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Previous: SILICON VALLEY BANCSHARES, 10-Q, 1999-08-11 |
Next: CONAM REALTY INVESTORS 4 L P, 10-Q, 1999-08-11 |
<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: June 30, 1999
-------------
Check here if Amendment [ ]; Amendment Number: -------------
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: Frank Russell Company
--------------------------------------------------
Address: 909 A Street
Tacoma, WA 98402
--------------------------------------------------
Form 13F File Number: 028-01190
---------
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 July 30, 1999
- ------------------------------------------------------------ ----------------
[Signature] [City, State] [Date]
<PAGE>
1. This report is filed by Frank Russell Company as:
A. The parent which, on the applicable reporting date, wholly owned Frank
Russell Trust Company ("FRTC"), a non-depository trust company organized
and existing under the laws of the State of Washington. Through twenty-four
collective investment funds, FRTC serves as trustee or "investment manager"
(as defined in ERISA) for employee benefit plans.
B. The corporate parent of Frank Russell Investment Management Company
("FRIMCo"), the "manager" and primary "investment advisor" (as defined in
the Investment Company Act of 1940) for Frank Russell Investment Company
("FRIC"), and Russell Insurance Funds ("RIF"). FRIC and RIF are both
diversified open-end investment companies and are registered under the
Investment Company Act of 1940. FRIC consists of twenty-seven separate
Funds and RIF consists of five separate Funds.
2. FRTC uses the investment advisory services of one or more advisors for each
of its collective investment funds. The only authority conferred upon the
advisors by their agreements with FRTC is to recommend purchases and sales
of securities and to arrange for the execution of transactions approved by
FRTC (except for the Real Estate Equity Fund and a portion of the Tactical
Asset Allocation Fund which is invested in group trusts, those investments
are not reportable on Form 13F). FRTC has retained and exercises the
exclusive authority to make investment decisions, and may purchase or sell
portfolio securities without the approval of the advisors. FRTC is solely
responsible for voting the portfolio securities. Accordingly: Item 6
"Investment Discretion" is reported as "(b) shared" (DEFINED) (with Frank
Russell Company) and Item 8 "Voting Authority" is reported as "(a) Sole"
with respect to securities owned by FRTC.
3. FRIC and RIF use discretionary, unaffiliated "money managers" who have full
authority to determine which securities will be bought or sold by FRIC and
RIF for applicable portions of FRIC's and RIF's portfolios assigned to the
money managers. However, FRIMCo has the authority to give specific orders
to purchase or sell securities, or to over-ride a money manager's
decisions. FRIC's and RIF's money managers are authorized to vote portfolio
securities. However, officers of FRIMCo, who are also officers of FRIC and
RIF, may vote portfolio securities in lieu of money managers when FRIMCo
officers deem it in the best interest of FRIC's or RIF's shareholders. When
appropriate, FRIMCo will consult with FRIC's and RIF's Board of Trustees
concerning the voting of portfolio securities. Accordingly: Item 6
"Investment Discretion" is reported as "(b) Shared" (DEFINED) by FRC (as
reporting Institutional Investment Manager) with FRIMCo and as "(c) Shared-
Other" (OTHER) by FRIMCo (with the money manager): and, Item 8 "Voting
Authority" is reported as "(b) Shared" by FRIC's and RIF's money managers
with FRC, FRIMCo, and with FRIC's and RIF's Board of Trustees.
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 37
----------------
Form 13F Information Table Entry Total: 5,783
----------------
Form 13F Information Table Value Total: $19,216,686
----------------
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.
No. Form 13F File Number Name
- -------- -------------------- -------------------------------------------------
1 028-02321 Alliance Capital Management L.P.
2 028-02405 Cohen & Steers Capital Management
3 028-03432 Morgan Stanley Dean Witter Investment Management
4 028-01488 Delphi Management, Inc.
5 028-03706 Equinox Capital Management, LLC
6 N/A Equity Q (Master)
7 028-01439 Franklin Portfolio Associates, LLC
8 028-06418 Genesis Asset Managers Limited
9 028-03059 Jacobs Levy Equity Management, Inc.
10 028-00255 INVESCO Capital Management, Inc.
11 028-00490 J.P. Morgan Investment. Management, Inc.
12 028-03877 Fiduciary Trust Company International, Inc.
13 028-03559 Lincoln Capital Management Company
14 028-03396 Montgomery Asset Management, L.P.
15 028-05470 Oechsle International Advisors, L.P.
16 028-02701 Pacific Investment Management Company (PIMCO)
17 N/A Quantitative Equity (Master)
18 028-01054 Fidelity Management Trust Company
19 028-04303 Standish, Ayer, & Wood, Inc.
20 028-03426 Suffolk Capital Management, Inc.
21 028-00985 Trinity Investment Management Corporation
22 028-04557 Wellington Management Company, LLP
23 028-04323 Sirach Capital Management, Inc.
24 028-04886 GlobeFlex Capital, L.P.
25 028-03946 Barclays Global Advisors, N.A.
26 028-06538 AEW Capital Management, L.P.
27 028-04372 Westpeak Investment Advisors, L.P.
28 028-00306 Rothschild Asset Management, Inc.
29 028-00242 The Boston Company Asset Management, Inc.
30 028-00979 Sanford C. Bernstein & Co., Inc.
31 028-00541 Peachtree Asset Management
32 N/A Mastholm Asset Management, LLC
33 028-01096 Frank Russell Trust Company
34 028-01515 Geewax, Terker & Co.
35 N/A Foreign & Colonial Emergin Markets Limited
36 028-01489 Nicholas Applegate Capital Management
37 N/A Schroder Capital Management International Fund
<PAGE>
FORM 13F INFORMATION TABLE
<TABLE>
<CAPTION>
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8.
------- ------------- --------- --------- ---------- ------- ------- -------
Title of Value Shares/Prn Investment Discretion Other Voting Authority
Name of Issuer Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None
-------------- ------------- --------- --------- ---------- ------ ----- ------- ----- -------- -------- ------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AAR Corp. Common Stocks 000361105 2,042 90,000 SH X X 12 90,000
ABC Rail Products Corp. Common Stocks 000752105 345 17,000 SH X X 22 17,000
2,614 127,500 SH X 33 127,500
ADC Telecommunications,
Inc. Common Stocks 000886101 919 20,200 SH X X 25 20,200
3,158 69,307 SH X 33 69,307
AFC Cable Systems, Inc. Common Stocks 000950105 353 10,000 SH X X 22 10,000
48 1,375 SH X X 27 1,375
941 26,650 SH X 33 26,650
ACT Networks, Inc. Common Stocks 000975102 1,033 60,750 SH X X 23 60,750
927 54,350 SH X 33 54,350
AFLAC, Inc. Common Stocks 001055102 8,857 185,000 SH X X 10 185,000
230 4,800 SH X X 21 4,800
62 1,300 SH X X 27 1,300
5,688 118,800 SH X X 31 118,800
36,305 758,328 SH X 33 758,328
AGCO Corp. Common Stocks 001084102 405 35,800 SH X X 9 35,800
544 48,100 SH X 33 48,100
AGL Resources, Inc. Common Stocks 001204106 618 33,500 SH X X 9 33,500
48 2,600 SH X X 21 2,600
634 34,400 SH X 33 34,400
AES Corp. Common Stocks 00130H105 169 2,902 SH X 33 2,902
AK Steel Holding Corp. Common Stocks 001547108 1,512 67,200 SH X X 9 67,200
9 400 SH X X 27 400
86 3,800 SH X X 28 3,800
2,587 114,968 SH X 33 114,968
AMB Property Corp. Common Stocks 00163T109 21,223 903,100 SH X X 2 903,100
33 1,400 SH X X 25 1,400
5,682 241,800 SH X X 26 241,800
285 12,108 SH X 33 12,108
Amli Residential
Properties Trust Common Stocks 001735109 36 1,600 SH X 33 1,600
AMR Corp. Common Stocks 001765106 949 13,900 SH X X 1 13,900
6,354 93,100 SH X X 5 93,100
1,461 21,400 SH X X 11 21,400
123 1,800 SH X X 27 1,800
15,881 232,692 SH X 33 232,692
ARM Financial
Group, Inc. Common Stocks 001944107 178 20,900 SH X X
Class A 9 20,900
225 26,500 SH X 33 26,500
AT&T Corp. Common Stocks 001957109 1,878 33,647 SH X X 3 33,647
15,235 272,969 SH X X 5 272,969
5,425 97,208 SH X X 11 97,208
1,693 30,336 SH X X 20 30,336
1,909 34,200 SH X X 21 34,200
12,050 215,900 SH X X 25 215,900
2,431 43,550 SH X X 27 43,550
6,444 115,450 SH X X 30 115,450
60,273 1,079,920 SH X 33 1,079,920
ARV Assisted
Living, Inc. Common Stocks 00204C107 220 55,000 SH X X 22 55,000
320 80,000 SH X 33 80,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AVT Corp. Common Stocks 002420100 34 900 SH X 33 900
AVX Corp. Common Stocks 002444107 12 484 SH X 33 484
Aaron Rents, Inc. Common Stocks 002535200 309 13,900 SH X 33 13,900
Aaron Rents, Inc. Common Stocks 002535201 136 6,100 SH X X 9 6,100
Abacus Direct Corp. Common Stocks 002553105 3,642 40,500 SH X X 12 40,500
3,935 43,000 SH X 33 43,000
144 1,600 SH X X 34 1,600
Abbott Laboratories Common Stocks 002824100 7,175 157,700 SH X X 25 157,700
469 10,300 SH X X 27 10,300
1,587 34,889 SH X 33 34,889
Abercrombie & Fitch Co. Class A Common Stocks 002896207 1,469 30,600 SH X X 3 30,600
1,771 36,900 SH X X 11 36,900
1,181 24,600 SH X X 13 24,600
3,682 76,700 SH X X 23 76,700
9,706 202,200 SH X X 25 202,200
4,426 92,200 SH X X 31 92,200
29,766 620,120 SH X 33 620,120
384 8,000 SH X X 34 8,000
Acceptance Insurance Companies, Inc. Common Stocks 004308102 44 2,900 SH X X 21 2,900
Acclaim Entertainment, Inc. Common Stocks 004325205 46 7,200 SH X X 28 7,200
1 122 SH X 33 122
Aceto Corp. Common Stocks 004446100 1,868 162,450 SH X 33 162,450
AC Nielsen Corp. Common Stocks 004833100 4,587 151,631 SH X 33 151,631
AC Nielsen Corp. Common Stocks 004833109 227 7,500 SH X X 25 7,500
Activision, Inc. New Common Stocks 004930202 200 13,800 SH X X 27 13,800
35 2,400 SH X X 28 2,400
128 8,800 SH X 33 8,800
Action Performance Companies, Inc. Common Stocks 004933107 36 1,100 SH X X 34 1,100
Actel Corp. Common Stocks 004934105 22 1,500 SH X X 21 1,500
71 4,900 SH X X 27 4,900
48 3,300 SH X X 28 3,300
257 17,400 SH X 33 17,400
ACX Technologies, Inc. Common Stocks 005123104 205 12,600 SH X X 9 12,600
171 10,500 SH X X 27 10,500
63 3,900 SH X X 28 3,900
674 41,500 SH X 33 41,500
Acxiom Corp. Common Stocks 005125109 1,544 61,934 SH X 33 61,934
162 6,500 SH X X 34 6,500
ADAC Laboratories Common Stocks 005313200 444 61,200 SH X 33 61,200
Adaptec, Inc. Common Stocks 00651F108 3,291 93,350 SH X X 23 93,350
3,077 87,300 SH X X 24 87,300
173 4,900 SH X X 25 4,900
8,939 253,138 SH X 33 253,138
71 2,000 SH X X 34 2,000
Adelphia Communications Corp. Common Stocks 006848105 435 6,832 SH X 33 6,832
264 4,100 SH X X 34 4,100
Administradora de Fondos de Common Stocks 00709P108 384 17,470 SH X X 35 17,470
Pensiones Provida SA - ADR
Adobe Systems, Inc. Common Stocks 00724F101 4,689 57,100 SH X X 25 57,100
99 1,200 SH X X 28 1,200
10,138 123,403 SH X 33 123,403
Adtran, Inc. Common Stocks 00738A106 185 5,100 SH X X 28 5,100
942 25,900 SH X 33 25,900
Advanced Digital Information Common Stocks 007525108 2,519 62,300 SH X X 24 62,300
2,993 73,900 SH X 33 73,900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Advanced Lighting Technologies, Inc. Common Stocks 00753C102 261 29,700 SH X X 22 29,700
445 49,400 SH X 33 49,400
Advanced Fibre Communications Common Stocks 00754A105 1,116 71,400 SH X 33 71,400
Advest Group, Inc. (The) Common Stocks 007566102 74 3,700 SH X X 9 3,700
34 1,700 SH X X 21 1,700
26 1,300 SH X 33 1,300
Advo Systems, Inc. Common Stocks 007585102 185 8,900 SH X 33 8,900
Advanced Micro Devices, Inc. Common Stocks 007903107 61 3,361 SH X 33 3,361
AEGON NV Common Stocks 007924103 415 5,608 SH X X 11 5,608
Advanta Corp. Class A Common Stocks 007942105 264 14,600 SH X X 9 14,600
345 19,100 SH X X 27 19,100
811 44,900 SH X 33 44,900
Advanced Energy Industries, Inc. Common Stocks 007973100 460 11,330 SH X 33 11,330
Advent Software, Inc. Common Stocks 007974108 154 2,300 SH X X 34 2,300
Aetna, Inc. Common Stocks 008117103 8,801 98,400 SH X X 5 98,400
689 7,700 SH X X 7 7,700
3,256 36,400 SH X X 11 36,400
72 800 SH X X 27 800
1,172 13,100 SH X X 30 13,100
22,230 248,553 SH X 33 248,553
Affiliated Computer Services, Inc.
Class A Common Stocks 008190100 81 1,600 SH X X 21 1,600
1,412 27,900 SH X X 27 27,900
2,618 51,713 SH X 33 51,713
284 5,600 SH X X 34 5,600
Affiliated Managers Group, Inc. Common Stocks 008252108 196 6,500 SH X X 27 6,500
854 28,300 SH X 33 28,300
Affymetrix, Inc. NPV Common Stocks 00826T108 2,279 46,500 SH X X 12 46,500
4,444 90,000 SH X 33 90,000
Ag-Chem Equipment Co., Inc. Common Stocks 008363103 220 22,000 SH X X 22 22,000
350 35,000 SH X 33 35,000
Agribrands International, Inc. Common Stocks 00849R105 518 13,100 SH X X 9 13,100
344 8,700 SH X 33 8,700
Agrium, Inc. Common Stocks 008916108 674 76,500 SH X X 4 76,500
2,141 243,000 SH X 33 243,000
Air Products & Chemicals, Inc. Common Stocks 009158106 4,061 100,900 SH X X 20 100,900
205 5,100 SH X X 30 5,100
9,719 241,472 SH X 33 241,472
Airborne Freight Corp. Common Stocks 009266107 1,517 54,800 SH X X 9 54,800
102 3,700 SH X X 21 3,700
1,789 64,600 SH X 33 64,600
AirNet Systems, Inc. Common Stocks 009417106 282 20,900 SH X X 22 20,900
425 31,500 SH X 33 31,500
Airtouch Communications, Inc. Common Stocks 00949T100 7,596 68,900 SH X 33 68,900
AKZO Nobel NV - ADR Common Stocks 010199305 2,992 70,600 SH X X 29 70,600
Alaska Air Group, Inc. Common Stocks 011659109 1,691 40,500 SH X X 9 40,500
84 2,000 SH X X 21 2,000
84 2,000 SH X X 27 2,000
2,401 57,500 SH X 33 57,500
Albany International Corp. Class A Common Stocks 012348108 435 20,984 SH X X 9 20,984
515 24,816 SH X 33 24,816
Albemarle Corp. Common Stocks 012653101 354 15,300 SH X X 9 15,300
79 3,400 SH X X 21 3,400
134 5,800 SH X X 25 5,800
999 43,200 SH X 33 43,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Alberto Culver Co. Class B Common Stocks 013068101 51 1,900 SH X 21 1,900
21 805 SH X 33 805
Albertson's, Inc. Common Stocks 013104104 5,370 104,139 SH X X 5 104,139
895 17,350 SH X X 11 17,350
1,954 37,900 SH X X 21 37,900
1,513 29,344 SH X X 25 29,344
666 12,915 SH X X 30 12,915
12,970 251,535 SH X 33 251,535
Alcan Aluminum, Ltd. Common Stocks 013716105 709 22,200 SH X X 11 22,200
834 26,100 SH X X 30 26,100
2,494 78,100 SH X 33 78,100
Alexander & Baldwin, Inc. Common Stocks 014482103 248 11,200 SH X X 9 11,200
125 5,600 SH X 33 5,600
Alexandria Real Estate Equities, Common Stocks 015271109 41 1,300 SH X 33 1,300
Inc.
Alfa Corp. Common Stocks 015385107 49 2,500 SH X X 28 2,500
Aliant Communications, Inc. Common Stocks 016090102 18 400 SH X X 25 400
430 9,300 SH X 33 9,300
106 2,300 SH X X 34 2,300
368 26,500 SH X 33 26,500
Alkermes, Inc. Common Stocks 01642T108 1,487 65,000 SH X X 12 65,000
5,693 246,200 SH X 33 246,200
Alleghany Corp. Common Stocks 017175100 222 1,200 SH X X 9 1,200
74 400 SH X X 27 400
356 1,922 SH X 33 1,922
Allegheny Energy, Inc. Common Stocks 017361106 1,173 36,600 SH X X 11 36,600
596 18,600 SH X X 25 18,600
1,363 42,500 SH X X 30 42,500
3,710 115,705 SH X 33 115,705
Allegheny Teldyne, Inc. Common Stocks 017415100 5,557 245,600 SH X X 11 245,600
92 4,067 SH X 33 4,067
Allegiance Telecom, Inc. Common Stocks 01747T102 68 1,231 SH X 33 1,231
Allergan, Inc. Common Stocks 018490102 10,745 96,800 SH X X 7 96,800
3,818 34,400 SH X X 23 34,400
11,999 108,100 SH X X 25 108,100
67 600 SH X X 27 600
12,126 109,243 SH X 33 109,243
Alliant Techsystems, Inc. Common Stocks 018804104 95 1,100 SH X X 21 1,100
709 8,200 SH X X 27 8,200
856 9,900 SH X 33 9,900
AlliedSignal, Inc. Common Stocks 019512102 9,173 145,600 SH X X 11 145,600
1,695 26,900 SH X X 21 26,900
1,209 19,193 SH X 33 19,193
Allied Waste Industries, Inc. Common Stocks 019589308 393 19,900 SH X X 25 19,900
573 29,015 SH X 33 29,015
Allmerica Financial Corp. Common Stocks 019754100 30 500 SH X X 25 500
79 1,304 SH X 33 1,304
Allstate Corp. Common Stocks 020002101 10,276 286,450 SH X X 5 286,450
10,870 303,000 SH X X 10 303,000
11,735 327,100 SH X X 11 327,100
8,757 244,100 SH X X 21 244,100
1,105 30,800 SH X X 25 30,800
2,518 70,200 SH X X 30 70,200
57,301 1,597,249 SH X 33 1,597,249
Alltel Corp. Common Stocks 020039103 86 1,200 SH X X 27 1,200
1,228 17,169 SH X 33 17,169
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Alpha Industries, Inc. Common Stocks 020753109 2,843 59,700 SH X X 12 59,700
4,439 93,200 SH X 33 93,200
Alpharma, Inc. Class A Common Stocks 020813101 3,407 95,800 SH X X 23 95,800
708 19,900 SH X X 27 19,900
110 3,100 SH X X 28 3,100
4,872 137,000 SH X 33 137,000
Alstom - ADR New Common Stocks 021244108 1,811 56,580 SH X X 29 56,580
Altera Corp. Common Stocks 021441100 2,539 69,100 SH X X 20 69,100
390 10,600 SH X X 25 10,600
96 2,600 SH X X 27 2,600
6,377 173,228 SH X 33 173,228
ALZA Corp. Common Stocks 022615108 11,081 217,800 SH X X 11 217,800
5,835 114,700 SH X X 13 114,700
15,974 313,980 SH X 33 313,980
Amazon.com, Inc. Common Stocks 023135106 1,976 15,800 SH X X 25 15,800
2,508 20,046 SH X 33 20,046
550 4,400 SH X X 34 4,400
Ambac Financial Group, Inc. Common Stocks 023139108 1,542 27,000 SH X X 11 27,000
3,313 58,000 SH X X 21 58,000
2,908 50,900 SH X X 25 50,900
2,057 36,000 SH X X 27 36,000
114 2,000 SH X X 28 2,000
977 17,100 SH X X 30 17,100
7,495 131,208 SH X 33 131,208
Ambassadors International, Inc. Common Stocks 023178106 176 11,900 SH X X 22 11,900
296 19,900 SH X 33 19,900
Amcast Industrial Corp. Common Stocks 023395106 23 1,400 SH X X 28 1,400
AMCOL International Corp. Common Stocks 02341W103 131 9,100 SH X X 9 9,100
208 14,500 SH X 33 14,500
Amerada Hess Corp. Common Stocks 023551104 10,680 179,500 SH X X 5 179,500
262 4,400 SH X X 25 4,400
34,993 588,110 SH X 33 588,110
AMERCO Common Stocks 023586100 40 1,800 SH X X 21 1,800
78 3,500 SH X X 27 3,500
Ameren Corp. Common Stocks 023608102 303 7,900 SH X X 11 7,900
73 1,900 SH X X 27 1,900
1,604 41,800 SH X X 30 41,800
4,082 106,371 SH X 33 106,371
America Online, Inc. Common Stocks 02364J104 2,309 20,900 SH X X 1 20,900
1,381 12,500 SH X X 3 12,500
2,011 18,200 SH X X 7 18,200
17,603 159,300 SH X X 11 159,300
4,729 42,800 SH X X 13 42,800
3,083 27,900 SH X X 20 27,900
8,420 76,200 SH X X 25 76,200
199 1,800 SH X X 27 1,800
2,961 26,800 SH X X 31 26,800
42,553 385,092 SH X 33 385,092
America West Holding Corp. Class B Common Stocks 023657208 1,236 65,500 SH X X 9 65,500
87 4,600 SH X X 21 4,600
551 29,200 SH X X 27 29,200
3,377 178,900 SH X 33 178,900
American Annuity Group, Inc. Common Stocks 023840101 22 900 SH X X 28 900
American Bankers Insurance Group, Inc. Common Stocks 024456105 142 2,600 SH X X 27 2,600
54 993 SH X 33 993
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
American Dental Partners, Inc. New Common Stocks 025353103 890 80,000 SH X X 12 80,000
American Electric Power Co., Inc. Common Stocks 025537101 988 26,300 SH X X 30 26,300
2,585 68,817 SH X 33 68,817
American Express Co. Common Stocks 025816109 2,056 15,800 SH X X 3 15,800
1,744 13,400 SH X X 11 13,400
5,582 42,900 SH X X 20 42,900
91 700 SH X X 27 700
32,395 248,956 SH X 33 248,956
American Financial Group, Inc. Common Stocks 025932104 637 18,700 SH X X 9 18,700
2,252 66,100 SH X X 21 66,100
44 1,300 SH X X 25 1,300
1,409 41,378 SH X 33 41,378
American Freightways Corp. Common Stocks 02619V108 1,193 61,200 SH X X 23 61,200
88 4,500 SH X X 27 4,500
94 4,800 SH X X 28 4,800
1,516 77,500 SH X 33 77,500
American General Corp. Common Stocks 026351106 2,080 27,600 SH X X 7 27,600
550 7,300 SH X X 21 7,300
1,628 21,600 SH X X 27 21,600
2,389 31,700 SH X X 30 31,700
6,006 79,685 SH X 33 79,685
American Greetings Corp. Class A Common Stocks 026375105 1,982 65,800 SH X X 4 65,800
2,434 80,800 SH X X 9 80,800
645 21,400 SH X X 30 21,400
7,272 241,400 SH X 33 241,400
American Health Properties, Inc. Common Stocks 026494104 64 3,200 SH X 33 3,200
American Heritage Life Investment
Corp. Common Stocks 026522102 74 3,000 SH X X 28 3,000
American Home Products Corp. Common Stocks 026609107 512 8,900 SH X X 3 8,900
22,281 387,500 SH X X 11 387,500
9,666 168,100 SH X X 13 168,100
5,842 101,600 SH X X 20 101,600
920 16,000 SH X X 25 16,000
52 900 SH X X 27 900
43,295 752,959 SH X 33 752,959
American Homestar Corp. Common Stocks 026651109 284 42,000 SH X X 22 42,000
447 65,000 SH X 33 65,000
American International Group, Inc. Common Stocks 026874107 4,650 39,725 SH X X 1 39,725
27,308 233,275 SH X X 7 233,275
10,887 93,000 SH X X 10 93,000
2,388 20,400 SH X X 11 20,400
9,178 78,400 SH X X 13 78,400
5,555 47,450 SH X X 20 47,450
21,510 183,750 SH X X 25 183,750
644 5,500 SH X X 27 5,500
3,746 32,000 SH X X 30 32,000
95,677 817,315 SH X 33 817,315
American Italian Pasta Co. Class A Common Stocks 027070101 1,470 48,400 SH X 33 48,400
American Management Systems, Inc. Common Stocks 027352103 1,830 57,200 SH X X 24 57,200
32 1,000 SH X X 25 1,000
848 26,500 SH X X 27 26,500
112 3,500 SH X X 28 3,500
3,386 105,600 SH X 33 105,600
154 4,800 SH X X 34 4,800
American National Insurance Co. Common Stocks 028591105 78 1,100 SH X X 9 1,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
235 3,300 SH X X 25 3,300
594 8,335 SH X 33 8,335
American Retirement Corp. Common Stocks 028913101 2,984 238,700 SH X X 2 238,700
American Power Conversion Corp. Common Stocks 029066107 679 33,728 SH X 33 33,728
173 8,600 SH X X 34 8,600
American Standard Cos., Inc. Common Stocks 029712106 1,205 25,100 SH X X 30 25,100
3,351 69,818 SH X 33 69,818
American Tower Corp. Class A Common Stocks 029912201 742 30,900 SH X X 3 30,900
475 19,800 SH X X 27 19,800
3,118 129,913 SH X 33 129,913
American Water Works, Inc. Common Stocks 030411102 793 25,800 SH X X 9 25,800
836 27,200 SH X X 25 27,200
34 1,100 SH X X 27 1,100
1,875 60,963 SH X 33 60,963
American Woodmark Corp. Common Stocks 030506109 353 10,000 SH X 33 10,000
American Xtal Technology, Inc. Common Stocks 030514103 340 14,500 SH X X 22 14,500
720 30,700 SH X X 23 30,700
1,150 48,300 SH X 33 48,300
AmeriCredit Corp. Common Stocks 03060r101 328 20,500 SH X 33 20,500
Ameron, Inc. Common Stocks 030710107 132 3,000 SH X X 9 3,000
181 4,100 SH X X 27 4,100
397 9,000 SH X 33 9,000
AmeriSource Health Corp. Class A Common Stocks 03071P102 1,489 58,400 SH X X 24 58,400
826 32,400 SH X X 27 32,400
2,967 116,360 SH X 33 116,360
184 7,200 SH X X 34 7,200
Ameritrade Holding Corp. Class A Common Stocks 03072H109 96 900 SH X X 25 900
330 3,100 SH X X 27 3,100
861 8,123 SH X 33 8,123
Ames Department Stores, Inc. Common Stocks 030789507 9 200 SH X X 27 200
Ameritech Corp. Common Stocks 030954101 1,220 16,600 SH X X 11 16,600
6,556 89,200 SH X X 25 89,200
1,918 26,100 SH X X 30 26,100
7,179 97,679 SH X 33 97,679
AmeriGas Partners, L.P. Common Stocks 030975100 978 48,300 SH X 33 48,300
Amgen, Inc. Common Stocks 031162100 1,453 23,900 SH X X 3 23,900
1,891 31,100 SH X X 11 31,100
5,467 89,900 SH X X 13 89,900
231 3,800 SH X X 25 3,800
718 11,800 SH X X 27 11,800
19,181 315,095 SH X 33 315,095
502 49,000 SH X 33 49,000
Amresco, Inc. Common Stocks 031909104 119 18,700 SH X X 22 18,700
233 36,200 SH X 33 36,200
Amplicon, Inc. Common Stocks 032101107 234 17,000 SH X X 22 17,000
122 8,900 SH X X 27 8,900
364 26,000 SH X 33 26,000
AmSouth Bancorp Common Stocks 032165102 1,118 48,200 SH X X 21 48,200
3,827 165,050 SH X X 25 165,050
118 5,100 SH X X 27 5,100
2,371 102,250 SH X X 31 102,250
12,660 545,978 SH X 33 545,978
AmSurg Corp. Class A Common Stocks 03232P108 318 42,000 SH X X 22 42,000
454 60,000 SH X 33 60,000
Amwest Insurance Group, Inc. Common Stocks 032345100 259 28,000 SH X X 22 28,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
389 42,000 SH X 33 42,000
Anadarko Petroleum Corp. Common Stocks 032511107 86 2,346 SH X 33 2,346
Analog Devices, Inc. Common Stocks 032654105 186 3,716 SH X 33 3,716
Anchor Gaming Common Stocks 033037102 48 1,000 SH X X 21 1,000
Andover Bancorp, Inc. Common Stocks 034258103 113 3,600 SH X X 9 3,600
355 11,300 SH X 33 11,300
Andrx Corp. Common Stocks 034551101 85 1,100 SH X X 25 1,100
168 2,183 SH X 33 2,183
Anesta Corp. Common Stocks 034603100 1,932 95,400 SH X X 23 95,400
1,690 82,700 SH X 33 82,700
Anheuser-Busch Cos., Inc. Common Stocks 035229103 667 9,400 SH X X 3 9,400
681 9,600 SH X X 7 9,600
192 2,700 SH X X 11 2,700
5,143 72,500 SH X X 25 72,500
319 4,500 SH X X 27 4,500
43 600 SH X X 30 600
3,909 55,100 SH X X 31 55,100
22,576 318,245 SH X 33 318,245
Anixter International, Inc. Common Stocks 035290105 538 29,500 SH X X 9 29,500
137 7,500 SH X X 11 7,500
759 41,600 SH X 33 41,600
AnnTaylor Stores Corp. Common Stocks 036115103 1,800 40,000 SH X X 9 40,000
23 500 SH X X 21 500
3,654 81,200 SH X X 23 81,200
1,692 37,600 SH X X 24 37,600
864 19,200 SH X X 25 19,200
1,413 31,400 SH X X 27 31,400
95 2,100 SH X X 28 2,100
8,791 195,350 SH X 33 195,350
ANTEC Corp. Common Stocks 03664P105 2,391 75,000 SH X X 12 75,000
112 3,500 SH X X 28 3,500
321 10,000 SH X 33 10,000
Anthracite Capital, Inc. Common Stocks 037023100 8 1,200 SH X 33 1,200
AON Corp. Common Stocks 037389103 3,172 76,900 SH X X 11 76,900
214 5,179 SH X 33 5,179
Apache Corp. Common Stocks 037411105 1,630 41,800 SH X X 7 41,800
5,140 131,800 SH X X 25 131,800
577 14,800 SH X X 27 14,800
9,337 239,400 SH X 33 239,400
Apartment Investment & Management Co.
REIT Class A Common Stocks 03748R101 24,299 568,400 SH X X 2 568,400
7,315 171,115 SH X X 26 171,115
480 11,218 SH X 33 11,218
Apollo Group, Inc. Class A Common Stocks 037604105 47 1,787 SH X 33 1,787
Apple Computer, Inc. Common Stocks 037833100 1,436 31,000 SH X X 7 31,000
102 2,200 SH X X 9 2,200
658 14,200 SH X X 11 14,200
9,758 210,700 SH X X 25 210,700
222 4,800 SH X X 27 4,800
1,695 36,600 SH X X 30 36,600
3,399 73,400 SH X X 31 73,400
22,968 495,937 SH X 33 495,937
Applebee's International, Inc. Common Stocks 037899101 298 9,900 SH X X 27 9,900
111 3,700 SH X X 28 3,700
401 13,300 SH X 33 13,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Apria Healthcare Group, Inc. Common Stocks 037933108 1,360 80,000 SH X X 24 80,000
209 12,300 SH X X 25 12,300
1,782 104,800 SH X 33 104,800
Applied Extrusion Technologies, Inc. Common Stocks 038196101 300 40,000 SH X X 22 40,000
381 50,000 SH X 33 50,000
Applied Materials, Inc. Common Stocks 038222105 1,108 15,000 SH X X 1 15,000
1,145 15,500 SH X X 3 15,500
946 12,800 SH X X 7 12,800
5,156 69,800 SH X X 11 69,800
3,258 44,100 SH X X 13 44,100
6,656 90,100 SH X X 20 90,100
3,915 53,000 SH X X 25 53,000
30 400 SH X X 27 400
3,768 51,000 SH X X 31 51,000
47,633 644,783 SH X 33 644,783
Applied Power, Inc., Class A Common Stocks 038225108 253 9,250 SH X X 22 9,250
371 13,600 SH X 33 13,600
Applied Micro Circuits Corp. New Common Stocks 03822W109 427 5,188 SH X 33 5,188
216 2,600 SH X X 34 2,600
AptarGroup, Inc. Common Stocks 038336103 666 22,200 SH X X 9 22,200
3,186 106,200 SH X X 12 106,200
4,853 161,780 SH X 33 161,780
Aquarion Co. Common Stocks 03838W101 328 9,450 SH X X 27 9,450
Aracruz Celulose SA NPV - ADR Common Stocks 038496204 800 36,770 SH X X 36 36,770
150 6,900 SH X X 37 6,900
Arch Coal, Inc. Common Stocks 039380100 36 2,600 SH X X 9 2,600
56 4,000 SH X X 21 4,000
62 4,500 SH X 33 4,500
Archer-Daniels-Midland Co. Common Stocks 039483102 2,841 184,000 SH X X 7 184,000
1,846 119,600 SH X X 30 119,600
12,914 836,516 SH X 33 836,516
Archstone Communities Trust Common Stocks 039581103 35 1,600 SH X X 25 1,600
9,549 435,274 SH X X 26 435,274
470 21,416 SH X 33 21,416
Arctic Cat, Inc. Common Stocks 039670104 66 7,400 SH X 33 7,400
Arden Realty Group, Inc. Common Stocks 039793104 18,794 763,200 SH X X 2 763,200
133 5,400 SH X X 25 5,400
4,815 195,550 SH X X 26 195,550
528 21,455 SH X 33 21,455
Ardent Software, Inc. Common Stocks 039794102 1,474 69,550 SH X X 23 69,550
1,281 60,300 SH X 33 60,300
Area Bancshares Corp. Common Stocks 039872106 180 6,800 SH X X 27 6,800
380 14,000 SH X 33 14,000
ARIS Corp. NPV Common Stocks 04040A101 224 27,000 SH X X 22 27,000
333 40,000 SH X 33 40,000
Armstrong World Industries, Inc. Common Stocks 042476101 1,093 18,900 SH X X 30 18,900
2,412 41,724 SH X 33 41,724
Arnold Industries, Inc. Common Stocks 042595108 1,832 118,700 SH X 33 118,700
Arrow Electronics, Inc. Common Stocks 042735100 2,495 131,300 SH X X 4 131,300
2,145 112,900 SH X X 9 112,900
709 37,300 SH X X 25 37,300
1,169 61,500 SH X X 27 61,500
665 35,000 SH X X 30 35,000
8,119 427,330 SH X 33 427,330
Artesyn Technologies, Inc. Common Stocks 043127109 1,471 66,300 SH X 33 66,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Arvin Industries, Inc Common Stocks 043339100 985 26,000 SH X X 9 26,000
102 2,700 SH X X 21 2,700
337 8,900 SH X X 27 8,900
91 2,400 SH X X 28 2,400
2,015 53,200 SH X 33 53,200
Ascent Entertainment Group, Inc. Common Stocks 043628106 45 3,200 SH X 33 3,200
Ashanti Goldfields, Ltd. - ADR Common Stocks 043743202 1,486 214,219 SH X X 8 214,219
Ashland, Inc. Common Stocks 044204105 5,032 125,400 SH X X 21 125,400
1,404 35,000 SH X X 30 35,000
4,218 105,110 SH X 33 105,110
Asia Pulp & Paper Co, - ADR Ltd. Common Stocks 04516V100 510 53,000 SH X X 30 53,000
234 24,300 SH X X 36 24,300
Assisted Living Concepts, Inc. Common Stocks 04543L109 173 60,000 SH X X 22 60,000
- 75,000 SH X 33 75,000
Associated Banc-Corp. Common Stocks 045487105 1,042 25,100 SH X X 11 25,100
60 1,437 SH X 33 1,437
Associated Estates Realty Corp. Common Stocks 045604105 18 1,500 SH X 33 1,500
Associated Group, Inc. (The) Class A Common Stocks 045651106 1,597 24,600 SH X X 27 24,600
1,835 28,183 SH X 33 28,183
At Home Corp. Series A Common Stocks 045919107 291 5,400 SH X X 3 5,400
1,050 19,469 SH X 33 19,469
337 6,250 SH X X 34 6,250
Associates First Capital Corp. Class A Common Stocks 046008108 9,009 203,300 SH X X 1 203,300
3,158 71,268 SH X X 5 71,268
1,857 41,896 SH X X 7 41,896
6,160 139,006 SH X X 11 139,006
5,840 131,800 SH X X 13 131,800
46,968 1,059,930 SH X 33 1,059,930
Astec Industries, Inc. Common Stocks 046224101 689 16,900 SH X X 9 16,900
986 24,200 SH X X 27 24,200
2,229 54,700 SH X 33 54,700
114 2,800 SH X X 34 2,800
Astoria Financial Corp. Common Stocks 046265104 2,589 59,000 SH X X 9 59,000
2,860 65,185 SH X X 11 65,185
2,545 58,000 SH X X 12 58,000
4,401 100,300 SH X X 21 100,300
1,733 39,500 SH X X 24 39,500
136 3,100 SH X X 25 3,100
9,964 226,772 SH X 33 226,772
AstroPower, Inc. Common Stocks 04644A101 340 20,000 SH X X 22 20,000
525 30,000 SH X 33 30,000
Asyst Technologies, Inc. Common Stocks 04648X107 434 14,500 SH X 33 14,500
Atlantic Richfield Co. Common Stocks 048825103 267 3,200 SH X X 25 3,200
1,797 21,500 SH X X 30 21,500
6,560 78,502 SH X 33 78,502
Atlas Air, Inc. Common Stocks 049164106 126 3,900 SH X X 34 3,900
Atmel Corp. Common Stocks 049513104 1,490 56,894 SH X 33 56,894
Aura Systems, Inc. Common Stocks 051526100 96 440,400 SH X 33 440,400
Aurora Foods, Inc. Common Stocks 05164B106 1,663 95,000 SH X X 12 95,000
Authentic Fitness Corp. Common Stocks 052661105 156 8,900 SH X X 9 8,900
49 2,800 SH X X 28 2,800
177 10,100 SH X 33 10,100
Autodesk, Inc. Common Stocks 052769106 35 1,200 SH X 33 1,200
Autoliv, Inc. Common Stocks 052800109 71 2,352 SH X 33 2,352
Automatic Data Processing, Inc. Common Stocks 053015103 10,648 242,000 SH X X 10 242,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3,617 82,200 SH X X 11 82,200
8,303 188,700 SH X X 13 188,700
51,477 1,169,930 SH X 33 1,169,930
AutoZone, Inc. Common Stocks 053332102 7,351 244,000 SH X X 10 244,000
2,928 97,200 SH X X 11 97,200
21,492 713,441 SH X 33 713,441
Avalonbay Communities, Inc. Common Stocks 053484101 24,209 654,300 SH X X 2 654,300
352 9,500 SH X X 25 9,500
7,412 200,330 SH X X 26 200,330
841 22,722 SH X 33 22,722
Avant ! Corp. Common Stocks 053487104 1 100 SH X X 27 100
891 70,600 SH X 33 70,600
Avery Dennison Corp. Common Stocks 053611109 1,371 22,700 SH X X 21 22,700
380 6,300 SH X X 25 6,300
1,410 23,351 SH X 33 23,351
Aviation Sales Co. Common Stocks 053672101 1,339 33,900 SH X 33 33,900
Avis Rent A Car, Inc. Common Stocks 053790101 1,544 53,000 SH X X 9 53,000
1,573 54,000 SH X X 24 54,000
1,378 47,300 SH X X 27 47,300
6,815 234,000 SH X 33 234,000
Avnet, Inc. Common Stocks 053807103 2,134 45,900 SH X X 4 45,900
2,297 49,400 SH X X 9 49,400
372 8,000 SH X X 27 8,000
605 13,000 SH X X 30 13,000
7,945 170,850 SH X 33 170,850
Avon Products, Inc. Common Stocks 054303102 2,792 50,300 SH X X 13 50,300
7,910 142,523 SH X 33 142,523
Avondale Industries, Inc. Common Stocks 054350103 23 600 SH X X 27 600
Aware, Inc. Common Stocks 05453N100 3,069 66,900 SH X X 23 66,900
4,271 92,600 SH X 33 92,600
Aztar Corp. Common Stocks 054802103 312 34,000 SH X X 9 34,000
385 41,900 SH X 33 41,900
BB&T Corp. Common Stocks 054937107 1,501 40,900 SH X X 25 40,900
914 24,900 SH X X 27 24,900
2,343 63,876 SH X 33 63,876
BEC Energy Common Stocks 05538M101 128 3,100 SH X X 21 3,100
441 10,700 SH X X 25 10,700
45 1,100 SH X X 27 1,100
4,004 97,068 SH X 33 97,068
BHC Communications, Inc. Class A Common Stocks 055448104 299 2,300 SH X X 25 2,300
689 5,300 SH X X 27 5,300
3,407 26,485 SH X 33 26,485
BISYS Group, Inc. New Common Stocks 055472104 4,680 80,000 SH X X 12 80,000
1,012 17,300 SH X X 27 17,300
7,965 136,162 SH X 33 136,162
246 4,200 SH X X 34 4,200
BJ Services Co. Common Stocks 055482103 4,504 153,000 SH X X 12 153,000
4,724 160,460 SH X 33 160,460
BJ's Wholesale Club, Inc. Common Stocks 05548J106 2,561 85,200 SH X X 9 85,200
917 30,500 SH X X 25 30,500
33 1,100 SH X X 27 1,100
3,355 111,604 SH X 33 111,604
247 8,200 SH X X 34 8,200
BMC Industries, Inc. Common Stocks 055607105 26 2,500 SH X 33 2,500
BOK Financial Corp. Common Stocks 05561Q201 35 1,400 SH X X 21 1,400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
465 18,600 SH X X 27 18,600
482 19,108 SH X 33 19,108
BRE Properties, Inc. Common Stocks 05564E106 171 6,600 SH X 33 6,600
BSB Bancorp, Inc. Common Stocks 055652101 43 1,600 SH X X 21 1,600
BMC Software, Inc. Common Stocks 055921100 453 8,400 SH X X 3 8,400
2,821 52,300 SH X X 7 52,300
216 4,000 SH X X 11 4,000
4,671 86,600 SH X X 13 86,600
140 2,600 SH X X 25 2,600
49 900 SH X X 27 900
15,119 279,990 SH X 33 279,990
BWay Corp. Common Stocks 056039100 207 14,500 SH X X 22 14,500
285 20,000 SH X 33 20,000
Bacou USA, Inc. Common Stocks 056439102 3 200 SH X 33 200
Baker Hughes, Inc. Common Stocks 057224107 107 3,200 SH X X 25 3,200
18,818 561,742 SH X 33 561,742
Baldwin & Lyons Class B Common Stocks 057755200 9 400 SH X 33 400
Ball Corp. Common Stocks 058498106 2,028 48,000 SH X X 9 48,000
114 2,700 SH X X 21 2,700
997 23,600 SH X X 27 23,600
4,208 99,596 SH X 33 99,596
Ballard Medical Products Common Stocks 058566100 210 9,000 SH X X 12 9,000
184 7,900 SH X 33 7,900
Banco Bilbao Vizcaya International - ADR Preferred 059456103 266 10,000 SH X X 16 10,000
Stocks
BancFirst Corp. Common Stocks 05945F103 113 3,300 SH X X 27 3,300
110 3,200 SH X 33 3,200
Banco BHIF ADR Common Stocks 05946H108 68 4,700 SH X X 30 4,700
Banco de A. Edwards Series A - ADR Common Stocks 059504100 113 7,800 SH X X 37 7,800
Banco de Galicia y Buenos Aires Class B
New - ADR Common Stocks 059538207 256 12,700 SH X X 35 12,700
380 18,900 SH X X 36 18,900
515 25,590 SH X X 37 25,590
Banco Santander Chile Series A - ADR Common Stocks 05965F108 254 16,400 SH X X 37 16,400
Banco Santiago - ADR Common Stocks 05965L105 384 20,000 SH X X 8 20,000
Bancolombia SA - ADR Common Stocks 05968L102 796 167,500 SH X X 35 167,500
Banctec, Inc. Common Stocks 059784108 213 11,900 SH X 33 11,900
BancWest Corp. New Common Stocks 059790105 364 9,800 SH X X 11 9,800
238 6,400 SH X X 27 6,400
984 26,500 SH X 33 26,500
Bandag, Inc. Common Stocks 059815100 496 14,300 SH X X 9 14,300
80 2,300 SH X X 21 2,300
517 14,900 SH X 33 14,900
Bank of New York Co., Inc. Common Stocks 064057102 1,321 36,000 SH X X 3 36,000
5,080 138,463 SH X 33 138,463
Bank One Corp. Common Stocks 06423A103 887 14,900 SH X X 1 14,900
667 11,200 SH X X 20 11,200
9,506 159,600 SH X X 21 159,600
3,842 64,499 SH X X 25 64,499
4,831 81,100 SH X X 30 81,100
19,642 329,776 SH X 33 329,776
Bank United Corp. Class A Common Stocks 065412108 550 13,700 SH X X 9 13,700
305 7,600 SH X X 27 7,600
4,143 103,100 SH X 33 103,100
BankAtlantic Bancorp, Inc. Common Stocks 065908105 387 48,000 SH X X 4 48,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Bankatlantic Bancorp, Inc. Class A Common Stocks 065908501 1,447 199,535 SH X X 4 199,535
2,167 298,947 SH X 33 298,947
BankBoston Corp. Common Stocks 06605R100 18,207 356,119 SH X 33 356,119
BankBoston Corp. Common Stocks 06605R106 2,965 58,000 SH X X 11 58,000
6,089 119,100 SH X X 20 119,100
1,099 21,500 SH X X 30 21,500
Banknorth Group, Inc. Common Stocks 06646L100 262 8,000 SH X X 27 8,000
330 10,000 SH X 33 10,000
Banta Corp. Common Stocks 066821109 1,628 77,500 SH X X 4 77,500
485 23,100 SH X X 9 23,100
95 4,500 SH X X 25 4,500
2,642 125,800 SH X 33 125,800
Bard (C.R.), Inc. Common Stocks 067383109 163 3,400 SH X X 21 3,400
392 8,200 SH X X 27 8,200
889 18,600 SH X 33 18,600
Barnes & Noble, Inc. Common Stocks 067774109 96 3,500 SH X X 21 3,500
34 1,224 SH X 33 1,224
Barnes Group, Inc. Common Stocks 067806109 44 2,000 SH X X 27 2,000
13 600 SH X 33 600
Barr Laboratories, Inc. Common Stocks 068306109 40 1,000 SH X X 34 1,000
Bausch & Lomb, Inc. Common Stocks 071707103 367 4,800 SH X X 11 4,800
895 11,700 SH X X 25 11,700
12,004 156,919 SH X 33 156,919
Baxter International, Inc. Common Stocks 071813109 9,142 150,800 SH X X 5 150,800
4,468 73,700 SH X X 20 73,700
55 900 SH X X 27 900
1,037 17,100 SH X X 30 17,100
29,313 483,515 SH X 33 483,515
Bay View Capital Corp. Common Stocks 07262L101 752 36,700 SH X X 9 36,700
70 3,400 SH X X 21 3,400
949 46,300 SH X X 27 46,300
2,386 116,400 SH X 33 116,400
BEA Systems, Inc. Common Stocks 073325102 1,827 63,953 SH X 33 63,953
Bear Stearns Cos., Inc. Common Stocks 073902108 3,090 66,104 SH X X 4 66,104
2,498 53,438 SH X X 7 53,438
884 18,900 SH X X 11 18,900
2,496 53,400 SH X X 24 53,400
1,213 25,950 SH X X 25 25,950
3,628 77,600 SH X X 27 77,600
11,663 249,466 SH X 33 249,466
Beckman Coulter, Inc. Common Stocks 075811100 29 600 SH X 33 600
Becton, Dickinson & Co. Common Stocks 075887109 57 1,900 SH X X 25 1,900
200 6,650 SH X 33 6,650
Bed Bath & Beyond, Inc. Common Stocks 075896100 2,824 73,600 SH X X 13 73,600
6,152 160,300 SH X X 31 160,300
18,405 478,044 SH X 33 478,044
292 7,600 SH X X 34 7,600
Bedford Property Investors, Inc. Common Stocks 076446301 2,242 125,400 SH X 33 125,400
Belden, Inc. Common Stocks 077459105 919 38,400 SH X X 23 38,400
1,075 44,900 SH X 33 44,900
Bell & Howell Co. Common Stocks 077852101 552 14,600 SH X X 27 14,600
216 5,700 SH X 33 5,700
Bell Atlantic Corp. Common Stocks 077853109 1,700 26,000 SH X X 3 26,000
14,645 224,020 SH X X 5 224,020
13,095 200,300 SH X X 7 200,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
23,251 355,662 SH X X 11 355,662
6,145 94,000 SH X X 20 94,000
16,461 251,800 SH X X 21 251,800
16,534 252,916 SH X X 25 252,916
1,837 28,100 SH X X 27 28,100
2,556 39,100 SH X X 30 39,100
59,878 915,922 SH X 33 915,922
BellSouth Corp. Common Stocks 079860102 18,492 394,500 SH X X 7 394,500
17,157 366,021 SH X X 25 366,021
5,302 113,100 SH X X 27 113,100
2,738 58,400 SH X X 30 58,400
10,227 218,173 SH X 33 218,173
Belo (A.H.) Corp. Class A Common Stocks 080555105 423 21,500 SH X X 25 21,500
961 48,789 SH X 33 48,789
Bemis Co., Inc. Common Stocks 081437105 44 1,103 SH X 33 1,103
Benchmark Electronics, Inc. Common Stocks 08160H101 510 14,200 SH X 33 14,200
Bergen Brunswig Corp. Class A Common Stocks 083739102 1,421 82,400 SH X X 7 82,400
2,192 127,100 SH X X 21 127,100
256 14,850 SH X X 25 14,850
650 37,700 SH X X 27 37,700
281 16,300 SH X X 30 16,300
2,122 123,040 SH X 33 123,040
Berkley (W.R.) Corp. Common Stocks 084423102 876 35,050 SH X X 4 35,050
1,715 68,601 SH X 33 68,601
Berkshire Hathaway, Inc. Class A Common Stocks 084670108 69 1 SH X X 3 1
1,034 15 SH X 33 15
Berkshire Hathaway, Inc. Class B Common Stocks 084670207 1,393 622 SH X X 3 622
