 449370105 1,539 30,000 Defined 15
488 9,500 Sole 36
IHOP Corp. New Common Stocks 449623107 681 17,800 Defined 30
455 11,600 Sole 36
IMC Global, Inc. Common Stocks 449669100 1,445 70,700 Defined 28
2,582 126,314 Sole 36
IMCO Recycling, Inc. Common Stocks 449681105 232 18,000 Defined 25
361 28,000 Sole 36
IMS Health, Inc. Common Stocks 449934108 4,373 132,000 Defined 1
11,858 357,984 Sole 36
IRI International Corp. Common Stocks 45004F107 783 192,850 Sole 36
IRT Property Co. Common Stocks 450058102 26 2,900 Sole 36
ISS Group, Inc. Common Stocks 450306105 1,122 14,000 Defined 15
1,789 22,500 Sole 36
ITI Technologies, Inc. Common Stocks 450564109 612 20,400 Defined 30
360 12,000 Sole 36
ITT Educational Services, Inc. Common Stocks 45068B109 3,756 100,000 Defined 15
4,432 118,000 Sole 36
IXC Communications, Inc. Common Stocks 450713102 2,220 48,400 Defined 15
3,867 84,300 Sole 36
ITT Industries, Inc. Common Stocks 450911102 923 26,100 Defined 14
84 2,375 Sole 36
Idacorp, Inc. Common Stocks 451107106 508 17,300 Defined 12
620 21,100 Sole 36
Ikon Office Solutions, Inc. Common Stocks 451713101 43 3,350 Sole 36
Illinois Tool Works, Inc. Common Stocks 452308109 3,898 63,000 Defined 16
11,465 185,292 Sole 36
Illinova Corp. Common Stocks 52317100 519 24,500 Defined 12
818 38,600 Sole 36
Imclone Systems, Inc. Common Stocks 45245W109 653 38,700 Sole 36
Immucor Corp. Common Stocks 452526106 277 31,000 Defined 25
407 44,000 Sole 36
Immunex Corp. Common Stocks 452528102 1,197 14,400 Defined 14
490 5,900 Defined 26
489 5,874 Sole 36
Imperial Credit Mortgage Holdings Common Stocks 45254P102 25 4,900 Defined 12
1 200 Sole 36
Imperial Bancorp Common Stocks 452556103 21 1,247 Defined 30
Imperial Credit Industries, Inc. Common Stocks 452729106 118 16,178 Defined 25
146 20,000 Sole 36
Imperial Credit Commercial Mortgage
Investment Corp. Common Stocks 45272T102 28 2,900 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Hussmann International, Inc. 27,100
23,100
Hutchinson Technology, Inc. 43,700
64,200
ICN Pharmaceuticals, Inc. 135,380
IBP, Inc. 68,900
98,500
28,900
435,600
182,300
5,100
24,500
442,100
IDEC Pharmaceuticals Corp. 30,000
9,500
IHOP Corp. New 17,800
11,600
IMC Global, Inc. 70,700
126,314
IMCO Recycling, Inc. 18,000
28,000
IMS Health, Inc. 132,000
357,984
IRI International Corp. 192,850
IRT Property Co. 2,900
ISS Group, Inc. 14,000
22,500
ITI Technologies, Inc. 20,400
12,000
ITT Educational Services, Inc. 100,000
118,000
IXC Communications, Inc. 48,400
84,300
ITT Industries, Inc. 26,100
2,375
Idacorp, Inc. 17,300
21,100
Ikon Office Solutions, Inc. 3,350
Illinois Tool Works, Inc. 63,000
185,292
Illinova Corp. 24,500
38,600
Imclone Systems, Inc. 38,700
Immucor Corp. 31,000
44,000
Immunex Corp. 14,400
5,900
5,874
Imperial Credit Mortgage Holdings 4,900
200
Imperial Bancorp 1,247
Imperial Credit Industries, Inc. 16,178
20,000
Imperial Credit Commercial Mortgage
Investment Corp. 2,900
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
InaCom Corp. Common Stocks 45323G109 510 65,748 Sole 36
Inco, Ltd. Common Stocks 453258402 1,734 130,218 Defined 18
Independence Community Bank Corp. Common Stocks 453414104 470 36,500 Defined 12
561 43,600 Sole 36
Independent Bank Corp. Common Stocks 453836100 7 500 Sole 36
Indiana Energy, Inc. Common Stocks 454707100 148 7,799 Defined 12
159 8,400 Sole 36
IndyMac Mortgage Holdings, Inc. Common Stocks 456607100 1,009 92,800 Defined 12
49 4,500 Defined 28
1,558 143,243 Sole 36
Infinity Broadcasting Corp. New Common Stocks 45662S100 283 11,000 Sole 36
Informix Corp. Common Stocks 456779107 94 12,800 Defined 31
Infoseek Corp. Common Stocks 45678M107 2,440 33,000 Defined 15
4,307 58,200 Sole 36
InfoSpace.com, Inc. Common Stocks 45678T102 1,931 21,800 Defined 26
2,454 27,700 Sole 36
Ingersoll-Rand Co. Common Stocks 456866102 2,769 55,800 Defined 7
10,523 212,050 Defined 10
4,645 93,600 Defined 23
5,307 106,950 Defined 28
1,648 33,200 Defined 30
21,342 430,075 Sole 36
Information Resources, Inc. Common Stocks 456905108 1 153 Sole 36
Ingles Markets, Inc. Common Stocks 457030104 47 4,100 Sole 36
Ingram Micro, Inc. Class A Common Stocks 457153104 103 4,500 Defined 10
23 1,003 Sole 36
Inktomi Corp. Common Stocks 457277100 429 5,000 Sole 36
Innovex, Inc. Common Stocks 457647105 59 4,400 Defined 30
Input/Output, Inc. Common Stocks 457652105 35 5,600 Defined 14
Innkeepers USA Trust Common Stocks 4576J0104 27 2,900 Sole 36
Insurance Auto Auctions, Inc. Common Stocks 457875102 70 5,900 Defined 25
80 6,600 Sole 36
Integrated Device Technology Common Stocks 458118106 250 46,200 Sole 36
Integrated Electrical Services, Inc. Common Stocks 45811E103 118 7,400 Defined 12
229 14,300 Sole 36
Integrated Circuit Systems, Inc. Common Stocks 45811K109 379 21,000 Defined 25
542 30,000 Sole 36
Integrated Health Services, Inc. Common Stocks 45812C106 199 36,100 Defined 10
7 1,184 Sole 36
Integrated Health Services Long-Term Investments 45812CAE6 384 600,000 Defined 22
496 775,000 Sole 36
Integrated Silicon Solution, Inc. Common Stocks 45812P107 721 262,200 Defined 5
Intel Corp. Common Stocks 458140100 18,164 152,800 Defined 1
3,435 28,900 Defined 4
11,060 93,038 Defined 7
21,635 182,000 Defined 10
35,710 300,400 Defined 14
23,620 198,700 Defined 16
4,957 41,700 Defined 23
10,081 84,800 Defined 28
4,280 36,000 Defined 34
181,681 1,527,347 Sole 36
Intelligent Polymers, Ltd. Common Stocks 45815V200 745 26,600 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
InaCom Corp. 65,748
Inco, Ltd. 130,218
Independence Community Bank Corp. 36,500
43,600
Independent Bank Corp. 500
Indiana Energy, Inc. 7,799
8,400
IndyMac Mortgage Holdings, Inc. 92,800
4,500
143,243
Infinity Broadcasting Corp. New 11,000
Informix Corp. 12,800
Infoseek Corp. 33,000
58,200
InfoSpace.com, Inc. 21,800
27,700
Ingersoll-Rand Co. 55,800
212,050
93,600
106,950
33,200
430,075
Information Resources, Inc. 153
Ingles Markets, Inc. 4,100
Ingram Micro, Inc. Class A 4,500
1,003
Inktomi Corp. 5,000
Innovex, Inc. 4,400
Input/Output, Inc. 5,600
Innkeepers USA Trust 2,900
Insurance Auto Auctions, Inc. 5,900
6,600
Integrated Device Technology 46,200
Integrated Electrical Services, Inc. 7,400
14,300
Integrated Circuit Systems, Inc. 21,000
30,000
Integrated Health Services, Inc. 36,100
1,184
Integrated Health Services 600,000
775,000
Integrated Silicon Solution, Inc. 262,200
Intel Corp. 152,800
28,900
93,038
182,000
300,400
198,700
41,700
84,800
36,000
1,527,347
Intelligent Polymers, Ltd. 26,600
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Intelligroup, Inc. Common Stocks 45816A106 10 1,600 Defined 30
Intercontinental Life Corp. Common Stocks 458593100 196 23,600 Defined 25
303 36,400 Sole 36
Interface, Inc. Common Stocks 458665106 84 9,000 Defined 30
1,447 150,350 Sole 36
Interim Services, Inc. Common Stocks 45868P100 729 48,600 Defined 15
92 6,100 Defined 30
1,407 93,800 Sole 36
Intermedia Communications, Inc. Common Stocks 458801100 26 994 Sole 36
Intermet Corp. Common Stocks 45881K104 110 8,200 Defined 12
269 20,000 Defined 25
595 44,500 Sole 36
International Business Machines Corp. Common Stocks 459200101 355 2,000 Defined 1
603 3,400 Defined 4
16,210 91,450 Defined 7
32,100 181,100 Defined 14
7,959 44,900 Defined 16
4,786 27,000 Defined 23
14,765 83,300 Defined 24
1,010 5,700 Defined 28
4,750 26,800 Defined 30
4,041 22,800 Defined 33
90,086 508,243 Sole 36
International Flavors & Fragrances, Inc. Common Stocks 459506101 518 13,800 Defined 33
1,975 52,587 Sole 36
International Home Foods, Inc. New Common Stocks 459655106 9 547 Sole 36
International Game Technology Common Stocks 459902102 1,292 88,700 Defined 14
258 17,700 Defined 28
238 16,324 Sole 36
International Multifoods Corp. Common Stocks 460043102 238 10,200 Defined 12
256 11,000 Sole 36
International Paper Co. Common Stocks 460146103 8,222 194,900 Defined 7
101 2,400 Defined 14
924 21,900 Defined 33
27,278 646,579 Sole 36
International Rectifier Corp. Common Stocks 460254105 2,521 360,200 Sole 36
International Specialty Products, Inc. Common Stocks 460337108 115 15,200 Defined 12
10 1,300 Defined 28
532 70,350 Sole 36
International Telecommunication Data Systems, Inc. Common Stocks 46047F104 1,517 125,100 Defined 27
2,012 162,600 Sole 36
Interpool, Inc. Common Stocks 46062R108 146 10,800 Sole 36
Interpublic Group Cos., Inc. Common Stocks 460690100 241 3,100 Sole 36
Interstate Bakeries Corp. Common Stocks 46072H108 1,197 55,500 Defined 24
744 34,500 Defined 28
2,395 111,088 Sole 36
Interstate Energy Corp. Common Stocks 460845100 1,121 42,300 Defined 12
1,410 53,218 Sole 36
Intrawest Corp. Common Stocks 460915200 1,667 98,800 Sole 36
InterVoice, Inc. Common Stocks 461142101 1,181 108,000 Defined 27
1,544 140,400 Sole 36
Intimate Brands, Inc. Class A Common Stocks 461156101 438 9,100 Defined 4
2,567 53,338 Sole 36
Intuit, Inc. Common Stocks 461202103 105 1,028 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Intelligroup, Inc. 1,600
Intercontinental Life Corp. 23,600
36,400
Interface, Inc. 9,000
150,350
Interim Services, Inc. 48,600
6,100
93,800
Intermedia Communications, Inc. 994
Intermet Corp. 8,200
20,000
44,500
International Business Machines Corp. 2,000
3,400
91,450
181,100
44,900
27,000
83,300
5,700
26,800
22,800
508,243
International Flavors & Fragrances, Inc. 13,800
52,587
International Home Foods, Inc. New 547
International Game Technology 88,700
17,700
16,324
International Multifoods Corp. 10,200
11,000
International Paper Co. 194,900
2,400
21,900
646,579
International Rectifier Corp. 360,200
International Specialty Products, Inc. 15,200
1,300
70,350
International Telecommunication Data Systems, Inc. 125,100
162,600
Interpool, Inc. 10,800
Interpublic Group Cos., Inc. 3,100
Interstate Bakeries Corp. 55,500
34,500
111,088
Interstate Energy Corp. 42,300
53,218
Intrawest Corp. 98,800
InterVoice, Inc. 108,000
140,400
Intimate Brands, Inc. Class A 9,100
53,338
Intuit, Inc. 1,028
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Investors Financial Services Corp. Common Stocks 461915100 2,202 76,600 Defined 15
725 25,200 Defined 30
2,168 75,400 Sole 36
Iomega Corp. Common Stocks 462030107 32 6,154 Sole 36
Ionics, Inc. Common Stocks 462218108 160 5,300 Defined 12
262 8,700 Sole 36
IPALCO Enterprises, Inc. Common Stocks 462613100 42 1,900 Sole 36
Iron Mountain, Inc. Common Stocks 46284P104 296 9,500 Defined 25
469 15,000 Sole 36
Irvine Apartment Communities, Inc. Common Stocks 463606103 26 800 Sole 36
Irwin Financial Corp. Common Stocks 464119106 72 3,600 Defined 30
Istituto Bancario San Paolo di Torino - ADR Common Stocks 465224103 1,305 40,792 Defined 32
Itron, Inc. Common Stocks 465741106 234 25,000 Defined 25
375 40,000 Sole 36
i2 Technologies, Inc. Common Stocks 465754100 17 653 Sole 36
IVAX Corp. Common Stocks 465823102 1,516 128,300 Defined 26
1,885 159,600 Defined 28
3,134 265,300 Sole 36
Ivex Packaging Corp. Common Stocks 465855104 123 8,100 Defined 12
179 11,800 Sole 36
JDN Realty Corp. Common Stocks 465917102 56 2,800 Sole 36
J & J Snack Foods Corp. Common Stocks 466032109 28 1,400 Defined 31
JLG Industries, Inc. Common Stocks 466210101 108 7,900 Sole 36
J.P. Realty, Inc. Common Stocks 46624A106 3,819 194,000 Defined 3
551 28,000 Defined 29
24 1,200 Sole 36
JSB Financial, Inc. Common Stocks 46624M100 341 6,800 Defined 30
451 9,000 Sole 36
Jacob's Engineering Group, Inc. Common Stocks 469814107 663 16,800 Defined 12
260 6,600 Defined 30
939 23,800 Sole 36
Jacor Communications, Inc. Common Stocks 469858401 2,658 35,000 Defined 15
137 1,800 Defined 28
820 10,788 Sole 36
Jefferies Group, Inc. Common Stocks 472318104 237 5,000 Defined 25
285 6,000 Defined 30
683 14,400 Sole 36
Jefferson-Pilot Corp. Common Stocks 475070108 1,535 22,650 Defined 28
1,375 20,300 Defined 30
4,655 68,712 Sole 36
Johns Manville Corp. Common Stocks 478129109 1,604 93,000 Defined 10
12 723 Sole 36
Johnson & Johnson Common Stocks 478160104 871 9,300 Defined 4
15,346 163,800 Defined 10
9,631 102,800 Defined 13
1,077 11,500 Defined 14
7,720 82,400 Defined 16
16,536 176,500 Defined 28
61,853 660,201 Sole 36
Johnson Controls, Inc. Common Stocks 478366107 3,543 56,800 Defined 10
2,358 37,800 Defined 14
4,366 70,000 Defined 24
699 11,200 Sole 36
Jones Apparel Group, Inc. Common Stocks 480074103 1,894 67,800 Defined 14
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Investors Financial Services Corp. 76,600
25,200
75,400
Iomega Corp. 6,154
Ionics, Inc. 5,300
IPALCO Enterprises, Inc. 8,700
Iron Mountain, Inc. 1,900 9,500
Irvine Apartment Communities, Inc.
Irwin Financial Corp. 15,000 3,600
Istituto Bancario San Paolo di Torino - ADR 800 40,792
Itron, Inc. 25,000
i2 Technologies, Inc.
IVAX Corp. 128,300
40,000 159,600
653
Ivex Packaging Corp. 8,100
JDN Realty Corp. 265,300
J & J Snack Foods Corp. 1,400
JLG Industries, Inc. 11,800
J.P. Realty, Inc. 2,800 194,000
28,000
7,900
JSB Financial, Inc. 6,800
Jacob's Engineering Group, Inc. 1,200 16,800
6,600
9,000
Jacor Communications, Inc. 35,000
1,800
23,800
Jefferies Group, Inc. 5,000
6,000
10,788
Jefferson-Pilot Corp. 22,650
20,300
14,400
Johns Manville Corp. 93,000
Johnson & Johnson 68,712 9,300
163,800
723 102,800
11,500
82,400
176,500
Johnson Controls, Inc. 56,800
37,800
660,201 70,000
Jones Apparel Group, Inc. 11,200 67,800
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
142 5,100 Defined 30
344 12,320 Sole 36
Jones Intercable, Inc. Class A Common Stocks 480206200 3,182 80,800 Defined 5
3,380 85,700 Sole 36
Jones Pharma, Inc. Common Stocks 480236108 2,398 70,000 Defined 15
3,058 88,000 Sole 36
Juno Lighting, Inc. Common Stocks 482047107 49 2,200 Defined 31
83 3,700 Sole 36
Justin Industries Common Stocks 482171100 3 300 Sole 36
KLA Instruments Corp. Common Stocks 482480100 1,680 34,600 Defined 5
350 7,200 Defined 28
3,315 68,259 Sole 36
KLM Royal Dutch Airlines Common Stocks 482516101 4,347 156,663 Defined 1
12,690 457,289 Sole 36
Kmart Corp. Common Stocks 482584109 6,545 389,300 Defined 7
3,270 194,500 Defined 14
9,410 559,700 Defined 28
518 30,800 Defined 30
30,434 1,810,209 Sole 36
K N Energy, Inc. Common Stocks 482620101 787 39,450 Defined 14
28 1,397 Sole 36
K2, Inc. Common Stocks 482732104 841 106,750 Sole 36
Kaman Corp. Class A Common Stocks 483548103 134 10,600 Defined 12
523 40,800 Sole 36
Kansas City Life Insurance Co. Common Stocks 484836101 106 1,300 Defined 28
Kansas City Power & Light Co. Common Stocks 485134100 1,061 43,100 Defined 24
616 25,000 Defined 28
1,581 64,200 Sole 36
Kansas City Southern Industries, Inc Common Stocks 485170104 13,121 230,200 Defined 28
3,272 57,400 Sole 36
Kaufman & Broad Home Corp. Common Stocks 486168107 1,460 64,700 Defined 12
131 5,800 Defined 30
95 4,200 Defined 31
1,688 74,800 Sole 36
Kaydon Corp. Common Stocks 486587108 1,644 56,800 Defined 15
2,902 100,300 Sole 36
Keane, Inc. Common Stocks 486665102 28 1,334 Sole 36
Keebler Foods Co. Common Stocks 487256109 431 11,800 Defined 4
1,402 38,421 Sole 36
Kellogg Co. Common Stocks 487836108 169 4,988 Sole 36
Kellstrom Industries, Inc. Common Stocks 488035106 129 8,100 Defined 30
551 34,700 Sole 36
Kellwood Co. Common Stocks 488044108 163 7,400 Defined 12
280 12,700 Sole 36
Kelly Services, Inc. Class A Common Stocks 488152208 30 1,069 Sole 36
Kemet Corp. Common Stocks 488360108 1,900 165,200 Sole 36
Kennametal, Inc. Common Stocks 489170100 1,097 62,700 Defined 12
1,578 90,168 Sole 36
Kerr-McGee Corp. Common Stocks 492386107 1,795 54,700 Defined 12
161 4,900 Defined 24
509 15,500 Defined 33
4,394 133,904 Sole 36
KeyCorp Common Stocks 493267108 4,680 154,400 Defined 14
243 8,000 Defined 24
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
5,100
12,320
Jones Intercable, Inc. Class A 80,800
85,700
Jones Pharma, Inc. 70,000
88,000
Juno Lighting, Inc. 2,200
3,700
Justin Industries 300
KLA Instruments Corp. 34,600
7,200
68,259
KLM Royal Dutch Airlines 156,663
457,289
Kmart Corp. 389,300
194,500
559,700
30,800
1,810,209
K N Energy, Inc. 39,450
1,397
K2, Inc. 106,750
Kaman Corp. Class A 10,600
40,800
Kansas City Life Insurance Co. 1,300
Kansas City Power & Light Co. 43,100
25,000
64,200
Kansas City Southern Industries, Inc 230,200
57,400
Kaufman & Broad Home Corp. 64,700
5,800
4,200
74,800
Kaydon Corp. 56,800
100,300
Keane, Inc. 1,334
Keebler Foods Co. 11,800
38,421
Kellogg Co. 4,988
Kellstrom Industries, Inc. 8,100
34,700
Kellwood Co. 7,400
12,700
Kelly Services, Inc. Class A 1,069
Kemet Corp. 165,200
Kennametal, Inc. 62,700
90,168
Kerr-McGee Corp. 54,700
4,900
15,500
133,904
KeyCorp 154,400
8,000
2,100
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
897 29,600 Defined 33
3,593 118,528 Sole 36
KeySpan Energy Common Stocks 49337K106 2,874 114,400 Defined 10
547 21,772 Defined 28
2,090 83,186 Sole 36
Keystone Automotive Industries, Inc. Common Stocks 49338N109 225 14,000 Defined 25
325 20,000 Sole 36
Keystone Financial, Inc. Common Stocks 493482103 37 1,136 Sole 36
Kimball International, Inc. Class B Common Stocks 494274103 300 20,200 Sole 36
Kilroy Realty Corp. Common Stocks 49427F108 3,077 150,100 Defined 29
47 2,300 Sole 36
Kimberly-Clark Corp. Common Stocks 494368103 7,263 151,500 Defined 14
14,779 308,300 Defined 28
841 17,542 Sole 36
Kimco Realty Corp. REIT Common Stocks 49446R109 15,410 417,900 Defined 3
1,855 50,300 Defined 29
372 10,075 Sole 36
King World Productions, Inc. Common Stocks 495667107 1,119 36,600 Defined 12
3,026 99,000 Defined 24
110 3,600 Defined 30
2,307 75,500 Sole 36
Klamath First Bancorp, Inc. Common Stocks 49842P103 34 2,100 Defined 25
54 3,300 Sole 36
Kmart Financing I (conv.) Preferred Stocks 498778200 1,180 19,500 Sole 36
Knoll, Inc. Common Stocks 498904101 34 1,400 Sole 36
Knight-Ridder, Inc. Common Stocks 499040103 2,785 55,700 Defined 5
1,590 31,800 Defined 10
1,215 24,300 Defined 14
90 1,800 Defined 28
970 19,400 Defined 30
3,906 78,120 Sole 36
Koger Equity, Inc. Common Stocks 500228101 30 2,200 Sole 36
Kohl's Corp. Common Stocks 500255104 9,306 131,300 Defined 1
28,513 402,306 Sole 36
Kopin Corp. Common Stocks 500600100 897 64,950 Sole 36
Korea Electric Power Corp. - ADR Common Stocks 500631106 533 42,000 Defined 11
776 61,200 Defined 17
Kranzco Realty Trust Common Stocks 50076E103 728 61,600 Defined 29
Kroger Co. Common Stocks 501044101 3,994 66,700 Defined 1
1,431 23,900 Defined 14
1,108 18,500 Defined 16
15,050 251,350 Sole 36
Kronos, Inc. Common Stocks 501052104 135 5,700 Defined 30
114 4,650 Sole 36
Kulicke & Soffa Industries, Inc. Common Stocks 501242101 98 3,900 Defined 30
253 10,000 Sole 36
LCC International, Inc. Class A Common Stocks 501810105 157 38,000 Defined 25
186 45,000 Sole 36
LG&E Energy Corp. Common Stocks 501917108 1,646 79,100 Defined 10
2,106 101,200 Defined 28
1,636 78,600 Defined 30
863 41,453 Sole 36
LHS Group, Inc. Common Stocks 501938100 9 296 Sole 36
LNR Property Corp. Common Stocks 501940100 1,876 95,000 Defined 5
464 23,500 Defined 12
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
29,600
118,528
KeySpan Energy 114,400
21,772
83,186
Keystone Automotive Industries, Inc. 14,000
20,000
Keystone Financial, Inc. 1,136
Kimball International, Inc. Class B 20,200
Kilroy Realty Corp. 150,100
2,300
Kimberly-Clark Corp. 151,500
308,300
17,542
Kimco Realty Corp. REIT 417,900
50,300
10,075
King World Productions, Inc. 36,600
99,000
3,600
75,500
Klamath First Bancorp, Inc. 2,100
3,300
Kmart Financing I (conv.) 19,500
Knoll, Inc. 1,400
Knight-Ridder, Inc. 55,700
31,800
24,300
1,800
19,400
78,120
Koger Equity, Inc. 2,200
Kohl's Corp. 131,300
402,306
Kopin Corp. 64,950
Korea Electric Power Corp. - ADR 42,000
61,200
Kranzco Realty Trust 61,600
Kroger Co. 66,700
23,900
18,500
251,350
Kronos, Inc. 5,700
4,650
Kulicke & Soffa Industries, Inc. 3,900
10,000
LCC International, Inc. Class A 38,000
45,000
LG&E Energy Corp. 79,100
101,200
78,600
41,453
LHS Group, Inc. 296
LNR Property Corp. 95,000
23,500
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
2,623 132,800 Sole 36
LINC Capital, Inc. Common Stocks 501942106 180 24,000 Defined 25
267 35,000 Sole 36
LSI Logic Corp. Common Stocks 502161102 3,986 127,800 Defined 5
228 7,300 Defined 26
62 2,000 Defined 28
4,438 143,394 Sole 36
LSI Industries, Inc. Common Stocks 50216C108 22 1,300 Defined 31
LTC Properties Common Stocks 502175102 32 2,600 Sole 36
L-3 Communications Holdings, Inc. Common Stocks 502424104 143 3,100 Defined 4
1,207 26,100 Sole 36
La-Z-Boy Chair Co. Common Stocks 505336107 388 20,400 Defined 12
361 19,000 Defined 28
122 6,400 Defined 30
99 5,200 Defined 31
684 36,000 Sole 36
Labone, Inc. Common Stocks 5.05E+104 11 1,000 Sole 36
Laboratorio Chile SA - ADR Common Stocks 50540H104 465 30,000 Defined 11
Lafarge Corp. Common Stocks 505862102 381 13,600 Defined 10
571 20,400 Defined 12
1,680 60,000 Defined 24
1,053 37,600 Defined 28
165 5,900 Defined 30
118 4,200 Defined 31
1,886 67,343 Sole 36
Lam Research Corp. Common Stocks 512807108 215 7,400 Defined 12
Lamar Advertising Co. Class A Common Stocks 512815101 2,206 65,000 Defined 15
1,838 54,150 Defined 26
5,157 151,967 Sole 36
Lancaster Colony Corp. Common Stocks 513847103 22 832 Sole 36
Landair Corp. Common Stocks 514757103 175 35,000 Defined 25
140 28,000 Sole 36
LandAmerica Financial Group, Inc. Common Stocks 514936103 612 21,100 Defined 12
1,041 35,900 Defined 27
435 15,000 Defined 30
3,277 113,000 Sole 36
Landry's Seafood Restaurants, Inc. Common Stocks 51508L103 179 28,000 Defined 25
320 50,000 Sole 36
Landstar Systems, Inc. Common Stocks 515098101 176 5,300 Defined 12
1,491 45,000 Defined 27
1,269 38,300 Defined 30
53 1,600 Defined 31
3,372 101,800 Sole 36
LaSalle Hotel Properties Common Stocks 517942108 11 800 Sole 36
LASER Mortgage Management, Inc. Common Stocks 51806D100 3 500 Sole 36
