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Previous: XCEED INC, 8-K, 2000-11-06 |
Next: LEHMAN T H & CO INC, DEF 14A, 2000-11-06 |
<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: September 30, 2000
------------------
Check here if Amendment [ ]; Amendment Number: ------------------
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: Frank Russell Company
-----------------------------------------------------------------------
Address: 909 A Street
Tacoma, WA 98402
-----------------------------------------------------------------------
Form 13F File Number: 28-1190
----------
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Mary Beth Rhoden
-------------------------------------------
Title: Assistant Secretary and Staff Counsel
-------------------------------------------
Phone: (253) 596-5381
-------------------------------------------
/s/ Mary Beth Rhoden Tacoma, WA October 25, 2000
------------------------ --------------------- ---------------------
[Signature] [City, State] [Date]
1. Frank Russell Company is a subsidiary of The Northwestern Mutual Life
Insurance Company ("NML"). By virtue of the control relationship NML may be
deemed to have 'shared defined' investment discretion with respect to the
securities reported herein
2. This report is filed by Frank Russell Company as:
A. The corporate parent which, on the applicable reporting date, wholly owned
Frank Russell Trust Company ("FRTC"), a non-depository trust company
organized and existing under the laws of the State of Washington. FRTC
serves as trustee or "investment manager" (as defined in ERISA) for
employee benefit plans, or endowments and foundations. In addition, FRTC
serves as trustee and investment manager for twenty six invesment funds of
the commingled employee benefit fund trust.
B. The corporate parent of Frank Russell Investment Management Company
("FRIMCo"), the "investment advisor" (as defined in the Investment Company
Act of 1940) for Frank Russell Investment Company ("FRIC"), and Russell
Insurance Funds ("RIF"). FRIC and RIF are both diversified open-end
investment companies and are registered under the Investment Company Act of
1940. FRIC consists of twenty-seven separate Funds and RIF consists of five
separate Funds.
C. The corporate parent of (a) Frank Russell Investments (Ireland) Ltd.,
manager of (i) Frank Russell Investment Company plc, consisting of ten
mutual funds, (ii) Frank Russell Qualifying Investor Fund plc, consisting
of one fund, and (iii) Frank Russell Institutional Funds plc, consisting of
four funds; (b) Frank Russell Investments (Cayman) Limited which provides
services to Frank Russell Investment Company LLC, consisting of one mutual
fund; (c) Frank Russell Investments (Cayman) Limited which is deemed to
control, by virtue of its 50% ownership stake, SG/Russell Asset Management
Limited, a joint venture, which currently manages Multi-Style, Multi-
Manager Funds plc, consisting of ten funds; and (d) Frank Russell Company
Limited, which manages Multi-Style, Multi-Manager Funds plc directly (each
fund listed in this section, a "European Fund").
D. The corporate parent of Frank Russell Canada Limited (FRCC), the manager of
seven investment pools and of eight open ended investment trusts (together,
the "Canada Funds") created under the laws of Ontario pursuant to trust
indentures.
E. The indirect corporate parent Frank Russell Investments (Japan), Ltd.
("FRIJ"), the manager of four collective investment vehicles consisting of
four master securities investment trusts created under the laws of Japan
pursuant to trust deeds, known as "mother funds," which invest in portfolio
securities, and several additional securities investment trusts, known as
"baby funds," each of which invests in one or more of the mother funds as
well as, in some cases, other securities for hedging or other purposes,
(together, the "Japan Funds").
<PAGE>
F. The indirect corporate parent of Russell Investment Management Limited
("RIM"), the manager of 10 unit trusts under an umbrella trust (together,
the "Australia Funds") created under the laws of New South Wales, Australia
pursuant to a Trust Constitution.
3. FRTC uses the investment advisory services of one or more advisors for each
of its collective investment funds. The authority conferred upon the
advisors by their agreements with FRTC is to recommend purchases and sales
of securities within guidelines as established by FRTC and to arrange for
the execution of transactions approved by FRTC (except for those funds
where assets are invested in group trusts, those investments are not
reportable on Form 13F). FRTC has retained and exercises the exclusive
authority to make investment decisions, and may purchase or sell portfolio
securities without the approval of the advisors. FRTC is solely responsible
for voting the portfolio securities. Accordingly: Item 6 "Investment
Discretion" is reported as "(b) shared" (with Frank Russell Company) and
Item 8 "Voting Authority" is reported as "(a) Sole" with respect to
securities owned by FRTC.
4. FRIC and RIF use discretionary, unaffiliated "money managers" who have full
authority" to determine which securities will be bought or sold by FRIC and
RIF for applicable portions of FRIC's and RIF's portfolios assigned to the
money managers. However, FRIMCo has the authority to give specific orders
to purchase or sell securities, or to over-ride a money manager's
decisions. FRIC's and RIF's money managers are authorized to vote portfolio
securities. However, officers of FRIMCo, who are also officers of FRIC and
RIF, may vote portfolio securities in lieu of money managers when FRIMCo
officers deem it in the best interest of FRIC's or RIF's shareholders. When
appropriate, FRIMCo will consult with FRIC's and RIF's Board of Trustees
concerning the voting of portfolio securities. Accordingly: Item 6
"Investment Discretion" is reported as "(b) Shared" by FRC (as reporting
Institutional Investment Manager) with FRIMCo and as "(c) Shared-Other" by
FRIMCo (with the money manager): and, Item 8 "Voting Authority" is reported
as "(b) Shared" by FRIC's and RIF's money managers with FRC, FRIMCo, and
with FR
5. The European Funds use unaffiliated "money managers" who each have complete
discretion to purchase and sell securities for its segment of a European
Fund's portfolio. Money Managers may be hired or replaced at any time by
the applicable European Fund's manager or its agent, subject to any
applicable regulatory approvals. The applicable European Fund's manager may
directly manage any of a European Fund's portfolio investments.
Accordingly: Item 6 "Investment Discretion" is reported as "(b) shared"
with FRC (as reporting Institutional Investment Manager) with the
applicable European Fund's manager and as "(c) Shared-Other" by applicable
European Fund's manager (with the money manager); and Item 8 "Voting
Authority" is reported as "(b) Shared" by FRIC's and RIF's money managers
with applicable European Funds' managers.
6. The Canada Funds use unaffiliated "money managers" who each have complete
discretion to purchase and sell securities for its segment of a Canada
Fund's portfolio. Money Managers may be hired or replaced at any time by
FRCC. FRCC may manage the cash and cash equivalents of any Canada Fund and
may also, at its sole discretion, directly manage any of a Canada Fund's
portfolio investments. Accordingly: Item 6 "Investment Discretion" is
reported as "(b) shared" with FRC (as reporting Institutional Investment
Manager) with FRCC and as "(c) Shared-Other" by FRCC (with the money
manager); and Item 8 "Voting Authority" is reported as "(b) Shared" by
FRIC's and RIF's money managers with FRCC.
7. The Japan Funds use unaffiliated "money managers" who each have complete
discretion to purchase and sell securities for its segment of a Japan
Fund's portfolio. Money managers may be hired or replaced at any time by
FRIJ. FRIJ may manage the cash and cash equivalents of any Japan Fund and
may also, at its sole discretion, directly manage any of a Japan Fund's
portfolio investments. Accordingly: Item 6 "Investment Discretion" is
reported as "(b) shared" with FRC (as reporting Institutional Investment
Manager) with FRIJ and as "(c) Shared-Other" by FRIJ (with the money
manager); and Item 8 "Voting Authority" is reported as "(b) Shared" between
the Japan Fund's money managers and FRIJ.
8. The Australia funds use unaffiliated "money managers" who each have
complete discretion to purchase and sell securities for its segment of an
Australia Fund's portfolio. Money managers may be hired or replaced at any
time by RIM. RIM may manage the cash and cash equivalents of any Australia
Fund and may also, at its sole discretion, directly manage any of a
Australia Fund's portfolio investments. Accordingly, Item 6 "Investment
Discretion" is reported as "(b) shared" with FRC (as reporting
institutional Investment Manager with RIM and as "(c) Shared-Other" by RIM
(with the money manager); and Item 8 "Voting Authority" is reported as "(b)
shared" between the Australia Fund's money manager and RIM.
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: 43
----------------------------
Form 13F Information Table Entry Total: 6907
----------------------------
Form 13F Information Table Value Total: $ 19,756,888
----------------------------
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
<TABLE>
<CAPTION>
No. Form 13F File Number Name
---------------------- -------------------------------------
<S> <C> <C>
1 28-6538 Alliance Capital Management L.P.
2 28-2321 Cohen & Steers Capital Management
3 28-3946 Delphi Management, Inc.
4 28-2405 Equinox Capital Management, LLC
5 #N/A Equity I (Master)
6 28-3702 Franklin Portfolio Associates, LLC
7 28-1488 Genesis Asset Managers Limited
8 28-3059 Jacobs Levy Equity Management, Inc.
9 28-3706 J.P. Morgan Investment. Management, Inc.
10 28-3877 Fiduciary Trust Company International, Inc.
11 28-1054 Montgomery Asset Management, L.P.
12 28-1190 Pacific Investment Management Company (PIMCO)
13 28-6418 Fidelity Management Trust Company
14 28-4886 Standish, Ayer, & Wood, Inc.
15 28-0255 Suffolk Capital Management, Inc.
16 28-490 Trinity Investment Management Corporation
17 28-3396 Capital Group, Inc. (Capital Guardian Trust Company)
18 28-3432 Sirach Capital Management, Inc.
19 28-5470 Marvin & Palmer Associates, Inc.
20 28-2701 GlobeFlex Capital, L.P.
21 28-541 Barclays Global Advisors, N.A.
22 28-3973 AEW Capital Management, L.P.
23 28-306 Westpeak Investment Advisors, L.P.
24 28-4323 The Boston Company Asset Management, Inc.
25 28-4303 Sanford C. Bernstein & Co., Inc.
26 28-3426 Peachtree Asset Management
27 28-242 Mastholm Asset Management, LLC
28 28-985 Guardian Capital, Inc.
29 28-4372 Frank Russell Trust Company
30 28-01515 Geewax, Terker
31 N/A Foreign & Colonial Emergin Markets Limited
32 28-04189 Nicholas Applegate Capital Management
33 N/A Schroder Capital Management International Fund
34 N/A Schroder Investment Management (Singapore) Limited
35 28-3946 Barclays Global Investors
36 28-96 Capital International Limited
37 28-6748 Marsico Capital Management, LLC
38 N/A Alliance Capital Management Australia Limited
39 28-7312 Security Capital Global Capital Management Group Inc.
40 28-1202 Strong Capital Management, Inc
41 28-2924 Turner Investment Partners, Inc
42 28-5519 CapitalWorks Investment Partners, LLC
43 28-4207 Driehaus Capital Management, Inc
</TABLE>
<PAGE>
FORM 13F INFORMATION TABLE
<TABLE>
<CAPTION>
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8.
------- ------- ------- ------- ------- ------- ------- -------
Value Shares/Prn Investment Discretion Other Voting Authority
Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None
-------------- -------------- ----- --------- ------ ------ ---- ------- ----- -------- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ABC Rail Products Corp. Common Stocks 000752105 713 135,850 SH x 29 135,850
ADC Telecommunications,
Inc. Common Stocks 000886101 2,002 74,500 SH x x 6 74,500
3,725 131,700 SH x x 8 131,700
267 9,300 SH x x 9 9,300
3,994 148,600 SH x x 15 148,600
1,668 61,600 SH x x 21 61,600
27 1,000 SH x x 23 1,000
15,914 591,800 SH x 29 591,800
2 86 SH x x 30 86
ACTV, Inc. Common Stocks 00088E104 26 1,900 SH x x 30 1,900
ABM Industries, Inc. Common Stocks 000957100 120 4,400 SH x x 8 4,400
27 1,000 SH x x 30 1,000
Act Mfg Inc. Common Stocks 000973107 100 1,900 SH x 29 1,900
AFLAC, Inc. Common Stocks 001055102 133 2,000 SH x x 9 2,000
1,821 25,500 SH x x 21 25,500
500 7,800 SH x x 23 7,800
10,654 166,300 SH x 29 166,300
3,158 45,500 SH x x 40 45,500
AGCO Corp. Common Stocks 001084102 191 16,100 SH x x 23 16,100
184 15,500 SH x 29 15,500
42 3,500 SH x x 30 3,500
21 1,800 SH x x 35 1,800
AGL Resources, Inc. Common Stocks 001204106 1,386 69,100 SH x x 8 69,100
405 17,500 SH x x 23 17,500
1,412 70,400 SH x 29 70,400
AES Corp. Common Stocks 00130H105 195 2,900 SH x x 9 2,900
363 5,300 SH x x 25 5,300
22,512 328,640 SH x 29 328,640
5,193 70,000 SH x x 40 70,000
5,886 76,940 SH x x 41 76,940
AK Steel Holding Corp. Common Stocks 001547108 1,532 163,400 SH x x 8 163,400
102 10,000 SH x x 21 10,000
420 43,300 SH x x 23 43,300
2,181 232,600 SH x 29 232,600
47 5,000 SH x x 30 5,000
AMB Property Corp. Common Stocks 00163T109 10,176 414,300 SH x x 2 414,300
5,932 241,500 SH x x 22 241,500
14 598 SH x x 23 598
Amli Residential Properties
Trust Common Stocks 001735109 221 9,200 SH x x 8 9,200
319 13,300 SH x 29 13,300
5 200 SH x x 35 200
6,334 263,900 SH x x 39 263,900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMR Corp. Common Stocks 001765106 1,281 39,200 SH x x 6 39,200
510 15,600 SH x x 8 15,600
2,207 67,400 SH x x 9 67,400
402 11,100 SH x x 21 11,100
281 8,600 SH x x 23 8,600
1,147 35,100 SH x x 25 35,100
3,068 93,851 SH x 29 93,851
APA Optics, Inc. Common Stocks 001853100 365 19,604 SH x x 15 19,604
732 59,143 SH x 29 59,143
Common Stocks 001957110 7,122 230,622 SH x x 4 230,622
4,808 163,693 SH x x 6 163,693
4,134 136,740 SH x x 8 136,740
8,091 275,021 SH x x 9 275,021
13,033 398,106 SH x x 21 398,106
1,688 55,725 SH x x 23 55,725
5,283 179,858 SH x x 25 179,858
48,091 1,637,154 SH x 29 1,637,154
ATMI, Inc. Common Stocks 00207R101 56 2,400 SH x x 30 2,400
AVX Corp. Common Stocks 002444107 1,225 47,000 SH x x 3 47,000
1,392 51,300 SH x x 8 51,300
1,661 60,400 SH x x 20 60,400
4,944 185,900 SH x x 21 185,900
775 29,700 SH x x 23 29,700
5,572 213,800 SH x 29 213,800
34 1,300 SH x x 30 1,300
298 10,700 SH x x 35 10,700
Aaron Rents, Inc. Common Stocks 002535201 79 6,100 SH x x 8 6,100
206 16,000 SH x x 23 16,000
730 56,700 SH x 29 56,700
13 1,000 SH x x 30 1,000
29 2,200 SH x x 35 2,200
Abbott Laboratories Common Stocks 002824100 2,787 58,600 SH x x 6 58,600
7,069 148,700 SH x x 9 148,700
9,335 180,800 SH x x 21 180,800
1,553 32,660 SH x x 23 32,660
2,996 63,000 SH x x 25 63,000
6,611 139,000 SH x x 26 139,000
3,138 1,117,231 SH x 29 1,117,231
5,772 108,670 SH x x 41 108,670
Abercrombie & Fitch Co.
Class A Common Stocks 002896207 351 18,400 SH x x 9 18,400
1,617 83,900 SH x x 21 83,900
41 2,100 SH x x 23 2,100
505 26,500 SH x 29 26,500
Abgenix, Inc. Common Stocks 00339B107 61 800 SH x x 23 800
2,683 33,200 SH x 29 33,200
2,802 34,700 SH x x 42 34,700
Aceto Corp. Common Stocks 004446100 1,589 163,000 SH x 29 163,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AC Nielsen Corp. Common Stocks 004833109 709 26,600 SH x x 21 26,600
231 9,700 SH x x 23 9,700
2,242 94,148 SH x 29 94,148
131 5,500 SH x x 30 5,500
130 5,500 SH x x 35 5,500
Activision, Inc. Common Stocks 004930202 1,086 72,400 SH x 29 72,400
1,215 81,000 SH x x 42 81,000
Actel Corp. Common Stocks 004934105 184 5,100 SH x x 23 5,100
101 2,800 SH x x 30 2,800
Actuate Corp. Common Stocks 00508B102 2,197 63,800 SH x x 10 63,800
14 400 SH x x 23 400
4,491 130,000 SH x 29 130,000
235 6,800 SH x x 30 6,800
Acuson Common Stocks 005113105 592 26,000 SH x x 23 26,000
544 23,900 SH x 29 23,900
27 1,200 SH x x 30 1,200
Acxiom Corp. Common Stocks 005125109 35 1,100 SH x x 23 1,100
240 7,600 SH x x 30 7,600
ADAC Laboratories Common Stocks 005313200 1,864 89,550 SH x 29 89,550
27 1,300 SH x x 30 1,300
Adaptec, Inc. Common Stocks 00651F108 71 3,100 SH x x 23 3,100
126 6,300 SH x 29 6,300
Adelphia Communications
Corp. Common Stocks 006848105 1,838 66,700 SH x x 15 66,700
4,912 178,200 SH x 29 178,200
Adept Technology, Inc. Common Stocks 006854103 632 8,000 SH x x 15 8,000
Adminstaff, Inc. Common Stocks 007094105 98 1,300 SH x x 30 1,300
Adobe Systems, Inc. Common Stocks 00724F101 2,334 15,000 SH x x 9 15,000
457 3,300 SH x x 23 3,300
20,985 135,167 SH x 29 135,167
6,666 42,938 SH x x 37 42,938
Adtran, Inc. Common Stocks 00738A106 1,887 44,400 SH x x 6 44,400
248 5,600 SH x x 23 5,600
472 11,100 SH x 29 11,100
102 2,400 SH x x 30 2,400
Advance Paradigm, Inc. Common Stocks 007491103 93 2,200 SH x x 30 2,200
Advanced Digital
Information Common Stocks 007525108 9 600 SH x x 23 600
62 4,100 SH x 29 4,100
35 2,300 SH x x 30 2,300
Advanced Fibre
Communications Common Stocks 00754A105 1,282 33,800 SH x x 6 33,800
444 11,400 SH x x 23 11,400
727 19,200 SH x 29 19,200
68 1,800 SH x x 30 1,800
Advanced Radio Telecom Corp. Common Stocks 00754U101 13 1,500 SH x x 30 1,500
Advantage Learning Systems,
Inc. Common Stocks 00757K100 18 500 SH x x 30 500
Advo Systems, Inc. Common Stocks 007585102 3,083 92,200 SH x x 8 92,200
469 14,000 SH x x 23 14,000
3,458 104,800 SH x 29 104,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
46 1,400 SH x x 30 1,400
86 2,730 SH x x 35 2,730
Aeroflex, Inc. Common Stocks 007768104 694 9,483 SH x x 15 9,483
214 4,400 SH x x 23 4,400
1,549 31,862 SH x 29 31,862
83 1,700 SH x x 30 1,700
Advanced Micro Devices,
Inc. Common Stocks 007903107 1,453 61,500 SH x x 6 61,500
696 29,300 SH x x 9 29,300
4,197 174,300 SH x x 21 174,300
666 28,200 SH x x 25 28,200
3,175 134,400 SH x 29 134,400
Advanta Corp. Class A Common Stocks 007942105 987 83,100 SH x x 20 83,100
305 25,300 SH x x 23 25,300
1,166 103,600 SH x 29 103,600
16 1,400 SH x x 30 1,400
Advanced Energy Industries,
Inc. Common Stocks 007973100 890 25,600 SH x x 20 25,600
69 2,100 SH x x 23 2,100
776 23,500 SH x 29 23,500
53 1,600 SH x x 30 1,600
Advent Software, Inc. Common Stocks 007974108 35 500 SH x x 23 500
105 1,500 SH x 29 1,500
230 3,300 SH x x 30 3,300
Aetna, Inc. Common Stocks 008117103 1,486 25,600 SH x x 6 25,600
3,035 49,800 SH x x 8 49,800
528 9,100 SH x x 9 9,100
32 500 SH x x 21 500
772 13,300 SH x x 25 13,300
5,131 88,370 SH x 29 88,370
Affiliated Computer Services,
Inc. Class A Common Stocks 008190100 199 4,000 SH x x 23 4,000
259 5,200 SH x 29 5,200
110 2,200 SH x x 30 2,200
Affiliated Managers Group,
Inc. Common Stocks 008252108 4,422 76,400 SH x x 8 76,400
1,436 23,900 SH x x 20 23,900
1,120 19,200 SH x x 23 19,200
7,168 125,900 SH x 29 125,900
102 1,800 SH x x 30 1,800
99 1,900 SH x x 35 1,900
Affymetrix, Inc. Common Stocks 00826T108 1,812 36,200 SH x x 10 36,200
103 2,000 SH x x 23 2,000
2,569 51,500 SH x 29 51,500
Agribrands International,
Inc. New Common Stocks 00849R105 214 4,900 SH x x 8 4,900
92 1,800 SH x x 23 1,800
480 11,000 SH x 29 11,000
31 700 SH x x 30 700
Air Products & Chemicals,
Inc. Common Stocks 009158106 5,948 164,800 SH x x 9 164,800
1,422 35,500 SH x x 21 35,500
533 14,800 SH x x 23 14,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
270 7,500 SH x x 25 7,500
3,596 99,900 SH x x 26 99,900
20,892 580,345 SH x 29 580,345
Airborne Freight Corp. Common Stocks 009266107 36 3,300 SH x x 21 3,300
259 25,400 SH x 29 25,400
53 5,300 SH x x 35 5,300
Airgas, Inc. Common Stocks 009363102 7 1,000 SH x 29 1,000
12 1,600 SH x x 35 1,600
Alaska Air Group, Inc. Common Stocks 011659109 29 1,200 SH x x 23 1,200
65 2,700 SH x 29 2,700
34 1,400 SH x x 30 1,400
Albany International Corp.
Class A Common Stocks 012348108 336 28,000 SH x x 8 28,000
330 27,500 SH x 29 27,500
12 1,000 SH x x 30 1,000
Albemarle Corp. Common Stocks 012653101 705 34,900 SH x x 8 34,900
617 27,500 SH x x 21 27,500
156 5,700 SH x x 23 5,700
2,023 100,200 SH x 29 100,200
108 5,310 SH x x 35 5,310
Alberto Culver Co. Class B Common Stocks 013068101 262 9,100 SH x x 8 9,100
138 4,800 SH x x 23 4,800
32 1,100 SH x x 25 1,100
928 32,200 SH x 29 32,200
Alberto-Culver Co. Class A Common Stocks 013068200 1,466 58,500 SH x x 3 58,500
Albertson's, Inc. Common Stocks 013104104 882 37,800 SH x x 21 37,800
59 2,800 SH x x 25 2,800
1,310 62,400 SH x 29 62,400
Alcan Aluminum, Ltd. Common Stocks 013716105 4 100 SH x x 21 100
101 3,500 SH x x 23 3,500
122 4,200 SH x x 25 4,200
3 100 SH x 29 100
Alcatel Alsthom Compagnie
Generale d'Electricite -
ADR Common Stocks 013904305 5,370 85,409 SH x x 11 85,409
Alexander & Baldwin, Inc. Common Stocks 014482103 65 2,500 SH x x 30 2,500
56 2,200 SH x x 35 2,200
Alexandria Real Estate
Equities, Inc. Common Stocks 015271109 508 14,800 SH x x 8 14,800
580 16,900 SH x 29 16,900
27 800 SH x x 30 800
Alexion Pharmaceuticals,
Inc. Common Stocks 015351109 68 600 SH x x 30 600
Alfa Corp. Common Stocks 015385107 218 8,400 SH x x 23 8,400
Alkermes, Inc. Common Stocks 01642T108 3,701 96,800 SH x x 10 96,800
563 14,600 SH x x 18 14,600
48 1,300 SH x x 23 1,300
6,354 164,500 SH x 29 164,500
Alleghany Corp. Common Stocks 017175100 78 396 SH x x 30 396
Allegheny Energy, Inc. Common Stocks 017361106 76 1,800 SH x x 21 1,800
694 18,180 SH x x 25 18,180
1,942 50,854 SH x 29 50,854
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
298 7,800 SH x x 30 7,800
41 1,100 SH x x 35 1,100
Allegiance Telecom, Inc. Common Stocks 01747T102 2,348 63,550 SH x x 9 63,550
78 2,100 SH x 29 2,100
115 3,100 SH x x 30 3,100
Allergan, Inc. Common Stocks 018490102 12,793 150,400 SH x x 21 150,400
388 4,600 SH x x 23 4,600
11,180 132,400 SH x 29 132,400
4,305 47,100 SH x x 40 47,100
Alliance Pharmaceutical
Corp. Common Stocks 018773101 1,452 95,200 SH x 29 95,200
1,624 106,500 SH x x 42 106,500
Alliance Semiconductor
Corp. Common Stocks 01877H100 785 39,800 SH x x 23 39,800
1,137 57,200 SH x 29 57,200
Alliant Techsystems, Inc. Common Stocks 018804104 517 6,300 SH x x 8 6,300
213 2,200 SH x x 23 2,200
575 7,000 SH x 29 7,000
25 300 SH x x 30 300
Allied Capital Corp. Common Stocks 01903Q108 75 2,700 SH x x 23 2,700
106 5,100 SH x x 30 5,100
Allmerica Financial Corp. Common Stocks 019754100 2,832 44,300 SH x x 8 44,300
1,797 28,100 SH x x 18 28,100
368 5,200 SH x x 21 5,200
1,146 17,300 SH x x 23 17,300
6,449 100,860 SH x 29 100,860
192 3,000 SH x x 30 3,000
190 2,900 SH x x 35 2,900
Allstate Corp. Common Stocks 020002101 8,353 227,300 SH x x 8 227,300
6,679 192,300 SH x x 9 192,300
4,077 105,300 SH x x 21 105,300
570 16,400 SH x x 25 16,400
15,554 447,600 SH x 29 447,600
Alltel Corp. Common Stocks 020039103 1,596 27,400 SH x x 21 27,400
574 11,000 SH x x 23 11,000
44 850 SH x x 25 850
3,444 66,000 SH x 29 66,000
Alpha Industries, Inc. Common Stocks 020753109 1,301 38,200 SH x x 10 38,200
157 4,600 SH x x 23 4,600
2,643 77,600 SH x 29 77,600
72 2,100 SH x x 30 2,100
Alpharma, Inc. Class A Common Stocks 020813101 2,116 34,400 SH x x 23 34,400
2,439 39,900 SH x 29 39,900
141 2,300 SH x x 30 2,300
Altera Corp. Common Stocks 021441100 2,578 48,000 SH x x 1 48,000
1,620 33,936 SH x x 6 33,936
5,090 105,500 SH x x 9 105,500
4,102 85,200 SH x x 21 85,200
9,030 189,106 SH x 29 189,106
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,392 46,300 SH x x 40 46,300
ALZA Corp. Common Stocks 022615108 14,479 168,100 SH x x 9 168,100
16,954 196,000 SH x 29 196,000
7,575 80,800 SH x x 40 80,800
Amazon.com, Inc. Common Stocks 023135106 542 14,100 SH x x 21 14,100
46 1,200 SH x 29 1,200
Ambac Financial Group, Inc. Common Stocks 023139108 7,416 100,800 SH x x 9 100,800
1,019 12,500 SH x x 21 12,500
390 5,330 SH x x 25 5,330
3,175 43,350 SH x 29 43,350
278 3,800 SH x x 30 3,800
Amcast Industrial Corp. Common Stocks 023395106 13 1,400 SH x x 35 1,400
AMCOL International Corp. Common Stocks 02341W103 44 9,100 SH x x 8 9,100
129 26,500 SH x 29 26,500
17 3,400 SH x x 35 3,400
Amerada Hess Corp. Common Stocks 023551104 9,109 130,310 SH x x 4 130,310
3,456 48,340 SH x x 8 48,340
2,837 39,900 SH x x 21 39,900
1,078 16,100 SH x x 23 16,100
1,125 16,800 SH x x 25 16,800
19,562 292,250 SH x 29 292,250
AMERCO Common Stocks 023586100 12 600 SH x x 30 600
Ameren Corp. Common Stocks 023608102 1,168 27,900 SH x x 9 27,900
296 6,300 SH x x 21 6,300
1,392 33,230 SH x x 25 33,230
10,450 249,560 SH x 29 249,560
3,149 69,500 SH x x 40 69,500
America Online, Inc. Common Stocks 02364J104 5,800 107,904 SH x x 6 107,904
1,245 21,300 SH x x 8 21,300
17,725 327,400 SH x x 9 327,400
3,107 57,800 SH x x 15 57,800
6,642 123,361 SH x x 21 123,361
1,408 24,400 SH x x 23 24,400
4,408 82,000 SH x x 26 82,000
95,492 1,776,597 SH x 29 1,776,597
5,319 98,951 SH x x 37 98,951
2,146 37,000 SH x x 40 37,000
24,232 395,540 SH x x 41 395,540
America West Holding Corp.