3,740 1,663 SH X 33 1,663
Berkshire Realty Co., Inc. Common Stocks 084710102 52 4,500 SH X 33 4,500
Best Buy Co. Common Stocks 086516101 223 3,300 SH X X 3 3,300
4,239 62,800 SH X X 7 62,800
594 8,800 SH X X 11 8,800
601 8,900 SH X X 21 8,900
12,623 187,000 SH X X 25 187,000
3,011 44,600 SH X X 31 44,600
22,375 331,477 SH X 33 331,477
Bestfoods Common Stocks 08658U101 3,420 69,100 SH X X 11 69,100
320 6,470 SH X 33 6,470
Beverly Enterprises, Inc. New Common Stocks 087851309 501 62,200 SH X X 9 62,200
3,835 475,600 SH X 33 475,600
Big Flower Holdings, Inc. Common Stocks 089159107 1,610 50,500 SH X X 4 50,500
Bindley Western Industries, Inc. Common Stocks 090324104 857 37,163 SH X X 9 37,163
1,679 72,800 SH X X 27 72,800
4,565 197,951 SH X 33 197,951
BindView Development Corp. Common Stocks 090327107 1,925 81,250 SH X X 23 81,250
1,723 72,550 SH X 33 72,550
Bio-Rad Laboratories, Inc. Class A Common Stocks 090572207 656 25,100 SH X 33 25,100
Biogen, Inc. Common Stocks 090597105 77 1,200 SH X X 25 1,200
167 2,600 SH X X 27 2,600
3,817 59,354 SH X 33 59,354
373 5,800 SH X X 34 5,800
Biomet, Inc. Common Stocks 090613100 6,419 162,000 SH X X 10 162,000
10,824 272,301 SH X 33 272,301
214 5,400 SH X X 34 5,400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Biovail Corp. International Common Stocks 09067K106 1,889 37,000 SH X 33 37,000
Biosite Diagnostics, Inc. Common Stocks 090945106 303 30,300 SH X X 22 30,300
463 45,700 SH X 33 45,700
Black & Decker Corp. Common Stocks 091797100 234 3,700 SH X X 21 3,700
322 5,100 SH X X 30 5,100
328 5,200 SH X 33 5,200
Black Box Corp. Common Stocks 091826107 120 2,400 SH X X 28 2,400
Black Hills Corp. Common Stocks 092113109 127 5,500 SH X X 9 5,500
197 8,500 SH X 33 8,500
Blair Corp. Common Stocks 092828102 164 6,100 SH X X 27 6,100
434 16,100 SH X 33 16,100
E.W. Blanch Holdings, Inc. Common Stocks 093210102 1,207 17,700 SH X X 9 17,700
82 1,200 SH X X 28 1,200
2,012 29,500 SH X 33 29,500
109 1,600 SH X X 34 1,600
Block Drug Co., Inc. Class A Common Stocks 093644102 1,815 43,545 SH X X 4 43,545
2,552 61,223 SH X 33 61,223
Block (H&R) Co., Inc. Common Stocks 093671105 1,590 31,800 SH X X 7 31,800
116 2,312 SH X 33 2,312
Blyth Industries, Inc. Common Stocks 09643P108 27 790 SH X 33 790
Bob Evans Farms, Inc. Common Stocks 096761101 351 17,700 SH X X 9 17,700
26 1,300 SH X X 25 1,300
85 4,300 SH X X 28 4,300
809 40,700 SH X 33 40,700
Boeing Co. Common Stocks 097023105 18 400 SH X X 11 400
225 5,100 SH X X 30 5,100
3,246 73,454 SH X 33 73,454
Boise Cascade Corp. Common Stocks 097383103 2,431 56,700 SH X X 9 56,700
1,604 37,400 SH X X 24 37,400
508 11,841 SH X X 25 11,841
2,362 55,100 SH X X 27 55,100
1,128 26,300 SH X X 30 26,300
18,604 432,659 SH X 33 432,659
BOLDER Technologies Corp. Common Stocks 097519102 276 32,000 SH X X 22 32,000
394 45,000 SH X 33 45,000
Borg-Warner Automotive, Inc. Common Stocks 099724106 28 500 SH X X 9 500
110 2,000 SH X X 21 2,000
303 5,500 SH X X 27 5,500
1,443 26,234 SH X 33 26,234
Borg-Warner Security Corp. Common Stocks 099733107 24 1,200 SH X X 21 1,200
386 28,700 SH X 33 28,700
Boston Properties, Inc. Common Stocks 101121101 778 21,700 SH X X 2 21,700
6,276 174,950 SH X X 26 174,950
40 1,120 SH X 33 1,120
Boston Scientific Corp. Common Stocks 101137107 286 6,500 SH X X 11 6,500
259 5,900 SH X X 25 5,900
548 12,466 SH X 33 12,466
Bowater, Inc. Common Stocks 102183100 477 10,100 SH X X 11 10,100
520 11,000 SH X X 27 11,000
208 4,400 SH X 33 4,400
Bowne & Co., Inc. Common Stocks 103043105 718 55,200 SH X X 9 55,200
823 63,300 SH X 33 63,300
Boykin Lodging Co. Common Stocks 103430104 38 2,500 SH X 33 2,500
Bradley Real Estate, Inc. Common Stocks 104580105 4,959 239,000 SH X X 26 239,000
71 3,400 SH X 33 3,400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Brady Corp. Class A Common Stocks 104674106 332 10,200 SH X X 9 10,200
429 13,200 SH X 33 13,200
Brandywine Realty Trust Common Stocks 105368203 95 4,800 SH X 33 4,800
Briggs & Stratton Corp. Common Stocks 109043109 1,681 29,100 SH X X 9 29,100
1,952 33,800 SH X X 21 33,800
1,900 32,900 SH X X 24 32,900
1,681 29,100 SH X X 25 29,100
785 13,600 SH X X 27 13,600
87 1,500 SH X X 30 1,500
5,956 103,136 SH X 33 103,136
58 1,000 SH X X 34 1,000
Brinker International, Inc. Common Stocks 109641100 310 11,400 SH X X 3 11,400
2,547 93,700 SH X X 21 93,700
642 23,600 SH X X 27 23,600
103 3,800 SH X X 28 3,800
2,020 74,307 SH X 33 74,307
Bristol-Myers Squibb Co. Common Stocks 110122108 12,277 174,300 SH X X 1 174,300
2,818 40,000 SH X X 3 40,000
8,376 118,920 SH X X 5 118,920
26,858 381,300 SH X X 11 381,300
11,397 161,800 SH X X 13 161,800
5,846 83,000 SH X X 20 83,000
22,805 323,760 SH X X 25 323,760
394 5,600 SH X X 27 5,600
6,036 85,700 SH X X 31 85,700
123,160 1,748,500 SH X 33 1,748,500
British Airways PLC - ADR Common Stocks 110419306 902 12,620 SH X X 29 12,620
65 486 SH X 33 486
Broadcom Corp. Class A Common Stocks 111320107 1,438 9,950 SH X X 23 9,950
1,904 13,171 SH X 33 13,171
BroadVision, Inc. Common Stocks 111412102 169 2,300 SH X X 34 2,300
Brookline Bancorp., Inc. Common Stocks 113739106 94 8,200 SH X X 9 8,200
169 14,600 SH X 33 14,600
414 15,300 SH X 33 15,300
Brown-Forman Distillers, Inc. Common Stocks 115637209 133 2,046 SH X 33 2,046
Class B
Browning-Ferris Industries, Inc. Common Stocks 115885105 1,260 29,300 SH X X 11 29,300
1,049 24,400 SH X X 21 24,400
460 10,700 SH X X 25 10,700
1,066 24,800 SH X X 30 24,800
3,648 84,836 SH X 33 84,836
Brunswick Corp. Common Stocks 117043109 2,595 93,100 SH X X 7 93,100
2,408 86,400 SH X X 9 86,400
5,483 196,700 SH X X 25 196,700
248 8,900 SH X X 27 8,900
5,768 206,915 SH X 33 206,915
Brush Wellman, Inc. Common Stocks 117421107 94 5,200 SH X X 9 5,200
54 3,000 SH X X 21 3,000
53 2,900 SH X 33 2,900
Buckle Inc. (The) Common Stocks 118440106 1,021 35,500 SH X 33 35,500
Budget Group, Inc. Common Stocks 119003100 154 12,500 SH X 33 12,500
Budget Group, Inc. Class A Common Stocks 119003101 272 22,100 SH X X 27 22,100
Buffets, Inc. Common Stocks 119882108 95 8,300 SH X X 25 8,300
799 69,500 SH X 33 69,500
Building Materials Holding Corp. Common Stocks 120113105 273 24,000 SH X X 22 24,000
2,036 177,000 SH X 33 177,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Burlington Coat Factory Warehouse
Corp. Common Stocks 121579106 539 27,900 SH X 33 27,900
Burlington Industries, Inc. Common Stocks 121693105 62 6,800 SH X 33 6,800
Burlington Northern, Inc. Common Stocks 12189T104 7,657 247,000 SH X X 10 247,000
2,031 65,500 SH X X 11 65,500
248 8,000 SH X X 25 8,000
291 9,400 SH X X 27 9,400
2,083 67,200 SH X X 30 67,200
25,148 811,217 SH X 33 811,217
Burlington Resources, Inc. Common Stocks 122014103 316 7,300 SH X X 21 7,300
65 1,500 SH X X 28 1,500
177 4,082 SH X 33 4,082
Burnham Pacific Properties, Inc. Common Stocks 12232C108 59 4,800 SH X 33 4,800
Business Objects SA - ADR Common Stocks 12328X107 3,028 82,950 SH X X 23 82,950
2,619 71,750 SH X 33 71,750
C&D Technologies, Inc. Common Stocks 124661109 285 9,300 SH X X 22 9,300
104 3,400 SH X X 27 3,400
747 24,400 SH X 33 24,400
CBL & Associates Properties, Inc. Common Stocks 124830100 87 3,300 SH X X 21 3,300
84 3,200 SH X 33 3,200
CCB Financial Corp. Common Stocks 124875105 148 2,800 SH X X 21 2,800
164 3,100 SH X X 25 3,100
732 13,840 SH X 33 13,840
CBS Corp. Common Stocks 12490K107 8,809 202,800 SH X X 21 202,800
209 4,800 SH X X 27 4,800
2,277 52,424 SH X 33 52,424
C-COR Electronics, Inc. Common Stocks 125010108 321 11,500 SH X X 22 11,500
485 17,400 SH X 33 17,400
C-Cube Microsystems, Inc. Common Stocks 125015107 108 3,400 SH X X 28 3,400
398 12,550 SH X 33 12,550
CDI Corp. Common Stocks 125071100 238 7,000 SH X X 9 7,000
412 12,100 SH X X 27 12,100
967 28,400 SH X 33 28,400
CDW Computer Centers, Inc. Common Stocks 125129106 24 554 SH X 33 554
CEC Entertainment, Inc. Common Stocks 125137109 5,940 140,600 SH X X 23 140,600
515 12,200 SH X X 27 12,200
5,985 141,650 SH X 33 141,650
CFM Technologies, Inc. Common Stocks 12525K106 273 28,000 SH X X 22 28,000
467 46,700 SH X 33 46,700
CFI ProServices, Inc. Common Stocks 12525N100 212 19,300 SH X X 22 19,300
379 33,700 SH X 33 33,700
CHS Electronics, Inc. Common Stocks 12542A206 25 5,700 SH X X 21 5,700
CIGNA Corp. Common Stocks 125509109 1,228 13,800 SH X X 11 13,800
71 800 SH X X 27 800
1,709 19,200 SH X X 30 19,200
5,875 66,011 SH X 33 66,011
CIT Group, Inc. (The) Common Stocks 125577106 4,652 161,100 SH X X 11 161,100
25 851 SH X 33 851
CKE Restaurants, Inc. Common Stocks 12561E105 650 40,000 SH X 33 40,000
Cleco Corp. Common Stocks 12561M107 310 10,200 SH X X 9 10,200
88 2,900 SH X X 21 2,900
371 12,200 SH X 33 12,200
CMG Information Services, Inc. Common Stocks 125750109 216 1,898 SH X 33 1,898
CMP Group, Inc. Common Stocks 125887109 202 7,700 SH X 33 7,700
CMS Energy Corp. Common Stocks 125896100 1,185 28,300 SH X X 11 28,300
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
99 2,357 SH X 33 2,357
CPI Corp. Common Stocks 125902106 109 3,300 SH X X 27 3,300
CSS Industries, Inc. Common Stocks 125906107 262 9,300 SH X X 27 9,300
461 16,400 SH X 33 16,400
CNET, Inc. Common Stocks 125945105 1,612 28,000 SH X X 12 28,000
1,963 34,100 SH X X 23 34,100
363 6,300 SH X X 25 6,300
3,810 66,110 SH X 33 66,110
CSK Auto Corp. Common Stocks 125965100 1,469 54,400 SH X 33 54,400
CNA Financial Corp. Common Stocks 126117100 16 393 SH X 33 393
CNB Bancshares, Inc. Common Stocks 126126101 566 9,926 SH X 33 9,926
165 2,900 SH X X 34 2,900
CNA Surety Corp. Common Stocks 12612L108 77 5,000 SH X X 9 5,000
126 8,200 SH X 33 8,200
CNF Transportation, Inc. Common Stocks 12612W104 806 21,000 SH X X 7 21,000
710 18,500 SH X X 11 18,500
111 2,900 SH X X 27 2,900
232 6,045 SH X 33 6,045
CSG Systems International, Inc. Common Stocks 126349109 32 1,218 SH X 33 1,218
CSX Corp. Common Stocks 126408103 3,666 80,900 SH X X 11 80,900
1,273 28,100 SH X X 30 28,100
3,439 75,897 SH X 33 75,897
CTS Corp. Common Stocks 126501105 112 1,600 SH X X 27 1,600
406 5,800 SH X 33 5,800
CVS Corp. Common Stocks 126650100 11,398 224,600 SH X X 13 224,600
31,906 624,083 SH X 33 624,083
Cablevision Systems Corp. Class A Common Stocks 12686C109 175 2,498 SH X 33 2,498
Cabletron Systems, Inc. Common Stocks 126920107 45 3,496 SH X 33 3,496
Cable Design Technologies Corp. Common Stocks 126924109 1,593 103,200 SH X X 12 103,200
227 14,700 SH X X 22 14,700
2,365 153,200 SH X 33 153,200
Cabot Corp. Common Stocks 127055101 128 5,300 SH X X 21 5,300
174 7,200 SH X X 25 7,200
856 35,400 SH X X 30 35,400
4,173 172,533 SH X 33 172,533
Cabot Industrial Trust Common Stocks 127072106 2,792 131,400 SH X X 26 131,400
53 2,500 SH X 33 2,500
Cabot Oil & Gas Corp. Common Stocks 127097103 1,090 58,590 SH X 33 58,550
Cadence Design Systems, Inc. Common Stocks 127387108 1,454 114,000 SH X X 25 114,000
1,102 86,397 SH X 33 86,397
Caere Corp. Common Stocks 127646107 32 2,500 SH X 28 2,500
Calgon Carbon Corp. Common Stocks 129603106 1,494 251,600 SH X 33 251,600
Callaway Golf Co. Common Stocks 131193104 39 2,700 SH X X 21 2,700
1,195 81,700 SH X X 25 81,700
1,808 123,600 SH X 33 123,600
Calpine Corp. Common Stocks 131347106 1,037 19,200 SH X X 9 19,200
1,609 29,800 SH X X 24 29,800
173 3,200 SH X X 25 3,200
1,215 22,500 SH X X 27 22,500
5,536 102,512 SH X 33 102,512
Cambrex Corp. Common Stocks 132011107 425 16,200 SH X X 9 16,200
365 13,900 SH X X 27 13,900
1,205 45,900 SH X 33 45,900
Camden Property Trust Common Stocks 133131102 7,108 256,129 SH X X 26 256,129
186 6,692 SH X 33 6,692
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Campbell Soup Co. Common Stocks 134429109 1,850 39,900 SH X X 25 39,900
354 7,633 SH X 33 7,633
Canadian Pacific, Ltd. Common Stocks 135923100 3,215 135,000 SH X 33 135,000
Canadian National Railway Co. NPV Common Stocks 136375102 40 590 SH X 18 990
Canandaigua Brands Inc. Class A Common Stocks 137219200 681 13,000 SH X X 9 13,000
367 7,000 SH X X 27 7,000
94 1,800 SH X X 28 1,800
1,951 37,200 SH X X 33 37,200
Capital Automotive Common Stocks 139733109 1,504 113,500 SH X 33 113,500
Capital One Financial Corp. Common Stocks 14040H105 4,978 89,400 SH X 13 89,400
13,484 242,143 SH X X 33 242,143
Capstead Mortgage Corp. Common Stocks 14067E100 227 41,800 SH X 9 41,800
258 47,500 SH X X 33 47,500
Capstar Broadcasting Corp. Class A Common Stocks 14067G105 4,517 165,000 SH X 12 165,000
4,953 180,945 SH X X 33 180,945
Carbide/Graphite Group, Inc. (The) Common Stocks 140777103 271 19,000 SH X 22 19,000
315 22,000 SH X X 33 22,000
Caraustar Industries, Inc. Common Stocks 140909102 104 4,200 SH X 33 4,200
Cardinal Health, Inc. Common Stocks 14149Y108 8,373 130,575 SH X 7 130,575
6,085 94,900 SH X X 20 94,900
599 9,336 SH X X 25 9,336
15,668 244,334 SH X X 33 244,334
Career Education Corp. Common Stocks 141665100 1,440 42,600 SH X 33 42,600
CareMatrix Corp. Common Stocks 141706101 21 1,700 SH X 21 1,700
Carey International, Inc. New Common Stocks 141750109 404 16,400 SH X X 22 16,400
662 26,900 SH X X 33 26,900
Carlisle Cos., Inc. Common Stocks 142339100 116 2,400 SH X 21 2,400
750 15,593 SH X X 33 15,593
Carmike Cinemas, Inc. Common Stocks 143436103 35 2,200 SH X 21 2,200
Carolina Power & Light Co. Common Stocks 144141108 437 10,200 SH X X 25 10,200
1,947 45,480 SH X X 33 45,480
CarrAmerica Realty Corp. Common Stocks 144418100 915 36,600 SH X 7 36,600
268 10,700 SH X X 25 10,700
5,315 212,600 SH X X 26 212,600
615 24,580 SH X X 33 24,580
Cascade Corp. Common Stocks 147195101 252 18,000 SH X 22 18,000
1,361 97,200 SH X X 33 97,200
Cascade Natural Gas Corp. Common Stocks 147339105 112 5,900 SH X 33 5,900
Case Corp. Common Stocks 14743R103 804 16,702 SH X 33 16,702
Casella Waste Systems, Inc. Class Common Stocks 147448104 348 13,400 SH X 33 13,400
Catalina Marketing Corp. Common Stocks 148867104 35 378 SH X 33 378
212 2,300 SH X 34 2,300
Catalytica, Inc. Common Stocks 148885106 109 7,800 SH X X 34 7,800
Catellus Development Corp. Common Stocks 149111106 4,219 272,200 SH X X 2 272,200
38 2,457 SH X X 33 2,457
Caterpillar, Inc. Common Stocks 149123101 12,150 202,500 SH X 5 202,500
9,960 166,000 SH X X 10 166,000
132 2,200 SH X X 25 2,200
60,570 1,009,493 SH X X 33 1,009,493
Cathay Bancorp, Inc. Common Stocks 149150104 51 1,200 SH X 21 1,200
Cato Corp. Class A Common Stocks 149205106 187 16,300 SH X X 9 16,300
273 23,500 SH X X 33 23,500
Cavanaughs Hospitality Corp. Common Stocks 149564106 270 32,000 SH X 22 32,000
397 47,000 SH X 33 47,000
Celeritek, Inc. Common Stocks 150926103 307 50,200 SH X X 22 50,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
438 70,000 SH X 33 70,000
1,674 38,650 SH X X 33 38,650
Cendant Corp. Common Stocks 151313103 12,431 606,400 SH X X 11 606,400
6,933 338,200 SH X 25 338,200
367 17,923 SH X 33 17,923
CenterPoint Properties Corp. Common Stocks 151895109 92 2,500 SH X 33 2,500
CenterTrust Retail Properties, Inc. Common Stocks 152038100 42 3,600 SH X X 33 3,600
Centex Corp. Common Stocks 152312104 2,047 54,500 SH X X 9 54,500
1,980 52,700 SH X X 21 52,700
2,607 69,400 SH X X 24 69,400
702 18,700 SH X X 25 18,700
1,814 48,300 SH X X 27 48,300
116 3,100 SH X X 28 3,100
1,029 27,400 SH X 30 27,400
12,120 322,668 SH X X 33 322,668
Centex Construction Products, Inc. Common Stocks 15231R109 713 20,900 SH X X 9 20,900
2,211 64,800 SH X 24 64,800
3,447 101,000 SH X 33 101,000
Centocor, Inc. Common Stocks 152342101 3,195 68,530 SH X X 33 68,530
Central & Southwest Corp. Common Stocks 152357109 3,001 128,400 SH X X 11 128,400
834 35,700 SH X X 21 35,700
1,599 68,400 SH X X 25 68,400
1,344 57,500 SH X 30 57,500
14,301 611,800 SH X X 33 611,800
Central Garden & Pet Co. Common Stocks 153527106 34 3,300 SH X X 21 3,300
Central Hudson Gas & Electric Corp. Common Stocks 153609102 445 10,600 SH X 9 10,600
445 10,600 SH X X 33 10,600
Central Newspapers, Inc. Class A Common Stocks 154647101 3,179 84,500 SH X X 4 84,500
169 4,500 SH X X 9 4,500
41 1,100 SH X X 21 1,100
1,987 52,800 SH X X 24 52,800
34 900 SH X 25 900
7,514 199,705 SH X X 33 199,705
Central Parking Corp. Common Stocks 154785109 2,106 61,500 SH X 12 61,500
3,768 110,000 SH X X 33 110,000
Centris Group, Inc. Common Stocks 155904105 2,266 223,800 SH X X 4 223,800
273 27,000 SH X 22 27,000
405 40,000 SH X X 33 40,000
Centura Banks, Inc. Common Stocks 15640T100 552 9,800 SH X X 9 9,800
79 1,400 SH X X 25 1,400
288 5,100 SH X 27 5,100
1,492 26,470 SH X 33 26,470
Century Communications Corp. Class A Common Stocks 156503104 32 703 SH X X 33 703
Cephalon, Inc. Common Stocks 156708109 2,519 148,200 SH X 23 148,200
2,830 162,850 SH X 33 162,850
Ceridian Corp. Common Stocks 15677T106 94 2,885 SH X X 33 2,885
Champion Enterprises, Inc. Common Stocks 158496109 1,732 93,000 SH X X 24 93,000
69 3,700 SH X 27 3,700
2,164 116,200 SH X X 33 116,200
Champion International Corp. Common Stocks 158525105 1,144 23,900 SH X 30 23,900
13,874 289,800 SH X X 33 289,800
Championship Auto Racing Teams, Inc. Common Stocks 158711101 410 13,700 SH X 9 13,700
368 12,300 SH X X 33 12,300
Chancellor Media Corp. Common Stocks 158915108 3,948 71,700 SH X X 1 71,700
1,134 20,600 SH X X 3 20,600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3,276 59,500 SH X X 20 59,500
23,778 431,339 SH X 33 431,339
Channell Commercial Corp. Common Stocks 159186105 249 26,000 SH X X 22 26,000
380 38,000 SH X 33 38,000
Charter One Financial, Inc. Common Stocks 160903100 1,221 44,000 SH X X 11 44,000
2,185 78,750 SH X X 12 78,750
3,010 108,485 SH X X 20 108,485
9,222 331,567 SH X 33 331,567
Charming Shoppes, Inc. Common Stocks 161133103 3,533 579,800 SH X 33 579,800
Chart Industries, Inc. Common Stocks 16115Q100 225 28,600 SH X X 22 28,600
331 42,000 SH X 33 42,000
Chartwell Re Corp. Common Stocks 16139W109 400 21,500 SH X X 27 21,500
237 12,700 SH X 33 12,700
Chase Manhattan Corp. Common Stocks 16161A108 5,951 68,700 SH X X 1 68,700
17,515 202,196 SH X X 5 202,196
2,876 33,200 SH X X 7 33,200
2,296 26,500 SH X X 13 26,500
12,846 148,300 SH X X 21 148,300
1,819 21,000 SH X X 25 21,000
3,682 42,500 SH X X 27 42,500
1,585 18,300 SH X X 30 18,300
81,726 943,451 SH X 33 943,451
Chateau Communities, Inc. Common Stocks 161726104 90 3,000 SH X 33 3,000
Checkers Drive-in Restaurants 2000
Warrants Common Stocks 162809110 0 471 SH X 33 471
CheckFree Holdings Corp. Common Stocks 162816102 24 862 SH X 33 862
Checkpoint Systems, Inc. Common Stocks 162825103 27 3,000 SH X X 21 3,000
Cheesecake Factory, Inc. (The) Common Stocks 163072100 1,186 38,900 SH X 33 38,900
Chelsea GCA Realty, Inc. Common Stocks 163262108 97 2,600 SH X X 21 2,600
78 2,100 SH X 33 2,100
Chemed Corp. Common Stocks 163596109 226 6,800 SH X X 27 6,800
Chesapeake Corp. Common Stocks 165159104 318 8,500 SH X X 9 8,500
56 1,500 SH X X 21 1,500
678 18,100 SH X X 27 18,100
816 21,800 SH X 33 21,800
Chevron Corp. Common Stocks 166751107 1,152 12,100 SH X X 11 12,100
1,704 17,900 SH X X 27 17,900
1,704 17,900 SH X X 30 17,900
18,202 191,225 SH X 33 191,225
Chicago Title Corp. Common Stocks 168228104 610 17,100 SH X X 9 17,100
1,467 41,100 SH X 33 41,100
Chicos Fas, Inc. Common Stocks 168615102 972 41,350 SH X X 23 41,350
28 1,200 SH X X 28 1,200
852 36,250 SH X 33 36,250
Childrens Comprehensive Services, Inc. Common Stocks 16875K200 451 65,000 SH X 33 65,000
Children's Comprehensive Services, Inc. Common Stocks 16875K202 297 44,000 SH X X 22 44,000
345 8,510 SH X 33 8,510
China Telecom (Hong Kong), Ltd. - ADR Common Stocks 169428109 410 7,200 SH X X 36 7,200
274 4,800 SH X X 37 4,800
ChiRex, Inc. Common Stocks 170038103 138 4,300 SH X X 27 4,300
Chiron Corp. Common Stocks 170040109 1,607 77,700 SH X X 7 77,700
494 23,900 SH X X 11 23,900
49 2,357 SH X 33 2,357
Chittenden Corp. Common Stocks 170228100 25 800 SH X X 9 800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
41 1,300 SH X 33 1,300
ChoicePoint, Inc. Common Stocks 170388102 2,819 42,000 SH X X 12 42,000
5,706 85,000 SH X 33 85,000
Chris Craft Industries, Inc. Common Stocks 170520100 675 14,317 SH X X 9 14,317
99 2,100 SH X X 21 2,100
2,338 49,608 SH X X 27 49,608
4,074 86,461 SH X 33 86,461
Chubb Corp. (The) Common Stocks 171232101 528 7,600 SH X X 11 7,600
1,828 26,300 SH X X 30 26,300
12,928 186,011 SH X 33 186,011
Church and Dwight Co., Inc. Common Stocks 171340102 674 15,500 SH X X 9 15,500
779 17,900 SH X 33 17,900
Ciber, Inc. Common Stocks 17163B102 1,675 87,600 SH X 33 87,600
CIENA Corp. Common Stocks 171779101 112 3,700 SH X X 3 3,700
397 13,167 SH X 33 13,167
Cincinnati Bell, Inc. Common Stocks 171870108 79 3,150 SH X 33 3,150
Cinar Corp. Class B Sub Voting Common Stocks 171905300 76 3,110 SH X X 18 3,110
Cincinnati Financial Corp. Common Stocks 172062101 134 3,574 SH X 33 3,574
Cinergy Corp. Common Stocks 172474108 1,168 36,500 SH X X 11 36,500
1,270 39,700 SH X X 30 39,700
3,537 110,538 SH X 33 110,538
Circuit City Stores, Inc. Common Stocks 172737108 2,446 26,300 SH X X 11 26,300
1,302 14,000 SH X X 25 14,000
1,312 14,110 SH X 33 14,110
Cisco Systems, Inc. Common Stocks 17275R102 23,368 362,650 SH X X 1 362,650
4,478 69,500 SH X X 3 69,500
5,078 78,800 SH X X 7 78,800
39,291 609,750 SH X X 11 609,750
31,851 494,300 SH X X 13 494,300
6,038 93,700 SH X X 20 93,700
31,317 486,000 SH X X 25 486,000
644 10,000 SH X X 27 10,000
189,420 2,936,747 SH X 33 2,936,747
417 6,474 SH X X 34 6,474
Citadel Communications Corp. Common Stocks 172853200 1,115 30,800 SH X 33 30,800
Citation Corp. Common Stocks 172895104 40 2,500 SH X X 21 2,500
344 21,400 SH X X 22 21,400
564 35,100 SH X 33 35,100
Cintas Corp. Common Stocks 172908105 1,188 17,700 SH X X 7 17,700
117 1,743 SH X 33 1,743
Citigroup, Inc. Common Stocks 172967101 9,814 206,600 SH X X 1 206,600
1,860 39,150 SH X X 3 39,150
22,929 482,711 SH X X 7 482,711
24,182 509,101 SH X X 11 509,101
6,174 129,975 SH X X 20 129,975
13,642 287,200 SH X X 25 287,200
1,544 32,500 SH X X 27 32,500
4,817 101,400 SH X X 30 101,400
80,510 1,694,938 SH X 33 1,694,938
Citizens Banking Corp. Common Stocks 174420109 102 3,400 SH X X 9 3,400
96 3,200 SH X X 21 3,200
75 2,500 SH X X 28 2,500
9 300 SH X 33 300
Citizens Utilities Co. Class B Common Stocks 177342200 112 10,043 SH X 33 10,043
Citizens Utilities Co. Class B Common Stocks 177342201 573 51,500 SH X X 9 51,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
0 0 SH X X 25
Citrix Systems, Inc. Common Stocks 177376100 3,085 54,900 SH X X 24 54,900
405 7,200 SH X 25 7,200
8,445 149,473 SH X 33 149,473
253 4,500 SH X X 34 4,500
City National Corp. Common Stocks 178566105 2,396 64,000 SH X X 12 64,000
1,097 29,300 SH X X 25 29,300
498 13,300 SH X X 27 13,300
116 3,100 SH X X 28 3,100
6,436 171,902 SH X 33 171,902
Claire's Stores, Inc. Common Stocks 179584107 3,362 131,200 SH X X 4 131,200
687 26,800 SH X X 9 26,800
41 1,600 SH X X 21 1,600
497 19,400 SH X X 27 19,400
5,005 195,336 SH X 33 195,336
Clarcor, Inc. Common Stocks 179895107 25 1,300 SH X X 21 1,300
Clarify, Inc. Common Stocks 180492100 1,964 47,600 SH X X 12 47,600
3,358 81,400 SH X 33 81,400
Clark/Bardes Holdings, Inc. Common Stocks 180668105 462 24,300 SH X X 22 24,300
714 37,600 SH X 33 37,600
Clayton Homes, Inc. Common Stocks 184190106 69 6,000 SH X X 21 6,000
29 2,493 SH X 33 2,493
Clear Channel Communications, Inc. Common Stocks 184502102 5,143 74,600 SH X X 1 74,600
3,640 52,800 SH X X 3 52,800
1,572 22,800 SH X X 13 22,800
26,076 378,255 SH X 33 378,255
Cleveland-Cliffs, Inc. Common Stocks 185896107 23 700 SH X X 9 700
62 1,900 SH X X 21 1,900
327 10,100 SH X X 27 10,100
573 17,700 SH X 33 17,700
Clorox Co. Common Stocks 189054109 85 800 SH X X 27 800
3,343 31,300 SH X X 31 31,300
9,153 85,694 SH X 33 85,694
Coach USA, Inc. Common Stocks 18975L106 3,179 75,800 SH X X 12 75,800
Coachmen Industries, Inc. Common Stocks 189873102 2,123 91,300 SH X X 4 91,300
77 3,300 SH X X 21 3,300
1,913 82,300 SH X X 24 82,300
26 1,100 SH X X 27 1,100
4,878 209,800 SH X 33 209,800
Coast Federal Litigation Contigent Common Stocks 19034Q110 0 300 SH X 33 300
Coastal Corp. Common Stocks 190441105 7,720 193,000 SH X X 5 193,000
5,416 135,400 SH X X 7 135,400
284 7,100 SH X X 25 7,100
164 4,100 SH X X 27 4,100
18,756 468,909 SH X 33 468,909
Coca-Cola Bottling Co. Consolidated Common Stocks 191098102 2,218 39,600 SH X X 4 39,600
2,464 44,000 SH X 33 44,000
Coca-Cola Co. (The) Common Stocks 191216100 16,644 266,300 SH X X 11 266,300
11,025 176,400 SH X X 13 176,400
913 14,600 SH X X 25 14,600
32,902 526,424 SH X 33 526,424
Coca-Cola Enterprises, Inc. Common Stocks 191219104 568 19,100 SH X X 3 19,100
1,455 48,900 SH X X 13 48,900
5,946 193,382 SH X 33 193,382
Coherent, Inc. Common Stocks 192479103 330 17,800 SH X X 27 17,800
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3,329 178,750 SH X 33 178,750
Coho Energy, Inc. Common Stocks 192481109 26 52,661 SH X X 22 52,661
42 80,065 SH X 33 80,065
Cohu, Inc. Common Stocks 192576106 2,844 80,400 SH X X 4 80,400
3,124 88,300 SH X 33 88,300
Cole National Corp. Class A Common Stocks 193290103 214 27,000 SH X X 22 27,000
318 40,000 SH X 33 40,000
Colgate-Palmolive Co. Common Stocks 194162103 662 6,700 SH X X 1 6,700
6,547 66,300 SH X X 13 66,300
18,402 373,640 SH X 33 373,640
Collins & Aikman Corp. Common Stocks 194830105 57 7,500 SH X X 21 7,500
Colonial BancGroup, Inc. Common Stocks 195493309 2,551 183,000 SH X X 4 183,000
145 10,400 SH X X 11 10,400
123 8,800 SH X X 21 8,800
3,099 222,330 SH X 33 222,330
Colonial Properties Trust Common Stocks 195872106 96 3,400 SH X X 21 3,400
93 3,300 SH X 33 3,300
Coltec Industries, Inc. Common Stocks 196879100 698 32,200 SH X X 11 32,200
Columbia Energy Group Common Stocks 197648108 5,795 92,450 SH X X 11 92,450
176 2,800 SH X X 27 2,800
214 3,420 SH X 33 3,420
Columbia/HCA Healthcare Corp. Common Stocks 197677107 11,185 490,300 SH X X 5 490,300
3,837 168,200 SH X X 7 168,200
6,798 298,000 SH X X 10 298,000
4,882 214,000 SH X X 11 214,000
42,590 1,866,979 SH X 33 1,866,979
Columbus McKinnon Corp. Common Stocks 199333105 2,021 86,000 SH X X 4 86,000
2,765 115,200 SH X 33 115,200
Comair Holdings, Inc. Common Stocks 199789108 149 7,200 SH X X 25 7,200
861 41,364 SH X 33 41,364
Comcast Corp. Class A Common Stocks 200300101 297 8,300 SH X X 3 8,300
867 24,200 SH X 33 24,200
Comcast Corp. Special Class A Common Stocks 200300200 1,791 46,600 SH X X 3 46,600
5,527 143,800 SH X X 7 143,800
688 17,900 SH X X 11 17,900
2,575 67,000 SH X X 13 67,000
3,186 82,900 SH X X 20 82,900
1,407 36,600 SH X X 25 36,600
20,651 537,263 SH X 33 537,263
Comdisco, Inc. Common Stocks 200336105 68 2,650 SH X 33 2,650
Comerica, Inc. Common Stocks 200340107 2,045 34,400 SH X X 21 34,400
8,978 151,050 SH X X 25 151,050
2,324 39,100 SH X X 27 39,100
9,401 158,166 SH X 33 158,166
Commerce Bancorp, Inc. Common Stocks 200519106 242 5,670 SH X X 9 5,670
86 2,000 SH X X 21 2,000
328 7,665 SH X X 27 7,665
696 16,275 SH X 33 16,275
77 1,800 SH X X 34 1,800
Commerce Bancshares, Inc. Common Stocks 200525103 378 9,400 SH X X 9 9,400
305 7,580 SH X X 25 7,580
482 11,985 SH X X 27 11,985
2,317 57,667 SH X X 31 57,667
6,304 156,611 SH X 33 156,611
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C><C><C> <C> <C> <C> <C> <C>
Commercial Federal Corp Common Stocks 201647104 174 7,500 SH X X 11 7,500
252 10,879 SH X 33 10,879
Commercial Intertech Corp. Common Stocks 201709102 126 7,900 SH X 33 7,900
Commercial Metals Co. Common Stocks 201723103 182 6,400 SH X X 9 6,400
71 2,500 SH X X 21 2,500
496 17,400 SH X X 27 17,400
1,921 67,400 SH X 33 67,400
Commercial Net Lease Realty Common Stocks 202218103 52 4,000 SH X 33 4,000
Commonwealth Bancorp, Inc. Common Stocks 20268X102 136 7,600 SH X X 9 7,600
124 6,900 SH X 33 6,900
Commonwealth Telephone Enterprises, Inc. Common Stocks 203349105 743 18,400 SH X X 27 18,400
1,003 24,800 SH X 33 24,800
CommScope, Inc. Common Stocks 203372107 498 16,700 SH X X 27 16,200
692 22,500 SH X 33 22,500
Community Bank System, Inc. Common Stocks 203607106 779 30,700 SH X X 4 30,700
Companhia Brasileira de Distribuicao Grupo
Pao de Acucar Common Stocks 20440T201 176 9,400 SH X X 37 9,400
Companhia Cervejaria Brahma - ADR Common Stocks 20440X103 248 21,900 SH X X 37 21,900
Companhia Paranaense de Energia Copel Class
B - ADR Preferred Stocks 20441B407 132 15,800 SH X X 37 15,800
Companhia Anonima Nacional Telefonos de
Venezuela - Common Stocks 204421101 1,721 63,146 SH X X 8 63,146
354 13,000 SH X X 37 13,000
Compania Cervecerias Unidas SA - ADR Common Stocks 204429104 965 33,700 SH X X 30 33,700
263 9,200 SH X X 37 9,200
Compania de Minas Buenaventura Series B - ADR Common Stocks 204448104 139 9,100 SH X X 8 9,100
190 12,400 SH X X 35 12,400
352 23,000 SH X X 37 23,000
Compania de Telecomunicaciones de Chile SA -
AD Common Stocks 204449300 263 10,625 SH X X 8 10,625
364 14,719 SH X X 35 14,719
396 16,000 SH X X 37 16,000
COMPAQ Computer Corp. Common Stocks 204493100 10,423 440,000 SH X X 10 440,000
35,290 1,489,796 SH X 33 1,489,796
Compass Bancshares, Inc. Common Stocks 20449H109 1,153 42,300 SH X X 11 42,300
208 7,650 SH X X 27 7,650
414 15,207 SH X 33 15,207
Compucom Systems, Inc. Common Stocks 204780100 17 4,200 SH X X 21 4,200
Computer Associates International, Inc. Common Stocks 204912109 10,010 182,000 SH X X 10 182,000
16,027 291,400 SH X X 25 291,400
26,873 488,602 SH X 33 488,602
CompUSA, Inc. Common Stocks 204932107 237 31,900 SH X X 11 31,900
Computer Sciences Corp. Common Stocks 205363104 235 3,400 SH X X 7 3,400
55 800 SH X X 25 800
125 1,800 SH X X 27 1,800
1,754 25,351 SH X 33 25,351
Compuware Corp. Common Stocks 205638109 502 15,800 SH X X 3 15,800
7,299 229,900 SH X X 25 229,900
32 1,000 SH X X 27 1,000
3,997 125,900 SH X X 31 125,900
14,845 466,636 SH X 33 466,636
Comsat Corp. Series 1 Common Stocks 20564D107 790 24,300 SH X X 25 24,300
3,511 108,040 SH X 33 108,040
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Comverse Technology, Inc. Common Stocks 205862402 8,446 112,050 SH X X 7 112,050
4,372 58,000 SH X X 12 58,000
595 7,900 SH X X 27 7,900
8,355 110,658 SH X 33 110,658
445 5,900 SH X X 34 5,900
ConAgra, Inc. Common Stocks 205887102 4,572 171,700 SH X X 5 171,700
12,516 470,100 SH X X 7 470,100
112 4,200 SH X X 21 4,200
1,464 55,000 SH X X 30 55,000
12,949 486,353 SH X 33 486,353
Concord EFS, Inc. Common Stocks 206197100 7,872 186,047 SH X 33 186,047
Concord EFS, Inc. Common Stocks 206197105 2,023 47,800 SH X X 13 47,800
1,417 33,500 SH X X 23 33,500
305 7,200 SH X X 25 7,200
135 3,200 SH X X 34 3,200
Conectiv, Inc. Common Stocks 206829103 1,207 49,400 SH X X 9 49,400
596 24,400 SH X X 27 24,400
2,266 92,740 SH X 33 92,740
Conexant Systems, Inc. Common Stocks 207142100 986 17,000 SH X X 23 17,000
157 2,700 SH X X 25 2,700
1,359 23,406 SH X 33 23,406
Connecticut Energy Corp. Common Stocks 207567108 27 700 SH X 33 700
Conning Corp. New Common Stocks 208215103 271 17,200 SH X X 22 17,200
416 25,600 SH X 33 25,600
Conoco, Inc. Class A Common Stocks 208251306 10,060 360,900 SH X X 5 360,900
357 12,800 SH X X 11 12,800
1,070 38,400 SH X X 30 38,400
18,823 675,250 SH X 33 675,250
Conseco, Inc. Common Stocks 208464107 9,128 299,900 SH X X 5 299,900
4,276 140,500 SH X X 20 140,500
8,243 270,812 SH X X 25 270,812
39,816 1,308,120 SH X 33 1,308,120
Consolidated Edison, Inc. Common Stocks 209115104 6,149 135,900 SH X X 5 135,900
5,430 120,000 SH X X 7 120,000
801 17,700 SH X X 25 17,700
1,353 29,900 SH X X 30 29,900
13,216 292,062 SH X 33 292,062
Consolidated Freightways Corp. Common Stocks 209232107 429 33,500 SH X X 9 33,500
35 2,750 SH X X 11 2,750
848 66,200 SH X X 27 66,200
1,405 109,400 SH X 33 109,400
Consolidated Graphics, Inc. Common Stocks 209341106 145 2,900 SH X X 34 2,900
Consolidated Natural Gas Co. Common Stocks 209615103 668 11,000 SH X X 11 11,000
6 100 SH X X 25 100
942 15,503 SH X 33 15,503
Consolidated Papers, Inc. Common Stocks 209759109 11 400 SH X X 25 400
904 33,800 SH X X 30 33,800
2,375 88,798 SH X 33 88,798
Consolidated Stores Corp. Common Stocks 210149100 69 2,551 SH X 33 2,551
Continental Airlines, Inc. Class B Common Stocks 210795308 5,456 145,000 SH X X 1 145,000
2,551 67,800 SH X X 9 67,800
1,144 30,400 SH X X 21 30,400
75 2,000 SH X X 27 2,000
21,677 576,138 SH X 33 576,138
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Convergys Corp. NPV Common Stocks 212485106 2,066 107,300 SH X X 25 107,300
1,394 72,404 SH X 33 72,404
Cooper Cameron Corp. Common Stocks 216640102 271 7,300 SH X X 11 7,300
2,094 56,500 SH X X 12 56,500
2,127 57,400 SH X X 23 57,400
3,186 85,975 SH X 33 85,975
Cooper Industries, Inc. Common Stocks 216669101 2,995 57,600 SH X X 11 57,600
1,238 23,800 SH X X 30 23,800
3,223 61,987 SH X 33 61,987
Cooper Tire & Rubber Co. Common Stocks 216831107 9,379 397,000 SH X X 10
288 12,200 SH X X 11
220 9,300 SH X X 25
90 3,800 SH X X 27
900 38,100 SH X X 30
25,207 1,066,952 SH X 33 1,066,952
Coors (Adolph) Co. Class B Common Stocks 217016104 1,614 32,600 SH X X 9 32,600
129 2,600 SH X X 21 2,600
94 1,900 SH X X 25 1,900
114 2,300 SH X X 27 2,300
2,526 51,036 SH X 33 51,036
Copart, Inc. Common Stocks 217204106 62 2,900 SH X X 28 2,900
17 800 SH X 33 800
Cor Therapeutics, Inc. Common Stocks 217753102 1,112 76,000 SH X X 23 76,000
Cordant Technologies, Inc. Common Stocks 218412104 493 10,900 SH X X 7 10,900
99 2,200 SH X X 21 2,200
316 7,000 SH X X 25 7,000
592 13,100 SH X X 27 13,100
2,822 62,441 SH X 33 62,441
Corn Products International, Inc. Common Stocks 219023108 1,047 34,400 SH X X 9 34,400
1,129 37,100 SH X 33 37,100
Cornell Corrections, Inc. Common Stocks 219141108 197 12,000 SH X X 22 12,000
329 20,000 SH X 33 20,000
Cornerstone Properties, Inc. Common Stocks 21922H103 5,398 340,000 SH X X 26
327 20,619 SH X 33 20,619
Cornerstone Realty Income Trust, Inc. Common Stocks 21922V100 59 5,500 SH X 33 5,500
Corning, Inc. Common Stocks 219350105 373 5,325 SH X 33 5,325
Corporate Express, Inc. Common Stocks 219888104 227 32,600 SH X X 11 32,600
Correctional Services Corp. Common Stocks 219921103 66 8,800 SH X X 22 8,800
105 13,750 SH X 33 13,750
CORT Business Services Corp. Common Stocks 220493100 251 10,500 SH X X 12 10,500
299 12,500 SH X 33 12,500
CORUS Bankshares, Inc. Common Stocks 220873103 51 1,600 SH X X 21 1,600
134 4,200 SH X 33 4,200
CorVel Corp. Common Stocks 221006109 234 11,000 SH X X 22 11,000
387 18,000 SH X 33 18,000
Cost Plus, Inc. Common Stocks 221485105 1,073 23,650 SH X X 9 23,650
1,167 25,650 SH X 33 25,650
Costco Cos., Inc. Common Stocks 22160Q102 12,592 157,400 SH X X 1 157,400
2,312 28,900 SH X X 3 28,900
1,656 20,700 SH X X 7 20,700
232 2,900 SH X X 11 2,900
2,816 35,200 SH X X 13 35,200
39,705 495,924 SH X 33 495,924
Cotelligent Group, Inc. Common Stocks 221630106 173 22,200 SH X X 22 22,200
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
278 35,600 SH X 33 35,600
Countrywide Credit Industries,
Inc. Common Stocks 222372104 603 14,100 SH X X 25 14,100
2,373 55,500 SH X X 27 55,500
834 19,500 SH X X 30 19,500
4,428 103,588 SH X 33 103,588
Cousins Properties, Inc. Common Stocks 222795106 7,273 215,100 SH X X 2 215,100
1,356 40,100 SH X X 26 40,100
7 200 SH X 33 200
Covenant Transport, Inc. Class A Common Stocks 22284P105 230 14,600 SH X X 27 14,600
Cox Communications, Inc. Class A Common Stocks 224044107 1,480 40,200 SH X X 7 40,200
3,162 85,900 SH X X 31 85,900
4,748 128,977 SH X 33 128,977
Cox Radio, Inc. Class A Common Stocks 224051102 163 3,000 SH X X 27 3,000
673 12,408 SH X 33 12,408
54 1,000 SH X X 34 1,000
Crane Co. Common Stocks 224399105 938 29,850 SH X X 25 29,850
1,517 48,250 SH X X 27 3,700
116 3,700 SH X X 28 88,942
2,796 88,942 SH X 33 1,500
Credit Acceptance Corp. Common Stocks 225310101 9 1,500 SH X 33 210,900
Crescent Real Estate Equities,
Inc. Common Stocks 225756105 5,009 210,900 SH X X 26 59,383
1,410 59,383 SH X 33 47,900
Crescent Operating, Inc. Common Stocks 22575M100 326 47,900 SH X X 2 1,700
CRIIMI MAE, Inc. Common Stocks 226603108 4 1,700 SH X 33 2,300
Crompton & Knowles Corp. Common Stocks 227111101 45 2,300 SH X X 25 23,900
468 23,900 SH X 33 167,025
Cross Timbers Oil Co. Common Stocks 227573102 2,484 167,025 SH X X 4 187,900
2,795 187,900 SH X 33 2,800
Crown American Realty Trust Common Stocks 228186102 20 2,800 SH X 33 27,000
Crown Castle International Corp. Common Stocks 228227104 560 27,000 SH X X 3 2,500
52 2,500 SH X X 25 87,033
1,811 87,033 SH X 33 36,900
Crown Cork & Seal Co., Inc. Common Stocks 228255105 1,052 36,900 SH X X 30 94,712
2,699 94,712 SH X 33 45,200
Cullen Frost Bankers, Inc. Common Stocks 229899109 1,246 45,200 SH X X 9 7,800
215 7,800 SH X X 27 107,307
2,958 107,307 SH X 33 49,700
Cummins Engine Co., Inc. Common Stocks 231021106 2,839 49,700 SH X X 9 19,500
1,114 19,500 SH X X 25 14,100
805 14,100 SH X X 30 130,769
7,470 130,769 SH X 33 2,000
Curtiss-Wright Corp. Common Stocks 231561101 78 2,000 SH X X 27 17,600
491 17,600 SH X 33 62,600
Cymer, Inc. Common Stocks 232572107 1,565 62,600 SH X 33 8,800
Cypress Semiconductor Corp. Common Stocks 232806109 145 8,800 SH X X 21 25,000
413 25,000 SH X 33 53,800
Cyprus Amax Minerals Co. Common Stocks 232809103 817 53,800 SH X X 9 142,500
2,164 142,500 SH X 33 75,500
Cytyc Corp. Common Stocks 232946103 1,480 75,900 SH X 33 2,700
52 2,700 SH X X 34 11,100
DII Group, Inc. (The) Common Stocks 232949107 411 11,100 SH X X 9 3,200
119 3,200 SH X X 28 27,100
1,011 27,100 SH X 33 3,750
DPL, Inc. Common Stocks 233293109 69 3,750 SH X 33 1,775
DQE, Inc. Common Stocks 23329J104 71 1,775 SH X 33
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
D.R. Horton, Inc. Common Stocks 23331A109 1,323 79,600 SH X X 9 79,600
90 5,400 SH X X 21 5,400
1,736 104,400 SH X X 24 104,400
514 30,900 SH X X 27 30,500
4,125 248,100 SH X 33 248,100
DST Systems, Inc. Common Stocks 233326107 3,458 55,000 SH X X 12 55,000
2,075 33,000 SH X X 25 33,000
2,050 32,600 SH X X 27 32,600
11,800 187,672 SH X 33 187,672
88 1,400 SH X X 34 1,400
DSP Group, Inc. Common Stocks 23332B106 1,438 40,000 SH X X 12 40,000
1,080 30,000 SH X 33 30,000
DSP Communications, Inc. Common Stocks 23332K106 110 3,800 SH X X 28 3,800
DTE Energy Co. Common Stocks 233331107 6,712 167,800 SH X X 25 167,800
2,240 56,000 SH X X 27 56,000
4,973 124,336 SH X 33 124,336
DVI, Inc. Common Stocks 233343102 46 2,700 SH X X 9 2,700
Dain Rauscher Corp. Common Stocks 233856103 1,981 36,600 SH X X 24 36,600
81 1,500 SH X X 27 1,500
2,587 47,800 SH X 33 47,800
Dal-Tile International, Inc. Common Stocks 23426R108 1,333 117,200 SH X 33 117,200
Dallas Semiconductor Corp. Common Stocks 235204104 1,576 31,200 SH X X 27 31,200
2,106 41,700 SH X 33 41,700
Dan River, Inc. Class A Common Stocks 235774106 273 37,000 SH X X 22 37,000
398 54,000 SH X 33 54,000
Dana Corp. Common Stocks 235811106 765 16,600 SH X X 7 16,600
4,104 89,100 SH X X 11 89,100
212 4,600 SH X X 30 4,600
3,718 80,713 SH X 33 80,713
Danaher Corp. Common Stocks 235851102 120 2,073 SH X 33 2,073
Danka Business Systems - ADR Common Stocks 236277109 1,748 323,300 SH X X 24 323,300
2,156 383,300 SH X 33 383,300
Darden Restaurants, Inc. Common Stocks 237194105 153 7,000 SH X X 21 7,000
3,451 158,200 SH X X 25 158,200
709 32,500 SH X X 27 32,500
8,319 381,377 SH X 33 381,377
Data Processing Corp. Common Stocks 237823109 285 12,100 SH X X 22 12,100
428 18,100 SH X 33 18,100
Data Transmission Network
Corp. Common Stocks 238017107 309 11,000 SH X X 22 11,000
534 19,000 SH X 33 19,000
Datascope Corp. Common Stocks 238113104 55 1,700 SH X X 28 1,700
376 11,700 SH X 33 11,700
Day Runner, Inc. Common Stocks 239545106 25 2,000 SH X X 27 2,000
Dayton Hudson Corp. Common Stocks 239753106 7,989 122,900 SH X X 1 122,900
8,983 138,200 SH X X 7 138,200
5,844 89,900 SH X X 11 89,900
1,625 25,000 SH X X 13 25,000
5,083 78,200 SH X X 20 78,200
1,274 19,600 SH X X 21 19,600
3,731 57,400 SH X X 25 57,400
137 2,100 SH X X 27 2,100
39,519 607,979 SH X 33 607,979
Dayton Superior Corp.