Laser Vision Centers, Inc. Common Stocks 51807H100 2,037 53,600 Defined 26
1,777 46,600 Sole 36
Lattice Semiconductor Corp. Common Stocks 518415104 355 7,800 Defined 30
1,248 27,400 Sole 36
Estee Lauder Cos. Inc. (The) Class A Common Stocks 518439100 77 814 Sole 36
Lear Corp. Common Stocks 521865105 2,194 51,400 Defined 12
1,434 33,600 Defined 14
3,778 88,500 Defined 23
14,226 333,264 Sole 36
Learning Co., Inc. (The) Common Stocks 522008101 1,560 53,800 Defined 16
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
132,800
LINC Capital, Inc. 24,000
35,000
LSI Logic Corp. 127,800
7,300
2,000
143,394
LSI Industries, Inc. 1,300
LTC Properties 2,600
L-3 Communications Holdings, Inc. 3,100
26,100
La-Z-Boy Chair Co. 20,400
19,000
6,400
5,200
36,000
Labone, Inc. 1,000
Laboratorio Chile SA - ADR 30,000
Lafarge Corp. 13,600
20,400
60,000
37,600
5,900
4,200
67,343
Lam Research Corp. 7,400
Lamar Advertising Co. Class A 65,000
54,150
151,967
Lancaster Colony Corp. 832
Landair Corp. 35,000
28,000
LandAmerica Financial Group, Inc. 21,100
35,900
15,000
113,000
Landry's Seafood Restaurants, Inc. 28,000
50,000
Landstar Systems, Inc. 5,300
45,000
38,300
1,600
101,800
LaSalle Hotel Properties 800
LASER Mortgage Management, Inc. 500
Laser Vision Centers, Inc. 53,600
46,600
Lattice Semiconductor Corp. 7,800
27,400
Estee Lauder Cos. Inc. (The) Class A 814
Lear Corp. 51,400
33,600
88,500
333,264
Learning Co., Inc. (The) 53,800
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
2,746 94,700 Defined 23
11,607 400,238 Sole 36
Learning Tree International, Inc. Common Stocks 522015106 286 29,000 Defined 25
450 45,000 Sole 36
Lechters, Inc. Common Stocks 523238103 376 174,150 Sole 36
Lee Enterprises, Inc. Common Stocks 523768109 2,596 89,500 Defined 5
2,929 101,000 Sole 36
Legato Systems, Inc. Common Stocks 524651106 564 11,000 Defined 28
Leggett & Platt, Inc. Common Stocks 524660107 2,342 117,100 Defined 14
89 4,450 Sole 36
Legg Mason, Inc. Common Stocks 524901105 3,369 100,000 Defined 15
3,783 112,302 Sole 36
Lehman Brothers Holdings, Inc. Common Stocks 524908100 2,731 45,700 Defined 27
4,320 72,300 Defined 28
359 6,000 Defined 30
3,227 54,000 Defined 34
19,150 320,510 Sole 36
Lennar Corp. Common Stocks 526057104 1,765 78,900 Defined 5
1,727 77,200 Defined 27
226 10,100 Defined 28
414 18,500 Defined 30
4,894 218,733 Sole 36
Lesco, Inc. Common Stocks 526872106 329 22,600 Defined 25
433 29,100 Sole 36
Leucadia National Corp. Common Stocks 527288104 27 900 Sole 36
Level One Communications, Inc. Common Stocks 527295109 39 800 Defined 30
Level 3 Communications, Inc. Common Stocks 52729N100 5,490 75,400 Defined 14
903 12,408 Sole 36
Lexington Corporate Properties Trust Common Stocks 529043100 19 1,700 Sole 36
Lexmark International Group, Inc. Class A Common Stocks 529771107 4,168 37,300 Defined 10
16,494 147,600 Defined 28
1,743 15,600 Defined 30
8,573 76,719 Sole 36
Libbey, Inc. Common Stocks 529898108 90 2,900 Sole 36
Liberty Financial Cos., Inc. Common Stocks 530512102 210 8,900 Defined 12
255 10,818 Sole 36
Liberty Property Trust REIT Common Stocks 531172104 1,708 82,300 Defined 10
3,596 173,300 Defined 29
299 14,390 Sole 36
Lilly (Eli) & Co. Common Stocks 532457108 628 7,400 Defined 4
1,935 22,800 Defined 14
4,150 48,900 Defined 16
3,259 38,400 Defined 34
26,194 308,613 Sole 36
Limited, Inc. (The) Common Stocks 532716107 11,571 292,000 Defined 13
34,227 863,771 Sole 36
Lincare Holdings, Inc. Common Stocks 532791100 2,585 92,100 Defined 15
1,976 70,400 Defined 27
244 8,700 Defined 30
7,117 253,060 Sole 36
Lincoln National Corp. Common Stocks 534187109 2,482 25,100 Defined 28
257 2,600 Defined 30
920 9,300 Defined 33
4,321 43,700 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
94,700
400,238
Learning Tree International, Inc. 29,000
45,000
Lechters, Inc. 174,150
Lee Enterprises, Inc. 89,500
101,000
Legato Systems, Inc. 11,000
Leggett & Platt, Inc. 117,100
4,450
Legg Mason, Inc. 100,000
112,302
Lehman Brothers Holdings, Inc. 45,700
72,300
6,000
54,000
320,510
Lennar Corp. 78,900
77,200
10,100
18,500
218,733
Lesco, Inc. 22,600
29,100
Leucadia National Corp. 900
Level One Communications, Inc. 800
Level 3 Communications, Inc. 75,400
12,408
Lexington Corporate Properties Trust 1,700
Lexmark International Group, Inc. Class A 37,300
147,600
15,600
76,719
Libbey, Inc. 2,900
Liberty Financial Cos., Inc. 8,900
10,818
Liberty Property Trust REIT 82,300
173,300
14,390
Lilly (Eli) & Co. 7,400
22,800
48,900
38,400
308,613
Limited, Inc. (The) 292,000
863,771
Lincare Holdings, Inc. 92,100
70,400
8,700
253,060
Lincoln National Corp. 25,100
2,600
9,300
43,700
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Linear Technology Corp. Common Stocks 535678106 1,262 24,600 Defined 16
1,863 36,300 Defined 26
5,094 99,400 Sole 36
Linens 'N Things, Inc. Common Stocks 535679104 2,986 65,800 Defined 26
449 9,900 Defined 30
2,986 65,800 Sole 36
Litchfield Financial Corp. Common Stocks 536619109 220 13,350 Defined 25
431 25,350 Sole 36
Lithia Motors, Inc., Class A Common Stocks 536797103 302 19,000 Defined 25
581 36,600 Sole 36
Litton Industries, Inc. Common Stocks 538021106 1,696 29,500 Defined 4
2,593 45,100 Defined 5
1,535 26,700 Defined 12
316 5,500 Defined 28
3,450 60,000 Defined 30
610 10,600 Defined 33
16,880 293,558 Sole 36
Liz Claiborne, Inc. Common Stocks 539320101 49 1,500 Sole 36
Local Financial Corp. Common Stocks 539553107 843 90,500 Defined 6
1,031 110,700 Defined 8
14 1,500 Sole 36
Lockheed Martin Corp. Common Stocks 539830109 10,809 286,800 Defined 7
5,668 150,400 Defined 13
791 21,000 Defined 24
5,514 146,300 Defined 28
784 20,800 Defined 33
47,918 1,271,458 Sole 36
Loews Corp. Common Stocks 540424108 1,701 22,800 Defined 4
13,803 184,968 Sole 36
Lone Star Industries, Inc. Common Stocks 542290408 1,296 41,800 Defined 12
208 6,700 Defined 30
1,383 44,600 Sole 36
Louisiana Pacific Corp. Common Stocks 546347105 1,887 101,300 Defined 12
1,207 64,800 Defined 28
425 22,800 Defined 30
6,286 337,500 Sole 36
Lowe's Cos., Inc. Common Stocks 548661107 11,193 185,000 Defined 1
212 3,500 Defined 4
13,014 215,100 Defined 13
950 15,700 Defined 14
73 1,200 Defined 28
58,335 964,212 Sole 36
Lubrizol Corp. Common Stocks 549271104 419 18,600 Defined 12
1,791 79,600 Defined 24
1,411 62,700 Sole 36
Lucent Technologies, Inc. Common Stocks 549463107 3,933 36,500 Defined 1
625 5,800 Defined 4
17,520 162,600 Defined 10
16,109 149,500 Defined 14
15,581 144,600 Defined 16
528 4,900 Defined 23
4,526 42,000 Defined 28
3,771 35,000 Defined 34
74,360 690,119 Sole 36
Lunar Corp. Common Stocks 550362107 128 20,000 Defined 25
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Linear Technology Corp. 24,600
36,300
99,400
Linens 'N Things, Inc. 65,800
9,900
65,800
Litchfield Financial Corp. 13,350
25,350
Lithia Motors, Inc., Class A 19,000
36,600
Litton Industries, Inc. 29,500
45,100
26,700
5,500
60,000
10,600
293,558
Liz Claiborne, Inc. 1,500
Local Financial Corp. 90,500
110,700
1,500
Lockheed Martin Corp. 286,800
150,400
21,000
146,300
20,800
1,271,458
Loews Corp. 22,800
184,968
Lone Star Industries, Inc. 41,800
6,700
44,600
Louisiana Pacific Corp. 101,300
64,800
22,800
337,500
Lowe's Cos., Inc. 185,000
3,500
215,100
15,700
1,200
964,212
Lubrizol Corp. 18,600
79,600
62,700
Lucent Technologies, Inc. 36,500
5,800
162,600
149,500
144,600
4,900
42,000
35,000
690,119
Lunar Corp. 20,000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
1,091 79,700 Defined 14
Lyondell Petrochemical Co. Common Stocks 552078107 12 900 Sole 36
96 200 Defined 14
M & T Bank Corp. Common Stocks 55261F104 144 300 Defined 28
2,347 4,900 Defined 30
5,598 11,687 Sole 36
1,058 47,800 Defined 5
MAF Bancorp, Inc. Common Stocks 55261R108 122 5,500 Defined 12
2,632 118,300 Sole 36
9,744 168,000 Defined 13
MBIA, Inc. Common Stocks 55262C100 3,532 60,900 Defined 14
557 9,600 Defined 24
52 900 Defined 28
650 11,200 Defined 33
30,132 519,509 Sole 36
24,290 1,017,386 Defined 1
MBNA Corp. Common Stocks 55262L100 4,116 172,400 Defined 10
4,902 205,300 Defined 16
91,312 3,824,568 Sole 36
254 17,700 Defined 12
M.D.C. Holdings, Inc. Common Stocks 552676108 361 25,100 Defined 30
696 48,400 Sole 36
765 47,600 Defined 4
MCN Energy Group, Inc. Common Stocks 55267J100 355 22,100 Sole 36
20,470 231,300 Defined 1
MCI WorldCom, Inc. Common Stocks 55268B106 3,513 39,700 Defined 4
22,178 250,600 Defined 7
18,045 203,900 Defined 10
37,691 425,890 Defined 14
6,153 69,524 Defined 23
12,285 138,816 Defined 28
1,540 17,400 Defined 33
2,213 25,000 Defined 34
48,776 1,679,901 Sole 36
477 20,850 Defined 12
MDU Resources Group, Inc. Common Stocks 552690109 660 28,850 Sole 36
45 8,100 Sole 36
MEMC Electronic Materials, Inc. Common Stocks 552715104 11 1,100 Sole 36
MGC Communications, Inc. Common Stocks 552763300 9,853 281,000 Defined 13
MGIC Investment Corp. Common Stocks 552848103 579 16,500 Defined 33
27,187 775,400 Sole 36
30 1,100 Sole 36
MGI Properties Common Stocks 552885105 81 2,400 Defined 14
MGM Grand, Inc. Common Stocks 552953101 14 413 Sole 36
167 27,700 Defined 25
MRV Communications, Inc. Common Stocks 553477100 251 41,600 Sole 36
16 918 Sole 36
MSC Industrial Direct Co., Inc. Class A Common Stocks 553530106 101 3,800 Defined 12
M.S. Carriers, Inc. Common Stocks 553533100 599 22,600 Defined 30
48 1,800 Defined 31
833 31,500 Sole 36
MTS Systems Corp. Common Stocks 553777103 268 26,000 Defined 30
102 10,100 Sole 36
Macerich Co. (The) Common Stocks 554382101 8,671 382,200 Defined 3
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
30,000 79,700
Lyondell Petrochemical Co. 900
200
M & T Bank Corp. 300
4,900
11,687
47,800
MAF Bancorp, Inc. 5,500
118,300
168,000
MBIA, Inc. 60,900
9,600
900
11,200
519,509
1,017,386
MBNA Corp. 172,400
205,300
3,824,568
17,700
M.D.C. Holdings, Inc. 25,100
48,400
47,600
MCN Energy Group, Inc. 22,100
231,300
MCI WorldCom, Inc. 39,700
250,600
203,900
425,890
69,524
138,816
17,400
25,000
1,679,901
20,850
MDU Resources Group, Inc. 28,850
8,100
MEMC Electronic Materials, Inc. 1,100
MGC Communications, Inc. 281,000
MGIC Investment Corp. 16,500
775,400
1,100
MGI Properties 2,400
MGM Grand, Inc. 413
27,700
MRV Communications, Inc. 41,600
918
MSC Industrial Direct Co., Inc. Class A 3,800
M.S. Carriers, Inc. 22,600
1,800
31,500
MTS Systems Corp. 26,000
10,100
Macerich Co. (The) 382,200
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
2,625 115,700 Defined 29
Mack-Cali Realty Corp. Common Stocks 554489104 25,060 853,100 Defined 3
252 8,591 Sole 36
Macromedia, Inc. Common Stocks 556100105 5,373 118,750 Defined 26
5,272 116,350 Sole 36
Madeco SA - ADR Common Stocks 556304103 489 54,310 Defined 14
Magna International, Inc. Class A Common Stocks 559222401 88 1,530 Defined 21
MagneTek, Inc. Common Stocks 559424106 1,286 153,550 Sole 36
Mahoning National Bancorp., Inc. Common Stocks 560090102 71 2,600 Sole 36
Mallinckrodt, Inc. Common Stocks 561232109 1,755 65,900 Defined 12
6,936 260,500 Defined 28
7,006 261,293 Sole 36
Mallon Resources Corp. New Common Stocks 561240201 285 40,000 Defined 25
330 44,000 Sole 36
Manhattan Associates, Inc. Common Stocks 562750109 450 41,900 Defined 15
370 34,800 Sole 36
Manitowoc Co., Inc. Common Stocks 563571108 444 10,600 Defined 12
80 1,900 Defined 31
833 29,850 Sole 36
Manpower, Inc. Common Stocks 56418H100 685 29,300 Defined 10
386 16,500 Defined 30
949 40,600 Sole 36
Manufactured Home Communities, Inc. Common Stocks 564682102 55 2,300 Sole 36
Marine Drilling Co, Inc. Common Stocks 568240204 385 35,000 Defined 25
550 50,000 Sole 36
Mark VII, Inc. Common Stocks 570414102 224 16,000 Defined 25
398 28,400 Sole 36
Markel Corp. Common Stocks 570535104 2,614 14,500 Defined 15
4,326 24,000 Sole 36
Marsh & McLennan Cos., Inc. Common Stocks 571748102 11,143 150,200 Defined 10
7,586 102,250 Defined 14
1,977 26,650 Defined 28
951 12,815 Sole 36
Marshall & Ilsley Corp. Common Stocks 571834100 133 2,399 Sole 36
Marriot International, Inc. Class A New Common Stocks 571903202 9,778 290,800 Defined 3
184 5,461 Sole 36
Marshall Industries Common Stocks 572393106 93 6,900 Sole 36
Martin Marietta Materials, Inc. Common Stocks 573284106 61 1,071 Sole 36
Marvel Enterprises, Inc. Common Stocks 57383M108 6 900 Sole 36
Masco Corp. Common Stocks 574599106 216 7,650 Sole 36
Maderas y Sinteticos SA - ADR Common Stocks 574799102 798 103,000 Defined 11
Material Sciences Corp. Common Stocks 576674105 910 142,800 Sole 36
Matsushita Electric Industrial Co., Ltd. -ADR Common Stocks 576879209 8,895 46,000 Sole 36
Mattel, Inc. Common Stocks 577081102 7,065 284,000 Defined 13
3,458 139,000 Defined 14
1,104 44,400 Defined 16
1,845 74,184 Defined 23
31,659 1,272,722 Sole 36
Mavesa SA - ADR Common Stocks 577717101 418 151,875 Defined 11
349 126,875 Defined 14
Maxtor Corp. Common Stocks 577729205 141 20,000 Sole 36
Maxim Group, Inc. Common Stocks 57772J104 213 25,000 Defined 25
298 35,000 Sole 36
Maxim Integrated Products, Inc. Common Stocks 57772K101 1,249 23,100 Defined 16
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
115,700
Mack-Cali Realty Corp. 853,100
8,591
Macromedia, Inc. 118,750
116,350
Madeco SA - ADR 54,310
Magna International, Inc. Class A 1,530
MagneTek, Inc. 153,550
Mahoning National Bancorp., Inc. 2,600
Mallinckrodt, Inc. 65,900
260,500
261,293
Mallon Resources Corp. New 40,000
44,000
Manhattan Associates, Inc. 41,900
34,800
Manitowoc Co., Inc. 10,600
1,900
29,850
Manpower, Inc. 29,300
16,500
40,600
Manufactured Home Communities, Inc. 2,300
Marine Drilling Co, Inc. 35,000
50,000
Mark VII, Inc. 16,000
28,400
Markel Corp. 14,500
24,000
Marsh & McLennan Cos., Inc. 150,200
102,250
26,650
12,815
Marshall & Ilsley Corp. 2,399
Marriot International, Inc. Class A New 290,800
5,461
Marshall Industries 6,900
Martin Marietta Materials, Inc. 1,071
Marvel Enterprises, Inc. 900
Masco Corp. 7,650
Maderas y Sinteticos SA - ADR 103,000
Material Sciences Corp. 142,800
Matsushita Electric Industrial Co., Ltd. - ADR 46,000
Mattel, Inc. 284,000
139,000
44,400
74,184
1,272,722
Mavesa SA - ADR 151,875
126,875
Maxtor Corp. 20,000
Maxim Group, Inc. 25,000
35,000
Maxim Integrated Products, Inc. 23,100
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
3,649 67,420 Sole 36
May Department Stores Co. Common Stocks 577778103 2,324 59,400 Defined 16
3,586 91,650 Defined 24
980 25,050 Defined 33
10,721 274,008 Sole 36
Maxxim Medical, Inc. Common Stocks 57777G105 272 14,400 Defined 12
228 12,100 Defined 30
653 34,600 Sole 36
MAXXAM, Inc. Common Stocks 577913106 106 2,100 Defined 30
257 5,100 Sole 36
MAXIMUS, Inc. Common Stocks 577933104 2,359 81,000 Defined 15
3,346 114,900 Sole 36
Maytag Corp. Common Stocks 578592107 1,642 27,200 Defined 28
4,884 80,900 Sole 36
Mazel Stores, Inc. Common Stocks 578792103 209 22,000 Defined 25
333 35,000 Sole 36
McClatchy Co. Class A Common Stocks 579489105 2,832 84,375 Defined 5
356 10,600 Defined 12
154 4,600 Defined 30
4,464 133,000 Sole 36
McCormick & Co., Inc. Common Stocks 579780206 888 30,700 Defined 24
46 1,600 Sole 36
McDermott International, Inc. Common Stocks 580037109 2,597 102,600 Sole 36
McDonald's Corp. Common Stocks 580135101 852 18,800 Defined 14
4,722 104,200 Defined 16
14,638 323,046 Sole 36
McGrath RentCorp Common Stocks 580589109 71 4,000 Defined 30
McGraw-Hill, Inc. Common Stocks 580645109 1,897 34,800 Defined 5
2,472 45,350 Sole 36
McLeodUSA, Inc. Common Stocks 582266102 44 1,047 Sole 36
McWhorter Technologies, Inc. Common Stocks 582803102 105 7,700 Sole 36
Mead Corp. Common Stocks 582834107 2,014 65,500 Defined 12
1,095 35,600 Defined 24
65 2,100 Defined 28
2,319 75,400 Sole 36
Mechanical Dynamics, Inc. Common Stocks 583521109 281 45,000 Defined 25
375 60,000 Sole 36
Medco Research, Inc. Common Stocks 584059109 42 1,600 Defined 31
Media General, Inc. Class A Common Stocks 584404107 363 7,800 Defined 12
1,516 32,600 Defined 27
270 5,800 Defined 30
88 1,900 Defined 31
2,804 60,300 Sole 36
MediaOne Group, Inc. Common Stocks 58440J104 7,010 110,400 Defined 7
2,470 38,900 Defined 10
1,435 22,600 Defined 14
6,236 98,200 Defined 23
14,059 221,400 Defined 28
31,477 495,703 Sole 36
Medical Assurance, Inc. Common Stocks 58449U100 168 6,000 Defined 12
194 6,934 Sole 36
Medicis Pharmaceutical Corp. Class A. Common Stocks 584690309 2,091 69,700 Defined 27
2,622 87,400 Sole 36
MedImmune, Inc. Common Stocks 584699102 3,587 60,600 Defined 14
3,078 52,000 Defined 15
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
67,420
May Department Stores Co. 59,400
91,650
25,050
274,008
Maxxim Medical, Inc. 14,400
12,100
34,600
MAXXAM, Inc. 2,100
5,100
MAXIMUS, Inc. 81,000
114,900
Maytag Corp. 27,200
80,900
Mazel Stores, Inc. 22,000
35,000
McClatchy Co. Class A 84,375
10,600
4,600
133,000
McCormick & Co., Inc. 30,700
1,600
McDermott International, Inc. 102,600
McDonald's Corp. 18,800
104,200
323,046
McGrath RentCorp 4,000
McGraw-Hill, Inc. 34,800
45,350
McLeodUSA, Inc. 1,047
McWhorter Technologies, Inc. 7,700
Mead Corp. 65,500
35,600
2,100
75,400
Mechanical Dynamics, Inc. 45,000
60,000
Medco Research, Inc. 1,600
Media General, Inc. Class A 7,800
32,600
5,800
1,900
60,300
MediaOne Group, Inc. 110,400
38,900
22,600
98,200
221,400
495,703
Medical Assurance, Inc. 6,000
6,934
Medicis Pharmaceutical Corp. Class A. 69,700
87,400
MedImmune, Inc. 60,600
52,000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
3,338 56,400 Defined 26
6,611 111,700 Sole 36
Meditrust Cos. Common Stocks 58501T306 70 5,600 Defined 28
424 34,105 Sole 36
MedPartners, Inc. Common Stocks 58503X107 21 4,420 Sole 36
Medtronic, Inc. Common Stocks 585055106 215 3,000 Defined 1
1,500 20,900 Defined 14
911 12,700 Defined 16
3,157 44,000 Defined 34
14,499 202,076 Sole 36
Mellon Bank Corp. Common Stocks 585509102 1,099 15,612 Sole 36
Mentor Graphics Corp. Common Stocks 587200106 79 5,700 Defined 30
Mercantile Bancorp, Inc. Common Stocks 587342106 1,287 27,100 Defined 14
153 3,230 Sole 36
Mercantile Bankshares Corp. Common Stocks 587405101 212 5,800 Defined 30
120 3,300 Defined 31
1,391 37,600 Sole 36
Merck & Co., Inc. Common Stocks 589331107 2,791 34,800 Defined 4
216 6,866 Sole 36
Meridan Industrial Trust, Inc. Common Stocks 589643105 63 2,800 Sole 36
Meridian Resource Corp., (The) Common Stocks 58977Q109 2 700 Sole 36
MeriStar Hospitality Corp. REIT Common Stocks 58984Y103 1,006 55,300 Defined 12
1,646 90,500 Defined 27
3,350 184,200 Sole 36
MeriStar Hotels & Resorts, Inc. Common Stocks 589988104 227 82,500 Defined 25
330 119,900 Sole 36
Meritor Automotive, Inc. Common Stocks 59000G100 1,561 100,700 Defined 28
775 49,983 Sole 36
Meritage Corp. Common Stocks 59001A102 30 2,500 Defined 25
49 4,000 Sole 36
Merrill Corp. Common Stocks 590175105 32 2,400 Defined 30
Merrill Lynch & Co., Inc. Common Stocks 590188108 6,199 70,100 Defined 1
769 8,700 Defined 4
21,532 243,475 Sole 36
Metals USA, Inc. Common Stocks 591324108 95 10,800 Sole 36
Metris Companies, Inc. Common Stocks 591598107 2,395 60,250 Defined 26
593 14,925 Defined 28
2,136 52,900 Sole 36
Metro-Goldwyn-Mayer, Inc. Common Stocks 591610100 2 172 Sole 36
Metrocall, Inc. Common Stocks 591647102 182 60,000 Defined 25
273 90,000 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
56,400
111,700
Meditrust Cos. 5,600
34,105
MedPartners, Inc. 4,420
Medtronic, Inc. 3,000
20,900
12,700
44,000
202,076
Mellon Bank Corp. 15,612
Mentor Graphics Corp. 5,700
Mercantile Bancorp, Inc. 27,100
3,230
Mercantile Bankshares Corp. 5,800
3,300
37,600
Merck & Co., Inc. 34,800
6,866
Meridan Industrial Trust, Inc. 2,800
Meridian Resource Corp., (The) 700
MeriStar Hospitality Corp. REIT 55,300
90,500
184,200
MeriStar Hotels & Resorts, Inc. 82,500
119,900
Meritor Automotive, Inc. 100,700
49,983
Meritage Corp. 2,500
4,000
Merrill Corp. 2,400
Merrill Lynch & Co., Inc. 70,100
8,700
243,475
Metals USA, Inc. 10,800
Metris Companies, Inc. 60,250
14,925
52,900
Metro-Goldwyn-Mayer, Inc. 172
Metrocall, Inc. 60,000
90,000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Metromedia International Group, Inc. Common Stocks 591695101 12 2,500 Sole 36
Metzler Group, Inc. Common Stocks 592903108 697 22,300 Defined 15
2,504 79,800 Sole 36
Fred Meyer, Inc. Common Stocks 592907109 1,372 23,300 Defined 1
3,250 55,200 Defined 16
15,459 262,572 Sole 36
Michael Foods, Inc. Common Stocks 594079105 156 8,200 Sole 36
Michaels Stores, Inc. Common Stocks 594087108 536 21,700 Defined 30
3,880 157,150 Sole 36
MICROS Systems, Inc. Common Stocks 594901100 431 13,100 Defined 30
Microsoft Corp. Common Stocks 594918104 6,932 77,400 Defined 1
4,747 53,000 Defined 4
11,213 125,200 Defined 10
40,572 453,000 Defined 14
28,767 321,200 Defined 16
9,977 111,400 Defined 23
12,664 141,400 Defined 28
5,338 59,600 Defined 34
166,872 1,861,896 Sole 36
MicroAge, Inc. Common Stocks 594928103 24 4,500 Defined 30
68 12,700 Sole 36
Micro Warehouse, Inc. Common Stocks 59501B105 142 8,800 Defined 28
Micromuse, Inc. Common Stocks 595094103 3,103 67,450 Defined 26
2,737 59,500 Sole 36
Micron Electronics, Inc. Common Stocks 595100108 301 25,900 Defined 30
387 32,900 Sole 36
Micron Technology, Inc. Common Stocks 595112103 4,121 85,400 Defined 1
4,888 101,300 Defined 28
2,027 42,000 Defined 34
26,159 542,164 Sole 36
Microsemi Corp. Common Stocks 595137100 276 35,000 Defined 25
357 44,800 Sole 36
Mid-America Apartment Communties, Inc. Common Stocks 59522J103 34 1,600 Sole 36
Midas, Inc. Common Stocks 595626102 487 14,600 Defined 12
527 15,800 Sole 36
Midcoast Energy Resources, Inc. Common Stocks 59563W104 271 17,500 Defined 25
388 25,000 Sole 36
Middleby Corp. (The) Common Stocks 596278101 197 50,000 Defined 25
236 60,000 Sole 36
Midland Co. Common Stocks 597486109 150 6,200 Defined 30