Class B Common Stocks 023657208 41 3,400 SH x x 23 3,400
523 42,900 SH x 29 42,900
81 6,800 SH x x 35 6,800
Amcore Financial, Inc. Common Stocks 023912108 37 1,900 SH x x 30 1,900
American Classic Voyages
Co. Common Stocks 024928103 26 1,200 SH x x 23 1,200
7 500 SH x x 30 500
American Capital
Strategies, Ltd. Common Stocks 024937104 59 2,500 SH x 29 2,500
19 800 SH x x 35 800
American Electric Power Co.,
Inc. Common Stocks 025537101 2,562 65,500 SH x x 9 65,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
728 17,680 SH x x 21 17,680
685 17,500 SH x x 23 17,500
1,647 42,100 SH x x 25 42,100
5,076 129,740 SH x 29 129,740
American Express Co. Common Stocks 025816109 5,947 88,500 SH x x 21 88,500
2,952 48,600 SH x x 23 48,600
3,408 56,100 SH x x 25 56,100
33,577 552,700 SH x 29 552,700
4,852 73,800 SH x x 40 73,800
American Financial
Group, Inc. Common Stocks 025932104 496 21,400 SH x x 8 21,400
501 21,600 SH x 29 21,600
American Freightways
Corp. Common Stocks 02629V108 682 43,500 SH x x 8 43,500
729 44,000 SH x x 20 44,000
299 17,800 SH x x 23 17,800
1,940 122,200 SH x 29 122,200
20 1,300 SH x x 30 1,300
56 3,600 SH x x 35 3,600
American General Corp. Common Stocks 026351106 10,854 131,700 SH x x 4 131,700
2,311 26,600 SH x x 21 26,600
39 500 SH x x 23 500
1,076 13,800 SH x x 25 13,800
20,530 263,200 SH x 29 263,200
American Greetings Corp.
Class A Common Stocks 026375105 1,899 108,500 SH x x 3 108,500
2,154 123,100 SH x x 8 123,100
26 1,000 SH x x 23 1,000
4,246 242,600 SH x 29 242,600
American Home Products
Corp. Common Stocks 026609107 4,525 80,200 SH x x 9 80,200
362 5,700 SH x x 21 5,700
1,691 29,900 SH x x 23 29,900
1,346 23,800 SH x x 25 23,800
35,451 626,750 SH x 29 626,750
13,470 213,270 SH x x 41 213,270
American Industrial
Properties Common Stocks 026791202 9 700 SH x x 35 700
American International
Group, Inc. Common Stocks 026874107 14,068 139,950 SH x x 4 139,950
15,750 164,602 SH x x 164,602
3,957 39,247 SH x x 8 39,247
9,731 101,692 SH x x 9 101,692
49,611 490,228 SH x x 21 490,228
6,760 70,762 SH x x 23 70,762
8,821 92,187 SH x x 25 92,187
137,810 1,440,208 SH x 29 1,440,208
8,339 80,400 SH x x 40 80,400
6,459 60,450 SH x x 41 60,450
American Management
Systems, Inc. Common Stocks 027352103 1,554 91,000 SH x x 10 91,000
1,430 83,200 SH x 29 83,200
American National Insurance
Co. Common Stocks 028591105 147 2,300 SH x x 8 2,300
102 1,600 SH x x 21 1,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
38 600 SH x x 23 600
275 4,300 SH x 29 4,300
American Standard Cos.,
Inc. Common Stocks 029712106 1,306 26,600 SH x x 21 26,600
610 12,800 SH x x 23 12,800
729 16,400 SH x x 25 16,400
5,882 132,375 SH x 29 132,375
209 4,700 SH x x 30 4,700
214 4,700 SH x x 35 4,700
American States Water Co. Common Stocks 029899101 48 1,600 SH x x 8 1,600
18 600 SH x x 30 600
6 200 SH x x 35 200
American Tower Corp.
Class A Common Stocks 029912201 2,883 76,500 SH x x 10 76,500
3,580 95,000 SH x 29 95,000
177 4,700 SH x x 30 4,700
American Superconductor
Corp. Common Stocks 030111108 388 5,235 SH x x 15 5,235
1,438 29,200 SH x x 18 29,200
2,574 52,364 SH x 29 52,364
59 1,200 SH x x 30 1,200
American Water Works, Inc. Common Stocks 030411102 306 11,100 SH x x 8 11,100
529 19,200 SH x 29 19,200
190 6,900 SH x x 30 6,900
AmeriCredit Corp. Common Stocks 03060R101 496 17,200 SH x x 8 17,200
1,579 54,800 SH x x 18 54,800
2,959 97,300 SH x x 20 97,300
1,048 34,600 SH x x 23 34,600
6,183 214,600 SH x 29 214,600
207 7,200 SH x x 30 7,200
AmeriPath, Inc. Common Stocks 03071D109 271 18,700 SH x x 23 18,700
162 11,200 SH x 29 11,200
4 300 SH x x 30 300
16 1,100 SH x x 35 1,100
AmeriSource Health Corp.
Class A Common Stocks 03071P102 147 3,100 SH x x 23 3,100
475 10,100 SH x 29 10,100
306 6,500 SH x x 30 6,500
Ameritrade Holding Corp.
Class A Common Stocks 03072H109 78 4,400 SH x x 30 4,400
Ames Department Stores, Inc. Common Stocks 030789507 10 1,700 SH x x 30 1,700
AMETEK, Inc. Common Stocks 031100100 14 500 SH x x 21 500
15 700 SH x 29 700
42 2,000 SH x x 30 2,000
Amgen, Inc. Common Stocks 031162100 4,089 56,300 SH x x 8 56,300
566 8,200 SH x x 9 8,200
4,718 67,700 SH x x 21 67,700
397 5,700 SH x x 23 5,700
31,590 452,400 SH x 29 452,400
14,357 184,500 SH x x 41 184,500
Amkor Technology, Inc. Common Stocks 031652100 240 9,200 SH x x 23 9,200
162 6,200 SH x 29 6,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Amphenol Corp. Class A Common Stocks 032095101 1,657 29,100 SH x x 6 29,100
450 7,900 SH x x 23 7,900
746 13,100 SH x 29 13,100
273 4,800 SH x x 30 4,800
40 700 SH x x 35 700
AmSouth Bancorp Common Stocks 032165102 652 51,700 SH x x 9 51,700
2,472 189,950 SH x x 21 189,950
2,102 168,150 SH x x 26 168,150
6,190 495,200 SH x 29 495,200
Amylin Pharmaceuticals
Inc Common Stocks 032346108 62 5,800 SH x 29 5,800
Amtran, Inc. Common Stocks 03234G106 9 900 SH x x 23 900
Anadarko Petroleum Corp. Common Stocks 032511107 5,521 83,073 SH x x 6 83,073
1,317 19,800 SH x x 9 19,800
1,189 16,032 SH x x 21 16,032
82 819 SH x x 23 819
1,658 24,949 SH x x 25 24,949
23,952 360,394 SH x 29 360,394
8,470 117,800 SH x x 40 117,800
ANADIGICS, Inc. Common Stocks 032515108 63 2,900 SH x x 30 2,900
Analog Devices, Inc. Common Stocks 032654105 4,361 50,300 SH x x 8 50,300
2,121 25,200 SH x x 9 25,200
7,266 87,300 SH x x 21 87,300
198 2,400 SH x x 23 2,400
7,695 93,200 SH x x 26 93,200
37,851 458,450 SH x 29 458,450
5,870 71,098 SH x x 37 71,098
1,764 19,500 SH x x 40 19,500
Analysts International
Corp. Common Stocks 032681108 58 8,000 SH x 29 8,000
1 100 SH x x 30 100
12 1,800 SH x x 35 1,800
Anaren Microwave, Inc. Common Stocks 032744104 509 2,496 SH x x 15 2,496
3,843 28,350 SH x x 18 28,350
3,969 29,263 SH x 29 29,263
176 1,300 SH x x 30 1,300
Anchor Gaming Common Stocks 033037102 373 4,700 SH x x 23 4,700
446 5,600 SH x 29 5,600
32 400 SH x x 30 400
Andover Bancorp, Inc. Common Stocks 034258103 109 3,600 SH x x 8 3,600
18 600 SH x x 23 600
6 200 SH x 29 200
15 500 SH x x 30 500
Andrew Corp. Common Stocks 034425108 414 15,300 SH x x 23 15,300
406 15,500 SH x x 25 15,500
1,058 40,400 SH x 29 40,400
81 3,100 SH x x 30 3,100
Anheuser-Busch Cos., Inc. Common Stocks 035229103 2,737 61,400 SH x x 4 61,400
2,654 62,732 SH x x 6 62,732
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
8,072 179,500 SH x x 21 179,500
3,074 70,400 SH x x 23 70,400
863 20,400 SH x x 25 20,400
55,632 1,314,784 SH x 29 1,314,784
4,709 111,280 SH x x 37 111,280
4,099 89,200 SH x x 40 89,200
6,105 129,200 SH x x 41 129,200
Anixter International, Inc. Common Stocks 035290105 3,166 108,700 SH x x 8 108,700
1,759 57,200 SH x x 20 57,200
452 14,700 SH x x 23 14,700
7,686 263,900 SH x 29 263,900
3,102 106,500 SH x x 42 106,500
AnnTaylor Stores Corp. Common Stocks 036115103 146 3,800 SH x x 8 3,800
634 16,500 SH x x 18 16,500
62 1,300 SH x x 23 1,300
1,980 51,500 SH x 29 51,500
58 1,500 SH x x 30 1,500
AnswerThink Consulting
Group,Inc. Common Stocks 036916104 76 4,700 SH x x 30 4,700
AON Corp. Common Stocks 037389103 2,935 70,900 SH x x 4 70,900
1,298 33,100 SH x x 9 33,100
1,304 29,800 SH x x 21 29,800
6,555 167,000 SH x 29 167,000
Apache Corp. Common Stocks 037411105 2,615 41,800 SH x x 8 41,800
7,383 122,600 SH x x 21 122,600
420 6,600 SH x x 23 6,600
881 14,900 SH x x 25 14,900
12,493 211,300 SH x 29 211,300
3,044 47,500 SH x x 40 47,500
Apartment Investment &
Management Co. Class A Common Stocks 03748R101 15,468 335,800 SH x x 2 335,800
1,688 32,900 SH x x 21 32,900
8,840 191,915 SH x x 22 191,915
24 343 SH x x 23 343
5,139 111,567 SH x 29 111,567
431 9,600 SH x x 35 9,600
5,887 127,800 SH x x 39 127,800
Apollo Group, Inc. Class A Common Stocks 037604105 1,228 30,800 SH x x 18 30,800
594 14,900 SH x x 23 14,900
2,070 51,900 SH x 29 51,900
267 6,700 SH x x 30 6,700
Apple Computer, Inc. Common Stocks 037833100 1,410 46,800 SH x x 1 46,800
1,776 69,130 SH x x 6 69,130
2,082 81,900 SH x x 9 81,900
1,879 68,100 SH x x 21 68,100
201 3,300 SH x x 23 3,300
609 23,700 SH x x 25 23,700
819 31,900 SH x x 26 31,900
10,749 417,440 SH x 29 417,440
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Applebee's International,
Inc. Common Stocks 037899101 7 300 SH x x 8 300
262 10,700 SH x x 23 10,700
283 12,300 SH x 29 12,300
35 1,500 SH x x 30 1,500
Applied Films Corp. Common Stocks 038197109 657 16,096 SH x x 15 16,096
827 30,503 SH x 29 30,503
Applied Industrial
Technology, Inc. Common Stocks 03820C105 260 15,000 SH x x 8 15,000
350 18,800 SH x x 23 18,800
1,065 61,500 SH x 29 61,500
26 1,500 SH x x 30 1,500
52 3,100 SH x x 35 3,100
Applied Materials, Inc. Common Stocks 038222105 20,582 331,200 SH x x 1 331,200
2,198 37,100 SH x x 6 37,100
7,125 114,500 SH x x 8 114,500
11,007 187,300 SH x x 9 187,300
944 12,500 SH x x 23 12,500
39,788 670,821 SH x 29 670,821
3,306 38,300 SH x x 38 38,300
Applied Micro Circuits
Corp. Common Stocks 03822W109 323 1,400 SH x x 1 1,400
1,884 9,100 SH x x 6 9,100
307 1,600 SH x x 9 1,600
261 1,240 SH x x 21 1,240
83 400 SH x x 23 400
48,537 234,409 SH x 29 234,409
1,263 6,100 SH x x 30 6,100
2,333 11,271 SH x x 37 11,271
284 1,400 SH x x 38 1,400
12,865 57,400 SH x x 40 57,400
7,735 33,460 SH x x 41 33,460
Applied Science &
Technology, Inc. Common Stocks 038236105 10 700 SH x x 30 700
AptarGroup, Inc. Common Stocks 038336103 531 22,200 SH x x 8 22,200
2,511 105,200 SH x x 10 105,200
4,258 177,900 SH x 29 177,900
53 2,200 SH x x 30 2,200
Aracruz Celulose SA - ADR Preferred Stock038496204 712 43,000 SH x 29 43,000
306 18,500 SH x x 32 18,500
511 27,000 SH x x 33 27,000
Arch Coal, Inc. Common Stocks 039380100 266 26,556 SH x 29 26,556
45 4,466 SH x x 35 4,466
Archer-Daniels-Midland Co. Common Stocks 039483102 6,151 713,152 SH x x 6 713,152
878 91,445 SH x x 21 91,445
349 40,425 SH x x 23 40,425
643 74,597 SH x x 25 74,597
3,364 390,005 SH x 29 390,005
Archstone Communities Trust Common Stocks 039581103 4,372 178,000 SH x x 2 178,000
332 13,500 SH x x 8 13,500
7,624 310,374 SH x x 22 310,374
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
143 4,937 SH x x 23 4,937
1,818 74,000 SH x 29 74,000
38 1,600 SH x x 35 1,600
Arctic Cat, Inc. Common Stocks 039670104 9 700 SH x 29 700
8 700 SH x x 35 700
Arden Realty Group, Inc. Common Stocks 039793104 12,897 481,000 SH x x 2 481,000
4,852 180,950 SH x x 22 180,950
121 4,005 SH x x 23 4,005
79 2,947 SH x 29 2,947
13,076 487,700 SH x x 39 487,700
Area Bancshares Corp. Common Stocks 039872106 74 3,400 SH x x 23 3,400
Argosy Gaming Co. Common Stocks 040228108 2,280 119,100 SH x x 20 119,100
54 2,400 SH x x 23 2,400
2,017 111,300 SH x 29 111,300
22 1,200 SH x x 30 1,200
ARIAD Pharmaceuticals, Inc. Common Stocks 04033A100 46 3,800 SH x x 23 3,800
128 10,200 SH x 29 10,200
Arkansas Best Corp. Common Stocks 040790107 87 5,700 SH x x 8 5,700
341 22,400 SH x x 23 22,400
352 22,900 SH x 29 22,900
Armor Holdings, Inc. Common Stocks 042260109 212 14,100 SH x x 23 14,100
213 14,200 SH x 29 14,200
Arnold Industries, Inc. Common Stocks 042595108 2,056 121,825 SH x 29 121,825
22 1,300 SH x x 30 1,300
20 1,300 SH x x 35 1,300
Arrow Electronics, Inc. Common Stocks 042735100 3,233 94,900 SH x x 3 94,900
2,562 75,200 SH x x 6 75,200
5,013 144,300 SH x x 8 144,300
2,704 75,200 SH x x 20 75,200
1,223 34,200 SH x x 23 34,200
954 28,000 SH x x 25 28,000
4,142 121,600 SH x x 26 121,600
22,219 652,300 SH x 29 652,300
232 6,800 SH x x 30 6,800
Arrow International, Inc. Common Stocks 042764100 152 4,200 SH x x 23 4,200
44 1,200 SH x 29 1,200
25 700 SH x x 30 700
11 300 SH x x 35 300
Artesyn Technologies, Inc. Common Stocks 043127109 59 2,000 SH x x 30 2,000
ArthroCare Corp. Common Stocks 043136100 54 2,800 SH x x 30 2,800
Ashanti Goldfields, Ltd.
- ADR Common Stocks 043743202 507 180,722 SH x x 7 180,722
642 250,368 SH x 29 250,368
Ashland, Inc. Common Stocks 044204105 1,364 40,480 SH x x 8 40,480
254 6,800 SH x x 23 6,800
1,881 55,850 SH x 29 55,850
Asia Pulp & Paper Co, - ADR
Ltd. Common Stocks 04516V100 138 79,000 SH x x 25 79,000
156 89,000 SH x 29 89,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Aspen Technology, Inc. Common Stocks 045327103 584 8,611 SH x x 15 8,611
270 6,000 SH x x 23 6,000
4,126 91,445 SH x 29 91,445
72 1,600 SH x x 30 1,600
3,168 70,300 SH x x 42 70,300
Associated Banc-Corp. Common Stocks 045487105 60 2,310 SH x x 8 2,310
429 15,180 SH x x 23 15,180
774 29,480 SH x 29 29,480
44 1,700 SH x x 35 1,700
At Home Corp. Series A Common Stocks 045919107 346 23,000 SH x x 21 23,000
328 23,200 SH x 29 23,200
Associates First Capital
Corp. Class A Common Stocks 046008108 14,710 354,900 SH x x 1 354,900
7,553 198,700 SH x x 9 198,700
6,766 164,300 SH x x 21 164,300
676 17,800 SH x x 25 17,800
21,193 557,700 SH x 29 557,700
1,592 56,600 SH x x 38 56,600
Astoria Financial Corp. Common Stocks 046265104 5,027 125,890 SH x x 8 125,890
518 12,800 SH x x 23 12,800
6,839 177,050 SH x 29 177,050
120 3,100 SH x x 30 3,100
Asyst Technologies, Inc. Common Stocks 04648X107 64 3,200 SH x x 23 3,200
188 9,300 SH x 29 9,300
71 3,500 SH x x 30 3,500
Atlas Air, Inc. Common Stocks 049164106 34 800 SH x x 23 800
85 2,000 SH x x 30 2,000
Atmel Corp. Common Stocks 049513104 1,505 99,100 SH x x 6 99,100
17 1,000 SH x x 21 1,000
37 1,600 SH x x 23 1,600
187 12,300 SH x 29 12,300
146 9,600 SH x x 30 9,600
26 1,800 SH x x 35 1,800
Atwood Oceanics, Inc. Common Stocks 050095108 21 500 SH x x 30 500
Audiovox Corp. Class A Common Stocks 050757103 779 51,900 SH x x 8 51,900
43 3,000 SH x x 23 3,000
844 56,000 SH x 29 56,000
Aura Systems, Inc. Common Stocks 051526101 279 290,400 SH x 29 290,400
Aurora Biosciences Corp. Common Stocks 051920106 641 6,263 SH x x 15 6,263
222 3,300 SH x x 23 3,300
1,692 24,876 SH x 29 24,876
170 2,500 SH x x 30 2,500
Autodesk, Inc. Common Stocks 052769106 11 300 SH x x 21 300
112 3,900 SH x x 23 3,900
160 6,300 SH x 29 6,300
5 200 SH x x 35 200
Autoliv, Inc. Common Stocks 052800109 29 1,000 SH x x 23 1,000
655 33,600 SH x 29 33,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
129 6,200 SH x x 35 6,200
Automatic Data
Processing, Inc. Common Stocks 053015103 5,210 77,900 SH x x 8 77,900
3,026 45,500 SH x x 9 45,500
1,833 28,400 SH x x 23 28,400
375 5,600 SH x x 25 5,600
17,538 262,250 SH x 29 262,250
1,959 29,299 SH x x 37 29,299
AutoZone, Inc. Common Stocks 053332102 2,496 110,000 SH x x 3 110,000
1,516 61,000 SH x x 21 61,000
610 24,800 SH x x 23 24,800
7,376 325,100 SH x 29 325,100
485 20,900 SH x x 35 20,900
Avalonbay Communities,
Inc. Common Stocks 053484101 21,226 445,100 SH x x 2 445,100
8,390 175,930 SH x x 22 175,930
733 12,879 SH x x 23 12,879
566 11,859 SH x 29 11,859
215 4,500 SH x x 30 4,500
11,030 231,300 SH x x 39 231,300
Avant! Corp. Common Stocks 053487104 1,118 61,500 SH x x 23 61,500
1,467 80,400 SH x 29 80,400
35 1,900 SH x x 30 1,900
93 5,200 SH x x 35 5,200
Avery Dennison Corp. Common Stocks 053611109 16 300 SH x x 21 300
60 1,300 SH x 29 1,300
Avid Technology, Inc. Common Stocks 05367P100 688 49,136 SH x 29 49,136
19 1,400 SH x x 30 1,400
114 7,139 SH x x 35 7,139
Avigen, Inc. Common Stocks 053690103 91 2,300 SH x x 30 2,300
Avis Rent A Car, Inc. Common Stocks 053790101 642 20,200 SH x x 23 20,200
856 28,911 SH x 29 28,911
47 1,600 SH x x 30 1,600
63 2,100 SH x x 35 2,100
Avnet, Inc. Common Stocks 053807103 3,096 109,100 SH x x 3 109,100
3,666 129,200 SH x x 6 129,200
3,127 110,200 SH x x 8 110,200
1,246 42,400 SH x x 23 42,400
658 23,200 SH x x 25 23,200
11,066 390,000 SH x 29 390,000
165 5,800 SH x x 30 5,800
Avon Products, Inc. Common Stocks 054303102 110 2,600 SH x x 21 2,600
364 8,900 SH x x 23 8,900
1,320 32,300 SH x 29 32,300
Aware, Inc. Common Stocks 05453N100 368 6,354 SH x x 15 6,354
800 20,784 SH x 29 20,784
69 1,800 SH x x 30 1,800
AXENT Technologies, Inc. Common Stocks 05459C108 441 20,500 SH x x 23 20,500
860 39,900 SH x 29 39,900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
37 1,700 SH x x 30 1,700
Axsys Technologies, Inc. Common Stocks 054615109 261 4,847 SH x x 15 4,847
515 14,242 SH x 29 14,242
Aztar Corp. Common Stocks 054802103 1,433 93,200 SH x x 8 93,200
627 39,000 SH x x 23 39,000
2,526 164,300 SH x 29 164,300
26 1,700 SH x x 30 1,700
115 7,800 SH x x 35 7,800
BB&T Corp. Common Stocks 054937107 2,943 89,500 SH x x 21 89,500
3,833 127,220 SH x 29 127,220
BCE, Inc. Common Stocks 05534B109 46 1,400 SH x x 25 1,400
BHC Communications, Inc.
Class A Common Stocks 055448104 79 500 SH x x 21 500
BISYS Group, Inc. Common Stocks 055472104 5,798 75,100 SH x x 10 75,100
240 3,100 SH x x 23 3,100
8,064 104,300 SH x 29 104,300
108 1,400 SH x x 30 1,400
BJ Services Co. Common Stocks 055482103 911 14,900 SH x x 6 14,900
175 1,900 SH x x 8 1,900
3,285 54,000 SH x x 10 54,000
147 2,400 SH x x 21 2,400
642 10,300 SH x x 23 10,300
5,372 87,878 SH x 29 87,878
275 4,500 SH x x 30 4,500
BJ's Wholesale Club, Inc. Common Stocks 05548J106 818 23,300 SH x x 21 23,300
863 24,200 SH x x 23 24,200
1,072 31,400 SH x 29 31,400
171 5,000 SH x x 30 5,000
79 2,300 SH x x 35 2,300
BOK Financial Corp. Common Stocks 05561Q201 11 600 SH x x 30 600
BRE Properties, Inc. Common Stocks 05564E106 514 15,471 SH x x 23 15,471
507 15,834 SH x 29 15,834
99 3,100 SH x x 30 3,100
19 600 SH x x 35 600
BSB Bancorp, Inc. Common Stocks 055652101 18 800 SH x x 23 800
Bacou USA, Inc. Common Stocks 056439102 238 9,200 SH x x 23 9,200
444 17,100 SH x 29 17,100
8 300 SH x x 30 300
3 100 SH x x 35 100
Baker Hughes, Inc. Common Stocks 057224107 131 3,700 SH x x 9 3,700
3,297 82,400 SH x x 21 82,400
30 800 SH x x 25 800
9,318 251,000 SH x 29 251,000
2,690 66,900 SH x x 40 66,900
Baldor Electric Co. Common Stocks 057741100 37 1,800 SH x x 30 1,800
Ball Corp. Common Stocks 058498106 1,163 36,700 SH x x 8 36,700
29 600 SH x x 23 600
1,510 47,662 SH x 29 47,662
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
50 1,600 SH x x 35 1,600
Ballard Power Systems, Inc. Common Stocks 05858H104 2,556 23,400 SH x x 11 23,400
Banco Bilbao Vizcaya Preferred
International - ADR Stocks 059456103 253 10,000 SH x x 12 10,000
BancFirst Corp. Common Stocks 05945F103 94 2,200 SH x x 23 2,200
9 300 SH x x 30 300
Banco de A. Edwards Series
A - ADR Common Stocks 059504100 107 8,209 SH x 29 8,209
182 12,644 SH x x 33 12,644
Banco Frances del Rio la
Plata - ADR Common Stocks 059591107 448 21,600 SH x x 25 21,600
342 16,500 SH x 29 16,500
Banco Santander Chile
Series A - ADR Common Stocks 05965F108 48 3,300 SH x 29 3,300
41 2,800 SH x x 31 2,800
Banco Santiago - ADR Common Stocks 05965L105 41 1,400 SH x x 33 1,400
BancorpSouth, Inc. Common Stocks 059692103 91 4,200 SH x x 23 4,200
88 6,125 SH x x 30 6,125
18 1,200 SH x x 35 1,200
BancWest Corp. Common Stocks 059790105 470 24,200 SH x x 8 24,200
1,330 65,000 SH x x 23 65,000
1,718 88,400 SH x 29 88,400
134 6,900 SH x x 30 6,900
Bandag, Inc. Common Stocks 059815100 255 7,100 SH x x 8 7,100
221 5,600 SH x x 21 5,600
722 20,100 SH x 29 20,100
32 900 SH x x 30 900
11 300 SH x x 35 300
Bank of Granite Corp. Common Stocks 062401104 210 9,200 SH x x 23 9,200
209 9,100 SH x 29 9,100
Bank of New York Co., Inc. Common Stocks 064057102 4,723 75,600 SH x x 21 75,600
3,341 59,600 SH x x 23 59,600
1,951 34,800 SH x x 25 34,800
22,010 392,600 SH x 29 392,600
3,285 54,200 SH x x 40 54,200
Bank One Corp. Common Stocks 06423A103 8,214 204,000 SH x x 4 204,000
4,241 109,800 SH x x 9 109,800
6,707 155,700 SH x x 21 155,700
2,735 70,800 SH x x 25 70,800
27,180 703,700 SH x 29 703,700
Bank United Corp. Class A Common Stocks 065412108 467 9,204 SH x 29 9,204
112 2,200 SH x x 30 2,200
46 900 SH x x 35 900
Bank of America Corp. Common Stocks 06605F102 3,343 62,843 SH x x 4 62,843
637 11,900 SH x x 23 11,900
Banta Corp. Common Stocks 066821109 3,120 128,000 SH x x 3 128,000
758 31,100 SH x x 8 31,100
1,040 40,600 SH x x 21 40,600
38 1,600 SH x x 23 1,600
4,778 196,000 SH x 29 196,000
110 4,700 SH x x 35 4,700
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Bard (C.R.), Inc. Common Stocks 067383109 2,273 53,800 SH x x 3 53,800
3,287 77,800 SH x x 8 77,800
4,652 110,700 SH x x 9 110,700
1,005 23,200 SH x x 23 23,200
4,331 102,500 SH x 29 102,500
Barnes & Noble, Inc. Common Stocks 067774109 293 14,000 SH x x 23 14,000
331 16,800 SH x 29 16,800
45 2,300 SH x x 30 2,300
Barnes Group, Inc. Common Stocks 067806109 20 1,100 SH x x 23 14,000
11 600 SH x 29 600
22 1,200 SH x x 35 1,200
Barrick Gold Corp. Common Stocks 067901108 426 25,100 SH x x 21 25,100
676 44,300 SH x 29 44,300
Barr Laboratories, Inc. Common Stocks 068306109 166 2,500 SH x x 30 2,500
Barra, Inc. Common Stocks 068313105 2,683 41,000 SH x x 20 41,000
618 9,600 SH x x 23 9,600
3,184 51,300 SH x 29 51,300
93 1,500 SH x x 30 1,500
Barrett Resources Corp. Common Stocks 068480201 2,080 55,000 SH x x 10 55,000
3,025 80,000 SH x 29 80,000
68 1,800 SH x x 30 1,800
Basin Exploration, Inc. Common Stocks 070107107 8 400 SH x x 30 400
Bausch & Lomb, Inc. Common Stocks 071707103 513 11,800 SH x x 21 11,800
35 600 SH x x 23 600
19 500 SH x x 25 500
1,028 26,400 SH x 29 26,400
31 800 SH x x 35 800
Baxter International, Inc. Common Stocks 071813109 5,965 71,620 SH x x 4 71,620
7,862 98,500 SH x x 15 98,500
348 3,900 SH x x 21 3,900
303 3,800 SH x x 23 3,800
1,564 19,600 SH x x 25 19,600
36,666 459,400 SH x 29 459,400
2,037 23,600 SH x x 40 23,600
Bay View Capital Corp. Common Stocks 07262L101 243 22,800 SH x x 23 22,800
488 45,400 SH x 29 45,400
17 1,600 SH x x 30 1,600
12 1,352 SH x x 35 1,352
BEA Systems, Inc. Common Stocks 073325102 2,850 36,600 SH x x 6 36,600
498 6,400 SH x x 8 6,400
2,924 37,900 SH x x 9 37,900
2,570 33,000 SH x x 21 33,000
62 800 SH x x 23 800
26,579 341,300 SH x 29 341,300
1,495 19,200 SH x x 30 19,200
5,007 59,500 SH x x 40 59,500
7,439 85,540 SH x x 41 85,540
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Bear Stearns Companies
Inc. (The) Common Stocks 073902108 4,494 71,333 SH x x 3 71,333
6,226 93,946 SH x x 8 93,946
161 2,300 SH x x 21 2,300
706 11,200 SH x x 25 11,200
12,464 197,849 SH x 29 197,849
Beckman Coulter, Inc. Common Stocks 075811109 1,134 14,200 SH x x 23 14,200
578 7,500 SH x x 25 7,500
1,573 20,400 SH x 29 20,400
147 1,900 SH x x 30 1,900
Becton, Dickinson & Co. Common Stocks 075887109 1,319 49,900 SH x x 6 49,900
1,036 39,200 SH x x 8 39,200
1,196 45,200 SH x x 9 45,200
2,496 94,400 SH x x 15 94,400
455 15,500 SH x x 21 15,500
272 10,300 SH x x 23 10,300
518 19,600 SH x x 25 19,600
10,750 406,628 SH x 29 406,628
Bed Bath & Beyond, Inc. New Common Stocks 075896100 7,195 295,000 SH x 29 295,000
3,454 130,700 SH x x 40 130,700
Bedford Property Investors,
Inc. Common Stocks 076446301 563 27,700 SH x x 8 27,700
257 12,688 SH x x 23 12,688
2,054 101,130 SH x 29 101,130
28 1,400 SH x x 30 1,400
14 700 SH x x 35 700
Belden, Inc. Common Stocks 077459105 190 6,700 SH x x 23 6,700
34 1,450 SH x 29 1,450
43 1,800 SH x x 30 1,800
66 2,900 SH x x 35 2,900
Bell Atlantic Corp. Common Stocks 077853109 1,636 33,100 SH x x 9 33,100
BellSouth Corp. Common Stocks 079860102 10,569 262,588 SH x x 6 262,588
4,129 102,500 SH x x 9 102,500
36,392 866,821 SH x x 21 866,821
7,622 192,100 SH x x 23 192,100
2,850 70,800 SH x x 25 70,800
41,695 1,035,898 SH x 29 1,035,898
Belo (A.H.) Corp. Class A Common Stocks 080555105 492 26,700 SH x x 23 26,700
540 29,300 SH x 29 29,300
125 6,800 SH x x 30 6,800
27 1,500 SH x x 35 1,500
Bemis Co., Inc. Common Stocks 081437105 591 17,100 SH x x 23 17,100
129 4,000 SH x 29 4,000
Benchmark Electronics, Inc. Common Stocks 08160H101 47 900 SH x x 30 900
Bergen Brunswig Corp. Class
A Common Stocks 083739102 3,693 310,700 SH x x 8 310,700
2,757 235,900 SH x 29 235,900
109 9,300 SH x x 30 9,300
Beringer Wine Estates
Holdings, Inc. Class B Common Stocks 084102102 22 400 SH x x 30 400
Berkley (W.R.) Corp. Common Stocks 084423102 34 1,000 SH x x 30 1,000
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
37 1,079 SH x x 35 1,079
Berry Petroleum Co.