Class A Common Stocks 240028100 230 12,400 SH X X 22 12,400
290 15,600 SH X 33 15,600
Dean Foods Co. Common Stocks 242361103 324 7,800 SH X X 21 7,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
37 887 SH X 33 887
Decre & Co. Common Stocks 244199105 12,145 306,500 SH X X 5 306,500
4,034 101,800 SH X X 11 101,800
38,635 975,028 SH X 33 975,028
Del Monte Foods Co. Common Stocks 24522P100 848 50,600 SH X 33 50,600
Dell Computer Corp. Common Stocks 247025109 29,450 797,300 SH X X 1 797,300
3,132 84,800 SH X X 11 84,800
12,296 332,900 SH X X 13 332,900
997 27,000 SH X X 25 27,000
103 2,800 SH X X 27 2,800
123,724 3,343,902 SH X 33 3,343,902
Delphi Financial Group, Inc. Common Stocks 247131105 312 8,698 SH X X 9 8,698
91 2,550 SH X X 21 2,550
678 18,899 SH X X 27 18,899
1,205 33,589 SH X 33 33,589
Delta Air Lines, Inc. Common Stocks 247361108 1,953 33,900 SH X X 1 33,900
7,774 134,900 SH X X 5 134,900
288 5,000 SH X X 21 5,000
10,286 178,500 SH X X 25 178,500
3,267 56,700 SH X X 27 56,700
29,021 503,624 SH X 33 503,624
Delta Financial Corp. Common Stocks 247918105 189 29,700 SH X X 22 29,700
239 37,500 SH X 33 37,500
Deluxe Corp. Common Stocks 248019101 1,733 44,500 SH X X 21 44,500
923 23,700 SH X X 25 23,700
1,491 38,300 SH X X 27 38,300
125 3,200 SH X X 28 3,200
3,544 91,026 SH X 33 91,026
Dendrite International, Inc. Common Stocks 248239105 130 3,600 SH X X 34 3,600
DENTSPLY International, Inc. Common Stocks 249030107 237 8,200 SH X X 25 8,200
352 12,558 SH X 33 12,558
Department 56, Inc. Common Stocks 249509100 1,739 64,700 SH X X 24 64,700
245 9,100 SH X X 27 9,100
46 1,700 SH X X 28 1,700
2,392 89,000 SH X 33 89,000
Desc SA de CV Series C - ADR Common Stocks 250309101 1,939 85,700 SH X X 8 85,700
Detroit Diesel Corp. Common Stocks 250837101 212 8,600 SH X X 9 8,600
52 2,100 SH X X 21 2,100
852 34,600 SH X X 27 34,600
1,657 67,300 SH X 33 67,300
Developers Diversified Realty Corp. Common Stocks 251591103 7,909 475,700 SH X X 2 475,700
101 6,100 SH X X 21 6,100
135 8,100 SH X 33 8,100
Devon Energy Corp. Common Stocks 251799102 890 24,900 SH X X 4 24,900
29 800 SH X X 21 800
250 7,000 SH X X 27 7,000
401 11,220 SH X 33 11,220
DeVry, Inc. Common Stocks 251893103 3,244 145,000 SH X X 12 145,000
3,404 152,115 SH X 33 152,115
154 6,900 SH X X 34 6,900
Dexter Corp. Common Stocks 252165105 922 22,600 SH X X 27 22,600
890 21,800 SH X 33 21,800
Diagnostic Products Corp. Common Stocks 252450101 52 1,900 SH X X 28 1,900
Dial Corp. Common Stocks 25247D101 79 2,123 SH X 33 2,123
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Diamond Offshore Drilling, Inc Common Stocks 25271C102 409 14,400 SH X X 11 14,400
43 1,511 SH X 33 1,511
Diamond Technology Partners, Inc. Common Stocks 252762109 893 40,000 SH X X 12 40,000
3,224 144,100 SH X 33 144,100
Diebold, Inc. Common Stocks 253651103 59 2,068 SH X 33 2,068
Digital Link Corp. Common Stocks 253856108 299 39,900 SH X X 22 39,900
453 60,400 SH X 33 60,400
Dime Community Bancorp, Inc. Common Stocks 253922108 179 7,800 SH X X 9 7,800
83 3,600 SH X X 27 3,600
737 31,700 SH X 33 31,700
Dillard's, Inc. Class A Common Stocks 254067101 1,855 52,800 SH X X 11 52,800
169 4,800 SH X X 27 4,800
1,654 47,100 SH X X 30 47,100
11,442 325,764 SH X 33 325,764
Dime Bancorp, Inc. Common Stocks 25429Q102 1,870 92,900 SH X X 7 92,900
2,099 104,300 SH X X 9 104,300
1,129 56,100 SH X X 11 56,100
4,106 204,000 SH X X 21 204,000
1,530 76,000 SH X X 24 76,000
324 16,100 SH X X 25 16,100
1,242 61,700 SH X X 27 61,700
6,809 338,360 SH X 33 338,360
Dionex Corp. Common Stocks 254546104 234 5,800 SH X X 34 5,800
Discount Auto Parts, Inc. Common Stocks 254642101 43 1,800 SH X X 28 1,800
Disney (Walt) Co. Common Stocks 254687106 3,112 101,000 SH X X 13 101,000
9,022 292,800 SH X X 25 292,800
9,459 306,979 SH X 33 306,979
Distribucion Y Servicio D&S SA - ADR Common Stocks 254753106 2,318 127,000 SH X X 8 127,000
307 16,800 SH X X 37 16,800
Dole Food Co., Inc. Common Stocks 256605106 88 3,000 SH X X 21 3,000
12 400 SH X X 25 400
5,687 193,600 SH X 33 193,600
Dollar General Corp. Common Stocks 256669102 93 3,201 SH X 33 3,201
Dollar Thrifty Automotive Group, Inc. Common Stocks 256743105 872 37,500 SH X X 9 37,500
1,300 55,900 SH X X 27 55,900
2,588 111,300 SH X 33 111,300
Dollar Tree Stores, Inc. Common Stocks 256747100 282 6,406 SH X 33 6,406
Dollar Tree Stores, Inc. Common Stocks 256747106 193 4,400 SH X X 34 4,400
Dominion Resources, Inc. Common Stocks 257470104 2,183 50,400 SH X X 11 50,400
1,226 28,300 SH X X 30 28,300
193 4,450 SH X 33 4,450
Donaldson Co., Inc. Common Stocks 257651109 468 19,100 SH X X 9 19,100
529 21,600 SH X 33 21,600
Donaldson, Lufkin & Jenrette, Inc. Common Stocks 257661108 4,121 68,400 SH X X 4 68,400
4,661 77,369 SH X 33 77,369
Donegal Group, Inc. Common Stocks 257701102 757 71,288 SH X X 4 71,288
Donnelley (R.R.) & Sons Co. Common Stocks 257867101 3,032 81,800 SH X X 7 81,800
2,950 79,600 SH X X 11 79,600
44 1,200 SH X X 25 1,200
11,459 309,178 SH X 33 309,178
Doral Financial Corp. Common Stocks 25811P100 1,378 80,200 SH X X 23 80,200
1,992 115,900 SH X X 24 115,900
3,569 206,900 SH X 33 206,900
DoubleClick, Inc. Common Stocks 258609304 9 100 SH X X 25 100
71 771 SH X 33 771
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
220 2,400 SH X X 34 2,400
Dover Corp. Common Stocks 260003108 174 4,965 SH X 33 4,965
Dow Chemical Co. Common Stocks 260543103 10,163 80,100 SH X X 5 80,100
14,959 117,900 SH X X 7 117,900
10,861 85,600 SH X X 11 85,600
12,561 99,000 SH X X 25 99,000
1,294 10,200 SH X X 27 10,200
2,829 22,300 SH X X 30 22,300
47,067 370,971 SH X 33 370,971
Dow Jones & Co., Inc. Common Stocks 260561105 2,844 53,600 SH X X 21 53,600
1,332 25,100 SH X X 25 25,100
6,664 125,581 SH X 33 125,581
Downey Financial Corp. Common Stocks 261018105 223 10,155 SH X X 9 10,155
353 16,100 SH X X 27 16,100
860 39,195 SH X 33 39,195
Dress Barn, Inc. Common Stocks 261570105 27 1,700 SH X 33 1,700
DSET Corp. Common Stocks 262504103 347 25,000 SH X X 22 25,000
558 40,000 SH X 33 40,000
du Pont (E.I.) de
Nemours & Co. Common Stocks 263534109 7,822 114,500 SH X X 5 114,500
1,476 21,600 SH X X 30 21,600
21,398 313,240 SH X 33 313,240
Ducommun, Inc. Common Stocks 264147109 41 3,450 SH X X 27 3,450
Duke Energy Corp. Common Stocks 264399106 364 6,700 SH X X 27 6,700
455 8,359 SH X 33 8,359
Duke Realty Investments, Inc. Common Stocks 264411505 948 42,000 SH X X 4 42,000
2,139 94,800 SH X X 7 94,800
3,141 139,200 SH X X 21 139,200
129 5,700 SH X X 25 5,700
1,908 84,550 SH X X 26 84,550
3,533 156,591 SH X 33 156,591
Dun & Bradstreet Corp. Common Stocks 26483B106 797 22,500 SH X X 21 22,500
514 14,500 SH X X 25 14,500
206 5,800 SH X X 30 5,800
135 3,800 SH X 33 3,800
Dura Automotive Systems, Inc. Common Stocks 265903100 1,253 37,679 SH X 33 37,679
DuPont Photomasks, Inc. Common Stocks 26613X101 263 5,500 SH X X 27 5,500
570 11,900 SH X 33 11,900
Dycom Industries, Inc. Common Stocks 267475101 314 5,600 SH X X 27 5,600
280 5,000 SH X X 34 5,000
Dynegy, Inc. Common Stocks 26816L102 495 24,300 SH X X 27 24,300
819 40,209 SH X 33 40,209
Dynex Capital, Inc. Common Stocks 26817Q100 3 1,700 SH X 33 1,700
ECI Telecom, Ltd. Common Stocks 268258100 113 3,411 SH X X 35 3,411
684 20,720 SH X X 37 20,720
EFTC Corp. Common Stocks 268443100 399 81,800 SH X 33 81,800
EG&G, Inc. Common Stocks 268457108 46 1,300 SH X X 21 1,300
545 15,300 SH X X 27 15,300
948 26,600 SH X 33 26,600
EMC Corp. Common Stocks 268648102 16,258 295,600 SH X X 1 295,600
12,804 232,800 SH X X 7 232,800
16,313 296,600 SH X X 11 296,600
7,101 129,100 SH X X 13 129,100
143 2,600 SH X X 27 2,600
68,251 1,240,921 SH X 33 1,240,921
ENSCO International, Inc. Common Stocks 26874Q100 881 44,200 SH X X 11 44,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,268 63,600 SH X X 25 63,600
3,830 192,104 SH X 33 192,104
ENI SPA - ADR Common Stocks 26874R108 4,206 70,100 SH X X 29 70,100
E-Tek Dynamics, Inc. Common Stocks 269240107 1,693 35,600 SH X X 23 35,600
1,495 31,441 SH X 33 31,441
E'town Corp. Common Stocks 269242103 119 2,600 SH X X 9 2,600
146 3,200 SH X 33 3,200
E*TRADE Group, Inc. Common Stocks 269246104 273 6,847 SH X 33 6,847
526 13,200 SH X X 34 13,200
Eagle Geophysical, Inc. Common Stocks 269524104 1 1,420 SH X X 9 1,420
0 257 SH X X 21 257
1 1,048 SH X 33 1,048
Eagle USA Airfreight, Inc. Common Stocks 270018104 72 1,700 SH X X 34 1,700
Earthgrains Co. Common Stocks 270319106 1,673 64,800 SH X X 9 64,800
1,833 71,000 SH X 33 71,000
EarthLink Network, Inc. Common Stocks 270322100 2,955 48,100 SH X X 31 48,100
8,631 140,482 SH X 33 140,482
Easco, Inc. Common Stocks 27033E103 242 23,000 SH X X 22 23,000
338 32,000 SH X 33 32,000
Eastern Enterprises, Inc. Common Stocks 27637F100 107 2,700 SH X X 21 2,700
453 11,400 SH X 33 11,400
Eastern Utilities Associates Common Stocks 277173100 32 1,100 SH X X 27 1,100
163 5,600 SH X 33 5,600
EastGroup Properties, Inc. Common Stocks 277276101 68 3,400 SH X X 21 3,400
42 2,100 SH X 33 2,100
Eastman Chemical Co. Common Stocks 277432100 435 8,400 SH X X 25 8,400
968 18,700 SH X X 30 18,700
10,935 211,297 SH X 33 211,297
Eastman Kodak Co. Common Stocks 277461109 8,961 132,264 SH X X 5 132,264
874 12,900 SH X X 7 12,900
9,512 140,400 SH X X 11 140,400
1,335 19,700 SH X X 21 19,700
122 1,800 SH X X 27 1,800
18,371 271,162 SH X 33 271,162
Eaton Corp. Common Stocks 278058102 3,018 32,800 SH X X 11 32,800
1,003 10,900 SH X X 20 10,900
506 5,500 SH X X 25 5,500
230 2,500 SH X X 30 2,500
4,126 44,850 SH X 33 44,850
Eaton Vance Corp. Common Stocks 278265103 158 4,600 SH X X 34 4,600
102 674 SH X 33 674
EchoStar Communications
Corp. Class A Common Stocks 278762109 58 379 SH X 33 379
Ecolab, Inc. Common Stocks 278865100 13 300 SH X X 25 300
113 2,596 SH X 33 2,596
Edison International Common Stocks 281020107 3,467 129,600 SH X X 7 129,600
1,755 65,600 SH X X 11 65,600
2,175 81,300 SH X X 21 81,300
4,328 161,800 SH X X 25 161,800
2,709 101,285 SH X 33 101,285
Education Management Corp. New Common Stocks 28139T101 29 1,400 SH X X 27 1,400
EduTrek International, Inc.
Class A Common Stocks 28164K108 157 33,000 SH X X 22 33,000
214 45,000 SH X 33 45,000
J.D. Edwards & Co. Common Stocks 281667105 665 35,962 SH X 33 35,962
Edwards (A.G.), Inc. Common Stocks 281760108 2,219 68,800 SH X X 24 68,800
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
66 2,041 SH X X 25 2,041
168 5,200 SH X X 27 5,200
3,134 97,189 SH X 33 97,189
El Paso Energy Corp. Common Stocks 283905107 1,281 36,400 SH X X 11 36,400
1,108 31,500 SH X X 20 31,500
640 18,200 SH X X 25 18,200
369 10,500 SH X X 27 10,500
6,038 171,595 SH X 33 171,595
Elan Corp. PLC - ADR Common Stocks 284131208 549 19,800 SH X 33 19,800
Elcor Chemical Corp. Common Stocks 284443108 83 1,900 SH X 28 1,900
70 1,600 SH X X 34 1,600
Elder-Beerman Stores Corp. New Common Stocks 284470101 1,000 136,700 SH X X 23 136,700
869 118,850 SH X 33 118,850
Electro Rent Corp. Common Stocks 285218103 37 3,400 SH X X 27 3,400
95 8,800 SH X 33 8,800
Electroglas, Inc. Common Stocks 285324109 1,179 59,500 SH X X 4 59,500
Electronic Arts, Inc. Common Stocks 285512109 265 4,900 SH X X 11 4,900
1,658 30,700 SH X X 20 30,700
3,961 73,007 SH X 33 73,007
Electronic Data Systems Corp. Common Stocks 285661104 12,681 224,203 SH X X 5 224,203
8,790 155,400 SH X X 7 155,400
3,122 55,200 SH X X 11 55,200
543 9,600 SH X X 25 9,600
39,245 693,835 SH X 33 693,835
Electronics Boutique Holdings
Corp. Common Stocks 286045109 214 15,000 SH X X 22 15,000
342 24,000 SH X 33 24,000
Electronics For Imaging, Inc. Common Stocks 286082102 4,796 93,350 SH X X 23 93,350
2,743 53,400 SH X X 24 53,400
7,505 146,077 SH X 33 146,077
247 4,800 SH X X 34 4,800
Elf Aquitaine - ADR Common Stocks 286269105 4,230 57,500 SH X X 29 57,500
Embratel Participacoes SA - ADR Preferred Stocks 29081N100 236 17,034 SH X X 35 17,034
365 26,300 SH X X 37 26,300
Embotelladora Andina SA
Series A - ADR Common Stocks 29081P204 885 44,300 SH X X 8 44,300
72 3,600 SH X X 35 3,600
300 15,000 SH X X 37 15,000
Embotelladora Andina SA - ADR
Series B Common Stocks 29081P303 885 58,000 SH X X 8 58,000
EMCORE Corp. NPV Common Stocks 290846104 252 12,500 SH X X 22 12,500
362 18,000 SH X 33 18,000
Emerson Electric Co. Common Stocks 291011104 7,130 113,400 SH X X 11 113,400
402 6,400 SH X X 30 6,400
2,198 34,958 SH X 33 34,958
Emmis Broadcasting Corp. Class A Common Stocks 291525103 2,318 47,000 SH X X 12 47,000
4,315 87,400 SH X X 33 87,400
Empresa Nacional de Electric - ADR Common Stocks 29244T101 121 9,975 SH X 30 9,975
118 9,709 SH X X 35 9,709
Energen Corp. Common Stocks 29265N108 248 13,300 SH X X 9 13,300
76 4,100 SH X X 21 4,100
61 3,300 SH X X 27 3,300
581 31,200 SH X 33 31,200
Energy East Corp. Common Stocks 29266M109 2,574 99,000 SH X X 25 99,000
1,097 42,200 SH X X 27 42,200
109 4,200 SH X X 28 4,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
7,233 278,200 SH X 33 278,200
Enersis SA - ADR Common Stocks 29274F104 913 39,902 SH X X 8 39,902
130 5,700 SH X X 35 5,700
Engelhard Corp. Common Stocks 292845104 2,088 92,300 SH X X 7 92,300
156 6,900 SH X X 21 6,900
1,296 57,300 SH X X 25 57,300
2,184 96,521 SH X 33 96,521
Engle Homes, Inc. Common Stocks 292896107 252 18,500 SH X X 22 18,500
382 27,800 SH X 33 27,800
Enesco Group, Inc. Common Stocks 292973104 25 1,100 SH X X 21 1,100
317 13,700 SH X X 25 13,700
Enhance Financial Services Group,
Inc. Common Stocks 293310108 427 21,600 SH X X 9 21,600
79 4,000 SH X X 21 4,000
460 23,300 SH X 33 23,300
Ennis Business Forms, Inc. Common Stocks 293389102 676 79,000 SH X X 4 79,000
1,769 206,612 SH X 33 206,612
Enron Corp. Common Stocks 293561106 13,963 170,800 SH X X 7 170,800
155 1,900 SH X X 11 1,900
1,069 13,077 SH X 33 13,077
Enron Oil & Gas Co. Common Stocks 293562104 1,940 95,800 SH X X 21 95,800
182 9,000 SH X X 25 9,000
419 20,700 SH X X 27 20,700
2,514 124,160 SH X 33 124,160
Entergy Corp. Common Stocks 29364G103 2,044 65,400 SH X X 11 65,400
247 7,900 SH X X 27 7,900
177 5,668 SH X 33 5,668
Entertainment Properties Trust Common Stocks 29380T105 1,563 88,700 SH X X 26 88,700
49 2,800 SH X 33 2,800
3,491 105,000 SH X X 33 105,000
Equant NV Common Stocks 294409107 5,977 63,500 SH X X 14 63,500
282 3,000 SH X 33 3,000
Equifax, Inc. Common Stocks 294429105 4,518 126,600 SH X X 11 126,600
50 1,400 SH X X 25 1,400
972 27,250 SH X 33 27,250
Equitable Cos., Inc. Common Stocks 29444G107 985 14,700 SH X X 7 14,700
871 13,000 SH X X 11 13,000
1,194 17,825 SH X 33 17,825
Equitable Resources, Inc. Common Stocks 294549100 464 12,300 SH X X 9 12,300
838 22,200 SH X 33 22,200
Equity Inns, Inc. Common Stocks 294703103 59 6,400 SH X X 21 6,400
68 7,300 SH X 33 7,300
Equity Office Properties Trust Common Stocks 294741103 16,905 659,700 SH X X 2 659,700
205 8,000 SH X X 25 8,000
11,835 461,848 SH X X 26 461,848
731 28,514 SH X 33 28,514
Equity Office Property Trust Preferred Stocks 294741509 3,572 83,800 SH X X 19 83,800
Equity Residential Properties Trust
REIT Common Stocks 29476L107 5,552 123,200 SH X X 2 123,200
99 2,200 SH X X 21 2,200
7,491 166,238 SH X X 26 166,238
3,603 79,948 SH X 33 79,948
Erie Indemnity Co. Class A Common Stocks 29530P100 45 1,571 SH X 33 1,571
Essex Property Trust, Inc. Common Stocks 297178105 8,430 238,300 SH X X 2 238,300
476 13,450 SH X 33 13,450
Esterline Corp. Common Stocks 297425100 55 3,800 SH X X 27 3,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
66 4,600 SH X 33 4,600
Ethan Allen Interiors, Inc. Common Stocks 297602104 829 21,950 SH X X 27 21,950
629 16,650 SH X 33 16,650
Ethyl Corp. Common Stocks 297659104 287 47,800 SH X X 9 47,800
31 5,200 SH X X 21 5,200
290 48,300 SH X 33 48,300
EVEREN Capital Corp. Common Stocks 299761106 152 5,100 SH X 33 5,100
Everest Reinsurance Holdings, Inc. Common Stocks 299808105 1,847 56,600 SH X X 9 56,600
447 13,700 SH X X 21 13,700
1,272 39,000 SH X X 25 39,000
69 2,100 SH X X 27 2,100
8,584 263,109 SH X 33 263,109
Exar Corp. Common Stocks 300645108 495 20,000 SH X X 22 20,000
619 25,000 SH X 33 25,000
Excel Technology, Inc. Common Stocks 30067T103 462 35,000 SH X X 22 35,000
663 50,000 SH X 33 50,000
Excel Switching Corp. New Common Stocks 30067V108 416 13,900 SH X 33 13,900
Exodus Communications, Inc. Common Stocks 302088109 2,087 17,400 SH X X 11 17,400
1,799 15,000 SH X X 12 15,000
1,199 10,000 SH X X 23 10,000
4,374 36,465 SH X 33 36,465
Expeditors International of
Washington, Inc. Common Stocks 302130109 31 1,138 SH X 33 1,138
Express Scripts, Inc. Class A Common Stocks 302182100 849 14,100 SH X X 20 14,100
2,627 43,650 SH X X 23 43,650
235 3,900 SH X X 25 3,900
4,398 73,071 SH X 33 73,071
211 3,500 SH X X 34 3,500
Extended Stay America, Inc. Common Stocks 30224P101 250 20,800 SH X X 9 20,800
301 25,100 SH X X 11 25,100
498 41,500 SH X 33 41,500
Exxon Corp. Common Stocks 302290101 432 5,600 SH X X 3 5,600
8,439 109,420 SH X X 5 109,420
5,885 76,300 SH X X 7 76,300
8,175 106,000 SH X X 10 106,000
17,746 230,100 SH X X 11 230,100
6,818 88,400 SH X X 21 88,400
24,043 311,744 SH X X 25 311,744
8,638 112,000 SH X X 27 112,000
8,075 104,700 SH X X 30 104,700
75,053 973,137 SH X 33 973,137
F&M National Corp. Common Stocks 302374103 7 200 SH X 33 200
FBL Financial Group, Inc. Class A Common Stocks 30239F106 267 13,700 SH X X 9 13,700
25 1,300 SH X X 27 1,300
427 21,900 SH X 33 21,900
FLIR Systems, Inc. Common Stocks 302445101 255 17,000 SH X X 22 17,000
454 30,000 SH X 33 30,000
FMC Corp. Common Stocks 302491303 2,452 35,900 SH X X 21 35,000
909 13,300 SH X X 25 13,000
424 6,200 SH X X 27 6,200
212 3,100 SH X X 30 3,100
3,712 54,334 SH X 33 54,334
FPIC Insurance Group, Inc. Common Stocks 302563101 2,461 51,000 SH X X 12 51,000
4,292 88,500 SH X 33 88,500
FPL Group, Inc. Common Stocks 302571104 3,212 58,800 SH X X 5 58,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
6,364 116,500 SH X X 7 116,500
748 13,700 SH X X 25 13,700
8,174 149,643 SH X 33 149,643
FactSet Research Systems, Inc. Common Stocks 303075105 181 3,200 SH X X 34 3,200
Fairchild Corp. (The) Class A Common Stocks 303698104 82 6,400 SH X X 9 6,400
492 38,600 SH X X 27 38,600
1,278 100,200 SH X 33 100,200
Family Dollar Stores, Inc. Common Stocks 307000109 1,873 78,050 SH X X 23 78,050
1,705 71,050 SH X 33 71,050
298 12,400 SH X X 34 12,400
Family Golf Centers, Inc. Common Stocks 30701A106 19 2,500 SH X X 21 2,500
1,749 227,550 SH X 33 227,550
FARO Technologies, Inc. Common Stocks 311642102 214 45,000 SH X X 22 45,000
360 72,000 SH X 33 72,000
Farr Co. Common Stocks 311648109 307 29,250 SH X X 22 29,250
569 51,750 SH X 33 51,750
FDX Corp. Common Stocks 31304N107 2,230 41,100 SH X X 1 41,100
3,570 65,800 SH X X 7 65,800
1,356 25,000 SH X X 13 25,000
3,656 67,400 SH X X 20 67,400
42,795 788,840 SH X 33 788,840
Federal Home Loan Mortgage Corp. Common Stocks 313400301 19,679 339,300 SH X X 1 339,300
13,903 239,700 SH X X 7 239,700
4,269 73,600 SH X X 25 73,600
487 8,400 SH X X 27 8,400
61,077 1,053,053 SH X 33 1,053,053
Federal-Mogul Corp. Common Stocks 313549107 442 8,500 SH X X 27 8,500
84 1,621 SH X 33 1,671
Federal National Mortgage
Association Common Stocks 313586109 800 11,700 SH X X 1 11,700
11,439 167,300 SH X X 5 167,300
3,111 45,500 SH X X 11 45,500
4,349 63,600 SH X X 20 63,600
1,149 16,800 SH X X 21 16,800
4,130 60,400 SH X X 25 60,400
691 10,100 SH X X 27 10,100
2,810 41,100 SH X X 30 41,100
45,110 659,744 SH X 33 659,744
Federal Realty Investment Trust Common Stocks 313747206 147 6,400 SH X 33 6,400
Federated Department Stores, Inc. Common Stocks 31410H101 5,659 106,900 SH X X 11 106,900
3,144 59,400 SH X X 25 59,400
471 8,900 SH X X 27 8,900
1,916 36,200 SH X X 30 36,200
5,406 102,122 SH X 33 102,122
Federated Investors, Inc. Class B Common Stocks 314211100 24 1,356 SH X 33 1,336
FelCor Lodging Trust, Inc. Common Stocks 31430F101 450 21,700 SH X X 21 21,700
3,095 149,150 SH X X 26 149,150
190 9,160 SH X 33 9,160
Fidelity National Financial Common Stocks 316326107 261 12,430 SH X 27 12,430
242 11,530 SH X 33 11,530
71 3,400 SH X X 34 3,400
Fifth Third Bancorp Common Stocks 316773100 2,836 42,600 SH X X 1 42,600
53 800 SH X X 25 800
9,017 135,472 SH X 33 135,472
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Financial Security Assurance Holdings, Ltd. Common Stocks 31769P100 1,191 22,900 SH X X 9 22,900
62 1,200 SH X X 11 1,200
120 2,300 SH X X 28 2,300
1,396 26,846 SH X 33 26,846
FINOVA Group, Inc. Common Stocks 317928109 2,852 54,200 SH X X 7 54,200
2,537 48,200 SH X X 11 48,200
1,484 28,200 SH X X 21 28,200
410 7,800 SH X X 27 7,800
807 15,329 SH X 33 15,329
First American Financial Corp. Common Stocks 318522307 104 5,800 SH X X 21 5,800
2,704 151,300 SH X X 27 151,300
2,683 150,100 SH X 33 150,100
98 5,500 SH X X 34 5,500
First Bancorp. Common Stocks 318672102 23 1,000 SH X X 21 1,000
First American Corp. Common Stocks 318900107 1,480 35,600 SH X X 11 35,600
111 2,678 SH X 33 2,678
199 20,700 SH X 33 20,700
First Citizens BancShares, Inc. Common Stocks 31946M103 73 900 SH X X 21 900
24 300 SH X X 27 300
113 1,400 SH X X 33 1,400
First Commonwealth Financial Corp. Common Stocks 319829107 57 2,400 SH X 33 2,400
First Federal Capital Corp. Common Stocks 319960100 1 100 SH X 33 100
First Data Corp. Common Stocks 319963104 783 16,000 SH X X 7 16,000
5,677 116,000 SH X X 10 116,000
10 200 SH X X 11 200
3,156 64,500 SH X X 13 64,500
2,995 61,200 SH X X 21 61,200
2,652 54,200 SH X X 25 54,200
31,408 641,795 SH X 33 641,795
First Industrial Realty Trust, Inc. REIT Common Stocks 32054K103 7,842 285,800 SH X X 2 285,800
1,716 62,550 SH X 33 62,550
First Indiana Corp. Common Stocks 32054R108 299 14,000 SH X X 22 14,000
470 22,000 SH X 33 22,000
First Midwest Bancorp, Inc. Common Stocks 320867104 16 400 SH X 33 400
First Health Group Corp. Common Stocks 320960107 2,387 111,000 SH X X 12 111,000
5,639 261,500 SH X 33 261,500
First Republic Bank Common Stocks 336158100 295 10,200 SH X X 9 10,200
289 10,000 SH X X 22 10,000
150 5,200 SH X X 27 5,200
1,450 50,100 SH X 33 50,100
First Security Corp. Common Stocks 336294103 3,176 116,800 SH X X 7 116,800
122 4,475 SH X 33 4,475
1st Source Corp. Common Stocks 336901103 461 14,410 SH X X 27 14,410
649 20,270 SH X 33 20,270
First Tennessee National Corp. Common Stocks 337162101 1,964 51,250 SH X X 23 51,250
46 1,200 SH X X 25 1,200
2,200 57,435 SH X 33 57,435
First Union Corp. Common Stocks 337358105 15,088 321,018 SH X X 11 321,018
2,966 63,100 SH X X 25 63,100
277 5,900 SH X X 27 5,900
2,359 50,200 SH X X 30 50,200
8,025 170,737 SH X 33 170,737
First Union Real Estate Investment Common Stocks 337400105 5 1,000 SH X 33 1,000
First Virginia Banks, Inc. Common Stocks 337477103 1,395 28,400 SH X X 7 28,400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
602 12,252 SH X 33 12,252
First Washington Bancorp, Inc. Common Stocks 33748T104 97 4,840 SH X X 9 4,840
48 2,400 SH X X 21 2,400
84 4,200 SH X 33 4,200
First Western Penn Common Stocks 337505100 1,030 30,750 SH X 33 30,750
375 25,000 SH X 33 25,000
491 56,900 SH X 33 56,900
Firstar Corp. Common Stocks 33763V109 812 29,000 SH X X 7 29,000
2,631 93,972 SH X X 25 93,972
3,998 142,800 SH X 33 142,800
Fiserv, Inc. Common Stocks 337738108 89 2,830 SH X 33 2,830
240 7,650 SH X X 34 7,650
FirstFed Financial Corp. Common Stocks 337907109 389 20,200 SH X X 9 20,200
560 29,100 SH X 33 29,100
FirstMerit Corp. Common Stocks 337915102 50 1,800 SH X X 9 1,800
431 15,400 SH X X 11 15,400
188 6,700 SH X X 25 6,700
424 15,106 SH X 33 15,106
Flagstar Bancorp, Inc. Common Stocks 337930101 176 7,000 SH X X 9 7,000
417 16,600 SH X X 27 16,600
1,139 45,100 SH X 33 45,100
FirstEnergy Corp. Common Stocks 337932107 2,368 76,400 SH X X 21 76,400
1,628 52,500 SH X X 30 52,500
4,859 156,744 SH X 33 156,744
Fleet Financial Group, Inc. Common Stocks 338915101 14,262 321,400 SH X X 5 321,400
11 238 SH X X 6 238
8,121 183,000 SH X X 7 183,000
12 280 SH X X 17 280
4,380 98,700 SH X X 21 98,700
2,032 45,800 SH X X 25 45,800
4,211 94,900 SH X X 27 94,900
2,228 50,200 SH X X 30 50,200
36,360 819,386 SH X 33 819,386
Fleetwood Enterprises, Inc. Common Stocks 339099103 1,652 62,500 SH X X 9 62,500
346 13,100 SH X X 27 13,100
2,779 105,100 SH X 33 105,100
Fleming Cos., Inc. Common Stocks 339130106 382 32,900 SH X X 25 32,900
34 2,900 SH X 33 2,900
Florida Progress Corp. Common Stocks 341109106 2,016 48,800 SH X X 7 48,800
463 11,200 SH X X 25 11,200
500 12,100 SH X X 27 12,100
1,412 34,176 SH X 33 34,176
Florida Rock Industries, Inc. Common Stocks 341140101 423 9,300 SH X X 9 9,300
546 12,000 SH X 33 12,000
Flow International Corp. Common Stocks 343468104 1,458 134,850 SH X 33 134,850
Flowers Industries, Inc. Common Stocks 343496105 2,136 98,500 SH X X 21 98,500
56 2,600 SH X X 25 2,600
50 2,299 SH X 33 2,299
Fluor Corp. Common Stocks 343861100 316 7,800 SH X X 25 7,800
53 1,300 SH X X 27 1,300
1,235 30,500 SH X X 30 30,500
12,529 309,350 SH X 33 309,350
Fomento Economico Mexicano SA de CV
Series B - Common Stocks 344419106 2,353 59,000 SH X X 8 59,000
486 12,200 SH X X 35 12,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Food Lion, Inc. Class B Common Stocks 344775101 96 8,300 SH X 33 8,300
Foodmaker, Inc. Common Stocks 344839204 34 1,200 SH X X 27 1,200
114 4,000 SH X X 28 4,000
51 1,800 SH X 33 1,800
Footstar, Inc. Common Stocks 344912100 1,064 28,600 SH X X 9 28,600
279 7,500 SH X X 27 7,500
1,484 39,900 SH X 33 39,900
Ford Motor Co. Common Stocks 345370100 2,562 45,400 SH X X 1 45,400
7,213 127,800 SH X X 5 127,800
5,215 92,400 SH X X 7 92,400
11,288 200,000 SH X X 10 200,000
4,797 85,000 SH X X 11 85,000
796 14,100 SH X X 20 14,100
8,703 154,200 SH X X 25 154,200
5,237 92,800 SH X X 27 92,800
3,177 56,300 SH X X 30 56,300
75,914 1,345,097 SH X 33 1,345,097
Foremost Corp. of America Common Stocks 345469100 51 2,300 SH X 33 2,300
Forest Labs, Inc. Common Stocks 345838106 8,043 173,900 SH X X 11 173,900
88 1,901 SH X 33 1,901
Forest Oil Corp. Common Stocks 346091606 1,282 102,050 SH X 33 102,050
Fort James Corp. Common Stocks 347471104 7,984 210,800 SH X X 5 210,800
689 18,200 SH X X 11 18,200
26,345 695,576 SH X 33 695,576
Fortune Brands, Inc. Common Stocks 349631101 3,546 85,700 SH X X 7 85,700
2,325 56,200 SH X X 21 56,200
525 12,700 SH X X 25 12,700
2,435 58,861 SH X 33 58,861
Fossil, Inc. Common Stocks 349882100 3,731 77,525 SH X X 23 77,525
4,755 98,800 SH X X 24 98,800
8,949 185,000 SH X 33 185,000
Foundation Health Systems, Inc. Common Stocks 350404109 870 58,000 SH X X 30 58,000
2,087 139,147 SH X 33 139,147
Fox Entertainment Group, Inc. Class A Common Stocks 35138T107 77 2,875 SH X 33 2,875
Franchise Finance Corp. of America Common Stocks 351807102 169 7,660 SH X 33 7,660
Franklin Covey Co. Common Stocks 353469109 84 11,400 SH X X 9 11,400
112 15,200 SH X 33 15,200
Franklin Resources, Inc. Common Stocks 354613101 5,493 135,200 SH X X 20 135,200
13,196 324,823 SH X 33 324,823
Freedom Securities Corp. Common Stocks 35644K103 360 21,000 SH X X 22 21,000
514 30,000 SH X 33 30,000
Freeport-McMoRan Copper & Gold, Inc.