125 5,200 Sole 36
Milacron, Inc. Common Stocks 598709103 123 7,800 Defined 14
Millennium Pharmaceuticals, Inc. Common Stocks 599902103 1,358 43,900 Defined 26
2,303 73,700 Sole 36
Millennium Chemicals, Inc. Common Stocks 599903101 1,582 79,600 Defined 12
553 27,800 Defined 30
425 21,400 Defined 33
3,695 185,910 Sole 36
Miller (Herman), Inc. Common Stocks 600544100 527 29,200 Defined 28
493 27,028 Sole 36
Millipore Corp. Common Stocks 601073109 1,110 46,000 Sole 36
Mills Corp. Common Stocks 601148109 289 16,100 Defined 29
MindSpring Enterprises, Inc. Common Stocks 602683104 1,337 15,550 Defined 26
3,096 36,000 Defined 34
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Metromedia International Group, Inc. 2,500
Metzler Group, Inc. 22,300
79,800
Fred Meyer, Inc. 23,300
55,200
262,572
Michael Foods, Inc. 8,200
Michaels Stores, Inc. 21,700
157,150
MICROS Systems, Inc. 13,100
Microsoft Corp. 77,400
53,000
125,200
453,000
321,200
111,400
141,400
59,600
1,861,896
MicroAge, Inc. 4,500
12,700
Micro Warehouse, Inc. 8,800
Micromuse, Inc. 67,450
59,500
Micron Electronics, Inc. 25,900
32,900
Micron Technology, Inc. 85,400
101,300
42,000
542,164
Microsemi Corp. 35,000
44,800
Mid-America Apartment Communties, Inc. 1,600
Midas, Inc. 14,600
15,800
Midcoast Energy Resources, Inc. 17,500
25,000
Middleby Corp. (The) 50,000
60,000
Midland Co. 6,200
5,200
Milacron, Inc. 7,800
Millennium Pharmaceuticals, Inc. 43,900
73,700
Millennium Chemicals, Inc. 79,600
27,800
21,400
185,910
Miller (Herman), Inc. 29,200
27,028
Millipore Corp. 46,000
Mills Corp. 16,100
MindSpring Enterprises, Inc. 15,550
36,000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
10,878 126,400 Sole 36
Mine Safety Appliances Co. Common Stocks 602720104 35 600 Defined 28
435 7,500 Defined 30
87 1,500 Sole 36
Minerals Technologies, Inc. Common Stocks 603158106 370 7,700 Defined 12
4,085 85,100 Defined 15
274 5,700 Defined 30
7,046 146,800 Sole 36
Minnesota Mining & Manufacturing Co. Common Stocks 604059105 2,073 29,300 Defined 10
877 12,400 Defined 33
3,868 54,673 Sole 36
Minnesota Power, Inc. Common Stocks 604110106 972 49,200 Defined 12
1,149 58,200 Defined 30
99 5,000 Defined 31
1,213 61,400 Sole 36
Mirage Resorts, Inc. Common Stocks 60462E104 5,089 239,500 Defined 14
2,750 129,400 Defined 16
8,000 376,450 Sole 36
Mississippi Chemical Corp. New Common Stocks 605288208 84 9,000 Defined 12
218 23,300 Defined 30
399 42,600 Sole 36
Mississippi Valley Bancshares, Inc. Common Stocks 605720101 354 11,000 Defined 30
511 15,900 Sole 36
Mitcham Industries, Inc. Common Stocks 606501104 162 38,000 Defined 25
213 50,000 Sole 36
Mitchell Energy & Development Corp. Class A Common Stocks 606592202 9 700 Sole 36
Mobil Corp. Common Stocks 607059102 6,697 76,100 Defined 7
24,570 279,200 Defined 14
5,421 61,600 Defined 28
1,091 12,400 Defined 33
18,629 211,694 Sole 36
Modine Manufacturing Co. Common Stocks 607828100 389 13,900 Defined 14
87 3,100 Defined 31
Modis Professional Services, Inc. Common Stocks 607830106 344 38,000 Defined 28
1,213 133,868 Sole 36
Mohawk Industries, Inc. Common Stocks 608190104 591 19,700 Defined 12
156 5,200 Defined 24
210 7,000 Defined 30
134 4,450 Defined 31
942 31,403 Sole 36
Molex, Inc. Common Stocks 608554101 226 7,700 Defined 28
457 15,572 Sole 36
Monaco Coach Corp. Common Stocks 60886R103 219 9,500 Defined 12
76 3,300 Defined 30
268 11,600 Sole 36
Robert Mondavi Corp. Class A Common Stocks 609200100 189 5,300 Defined 30
450 12,600 Sole 36
Monro Muffler Brake, Inc. Common Stocks 610236101 252 35,000 Defined 25
356 50,000 Sole 36
Monsanto Co. Common Stocks 611662107 18,017 392,200 Defined 14
7,194 156,600 Defined 16
1,691 36,800 Defined 28
20,527 446,856 Sole 36
Montana Power Co. Common Stocks 612085100 375 5,100 Defined 4
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
126,400
Mine Safety Appliances Co. 600
7,500
1,500
Minerals Technologies, Inc. 7,700
85,100
5,700
146,800
Minnesota Mining & Manufacturing Co. 29,300
12,400
54,673
Minnesota Power, Inc. 49,200
58,200
5,000
61,400
Mirage Resorts, Inc. 239,500
129,400
376,450
Mississippi Chemical Corp. New 9,000
23,300
42,600
Mississippi Valley Bancshares, Inc. 11,000
15,900
Mitcham Industries, Inc. 38,000
50,000
Mitchell Energy & Development Corp. Class A 700
Mobil Corp. 76,100
279,200
61,600
12,400
211,694
Modine Manufacturing Co. 13,900
3,100
Modis Professional Services, Inc. 38,000
133,868
Mohawk Industries, Inc. 19,700
5,200
7,000
4,450
31,403
Molex, Inc. 7,700
15,572
Monaco Coach Corp. 9,500
3,300
11,600
Robert Mondavi Corp. Class A 5,300
12,600
Monro Muffler Brake, Inc. 35,000
50,000
Monsanto Co. 392,200
156,600
36,800
446,856
Montana Power Co. 5,100
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
2,766 37,600 Defined 28
9,615 130,700 Sole 36
Moog Inc. Common Stocks 615394202 125 4,100 Defined 12
116 3,800 Defined 30
461 15,100 Sole 36
Morgan (J.P.) & Co., Inc. Common Stocks 616880100 2,295 18,600 Defined 10
1,271 10,300 Defined 33
5,080 41,172 Sole 36
Morgan Stanley Dean Witter & Co. Common Stocks 617446448 13,342 133,500 Defined 1
14,710 147,190 Defined 7
11,792 117,990 Defined 10
7,539 75,440 Defined 14
17,166 171,767 Defined 28
1,679 16,800 Defined 30
620 6,200 Defined 33
3,398 34,000 Defined 34
84,616 846,690 Sole 36
Morrison Knudsen Corp. Common Stocks 61844A109 196 19,700 Defined 12
228 22,900 Sole 36
Morton International, Inc. Common Stocks 619335102 873 23,750 Sole 36
MotivePower Industries, Inc. Common Stocks 61980K101 955 38,000 Defined 15
38 1,500 Defined 30
917 36,500 Sole 36
Motorola, Inc. Common Stocks 620076109 1,275 17,400 Defined 4
769 10,500 Defined 14
4,805 65,600 Defined 28
22,885 312,426 Sole 36
Movado Group, Inc. Common Stocks 624580106 185 7,400 Sole 36
Mueller Industries, Inc. Common Stocks 624756102 553 24,700 Defined 12
911 40,700 Sole 36
Murphy Oil Corp. Common Stocks 626717102 37 900 Sole 36
Musicland Stores Corp. Common Stocks 62758B109 256 29,000 Defined 30
56 6,300 Defined 31
887 100,600 Sole 36
Mutual Risk Management, Ltd. Common Stocks 628351108 1,803 47,150 Defined 26
1,574 41,150 Sole 36
Myers Industries, Inc. Common Stocks 628464109 118 5,600 Defined 12
349 16,500 Defined 30
820 38,800 Sole 36
Mylan Laboratories, Inc. Common Stocks 628530107 10,317 376,000 Defined 13
7,534 274,600 Defined 28
107 3,900 Defined 31
2,634 96,000 Defined 34
39,432 1,437,150 Sole 36
NBT Bancorp, Inc. Common Stocks 628778102 56 2,669 Sole 36
NBTY, Inc. Common Stocks 628782104 210 43,000 Defined 25
293 60,000 Sole 36
NCH Corp. Common Stocks 628850109 158 3,300 Defined 30
253 5,300 Sole 36
NCI Building Systems, Inc. Common Stocks 628852105 277 11,800 Defined 12
2,030 86,400 Defined 27
432 18,400 Defined 30
3,530 150,200 Sole 36
NCR Corp. Common Stocks 62886E108 2,305 46,100 Defined 10
530 10,600 Defined 30
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
37,600
130,700
Moog Inc. 4,100
3,800
15,100
Morgan (J.P.) & Co., Inc. 18,600
10,300
41,172
Morgan Stanley Dean Witter & Co. 133,500
147,190
117,990
75,440
171,767
16,800
6,200
34,000
846,690
Morrison Knudsen Corp. 19,700
22,900
Morton International, Inc. 23,750
MotivePower Industries, Inc. 38,000
1,500
36,500
Motorola, Inc. 17,400
10,500
65,600
312,426
Movado Group, Inc. 7,400
Mueller Industries, Inc. 24,700
40,700
Murphy Oil Corp. 900
Musicland Stores Corp. 29,000
6,300
100,600
Mutual Risk Management, Ltd. 47,150
41,150
Myers Industries, Inc. 5,600
16,500
38,800
Mylan Laboratories, Inc. 376,000
274,600
3,900
96,000
1,437,150
NBT Bancorp, Inc. 2,669
NBTY, Inc. 43,000
60,000
NCH Corp. 3,300
5,300
NCI Building Systems, Inc. 11,800
86,400
18,400
150,200
NCR Corp. 46,100
10,600
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
11,427 228,538 Sole 36
NAC Reinsurance Corp. Common Stocks 628907107 86 1,600 Defined 30
91 1,700 Defined 31
413 7,700 Sole 36
NIPSCO Industries, Inc. Common Stocks 629140104 500 18,500 Defined 12
116 4,300 Defined 31
652 24,150 Sole 36
NN Ball & Roller, Inc. Common Stocks 629305103 242 43,000 Defined 25
239 42,000 Sole 36
NPC International Inc. Common Stocks 629360300 6 400 Sole 36
NSC Corp. Common Stocks 62938T103 0 70 Sole 36
NUI Corp. Common Stocks 629430109 151 7,000 Defined 12
39 1,800 Defined 31
181 8,400 Sole 36
NVR, Inc. Common Stocks 62944T105 379 9,000 Defined 12
2,228 52,900 Defined 27
3,484 82,700 Sole 36
Nabisco Holdings Corp. Class A Common Stocks 629526104 48 1,155 Sole 36
Nabors Industries, Inc. Common Stocks 629568106 2,301 126,529 Sole 36
NACCO Industries, Inc. Class A Common Stocks 629579103 496 6,700 Defined 12
904 12,200 Defined 30
889 12,000 Sole 36
Nalco Chemical Co. Common Stocks 629853102 468 17,600 Defined 33
5,132 193,200 Sole 36
Nashua Corp. Common Stocks 631226107 114 9,900 Sole 36
National Bancorp of Alaska, Inc. Common Stocks 632587101 529 18,800 Defined 30
65 2,300 Sole 36
National City Bancorporation Common Stocks 635312100 607 28,900 Sole 36
National City Bancorporation Common Stocks 635312101 365 17,400 Defined 30
National City Corp. Common Stocks 635405103 2,423 36,500 Defined 10
3,697 55,700 Defined 28
1,115 16,800 Defined 33
6,624 99,790 Sole 36
National Commerce Bancorp Common Stocks 635449101 249 10,900 Defined 14
9 400 Defined 28
41 1,816 Sole 36
National Data Corp. Common Stocks 635621105 1,890 45,000 Defined 15
2,940 70,000 Sole 36
National Fuel & Gas Co. Common Stocks 636180101 82 2,100 Defined 31
35 900 Sole 36
National Golf Properties, Inc. Common Stocks 63623G109 22 1,000 Sole 36
National Health Investors, Inc. Common Stocks 63633D104 43 2,000 Sole 36
National-Oilwell, Inc. Common Stocks 637071101 11 958 Sole 36
National R.V. Holdings, Inc. Common Stocks 637277104 1,901 85,900 Defined 27
98 4,450 Defined 30
4,056 183,300 Sole 36
National Semiconductor Corp. Common Stocks 637640103 1,280 137,500 Defined 12
684 73,500 Defined 30
5,051 542,381 Sole 36
National Service Industries, Inc. Common Stocks 637657107 238 7,000 Defined 5
395 11,600 Defined 33
1,480 43,450 Sole 36
National Steel Corp. Class B Common Stocks 637844309 7 900 Sole 36
National Western Life Insurance Co. Class A Common Stocks 638522102 683 6,500 Defined 30
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
228,538
NAC Reinsurance Corp. 1,600
1,700
7,700
NIPSCO Industries, Inc. 18,500
4,300
24,150
NN Ball & Roller, Inc. 43,000
42,000
NPC International Inc. 400
NSC Corp. 70
NUI Corp. 7,000
1,800
8,400
NVR, Inc. 9,000
52,900
82,700
Nabisco Holdings Corp. Class A 1,155
Nabors Industries, Inc. 126,529
NACCO Industries, Inc. Class A 6,700
12,200
12,000
Nalco Chemical Co. 17,600
193,200
Nashua Corp. 9,900
National Bancorp of Alaska, Inc. 18,800
2,300
National City Bancorporation 28,900
National City Bancorporation 17,400
National City Corp. 36,500
55,700
16,800
99,790
National Commerce Bancorp 10,900
400
1,816
National Data Corp. 45,000
70,000
National Fuel & Gas Co. 2,100
900
National Golf Properties, Inc. 1,000
National Health Investors, Inc. 2,000
National-Oilwell, Inc. 958
National R.V. Holdings, Inc. 85,900
4,450
183,300
National Semiconductor Corp. 137,500
73,500
542,381
National Service Industries, Inc. 7,000
11,600
43,450
National Steel Corp. Class B 900
National Western Life Insurance Co. Class A 6,500
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
772 7,300 Sole 36
Nationwide Financial Services, Inc. Class A Common Stocks 638612101 1,470 35,000 Defined 15
2,962 70,528 Sole 36
Nationwide Health Properties, Inc. Common Stocks 638620104 9,489 499,400 Defined 3
76 4,000 Sole 36
Natural Alternatives International, Inc. Common Stocks 638842302 86 18,000 Defined 25
122 25,000 Sole 36
Nature's Sunshine Products, Inc. Common Stocks 639027101 240 21,800 Defined 25
363 33,000 Sole 36
Navistar International Corp. Common Stocks 63934E108 7,113 177,000 Defined 28
1,740 43,300 Defined 30
141 3,500 Defined 31
7,055 175,540 Sole 36
Neiman-Marcus Group, Inc. Common Stocks 640204103 364 16,100 Defined 28
841 37,150 Sole 36
Thomas Nelson, Inc. Common Stocks 640376109 21 2,100 Defined 31
NeoMagic Corp. Common Stocks 640497103 314 31,600 Defined 30
458 46,100 Sole 36
Network Associates, Inc. Common Stocks 640938106 138 4,500 Defined 14
3,078 100,300 Defined 23
37 1,200 Defined 28
7,570 246,674 Sole 36
Network Appliance, Inc. Common Stocks 64120L104 2,385 47,000 Defined 15
4,258 84,100 Sole 36
Network Solutions, Inc. Class A Common Stocks 64121Q102 2,813 26,600 Defined 26
2,475 23,400 Sole 36
Nevada Power Co. Common Stocks 641423108 889 35,900 Defined 12
990 40,000 Sole 36
New American Healthcare Corp. Common Stocks 641881107 64 34,000 Defined 25
99 53,000 Sole 36
New Century Energies, Inc. Common Stocks 64352U103 87 2,560 Sole 36
New England Business Service, Inc. Common Stocks 643872104 40 1,400 Defined 31
11 400 Sole 36
New England Electric System Common Stocks 644001109 723 14,900 Defined 14
68 1,400 Sole 36
New Era of Networks, Inc. Common Stocks 644312100 1,863 27,500 Defined 27
2,755 43,400 Sole 36
New Jersey Resources Corp. Common Stocks 646025106 174 4,900 Defined 12
420 11,800 Sole 36
New Plan Excel Realty Trust Common Stocks 648053100 115 6,000 Sole 36
New York Times Co. Class A Common Stocks 650111107 2,759 96,800 Defined 14
2,622 92,000 Defined 23
285 10,000 Defined 24
573 20,100 Defined 28
5,365 188,262 Sole 36
Newcourt Credit Group, Inc. Common Stocks 650905102 2,966 109,600 Defined 1
9,174 339,000 Sole 36
Newhall Land & Farming Co. Common Stocks 651426108 2,743 114,900 Sole 36
Newmark Homes Corp. Common Stocks 651578106 219 35,000 Defined 25
325 50,000 Sole 36
Newmont Mining Corp. Common Stocks 651639106 66 3,765 Sole 36
News Corp., Ltd. - ADR Preferred Stocks 652487802 10,450 380,000 Sole 36
Nextel Communications, Inc. Class A Common Stocks 65332V103 97 2,646 Sole 36
Nextlink Communications, Inc. Class A Common Stocks 65333H707 68 1,211 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
7,300
Nationwide Financial Services, Inc. Class A 35,000
70,528
Nationwide Health Properties, Inc. 499,400
4,000
Natural Alternatives International, Inc. 18,000
25,000
Nature's Sunshine Products, Inc. 21,800
33,000
Navistar International Corp. 177,000
43,300
3,500
175,540
Neiman-Marcus Group, Inc. 16,100
37,150
Thomas Nelson, Inc. 2,100
NeoMagic Corp. 31,600
46,100
Network Associates, Inc. 4,500
100,300
1,200
246,674
Network Appliance, Inc. 47,000
84,100
Network Solutions, Inc. Class A 26,600
23,400
Nevada Power Co. 35,900
40,000
New American Healthcare Corp. 34,000
53,000
New Century Energies, Inc. 2,560
New England Business Service, Inc. 1,400
400
New England Electric System 14,900
1,400
New Era of Networks, Inc. 27,500
43,400
New Jersey Resources Corp. 4,900
11,800
New Plan Excel Realty Trust 6,000
New York Times Co. Class A 96,800
92,000
10,000
20,100
188,262
Newcourt Credit Group, Inc. 109,600
339,000
Newhall Land & Farming Co. 114,900
Newmark Homes Corp. 35,000
50,000
Newmont Mining Corp. 3,765
News Corp., Ltd. - ADR 380,000
Nextel Communications, Inc. Class A 2,646
Nextlink Communications, Inc. Class A 1,211
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Nielsen Media Research Common Stocks 653929307 720 29,166 Defined 4
108 4,366 Defined 28
3,895 157,783 Sole 36
NICOR, Inc. Common Stocks 654086107 945 26,300 Defined 12
115 3,200 Defined 28
1,581 44,000 Sole 36
NIKE, Inc. Class B Common Stocks 654106103 522 9,047 Sole 36
Nine West Group, Inc. Common Stocks 65440D102 146 5,900 Defined 14
Noble Affiliates, Inc. Common Stocks 654894104 38 1,300 Sole 36
Nokia Corp. - ADR Common Stocks 654902204 36,383 233,600 Defined 1
8,333 53,500 Defined 16
6,900 44,300 Defined 35
114,996 826,200 Sole 36
Noble Drilling Corp. Common Stocks 655042109 2,902 167,600 Defined 28
2,414 139,422 Sole 36
Nordstrom, Inc. Common Stocks 655664100 8,347 204,200 Sole 36
Norfolk Southern Corp. Common Stocks 655844108 6,976 264,500 Defined 13
1,134 43,000 Defined 14
22,913 868,749 Sole 36
Norstan, Inc. Common Stocks 656535101 13 1,400 Sole 36
Nortek, Inc. Common Stocks 656559101 92 3,700 Defined 12
1,203 48,600 Defined 30
1,349 54,500 Sole 36
North Carolina Natural Gas Corp. Common Stocks 658221106 61 2,000 Sole 36
North Fork Bancorp, Inc. Common Stocks 659424105 237 11,200 Defined 14
2,120 100,350 Defined 28
2,455 116,213 Sole 36
Northeast Utilities Common Stocks 664397106 1,209 87,100 Defined 12
208 15,000 Defined 14
1,301 93,750 Sole 36
Northern States Power Co. Common Stocks 665772109 1,002 43,200 Defined 14
80 3,450 Sole 36
Northern Telecom, Ltd. Common Stocks 665815106 5,486 88,300 Defined 23
9,853 158,600 Defined 28
13,320 214,400 Sole 36
Northern Trust Corp. Common Stocks 665859104 640 7,208 Sole 36
Northland Cranberries, Inc. Class A Common Stocks 666499108 134 19,000 Defined 25
181 25,000 Sole 36
Northrop Grumman Corp. Common Stocks 666807102 3,012 50,300 Defined 24
72 1,200 Defined 28
653 10,900 Defined 33
3,350 55,957 Sole 36
Northwest Airlines Corp. Class A Common Stocks 667280101 4,748 171,100 Defined 1
15,188 546,081 Sole 36
Northwest Natural Gas Co. Common Stocks 667655104 127 5,800 Defined 12
219 10,000 Sole 36
Northwestern Corp. Common Stocks 668074107 386 14,900 Defined 12
457 17,600 Sole 36
Novell, Inc. Common Stocks 670006105 748 29,700 Defined 4
2,924 116,100 Defined 27
307 12,200 Defined 28
8,801 349,400 Sole 36
Nu Skin Enterprises, Inc. Class A Common Stocks 67018T105 359 15,700 Defined 30
576 25,180 Sole 36
Nucor Corp. Common Stocks 670346105 48 1,100 Defined 28
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Nielsen Media Research 29,166
4,366
157,783
NICOR, Inc. 26,300
3,200
44,000
NIKE, Inc. Class B 9,047
Nine West Group, Inc. 5,900
Noble Affiliates, Inc. 1,300
Nokia Corp. - ADR 233,600
53,500
44,300
826,200
Noble Drilling Corp. 167,600
139,422
Nordstrom, Inc. 204,200
Norfolk Southern Corp. 264,500
43,000
868,749
Norstan, Inc. 1,400
Nortek, Inc. 3,700
48,600
54,500
North Carolina Natural Gas Corp. 2,000
North Fork Bancorp, Inc. 11,200
100,350
116,213
Northeast Utilities 87,100
15,000
93,750
Northern States Power Co. 43,200
3,450
Northern Telecom, Ltd. 88,300
158,600
214,400
Northern Trust Corp. 7,208
Northland Cranberries, Inc. Class A 19,000
25,000
Northrop Grumman Corp. 50,300
1,200
10,900
55,957
Northwest Airlines Corp. Class A 171,100
546,081
Northwest Natural Gas Co. 5,800
10,000
Northwestern Corp. 14,900
17,600
Novell, Inc. 29,700
116,100
12,200
349,400
Nu Skin Enterprises, Inc. Class A 15,700
25,180
Nucor Corp. 1,100
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
88 2,008 Sole 36
O'Charleys, Inc. Common Stocks 670823103 361 27,000 Defined 25
543 40,000 Sole 36
OEC Medical Systems, Inc. Common Stocks 670828102 150 6,500 Defined 12
1,580 68,700 Defined 27
60 2,600 Defined 30
2,254 98,000 Sole 36
OGE Energy Corp. Common Stocks 670837103 605 26,800 Defined 12
1,787 79,200 Defined 28
88 3,900 Defined 30
106 4,700 Defined 31
3,283 145,500 Sole 36
OM Group Common Stocks 670872100 568 17,200 Defined 12
578 17,500 Sole 36
OSI Systems, Inc. New Common Stocks 671044105 152 30,000 Defined 25
280 54,000 Sole 36
OYO Geospace Corp. Common Stocks 671074102 126 15,700 Defined 25
186 23,300 Sole 36
Oak Industries, Inc. Common Stocks 671400505 540 17,000 Defined 30
718 22,600 Sole 36
Oakley, Inc. Common Stocks 673662102 7 1,000 Defined 28
29 4,200 Sole 36
Occidental Petroleum Corp. Common Stocks 674599105 722 40,100 Defined 33
14,013 778,500 Sole 36
Ocean Financial Corp. Common Stocks 674904107 105 7,400 Defined 12
256 17,800 Sole 36
Octel Corp. Common Stocks 675727101 303 24,700 Defined 12
437 35,700 Sole 36
Ocular Sciences, Inc. Common Stocks 675744106 717 25,000 Sole 36
Ocwen Financial Corp. Common Stocks 675746101 100 11,400 Defined 14
6 700 Sole 36
Ocwen Asset Investment Corp. Common Stocks 67574M106 2 500 Sole 36
Office Depot, Inc. Common Stocks 676220106 585 15,900 Defined 4
696 18,900 Defined 28
8,494 230,731 Sole 36
OfficeMax, Inc. Common Stocks 67622M108 1,344 155,800 Defined 12
17 2,000 Defined 28
2,161 250,548 Sole 36
Offshore Logistics, Inc. Common Stocks 676255102 1,841 158,400 Defined 5
2,003 172,300 Sole 36
Ogden Corp. Common Stocks 676346109 1,966 81,700 Defined 10
79 3,300 Defined 28
594 24,700 Defined 30
96 4,000 Defined 31
1,069 44,407 Sole 36
Ohio Casualty Corp. Common Stocks 677240103 562 14,400 Defined 12
86 2,200 Defined 14
737 18,900 Sole 36
Old Kent Financial Corp. Common Stocks 679833103 1,082 25,620 Defined 28
1,500 35,499 Sole 36
Old National Bancorp Common Stocks 680033107 57 1,260 Defined 12
1,386 30,500 Defined 30
817 17,885 Sole 36
Old Republic International Corp. Common Stocks 680223104 4,948 271,100 Defined 24
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
2,008
O'Charleys, Inc. 27,000
40,000
OEC Medical Systems, Inc. 6,500
68,700
2,600
98,000
OGE Energy Corp. 26,800
79,200
3,900
4,700
145,500
OM Group 17,200
17,500
OSI Systems, Inc. New 30,000
54,000
OYO Geospace Corp. 15,700
23,300
Oak Industries, Inc. 17,000
22,600
Oakley, Inc. 1,000
4,200
Occidental Petroleum Corp. 40,100
778,500
Ocean Financial Corp. 7,400
17,800
Octel Corp. 24,700
35,700
Ocular Sciences, Inc. 25,000
Ocwen Financial Corp. 11,400
700
Ocwen Asset Investment Corp. 500
Office Depot, Inc. 15,900
18,900
230,731
OfficeMax, Inc. 155,800
2,000
250,548
Offshore Logistics, Inc. 158,400
172,300
Ogden Corp. 81,700
3,300
24,700
4,000
44,407
Ohio Casualty Corp. 14,400
2,200
18,900
Old Kent Financial Corp. 25,620
35,499
Old National Bancorp 1,260
30,500
17,885
Old Republic International Corp. 271,100
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
1,634 89,525 Defined 28
597 32,700 Defined 33
6,242 342,000 Sole 36
Olin Corp. Common Stocks 680665205 438 43,500 Defined 12
476 47,300 Defined 24
751 74,600 Sole 36
Olsten Corp. Common Stocks 681385100 171 27,700 Sole 36