Class A Common Stocks 085789105 813 42,800 SH x x 20 42,800
712 39,400 SH x 29 39,400
18 1,000 SH x x 30 1,000
Best Buy Co. Common Stocks 086516101 5,523 87,100 SH x x 9 87,100
6,450 99,300 SH x x 21 99,300
6,095 95,800 SH x 29 95,800
1,573 22,800 SH x x 40 22,800
Bestfoods Common Stocks 08658U101 1,106 15,200 SH x x 9 15,200
2,995 38,900 SH x x 21 38,900
1,310 18,000 SH x x 25 18,000
6,235 85,700 SH x 29 85,700
Beverly Enterprises, Inc.
New Common Stocks 087851309 3,554 598,650 SH x 29 598,650
Bindley Western Industries,
Inc. Common Stocks 090324104 1,965 61,400 SH x x 8 61,400
1,836 57,200 SH x x 23 57,200
1,939 60,600 SH x 29 60,600
32 1,000 SH x x 30 1,000
BindView Development Corp. Common Stocks 090327107 470 62,600 SH x x 10 62,600
938 124,000 SH x 29 124,000
Bio-Rad Laboratories, Inc.
Class A Common Stocks 090572207 65 2,900 SH x 29 2,900
Biogen, Inc. Common Stocks 090597105 9 100 SH x x 21 100
Biomatrix, Inc. Common Stocks 09060P102 16 900 SH x x 30 900
BioSource International,
Inc. Common Stocks 09066H104 1,017 21,794 SH x x 15 21,794
1,636 52,763 SH x 29 52,763
Biosite Diagnostics, Inc. Common Stocks 090945106 72 1,800 SH x 29 1,800
Black & Decker Corp. Common Stocks 091797100 2,126 62,200 SH x x 15 62,200
296 8,100 SH x x 23 8,100
41 1,200 SH x x 25 1,200
5,990 175,200 SH x 29 175,200
Black Box Corp. Common Stocks 091826107 462 9,900 SH x x 23 9,900
508 10,900 SH x 29 10,900
29 630 SH x x 30 630
Black Hills Corp. Common Stocks 092113109 382 13,600 SH x x 8 13,600
295 10,500 SH x 29 10,500
36 1,300 SH x x 30 1,300
E.W. Blanch Holdings, Inc. Common Stocks 093210102 15 700 SH x x 30 700
Block Drug Co., Inc. Class A Common Stocks 093644102 2,918 67,851 SH x x 3 67,851
336 7,500 SH x x 23 7,500
4,078 94,559 SH x 29 94,559
Block (H&R), Inc. Common Stocks 093671105 399 9,700 SH x x 21 9,700
26 700 SH x x 25 700
645 17,400 SH x 29 17,400
83 2,300 SH x x 35 2,300
Blue Square Israel, Ltd. -
ADR Common Stocks 096055108 195 17,300 SH x 29 17,300
265 20,280 SH x x 33 20,280
Blyth Industries, Inc. Common Stocks 09643P108 45 1,900 SH x x 30 1,900
Bob Evans Farms, Inc. Common Stocks 096761101 19 1,000 SH x 29 1,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
39 2,100 SH X X 30 2,100
Boeing Co. (The) Common Stocks 097023105 4,492 71,300 SH x x 6 71,300
6,938 107,900 SH x x 8 107,900
5,144 82,000 SH x x 9 82,000
18,438 276,400 SH x x 21 276,400
2,993 47,500 SH x x 23 47,500
3,460 54,920 SH x x 25 54,920
41,973 666,238 SH x 29 666,238
4,569 72,517 SH x x 37 72,517
Boise Cascade Corp. Common Stocks 097383103 1,256 47,300 SH x x 8 47,300
5 200 SH x x 21 200
98 2,700 SH x x 23 2,700
11 400 SH x 29 400
14 500 SH x x 35 500
Borders Group, Inc. Common Stocks 099709107 171 12,300 SH x x 23 12,300
166 11,900 SH x 29 11,900
79 5,700 SH x x 30 5,700
Borg-Warner Automotive, Inc. Common Stocks 099724106 8 200 SH x x 21 200
56 1,700 SH x x 30 1,700
78 2,100 SH x x 35 2,100
Boston Properties, Inc. Common Stocks 101121101 6,668 155,300 SH x x 2 155,300
11,359 264,550 SH x x 22 264,550
246 5,094 SH x x 23 5,094
253 5,895 SH x 29 5,895
10,417 242,600 SH x x 39 242,600
Boston Scientific Corp. Common Stocks 101137107 1,373 83,700 SH x x 9 83,700
2,675 156,300 SH x x 21 156,300
1,862 113,300 SH x 29 113,300
Bowater, Inc. Common Stocks 102183100 830 17,600 SH x x 9 17,600
953 18,400 SH x x 21 18,400
419 8,200 SH x x 23 8,200
221 4,750 SH x x 25 4,750
3,534 76,100 SH x 29 76,100
167 3,600 SH x x 30 3,600
Bowne & Co., Inc. Common Stocks 103043105 31 3,200 SH x x 8 3,200
583 59,800 SH x x 23 59,800
672 68,900 SH x 29 68,900
25 2,600 SH x x 30 2,600
Boykin Lodging Co. Common Stocks 103430104 143 13,809 SH x x 23 13,809
285 27,468 SH x 29 27,468
15 1,500 SH x x 35 1,500
Brady Corp. Class A Common Stocks 104674106 57 1,900 SH x x 30 1,900
Brandywine Realty Trust Common Stocks 105368203 19 1,000 SH x x 35 1,000
Briggs & Stratton Corp. Common Stocks 109043109 1,100 29,100 SH x x 8 29,100
227 6,000 SH x x 23 6,000
38 1,000 SH x x 25 1,000
1,384 36,600 SH x 29 36,600
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Bright Horizons Family
Solutions, Inc. Common Stocks 109195107 289 11,300 SH x x 23 11,300
281 11,000 SH x 29 11,000
Brightpoint, Inc. Common Stocks 109473108 18 3,600 SH x 29 3,600
5 900 SH x x 35 900
Brinker International, Inc. Common Stocks 109641100 1,018 30,300 SH x x 21 30,300
122 2,700 SH x x 23 2,700
2,205 73,200 SH x 29 73,200
133 4,400 SH x x 30 4,400
124 3,730 SH x x 35 3,730
590 19,600 SH x x 42 19,600
Bristol-Myers Squibb Co. Common Stocks 110122108 9,448 157,880 SH x x 4 157,880
9,528 160,130 SH x x 8 160,130
23,486 412,100 SH x x 9 412,100
26,134 440,860 SH x x 21 440,860
4,965 88,700 SH x x 23 88,700
1,725 30,200 SH x x 25 30,200
5,170 90,500 SH x x 26 90,500
63,120 1,104,950 SH x 29 1,104,950
Broadcom Corp. Class A Common Stocks 111320107 2,584 10,600 SH x x 6 10,600
169 700 SH x x 9 700
2,462 10,100 SH x x 21 10,100
423 1,700 SH x x 23 1,700
22,185 91,017 SH x 29 91,017
1,793 6,800 SH x x 40 6,800
9,039 33,220 SH x x 41 33,220
BroadVision, Inc. Common Stocks 111412102 1,654 64,400 SH x x 6 64,400
64 3,000 SH x x 9 3,000
337 13,100 SH x x 21 13,100
36 1,400 SH x x 23 1,400
2,625 102,694 SH x 29 102,694
10 400 SH x x 30 400
2,751 107,100 SH x x 42 107,100
Broken Hill Proprietary
Co., Ltd. - ADR Common Stocks 112169602 830 26,900 SH x x 17 26,900
1,722 84,003 SH x 29 84,003
271 13,207 SH x x 43 13,207
Brookline Bancorp, Inc. Common Stocks 113739106 113 9,900 SH x x 8 9,900
54 4,700 SH x x 23 4,700
229 20,000 SH x 29 20,000
Brooks Automation, Inc. Common Stocks 11434A100 274 5,493 SH x x 15 5,493
827 23,600 SH x x 20 23,600
1,358 40,993 SH x 29 40,993
70 2,100 SH x x 30 2,100
Brooktrout Technology, Inc. Common Stocks 114580103 16 500 SH x x 23 500
125 3,800 SH x 29 3,800
Brown (Tom), Inc. Common Stocks 115660201 617 25,200 SH x x 8 25,200
512 20,900 SH x 29 20,900
42 1,700 SH x x 30 1,700
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Brunswick Corp. Common Stocks 117043109 1,745 95,600 SH x x 8 95,600
1,754 91,000 SH x x 20 91,000
4,021 215,900 SH x x 21 215,900
688 35,600 SH x x 23 35,600
22 1,200 SH x x 25 1,200
5,575 305,500 SH x 29 305,500
140 7,700 SH x x 35 7,700
Brush Wellman, Inc. Common Stocks 117421107 112 5,200 SH x x 23 5,200
223 10,300 SH x 29 10,300
22 1,000 SH x x 30 1,000
Buckeye Technologies, Inc. Common Stocks 118255108 820 39,500 SH x x 8 39,500
305 13,100 SH x x 23 13,100
1,131 54,500 SH x 29 54,500
33 1,600 SH x x 30 1,600
25 1,200 SH x x 35 1,200
Buckle, Inc. (The) Common Stocks 118440106 6 500 SH x x 30 500
Buffets, Inc. Common Stocks 119882108 114 8,300 SH x x 21 8,300
969 70,500 SH x 29 70,500
33 2,400 SH x x 30 2,400
84 6,100 SH x x 35 6,100
Building Materials Holding
Corp. Common Stocks 120113105 1,241 139,800 SH x 29 139,800
Burlington Coat Factory
Warehouse Corp. Common Stocks 121579106 14 1,000 SH x x 30 1,000
Burlington Industries, Inc. Common Stocks 121693105 2 1,877 SH x 29 1,877
4 2,782 SH x x 35 2,782
Burlington Northern, Inc. Common Stocks 12189T104 2,621 121,100 SH x x 9 121,100
5,820 253,200 SH x x 21 253,200
54 2,500 SH x x 23 2,500
338 15,690 SH x x 25 15,690
7,777 360,690 SH x 29 360,690
Burlington Resources, Inc. Common Stocks 122014103 1,130 27,500 SH x x 21 27,500
1,866 50,700 SH x 29 50,700
Burnham Pacific Properties,
Inc. Common Stocks 12232C108 375 61,800 SH x x 8 61,800
275 45,400 SH x 29 45,400
Bush Boake Allen, Inc. Common Stocks 123162109 19 400 SH x x 30 400
Business Objects SA - ADR Common Stocks 12328X107 3,955 35,000 SH x x 10 35,000
2,260 20,000 SH x x 18 20,000
11,702 103,529 SH x 29 103,529
603 5,340 SH x x 43 5,340
C&D Technologies, Inc. Common Stocks 124661109 4,486 75,000 SH x x 8 75,000
701 12,300 SH x x 23 12,300
4,279 75,400 SH x 29 75,400
170 3,000 SH x x 30 3,000
CBL & Associates Properties,
Inc. Common Stocks 124830100 684 27,300 SH x x 8 27,300
1,098 43,800 SH x 29 43,800
36 1,447 SH x x 35 1,447
CB Richard Ellis Services Common Stocks 12489L108 55 3,000 SH x x 23 3,000
22 1,800 SH x 29 1,800
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
15 1,200 SH x x 30 1,200
C-COR Electronics, Inc. Common Stocks 125010108 325 19,800 SH x x 8 19,800
109 7,100 SH x x 23 7,100
320 20,900 SH x 29 20,900
32 2,100 SH x x 30 2,100
CDI Corp. Common Stocks 125071100 34 2,300 SH x x 23 2,300
125 7,800 SH x 29 7,800
10 600 SH x x 30 600
12 900 SH x x 35 900
CDW Computer Centers, Inc. Common Stocks 125129106 228 3,300 SH x x 30 3,300
CEC Entertainment, Inc. Common Stocks 125137109 1,328 41,500 SH x x 18 41,500
295 8,500 SH x x 23 8,500
1,855 57,975 SH x 29 57,975
115 3,600 SH x x 30 3,600
C.H. Robinson Worldwide,
Inc. Common Stocks 12541W100 1,855 32,900 SH x x 8 32,900
845 15,100 SH x x 9 15,100
536 9,500 SH x x 23 9,500
2,925 51,900 SH x 29 51,900
79 1,400 SH x x 30 1,400
CIGNA Corp. Common Stocks 125509109 10,694 97,000 SH x x 4 97,000
2,213 21,200 SH x x 8 21,200
7,554 72,100 SH x x 9 72,100
3,109 26,700 SH x x 21 26,700
4,382 42,500 SH x x 23 42,500
1,723 16,500 SH x x 25 16,500
29,169 279,400 SH x 29 279,400
CIT Group, Inc. Common Stocks 125577106 1,931 111,300 SH x x 1 111,300
2,984 161,400 SH x x 8 161,400
4,066 233,700 SH x x 9 233,700
346 17,600 SH x x 21 17,600
11,065 632,300 SH x 29 632,300
Cleco Corp. Common Stocks 12561M107 32 700 SH x x 23 700
86 1,900 SH x x 35 1,900
CMGI, Inc. Common Stocks 125750109 44 1,800 SH x x 9 1,800
475 17,000 SH x x 21 17,000
922 33,000 SH x x 26 33,000
8,275 296,200 SH x 29 296,200
224 8,000 SH x x 30 8,000
CMS Energy Corp. Common Stocks 125896100 245 9,100 SH x x 8 9,100
827 30,700 SH x x 9 30,700
73 2,700 SH x 29 2,700
CNA Financial Corp. Common Stocks 126117100 1,288 31,240 SH x x 8 31,240
1,014 26,500 SH x 29 26,500
CNA Surety Corp. Common Stocks 12612L108 62 3,600 SH x x 23 3,600
16 1,400 SH x 29 1,400
13 1,100 SH x x 30 1,100
CNF Transportation, Inc. Common Stocks 12612W104 238 9,600 SH x x 21 9,600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
16 700 SH x x 23 700
458 20,600 SH x 29 20,600
67 3,000 SH x x 30 3,000
CSG Systems International,
Inc. Common Stocks 126349109 934 31,500 SH x x 21 31,500
27 900 SH x x 23 900
415 14,300 SH x 29 14,300
102 3,500 SH x x 30 3,500
CTS Corp. Common Stocks 126501105 253 5,000 SH x x 23 5,000
440 8,700 SH x 29 8,700
86 1,700 SH x x 30 1,700
CUNO, Inc. Common Stocks 126583103 13 600 SH x x 30 600
CVB Financial Corp. Common Stocks 126600105 13 800 SH x x 30 800
CVS Corp. Common Stocks 126650100 107 2,300 SH x x 25 2,300
Cablevision Systems Corp.
Class A Common Stocks 12686C109 753 10,200 SH x x 21 10,200
1,200 18,100 SH x 29 18,100
232 3,500 SH x x 30 3,500
Cabletron Systems, Inc. Common Stocks 126920107 1,844 60,800 SH x x 21 60,800
364 12,400 SH x x 25 12,400
2,609 88,800 SH x 29 88,800
66 2,300 SH x x 35 2,300
Cable Design Technologies
Corp. Common Stocks 126924109 2,819 116,250 SH x x 10 116,250
812 31,800 SH x x 23 31,800
4,057 166,850 SH x 29 166,850
61 2,500 SH x x 30 2,500
Cabot Corp. Common Stocks 127055101 153 3,200 SH x x 23 3,200
57 1,800 SH x x 25 1,800
2,226 70,250 SH x 29 70,250
139 4,400 SH x x 30 4,400
Cabot Industrial Trust Common Stocks 127072106 2,099 105,300 SH x x 22 105,300
37 1,800 SH x x 23 1,800
140 7,009 SH x 29 7,009
48 2,400 SH x x 30 2,400
17 800 SH x x 35 800
Cabot Oil & Gas Corp. Common Stocks 127097103 55 1,800 SH x x 23 1,800
1,120 54,950 SH x 29 54,950
33 1,600 SH x x 30 1,600
CACI International, Inc.
Class A Common Stocks 127190304 549 25,600 SH x x 23 25,600
759 35,400 SH x 29 35,400
17 800 SH x x 30 800
Cadence Design Systems, Inc. Common Stocks 127387108 1,426 52,600 SH x x 20 52,600
315 10,900 SH x x 21 10,900
992 36,800 SH x x 23 36,800
2,902 112,973 SH x 29 112,973
385 15,000 SH x x 30 15,000
23 900 SH x x 35 900
Cal Dive International, Inc. Common Stocks 127914109 45 800 SH x x 30 800
Calgon Carbon Corp. Common Stocks 129603106 2,169 318,450 SH x 29 318,450
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
14 2,000 SH x x 30 2,000
California Water Service
Group Common Stocks 130788102 21 800 SH x x 30 800
Callaway Golf Co. Common Stocks 131193104 1,758 112,900 SH x x 21 112,900
198 12,900 SH x x 23 12,900
738 47,974 SH x 29 47,974
71 4,600 SH x x 30 4,600
78 5,000 SH x x 35 5,000
Calpine Corp. Common Stocks 131347106 1,962 18,800 SH x x 6 18,800
7,517 68,080 SH x x 8 68,080
79 500 SH x x 23 500
32,646 312,779 SH x 29 312,779
470 4,500 SH x x 30 4,500
1,905 18,251 SH x x 37 18,251
10,038 89,000 SH x x 40 89,000
Cambrex Corp. Common Stocks 132011107 541 14,600 SH x x 23 14,600
1,037 28,030 SH x 29 28,030
70 1,900 SH x x 30 1,900
45 1,200 SH x x 35 1,200
Camden Property Trust Common Stocks 133131102 6,350 204,829 SH x x 22 04,829
61 1,300 SH x x 23 1,300
149 4,792 SH x 29 4,792
71 2,300 SH x x 30 2,300
35 1,200 SH x x 35 1,200
Campbell Soup Co. Common Stocks 134429109 253 8,800 SH x x 21 8,800
147 5,700 SH x x 25 5,700
406 15,700 SH x 29 15,700
Canadian Imperial Bank of
Commerce Common Stocks 136069101 198 4,400 SH x x 25 4,400
Canandaigua Brands Co.,
Inc. Class A Common Stocks 137219200 26 500 SH x x 23 500
Capital Automotive Common Stocks 139733109 399 30,700 SH x x 8 30,700
331 22,700 SH x x 23 22,700
650 50,000 SH x 29 50,000
3 200 SH x x 35 200
Capital One Financial Corp. Common Stocks 14040H105 1,177 16,800 SH x x 9 16,800
CARBO Ceramics, Inc. Common Stocks 140781105 8 300 SH x x 30 300
Cardinal Health, Inc. Common Stocks 14149Y108 4,614 52,315 SH x x 6 52,315
274 3,000 SH x x 9 3,000
6,958 78,900 SH x x 15 78,900
53 601 SH x x 21 601
1,781 20,200 SH x x 23 20,200
106 1,200 SH x x 25 1,200
33,996 385,495 SH x 29 385,495
6,147 64,300 SH x x 40 64,300
Career Education Corp. Common Stocks 141665109 1,317 29,600 SH x x 8 29,600
521 11,700 SH x x 23 11,700
1,615 36,300 SH x 29 36,300
45 1,000 SH x x 30 1,000
Carlisle Cos., Inc. Common Stocks 142339100 332 8,000 SH x x 8 8,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,227 28,000 SH x x 20 28,000
1,062 25,600 SH x 29 25,600
62 1,500 SH x x 30 1,500
Carnival Corp. Common Stocks 143658102 23 900 SH x x 21 900
39 1,600 SH x x 25 1,600
4,026 163,500 SH x 29 163,500
1,271 45,700 SH x x 40 45,700
Carolina First Corp. Common Stocks 143877108 6 500 SH x x 35 500
Carpenter Technology Corp. Common Stocks 144285103 757 26,000 SH x x 8 26,000
140 4,800 SH x 29 4,800
38 1,300 SH x x 30 1,300
47 1,600 SH x x 35 1,600
CarrAmerica Realty Corp. Common Stocks 144418100 4,550 150,400 SH x x 22 150,400
120 2,905 SH x x 23 2,905
101 3,351 SH x 29 3,351
Carrier Access Corp. Common Stocks 144460102 27 1,400 SH x x 30 1,400
Cascade Natural Gas Corp. Common Stocks 147339105 166 9,500 SH x x 8 9,500
208 9,900 SH x x 23 9,900
130 7,400 SH x 29 7,400
5 300 SH x x 35 300
Casey's General Stores, Inc. Common Stocks 147528103 2,354 181,100 SH x 29 181,100
56 4,300 SH x x 30 4,300
23 1,800 SH x x 35 1,800
Catalina Marketing Corp. Common Stocks 148867104 650 11,475 SH x x 15 11,475
382 9,100 SH x x 21 9,100
263 7,000 SH x x 23 7,000
1,928 51,250 SH x 29 51,250
75 2,000 SH x x 30 2,000
Catellus Development Corp. Common Stocks 149111106 558 31,900 SH x x 8 31,900
1,199 64,900 SH x x 20 64,900
218 11,100 SH x x 21 11,100
2,294 131,100 SH x 29 131,100
189 10,800 SH x x 30 10,800
Caterpillar, Inc. Common Stocks 149123101 3,867 114,300 SH x x 9 114,300
1,255 33,400 SH x x 21 33,400
569 16,500 SH x x 23 16,500
361 10,700 SH x x 25 10,700
3,210 95,100 SH x 29 95,100
Cathay Bancorp, Inc. Common Stocks 149150104 1,297 25,300 SH x x 20 25,300
331 6,300 SH x x 23 6,300
1,628 33,400 SH x 29 33,400
29 600 SH x x 30 600
Cato Corp. Class A Common Stocks 149205106 226 18,100 SH x x 8 18,100
193 15,400 SH x 29 15,400
13 1,000 SH x x 30 1,000
54 4,400 SH x x 35 4,400
Cell Therapeutics, Inc. Common Stocks 150934107 1,001 15,000 SH x x 18 15,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,267 19,000 SH x 29 19,000
140 2,100 SH x x 30 2,100
Celestica, Inc. Common Stocks 15101Q108 2,971 42,800 SH x x 10 42,800
34,755 501,880 SH x 29 501,880
230 3,326 SH x x 37 3,326
4,394 58,400 SH x x 40 58,400
5,497 79,380 SH x x 41 79,380
3,607 52,085 SH x x 43 52,085
Celgene Corp. Common Stocks 151020104 1,541 25,900 SH x x 6 25,900
528 5,898 SH x x 15 5,898
1,307 20,800 SH x x 20 20,800
510 8,600 SH x x 23 8,600
2,742 46,082 SH x 29 46,082
375 6,300 SH x x 30 6,300
Cendant Corp. Common Stocks 151313103 3,359 310,500 SH x x 9 310,500
1,119 97,300 SH x x 21 97,300
395 36,300 SH x x 25 36,300
2,242 206,200 SH x 29 206,200
CenterPoint Properties
Corp. Common Stocks 151895109 350 7,600 SH x 29 7,600
18 400 SH x x 35 400
Centex Corp. Common Stocks 152312104 5,973 182,400 SH x x 8 182,400
1,388 38,700 SH x x 21 38,700
243 6,800 SH x x 23 6,800
125 3,900 SH x x 25 3,900
8,969 279,200 SH x 29 279,200
530 15,500 SH x x 35 15,500
Centex Construction
Products, Inc. Common Stocks 15231R109 17 700 SH x x 23 700
134 5,400 SH x 29 5,400
10 400 SH x x 30 400
40 1,630 SH x x 35 1,630
Central Garden & Pet Co. Common Stocks 153527106 50 5,200 SH x x 23 5,200
75 10,800 SH x 29 10,800
Central Hudson Gas &
Electric Corp. Common Stocks 153609102 16 400 SH x x 23 400
Central Parking Corp. Common Stocks 154785109 12 600 SH x x 30 600
Century Aluminum Co. Common Stocks 156431108 214 17,400 SH x x 23 17,400
215 17,200 SH x 29 17,200
Cephalon, Inc. Common Stocks 156708109 1,334 27,500 SH x x 18 27,500
52 1,100 SH x x 23 1,100
1,666 34,350 SH x 29 34,350
Ceridian Corp. Common Stocks 15677T106 451 16,100 SH x x 23 16,100
556 19,800 SH x 29 19,800
Cerner Corp. Common Stocks 156782104 46 1,000 SH x x 30 1,000
Cerus Corp. Common Stocks 157085101 44 800 SH x x 30 800
Charter One Financial, Inc. Common Stocks 160903100 526 18,079 SH x x 8 18,079
2,377 97,584 SH x x 10 97,584
2,143 87,915 SH x x 15 87,915
33 1,260 SH x x 21 1,260
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
82 3,360 SH x x 25 3,360
5,424 222,517 SH x 29 222,517
Charming Shoppes, Inc. Common Stocks 161133103 184 35,200 SH x x 8 35,200
3,344 640,850 SH x 29 640,850
Chase Manhattan Corp. Common Stocks 16161A108 4,589 89,900 SH x x 1 89,900
5,008 103,241 SH x x 4 103,241
2,808 60,789 SH x x 6 60,789
974 21,082 SH x x 8 21,082
120 2,600 SH x x 9 2,600
5,171 111,950 SH x x 15 111,950
13,731 279,350 SH x x 21 279,350
2,283 44,200 SH x x 23 44,200
2,969 64,275 SH x x 25 64,275
44,005 952,751 SH x 29 952,751
930 16,650 SH x x 38 16,650
Chateau Communities, Inc. Common Stocks 161726104 40 1,500 SH x 29 1,500
5 200 SH x x 35 200
Checkers Drive-In
Restaurants, Inc. Common Stocks 162809115 0 445 SH x 29 445
Checkpoint Systems, Inc. Common Stocks 162825103 15 2,000 SH x x 30 2,000
Cheesecake Factory, Inc.