Class B Common Stocks 35671D857 1,654 92,200 SH X X 11 92,200
477 26,600 SH X X 25 26,600
1,694 94,412 SH X 33 94,412
490 27,300 SH X X 36 27,300
Fremont General Corp. Common Stocks 357288109 1,851 98,050 SH X X 4 98,050
1,102 58,400 SH X X 9 58,400
374 19,800 SH X X 11 19,800
1,997 105,800 SH X X 21 105,800
53 2,800 SH X X 27 2,800
4,323 229,057 SH X 33 229,057
Friedman's, Inc. Class A Common Stocks 358438109 83 9,600 SH X X 9 9,600
118 13,600 SH X 33 13,600
Fritz Companies, Inc. Common Stocks 358846103 411 38,200 SH X 33 38,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Frontier Corp. Common Stocks 35906P105 212 3,600 SH X X 11 3,600
480 8,133 SH X X 25 8,133
2,222 37,662 SH X 33 37,662
Fuller (H.B.) Co. Common Stocks 359694106 437 6,400 SH X X 9 6,400
547 8,000 SH X 33 8,000
Fulton Financial Corp. Common Stocks 360271100 52 2,500 SH X X 21 2,500
23 1,100 SH X X 25 1,100
33 1,591 SH X 33 1,591
Funco, Inc. Common Stocks 360762108 312 17,000 SH X X 22 17,000
461 25,000 SH X 33 25,000
Furniture Brands International, Inc. Common Stocks 360921100 474 17,000 SH X X 11 17,000
2,788 100,000 SH X X 12 100,000
870 31,200 SH X X 27 31,200
4,859 174,300 SH X 33 174,300
G & K Services, Inc. Class A Common Stocks 361268105 2,302 44,000 SH X X 12 44,000
3,928 75,000 SH X 33 75,000
GATX Corp. Common Stocks 361448103 103 2,700 SH X X 7 2,700
99 2,600 SH X X 21 2,600
126 3,300 SH X X 28 3,300
183 4,818 SH X 33 4,818
GBC Bancorp Common Stocks 361475106 45 2,200 SH X X 27 2,200
38 1,900 SH X 33 1,900
GC Companies, Inc. Common Stocks 36155Q109 43 1,200 SH X X 21 1,200
GST Telecommunications, Inc. Common Stocks 361942105 289 22,000 SH X X 22 22,000
422 32,000 SH X 33 32,000
GPU, Inc. Common Stocks 36225X100 633 15,000 SH X X 21 15,000
262 6,200 SH X X 25 6,200
2,637 62,500 SH X X 27 62,500
1,337 31,700 SH X X 30 31,700
5,719 135,550 SH X 33 135,550
GTE Corp. Common Stocks 362320103 28,838 380,700 SH X X 11 380,700
11,120 146,800 SH X X 21 146,800
1,061 14,000 SH X X 25 14,000
795 10,500 SH X X 27 10,500
1,189 15,700 SH X X 30 15,700
6,763 89,286 SH X 33 89,286
Gables Residential Trust Common Stocks 362418105 1,255 52,000 SH X X 4 52,000
80 3,300 SH X 33 3,300
Galileo International, Inc. Common Stocks 363547100 2,902 54,300 SH X X 25 54,300
6,642 124,295 SH X 33 124,295
Gallagher (Arthur J.) & Co. Common Stocks 363576109 94 1,900 SH X X 28 1,900
Gannett Co., Inc. Common Stocks 364730101 178 2,500 SH X X 1 2,500
708 9,924 SH X 33 9,924
Gap, Inc. Common Stocks 364760108 20,576 408,450 SH X X 1 408,450
1,801 35,750 SH X X 3 35,750
2,501 49,650 SH X X 11 49,650
2,902 57,600 SH X X 13 57,600
6,136 121,800 SH X X 20 121,800
196 3,900 SH X X 27 3,900
3,755 74,550 SH X X 31 74,550
105,107 2,086,486 SH X 33 2,086,486
Gardner Denver Machinery, Inc. Common Stocks 365558105 339 21,000 SH X X 22 21,000
516 32,000 SH X 33 32,000
Gartner Group, Inc. Class A Common Stocks 366651107 25 1,212 SH X 33 1,212
GaSonics International Corp. Common Stocks 367278108 1,383 98,800 SH X 33 98,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GenCorp, Inc. Common Stocks 368682100 571 22,600 SH X X 9 22,600
48 1,900 SH X X 27 1,900
901 35,700 SH X 33 35,700
Gener SA - ADR Common Stocks 368731105 708 39,897 SH X X 8 39,897
444 25,000 SH X X 30 25,000
General Communication, Inc. Class A Common Stocks 369385109 44 6,500 SH X X 21 6,500
258 38,000 SH X X 22 38,000
411 60,500 SH X 33 60,500
General Dynamics Corp. Common Stocks 369550108 4,220 61,600 SH X X 7 61,600
1,754 25,600 SH X X 27 25,600
1,558 22,746 SH X 33 22,746
General Electric Co. Common Stocks 369604103 23 200 SH X X 1 200
4,983 44,100 SH X X 3 44,100
27,764 245,700 SH X X 11 245,700
30,442 269,400 SH X X 13 269,400
25,380 224,600 SH X X 25 224,600
1,119 9,900 SH X X 27 9,900
7,074 62,600 SH X X 31 62,600
130,145 1,151,724 SH X 33 1,151,724
General Growth Properties, Inc. Common Stocks 370021107 12,031 338,900 SH X X 2 338,900
2,989 84,200 SH X X 26 84,200
142 3,996 SH X 33 3,996
General Instrument Corp. Common Stocks 370120107 4,548 107,000 SH X X 7 107,000
978 23,000 SH X X 25 23,000
4,619 108,675 SH X 33 108,675
General Mills, Inc. Common Stocks 370334104 1,632 20,300 SH X X 7 20,300
2,676 33,300 SH X X 13 33,300
5,048 62,800 SH X X 25 62,800
40 500 SH X X 27 500
7,420 92,314 SH X 33 92,314
General Motors Corp. Common Stocks 370442105 7,009 106,200 SH X X 5 106,200
2,303 34,900 SH X X 11 34,900
7,267 110,100 SH X X 21 110,100
4,125 62,500 SH X X 25 62,500
3,841 58,200 SH X X 27 58,200
3,795 57,500 SH X X 30 57,500
39,313 595,645 SH X 33 595,645
General Motors Corp. Class H Common Stocks 370442832 478 8,500 SH X X 3 8,500
1,565 27,829 SH X 33 27,829
General Nutrition Cos., Inc. Common Stocks 37047F103 665 28,600 SH X X 11 28,600
1,070 46,000 SH X X 23 46,000
937 40,200 SH X 33 40,200
Genesco, Inc. Common Stocks 371532102 122 8,400 SH X X 27 8,400
470 32,300 SH X 33 32,300
Gentex Corp. Common Stocks 371901109 46 1,638 SH X 33 1,638
204 7,300 SH X X 34 7,300
Genesis Health Ventures, Inc. Common Stocks 371912106 31 10,400 SH X 33 10,400
363 15,350 SH X 33 15,350
GenRad, Inc. Common Stocks 372447102 1,655 79,500 SH X X 24 79,500
1,963 94,300 SH X 33 94,300
Genset - ADR Common Stocks 37244T104 859 55,000 SH X 33 55,000
Genuine Parts Co. Common Stocks 372460105 200 5,700 SH X X 11 5,700
1,670 47,700 SH X X 30 47,700
13,508 385,929 SH X 33 385,929
Geon Co. Common Stocks 37246W105 1,003 31,100 SH X X 9 31,100
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
306 9,500 SH X X 27 9,500
94 2,900 SH X X 28 2,900
2,219 68,800 SH X 33 68,800
Genzyme Corp. Common Stocks 372917104 9,494 196,000 SH X X 11 196,000
145 3,000 SH X X 21 3,000
3,109 64,098 SH X 33 64,098
Georgia Gulf Corp. Common Stocks 373200203 68 4,000 SH X X 11 4,000
Georgia-Pacific Group Common Stocks 373298108 1,573 33,200 SH X X 11 33,200
1,270 26,800 SH X X 21 26,800
11,864 250,424 SH X X 25 250,424
445 9,400 SH X X 27 9,400
9,219 194,595 SH X 33 194,595
Georgia-Pacific Corp. (Timber Group) Common Stocks 373298702 1,505 59,600 SH X X 27 59,600
606 23,986 SH X 33 23,986
Gerber Scientific, Inc. Common Stocks 373730100 71 3,200 SH X X 21 3,200
106 4,800 SH X 33 4,800
Getty Images, Inc. Common Stocks 374276103 374 19,800 SH X 33 19,800
Getty Images, Inc. (conv.) Long-Term 374276AA1 1,425 1,500,000 SH X X 12 1,500,000
Investments
Giant Cement Holding, Inc. Common Stocks 374450104 203 9,000 SH X X 22 9,000
343 15,000 SH X 33 15,000
Giant Industries, Inc. Common Stocks 374508109 1,115 112,200 SH X X 4 112,200
Gibraltar Steel Corp. Common Stocks 37476F103 22 900 SH X 33 900
Gibson Greetings, Inc. Common Stocks 374827103 22 3,400 SH X X 9 3,400
194 30,600 SH X 33 30,600
Gillette Co. Common Stocks 375766102 41 1,000 SH X X 1 1,000
1,107 27,000 SH X X 11 27,000
3,612 88,100 SH X X 13 88,100
11,089 270,463 SH X 33 270,463
Gleason Corp. Common Stocks 377339106 313 18,600 SH X X 27 18,600
511 30,400 SH X 33 30,400
Glenayre Technologies, Inc. Common Stocks 377899109 52 14,600 SH X X 21 14,600
Glenborough Realty Trust, Inc. REIT Common Stocks 37803P105 79 4,500 SH X 33 4,500
Gliatech, Inc. Common Stocks 37929C103 398 15,600 SH X 33 15,600
Glimcher Realty Trust Common Stocks 379302102 63 3,900 SH X X 21 3,900
2,759 169,800 SH X X 26 169,800
55 3,400 SH X 33 3,400
Global Industrial Technologies, Inc. Common Stocks 379335102 58 4,800 SH X X 21 4,800
Global Industries, Inc. Common Stocks 379336100 3,124 243,850 SH X X 23 243,850
2,739 213,800 SH X 33 213,800
Global Marine, Inc. Common Stocks 379352404 1,368 88,600 SH X X 4 88,600
1,735 112,400 SH X X 11 112,400
56 3,603 SH X 33 3,603
Global TeleSystems Group, Inc. Common Stocks 37936U104 2,833 35,000 SH X X 12 35,000
5,891 72,780 SH X X 14 72,780
3,594 44,365 SH X 33 44,365
Golden State Bancorp, Inc. Common Stocks 381197102 2,772 126,000 SH X X 7 126,000
803 36,500 SH X X 9 36,500
235 10,700 SH X X 25 10,700
3,330 151,356 SH X 33 151,356
Golden State Vintners, Inc. Class B Common Stocks 38121K208 251 41,000 SH X X 22 41,000
368 60,000 SH X 33 60,000
Golden West Financial Corp. Common Stocks 381317106 2,176 22,200 SH X X 7 22,200
1,098 11,200 SH X X 11 11,200
3,224 32,900 SH X X 21 32,900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
608 6,200 SH X X 25 6,200
3,420 34,900 SH X X 27 34,900
1,401 14,300 SH X X 30 14,300
19,699 201,013 SH X 33 201,013
Golf Trust of America, Inc. Common Stocks 38168B103 1,515 62,000 SH X X 26 62,000
22 900 SH X 33 900
Goodrich (B.F.) Co. Common Stocks 382388106 94 2,200 SH X X 7 2,200
3,783 89,000 SH X X 21 89,000
1,500 35,300 SH X X 25 35,300
60 1,400 SH X X 27 1,400
1,339 31,500 SH X X 30 31,500
4,878 114,776 SH X 33 114,776
Goodyear Tire & Rubber Co. Common Stocks 382550101 3,141 53,400 SH X X 11 53,400
1,035 17,600 SH X X 30 17,600
3,263 55,487 SH X 33 55,487
Go2Net, Inc. Common Stocks 383486107 2,370 25,800 SH X X 23 25,800
2,095 22,800 SH X 33 22,800
W.R. Grace & Co. New Common Stocks 38388F108 796 43,300 SH X X 7 43,300
1,760 95,800 SH X X 13 95,800
298 16,200 SH X X 25 16,200
5,410 294,400 SH X 33 294,400
Graco, Inc. Common Stocks 384109104 38 1,300 SH X 33 1,300
Grainger (W.W.), Inc. Common Stocks 384802104 102 1,900 SH X X 11 1,900
598 11,108 SH X 33 11,108
Granite Construction, Inc. Common Stocks 387328107 683 23,300 SH X X 9 23,300
903 30,800 SH X 33 30,800
Gray Communications Systems, Inc. NPV Common Stocks 389190109 108 5,400 SH X X 27 5,400
Great Atlantic & Pacific Tea Co., Inc. Common Stocks 390064103 808 23,900 SH X 33 23,900
Great Lakes Chemical Corp. Common Stocks 390568103 917 19,900 SH X X 9 19,900
5,610 121,800 SH X X 25 121,800
295 6,400 SH X X 27 6,400
1,345 29,200 SH X X 30 29,200
5,532 120,089 SH X 33 120,089
Great Lakes REIT, Inc. Common Stocks 390752103 37 2,300 SH X 33 2,300
Greater Bay Bancorp Common Stocks 391648100 120 3,600 SH X 33 3,600
Greenpoint Financial Corp. Common Stocks 395384100 650 19,800 SH X X 7 19,800
1,194 36,400 SH X X 9 36,400
676 20,600 SH X X 11 20,600
295 9,000 SH X X 21 9,000
102 3,100 SH X X 27 3,100
1,687 51,409 SH X 33 51,409
Greif Bros. Corp. Class A Common Stocks 397624107 20 800 SH X 33 800
Grey Advertising, Inc. Common Stocks 397838103 3,157 9,595 SH X X 4 9,595
296 900 SH X X 27 900
4,404 13,225 SH X 33 13,225
Griffon Corp. Common Stocks 398433102 1,450 185,600 SH X X 4 185,600
1,598 204,500 SH X 33 204,500
Group 1 Automotive, Inc. Common Stocks 398905109 80 3,800 SH X 33 3,800
Group Maintenance America Corp. Common Stocks 39943E107 746 57,700 SH X 33 57,700
Grupo Industrial Durango SA de CV - Common Stocks 40048E109 184 17,250 SH X X 30 17,250
ADR
Grupo Television SA de CV - GDR Common Stocks 40049J206 653 14,575 SH X X 35 14,575
1,408 31,425 SH X X 36 31,425
471 10,500 SH X X 37 10,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GTECH Holdings Corp. Common Stocks 400518106 73 3,100 SH X X 21 3,100
1,145 48,600 SH X X 27 48,600
1,524 64,700 SH X 33 64,700
Guidant Corp. Common Stocks 401698105 365 7,100 SH X X 25 7,100
1,998 38,843 SH X 33 38,843
Guitar Center, Inc. Common Stocks 402040109 172 16,500 SH X X 22 16,500
261 25,000 SH X 33 25,000
Gulf Indonesia Resources, Ltd. Common Stocks 402284103 634 55,100 SH X X 8 55,100
314 27,300 SH X X 36 27,300
Gulfstream Aerospace Corp. Common Stocks 402734107 2,344 34,700 SH X X 3 34,700
182 2,700 SH X X 27 2,700
7,088 104,915 SH X 33 104,915
HCC Insurance Holdings, Inc. Common Stocks 404132102 490 21,600 SH X X 9 21,600
104 4,600 SH X X 21 4,600
547 24,100 SH X 33 24,100
HCR Manor Care, Inc. Common Stocks 404134108 10,289 425,400 SH X X 2 425,400
1,785 73,800 SH X X 11 73,800
1,161 48,000 SH X X 30 48,000
3,134 129,584 SH X 33 129,584
HRPT Properties Trust Common Stocks 40426W101 116 7,600 SH X X 25 7,600
340 22,225 SH X 33 22,225
HS Resources, Inc. Common Stocks 404297103 49 3,300 SH X X 21 3,300
824 55,850 SH X 33 55,850
Hadco Corp. Common Stocks 404681108 87 2,200 SH X X 21 2,200
4,126 103,800 SH X 33 103,800
Haemonetics Corp. Common Stocks 405024100 197 9,800 SH X 33 9,800
Halliburton Co. Common Stocks 406216101 1,780 39,326 SH X 33 39,326
Hambrecht & Quist Group Common Stocks 406545103 74 2,000 SH X X 9 2,000
743 20,000 SH X X 27 20,000
1,036 27,900 SH X 33 27,900
Hamilton Bancorp, Inc. Common Stocks 407013101 150 6,300 SH X X 27 6,300
Handleman Co. Common Stocks 410252100 64 5,400 SH X X 21 5,400
215 18,200 SH X X 22 18,200
1,989 168,400 SH X X 24 168,400
4,251 359,900 SH X 33 359,900
Hanger Orthopedic Group, Inc. Common Stocks 41043F208 1,227 86,500 SH X X 12 86,500
23 1,600 SH X X 21 1,600
64 4,500 SH X 33 4,500
Hanna (M.A.) Co. Common Stocks 410522106 549 33,400 SH X X 9 33,400
284 17,300 SH X X 25 17,300
1,098 66,800 SH X 33 66,800
Hannaford Brothers Co. Common Stocks 410550107 942 17,600 SH X X 11 17,600
412 7,700 SH X X 25 7,700
1,408 26,322 SH X 33 26,322
Harcourt General, Inc. Common Stocks 41163G101 2,454 47,600 SH X X 21 47,600
195 3,775 SH X 33 3,775
Harland (John H.) Co. Common Stocks 412693103 70 3,500 SH X X 21 3,500
1,627 81,600 SH X X 24 81,600
130 6,500 SH X X 25 6,500
4,478 224,600 SH X 33 224,600
Harley-Davidson, Inc. Common Stocks 412822108 22 400 SH X X 3 400
1,781 32,750 SH X X 31 32,750
5,162 94,926 SH X 33 94,926
Harleysville Group, Inc. Common Stocks 412824104 53 2,600 SH X X 21 2,600
Harmon Industries, Inc. Common Stocks 413136102 233 12,000 SH X X 22 12,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
29 1,500 SH X X 27 1,500
396 20,000 SH X 33 20,000
Harmonic Lightwaves, Inc. Common Stocks 413160102 1,767 30,800 SH X X 12 30,800
2,010 35,000 SH X 33 35,000
Harrah's Entertainment, Inc. Common Stocks 413619107 570 25,900 SH X X 21 25,900
574 26,100 SH X X 25 26,100
671 30,500 SH X X 30 30,500
3,774 171,550 SH X 33 171,550
Harris Corp. Common Stocks 413875105 3,840 98,000 SH X X 11 98,000
72 1,836 SH X 33 1,836
Harris Financial, Inc. Common Stocks 414541102 25 2,300 SH X X 21 2,300
Harsco Corp. Common Stocks 415864107 294 9,200 SH X X 9 9,200
2,211 69,100 SH X X 21 69,100
1,014 31,700 SH X 33 31,700
Harte Hanks Communications Common Stocks 416196103 29 1,064 SH X 33 1,064
Hartford Financial Services
Group, Inc. (The) Common Stocks 416515104 10,969 188,100 SH X X 5 188,100
385 6,600 SH X X 27 6,600
22,206 380,816 SH X 33 380,816
Hartford Life, Inc. Class A Common Stocks 416592103 710 13,500 SH X X 27 13,500
1,031 19,595 SH X 33 19,595
Hasbro, Inc. Common Stocks 418056107 2,826 101,150 SH X X 5 101,150
5,163 184,800 SH X X 20 184,800
50 1,800 SH X X 27 1,800
18,600 665,755 SH X 33 665,755
Haverty Furniture Co., Inc. Common Stocks 419596101 282 8,000 SH X X 9 8,000
78 2,200 SH X X 21 2,200
39 1,100 SH X X 28 1,100
1,115 31,700 SH X 33 31,700
Hawaiian Electric Industries,
Inc. Common Stocks 419870100 699 19,700 SH X X 9 19,700
114 3,200 SH X X 21 3,200
1,672 47,100 SH X X 24 47,100
2,734 77,000 SH X 33 77,000
Hawker Pacific Aerospace Common Stocks 420123101 25 11,500 SH X X 22 11,500
26 10,800 SH X 33 10,800
Healthcare Services Group, Inc. Common Stocks 421906108 267 27,400 SH X X 22 27,400
400 41,000 SH X 33 41,000
Health Care Property Investors,
Inc. Common Stocks 421915109 9,601 332,500 SH X X 2 332,500
46 1,600 SH X 33 1,600
HEALTHSOUTH Corp. Common Stocks 421924101 2,402 160,800 SH X X 7 160,800
3,085 206,500 SH X X 11 206,500
300 20,100 SH X X 25 20,100
1,264 84,650 SH X 33 84,650
Health Management Associates
Class A Common Stocks 421933102 1,707 151,700 SH X X 11 151,700
1,294 115,000 SH X X 12 115,000
515 45,792 SH X 33 45,792
Healthcare Realty Trust, Inc. Common Stocks 421946104 128 6,100 SH X 33 6,100
Health Care REIT, Inc. Common Stocks 42217K106 84 3,600 SH X 33 3,600
HealthCare Financial Partners,
Inc. Common Stocks 42219W108 1,675 48,900 SH X X 12 48,900
2,415 70,500 SH X 33 70,500
Hearst-Argyle Television, Inc. Common Stocks 422317107 1,946 81,100 SH X X 4 81,100
51 2,130 SH X X 27 2,130
2,195 91,477 SH X 33 91,477
Heinz (H.J.) Co. Common Stocks 423074103 2,987 59,600 SH X X 11 59,600
4,125 82,300 SH X X 21 82,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
246 4,900 SH X X 27 4,900
221 4,400 SH X X 30 4,400
1,422 28,367 SH X 33 28,367
Helix Technology Corp. Common Stocks 423319102 335 14,000 SH X X 22 14,000
479 20,000 SH X 33 20,000
Hellenic Telecommunication
Organization SA - ADR Common Stocks 423325307 62 5,600 SH X X 8 5,600
Heller Financial, Inc. Class A Common Stocks 423328103 286 10,300 SH X X 9 10,300
2,172 78,097 SH X 33 78,097
Helmerich & Payne, Inc. Common Stocks 423452101 1,667 70,000 SH X X 12 70,000
726 30,500 SH X X 27 30,500
74 3,100 SH X X 30 3,100
4,532 190,300 SH X 33 190,300
Jack Henry & Associates, Inc. Common Stocks 427056106 1,638 42,000 SH X X 12 42,000
2,159 55,000 SH X 33 55,000
Hercules, Inc. 92 2,350 SH X 33 2,350
Hershey Foods Corp. Common Stocks 427866108 546 9,200 SH X X 11 9,200
132 2,220 SH X 33 2,220
Hertz Corp. Class A Common Stocks 428040109 1,810 29,200 SH X X 24 29,200
434 7,000 SH X X 27 7,000
3,401 54,859 SH X 33 54,859
Hewlett-Packard Co. Common Stocks 428236103 10,050 100,000 SH X X 10 100,000
5,266 52,400 SH X X 21 52,400
9,115 90,700 SH X X 25 90,700
834 8,300 SH X X 27 8,300
45,245 450,198 SH X 33 450,198
Hexcel Corp. Common Stocks 428291108 275 27,200 SH X X 22 27,200
422 41,700 SH X 33 41,700
hi/fn, inc. Common Stocks 428358105 2,132 28,000 SH X 33 28,000
Hibernia Corp. Class A Common Stocks 428656102 264 16,800 SH X X 9 16,800
466 29,700 SH X X 11 29,700
74 4,700 SH X X 25 4,700
508 32,400 SH X X 27 32,400
1,475 93,993 SH X 33 93,993
Highwoods Properties, Inc. Common Stocks 431284108 18,282 666,300 SH X X 2 666,300
107 3,900 SH X X 25 3,900
5,515 201,000 SH X X 26 201,000
593 21,603 SH X 33 21,603
Hilb, Rogal & Hamilton Co. Common Stocks 431294107 31 1,400 SH X 33 1,400
Hillenbrand Industries, Inc. Common Stocks 431573104 48 1,100 SH X X 27 1,100
49 1,122 SH X 33 1,122
Hilton Hotels Corp. Common Stocks 432848109 2,005 141,300 SH X X 11 141,300
63 4,455 SH X 33 4,455
Hoering Group, Inc. Common Stocks 434396107 194 19,800 SH X X 22 19,800
259 26,100 SH X 33 26,100
Hollinger International, Inc. Class A Common Stocks 435569108 21 1,800 SH X X 21 1,800
235 19,800 SH X X 25 19,800
146 12,300 SH X X 27 12,300
792 66,698 SH X 33 66,698
74 6,200 SH X X 34 6,200
Hollywood Entertainment Corp. Common Stocks 436141105 450 23,100 SH X X 27 23,100
1,545 79,000 SH X 33 79,000
Hollywood Park, Inc. Common Stocks 436255103 823 48,400 SH X X 9 48,400
63 3,700 SH X X 21 3,700
818 48,100 SH X X 23 48,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
253 14,900 SH X X 27 14,900
1,998 117,500 SH X 33 117,500
Holophane Corp. Common Stocks 43645B106 282 7,400 SH X X 22 7,400
423 11,100 SH X 33 11,100
Home Depot, Inc. (The) Common Stocks 437076102 26,162 406,000 SH X X 1 406,000
3,054 47,400 SH X X 3 47,400
6,147 95,400 SH X X 7 95,400
7,501 116,400 SH X X 11 116,400
5,606 87,000 SH X X 13 87,000
3,995 62,000 SH X X 20 62,000
8,821 136,900 SH X X 25 136,900
174 2,700 SH X X 27 2,700
2,990 46,400 SH X X 31 46,400
117,695 1,826,496 SH X 33 1,826,496
Home Port Bancorp, Inc. Common Stocks 437304108 10 400 SH X X 22 400
17 700 SH X 33 700
Home Properties of New York, Inc. Common Stocks 437306103 80 2,900 SH X X 21 2,900
69 2,500 SH X 33 2,500
Homestake Mining Co. Common Stocks 437614100 39 4,756 SH X 33 4,756
HON Industries, Inc. Common Stocks 438092108 41 1,404 SH X 33 1,404
Honeywell, Inc. Common Stocks 438506107 2,283 19,700 SH X X 20 19,700
1,240 10,700 SH X X 21 10,700
1,205 10,400 SH X X 25 10,400
614 5,300 SH X X 27 5,300
7,196 62,104 SH X 33 62,104
Hooper Holmes, Inc. Common Stocks 439104100 1,447 71,000 SH X 33 71,000
Horace Mann Educators Corp. Common Stocks 440327104 2,039 75,000 SH X X 12 75,000
2,583 95,000 SH X 33 95,000
Horizon Offshore, Inc. Common Stocks 44043J105 378 49,600 SH X X 22 49,600
539 69,500 SH X 33 69,500
Hormel Foods Corp. Common Stocks 440452100 1,047 26,000 SH X X 7 26,000
2,093 52,000 SH X X 24 52,000
3,353 83,300 SH X X 25 83,300
1,155 28,700 SH X X 30 28,700
8,467 210,352 SH X 33 210,352
Hospitality Properties Trust Common Stocks 44106M102 106 3,900 SH X X 21 3,900
5,124 188,900 SH X X 26 188,900
138 5,100 SH X 33 5,100
Houghton Mifflin Co. Common Stocks 441560109 1,162 24,700 SH X X 9 24,700
2,419 51,404 SH X 33 51,404
146 3,100 SH X X 34 3,100
Household International Corp. Common Stocks 441815107 4,764 100,553 SH X X 11 100,553
867 18,300 SH X X 21 18,300
529 11,158 SH X 33 11,158
Houston Exploration Co. (The) Common Stocks 442120101 89 4,700 SH X X 9 4,700
55 2,900 SH X 33 2,900
Howmet International, Inc. Common Stocks 443208103 15 874 SH X 33 874
Huaneng Power International,
Inc. Series N - ADR Common Stocks 443304100 1,490 87,000 SH X X 8 87,000
651 38,000 SH X X 30 38,000
351 20,500 SH X X 37 20,500
Hubbell, Inc. Class B Common Stocks 443510201 690 15,300 SH X X 11 15,300
2,604 57,381 SH X 33 57,381
Huffy Corp. Common Stocks 444356109 165 11,800 SH X X 25 11,800
Hughes Supply, Inc. Common Stocks 444482103 362 12,200 SH X X 9 12,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
891 30,000 SH X 33 30,000
Humana, Inc. Common Stocks 444859102 391 30,200 SH X X 7 30,200
1,560 120,600 SH X X 11 120,600
47 3,650 SH X 33 3,650
Human Genome Sciences, Inc. Common Stocks 444903108 371 9,400 SH X 33 9,400
Hunt (JB) Transportation Common Stocks 445658107 3 200 SH X X 27 200
Services, Inc.
Huntington Bancshares, Inc. Common Stocks 446150104 147 4,200 SH X X 11 4,200
105 3,000 SH X X 25 3,000
441 12,593 SH X 33 12,593
Hussmann International, Inc. Common Stocks 448110106 449 27,100 SH X X 9 27,100
383 23,100 SH X 33 23,100
ICN Pharmaceuticals, Inc. Common Stocks 448924100 2,340 72,700 SH X X 25 72,700
7,612 236,480 SH X 33 236,480
IBP, Inc. Common Stocks 449223106 1,636 68,900 SH X X 7 68,900
2,432 102,400 SH X X 9 102,400
827 34,800 SH X X 21 34,800
10,327 434,800 SH X X 25 434,800
5,014 211,100 SH X X 27 211,100
105 4,400 SH X X 28 4,400
1,076 45,300 SH X X 30 45,300
11,260 474,085 SH X 33 474,085
ICG Communications, Inc. Common Stocks 449246107 47 2,200 SH X X 21 2,200
ICOS Corp. Common Stocks 449295104 36 878 SH X 33 878
ICU Medical, Inc. Common Stocks 44930G107 348 19,700 SH X 33 19,700
IDEC Pharmaceuticals Corp. Common Stocks 449370105 2,349 30,500 SH X X 12 30,500
1,910 24,800 SH X X 24 24,800
3,422 44,400 SH X 33 44,400
146 1,900 SH X X 34 1,900
IHOP Corp. New Common Stocks 449623107 51 2,120 SH X X 9 2,120
432 18,000 SH X X 27 18,000
558 23,200 SH X 33 23,200
IMC Global, Inc. Common Stocks 449669100 950 53,900 SH X X 11 53,900
1,743 98,900 SH X X 21 98,900
1,251 71,000 SH X X 25 71,000
157 8,900 SH X X 27 8,900
3,927 222,793 SH X 33 222,793
IMCO Recycling, Inc. Common Stocks 449681105 55 3,200 SH X X 9 3,200
308 18,000 SH X X 22 18,000
646 37,700 SH X 33 37,700
IMS Health, Inc. Common Stocks 449934108 7,528 240,900 SH X X 1 240,900
156 5,000 SH X X 25 5,000
21,997 703,906 SH X 33 703,906
IRI International Corp. Common Stocks 45004F107 892 192,850 SH X 33 192,850
IRT Property Co. Common Stocks 450058102 45 4,600 SH X 33 4,600
ISS Group, Inc. Common Stocks 450306105 3,010 80,000 SH X X 12 80,000
3,851 102,000 SH X 33 102,000
ITC DeltaCom, Inc. Common Stocks 45031T104 2,464 88,000 SH X 33 88,000
ITI Technologies, Inc. Common Stocks 450564109 25 1,100 SH X X 21 1,100
248 11,000 SH X X 22 11,000
459 20,400 SH X X 27 20,400
23 1,000 SH X X 28 1,000
362 16,000 SH X 33 16,000
Itla Cap Corp. Common Stocks 450565106 189 12,400 SH X X 22 12,400
282 17,900 SH X 33 17,900
ITT Educational Services, Inc. Common Stocks 45068B109 2,658 102,000 SH X X 12 102,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3,075 118,000 SH X 33 118,000
IXC Communications, Inc. Common Stocks 450713102 1,800 46,000 SH X X 12 46,000
4,521 115,000 SH X 33 115,000
ITT Industries, Inc. Common Stocks 450911102 1,449 38,000 SH X X 11 38,000
78 2,051 SH X 33 2,051
Idacorp, Inc. Common Stocks 451107106 545 17,300 SH X X 9 17,300
665 21,100 SH X 33 21,100
IDEXX Laboratories, Inc. Common Stocks 45168D104 35 1,500 SH X X 34 1,500
Ikon Office Solutions, Inc. Common Stocks 451713101 52 3,450 SH X 33 3,450
Illinois Tool Works, Inc. Common Stocks 452308109 5,674 69,200 SH X X 13 69,200
15,488 188,874 SH X 33 188,874
Illinova Corp. Common Stocks 452317100 668 24,500 SH X X 9 24,500
1,052 38,600 SH X 33 38,600
Imation Corp. Common Stocks 45245A107 318 12,800 SH X X 9 12,800
543 21,900 SH X X 27 21,900
2,020 81,400 SH X 33 81,400
Imclone Systems, Inc. Common Stocks 45245W109 903 35,600 SH X 33 35,600
Immucor Corp. Common Stocks 452526106 422 31,000 SH X X 22 31,000
600 44,000 SH X 33 44,000
Immunex Corp. Common Stocks 452528102 1,579 12,400 SH X X 7 12,400
1,968 15,450 SH X X 23 15,450
1,848 14,503 SH X 33 14,503
Imperial Credit Mortgage Holdings Common Stocks 45254P102 1 200 SH X 33 200
Imperial Bancorp Common Stocks 452556103 25 1,247 SH X X 27
1,247
Imperial Credit Industries, Inc. Common Stocks 452729106 113 16,178 SH X X 22 16,178
142 20,000 SH X 33 20,000
Imperial Credit Commercial Mortgage Common Stocks 45272T102 50 4,600 SH X 33 4,600
Investment Co.
In Focus Systems, Inc. Common Stocks 452919103 42 2,800 SH X X 28 2,800
805 41,800 SH X 33 41,800
Inco, Ltd. Common Stocks 453258402 2,531 140,618 SH X X 15
140,618
4 200 SH X X 18 200
Independence Community Bank Corp. Common Stocks 453414104 264 19,900 SH X X 9 19,900
386 28,600 SH X 33 28,600
Independent Bank Corp. Common Stocks 453836108 15 1,000 SH X X 21 1,000
8 500 SH X 33 500
Indiana Energy, Inc. Common Stocks 454707100 166 7,799 SH X X 9 7,799
179 8,400 SH X 33 8,400
IndyMac Mortgage Holdings, Inc. Common Stocks 456607100 1,293 80,800 SH X X 9 80,800
2,483 155,200 SH X 33 155,200
Infinity Broadcasting Corp. New Common Stocks 45662S100 380 12,770 SH X 33 12,770
Informix Corp. Common Stocks 456779107 108 12,800 SH X X 28 12,800
Infoseek Corp. Common Stocks 45678M107 55 1,141 SH X 33 1,141
153 3,200 SH X X 34 3,200
InfoSpace.com, Inc. Common Stocks 45678T102 653 13,900 SH X X 23 13,900
643 13,678 SH X 33 13,678
Ingersoll-Rand Co. Common Stocks 456866102 5,829 90,200 SH X X 5 90,200
11,843 183,250 SH X X 7 183,250
5,241 81,100 SH X X 20 81,100
6,879 106,450 SH X X 25 106,450
2,779 43,000 SH X X 27 43,000
31,475 487,043 SH X 33 487,043
Information Resources, Inc. Common Stocks 456905108 1 153 SH X 33 153
Ingles Markets, Inc. Common Stocks 457030104 63 4,100 SH X 33 4,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Ingram Micro, Inc. Class A Common Stocks 457153104 36 1,391 SH X 33 1,391
924 38,800 SH X 33 38,800
Inktomi Corp. Common Stocks 457277101 1,631 12,400 SH X X 13 12,400
4,819 36,911 SH X 33 36,911
Innovex, Inc. Common Stocks 457647105 19 1,400 SH X X 21 1,400
Input/Output, Inc. Common Stocks 457652105 42 5,600 SH X X 11 5,600
20 2,700 SH X X 21 2,700
Insight Enterprises, Inc. Common Stocks 45765U103 1,064 43,000 SH X 33 43,000
Insituform Technologies, Inc.