Omnicare, Inc. Common Stocks 681904108 944 49,500 Defined 10
827 43,400 Defined 30
295 15,490 Sole 36
Omnicom Group, Inc. Common Stocks 681919106 823 10,300 Defined 4
176 2,200 Defined 28
3,677 46,000 Defined 34
16,231 203,050 Sole 36
Omega Healthcare Investors Common Stocks 681936100 39 1,700 Sole 36
OmniQuip International, Inc. Common Stocks 681969101 62 5,300 Defined 30
156 13,300 Sole 36
OMNI Energy Services Corp. New Common Stocks 68210T109 215 53,400 Defined 25
312 77,300 Sole 36
On Assignment, Inc. Common Stocks 682159108 2,383 93,000 Defined 15
3,459 135,000 Sole 36
One Valley Bancorp of West Virginia, Inc. Common Stocks 682419106 276 7,900 Defined 12
303 8,700 Sole 36
Oneida, Ltd. Common Stocks 682505102 32 1,900 Defined 30
94 5,500 Sole 36
ONEOK, Inc. Common Stocks 682680103 787 31,800 Defined 12
285 11,500 Defined 28
1,119 45,200 Sole 36
Vimpel-Communications - ADR Common Stocks 68370R109 615 39,700 Defined 14
Open Text Corp. Common Stocks 683715106 1,624 51,550 Defined 26
1,435 45,550 Sole 36
Optek Technology, Inc. Common Stocks 683815100 382 26,000 Sole 36
Optek Technology, Inc. Common Stocks 683815104 263 18,000 Defined 25
Optical Coating Laboratory, Inc. Common Stocks 683829105 72 1,500 Defined 31
Oracle Systems Corp. Common Stocks 68389X105 363 13,750 Defined 4
3,810 144,450 Defined 10
8,031 304,500 Defined 13
7,223 273,850 Defined 14
3,663 138,900 Defined 16
2,516 95,400 Defined 28
1,385 52,500 Defined 34
40,481 1,534,813 Sole 36
Orbital Sciences Corp. Class A Common Stocks 685564106 24 837 Sole 36
OrCad, Inc. Common Stocks 685568107 278 34,200 Defined 25
417 49,800 Sole 36
Oriental Financial Group, Inc. Common Stocks 68618W100 78 2,800 Sole 36
Orion Capital Corp. Common Stocks 686268103 672 21,500 Defined 12
38 1,200 Defined 30
956 30,606 Sole 36
Ortel Corp. Common Stocks 68749W102 105 14,900 Defined 25
131 18,500 Sole 36
Orthodontic Centers of America, Inc. Common Stocks 68750P103 1,666 105,800 Sole 36
Oshkosh B' Gosh, Inc. Class A Common Stocks 688222207 109 6,200 Defined 25
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
89,525
32,700
342,000
Olin Corp. 43,500
47,300
74,600
Olsten Corp. 27,700
Omnicare, Inc. 49,500
43,400
15,490
Omnicom Group, Inc. 10,300
2,200
46,000
203,050
Omega Healthcare Investors 1,700
OmniQuip International, Inc. 5,300
13,300
OMNI Energy Services Corp. New 53,400
77,300
On Assignment, Inc. 93,000
135,000
One Valley Bancorp of West Virginia, Inc. 7,900
8,700
Oneida, Ltd. 1,900
5,500
ONEOK, Inc. 31,800
11,500
45,200
Vimpel-Communications - ADR 39,700
Open Text Corp. 51,550
45,550
Optek Technology, Inc. 26,000
Optek Technology, Inc. 18,000
Optical Coating Laboratory, Inc. 1,500
Oracle Systems Corp. 13,750
144,450
304,500
273,850
138,900
95,400
52,500
1,534,813
Orbital Sciences Corp. Class A 837
OrCad, Inc. 34,200
49,800
Oriental Financial Group, Inc. 2,800
Orion Capital Corp. 21,500
1,200
30,606
Ortel Corp. 14,900
18,500
Orthodontic Centers of America, Inc. 105,800
Oshkosh B' Gosh, Inc. Class A 6,200
12,200
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
53 3,000 Defined 31
451 25,500 Sole 36
Osteotech, Inc. Common Stocks 688582105 944 27,450 Defined 26
843 24,525 Sole 36
O'Sullivan Industries Holdings, Inc. Common Stocks 688609106 1,451 105,050 Sole 36
Otter Tail Power Co. Common Stocks 689648103 8 200 Sole 36
Outback Steakhouse, Inc. Common Stocks 689899102 36 1,100 Defined 30
119 3,650 Defined 31
644 19,674 Sole 36
Outdoor Systems, Inc. Common Stocks 690057104 742 24,746 Sole 36
Owens & Minor, Inc., Holding Co. Common Stocks 690732102 196 19,400 Defined 30
44 4,300 Defined 31
215 21,200 Sole 36
Owens Corning Common Stocks 69073F103 1,400 44,000 Defined 10
264 8,300 Defined 14
3,102 97,500 Defined 23
172 5,400 Defined 28
528 16,600 Defined 30
471 14,800 Defined 33
9,937 312,350 Sole 36
Owens-Illinois, Inc. Common Stocks 690768403 75 3,002 Sole 36
Oxford Health Plans, Inc. Common Stocks 691471106 503 32,300 Defined 28
Oxford Industries, Inc. Common Stocks 691497309 15 600 Defined 12
146 6,000 Sole 36
Peco Energy Co. Common Stocks 693304107 6,461 139,700 Defined 7
347 7,500 Defined 28
13,232 286,100 Sole 36
PG&E Corp. Common Stocks 69331C108 7,013 225,770 Defined 7
3,923 126,300 Defined 10
1,404 45,200 Defined 14
5,274 169,800 Defined 24
13,425 432,200 Defined 28
1,100 35,400 Defined 30
891 28,700 Defined 33
15,399 495,729 Sole 36
PIMCO Advisors Holdings, L.P. Common Stocks 69338P102 195 6,200 Defined 4
600 19,100 Sole 36
PMC - Sierra, Inc. Common Stocks 69344F106 1,280 18,000 Defined 15
28 400 Defined 30
3,296 46,300 Sole 36
PMI Group, Inc. (The) Common Stocks 69344M101 1,864 40,200 Defined 12
2,166 46,700 Defined 28
1,530 33,000 Defined 30
4,974 107,250 Sole 36
PMR Corp. Common Stocks 693451106 153 33,600 Defined 25
79 17,100 Sole 36
PNC Bank Corp. Common Stocks 693475105 3,139 56,500 Defined 14
3,042 54,755 Defined 28
1,033 18,600 Defined 33
4,177 75,181 Sole 36
PP&L Resources, Inc. Common Stocks 693499105 2,299 92,900 Defined 14
20 800 Defined 28
88 3,550 Sole 36
PPG Industries, Inc. Common Stocks 693506107 56 1,100 Defined 14
308 6,000 Defined 24
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
3,000
25,500
Osteotech, Inc. 27,450
24,525
O'Sullivan Industries Holdings, Inc. 105,050
Otter Tail Power Co. 200
Outback Steakhouse, Inc. 1,100
3,650
19,674
Outdoor Systems, Inc. 24,746
Owens & Minor, Inc., Holding Co. 19,4000
4,300
21,200
Owens Corning 44,000
8,300
97,500
5,400
16,600
14,800
312,350
Owens-Illinois, Inc. 3,002
Oxford Health Plans, Inc. 32,300
Oxford Industries, Inc. 600
6,000
Peco Energy Co. 139,700
7,500
286,100
PG&E Corp. 225,770
126,300
45,200
169,800
432,200
35,400
28,700
495,729
PIMCO Advisors Holdings, L.P. 6,200
19,100
PMC - Sierra, Inc. 18,000
400
46,300
PMI Group, Inc. (The) 40,200
46,700
33,000
107,250
PMR Corp. 33,600
17,100
PNC Bank Corp. 56,500
54,755
18,600
75,181
PP&L Resources, Inc. 92,900
800
3,550
PPG Industries, Inc. 1,100
6,000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
208 4,050 Sole 36
PS Business Parks, Inc. Common Stocks 69360J100 44 2,000 Sole 36
PXRE Corp. Common Stocks 693674103 1,417 78,745 Defined 5
1,774 98,538 Sole 36
PACCAR, Inc. Common Stocks 693718108 12 300 Defined 14
198 4,800 Defined 24
741 18,000 Defined 28
626 15,200 Defined 33
5,350 129,894 Sole 36
Pacific Century Financial Corp. Common Stocks 694058108 276 13,200 Defined 10
292 14,000 Defined 14
461 22,100 Defined 24
1,065 51,000 Defined 28
1,328 63,600 Defined 30
5,204 249,300 Sole 36
Pacific Gulf Properties, Inc. Common Stocks 694396102 216 12,000 Defined 25
785 43,600 Defined 29
389 21,600 Sole 36
Pacific Sunwear of California Common Stocks 694873100 3,160 91,250 Defined 26
2,947 84,800 Sole 36
PacifiCare Health Systems, Inc. Class B Common Stocks 695112201 1,727 25,300 Defined 10
1,931 28,300 Defined 12
2,989 43,800 Defined 24
1,481 21,700 Defined 27
7,856 115,100 Defined 28
1,140 16,700 Defined 30
11,384 166,795 Sole 36
PacifiCorp. Common Stocks 695114108 4,758 275,800 Defined 7
9,365 542,900 Sole 36
Paging Network, Inc. Common Stocks 695542100 1,163 251,400 Defined 34
3,092 659,532 Sole 36
PaineWebber Group, Inc. Common Stocks 695629105 877 22,000 Defined 14
48 1,200 Defined 28
1,069 26,812 Sole 36
Pall Corp. Common Stocks 696429307 1,231 74,300 Defined 24
47 2,850 Sole 36
PanAmSat Corp. Common Stocks 697933109 171 5,500 Defined 28
452 14,536 Sole 36
Pameco Corp. Common Stocks 697934107 76 13,300 Defined 25
139 24,100 Sole 36
Pan Pacific Retail Properties, Inc. Common Stocks 69806L104 5,794 326,400 Defined 3
266 15,000 Defined 25
458 25,800 Sole 36
Papa Johns International, Inc. Common Stocks 698813102 3,242 73,900 Defined 26
2,879 65,250 Sole 36
Par Technology Corp. Common Stocks 698884103 210 40,000 Defined 25
247 47,000 Sole 36
Parametric Technology Corp. Common Stocks 699173100 470 23,800 Defined 28
1,482 75,050 Sole 36
Park Electrochemical Corp. Common Stocks 700416209 87 3,700 Defined 12
230 9,800 Defined 30
599 25,500 Sole 36
Parker-Hannifin Corp. Common Stocks 701094104 380 11,100 Defined 14
121 3,525 Sole 36
Parkway Properties, Inc. Common Stocks 70159Q100 23 800 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
PS Business Parks, Inc. 4,050
PXRE Corp. 2,000
78,745
PACCAR, Inc. 98,538
300
4,800
18,000
15,200
Pacific Century Financial Corp. 129,894
13,200
14,000
22,100
51,000
63,600
Pacific Gulf Properties, Inc. 249,300
12,000
43,600
Pacific Sunwear of California 21,600
91,250
PacifiCare Health Systems, Inc. Class B 84,800
25,300
28,300
43,800
21,700
115,100
16,700
PacifiCorp. 166,795
275,800
Paging Network, Inc. 542,900
251,400
PaineWebber Group, Inc. 659,532
22,000
1,200
Pall Corp. 26,812
74,300
PanAmSat Corp. 2,850
5,500
Pameco Corp. 14,536
13,300
Pan Pacific Retail Properties, Inc. 24,100
326,400
15,000
Papa Johns International, Inc. 25,800
73,900
Par Technology Corp. 65,250
40,000
Parametric Technology Corp. 47,000
23,800
Park Electrochemical Corp. 75,050
3,700
9,800
Parker-Hannifin Corp. 25,500
11,100
Parkway Properties, Inc. 3,525
800
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
PathoGenesis Corp. Common Stocks 70321E104 173 13,000 Sole 36
Patriot American Hospitality, Inc. Common Stocks 703352203 15 2,999 Defined 28
102 19,982 Sole 36
Patterson Dental Co. Common Stocks 703412106 513 11,900 Defined 30
731 16,900 Sole 36
Paychex, Inc. Common Stocks 704326107 3,582 75,500 Defined 15
4,497 94,800 Defined 16
398 8,400 Defined 28
17,700 373,132 Sole 36
Payless ShoeSource, Inc. Common Stocks 704379106 1,595 34,300 Defined 12
2,874 61,800 Defined 28
2,656 57,120 Sole 36
Paymentech, Inc. Common Stocks 704384100 198 8,400 Sole 36
Pediatric Services of America, Inc. Common Stocks 705323103 45 35,000 Defined 25
75 60,000 Sole 36
Pediatrix Medical Group Common Stocks 705324101 104 3,700 Sole 36
Pegasus Systems, Inc. Common Stocks 705906105 596 14,950 Defined 26
522 13,100 Sole 36
Penford Corp. Common Stocks 707051108 247 17,200 Defined 25
373 25,100 Sole 36
Penn Treaty American Corp. Common Stocks 707874103 243 9,800 Defined 25
409 16,500 Sole 36
Penn Virginia Corp. Common Stocks 707882106 21 1,200 Defined 31
21 1,200 Sole 36
JC Penney & Co., Inc. Common Stocks 708160106 2,576 63,600 Defined 14
33 812 Defined 30
818 20,200 Defined 33
3,472 85,737 Sole 36
Pennsylvania Enterprises, Inc. Common Stocks 708720107 2 100 Sole 36
Pennsylvania Real Estate Investment Trust Common Stocks 709102107 224 12,000 Defined 25
374 20,000 Sole 36
Pennzoil-Quaker State Co. Common Stocks 709323109 1,810 146,252 Sole 36
Pentair, Inc. Common Stocks 709631105 786 23,300 Defined 10
527 15,600 Defined 12
358 10,600 Defined 28
5,194 151,792 Sole 36
Penton Media, Inc. Common Stocks 709668107 2,362 104,978 Defined 5
8 343 Sole 36
Peoples Bancorp, Inc. Common Stocks 709909100 14 1,400 Sole 36
Peoples Bank (Bridgeport CT.) Common Stocks 710198102 17 574 Sole 36
Peoples Energy Corp. Common Stocks 711030106 679 21,000 Defined 12
840 26,000 Sole 36
Peoples Heritage Financial Group Common Stocks 711147108 2,095 116,800 Defined 5
718 40,004 Defined 12
2,079 115,900 Defined 14
1,035 57,700 Defined 24
4,040 224,432 Sole 36
PeopleSoft, Inc. Common Stocks 712713106 56 3,838 Sole 36
Pep Boys - Manny, Moe & Jack Common Stocks 713278109 1,632 107,000 Sole 36
PepsiCo, Inc. Common Stocks 713448108 6,168 157,400 Defined 7
13,140 335,300 Defined 14
5,804 148,100 Defined 16
1,975 50,400 Defined 23
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
PathoGenesis Corp. 13,000
Patriot American Hospitality, Inc. 2,999
19,982
Patterson Dental Co. 11,900
16,900
Paychex, Inc. 75,500
94,800
8,400
373,132
Payless ShoeSource, Inc. 34,300
61,800
57,120
Paymentech, Inc. 8,400
Pediatric Services of America, Inc. 35,000
60,000
Pediatrix Medical Group 3,700
Pegasus Systems, Inc. 14,950
13,100
Penford Corp. 17,200
25,100
Penn Treaty American Corp. 9,800
16,500
Penn Virginia Corp. 1,200
1,200
JC Penney & Co., Inc. 63,600
812
20,200
85,737
Pennsylvania Enterprises, Inc. 100
Pennsylvania Real Estate Investment Trust 12,000
20,000
Pennzoil-Quaker State Co. 146,252
Pentair, Inc. 23,300
15,600
10,600
151,792
Penton Media, Inc. 104,978
343
Peoples Bancorp, Inc. 1,400
Peoples Bank (Bridgeport CT.) 574
Peoples Energy Corp. 21,000
26,000
Peoples Heritage Financial Group 116,800
40,004
115,900
57,700
224,432
PeopleSoft, Inc. 3,838
Pep Boys - Manny, Moe & Jack 107,000
PepsiCo, Inc. 157,400
335,300
148,100
50,400
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
701 17,900 Defined 28
2,132 54,400 Defined 34
43,720 1,115,661 Sole 36
Perceptron, Inc. Common Stocks 71361F100 31 8,600 Defined 25
40 11,000 Sole 36
Peregrine Systems, Inc. Common Stocks 71366Q101 1,404 42,600 Defined 27
1,796 53,400 Sole 36
Performance Food Group Co. Common Stocks 713755106 148 5,700 Defined 12
49 1,900 Defined 31
165 6,300 Sole 36
Pericom Semiconductor Corp. New Common Stocks 713831105 329 39,000 Defined 25
422 50,000 Sole 36
Perkin-Elmer Corp. Common Stocks 714041100 1,320 13,600 Defined 14
112 1,150 Sole 36
Personnel Group of America, Inc. Common Stocks 715338109 402 55,900 Defined 30
714 99,300 Sole 36
Perusahaan Per Ind Sat Cor - ADR Common Stocks 715680104 595 46,000 Defined 14
Perusahaan Persero Telekom - ADR Common Stocks 715684106 552 86,600 Defined 14
128 20,000 Defined 17
Petco Animal Supplies, Inc. Common Stocks 716016100 420 42,000 Defined 25
2,799 279,850 Sole 36
Petrofina SA 2003 Warrants Common Stocks 716485123 7 500 Sole 36
PETsMART, Inc. Common Stocks 716768106 2,188 272,400 Sole 36
Pharmacia & Upjohn, Inc. Common Stocks 716941109 449 7,200 Defined 4
10,236 164,100 Defined 10
4,616 74,000 Defined 16
175 2,800 Defined 24
2,202 35,300 Defined 28
150 2,400 Defined 33
3,493 56,000 Defined 34
40,461 648,667 Sole 36
Pfizer, Inc. Common Stocks 717081103 13,514 97,400 Defined 1
2,761 19,900 Defined 4
4,426 31,900 Defined 14
18,676 134,600 Defined 16
1,485 10,700 Defined 28
106,044 764,281 Sole 36
Pharmaceutical Product Development, Inc. Common Stocks 717124101 2,794 83,400 Defined 26
2,492 74,250 Sole 36
Phelps Dodge Corp. Common Stocks 717265102 1,049 21,300 Defined 12
10,411 211,400 Defined 13
30,768 624,741 Sole 36
Philadelphia Consolidated Holding Corp. Common Stocks 717528103 36 1,800 Sole 36
Philadelphia Suburban Corp. Common Stocks 718009608 127 5,600 Defined 12
70 3,100 Sole 36
Philip Morris Cos., Inc. Common Stocks 718154107 12,249 348,100 Defined 1
1,098 31,200 Defined 4
5,155 146,500 Defined 10
6,316 179,500 Defined 13
23,174 658,600 Defined 14
7,505 213,300 Defined 16
2,291 65,100 Defined 28
359 10,200 Defined 33
94,388 2,682,416 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
17,900
54,400
1,115,661
Perceptron, Inc. 8,600
11,000
Peregrine Systems, Inc. 42,600
53,400
Performance Food Group Co. 5,700
1,900
6,300
Pericom Semiconductor Corp. New 39,000
50,000
Perkin-Elmer Corp. 13,600
1,150
Personnel Group of America, Inc. 55,900
99,300
Perusahaan Per Ind Sat Cor - ADR 46,000
Perusahaan Persero Telekom - ADR 86,600
20,000
Petco Animal Supplies, Inc. 42,000
279,850
Petrofina SA 2003 Warrants 500
PETsMART, Inc. 272,400
Pharmacia & Upjohn, Inc. 7,200
164,100
74,000
2,800
35,300
2,400
56,000
648,667
Pfizer, Inc. 97,400
19,900
31,900
134,600
10,700
764,281
Pharmaceutical Product Development, Inc. 83,400
74,250
Phelps Dodge Corp. 21,300
211,400
624,741
Philadelphia Consolidated Holding Corp. 1,800
Philadelphia Suburban Corp. 5,600
3,100
Philip Morris Cos., Inc. 348,100
31,200
146,500
179,500
658,600
213,300
65,100
10,200
2,682,416
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Philippine Long Distance Telephone Co. - ADR Common Stocks 718252604 2,174 84,000 Defined 11
931 35,968 Defined 14
948 36,627 Defined 17
Philips International Realty Corp. Common Stocks 718333107 1,568 110,500 Defined 29
Phillips Petroleum Co. Common Stocks 718507106 1,006 21,300 Defined 14
931 19,700 Defined 33
15,232 322,368 Sole 36
Phillips-Van Heusen Corp. Common Stocks 718592108 54 7,800 Sole 36
Physician Reliance Network, Inc. Common Stocks 71940G108 381 44,800 Sole 36
Piedmont Natural Gas Co., Inc. Common Stocks 720186105 350 10,005 Defined 12
459 13,100 Sole 36
Pier 1 Imports, Inc. Common Stocks 720279108 835 102,770 Sole 36
Pilgrim's Pride Corp. Common Stocks 721467108 104 6,300 Defined 12
56 3,400 Defined 31
171 10,400 Sole 36
Pillowtex Corp. Common Stocks 721501104 67 4,700 Defined 30
199 14,000 Sole 36
Pinnacle Banc Group, Inc. Common Stocks 723449104 18 600 Defined 30
155 5,300 Sole 36
Pinnacle Systems, Inc. Common Stocks 723481100 1,374 30,200 Sole 36
Pinnacle West Capital Corp. Common Stocks 723484101 746 20,500 Defined 14
2,197 60,400 Defined 28
5,242 144,100 Sole 36
Pioneer Hi-Bred International, Inc. Common Stocks 723686101 753 20,000 Defined 10
203 5,392 Sole 36
Pioneer Natural Resources Co. Common Stocks 723787107 585 75,500 Defined 12
499 64,331 Sole 36
Pioneer-Standard Electronics, Inc. Common Stocks 723877106 22 3,400 Defined 12
135 20,500 Sole 36
Pitney Bowes, Inc. Common Stocks 724479100 2,416 37,900 Defined 4
10,493 164,600 Defined 28
7,608 119,342 Sole 36
Pittston Brink's Group Common Stocks 725701106 21 900 Sole 36
Pittway Corp. Class A Common Stocks 725790208 2,302 86,856 Defined 5
2,994 112,988 Sole 36
Pixar, Inc. Common Stocks 725811100 11 273 Sole 36
Plantronics, Inc. Common Stocks 727493108 407 6,500 Defined 30
551 8,800 Sole 36
Platinum Technology, Inc. Common Stocks 72764T101 47 1,828 Sole 36
Playtex Products, Inc. Common Stocks 72813P100 42 2,800 Defined 30
2,797 184,900 Sole 36
Plexus Corp. Common Stocks 729132100 257 9,100 Defined 30
413 14,800 Sole 36
Plum Creek Timber Co. L.P. Common Stocks 729237107 1,853 65,000 Defined 5
2,152 75,500 Sole 36
Pohang Iron & Steel Co., Ltd. - ADR Common Stocks 730450103 227 12,700 Defined 17
Polaris Industries, Inc. Common Stocks 731068102 1,702 53,600 Defined 27
2,111 66,500 Sole 36
Polaroid Corp. Common Stocks 731095105 16 800 Sole 36
Policy Management Systems Corp. Common Stocks 731108106 86 2,800 Defined 31
25 807 Sole 36
Polo Ralph Lauren Corp. Class A New Common Stocks 731572103 765 38,500 Defined 5
24 1,188 Sole 36
Pomeroy Computer Resources, Inc. Common Stocks 731822102 184 14,300 Defined 30
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Philippine Long Distance Telephone Co. - ADR 84,000
35,968
36,627
Philips International Realty Corp. 110,500
Phillips Petroleum Co. 21,300
19,700
322,368
Phillips-Van Heusen Corp. 7,800
Physician Reliance Network, Inc. 44,800
Piedmont Natural Gas Co., Inc. 10,005
13,100
Pier 1 Imports, Inc. 102,770
Pilgrim's Pride Corp. 6,300
3,400
10,400
Pillowtex Corp. 4,700
14,000
Pinnacle Banc Group, Inc. 600
5,300
Pinnacle Systems, Inc. 30,200
Pinnacle West Capital Corp. 20,500
60,400
144,100
Pioneer Hi-Bred International, Inc. 20,000
5,392
Pioneer Natural Resources Co. 75,500
64,331
Pioneer-Standard Electronics, Inc. 3,400
20,500
Pitney Bowes, Inc. 37,900
164,600
119,342
Pittston Brink's Group 900
Pittway Corp. Class A 86,856
112,988
Pixar, Inc. 273
Plantronics, Inc. 6,500
8,800
Platinum Technology, Inc. 1,828
Playtex Products, Inc. 2,800
184,900
Plexus Corp. 9,100
14,800
Plum Creek Timber Co. L.P. 65,000
75,500
Pohang Iron & Steel Co., Ltd. - ADR 12,700
Polaris Industries, Inc. 53,600
66,500
Polaroid Corp. 800
Policy Management Systems Corp. 2,800
807
Polo Ralph Lauren Corp. Class A New 38,500
1,188
Pomeroy Computer Resources, Inc. 14,300
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
443 34,100 Sole 36
Pool Energy Services Co. Common Stocks 732788104 2,465 164,300 Defined 5
712 46,500 Sole 36
Popular, Inc. Common Stocks 733174106 1,791 58,000 Defined 10
108 3,500 Defined 30
137 4,450 Sole 36
Portugal Telecom SA - ADR Common Stocks 737273102 1,972 45,000 Defined 14
Post Properties, Inc. Common Stocks 737464107 68 1,900 Defined 28
7,508 208,546 Defined 29
339 9,408 Sole 36
Potlatch Corp. Common Stocks 737628107 862 25,400 Defined 12
1,174 34,600 Sole 36
Potomac Electric Power Co. Common Stocks 737679100 406 17,500 Defined 12
322 13,900 Defined 33
3,521 146,550 Sole 36
Powell Industries, Inc. Common Stocks 739128106 247 28,000 Defined 25
353 40,000 Sole 36
Power-One, Inc. Common Stocks 739308104 170 25,200 Defined 25
254 37,700 Sole 36
Praxair, Inc. Common Stocks 74005P104 1,479 41,000 Defined 14
696 19,300 Defined 24
69 1,900 Defined 28
714 19,800 Defined 33
3,489 96,750 Sole 36
Pre Paid Legal Services, Inc. Com Common Stocks 740065100 490 20,000 Sole 36
Precision Castparts Corp. Common Stocks 740189105 310 7,700 Defined 30
1,191 29,600 Sole 36
Premark International, Inc. Common Stocks 740459102 1,742 52,900 Defined 10
1,357 41,200 Defined 12
254 7,700 Defined 24
412 12,500 Defined 28
158 4,800 Defined 30
2,597 78,840 Sole 36
Premier Parks, Inc. Common Stocks 740540208 309 8,300 Defined 30
566 15,200 Sole 36
Prentiss Properties Trust Common Stocks 740706106 1,907 102,400 Defined 29
61 3,300 Sole 36
Price Enterprises, Inc. Common Stocks 741444200 1 100 Sole 36
Price (T. Rowe) & Associates, Inc. Common Stocks 741477103 447 13,100 Defined 10
2,901 85,000 Defined 15
311 9,100 Defined 28
4,194 122,000 Sole 36
Prime Retail, Inc. Common Stocks 741570105 1,686 192,700 Defined 29
37 4,200 Sole 36
PRIMEDIA, Inc. Common Stocks 74157K101 45 3,247 Sole 36
Prime Group Realty Trust Common Stocks 74158J100 1 100 Sole 36
Primex Technologies, Inc. Common Stocks 741597108 220 10,600 Defined 30
510 24,600 Sole 36
Primus Telecommunications Group, Inc. Common Stocks 741929103 200 20,000 Defined 25
1,268 125,200 Sole 36
Priority Healthcare Corp. Class B Common Stocks 74264T102 810 18,005 Defined 30
1,153 25,487 Sole 36
Procter & Gamble Co. Common Stocks 742718109 1,009 10,300 Defined 4