(The) Common Stocks 163072101 373 7,500 SH x x 8 7,500
482 11,150 SH x 29 11,150
69 1,600 SH x x 30 1,600
Chelsea GCA Realty, Inc. Common Stocks 163262108 1,440 41,000 SH x x 8 41,000
3,850 109,600 SH x x 22 109,600
1,391 39,600 SH x 29 39,600
32 900 SH x x 30 900
26 800 SH x x 35 800
Chemed Corp. Common Stocks 163596109 827 26,000 SH x x 8 26,000
34 700 SH x x 23 700
684 21,500 SH x 29 21,500
ChemFirst, Inc. Common Stocks 16361A106 154 7,400 SH x 29 7,400
25 1,200 SH x x 30 1,200
Chesapeake Corp. Common Stocks 165159104 3 100 SH x x 21 100
362 18,800 SH x 29 18,800
23 1,200 SH x x 30 1,200
15 700 SH x x 35 700
Chesapeake Energy Corp. Common Stocks 165167107 51 7,100 SH x x 30 7,100
Chevron Corp. Common Stocks 166751107 1,620 19,000 SH x x 1 19,000
1,867 21,900 SH x x 6 21,900
3,836 45,000 SH x x 8 45,000
17,551 206,000 SH x x 9 206,000
12,887 140,100 SH x x 21 140,100
6,898 81,000 SH x x 23 81,000
3,349 39,280 SH x x 25 39,280
35,685 418,593 SH x 29 418,593
Chicos Fas, Inc. Common Stocks 168615102 27 800 SH x x 30 800
Children's Place Retail
Store Inc. (The) Common Stocks 168905107 26 1,000 SH x x 30 1,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Choice Hotels International,
Inc. Common Stocks 169905106 34 3,100 SH x x 30 3,100
Chiron Corp. Common Stocks 170040109 1,694 37,650 SH x x 6 37,650
1,112 23,400 SH x x 20 23,400
14 300 SH x x 21 300
1,102 24,494 SH x 29 24,494
302 6,700 SH x x 30 6,700
Chittenden Corp. Common Stocks 170228100 41 1,600 SH x x 30 1,600
ChoicePoint, Inc. New Common Stocks 170388102 4,323 94,700 SH x x 10 94,700
5,234 114,100 SH x 29 114,100
92 2,000 SH x x 30 2,000
Chris Craft Industries, Inc. Common Stocks 170520100 6 75 SH x x 16 75
918 10,519 SH x x 23 10,519
999 12,127 SH x 29 12,127
81 1,012 SH x x 35 1,012
Chubb Corp. (The) Common Stocks 171232101 8,111 97,400 SH x x 4 97,400
955 12,070 SH x x 25 12,070
13,578 171,600 SH x 29 171,600
Church and Dwight Co., Inc. Common Stocks 171340102 40 2,200 SH x x 30 2,200
CIENA Corp. Common Stocks 171779101 2,136 17,400 SH x x 6 17,400
3,205 24,800 SH x x 8 24,800
446 3,900 SH x x 9 3,900
5,647 46,000 SH x x 18 46,000
56,632 461,124 SH x 29 461,124
1,768 14,400 SH x x 30 14,400
11,216 84,400 SH x x 40 84,400
12,398 90,450 SH x x 41 90,450
Cincinnati Financial Corp. Common Stocks 172062101 635 18,100 SH x x 9 18,100
1,187 30,000 SH x x 21 30,000
82 2,300 SH x x 23 2,300
2,261 63,700 SH x 29 63,700
Cinergy Corp. Common Stocks 172474108 1,131 34,200 SH x x 9 34,200
1,366 41,320 SH x x 25 41,320
3,432 103,800 SH x 29 103,800
Circle International Group,
Inc. Common Stocks 172574105 27 900 SH x x 30 900
Circuit City Stores -
Circuit City Group Common Stocks 172737108 192 7,500 SH x x 21 7,500
106 4,600 SH x x 23 4,600
127 5,500 SH x x 25 5,500
715 31,100 SH x 29 31,100
Cirrus Logic, Inc. Common Stocks 172755100 4,128 102,400 SH x 29 102,400
295 7,300 SH x x 30 7,300
4,623 114,500 SH x x 42 114,500
Cisco Systems, Inc. Common Stocks 17275R102 33,431 553,970 SH x x 1 553,970
22,050 399,100 SH x x 6 399,100
14,043 241,868 SH x x 8 241,868
68,494 1,232,600 SH x x 9 1,232,600
7,149 129,400 SH x x 15 129,400
34,430 622,058 SH x x 21 622,058
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
6,169 96,600 SH x x 23 96,600
276,323 5,001,316 SH x 29 5,001,316
5,041 91,237 SH x x 37 91,237
4,426 64,500 SH x x 38 64,500
22,118 369,300 SH x x 40 369,300
65,194 1,064,700 SH x x 41 1,064,700
Citadel Communications Corp. Common Stocks 172853202 23 900 SH x x 23 900
36 2,100 SH x x 30 2,100
Cintas Corp. Common Stocks 172908105 344 7,900 SH x x 30 7,900
Citigroup, Inc. Common Stocks 172967101 24,624 427,565 SH x x 1 427,565
20,809 365,465 SH x x 4 365,465
22,544 417,003 SH x x 6 417,003
5,848 101,665 SH x x 8 101,665
49,752 919,038 SH x x 9 919,038
7,812 144,499 SH x x 15 144,499
63,219 1,099,031 SH x x 21 1,099,031
21,583 393,331 SH x x 23 393,331
12,888 238,394 SH x x 25 238,394
265,642 4,913,600 SH x 29 4,913,600
9,821 181,666 SH x x 37 181,666
3,627 62,133 SH x x 38 62,133
12,006 205,301 SH x x 40 205,301
Citizens Banking Corp. Common Stocks 174420109 23 1,000 SH x x 8 1,000
64 2,800 SH x x 30 2,800
Citizens Utilities Co.
Class B Common Stocks 177342201 37 2,700 SH x x 23 2,700
City National Corp. Common Stocks 178566105 2,605 67,500 SH x x 10 67,500
1,371 35,500 SH x x 18 35,500
46 1,200 SH x x 21 1,200
1,908 48,200 SH x x 23 48,200
5,886 152,400 SH x 29 152,400
84 2,200 SH x x 35 2,200
Claire's Stores, Inc. Common Stocks 179584107 2,513 139,600 SH x x 3 139,600
2,664 148,000 SH x 29 148,000
41 2,300 SH x x 30 2,300
Clarcor, Inc. Common Stocks 179895107 33 1,700 SH x x 30 1,700
Clarus Corp. Common Stocks 182707109 39 1,800 SH x x 23 1,800
82 3,600 SH x 29 3,600
46 2,000 SH x x 30 2,000
Clayton Homes, Inc. Common Stocks 184190106 157 14,400 SH x x 21 14,400
208 20,800 SH x 29 20,800
58 5,800 SH x x 30 5,800
Clear Channel
Communications, Inc. Common Stocks 184502102 4,669 80,432 SH x x 1 80,432
3,209 56,800 SH x x 6 56,800
57 1,000 SH x x 8 1,000
251 4,600 SH x x 9 4,600
4,574 80,960 SH x x 15 80,960
1,680 26,704 SH x x 21 26,704
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
531 9,400 SH x x 25 9,400
35,821 633,998 SH x 29 633,998
3,925 69,462 SH x x 37 69,462
Cleveland-Cliffs, Inc. Common Stocks 185896107 16 700 SH x x 23 700
Clorox Co. (The) Common Stocks 189054109 3,409 86,200 SH x x 9 86,200
3,616 91,400 SH x x 15 91,400
1,406 31,900 SH x x 21 31,900
91 2,300 SH x x 23 2,300
32 800 SH x x 25 800
12,177 307,800 SH x 29 307,800
Coachmen Industries, Inc. Common Stocks 189873102 600 57,500 SH x x 3 57,500
1,190 14,000 SH x 29 114,000
Coast Federal
Litigation Contigent Common Stocks 19034Q110 0 300 SH x 29 300
Coastal Corp. Common Stocks 190441105 2,789 35,100 SH x x 21 35,100
59 800 SH x x 23 800
15,514 209,300 SH x 29 209,300
4,688 58,400 SH x x 40 58,400
Coca-Cola Bottling
Co. Consolidated Common Stocks 191098102 1,958 47,600 SH x x 3 47,600
1,979 47,200 SH x 29 47,200
Coca-Cola Co. (The) Common Stocks 191216100 3,781 68,500 SH x x 9 68,500
1,862 30,550 SH x x 21 30,550
4,212 76,400 SH x x 23 76,400
662 12,000 SH x x 25 12,000
17,050 309,300 SH x 29 309,300
Coca-Cola Enterprises, Inc. Common Stocks 191219104 30 1,600 SH x x 21 1,600
22 1,400 SH x x 25 1,400
2,536 159,151 SH x 29 159,151
804 50,472 SH x x 37 50,472
Coca-Cola Femsa SA - ADR Common Stocks 191241108 1,475 70,750 SH x x 7 70,750
1,762 88,100 SH x 29 88,100
1,064 53,200 SH x x 32 53,200
Cognex Corp. Common Stocks 192422103 254 6,500 SH x x 23 6,500
268 6,800 SH x 29 6,800
177 4,500 SH x x 30 4,500
Cognos, Inc. Common Stocks 19244C109 3,042 75,000 SH x x 10 75,000
6,443 158,100 SH x 29 158,100
3,549 87,500 SH x x 42 87,500
Coherent, Inc. Common Stocks 192479103 577 5,638 SH x x 15 5,638
43 700 SH x x 23 700
1,160 17,054 SH x 29 17,054
68 1,000 SH x x 30 1,000
Cohu, Inc. Common Stocks 192576106 1,609 106,400 SH x x 3 106,400
1,657 108,200 SH x 29 108,200
17 1,100 SH x x 30 1,100
Coldwater Creek, Inc. Common Stocks 193068103 212 7,900 SH x x 23 7,900
278 10,300 SH x 29 10,300
Kenneth Cole Productions,
Inc. Class A Common Stocks 193294105 166 4,700 SH x x 23 4,700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
170 4,800 SH x 29 4,800
Colgate-Palmolive Co. Common Stocks 194162103 4,176 81,000 SH x x 1 81,000
4,963 99,500 SH x x 8 99,500
803 15,300 SH x x 21 15,300
3,018 63,300 SH x x 23 63,300
165 3,500 SH x x 25 3,500
3,875 82,100 SH x x 26 82,100
18,229 386,200 SH x 29 386,200
754 14,800 SH x x 38 14,800
Collins & Aikman Corp. Common Stocks 194830105 13 2,800 SH x x 30 2,800
Colonial BancGroup, Inc. Common Stocks 195493309 1,899 183,000 SH x x 3 183,000
173 14,900 SH x x 21 14,900
2,370 228,400 SH x 29 228,400
60 5,800 SH x x 30 5,800
Colonial Properties Trust Common Stocks 195872106 67 2,600 SH x 29 2,600
25 1,000 SH x x 35 1,000
COLT Telecom Group
PLC - ADR Common Stocks 196877104 2,326 21,100 SH x x 11 21,100
Columbia Energy Group Common Stocks 197648108 1,381 19,450 SH x x 9 19,450
1,896 26,700 SH x x 18 26,700
768 9,700 SH x x 21 9,700
3,380 47,600 SH x 29 47,600
Columbia/HCA
Healthcare Corp. Common Stocks 197677107 3,027 77,690 SH x x 4 77,690
794 20,100 SH x x 9 20,100
Columbia Sportswear Co. Common Stocks 198516106 636 14,000 SH x x 8 14,000
518 11,300 SH x 29 11,300
14 300 SH x x 30 300
Columbus McKinnon Corp. Common Stocks 199333105 11 800 SH x x 30 800
Comcast Corp. Special
Class A Common Stocks 200300200 4,270 104,300 SH x x 3 104,300
3,592 87,741 SH x x 6 87,741
14,662 357,500 SH x x 9 357,500
4,495 109,800 SH x x 15 109,800
7,215 161,900 SH x x 21 161,900
2,681 65,500 SH x x 25 65,500
4,172 101,900 SH x x 26 101,900
59,024 1,441,800 SH x 29 1,441,800
5,408 132,109 SH x x 37 132,109
Comdisco, Inc. Common Stocks 200336105 433 22,700 SH x x 8 22,700
284 13,300 SH x x 21 13,300
611 30,400 SH x x 23 30,400
1,841 96,600 SH x 29 96,600
128 6,700 SH x x 30 6,700
31 2,100 SH x x 35 2,100
Comerica, Inc. Common Stocks 200340107 2,115 36,200 SH x x 3 36,200
7,056 117,050 SH x x 21 117,050
8,181 140,000 SH x 29 140,000
Commerce Bancorp, Inc. Common Stocks 200519106 346 5,952 SH x x 8 5,952
237 4,079 SH x 29 4,079
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
192 3,300 SH x x 30 3,300
Commerce Bancshares, Inc. Common Stocks 200525103 363 9,870 SH x x 8 9,870
101 2,500 SH x x 21 2,500
1,040 25,500 SH x x 23 25,500
2,410 65,590 SH x x 26 65,590
6,010 163,269 SH x 29 163,269
151 4,100 SH x x 30 4,100
204 5,524 SH x x 35 5,524
Commerce Group, Inc. Common Stocks 200641108 709 24,500 SH x x 8 24,500
141 3,600 SH x x 23 3,600
645 22,300 SH x 29 22,300
43 1,500 SH x x 30 1,500
17 600 SH x x 35 600
Commercial Federal Corp. Common Stocks 201647104 182 9,500 SH x 29 9,500
Commercial Metals Co. Common Stocks 201723103 525 20,600 SH x x 8 20,600
849 33,300 SH x 29 33,300
23 900 SH x x 30 900
40 1,610 SH x x 35 1,610
Commercial Net Lease Realty Common Stocks 202218103 26 2,500 SH x 29 2,500
9 900 SH x x 35 900
Commonwealth Bancorp, Inc. Common Stocks 20268X102 263 18,100 SH x x 23 18,100
322 22,200 SH x 29 22,200
Commonwealth Telephone
Enterprises, Inc. Common Stocks 203349105 33 900 SH x x 30 900
CommScope, Inc. Common Stocks 203372107 110 3,400 SH x x 23 3,400
88 3,600 SH x 29 3,600
15 600 SH x x 30 600
Community Bank System, Inc. Common Stocks 203607106 1,377 53,100 SH x x 3 53,100
Community Trust Bancorp,
Inc. Common Stocks 204149108 5 340 SH x x 16 340
Companhia Brasileira de
Distribuicao Grupo Pao Preferred
de Acucar - ADR Stocks 20440T201 2,274 56,700 SH x x 7 56,700
3,306 88,900 SH x 29 88,900
238 6,400 SH x x 31 6,400
997 26,800 SH x x 32 26,800
1,268 30,100 SH x x 33 30,100
Companhia Paranaense de
Energia Preferred
Copel Class B - ADR Stocks 20441B407 249 28,000 SH x 29 28,000
437 43,400 SH x x 33 43,400
Companhia Anonima Nacional
Telefonos de Venezuela -
ADR Common Stocks 204421101 495 17,400 SH x x 7 17,400
Compania Cervecerias Unidas
SA - ADR Common Stocks 204429104 1,028 45,700 SH x x 25 45,700
1,653 73,470 SH x 29 73,470
70 3,100 SH x x 31 3,100
547 21,300 SH x x 33 21,300
Compania de Minas
Buenaventur Series B
- ADR Common Stocks 204448104 480 34,000 SH x x 7 34,000
1,140 80,700 SH x 29 80,700
97 6,900 SH x x 31 6,900
180 10,200 SH x x 33 10,200
Compania de
Telecomunicaciones de
Chile SA - ADR Common Stocks 204449300 1,532 88,159 SH x 29 88,159
302 17,369 SH x x 31 17,369
1,397 70,000 SH x x 33 70,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMPAQ Computer Corp. Common Stocks 204493100 9,610 325,200 SH x x 4 325,200
2,697 97,800 SH x x 6 97,800
6,378 219,900 SH x x 8 219,900
3,652 130,900 SH x x 9 130,900
3,615 118,200 SH x x 21 118,200
780 24,800 SH x x 23 24,800
2,074 75,200 SH x x 25 75,200
28,260 1,024,656 SH x 29 1,024,656
Compass Bancshares, Inc. Common Stocks 20449H109 306 14,000 SH x x 21 14,000
84 4,300 SH x x 23 4,300
835 42,800 SH x 29 42,800
160 8,200 SH x x 30 8,200
128 6,500 SH x x 35 6,500
Computer Associates
International, Inc. Common Stocks 204912109 7,042 259,000 SH x x 4 259,000
3,199 127,000 SH x x 15 127,000
11 400 SH x x 21 400
38 1,500 SH x x 23 1,500
17,403 690,950 SH x 29 690,950
Computer Sciences Corp. Common Stocks 205363104 5,472 73,700 SH x x 15 73,700
1,642 21,200 SH x x 21 21,200
97 1,300 SH x x 25 1,300
15,644 210,700 SH x 29 210,700
Compuware Corp. Common Stocks 205638109 52 6,500 SH x x 23 6,500
157 18,800 SH x 29 18,800
Comverse Technology, Inc. Common Stocks 205862402 4,765 42,200 SH x x 8 42,200
101 1,000 SH x x 9 1,000
2,528 23,500 SH x x 10 23,500
7,668 71,000 SH x 29 71,000
ConAgra, Inc. Common Stocks 205887102 4,032 200,949 SH x x 6 200,949
962 42,700 SH x x 21 42,700
754 37,600 SH x x 23 37,600
1,025 51,090 SH x x 25 51,090
4,877 243,072 SH x 29 243,072
10 492 SH x x 30 492
Computer Horizons Corp. Common Stocks 205908106 10 1,500 SH x x 30 1,500
Com21, Inc. Common Stocks 205937105 16 1,200 SH x x 30 1,200
Concord Camera Corp. New Common Stocks 206156101 77 3,000 SH x x 30 3,000
Concord Communications, Inc. Common Stocks 206186108 24 900 SH x x 30 900
Concord EFS, Inc. Common Stocks 206197105 1,760 49,500 SH x x 18 49,500
6,787 191,100 SH x 29 191,100
530 14,900 SH x x 30 14,900
4,772 134,200 SH x x 42 134,200
Conectiv, Inc. Common Stocks 206829103 883 49,400 SH x x 8 49,400
307 17,200 SH x x 23 17,200
2,520 141,000 SH x 29 141,000
197 11,600 SH x x 35 11,600
Conexant Systems, Inc. Common Stocks 207142100 2,020 48,300 SH x x 15 48,300
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
5,347 127,700 SH x 29 127,700
Conmed Corp. Common Stocks 207410101 10 700 SH x x 30 700
Conseco, Inc. Common Stocks 208464107 2,212 284,010 SH x x 4 284,010
2,837 360,200 SH x x 8 360,200
245 28,900 SH x x 21 28,900
122 13,100 SH x x 23 13,100
6,986 916,230 SH x 29 916,230
Consolidated Edison, Inc. Common Stocks 209115104 1,942 56,901 SH x x 6 56,901
1,652 43,400 SH x x 21 43,400
392 11,500 SH x x 25 11,500
3,710 108,711 SH x 29 108,711
Consolidated Products, Inc. Common Stocks 209798107 11 1,400 SH x x 30 1,400
Consolidated Stores Corp. Common Stocks 210149100 72 5,300 SH x 29 5,300
Continental Airlines, Inc.
Class B Common Stocks 210795308 4,237 93,100 SH x x 1 93,100
727 15,400 SH x x 23 15,400
11,219 246,900 SH x 29 246,900
Convergys Corp. Common Stocks 212485106 2,554 62,200 SH x x 8 62,200
47 1,200 SH x x 23 1,200
2,212 56,900 SH x 29 56,900
Cooper Cameron Corp. Common Stocks 216640102 2,824 38,400 SH x x 9 38,400
2,724 37,000 SH x x 10 37,000
55 500 SH x x 23 500
1,592 21,600 SH x 29 21,600
Cooper Companies, Inc. Common Stocks 216648402 913 25,800 SH x x 8 25,800
1,001 27,700 SH x x 23 27,700
1,960 55,400 SH x 29 55,400
Cooper Industries, Inc. Common Stocks 216669101 4,422 124,600 SH x x 9 124,600
124 2,600 SH x x 23 2,600
351 9,960 SH x x 25 9,960
1,620 45,950 SH x 29 45,950
Cooper Tire & Rubber Co. Common Stocks 216831107 755 73,100 SH x x 23 73,100
1,223 121,500 SH x x
Coors (Adolph) Co. Class B Common Stocks 217016104 841 12,000 SH x x 21 12,000
294 4,300 SH x x 23 4,300
6,477 102,500 SH x 29 102,500
69 1,100 SH x x 35 1,100
5,080 80,400 SH x x 42 80,400
Copart, Inc. Common Stocks 217204106 273 19,700 SH x x 23 19,700
268 19,300 SH x 29 19,300
74 5,300 SH x x 30 5,300
Cor Therapeutics, Inc. Common Stocks 217753102 2,561 41,500 SH x x 10 41,500
2,505 40,200 SH x x 18 40,200
5,889 94,500 SH x 29 94,500
75 1,200 SH x x 30 1,200
Corixa Corp. Common Stocks 21887F100 6,100 121,400 SH x 29 121,400
6,820 135,900 SH x x 42 135,900
Corn Products International,
Inc. Common Stocks 219023108 262 11,500 SH x 29 11,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
57 2,500 SH x x 30 2,500
64 2,800 SH x x 35 2,800
Cornerstone Realty Income
Trust, Inc. Common Stocks 21922V102 121 9,700 SH x x 23 9,700
139 13,100 SH x 29 13,100
12 1,100 SH x x 35 1,100
Corning, Inc. Common Stocks 219350105 4,258 18,000 SH x x 1 18,000
4,752 16,000 SH x x 6 16,000
12,376 39,700 SH x x 8 39,700
7,281 26,600 SH x x 9 26,600
10,990 36,700 SH x x 21 36,700
3,578 11,900 SH x x 23 11,900
110,584 372,336 SH x 29 372,336
10,859 36,562 SH x x 37 36,562
1,509 4,600 SH x x 38 4,600
8,917 27,700 SH x x 40 27,700
17,985 54,230 SH x x 41 54,230
CORUS Bankshares, Inc. Common Stocks 220873103 228 6,200 SH x x 23 6,200
534 14,800 SH x 29 14,800
25 700 SH x x 30 700
15 400 SH x x 35 400
Cost Plus, Inc. Common Stocks 221485105 90 3,000 SH x x 30 3,000
Countrywide Credit
Industries, Inc. Common Stocks 222372104 2,139 51,870 SH x x 8 51,870
815 21,600 SH x x 9 21,600
453 12,000 SH x 29 12,000
Cousins Properties, Inc. Common Stocks 222795106 3,101 72,000 SH x x 2 72,000
822 19,100 SH x x 8 19,100
1,524 35,400 SH x x 22 35,400
870 20,200 SH x 29 20,200
4 100 SH x x 30 100
Covance, Inc. Common Stocks 222816100 56 5,900 SH x x 21 5,900
123 15,000 SH x 29 15,000
48 5,900 SH x x 30 5,900
Coventry Health Care, Inc. Common Stocks 222862104 53 3,500 SH x x 30 3,500
36 2,200 SH x x 35 2,200
Cox Communications, Inc.