Class A Common Stocks 457667103 217 10,100 SH X X 9 10,100
66 3,100 SH X X 21 3,100
337 15,600 SH X 33 15,600
Innkeepers USA Trust Common Stocks 4576J0104 69 6,900 SH X X 21 6,900
47 4,700 SH X 33 4,700
Integrated Device Technology Common Stocks 458118106 110 10,200 SH X X 21 10,200
1,011 93,000 SH X 33 93,000
Integrated Health Services,
Inc. Long-Term Investments 45812CAE6 386 600,000 SH X X 19 600,000
498 775,000 SH X 33 775,000
Integrated Silicon Solution,
Inc. Common Stocks 45812P107 1,508 262,200 SH X X 4 262,200
Intel Corp. Common Stocks 458140100 14,075 236,800 SH X X 1 236,800
3,055 51,400 SH X X 3 51,400
10,721 180,376 SH X X 5 180,376
22,824 384,000 SH X X 7 384,000
38,468 647,200 SH X X 11 647,200
18,990 319,500 SH X X 13 319,500
4,957 83,400 SH X X 20 83,400
9,308 156,600 SH X X 25 156,600
1,629 27,400 SH X X 27 27,400
4,654 78,300 SH X X 31 78,300
156,850 2,636,140 SH X 33 2,636,140
Intelligent Polymers, Ltd. Common Stocks 45815V200 1,114 26,600 SH X 33 26,600
Intercontinental Life Corp. Common Stocks 458993100 218 23,600 SH X X 22 23,600
341 36,400 SH X 33 36,400
Interface, Inc. Common Stocks 458665106 1,691 196,000 SH X 33 196,000
Interim Services, Inc. Common Stocks 45868P100 565 27,400 SH X X 9 27,400
846 41,000 SH X X 27 41,000
3,479 168,700 SH X 33 168,700
120 5,800 SH X X 34 5,800
Internet Corp. Common Stocks 45881K104 186 12,400 SH X X 9 12,400
50 3,300 SH X X 21 3,300
300 20,000 SH X X 22 20,000
673 44,500 SH X 33 44,500
International Business
Machines Corp. Common Stocks 459200101 8,220 63,600 SH X X 1 63,600
14,489 112,100 SH X X 5 112,100
46,543 360,100 SH X X 11 360,100
9,125 70,600 SH X X 13 70,600
5,997 46,400 SH X X 20 46,400
17,604 136,200 SH X X 21 136,200
4,860 37,600 SH X X 25 37,600
9,073 70,200 SH X X 27 70,200
9,895 76,560 SH X X 30 76,560
122,729 949,546 SH X 33 949,546
International Flavors &
Fragrances, Inc. Common Stocks 459506101 1,646 37,100 SH X X 7 37,100
612 13,800 SH X X 30 13,800
2,349 52,938 SH X 33 52,938
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
International Game Technology Common Stocks 459902102 581 31,400 SH X X 7 31,400
1,511 81,700 SH X X 11 81,700
46 2,484 SH X 33 2,484
International Multifoods Corp. Common Stocks 460043102 230 10,200 SH X X 9 10,200
248 11,000 SH X 33 11,000
International Network Services Common Stocks 460053101 33 825 SH X 33 825
International Paper Co. Common Stocks 460146103 14,191 281,000 SH X X 5 281,000
2,096 41,500 SH X X 7 41,500
3,394 67,200 SH X X 11 67,200
722 14,300 SH X X 27 14,300
2,401 47,548 SH X X 30 47,548
40,274 797,505 SH X 33 797,505
International Rectifier Corp. Common Stocks 460254105 4,667 350,550 SH X 33 350,550
24 499 SH X 33 499
International Specialty
Products, Inc. Common Stocks 460337108 155 15,200 SH X X 9 15,200
24 2,400 SH X X 21 2,400
184 18,100 SH X 33 18,100
International Telecommunication
Data Systems, Inc. Common Stocks 46047F104 1,753 110,400 SH X X 24 110,400
2,094 130,900 SH X 33 130,900
Interpool, Inc. Common Stocks 46062R108 35 2,700 SH X X 21 2,700
Interpublic Group Cos., Inc. Common Stocks 460690100 2,322 26,800 SH X X 7 26,800
279 3,219 SH X 33 3,219
Interstate Bakeries Corp. Common Stocks 46072H108 1,353 60,300 SH X X 21 60,300
774 34,500 SH X X 25 34,500
2,407 107,288 SH X 33 107,288
Intrawest Corp. Common Stocks 460915200 1,845 120,500 SH X 33 120,500
InterWest Bancorp, Inc. Common Stocks 460931108 62 2,500 SH X X 21 2,500
IntraNet Solutions, Inc. Common Stocks 460939309 715 84,700 SH X X 23 84,700
1,039 123,100 SH X 33 123,100
InterVoice, Inc. Common Stocks 461142101 1,711 119,000 SH X X 24 119,000
308 21,400 SH X X 27 21,400
2,187 151,500 SH X 33 151,500
450 11,750 SH X 33 11,750
Intimate Brands, Inc. Class A Common Stocks 461156101 716 15,120 SH X X 3 15,120
2,186 46,135 SH X 33 46,135
Intuit, Inc. Common Stocks 461202103 1,361 15,100 SH X X 7 15,100
93 1,028 SH X 33 1,028
370 4,100 SH X X 34 4,100
Investors Financial Services
Corp. Common Stocks 461915100 3,059 76,600 SH X X 12 76,600
1,034 25,900 SH X X 27 25,900
3,228 80,700 SH X 33 80,700
212 5,300 SH X X 34 5,300
Ionics, Inc. Common Stocks 462218108 193 5,300 SH X X 9 5,300
318 8,700 SH X 33 8,700
IPALCO Enterprises, Inc. Common Stocks 462613100 39 1,835 SH X 33 1,835
Iron Mountain, Inc. Common Stocks 46284P104 272 9,500 SH X X 22 9,500
429 15,000 SH X 33 15,000
Irwin Financial Corp. Common Stocks 464119106 71 3,600 SH X X 27 3,600
Istituto Bancario San Paolo
di Torino - ADR Common Stocks 465224103 1,235 44,892 SH X X 29 44,892
Itron, Inc. Common Stocks 465741106 206 25,000 SH X X 22 25,000
343 40,000 SH X 33 40,000
i2 Technologies, Inc. Common Stocks 465754100 31 718 SH X 33 718
IVAX Corp. Common Stocks 465823102 1,881 133,200 SH X X 23 133,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
559 39,600 SH X X 25 39,600
4,700 332,727 SH X 33 332,727
JDN Realty Corp. Common Stocks 465917102 105 4,700 SH X 33 4,700
J & J Snack Foods Corp. Common Stocks 466032109 34 1,400 SH X X 28 1,400
JLG Industries, Inc. Common Stocks 466210101 112 5,500 SH X 33 5,500
J.P. Realty, Inc. Common Stocks 46624A106 1,236 60,100 SH X X 2 60,100
51 2,500 SH X X 21 2,500
35 1,700 SH X 33 1,700
JSB Financial, Inc. Common Stocks 46624M100 346 6,800 SH X X 27 6,800
265 5,200 SH X 33 5,200
Jabil Circuit, Inc. Common Stocks 466313103 54 1,186 SH X 33 1,186
212 4,700 SH X X 34 4,700
Jacob's Engineering Group, Inc. Common Stocks 469814107 638 16,800 SH X X 9 16,800
99 2,600 SH X X 21 2,600
274 7,200 SH X X 27 7,200
30 800 SH X X 28 800
1,034 27,200 SH X 33 27,200
Jefferson-Pilot Corp. Common Stocks 475070108 3,283 49,600 SH X X 21 49,600
1,499 22,650 SH X X 25 22,650
1,860 28,100 SH X X 27 28,100
1,304 19,700 SH X X 30 19,700
8,243 124,536 SH X 33 124,536
Johns Manville Corp. Common Stocks 478129109 810 62,300 SH X X 7 62,300
9 723 SH X 33 723
Johnson & Johnson Common Stocks 478160104 1,098 11,200 SH X X 3 11,200
16,444 167,800 SH X X 7 167,800
10,074 102,800 SH X X 10 102,800
1,127 11,500 SH X X 11 11,500
8,046 82,100 SH X X 13 82,100
2,911 29,700 SH X X 21 29,700
17,728 180,900 SH X X 25 180,900
1,656 16,900 SH X X 27 16,900
66,432 677,874 SH X 33 677,874
Johnson Controls, Inc. Common Stocks 478366107 3,937 56,800 SH X X 7 56,800
298 4,300 SH X X 11 4,300
4,450 64,200 SH X X 21 64,200
222 3,200 SH X X 25 3,200
1,709 24,652 SH X 33 24,652
Jones Apparel Group, Inc. Common Stocks 480074103 2,544 74,156 SH X X 11 74,156
175 5,100 SH X X 27 5,100
3,413 99,471 SH X 33 99,471
Jones Intercable, Inc. Class A Common Stocks 480206200 3,602 73,500 SH X X 4 73,500
4,219 86,101 SH X 33 86,101
Jones Pharma, Inc. Common Stocks 480236108 2,948 75,000 SH X X 12 75,000
1,494 38,000 SH X X 23 38,000
5,190 131,820 SH X 33 131,820
Jostens, Inc. Common Stocks 481088102 133 6,300 SH X 33 6,300
Juno Lighting, Inc. Common Stocks 482047107 54 2,200 SH X X 28 2,200
Justin Industries Common Stocks 482171100 4 300 SH X 33 300
KLA Instruments Corp. Common Stocks 482480100 2,243 34,600 SH X X 4 34,600
382 5,900 SH X X 25 5,900
4,116 63,500 SH X X 31 63,500
13,683 210,919 SH X 33 210,919
KLM Royal Dutch Airlines Common Stocks 482516101 4,275 149,663 SH X X 1 149,663
13,204 462,289 SH X 33 462,289
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Kmart Corp. Common Stocks 482584109 8,654 526,500 SH X X 5 526,500
3,197 194,500 SH X X 11 194,500
332 20,200 SH X X 21 20,200
9,184 558,700 SH X X 25 558,700
695 42,300 SH X X 27 42,300
39,307 2,391,285 SH X 33 2,391,285
K N Energy, Inc. Common Stocks 482620101 528 39,450 SH X X 11 39,450
20 1,497 SH X 33 1,497
K2, Inc. Common Stocks 482732104 101 11,300 SH X X 9 11,300
1,397 156,350 SH X 33 156,350
Kaman Corp. Class A Common Stocks 483548103 166 10,600 SH X X 9 10,600
640 40,800 SH X 33 40,800
Kansas City Power & Light Co. Common Stocks 485134100 638 25,000 SH X X 25 25,000
1,637 64,200 SH X 33 64,200
Kansas City Southern Industries,
Inc. Common Stocks 485170104 8,391 131,500 SH X X 25 131,500
3,664 57,422 SH X 33 57,422
Kaufman & Broad Home Corp. Common Stocks 486168107 1,679 67,500 SH X X 9 67,500
144 5,800 SH X X 27 5,800
90 3,600 SH X X 28 3,600
1,861 74,800 SH X 33 74,800
Kaydon Corp. Common Stocks 486587108 2,219 66,000 SH X X 12 66,000
4,119 122,500 SH X 33 122,500
Keane, Inc. Common Stocks 486665102 30 1,334 SH X 33 1,334
Keebler Foods Co. Common Stocks 487256109 522 17,200 SH X X 3 17,200
1,566 51,566 SH X 33 51,566
Kellogg Co. Common Stocks 487836108 166 5,040 SH X 33 5,040
Kellstrom Industries, Inc. Common Stocks 488035106 248 13,600 SH X X 27 13,600
633 34,700 SH X 33 34,700
Kellwood Co. Common Stocks 488044108 201 7,400 SH X X 9 7,400
76 2,800 SH X X 21 2,800
344 12,700 SH X 33 12,700
Kelly Services, Inc. Class A Common Stocks 488152208 22 700 SH X 33 700
Kemet Corp. Common Stocks 488360108 3,789 165,200 SH X 33 165,200
Kennametal, Inc. Common Stocks 489170100 1,944 62,700 SH X X 9 62,700
84 2,700 SH X X 21 2,700
2,372 76,500 SH X 33 76,500
Kerr-McGee Corp. Common Stocks 492386107 3,568 71,100 SH X X 7 71,100
627 12,500 SH X X 25 12,500
778 15,500 SH X X 30 15,500
4,061 80,922 SH X 33 80,922
Key Energy Group, Inc. Common Stocks 492914106 23 6,500 SH X X 21 6,500
908 254,800 SH X 33 254,800
Key Tronic Corp. Common Stocks 493144109 297 54,000 SH X X 22 54,000
450 80,000 SH X 33 80,000
KeyCorp Common Stocks 493267108 5,082 158,200 SH X X 11 158,200
67 2,100 SH X X 25 2,100
1,333 41,500 SH X X 30 41,500
4,450 138,528 SH X 33 138,528
Keystone Automotive Industries,
Inc. Common Stocks 49338N109 242 14,000 SH X X 22 14,000
348 20,000 SH X 33 20,000
Keystone Financial, Inc. Common Stocks 493482103 274 9,300 SH X X 9 9,300
109 3,700 SH X X 21 3,700
34 1,136 SH X 33 1,136
Kilroy Realty Corp. Common Stocks 49427F108 4,292 176,100 SH X X 26 176,100
83 3,400 SH X 33 3,400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Kimberly-Clark Corp. Common Stocks 494368103 6,458 113,300 SH X X 7 113,300
8,516 149,400 SH X X 11 149,400
10,591 185,800 SH X X 25 185,800
353 6,200 SH X X 27 6,200
985 17,274 SH X 33 17,274
Kimco Realty Corp. REIT Common Stocks 49446R109 17,700 452,400 SH X X 2 452,400
129 3,300 SH X X 21 3,300
2,555 65,300 SH X X 26 65,300
484 12,375 SH X 33 12,375
King World Productions, Inc. Common Stocks 495667107 125 3,600 SH X X 27 3,600
391 11,235 SH X 33 11,235
Klamath First Bancorp, Inc. Common Stocks 49842P103 240 16,000 SH X X 22 16,000
375 25,000 SH X 33 25,000
Kmart Financing I (conv.) Preferred Stocks 498778200 1,141 19,500 SH X 33 19,500
Knight-Ridder, Inc. Common Stocks 499040103 3,115 56,700 SH X X 4 56,700
1,747 31,800 SH X X 7 31,800
643 11,700 SH X X 11 11,700
2,148 39,100 SH X X 27 39,100
3,957 72,020 SH X 33 72,020
Knight/Trimark Group, Inc. Class A Common Stocks 499067100 94 1,558 SH X 33 1,558
420 15,700 SH X 33 15,700
Koger Equity, Inc. Common Stocks 500228101 61 3,300 SH X 33 3,300
Kohl's Corp. Common Stocks 500255104 11,022 142,800 SH X X 1 142,800
31,450 407,446 SH X 33 407,446
Koor Industries, Ltd. - ADR Common Stocks 500507108 584 25,000 SH X X 30 25,000
Kopin Corp. Common Stocks 500600100 1,555 64,950 SH X 33 64,950
Korea Electric Power Corp. - ADR Common Stocks 500631106 861 42,000 SH X X 8 42,000
836 40,800 SH X X 36 40,800
Kranzco Realty Trust Common Stocks 50076E103 290 21,900 SH X X 26 21,900
Kroger Co. Common Stocks 501044101 7,945 284,400 SH X X 1 284,400
4,163 149,000 SH X X 13 149,000
184 6,600 SH X X 27 6,600
34,794 1,245,437 SH X 33 1,245,437
Kronos, Inc. Common Stocks 501052104 249 5,700 SH X X 27 5,700
74 1,700 SH X X 28 1,700
222 5,100 SH X X 34 5,100
Kulicke & Soffa Industries, Inc. Common Stocks 501242101 103 3,900 SH X X 27 3,900
276 10,300 SH X 33 10,300
LCC International, Inc. Class A Common Stocks 501810105 156 34,600 SH X X 22 34,600
311 69,000 SH X 33 69,000
LG&E Energy Corp. Common Stocks 501917108 1,621 77,200 SH X X 7 77,200
147 7,000 SH X X 21 7,000
634 30,200 SH X X 25 30,200
69 3,300 SH X X 27 3,300
569 27,082 SH X 33 27,082
LHS Group, Inc. Common Stocks 501938100 17 504 SH X 33 504
LNR Property Corp. Common Stocks 501940100 2,031 95,000 SH X X 4 95,000
502 23,500 SH X X 9 23,500
2,839 132,800 SH X 33 132,800
LINC Capital, Inc. Common Stocks 501942106 210 24,000 SH X X 22 24,000
311 35,000 SH X 33 35,000
LSI Logic Corp. Common Stocks 502161102 4,506 97,700 SH X X 4 97,700
3,898 84,500 SH X X 23 84,500
406 8,800 SH X X 25 8,800
4,350 94,300 SH X X 31 94,300
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
22,793 494,162 SH X 33 494,162
LSI Industries, Inc. Common Stocks 50216C108 31 1,300 SH X X 28 1,300
LTC Properties Common Stocks 502175102 48 3,700 SH X 33 3,700
L-3 Communications Holdings, Inc. Common Stocks 502424104 246 5,100 SH X X 3 5,100
1,949 40,351 SH X 33 40,351
La-Z-Boy Inc. Common Stocks 505336107 469 20,400 SH X X 9 20,400
437 19,000 SH X X 25 19,000
147 6,400 SH X X 27 6,400
104 4,500 SH X X 28 4,500
828 36,000 SH X 33 36,000
Labor Ready, Inc. New Common Stocks 505401208 907 27,900 SH X X 23 27,900
788 24,250 SH X 33 24,250
Labone, Inc. Common Stocks 50540E100 10 1,000 SH X 33 1,000
Laboratorio Chile SA - ADR Common Stocks 50540H104 540 30,000 SH X X 8 30,000
Laclede Gas Co. Common Stocks 505588103 91 3,900 SH X X 9 3,900
72 3,100 SH X X 21 3,100
Lafarge Corp. Common Stocks 505862102 482 13,600 SH X X 7 13,600
723 20,400 SH X X 9 20,400
1,754 49,500 SH X X 24 49,500
2,488 70,200 SH X X 25 70,200
425 12,000 SH X X 27 12,000
113 3,200 SH X X 2 3,200
6,655 187,800 SH X 33 187,800
Laidlaw, Inc. Common Stocks 50730K503 4,074 552,400 SH X X 32 552,400
Lamar Advertising Co. Class A Common Stocks 512815101 3,270 80,000 SH X X 12 80,000
4,681 114,357 SH X 33 114,357
Lancaster Colony Corp. Common Stocks 513847103 29 832 SH X 33 832
Landair Corp. Common Stocks 514757103 188 47,000 SH X X 22 47,000
240 60,000 SH X 33 60,000
LandAmerica Financial Group, Inc. Common Stocks 514936103 607 21,100 SH X X 9 21,100
72 2,500 SH X X 21 2,500
457 15,900 SH X X 27 15,900
1,895 65,900 SH X 33 65,900
Landstar Systems, Inc. Common Stocks 515098101 191 5,300 SH X X 9 5,300
1,724 47,900 SH X X 24 47,900
54 1,500 SH X X 27 1,500
58 1,600 SH X X 28 1,600
2,592 71,800 SH X 33 71,800
LaSalle Hotel Properties Common Stocks 517942108 18 1,200 SH X 33 1,200
LASER Mortgage Management, Inc. Common Stocks 51806D100 2 500 SH X 33 500
Laser Vision Centers, Inc. Common Stocks 51807H100 1,974 31,400 SH X X 23 31,400
1,783 28,300 SH X 33 28,300
Lason, Inc. Common Stocks 51808R107 437 8,800 SH X 33 8,800
Estee Lauder Cos. Inc. (The) Class A Common Stocks 518439100 100 1,999 SH X 33 1,999
Lear Corp. Common Stocks 521865105 2,557 51,400 SH X X 9 51,400
2,468 49,600 SH X X 11 49,600
3,443 69,200 SH X X 20 69,200
652 13,100 SH X X 21 13,100
14,593 293,334 SH X 33 293,334
Learning Tree International, Inc. Common Stocks 522015106 317 29,000 SH X X 22 29,000
492 45,000 SH X 33 45,000
Lechters, Inc. Common Stocks 523238103 435 174,150 SH X 33 174,150
Lee Enterprises, Inc. Common Stocks 523768109 2,730 89,500 SH X X 4 89,500
3,081 101,000 SH X 33 101,000
Legato Systems, Inc. Common Stocks 524651106 2,581 44,700 SH X X 24 44,700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3,172 54,920 SH X 33 54,920
283 4,900 SH X X 34 4,900
Leggett & Platt, Inc. Common Stocks 524660107 3,257 117,100 SH X X 11 117,100
127 4,550 SH X 33 4,550
Legg Mason, Inc. Common Stocks 524901105 4,043 105,000 SH X X 12 105,000
1,759 45,700 SH X X 24 45,700
612 15,900 SH X X 27 15,900
7,288 189,302 SH X 33 189,302
Lehman Brothers Holdings, Inc. Common Stocks 524908100 68 1,100 SH X X 11 1,100
3,007 48,300 SH X X 24 48,300
2,434 39,100 SH X X 25 39,100
1,114 17,900 SH X X 27 17,900
3,779 60,700 SH X X 31 60,700
20,832 334,646 SH X 33 334,646
Lennar Corp. Common Stocks 526057104 1,894 78,900 SH X X 4 78,900
634 26,400 SH X X 9 26,400
391 16,300 SH X X 27 16,300
3,398 141,600 SH X 33 141,600
Lesco,Inc. Common Stocks 421 22,600 SH X 22 22,600
557 29,100 SH X 33 29,100
Leucadia National Corp. Common Stocks 527288104 1,878 74,000 SH X X 24 74,000
1,535 60,500 SH X X 27 60,500
2,395 95,800 SH X 33 95,800
Level One Communications, Inc. Common Stocks 527295109 45 922 SH X 33 922
245 5,000 SH X X 34 5,000
Level 3 Communications, Inc. Common Stocks 52729N100 4,538 75,400 SH X X 11 75,400
674 11,200 SH X X 25 11,200
1,598 26,604 SH X 33 26,604
Lexington Corporate Properties Trust Common Stocks 529043100 30 2,600 SH X 33 2,600
Lexmark International Group, Inc.
Class A Common Stocks 529771107 5,629 85,200 SH X X 7 85,200
7,571 114,600 SH X X 25 114,600
238 3,600 SH X X 27 3,600
4,397 66,558 SH X 33 66,558
Libbey, Inc. Common Stocks 529898108 168 5,800 SH X 33 5,800
Liberty Financial Cos., Inc. Common Stocks 530512102 323 11,100 SH X X 9 11,100
307 10,550 SH X 33 10,550
Liberty Property Trust REIT Common Stocks 531172104 2,706 108,800 SH X X 7 108,800
4,968 199,700 SH X X 26 199,700
440 17,690 SH X 33 17,690
1,089 97,900 SH X 33 97,900
Lilly (Eli) & Co. Common Stocks 532457108 566 7,900 SH X X 3 7,900
11,646 162,600 SH X X 11 162,600
2,206 30,800 SH X X 13 30,800
186 2,600 SH X X 27 2,600
3,015 42,100 SH X X 31 42,100
19,951 278,549 SH X 33 278,549
Limited, Inc. (The) Common Stocks 532716107 2,935 64,675 SH X X 10 64,675
327 7,200 SH X X 21 7,200
1,991 43,871 SH X 33 43,871
Lincare Holdings, Inc. Common Stocks 532791100 2,340 93,600 SH X X 12 93,600
1,863 74,500 SH X X 24 74,500
13 500 SH X X 25 500
218 8,700 SH X X 27 8,700
6,769 270,760 SH X 33 270,760
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Lincoln Electric Holdings, Inc. NPV Common Stocks 533900106 45 2,200 SH X X 21 2,200
Lincoln National Corp. Common Stocks 534187109 1,203 23,000 SH X X 25 23,000
691 13,200 SH X X 27 13,200
282 5,400 SH X X 30 5,400
997 19,055 SH X 33 19,055
Linear Technology Corp. Common Stocks 535678106 233 3,464 SH X 33 3,464
Linens 'N Things, Inc. Common Stocks 535679104 3,697 84,500 SH X X 23 84,500
696 15,900 SH X X 27 15,900
4,529 103,521 SH X 33 103,521
175 4,000 SH X X 34 4,000
Liposome Co., Inc. Common Stocks 536310105 47 2,500 SH X X 34 2,500
Litchfield Financial Corp. Common Stocks 536619109 226 13,350 SH X X 22 13,350
360 21,250 SH X 33 21,250
Lithia Motors, Inc., Class A Common Stocks 536797103 269 13,100 SH X X 22 13,100
455 22,200 SH X 33 22,200
Littlefuse, Inc. Common Stocks 537008104 5 300 SH X X 21 300
Litton Industries, Inc. Common Stocks 538021106 789 11,000 SH X X 3 11,000
3,301 46,000 SH X X 4 46,000
14 200 SH X X 9 200
395 5,500 SH X X 25 5,500
5,130 71,500 SH X X 27 71,500
1,119 15,600 SH X X 30 15,600
15,717 219,058 SH X 33 219,058
Liz Claiborne, Inc. Common Stocks 539320101 54 1,471 SH X 33 1,471
Local Financial Corp. Common Stocks 539553107 15 1,500 SH X 33 1,500
Lockheed Martin Corp. Common Stocks 539830109 6,597 177,100 SH X X 5 177,100
7,264 195,000 SH X X 10 195,000
6,463 173,500 SH X X 11 173,500
3,624 97,300 SH X X 25 97,300
1,617 43,400 SH X X 30 43,400
48,240 1,295,027 SH X 33 1,295,027
Loews Corp. Common Stocks 540424108 12,792 161,670 SH X 33 161,670
Lone Star Industries, Inc. Common Stocks 542290408 1,570 41,800 SH X X 9 41,800
252 6,700 SH X X 27 6,700
1,675 44,600 SH X 33 44,600
Lone Star Steakhouse & Saloon Common Stocks 542307103 555 57,300 SH X X 9 57,300
69 7,100 SH X X 21 7,100
943 97,000 SH X 33 97,000
Longs Drug Stores, Inc. Common Stocks 543162101 24 707 SH X 33 707
Longview Fibre Co. Common Stocks 543213102 72 4,600 SH X 33 4,600
Louis Dreyfus Natural
Gas Corp. Common Stocks 546011107 71 3,300 SH X X 21 3,300
17 800 SH X X 28 800
144 6,700 SH X 33 6,700
Louisiana Pacific Corp. Common Stocks 546347105 2,342 98,600 SH X X 9 98,600
150 6,300 SH X X 21 6,300
1,140 48,000 SH X X 25 48,000
627 26,400 SH X X 27 26,400
10,072 424,100 SH X 33 424,100
Lowe's Cos., Inc. Common Stocks 548661107 15,742 277,700 SH X X 1 277,700
2,795 49,300 SH X X 7 49,300
12,193 215,100 SH X X 10 215,100
890 15,700 SH X X 11 15,700
68 1,200 SH X X 25 1,200
85 1,500 SH X X 27 1,500
65,628 1,157,712 SH X 33 1,157,712
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Lubrizol Corp. Common Stocks 549271104 1,728 63,400 SH X X 9 63,400
1,063 39,000 SH X X 25 39,000
3,998 146,700 SH X 33 146,700
Luby's Cafeterias, Inc. Common Stocks 549282101 98 6,500 SH X 33 6,500
Lucent Technologies, Inc. Common Stocks 549463107 13,282 197,100 SH X X 1 197,100
1,065 15,800 SH X X 3 15,800
22,917 339,824 SH X X 7 339,824
16,940 251,200 SH X X 11 251,200
18,509 274,700 SH X X 13 274,700
6,303 93,555 SH X X 20 93,555
6,085 90,235 SH X X 25 90,235
674 10,000 SH X X 27 10,000
5,155 76,500 SH X X 31 76,500
126,553 1,876,597 SH X 33 1,876,597
Lunar Corp. Common Stocks 550362107 287 36,500 SH X X 22 36,500
391 49,700 SH X 33 49,700
Luxottica Group SPA - ADR Common Stocks 55068R202 2,179 140,000 SH X X 32 140,000
Lycos, Inc. Common Stocks 550818108 2,003 21,800 SH X X 23 21,800
1,800 19,593 SH X 33 19,593
294 3,200 SH X X 34 3,200
Lyondell Petrochemical Co. Common Stocks 552078107 2,665 129,200 SH X X 11 129,200
97 4,700 SH X X 30 4,700
34 1,643 SH X 33 1,643
M & T Bank Corp. Common Stocks 55261F104 110 200 SH X X 9 200
385 700 SH X X 11 700
275 500 SH X X 25 500
3,245 5,900 SH X X 27 5,900
6,680 12,145 SH X 33 12,145
MAF Bancorp, Inc. Common Stocks 55261R108 1,156 47,800 SH X X 4 47,800
133 5,500 SH X X 9 5,500
87 3,600 SH X X 21 3,600
2,905 119,800 SH X 33 119,800
MBIA, Inc. Common Stocks 55262C100 10,878 168,000 SH X X 10 168,000
4,429 68,400 SH X X 11 68,400
162 2,500 SH X X 25 2,500
1,528 23,600 SH X X 30 23,600
34,058 525,994 SH X 33 525,994
MBNA Corp. Common Stocks 55262L100 32,260 1,053,386 SH X X 1 1,053,386
5,280 172,400 SH X X 7 172,400
7,589 247,800 SH X X 13 247,800
114,613 3,742,453 SH X 33 3,742,453
M.D.C. Holdings, Inc. Common Stocks 5526t76108 338 15,700 SH X X 9 15,700
718 33,400 SH X X 27 33,400
1,361 63,300 SH X 33 63,300
MCN Energy Group, Inc. Common Stocks 55267J100 108 5,200 SH X X 21 5,200
225 10,835 SH X 33 10,835
MCI WorldCom, Inc. Common Stocks 55268B106 21,362 248,400 SH X X 1 248,400
3,380 39,300 SH X X 3 39,300
14,551 169,200 SH X X 5 169,200
19,505 226,800 SH X X 7 226,800
37,788 439,390 SH X X 11 439,390
10,578 123,000 SH X X 13 123,000
3,347 38,924 SH X X 20 38,924
11,904 138,416 SH X X 25 138,416
232 2,700 SH X X 27 2,700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,915 33,900 SH X X 30 33,900
148,010 1,716,053 SH X 33 1,716,053
MDU Resources Group, Inc. Common Stocks 552690109 476 20,850 SH X X 9 20,850
658 28,850 SH X 33 28,850
MEMC Electronic Materials, Inc. Common Stocks 552715104 100 8,200 SH X 33 8,200
MGIC Investment Corp. Common Stocks 552848103 13,032 268,000 SH X X 10 268,000
253 5,200 SH X X 25 5,200
997 20,500 SH X X 30 20,500
37,704 775,400 SH X 33 775,400
MGI Properties Common Stocks 552885105 45 1,600 SH X 33 1,600
MGM Grand, Inc. Common Stocks 552953101 25 513 SH X 33 513
MMC Networks, Inc. Common Stocks 55308N102 4,164 93,300 SH X X 23 93,300
3,656 81,700 SH X 33 81,700
MRV Communications, Inc. Common Stocks 553477100 429 33,000 SH X X 22 33,000
683 52,000 SH X 33 52,000
M.S. Carriers, Inc. Common Stocks 553533100 113 3,800 SH X X 9 3,800
53 1,800 SH X X 28 1,800
374 12,600 SH X 33 12,600
MTS Systems Corp. Common Stocks 553777103 30 2,500 SH X X 21 2,500
314 26,000 SH X X 27 26,000
15 1,200 SH X 33 1,200
MacDermid, Inc. Common Stocks 554273102 2,093 45,000 SH X X 12 45,000
3,023 65,000 SH X 33 65,000
Macerich Co. (The) Common Stocks 554382101 10,484 399,400 SH X X 2 399,400
3,323 126,600 SH X X 26 126,600
Mack-Cali Realty Corp. Common Stocks 554489104 28,020 905,700 SH X X 2 905,700
84 2,700 SH X X 21 2,700
1,839 59,450 SH X X 26 59,450
360 11,640 SH X 33 11,640
Macromedia, Inc. Common Stocks 556100105 3,280 92,400 SH X X 23 92,400
3,544 100,542 SH X 33 100,542
99 2,800 SH X X 34 2,800
Magna International, Inc.
Class A Common Stocks 559222401 87 1,530 SH X X 18 1,530
MagneTek, Inc. Common Stocks 559424106 1,747 165,350 SH X 33 165,350
Magyar Tavkozlesi Rt - ADR Common Stocks 559776109 914 33,250 SH X X 35 33,250
270 9,800 SH X X 36 9,800
311 11,320 SH X X 37 11,320
Mail-Well, Inc. Common Stocks 560321200 406 25,100 SH X X 27 25,100
217 13,400 SH X 33 13,400
Mallinckrodt, Inc. Common Stocks 561232109 3,612 99,300 SH X X 21 99,300
9,461 260,100 SH X X 25 260,100
178 4,900 SH X X 27 4,900
120 3,300 SH X X 28 3,300
706 19,400 SH X X 30 19,400
10,099 277,639 SH X 33 277,639
Manitowoc Co., Inc. Common Stocks 563571108 662 15,900 SH X X 9 15,900
119 2,850 SH X X 28 2,850
1,330 31,950 SH X 33 31,950
112 2,700 SH X X 34 2,700
Manpower, Inc. Common Stocks 56418H100 1,054 46,600 SH X X 25 46,600
405 17,900 SH X X 27 17,900
2,824 124,800 SH X 33 124,800
Manufactured Home
Communities, Inc. Common Stocks 564682102 83 3,200 SH X 33 3,200
Marine Drilling Co, Inc. Common Stocks 568240204 370 27,000 SH X X 22 27,000
548 40,000 SH X 33 40,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Mark IV Industries, Inc. Common Stocks 570387100 283 13,400 SH X 33 13,400
Mark VII, Inc. Common Stocks 570414102 260 16,000 SH X X 22 16,000
472 28,400 SH X 33 28,400
Markel Corp. Common Stocks 570535104 2,712 14,500 SH X X 12 14,500
4,488 24,000 SH X 33 24,000
Marsh & McLennan Cos., Inc. Common Stocks 571748102 8,758 116,000 SH X X 7 116,000
8,324 110,250 SH X X 11 110,250
2,012 26,650 SH X X 25 26,650
461 6,100 SH X X 27 6,100
823 10,898 SH X 33 10,898
Marshall & Ilsley Corp. Common Stocks 571834100 135 2,100 SH X X 25 2,100
140 2,171 SH X 33 2,171
Marriot International, Inc.
Class A Common Stocks 571903202 10,656 285,100 SH X X 2 285,100
168 4,489 SH X 33 4,489
Marshall Industries Common Stocks 572393106 7 200 SH X X 9 200
83 2,300 SH X 33 2,300
Martin Marietta Materials, Inc. Common Stocks 573284106 63 1,071 SH X 33 1,071
Masco Corp. Common Stocks 574599106 32 1,100 SH X X 27 1,100
225 7,801 SH X 33 7,801
Mascotech, Inc. Common Stocks 574670105 59 3,500 SH X X 21 3,500
90 5,300 SH X 33 5,300
Maderas y Sinteticos SA - ADR Common Stocks 574799102 1,082 103,000 SH X X 8 103,000
MasTec, Inc. Common Stocks 576323100 410 14,500 SH X 33 14,500
Mastech Corp. Common Stocks 57632N105 39 2,100 SH X X 34 2,100
Material Sciences Corp. Common Stocks 576674105 2,142 142,800 SH X 33 142,800
Matsushita Electric Industrial
Co., Ltd. - ADR Common Stocks 576879209 10,907 55,000 SH X 33 55,000
Mattel, Inc. Common Stocks 577081102 7,508 284,000 SH X X 10 284,000
4,523 171,100 SH X X 11 171,100
4,966 187,824 SH X X 20 187,824
119 4,500 SH X X 30 4,500
38,166 1,443,631 SH X 33 1,443,631
Mavesa SA - ADR Common Stocks 577717101 494 151,875 SH X X 8 151,875
Maxim Group, Inc. Common Stocks 57772J104 278 32,000 SH X X 22 32,000
408 47,000 SH X 33 47,000
Maxim Integrated Products, Inc. Common Stocks 57772K101 603 9,066 SH X 33 9,066
May Department Stores Co. Common Stocks 577778103 907 22,200 SH X X 11 22,200
2,158 52,800 SH X X 13 52,800
709 17,350 SH X X 21 17,350
229 5,600 SH X X 27 5,600
2,048 50,100 SH X X 30 50,100
11,006 269,264 SH X 33 269,264
Maxxim Medical, Inc. Common Stocks 57777G105 75 3,200 SH X X 21 3,200
282 12,100 SH X X 27 12,100
417 17,900 SH X 33 17,900
MAXXAM, Inc. Common Stocks 577913106 97 1,500 SH X X 27 1,500
329 5,100 SH X 33 5,100
MAXIMUS, Inc. Common Stocks 577933104 2,501 87,000 SH X X 12 87,000
4,097 142,500 SH X 33 142,500
Maytag Corp. Common Stocks 578592107 118 1,700 SH X X 21 1,700
1,519 21,800 SH X X 25 21,800
112 1,600 SH X X 27 1,600
4,567 65,539 SH X 33 65,539
Mazel Stores, Inc. Common Stocks 578792103 223 22,000 SH X X 22 22,000
381 35,000 SH X 33 35,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
McClatchy Co. Class A Common Stocks 579489105 2,845 85,875 SH X X 4 85,875
374 11,300 SH X X 9 11,300
93 2,800 SH X X 21 2,800
490 14,800 SH X X 27 14,800
4,920 148,535 SH X 33 148,535
McCormick & Co., Inc. Common Stocks 579780206 547 17,343 SH X 33 17,343
41 1,300 SH X X 34 1,300
McDermott International, Inc. Common Stocks 580037109 2,898 102,600 SH X 33 102,600
McDonald's Corp. Common Stocks 580135101 777 18,800 SH X 11 18,800
4,078 98,700 SH X X 13 98,700
339 8,200 SH X X 27 8,200
11,746 284,319 SH X 33 284,319
McGrath RentCorp Common Stocks 580589109 19 1,000 SH X 21 1,000
65 3,400 SH X X 27 3,400
McGraw-Hill, Inc. Common Stocks 580645109 1,996 37,000 SH X X 4 37,000
2,535 46,997 SH X 33 46,997
McLeodUSA, Inc. Common Stocks 582266102 61 1,108 SH X 33 1,108
McWhorter Technologies, Inc. Common Stocks 582803102 111 7,700 SH X 33 7,700
Mead Corp. Common Stocks 582834107 1,315 31,500 SH X X 21 31,500
88 2,100 SH X X 25 2,100
720 17,243 SH X 33 17,243
Mechanical Dynamics, Inc. Common Stocks 583521109 264 45,000 SH X X 22 45,000
360 60,000 SH X 33 60,000
Medco Research, Inc. Common Stocks 584059109 42 1,600 SH X 28 1,600
Media General, Inc. Class A Common Stocks 584404107 816 16,000 SH X X 9 16,000
454 8,900 SH X X 27 8,900
97 1,900 SH X X 28 1,900
1,484 29,099 SH X 33 29,099
128 2,500 SH X X 34 2,500
MediaOne Group, Inc. Common Stocks 58440J104 19,062 256,300 SH X X 1 256,300
60 800 SH X X 3 800
7,973 107,200 SH X X 5 107,200
2,990 40,200 SH X X 7 40,200
3,934 52,900 SH X X 11 52,900
4,351 58,500 SH X X 20 58,500
13,618 183,100 SH X X 25 183,100
74 1,000 SH X X 27 1,000
30 400 SH X X 30 400
83,782 1,126,482 SH X 33 1,126,482
Medialink Worldwide, Inc. Common Stocks 58445P105 299 18,700 SH X 33 18,700
Medical Assurance, Inc. Common Stocks 58449U100 170 6,000 SH X X 9 6,000
85 3,000 SH X X 21 3,000
198 6,934 SH X 33 6,934
Medicis Pharmaceutical
Corp. Class A. Common Stocks 584690309 1,870 73,700 SH X X 24 73,700
2,218 87,400 SH X 33 87,400
MedImmune, Inc. Common Stocks 584699102 4,121 60,600 SH X 11 60,600
1,972 29,000 SH X X 12 29,000
4,413 64,900 SH X X 23 64,900
7,910 116,750 SH X 33 116,750
367 5,400 SH X X 34 5,400
Medquist, Inc. Common Stocks 584949101 2,246 51,400 SH X 24 51,400
3,981 91,000 SH X 33 91,000
Meditrust Cos. Common Stocks 58501T306 73 5,600 SH X 25 5,600
191 14,584 SH X 33 14,584
Medtronic, Inc. Common Stocks 585055106 514 6,600 SH X 1 6,600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,628 20,900 SH X X 11 20,900
3,816 49,000 SH X X 31 49,000
13,661 175,428 SH X 33 175,428
Mellon Bank Corp. Common Stocks 585509102 324 8,900 SH X X 11 8,900
1,144 31,454 SH X 33 31,454
The Men's Wearhouse, Inc. Common Stocks 587118100 120 4,700 SH X X 34 4,700
Mentor Graphics Corp. Common Stocks 587200106 77 6,000 SH X X 21 6,000
73 5,700 SH X X 27 5,700
Mercantile Bancorp, Inc. Common Stocks 587342106 207 3,625 SH X 33 3,625
Mercantile Bankshares Corp. Common Stocks 587405101 660 18,700 SH X X 9 18,700
413 11,700 SH X X 11 11,700
431 12,200 SH X X 27 12,200
99 2,800 SH X X 28 2,800
1,797 50,800 SH X 33 50,800
Merck & Co., Inc. Common Stocks 589331107 2,731 36,900 SH X X 3 36,900
18,396 248,600 SH X X 7 248,600
10,360 140,000 SH X X 10 140,000
2,760 37,300 SH X X 11 37,300
15,962 215,700 SH X X 13 215,700
23,617 319,154 SH X X 25 319,154
377 5,100 SH X X 27 5,100
86,702 1,171,648 SH X 33 1,171,648
Mercury General Corp. Common Stocks 589400100 541 15,900 SH X X 11 15,900
20 600 SH X 33 600
Mercury Interactive Corp. Common Stocks 589405109 2,264 64,000 SH X X 12 64,000
3,651 103,200 SH X X 23 103,200
308 8,700 SH X X 27 8,700
7,188 203,200 SH X 33 203,200
258 7,300 SH X X 34 7,300
Meredith Corp. Common Stocks 589433101 7 200 SH X X 25 200
238 6,866 SH X 33 6,866
Meridian Resource Corp., (The) Common Stocks 58977Q109 3 700 SH X 33 700
MeriStar Hospitality Corp. REIT Common Stocks 58984Y103 1,241 55,300 SH X X 9 55,300
2,111 94,100 SH X X 24 94,100
4,180 186,300 SH X 33 186,300
MeriStar Hotels & Resorts, Inc. Common Stocks 589988104 284 82,500 SH X X 22 82,500
412 119,900 SH X 33 119,900
Meritor Automotive, Inc. Common Stocks 59000G100 2,751 107,900 SH X X 25 107,900
2,040 79,983 SH X 33 79,983
Meritage Corp. Common Stocks 59001A102 208 19,000 SH X X 22 19,000
328 30,000 SH X 33 30,000
Merrill Corp. Common Stocks 590175105 33 2,400 SH X X 27 2,400
Merrill Lynch & Co., Inc. Common Stocks 590188108 5,556 69,500 SH X X 1 69,500
4,037 50,500 SH X X 7 50,500
1,287 16,100 SH X X 11 16,100
280 3,500 SH X X 27 3,500
32 400 SH X X 30 400
15,305 191,459 SH X 33 191,459
Metals USA, Inc. Common Stocks 591324108 139 10,900 SH X 33 10,900
1,203 50,000 SH X 33 50,000
Metris Companies, Inc. Common Stocks 591598107 4,250 104,300 SH X X 23 104,300
1,216 29,850 SH X X 25 29,850
4,136 101,500 SH X 33 101,500
Metro-Goldwyn-Mayer, Inc. Common Stocks 591610100 97 5,300 SH X X 25 5,300
463 25,372 SH X 33 25,372
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Metrocall, Inc. Common Stocks 591647102 161 60,000 SH X X 22 60,000
248 90,000 SH X 33 90,000
Metromedia Fiber Network, Inc.
Class A Common Stocks 591689104 169 4,700 SH X X 25 4,700
504 14,014 SH X 33 14,014
Mettler-Toledo International,
Inc. New Common Stocks 592688105 65 2,600 SH X X 34 2,600
Metzler Group, Inc. Common Stocks 592903108 1,240 45,000 SH X X 12 45,000
1,797 65,200 SH X X 24 65,200
3,102 112,300 SH X 33 112,300
Michael Foods, Inc. Common Stocks 594079105 193 8,200 SH X 33 8,200
Michaels Stores, Inc. Common Stocks 594087108 674 22,200 SH X X 27 22,200
4,799 156,700 SH X 33 156,700
MICROS Systems, Inc. Common Stocks 594901100 173 5,100 SH X X 34 5,100
Microsoft Corp. Common Stocks 594918104 10,788 119,700 SH X X 1 119,700
5,290 58,700 SH X X 3 58,700
11,284 125,200 SH X X 7 125,200
47,739 529,700 SH X X 11 529,700
29,597 328,400 SH X X 13 328,400
10,040 111,400 SH X X 20 111,400
12,942 143,600 SH X X 25 143,600
2,199 24,400 SH X X 27 24,400
5,777 64,100 SH X X 31 64,100
181,107 2,008,115 SH X 33 2,008,115
Microchip Technology, Inc. Common Stocks 595017104 303 6,400 SH X X 27 6,400
829 17,495 SH X 33 17,495
Micro Warehouse, Inc. Common Stocks 59501B105 155 8,800 SH X X 25 8,800
136 7,700 SH X X 27 7,700
484 27,100 SH X 33 27,100
Micromuse, Inc. Common Stocks 595094103 2,239 45,000 SH X X 12 45,000
1,192 23,950 SH X X 23 23,950
1,880 37,700 SH X 33 37,700
Micron Electronics, Inc. Common Stocks 595100108 20 2,000 SH X X 21 2,000
259 25,900 SH X X 27 25,900
331 32,900 SH X 33 32,900
Micron Technology, Inc. Common Stocks 595112103 1,286 31,900 SH X X 1 31,900
1,008 25,000 SH X X 25 25,000
44 1,100 SH X X 27 1,100
1,113 27,600 SH X X 30 27,600
11,508 285,471 SH X 33 285,471
Microsemi Corp. Common Stocks 595137100 328 35,000 SH X X 22 35,000
420 44,800 SH X 33 44,800
Mid-America Apartment
Communties, Inc. Common Stocks 59522J103 72 3,100 SH X X 21 3,100
58 2,500 SH X 33 2,500
Midas, Inc. Common Stocks 595626102 582 20,500 SH X X 9 20,500
604 21,300 SH X 33 21,300
S&P Mid-Cap 400 Depository
Receipts Common Stocks 595635103 535 6,815 SH X X 34 6,815
Midcoast Energy Resources, Inc. Common Stocks 59563W104 282 17,500 SH X X 22 17,500
403 25,000 SH X 33 25,000
MidAmerica Bancorp NPV Common Stocks 595915109 44 1,800 SH X X 21 1,800
Middleby Corp. (The) Common Stocks 596278101 313 50,000 SH X X 22 50,000
507 79,600 SH X 33 79,600
Midland Co. Common Stocks 597486109 81 3,200 SH X X 27 3,200
Midwest Express Holdings, Inc. Common Stocks 597911106 51 1,500 SH X X 34 1,500
Milacron, Inc. Common Stocks 598709103 144 7,800 SH X X 11 7,800
422 22,800 SH X 33 22,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Millennium Pharmaceuticals, Inc. Common Stocks 599902103 1,173 32,650 SH X X 23 32,650
2,286 63,500 SH X 33 63,500
101 2,800 SH X X 34 2,800
Millennium Chemicals, Inc. Common Stocks 599903101 1,395 59,200 SH X X 9 59,200
537 22,800 SH X X 27 22,800
726 30,800 SH X X 30 30,800
3,876 164,510 SH X 33 164,510
Miller (Herman), Inc. Common Stocks 600544100 270 12,900 SH X X 25 12,900
566 26,929 SH X 33 26,929
Millipore Corp. Common Stocks 601073109 1,866 46,000 SH X 33 46,000
MindSpring Enterprises, Inc. Common Stocks 602683104 44 1,000 SH X X 27 1,000
3,545 80,000 SH X X 31 80,000
9,785 220,813 SH X 33 220,813
Mine Safety Appliances Co. Common Stocks 602720104 96 1,500 SH X 33 1,500
Minerals Technologies, Inc. Common Stocks 603158106 430 7,700 SH X X 9 7,700
3,070 55,000 SH X X 12 55,000
318 5,700 SH X X 27 5,700
7,077 126,800 SH X 33 126,800
MiniMed, Inc. Common Stocks 60365K108 33 435 SH X 33 435
Minnesota Mining & Manufacturing Co. Common Stocks 604059105 2,547 29,300 SH X X 7 29,300
1,078 12,400 SH X X 30 12,400
5,160 59,348 SH X 33 59,348
Minnesota Power, Inc. Common Stocks 604110106 978 49,200 SH X X 9 49,200
1,198 60,300 SH X X 27 60,300
121 6,100 SH X X 28 6,100
1,253 63,062 SH X 33 63,062
Mirage Resorts, Inc. Common Stocks 60462E104 4,350 259,700 SH X X 11 259,700
2,293 136,900 SH X X 13 136,900
6,070 362,372 SH X 33 362,372
Mississippi Chemical Corp. New Common Stocks 605288208 229 23,300 SH X X 27 23,300
297 30,300 SH X 33 30,300
Mississippi Valley Bancshares, Inc. Common Stocks 605720101 350 10,600 SH X X 27 10,600
142 4,300 SH X 33 4,300
Mitcham Industries, Inc. Common Stocks 606501104 197 50,000 SH X X 22 50,000
300 75,000 SH X 33 75,000
Mitchell Energy & Development Corp.
Class A Common Stocks 606592202 68 3,500 SH X X 21 3,500
41 2,100 SH X 33 2,100
Mobil Corp. Common Stocks 607059102 7,306 73,800 SH X X 5 73,800
28,641 289,300 SH X X 11 289,300
6,079 61,400 SH X X 25 61,400
1,802 18,200 SH X X 30 18,200
21,103 213,166 SH X 33 213,166
Modine Manufacturing Co. Common Stocks 607828100 452 13,900 SH X X 11 13,900
101 3,100 SH X X 28 3,100
Modis Professional Services, Inc. Common Stocks 607830106 523 38,000 SH X X 25 38,000
1,842 133,968 SH X 33 133,968
Mohawk Industries, Inc. Common Stocks 608190104 598 19,700 SH X X 9 19,700
677 22,300 SH X X 21 22,300
869 28,600 SH X X 27 28,600
99 3,250 SH X X 28 3,250
1,198 39,425 SH X 33 39,425
Molex, Inc. Common Stocks 608554101 229 6,200 SH X X 25 6,200
577 15,603 SH X 33 15,603
Monaco Coach Corp. Common Stocks 60886R103 563 13,300 SH X X 9 13,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
317 7,500 SH X X 27 7,500
910 21,500 SH X 33 21,500
Robert Mondavi Corp. Class A Common Stocks 609200100 193 5,300 SH X X 27 5,300
276 7,600 SH X 33 7,600
Monro Muffler Brake, Inc. Common Stocks 610236101 276 35,000 SH X X 22 35,000
400 50,000 SH X 33 50,000
Monsanto Co. Common Stocks 611662107 15,227 386,100 SH X X 11 386,100
7,040 178,500 SH X X 13 178,500
1,996 50,600 SH X X 25 50,600
2,244 56,900 SH X X 31 56,900
26,189 664,053 SH X 33 664,053
Montana Power Co. Common Stocks 612085100 324 4,600 SH X X 3 4,600
1,598 22,666 SH X 33 22,666
Moog, Inc. Common Stocks 615394202 141 4,100 SH X X 9 4,100
512 14,900 SH X X 27 14,900
670 19,500 SH X 33 19,500
Morgan (J.P.) & Co., Inc. Common Stocks 616880100 4,145 29,500 SH X X 5 29,500
2,613 18,600 SH X X 7 18,600
5,030 35,800 SH X X 20 35,800
1,658 11,800 SH X X 27 11,800
2,318 16,500 SH X X 30 16,500
26,585 189,220 SH X 33 189,220
Morgan Stanley Dean Witter & Co. Common Stocks 617446448 24,600 240,000 SH X X 1 240,000
12,647 123,390 SH X X 5 123,390
13,129 128,090 SH X X 7 128,090
8,200 80,000 SH X X 10 80,000
4,442 43,340 SH X X 11 43,340
17,196 167,767 SH X X 25 167,767
2,337 22,800 SH X X 27 22,800
1,025 10,000 SH X X 30 10,000
3,864 37,700 SH X X 31 37,700
131,995 1,287,758 SH X 33 ,287,758
Morrison Knudsen Corp. Common Stocks 61844A109 203 19,700 SH X X 9 19,700
229 22,200 SH X 33 22,200
MotivePower Industries, Inc. Common Stocks 61980K101 1,495 84,200 SH X X 12 84,200
40 2,250 SH X X 27 2,250
1,966 110,750 SH X 33 110,750
Motorola, Inc. Common Stocks 620076109 1,971 20,800 SH X X 3 20,800
8,158 86,100 SH X X 11 86,100
9,191 97,000 SH X X 25 97,000
332 3,500 SH X X 27 3,500
38 400 SH X X 30 400
29,586 312,255 SH X 33 312,255
Movado Group, Inc. Common Stocks 624580106 129 5,000 SH X X 9 5,000
336 13,000 SH X 33 13,000
Mueller Industries, Inc. Common Stocks 624756102 1,310 38,600 SH X X 9 38,600
214 6,300 SH X X 27 6,300
1,693 49,900 SH X 33 49,900
Murphy Oil Corp. Common Stocks 626717102 103 2,100 SH X X 28 2,100
50 1,033 SH X 33 1,033
Musicland Stores Corp. Common Stocks 62758B109 257 29,000 SH X X 27 29,000
56 6,300 SH X X 28 6,300
893 100,600 SH X 33 100,600
Mutual Risk Management, Ltd. Common Stocks 628351108 976 29,250 SH X X 23 29,250
854 25,600 SH X 33 25,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Myers Industries, Inc. Common Stocks 628464109 112 5,600 SH X X 9 5,600
60 3,000 SH X X 21 3,000
330 16,500 SH X X 27 16,500
760 38,000 SH X 33 38,000
Mylan Laboratories, Inc. Common Stocks 628530107 9,964 376,000 SH X X 10 376,000
943 35,600 SH X X 25 35,600
27 1,000 SH X X 27 1,000
119 4,500 SH X X 28 4,500
29,679 1,119,950 SH X 33 1,119,950
NBT Bancorp, Inc. Common Stocks 628778102 47 2,300 SH X X 21 2,300
55 2,669 SH X 33 2,669
NBTY, Inc. Common Stocks 628782104 278 43,000 SH X X 22 43,000
390 60,000 SH X 33 60,000
NCH Corp. Common Stocks 628850109 64 1,300 SH X X 27 1,300
262 5,300 SH X 33 5,300
NCI Building Systems, Inc. Common Stocks 628852105 252 11,800 SH X X 9 11,800
133 6,200 SH X X 24 6,200
620 29,000 SH X X 27 29,000
1,670 78,110 SH X 33 78,110
NCO Group, Inc. NPV Common Stocks 628858102 562 14,800 SH X 33 14,800
NCR Corp. Common Stocks 62886E108 854 17,500 SH X X 7 17,500
10,858 222,438 SH X 33 222,438
NN Ball & Roller, Inc. Common Stocks 629305103 247 43,000 SH X X 22 43,000
242 42,000 SH X 33 42,000
NTL, Inc. Common Stocks 629407107 149 1,729 SH X 33 1,729
250 2,900 SH X X 34 2,900
NUI Corp. Common Stocks 629430109 175 7,000 SH X X 9 7,000
60 2,400 SH X X 21 2,400
210 8,400 SH X 33 8,400
NVR, Inc. Common Stocks 62944T105 470 9,000 SH X X 9 9,000
78 1,500 SH X X 21 1,500
2,902 55,600 SH X X 24 55,600
4,572 87,600 SH X 33 87,600
Nabisco Holdings Corp.