6,611 67,500 Defined 14
18,589 189,800 Defined 16
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Pool Energy Services Co. 34,100
164,300
Popular, Inc. 46,500
58,000
3,500
Portugal Telecom SA - ADR 4,450
Post Properties, Inc. 45,000
1,900
208,546
Potlatch Corp. 9,408
25,400
Potomac Electric Power Co. 34,600
17,500
13,900
Powell Industries, Inc. 146,550
28,000
Power-One, Inc. 40,000
25,200
Praxair, Inc. 37,700
41,000
19,300
1,900
19,800
Pre Paid Legal Services, Inc. Com 96,750
Precision Castparts Corp. 20,000
7,700
Premark International, Inc. 29,600
52,900
41,200
7,700
12,500
4,800
Premier Parks, Inc. 78,840
8,300
Prentiss Properties Trust 15,200
102,400
Price Enterprises, Inc. 3,300
Price (T. Rowe) & Associates, Inc. 100
13,100
85,000
9,100
Prime Retail, Inc. 122,000
192,700
PRIMEDIA, Inc. 4,200
Prime Group Realty Trust 3,247
Primex Technologies, Inc. 100
10,600
Primus Telecommunications Group, Inc. 24,600
20,000
Priority Healthcare Corp. Class B 125,200
18,005
Procter & Gamble Co. 25,487
10,300
67,500
189,800
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
3,918 40,000 Defined 34
68,025 694,579 Sole 36
Profit Recovery Group International, Inc. (The) Common Stocks 743168106 2,166 55,000 Defined 15
2,785 70,500 Sole 36
Progress Software Corp. Common Stocks 743312100 143 4,200 Defined 30
68 2,000 Defined 31
556 16,300 Sole 36
Progressive Corp. Common Stocks 743315103 100 700 Defined 1
244 1,700 Defined 4
1,018 7,094 Sole 36
ProLogis Trust Common Stocks 743410102 11,177 545,200 Defined 3
94 4,600 Defined 28
5,177 252,518 Defined 29
326 15,913 Sole 36
ProMedCo Management Co. Common Stocks 74342L105 220 48,300 Defined 25
339 73,300 Sole 36
Promus Hotel Corp. New Common Stocks 74342P106 2,073 57,000 Defined 3
226 6,220 Defined 28
59 1,634 Sole 36
Protective Life Corp. Common Stocks 743674103 2,210 58,350 Defined 26
2,925 77,218 Sole 36
Protocol Systems, Inc. Common Stocks 74371R106 180 32,000 Defined 25
240 40,000 Sole 36
Provident Bankshares Corp. Common Stocks 743859100 281 10,798 Defined 12
213 8,134 Sole 36
Provident Cos., Inc. Common Stocks 743862104 560 16,200 Defined 14
560 16,200 Defined 33
2,113 61,142 Sole 36
Provident Financial Group, Inc. Common Stocks 743866105 1,303 34,000 Defined 14
21 539 Sole 36
Province Healthcare Co. New Common Stocks 743977100 1,398 75,550 Defined 26
1,216 65,750 Sole 36
Providian Financial Corp. Common Stocks 74406A102 8,591 78,100 Defined 28
5,390 49,000 Defined 34
22,418 203,800 Sole 36
Proxim, Inc. Common Stocks 744284100 2,165 75,650 Defined 26
1,902 66,150 Sole 36
PSINET, Inc. Common Stocks 74437C101 3,655 86,000 Defined 15
4,788 112,500 Sole 36
Public Service Co. of New Mexico Common Stocks 744499104 813 47,800 Defined 12
83 4,900 Defined 30
996 58,600 Sole 36
Public Service Enterprise Group, Inc. Common Stocks 744573106 3,842 100,600 Defined 10
5,362 140,400 Defined 28
3,563 93,300 Sole 36
Public Storage, Inc. Common Stocks 74460D109 7,903 316,100 Defined 3
655 26,200 Defined 28
8,089 323,556 Defined 29
563 22,519 Sole 36
Puget Sound Energy Inc. Common Stocks 745332106 899 39,000 Defined 10
261 11,300 Sole 36
Pulte Corp. Common Stocks 745867101 1,134 54,500 Defined 12
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
40,000
694,579
Profit Recovery Group International, Inc. (The) 55,000
70,500
Progress Software Corp. 4,200
2,000
16,300
Progressive Corp. 700
1,700
7,094
ProLogis Trust 545,200
4,600
252,518
15,913
ProMedCo Management Co. 48,300
73,300
Promus Hotel Corp. New 57,000
6,220
1,634
Protective Life Corp. 58,350
77,218
Protocol Systems, Inc. 32,000
40,000
Provident Bankshares Corp. 10,798
8,134
Provident Cos., Inc. 16,200
16,200
61,142
Provident Financial Group, Inc. 34,000
539
Province Healthcare Co. New 75,550
65,750
Providian Financial Corp. 78,100
49,000
203,800
Proxim, Inc. 75,650
66,150
PSINET, Inc. 86,000
112,500
Public Service Co. of New Mexico 47,800
4,900
58,600
Public Service Enterprise Group, Inc. 100,600
140,400
93,300
Public Storage, Inc. 316,100
26,200
323,556
22,519
Puget Sound Energy Inc. 39,000
11,300
Pulte Corp. 54,500
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
1,600 76,900 Defined 27
233 11,200 Defined 33
4,789 230,100 Sole 36
QLogic Corp. Common Stocks 747277101 657 9,800 Defined 30
1,074 16,000 Sole 36
QuadraMed Corp. Common Stocks 74730W101 634 83,100 Defined 27
843 110,500 Sole 36
Quaker Fabric Corp. New Common Stocks 747399103 306 55,000 Defined 25
389 70,000 Sole 36
Quaker Oats Co. Common Stocks 747402105 732 11,700 Defined 4
5,549 88,700 Defined 10
776 12,400 Defined 14
1,595 25,500 Defined 16
4,217 67,400 Defined 28
10,439 166,850 Sole 36
QUALCOMM, Inc. Common Stocks 747525103 9,518 76,600 Defined 10
5,976 48,100 Defined 23
14,613 117,490 Sole 36
Quanex Corp. Common Stocks 747620102 161 10,400 Defined 12
26 1,700 Defined 30
265 17,100 Sole 36
Quantum Corp. Common Stocks 747906105 370 20,600 Defined 4
439 24,500 Defined 14
538 30,000 Defined 33
3,273 181,838 Sole 36
Quebecor Printing, Inc. NPV Common Stocks 747922102 667 29,100 Defined 27
358 15,600 Sole 36
Queens County Bancorp Common Stocks 748242104 481 17,994 Defined 12
502 18,591 Sole 36
Quest Diagnostics, Inc. Common Stocks 74834L100 485 21,800 Defined 12
22 1,000 Defined 30
748 33,600 Sole 36
Questar Corp. Common Stocks 748356102 149 8,800 Defined 12
1,187 70,100 Defined 24
10 600 Defined 28
628 37,050 Sole 36
Quest Education Corp. Common Stocks 74835F102 272 30,000 Defined 25
411 45,000 Sole 36
Quicksilver, Inc. Common Stocks 74838C106 1,082 25,600 Defined 12
2,837 67,150 Defined 26
427 10,100 Defined 30
4,259 100,800 Sole 36
Quilmes Industrial Quinsa Societe - ADR Preferred Stocks 74838Y108 977 103,500 Defined 11
Quinenco SA Common Stocks 748718103 1,223 123,100 Defined 11
Quintiles Transnational Corp. Common Stocks 748767100 3,079 82,100 Defined 16
8,532 226,024 Sole 36
Quorum Health Group, Inc. Common Stocks 749084109 16 1,582 Sole 36
Qwest Communications International, Inc. Common Stocks 749121109 353 4,900 Defined 28
1,117 15,488 Sole 36
R&B Falcon Corp. Common Stocks 7.49E+105 932 105,800 Defined 14
909 103,200 Defined 28
2,865 325,073 Sole 36
RCM Technologies, Inc. Common Stocks 749360400 198 18,000 Defined 25
897 81,500 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
76,900
11,200
230,100
QLogic Corp. 9,800
16,000
QuadraMed Corp. 83,100
110,500
Quaker Fabric Corp. New 55,000
70,000
Quaker Oats Co. 11,700
88,700
12,400
25,500
67,400
166,850
QUALCOMM, Inc. 76,600
48,100
117,490
Quanex Corp. 10,400
1,700
17,100
Quantum Corp. 20,600
24,500
30,000
181,838
Quebecor Printing, Inc. NPV 29,100
15,600
Queens County Bancorp 17,994
18,591
Quest Diagnostics, Inc. 21,800
1,000
33,600
Questar Corp. 8,800
70,100
600
37,050
Quest Education Corp. 30,000
45,000
Quicksilver, Inc. 25,600
67,150
10,100
100,800
Quilmes Industrial Quinsa Societe - ADR 103,500
Quinenco SA 123,100
Quintiles Transnational Corp. 82,100
226,024
Quorum Health Group, Inc. 1,582
Qwest Communications International, Inc. 4,900
15,488
R&B Falcon Corp. 105,800
103,200
325,073
RCM Technologies, Inc. 18,000
81,500
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
RDO Equipment Co. Class A Common Stocks 749413100 243 27,000 Defined 25
360 40,000 Sole 36
RF Monolithics, Inc. Common Stocks 74955F106 186 30,300 Defined 25
281 45,400 Sole 36
RFS Hotel Investors, Inc. Common Stocks 74955J108 560 48,400 Defined 29
23 2,000 Sole 36
R.H. Donnelley Corp. Common Stocks 74955W307 12 770 Sole 36
RLI Corp. Common Stocks 749607107 25 850 Defined 30
18 600 Sole 36
RJR Nabisco Holdings Corp. Common Stocks 74960K876 715 28,600 Defined 33
2,784 111,377 Sole 36
ROC Taiwan Fund Common Stocks 749651105 492 76,500 Defined 14
RPC, Inc. Common Stocks 749660106 12 1,800 Sole 36
RPM, Inc. (Ohio) Common Stocks 749685103 93 7,000 Defined 10
680 51,100 Defined 12
565 42,437 Sole 36
RTI International Metals Common Stocks 74973W107 62 6,600 Defined 30
1,491 159,050 Sole 36
RF Micro Devices, Inc. Common Stocks 749941100 1,471 15,400 Defined 26
1,301 27,200 Sole 36
Rainforest Cafe, Inc. Common Stocks 75086K104 219 43,500 Defined 25
327 65,000 Sole 36
Ralcorp Holdings, Inc. Common Stocks 751028101 530 27,900 Defined 12
245 12,900 Defined 30
1,138 59,900 Sole 36
Ralston-Purina Group Common Stocks 751277302 1,847 69,200 Defined 14
175 6,545 Sole 36
Rational Software Corp. New Common Stocks 75409P202 1,887 71,200 Defined 26
1,884 71,100 Defined 27
331 12,500 Defined 28
4,037 150,550 Sole 36
Raychem Corp. Common Stocks 754603108 237 10,500 Defined 33
5,467 242,300 Sole 36
Raymond James Financial, Inc. Common Stocks 754730109 17 845 Sole 36
Rayonier, Inc. Common Stocks 754907103 553 13,800 Defined 12
505 12,600 Sole 36
Raytheon Co. Class A Common Stocks 755111309 1,946 33,700 Defined 14
193 3,348 Defined 28
Raytheon Co. Class B Common Stocks 755111408 2,122 36,200 Defined 30
1,618 27,606 Sole 36
Read-Rite Corp. Common Stocks 755246105 6 900 Defined 28
Reader's Digest Association, Inc. Class A Common Stocks 755267101 64 2,050 Sole 36
Realty Income Corp. Common Stocks 756109104 46 2,200 Sole 36
Reckson Associates Realty Corp. REIT Common Stocks 75621K106 10,289 500,400 Defined 3
78 3,800 Sole 36
Recoton Corp. Common Stocks 756268108 25 1,800 Defined 30
Redwood Trust, Inc. Common Stocks 758075402 14 900 Sole 36
Reebok International, Ltd. Common Stocks 758110100 357 22,500 Defined 12
322 20,300 Defined 14
666 41,950 Sole 36
Regis Corp. Common Stocks 758932107 2,157 81,000 Defined 15
100 3,750 Defined 31
3,781 142,000 Sole 36
Regency Realty Corp. Common Stocks 758939102 1,374 73,300 Defined 29
23 1,200 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
RDO Equipment Co. Class A 27,000
40,000
RF Monolithics, Inc. 30,300
45,400
RFS Hotel Investors, Inc. 48,400
2,000
R.H. Donnelley Corp. 770
RLI Corp. 850
600
RJR Nabisco Holdings Corp. 28,600
111,377
ROC Taiwan Fund 76,500
RPC, Inc. 1,800
RPM, Inc. (Ohio) 7,000
51,100
42,437
RTI International Metals 6,600
159,050
RF Micro Devices, Inc. 15,400
27,200
Rainforest Cafe, Inc. 43,500
65,000
Ralcorp Holdings, Inc. 27,900
12,900
59,900
Ralston-Purina Group 69,200
6,545
Rational Software Corp. New 71,200
71,100
12,500
150,550
Raychem Corp. 10,500
242,300
Raymond James Financial, Inc. 845
Rayonier, Inc. 13,800
12,600
Raytheon Co. Class A 33,700
3,348
Raytheon Co. Class B 36,200
27,606
Read-Rite Corp. 900
Reader's Digest Association, Inc. Class A 2,050
Realty Income Corp. 2,200
Reckson Associates Realty Corp. REIT 500,400
3,800
Recoton Corp. 1,800
Redwood Trust, Inc. 900
Reebok International, Ltd. 22,500
20,300
41,950
Regis Corp. 81,000
3,750
142,000
Regency Realty Corp. 73,300
1,200
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Regions Financial Corp. Common Stocks 758940100 592 17,100 Defined 14
205 5,911 Sole 36
Reinsurance Group Of America Common Stocks 759351109 611 14,350 Defined 12
106 2,500 Defined 30
990 23,250 Sole 36
Reinsurance Group of America, Inc. Common Stocks 759351208 473 13,950 Defined 4
1,399 41,300 Sole 36
Reliance Bancorp, Inc. Common Stocks 759451107 129 4,500 Defined 12
278 9,700 Defined 25
612 21,300 Sole 36
Reliance Group Holdings, Inc. Common Stocks 759464100 576 76,200 Defined 12
1,081 143,000 Defined 24
27 3,600 Defined 28
1,016 134,341 Sole 36
Reliance Steel & Aluminum Co. Common Stocks 759509102 98 3,400 Defined 12
78 2,700 Defined 30
279 9,700 Sole 36
RELTEC Corp. Common Stocks 759527100 38 1,280 Sole 36
Reliastar Financial Corp. Common Stocks 75952U103 90 2,110 Sole 36
REMEC, Inc. Common Stocks 759543101 219 10,500 Defined 25
365 17,500 Sole 36
RemedyTemp, Inc. Class A Common Stocks 759549108 198 16,000 Defined 25
302 24,000 Sole 36
Renal Care Group, Inc. Common Stocks 759930100 1,961 100,225 Defined 26
1,722 87,750 Sole 36
Rent-Way, Inc. Common Stocks 76009U104 2,471 102,960 Defined 26
204 8,500 Defined 30
4,147 172,788 Sole 36
Rental Service Corp. Common Stocks 76009V102 327 18,700 Defined 30
1,862 106,400 Sole 36
Repsol SA - ADR Common Stocks 76026T205 4,920 96,000 Defined 32
Republic Bancorp, Inc. Common Stocks 760282103 209 16,100 Sole 36
Republic Industries, Inc. Common Stocks 760516104 3,222 260,400 Defined 10
114 9,237 Sole 36
Republic of New York Corp. Common Stocks 760719104 1,236 26,800 Defined 5
955 20,700 Defined 14
752 16,300 Defined 33
14,115 306,016 Sole 36
Res-Care, Inc. Common Stocks 760943100 59 2,600 Defined 30
1,446 64,100 Sole 36
Res-Care, Inc. Long-Term Investments 760943AC4 258 200,000 Defined 25
387 300,000 Sole 36
Restoration Hardware, Inc. Common Stocks 760981100 966 43,900 Sole 36
ResMed, Inc. Common Stocks 761152107 152 5,400 Defined 30
Resource Bancshares Mortgage Group Common Stocks 761197102 344 27,400 Defined 25
1,269 101,000 Defined 27
2,090 162,300 Sole 36
Respironics, Inc. Common Stocks 761230101 205 15,600 Defined 25
331 25,100 Sole 36
Revlon, Inc. Class A Common Stocks 761525500 3 156 Sole 36
Rexall Sundown, Inc. Common Stocks 761648104 16 849 Sole 36
Reynolds & Reynolds Co. Class A Common Stocks 761695105 1,758 92,500 Defined 27
207 10,900 Defined 28
105 5,500 Defined 30
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Regions Financial Corp. 17,100
5,911
Reinsurance Group Of America 14,350
2,500
23,250
Reinsurance Group of America, Inc. 13,950
41,300
Reliance Bancorp, Inc. 4,500
9,700
21,300
Reliance Group Holdings, Inc. 76,200
143,000
3,600
134,341
Reliance Steel & Aluminum Co. 3,400
2,700
9,700
RELTEC Corp. 1,280
Reliastar Financial Corp. 2,110
REMEC, Inc. 10,500
17,500
RemedyTemp, Inc. Class A 16,000
24,000
Renal Care Group, Inc. 100,225
87,750
Rent-Way, Inc. 102,960
8,500
172,788
Rental Service Corp. 18,700
106,400
Repsol SA - ADR 96,000
Republic Bancorp, Inc. 16,100
Republic Industries, Inc. 260,400
9,237
Republic of New York Corp. 26,800
20,700
16,300
306,016
Res-Care, Inc. 2,600
64,100
Res-Care, Inc. 200,000
300,000
Restoration Hardware, Inc. 43,900
ResMed, Inc. 5,400
Resource Bancshares Mortgage Group 27,400
101,000
162,300
Respironics, Inc. 15,600
25,100
Revlon, Inc. Class A 156
Rexall Sundown, Inc. 849
Reynolds & Reynolds Co. Class A 92,500
10,900
5,500
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
2,807 147,716 Sole 36
Reynolds Metals Co. Common Stocks 761763101 7,329 151,700 Defined 7
1,164 24,100 Defined 14
12,162 251,730 Sole 36
Richmond County Financial Corp. Common Stocks 764556106 234 15,800 Defined 12
172 11,600 Sole 36
Riggs National Corp. Common Stocks 766570105 308 18,200 Defined 12
579 34,200 Defined 30
2,378 140,900 Sole 36
Rio Tinto PLC Common Stocks 767204100 8,525 155,000 Sole 36
Rite Aid Corp. Common Stocks 767754104 1,825 73,000 Defined 16
685 27,400 Defined 28
6,917 276,666 Sole 36
Roadway Express, Inc. Common Stocks 769742107 84 4,900 Defined 12
229 13,300 Defined 30
949 55,600 Sole 36
Robert Half International, Inc. Common Stocks 770323103 68 2,064 Sole 36
Roberts Pharmaceutical Corp. Common Stocks 770491108 438 21,100 Defined 30
87 4,200 Defined 31
1,127 54,300 Sole 36
Rochester Gas & Electric Corp. Common Stocks 771367109 925 36,100 Defined 12
72 2,800 Defined 30
1,233 48,100 Sole 36
Rock Bottom Restaurants, Inc. Common Stocks 771833100 1,294 151,150 Sole 36
Rock of Ages Corp. Class A Common Stocks 772632105 192 18,400 Defined 25
261 25,000 Sole 36
Rock-Tenn Co. Class A Common Stocks 772739207 306 19,900 Defined 30
369 24,000 Sole 36
Rockwell International Corp. Common Stocks 773903109 3,323 78,300 Defined 10
1,103 26,000 Defined 28
144 3,400 Sole 36
Rocky Shoes & Boots, Inc. Common Stocks 774830103 199 35,000 Defined 25
313 55,000 Sole 36
Rohm & Haas Co. Common Stocks 775371107 1,624 48,400 Defined 10
4,158 123,900 Defined 14
211 6,300 Defined 28
873 26,000 Sole 36
Rollins Truck Leasing Corp. Common Stocks 775741101 136 14,400 Defined 12
13 1,350 Defined 30
61 6,450 Defined 31
1,914 202,775 Sole 36
Roslyn Bancorp, Inc. Common Stocks 778162107 952 56,400 Defined 12
370 21,920 Defined 30
2,963 175,575 Sole 36
Ross Stores, Inc. Common Stocks 778296103 3,307 75,800 Defined 5
2,194 50,300 Defined 27
100 2,300 Defined 31
6,856 156,483 Sole 36
Rouge Industries, Inc. Class A Common Stocks 779088100 20 2,300 Sole 36
Rouse Co. (The) Common Stocks 779273101 7,830 352,900 Defined 3
2,316 104,400 Defined 24
632 28,500 Defined 29
470 21,200 Sole 36
Rowan Cos., Inc. Common Stocks 779382100 1,523 120,000 Defined 5
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
147,716
Reynolds Metals Co. 151,700
24,100
251,730
Richmond County Financial Corp. 15,800
11,600
Riggs National Corp. 18,200
34,200
140,900
Rio Tinto PLC 155,000
Rite Aid Corp. 73,000
27,400
276,666
Roadway Express, Inc. 4,900
13,300
55,600
Robert Half International, Inc. 2,064
Roberts Pharmaceutical Corp. 21,100
4,200
54,300
Rochester Gas & Electric Corp. 36,100
2,800
48,100
Rock Bottom Restaurants, Inc. 151,150
Rock of Ages Corp. Class A 18,400
25,000
Rock-Tenn Co. Class A 19,900
24,000
Rockwell International Corp. 78,300
26,000
3,400
Rocky Shoes & Boots, Inc. 35,000
55,000
Rohm & Haas Co. 48,400
123,900
6,300
26,000
Rollins Truck Leasing Corp. 14,400
1,350
6,450
202,775
Roslyn Bancorp, Inc. 56,400
21,920
175,575
Ross Stores, Inc. 75,800
50,300
2,300
156,483
Rouge Industries, Inc. Class A 2,300
Rouse Co. (The) 352,900
104,400
28,500
21,200
Rowan Cos., Inc. 120,000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
1,623 127,928 Sole 36
Royal Dutch Petroleum Co. Common Stocks 780257804 23,416 450,300 Defined 14
1,321 25,400 Defined 28
666 12,800 Defined 33
2,444 47,000 Sole 36
Koninklijke KPN NV- ADR Common Stocks 780641205 2,730 68,778 Defined 32
Ruby Tuesday, Inc. Common Stocks 781182100 231 13,300 Defined 12
330 19,000 Sole 36
Ruddick Corp. Common Stocks 781258108 74 3,800 Sole 36
Rural/Metro Corp. Common Stocks 781748108 25 3,100 Defined 12
218 27,500 Defined 25
416 52,400 Sole 36
Russell Corp. Common Stocks 782352108 205 10,200 Defined 33
791 39,300 Sole 36
Ryan's Family Steak Houses, Inc. Common Stocks 783519101 2,408 199,600 Defined 5
258 21,400 Defined 12
136 11,300 Defined 30
74 6,100 Defined 31
3,429 284,300 Sole 36
Ryder System, Inc. Common Stocks 783549108 1,229 44,500 Defined 12
461 16,700 Defined 14
3,558 128,800 Defined 24
365 13,200 Defined 30
3,398 123,000 Sole 36
Ryland Group, Inc. (The) Common Stocks 783764103 339 13,400 Defined 12
2,038 80,500 Defined 27
473 18,700 Defined 30
53 2,100 Defined 31
4,075 161,000 Sole 36
SBC Communications, Inc. Common Stocks 78387G103 10,287 218,300 Defined 7
7,182 152,400 Defined 14
584 12,400 Defined 24
7,494 159,018 Defined 28
1,706 36,200 Defined 30
1,197 25,400 Defined 33
28,472 604,173 Sole 36
SCI Systems, Inc. Common Stocks 783890106 302 10,200 Defined 28
870 29,376 Sole 36
SCP Pool Corp. Common Stocks 784028100 588 42,000 Sole 36
SCP Pool Corp. Common Stocks 784028102 347 24,750 Defined 25
SCPIE Holdings, Inc. Common Stocks 78402P104 111 4,100 Defined 12
30 1,100 Sole 36
SDL, Inc. Common Stocks 784076101 1,279 14,100 Defined 30
780 8,600 Sole 36
SEI Corp. Common Stocks 784117103 220 2,400 Defined 30
620 6,700 Sole 36
SEMCO Energy, Inc. Common Stocks 78412D100 11 730 Sole 36
SK Telecom Co. Ltd. Common Stocks 78440P108 200 16,400 Defined 11
1,329 109,080 Defined 14
SL Green Realty Corp. Common Stocks 78440X101 6,276 333,600 Defined 3
41 2,200 Sole 36
SLM Holding Corp. Common Stocks 78442A109 1,394 33,400 Defined 28
2,844 68,122 Sole 36
SPS Technologies, Inc. Common Stocks 784626103 196 5,000 Defined 30
216 5,500 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
127,928
Royal Dutch Petroleum Co. 450,300
25,400
12,800
47,000
Koninklijke KPN NV- ADR 68,778
Ruby Tuesday, Inc. 13,300
19,000
Ruddick Corp. 3,800
Rural/Metro Corp. 3,100
27,500
52,400
Russell Corp. 10,200
39,300
Ryan's Family Steak Houses, Inc. 199,600
21,400
11,300
6,100
284,300
Ryder System, Inc. 44,500
16,700
128,800
13,200
123,000
Ryland Group, Inc. (The) 13,400
80,500
18,700
2,100
161,000
SBC Communications, Inc. 218,300
152,400
12,400
159,018
36,200
25,400
604,173
SCI Systems, Inc. 10,200
29,376
SCP Pool Corp. 42,000
SCP Pool Corp. 24,750
SCPIE Holdings, Inc. 4,100
1,100
SDL, Inc. 14,100
8,600
SEI Corp. 2,400
6,700
SEMCO Energy, Inc. 730
SK Telecom Co. Ltd. 16,400
109,080
SL Green Realty Corp. 333,600
2,200
SLM Holding Corp. 33,400
68,122
SPS Technologies, Inc. 5,000
5,500
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
SPX Corp. Common Stocks 784635104 207 4,100 Defined 30
86 1,700 Defined 31
570 11,300 Sole 36
SABRE Group Holdings, Inc. (The), Class A Common Stocks 785905100 26 563 Sole 36
SAFECO Corp. Common Stocks 786429100 336 8,300 Defined 10
127 3,137 Sole 14
Safeguard Scientifics, Inc. Common Stocks 786449108 2,821 41,600 Defined 36
1,675 24,700 Defined 26
3,167 46,700 Sole 30
Safeskin Corp. Common Stocks 786454108 8 1,042 Sole 36
Safety-Kleen Corp. New Common Stocks 78648R203 314 23,700 Defined 36
Safeway, Inc. Common Stocks 786514208 3,510 68,400 Defined 12
785 15,300 Defined 1
18,761 365,620 Defined 4
1,011 19,700 Defined 10
1,611 31,400 Defined 14
18,899 368,316 Sole 16
Saga Communications Class A Common Stocks 786598102 288 16,112 Defined 36
503 28,125 Sole 25
St. Joe Co. (The) Common Stocks 790148100 2,474 102,000 Defined 36
2,265 93,400 Sole 5
St. Joseph Light & Power Co. Common Stocks 790654107 76 3,700 Defined 36
(255) (12,500) Sole 25
St. Jude Medical, Inc. Common Stocks 790849103 363 14,900 Defined 36
800 32,800 Defined 28
2,413 99,000 Sole 30
St. Paul Cos., Inc. Common Stocks 792860108 957 30,800 Defined 36
9,942 320,080 Sole 14
Saks, Inc. Common Stocks 79377W108 515 15,232 Sole 36
Sandisk Corp. Common Stocks 80004C101 954 36,000 Sole 36
Sanmina Corp. Common Stocks 800907107 762 12,000 Defined 36
326 5,117 Sole 30