Class A Common Stocks 224044107 82 1,800 SH x x 1 1,800
892 21,000 SH x x 21 21,000
1,610 42,100 SH x 29 42,100
14 400 SH x x 38 400
Cox Radio, Inc. Class A Common Stocks 224051102 755 43,300 SH x x 8 43,300
361 13,770 SH x x 15 13,770
545 30,500 SH x x 23 30,500
1,981 113,604 SH x 29 113,604
30 1,700 SH x x 30 1,700
Crane Co. Common Stocks 224399105 433 17,000 SH x x 21 17,000
679 29,700 SH x 29 29,700
98 4,200 SH x x 35 4,200
Credence Systems Corp. Common Stocks 225302108 1,227 40,900 SH x x 6 40,900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,115 37,500 SH x x 10 37,500
684 21,600 SH x x 20 21,600
251 8,500 SH x x 23 8,500
2,667 88,900 SH x 29 88,900
Credit Acceptance Corp. Common Stocks 225310101 41 6,700 SH x x 35 6,700
Cree, Inc. Common Stocks 225447101 371 3,200 SH x x 23 3,200
570 4,900 SH x 29 4,900
395 3,400 SH x x 30 3,400
Crescent Real Estate
Equities, Inc. Common Stocks 225756105 6,924 310,300 SH x x 2 310,300
404 18,800 SH x x 9 18,800
1,071 43,000 SH x x 21 43,000
3,472 155,600 SH x x 22 155,600
794 33,345 SH x x 23 33,345
3,408 152,761 SH x 29 152,761
123 5,700 SH x x 35 5,700
Crescent Operating, Inc. Common Stocks 22575M100 31 26,300 SH x x 2 26,300
Cross Timbers Oil Co. Common Stocks 227573102 5,570 290,288 SH x x 3 290,288
2,255 111,300 SH x x 20 111,300
7,492 390,450 SH x 29 390,450
81 4,200 SH x x 30 4,200
12 600 SH x x 35 600
Crossmann Communities, Inc. Common Stocks 22764E109 303 15,600 SH x x 23 15,600
373 18,900 SH x 29 18,900
Crown Cork & Seal Co., Inc. Common Stocks 228255105 122 11,700 SH x x 35 11,700
7 700 SH x x 42 700
Cubic Corp. Common Stocks 229669106 93 3,900 SH x 29 3,900
50 2,000 SH x x 35 2,000
Cubist Pharmaceuticals, Inc. Common Stocks 229678107 965 17,600 SH x x 20 17,600
192 3,700 SH x x 23 3,700
1,031 19,800 SH x 29 19,800
182 3,500 SH x x 30 3,500
Cullen Frost Bankers, Inc. Common Stocks 229899109 894 27,500 SH x x 8 27,500
97 2,400 SH x x 23 2,400
3,068 94,407 SH x 29 94,407
111 3,400 SH x x 30 3,400
188 5,700 SH x x 35 5,700
Cummins Engine Co., Inc. Common Stocks 231021106 563 17,200 SH x x 23 17,200
714 23,837 SH x 29 23,837
166 5,000 SH x x 35 5,000
Cumulus Media, Inc. Class A Common Stocks 231082108 27 3,000 SH x x 23 3,000
CuraGen Corp. Common Stocks 23126R101 205 3,900 SH x x 23 3,900
181 3,400 SH x 29 3,400
154 2,900 SH x x 30 2,900
Curtiss-Wright Corp. Common Stocks 231561101 15 300 SH x x 23 300
Cymer, Inc. Common Stocks 232572107 938 29,000 SH x x 20 29,000
228 7,500 SH x x 23 7,500
1,080 35,200 SH x 29 35,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
110 3,600 SH x x 30 3,600
Cypress Semiconductor Corp. Common Stocks 232806109 730 17,600 SH x x 9 17,600
2,294 55,200 SH x x 15 55,200
1,218 29,300 SH x x 18 29,300
1,655 37,700 SH x x 20 37,700
3,886 93,500 SH x x 21 93,500
527 12,700 SH x x 23 12,700
10,345 248,900 SH x 29 248,900
324 7,800 SH x x 30 7,800
Cytec Industries, Inc. Common Stocks 232820100 789 23,600 SH x x 8 23,600
326 9,100 SH x x 23 9,100
1,525 45,600 SH x 29 45,600
90 2,700 SH x x 30 2,700
Cytyc Corp. Common Stocks 232946103 1,854 42,800 SH x x 6 42,800
514 7,886 SH x x 15 7,886
341 7,900 SH x x 23 7,900
1,315 30,500 SH x 29 30,500
100 2,300 SH x x 30 2,300
DPL, Inc. Common Stocks 233293109 937 31,500 SH x x 25 31,500
3,403 114,400 SH x 29 114,400
265 8,900 SH x x 30 8,900
DQE, Inc. Common Stocks 23329J104 3,631 90,500 SH x x 8 90,500
2,937 73,200 SH x 29 73,200
132 3,300 SH x x 30 3,300
D.R. Horton, Inc. Common Stocks 23331A109 3,932 223,886 SH x x 8 223,886
431 24,852 SH x x 23 24,852
3,921 228,137 SH x 29 228,137
61 3,570 SH x x 30 3,570
DST Systems, Inc. Common Stocks 233326107 4,183 35,600 SH x x 6 35,600
6,767 57,800 SH x x 10 57,800
4,256 34,300 SH x x 20 34,300
4,943 40,700 SH x x 21 40,700
1,185 9,700 SH x x 23 9,700
18,354 156,200 SH x 29 156,200
306 2,600 SH x x 30 2,600
280 2,500 SH x x 35 2,500
DSP Group, Inc. Common Stocks 23332B106 561 12,400 SH x x 7 12,400
561 14,300 SH x x 8 14,300
2,468 66,000 SH x x 10 66,000
180 4,800 SH x x 23 4,800
2,769 74,100 SH x 29 74,100
120 3,200 SH x x 30 3,200
DTE Energy Co. Common Stocks 233331107 5,041 132,500 SH x x 9 132,500
5,254 135,300 SH x x 21 135,300
1,633 42,700 SH x 29 42,700
DVI, Inc. Common Stocks 233343102 204 10,500 SH x x 8 10,500
115 5,900 SH x x 23 5,900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
389 20,000 SH x 29 20,000
Dain Rauscher Corp. Common Stocks 233856103 51 550 SH x x 8 550
600 6,300 SH x x 23 6,300
2,663 28,634 SH x 29 28,634
94 1,000 SH x x 35 1,000
Dal-Tile International, Inc. Common Stocks 23426R108 41 3,300 SH x x 30 3,300
Dallas Semiconductor Corp. Common Stocks 235204104 557 16,900 SH x x 23 16,900
618 18,800 SH x 29 18,800
201 6,100 SH x x 30 6,100
91 2,700 SH x x 35 2,700
Dana Corp. Common Stocks 235811106 1,985 91,200 SH x x 9 91,200
371 17,200 SH x x 23 17,200
2,632 122,400 SH x 29 122,400
Danaher Corp. Common Stocks 235851102 695 12,400 SH x x 21 12,400
1,189 23,900 SH x 29 23,900
Darden Restaurants, Inc. Common Stocks 237194105 2,764 132,800 SH x x 6 132,800
4,758 219,200 SH x x 21 219,200
433 17,900 SH x x 23 17,900
7,031 337,846 SH x 29 337,846
392 18,600 SH x x 35 18,600
Datascope Corp. Common Stocks 238113104 533 15,900 SH x x 8 15,900
428 12,800 SH x x 23 12,800
868 25,900 SH x 29 25,900
23 700 SH x x 30 700
Dayton Hudson Corp. Common Stocks 239753106 862 33,800 SH x x 9 33,800
Dean Foods Co. Common Stocks 242361103 1,782 53,600 SH x x 8 53,600
2,700 81,200 SH x 29 81,200
86 2,600 SH x x 30 2,600
Deere & Co. Common Stocks 244199105 1,148 31,300 SH x x 21 31,300
1,939 58,400 SH x x 23 58,400
668 20,100 SH x x 25 20,100
5,579 167,800 SH x 29 167,800
Delco Remy International,
Inc. Common Stocks 246626105 5 700 SH x 29 700
Dell Computer Corp. Common Stocks 247025109 4,192 126,400 SH x x 1 126,400
2,463 80,100 SH x x 6 80,100
19,440 637,000 SH x x 9 637,000
15,027 484,200 SH x x 21 484,200
1,171 30,200 SH x x 23 30,200
9,558 310,208 SH x 29 310,208
886 20,300 SH x x 38 20,300
Delphi Financial Group, Inc. Common Stocks 247131105 223 5,500 SH x x 23 5,500
765 18,900 SH x 29 18,900
31 800 SH x x 35 800
Delta and Pine Land Co. Common Stocks 247357106 315 11,900 SH x x 23 11,900
313 12,200 SH x 29 12,200
118 4,600 SH x x 30 4,600
Delta Air Lines, Inc. Common Stocks 247361108 1,602 36,100 SH x x 1 36,100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
4,885 103,620 SH x x 4 103,620
444 10,000 SH x x 9 10,000
7,664 166,300 SH x x 21 166,300
2,845 61,400 SH x x 23 61,400
16,146 363,858 SH x 29 363,858
Deltic Timber Corp. Common Stocks 247850100 14 800 SH x x 30 800
Deluxe Corp. Common Stocks 248019101 435 21,400 SH x 29 21,400
39 1,900 SH x x 35 1,900
Dendrite International, Inc. Common Stocks 248239105 3,282 122,400 SH x 29 122,400
51 1,900 SH x x 30 1,900
3,726 139,300 SH x x 42 139,300
DENTSPLY International, Inc. Common Stocks 249030107 559 16,000 SH x x 23 16,000
518 14,800 SH x x 25 14,800
412 11,800 SH x 29 11,800
Detroit Diesel Corp. Common Stocks 250837101 173 7,600 SH x 29 7,600
14 600 SH x x 30 600
49 2,140 SH x x 35 2,140
Developers Diversified
Reality Corp Common Stocks 251591103 49 2,515 SH x x 23 2,515
364 28,300 SH x 29 28,300
45 3,500 SH x x 30 3,500
26 2,000 SH x x 35 2,000
DeVry, Inc. Common Stocks 251893103 4,967 131,700 SH x x 10 131,700
5,922 157,400 SH x 29 157,400
139 3,700 SH x x 30 3,700
Dexter Corp. Common Stocks 252165105 104 1,400 SH x x 30 1,400
Diagnostic Products Corp. Common Stocks 252450101 595 11,100 SH x x 8 11,100
343 6,400 SH x x 23 6,400
552 10,300 SH x 29 10,300
38 700 SH x x 30 700
Dial Corp. Common Stocks 25247D101 41 3,500 SH x x 30 3,500
Diamond Offshore Drilling,
Inc. Common Stocks 25271C102 927 22,600 SH x x 18 22,600
1,132 27,600 SH x 29 27,600
Diamond Technology Partners.
Inc. Common Stocks 252762109 433 5,500 SH x x 8 5,500
1,913 26,000 SH x x 10 26,000
1,296 16,600 SH x x 20 16,600
316 4,300 SH x x 23 4,300
5,331 71,800 SH x 29 71,800
89 1,200 SH x x 30 1,200
Diebold, Inc. Common Stocks 253651103 1,235 46,500 SH x x 18 46,500
1,170 42,700 SH x x 23 42,700
2,510 94,500 SH x 29 94,500
128 4,800 SH x x 30 4,800
Digital Lightwave, Inc. Common Stocks 253855100 522 4,781 SH x x 15 4,781
130 1,800 SH x x 23 1,800
1,135 15,623 SH x 29 15,623
44 600 SH x x 30 600
Digital Microwave Corp. Common Stocks 253859102 134 8,000 SH x x 10 8,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Dime Community Bancorp, Inc. Common Stocks 253922108 230 9,300 SH x x 8 9,300
456 18,500 SH x x 23 18,500
1,205 48,700 SH x 29 48,700
22 900 SH x x 30 900
18 800 SH x x 35 800
Dillard's, Inc. Class A Common Stocks 254067101 22 2,100 SH x x 23 2,100
227 21,400 SH x 29 21,400
101 9,600 SH x x 35 9,600
Dime Bancorp, Inc. Common Stocks 25429Q102 4,571 210,100 SH x x 9 210,100
867 40,200 SH x x 18 40,200
245 10,100 SH x x 21 10,100
117 3,600 SH x x 23 3,600
1,684 78,100 SH x 29 78,100
140 6,500 SH x x 30 6,500
200 8,800 SH x x 35 8,800
Disney (Walt) Co. Common Stocks 254687106 2,178 49,100 SH x x 1 49,100
4,656 114,750 SH x x 4 114,750
12,856 336,100 SH x x 6 336,100
3,022 79,000 SH x x 15 79,000
22,175 547,750 SH x x 21 547,750
6,002 156,700 SH x x 23 156,700
3,708 96,940 SH x x 25 96,940
4,334 113,300 SH x x 26 113,300
65,823 1,720,853 SH x 29 1,720,853
350 9,000 SH x x 38 9,000
Distribucion y Servicio
D&S SA - ADR Common Stocks 254753106 2,472 138,250 SH x x 138,250
1,560 95,650 SH x 29 95,650
62 3,800 SH x x 31 3,800
479 25,400 SH x x 33 25,400
Documentum, Inc. Common Stocks 256159104 292 3,600 SH x x 23 3,600
106 1,300 SH x 29 1,300
146 1,800 SH x x 30 1,800
Dole Food Co., Inc. Common Stocks 256605106 1,208 80,500 SH x x 8 80,500
1,145 76,300 SH x 29 76,300
41 2,700 SH x x 30 2,700
Dollar Thrifty Automotive GroCommon Stocks 256743105 1,495 75,700 SH x x 8 75,700
568 27,200 SH x x 23 27,200
3,745 189,600 SH x 29 189,600
Dollar Tree Stores, Inc. Common Stocks 256747106 2,151 53,100 SH x x 18 53,100
327 8,100 SH x x 23 8,100
9,492 234,000 SH x 29 234,000
300 7,400 SH x x 30 7,400
3,202 73,200 SH x x 40 73,200
Donaldson Co., Inc. Common Stocks 257651109 664 30,200 SH x x 8 30,200
95 3,800 SH x x 21 3,800
53 1,600 SH x x 23 1,600
543 24,700 SH x 29 24,700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
53 2,400 SH x x 30 2,400
Donaldson, Lufkin &
Jenrette, Inc. Common Stocks 257661108 2,023 20,300 SH x x 21 20,300
3,103 34,700 SH x 29 34,700
Donnelley (R.R.) & Sons Co. Common Stocks 257867101 3,412 129,200 SH x x 21 129,200
89 2,400 SH x x 23 2,400
5,193 211,400 SH x 29 211,400
156 6,300 SH x x 35 6,300
Doral Financial Corp. Common Stocks 25811P100 299 18,500 SH x x 8 18,500
83 3,900 SH x x 23 3,900
497 30,700 SH x 29 30,700
31 1,900 SH x x 30 1,900
27 1,700 SH x x 35 1,700
DoubleClick, Inc. Common Stocks 258609304 149 4,900 SH x x 9 4,900
208 6,500 SH x x 21 6,500
38 1,200 SH x 29 1,200
Dover Corp. Common Stocks 260003108 8,763 186,700 SH x x 6 186,700
558 7,900 SH x x 8 7,900
529 10,100 SH x x 21 10,100
2,923 61,600 SH x x 23 61,600
404 8,600 SH x x 25 8,600
2,112 45,000 SH x x 26 45,000
11,716 249,604 SH x 29 249,604
Dover Downs Entertainment,
Inc. Common Stocks 260086103 9 700 SH x x 30 700
Dow Chemical Co. Common Stocks 260543103 4,692 176,570 SH x x 4 176,570
3,858 154,707 SH x x 6 154,707
2,883 115,600 SH x x 8 115,600
4,422 175,000 SH x x 9 175,000
251 8,700 SH x x 21 8,700
2,128 83,900 SH x x 23 83,900
1,352 54,210 SH x x 25 54,210
14,787 592,943 SH x 29 592,943
Dow Jones & Co., Inc. Common Stocks 260561105 5,039 78,700 SH x x 8 78,700
9 100 SH x x 21 100
490 8,100 SH x x 23 8,100
442 7,300 SH x x 25 7,300
4,114 68,000 SH x x 26 68,000
16,262 268,800 SH x 29 268,800
Downey Financial Corp. Common Stocks 261018105 1,302 32,955 SH x x 8 32,955
910 21,400 SH x x 23 21,400
2,710 68,595 SH x 29 68,595
59 1,500 SH x x 30 1,500
65 1,700 SH x x 35 1,700
Dress Barn, Inc. Common Stocks 261570105 416 19,800 SH x x 8 19,800
294 13,200 SH x x 23 13,200
755 35,959 SH x 29 35,959
Dreyers Grand Ice Cream, Inc.Common Stocks 261878102 59 2,600 SH x x 21 2,600
108 5,000 SH x 29 5,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
19 900 SH x x 30 900
Dril-Quip, Inc. Common Stocks 262037104 20 500 SH x x 30 500
DSET Corp. Common Stocks 262504103 4 700 SH x x 23 700
E.I. du Pont de Nemours Common Stocks 263534109 5,046 109,300 SH x x 21 109,300
2,431 58,669 SH x x 25 58,669
12,875 310,700 SH x 29 310,700
Duke Energy Corp. Common Stocks 264399106 4,039 47,100 SH x x 6 47,100
763 8,900 SH x x 23 8,900
515 6,000 SH x x 25 6,000
6,456 75,285 SH x 29 75,285
Duke-Weeks Realty Corp. Common Stocks 264411505 2,077 86,100 SH x x 2 86,100
1,520 63,000 SH x x 3 63,000
1,299 48,300 SH x x 21 48,300
7,726 320,255 SH x x 22 320,255
484 18,811 SH x x 23 18,811
3,612 149,725 SH x 29 149,725
182 8,076 SH x x 35 8,076
Dun & Bradstreet Corp. Common Stocks 26483B106 103 2,700 SH x x 21 2,700
1,166 33,870 SH x x 25 33,870
3,440 99,900 SH x 29 99,900
Dura Automotive Systems,
Inc. Common Stocks 265903104 251 27,800 SH x x 23 27,800
485 52,474 SH x 29 52,474
6 700 SH x x 30 700
16 1,778 SH x x 35 1,778
DuPont Photomasks, Inc. Common Stocks 26613X101 65 1,100 SH x 29 1,100
18 300 SH x x 30 300
Dura Pharmaceuticals, Inc. Common Stocks 26632S109 111 2,400 SH x x 23 2,400
106 3,000 SH x 29 3,000
99 2,800 SH x x 30 2,800
Dycom Industries, Inc. Common Stocks 267475101 1,120 26,900 SH x x 6 26,900
762 18,300 SH x x 8 18,300
1,131 26,850 SH x x 23 26,850
1,334 32,050 SH x 29 32,050
196 4,700 SH x x 30 4,700
ECI Telecom, Ltd. Common Stocks 268258100 227 7,402 SH x 29 7,402
123 4,023 SH x x 31 4,023
186 5,300 SH x x 33 5,300
EEX Corp. Common Stocks 26842V207 299 61,400 SH x x 8 61,400
179 36,800 SH x 29 36,800
EG&G, Inc. Common Stocks 268457108 20 200 SH x x 23 200
EMC Corp. Common Stocks 268648102 23,672 223,200 SH x x 1 223,200
1,650 16,648 SH x x 6 16,648
18,020 172,440 SH x x 8 172,440
20,011 203,300 SH x x 9 203,300
6,483 65,400 SH x x 21 65,400
2,489 25,300 SH x x 23 25,300
189,056 1,907,249 SH x 29 1,907,249
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
19,140 193,086 SH x x 37 193,086
2,352 24,000 SH x x 38 24,000
15,228 142,000 SH x x 40 142,000
29,543 263,500 SH x x 41 263,500
ENSCO International, Inc. Common Stocks 26874Q100 716 17,700 SH x x 20 17,700
1,766 43,600 SH x x 21 43,600
718 18,300 SH x x 23 18,300
10,989 287,300 SH x 29 287,300
230 6,000 SH x x 30 6,000
3,801 91,700 SH x x 40 91,700
ESS Technology, Inc. Common Stocks 269151106 13 900 SH x x 23 900
13 900 SH x 29 900
16 1,100 SH x x 35 1,100
E'town Corp. Common Stocks 269242103 40 600 SH x x 30 600
E*TRADE Group, Inc. Common Stocks 269246104 2,603 159,900 SH x x 9 159,900
265 16,100 SH x x 21 16,100
26 1,600 SH x 29 1,600
Eagle Geophysical, Inc. Common Stocks 269524104 0 1,048 SH x 29 1,048
Earthgrains Co. Common Stocks 270319106 94 5,100 SH x x 8 5,100
EastGroup Properties, Inc. Common Stocks 277276101 265 11,900 SH x x 8 11,900
532 22,600 SH x x 23 22,600
872 39,200 SH x 29 39,200
24 1,100 SH x x 30 1,100
4 200 SH x x 35 200
Eastman Chemical Co. Common Stocks 277432100 3,326 85,900 SH x x 21 85,900
545 13,500 SH x x 23 13,500
5,932 160,600 SH x 29 160,600
313 7,900 SH x x 35 7,900
Eastman Kodak Co. Common Stocks 277461109 16 400 SH x x 9 400
1,997 43,800 SH x x 21 43,800
756 18,500 SH x x 25 18,500
4,987 122,000 SH x 29 122,000
Eaton Corp. Common Stocks 278058102 5,418 87,700 SH x x 9 87,700
753 11,100 SH x x 21 11,100
113 1,700 SH x x 23 1,700
388 6,300 SH x x 25 6,300
3,519 57,100 SH x 29 57,100
Eaton Vance Corp. Common Stocks 278265103 2,880 53,600 SH x x 20 53,600
2,509 49,200 SH x 29 49,200
97 1,900 SH x x 30 1,900
eBay, Inc. Common Stocks 278642103 55 800 SH x x 1 800
612 8,900 SH x x 21 8,900
55 800 SH x 29 800
543 7,900 SH x x 30 7,900
EchoStar Communications
Corp. Class A Common Stocks 278762109 298 5,100 SH x x 21 5,100
485 9,200 SH x 29 9,200
Edison International Common Stocks 281020107 1,696 83,100 SH x x 21 83,100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,477 76,500 SH x 29 76,500
Education Management Corp.
New Common Stocks 28139T101 237 8,800 SH x x 23 8.800
224 8,300 SH x 29 8,300
32 1,200 SH x x 30 1,200
J.D. Edwards & Co. Common Stocks 281667105 74 2,400 SH x x 23 2,400
Edwards (A.G.), Inc. Common Stocks 281760108 1,318 25,200 SH x x 6 25,200
392 7,500 SH x x 8 7,500
3,380 65,100 SH x x 9 65,100
1,115 19,100 SH x x 21 19,100
2,509 46,500 SH x x 23 46,500
4,710 90,037 SH x 29 90,037
111 2,200 SH x x 35 2,200
El Paso Electric Co. Common Stocks 283677854 1,084 78,700 SH x x 8 78,700
571 38,600 SH x x 23 38,600
1,385 100,600 SH x 29 100,600
El Paso Energy Corp. Common Stocks 283905107 3,413 55,600 SH x x 9 55,600
3,340 54,200 SH x x 15 54,200
472 6,900 SH x x 21 6,900
49 800 SH x x 23 800
86 1,400 SH x x 25 1,400
26,067 423,000 SH x 29 423,000
3,148 47,200 SH x x 40 47,200
Elan Corp. PLC - ADR Common Stocks 284131208 7,900 144,300 SH x x 15 144,300
5,976 100,900 SH x x 19 100,900
26,690 487,497 SH x 29 487,497
1,359 24,817 SH x x 43 24,817
Elantec Semiconductor, Inc. Common Stocks 284155108 230 2,300 SH x x 30 2,300
Elcor Chemical Corp. Common Stocks 284443108 209 14,400 SH x x 23 14,400
212 14,600 SH x 29 14,600
15 1,000 SH x x 30 1,000
Electro Rent Corp. Common Stocks 285218103 280 22,200 SH x x 23 22,200
347 27,200 SH x 29 27,200
9 733 SH x x 35 733
Electro Scientific IndustriesCommon Stocks 285229100 30 800 SH x x 23 800
1,387 39,500 SH x 29 39,500
67 1,900 SH x x 30 1,900
Electroglas, Inc. Common Stocks 285324109 994 58,700 SH x x 3 58,700
126 7,400 SH x 29 7,400
19 1,100 SH x x 30 1,100
Electronic Arts, Inc. Common Stocks 285512109 2,963 60,000 SH x 29 60,000
3,319 67,300 SH x x 42 67,300
Electronic Data Systems
Corp. Common Stocks 285661104 2 52 SH x x 6 52
1,253 30,100 SH x x 9 30,100
9,934 231,200 SH x x 21 231,200
560 13,500 SH x x 23 13,500
461 11,100 SH x x 25 11,100
7,565 182,300 SH x 29 182,300
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Electronics for Imaging,
Inc. Common Stocks 286082102 31 800 SH x x 23 800
30 1,200 SH x x 30 1,200
Embratel Participacoes SA Preferred
- ADR Stocks 29081N100 2,610 141,069 SH x 29 141,069
223 12,034 SH x x 31 12,034
1,308 70,700 SH x x 32 70,700
1,418 67,051 SH x x 33 67,051
Embotelladora Andina SA
Series A - ADR Common Stocks 29081P204 872 55,700 SH x x 7 55,700
769 60,600 SH x 29 60,600
53 4,200 SH x x 31 4,200
535 36,500 SH x x 33 36,500
Embotelladora Andina SA
Series B - ADR Common Stocks 29081P303 1,021 98,400 SH x x 7 98,400
569 55,500 SH x 29 55,500
EMCORE Corp. Common Stocks 290846104 50 1,200 SH x x 30 1,200
EMCOR Group, Inc. Common Stocks 29084Q100 398 15,300 SH x x 8 15,300
369 14,200 SH x x 23 14,200
741 28,500 SH x 29 28,500
Emerson Electric Co. Common Stocks 291011104 1,849 27,600 SH x x 6 27,600
6,667 99,500 SH x x 15 99,500
4,353 58,300 SH x x 21 58,300
911 13,600 SH x x 23 13,600
1,219 18,200 SH x x 25 18,200
38,308 571,761 SH x 29 571,761
3,889 53,300 SH x x 40 53,300
Emisphere Technologies, Inc. Common Stocks 291345106 66 2,200 SH x x 30 2,200
Emmis Broadcasting Corp.
Class A Common Stocks 291525103 1,721 69,600 SH x x 10 69,600
15 600 SH x x 23 600
2,314 93,500 SH x 29 93,500
81 3,300 SH x x 30 3,300
Empresa Nacional de
Electricidad SA - ADR Common Stocks 29244T101 40 3,660 SH x 29 3,660
66 5,993 SH x x 31 5,993
Emulex Corp. Common Stocks 292475209 108 900 SH x x 23 900
355 2,900 SH x 29 2,900
Energen Corp. Common Stocks 29265N108 1,074 36,100 SH x x 8 36,100
145 4,800 SH x x 23 4,800
1,693 56,900 SH x 29 56,900
57 1,900 SH x x 30 1,900
139 4,500 SH x x 35 4,500
Energy East Corp. Common Stocks 29266M109 794 35,000 SH x x 21 35,000
763 32,000 SH x x 23 32,000
790 34,900 SH x 29 34,900
130 6,101 SH x x 35 6,101
Enersis SA - ADR Common Stocks 29274F104 414 20,497 SH x x 7 20,497
427 23,950 SH x 29 23,950
137 7,670 SH x x 31 7,670
450 22,600 SH x x 33 22,600
Engelhard Corp. Common Stocks 292845104 699 41,300 SH x x 23 41,300
3,804 234,100 SH x 29 234,100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
4 203 SH x x 35 203
Enhance Financial Services
Group, Inc. Common Stocks 293310108 164 12,600 SH x x 8 12,600
174 13,400 SH x x 23 13,400
211 16,200 SH x 29 16,200
25 1,900 SH x x 30 1,900
Ennis Business Forms, Inc. Common Stocks 293389102 1,910 252,512 SH x 29 252,512
Enron Corp. Common Stocks 293561106 9,482 103,700 SH x x 4 103,700
5,748 65,600 SH x x 15 65,600
2,164 24,700 SH x x 23 24,700
2,077 23,700 SH x x 25 23,700
63,533 725,050 SH x 29 725,050
5,591 58,400 SH x x 40 58,400
7,850 80,230 SH x x 41 80,230
Enron Oil & Gas Co. Common Stocks 293562104 41 1,100 SH x x 23 1,100
143 3,800 SH x x 35 3,800
Entergy Corp. Common Stocks 29364G103 3,438 87,720 SH x x 8 87,720
9,440 255,800 SH x x 9 255,800
282 6,800 SH x x 21 6,800
760 20,400 SH x x 23 20,400
5,540 148,730 SH x 29 148,730
Entertainment Properties
Trust Common Stocks 29380T105 239 22,500 SH x x 8 22,500
242 22,800 SH x 29 22,800
26 2,300 SH x x 35 2,300
EntreMed, Inc. Common Stocks 29382F103 22 800 SH x x 30 800
Entrust Technologies, Inc. Common Stocks 293848107 69 2,500 SH x 29 2,500
Enzon, Inc. Common Stocks 293904108 3,112 47,500 SH x x 10 47,500
704 7,084 SH x x 15 7,084
3,038 46,035 SH x 29 46,035
337 5,100 SH x x 30 5,100
Enzo Biochem, Inc. Common Stocks 294100102 472 6,461 SH x x 15 6,461
25 500 SH x x 23 500
1,035 21,335 SH x 29 21,335
Equifax, Inc. Common Stocks 294429105 213 7,900 SH x x 30 7,900
Equitable Resources, Inc. Common Stocks 294549100 134 1,400 SH x x 23 1,400
767 12,100 SH x 29 12,100
146 2,300 SH x x 30 2,300
183 2,900 SH x x 35 2,900
Equity Inns, Inc. Common Stocks 294703103 37 5,600 SH x 29 5,600
5 800 SH x x 35 800
Equity Office Properties
Trust Common Stocks 294741103 24,984 804,300 SH x x 2 804,300
192 6,300 SH x x 9 6,300
1,728 49,917 SH x x 21 49,917
16,806 541,035 SH x x 22 541,035
5,267 169,550 SH x 29 169,550
435 14,000 SH x x 30 14,000
20,793 669,400 SH x x 39 669,400
Equity Office Properties Preferred
Trust Series B Stocks 294741509 3,855 83,800 SH x x 14 83,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Equity Residential
Properties Trust Common Stocks 29476L107 15,264 318,000 SH x x 2 318,000
129 2,800 SH x x 9 2,800
262 4,900 SH x x 21 4,900
9,633 200,688 SH x x 22 200,688
403 8,400 SH x 29 8,400
374 7,800 SH x x 30 7,800
8,386 174,700 SH x x 39 174,700
Telefonaktiebolaget LM
Ericsson Class B - ADR Common Stocks 294821400 1,890 86,600 SH x x 17 86,600
3,427 195,500 SH x x 19 195,500
2,817 190,200 SH x 29 190,200
Erie Indemnity Co. Class A Common Stocks 29530P102 65 1,900 SH x x 21 1,900
767 24,700 SH x x 23 24,700
91 3,100 SH x 29 3,100
123 4,200 SH x x 30 4,200
9 300 SH x x 35 300
Essex Property Trust, Inc. Common Stocks 297178105 4,757 85,900 SH x x 2 85,900
41 746 SH x x 23 746
259 4,682 SH x 29 4,682
39 700 SH x x 35 700
10,782 194,700 SH x x 39 194,700
Esterline Corp. Common Stocks 297425100 425 21,600 SH x x 8 21,600
46 2,300 SH x x 23 2,300
725 36,800 SH x 29 36,800
20 1,000 SH x x 30 1,000
42 2,100 SH x x 35 2,100
Ethan Allen Interiors, Inc. Common Stocks 297602104 42 1,500 SH x x 30 1,500
Evergreen Resources, Inc. Common Stocks 299900308 21 600 SH x x 30 600
Exar Corp. Common Stocks 300645108 1,392 10,900 SH x x 8 10,900
560 3,076 SH x x 15 3,076
278 2,300 SH x x 23 2,300
3,565 29,463 SH x 29 29,463
133 1,100 SH x x 30 1,100
Excel Technology, Inc. Common Stocks 30067T103 620 12,820 SH x x 15 12,820
951 29,665 SH x 29 29,665
Exchange Applications, Inc. Common Stocks 300867108 - 0 SH x x 10
16 3,600 SH x x 30 3,600
Exodus Communications, Inc. Common Stocks 302088109 1,576 32,500 SH x x 9 32,500
1,404 28,400 SH x x 21 28,400
202 4,100 SH x 29 4,100
1,009 20,400 SH x x 30 20,400
Expeditors International of
Washington, Inc. Common Stocks 302130109 531 11,800 SH x x 8 11,800
1,472 32,700 SH x x 18 32,700
79 1,600 SH x x 21 1,600
437 9,700 SH x x 23 9,700
2,767 61,400 SH x 29 61,400
167 3,700 SH x x 30 3,700
48 1,096 SH x x 35 1,096
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Express Scripts, Inc. Class
A Common Stocks 302182100 43 600 SH x x 30 600
Extended Stay America, Inc. Common Stocks 30224P101 751 56,700 SH x x 8 56,700
568 42,900 SH x 29 42,900
57 4,300 SH x x 30 4,300
F&M National Corp. Common Stocks 302374103 193 7,900 SH x x 8 7,900
54 2,200 SH x x 23 2,200
284 11,606 SH x 29 11,606
37 1,500 SH x x 30 1,500
7 300 SH x x 35 300
FBL Financial Group, Inc.