Class A Common Stocks 629526104 995 23,000 SH X X 20 23,000
2,443 56,475 SH X 33 56,475
Nabors Industries, Inc. Common Stocks 629568106 3,057 125,114 SH X 33 125,114
NACCO Industries, Inc.
Class A Common Stocks 629579103 88 1,200 SH X X 21 1,200
603 8,200 SH X X 27 8,200
1,051 14,300 SH X 33 14,300
Nalco Chemical Co. Common Stocks 629853102 695 13,400 SH X X 7 13,400
1,323 25,500 SH X X 30 25,500
10,806 208,300 SH X 33 208,300
Nashua Corp. Common Stocks 631226107 98 9,900 SH X 33 9,900
National City Bancorporation Common Stocks 635312100 603 28,900 SH X 33 28,900
National City Bancorporation Common Stocks 635312101 342 16,700 SH X X 27 16,700
National City Corp. Common Stocks 635405103 806 12,300 SH X X 7 12,300
6,052 92,400 SH X X 21 92,400
2,264 34,560 SH X X 25 34,560
2,057 31,400 SH X X 30 31,400
6,002 91,631 SH X 33 91,631
National Commerce Bancorp Common Stocks 635449101 1,363 62,300 SH X X 23 62,300
37 1,700 SH X X 25 1,700
1,317 60,216 SH X 33 60,216
46 2,100 SH X X 34 2,100
National Computer Systems,
Inc. Common Stocks 635519101 1,455 43,100 SH X 33 43,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
National Data Corp. Common Stocks 635621105 1,924 45,000 SH X X 12 45,000
321 7,500 SH X X 27 7,500
2,813 65,790 SH X 33 65,790
National Fuel Gas Co. Common Stocks 636180101 78 1,600 SH X X 25 1,600
1,678 34,600 SH X X 27 34,600
102 2,100 SH X X 28 2,100
926 19,100 SH X 33 19,100
National Golf Properties, Inc. Common Stocks 63623G109 22 900 SH X X 21 900
36 1,500 SH X 33 1,500
National Health Investors, Inc. Common Stocks 63633D104 66 2,900 SH X 33 2,900
National Instruments Corp. Common Stocks 636518102 2,183 54,400 SH X X 23 54,400
1,904 47,150 SH X 33 47,150
National R.V. Holdings, Inc. Common Stocks 637277104 2,287 94,300 SH X X 24 94,300
108 4,450 SH X X 27 4,450
4,623 188,200 SH X 33 188,200
National Semiconductor Corp. Common Stocks 637640103 1,752 69,200 SH X X 11 69,200
2,303 91,000 SH X X 25 91,000
13,068 516,263 SH X 33 516,263
National Service Industries, Inc. Common Stocks 637657107 1,210 33,600 SH X X 4 33,600
511 14,200 SH X X 30 14,200
1,564 43,450 SH X 33 43,450
National Steel Corp. Class B Common Stocks 637844309 117 14,000 SH X X 9 14,000
38 4,500 SH X X 21 4,500
186 22,200 SH X 33 22,200
National Western Life Insurance Co.
Class A Common Stocks 638522102 645 6,700 SH X X 27 6,700
703 7,300 SH X 33 7,300
Nationwide Financial Services, Inc.
Class A Common Stocks 638612101 2,851 63,000 SH X X 12 63,000
3,305 73,028 SH X 33 73,028
Nationwide Health Properties, Inc. Common Stocks 638620104 11,971 628,000 SH X X 2 628,000
124 6,500 SH X 33 6,500
Natural Alternatives International,
Inc. Common Stocks 638842302 184 55,000 SH X X 22 55,000
206 60,000 SH X 33 60,000
Nature's Sunshine Products, Inc. Common Stocks 639027101 234 22,000 SH X X 22 22,000
349 33,200 SH X 33 33,200
Navistar International Corp. Common Stocks 63934E108 70 1,400 SH X X 21 1,400
1,785 35,700 SH X X 25 35,700
2,425 48,500 SH X X 27 48,500
105 2,100 SH X X 28 2,100
6,464 129,272 SH X 33 129,272
Neiman-Marcus Group, Inc. Common Stocks 640204103 77 3,000 SH X X 21 3,000
208 8,100 SH X X 25 8,100
462 18,000 SH X 33 18,000
Net.B@nk, Inc. Common Stocks 640933107 870 22,900 SH X X 23 22,900
764 20,100 SH X 33 20,100
Network Associates, Inc. Common Stocks 640938106 47 3,174 SH X 33 3,174
Network Appliance, Inc. Common Stocks 64120L104 2,235 40,000 SH X X 12 40,000
3,847 68,842 SH X 33 68,842
391 7,000 SH X X 34 7,000
Network Solutions, Inc. Class A Common Stocks 64121Q102 2,071 26,200 SH X X 23 26,200
1,832 23,153 SH X 33 23,153
Nevada Power Co. Common Stocks 641423108 898 35,900 SH X X 9 35,900
1,000 40,000 SH X 33 40,000
New American Healthcare Corp. Common Stocks 641881107 254 110,000 SH X X 22 110,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
347 150,000 SH X 33 150,000
New Century Energies, Inc. Common Stocks 64352U103 233 6,000 SH X X 25 6,000
194 5,000 SH X X 30 5,000
1,081 27,860 SH X 33 27,860
New England Business Service,
Inc. Common Stocks 643872104 43 1,400 SH X X 28 1,400
New England Electric System Common Stocks 644001109 68 1,360 SH X 33 1,360
New Era of Networks, Inc. Common Stocks 644312100 421 9,600 SH X X 3 9,600
3,921 89,233 SH X 33 89,233
New Jersey Resources Corp. Common Stocks 646025106 183 4,900 SH X X 9 4,900
442 11,800 SH X 33 11,800
New Plan Excel Realty Trust Common Stocks 648053106 115 6,400 SH X X 21 6,400
220 12,206 SH X 33 12,206
New York Times Co. Class A Common Stocks 650111107 3,615 98,200 SH X X 11 98,200
3,387 92,000 SH X X 20 92,000
740 20,100 SH X X 25 20,100
6,196 168,313 SH X 33 168,313
Newbridge Networks Corp. Common Stocks 650901101 168 5,840 SH X X 18 5,840
Newcourt Credit Group, Inc. Common Stocks 650905102 3,771 291,500 SH X X 1 291,500
11,175 863,800 SH X 33 863,800
Newfield Exploration Co. Common Stocks 651290108 51 1,800 SH X X 21 1,800
Newhall Land & Farming Co. Common Stocks 651426108 2,829 114,900 SH X 33 114,900
Newmark Homes Corp. Common Stocks 651578106 179 35,000 SH X X 22 35,000
269 50,000 SH X 33 50,000
Newmont Mining Corp. Common Stocks 651639106 77 3,865 SH X 33 3,865
Newport News Shipbuilding, Inc. Common Stocks 652228107 68 2,300 SH X 33 2,300
News Corp., Ltd. - ADR Preferred Stocks 652487802 11,994 380,000 SH X 33 380,000
Nextel Communications, Inc.
Class A Common Stocks 65332V103 4,487 89,400 SH X X 31 89,400
13,461 268,224 SH X 33 268,224
Nextlink Communications, Inc.
Class A Common Stocks 65333H707 104 1,396 SH X 33 1,396
Nielsen Media Research Common Stocks 653929307 432 14,766 SH X X 3 14,766
2,340 80,000 SH X X 12 80,000
128 4,366 SH X X 25 4,366
6,470 221,198 SH X 33 221,198
NICOR, Inc. Common Stocks 654086107 1,001 26,300 SH X X 9 26,300
126 3,300 SH X X 21 3,300
1,614 42,400 SH X 33 42,400
NIKE, Inc. Class B Common Stocks 654106103 443 6,998 SH X 33 6,998
99 Cents Only Stores NPV Common Stocks 65440K106 75 1,500 SH X X 34 1,500
Noble Affiliates, Inc. Common Stocks 654894104 37 1,300 SH X 33 1,300
Nokia Corp. - ADR Common Stocks 654902204 36,900 403,000 SH X X 1 403,000
10,145 110,800 SH X X 13 110,800
4,386 47,900 SH X X 32 47,900
134,368 1,467,500 SH X 33 1,467,500
Noble Drilling Corp. Common Stocks 655042109 1,549 78,700 SH X X 25 78,700
2,489 126,422 SH X 33 126,422
Nordstrom, Inc. Common Stocks 655664100 8,460 252,527 SH X 33 252,527
Norfolk Southern Corp. Common Stocks 655844108 7,968 264,500 SH X X 10 264,500
1,937 64,300 SH X X 30 64,300
27,162 901,630 SH X 33 901,630
Nortek, Inc. Common Stocks 656559101 178 5,700 SH X X 9 5,700
1,606 51,300 SH X X 27 51,300
2,114 67,500 SH X 33 67,500
North Carolina Natural Gas
Corp. Common Stocks 658221106 69 2,000 SH X 33 2,000
North Fork Bancorp., Inc. Common Stocks 659424105 569 26,700 SH X X 11 26,700
2,134 100,150 SH X X 25 100,150
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,733 128,213 SH X 33 128,213
Northeast Utilities Common Stocks 664397106 1,636 92,500 SH X X 9 92,500
212 12,000 SH X X 11 12,000
1,658 93,750 SH X 33 93,750
Northern States Power Co. Common Stocks 665772109 1,517 62,700 SH X X 11 62,700
86 3,550 SH X 33 3,550
Northern Trust Corp. Common Stocks 665859104 717 7,390 SH X 33 7,390
Northland Cranberries, Inc.
Class A Common Stocks 666499108 160 19,000 SH X X 22 19,000
211 25,000 SH X 33 25,000
Northrim Bank Common Stocks 666764105 272 25,000 SH X X 22 25,000
528 48,000 SH X 33 48,000
Northrop Grumman Corp. Common Stocks 666807102 5,371 81,000 SH X X 21 81,000
80 1,200 SH X X 25 1,200
1,386 20,900 SH X X 30 20,900
5,337 80,483 SH X 33 80,483
Northwest Airlines Corp.
Class A Common Stocks 667280101 1,376 42,500 SH X X 1 42,500
7,305 224,779 SH X 33 224,779
Northwest Natural Gas Co. Common Stocks 667655104 338 14,100 SH X X 9 14,100
415 17,200 SH X 33 17,200
Northwestern Corp. Common Stocks 668074107 360 14,900 SH X X 9 14,900
377 15,600 SH X 33 15,600
33 1,307 SH X 33 1,307
Novell, Inc. Common Stocks 670006105 737 27,800 SH X X 3 27,800
323 12,200 SH X X 25 12,200
4,225 159,438 SH X 33 159,438
Novellus Systems, Inc. Common Stocks 670008101 1,957 28,700 SH X X 20 28,700
5,120 75,024 SH X 33 75,024
143 2,100 SH X X 34 2,100
Nu Skin Enterprises, Inc.
Class A Common Stocks 67018T105 22 1,080 SH X 33 1,080
Nucor Corp. Common Stocks 670346105 294 6,200 SH X X 10 6,200
546 11,500 SH X X 25 11,500
1,565 33,000 SH X X 30 33,000
6,836 144,108 SH X 33 144,108
O'Charleys, Inc. Common Stocks 670823103 432 27,000 SH X X 22 27,000
640 40,000 SH X 33 40,000
OEA, Inc. Common Stocks 670826106 31 3,500 SH X 33 3,500
OEC Medical Systems, Inc. Common Stocks 670828102 159 6,500 SH X X 9 6,500
1,749 71,400 SH X X 24 71,400
2,401 98,000 SH X 33 98,000
OGE Energy Corp. Common Stocks 670837103 637 26,800 SH X X 9 26,800
1,850 77,900 SH X X 25 77,900
112 4,700 SH X X 28 4,700
3,292 138,600 SH X 33 138,600
OM Group Common Stocks 670872100 593 17,200 SH X X 9 17,200
604 17,500 SH X 33 17,500
OSI Systems, Inc. New Common Stocks 671044105 251 50,100 SH X X 22 50,100
379 75,800 SH X 33 75,800
OYO Geospace Corp. Common Stocks 671074102 206 15,700 SH X X 22 15,700
306 23,300 SH X 33 23,300
Oak Industries, Inc. Common Stocks 671400505 39 900 SH X X 34 900
Oakley, Inc. Common Stocks 673662102 31 4,300 SH X 33 4,300
Occidental Petroleum Corp. Common Stocks 674599105 1,711 81,000 SH X X 30 81,000
17,614 833,802 SH X 33 833,802
Ocean Financial Corp. Common Stocks 674904107 134 7,400 SH X X 9 7,400
323 17,800 SH X 33 17,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Oceaneering International,
Inc Common Stocks 675232102 53 3,300 SH X X 21 3,300
285 17,700 SH X X 27 17,700
464 28,800 SH X 33 28,800
Ocwen Financial Corp. Common Stocks 675746101 101 11,400 SH X X 11 11,400
Ocwen Asset Investment Corp. Common Stocks 67574M106 2 500 SH X 33 500
Office Depot, Inc. Common Stocks 676220106 842 38,150 SH X X 3 38,150
625 28,350 SH X X 25 28,350
8,006 362,889 SH X 33 362,889
OfficeMax, Inc. Common Stocks 67622M108 1,870 155,800 SH X X 9 155,800
3,871 322,600 SH X 33 322,600
Offshore Logistics, Inc. Common Stocks 676255102 1,723 158,400 SH X X 4 158,400
1,917 172,300 SH X 33 172,300
Ogden Corp. Common Stocks 676346109 1,713 63,600 SH X X 7 63,600
132 4,900 SH X X 21 4,900
89 3,300 SH X X 25 3,300
684 25,400 SH X X 27 25,400
92 3,400 SH X X 28 3,400
1,166 43,300 SH X 33 43,300
Ohio Casualty Corp. Common Stocks 677240103 518 14,400 SH X X 9 14,400
79 2,200 SH X X 11 2,200
657 18,200 SH X 33 18,200
Old Kent Financial Corp. Common Stocks 679833103 1,663 39,711 SH X X 25 39,711
154 3,675 SH X X 27 3,675
3,143 75,045 SH X 33 75,045
Old National Bancorp Common Stocks 680033107 126 4,190 SH X X 9 4,190
257 8,550 SH X X 27 8,550
648 21,571 SH X 33 21,571
57 1,900 SH X X 34 1,900
Old Republic International
Corp. Common Stocks 680223104 4,304 248,600 SH X X 21 248,600
1,102 63,675 SH X X 25 63,675
1,049 60,600 SH X X 30 60,600
5,329 307,800 SH X 33 307,800
Olin Corp. Common Stocks 680665205 637 48,300 SH X X 9 48,300
777 58,900 SH X 33 58,900
Omnicare, Inc. Common Stocks 681904108 236 18,700 SH X X 7 18,700
68 5,400 SH X X 21 5,400
26 2,090 SH X 33 2,090
Omnicom Group, Inc. Common Stocks 681919106 1,280 16,000 SH X X 3 16,000
48 600 SH X X 27 600
4,080 51,000 SH X X 31 51,000
16,688 208,596 SH X 33 208,596
Omega Healthcare Investors Common Stocks 681936100 67 2,600 SH X 33 2,600
OmniQuip International, Inc. Common Stocks 681969101 213 27,000 SH X X 22 27,000
315 40,000 SH X 33 40,000
OMNI Energy Services Corp.
New Common Stocks 68210T109 187 53,500 SH X X 22 53,500
271 77,400 SH X 33 77,400
On Assignment, Inc. Common Stocks 682159108 2,444 94,000 SH X X 12 94,000
4,049 155,000 SH X 33 155,000
52 2,000 SH X X 34 2,000
One Valley Bancorp of West
Virginia, Inc. Common Stocks 682419106 296 7,900 SH X X 9 7,900
326 8,700 SH X 33 8,700
ONEOK, Inc. Common Stocks 682680103 1,010 31,800 SH X X 9 31,800
111 3,500 SH X X 21 3,500
365 11,500 SH X X 25 11,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,435 45,200 SH X 33 45,200
Vimpel-Communications - ADR Common Stocks 68370R109 78 3,350 SH X X 35 3,350
Optical Coating Laboratory, Inc. Common Stocks 683829105 2,507 30,000 SH X X 12 30,000
3,312 39,600 SH X 33 39,600
Oracle Systems Corp. Common Stocks 68389X105 299 8,050 SH X X 3 8,050
5,363 144,450 SH X X 7 144,450
11,305 304,500 SH X X 10 304,500
4,550 122,550 SH X X 11 122,550
4,050 109,100 SH X X 25 109,100
123 3,300 SH X X 27 3,300
34,697 934,592 SH X 33 934,592
OrCad, Inc. Common Stocks 685568107 275 21,700 SH X X 22 21,700
411 32,400 SH X 33 32,400
Oregon Steel Mills, Inc. Common Stocks 686079104 212 15,900 SH X X 9 15,900
104 7,800 SH X 33 7,800
Orion Capital Corp. Common Stocks 686268103 1,005 28,000 SH X X 9 28,000
43 1,200 SH X X 27 1,200
1,265 35,250 SH X 33 35,250
Ortel Corp. Common Stocks 68749W102 208 20,000 SH X X 22 20,000
266 25,000 SH X 33 25,000
Oshkosh B' Gosh, Inc. Class A Common Stocks 688222207 372 18,000 SH X X 22 18,000
252 12,200 SH X X 27 12,200
48 2,300 SH X X 28 2,300
896 42,400 SH X 33 42,400
Oshkosh Truck Corp. Class B Common Stocks 688239201 40 800 SH X 33 800
O'Sullivan Industries Holdings,
Inc. Common Stocks 688609106 337 19,800 SH X X 9 19,800
56 3,300 SH X X 21 3,300
3,221 189,450 SH X 33 189,450
Otter Tail Power Co. Common Stocks 689648103 8 200 SH X 33 200
Outback Steakhouse, Inc. Common Stocks 689899102 102 2,600 SH X X 27 2,600
104 2,650 SH X X 28 2,650
219 5,561 SH X 33 5,561
74 1,900 SH X X 34 1,900
Outdoor Systems, Inc. Common Stocks 690057104 641 17,553 SH X 33 17,553
Overseas Shipholding Group, Inc. Common Stocks 690368105 15 1,200 SH X 33 1,200
Owens & Minor, Inc., Holding Co. Common Stocks 690732102 213 19,400 SH X X 27 19,400
200 18,200 SH X 33 18,200
Owens Corning Common Stocks 69073F103 1,513 44,000 SH X X 7 44,000
285 8,300 SH X X 11 8,300
3,352 97,500 SH X X 20 97,500
155 4,500 SH X X 25 4,500
928 27,000 SH X X 30 27,000
10,898 317,046 SH X 33 317,046
Owens-Illinois, Inc. Common Stocks 690768403 912 27,900 SH X X 30 27,900
3,195 97,755 SH X 33 97,755
Oxford Health Plans, Inc. Common Stocks 691471106 1,662 107,250 SH X X 23 107,250
927 59,800 SH X X 25 59,800
2,316 148,814 SH X 33 148,814
Oxford Industries, Inc. Common Stocks 691497309 17 600 SH X X 9 600
204 7,200 SH X 33 7,200
Peco Energy Co. Common Stocks 693304107 5,105 121,900 SH X X 5 121,900
314 7,500 SH X X 25 7,500
168 4,000 SH X X 27 4,000
11,159 266,477 SH X 33 266,477
PG&E Corp. Common Stocks 69331C108 1,453 44,700 SH X X 7 44,700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,343 72,100 SH X X 11 72,100
8,561 263,400 SH X X 21 263,400
13,965 429,700 SH X X 25 429,700
705 21,700 SH X X 27 21,700
1,378 42,400 SH X X 30 42,400
4,092 125,907 SH X 33 125,907
PFF Bancorp, Inc. Common Stocks 69331W104 120 6,400 SH X X 9 6,400
17 900 SH X 33 900
PMC - Sierra, Inc. Common Stocks 69344F106 2,122 36,000 SH X X 12 36,000
306 5,200 SH X X 25 5,200
6,981 118,447 SH X 33 118,447
PMI Group, Inc. (The) Common Stocks 69344M101 2,525 40,200 SH X X 9 40,200
2,940 46,800 SH X X 25 46,800
484 7,700 SH X X 27 7,700
9,596 152,767 SH X 33 152,767
PNC Bank Corp. Common Stocks 693475105 3,555 61,700 SH X X 11 61,700
807 14,000 SH X X 21 14,000
5,391 93,555 SH X X 25 93,555
1,498 26,000 SH X X 30 26,000
5,345 92,747 SH X 33 92,747
PP&L Resources, Inc. Common Stocks 693499105 867 28,200 SH X X 7 28,200
2,857 92,900 SH X X 11 92,900
544 17,700 SH X X 25 17,700
1,111 36,117 SH X 33 36,117
PPG Industries, Inc. Common Stocks 693506107 697 11,800 SH X X 11 11,800
237 4,008 SH X 33 4,008
PRI Automation, Inc. Common Stocks 69357H106 239 6,600 SH X 33 6,600
PS Business Parks, Inc. Common Stocks 69360J107 6,182 253,600 SH X X 2 253,600
76 3,100 SH X 33 3,100
PSS World Medical, Inc. Common Stocks 69366A100 72 6,500 SH X X 34 6,500
PXRE Corp. Common Stocks 693674103 1,427 78,745 SH X X 4 78,745
1,786 98,538 SH X 33 98,538
PACCAR, Inc. Common Stocks 693718108 96 1,800 SH X X 11 1,800
1,665 31,200 SH X X 23 31,200
961 18,000 SH X X 25 18,000
1,003 18,800 SH X X 30 18,800
8,150 152,698 SH X 33 152,698
Pacific Century Financial Corp. Common Stocks 694058108 2,557 118,600 SH X X 7 118,600
302 14,000 SH X X 11 14,000
449 20,800 SH X X 21 20,800
1,100 51,000 SH X X 25 51,000
828 38,400 SH X X 27 38,400
4,334 201,000 SH X 33 201,000
Pacific Gulf Properties, Inc. Common Stocks 694396102 272 12,000 SH X X 22 12,000
509 22,500 SH X 33 22,500
Pacific Sunwear of California Common Stocks 694873100 4,473 183,525 SH X X 23 183,525
3,903 160,125 SH X 33 160,125
PacifiCare Health Systems, Inc.
Class A Common Stocks 695112102 122 1,700 SH X X 21 1,700
12,200 169,595 SH X 33 169,595
PacifiCare Health Systems, Inc.
Class B Common Stocks 695112201 1,820 25,300 SH X X 7 25,300
2,302 32,000 SH X X 9 32,000
158 2,200 SH X X 11 2,200
3,446 47,900 SH X X 21 47,900
1,647 22,900 SH X X 24 22,900
7,517 104,500 SH X X 25 104,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,187 30,400 SH X X 27 30,400
PacifiCorp. Common Stocks 695114108 126 6,838 SH X 33 6,838
Paging Network, Inc. Common Stocks 695542100 29 6,100 SH X X 21 6,100
1,588 330,000 SH X X 31 330,000
3,164 657,400 SH X 33 657,400
Paine Webber Group, Inc. Common Stocks 695629105 351 7,500 SH X X 11 7,500
56 1,200 SH X X 25 1,200
608 13,000 SH X X 27 13,000
1,989 42,552 SH X 33 42,552
Pall Corp. Common Stocks 696429307 537 24,200 SH X X 7 24,200
1,112 50,100 SH X X 30 50,100
64 2,866 SH X 33 2,866
PanAmSat Corp. Common Stocks 697933109 38 978 SH X 33 978
Pan Pacific Retail Properties,
Inc. Common Stocks 69806L104 291 15,000 SH X X 22 15,000
505 26,000 SH X 33 26,000
Papa Johns International, Inc. Common Stocks 698813102 1,376 30,800 SH X 33 30,800
76 1,700 SH X X 34 1,700
Par Technology Corp. Common Stocks 698884103 295 40,000 SH X X 22 40,000
347 47,000 SH X 33 47,000
Parametric Technology Corp. Common Stocks 699173100 155 11,200 SH X X 25 11,200
350 25,249 SH X 33 25,249
Park Electrochemical Corp. Common Stocks 700416209 210 7,300 SH X X 9 7,300
474 16,500 SH X X 27 16,500
1,038 36,100 SH X 33 36,100
Parker Drilling Co. Common Stocks 701081101 40 12,000 SH X X 21 12,000
Parker-Hannifin Corp. Common Stocks 701094104 1,212 26,500 SH X X 21 26,500
50 1,100 SH X X 27 1,100
114 2,494 SH X 33 2,494
Parkway Properties, Inc. REIT Common Stocks 70159Q104 33 1,000 SH X 33 1,000
Patriot American Hospitality,
Inc. Common Stocks 703352203 13 2,999 SH X X 25 2,999
- (5,674) SH X 33 (5,674)
Patterson Dental Co. Common Stocks 703412106 650 18,700 SH X X 27 18,700
775 22,300 SH X 33 22,300
101 2,900 SH X X 34 2,900
Paychex, Inc. Common Stocks 704326107 3,239 102,000 SH X X 12 102,000
5,271 166,000 SH X X 13 166,000
181 5,700 SH X X 25 5,700
18,258 572,800 SH X 33 572,800
Payless ShoeSource, Inc. Common Stocks 704379106 498 9,300 SH X X 9 9,300
508 9,500 SH X X 25 9,500
1,344 25,120 SH X 33 25,120
Paymentech, Inc. Common Stocks 704384100 213 8,400 SH X 33 8,400
Penford Corp. Common Stocks 707051108 293 18,300 SH X X 22 18,300
455 28,000 SH X 33 28,000
Penn Treaty American Corp. Common Stocks 707874103 236 9,800 SH X X 22 9,800
156 6,500 SH X X 27 6,500
397 16,500 SH X 33 16,500
Penn Virginia Corp. Common Stocks 707882106 24 1,200 SH X X 28 1,200
JC Penney & Co., Inc. Common Stocks 708160106 792 16,300 SH X X 7 16,300
3,982 82,000 SH X X 11 82,000
1,442 29,700 SH X X 30 29,700
5,384 110,875 SH X 33 110,875
Pennsylvania Real Estate
Investment Trust Common Stocks 709102107 46 2,200 SH X X 21 2,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
251 12,000 SH X X 22 12,000
419 20,000 SH X 33 20,000
Pennzoil-Quaker State Co. Common Stocks 709323109 1,928 128,556 SH X 33 128,556
Pentair, Inc. Common Stocks 709631105 485 10,600 SH X X 9 10,600
142 3,100 SH X X 21 3,100
485 10,600 SH X X 25 10,600
6,661 145,592 SH X 33 145,592
Penton Media, Inc. Common Stocks 709668107 2,742 113,078 SH X X 4 113,078
Peoples Bank (Bridgeport CT.) Common Stocks 710198102 17 574 SH X 33 574
Peoples Energy Corp. Common Stocks 711030106 791 21,000 SH X X 9 21,000
1,267 33,619 SH X 33 33,619
Peoples Heritage Financial Group Common Stocks 711147108 2,197 116,800 SH X X 4 116,800
753 40,004 SH X X 9 40,004
2,632 139,900 SH X X 11 139,900
1,840 97,800 SH X X 21 97,800
3,700 196,671 SH X 33 196,671
PeopleSoft, Inc. Common Stocks 712713106 73 4,205 SH X 33 4,205
Pep Boys - Manny, Moe & Jack Common Stocks 713278109 352 16,300 SH X X 9 16,300
415 19,200 SH X 33 19,200
PepsiCo, Inc. Common Stocks 713448108 5,184 134,000 SH X X 5 134,000
12,910 333,700 SH X X 11 333,700
9,687 250,400 SH X X 13 250,400
5,064 130,900 SH X X 20 130,900
693 17,900 SH X X 25 17,900
49,112 1,269,442 SH X 33 1,269,442
Peregrine Systems, Inc. Common Stocks 71366Q101 1,456 56,800 SH X X 24 56,800
2,415 94,000 SH X 33 94,000
Performance Food Group Co. Common Stocks 713755106 155 5,700 SH X X 9 5,700
52 1,900 SH X X 28 1,900
171 6,300 SH X 33 6,300
Pericom Semiconductor Corp. New Common Stocks 713831105 439 39,000 SH X X 22 39,000
563 50,000 SH X 33 50,000
Perusahaan Per Ind Sat Cor - ADR Common Stocks 715680104 308 15,800 SH X X 30 15,800
101 5,200 SH X X 37 5,200
Perusahaan Persero Telekom - ADR Common Stocks 715684106 406 32,616 SH X X 30 32,616
758 60,912 SH X X 37 60,912
Petco Animal Supplies, Inc. Common Stocks 716016100 378 24,000 SH X X 22 24,000
4,047 256,950 SH X 33 256,950
PETsMART, Inc. Common Stocks 716768106 2,830 276,100 SH X 33 276,100
Pharmacia & Upjohn, Inc. Common Stocks 716941109 489 8,600 SH X X 3 8,600
11,005 193,700 SH X X 7 193,700
7,119 125,300 SH X X 13 125,300
2,227 39,200 SH X X 20 39,200
159 2,800 SH X X 21 2,800
2,005 35,300 SH X X 25 35,300
545 9,600 SH X X 27 9,600
193 3,400 SH X X 30 3,400
3,556 62,600 SH X X 31 62,600
52,168 918,252 SH X 33 918,252
Pfizer, Inc. Common Stocks 717081103 16,353 149,000 SH X X 1 149,000
1,997 18,200 SH X X 3 18,200
1,679 15,300 SH X X 11 15,300
12,896 117,500 SH X X 13 117,500
1,284 11,700 SH X X 25 11,700
88 800 SH X X 27 800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
88,445 2,434,617 SH X 33 2,434,617
Pharmaceutical Product
Development, Inc. Common Stocks 717124101 684 25,000 SH X 33 25,000
Phelps Dodge Corp. Common Stocks 717265102 1,041 16,800 SH X X 9 16,800
8,015 129,400 SH X X 10 129,400
22,901 369,741 SH X 33 369,741
Philadelphia Consolidated
Holding Corp. Common Stocks 717528103 105 4,300 SH X 33 4,300
Philip Morris Cos., Inc. Common Stocks 718154107 4,027 100,200 SH X X 1 100,200
1,262 31,400 SH X X 3 31,400
13,310 331,200 SH X X 7 331,200
7,214 179,500 SH X X 10 179,500
27,187 676,500 SH X X 11 676,500
8,845 220,100 SH X X 13 220,100
2,697 67,100 SH X X 25 67,100
583 14,500 SH X X 30 14,500
67,434 1,677,990 SH X 33 1,677,990
Philippine Long Distance
Telephone Co. - ADR Common Stocks 718252604 2,531 84,000 SH X X 8 84,000
1,084 35,968 SH X X 30 35,968
175 5,800 SH X X 35 5,800
248 8,227 SH X X 37 8,227
Philips International Realty Corp. Common Stocks 718333107 1,655 98,100 SH X X 26 98,100
Phillips Petroleum Co. Common Stocks 718507106 855 17,000 SH X X 11 17,000
1,937 38,500 SH X X 30 38,500
2,828 56,200 SH X X 31 56,200
27,166 539,938 SH X 33 539,938
Phillips-Van Heusen Corp. Common Stocks 718592108 32 3,200 SH X 33 3,200
PhyCor, Inc. Common Stocks 71940F100 370 50,000 SH X 33 50,000
Piedmont Natural Gas Co., Inc. Common Stocks 720186105 364 11,705 SH X X 9 11,705
386 12,400 SH X 33 12,400
Pier 1 Imports, Inc. Common Stocks 720279108 845 75,150 SH X 33 75,150
Pierce Leahy Corp. Common Stocks 720722107 272 11,000 SH X X 22 11,000
395 16,000 SH X 33 16,000
Pilgrim's Pride Corp. Common Stocks 721467108 189 6,300 SH X X 9 6,300
102 3,400 SH X X 28 3,400
294 9,800 SH X 33 9,800
Pillowtex Corp. Common Stocks 721501104 228 14,000 SH X 33 14,000
Pinnacle Banc Group, Inc. Common Stocks 723449104 45 1,400 SH X 33 1,400
Pinnacle Systems, Inc. Common Stocks 723481100 2,018 60,000 SH X 33 60,000
Pinnacle West Capital Corp. Common Stocks 723484101 825 20,500 SH X X 11 20,500
2,431 60,400 SH X X 25 60,400
5,802 144,146 SH X 33 144,146
Pioneer Hi-Bred International, Inc. Common Stocks 723686101 178 4,576 SH X 33 4,576
Pioneer Natural Resources Co. Common Stocks 723787107 1,983 180,300 SH X X 7 180,300
Pioneer-Standard Electronics, Inc. Common Stocks 723877106 41 3,400 SH X X 9 3,400
246 20,500 SH X 33 20,500
Pitney Bowes, Inc. Common Stocks 724479100 2,499 38,900 SH X X 3 38,900
7,858 122,299 SH X 33 122,299
Pittston Brink's Group Common Stocks 725701106 37 1,400 SH X 33 1,400
Pittway Corp. Class A Common Stocks 725790208 2,969 86,856 SH X X 4 86,856
44 1,300 SH X X 21 1,300
3,839 112,302 SH X 33 112,302
Pixar, Inc. NPV Common Stocks 725811103 2,762 64,050 SH X X 23 64,050
2,031 47,100 SH X X 24 47,100
4,818 111,723 SH X 33 111,723
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Plantronics, Inc. Common Stocks 727493108 423 6,500 SH X X 27 6,500
573 8,800 SH X 33 8,800
Playboy Enterprises, Inc.
Class B Common Stocks 728117300 215 8,100 SH X X 27 8,100
162 6,100 SH X 33 6,100
Playtex Products, Inc. Common Stocks 72813P100 44 2,800 SH X X 27 2,800
2,689 172,800 SH X 33 172,800
Plexus Corp. Common Stocks 729132100 268 9,100 SH X X 27 9,100
Plum Creek Timber Co. L.P. Common Stocks 729237107 2,023 65,000 SH X X 4 65,000
2,350 75,500 SH X 33 75,500
Pohang Iron & Steel Co., Ltd.
- ADR Common Stocks 730450103 669 19,900 SH X X 36 19,900
Polaris Industries, Inc. Common Stocks 731068102 2,384 54,800 SH X X 24 54,800
2,993 68,800 SH X 33 68,800
Policy Management Systems Corp. Common Stocks 731108106 1,110 37,000 SH X 33 37,000
Polo Ralph Lauren Corp.
Class A New Common Stocks 731572103 851 44,800 SH X X 4 44,800
24 1,288 SH X 33 1,288
Polycom, Inc. Common Stocks 73172K104 2,031 52,400 SH X X 24 52,400
2,828 72,500 SH X 33 72,500
Pomeroy Computer Resources, Inc. Common Stocks 731822102 417 29,900 SH X X 27 29,900
496 35,600 SH X 33 35,600
Pool Energy Services Co. Common Stocks 732788104 3,337 164,300 SH X X 4 164,300
167 8,200 SH X 33 8,200
Popular, Inc. Common Stocks 733174106 195 6,417 SH X 33 6,417
Post Properties, Inc. Common Stocks 737464107 78 1,900 SH X X 25 1,900
9,182 223,946 SH X X 26 223,946
446 10,877 SH X 33 10,877
Potlatch Corp. Common Stocks 737628107 1,116 25,400 SH X X 9 25,400
123 2,800 SH X X 21 2,800
149 3,400 SH X X 27 3,400
1,520 34,600 SH X 33 34,600
Potomac Electric Power Co. Common Stocks 737679100 1,095 37,200 SH X X 30 37,200
3,122 106,050 SH X 33 106,050
Powell Industries, Inc. Common Stocks 739128106 259 28,000 SH X X 22 28,000
370 40,000 SH X 33 40,000
Power-One, Inc. Common Stocks 739308104 343 14,000 SH X X 22 14,000
591 24,000 SH X 33 24,000
Premier Bancshares, Inc. Common Stocks 739909109 49 2,700 SH X X 34 2,700
Praxair, Inc. Common Stocks 74005P104 4,757 97,200 SH X X 20 97,200
201 4,100 SH X X 25 4,100
1,360 27,800 SH X X 30 27,800
16,552 338,221 SH X 33 338,221
Pre-paid Legal Services, Inc. Common Stocks 740065107 1,495 55,000 SH X X 12 55,000
3,127 115,000 SH X 33 115,000
Precision Castparts Corp. Common Stocks 740189105 251 5,900 SH X X 27 5,900
1,575 37,050 SH X 33 37,050
Premark International, Inc. Common Stocks 740459102 1,148 30,600 SH X X 7 30,600
1,545 41,200 SH X X 9 41,200
780 20,800 SH X X 21 20,800
293 7,800 SH X X 25 7,800
1,804 48,100 SH X X 27 48,100
3,207 85,516 SH X 33 85,516
Premier Parks, Inc. Common Stocks 740540208 345 9,400 SH X X 25 9,400
972 26,441 SH X 33 26,441
Prentiss Properties Trust Common Stocks 740706106 2,930 124,700 SH X X 26 124,700
122 5,200 SH X 33 5,200
Price Enterprises, Inc. Common Stocks 741444200 1 100 SH X 33 100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Price (T. Rowe) & Associates, Inc. Common Stocks 741477103 3,448 90,000 SH X X 12 90,000
126 3,300 SH X X 25 3,300
4,312 112,353 SH X 33 112,353
Prime Retail, Inc. Common Stocks 741570105 63 7,300 SH X X 21 7,300
1,742 200,500 SH X X 26 200,500
57 6,600 SH X 33 6,600
PRIMEDIA, Inc. Common Stocks 74157K101 57 3,347 SH X 33 3,347
Prime Group Realty Trust Common Stocks 74158J100 3 200 SH X 33 200
Primex Technologies, Inc. Common Stocks 741597108 157 7,300 SH X X 27 7,300
530 24,600 SH X 33 24,600
Primus Telecommunications Group,
Inc. Common Stocks 741929103 448 20,000 SH X X 22 20,000
3,976 177,200 SH X 33 177,200
Priority Healthcare Corp. Class B Common Stocks 74264T102 1,206 34,950 SH X X 23 34,950
80 2,310 SH X X 27 2,310
1,317 38,180 SH X 33 38,180
Procter & Gamble Co. Common Stocks 742718109 473 5,300 SH X X 1 5,300
1,357 15,200 SH X X 3 15,200
17,002 190,500 SH X X 11 190,500
15,101 169,200 SH X X 13 169,200
7,649 85,700 SH X X 25 85,700
45 500 SH X X 27 500
46,670 522,914 SH X 33 522,914
Profit Recovery Group
International, Inc.(The) Common Stocks 743168106 2,670 56,500 SH X X 12 56,500
3,430 72,500 SH X 33 72,500
Progress Software Corp. Common Stocks 743312100 1,737 61,500 SH X X 24 61,500
119 4,200 SH X X 27 4,200
65 2,300 SH X X 28 2,300
2,520 89,200 SH X 33 89,200
Progressive Corp. Common Stocks 743315103 176 1,217 SH X 33 1,217
ProLogis Trust Common Stocks 743410102 13,574 670,300 SH X X 2 670,300
93 4,600 SH X X 25 4,600
7,098 350,518 SH X X 26 350,518
451 22,293 SH X 33 22,293
ProMedCo Management Co. Common Stocks 74342L105 184 48,300 SH X X 22 48,300
282 73,300 SH X 33 73,300
Promus Hotel Corp. New Common Stocks 74342P106 323 10,420 SH X X 25 10,420
524 16,917 SH X 33 16,917
Protective Life Corp. Common Stocks 743674103 2,648 80,250 SH X X 23 80,250
3,141 95,185 SH X 33 95,185
Protein Design Labs, Inc. Common Stocks 74369L103 941 42,400 SH X 33 42,400
Protocol Systems, Inc. Common Stocks 74371R106 272 32,000 SH X X 22 32,000
348 40,000 SH X 33 40,000
Provident Bankshares Corp. Common Stocks 743859100 332 14,337 SH X X 9 14,337
88 3,800 SH X X 21 3,800
285 12,240 SH X 33 12,240
Provident Cos., Inc. Common Stocks 743862104 876 21,900 SH X X 11 21,900
648 16,200 SH X X 30 16,200
Provident Financial Group, Inc. Common Stocks 743866105 200 4,700 SH X X 9 4,700
1,447 34,000 SH X X 11 34,000
19 440 SH X 33 440
Providian Financial Corp. Common Stocks 74406A102 1,122 12,000 SH X X 7 12,000
7,508 80,300 SH X X 25 80,300
47 500 SH X X 27 500
4,778 51,100 SH X X 31 51,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
19,028 203,512 SH X 33 203,512
Proxim, Inc. Common Stocks 744284100 2,752 47,450 SH X X 23 47,450
2,416 41,650 SH X 33 41,650
PSINET, Inc. Common Stocks 74437C101 3,932 90,000 SH X X 12 90,000
5,733 131,035 SH X 33 131,035
Public Service Co. of New Mexico Common Stocks 744499104 1,034 52,000 SH X X 9 52,000
103 5,200 SH X X 21 5,200
1,946 97,900 SH X X 27 97,900
4,132 207,900 SH X 33 207,900
Public Service Enterprise Group,
Inc. Common Stocks 744573106 6,695 163,800 SH X X 25 163,800
29 700 SH X X 27 700
8,441 206,503 SH X 33 206,503
Public Storage, Inc. Common Stocks 74460D109 9,545 340,900 SH X X 2 340,900
756 27,000 SH X X 25 27,000
9,989 356,756 SH X X 26 356,756
821 29,319 SH X 33 29,319
Puget Sound Energy, Inc. Common Stocks 745332106 936 39,000 SH X X 7 39,000
125 5,200 SH X X 30 5,200
277 11,544 SH X 33 11,544
Pulte Corp. Common Stocks 745867101 1,411 61,200 SH X X 9 61,200
101 4,400 SH X X 21 4,400
1,953 84,700 SH X X 24 84,700
321 13,900 SH X X 30 13,900
5,307 230,100 SH X 33 230,100
QLogic Corp. Common Stocks 747277101 3,465 26,250 SH X X 23 26,250
937 7,100 SH X X 27 7,100
4,082 30,925 SH X 33 30,925
Quaker Fabric Corp. New Common Stocks 747399103 230 55,000 SH X X 22 55,000
293 70,000 SH X 33 70,000
Quaker Oats Co. Common Stocks 747402105 4,879 73,500 SH X X 7 73,500
1,566 23,600 SH X X 13 23,600
4,693 70,700 SH X X 25 70,700
266 4,000 SH X X 27 4,000
9,399 141,597 SH X 33 141,597
QUALCOMM, Inc. Common Stocks 747525103 21,984 153,200 SH X X 7 153,200
2,554 17,800 SH X X 20 17,800
144 1,000 SH X X 27 1,000
6,735 46,934 SH X 33 46,934
Quanex Corp. Common Stocks 747620102 442 15,500 SH X X 9 15,500
48 1,700 SH X X 27 1,700
732 25,700 SH X 33 25,700
Quantum Corp. Common Stocks 747906105 485 20,200 SH X X 3 20,200
631 26,300 SH X X 11 26,300
1,082 45,100 SH X X 30 45,100
4,599 190,638 SH X 33 190,638
Queens County Bancorp Common Stocks 748242104 581 17,994 SH X X 9 17,994
582 17,991 SH X 33 17,991
29 900 SH X X 34 900
Quest Diagnostics, Inc. Common Stocks 74834L100 597 21,800 SH X X 9 21,800
2,026 74,000 SH X 33 74,000
Questar Corp. Common Stocks 748356102 168 8,800 SH X X 9 8,800
1,341 70,100 SH X X 21 70,100
11 600 SH X X 25 600
794 41,499 SH X 33 41,499
Quest Education Corp. Common Stocks 74835F102 315 30,000 SH X X 22 30,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
475 45,000 SH X 33 45,000
Quicksilver, Inc. Common Stocks 74838C106 1,470 56,400 SH X X 9 56,400
2,600 99,750 SH X X 23 99,750
1,035 39,700 SH X X 27 39,700
5,562 213,400 SH X 33 213,400
Quilmes Industrial Quinsa Societe
- ADR Preferred Stocks 74838Y108 1,281 103,500 SH X X 8 103,500
231 18,700 SH X X 37 18,700
Quinenco SA Common Stocks 748718103 1,154 123,100 SH X X 8 123,100
188 20,000 SH X X 30 20,000
Quintiles Transnational Corp. Common Stocks 748767100 4,211 100,400 SH X X 13 100,400
10,931 260,273 SH X 33 260,273
Qwest Communications International,
Inc. Common Stocks 749121109 324 9,800 SH X X 25 9,800
1,099 33,227 SH X 33 33,227
R&B Falcon Corp. Common Stocks 74912E101 1,206 128,600 SH X X 11 128,600
323 34,400 SH X X 25 34,400
1,129 120,422 SH X 33 120,422
RCM Technologies, Inc. Common Stocks 749360400 232 18,000 SH X X 22 18,000
345 26,000 SH X 33 26,000
RCN Corp. Common Stocks 749361101 795 19,100 SH X X 25 19,100
1,782 42,805 SH X 33 42,805
RDO Equipment Co. Class A Common Stocks 749413100 253 27,000 SH X X 22 27,000
375 40,000 SH X 33 40,000
RF Monolithics, Inc. Common Stocks 74955F106 284 30,300 SH X X 22 30,300
443 45,400 SH X 33 45,400
RFS Hotel Investors, Inc. Common Stocks 74955J108 217 17,300 SH X X 26 17,300
36 2,900 SH X 33 2,900
RLI Corp. Common Stocks 749607107 33 850 SH X X 27 850
23 600 SH X 33 600
ROC Taiwan Fund Common Stocks 749651105 617 76,500 SH X X 11 76,500
RPC, Inc. Common Stocks 749660106 23 2,600 SH X X 21 2,600
16 1,800 SH X 33 1,800
RPM, Inc. (Ohio) Common Stocks 749685103 24 1,700 SH X X 7 1,700
725 51,100 SH X X 9 51,100
64 4,500 SH X X 21 4,500
602 42,437 SH X 33 42,437
RTI International Metals Common Stocks 74973W107 97 6,600 SH X X 27 6,600
2,336 159,050 SH X 33 159,050
RF Micro Devices, Inc. Common Stocks 749941100 1,000 13,400 SH X X 23 13,400
911 12,212 SH X 33 12,212
Rainforest Cafe, Inc. Common Stocks 75086K104 220 43,500 SH X X 22 43,500
329 65,000 SH X 33 65,000
Rambus, Inc. Common Stocks 750917106 38 415 SH X 33 415
74 800 SH X X 34 800
Ralcorp Holdings, Inc. Common Stocks 751028101 448 27,900 SH X X 9 27,900
207 12,900 SH X X 27 12,900
930 57,900 SH X 33 57,900
Ralston-Purina Group Common Stocks 751277302 225 7,400 SH X X 11 7,400
230 7,551 SH X 33 7,551
RARE Hospitality International, Inc.