Santa Fe Energy Resources, Inc. Common Stocks 802012104 19 2,600 Defined 36
Sapient Corp. Common Stocks 803062100 1,749 24,500 Sole 28
Sara Lee Corp. Common Stocks 803111103 4,094 165,400 Defined 36
4,703 190,000 Defined 14
511 20,650 Sole 28
Sbarro, Inc. Common Stocks 805844107 85 3,200 Sole 36
SCANA Corp. Common Stocks 805898103 1,332 61,400 Defined 36
1,507 69,500 Sole 12
ScanSource, Inc. Common Stocks 806037107 245 14,000 Defined 36
536 30,000 Sole 25
Schering-Plough Corp. Common Stocks 806605101 14,182 256,400 Defined 36
962 17,400 Defined 1
1,117 20,200 Defined 4
8,264 149,400 Defined 14
18,109 327,400 Defined 16
3,319 60,000 Defined 28
82,973 1,500,070 Sole 34
Schlumberger, Ltd. Common Stocks 806857108 572 9,500 Sole 36
Scholastic Corp. Common Stocks 807066105 83 1,700 Defined 36
1,950 39,900 Sole 31
School Specialty, Inc. Common Stocks 807863105 1,422 72,700 Sole 36
36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
SPX Corp. 4,100
1,700
11,300
SABRE Group Holdings, Inc. (The), Class A 563
SAFECO Corp. 8,300
6,900
3,137
Safeguard Scientifics, Inc. 41,600
24,700
46,700
Safeskin Corp. 1,042
Safety-Kleen Corp. New 23,700
Safeway, Inc. 68,400
15,300
365,620
19,700
31,400
368,316
Saga Communications Class A 16,112
28,125
St. Joe Co. (The) 102,000
93,400
St. Joseph Light & Power Co. 3,700
(12,500)
St. Jude Medical, Inc. 14,900
32,800
99,000
St. Paul Cos., Inc. 30,800
320,080
Saks, Inc. 15,232
Sandisk Corp. 36,000
Sanmina Corp. 12,000
5,117
Santa Fe Energy Resources, Inc. 2,600
Sapient Corp. 24,500
Sara Lee Corp. 165,400
190,000
20,650
Sbarro, Inc. 3,200
SCANA Corp. 61,400
69,500
ScanSource, Inc. 14,000
30,000
Schering-Plough Corp. 256,400
17,400
20,200
149,400
327,400
60,000
1,500,070
Schlumberger, Ltd. 9,500
Scholastic Corp. 1,700
39,900
School Specialty, Inc. 72,700
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Schulman (A.), Inc. Common Stocks 808194104 239 17,600 Defined 12
1,089 80,300 Defined 27
65 4,800 Defined 28
41 3,000 Defined 31
1,897 139,200 Sole 36
Schultz Sav-o Stores, Inc. Common Stocks 808196109 2,215 135,250 Defined 5
2,702 165,000 Sole 36
Schwab (Charles) Corp. Common Stocks 808513105 1,971 20,500 Defined 16
6,808 70,825 Sole 36
Schweitzer-Mauduit International, Inc. Common Stocks 808541106 184 16,000 Defined 25
394 34,300 Sole 36
Scientific-Atlanta, Inc. Common Stocks 808655104 1,728 63,400 Defined 27
455 16,700 Defined 30
2,818 103,400 Defined 34
9,896 363,150 Sole 36
Scios, Inc. Common Stocks 808905103 15 1,600 Sole 36
Scotman Industries, Inc. Common Stocks 809340102 95 5,500 Sole 36
Scotts Co. (The) Class A Common Stocks 810186106 381 10,200 Defined 12
75 2,000 Defined 31
2,000 53,500 Sole 36
Scripps Co. (E.W.) Common Stocks 811054200 2,681 60,577 Sole 36
Scripps (E.W.) Co. Class A Common Stocks 811054204 2,518 56,900 Defined 5
Sea Containers, Ltd. Common Stocks 811371700 1,582 54,800 Sole 36
Seaboard Corp. Common Stocks 811543107 113 380 Defined 30
SeaChange International, Inc. Common Stocks 811699107 285 33,300 Defined 25
314 36,700 Sole 36
Seacoast Financial Services Corp. Common Stocks 81170Q106 245 25,000 Defined 25
395 40,000 Sole 36
Seagate Technology Common Stocks 811804103 1,318 44,600 Defined 10
1,120 37,900 Defined 14
1,116 37,750 Defined 26
10,539 356,500 Defined 28
115 3,900 Defined 30
715 24,200 Defined 33
3,218 108,870 Sole 36
Seagram Co., Ltd. Common Stocks 811850106 15,760 315,200 Defined 14
17 340 Defined 21
Seacor Holdings, Inc. Common Stocks 811904101 1,840 34,200 Defined 30
2,384 44,300 Sole 36
Sealed Air Corp. New Common Stocks 81211K100 2,509 51,000 Defined 16
2,341 47,600 Defined 28
10,757 218,690 Sole 36
Sealed Air Corp. Series A New (conv.) Preferred Stocks 81211K209 2,866 57,900 Defined 16
7,974 161,100 Sole 36
Sears Roebuck & Co. Common Stocks 812387108 8,739 193,400 Defined 7
8,016 177,400 Defined 14
389 8,600 Defined 30
1,039 23,000 Defined 33
21,060 466,057 Sole 36
Security First Technologies Corp. Common Stocks 814279105 508 7,000 Defined 26
463 6,300 Sole 36
Seitel, Inc. Common Stocks 816074306 308 22,100 Defined 12
144 10,300 Defined 30
1,072 76,900 Sole 36
Selective Insurance Group, Inc. Common Stocks 816300107 1,754 99,500 Defined 5
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Schulman (A.), Inc. 17,600
80,300
4,800
3,000
139,200
Schultz Sav-o Stores, Inc. 135,250
165,000
Schwab (Charles) Corp. 20,500
70,825
Schweitzer-Mauduit International, Inc. 16,000
34,300
Scientific-Atlanta, Inc. 63,400
16,700
103,400
363,150
Scios, Inc. 1,600
Scotman Industries, Inc. 5,500
Scotts Co. (The) Class A 10,200
2,000
53,500
Scripps Co. (E.W.) 60,577
Scripps (E.W.) Co. Class A 56,900
Sea Containers, Ltd. 54,800
Seaboard Corp. 380
SeaChange International, Inc. 33,300
36,700
Seacoast Financial Services Corp. 25,000
40,000
Seagate Technology 44,600
37,900
37,750
356,500
3,900
24,200
108,870
Seagram Co., Ltd. 315,200
340
Seacor Holdings, Inc. 34,200
44,300
Sealed Air Corp. New 51,000
47,600
218,690
Sealed Air Corp. Series A New (conv.) 57,900
161,100
Sears Roebuck & Co. 193,400
177,400
8,600
23,000
466,057
Security First Technologies Corp. 7,000
6,300
Seitel, Inc. 22,100
10,300
76,900
Selective Insurance Group, Inc. 99,500
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
125 7,100 Defined 12
2,388 135,500 Sole 36
Semtech Corp. Common Stocks 816850101 67 2,100 Defined 31
Sempra Energy Common Stocks 816851109 888 46,300 Defined 10
3,083 160,700 Defined 24
17 900 Defined 28
658 34,281 Sole 36
Sensormatic Electronics Corp. Common Stocks 817265101 297 31,300 Defined 14
475 50,000 Sole 36
Sepracor, Inc. Common Stocks 817315104 2,467 22,000 Defined 15
1,374 12,250 Defined 26
6,909 61,550 Sole 36
Sequa Corp. Common Stocks 817320104 226 4,500 Sole 36
Sequent Computer Systems, Inc. Common Stocks 817338106 1,039 114,600 Sole 36
Service Corp. International Common Stocks 817565104 3,875 271,900 Defined 14
97 6,830 Sole 36
ServiceMaster Co. Common Stocks 81760N109 10 500 Defined 28
119 5,846 Sole 36
Shared Medical Systems Common Stocks 819486101 31 563 Sole 36
Shaw Group, Inc. (The) Common Stocks 820280105 181 13,000 Defined 12
177 12,700 Sole 36
Shaw Industries, Inc. Common Stocks 820286102 1,014 54,800 Defined 24
2,559 138,300 Defined 28
44 2,400 Defined 30
1,375 74,350 Sole 36
Shelby Williams Industries, Inc. Common Stocks 822135109 210 22,000 Defined 25
335 35,000 Sole 36
Sherwin-Williams Co. Common Stocks 824348106 1,347 47,900 Defined 10
10,969 390,000 Defined 13
1,561 55,500 Defined 14
214 7,600 Defined 28
23,525 836,450 Sole 36
ShopKo Stores, Inc. Common Stocks 824911101 508 17,000 Defined 12
239 8,000 Defined 30
869 29,100 Sole 36
Shorewood Packaging Corp. Common Stocks 825229107 296 15,100 Sole 36
Shurgard Storage Centers, Inc. Class A Common Stocks 82567D104 2,790 110,500 Defined 29
1,983 78,550 Sole 36
Siebel Systems, Inc. Common Stocks 826170102 60 1,271 Sole 36
Sierra Pacific Resources Common Stocks 826425100 714 20,300 Defined 12
697 19,800 Sole 36
SIFCO Industries Common Stocks 826546103 915 120,000 Defined 5
Sigma Aldrich Corp. Common Stocks 826552101 1,185 40,500 Defined 10
79 2,700 Defined 28
632 21,600 Defined 33
2,826 96,600 Sole 36
SIG Corp., Inc. Common Stocks 826912107 145 5,300 Defined 12
197 7,200 Sole 36
Silicon Graphics, Inc. Common Stocks 827056102 946 56,700 Defined 12
579 34,674 Sole 36
Silicon Valley Bancshares Common Stocks 827064106 695 33,700 Defined 30
846 40,900 Sole 36
Siliconix, Inc. Common Stocks 827079203 263 12,500 Sole 36
Simmons First National Corp. Class A Common Stocks 828730200 25 800 Defined 30
Simon Property Group, Inc. Common Stocks 828806109 7,699 280,600 Defined 3
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
7,100
135,500
Semtech Corp. 2,100
Sempra Energy 46,300
160,700
900
34,281
Sensormatic Electronics Corp. 31,300
50,000
Sepracor, Inc. 22,000
12,250
61,550
Sequa Corp. 4,500
Sequent Computer Systems, Inc. 114,600
Service Corp. International 271,900
6,830
ServiceMaster Co. 500
5,846
Shared Medical Systems 563
Shaw Group, Inc. (The) 13,000
12,700
Shaw Industries, Inc. 54,800
138,300
2,400
74,350
Shelby Williams Industries, Inc. 22,000
35,000
Sherwin-Williams Co. 47,900
390,000
55,500
7,600
836,450
ShopKo Stores, Inc. 17,000
8,000
29,100
Shorewood Packaging Corp. 15,100
Shurgard Storage Centers, Inc. Class A 110,500
78,550
Siebel Systems, Inc. 1,271
Sierra Pacific Resources 20,300
19,800
SIFCO Industries 120,000
Sigma Aldrich Corp. 40,500
2,700
21,600
96,600
SIG Corp., Inc. 5,300
7,200
Silicon Graphics, Inc. 56,700
34,674
Silicon Valley Bancshares 33,700
40,900
Siliconix, Inc. 12,500
Simmons First National Corp. Class A 800
Simon Property Group, Inc. 280,600
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
74 2,700 Defined 28
8,790 320,350 Defined 29
598 21,804 Sole 36
Simpson Industries, Inc. Common Stocks 829060102 3 300 Sole 36
Simpson Manufacturing Co., Inc. Common Stocks 829073105 133 3,300 Defined 12
56 1,400 Defined 30
16 400 Sole 36
Sinclair Broadcast Group, Inc. Class A Common Stocks 829226109 9 628 Sole 36
Sky Financial Group, Inc. Common Stocks 83080P103 62 2,310 Defined 30
303 11,178 Sole 36
Skywest, Inc. Common Stocks 830879102 355 12,400 Defined 12
2,032 71,000 Defined 26
3,989 138,150 Sole 36
Smart & Final Inc. Common Stocks 831683107 27 2,900 Sole 36
Smith (A.O.) Corp. Common Stocks 831865209 29 1,500 Defined 12
127 6,700 Defined 30
378 19,900 Sole 36
Smith International, Inc. Common Stocks 832110100 8 200 Defined 14
2,443 61,085 Sole 36
Smith (Charles E.) Residential Realty, Inc. Common Stocks 832197107 3,485 113,100 Defined 3
2,360 76,600 Defined 5
4,990 161,950 Defined 29
2,866 93,000 Sole 36
Smucker (J.M.) Co. Common Stocks 832696108 60 2,700 Defined 12
Smurfit-Stone Container Corp. Common Stocks 832727101 1,604 83,300 Defined 14
674 35,000 Defined 33
2,604 134,855 Sole 36
Snyder Communications, Inc. Common Stocks 832914100 2,833 101,644 Sole 36
Snyder Communications, Inc. Common Stocks 832914105 998 35,800 Defined 10
Snap-On Tools Corp. Common Stocks 833034101 39 1,350 Sole 36
Sociedad Quimica Y Minera de Chile SA - ADR Common Stocks 833635105 512 16,000 Defined 14
Sodexho Marriott Services, Inc. Common Stocks 833793102 15 697 Sole 36
Sola International, Inc. Common Stocks 834092108 957 79,300 Sole 36
Solectron Corp. Common Stocks 834182107 1,739 35,800 Defined 10
727 14,972 Sole 36
Solutia, Inc. Common Stocks 834376105 610 35,100 Defined 14
1,300 74,800 Defined 28
819 47,133 Sole 36
Sonat, Inc. Common Stocks 835415100 76 2,523 Sole 36
Sonic Corp. Common Stocks 835451105 77 2,850 Defined 31
Sonoco Products Co. Common Stocks 835495102 534 23,200 Defined 24
1,084 47,110 Defined 28
501 21,800 Defined 33
4,828 209,910 Sole 36
SonoSight, Inc. Common Stocks 83568G100 424 30,858 Sole 36
Sony Corp. - ADR Common Stocks 835699307 9,405 103,000 Sole 36
South Jersey Industries, Inc. Common Stocks 838518108 80 3,700 Defined 30
6 300 Sole 36
Southdown, Inc. Common Stocks 841297104 2,550 47,500 Defined 5
285 5,300 Defined 28
3,542 65,966 Sole 36
Southern Co. Common Stocks 842587107 6,325 271,300 Defined 10
54 2,300 Defined 14
<CAPTION>
Shared
Security Name Sole Voting Voting
<S> <C> <C>
2,700
320,350
21,804
Simpson Industries, Inc. 300
Simpson Manufacturing Co., Inc. 3,300
1,400
400
Sinclair Broadcast Group, Inc. Class A 628
Sky Financial Group, Inc. 2,310
11,178
Skywest, Inc. 12,400
71,000
138,150
Smart & Final Inc. 2,900
Smith (A.O.) Corp. 1,500
6,700
19,900
Smith International, Inc. 200
61,085
Smith (Charles E.) Residential Realty, Inc. 113,100
76,600
161,950
93,000
Smucker (J.M.) Co. 2,700
Smurfit-Stone Container Corp. 83,300
35,000
134,855
Snyder Communications, Inc. 101,644
Snyder Communications, Inc. 35,800
Snap-On Tools Corp. 1,350
Sociedad Quimica Y Minera de Chile SA - ADR 16,000
Sodexho Marriott Services, Inc. 697
Sola International, Inc. 79,300
Solectron Corp. 35,800
14,972
Solutia, Inc. 35,100
74,800
47,133
Sonat, Inc. 2,523
Sonic Corp. 2,850
Sonoco Products Co. 23,200
47,110
21,800
209,910
SonoSight, Inc. 30,858
Sony Corp. - ADR 103,000
South Jersey Industries, Inc. 3,700
300
Southdown, Inc. 47,500
5,300
65,966
Southern Co. 271,300
2,300
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
2,373 101,800 Defined 24
368 15,773 Sole 36
Southern Peru Copper Corp. Common Stocks 843611104 79 7,900 Sole 36
SouthTrust Corp. Common Stocks 844730101 5,478 147,050 Defined 10
1,222 32,800 Defined 14
2,939 78,900 Defined 28
2,465 66,075 Sole 36
Southwest Airlines Co. Common Stocks 844741108 653 21,593 Sole 36
Southwest Bancorporation of Texas, Inc. New Common Stocks 84476R109 5 400 Sole 36
Southwest Gas Corp. Common Stocks 844895102 1,020 37,100 Defined 30
924 33,600 Sole 36
Southwest Securities Group, Inc. Common Stocks 845224104 68 2,400 Defined 30
192 6,800 Sole 36
Southwestern Energy Co. Common Stocks 845467109 49 6,900 Sole 36
Sovereign Bancorp, Inc. Common Stocks 845905108 2,150 175,524 Defined 5
839 68,469 Defined 12
1,050 85,700 Defined 14
3,480 284,096 Sole 36
Sovran Self Storage, Inc. Common Stocks 84610H108 1,651 70,800 Defined 5
2,021 86,700 Sole 36
Spartech Corp. Common Stocks 847220209 132 6,400 Defined 12
47 2,300 Defined 30
198 9,600 Sole 36
Spectra-Physics Lasers, Inc. Common Stocks 847568102 231 33,000 Defined 25
356 50,000 Sole 36
SpeedFam International, Inc. Common Stocks 847706108 275 22,900 Sole 36
Spelling Entertainment Group, Inc. Common Stocks 847807104 5 600 Defined 28
3 300 Sole 36
Spieker Properties, Inc. Common Stocks 848497103 15,186 430,800 Defined 3
194 5,500 Defined 28
6,627 188,000 Defined 29
303 8,604 Sole 36
Sport Supply Group, Inc. Common Stocks 848915104 293 36,000 Defined 25
406 50,000 Sole 36
Springs Industries, Inc. Common Stocks 851783100 460 17,000 Defined 12
511 18,900 Sole 36
Sprint Corp. Common Stocks 852061100 1,727 17,600 Defined 10
1,599 16,300 Defined 14
3,022 30,800 Defined 23
2,139 21,800 Defined 28
59 600 Defined 30
3,729 38,000 Defined 34
16,533 168,490 Sole 36
Sprint Corp. (PCS Group) Common Stocks 852061506 361 8,150 Defined 14
174 3,920 Sole 36
STAAR Surgical Co. New Common Stocks 852312305 233 31,000 Defined 25
349 45,000 Sole 36
Stage Stores, Inc. Common Stocks 85254C107 276 38,000 Defined 25
399 55,000 Sole 36
Standard Commercial Corp. Common Stocks 853258101 166 35,000 Defined 25
238 50,000 Sole 36
Standard Motor Products, Inc. Class A Common Stocks 853666105 8 400 Sole 36
Standard Pacific Corp. Common Stocks 85375C101 77 6,000 Sole 36
Standard Products Co. Common Stocks 853836104 23 1,400 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
101,800
15,773
Southern Peru Copper Corp. 7,900
SouthTrust Corp. 147,050
32,800
78,900
66,075
Southwest Airlines Co. 21,593
Southwest Bancorporation of Texas, Inc. New 400
Southwest Gas Corp. 37,100
33,600
Southwest Securities Group, Inc. 2,400
6,800
Southwestern Energy Co. 6,900
Sovereign Bancorp, Inc. 175,524
68,469
85,700
284,096
Sovran Self Storage, Inc. 70,800
86,700
Spartech Corp. 6,400
2,300
9,600
Spectra-Physics Lasers, Inc. 33,000
50,000
SpeedFam International, Inc. 22,900
Spelling Entertainment Group, Inc. 600
300
Spieker Properties, Inc. 430,800
5,500
188,000
8,604
Sport Supply Group, Inc. 36,000
50,000
Springs Industries, Inc. 17,000
18,900
Sprint Corp. 17,600
16,300
30,800
21,800
600
38,000
168,490
Sprint Corp. (PCS Group) 8,150
3,920
STAAR Surgical Co. New 31,000
45,000
Stage Stores, Inc. 38,000
55,000
Standard Commercial Corp. 35,000
50,000
Standard Motor Products, Inc. Class A 400
Standard Pacific Corp. 6,000
Standard Products Co. 1,400
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Stanley Works Common Stocks 854616109 38 1,500 Sole 36
Staples, Inc. Common Stocks 855030102 676 20,550 Defined 28
2,400 72,999 Sole 36
Starbucks Corp. Common Stocks 855244109 2,094 74,800 Defined 1
6,409 214,232 Sole 36
Starrett (L.S.) Co. Class A Common Stocks 855668109 1,493 55,300 Defined 5
2,179 80,700 Sole 36
Starwood Financial Trust Class A Common Stocks 85568W104 58 1,195 Sole 36
State Street Corp. Common Stocks 857477100 301 3,658 Sole 36
Staten Island Bancorp, Inc. Common Stocks 857550107 543 31,600 Defined 12
645 37,500 Sole 36
Steelcase, Inc. Class A Common Stocks 858155200 4 240 Sole 36
Stepan Co. Common Stocks 858586100 481 21,600 Sole 36
Sterling Bancshares, Inc. Common Stocks 858907100 415 40,000 Sole 36
Steris Corp. Common Stocks 859152100 2,796 105,000 Defined 15
5,334 200,344 Sole 36
Sterling Commerce, Inc. Common Stocks 859205106 154 5,000 Defined 28
Sterling Software, Inc. Common Stocks 859547101 1,886 79,400 Defined 27
1,489 62,700 Defined 28
1,321 55,600 Defined 30
8,722 367,236 Sole 36
STET Hellas Telecommunications SA - ADR Common Stocks 859823106 1,496 50,500 Defined 17
Stewart Enterprises, Inc. Class A Common Stocks 860370105 3,224 200,700 Sole 36
Stewart Information Services Corp. Common Stocks 860372101 510 15,200 Defined 12
1,349 40,200 Defined 27
665 19,800 Defined 30
3,323 99,000 Sole 36
Stone & Webster, Inc. Common Stocks 861572105 39 1,700 Defined 12
Stoneridge, Inc. Common Stocks 86183P102 240 17,300 Defined 30
347 25,000 Sole 36
Storage USA, Inc. Common Stocks 861907103 65 2,300 Sole 36
Storage Technology Corp. Common Stocks 862111200 64 2,300 Sole 36
Structural Dynamics Research Corp. Common Stocks 863555108 32 1,700 Defined 28
Stryker Corp. Common Stocks 863667101 81 1,600 Sole 36
Suiza Foods Corp. Common Stocks 865077101 152 4,500 Defined 28
28 834 Sole 36
Summit Bancorp Common Stocks 866005101 1,073 27,500 Defined 14
1,736 44,500 Defined 24
538 13,800 Defined 28
154 3,949 Sole 36
Summit Properties, Inc. REIT Common Stocks 866239106 2,657 159,200 Defined 29
37 2,200 Sole 36
Sun Communities, Inc. Common Stocks 866674104 51 1,600 Sole 36
Sun Microsystems, Inc. Common Stocks 866810104 1,113 8,900 Defined 1
438 3,500 Defined 4
19,413 155,300 Defined 14
3,788 30,300 Defined 23
3,175 25,400 Defined 34
27,301 218,330 Sole 36
Sunbeam Corp. Common Stocks 867071102 11 1,983 Sole 36
Sundstrand Corp. Common Stocks 867323107 869 12,500 Defined 28
1,661 23,900 Sole 36
SunGard Data Systems Common Stocks 867363103 2,800 70,000 S Defined 15
<CAPTION>
Shared
Security Name Sole Voting Voting
<S> <C> <C>
Stanley Works 1,500
Staples, Inc. 20,550
72,999
Starbucks Corp. 74,800
214,232
Starrett (L.S.) Co. Class A 55,300
80,700
Starwood Financial Trust Class A 1,195
State Street Corp. 3,658
Staten Island Bancorp, Inc. 31,600
37,500
Steelcase, Inc. Class A 240
Stepan Co. 21,600
Sterling Bancshares, Inc. 40,000
Steris Corp. 105,000
Sterling Commerce, Inc. 200,344
Sterling Software, Inc. 5,000
5,669
79,400
62,700
55,600
STET Hellas Telecommunications SA - ADR 367,236
Stewart Enterprises, Inc. Class A
Stewart Information Services Corp. 50,500
200,700
15,200
40,200
Stone & Webster, Inc. 19,800
Stoneridge, Inc. 99,000
1,700
Storage USA, Inc. 17,300
Storage Technology Corp. 25,000
Structural Dynamics Research Corp. 2,300
Stryker Corp. 2,300
Suiza Foods Corp. 1,7000
1,600
Summit Bancorp 4,500
834
27,500
44,500
Summit Properties, Inc. REIT 13,800
3,949
Sun Communities, Inc. 159,200
Sun Microsystems, Inc. 2,200
1,600
8,900
3,500
155,300
30,300
Sunbeam Corp. 25,400
Sundstrand Corp. 218,330
1,983
12,500
SunGard Data Systems 23,900 70,000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
1,080 27,000 Defined 28
3,780 94,496 Sole 36
Sunglass Hut International, Inc. Common Stocks 86736F106 944 90,400 Defined 28
70 6,700 Sole 36
Sunoco, Inc. Common Stocks 86764P109 1,183 32,800 Defined 12
5,362 148,700 Defined 24
656 18,200 Defined 28
703 19,500 Defined 33
5,893 163,416 Sole 36
Sunrise Assisted Living, Inc. Common Stocks 86768K106 2,045 45,000 Defined 15
Sunrise Medical, Inc. Common Stocks 867910101 1,444 231,000 Sole 36
SunTrust Banks, Inc. Common Stocks 867914103 8,889 142,800 Defined 10
1,351 21,700 Defined 14
454 7,300 Defined 24
1,637 26,296 Defined 28
1,245 20,000 Defined 30
2,739 44,000 Defined 34
9,580 153,895 Sole 36
Sunstone Hotel Investors, Inc. Common Stocks 867933103 24 3,300 Sole 36
Superior TeleCom, Inc. Common Stocks 868365107 913 48,375 Defined 27
193 10,250 Defined 30
1,614 85,500 Sole 36
SuperValu, Inc. Common Stocks 868536103 524 25,400 Defined 10
1,893 91,800 Defined 12
2,444 118,500 Defined 24
1,163 56,400 Defined 28
163 7,900 Defined 30
111 5,400 Defined 31
505 24,500 Defined 33
8,589 416,450 Sole 36
Supreme Industries, Inc. Class A Common Stocks 868607102 212 28,769 Defined 25
342 46,410 Sole 36
Swift Transportation Co, Inc. Common Stocks 870756103 399 15,800 Defined 12
76 3,000 Defined 30
1,865 72,950 Sole 36
Sybase, Inc. Common Stocks 871130100 387 48,700 Defined 28
1,223 154,100 Sole 36
Sybron International Corp. Common Stocks 87114f106 283 11,332 Sole 36
Sykes Enterprises, Inc. Common Stocks 871237103 1,735 53,700 Sole 36
Symantec Corp. Common Stocks 871503108 88 5,200 Defined 14
1,829 108,000 Defined 27
61 3,600 Defined 28
2,293 135,400 Sole 36
Symbol Technologies, Inc. Common Stocks 871508107 1,091 24,250 Defined 10
932 20,700 Defined 30
86 1,900 Defined 31
1,128 25,067 Sole 36
Synalloy Corp. Common Stocks 871565107 189 28,000 Defined 25
241 35,000 Sole 36
Synopsys, Inc. Common Stocks 871607107 945 17,600 Defined 28
129 2,400 Defined 31
6,709 124,825 Sole 36
Synovus Financial Corp. Common Stocks 87161C105 106 5,175 Sole 36
SYSCO Corp. Common Stocks 871829107 68 2,600 Defined 28
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
27,000
94,496
Sunglass Hut International, Inc. 90,400
Sunoco, Inc. 32,800
148,700
18,200
19,500
163,416
Sunrise Assisted Living, Inc. 45,000
Sunrise Medical, Inc. 231,000
SunTrust Banks, Inc. 142,800
21,700
7,300
26,296
20,000
44,000
153,895
Sunstone Hotel Investors, Inc. 3,300
Superior TeleCom, Inc.