Class A Common Stocks 30239F106 44 2,700 SH x x 8 2,700
FEI Co. Common Stocks 30241L109 406 12,336 SH x x 15 12,336
635 27,500 SH x x 20 27,500
1,318 60,776 SH x 29 60,776
39 1,800 SH x x 30 1,800
FMC Corp. Common Stocks 302491303 497 6,700 SH x x 21 6,700
175 2,600 SH x x 23 2,600
74 1,100 SH x x 25 1,100
1,838 27,400 SH x 29 27,400
68 1,000 SH x x 35 1,000
F.N.B. Corp. Common Stocks 302520101 49 2,305 SH x 29 2,305
32 1,500 SH x x 30 1,500
11 520 SH x x 35 520
FPL Group, Inc. Common Stocks 302571104 10,173 148,300 SH x x 4 148,300
1,144 17,393 SH x x 6 17,393
1,750 26,700 SH x x 9 26,700
3,228 44,500 SH x x 21 44,500
4,570 69,500 SH x x 26 69,500
27,546 418,955 SH x 29 418,955
FSI International, Inc. Common Stocks 302633102 34 1,600 SH x x 23 1,600
F.Y.I., Inc. Common Stocks 302712104 927 24,800 SH x x 8 24,800
435 11,600 SH x x 23 11,600
1,491 39,900 SH x 29 39,900
26 700 SH x x 30 700
FactSet Research Systems,
Inc. Common Stocks 303075105 478 12,700 SH x x 23 12,700
496 13,200 SH x 29 13,200
117 3,100 SH x x 30 3,100
Fair, Isaac and Co., Inc. Common Stocks 303250104 242 5,700 SH x x 23 5,700
307 7,200 SH x 29 7,200
Fairfield Communities, Inc. Common Stocks 304231301 288 27,100 SH x x 23 27,100
926 91,500 SH x 29 91,500
24 2,400 SH x x 30 2,400
160 15,655 SH x x 35 15,655
Family Dollar Stores, Inc. Common Stocks 307000109 44 2,300 SH x x 30 2,300
Federal Home Loan Mortgage
Corp. Common Stocks 313400301 3,462 59,500 SH x x 1 59,500
6,801 125,796 SH x x 6 125,796
8,358 154,900 SH x x 9 154,900
7,708 135,500 SH x x 21 135,500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,222 22,600 SH x x 23 22,600
822 15,200 SH x x 25 15,200
13,057 241,521 SH x 29 241,521
442 10,500 SH x x 38 10,500
Federal-Mogul Corp. Common Stocks 313549107 23 4,200 SH x x 30 4,200
Fannie Mae Common Stocks 313586109 837 10,400 SH x x 1 10,400
8,077 108,100 SH x x 4 108,100
2,910 40,700 SH x x 6 40,700
17,213 241,200 SH x x 9 241,200
3,089 43,200 SH x x 15 43,200
15,638 202,900 SH x x 21 202,900
6,345 90,100 SH x x 23 90,100
3,897 54,500 SH x x 25 54,500
4,862 68,000 SH x x 26 68,000
71,868 1,005,145 SH x 29 1,005,145
177 3,300 SH x x 38 3,300
Federal Realty Investment
Trust Common Stocks 313747206 31 1,631 SH x 29 1,631
19 1,000 SH x x 35 1,000
8,048 420,800 SH x x 39 420,800
Federated Department
Stores, Inc. Common Stocks 31410H101 2,142 82,000 SH x x 3 82,000
1,024 35,000 SH x x 8 35,000
1,468 56,200 SH x x 9 56,200
2,046 73,500 SH x x 21 73,500
424 15,600 SH x x 23 15,600
763 29,200 SH x x 25 29,200
6,693 256,200 SH x 29 256,200
Federated Investors, Inc.
Class B Common Stocks 314211103 1,311 50,400 SH x x 8 50,400
1,518 58,100 SH x x 20 58,100
486 19,600 SH x x 23 19,600
2,968 119,900 SH x 29 119,900
256 10,350 SH x x 30 10,350
FelCor Lodging Trust, Inc. Common Stocks 31430F101 2,852 121,800 SH x x 8 121,800
610 23,600 SH x x 21 23,600
412 16,794 SH x x 23 16,794
4,487 194,047 SH x 29 194,047
67 2,900 SH x x 30 2,900
Ferro Corp. Common Stocks 315405100 42 2,200 SH x x 30 2,200
Fidelity National
Financial, Inc. Common Stocks 316326107 313 12,670 SH x x 23 12,670
384 15,530 SH x 29 15,530
97 3,900 SH x x 30 3,900
Fifth Third Bancorp Common Stocks 316773100 48 900 SH x x 25 900
FileNet Corp. Common Stocks 316869106 1,738 90,500 SH x x 20 90,500
243 13,300 SH x x 23 13,300
1,873 103,000 SH x 29 103,000
22 1,200 SH x x 30 1,200
Financial Federal Corp. Common Stocks 317492106 92 3,800 SH x x 23 3,800
259 10,700 SH x 29 10,700
</TABLE>
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<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
12 500 SH x x 30 500
FINOVA Group, Inc. Common Stocks 317928109 106 13,000 SH x x 21 13,000
1,646 227,100 SH x 29 227,100
25 3,500 SH x x 30 3,500
21 3,400 SH x x 35 3,400
First American
Financial Corp. Common Stocks 318522307 94 3,000 SH x x 23 3,000
71 3,400 SH x x 30 3,400
First Bancorp. Common Stocks 318672102 71 3,200 SH x x 23 3,200
215 8,800 SH x 29 8,800
7 300 SH x x 35 300
First Charter Corp. Common Stocks 319439105 29 2,000 SH x x 30 2,000
First Citizens
BancShares, Inc. Common Stocks 31946M103 107 1,500 SH x x 23 1,500
301 4,200 SH x 29 4,200
29 400 SH x x 30 400
First Commonwealth
Financial Corp. Common Stocks 319829107 76 7,800 SH x x 8 7,800
52 5,400 SH x 29 5,400
38 3,900 SH x x 30 3,900
First Federal
Capital Corp. Common Stocks 319960100 185 15,200 SH x x 23 15,200
222 18,000 SH x 29 18,000
11 900 SH x x 30 900
First Data Corp. Common Stocks 319963104 2,699 69,100 SH x x 6 69,100
3,794 89,300 SH x x 8 89,300
2,049 47,100 SH x x 21 47,100
840 21,500 SH x x 23 21,500
496 12,700 SH x x 25 12,700
8,438 216,000 SH x 29 216,000
First Financial Bancorp Common Stocks 320209109 32 2,000 SH x x 30 2,000
First Financial
Bankshares, Inc. Common Stocks 32020R109 43 900 SH x x 23 900
First Financial
Holdings, Inc. Common Stocks 320239106 12 800 SH x x 30 800
First Industrial
Realty Trust, Inc. Common Stocks 32054K103 3,370 109,600 SH x x 2 109,600
1,891 61,500 SH x x 8 61,500
310 7,200 SH x x 23 7,200
2,835 92,200 SH x 29 92,200
34 1,100 SH x x 35 1,100
First Indiana Corp. Common Stocks 32054R108 113 3,000 SH x x 23 3,000
109 4,200 SH x 29 4,200
18 700 SH x x 30 700
First Midwest
Bancorp, Inc. Common Stocks 320867104 60 1,500 SH x x 23 1,500
61 2,300 SH x x 30 2,300
First Health
Group Corp. Common Stocks 320960107 2,942 91,400 SH x x 10 91,400
209 5,900 SH x x 21 5,900
427 12,700 SH x x 23 12,700
4,434 137,500 SH x 29 137,500
111 3,450 SH x x 30 3,450
First Security Corp. Common Stocks 336294103 400 22,000 SH x x 21 22,000
625 38,300 SH x 29 38,300
215 13,200 SH x x 30 13,200
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
First Tennessee National
Corp. Common Stocks 337162101 537 26,200 SH x x 9 26,200
93 4,200 SH x x 21 4,200
149 7,300 SH x x 23 7,300
544 26,600 SH x 29 26,600
147 7,200 SH x x 30 7,200
First Union Corp. Common Stocks 337358105 1,391 43,200 SH x x 8 43,200
6,850 212,800 SH x x 9 212,800
4,688 131,100 SH x x 21 131,100
1,204 37,400 SH x x 25 37,400
9,202 285,900 SH x 29 285,900
First Union Real Estate
Investment Common Stocks 337400105 0 50 SH x 29 50
First Virginia Banks, Inc. Common Stocks 337477103 132 3,100 SH x x 30 3,100
First Washington Realty
Trust, Inc. Common Stocks 337489504 18 700 SH x 29 700
8 300 SH x x 35 300
Firstar Corp. Common Stocks 33763V109 3,923 163,600 SH x x 21 163,600
58 2,600 SH x x 25 2,600
4,113 183,800 SH x 29 183,800
Fiserv, Inc. Common Stocks 337738108 6,299 105,200 SH x 29 105,200
671 11,200 SH x x 30 11,200
847 10,200 SH x x 40 10,200
FirstFed Financial Corp. Common Stocks 337907109 547 23,800 SH x x 8 23,800
906 38,300 SH x x 23 38,300
1,833 79,700 SH x 29 79,700
30 1,300 SH x x 30 1,300
222 9,700 SH x x 35 9,700
FirstMerit Corp. Common Stocks 337915102 41 1,800 SH x x 8 1,800
610 26,600 SH x 29 26,600
126 5,500 SH x x 30 5,500
123 5,320 SH x x 35 5,320
FirstEnergy Corp. Common Stocks 337932107 364 13,500 SH x x 8 13,500
7,181 248,200 SH x x 21 248,200
1,183 43,900 SH x x 25 43,900
10,888 404,200 SH x 29 404,200
Fleetwood Enterprises, Inc. Common Stocks 339099103 208 15,300 SH x x 23 15,300
282 20,800 SH x 29 20,800
26 1,900 SH x x 30 1,900
Fleming Cos., Inc. Common Stocks 339130106 683 49,500 SH x x 20 49,500
106 5,400 SH x x 23 5,400
782 59,900 SH x 29 59,900
110 7,850 SH x x 35 7,850
Florida Progress Corp. Common Stocks 341109106 636 10,800 SH x x 21 10,800
1,535 29,000 SH x x 23 29,000
154 2,900 SH x x 25 2,900
3,462 65,400 SH x 29 65,400
Florida Rock Industries,
Inc. Common Stocks 341140101 20 500 SH x x 30 500
Flow International Corp. Common Stocks 343468104 1,548 142,350 SH x 29 142,350
Flowers Industries, Inc. Common Stocks 343496105 135 6,900 SH x x 30 6,900
</TABLE>
53
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Flowserve Corp. Common Stocks 34354P105 202 11,100 SH x x 21 11,100
37 1,500 SH x x 23 1,500
482 29,315 SH x 29 29,315
36 2,200 SH x x 30 2,200
82 4,900 SH x x 35 4,900
Fluor Corp. Common Stocks 343861100 324 10,800 SH x x 8 10,800
1,206 36,000 SH x x 21 36,000
39 1,300 SH x x 25 1,300
3,280 109,326 SH x 29 109,326
130 4,200 SH x x 35 4,200
Fomento Economico Mexicano
SA de CV Series B - ADR Common Stocks 344419106 3,514 83,600 SH x x 7 83,600
2,870 73,600 SH x 29 73,600
433 11,100 SH x x 31 11,100
39 1,000 SH x x 32 1,000
261 4,440 SH x x 33 4,440
Footstar, Inc. Common Stocks 344912100 1,703 52,700 SH x x 8 52,700
1,444 44,700 SH x 29 44,700
42 1,300 SH x x 30 1,300
Ford Motor Co. Common Stocks 345370100 932 38,542 SH x x 23 38,542
Forest City Enterprises,
Inc. Class A Common Stocks 345550107 47 1,300 SH x x 30 1,300
Forest Labs, Inc. Common Stocks 345838106 3,716 32,400 SH x x 6 32,400
1,734 13,500 SH x x 8 13,500
3,037 26,800 SH x x 9 26,800
4,749 40,600 SH x x 21 40,600
20,405 177,919 SH x 29 177,919
700 6,100 SH x x 30 6,100
5,774 50,342 SH x x 37 50,342
Forest Oil Corp. Common Stocks 346091606 1,636 101,050 SH x 29 101,050
19 1,200 SH x x 30 1,200
Forrester Research, Inc. Common Stocks 346563109 599 9,600 SH x x 8 9,600
162 2,600 SH x x 23 2,600
1,262 19,800 SH x 29 19,800
44 700 SH x x 30 700
Fort James Corp. Common Stocks 347471104 761 24,900 SH x x 9 24,900
394 12,900 SH x x 25 12,900
2,690 88,000 SH x 29 88,000
Fortune Brands, Inc. Common Stocks 349631101 823 31,050 SH x x 6 31,050
482 18,200 SH x x 25 18,200
1,491 56,281 SH x 29 56,281
Fossil, Inc. Common Stocks 349882100 10 800 SH x x 30 800
Foster Wheeler Corp. Common Stocks 350244109 16 2,200 SH x x 30 2,200
Foundation Health Systems,
Inc. Common Stocks 350404109 1,052 57,890 SH x x 8 57,890
295 15,800 SH x x 21 15,800
285 17,000 SH x x 23 17,000
6,073 365,318 SH x 29 365,318
116 7,000 SH x x 30 7,000
130 7,400 SH x x 35 7,400
</TABLE>
54
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
4,073 245,000 SH x x 42 245,000
Four Seasons Hotels, Inc. Common Stocks 35100E104 16,826 229,898 SH x 29 229,898
5,373 73,418 SH x x 37 73,418
Fox Entertainment Group,
Inc. Class A Common Stocks 35138T107 691 27,000 SH x x 9 27,000
24 900 SH x 29 900
143 5,400 SH x x 30 5,400
Franchise Finance Corp. of
America Common Stocks 351807102 554 22,100 SH x x 21 22,100
1,994 88,600 SH x x 22 88,600
72 2,133 SH x x 23 2,133
1,691 75,162 SH x 29 75,162
101 4,600 SH x x 35 4,600
Franklin Electric Co., Inc. Common Stocks 353514102 14 200 SH x x 30 200
Franklin Resources, Inc. Common Stocks 354613101 5,238 118,700 SH x x 9 118,700
2,337 52,600 SH x x 15 52,600
527 10,700 SH x x 21 10,700
533 12,000 SH x x 23 12,000
702 15,800 SH x x 25 15,800
15,573 350,500 SH x 29 350,500
3,093 64,200 SH x x 40 64,200
Freedom Securities Corp. Common Stocks 35644K103 42 1,700 SH x x 23 1,700
30 1,200 SH x x 35 1,200
Freeport-McMoRan Copper &
Gold, Inc. Class A Common Stocks 35671D105 16 1,500 SH x x 21 1,500
21 2,500 SH x 29 2,500
Freeport-McMoRan Copper &
Gold, Inc. Class B Common Stocks 35671D857 78 8,100 SH x x 21 8,100
273 30,900 SH x x 23 30,900
466 52,900 SH x 29 52,900
Fremont General Corp. Common Stocks 357288109 105 30,500 SH x 29 30,500
Fresenius Medical Care AG
- ADR Common Stocks 358029106 2,139 71,601 SH x 29 71,601
Fritz Companies, Inc. Common Stocks 358846103 17 1,400 SH x x 30 1,400
Frontier Airlines, Inc. Common Stocks 359065109 19 1,000 SH x x 30 1,000
Fuller (H.B.) Co. Common Stocks 359694106 23 800 SH x x 30 800
28 900 SH x x 35 900
Fulton Financial Corp. Common Stocks 360271100 8 400 SH x x 8 400
193 8,750 SH x x 21 8,750
438 22,115 SH x 29 22,115
91 4,600 SH x x 30 4,600
22 1,045 SH x x 35 1,045
Furniture Brands
International, Inc. Common Stocks 360921100 1,800 108,800 SH x x 10 108,800
8 300 SH x x 21 300
40 1,600 SH x x 23 1,600
3 200 SH x 29 200
76 4,600 SH x x 30 4,600
50 3,200 SH x x 35 3,200
GATX Corp. Common Stocks 361448103 321 7,000 SH x x 21 7,000
691 16,500 SH x 29 16,500
103 2,400 SH x x 35 2,400
GBC Bancorp Common Stocks 361475106 204 6,000 SH x x 8 6,000
</TABLE>
55
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
817 22,900 SH x x 23 22,900
1,100 32,300 SH x 29 32,300
41 1,200 SH x x 30 1,200
41 1,300 SH x x 35 1,300
GPU, Inc. Common Stocks 36225X100 808 24,900 SH x x 9 24,900
656 19,300 SH x x 23 19,300
656 20,230 SH x x 25 20,230
3,208 98,900 SH x 29 98,900
Gables Residential Trust Common Stocks 362418105 1,414 52,000 SH x x 3 52,000
44 1,600 SH x 29 1,600
18 700 SH x x 35 700
Galileo International, Inc. Common Stocks 363547100 1,380 89,000 SH x x 8 89,000
3,705 238,400 SH x x 21 238,400
12 800 SH x x 23 800
2,545 164,200 SH x 29 164,200
47 3,000 SH x x 30 3,000
222 15,330 SH x x 35 15,330
Gallagher (Arthur J.) & Co. Common Stocks 363576109 432 6,200 SH x x 8 6,200
1,742 29,500 SH x x 10 29,500
3,128 52,900 SH x 29 52,900
106 1,800 SH x x 30 1,800
35 600 SH x x 35 600
Gannett Co., Inc. Common Stocks 364730101 1,712 32,300 SH x x 6 32,300
3,675 65,100 SH x x 8 65,100
5,801 110,000 SH x x 9 110,000
2,202 37,400 SH x x 21 37,400
905 16,600 SH x x 23 16,600
880 16,600 SH x x 25 16,600
10,144 191,403 SH x 29 191,403
Gap, Inc. Common Stocks 364760108 5,552 276,100 SH x x 9 276,100
326 16,200 SH x x 23 16,200
1,346 66,900 SH x 29 66,900
GaSonics International Corp. Common Stocks 367278108 17 1,400 SH x x 30 1,400
Gaylord Entertainment Co. Common Stocks 367905106 239 10,000 SH x 29 10,000
GelTex Pharmaceuticals, Inc. Common Stocks 368538104 3,745 80,000 SH x 29 80,000
23 500 SH x x 30 500
GenCorp, Inc. Common Stocks 368682100 582 71,600 SH x x 8 71,600
405 49,800 SH x 29 49,800
20 2,400 SH x x 30 2,400
Gener SA - ADR Common Stocks 368731105 1,694 129,700 SH x x 25 129,700
1,804 138,100 SH x 29 138,100
29 2,200 SH x x 31 2,200
141 9,600 SH x x 33 9,600
General Cable Corp. Common Stocks 369300108 197 26,100 SH x x 8 26,100
358 46,400 SH x x 23 46,400
361 47,800 SH x 29 47,800
14 1,800 SH x x 30 1,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
General Dynamics Corp. Common Stocks 369550108 3,329 53,000 SH x x 3 53,000
2,568 40,889 SH x x 6 40,889
314 4,600 SH x x 21 4,600
685 10,900 SH x x 23 10,900
25,673 408,727 SH x 29 408,727
6,304 100,357 SH x x 37 100,357
General Electric Co. Common Stocks 369604103 1,126 17,500 SH x x 1 17,500
8,870 143,400 SH x x 4 143,400
17,076 296,000 SH x x 6 296,000
36,574 601,140 SH x x 8 601,140
75,201 1,303,600 SH x x 9 1,303,600
6,259 108,500 SH x x 15 108,500
60,769 1,047,046 SH x x 21 1,047,046
24,477 424,300 SH x x 23 424,300
2,031 35,200 SH x x 25 35,200
11,566 200,500 SH x x 26 200,500
368,118 6,381,242 SH x 29 6,381,242
9,211 159,675 SH x x 37 159,675
19,167 307,000 SH x x 40 307,000
62,617 972,080 SH x x 41 972,080
General Growth Properties, InCommon Stocks 370021107 9,888 307,200 SH x x 2 307,200
100 2,800 SH x x 21 2,800
4,258 132,300 SH x x 22 132,300
164 5,100 SH x 29 5,100
9,618 298,800 SH x x 39 298,800
General Mills, Inc. Common Stocks 370334104 28 800 SH x x 23 800
394 11,100 SH x x 25 11,100
1,033 29,100 SH x 29 29,100
General Motors Corp. Common Stocks 370442105 12,217 177,770 SH x x 4 177,770
1,788 27,500 SH x x 8 27,500
14,424 221,600 SH x x 9 221,600
7,212 103,036 SH x x 21 103,036
5,370 78,400 SH x x 23 78,400
1,931 29,707 SH x x 25 29,707
34,739 534,449 SH x 29 534,449
General Motors Corp. Class H Common Stocks 370442832 492 13,243 SH x x 1 13,243
917 22,273 SH x x 21 22,273
1,094 29,427 SH x x 25 29,427
27,101 728,921 SH x 29 728,921
602 16,200 SH x x 30 16,200
3,068 82,518 SH x x 37 82,518
General Semiconductor, Inc. Common Stocks 370787103 214 17,500 SH x 23 17,500
336 27,600 SH x 29 27,600
63 5,200 SH x x 30 5,200
Genesco, Inc. Common Stocks 371532102 427 24,100 SH x x 23 24,100
464 27,400 SH x 29 27,400
20 1,200 SH x x 30 1,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Gentex Corp. Common Stocks 371901109 25 1,000 SH x x 23 1,000
70 2,800 SH x 29 2,800
Genlyte Group, Inc (The) Common Stocks 372302109 445 17,400 SH x x 23 17,400
624 24,400 SH x 29 24,400
23 900 SH x x 30 900
26 1,016 SH x x 35 1,016
Genome Therapeutics Corp. Common Stocks 372430108 42 2,100 SH x x 23 2,100
109 5,300 SH x 29 5,300
GenRad, Inc. Common Stocks 372447102 156 14,200 SH x x 8 14,200
18 1,600 SH x x 30 1,600
Gensia, Inc. Common Stocks 372450106 12 1,100 SH x x 23 1,100
Genuine Parts Co. Common Stocks 372460105 298 15,620 SH x x 25 15,620
2,536 133,030 SH x 29 133,030
Genzyme Corp. Common Stocks 372917104 1,855 27,200 SH x x 6 27,200
2,095 31,100 SH x x 9 31,100
822 11,000 SH x x 21 11,000
570 8,400 SH x x 23 8,400
2,330 34,168 SH x 29 34,168
232 3,400 SH x x 30 3,400
64 1,000 SH x x 35 1,000
Georgia Gulf Corp. Common Stocks 373200203 427 34,300 SH x x 23 34,300
534 46,700 SH x 29 46,700
22 1,900 SH x x 30 1,900
Georgia-Pacific Group Common Stocks 373298108 1,128 48,000 SH x x 3 48,000
1,547 62,270 SH x x 8 62,270
978 41,600 SH x x 9 41,600
2,245 92,500 SH x x 21 92,500
35 1,500 SH x x 23 1,500
5,005 212,960 SH x 29 212,960
Georgia-Pacific Corp.