NPV Common Stocks 753820109 46 1,800 SH X X 28 1,800
Rational Software Corp. New Common Stocks 75409P202 1,976 60,000 SH X X 12 60,000
2,409 73,150 SH X X 23 73,150
2,437 74,000 SH X X 24 74,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
7,356 223,340 SH X 33 223,340
198 6,000 SH X X 34 6,000
Raychem Corp. Common Stocks 754603108 67 1,800 SH X 33 1,800
Rayonier, Inc. Common Stocks 754907103 159 3,200 SH X X 9 3,200
Rayovac Corp. Common Stocks 755081106 48 2,100 SH X X 34 2,100
Raytheon Co. Class A Common Stocks 755111309 1,584 23,000 SH X X 11 23,000
Raytheon Co. Class B Common Stocks 755111408 2,752 39,100 SH X X 27 39,100
1,951 27,725 SH X 33 27,725
Reader's Digest Association, Inc. Class A Common Stocks 755267101 84 2,112 SH X 33 2,112
RealNetworks, Inc. Common Stocks 75605L104 2,114 30,700 SH X X 23 30,700
14 200 SH X X 25 200
1,906 27,677 SH X 33 27,677
83 1,200 SH X X 34 1,200
Realty Income Corp. Common Stocks 756109104 78 3,300 SH X 33 3,300
Reckson Associates Realty Corp. REIT Common Stocks 75621K106 12,542 533,700 SH X X 2 333,700
134 5,700 SH X 33 5,700
Recoton Corp. Common Stocks 756268108 16 1,800 SH X X 27 1,800
Redwood Trust, Inc. Common Stocks 758075402 18 1,100 SH X 33 1,100
Reebok International, Ltd. Common Stocks 758110100 1,352 72,600 SH X X 9 72,600
378 20,300 SH X X 11 20,300
1,274 68,400 SH X 33 68,400
Regis Corp. Common Stocks 758932107 1,549 81,000 SH X X 12 81,000
62 3,250 SH X X 28 3,250
3,782 197,100 SH X 33 197,100
77 4,000 SH X X 34 4,000
Regency Realty Corp. Common Stocks 758939102 83 3,800 SH X X 21 3,800
2,775 126,500 SH X X 26 126,500
55 2,500 SH X 33 2,500
Regions Financial Corp. Common Stocks 758940100 2,261 59,400 SH X X 7 99,400
1,420 37,300 SH X X 11 37,300
187 4,900 SH X X 25 4,900
850 22,111 SH X 33 22,111
Reinsurance Group Of America Common Stocks 759351109 506 14,350 SH X X 9 14,350
78 2,200 SH X X 21 2,200
88 2,500 SH X X 27 2,500
833 23,629 SH X 33 23,629
74 2,100 SH X X 34 2,100
Reliance Bancorp, Inc. Common Stocks 759451107 124 4,500 SH X X 9 4,500
47 1,700 SH X X 21 1,700
268 9,700 SH X X 22 9,700
566 20,500 SH X 33 20,500
Reliance Group Holdings, Inc. Common Stocks 759464100 832 111,800 SH X X 9 111,800
70 9,400 SH X X 21 9,400
820 110,300 SH X 33 110,300
Reliance Steel & Aluminum Co. Common Stocks 759509102 382 9,800 SH X X 27 9,800
183 4,700 SH X 33 4,700
Reliastar Financial Corp. Common Stocks 75952U103 84 1,929 SH X 33 1,929
REMEC, Inc. Common Stocks 759543101 333 21,000 SH X X 22 21,000
516 32,000 SH X 33 32,000
Remedy Corp. Common Stocks 759548100 110 4,100 SH X X 28 4,100
RemedyTemp, Inc. Class A Common Stocks 759549108 216 16,000 SH X X 22 16,000
324 24,000 SH X 33 24,000
Renal Care Group, Inc. Common Stocks 759930100 3,089 119,675 SH X X 23 119,675
3,372 130,300 SH X 33 130,300
Rent-Way, Inc. Common Stocks 76009U104 1,938 78,710 SH X X 23 78,710
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
517 21,000 SH X X 27 21,000
3,814 154,888 SH X 33 154,888
Rental Service Corp. Common Stocks 76009V102 535 18,700 SH X X 27 18,700
850 29,700 SH X 33 29,700
Repsol SA - ADR Common Stocks 76026T205 4,125 203,100 SH X X 29 203,100
Republic Bancorp, Inc. Common Stocks 760282103 245 16,100 SH X 33 16,100
Republic of New York Corp. Common Stocks 760719104 1,827 26,800 SH X X 4 26,800
20 300 SH X X 25 300
1,350 19,800 SH X X 30 19,800
20,876 306,156 SH X 33 306,156
1,962 79,282 SH X 33 79,282
Res-Care, Inc. Common Stocks 760943100 291 12,800 SH X 33 12,800
Res-Care, Inc. Long-Term Investments 760943AC4 248 200,000 SH X X 22 200,000
- 300,000 SH X 33 300,000
ResMed, Inc. Common Stocks 761152107 113 3,400 SH X X 27 3,400
86 2,600 SH X X 34 2,600
Resource America, Inc. Class A Common Stocks 761195205 1,041 71,800 SH X 33 71,800
Resource Bancshares Mortgage Group Common Stocks 761197102 48 4,700 SH X X 21 4,700
277 27,400 SH X X 22 27,400
345 33,700 SH X 33 33,700
Respironics, Inc. Common Stocks 761230101 235 15,600 SH X X 22 15,600
380 25,100 SH X 33 25,100
Revlon, Inc. Class A Common Stocks 761525500 14 459 SH X 33 459
Reynolds & Reynolds Co. Class A Common Stocks 761695105 2,243 96,200 SH X X 24 96,200
254 10,900 SH X X 25 10,900
128 5,500 SH X X 27 5,500
3,460 148,400 SH X 33 148,400
Reynolds Metals Co. Common Stocks 761763101 6,555 111,100 SH X X 5 111,100
106 1,800 SH X X 11 1,800
1,546 26,200 SH X X 30 26,200
16,513 279,883 SH X 33 279,883
Richmond County Financial Corp. Common Stocks 764556106 301 15,800 SH X X 9 15,800
223 11,600 SH X 33 11,600
Riggs National Corp. Common Stocks 766570105 695 34,200 SH X X 27 34,200
2,420 117,700 SH X 33 117,700
Rio Tinto PLC Common Stocks 767204100 10,424 155,000 SH X 33 155,000
Rite Aid Corp. Common Stocks 767754104 813 33,000 SH X X 25 33,000
1,199 48,700 SH X X 30 48,700
4,808 195,266 SH X 33 195,266
Roadway Express, Inc. Common Stocks 769742107 114 5,900 SH X X 9 5,900
258 13,300 SH X X 27 13,300
1,077 55,600 SH X 33 55,600
Robert Half International, Inc. Common Stocks 770323103 55 2,117 SH X 33 2,117
Roberts Pharmaceutical Corp. Common Stocks 770491108 378 15,600 SH X X 9 15,600
41 1,700 SH X X 21 1,700
509 21,100 SH X X 27 21,100
102 4,200 SH X X 28 4,200
1,780 73,400 SH X 33 73,400
Rochester Gas & Electric Corp. Common Stocks 771367109 959 36,100 SH X X 9 36,100
101 3,800 SH X X 21 3,800
74 2,800 SH X X 27 2,800
1,466 55,200 SH X 33 55,200
Rock Bottom Restaurants, Inc. Common Stocks 771833100 1,094 112,950 SH X 33 112,950
Rock of Ages Corp. Class A Common Stocks 772632105 275 27,000 SH X X 22 27,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
410 40,000 SH X 33 40,000
Rock-Tenn Co. Class A Common Stocks 772739207 5 300 SH X X 21 300
332 19,900 SH X X 27 19,900
277 16,600 SH X 33 16,600
Rockwell International Corp. Common Stocks 773903109 4,757 78,300 SH X X 7 78,300
2,309 38,000 SH X X 25 38,000
2,819 46,400 SH X 33 46,400
Rogers Corp. Common Stocks 775133101 21 700 SH X X 21 700
Rohm & Haas Co. Common Stocks 775371107 2,084 48,600 SH X X 7 48,600
6,028 140,600 SH X X 11 140,600
270 6,300 SH X X 25 6,300
1,124 26,212 SH X 33 26,212
Rollins Truck Leasing Corp. Common Stocks 775741101 160 14,400 SH X X 9 14,400
72 6,450 SH X X 28 6,450
2,256 202,775 SH X 33 202,775
Roslyn Bancorp, Inc. Common Stocks 778162107 969 56,400 SH X X 9 56,400
377 21,920 SH X X 27 21,920
4,251 247,337 SH X 33 247,337
19 1,100 SH X X 34 1,100
Ross Stores, Inc. Common Stocks 778296103 3,804 75,800 SH X X 4 75,800
120 2,400 SH X X 21 2,400
2,670 53,200 SH X X 24 53,200
120 2,400 SH X X 28 2,400
7,514 149,159 SH X 33 149,159
221 4,400 SH X X 34 4,400
Rouge Industries, Inc. Class A Common Stocks 779088100 7 700 SH X 33 700
Rouse Co. (The) Common Stocks 779273101 9,495 374,200 SH X X 2 374,200
2,116 83,400 SH X X 26 83,400
42 1,661 SH X 33 1,661
Rowan Cos., Inc. Common Stocks 779382100 2,295 124,500 SH X X 4 124,500
3,017 163,661 SH X 33 163,661
Royal Dutch Petroleum Co. Common Stocks 780257804 23,148 384,200 SH X X 11 384,200
1,338 22,200 SH X X 25 22,200
1,163 19,300 SH X X 30 19,300
1,398 23,200 SH X X 31 23,200
7,381 122,500 SH X 33 122,500
Koninklijke KPN NV- ADR Common Stocks 780641205 3,642 75,878 SH X X 29 75,878
Ruby Tuesday, Inc. Common Stocks 781182100 422 22,200 SH X X 9 22,200
650 34,200 SH X 33 34,200
Ruddick Corp. Common Stocks 781258108 76 3,800 SH X 33 3,800
Rural/Metro Corp. Common Stocks 781748108 261 27,500 SH X X 22 27,500
436 45,284 SH X 33 45,284
395 24,500 SH X 33 24,500
Russ Berrie & Co., Inc. Common Stocks 782233100 97 3,900 SH X X 9 3,900
72 2,900 SH X X 28 2,900
59 2,400 SH X 33 2,400
Russell Corp. Common Stocks 782352108 431 22,100 SH X X 9 22,100
242 12,400 SH X X 30 12,400
1,353 69,400 SH X 33 69,400
Ryan's Family Steak Houses, Inc. Common Stocks 783519101 2,308 199,600 SH X X 4 199,600
247 21,400 SH X X 9 21,400
38 3,300 SH X X 21 3,300
131 11,300 SH X X 27 11,300
71 6,100 SH X X 28 6,100
3,305 284,300 SH X 33 284,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Ryder System, Inc. Common Stocks 783549108 1,157 44,500 SH X X 9 44,500
439 16,900 SH X X 11 16,900
1,485 57,100 SH X X 20 57,100
3,505 134,800 SH X X 21 134,800
343 13,200 SH X X 27 13,200
6,814 262,084 SH X 33 262,084
Ryland Group, Inc. (The) Common Stocks 783764103 460 15,500 SH X X 9 15,500
83 2,800 SH X X 21 2,800
2,553 86,000 SH X X 24 86,000
1,003 33,800 SH X X 27 33,800
62 2,100 SH X X 28 2,100
5,780 194,700 SH X 33 194,700
SBC Communications, Inc. Common Stocks 78387G103 12,279 211,700 SH X X 5 211,700
19,065 328,700 SH X X 11 328,700
1,589 27,400 SH X X 21 27,400
9,200 158,618 SH X X 25 158,618
6,067 104,600 SH X X 27 104,600
2,105 36,300 SH X X 30 36,300
35,505 612,160 SH X 33 612,160
SCI Systems, Inc. Common Stocks 783890106 128 2,700 SH X X 21 2,700
485 10,200 SH X X 25 10,200
1,395 29,376 SH X 33 29,376
SCP Pool Corp. Common Stocks 784028100 1,087 42,000 SH X 33 42,000
SCP Pool Corp. Common Stocks 784028102 640 24,750 SH X X 22 24,750
SCPIE Holdings, Inc. Common Stocks 78402P104 134 4,100 SH X X 9 4,100
52 1,600 SH X 33 1,600
SDL, Inc. Common Stocks 784076101 470 9,200 SH X X 27 9,200
909 17,806 SH X 33 17,806
SEI Corp. Common Stocks 784117103 35 400 SH X X 25 400
96 1,088 SH X 33 1,088
106 1,200 SH X X 34 1,200
SEMCO Energy, Inc. Common Stocks 78412D100 11 730 SH X 33 730
SFX Entertainment, Inc. Class A Common Stocks 784178105 49 735 SH X 33 735
SK Telecom Co., Ltd. - ADR Common Stocks 78440P108 53 3,100 SH X X 8 3,100
SL Green Realty Corp. Common Stocks 78440X101 7,353 359,800 SH X X 2 359,800
67 3,300 SH X 33 3,300
SLM Holding Corp. Common Stocks 78442A109 715 15,600 SH X X 25 15,600
2,430 53,048 SH X 33 53,048
2,095 77,600 SH X 33 77,600
SPS Technologies, Inc. Common Stocks 784626103 188 5,000 SH X X 27 5,000
206 5,500 SH X 33 5,500
38 1,000 SH X X 34 1,000
SPX Corp. Common Stocks 784635104 534 6,400 SH X X 27 6,400
117 1,400 SH X X 28 1,400
989 11,840 SH X 33 11,840
S3, Inc. Common Stocks 784849101 50 5,500 SH X 33 5,500
Sabratek Corp. Common Stocks 78571U108 1,105 50,500 SH X 33 50,500
SABRE Group Holdings, Inc. (The),
Class A Common Stocks 785905100 37 534 SH X 33 534
SAFECO Corp. Common Stocks 786429100 1,328 30,100 SH X X 30 30,100
4,048 91,737 SH X 33 91,737
Safeguard Scientifics, Inc. Common Stocks 786449108 1,327 21,400 SH X X 23 21,400
846 13,643 SH X 33 13,643
205 3,300 SH X X 34 3,300
Safety-Kleen Corp. New Common Stocks 78648R203 299 16,500 SH X X 25 16,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,260 69,500 SH X X 27 69,500
1,661 91,654 SH X 33 91,654
Safeway, Inc. Common Stocks 786514208 7,024 141,900 SH X X 1 141,900
12,346 249,420 SH X X 7 249,420
5,717 115,500 SH X X 11 115,500
1,619 32,700 SH X X 13 32,700
27,656 558,702 SH X 33 558,702
Saga Communications Class A Common Stocks 786598102 300 16,112 SH X X 22 16,112
524 28,125 SH X 33 28,125
St. Joe Co. (The) Common Stocks 790148100 2,754 102,000 SH X X 4 102,000
2,526 93,555 SH X 33 93,555
St. Jude Medical, Inc. Common Stocks 790849103 61 1,700 SH X X 21 1,700
531 14,900 SH X X 25 14,900
25 700 SH X X 27 700
1,715 48,137 SH X 33 48,137
St. Mary Land & Exploration Co. Common Stocks 792228108 16 800 SH X 33 800
St. Paul Cos., Inc. Common Stocks 792860108 1,028 32,300 SH X X 11 32,300
159 5,000 SH X X 30 5,000
12,498 392,878 SH X 33 392,878
Saks, Inc. Common Stocks 79377W108 1,539 53,300 SH X X 30 53,300
5,980 207,096 SH X 33 207,096
Salton, Inc. Common Stocks 795757103 1,360 27,200 SH X X 27 27,200
2,535 50,700 SH X 33 50,700
Sanmina Corp. Common Stocks 800907107 100 1,317 SH X 33 1,317
Sapient Corp. Common Stocks 803062100 16 289 SH X 33 289
Sara Lee Corp. Common Stocks 803111103 1,329 58,600 SH X X 11 58,600
4,297 189,400 SH X X 25 189,400
476 20,975 SH X 33 20,975
SCANA Corp. Common Stocks 805898103 596 25,500 SH X X 9 25,500
37 1,600 SH X X 27 1,600
365 15,600 SH X 33 15,600
ScanSource, Inc. Common Stocks 806037107 302 14,000 SH X X 22 14,000
649 30,000 SH X 33 30,000
Schering-Plough Corp. Common Stocks 806605101 17,888 337,500 SH X X 1 337,500
986 18,600 SH X X 3 18,600
1,071 20,200 SH X X 11 20,200
7,998 150,900 SH X X 13 150,900
17,310 326,600 SH X X 25 326,600
557 10,500 SH X X 27 10,500
4,648 87,700 SH X X 31 87,700
89,637 1,691,260 SH X 33 ,691,260
Schlumberger, Ltd. Common Stocks 806857108 605 9,500 SH X 33 9,500
Scholastic Corp. Common Stocks 807066105 71 1,400 SH X X 28 1,400
1,767 34,900 SH X 33 34,900
School Specialty, Inc. Common Stocks 807863105 1,142 71,100 SH X 33 71,100
Schulman (A.), Inc. Common Stocks 808194104 1,493 87,800 SH X X 24 87,800
1,953 113,600 SH X 33 113,600
Schultz Sav-o Stores, Inc. Common Stocks 808196109 2,180 136,250 SH X X 4 136,250
2,640 165,000 SH X 33 165,000
Schwab (Charles) Corp. Common Stocks 808513105 1,989 18,100 SH X X 1 18,100
2,956 26,900 SH X X 7 26,900
4,439 40,400 SH X X 13 40,400
577 5,250 SH X X 25 5,250
18,121 164,923 SH X 33 164,923
Schweitzer-Mauduit International, Inc. Common Stocks 808541106 240 16,000 SH X X 22 16,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
534 35,600 SH X 33 35,600
Scientific-Atlanta, Inc. Common Stocks 808655104 785 21,800 SH X X 12 21,800
108 3,000 SH X X 21 3,000
2,412 67,000 SH X X 24 67,000
659 18,300 SH X X 27 18,300
4,057 112,700 SH X X 31 112,700
15,107 419,650 SH X 33 419,650
Scotman Industries, Inc. Common Stocks 809340102 52 2,400 SH X X 21 2,400
119 5,500 SH X 33 5,500
Scotts Co. (The) Class A Common Stocks 810186106 557 11,700 SH X X 9 11,700
676 14,200 SH X X 27 14,200
95 2,000 SH X X 28 2,000
5,253 110,300 SH X 33 110,300
Scripps Co. (E.W.) Common Stocks 811054200 2,880 60,556 SH X 33 60,556
Scripps (E.W.) Co. Class A Common Stocks 811054204 2,706 56,900 SH X X 4 56,900
Sea Containers, Ltd. Common Stocks 811371700 1,839 54,800 SH X 33 54,800
SeaChange International, Inc. Common Stocks 811699107 580 32,000 SH X X 22 32,000
653 36,000 SH X 33 36,000
Seacoast Financial Services
Corp. Common Stocks 81170Q106 281 25,000 SH X X 22 25,000
455 40,000 SH X 33 40,000
Seagate Technology Common Stocks 811804103 2,160 84,300 SH X X 7 84,300
897 35,000 SH X X 11 35,000
12,929 504,559 SH X X 25 504,559
144 5,600 SH X X 27 5,600
1,199 46,800 SH X X 30 46,800
7,749 302,408 SH X 33 302,408
Seagram Co., Ltd. NPV Common Stocks 811850106 16,760 332,700 SH X X 11 332,700
17 340 SH X X 18 340
Seacor Holdings, Inc. Common Stocks 811904101 91 1,700 SH X X 21 1,700
1,856 34,700 SH X X 27 34,700
2,370 44,300 SH X 33 44,300
Sealed Air Corp. New Common Stocks 81211K100 3,672 56,600 SH X X 13 56,600
266 4,100 SH X X 25 4,100
10,641 164,020 SH X 33 164,020
Sealed Air Corp. Series A New
(conv.) Preferred Stocks 81211K209 3,569 57,100 SH X X 13 57,100
10,069 161,100 SH X 33 161,100
Sears Roebuck & Co. Common Stocks 812387108 8,364 187,700 SH X X 5 187,700
7,905 177,400 SH X X 11 177,400
116 2,600 SH X X 25 2,600
125 2,800 SH X X 27 2,800
1,912 42,900 SH X X 30 42,900
21,606 484,855 SH X 33 484,855
Seitel, Inc. Common Stocks 816074306 358 22,100 SH X X 9 22,100
65 4,000 SH X X 21 4,000
1,112 68,700 SH X X 27 68,700
49 3,000 SH X X 28 3,000
2,653 163,900 SH X 33 163,900
Selective Insurance Group, Inc. Common Stocks 816300107 1,891 99,500 SH X X 4 99,500
135 7,100 SH X X 9 7,100
2,564 134,500 SH X 33 134,500
Sempra Energy Common Stocks 816851109 4,122 182,200 SH X X 21 182,200
20 900 SH X X 25 900
982 43,422 SH X 33 43,422
Sensormatic Electronics Corp. Common Stocks 817265101 436 31,300 SH X X 11 31,300
697 50,000 SH X 33 50,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Sepracor, Inc. Common Stocks 817315104 2,430 30,000 SH X X 12 30,000
3,111 38,290 SH X 33 38,290
Sequa Corp. Common Stocks 817320104 294 4,200 SH X 33 4,200
Sequent Computer Systems, Inc. Common Stocks 817338106 1,249 70,350 SH X 33 70,350
Service Corp. International Common Stocks 817565104 3,815 198,200 SH X X 11 198,200
120 6,254 SH X 33 6,254
ServiceMaster Co. Common Stocks 81760N109 441 23,500 SH X X 25 23,500
1,585 84,513 SH X 33 84,513
Shared Medical Systems Common Stocks 819486101 65 1,000 SH X X 21 1,000
37 572 SH X 33 572
Shaw Group, Inc. (The) Common Stocks 820280105 206 13,000 SH X X 9 13,000
202 12,700 SH X 33 12,700
Shaw Industries, Inc. Common Stocks 820286102 1,901 115,200 SH X X 9 115,200
1,290 78,200 SH X X 21 78,200
3,557 215,600 SH X X 25 215,600
1,786 108,234 SH X 33 108,234
Sherwin-Williams Co. Common Stocks 824348106 1,329 47,900 SH X X 7 47,900
9,435 340,000 SH X X 10 340,000
1,099 39,600 SH X X 11 39,600
211 7,600 SH X X 25 7,600
23,214 836,550 SH X 33 836,550
ShopKo Stores, Inc. Common Stocks 824911101 783 21,600 SH X X 9 21,600
44 1,200 SH X X 21 1,200
290 8,000 SH X X 27 8,000
1,222 33,700 SH X 33 33,700
297 33,400 SH X 33 33,400
Shorewood Packaging Corp. Common Stocks 825229107 35 1,900 SH X X 21 1,900
240 13,000 SH X 33 13,000
Shurgard Storage Centers, Inc.
Class A Common Stocks 82567D104 3,293 121,400 SH X X 26 121,400
2,161 79,650 SH X 33 79,650
Siebel Systems, Inc. Common Stocks 826170102 20 300 SH X X 25 300
100 1,503 SH X 33 1,503
Sierra Pacific Resources Common Stocks 826425100 738 20,300 SH X X 9 20,300
946 26,000 SH X 33 26,000
SIFCO Industries Common Stocks 826546103 990 120,000 SH X X 4 120,000
Sigma Aldrich Corp. Common Stocks 826552101 165 4,800 SH X X 25 4,800
1,140 33,100 SH X X 30 33,100
4,952 143,800 SH X 33 143,800
SIG Corp., Inc. Common Stocks 826912107 150 5,300 SH X X 9 5,300
206 7,200 SH X 33 7,200
Silicon Graphics, Inc. Common Stocks 827056102 1,325 80,900 SH X X 9 80,900
1,454 88,812 SH X 33 88,812
Silicon Valley Bancshares Common Stocks 827064106 856 34,600 SH X X 27 34,600
1,012 40,900 SH X 33 40,900
Siliconix, Inc. Common Stocks 827079203 529 15,900 SH X X 27 15,900
565 16,500 SH X 33 16,500
Simon Property Group, Inc. Common Stocks 828806109 7,818 308,100 SH X X 2 308,100
69 2,700 SH X X 25 2,700
9,164 361,150 SH X X 26 361,150
675 26,598 SH X 33 26,598
Simpson Industries, Inc. Common Stocks 829060102 34 3,300 SH X X 21 3,300
Simpson Manufacturing Co., Inc. Common Stocks 829073105 361 7,600 SH X X 9 7,600
67 1,400 SH X X 27 1,400
318 6,700 SH X 33 6,700
Sky Financial Group, Inc. Common Stocks 83080P103 2,030 75,000 SH X X 12 75,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,659 60,890 SH X 33 60,890
Skywest, Inc. Common Stocks 830879102 2,341 94,600 SH X X 23 94,600
3,584 143,700 SH X 33 143,700
SkyTel Communications, Inc. Common Stocks 83087Q104 66 3,200 SH X X 34 3,200
Smart & Final, Inc. Common Stocks 831683107 18 1,700 SH X 33 1,700
SMART Modular Technologies, Inc. Common Stocks 831690102 26 1,500 SH X X 21 1,500
Smith (A.O.) Corp. Common Stocks 831865209 42 1,500 SH X X 9 1,500
179 6,400 SH X X 27 6,400
496 17,700 SH X 33 17,700
Smith International, Inc. Common Stocks 832110100 282 6,500 SH X X 11 6,500
2,785 64,123 SH X 33 64,123
Smith (Charles E.) Residential Realty, Inc. Common Stocks 832197107 8,060 237,500 SH X X 2 237,500
2,600 76,600 SH X X 4 76,600
6,182 182,150 SH X X 26 182,150
3,156 93,000 SH X 33 93,000
Smithfield Foods, Inc. Common Stocks 832248108 251 7,500 SH X 33 7,500
Smucker (J.M.) Co. Common Stocks 832696108 60 2,700 SH X X 9 2,700
Smurfit-Stone Container Corp. Common Stocks 832727101 1,993 97,200 SH X X 11 97,200
1,380 67,300 SH X X 30 67,300
3,349 162,845 SH X 33 162,845
Snyder Communications, Inc. Common Stocks 832914100 37 1,144 SH X 33 1,144
Snyder Communications, Inc. Common Stocks 832914105 118 3,600 SH X X 34 3,600
Snap-On Tools Corp. Common Stocks 833034101 489 13,500 SH X X 30 13,500
1,535 42,408 SH X 33 42,408
Sociedad Quimica Y Minera de Chile SA - ADR Common Stocks 833635105 195 5,500 SH X X 37 5,500
Sodexho Marriott Services, Inc. Common Stocks 833793102 14 726 SH X 33 726
602 21,600 SH X 33 21,600
Sola International, Inc. Common Stocks 834092108 377 19,400 SH X 33 19,400
Solectron Corp. Common Stocks 834182107 1,761 26,400 SH X X 1 26,400
2,994 44,900 SH X X 7 44,900
6,163 92,414 SH X 33 92,414
Solutia, Inc. Common Stocks 834376105 748 35,100 SH X X 11 35,100
1,590 74,600 SH X X 25 74,600
1,003 47,068 SH X 33 47,068
Sonat, Inc. Common Stocks 835415100 66 1,999 SH X 33 1,999
Sonic Corp. Common Stocks 835451105 75 2,350 SH X X 28 2,350
106 3,300 SH X X 34 3,300
905 65,800 SH X 33 65,800
Sonoco Products Co. Common Stocks 835495102 1,703 56,900 SH X X 21 56,900
392 13,110 SH X X 25 13,110
1,407 47,000 SH X X 30 47,000
5,818 194,332 SH X 33 194,332
SonoSight, Inc. Common Stocks 83568G100 1,256 73,858 SH X 33 73,858
Sony Corp. - ADR Common Stocks 835699307 13,024 118,000 SH X 33 118,000
Sotheby's Holdings Co., Inc. Class A Common Stocks 835898107 36 937 SH X 33 937
South Jersey Industries, Inc. Common Stocks 838518108 105 3,700 SH X X 27 3,700
8 300 SH X 33 300
Southdown, Inc. Common Stocks 841297104 3,052 47,500 SH X X 4 47,500
341 5,300 SH X X 25 5,300
4,580 71,289 SH X 33 71,289
Southern Co. Common Stocks 842587107 7,346 277,200 SH X X 7 277,200
284 10,700 SH X X 30 10,700
425 16,048 SH X 33 16,048
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SouthTrust Corp. Common Stocks 844730101 5,634 147,050 SH X X 7 147,050
1,192 31,100 SH X X 11 31,100
5,785 151,000 SH X X 25 151,000
571 14,900 SH X X 27 14,900
92 2,400 SH X X 31 2,400
11,136 290,196 SH X 33 290,196
Southwest Airlines Co. Common Stocks 844741108 582 18,690 SH X 33 18,690
Southwest Bancorporation of Texas, Inc. New Common Stocks 84476R109 4 200 SH X 33 200
Southwest Gas Corp. Common Stocks 844895102 827 28,900 SH X X 27 28,900
919 32,100 SH X 33 32,100
Southwest Securities Group, Inc. Common Stocks 845224104 524 7,300 SH X X 27 7,300
710 9,900 SH X 33 9,900
Southwestern Energy Co. Common Stocks 845467109 74 7,000 SH X 33 7,000
Sovereign Bancorp, Inc. Common Stocks 845905108 2,176 178,524 SH X X 4 178,524
581 47,669 SH X 9 47,669
497 40,800 SH X X 11 40,800
2,324 190,700 SH X X 21 190,700
3,142 259,116 SH X 33 259,116
Sovran Self Storage, Inc. Common Stocks 84610H108 1,907 70,800 SH X X 4 70,800
2,349 87,200 SH X 33 87,200
Spartech Corp. Common Stocks 847220209 383 12,100 SH X X 9 12,100
73 2,300 SH X X 27 2,300
304 9,600 SH X 33 9,600
Specialty Equipment Cos., Inc. Common Stocks 847497203 121 4,100 SH X X 9 4,100
18 600 SH X 33 600
Spectra-Physics Lasers, Inc. Common Stocks 847568102 269 33,000 SH X X 22 33,000
413 50,000 SH X 33 50,000
Speedway Motorsports, Inc. Common Stocks 847788106 12 310 SH X 33 310
Spiegel, Inc. Class A Common Stocks 848457107 1 100 SH X X 9 100
Spieker Properties, Inc. Common Stocks 848497103 18,318 471,200 SH X X 2 471,200
214 5,500 SH X X 25 5,500
5,750 147,900 SH X X 26 147,900
450 11,573 SH X 33 11,573
Sport Supply Group, Inc. Common Stocks 848915104 365 36,000 SH X X 22 36,000
506 50,000 SH X 33 50,000
Springs Industries, Inc. Common Stocks 851783100 855 19,600 SH X X 9 19,600
175 4,000 SH X X 25 4,000
606 13,900 SH X X 27 13,900
2,530 58,000 SH X 33 58,000
Sprint Corp. Common Stocks 852061100 808 15,300 SH X X 7 15,300
1,722 32,600 SH X X 11 32,600
2,292 43,400 SH X X 25 43,400
338 6,400 SH X X 27 6,400
53 1,000 SH X X 30 1,000
4,383 83,000 SH X X 31 83,000
12,740 241,227 SH X 33 241,227
Sprint Corp. (PCS Group) Common Stocks 852061506 466 8,150 SH X X 11 8,150
274 4,805 SH X 33 4,805
STAAR Surgical Co. New Common Stocks 852312305 409 31,000 SH X X 22 31,000
596 45,000 SH X 33 45,000
Stage Stores, Inc. Common Stocks 85254C107 312 48,000 SH X X 22 48,000
475 73,000 SH X 33 73,000
Standard Commercial Corp. Common Stocks 853258101 229 39,000 SH X X 22 39,000
333 56,000 SH X 33 56,700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Standard Motor Products, Inc.
Class A Common Stocks 853666105 54 2,200 SH X X 21 2,200
10 400 SH X 33 400
Standard Products Co. Common Stocks 853836104 87 3,400 SH X X 21 3,400
85 3,300 SH X 33 3,300
Standard Register Co. Common Stocks 853887107 68 2,200 SH X X 21 2,200
Standex International Corp. Common Stocks 854231107 36 1,300 SH X X 21 1,300
378 16,800 SH X 33 16,800
Stanley Works Common Stocks 854616109 51 1,575 SH X 33 1,575
Staples, Inc. Common Stocks 855030102 671 21,686 SH X 33 21,686
Starbucks Corp. Common Stocks 855244109 2,609 69,800 SH X X 1 69,800
6,503 173,132 SH X 33 173,132
Starrett (L.S.) Co. Class A Common Stocks 855668109 1,486 55,300 SH X X 4 55,300
2,169 80,700 SH X 33 80,700
Starwood Financial Trust Class A Common Stocks 85568W104 112 1,809 SH X 33 1,809
State Street Corp. Common Stocks 857477100 316 3,700 SH X 33 3,700
Staten Island Bancorp, Inc. Common Stocks 857550107 569 31,600 SH X X 9 31,600
1,017 56,500 SH X 33 56,500
Station Casinos, Inc. Common Stocks 857689103 945 46,400 SH X X 9 46,400
26 1,300 SH X X 21 1,300
1,544 75,800 SH X 33 75,800
Steelcase, Inc. Class A Common Stocks 858155200 28 1,406 SH X 33 1,406
Stein Mart, Inc. Common Stocks 858375108 889 94,800 SH X 33 94,800
Steinway Musical Instruments, Inc. Common Stocks 858495104 252 9,500 SH X X 22 9,500
379 14,300 SH X 33 14,300
Stepan Co. Common Stocks 858586100 561 22,100 SH X 33 22,100
Sterling Bancshares, Inc. Common Stocks 858907100 535 40,000 SH X 33 40,000
Steris Corp. Common Stocks 859152100 2,034 105,000 SH X X 12 105,000
72 3,700 SH X X 27 3,700
1,647 85,000 SH X 33 85,000
Sterling Commerce, Inc. Common Stocks 859205106 518 14,200 SH X X 25 14,200
722 19,780 SH X 33 19,780
Sterling Software, Inc. Common Stocks 859547101 2,239 83,900 SH X X 24 83,900
931 34,900 SH X X 25 34,900
1,889 70,800 SH X X 27 70,800
9,419 352,936 SH X 33 352,936
STET Hellas Telecommunications SA
- ADR Common Stocks 859823106 200 9,000 SH X X 37 9,000
Stewart & Stevenson Services, Inc. Common Stocks 860342104 20 1,300 SH X 33 1,300
Stewart Enterprises, Inc. Class A Common Stocks 860370105 39 2,700 SH X X 21 2,700
3,399 233,400 SH X 33 233,400
Stewart Information Services Corp. Common Stocks 860372101 642 30,400 SH X X 9 30,400
1,836 86,900 SH X X 24 86,900
1,018 48,200 SH X X 27 48,200
4,183 198,000 SH X 33 198,000
Stillwater Mining Co. Common Stocks 86074Q102 177 5,400 SH X X 34 5,400
Stone & Webster, Inc. Common Stocks 861572105 144 5,400 SH X X 9 5,400
146 5,500 SH X 33 5,500
Stoneridge, Inc. Common Stocks 86183P102 234 17,300 SH X X 27 17,300
338 25,000 SH X 33 25,000
Storage USA, Inc. Common Stocks 861907103 105 3,300 SH X X 21 3,300
108 3,400 SH X 33 3,400
Storage Technology Corp. Common Stocks 862111200 6,305 277,141 SH X 33 277,141
Structural Dynamics Research Corp. Common Stocks 863555108 67 3,700 SH X X 28 3,700
Stryker Corp. Common Stocks 863667101 99 1,640 SH X 33 1,640
Suiza Foods Corp. Common Stocks 865077101 188 4,500 SH X X 25 4,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Summit Bancorp Common Stocks 866005101 1,380 33,000 SH X X 11 33,000
1,397 33,400 SH X X 30 33,400
168 4,007 SH X 33 4,007
Summit Properties, Inc. REIT Common Stocks 866239106 3,438 174,100 SH X X 26 174,100
65 3,300 SH X 33 3,300
Sun Communities, Inc. Common Stocks 866674104 89 2,500 SH X 33 2,500
Sun Microsystems, Inc. Common Stocks 866810104 227 3,300 SH X X 1 3,300
455 6,600 SH X X 3 6,600
19,340 280,800 SH X X 11 280,800
2,783 40,400 SH X X 20 40,400
3,829 55,600 SH X X 31 55,600
23,565 342,135 SH X 33 342,135
SunGard Data Systems Common Stocks 867363103 2,588 75,000 SH X X 12 75,000
7,531 218,300 SH X X 25 218,300
566 16,400 SH X X 27 16,400
4,744 137,496 SH X 33 137,496
121 3,500 SH X X 34 3,500
Sunglass Hut International, Inc. Common Stocks 86736F106 1,300 75,900 SH X X 25 75,900
119 6,900 SH X 33 6,900
Sunoco, Inc. Common Stocks 86764P109 2,370 78,500 SH X X 9 78,500
3,351 111,000 SH X X 21 111,000
549 18,200 SH X X 25 18,200
854 28,300 SH X X 30 28,300
6,770 224,279 SH X 33 224,279
Sunrise Assisted Living, Inc. Common Stocks 86768K106 2,085 60,000 SH X X 12 60,000
2,713 77,800 SH X 33 77,800
Sunrise Medical, Inc. Common Stocks 867910101 1,646 231,000 SH X 33 231,000
SunTrust Banks, Inc. Common Stocks 867914103 13,256 190,900 SH X X 7 190,900
3,500 50,400 SH X X 11 50,400
1,826 26,296 SH X X 25 26,296
1,604 23,100 SH X X 27 23,100
3,416 49,200 SH X X 31 49,200
10,700 154,089 SH X 33 154,089
Sunstone Hotel Investors, Inc. Common Stocks 867933103 45 5,300 SH X 33 5,300
Superior TeleCom, Inc. Common Stocks 868365107 17 675 SH X X 24 675
1,403 56,125 SH X 33 56,125
SuperValu, Inc. Common Stocks 868536103 2,358 91,800 SH X X 9 91,800
907 35,300 SH X X 21 35,300
1,582 61,600 SH X X 25 61,600
555 21,600 SH X X 27 21,600
126 4,900 SH X X 28 4,900
1,395 54,300 SH X X 30 54,300
11,278 439,050 SH X 33 439,050
Supreme Industries, Inc. Class A Common Stocks 868607102 279 28,769 SH X X 22 28,769
450 46,410 SH X 33 46,410
Swift Energy Co. Common Stocks 870738101 31 2,900 SH X X 21 2,900
Swift Transportation Co., Inc. Common Stocks 870756103 520 23,700 SH X X 9 23,700
2,169 98,575 SH X 33 98,575
118 5,400 SH X X 34 5,400
Sybase, Inc. Common Stocks 871130100 530 48,500 SH X X 25 48,500
1,695 154,100 SH X 33 154,100
Sybron International Corp. Common Stocks 87114f106 65 2,374 SH X 33 2,374
204 7,400 SH X X 34 7,400
Sykes Enterprises, Inc. Common Stocks 871237103 1,802 54,000 SH X 33 54,000
Sylvan Learning Systems, Inc. Common Stocks 871399101 22 800 SH X X 21 800
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
27 1,010 SH X 33 1,010
Symantec Corp. Common Stocks 871503108 133 5,200 SH X X 11 5,200
92 3,600 SH X X 25 3,600
549 21,537 SH X 33 21,537
Symbol Technologies, Inc. Common Stocks 871508107 548 14,850 SH X X 11 14,850
1,265 34,300 SH X X 27 34,300
105 2,850 SH X X 28 2,850
1,436 38,932 SH X 33 38,932
149 4,050 SH X X 34 4,050
Synopsys, Inc. Common Stocks 871607107 1,020 18,500 SH X X 7 18,500
970 17,600 SH X X 25 17,600
132 2,400 SH X X 28 2,400
6,250 113,259 SH X 33 113,259
Synetic, Inc. Common Stocks 87160F109 32 459 SH X 33 459
Synovus Financial Corp. Common Stocks 87161C105 107 5,375 SH X 33 5,375
SYSCO Corp. Common Stocks 871829107 78 2,600 SH X X 25 2,600
535 17,956 SH X 33 17,956
Synthetic Industries, Inc. Common Stocks 871914107 68 2,300 SH X X 27 2,300
156 5,300 SH X 33 5,300
TB Wood's Corporation Common Stocks 872226105 195 18,000 SH X X 22 18,000
324 30,000 SH X 33 30,000
TCA Cable Television, Inc. Common Stocks 872241104 144 2,589 SH X 33 2,589
111 2,000 SH X X 34 2,000
TCF Financial Corp. Common Stocks 872275102 2,445 87,700 SH X X 11 87,700
109 3,900 SH X X 25 3,900
2,284 81,952 SH X 33 81,952
TCI Music, Inc. Class A Common Stocks 87229N101 127 3,600 SH X X 25 3,600
17 474 SH X 33 474
TECO Energy, Inc. Common Stocks 872375100 1,720 75,600 SH X X 11 75,600
162 7,100 SH X X 21 7,100
69 3,050 SH X 33 3,050
TEPPCO Partners L.P. Common Stocks 872384100 2,109 85,000 SH X 33 85,000
THQ, Inc. Common Stocks 872443403 2,249 78,400 SH X X 24 78,400
3,844 133,700 SH X 33 133,700
TJ International, Inc. Common Stocks 872534102 154 5,000 SH X X 9 5,000
2,328 75,100 SH X 33 75,100
TJX Cos., Inc. Common Stocks 872540109 5,640 169,300 SH X X 11 169,300
3,988 119,700 SH X X 13 119,700
1,233 37,000 SH X X 25 37,000
190 5,700 SH X X 27 5,700
15,325 460,050 SH X 33 460,050
TNP Enterprises, Inc. Common Stocks 872594106 69 1,900 SH X X 21 1,900
326 9,000 SH X X 22 9,000
326 9,000 SH X X 27 9,000
80 2,200 SH X X 28 2,200
1,262 34,800 SH X 33 34,800
TRM Copy Centers Corp. Common Stocks 872636105 132 22,000 SH X X 22 22,000
197 30,000 SH X 33 30,000
TRW, Inc. Common Stocks 872649108 3,293 60,000 SH X X 7 60,000
2,080 37,900 SH X X 21 37,900
768 14,000 SH X X 25 14,000
1,602 29,200 SH X X 30 29,200
5,569 101,489 SH X 33 101,489
TSI International Software,
Ltd. Common Stocks 872879101 1,458 51,400 SH X X 12 51,400
709 25,000 SH X 33 25,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TMP Worldwide, Inc. Common Stocks 872941109 30 476 SH X 33 476
95 1,500 SH X X 34 1,500
Taiwan Semiconductor Manufacturing
Co., Ltd -ADR Common Stocks 874039100 1,229 36,140 SH X X 35 36,140
1,129 33,200 SH X X 36 33,200
850 25,000 SH X X 37 25,000
Talbots, Inc. Common Stocks 874161102 1,045 27,400 SH X X 9 27,400
111 2,900 SH X X 28 2,900
1,487 39,000 SH X 33 39,000
Tandy Corp. Common Stocks 875382103 117 2,400 SH X X 25 2,400
1,098 22,457 SH X 33 22,457
Tanger Factory Outlet Centers, Inc. Common Stocks 875465106 2,223 85,500 SH X X 26 85,500
10 400 SH X 33 400
Taubman Centers, Inc. Common Stocks 876664103 3,197 242,400 SH X X 26 242,400
74 5,600 SH X 33 5,600
Tech Data Corp. Common Stocks 878237106 783 20,500 SH X X 30 20,500
2,421 63,300 SH X 33 63,300
Tech-Sym Corp. Common Stocks 878308105 1,777 74,800 SH X X 4 74,800
2,031 85,500 SH X 33 85,500
Techne Corp. Common Stocks 878377100 198 7,800 SH X X 27 7,800
157 6,200 SH X 33 6,200
Tecumseh Products Co. Class A Common Stocks 878895200 1,004 16,600 SH X X 9 16,600
109 1,800 SH X X 21 1,800
3,945 65,200 SH X X 27 65,200
4,235 69,934 SH X 33 69,934
Tekelec, Inc. Common Stocks 879101103 293 24,000 SH X X 22 24,000
1,767 145,000 SH X 33 145,000
Tektronix, Inc. Common Stocks 879131100 169 5,600 SH X 33 5,600
Tele Centro Sul Participacoes SA
- ADR Preferred Stocks 879239101 316 5,700 SH X X 37 5,700
Tele Norte Leste Participacoes SA
- ADR Preferred Stocks 879246106 381 20,533 SH X X 36 20,533
456 24,580 SH X X 37 24,580
Telecom Argentina SA Class B - ADR Common Stocks 879273209 222 8,300 SH X X 35 8,300
139 5,200 SH X X 37 5,200
Teleflex, Inc. Common Stocks 879369106 22 500 SH X X 7 500
74 1,700 SH X X 27 1,700
259 5,966 SH X 33 5,966
Telefonica de Argentina Class B
- ADR Common Stocks 879378206 458 14,600 SH X X 30 14,600
323 10,300 SH X X 35 10,300
348 11,100 SH X X 36 11,100
813 25,900 SH X X 37 25,900
Telefonica Del Peru SA Class B - ADR Common Stocks 879384105 1,513 100,000 SH X X 8 100,000
185 12,238 SH X X 35 12,238
514 34,000 SH X X 37 34,000
Telefonos de Mexico SA Series L
- ADR Common Stocks 879403780 3,903 48,300 SH X X 8 48,300
1,115 13,800 SH X X 30 13,800
1,897 23,470 SH X X 35 23,470
840 10,400 SH X X 36 10,400
3,419 42,307 SH X X 37 42,307
Telephone & Data Systems, Inc. Common Stocks 879433100 325 4,451 SH X 33 4,451
Telesp Participacoes SA - ADR Preferred Stocks 87952K100 416 18,200 SH X X 36 18,200
Teligent, Inc. Class A Common Stocks 87959Y100 30 494 SH X 33 494
Tellabs, Inc. Common Stocks 879664100 9,513 140,800 SH X X 7 140,800
2,628 38,900 SH X X 13 38,900
108 1,600 SH X X 27 1,600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
8,587 127,103 SH X 33 127,103
Telxon Corp. Common Stocks 879700102 432 54,400 SH X 33 54,400
Temple-Inland, Inc. Common Stocks 879868107 1,324 19,400 SH X X 11 19,400
1,461 21,400 SH X X 21 21,400
1,515 22,200 SH X X 30 22,200
3,515 51,500 SH X 33 51,500
Tenet Healthcare Corp. Common Stocks 88033G100 2,448 131,900 SH X X 11 131,900
806 43,400 SH X X 30 43,400
2,538 136,741 SH X 33 136,741
Tenneco, Inc. Common Stocks 88037E101 3,875 162,300 SH X X 11 162,300
93 3,909 SH X 33 3,909
Teradyne, Inc. Common Stocks 880770102 2,223 30,982 SH X X 4 30,982
9,378 130,700 SH X X 25 130,700
251 3,500 SH X X 30 3,500
8,486 118,266 SH X 33 118,266
380 6,800 SH X 33 6,800
Terex Corp. Common Stocks 880779103 1,379 45,300 SH X X 23 45,300
3,123 102,600 SH X X 24 102,600
962 31,600 SH X X 27 31,600
6,328 207,900 SH X 33 207,900
Terra Industries, Inc. Common Stocks 880915103 34 8,400 SH X X 21 8,400
Tesoro Petroleum Corp. Common Stocks 881609101 96 6,000 SH X X 21 6,000
177 11,100 SH X X 27 11,100
413 25,900 SH X 33 25,900
Teva Pharmaceutical Industries,
Ltd. - ADR Common Stocks 881624209 3,959 80,800 SH X 33 80,800
311 6,320 SH X X 35 6,320
566 11,500 SH X X 37 11,500
TETRA Technologies, Inc. New Common Stocks 88162G103 1,031 62,500 SH X X 12 62,500
1,386 84,000 SH X 33 84,000
134 8,125 SH X X 34 8,125
Texaco, Inc. Common Stocks 881694103 8,781 140,500 SH X X 5 140,500
31 500 SH X X 11 500
5,294 84,700 SH X X 20 84,700
406 6,500 SH X X 30 6,500
3,356 53,700 SH X X 31 53,700
42,064 673,027 SH X 33 673,027
Texas Industries, Inc. Common Stocks 882491103 2,556 65,950 SH X X 4 65,950
403 10,400 SH X X 27 10,400
701 18,100 SH X 33 18,100
Texas Instruments, Inc. Common Stocks 882508104 740 5,100 SH X X 3 5,100
10,150 70,000 SH X X 10 70,000
14,297 98,600 SH X X 11 98,600
18,154 125,200 SH X X 25 125,200
276 1,900 SH X X 27 1,900
32,739 225,784 SH X 33 225,784
Texas Regional Bancshares, Inc.