48,375
10,250
85,500
SuperValu, Inc. 25,400
91,800
118,500
56,400
7,900
5,400
24,500
416,450
Supreme Industries, Inc. Class A 28,769
46,410
Swift Transportation Co, Inc. 15,800
3,000
72,950
Sybase, Inc. 48,700
154,100
Sybron International Corp. 11,332
Sykes Enterprises, Inc. 53,700
Symantec Corp. 5,200
108,000
3,600
135,400
Symbol Technologies, Inc. 24,250
20,700
1,900
25,067
Synalloy Corp. 28,000
35,000
Synopsys, Inc. 17,600
2,400
124,825
Synovus Financial Corp. 5,175
SYSCO Corp. 2,600
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
470 17,850 Sole 36
TB Wood's Corporation Common Stocks 872226105 201 18,000 Defined 25
336 30,000 Sole 36
TCA Cable Television, Inc. Common Stocks 872241104 494 11,352 Sole 36
TCF Financial Corp. Common Stocks 872275102 2,236 86,000 Defined 14
242 9,300 Defined 28
2,131 81,952 Sole 36
TECO Energy, Inc. Common Stocks 872375100 624 31,400 Defined 14
59 2,950 Sole 36
TEPPCO Partners L.P. Common Stocks 872384100 1,669 66,100 Sole 36
THQ, Inc. Common Stocks 872443403 1,479 72,600 Defined 27
1,895 93,000 Sole 36
TJ International, Inc. Common Stocks 872534102 72 3,000 Defined 12
1,812 75,100 Sole 36
TJX Cos., Inc. Common Stocks 872540109 5,756 169,300 Defined 14
3,709 109,100 Defined 16
2,649 77,900 Defined 27
3,431 100,900 Defined 28
18,726 550,750 Sole 36
TNP Enterprises, Inc. Common Stocks 872594106 227 7,900 Defined 12
259 9,000 Defined 25
1,452 50,500 Defined 27
259 9,000 Defined 30
63 2,200 Defined 31
3,220 112,000 Sole 36
TRM Copy Centers Corp. Common Stocks 872636105 154 22,000 Defined 25
212 30,000 Sole 36
TRW, Inc. Common Stocks 872649108 3,203 70,400 Defined 10
200 4,400 Defined 28
473 10,400 Defined 33
2,127 46,744 Sole 36
TSI International Software, Ltd. Common Stocks 872879101 1,853 38,000 Defined 15
2,367 48,500 Sole 36
TMP Worldwide, Inc. Common Stocks 872941109 2,019 31,150 Defined 26
1,847 28,500 Sole 36
Taiwan Semiconductor Manufacturing Co., Ltd Common Stocks 874039100 2,698 114,200 Defined 17
Talbots, Inc. Common Stocks 874161102 98 4,000 Defined 31
Tandy Corp. Common Stocks 875382103 140 2,200 Sole 36
Tanger Factory Outlet Centers, Inc. Common Stocks 875465106 2,804 146,600 Defined 29
4 200 Sole 36
Taubman Centers, Inc. Common Stocks 876664103 2,695 220,000 Defined 29
43 3,500 Sole 36
Tech Data Corp. Common Stocks 878237106 330 14,400 Defined 33
1,445 63,000 Sole 36
Tech-Sym Corp. Common Stocks 878308105 1,557 74,800 Defined 5
1,779 85,500 Sole 36
Techne Corp. Common Stocks 878377100 184 6,400 Defined 30
517 17,900 Sole 36
Tecumseh Products Co. Class A Common Stocks 878895200 548 10,900 Defined 12
20 400 Defined 28
1,427 28,400 Defined 30
2,251 44,200 Sole 36
Tekelec, Inc. Common Stocks 879101103 1,024 140,000 Sole 36
Tektronix, Inc. Common Stocks 879131100 1,189 47,100 Defined 12
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
17,850
TB Wood's Corporation 18,000
30,000
TCA Cable Television, Inc. 11,352
TCF Financial Corp. 86,000
9,300
81,952
TECO Energy, Inc. 31,400
2,950
TEPPCO Partners L.P. 66,100
THQ, Inc. 72,600
93,000
TJ International, Inc. 3,000
75,100
TJX Cos., Inc. 169,300
109,100
77,900
100,900
550,750
TNP Enterprises, Inc. 7,900
9,000
50,500
9,000
2,200
112,000
TRM Copy Centers Corp. 22,000
30,000
TRW, Inc. 70,400
4,400
10,400
46,744
TSI International Software, Ltd. 38,000
48,500
TMP Worldwide, Inc. 31,150
28,500
Taiwan Semiconductor Manufacturing Co., Ltd 114,200
Talbots, Inc. 4,000
Tandy Corp. 2,200
Tanger Factory Outlet Centers, Inc. 146,600
200
Taubman Centers, Inc. 220,000
3,500
Tech Data Corp. 14,400
63,000
Tech-Sym Corp. 74,800
85,500
Techne Corp. 6,400
17,900
Tecumseh Products Co. Class A 10,900
400
28,400
44,200
Tekelec, Inc. 140,000
Tektronix, Inc. 47,100
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager Sole Voting Shared Voting
<S> <C> <C> <C> <C> <C> <C> <C> <C>
297 11,750 Defined 28 11,750
2,973 117,725 Sole 36 117,725
Tele Norte Leste Participacoes 53,713
SA - ADR Preferred Stocks 879246106 826 53,713 Defined 14 2,600
Teleflex, Inc. Common Stocks 879369106 89 2,600 Defined 10 2,800
95 2,800 Defined 30 5,997
204 5,997 Sole 36 51,500
Telefonica de Argentina Class B - ADR Common Stocks 879378206 1,558 51,500 Defined 14 23,900
723 23,900 Defined 17 100,000
Telefonica Del Peru SA Class B - ADR Common Stocks 879384105 1,275 100,000 Defined 11 43,238
551 43,238 Defined 14 27,500
351 27,500 Defined 17 48,300
Telefonos de Mexico SA Series L - ADR Common Stocks 879403780 3,164 48,300 Defined 11 61,477
4,027 61,477 Defined 14 75,600
4,952 75,600 Defined 17
Telegroup, Inc. Common Stocks 879422103 3 16,900 Sole 36 16,900
Telephone & Data Systems, Inc. Common Stocks 879433100 69 1,232 Sole 36 1,232
Teligent, Inc. Class A Common Stocks 87959Y100 7 164 Sole 36 164 70,400
Tellabs, Inc. Common Stocks 879664100 6,882 70,400 Defined 10
1,072 10,962 Sole 36 10,962
Telxon Corp. Common Stocks 879700102 260 27,600 Sole 36 27,600 18,000
Temple-Inland, Inc. Common Stocks 879868107 1,130 18,000 Defined 14 10,800
678 10,800 Defined 33
2,576 41,050 Sole 36 41,050 21,300
TeleTech Holdings, Inc. Common Stocks 879939106 138 21,300 Defined 28 132,100
Tenet Healthcare Corp. Common Stocks 88033G100 2,502 132,100 Defined 14 19,000
360 19,000 Defined 33
1,451 76,639 Sole 36 76,639 118,900
Tenneco, Inc. Common Stocks 8.80E+105 3,322 118,900 Defined 14
108 3,868 Sole 36 3,868 30,982
Teradyne, Inc. Common Stocks 880770102 1,690 30,982 Defined 5 13,500
737 13,500 Defined 26
2,945 53,966 Sole 36 53,966 97,700
Terex Corp. Common Stocks 880779103 2,357 97,700 Defined 27 24,400
589 24,400 Defined 30 155,600 11,100
3,754 155,600 Sole 36
Tesoro Petroleum Corp. Common Stocks 881609101 122 11,100 Defined 30
292 26,500 Sole 36 26,500
Teva Pharmaceutical 80,800
Industries, Ltd. - ADR 25,000 160,200
Common Stocks 881624209 3,267 80,800 Sole 36 45,500
TETRA Technologies, Inc. New Common Stocks 88162G103 527 25,000 Sole 36 5,000
Texaco, Inc. Common Stocks 881694103 9,091 160,200 Defined 7 452,507 65,950
2,582 45,500 Defined 23
284 5,000 Defined 33 11,900
24,569 452,507 Sole 36
Texas Industries, Inc. Common Stocks 882491103 1,636 65,950 Defined 5 18,100 4,800
295 11,900 Defined 30 108,000
449 18,100 Sole 36 98,600
Texas Instruments, Inc. Common Stocks 882508104 476 4,800 Defined 4 140,300
10,719 108,000 Defined 13 334,347 47,900
9,786 98,600 Defined 14
13,925 140,300 Defined 28 190,972
33,184 334,347 Sole 36
Texas Utilities Co. Common Stocks 882848104 1,997 47,900 Defined 10
7,961 190,972 Sole 36
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Textron, Inc. Common Stocks 883203101 1,950 25,200 Defined 4
6,194 80,051 Sole 36
Thermo Electron Corp. Common Stocks 883556102 502 37,000 Defined 10
48 3,550 Sole 36
Thermo Instrument Systems, Inc. Common Stocks 883559106 147 10,200 Defined 28
247 17,103 Sole 36
ThermoQuest Corp. Common Stocks 883655102 15 1,200 Sole 36
Thomas & Betts Corp. Common Stocks 884315102 826 22,000 Defined 5
357 9,500 Defined 10
432 11,500 Defined 28
1,232 32,800 Defined 30
548 14,600 Defined 33
5,608 149,300 Sole 36
Thomas Industries, Inc. Common Stocks 884425109 13 700 Defined 12
188 10,000 Sole 36
Thornburg Mortgage Asset Corp. Common Stocks 885218107 17 2,000 Sole 36
3Com Corp. Common Stocks 885535104 576 24,700 Defined 10
657 28,200 Defined 14
2,142 91,900 Defined 16
347 14,900 Defined 28
7,220 309,724 Sole 36
Ticketmaster Online-CitySearch, Inc. Class B Common Stocks 88633P203 1,432 42,600 Defined 26
1,274 37,900 Sole 36
Tidewater, Inc. Common Stocks 886423102 1,322 51,100 Defined 24
867 33,500 Defined 28
137 5,300 Defined 30
254 9,800 Sole 36
Tiffany & Co. Common Stocks 886547108 374 5,000 Defined 14
3,252 43,500 Defined 15
3,789 50,686 Sole 36
Timberland Co. Class A Common Stocks 887100105 259 4,100 Defined 30
391 6,200 Sole 36
Time Warner, Inc. Common Stocks 887315109 256 3,600 Defined 1
1,912 26,900 Defined 4
5,387 75,800 Defined 7
2,363 33,250 Defined 14
6,957 97,900 Defined 16
6,552 92,200 Defined 23
17,886 251,700 Defined 28
52,998 745,796 Sole 36
Times Mirror Co. Series A Common Stocks 887364107 708 13,100 Defined 14
80 1,484 Sole 36
Timken Co. Common Stocks 887389104 918 56,500 Defined 12
1,451 89,300 Defined 24
1,558 95,900 Sole 36
Titan Corp. (conv.) Long-Term Investments 888266AA1 132 90,000 Defined 25
200 136,000 Sole 36
Titan Exploration, Inc. New Common Stocks 888289105 198 40,000 Defined 25
327 65,300 Sole 36
Titanium Metals Corp. Common Stocks 888339108 224 39,000 Defined 12
1,288 223,950 Sole 36
Toll Brothers, Inc. Common Stocks 889478103 1,622 89,500 Defined 5
1,736 95,800 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Textron, Inc. 25,200
80,051
Thermo Electron Corp. 37,000
3,550
Thermo Instrument Systems, Inc. 10,200
17,103
ThermoQuest Corp. 1,200
Thomas & Betts Corp. 22,000
9,500
11,500
32,800
14,600
149,300
Thomas Industries, Inc. 700
10,000
Thornburg Mortgage Asset Corp. 2,000
3Com Corp. 24,700
28,200
91,900
14,900
309,724
Ticketmaster Online-CitySearch, Inc. Class B 42,600
37,900
Tidewater, Inc. 51,100
33,500
5,300
9,800
Tiffany & Co. 5,000
43,500
50,686
Timberland Co. Class A 4,100
6,200
Time Warner, Inc. 3,600
26,900
75,800
33,250
97,900
92,200
251,700
745,796
Times Mirror Co. Series A 13,100
1,484
Timken Co. 56,500
89,300
95,900
Titan Corp. (conv.) 90,000
136,000
Titan Exploration, Inc. New 40,000
65,300
Titanium Metals Corp. 39,000
223,950
Toll Brothers, Inc. 89,500
95,800
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Tootsie Roll Industries, Inc. Common Stocks 890516107 2,704 58,710 Defined 15
219 4,762 Defined 30
5,215 113,206 Sole 36
Torchmark Corp. Common Stocks 891027104 544 17,200 Defined 14
101 3,186 Sole 36
Toro Co. Common Stocks 891092108 1,067 34,000 Sole 36
Tosco Corp. Common Stocks 891490302 2,248 90,600 Defined 14
5,814 234,300 Defined 24
1,509 60,800 Defined 28
3,318 133,710 Sole 36
Total Renal Care Holdings, Inc. Common Stocks 89151A107 18 1,603 Sole 36
Tower Automotive, Inc. Common Stocks 891707101 1,352 72,600 Defined 12
652 35,000 Defined 30
4,613 247,700 Sole 36
Tower Realty Trust, Inc. Common Stocks 8.92E+113 485 25,600 Defined 29
30 1,600 Sole 36
Total Systems Services, Inc. Common Stocks 891906109 16 828 Sole 36
Town & Country Trust Common Stocks 892081100 5 300 Sole 36
Toys "R" Us, Inc. Common Stocks 892335100 2,030 107,900 Defined 14
843 44,824 Defined 28
895 47,600 Defined 33
3,904 207,543 Sole 36
Tractor Supply Co. Common Stocks 892356106 40 1,600 Defined 31
Transaction Systems Architects, Inc. Class A Common Stocks 893416107 2,700 75,000 Defined 15
4,050 112,500 Sole 36
Transamerica Financial Corp. Common Stocks 893485102 611 8,600 Defined 28
1,846 26,000 Sole 36
Transatlantic Holdings, Inc. Common Stocks 893521104 2,873 38,300 Defined 5
375 5,000 Defined 12
5,546 73,950 Sole 36
TransCanada Pipelines, Ltd. Common Stocks 893526103 1,243 90,000 Sole 36
Transocean Offshore, Inc. Common Stocks 893817106 3,014 104,600 Defined 10
1,556 54,000 Defined 15
1,680 58,300 Defined 24
2,051 71,200 Defined 28
5,138 178,312 Sole 36
Transport Corp. of America Common Stocks 89385P102 248 22,000 Defined 25
368 32,000 Sole 36
Transportacion Maritima Mexicana SA de CV Common Stocks 893868307 405 80,000 Defined 11
TransTechnology Corp. Common Stocks 893889105 163 9,900 Defined 25
256 15,500 Sole 36
TransTexas Gas Corp. Common Stocks 893895102 1 1,000 Sole 36
TransMontaigne, Inc. Common Stocks 893934109 437 36,000 Defined 30
153 12,600 Sole 36
Travelers Property Casualty Corp. Class A Common Stocks 893939108 644 18,000 Defined 14
4,658 130,300 Defined 28
658 18,400 Defined 33
3,194 89,340 Sole 36
TranSwitch Corp. Common Stocks 894065101 2,391 52,850 Defined 26
2,109 46,600 Sole 36
Tredegar Industries, Inc. Common Stocks 894650100 93 3,000 Defined 30
145 4,700 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Tootsie Roll Industries, Inc. 58,710
4,762
113,206
Torchmark Corp. 17,200
3,186
Toro Co. 34,000
Tosco Corp. 90,600
234,300
60,800
133,710
Total Renal Care Holdings, Inc. 1,603
Tower Automotive, Inc. 72,600
35,000
247,700
Tower Realty Trust, Inc. 25,600
1,600
Total Systems Services, Inc. 828
Town & Country Trust 300
Toys "R" Us, Inc. 107,900
44,824
47,600
207,543
Tractor Supply Co. 1,600
Transaction Systems Architects, Inc. Class A 75,000
112,500
Transamerica Financial Corp. 8,600
26,000
Transatlantic Holdings, Inc. 38,300
5,000
73,950
TransCanada Pipelines, Ltd. 90,000
Transocean Offshore, Inc. 104,600
54,000
58,300
71,200
178,312
Transport Corp. of America 22,000
32,000
Transportacion Maritima Mexicana SA de CV 80,000
TransTechnology Corp. 9,900
15,500
TransTexas Gas Corp. 1,000
TransMontaigne, Inc. 36,000
12,600
Travelers Property Casualty Corp. Class A 18,000
130,300
18,400
89,340
TranSwitch Corp. 52,850
46,600
Tredegar Industries, Inc. 3,000
4,700
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Trenwick Group, Inc. Common Stocks 895290104 33 1,250 Defined 12
Triad Guaranty, Inc. Common Stocks 895925105 3 200 Sole 36
Tricon Global Restaurants, Inc. Common Stocks 895953107 4,222 60,100 Defined 10
15,111 215,100 Defined 28
4,252 60,530 Sole 36
Tribune Co. Common Stocks 896047107 6,622 101,200 Defined 7
1,466 22,400 Defined 10
33 500 Defined 14
1,446 22,100 Defined 28
16,071 245,596 Sole 36
Trigon Healthcare, Inc. Common Stocks 89618L100 1,493 43,600 Defined 12
627 18,300 Defined 30
3,167 92,479 Sole 36
TriNet Corporate Realty Trust, Inc. Common Stocks 896287109 6,770 266,800 Defined 3
1,330 52,400 Defined 29
51 2,000 Sole 36
Trinity Industries, Inc. Common Stocks 896522109 2,000 68,100 Defined 5
1,278 43,500 Defined 12
2,432 82,800 Defined 24
864 29,400 Defined 28
626 21,300 Defined 30
10,015 340,950 Sole 36
TriStar Aerospace Co. Common Stocks 89674L101 292 32,000 Defined 25
639 70,000 Sole 36
Triumph Group, Inc. New Common Stocks 896818101 54 2,300 Defined 30
1,227 52,200 Sole 36
Trizec Hahn Corp. Common Stocks 896938107 3,080 167,600 Defined 29
True North Communications, Inc. Common Stocks 897844106 23 826 Sole 36
Trust Company of New Jersey Common Stocks 898304100 2 100 Sole 36
Trustmark Corp. Common Stocks 898402102 512 26,000 Defined 30
217 11,027 Sole 36
Tupperware Corp. Common Stocks 899896104 1,359 75,500 Defined 28
587 32,600 Defined 30
1,496 83,100 Sole 36
TV Azteca SA de CV - ADR Common Stocks 901145102 998 159,700 Defined 11
20th Century Industries Common Stocks 901272203 65 4,000 Defined 31
27 1,654 Sole 36
Tyco International, Ltd. Common Stocks 902124106 20,664 288,000 Defined 1
6,178 86,100 Defined 4
18,304 255,103 Defined 14
5,962 83,100 Defined 16
5,876 81,900 Defined 23
2,870 40,000 Defined 34
127,618 1,778,651 Sole 36
Tyson Foods, Inc. Class A Common Stocks 902494103 1,036 50,100 Defined 28
544 26,300 Defined 33
3,868 186,982 Sole 36
UAL Corp. Common Stocks 902549500 5,155 66,300 Defined 1
2,737 35,200 Defined 24
17,525 225,398 Sole 36
UCAR International, Inc. Common Stocks 90262K109 47 3,323 Sole 36
UGI Corp. Common Stocks 902681105 57 3,400 Defined 31
UICI Common Stocks 902737105 238 10,500 Defined 12
275 12,200 Sole 36
UMB Financial Corp. Common Stocks 902788108 308 7,938 Sole 36
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Trenwick Group, Inc. 1,250
Triad Guaranty, Inc. 200
Tricon Global Restaurants, Inc. 60,100
215,100
60,530
Tribune Co. 101,200
22,400
500
22,100
245,596
Trigon Healthcare, Inc. 43,600
18,300
92,479
TriNet Corporate Realty Trust, Inc. 266,800
52,400
2,000
Trinity Industries, Inc. 68,100
43,500
82,800
29,400
21,300
340,950
TriStar Aerospace Co. 32,000
70,000
Triumph Group, Inc. New 2,300
52,200
Trizec Hahn Corp. 167,600
True North Communications, Inc. 826
Trust Company of New Jersey 100
Trustmark Corp. 26,000
11,027
Tupperware Corp. 75,500
32,600
83,100
TV Azteca SA de CV - ADR 159,700
20th Century Industries 4,000
1,654
Tyco International, Ltd. 288,000
86,100
255,103
83,100
81,900
40,000
1,778,651
Tyson Foods, Inc. Class A 50,100
26,300
186,982
UAL Corp. 66,300
35,200
225,398
UCAR International, Inc. 3,323
UGI Corp. 3,400
UICI 10,500
12,200
UMB Financial Corp. 7,938
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
USX-Marathon Group Common Stocks 902905827 5,418 197,000 Defined 23
8,863 322,300 Defined 24
14,730 535,624 Sole 36
UST Corp. Common Stocks 902911106 3,830 146,600 Defined 24
65 2,500 Defined 28
1,432 54,800 Sole 36
USA Truck, Inc. Common Stocks 902925106 256 25,000 Defined 25
351 34,500 Sole 36
U.S. Restaurant Properties, Inc. Common Stocks 902971100 19 1,000 Sole 36
U.S. Bancorp Common Stocks 902973106 3,812 111,900 Defined 14
3,934 115,500 Defined 16
1,482 43,500 Defined 24
11,548 339,010 Sole 36
USA Networks, Inc. Common Stocks 902984103 4,133 115,600 Defined 23
10,037 280,252 Sole 36
UNUM Corp. Common Stocks 903192102 5,727 120,400 Defined 14
6,901 145,100 Defined 24
447 9,400 Defined 28
4,253 89,412 Sole 36
URS Corp. Common Stocks 903236107 181 10,000 Defined 12
1,425 78,900 Defined 27
231 12,800 Defined 30
2,561 141,800 Sole 36
USG Corp. Common Stocks 903293405 2,343 45,600 Defined 5
2,055 40,000 Defined 12
2,045 39,800 Defined 27
11,816 230,000 Defined 28
1,166 22,700 Defined 30
128 2,500 Defined 31
13,453 261,859 Sole 36
U.S. Foodservice Common Stocks 90331R101 1,958 42,100 Defined 12
2,217 47,675 Sole 36
US LEC Corp. Common Stocks 90331S109 178 10,400 Sole 36
USEC, Inc. Common Stocks 9.03E+112 1,222 89,700 Defined 14
USX-U.S. Steel Group Common Stocks 90337T101 2,322 98,800 Defined 12
2,991 127,260 Sole 36
U.S. Xpress Enterprises, Inc. Class A Common Stocks 90338N103 53 4,600 Sole 36
U.S. Vision, Inc. New Common Stocks 90339M104 123 29,000 Defined 25
170 40,000 Sole 36
Ultramar Diamond Shamrock Corp. Common Stocks 904000106 1,823 84,300 Defined 12
229 10,600 Defined 14
876 40,500 Defined 24
370 17,100 Defined 28
532 24,600 Defined 33
5,190 239,992 Sole 36
Unifi, Inc. Common Stocks 904677101 263 20,600 Defined 14
17 1,350 Sole 36
Unifirst Corp. Common Stocks 904708104 65 3,100 Defined 30
Unilever NV Common Stocks 904784501 12,271 184,700 Defined 14
2,385 35,900 Defined 16
5,215 78,500 Defined 17
9,753 146,800 Defined 28
6,518 98,100 Sole 36
Unicom Corp. Common Stocks 904911104 6,102 166,900 Defined 7
1,616 44,200 Defined 30
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
USX-Marathon Group 197,000
322,300
535,624
UST Corp. 146,600
2,500
54,800
USA Truck, Inc. 25,000
34,500
U.S. Restaurant Properties, Inc. 1,000
U.S. Bancorp 111,900
115,500
43,500
339,010
USA Networks, Inc. 115,600
280,252
UNUM Corp. 120,400
145,100
9,400
89,412
URS Corp. 10,000
78,900
12,800
141,800
USG Corp. 45,600
40,000
39,800
230,000
22,700
2,500
261,859
U.S. Foodservice 42,100
47,675
US LEC Corp. 10,400
USEC, Inc. 89,700
USX-U.S. Steel Group 98,800
127,260
U.S. Xpress Enterprises, Inc. Class A 4,600
U.S. Vision, Inc. New 29,000
40,000
Ultramar Diamond Shamrock Corp. 84,300
10,600
40,500
17,100
24,600
239,992
Unifi, Inc. 20,600
1,350
Unifirst Corp. 3,100
Unilever NV 184,700
35,900
78,500
146,800
98,100
Unicom Corp. 166,900
44,200
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
771 21,100 Defined 33
18,250 499,150 Sole 36
Union Camp Corp. Common Stocks 905530101 685 10,200 Defined 33
2,618 39,000 Sole 36
Union Carbide Corp. Common Stocks 905581104 1,229 27,200 Defined 14
407 9,000 Defined 28
728 16,100 Defined 33
8,974 198,598 Sole 36
Union Pacific Corp. Common Stocks 907818108 5,173 96,800 Defined 14
727 13,600 Defined 30
978 18,300 Defined 33
20,882 390,771 Sole 36
Union Pacific Resources Group, Inc. Common Stocks 907834105 205 17,300 Defined 28
333 28,000 Defined 33
7,402 623,305 Sole 36
Union Planters Corp. Common Stocks 908068109 2,459 55,977 Defined 5
2,597 59,100 Defined 14
2,785 63,384 Sole 36
UnionBanCal Corp. Common Stocks 908906100 2,829 83,200 Defined 10
1,190 35,000 Defined 27
3,488 102,600 Defined 28
2,037 59,900 Defined 30
5,981 175,600 Sole 36
Uniphase Corp. Common Stocks 909149106 620 5,400 Defined 4
3,167 27,600 Defined 15
8,458 73,468 Sole 36
Unisource Worldwide, Inc. Common Stocks 909208100 98 13,800 Sole 36
Unisys Corp. Common Stocks 909214108 4,139 149,500 Defined 10
1,113 40,200 Defined 24
8,090 292,200 Defined 28
3,746 135,312 Sole 36
Unit Corp. Common Stocks 909218109 220 43,000 Defined 25
308 60,000 Sole 36
United Asset Management Corp. Common Stocks 909420101 32 1,404 Sole 36
United Auto Group, Inc. Common Stocks 909440109 86 11,300 Sole 36
United Companies Financial Corp. Common Stocks 909870107 0 29,000 Defined 12
7 20,800 Sole 36
United Dominion Realty Trust, Inc. Common Stocks 910197102 105 10,200 Sole 36
United Fire & Casualty Co. Common Stocks 910331107 1,346 53,025 Defined 5
2,106 81,787 Sole 36
United Healthcare Corp. Common Stocks 910581107 2,963 56,300 Defined 10
1,826 34,700 Defined 14
196 3,733 Sole 36
United Illuminating Co. Common Stocks 910637107 516 12,300 Defined 12
474 11,300 Defined 30
1,405 33,500 Sole 36
United International Holdings, Inc. Class A Common Stocks 910734102 2,258 51,900 Sole 36
United Natural Foods, Inc. Common Stocks 911163103 40 1,700 Sole 36
United Payors & United Providers, Inc. Common Stocks 911319101 304 13,200 Defined 30
360 15,600 Sole 36
US Bioscience, Inc. Common Stocks 911646206 6 514 Defined 23
United States Cellular Corp. Common Stocks 911684108 3,234 73,500 Defined 5
35 800 Defined 28
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
21,100
499,150
Union Camp Corp. 10,200
39,000
Union Carbide Corp. 27,200
9,000
16,100
198,598
Union Pacific Corp. 96,800
13,600
18,300
390,771
Union Pacific Resources Group, Inc. 17,300
28,000
623,305
Union Planters Corp. 55,977
59,100
63,384
UnionBanCal Corp. 83,200
35,000
102,600
59,900
175,600
Uniphase Corp. 5,400
27,600
73,468
Unisource Worldwide, Inc. 13,800
Unisys Corp. 149,500
40,200
292,200
135,312
Unit Corp. 43,000
60,000
United Asset Management Corp. 1,404
United Auto Group, Inc. 11,300
United Companies Financial Corp. 29,000
20,800
United Dominion Realty Trust, Inc. 10,200
United Fire & Casualty Co. 53,025
81,787
United Healthcare Corp. 56,300
34,700
3,733
United Illuminating Co. 12,300
11,300
33,500
United International Holdings, Inc. Class A 51,900
United Natural Foods, Inc. 1,700
United Payors & United Providers, Inc. 13,200
15,600
US Bioscience, Inc. 514
United States Cellular Corp. 73,500
800
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
119 2,700 Defined 31
3,843 87,349 Sole 36
U.S. Filter Corp. Common Stocks 911843209 124 4,055 Sole 36
USAirways Group, Inc. Common Stocks 911905107 547 11,200 Defined 24
100 2,052 Sole 36
U.S. Home Corp. Common Stocks 911920106 405 12,400 Defined 12
375 11,500 Defined 30
1,315 40,300 Sole 36
US Industries, Inc. New Common Stocks 912080108 688 41,839 Sole 36
U.S. Office Products Co. Common Stocks 912325300 3 847 Sole 36
U.S. West, Inc. NPV Common Stocks 91273H101 4,697 85,300 Defined 14
10,176 184,800 Defined 24
633 11,500 Defined 28
2,764 50,200 Defined 30
165 3,000 Defined 33
3,930 71,371 Sole 36
U.S. Trust Corp. New Common Stocks 91288L105 141 1,900 Defined 30
546 7,354 Sole 36
United Stationers, Inc. Common Stocks 913004107 1,136 75,700 Defined 27
212 14,100 Defined 30
1,819 119,300 Sole 36
United Technologies Corp. Common Stocks 913017109 5,526 40,800 Defined 1
5,729 42,300 Defined 4
15,846 117,000 Defined 10
4,849 35,800 Defined 23
163 1,200 Defined 28
43,293 319,654 Sole 36
United Television, Inc. Common Stocks 913066106 2,231 21,450 Defined 5
94 900 Defined 30
3,141 30,200 Sole 36
United Wisconsin Services, Inc. Common Stocks 913238100 6 800 Sole 36
Unitrin, Inc. Common Stocks 913275103 38 1,200 Sole 36
Universal Corp. Common Stocks 913456109 785 30,700 Defined 10
1,769 69,200 Defined 28
51 2,000 Defined 30
54 2,100 Defined 31
1,388 54,300 Sole 36