(Timber Group) Common Stocks 373298702 4 100 SH x x 21 100
148 5,500 SH x x 23 5,500
403 15,000 SH x 29 15,000
24 900 SH x x 35 900
Gerber Scientific, Inc. Common Stocks 373730100 47 5,500 SH x 29 5,500
9 1,100 SH x x 30 1,100
10 1,100 SH x x 35 1,100
Getty Images, Inc. Common Stocks 374276103 381 8,327 SH x x 15 8,327
8 300 SH x x 23 300
919 30,200 SH x 29 30,200
Gibraltar Steel Corp. Common Stocks 37476F103 117 7,100 SH x 29 7,100
Gilead Sciences, Inc. Common Stocks 375558103 2,233 19,300 SH x x 20 19,300
395 3,200 SH x x 21 3,200
155 1,300 SH x x 23 1,300
3,126 28,500 SH x 29 28,500
119 1,213 SH x x 35 1,213
Gillette Co. (The) Common Stocks 375766102 12,312 399,800 SH x x 9 399,800
284 8,300 SH x x 21 8,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
417 13,500 SH x x 23 13,500
2,501 81,000 SH x 29 81,000
Gildan Activewear, Inc. Common Stocks 375916103 248 7,420 SH x x 13 7,420
286 8,560 SH x 29 8,560
P.H. Glatfelter Co. Common Stocks 377316104 1,273 99,800 SH x x 20 99,800
1,176 97,000 SH x 29 97,000
18 1,500 SH x x 30 1,500
22 1,800 SH x x 35 1,800
Glenayre Technologies, Inc. Common Stocks 377899109 72 4,400 SH x x 23 4,400
Glenborough Realty Trust,
Inc. Common Stocks 37803P105 70 2,571 SH x x 23 2,571
94 5,200 SH x 29 5,200
34 1,900 SH x x 30 1,900
17 1,000 SH x x 35 1,000
Glimcher Realty Trust Common Stocks 379302102 33 2,200 SH x 29 2,200
10 700 SH x x 35 700
Global Industries, Inc. Common Stocks 379336100 828 66,550 SH x x 18 66,550
964 77,100 SH x 29 77,100
49 3,900 SH x x 30 3,900
Global Marine, Inc. Common Stocks 379352404 4,108 1 33,065 SH x x 3 133,065
4,419 1 44,100 SH x x 9 144,100
471 10,143 SH x x 15 10,143
167 4,900 SH x x 23 4,900
4,935 1 59,828 SH x 29 159,828
324 10,500 SH x x 30 10,500
Globix Corp. Common Stocks 37957F101 26 1,100 SH x x 30 1,100
Globo Cabo SA - ADR Common Stocks 37957X102 471 35,200 SH x 29 35,200
464 34,700 SH x x 32 34,700
Gold Banc Corp., Inc. Common Stocks 379907108 8 1,600 SH x x 30 1,600
Golden State Bancorp, Inc. Common Stocks 381197102 1,865 75,780 SH x x 8 75,780
1,128 47,200 SH x x 23 47,200
3,132 1 32,577 SH x 29 132,577
140 5,900 SH x x 35 5,900
Golden West Financial Corp. Common Stocks 381317106 1,221 20,400 SH x x 21 20,400
3,378 63,000 SH x x 23 63,000
1,329 24,790 SH x x 25 24,790
9,328 1 73,940 SH x 29 173,940
2,045 35,300 SH x x 40 35,300
B.F. Goodrich Co. Common Stocks 382388106 2,935 74,624 SH x x 9 74,624
1,053 24,100 SH x x 21 24,100
672 16,600 SH x x 23 16,600
1,209 30,860 SH x x 25 30,860
5,479 1 39,810 SH x 29 139,810
62 1,500 SH x x 35 1,500
Goodyear Tire & Rubber Co. Common Stocks 382550101 43 2,400 SH x x 8 2,400
815 45,300 SH x x 9 45,300
350 18,400 SH x x 23 18,400
486 27,000 SH x 29 27,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Go2Net, Inc. Common Stocks 383486107 2,278 41,950 SH x x 18 41,950
2,659 49,000 SH x 29 49,000
73 1,350 SH x x 30 1,350
W.R. Grace & Co. Common Stocks 38388F108 762 110,800 SH x x 8 110,800
316 45,900 SH x x 23 45,900
1,186 172,445 SH x 29 172,445
5 700 SH x x 30 700
10 1,500 SH x x 35 1,500
Graco, Inc. Common Stocks 384109104 19 600 SH x x 23 600
Grainger (W.W.), Inc. Common Stocks 384802104 1,268 47,600 SH x x 9 47,600
76 2,900 SH x 29 2,900
Granite Construction, Inc. Common Stocks 387328107 141 5,800 SH x x 8 5,800
110 4,000 SH x x 21 4,000
1,049 43,246 SH x 29 43,246
29 1,200 SH x x 30 1,200
14 600 SH x x 35 600
Great Lakes, Inc. Common Stocks 390752103 151 8,700 SH x x 8 8,700
113 6,500 SH x 29 6,500
11 600 SH x x 35 600
Greater Bay Bancorp Common Stocks 391648102 483 6,500 SH x x 8 6,500
1,480 20,200 SH x x 20 20,200
1,014 14,600 SH x x 23 14,600
3,069 44,200 SH x 29 44,200
187 2,700 SH x x 30 2,700
Greenpoint Financial Corp. Common Stocks 395384100 4,049 134,290 SH x x 8 134,290
5,427 183,200 SH x x 9 183,200
375 11,400 SH x x 21 11,400
809 26,500 SH x x 23 26,500
5,005 168,930 SH x 29 168,930
175 5,900 SH x x 30 5,900
Greif Bros. Corp. Class A Common Stocks 397624107 131 3,200 SH x x 23 3,200
136 4,100 SH x 29 4,100
Grey Wolf, Inc. Common Stocks 397888108 988 171,800 SH x 29 171,800
Griffon Corp. Common Stocks 398433102 23 3,000 SH x 29 3,000
17 2,200 SH x x 30 2,200
8 1,100 SH x x 35 1,100
Group 1 Automotive, Inc. Common Stocks 398905109 60 5,500 SH x 29 5,500
3 300 SH x x 30 300
17 1,600 SH x x 35 1,600
Grupo Industrial Durango
SA - ADR Common Stocks 40048E109 125 17,250 SH x x 25 17,250
163 22,500 SH x 29 22,500
Grupo Television SA de
CV - GDR Common Stocks 40049J206 278 3,200 SH x x 19 3,200
6,548 113,501 SH x 29 113,501
855 14,825 SH x x 31 14,825
392 6,800 SH x x 32 6,800
2,067 32,000 SH x x 33 32,000
1,718 29,774 SH x x 43 29,774
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GTECH Holdings Corp. Common Stocks 400518106 915 52,500 SH x x 21 52,500
383 22,700 SH x x 23 22,700
1,413 85,300 SH x 29 85,300
13 800 SH x x 30 800
64 3,900 SH x x 35 3,900
Guess?, Inc. Common Stocks 401617105 485 40,800 SH x x 20 40,800
422 37,500 SH x 29 37,500
5 400 SH x x 30 400
Guidant Corp. Common Stocks 401698105 385 5,700 SH x x 9 5,700
8,143 115,191 SH x 29 115,191
2,712 38,373 SH x x 37 38,373
Guilford Pharmaceuticals,
Inc. Common Stocks 401829106 45 1,300 SH x x 23 1,300
9 400 SH x x 35 400
Guitar Center, Inc. Common Stocks 402040109 155 12,500 SH x x 23 12,500
154 12,500 SH x 29 12,500
17 1,400 SH x x 30 1,400
Gulf Indonesia Resources,
Ltd. Common Stocks 402284103 1,555 133,201 SH x x 7 133,201
755 69,401 SH x 29 69,401
HCC Insurance Holdings, Inc. Common Stocks 404132102 176 8,662 SH x 29 8,662
24 1,200 SH x x 35 1,200
HNC Software, Inc. Common Stocks 40425P107 28 500 SH x x 23 500
172 2,100 SH x 29 2,100
HRPT Properties Trust Common Stocks 40426W101 759 108,400 SH x x 8 108,400
88 12,500 SH x 29 12,500
HSB Group, Inc. Common Stocks 40428N109 56 1,400 SH x x 30 1,400
HS Resources, Inc. Common Stocks 404297103 1,135 32,000 SH x x 20 32,000
358 10,600 SH x x 23 10,600
3,593 106,850 SH x 29 106,850
34 1,000 SH x x 30 1,000
Haemonetics Corp. Common Stocks 405024100 66 2,600 SH x x 23 2,600
186 7,300 SH x 29 7,300
15 600 SH x x 30 600
7 300 SH x x 35 300
Hall, Kinion & Associates,
Inc. Common Stocks 406069104 14 500 SH x x 30 500
Halliburton Co. Common Stocks 406216101 742 13,600 SH x x 21 13,600
6,827 139,500 SH x 29 139,500
807 11,900 SH x x 40 11,900
Hamilton Bancorp, Inc. Common Stocks 407013101 364 21,500 SH x x 23 21,500
449 26,400 SH x 29 26,400
Hancock Holding Co. Common Stocks 410120109 84 1,800 SH x x 23 1,800
183 5,900 SH x 29 5,900
19 600 SH x x 30 600
Handleman Co. Common Stocks 410252100 319 25,800 SH x x 8 25,800
243 19,600 SH x x 23 19,600
694 56,100 SH x 29 56,100
Hanover Compressor Co. Common Stocks 410768105 1,080 32,800 SH x x 8 32,800
771 23,400 SH x 29 23,400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
125 3,800 SH x x 30 3,800
Harcourt General, Inc. Common Stocks 41163G101 625 10,600 SH x x 25 10,600
1,469 24,900 SH x 29 24,900
Harbor Florida Bancshares,
Inc. Common Stocks 411901101 214 17,700 SH x x 8 17,700
432 35,800 SH x 29 35,800
16 1,300 SH x x 30 1,300
20 1,700 SH x x 35 1,700
Harland (John H.) Co. Common Stocks 412693103 452 29,500 SH x x 8 29,500
221 14,400 SH x x 23 14,400
2,619 171,050 SH x 29 171,050
32 2,100 SH x x 30 2,100
46 3,100 SH x x 35 3,100
Harley-Davidson, Inc. Common Stocks 412822108 6,138 121,800 SH x x 8 121,800
7 100 SH x x 21 100
5,396 112,700 SH x 29 112,700
Harman International
Industries, Inc. Common Stocks 413086109 301 7,000 SH x x 23 7,000
465 11,900 SH x 29 11,900
86 2,200 SH x x 30 2,200
107 2,800 SH x x 35 2,800
Harmonic Lightwaves, Inc. Common Stocks 413160102 28 1,200 SH x x 23 1,200
84 3,500 SH x 29 3,500
Harrah's Entertainment, Inc. Common Stocks 413619107 944 30,800 SH x x 21 30,800
513 18,800 SH x x 23 18,800
316 11,500 SH x x 25 11,500
3,544 128,871 SH x 29 128,871
65 2,600 SH x x 35 2,600
Harris Corp. Common Stocks 413875105 2,346 82,500 SH x x 8 82,500
182 6,400 SH x x 23 6,400
2,284 80,300 SH x 29 80,300
114 4,000 SH x x 30 4,000
Harsco Corp. Common Stocks 415864107 816 37,000 SH x x 8 37,000
223 9,100 SH x x 21 9,100
20 600 SH x x 23 600
1,655 75,000 SH x 29 75,000
53 2,400 SH x x 30 2,400
68 3,113 SH x x 35 3,113
Harte Hanks Communications Common Stocks 416196103 2,916 107,000 SH x x 3 107,000
2,943 108,000 SH x 29 108,000
79 2,900 SH x x 30 2,900
Hartford Financial Services
Group, Inc. (The) Common Stocks 416515104 13,613 176,270 SH x x 4 176,270
5,263 71,900 SH x x 9 71,900
2,154 26,500 SH x x 21 26,500
1,189 16,300 SH x x 25 16,300
31,217 428,000 SH x 29 428,000
3,267 41,300 SH x x 40 41,300
Hasbro, Inc. Common Stocks 418056107 2,029 177,800 SH x x 9 177,800
223 17,500 SH x x 21 17,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
24 1,400 SH x x 23 1,400
795 69,500 SH x 29 69,500
102 9,100 SH x x 35 9,100
Haverty Furniture Co., Inc. Common Stocks 419596101 240 21,900 SH x x 8 21,900
183 16,800 SH x x 23 16,800
476 43,500 SH x 29 43,500
12 1,100 SH x x 30 1,100
32 3,200 SH x x 35 3,200
Hawaiian Electric
Industries, Inc. Common Stocks 419870100 2,148 61,600 SH x x 8 61,600
2,879 78,200 SH x x 20 78,200
184 5,000 SH x x 23 5,000
4,551 130,500 SH x 29 130,500
80 2,300 SH x x 30 2,300
Hayes Lemmerz International,
Inc. Common Stocks 420781106 8 700 SH x 29 700
12 1,100 SH x x 30 1,100
Health Care Property
Investors, Inc. Common Stocks 421915109 15,760 532,000 SH x x 2 532,000
HEALTHSOUTH Corp. Common Stocks 421924101 5,119 630,000 SH x x 8 630,000
493 57,100 SH x x 21 57,100
5,553 683,500 SH x 29 683,500
157 16,500 SH x x 35 16,500
Health Management Associates
Class A Common Stocks 421933102 880 42,300 SH x x 18 42,300
1,249 58,500 SH x x 23 58,500
2,572 123,600 SH x 29 123,600
Healthcare Realty Trust,
Inc. Common Stocks 421946104 51 2,400 SH x x 30 2,400
24 1,170 SH x x 35 1,170
Health Care REIT, Inc. Common Stocks 42217K106 45 2,460 SH x x 23 2,460
36 2,000 SH x 29 2,000
36 2,000 SH x x 30 2,000
11 600 SH x x 35 600
Hearst-Argyle Television,
Inc. Common Stocks 422317107 1,988 99,400 SH x x 3 99,400
2,222 111,100 SH x 29 111,100
Heartland Express, Inc. Common Stocks 422347104 31 1,200 SH x x 23 1,200
12 700 SH x x 30 700
Heftel Broadcasting Corp.
Class A Common Stocks 422799106 15 600 SH x x 23 600
Heinz (H.J.) Co. Common Stocks 423074103 7,800 199,500 SH x x 4 199,500
4,168 112,200 SH x x 9 112,200
1,887 45,600 SH x x 21 45,600
424 11,450 SH x x 25 11,450
14,388 388,200 SH x 29 88,200
Helix Technology Corp. Common Stocks 423319102 42 1,400 SH x x 30 1,400
Hellenic Telecommunication
Organization SA - ADR Common Stocks 423325307 102 8,600 SH x x 7 8,600
4,154 449,090 SH x x 24 449,090
426 46,000 SH x x 25 46,000
4,163 450,082 SH x 29 50,082
Heller Financial, Inc.
Class A Common Stocks 423328103 2,737 95,810 SH x x 8 95,810
32 1,100 SH x x 23 1,100
2,589 90,630 SH x 29 90,630
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
63 2,200 SH x x 30 2,200
37 1,300 SH x x 35 1,300
Helmerich & Payne, Inc. Common Stocks 423452101 3,324 92,000 SH x x 8 92,000
3,172 88,000 SH x x 10 88,000
515 12,800 SH x x 21 12,800
56 1,600 SH x x 23 1,600
8,972 248,347 SH x 29 248,347
126 3,500 SH x x 30 3,500
141 4,100 SH x x 35 4,100
Jack Henry & Assocociates,
Inc. Common Stocks 426281101 3,074 70,800 SH x x 10 70,800
170 3,900 SH x x 23 3,900
3,839 88,500 SH x 29 88,500
82 1,900 SH x x 30 1,900
Hertz Corp. Class A Common Stocks 428040109 292 8,200 SH x x 21 8,200
289 9,100 SH x x 23 9,100
616 19,400 SH x 29 19,400
Hewlett-Packard Co. Common Stocks 428236103 1,940 20,000 SH x x 6 20,000
8,740 85,400 SH x x 8 85,400
5,480 56,600 SH x x 9 56,600
5,032 46,525 SH x x 21 46,525
6,529 64,200 SH x x 23 64,200
3,094 31,900 SH x x 25 31,900
26,432 272,380 SH x 29 272,380
Hexcel Corp. Common Stocks 428291108 420 31,400 SH x 29 31,400
15 1,100 SH x x 30 1,100
50 3,900 SH x x 35 3,900
Hibernia Corp. Class A Common Stocks 428656102 206 16,800 SH x x 8 16,800
694 55,700 SH x x 9 55,700
433 31,900 SH x x 21 31,900
1,060 82,400 SH x x 23 82,400
3,285 268,200 SH x 29 268,200
131 10,700 SH x x 30 10,700
100 7,800 SH x x 35 7,800
Hickory Tech Corp. Common Stocks 429060106 398 18,200 SH x x 23 18,200
352 15,800 SH x 29 15,800
Highwoods Properties, Inc. Common Stocks 431284108 1,814 76,800 SH x x 2 76,800
2,575 109,000 SH x x 22 109,000
19 800 SH x x 23 800
71 3,011 SH x 29 3,011
41 1,800 SH x x 35 1,800
3,889 164,600 SH x x 39 164,600
Hilb, Rogal & Hamilton Co. Common Stocks 431294107 33 800 SH x x 30 800
Hillenbrand Industries, Inc. Common Stocks 431573104 47 800 SH x x 23 800
45 1,000 SH x x 25 1,000
134 3,000 SH x x 30 3,000
Hilton Hotels Corp. Common Stocks 432848109 117 6,700 SH x x 23 6,700
Hollinger International,
Inc. Class A Common Stocks 435569108 50 3,000 SH x x 23 3,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Hollywood Entertainment
Corp. Common Stocks 436141105 505 67,900 SH x 29 67,900
19 2,500 SH x x 30 2,500
81 11,400 SH x x 35 11,400
Hollywood Park, Inc. Common Stocks 436255103 15 700 SH x x 23 700
Home Depot, Inc. (The) Common Stocks 437076102 27,123 479,600 SH x x 1 479,600
6,376 120,161 SH x x 6 120,161
12,918 242,300 SH x x 9 242,300
5,800 109,000 SH x x 21 109,000
6,147 117,500 SH x x 23 117,500
88,480 1,667,462 SH x 29 1,667,462
8,463 159,495 SH x x 37 159,495
2,518 52,400 SH x x 38 52,400
3,638 63,300 SH x x 40 63,300
Home Properties of New York,
Inc. Common Stocks 437306103 20 700 SH x x 35 700
HON Industries, Inc. Common Stocks 438092108 128 5,200 SH x x 8 5,200
81 3,300 SH x x 30 3,300
Hooper Holmes, Inc. Common Stocks 439104100 452 47,500 SH x 29 47,500
36 3,800 SH x x 30 3,800
Horace Mann Educators Corp. Common Stocks 440327104 39 2,400 SH x x 30 2,400
Horizon Offshore, Inc. Common Stocks 44043J105 26 1,500 SH x 29 1,500
10 600 SH x x 35 600
Hormel Foods Corp. Common Stocks 440452100 1,999 119,800 SH x x 8 119,800
3,052 182,900 SH x x 21 182,900
186 10,700 SH x x 23 10,700
2,804 168,000 SH x 29 168,000
86 5,400 SH x x 35 5,400
Hospitality Properties Trust Common Stocks 44106M102 1,407 60,200 SH x x 8 60,200
5,472 234,100 SH x x 22 234,100
356 13,845 SH x x 23 13,845
1,735 74,229 SH x 29 74,229
29 1,300 SH x x 35 1,300
Hot Topic, Inc. Common Stocks 441339108 16 500 SH x x 23 500
102 3,400 SH x 29 3,400
28 900 SH x x 35 900
Houghton Mifflin Co. Common Stocks 441560109 20 400 SH x x 21 400
51 1,300 SH x 29 1,300
75 1,900 SH x x 30 1,900
Household International,
Inc. Common Stocks 441815107 147 2,200 SH x x 1 2,200
1,908 33,700 SH x x 6 33,700
595 10,500 SH x x 9 10,500
6,076 96,800 SH x x 21 96,800
1,240 21,900 SH x x 23 21,900
1,217 21,500 SH x x 25 21,500
22,322 394,209 SH x 29 394,209
4,610 75,100 SH x x 40 75,100
Houston Exploration Co. (The)Common Stocks 442120101 35 1,400 SH x 29 1,400
13 500 SH x x 30 500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
25 1,000 SH x x 35 1,000
Huaneng Power International,
Inc. Series N - ADR Common Stocks 443304100 80 5,000 SH x 29 5,000
88 5,000 SH x x 33 5,000
Hubbell, Inc. Class B Common Stocks 443510201 614 24,500 SH x x 3 24,500
840 33,500 SH x x 8 33,500
2,892 115,400 SH x 29 115,400
98 3,900 SH x x 30 3,900
Hughes Supply, Inc. Common Stocks 444482103 394 20,100 SH x x 8 20,100
304 15,600 SH x x 23 15,600
583 29,700 SH x 29 29,700
33 1,700 SH x x 30 1,700
Humana, Inc. Common Stocks 444859102 731 63,170 SH x x 8 63,170
233 19,500 SH x x 21 19,500
600 55,787 SH x 29 55,787
Human Genome Sciences, Inc. Common Stocks 444903108 180 1,000 SH x x 1 1,000
1,958 11,400 SH x x 9 11,400
9,920 57,300 SH x 29 57,300
311 1,800 SH x x 30 1,800
3,437 18,300 SH x x 40 18,300
2,768 16,000 SH x x 42 16,000
Hunt (JB) Transportation
Services, Inc. Common Stocks 445658107 352 24,900 SH x x 21 24,900
719 56,400 SH x 29 56,400
13 1,000 SH x x 30 1,000
33 2,600 SH x x 35 2,600
Huntington Bancshares, Inc. Common Stocks 446150104 702 47,800 SH x x 9 47,800
71 4,800 SH x x 23 4,800
68 4,600 SH x 29 4,600
Hutchinson Technology, Inc. Common Stocks 448407106 413 19,600 SH x 29 19,600
25 1,200 SH x x 30 1,200
90 4,100 SH x x 35 4,100
ICN Pharmaceuticals, Inc. Common Stocks 448924100 140 4,200 SH x x 8 4,200
106 2,900 SH x x 23 2,900
180 5,400 SH x x 30 5,400
7 200 SH x x 35 200
Hyperion Solutions Corp. Common Stocks 44914M104 204 8,000 SH x x 23 8,000
323 12,500 SH x 29 12,500
49 1,900 SH x x 30 1,900
IBP, Inc. Common Stocks 449223106 4,849 258,270 SH x x 8 258,270
6,710 361,900 SH x x 21 361,900
163 8,600 SH x x 23 8,600
317 17,300 SH x x 25 17,300
9,388 512,660 SH x 29 512,660
104 5,700 SH x x 30 5,700
209 9,800 SH x x 35 9,800
ICOS Corp. Common Stocks 449295104 1,008 18,400 SH x x 21 18,400
57 1,100 SH x x 23 1,100
417 7,700 SH x 29 7,700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
135 2,500 SH x x 30 2,500
IDEC Pharmaceuticals Corp. Common Stocks 449370105 5,056 29,000 SH x x 10 29,000
1,684 9,100 SH x x 20 9,100
118 700 SH x x 23 700
8,733 49,800 SH x 29 49,800
386 2,200 SH x x 30 2,200
IHOP Corp. Common Stocks 449623107 77 4,020 SH x x 8 4,020
19 1,000 SH x x 23 1,000
23 1,200 SH x x 30 1,200
IMC Global, Inc. Common Stocks 449669100 883 56,900 SH x x 21 56,900
1,199 82,700 SH x 29 82,700
124 8,800 SH x x 35 8,800
IMS Health, Inc. Common Stocks 449934108 1,007 43,600 SH x x 21 43,600
1,583 76,300 SH x 29 76,300
IRT Property Co. Common Stocks 450058102 238 27,200 SH x x 8 27,200
141 16,100 SH x 29 16,100
7 900 SH x x 35 900
ISS Group, Inc. Common Stocks 450306105 106 1,500 SH x x 10 1,500
21 300 SH x x 23 300
ITT Educational Services,
Inc. Common Stocks 45068B109 203 7,500 SH x x 23 7,500
168 6,200 SH x 29 6,200
22 800 SH x x 30 800
ITT Industries, Inc. Common Stocks 450911102 3,315 100,210 SH x x 8 100,210
1,267 39,100 SH x x 9 39,100
945 26,100 SH x x 21 26,100
216 5,400 SH x x 23 5,400
6,007 185,200 SH x 29 185,200
352 10,900 SH x x 35 10,900
Idacorp, Inc. Common Stocks 451107106 3,594 77,700 SH x x 8 77,700
1,902 39,400 SH x x 23 39,400
3,362 72,700 SH x 29 72,700
125 2,700 SH x x 30 2,700
IDEX Corp. Common Stocks 45167R104 38 900 SH x x 23 900
50 1,800 SH x x 30 1,800
IDEXX Laboratories, Inc. Common Stocks 45168D104 1,761 66,200 SH x x 23 66,200
2,006 75,000 SH x 29 75,000
59 2,200 SH x x 30 2,200
Ikon Office Solutions, Inc. Common Stocks 451713101 75 17,500 SH x x 21 17,500
128 32,600 SH x 29 32,600
Identix, Inc. Common Stocks 451906101 18 1,500 SH x x 30 1,500
ILEX Oncology, Inc. Common Stocks 451923106 39 1,300 SH x x 30 1,300
Illinois Tool Works, Inc. Common Stocks 452308109 1,404 25,126 SH x x 6 25,126
1,296 23,200 SH x x 9 23,200
305 4,900 SH x x 21 4,900
374 6,700 SH x x 23 6,700
2,381 42,621 SH x 29 42,621
Imation Corp. Common Stocks 45245A107 423 21,900 SH x x 23 21,900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
441 23,700 SH x 29 23,700
39 2,100 SH x x 30 2,100
31 1,600 SH x x 35 1,600
Imax Corp. Common Stocks 45245E109 143 8,500 SH x x 13 8,500
166 9,800 SH x 29 9,800
Imclone Systems, Inc. Common Stocks 45245W109 23 200 SH x x 23 200
117 1,000 SH x 29 1,000
351 3,000 SH x x 30 3,000
Immunex Corp. Common Stocks 452528102 1,657 37,900 SH x x 21 37,900
291 6,700 SH x 29 6,700
Imperial Bancorp Common Stocks 452556103 1,970 103,000 SH x x 8 103,000
1,220 60,400 SH x x 20 60,400
1,469 75,422 SH x x 23 75,422
5,135 268,496 SH x 29 268,496
Impath, Inc. Common Stocks 45255G101 63 1,000 SH x x 30 1,000
Immunomedics, Inc. Common Stocks 452907108 44 2,100 SH x x 30 2,100
In Focus Systems, Inc. Common Stocks 452919103 39 700 SH x x 23 700
IMRglobal Corp. Common Stocks 45321W106 14 1,200 SH x x 30 1,200
Incyte Pharmaceuticals, Inc. Common Stocks 45337C102 290 7,200 SH x x 9 7,200
1,257 29,000 SH x x 20 29,000
385 9,500 SH x x 23 9,500
1,682 40,900 SH x 29 40,900
148 3,600 SH x x 30 3,600
Independence Community Bank
Corp. Common Stocks 453414104 480 34,300 SH x x 8 34,300
564 40,300 SH x 29 40,300
55 3,900 SH x x 30 3,900
Industrie Natuzzi SPA - ADR Common Stocks 456478106 346 28,400 SH x 29 28,400
IndyMac Mortgage Holdings,
Inc. Common Stocks 456607100 286 13,900 SH x x 23 13,900
1,263 61,400 SH x 29 61,400
90 4,400 SH x x 30 4,400
Infinity Broadcasting
Corp. Class A Common Stocks 45662S102 459 13,900 SH x x 1 13,900
1,337 40,500 SH x x 6 40,500
231 7,000 SH x x 8 7,000
902 24,500 SH x x 21 24,500
3,253 98,562 SH x 29 98,562
485 14,700 SH x x 30 14,700
Information Holdings, Inc. Common Stocks 456727106 99 2,800 SH x x 23 2,800
43 1,200 SH x 29 1,200
InfoSpace.com, Inc. Common Stocks 45678T102 1,295 42,900 SH x x 6 42,900
217 7,200 SH x x 21 7,200
36 1,200 SH x x 23 1,200
146 4,839 SH x 29 4,839
184 6,100 SH x x 30 6,100
Ingersoll-Rand Co. Common Stocks 456866102 976 28,805 SH x x 6 28,805
1,941 56,900 SH x x 9 56,900
2,747 81,100 SH x x 15 81,100
619 16,400 SH x x 21 16,400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
251 7,400 SH x x 23 7,400
10,534 310,971 SH x 29 310,971
Information Resources, Inc. Common Stocks 456905108 1 153 SH x 29 153
Ingram Micro, Inc. Class A Common Stocks 457153104 352 25,600 SH x x 8 25,600
46 3,200 SH x x 23 3,200
87 6,300 SH x 29 6,300
52 3,800 SH x x 30 3,800
Inhale Therapeutic Systems,
Inc. Common Stocks 457191104 609 10,600 SH x x 18 10,600
758 13,100 SH x 29 13,100
211 3,700 SH x x 30 3,700
Inktomi Corp. Common Stocks 457277101 87 800 SH x x 9 800
638 5,600 SH x x 21 5,600
34 300 SH x x 23 300
57 500 SH x 29 500
650 5,700 SH x x 30 5,700
Input/Output, Inc. Common Stocks 457652105 1,118 116,200 SH x 29 116,200
Insight Enterprises, Inc. Common Stocks 45765U103 495 18,150 SH x x 8 18,150
1,087 39,900 SH x x 18 39,900
98 3,600 SH x x 23 3,600
1,345 49,350 SH x 29 49,350
102 3,750 SH x x 30 3,750
Insituform Technologies,
Inc. Class A Common Stocks 457667103 299 8,900 SH x x 23 8,900
299 8,900 SH x 29 8,900
54 1,600 SH x x 30 1,600
Insignia Financial Group,
Inc. Common Stocks 45767A105 42 2,700 SH x x 23 2,700
11 1,100 SH x x 30 1,100
Innkeepers USA Trust Common Stocks 4576J0104 536 52,300 SH x x 8 52,300
282 27,493 SH x x 23 27,493
785 76,587 SH x 29 76,587
22 2,100 SH x x 30 2,100
19 1,900 SH x x 35 1,900
Integrated Device
Technology, Inc. Common Stocks 458118106 6,909 76,400 SH x x 18 76,400
1,090 11,400 SH x x 20 11,400
3,618 40,000 SH x x 21 40,00
90 1,000 SH x x 23 1,00
4,612 51,000 SH x x 26 51,00
33,413 369,200 SH x 29 369,20
317 3,500 SH x x 30 3,50
250 2,800 SH x x 35 2,80
5,630 57,400 SH x x 40 57,40
Integrated Silicon Solution,
Inc. Common Stocks 45812P107 273 19,300 SH x x 3 19,300
623 44,100 SH x x 18 44,100
673 45,100 SH x x 20 45,100
1,358 95,700 SH x 29 95,700
42 3,000 SH x x 30 3,000
Intel Corp. Common Stocks 458140100 22,677 510,400 SH x x 1 510,400
4,959 113,164 SH x x 4 113,164
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
13,288 320,200 SH x x 6 320,200
16,100 371,360 SH x x 8 371,360
40,605 977,300 SH x x 9 977,300
7,014 169,000 SH x x 15 169,000
19,351 466,300 SH x x 21 466,300
5,790 87,000 SH x x 23 87,000
73,405 1,766,142 SH x 29 1,766,142
4,829 64,500 SH x x 38 64,500
Interface, Inc. Common Stocks 458665106 2,818 353,650 SH x 29 353,650
InterDigital Communications
Corp. Common Stocks 45866A105 19 1,400 SH x x 23 1,400
Intergraph Corp. Common Stocks 458683109 53 7,400 SH x 29 7,400
15 2,100 SH x x 35 2,100
Internet Corp. Common Stocks 45881K104 22 3,056 SH x 29 3,056
2 301 SH x x 35 301
International Business
Machines Corp. Common Stocks 459200101 9,557 80,040 SH x x 4 80,040
4,804 42,700 SH x x 6 42,700
16,967 143,620 SH x x 8 143,620
17,281 153,400 SH x x 9 153,400
8,089 71,900 SH x x 15 71,900
23,430 202,605 SH x x 21 202,605
9,066 77,850 SH x x 23 77,850
1,586 14,100 SH x x 25 14,100
81,317 722,822 SH x 29 722,822
International FiberCom, Inc. Common Stocks 45950T101 22 1,500 SH x x 30 1,500
International Game
Technology Common Stocks 459902102 2,108 62,700 SH x x 8 62,700
372 11,080 SH x x 9 11,080
1,842 51,900 SH x x 20 51,900
101 2,000 SH x x 23 2,000
868 25,800 SH x x 25 25,800
7,105 211,300 SH x 29 211,300
272 8,100 SH x x 30 8,100
1,772 52,700 SH x x 42 52,700
International Multifoods
Corp. Common Stocks 460043102 554 31,900 SH x x 8 31,900
387 22,300 SH x 29 22,300
17 1,000 SH x x 30 1,000
International Paper Co. Common Stocks 460146103 2,152 75,000 SH x x 9 75,000
1,232 39,007 SH x x 21 39,007
37 1,300 SH x x 23 1,300
958 33,407 SH x x 25 33,407
3,860 134,537 SH x 29 134,537
International Rectifier
Corp. Common Stocks 460254105 1,476 29,200 SH x x 18 29,200
461 9,200 SH x x 23 9,200
5,286 104,550 SH x 29 104,550
430 8,500 SH x x 30 8,500
1,830 36,200 SH x x 42 36,200
International Speedway Corp.