Class A Common Stocks 882673106 57 2,100 SH X X 21 2,100
Texas Utilities Co. Common Stocks 882848104 908 22,000 SH X X 5 22,000
4,137 100,300 SH X X 7 100,300
1,328 32,200 SH X X 11 32,200
231 5,600 SH X X 27 5,600
1,304 31,600 SH X X 30 31,600
13,178 319,468 SH X 33 319,468
Textron, Inc. Common Stocks 883203101 1,482 18,000 SH X X 3 18,000
6,132 74,500 SH X X 5 74,500
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,136 13,800 SH X X 21 13,800
16,679 202,635 SH X 33 202,635
Thermo Electron Corp. Common Stocks 883556102 3,508 174,850 SH X 33 174,850
Thermo Instrument Systems, Inc. Common Stocks 883559106 163 10,200 SH X X 25 10,200
321 19,049 SH X 33 19,049
ThermoQuest Corp. Common Stocks 883655102 16 1,200 SH X 33 1,200
Thomas & Betts Corp. Common Stocks 884315102 1,040 22,000 SH X X 4 22,000
165 3,500 SH X X 21 3,500
1,006 21,300 SH X X 30 21,300
6,483 137,200 SH X 33 137,200
Thomas Industries, Inc. Common Stocks 884425109 14 700 SH X X 9 700
18 900 SH X 33 900
Thornburg Mortgage Asset Corp. Common Stocks 885218107 29 2,900 SH X 33 2,900
3Com Corp. Common Stocks 885535104 1,392 52,300 SH X X 11 52,300
397 14,900 SH X X 25 14,900
29 1,100 SH X X 27 1,100
1,252 46,922 SH X 33 46,922
859 55,000 SH X 33 55,000
Ticketmaster Online-CitySearch, Inc.
Class B Common Stocks 88633P203 14 463 SH X 33 463
Tidewater, Inc. Common Stocks 886423102 2,303 75,500 SH X X 21 75,500
772 25,299 SH X X 25 25,299
162 5,300 SH X X 27 5,300
2,602 85,300 SH X 33 85,300
Tiffany & Co. Common Stocks 886547108 280 2,900 SH X X 9 2,900
3,908 40,500 SH X X 12 40,500
1,158 12,000 SH X X 27 12,000
6,857 71,062 SH X 33 71,062
Timberland Co. Class A Common Stocks 887100105 817 12,000 SH X X 27 12,000
878 12,900 SH X 33 12,900
41 600 SH X X 34 600
Time Warner, Inc. Common Stocks 887315109 654 8,900 SH X X 1 8,900
2,955 40,200 SH X X 3 40,200
66 900 SH X X 5 900
2,444 33,250 SH X X 11 33,250
7,027 95,600 SH X X 13 95,600
6,777 92,200 SH X X 20 92,200
15,075 205,100 SH X X 25 205,100
140 1,900 SH X X 27 1,900
44 600 SH X X 30 600
46,975 639,121 SH X 33 639,121
Times Mirror Co. Series A Common Stocks 887364107 758 12,800 SH X X 11 12,800
66 1,116 SH X 33 1,116
Timken Co. Common Stocks 887389104 1,156 59,300 SH X X 9 59,300
1,823 93,500 SH X 33 93,500
Titan Corp. (conv.) Long-Term Investments 888266AA1 393 130,000 SH X X 22 130,000
604 200,000 SH X 33 200,000
Titan Exploration, Inc. New Common Stocks 888289105 283 56,500 SH X X 22 56,500
422 84,400 SH X 33 84,400
Titanium Metals Corp. Common Stocks 888339108 2,138 192,150 SH X 33 192,150
Toll Brothers, Inc. Common Stocks 889478103 1,919 89,500 SH X X 4 89,500
637 29,700 SH X X 9 29,700
2,757 128,600 SH X 33 128,600
Tootsie Roll Industries, Inc. Common Stocks 890516107 2,306 59,710 SH X X 12 59,710
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
4,371 113,155 SH X 33 113,155
Torchmark Corp. Common Stocks 891027104 638 18,700 SH X X 11 18,700
1,406 41,200 SH X X 30 41,200
127 3,725 SH X 33 3,725
Toro Co. Common Stocks 891092108 551 14,000 SH X X 9 14,000
75 1,900 SH X X 21 1,900
2,366 60,100 SH X 33 60,100
Tosco Corp. Common Stocks 891490302 2,656 102,400 SH X X 11 102,400
4,785 184,500 SH X X 21 184,500
2,972 114,600 SH X X 25 114,600
1,512 58,300 SH X X 30 58,300
7,600 293,010 SH X 33 293,010
Tower Automotive, Inc. Common Stocks 891707101 1,847 72,600 SH X X 9 72,600
1,539 60,500 SH X X 27 60,500
8,598 338,000 SH X 33 338,000
Total Systems Services, Inc. Common Stocks 891906109 16 865 SH X 33 865
Town & Country Trust Common Stocks 892081100 5 300 SH X 33 300
Toys "R" Us, Inc. Common Stocks 892335100 2,265 109,500 SH X X 11 109,500
1,165 56,324 SH X X 25 56,324
1,229 59,400 SH X X 30 59,400
4,549 219,873 SH X 33 219,873
Tractor Supply Co. Common Stocks 892356106 30 1,100 SH X X 28 1,100
Transamerica Financial Corp. Common Stocks 893485102 645 8,600 SH X X 25 8,600
1,955 26,065 SH X 33 26,065
Transatlantic Holdings, Inc. Common Stocks 893521104 2,870 38,300 SH X X 4 38,300
375 5,000 SH X X 9 5,000
120 1,600 SH X X 21 1,600
210 2,800 SH X X 25 2,800
6,040 80,607 SH X 33 80,607
Transport Corp. of America Common Stocks 89385P102 272 22,000 SH X X 22 22,000
412 32,000 SH X 33 32,000
TransTechnology Corp. Common Stocks 893889105 195 9,900 SH X X 22 9,900
305 15,500 SH X 33 15,500
TransTexas Gas Corp. Common Stocks 893895102 1 1,000 SH X 33 1,000
TransMontaigne, Inc. Common Stocks 893934109 452 36,000 SH X X 27 36,000
158 12,600 SH X 33 12,600
Travelers Property Casualty Corp. Class A Common Stocks 893939108 704 18,000 SH X X 11 18,000
2,997 76,600 SH X X 25 76,600
1,232 31,500 SH X X 30 31,500
3,500 89,446 SH X 33 89,446
TranSwitch Corp. Common Stocks 894065101 3,114 65,825 SH X X 23 65,825
3,159 66,675 SH X 33 66,675
Tredegar Industries, Inc. Common Stocks 894650100 65 3,000 SH X X 27 3,000
102 4,700 SH X 33 4,700
Triangle Bancorp, Inc. Common Stocks 895835106 25 1,500 SH X X 21 1,500
Triad Guaranty, Inc. Common Stocks 895925105 21 1,200 SH X X 21 1,200
4 200 SH X 33 200
Tricon Global Restaurants, Inc. Common Stocks 895953107 3,253 60,100 SH X X 7 60,100
11,372 210,100 SH X X 25 210,100
3,937 72,730 SH X 33 72,730
Tribune Co. Common Stocks 896047107 8,538 98,000 SH X X 5 98,000
1,046 12,000 SH X X 7 12,000
1,925 22,100 SH X X 25 22,100
21,542 247,259 SH X 33 247,259
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Trigon Healthcare, Inc. Common Stocks 89618L100 1,586 43,600 SH X X 9 43,600
578 15,900 SH X X 27 15,900
3,539 97,279 SH X 33 97,279
TriNet Corporate Realty Trust, Inc. Common Stocks 896287109 78 2,800 SH X X 21 2,800
1,127 40,700 SH X X 26 40,700
80 2,900 SH X 33 2,900
Trinity Industries, Inc. Common Stocks 896522109 2,281 68,100 SH X X 4 68,100
2,281 68,100 SH X X 9 68,100
985 29,400 SH X X 25 29,400
576 17,200 SH X X 27 17,200
11,413 340,700 SH X 33 340,700
Triquint Semiconductor, Inc. Common Stocks 89674K103 767 13,500 SH X X 12 13,500
966 17,000 SH X 33 17,000
TriStar Aerospace Co. Common Stocks 89674L101 264 32,000 SH X X 22 32,000
371 45,000 SH X 33 45,000
Triumph Group, Inc. New Common Stocks 896818101 1,089 42,700 SH X 33 42,700
20 800 SH X X 34 800
Trizec Hahn Corp. Common Stocks 896938107 3,835 188,200 SH X X 26 188,200
Trust Company of New Jersey Common Stocks 898304100 2 100 SH X 33 100
TrustCo Bank Corp. NY Common Stocks 898349105 51 1,900 SH X X 34 1,900
Trustmark Corp. Common Stocks 898402102 110 4,800 SH X X 9 4,800
1,871 81,800 SH X X 24 81,800
85 3,700 SH X X 25 3,700
595 26,000 SH X X 27 26,000
2,740 119,776 SH X 33 119,776
Tubos de Acero de Mexico SA Common Stocks 898592506 207 19,000 SH X X 35 19,000
Tupperware Corp. Common Stocks 899896104 2,150 84,300 SH X X 25 84,300
2,394 93,900 SH X 33 93,900
TV Azteca SA de CV - ADR Common Stocks 901145102 828 159,700 SH X X 8 159,700
20th Century Industries Common Stocks 901272203 38 2,015 SH X 33 2,015
Tyco International, Ltd. Common Stocks 902124106 19,949 210,542 SH X X 1 210,542
8,006 84,500 SH X X 3 84,500
24,171 255,103 SH X X 11 255,103
9,598 101,300 SH X X 13 101,300
7,722 81,500 SH X X 20 81,500
6,661 70,300 SH X X 31 70,300
144,793 1,528,160 SH X 33 1,528,160
Tyson Foods, Inc. Class A Common Stocks 902494103 1,496 66,500 SH X X 25 66,500
108 4,800 SH X X 27 4,800
1,593 70,800 SH X X 30 70,800
5,603 249,034 SH X 33 249,034
UAL Corp. Common Stocks 902549500 3,939 60,600 SH X X 1 60,600
2,282 35,100 SH X X 21 35,100
1,918 29,500 SH X X 27 29,500
12,853 197,731 SH X 33 197,731
UGI Corp. Common Stocks 902681105 723 35,800 SH X X 9 35,800
95 4,700 SH X X 21 4,700
965 47,800 SH X 33 47,800
UICI Common Stocks 902737105 290 10,500 SH X X 9 10,500
359 13,000 SH X 33 13,000
UMB Financial Corp. Common Stocks 902788108 131 3,100 SH X X 9 3,100
150 3,500 SH X 33 3,500
USX-Marathon Group Common Stocks 902905827 2,820 86,600 SH X X 7 86,600
6,415 197,000 SH X X 20 197,000
6,252 192,000 SH X X 21 192,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
15,740 483,392 SH X 33 483,392
UST Corp. Common Stocks 902911106 3,127 106,900 SH X X 21 106,900
94 3,200 SH X X 25 3,200
1,266 43,297 SH X 33 43,297
USA Truck, Inc. Common Stocks 902925106 228 25,000 SH X X 22 25,000
316 34,500 SH X 33 34,500
U.S. Restaurant Properties, Inc. Common Stocks 902971100 32 1,500 SH X 33 1,500
U.S. Bancorp Common Stocks 902973106 4,957 145,800 SH X X 11 145,800
4,240 124,700 SH X X 13 124,700
2,995 88,100 SH X X 21 88,100
12,263 360,689 SH X 33 360,689
USA Networks, Inc. Common Stocks 902984103 4,912 122,600 SH X X 20 122,600
11,981 298,596 SH X 33 298,596
UNUM Corp. Common Stocks 903192102 6,406 117,000 SH X X 11 117,000
515 9,400 SH X X 25 9,400
URS Corp. Common Stocks 903236107 62 2,100 SH X X 21 2,100
2,445 83,400 SH X X 24 83,400
756 25,800 SH X X 27 25,800
4,212 143,700 SH X 33 143,700
USG Corp. Common Stocks 903293405 2,554 45,600 SH X X 4 45,600
2,240 40,000 SH X X 9 40,000
386 6,900 SH X X 21 6,900
2,358 42,100 SH X X 24 42,100
12,807 228,700 SH X X 25 228,700
1,585 28,300 SH X X 27 28,300
112 2,000 SH X X 28 2,000
14,786 264,042 SH X 33 264,042
U.S. Foodservice Common Stocks 90331R101 1,795 42,100 SH X X 9 42,100
98 2,300 SH X X 21 2,300
2,025 47,515 SH X 33 47,515
US LEC Corp. Common Stocks 90331S109 155 6,900 SH X 33 6,900
USEC, Inc. Common Stocks 90333E108 1,261 84,800 SH X X 11 84,800
USX-U.S. Steel Group Common Stocks 90337T101 2,535 93,900 SH X X 9 93,900
154 5,700 SH X X 21 5,700
167 6,200 SH X X 25 6,200
3,663 135,660 SH X 33 135,660
U.S. Xpress Enterprises, Inc. Class A Common Stocks 90338N103 49 4,600 SH X 33 4,600
U.S. Vision, Inc. New Common Stocks 90339M104 97 18,500 SH X X 22 18,500
133 25,400 SH X 33 25,400
389 21,400 SH X 33 21,400
Ultramar Diamond Shamrock Corp. Common Stocks 904000106 2,129 97,600 SH X X 9 97,600
1,828 83,800 SH X X 11 83,800
944 43,300 SH X X 21 43,300
2,229 102,200 SH X X 25 102,200
964 44,200 SH X X 30 44,200
7,200 330,092 SH X 33 330,092
Uniao de Bancos Brasileiros SA - GDR Common Stocks 90458E107 359 14,900 SH X X 36 14,900
Unifi, Inc. Common Stocks 904677101 438 20,600 SH X X 11 20,600
Unicom Corp. Common Stocks 904911104 6,066 157,300 SH X X 5 157,300
362 9,400 SH X X 25 9,400
251 6,500 SH X X 27 6,500
1,550 40,200 SH X X 30 40,200
17,800 461,591 SH X 33 461,591
Union Carbide Corp. Common Stocks 905581104 2,057 42,200 SH X X 11 42,200
463 9,500 SH X X 25 9,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,253 25,700 SH X X 30 25,700
10,506 215,515 SH X 33 215,515
Union Pacific Corp. Common Stocks 907818108 8,275 141,900 SH X X 5 141,900
2,018 34,600 SH X X 7 34,600
5,476 93,900 SH X X 11 93,900
950 16,300 SH X X 27 16,300
2,146 36,800 SH X X 30 36,800
42,521 729,193 SH X 33 729,193
Union Pacific Resources Group, Inc. Common Stocks 907834105 2,524 154,700 SH X X 25 154,700
12,719 779,700 SH X 33 779,700
Union Planters Corp. Common Stocks 908068109 2,501 55,977 SH X X 4 55,977
5,867 131,300 SH X X 11 131,300
2,842 63,602 SH X 33 63,602
UnionBanCal Corp. Common Stocks 908906100 3,015 83,451 SH X X 7 83,451
3,699 102,400 SH X X 25 102,400
3,497 96,800 SH X X 27 96,800
1,004 27,800 SH X X 30 27,800
5,151 142,600 SH X 33 142,600
Uniphase Corp. Common Stocks 909149106 697 4,200 SH X X 3 4,200
4,150 25,000 SH X X 12 25,000
4,797 28,900 SH X X 25 28,900
16,137 97,212 SH X 33 97,212
UniSource Energy Corp. NPV Common Stocks 909205106 54 4,500 SH X X 21 4,500
Unisource Worldwide, Inc. Common Stocks 909208100 - - SH X 33
Unisys Corp. Common Stocks 909214108 1,624 41,700 SH X X 7 41,700
1,768 45,400 SH X X 25 45,400
5,027 129,112 SH X 33 129,112
Unit Corp. Common Stocks 909218109 349 43,000 SH X X 22 43,000
488 60,000 SH X 33 60,000
United Companies Financial Corp. Common Stocks 909870107 0 29,000 SH X X 9 29,000
- 20,800 SH X 33 20,800
United Bankshares, Inc. Common Stocks 909907107 74 2,800 SH X X 34 2,800
United Dominion Realty Trust, Inc. Common Stocks 910197102 181 15,400 SH X 33 15,400
United Fire & Casualty Co. Common Stocks 910331107 1,365 53,025 SH X X 4 53,025
2,126 81,787 SH X 33 81,787
United Healthcare Corp. Common Stocks 910581107 2,793 44,600 SH X X 7 44,600
432 6,900 SH X X 11 6,900
194 3,100 SH X X 25 3,100
1,417 22,630 SH X 33 22,630
United Illuminating Co. Common Stocks 910637107 522 12,300 SH X X 9 12,300
93 2,200 SH X X 21 2,200
361 8,500 SH X X 27 8,500
1,587 37,400 SH X 33 37,400
United International Holdings, Inc. Class A Common Stocks 910734102 2,787 41,211 SH X 33 41,211
United National Bancorp Common Stocks 910909100 14 600 SH X X 21 600
United Payors & United Providers, Inc. Common Stocks 911319101 290 12,500 SH X X 27 12,500
213 9,200 SH X 33 9,200
21 728 SH X 33 728
US Bioscience, Inc. Common Stocks 911646206 5 514 SH X X 20 514
United States Cellular Corp. Common Stocks 911684108 3,932 73,500 SH X X 4 73,500
342 6,400 SH X X 9 6,400
43 800 SH X X 25 800
1,894 35,400 SH X X 27 35,400
123 2,300 SH X X 28 2,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
5,739 107,280 SH X 33 107,280
USAirways Group, Inc. Common Stocks 911905107 89 2,052 SH X 33 2,052
U.S. Home Corp. Common Stocks 911920106 440 12,400 SH X X 9 12,400
966 27,200 SH X X 27 27,200
1,800 50,700 SH X 33 50,700
US Industries, Inc. New Common Stocks 912080108 727 42,769 SH X 33 42,769
U.S. West, Inc. Common Stocks 91273H101 4,489 76,400 SH X X 11 76,400
9,794 166,700 SH X X 21 166,700
4,177 71,100 SH X X 25 71,100
1,081 18,400 SH X X 27 18,400
259 4,400 SH X X 30 4,400
2,830 48,165 SH X 33 48,165
U.S. Trust Corp. Common Stocks 91288L105 241 2,600 SH X X 25 2,600
1,260 13,627 SH X 33 13,627
United Stationers, Inc. Common Stocks 913004107 310 14,100 SH X X 27 14,100
983 44,700 SH X 33 44,700
United Technologies Corp. Common Stocks 913017109 5,025 70,100 SH X X 1 70,100
4,416 61,600 SH X X 3 61,600
4,531 63,200 SH X X 20 63,200
243 3,391 SH X X 27 3,391
39,172 546,424 SH X 33 546,424
United Television, Inc. Common Stocks 913066106 2,250 21,450 SH X X 4 21,450
94 900 SH X X 27 900
3,167 30,200 SH X 33 30,200
United Wisconsin Services, Inc. Common Stocks 913238100 6 800 SH X 33 800
Unitrin, Inc. Common Stocks 913275103 2,779 68,500 SH X X 27 68,500
1,204 29,358 SH X 33 29,358
Universal Corp. Common Stocks 913456109 82 2,900 SH X X 21 2,900
1,962 69,000 SH X X 25 69,000
1,544 54,300 SH X 33 54,300
Universal Foods Corp. Common Stocks 913538104 885 41,900 SH X X 9 41,900
85 4,000 SH X X 28 4,000
1,128 53,400 SH X 33 53,400
Universal Forest Products, Inc. Common Stocks 913543104 481 22,500 SH X X 27 22,500
946 44,000 SH X 33 44,000
Universal Health Services, Inc.
Class B Common Stocks 913903100 396 8,300 SH X X 9 8,300
100 2,100 SH X X 21 2,100
855 17,900 SH X X 27 17,900
862 18,061 SH X 33 18,061
Univision Communications, Inc. Common Stocks 914906100 115 1,742 SH X 33 1,742
Univision Communications, Inc.
Class A Common Stocks 914906102 337 5,100 SH X X 25 5,100
Unocal Corp. Common Stocks 915289102 8,060 203,400 SH X X 5 203,400
242 6,100 SH X X 30 6,100
2,274 57,400 SH X X 31 57,400
35,696 900,854 SH X 33 900,854
UNOVA, Inc. Common Stocks 91529B106 1,386 87,300 SH X 33 87,300
USFreightways Corp. Common Stocks 916906100 1,325 28,800 SH X X 9 28,800
1,030 22,400 SH X X 23 22,400
4,478 96,700 SH X 33 96,700
Urban Outfitters, Inc. Common Stocks 917047102 421 17,000 SH X X 22 17,000
638 25,400 SH X 33 25,400
Urban Shopping Centers, Inc. Common Stocks 917060105 2,262 71,800 SH X X 26 71,800
32 1,000 SH X 33 1,000
UroCor, Inc. Common Stocks 91727P100 245 50,000 SH X 33 50,000
UroCor, Inc. Common Stocks 91727P105 186 38,000 SH X X 22 38,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
USBANCORP, Inc. Common Stocks 917292104 38 2,500 SH X X 21 2,500
37 2,400 SH X X 27 2,400
USWeb Corp. Common Stocks 917327108 38 1,730 SH X 33 1,730
UtiliCorp United, Inc. Common Stocks 918005109 1,590 65,400 SH X X 9 65,400
153 6,300 SH X X 21 6,300
1,017 41,850 SH X X 25 41,850
1,382 56,850 SH X X 27 56,850
6,464 265,852 SH X 33 265,852
V.F. Corp. Common Stocks 918204108 4,942 115,600 SH X X 10 115,600
1,278 29,900 SH X X 25 29,900
43 1,000 SH X X 27 1,000
936 21,900 SH X X 30 21,900
17 400 SH X X 31 400
14,466 338,378 SH X 33 338,378
Valassis Communications, Inc. Common Stocks 918866104 764 20,850 SH X X 9 20,850
2,187 59,700 SH X X 24 59,700
1,015 27,700 SH X X 25 27,700
7,791 212,724 SH X 33 212,724
Valero Energy Corp. Common Stocks 91913Y100 1,670 77,900 SH X X 9 77,900
317 14,800 SH X X 11 14,800
1,863 86,900 SH X 33 86,900
Valley National Gases, Inc. Common Stocks 919792101 208 50,400 SH X X 22 50,400
319 77,300 SH X 33 77,300
Valley National Bancorp Common Stocks 919794107 23 800 SH X X 25 800
26 919 SH X X 27 919
699 24,305 SH X 33 24,305
Valspar Corp. Common Stocks 920355104 84 2,200 SH X X 25 2,200
164 4,307 SH X 33 4,307
Value City Department Stores,
Inc. Common Stocks 920387107 32 2,600 SH X 33 2,600
Valuevision International, Inc.
Class A Common Stocks 92047K107 1,972 99,200 SH X 33 99,200
Vantive Corp. (The) Common Stocks 922091103 260 23,000 SH X X 22 23,000
400 35,000 SH X 33 35,000
Varco International, Inc. Common Stocks 922126107 820 75,000 SH X 33 75,000
Varlen Corp. Common Stocks 922248109 595 14,825 SH X X 27 14,825
1,282 31,650 SH X 33 31,650
Vastar Resources, Inc. Common Stocks 922380100 21 398 SH X 33 398
Ventas, Inc. Common Stocks 92276F100 22 4,000 SH X 33 4,000
Venator Group, Inc. Common Stocks 922944103 1,573 150,718 SH X 33 150,718
Verio, Inc. Common Stocks 923433106 2,472 35,600 SH X X 12 35,600
2,548 36,700 SH X X 23 36,700
3,333 47,961 SH X 33 47,961
Veritas Software Corp. Common Stocks 923436109 2,222 23,400 SH X X 7 23,400
3,826 40,300 SH X X 12 40,300
6,418 67,602 SH X 33 67,602
361 3,800 SH X X 34 3,800
Verity, Inc. Common Stocks 92343C106 4,565 84,350 SH X X 23 84,350
4,013 74,050 SH X 33 74,050
VeriSign, Inc. Common Stocks 92343E102 519 6,022 SH X 33 6,022
Veritas DGC, Inc. Common Stocks 92343P107 916 50,000 SH X X 12 50,000
2,747 150,000 SH X 33 150,000
Veterinary Centers of America,
Inc. Common Stocks 925514101 30 2,200 SH X X 21 2,200
81 6,000 SH X X 27 6,000
41 3,000 SH X X 28 3,000
1,859 137,050 SH X 33 137,050
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Veterinary Centers of America,
Inc. Long-Term Investments 925514AB7 183 250,000 SH X X 22 250,000
329 450,000 SH X 33 450,000
Viacom, Inc. Class B Common Stocks 925524308 10,054 228,500 SH X X 7 228,500
5,861 133,200 SH X X 20 133,200
7,335 166,700 SH X X 21 166,700
708 16,100 SH X X 27 16,100
14,643 332,790 SH X 33 332,790
398 7,100 SH X 33 7,100
Viad Corp. Common Stocks 92552R109 8,121 262,500 SH X X 25 262,500
4,127 133,410 SH X 33 133,410
149 4,800 SH X X 34 4,800
Vintage Petroleum, Inc. Common Stocks 927460105 1,790 166,500 SH X X 4 166,500
2,371 220,600 SH X 33 220,600
Visio Corp. Common Stocks 927914101 1,241 32,600 SH X 33 32,600
Vishay Intertechnology, Inc. Common Stocks 928298108 1,460 69,500 SH X X 9 69,500
144 6,875 SH X X 21 6,875
1,183 56,350 SH X X 25 56,350
6,981 332,445 SH X 33 332,445
VISX, Inc. Common Stocks 92844S105 2,742 34,600 SH X X 24 34,600
832 10,500 SH X X 27 10,500
5,137 64,871 SH X 33 64,871
111 1,400 SH X X 34 1,400
Vital Signs, Inc. Common Stocks 928469105 26 1,300 SH X X 21 1,300
Vitesse Semiconductor Corp. Common Stocks 928497106 1,127 16,600 SH X X 7 16,600
3,020 44,500 SH X X 23 44,500
3,122 46,000 SH X X 24 46,000
7,581 112,410 SH X 33 112,410
Vodafone Group PLC - ADR Common Stocks 92857T107 2,581 13,100 SH X X 1 13,100
1,369 6,950 SH X X 7 6,950
1,340 6,800 SH X X 25 6,800
128 650 SH X X 27 650
12,598 63,950 SH X 33 63,950
Vornado Realty Trust Common Stocks 929042109 33,978 962,200 SH X X 2 962,200
4,389 124,300 SH X X 26 124,300
591 16,736 SH X 33 16,736
Vulcan Materials Co. Common Stocks 929160109 926 19,200 SH X X 25 19,200
2,779 57,600 SH X X 27 57,600
3,561 73,800 SH X 33 73,800
WICOR, Inc. Common Stocks 929253102 112 4,000 SH X X 28 4,000
WPS Resources Corp. Common Stocks 92931B106 99 3,300 SH X X 21 3,300
Wabash National Corp. Common Stocks 929566107 66 3,400 SH X X 21 3,400
Wachovia Corp. Common Stocks 929771103 400 4,674 SH X 33 4,674
Wackenhut Corp. Common Stocks 929794105 30 1,000 SH X X 21 1,000
211 7,100 SH X X 27 7,100
208 7,000 SH X 33 7,000
Waddell & Reed Financial, Inc.
Class A Common Stocks 930059100 58 2,100 SH X X 11 2,100
132 4,800 SH X X 25 4,800
849 30,940 SH X 33 30,940
Waddell & Reed Financial, Inc.
Class B Common Stocks 930059209 248 9,200 SH X X 11 9,200
Wal-Mart Stores, Inc. Common Stocks 931142103 10,731 222,400 SH X X 1 222,400
2,297 47,600 SH X X 3 47,600
20,651 428,000 SH X X 7 428,000
23,126 479,300 SH X X 11 479,300
11,677 242,000 SH X X 13 242,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,780 36,900 SH X X 25 36,900
989 20,500 SH X X 27 20,500
3,870 80,200 SH X X 31 80,200
81,886 1,697,109 SH X 33 1,697,109
Walden Residential Properties,
Inc. Common Stocks 931210108 58 2,700 SH X 33 2,700
Walgreen Co. Common Stocks 931422109 1,956 66,600 SH X X 1 66,600
1,713 58,300 SH X X 13 58,300
10,223 348,034 SH X 33 348,034
Wallace Computer Services, Inc. Common Stocks 932270101 1,500 60,000 SH X 33 60,000
Walter Industries, Inc. Common Stocks 93317Q105 63 4,900 SH X 33 4,900
Warnaco Group, Inc. Class A Common Stocks 934390105 8 300 SH X X 25 300
36 1,333 SH X 33 1,333
Warner-Lambert Co. Common Stocks 934488107 16,151 232,800 SH X X 1 232,800
2,380 34,300 SH X X 3 34,300
10,864 156,600 SH X X 11 156,600
13,847 199,600 SH X X 13 199,600
5,911 85,200 SH X X 20 85,200
167 2,400 SH X X 27 2,400
2,990 43,100 SH X X 31 43,100
117,848 1,698,706 SH X 33 1,698,706
Washington Federal, Inc. Common Stocks 938824109 885 39,534 SH X X 9 39,534
215 9,600 SH X X 11 9,600
275 12,300 SH X X 27 12,300
98 4,400 SH X X 28 4,400
1,246 55,536 SH X 33 55,536
Washington Mutual, Inc. Common Stocks 939322103 361 10,200 SH X X 1 10,200
5,776 163,276 SH X X 5 163,276
7,769 219,609 SH X X 11 219,609
3,055 86,350 SH X X 20 86,350
9,976 282,000 SH X X 21 282,000
1,727 48,816 SH X X 25 48,816
1,967 55,600 SH X X 30 55,600
26,660 753,632 SH X 33 753,632
Washington Post Co. Class B Common Stocks 939640108 4,248 7,900 SH X X 4 7,900
699 1,300 SH X X 11 1,300
54 100 SH X X 27 100
5,517 10,260 SH X 33 10,260
Washington Real Estate
Investment Trust Common Stocks 939653101 63 3,700 SH X 33 3,700
Waste Management, Inc. Common Stocks 94106L109 13,294 247,336 SH X X 11 247,336
5,633 104,800 SH X X 20 104,800
17,202 320,040 SH X 33 320,040
Waters Corp. Common Stocks 941848103 850 16,000 SH X X 7 16,000
754 14,200 SH X X 25 14,200
871 16,400 SH X X 27 16,400
3,443 64,807 SH X 33 64,807
255 4,800 SH X X 34 4,800
Watsco, Inc. Common Stocks 942622200 1,249 76,300 SH X 33 76,300
Watson Pharmaceuticals, Inc. Common Stocks 942683103 2,949 84,100 SH X X 11 84,100
77 2,198 SH X 33 2,198
Watts Industries, Inc.
Class A Common Stocks 942749102 61 3,200 SH X X 21 3,200
Weatherford International, Inc. Common Stocks 947074100 3,598 98,248 SH X 33 98,248
Webb (Del E.) Corp. Common Stocks 947423109 537 22,500 SH X X 9 22,500
64 2,700 SH X X 21 2,700
1,526 63,900 SH X X 24 63,900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
148 6,200 SH X X 27 6,200
45 1,900 SH X X 28 1,900
2,767 115,900 SH X 33 115,900
Webster Financial Corp. Common Stocks 947890109 2,493 91,900 SH X X 4 91,900
678 25,000 SH X X 9 25,000
98 3,600 SH X X 21 3,600
22 800 SH X X 27 800
3,654 134,700 SH X 33 134,700
Weeks Corp. Common Stocks 94856P102 3,652 119,750 SH X X 26 119,750
79 2,600 SH X 33 2,600
Weingarten Realty Investors Common Stocks 948741103 17 400 SH X 33 400
Weis Markets, Inc. Common Stocks 948849104 117 3,000 SH X X 25 3,000
2,050 52,400 SH X X 27 52,400
280 7,161 SH X 33 7,161
Wellman, Inc. Common Stocks 949702104 398 25,000 SH X X 22 25,000
80 5,000 SH X X 27 5,000
835 52,400 SH X 33 52,400
Wellpoint Health Networks, Inc.
Class A Common Stocks 94973H108 3,234 38,100 SH X X 7 38,100
1,460 17,200 SH X X 11 17,200
132 1,550 SH X 33 1,550
Wells Fargo Co. Common Stocks 949746101 10,247 239,700 SH X X 5 239,700
13,979 327,000 SH X X 11 327,000
7,468 174,700 SH X X 13 174,700
2,155 50,400 SH X X 30 50,400
60,843 1,423,218 SH X 33 1,423,218
Wellsford Real Properties, Inc. Common Stocks 950240101 305 28,400 SH X X 22 28,400
323 30,000 SH X 33 30,000
Wendy's International, Inc. Common Stocks 950590109 167 5,900 SH X X 21 5,900
71 2,496 SH X 33 2,496
Werner Enterprises, Inc. Common Stocks 950755108 234 11,300 SH X X 9 11,300
305 14,700 SH X 33 14,700
Wesco Financial Corp. Com Common Stocks 950817100 10 32 SH X 33 32
West Coast Bancorp NPV Common Stocks 952145100 40 2,300 SH X X 21 2,300
West Marine, Inc. Common Stocks 954235107 293 20,100 SH X X 22 20,100
433 29,700 SH X 33 29,700
Westamerica Bancorporation Common Stocks 957090103 292 8,000 SH X X 9 8,000
2,186 60,000 SH X X 12 60,000
3,566 97,691 SH X 33 97,691
WesterFed Financial Corp. Common Stocks 957550106 229 14,000 SH X X 22 14,000
360 22,000 SH X 33 22,000
Western Bancorp Common Stocks 957683105 43 1,000 SH X X 34 1,000
Western Investment Real
Estate Trust Common Stocks 958468100 33 2,800 SH X 33 2,800
51,300
Western Resources, Inc. Common Stocks 959425109 1,366 51,300 SH X X 9 4,800
128 4,800 SH X X 21 15,000
399 15,000 SH X X 27 30,900
823 30,900 SH X X 30
4,854 182,300 SH X 33 182,300
Western Wireless Corp. NPV
Class A Common Stocks 95988E204 143 5,300 SH X X 25 5,300
254 9,408 SH X 33 9,408
246 9,100 SH X X 34 9,100
Westfield America, Inc. Common Stocks 959910100 60 4,000 SH X 33 4,000
Westinghouse Air Brake Co. Common Stocks 960386100 49 1,900 SH X 33 1,900
WestPoint Stevens, Inc. Common Stocks 961238102 1,565 52,500 SH X X 12 52,500
15 500 SH X X 27 500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,859 95,891 SH X 33 95,891
Westvaco Corp. Common Stocks 961548104 1,453 50,100 SH X X 9 50,100
824 28,400 SH X X 30 28,400
4,296 148,125 SH X 33 148,125
Wet Seal, Inc. Class A
(The) Common Stocks 961840105 387 13,700 SH X X 27 13,700
54 1,900 SH X X 28 1,900
452 15,800 SH X 33 15,800
34 1,200 SH X X 34 1,200
Weyerhaeuser Co. Common Stocks 962166104 14,409 209,580 SH X 33 209,580
Whirlpool Corp. Common Stocks 963320106 8,147 110,100 SH X X 5 110,100
836 11,300 SH X X 7 11,300
44 600 SH X X 27 600
1,813 24,500 SH X X 30 24,500
34,747 469,559 SH X 33 469,559
Whittman-Hart, Inc. Common Stocks 966834103 2,991 94,200 SH X X 23 94,200
64 2,000 SH X X 27 2,000
2,643 83,248 SH X 33 83,248
114 3,600 SH X X 34 3,600
Wiley (John) & Son Inc.
Class A Common Stocks 968223206 145 8,200 SH X X 27 8,200
4,066 230,700 SH X 33 230,700
106 6,000 SH X X 34 6,000
Willamette Industries, Inc. Common Stocks 969133107 1,285 27,900 SH X X 30 27,900
3,369 73,135 SH X 33 73,135
Willbros Group, Inc. Common Stocks 969199108 153 18,000 SH X X 22 18,000
187 22,000 SH X 33 22,000
Williams Cos. (The) Common Stocks 969457100 2,750 64,600 SH X X 20 64,600
7,582 178,128 SH X 33 178,128
Williams-Sonoma, Inc. Common Stocks 969904101 34 990 SH X 33 990
122 3,500 SH X X 34 3,500
Wilmington Trust Corp. Common Stocks 971807102 44 769 SH X 33 769
Wilsons The Leather Experts,
Inc. Common Stocks 972463103 427 26,000 SH X X 22 26,000
592 36,000 SH X 33 36,000
Windmere Corp. Common Stocks 973411101 3,846 227,900 SH X 33 227,900
Winn-Dixie Stores, Inc. Common Stocks 974280109 76 2,061 SH X 33 2,061
Winnebago Industries, Inc. Common Stocks 974637100 68 3,000 SH X X 28 3,000
WinStar Communications,
Inc. Common Stocks 975515107 546 11,200 SH X X 25 11,200
1,189 24,387 SH X 33 24,387
Wisconsin Central
Transportation Corp. Common Stocks 976592105 113 6,100 SH X X 11 6,100
Wisconsin Energy Corp. Common Stocks 976657106 1,677 66,900 SH X X 7 66,900
469 18,700 SH X X 9 18,700
3,160 126,100 SH X X 11 126,100
1,221 48,700 SH X X 30 48,700
9,132 364,373 SH X 33 364,373
Witco Corp. Common Stocks 977385103 628 31,400 SH X X 30 31,400
1,184 59,200 SH X 33 59,200
Wolverine Tube, Inc. Common Stocks 978093102 302 12,000 SH X X 9 12,000
156 6,200 SH X 33 6,200
399 28,000 SH X 33 28,000
World Color Press, Inc. Common Stocks 981443104 1,317 47,900 SH X X 9 47,900
297 10,800 SH X X 27 10,800
1,672 60,800 SH X 33 60,800
Worthington Industries, Inc. Common Stocks 981811102 1,958 119,600 SH X X 7 119,600
344 21,000 SH X X 9 21,000
16 1,000 SH X X 21 1,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
700 42,600 SH X 33 42,600
Worldtex, Inc. Common Stocks 981907100 333 140,000 SH X 33 140,000
Worldtex, Inc. Common Stocks 981907108 226 95,000 SH X X 22 95,000
Wrigley (Wm.), Jr. Co. Common Stocks 982526105 161 1,790 SH X 33 1,790
Wyman-Gordon Co. Common Stocks 983085101 2,942 152,350 SH X 33 152,350
Wynn's International, Inc. Common Stocks 983195108 254 13,750 SH X X 22 13,750
213 11,550 SH X 33 11,550
Xilinx, Inc. Common Stocks 983919101 1,128 19,700 SH X X 11 19,700
3,166 55,300 SH X X 23 55,300
3,356 58,615 SH X 33 58,615
Xircom, Inc. Common Stocks 983922105 1,756 58,400 SH X X 24 58,400
268 8,900 SH X X 27 8,900
87 2,900 SH X X 28 2,900
3,316 110,300 SH X 33 110,300
63 2,100 SH X X 34 2,100
Xerox Corp. Common Stocks 984121103 9,722 164,600 SH X X 5 164,600
11,931 202,000 SH X X 10 202,000
2,191 37,100 SH X X 11 37,100
5,410 91,600 SH X X 13 91,600
77,867 1,318,377 SH X 33 1,318,377
Xomed Surgical Products, Inc. Common Stocks 98412V107 234 4,800 SH X 33 4,800
XTRA Corp. Common Stocks 984138107 78 1,700 SH X X 27 1,700
253 5,500 SH X 33 5,500
Yahoo!, Inc. Common Stocks 984332106 3,082 17,900 SH X X 25 17,900
86 500 SH X X 27 500
2,949 17,123 SH X 33 17,123
Yellow Corp. Common Stocks 985509108 364 20,900 SH X X 9 20,900
623 35,700 SH X X 27 35,700
1,713 96,500 SH X 33 96,500
York International Corp. Common Stocks 986670107 116 2,700 SH X X 21 2,700
146 3,400 SH X X 25 3,400
3,288 76,800 SH X X 27 76,800
124 2,900 SH X X 28 2,900
4,752 111,000 SH X 33 111,000
Young & Rubicam, Inc. Common Stocks 987425105 141 3,100 SH X X 25 3,100
476 10,474 SH X 33 10,474
Zale Corp. Common Stocks 988858106 2,368 59,200 SH X X 9 59,200
124 3,100 SH X X 21 3,100
500 12,500 SH X X 27 12,500
112 2,800 SH X X 28 2,800
4,654 116,351 SH X 33 116,351
Zebra Technologies Corp.
Class A Common Stocks 989207105 119 3,100 SH X X 28 3,100
Zions Bancorp Common Stocks 989701107 1,822 28,700 SH X X 7 28,700
2,216 34,900 SH X X 9 34,900
984 15,500 SH X X 25 15,500
3,474 54,711 SH X 33 54,711
152 2,400 SH X X 34 2,400
425 25,400 SH X 33 25,400
Zoll Medical Corp. Common Stocks 989922109 259 22,000 SH X X 22 22,000
396 33,000 SH X 33 33,000
DaimlerChrysler AG Common Stocks D1668R123 1,223 13,763 SH X X 11 13,763
Amdocs, Ltd. Common Stocks G02602103 2,615 114,950 SH X X 23 114,950
2,290 100,650 SH X 33 100,650
Annuity and Life Re (Holdings),
Ltd. Common Stocks G03910100 1,548 69,000 SH X 33 69,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Central European Media Enterprises,
Ltd. Class A Common Stocks G20045103 208 33,000 SH X X 8 33,000
Credicorp, Ltd. Common Stocks G2519Y108 255 23,200 SH X X 35 23,200
Gemstar International Group, Ltd. Common Stocks G3788V106 1,827 28,000 SH X X 12 28,000
2,023 31,000 SH X 33 31,000
Globalstar Telecommunications, Ltd. Common Stocks G3930H100 1,224 52,800 SH X 33 52,800
IPC Holdings, Ltd. Common Stocks G4933P101 2,226 112,000 SH X X 4 112,000
Loral Space & Communications, Ltd. Common Stocks G56462107 815 45,300 SH X X 3 45,300
2,434 135,200 SH X 33 135,200
RenaissanceRe Holdings, Ltd. Common Stocks G7496G103 2,609 70,500 SH X X 4 70,500
2,834 76,600 SH X 33 76,600
RSL Communications, Ltd. Class A Common Stocks G7702U102 1,545 80,000 SH X X 12 80,000
2,704 140,000 SH X 33 140,000
Santa Fe International Corp. Common Stocks G7805C108 2,045 88,900 SH X X 4 88,900
1,877 81,600 SH X X 23 81,600
3,767 163,800 SH X 33 163,800
Scottish Annuity & Life Holdings, Ltd. Common Stocks G7885T104 301 28,000 SH X X 22 28,000
441 41,000 SH X 33 41,000
Tommy Hilfiger Corp. Common Stocks G8915Z102 2,334 31,750 SH X X 4 31,750
5,586 76,000 SH X 33 76,000
Millicom International Cellular SA Common Stocks L6388F102 1,349 43,000 SH X X 8 43,000
381 8,400 SH X 33 8,400
Gilat Satellite Networks, Ltd. Common Stocks M51474100 404 7,700 SH X 33 7,700
365 7,000 SH X 33 7,000
Tecnomatix Technologies, Ltd. Common Stocks M8743P105 721 41,500 SH X X 30 41,500
ASM Lithography Holding NV Common Stocks N07059111 386 6,500 SH X 33 6,500
Banco Latinoamericano de Exportaciones
SA Class E Common Stocks P16994132 1,070 40,000 SH X X 8 40,000
Panamerican Beverages, Inc. Class A Common Stocks P74823108 2,050 86,100 SH X X 8 86,100
498 20,900 SH X X 30 20,900
Steiner Leisure, Ltd. Common Stocks P8744Y102 376 12,400 SH X 33 12,400
Royal Caribbean Cruises, Ltd. Common Stocks V7780T103 6,370 145,600 SH X X 20 145,600
15,654 357,800 SH X 33 357,800
Creative Technology, Ltd. Common Stocks Y1775U107 333 25,000 SH X X 30 25,000
Flextronics International,Ltd. Common Stocks Y2573F102 366 6,600 SH X 33 6,600
</TABLE>
Report Summary 5783 Data Records Market Value 19,216,686
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