Universal Foods Corp. Common Stocks 913538104 809 39,200 Defined 12
83 4,000 Defined 31
1,101 53,400 Sole 36
Universal Forest Products, Inc. Common Stocks 913543104 317 15,100 Defined 30
398 19,400 Sole 36
Universal Stainless & Alloy Products, Inc. Common Stocks 913837100 108 19,000 Defined 25
208 35,000 Sole 36
Universal Health Services, Inc. Class B Common Stocks 913903100 804 18,600 Defined 30
1,887 43,639 Sole 36
Univision Communications, Inc. Common Stocks 914906100 26 516 Sole 36
Univision Communications, Inc. Class A Common Stocks 914906102 255 5,100 Defined 28
Unocal Corp. Common Stocks 915289102 5,511 149,700 Defined 7
280 7,600 Defined 14
20,355 552,950 Sole 36
UNOVA, Inc. Common Stocks 91529B106 144 10,900 Defined 12
1,315 99,700 Sole 36
USFreightways Corp. Common Stocks 916906100 644 19,600 Defined 12
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
2,700
87,349
U.S. Filter Corp. 4,055
USAirways Group, Inc. 11,200
2,052
U.S. Home Corp. 12,400
11,500
40,300
US Industries, Inc. New 41,839
U.S. Office Products Co. 847
U.S. West, Inc. NPV 85,300
184,800
11,500
50,200
3,000
71,371
U.S. Trust Corp. New 1,900
7,354
United Stationers, Inc. 75,700
14,100
119,300
United Technologies Corp. 40,800
42,300
117,000
35,800
1,200
319,654
United Television, Inc. 21,450
900
30,200
United Wisconsin Services, Inc. 800
Unitrin, Inc. 1,200
Universal Corp. 30,700
69,200
2,000
2,100
54,300
Universal Foods Corp. 39,200
4,000
53,400
Universal Forest Products, Inc. 15,100
19,400
Universal Stainless & Alloy Products, Inc. 19,000
35,000
Universal Health Services, Inc. Class B 18,600
43,639
Univision Communications, Inc. 516
Univision Communications, Inc. Class A 5,100
Unocal Corp. 149,700
7,600
552,950
UNOVA, Inc. 10,900
99,700
USFreightways Corp. 19,600
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
85 2,600 Defined 30
3,041 92,500 Sole 36
Urban Outfitters, Inc. Common Stocks 917047102 239 17,000 Defined 25
357 25,400 Sole 36
Urban Shopping Centers, Inc. Common Stocks 917060105 1,908 66,500 Defined 29
23 800 Sole 36
Urologix, Inc. Common Stocks 917273104 14 3,700 Defined 25
18 4,800 Sole 36
UroCor, Inc. Common Stocks 91727P100 244 50,000 Sole 36
UroCor, Inc. Common Stocks 91727P105 171 38,000 Defined 25
USBANCORP, Inc. Common Stocks 917292104 35 2,400 Defined 30
USWeb Corp. Common Stocks 917327108 2,630 63,950 Defined 26
2,510 60,850 Sole 36
UtiliCorp United, Inc. Common Stocks 918005109 1,488 65,400 Defined 12
2,679 117,750 Defined 27
952 41,850 Defined 28
1,280 56,250 Defined 30
8,238 362,100 Sole 36
V.F. Corp. Common Stocks 918204108 1,411 29,900 Defined 28
670 14,200 Defined 33
3,303 70,000 Defined 34
13,189 279,500 Sole 36
Valassis Communications, Inc. Common Stocks 918866104 1,982 38,300 Defined 27
5,568 107,600 Sole 36
Valhi, Inc. New Common Stocks 918905100 1 100 Sole 36
Valero Energy Corp. Common Stocks 91913Y100 1,938 77,900 Defined 12
368 14,800 Defined 14
2,189 88,000 Sole 36
Valley National Gases, Inc. Common Stocks 919792101 171 37,000 Defined 25
255 55,200 Sole 36
Valley National Bancorp Common Stocks 919794107 22 875 Defined 30
354 14,072 Sole 36
Valspar Corp. Common Stocks 920355104 29 907 Sole 36
Value City Department Stores, Inc. Common Stocks 920387107 25 2,600 Sole 36
Valuevision International, Inc. Class A Common Stocks 92047K107 1,231 100,000 Sole 36
Varco International, Inc. Common Stocks 922126107 16 1,463 Sole 36
Varian Associates, Inc. Common Stocks 922204102 27 700 Sole 36
Varlen Corp. Common Stocks 922248109 216 10,025 Defined 12
319 14,825 Defined 30
43 2,000 Defined 31
603 27,400 Sole 36
Vastar Resources, Inc. Common Stocks 922380100 17 351 Sole 36
Veeco Instruments, Inc. Common Stocks 922417100 29 800 Defined 4
92 2,500 Sole 36
Ventas, Inc. Common Stocks 92276F100 24 4,000 Sole 36
Venator Group, Inc. Common Stocks 922944103 21 3,000 Sole 36
Verilink Corp. Common Stocks 923432108 164 46,800 Defined 25
228 65,000 Sole 36
Verio, Inc. Common Stocks 923433106 1,380 30,000 Defined 15
971 21,100 Defined 26
3,856 83,600 Sole 36
Veritas Software Corp. Common Stocks 923436109 2,676 33,300 Defined 15
4,568 56,566 Sole 36
Verity, Inc. Common Stocks 92343C106 1,751 52,450 Defined 26
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
2,600
92,500
Urban Outfitters, Inc. 17,000
25,400
Urban Shopping Centers, Inc. 66,500
800
Urologix, Inc. 3,700
4,800
UroCor, Inc. 50,000
UroCor, Inc. 38,000
USBANCORP, Inc. 2,400
USWeb Corp. 63,950
60,850
UtiliCorp United, Inc. 65,400
117,750
41,850
56,250
362,100
V.F. Corp. 29,900
14,200
70,000
279,500
Valassis Communications, Inc. 38,300
107,600
Valhi, Inc. New 100
Valero Energy Corp. 77,900
14,800
88,000
Valley National Gases, Inc. 37,000
55,200
Valley National Bancorp 875
14,072
Valspar Corp. 907
Value City Department Stores, Inc. 2,600
Valuevision International, Inc. Class A 100,000
Varco International, Inc. 1,463
Varian Associates, Inc. 700
Varlen Corp. 10,025
14,825
2,000
27,400
Vastar Resources, Inc. 351
Veeco Instruments, Inc. 800
2,500
Ventas, Inc. 4,000
Venator Group, Inc. 3,000
Verilink Corp. 46,800
65,000
Verio, Inc. 30,000
21,100
83,600
Veritas Software Corp. 33,300
56,566
Verity, Inc. 52,450
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
1,556 46,450 Sole 36
VeriSign, Inc. Common Stocks 92343E102 2,618 17,000 Defined 15
5,082 33,000 Sole 36
Veterinary Centers of America, Inc. Common Stocks 925514101 96 6,800 Defined 30
42 3,000 Defined 31
1,375 97,350 Sole 36
Veterinary Centers of America, Inc. Long-Term Investments 925514AB7 190 250,000 Defined 25
347 450,000 Sole 36
Viacom, Inc. Class B Common Stocks 925524308 8,545 101,800 Defined 10
5,112 60,900 Defined 23
5,431 64,700 Defined 24
797 9,500 Defined 30
13,575 323,454 Sole 36
Viad Corp. Common Stocks 92552R109 7,312 262,900 Defined 28
245 8,800 Defined 30
4,060 145,962 Sole 36
VideoServer, Inc. Common Stocks 926918103 390 49,500 Defined 26
342 44,100 Sole 36
Vintage Petroleum, Inc. Common Stocks 927460105 1,454 161,500 Defined 5
1,617 179,700 Sole 36
Virco Manufacturing Corp. Common Stocks 927651100 18 1,300 Sole 36
Vishay Intertechnology, Inc. Common Stocks 928298108 445 30,580 Defined 28
3,622 248,732 Sole 36
VISX, Inc. Common Stocks 92844S105 6,511 60,600 Defined 27
580 5,400 Defined 30
9,939 92,400 Sole 36
Vitesse Semiconductor Corp. Common Stocks 928497106 3,201 63,300 Defined 26
2,235 44,200 Defined 27
405 8,000 Defined 28
7,287 143,948 Sole 36
Vornado Realty Trust Common Stocks 929042109 31,329 908,100 Defined 3
1,898 55,000 Defined 29
455 13,179 Sole 36
Vornado Operating, Inc. Common Stocks 92904N103 272 45,405 Defined 3
Vulcan Materials Co. Common Stocks 929160109 793 19,200 Defined 28
105 2,550 Defined 31
2,157 52,200 Sole 36
WHX Corp. Common Stocks 929248102 24 3,100 Defined 12
37 4,700 Sole 36
WICOR, Inc. Common Stocks 929253102 81 4,000 Defined 31
18 900 Sole 36
Wachovia Corp. Common Stocks 929771103 369 4,546 Sole 36
Wackenhut Corp. Common Stocks 929794105 47 2,100 Sole 36
Wackenhut Corrections Corp. Common Stocks 929798106 674 34,900 Defined 15
732 37,900 Sole 36
Waddell & Reed Financial, Inc. Common Stocks 930059100 43 2,100 Defined 14
98 4,800 Defined 28
634 30,940 Sole 36
Waddell & Reed Financial, Inc. Class B Common Stocks 930059209 183 9,200 Defined 14
34 1,708 Defined 28
Wal-Mart Stores, Inc. Common Stocks 931142103 9,551 103,600 Defined 1
1,945 21,100 Defined 4
19,728 214,000 Defined 10
20,604 223,500 Defined 14
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
46,450
VeriSign, Inc. 17,000
33,000
Veterinary Centers of America, Inc. 6,800
3,000
97,350
Veterinary Centers of America, Inc. 250,000
450,000
Viacom, Inc. Class B 101,800
60,900
64,700
9,500
323,454
Viad Corp. 262,900
8,800
145,962
VideoServer, Inc. 49,500
44,100
Vintage Petroleum, Inc. 161,500
179,700
Virco Manufacturing Corp. 1,300
Vishay Intertechnology, Inc. 30,580
248,732
VISX, Inc. 60,600
5,400
92,400
Vitesse Semiconductor Corp. 63,300
44,200
8,000
143,948
Vornado Realty Trust 908,100
55,000
13,179
Vornado Operating, Inc. 45,405
Vulcan Materials Co. 19,200
2,550
52,200
WHX Corp. 3,100
4,700
WICOR, Inc. 4,000
900
Wachovia Corp. 4,546
Wackenhut Corp. 2,100
Wackenhut Corrections Corp. 34,900
37,900
Waddell & Reed Financial, Inc. 2,100
4,800
30,940
Waddell & Reed Financial, Inc. Class B 9,200
1,708
Wal-Mart Stores, Inc. 103,600
21,100
214,000
223,500
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
9,965 108,100 Defined 16
1,724 18,700 Defined 28
65,679 712,446 Sole 36
Walden Residential Properties, Inc. Common Stocks 931210100 32 1,800 Sole 36
Walgreen Co. Common Stocks 931422109 229 8,100 Defined 1
455 16,100 Defined 4
2,664 94,304 Sole 36
Wallace Computer Services, Inc. Common Stocks 932270101 1,189 60,000 Sole 36
Walter Industries, Inc. Common Stocks 93317Q105 55 4,900 Sole 36
Warnaco Group, Inc. Class A Common Stocks 934390105 7 300 Defined 28
30 1,200 Sole 36
Warner-Lambert Co. Common Stocks 934488107 14,111 213,200 Defined 1
1,549 23,400 Defined 4
735 11,100 Defined 10
8,035 121,400 Defined 14
6,943 104,900 Defined 16
4,633 70,000 Defined 23
2,581 39,000 Defined 34
90,329 1,364,739 Sole 36
Washington Federal, Inc. Common Stocks 938824109 830 39,534 Defined 12
202 9,600 Defined 14
1,684 80,200 Defined 24
838 39,900 Defined 30
1,874 89,256 Sole 36
Washington Mutual, Inc. Common Stocks 939322103 437 10,700 Defined 1
6,882 168,376 Defined 7
6,638 162,409 Defined 14
3,530 86,350 Defined 23
6,495 158,900 Defined 24
2,583 63,184 Defined 28
25,575 625,685 Sole 36
Washington Post Co. Class B Common Stocks 939640108 4,120 7,900 Defined 5
678 1,300 Defined 14
5,396 10,348 Sole 36
Washington Real Estate Investment Trust Common Stocks 939653101 42 2,600 Sole 36
Waste Management, Inc. Common Stocks 94106L109 3,670 82,700 Defined 1
10,257 231,136 Defined 14
4,948 111,500 Defined 23
1,482 33,400 Defined 28
31,776 716,073 Sole 36
Waters Corp. Common Stocks 941848103 1,555 14,800 Defined 10
1,051 10,000 Defined 28
893 8,500 Defined 30
4,252 40,475 Sole 36
Watson Pharmaceuticals, Inc. Common Stocks 942683103 4,315 97,800 Defined 14
22 500 Defined 28
838 18,984 Sole 36
Weatherford International, Inc. Common Stocks 947074100 3,545 135,698 Sole 36
Webb (Del E.) Corp. Common Stocks 947423109 360 16,600 Defined 12
1,262 58,200 Defined 27
134 6,200 Defined 30
59 2,700 Defined 31
2,464 113,600 Sole 36
Webster Financial Corp. Common Stocks 947890109 2,559 89,400 Defined 5
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
108,100
18,700
712,446
Walden Residential Properties, Inc. 1,800
Walgreen Co. 8,100
16,100
94,304
Wallace Computer Services, Inc. 60,000
Walter Industries, Inc. 4,900
Warnaco Group, Inc. Class A 300
1,200
Warner-Lambert Co. 213,200
23,400
11,100
121,400
104,900
70,000
39,000
1,364,739
Washington Federal, Inc. 39,534
9,600
80,200
39,900
89,256
Washington Mutual, Inc. 10,700
168,376
162,409
86,350
158,900
63,184
625,685
Washington Post Co. Class B 7,900
1,300
10,348
Washington Real Estate Investment Trust 2,600
Waste Management, Inc. 82,700
231,136
111,500
33,400
716,073
Waters Corp. 14,800
10,000
8,500
40,475
Watson Pharmaceuticals, Inc. 97,800
500
18,984
Weatherford International, Inc. 135,698
Webb (Del E.) Corp. 16,600
58,200
6,200
2,700
113,600
Webster Financial Corp. 89,400
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security
Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
716 25,000 Defined 12
23 800 Defined 30
3,832 132,700 Sole 36
Weeks Corp. Common Stocks 94856P102 2,361 82,650 Defined 29
49 1,700 Sole 36
Weider Nutrition International, Inc.F Common Stocks 948603100 243 51,100 Sole 36
Weider Nutrition International, Inc. Class A Common Stocks 948603105 200 42,000 Defined 25
Weingarten Realty Investors Common Stocks 948741103 16 400 Sole 36
Weis Markets, Inc. Common Stocks 948849104 110 3,000 Defined 28
11 300 Sole 36
Wellman, Inc. Common Stocks 949702104 222 25,000 Defined 25
44 5,000 Defined 30
465 52,400 Sole 36
Wellpoint Health Networks, Inc. Class A Common Stocks 94973H108 5,398 71,200 Defined 10
1,304 17,200 Defined 14
54 706 Defined 28
969 12,785 Sole 36
Wells Fargo Co. Common Stocks 949746101 9,323 265,900 Defined 7
10,042 286,400 Defined 14
6,564 187,200 Defined 16
1,571 44,800 Defined 24
1,147 32,700 Defined 33
51,877 1,479,571 Sole 36
Wellsford Real Properties, Inc. Common Stocks 950240101 249 28,400 Defined 25
263 30,000 Sole 36
Wendy's International, Inc. Common Stocks 950590109 839 29,500 Defined 24
237 8,332 Sole 36
Werner Enterprises, Inc. Common Stocks 950755108 178 11,300 Defined 12
213 13,500 Sole 36
Wesco Financial Corp. Com Common Stocks 950817100 7 20 Sole 36
West Marine, Inc. Common Stocks 954235107 315 35,500 Defined 25
444 50,000 Sole 36
Westamerica Bancorporation Common Stocks 957090103 253 8,000 Defined 12
1,898 60,000 Defined 15
3,061 96,800 Sole 36
WesterFed Financial Corp. Common Stocks 957550106 236 14,000 Defined 25
372 22,000 Sole 36
Western Digital Corp. Common Stocks 958102105 243 30,600 Defined 28
897 113,046 Sole 36
Western Investment Real Estate Trust Common Stocks 958468100 20 1,900 Sole 36
Western Resources, Inc. Common Stocks 959425109 1,369 51,300 Defined 12
400 15,000 Defined 14
400 15,000 Defined 30
2,941 110,200 Sole 36
Westfield America, Inc. Common Stocks 959910100 45 2,600 Sole 36
Westinghouse Air Brake Co. Common Stocks 960386100 196 9,400 Sole 36
WestPoint Stevens, Inc. Common Stocks 961238102 14 500 Defined 30
24 856 Sole 36
Westvaco Corp. Common Stocks 961548104 798 38,000 Defined 10
1,407 67,000 Defined 12
2,600 123,800 Defined 24
483 23,000 Defined 33
3,703 176,325 Sole 36
<CAPTION>
Security Name
Sole Voting Shared Voting
<S> <C> <C>
25,000
800
132,700
Weeks Corp. 82,650
1,700
Weider Nutrition International, Inc.F 51,100
Weider Nutrition International, Inc. Class A 42,000
Weingarten Realty Investors 400
Weis Markets, Inc. 3,000
300
Wellman, Inc. 25,000
5,000
52,400
Wellpoint Health Networks, Inc. Class A 71,200
17,200
706
12,785
Wells Fargo Co. 265,900
286,400
187,200
44,800
32,700
1,479,571
Wellsford Real Properties, Inc. 28,400
300,000
Wendy's International, Inc. 29,500
8,332
Werner Enterprises, Inc. 11,300
13,500
Wesco Financial Corp. Com 20
West Marine, Inc. 35,500
50,000
Westamerica Bancorporation 8,000
60,000
96,800
WesterFed Financial Corp. 14,000
22,000
Western Digital Corp. 30,600
113,046
Western Investment Real Estate Trust 1,900
Western Resources, Inc. 51,300
15,000
15,000
110,200
Westfield America, Inc. 2,600
Westinghouse Air Brake Co. 9,400
WestPoint Stevens, Inc. 500
856
Westvaco Corp. 38,000
67,000
123,800
23,000
176,325
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Wet Seal, Inc. Class A (The) Common Stocks 961840105 225 6,100
203 5,500 Defined 30
Weyerhaeuser Co. Common Stocks 962166104 33 600 Sole 36
11,627 209,500 Defined 28
Whirlpool Corp. Common Stocks 963320106 7,787 143,200 Sole 36
3,643 67,000 Defined 7
1,213 22,300 Defined 10
750 13,800 Defined 14
26,214 482,100 Defined 33
Whitman Corp. Common Stocks 96647K102 39 2,250 Sole 36
Whittman-Hart, Inc. Common Stocks 966834103 971 45,150 Sole 36
43 2,000 Defined 26
856 39,800 Defined 30
Whole Foods Market, Inc. Common Stocks 966837106 22 631 Sole 36
Wiley (John) & Son Inc. Class A Common Stocks 968223206 172 4,100 Sole 36
4,297 102,300 Defined 30
Willamette Industries, Inc. Common Stocks 969133107 729 19,300 Sole 36
2,769 73,348 Defined 33
Willbros Group, Inc. Common Stocks 969199108 93 18,000 Sole 36
114 22,000 Defined 25
Williams Cos. (The) Common Stocks 969457100 3,851 97,500 Sole 36
10,496 265,714 Defined 23
Williams-Sonoma, Inc. Common Stocks 969904101 27 946 Sole 36
Wilmington Trust Corp. Common Stocks 971807102 46 800 Sole 36
Wilsons The Leather Experts, Inc. Common Stocks 972463103 245 26,000 Sole 36
340 36,000 Defined 25
Windmere Corp. Common Stocks 973411101 1,595 227,900 Sole 36
Winn-Dixie Stores, Inc. Common Stocks 974280109 75 2,016 Sole 36
Winnebago Industries, Inc. Common Stocks 974637100 49 3,500 Sole 36
Wisconsin Central Transportation Corp. Common Stocks 976592105 81 6,100 Defined 31
Wisconsin Energy Corp. Common Stocks 976657106 489 18,700 Defined 14
2,417 92,500 Defined 12
570 21,800 Defined 14
6,851 262,225 Defined 33
Witco Corp. Common Stocks 977385103 183 14,400 Sole 36
768 60,500 Defined 33
Wolverine Tube, Inc. Common Stocks 978093102 254 12,000 Sole 36
190 9,000 Defined 12
471 22,300 Defined 25
World Color Press, Inc. Common Stocks 981443104 638 30,000 Sole 36
230 10,800 Defined 12
884 41,600 Defined 30
Worthington Industries, Inc. Common Stocks 981811102 1,791 152,400 Sole 36
247 21,000 Defined 10
763 64,925 Defined 12
Worldtex, Inc. Common Stocks 981907100 188 100,000 Sole 36
Worldtex, Inc. Common Stocks 981907108 169 90,000 Sole 36
Wrigley (Wm.), Jr. Co. Common Stocks 982526105 164 1,814 Defined 25
Wyman-Gordon Co. Common Stocks 983085101 2,426 262,250 Sole 36
Wynn's International, Inc. Common Stocks 983195108 240 13,750 Sole 36
201 11,550 Defined 25
X-Rite, Inc. Common Stocks 983857103 8 1,300 Sole 36
Xilinx, Inc. Common Stocks 983919101 1,823 45,000 Sole 36
Defined 26
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Wet Seal, Inc. Class A (The) 6,100
5,500
Weyerhaeuser Co. 600
209,500
Whirlpool Corp. 143,200
67,000
22,300
13,800
482,100
Whitman Corp. 2,250
Whittman-Hart, Inc. 45,150
2,000
39,800
Whole Foods Market, Inc. 631
Wiley (John) & Son Inc. Class A 4,100
102,300
Willamette Industries, Inc. 19,300
73,348
Willbros Group, Inc. 18,000
22,000
Williams Cos. (The) 97,500
265,714
Williams-Sonoma, Inc. 946
Wilmington Trust Corp. 800
Wilsons The Leather Experts, Inc. 26,000
36,000
Windmere Corp. 227,900
Winn-Dixie Stores, Inc. 2,016
Winnebago Industries, Inc. 3,500
Wisconsin Central Transportation Corp. 6,100
Wisconsin Energy Corp. 18,700
92,500
21,800
262,225
Witco Corp. 14,400
60,500
Wolverine Tube, Inc. 12,000
9,000
22,300
World Color Press, Inc. 30,000
10,800
41,600
Worthington Industries, Inc. 152,400
21,000
64,925
Worldtex, Inc. 100,000
Worldtex, Inc. 90,000
Wrigley (Wm.), Jr. Co. 1,814
Wyman-Gordon Co. 262,250
Wynn's International, Inc. 13,750
11,550
X-Rite, Inc. 1,300
Xilinx, Inc. 45,000
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
2,232 55,100 Defined 27
6,956 171,500 Sole 36
Xircom, Inc. Common Stocks 983922105 1,274 50,950 Defined 26
1,405 56,200 Defined 27
223 8,900 Defined 30
83 3,300 Defined 31
3,219 128,100 Sole 36
Xerox Corp. Common Stocks 984121103 13,232 247,900 Defined 7
11,145 208,800 Defined 13
5,871 110,000 Defined 16
82,143 1,538,982 Sole 36
Xomed Surgical Products, Inc. Common Stocks 98412V107 325 8,300 Defined 15
546 13,900 Sole 36
XTRA Corp. Common Stocks 984138107 736 19,200 Defined 12
73 1,900 Defined 30
1,092 28,500 Sole 36
YPF Sociedad Anonima Class D - ADR Common Stocks 984245100 2,083 66,000 Defined 11
6,022 190,800 Defined 13
2,559 81,090 Defined 14
1,061 33,600 Defined 17
14,782 468,350 Sole 36
Yahoo!, Inc. Common Stocks 984332106 4,255 25,300 Defined 28
6,464 38,388 Sole 36
Yankee Energy Systems, Inc. Common Stocks 984779108 101 4,400 Defined 12
65 2,800 Sole 36
Yellow Corp. Common Stocks 985509108 363 20,900 Defined 12
420 24,200 Defined 30
1,013 58,300 Sole 36
York International Corp. Common Stocks 986670107 1,639 46,400 Defined 27
226 6,400 Defined 28
2,391 67,700 Defined 30
124 3,500 Defined 31
6,053 171,400 Sole 36
Young & Rubicam, Inc. Common Stocks 987425105 14 335 Sole 36
Youth Services International, Inc. Common Stocks 987816105 70 32,000 Defined 25
109 50,000 Sole 36
Zale Corp. Common Stocks 988858106 2,024 59,200 Defined 12
89 2,600 Defined 30
96 2,800 Defined 31
3,439 100,600 Sole 36
Zebra Technologies Corp. Class A Common Stocks 989207105 74 3,100 Defined 31
Zeneca Group PLC - ADR Common Stocks 98934D106 2,899 61,600 Defined 16
7,930 168,500 Sole 36
Zions Bancorp Common Stocks 989701107 663 10,000 Defined 28
807 12,132 Sole 36
Zonagen, Inc. Common Stocks 98975L108 525 25,000 Defined 15
430 20,000 Sole 36
DaimlerChrysler AG Common Stocks D1668R123 1,181 13,763 Defined 14
Amdocs, Ltd. Common Stocks G02602103 1,619 74,850 Defined 26
1,427 66,000 Sole 36
Annuity and Life Re (Holdings), Ltd. Common Stocks G03910100 1,299 56,800 Sole 36
Central European Media Enterprises, Ltd. Class A Common Stocks G20045103 500 40,000 Defined 11
555 44,400 Defined 14
Credicorp, Ltd. Common Stocks G2519Y108 226 23,200 Defined 17
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
55,100
171,500
Xircom, Inc. 50,950
56,200
8,900
3,300
128,100
Xerox Corp. 247,900
208,800
110,000
1,538,982
Xomed Surgical Products, Inc. 8,300
13,900
XTRA Corp. 19,200
1,900
28,500
YPF Sociedad Anonima Class D - ADR 66,000
190,800
81,090
33,600
468,350
Yahoo!, Inc. 25,300
38,388
Yankee Energy Systems, Inc. 4,400
2,800
Yellow Corp. 20,900
24,200
58,300
York International Corp. 46,400
6,400
67,700
3,500
171,400
Young & Rubicam, Inc. 335
Youth Services International, Inc. 32,000
50,000
Zale Corp. 59,200
2,600
2,800
100,600
Zebra Technologies Corp. Class A 3,100
Zeneca Group PLC - ADR 61,600
168,500
Zions Bancorp 10,000
12,132
Zonagen, Inc. 25,000
20,000
DaimlerChrysler AG 13,763
Amdocs, Ltd. 74,850
66,000
Annuity and Life Re (Holdings), Ltd. 56,800
Central European Media Enterprises, Ltd. Class A 40,000
44,400
Credicorp, Ltd. 23,200
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
Security Name Security Type CUSIP Value Shares Discretion Manager
<S> <C> <C> <C> <C> <C> <C>
Globalstar Telecommunications, Ltd. Common Stocks G3930H100 1,154 83,200 Sole 36
IPC Holdings, Ltd. Common Stocks G4933P101 1,594 80,200 Defined 5
Loral Space & Communications, Ltd. Common Stocks G56462107 599 41,500 Defined 4
1,792 124,100 Sole 36
Nordic American Tanker Shipping, Ltd. Common Stocks G65773106 776 67,500 Sole 36
RenaissanceRe Holdings, Ltd. Common Stocks G7496G103 2,456 70,300 Defined 5
2,676 76,600 Sole 36
RSL Communication, Ltd. Class A Common Stocks G7702U100 2,336 65,000 Sole 36
Santa Fe International Corp. Common Stocks G7805C108 1,661 88,900 Defined 5
1,736 92,900 Sole 36
Scottish Annuity & Life Holdings, Ltd. Common Stocks G7885T104 273 28,000 Defined 25
400 41,000 Sole 36
Tommy Hilfiger Corp. Common Stocks G8915Z102 1,219 17,700 Defined 5
2,879 41,800 Sole 36
Millicom International Cellular SA Common Stocks L6388F102 1,118 43,000 Defined 11
Gilat Satellite Networks, Ltd. Common Stocks M51474100 1,807 30,300 Defined 26
2,498 Defined 35
1,620 27,000 Sole 36
ASM Lithography Holding NV Common Stocks N07059111 293 6,500 Sole 36
Banco Latinoamericano de Exportaciones SA
Class E Common Stocks P16994132 1,040 40,000 Defined 11
Panamerican Beverages, Inc. Class A Common Stocks P74823108 1,512 86,100 Defined 11
Royal Caribbean Cruises, Ltd. Common Stocks V7780T103 5,519 141,500 Defined 23
3,553 347,500 Sole 36
Creative Technology, Ltd. Common Stocks Y1775U107 286 25,000 Defined 33
Report Summary 5331 Data Records 17,503,553
<CAPTION>
Security Name Sole Voting Shared Voting
<S> <C> <C>
Globalstar Telecommunications, Ltd. 83,200
IPC Holdings, Ltd. 80,200
Loral Space & Communications, Ltd. 41,500
124,100
Nordic American Tanker Shipping, Ltd. 67,500
RenaissanceRe Holdings, Ltd. 70,300
76,600
RSL Communication, Ltd. Class A 65,000
Santa Fe International Corp. 88,900
92,900
Scottish Annuity & Life Holdings, Ltd. 28,000
41,000
Tommy Hilfiger Corp. 17,700
41,800
Millicom International Cellular SA 43,000
Gilat Satellite Networks, Ltd. 30,300
49,450
27,000
ASM Lithography Holding NV 6,500
Banco Latinoamericano de Exportaciones SA
Class E 40,000
Panamerican Beverages, Inc. Class A 86,100
Royal Caribbean Cruises, Ltd. 141,500
347,500
Creative Technology, Ltd. 25,000
Report Summary
</TABLE>
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