Class A Common Stocks 460335201 43 1,100 SH x x 30 1,100
International Specialty
Products, Inc. Common Stocks 460337108 4 800 SH x x 30 800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Interpool, Inc. Common Stocks 46062R108 40 3,500 SH x 29 3,500
10 900 SH x x 30 900
2 200 SH x x 35 200
Interpublic Group Cos., Inc. Common Stocks 460690100 2,802 82,250 SH x x 3 82,250
1,310 38,460 SH x x 8 38,460
518 15,200 SH x x 23 15,200
4,210 123,600 SH x 29 123,600
Interstate Bakeries Corp. Common Stocks 46072H108 1,844 126,100 SH x x 8 126,100
1,235 81,300 SH x x 21 81,300
2,918 1 99,500 SH x 29 199,500
32 2,200 SH x x 30 2,200
75 4,900 SH x x 35 4,900
InterWest Bancorp, Inc. Common Stocks 460931108 7 500 SH x x 35 500
IntraNet Solutions, Inc. Common Stocks 460939309 590 7,855 SH x x 15 7,855
1,868 37,400 SH x x 18 37,400
3,202 64,032 SH x 29 64,032
120 2,400 SH x x 30 2,400
InterTAN, Inc. Common Stocks 461120107 239 16,550 SH x 29 16,550
21 1,700 SH x x 35 1,700
Intimate Brands, Inc. Class
A Common Stocks 461156101 93 5,000 SH x x 30 5,000
Intuit, Inc. Common Stocks 461202103 4,079 70,700 SH x x 21 70,700
1,106 19,400 SH x 29 19,400
678 11,900 SH x x 30 11,900
Invacare Corp. Common Stocks 461203101 273 8,500 SH x x 23 8,500
196 6,100 SH x 29 6,100
42 1,300 SH x x 30 1,300
Investors Financial Services
Corp. Common Stocks 461915100 6,599 104,000 SH x x 10 104,000
46 700 SH x x 23 700
5,808 92,000 SH x 29 92,000
303 4,800 SH x x 30 4,800
Ionics, Inc. Common Stocks 462218108 26 1,200 SH x x 30 1,200
IPALCO Enterprises, Inc. Common Stocks 462613100 53 2,300 SH x x 23 2,300
Irwin Financial Corp. Common Stocks 464119106 49 2,000 SH x x 23 2,000
Isle of Capri Casinos, Inc. Common Stocks 464592104 85 5,500 SH x x 23 5,500
178 11,500 SH x 29 11,500
47 3,000 SH x x 30 3,000
i2 Technologies, Inc. Common Stocks 465754109 4,949 25,200 SH x x 8 25,200
223 1,400 SH x x 9 1,400
2,497 13,500 SH x x 10 13,500
2,450 13,100 SH x x 21 13,100
39,006 208,520 SH x 29 208,520
8,225 40,700 SH x x 40 40,700
9,266 44,370 SH x x 41 44,370
IVAX Corp. Common Stocks 465823102 14 300 SH x x 5 300
2,243 48,750 SH x x 6 48,750
2,880 59,350 SH x x 8 59,350
1,725 37,500 SH x x 18 37,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
4,876 106,010 SH x 29 106,010
175 3,800 SH x x 30 3,800
Ivex Packaging Corp. Common Stocks 465855104 48 4,900 SH x 29 4,900
JDN Realty Corp. Common Stocks 465917102 35 3,100 SH x 29 3,100
11 950 SH x x 35 950
JDA Software Group, Inc. Common Stocks 46612K108 138 10,700 SH x x 23 10,700
223 17,500 SH x 29 17,500
JLG Industries, Inc. Common Stocks 466210101 735 60,300 SH x x 8 60,300
262 21,500 SH x x 23 21,500
1,124 92,200 SH x 29 92,200
28 2,300 SH x x 30 2,300
78 6,365 SH x x 35 6,365
J.P. Realty, Inc. Common Stocks 46624A106 20 1,100 SH x 29 1,100
9 500 SH x x 35 500
Jabil Circuit, Inc. Common Stocks 466313103 454 8,000 SH x x 30 8,000
3,973 46,510 SH x x 41 46,510
Jacob's Engineering Group,
Inc. Common Stocks 469814107 246 6,100 SH x 29 6,100
52 1,300 SH x x 30 1,300
JAKKS Pacific, Inc. Common Stocks 47012E106 14 1,500 SH x x 30 1,500
Jefferies Group, Inc. Common Stocks 472318104 32 1,000 SH x x 23 1,000
Jefferson-Pilot Corp. Common Stocks 475070108 1,991 26,300 SH x x 21 26,300
1,106 16,300 SH x x 23 16,300
312 4,600 SH x x 25 4,600
5,634 83,000 SH x 29 83,000
John Nuveen & Co., Inc.
Class A Common Stocks 478035108 210 4,300 SH x x 23 4,300
566 11,700 SH x 29 11,700
39 800 SH x x 30 800
Johns Manville Corp. Common Stocks 478129109 380 30,000 SH x x 21 30,000
916 80,945 SH x 29 80,945
24 2,100 SH x x 30 2,100
58 5,800 SH x x 35 5,800
Johnson & Johnson Common Stocks 478160104 11,639 118,300 SH x x 4 118,300
6,021 64,100 SH x x 6 64,100
13,646 138,700 SH x x 8 138,700
3,371 36,400 SH x x 9 36,400
43,760 442,800 SH x x 21 442,800
8,365 89,460 SH x x 23 89,460
4,904 52,200 SH x x 25 52,200
91,201 970,874 SH x 29 970,874
Johnson Controls, Inc. Common Stocks 478366107 2,612 49,100 SH x x 3 49,100
59 1,100 SH x x 8 1,100
2,389 44,500 SH x x 9 44,500
1,754 29,600 SH x x 21 29,600
420 7,900 SH x x 23 7,900
5,819 109,400 SH x 29 109,400
Jones Apparel Group, Inc. Common Stocks 480074103 4,017 151,300 SH x x 9 151,300
467 16,700 SH x x 23 16,700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
594 22,400 SH x 29 22,400
Journal Register Co. Common Stocks 481138105 45 2,700 SH x x 30 2,700
KLA Tencor Corporation Common Stocks 482480100 2,253 54,700 SH x x 3 54,700
1,285 31,200 SH x x 6 31,200
235 5,700 SH x x 8 5,700
69 1,700 SH x x 9 1,700
29 700 SH x x 23 700
408 9,900 SH x x 25 9,900
2,571 62,425 SH x 29 62,425
Kmart Corp. Common Stocks 482584109 1,073 165,600 SH x x 8 165,600
638 97,500 SH x x 21 97,500
1,679 279,900 SH x 29 279,900
K N Energy, Inc. Common Stocks 482620101 44 1,100 SH x x 23 1,100
K-Swiss, Inc. Class A Common Stocks 482686102 175 7,800 SH x x 23 7,800
K2, Inc. Common Stocks 482732104 1,121 125,400 SH x 29 125,400
Kaman Corp. Class A Common Stocks 483548103 166 13,200 SH x x 8 13,200
450 34,200 SH x x 23 34,200
639 50,600 SH x 29 50,600
Kaufman & Broad Home Corp. Common Stocks 486168107 4,073 146,830 SH x x 8 146,830
131 3,500 SH x x 23 3,500
3,321 123,290 SH x 29 123,290
Kaydon Corp. Common Stocks 486587108 1,458 63,400 SH x x 10 63,400
1,868 81,200 SH x 29 81,200
41 1,800 SH x x 30 1,800
Keane, Inc. Common Stocks 486665102 261 13,400 SH x x 21 13,400
886 50,900 SH x 29 50,900
21 1,200 SH x x 30 1,200
132 8,300 SH x x 35 8,300
Keebler Foods Co. Common Stocks 487256109 1,998 45,300 SH x x 21 45,300
301 6,500 SH x x 23 6,500
1,835 43,700 SH x 29 43,700
29 700 SH x x 35 700
Keithley Instruments, Inc. Common Stocks 487584104 43 600 SH x x 23 600
112 1,600 SH x 29 1,600
Kellogg Co. Common Stocks 487836108 2,368 98,000 SH x x 9 98,000
39 1,600 SH x x 23 1,600
150 6,200 SH x 29 6,200
Kellwood Co. Common Stocks 488044108 661 36,200 SH x 29 36,200
26 1,400 SH x x 30 1,400
Kelly Services, Inc. Class A Common Stocks 488152208 324 13,700 SH x x 8 13,700
76 2,900 SH x x 21 2,900
498 21,100 SH x 29 21,100
31 1,300 SH x x 30 1,300
19 800 SH x x 35 800
Kemet Corp. Common Stocks 488360108 2,271 82,200 SH x x 3 82,200
4,976 172,800 SH x x 8 172,800
1,132 38,800 SH x x 20 38,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
5,729 205,200 SH x x 21 205,200
1,324 45,700 SH x x 23 45,700
13,335 482,700 SH x 29 482,700
343 12,400 SH x x 30 12,400
258 9,200 SH x x 35 9,200
Kennametal, Inc. Common Stocks 489170100 742 25,900 SH x x 21 25,900
218 8,400 SH x x 23 8,400
2,150 83,500 SH x 29 83,500
46 1,800 SH x x 30 1,800
50 1,900 SH x x 35 1,900
Kent Electronics Corp. Common Stocks 490553104 1,107 43,900 SH x x 20 43,900
225 9,000 SH x x 23 9,000
1,227 51,400 SH x 29 51,400
110 4,600 SH x x 30 4,600
Kerr-McGee Corp. Common Stocks 492386107 1,934 29,185 SH x x 6 29,185
6,399 93,300 SH x x 21 93,300
1,338 20,200 SH x x 25 20,200
7,244 109,350 SH x 29 109,350
Key Energy Group, Inc. Common Stocks 492914106 136 13,900 SH x x 30 13,900
Key Production, Inc. Common Stocks 493138101 247 11,200 SH x x 23 11,200
216 9,800 SH x 29 9,800
KeyCorp Common Stocks 493267108 2,430 89,000 SH x x 8 89,000
11,658 458,500 SH x x 9 458,500
2,887 102,750 SH x x 21 102,750
381 15,070 SH x x 25 15,070
7,520 297,100 SH x 29 297,100
Kimball International, Inc.
Class B Common Stocks 494274103 41 2,300 SH x x 30 2,300
5 300 SH x x 35 300
Kilroy Realty Corp. Common Stocks 49427F108 93 3,500 SH x x 2 3,500
5,081 190,400 SH x x 22 190,400
25 625 SH x x 23 625
24 910 SH x x 35 910
Kimberly-Clark Corp. Common Stocks 494368103 6 102 SH x x 6 102
6,517 116,700 SH x x 9 116,700
4,097 73,400 SH x x 15 73,400
4,308 69,200 SH x x 21 69,200
703 12,600 SH x x 23 12,600
737 13,200 SH x x 25 13,200
20,372 365,000 SH x 29 365,000
Kimco Realty Corp. Common Stocks 49446R109 10,148 240,200 SH x x 2 240,200
107 2,700 SH x x 9 2,700
4,969 117,600 SH x x 22 117,600
118 1,851 SH x x 23 1,851
100 2,500 SH x x 35 2,500
King Pharmaceuticals, Inc. Common Stocks 495582108 1,354 40,500 SH x x 6 40,500
565 11,227 SH x x 15 11,227
2,279 64,574 SH x x 20 64,574
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,269 36,954 SH x x 23 36,954
4,964 148,469 SH x 29 148,469
378 11,300 SH x x 30 11,300
Kirby Corp. Common Stocks 497266106 80 4,100 SH x x 8 4,100
47 1,600 SH x x 23 1,600
39 2,000 SH x x 30 2,000
Knight-Ridder, Inc. Common Stocks 499040103 3,140 61,800 SH x x 3 61,800
1,412 25,740 SH x x 8 25,740
1,767 34,900 SH x x 9 34,900
1,733 33,400 SH x x 23 33,400
36 700 SH x x 25 700
2,912 57,300 SH x x 26 57,300
13,507 265,830 SH x 29 265,830
Knight/Trimark Group, Inc.
Class A Common Stocks 499067106 20 700 SH x x 23 700
Koger Equity, Inc. Common Stocks 500228101 65 3,800 SH x 29 3,800
12 700 SH x x 35 700
Kohl's Corp. Common Stocks 500255104 11,254 187,300 SH x x 1 187,300
6,268 103,300 SH x x 8 103,300
58,161 ,008,200 SH x 29 ,008,200
834 14,900 SH x x 38 14,900
16,237 260,100 SH x x 40 260,100
Kopin Corp. Common Stocks 500600101 135 7,500 SH x x 23 7,500
68 3,800 SH x x 30 3,800
Korea Electric Power
Corp. - ADR Common Stocks 500631106 564 40,022 SH x x 7 40,022
504 38,600 SH x x 27 38,600
830 63,565 SH x 29 63,565
Kroger Co. Common Stocks 501044101 5,024 224,100 SH x x 9 224,100
1,479 60,400 SH x x 21 60,400
32 1,400 SH x x 25 1,400
5,097 225,900 SH x x 26 225,900
21,441 950,300 SH x 29 950,300
2,605 106,700 SH x x 40 106,700
Kulicke & Soffa Industries,
Inc. Common Stocks 501242101 1,677 126,600 SH x x 3 126,600
182 13,700 SH x x 23 13,700
1,874 140,800 SH x 29 140,800
LG&E Energy Corp. Common Stocks 501917108 303 12,400 SH x 29 12,400
80 3,300 SH x x 35 3,300
LNR Property Corp. Common Stocks 501940100 2,334 105,500 SH x x 3 105,500
613 27,700 SH x x 8 27,700
351 14,900 SH x x 23 14,900
3,558 160,800 SH x 29 160,800
33 1,500 SH x x 30 1,500
LSI Logic Corp. Common Stocks 502161102 1,872 64,000 SH x x 3 64,000
4,265 145,800 SH x x 15 145,800
1,215 41,500 SH x x 21 41,500
12,852 439,400 SH x 29 439,400
LTX Corp. Common Stocks 502392103 108 5,700 SH x x 30 5,700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
L-3 Communications Holdings,
Inc. Common Stocks 502424104 836 14,800 SH x x 18 14,800
1,062 18,800 SH x 29 18,800
119 2,100 SH x x 30 2,100
La-Z-Boy Inc. Common Stocks 505336107 52 3,600 SH x x 30 3,600
Laboratorio Chile SA - ADR Common Stocks 50540H104 499 30,000 SH x x 7 30,000
Laclede Gas Co. Common Stocks 505588103 28 1,300 SH x x 30 1,300
Lafarge Corp. Common Stocks 505862102 1,457 67,000 SH x x 8 67,000
546 24,200 SH x x 21 24,200
170 7,200 SH x x 23 7,200
1,703 78,300 SH x 29 78,300
52 2,400 SH x x 30 2,400
Lam Research Corp. Common Stocks 512807108 1,136 54,400 SH x x 3 54,400
403 18,900 SH x x 23 18,900
2,672 128,000 SH x x 26 128,000
8,940 427,000 SH x 29 427,000
230 11,000 SH x x 30 11,000
Lamar Advertising Co. Class
A Common Stocks 512815101 2,549 67,600 SH x x 10 67,600
505 8,886 SH x x 15 8,886
177 4,700 SH x x 23 4,700
4,364 115,229 SH x 29 115,229
Lancaster Colony Corp. Common Stocks 513847103 98 3,500 SH x x 21 3,500
364 14,800 SH x 29 14,800
Lance, Inc. Common Stocks 514606102 15 1,500 SH x x 30 1,500
LandAmerica Financial Group,
Inc. Common Stocks 514936103 231 8,100 SH x x 8 8,100
297 9,900 SH x x 23 9,900
646 22,600 SH x 29 22,600
11 400 SH x x 35 400
Land's End, Inc. Common Stocks 515086106 12 500 SH x x 21 500
25 1,200 SH x 29 1,200
19 900 SH x x 30 900
Landry's Seafood Restaurants,
Inc. Common Stocks 51508L103 263 38,600 SH x x 8 38,600
154 22,600 SH x x 23 22,600
429 62,900 SH x 29 62,900
8 1,200 SH x x 30 1,200
Landstar Systems, Inc. Common Stocks 515098101 59 1,300 SH x x 23 1,300
18 400 SH x x 30 400
LaSalle Hotel Properties Common Stocks 517942108 168 11,100 SH x x 8 11,100
320 19,900 SH x x 23 19,900
466 30,800 SH x 29 30,800
18 1,200 SH x x 35 1,200
Lattice Semiconductor Corp. Common Stocks 518415104 1,549 29,200 SH x x 9 29,200
475 8,600 SH x x 23 8,600
591 11,000 SH x 29 11,000
273 5,100 SH x x 30 5,100
Estee Lauder Cos., Class A Common Stocks 518439104 1,732 47,200 SH x x 9 47,200
84 2,300 SH x 29 2,300
Lear Corp. Common Stocks 521865105 777 37,800 SH x x 8 37,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,653 80,400 SH x x 15 80,400
336 14,600 SH x x 21 14,600
382 17,700 SH x x 23 17,700
9,070 441,070 SH x 29 441,070
90 4,400 SH x x 30 4,400
100 4,400 SH x x 35 4,400
Learning Tree International,
Inc. Common Stocks 522015106 983 19,600 SH x x 8 19,600
1,718 34,200 SH x x 20 34,200
309 6,500 SH x x 23 6,500
2,648 55,600 SH x 29 55,600
43 900 SH x x 30 900
Lechters, Inc. Common Stocks 523238103 158 148,600 SH x 29 148,600
Lee Enterprises, Inc. Common Stocks 523768109 2,584 89,500 SH x x 3 89,500
2,922 101,200 SH x 29 101,200
139 4,800 SH x x 30 4,800
Leggett & Platt, Inc. Common Stocks 524660107 7 300 SH x x 21 300
29 1,200 SH x x 23 1,200
104 6,600 SH x x 25 6,600
274 17,300 SH x 29 17,300
Legg Mason, Inc. Common Stocks 524901105 1,000 17,200 SH x x 8 17,200
223 3,900 SH x x 9 3,900
3,482 60,000 SH x x 10 60,000
1,150 19,200 SH x x 23 19,200
6,400 110,100 SH x 29 110,100
198 3,400 SH x x 30 3,400
Lehman Brothers Holdings,
Inc. Common Stocks 524908100 2,615 17,700 SH x x 6 17,700
4,942 31,010 SH x x 8 31,010
5,499 37,400 SH x x 9 37,400
8,935 58,100 SH x x 21 58,100
1,670 11,300 SH x x 23 11,300
2,246 15,200 SH x x 25 15,200
35,736 241,869 SH x 29 241,869
1,822 12,330 SH x x 37 12,330
6,691 41,900 SH x x 40 41,900
Lennar Corp. Common Stocks 526057104 2,862 96,400 SH x x 3 96,400
3,810 125,200 SH x x 8 125,200
579 19,400 SH x x 23 19,400
8,075 272,000 SH x 29 272,000
100 3,372 SH x x 30 3,372
Leucadia National Corp. Common Stocks 527288104 1,354 50,600 SH x x 8 50,600
192 5,600 SH x x 23 5,600
1,214 45,400 SH x 29 45,400
62 2,300 SH x x 30 2,300
Level 3 Communications, Inc. Common Stocks 52729N100 3,478 45,100 SH x x 9 45,100
2,129 26,900 SH x x 21 26,900
1,288 16,700 SH x 29 16,700
1,273 16,500 SH x x 30 16,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Lexington Corporate
Properties Trust Common Stocks 529043101 16 1,400 SH x 29 1,400
8 700 SH x x 35 700
Lexmark International Group,
Inc. Class A Common Stocks 529771107 146 3,900 SH x x 9 3,900
Libbey, Inc. Common Stocks 529898108 305 9,800 SH x x 8 9,800
417 13,400 SH x 29 13,400
28 900 SH x x 30 900
Liberty Corp. Common Stocks 530370105 395 11,400 SH x x 8 11,400
21 400 SH x x 23 400
478 13,800 SH x 29 13,800
Liberty Financial Cos., Inc. Common Stocks 530512102 24 1,000 SH x x 23 1,000
80 3,400 SH x 29 3,400
24 1,000 SH x x 30 1,000
Liberty Property Trust Common Stocks 531172104 44 1,400 SH x x 21 1,400
4,472 162,600 SH x x 22 162,600
82 3,000 SH x x 23 3,000
305 11,100 SH x 29 11,100
51 1,900 SH x x 35 1,900
9,515 346,000 SH x x 39 346,000
Lightbridge, Inc. Common Stocks 532226107 22 1,900 SH x x 30 1,900
LightPath Technologies, Inc.
Class A Common Stocks 532257102 606 8,470 SH x x 15 8,470
1,057 22,262 SH x 29 22,262
Lilly (Eli) & Co. Common Stocks 532457108 24,957 307,300 SH x x 9 307,300
6,462 79,100 SH x x 21 79,100
2,880 35,500 SH x x 23 35,500
10,003 123,300 SH x 29 123,300
12 100 SH x x 40 100
Lilly Industrial Coatings,
Inc. Class A Common Stocks 532491107 44 1,500 SH x x 30 1,500
Limited, Inc. (The) Common Stocks 532716107 5,721 256,700 SH x x 9 256,700
554 22,500 SH x x 21 22,500
1,301 59,800 SH x x 23 59,800
1,072 48,600 SH x x 25 48,600
5,527 250,500 SH x 29 250,500
Lincare Holdings, Inc. Common Stocks 532791100 3,146 108,500 SH x x 10 108,500
116 3,200 SH x x 23 3,200
4,667 162,700 SH x 29 162,700
60 2,100 SH x x 30 2,100
Lincoln Electric Holdings,
Inc. Common Stocks 533900106 24 1,200 SH x x 23 1,200
252 18,900 SH x 29 18,900
Lincoln National Corp. Common Stocks 534187109 491 10,200 SH x x 9 10,200
1,684 31,400 SH x x 21 31,400
43 900 SH x x 23 900
409 8,500 SH x x 25 8,500
3,840 79,800 SH x 29 79,800
Lindsay Manufacturing Co. Common Stocks 535555106 25 900 SH x x 23 900
Linear Technology Corp. Common Stocks 535678106 1,036 16,000 SH x x 6 16,000
3,344 51,500 SH x x 9 51,500
364 5,627 SH x 29 5,627
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Linens 'N Things, Inc. Common Stocks 535679104 63 1,800 SH x x 23 1,800
128 5,000 SH x x 30 5,000
Littlefuse, Inc. Common Stocks 537008104 2,283 76,200 SH x x 8 76,200
270 9,100 SH x x 23 9,100
2,241 75,500 SH x 29 75,500
74 2,500 SH x x 30 2,500
Litton Industries, Inc. Common Stocks 538021106 2,757 61,700 SH x x 3 61,700
877 17,660 SH x x 8 17,660
673 13,500 SH x x 21 13,500
445 9,500 SH x x 23 9,500
6,106 136,642 SH x 29 136,642
94 2,100 SH x x 30 2,100
59 1,300 SH x x 35 1,300
Liz Claiborne, Inc. Common Stocks 539320101 865 20,100 SH x x 21 20,100
383 9,200 SH x x 23 9,200
366 9,500 SH x x 25 9,500
2,221 57,700 SH x 29 57,700
96 2,500 SH x x 35 2,500
Lockheed Martin Corp. Common Stocks 539830109 8,385 242,600 SH x x 4 242,600
866 23,500 SH x x 21 23,500
742 22,500 SH x x 25 22,500
15,313 464,600 SH x 29 464,600
Lodgenet Entertainment Corp. Common Stocks 540211109 248 8,580 SH x 29 8,580
51 1,975 SH x x 35 1,975
Loews Corp. Common Stocks 540424108 3,185 35,260 SH x x 8 35,260
2,445 26,300 SH x x 21 26,300
4,015 48,600 SH x x 23 48,600
7,653 91,790 SH x 29 91,790
Lone Star Steakhouse &
Saloon Common Stocks 542307103 9 1,300 SH x x 8 1,300
206 25,500 SH x x 23 25,500
284 38,500 SH x 29 38,500
14 1,900 SH x x 30 1,900
7 1,000 SH x x 35 1,000
Lone Star Technologies, Inc. Common Stocks 542312103 23 500 SH x 29 500
203 4,400 SH x x 30 4,400
Longview Fibre Co. Common Stocks 543213102 130 9,800 SH x x 21 9,800
25 1,400 SH x x 23 1,400
335 27,900 SH x 29 27,900
44 3,700 SH x x 30 3,700
35 2,800 SH x x 35 2,800
Louis Dreyfus Natural Gas CorCommon Stocks 546011107 2,627 66,300 SH x x 3 66,300
59 1,500 SH x x 30 1,500
Louisiana Pacific Corp. Common Stocks 546347105 529 51,500 SH x x 21 51,500
104 11,300 SH x x 23 11,300
2,648 288,243 SH x 29 288,243
241 25,700 SH x x 35 25,700
Lowe's Cos., Inc. Common Stocks 548661107 1,739 38,749 SH x x 6 38,749
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
5,420 121,600 SH x x 9 121,600
2,414 53,800 SH x x 15 53,800
1,864 37,900 SH x x 21 37,900
966 21,540 SH x x 23 21,540
72 1,600 SH x x 25 1,600
18,906 421,295 SH x 29 421,295
3,418 70,400 SH x x 40 70,400
Lubrizol Corp. Common Stocks 549271104 423 21,500 SH x x 21 21,500
58 2,200 SH x x 23 2,200
1,199 60,900 SH x 29 60,900
216 10,600 SH x x 35 10,600
Luby's Cafeterias, Inc. Common Stocks 549282101 91 17,200 SH x 29 17,200
9 1,600 SH x x 30 1,600
19 3,610 SH x x 35 3,610
Lucent Technologies, Inc. Common Stocks 549463107 1,541 50,409 SH x x 6 50,409
10,021 324,000 SH x x 9 324,000
4,765 155,900 SH x x 15 155,900
731 18,700 SH x x 23 18,700
13,097 428,530 SH x 29 428,530
Luxottica Group SPA - ADR Common Stocks 55068R202 1,074 66,600 SH x x 27 66,600
3,723 230,900 SH x 29 230,900
Lycos, Inc. Common Stocks 550818108 406 5,900 SH x x 21 5,900
34 500 SH x 29 500
419 6,100 SH x x 30 6,100
Lyondell Petrochemical Co. Common Stocks 552078107 1,422 120,400 SH x x 6 120,400
1,149 94,000 SH x x 21 94,000
415 33,300 SH x x 23 33,300
2,228 188,600 SH x 29 188,600
304 24,600 SH x x 35 24,600
M & T Bank Corp. Common Stocks 55261F104 204 400 SH x x 30 400
MAF Bancorp, Inc. Common Stocks 55261R108 1,192 47,800 SH x x 3 47,800
147 5,900 SH x x 8 5,900
391 15,100 SH x x 23 15,100
3,507 141,000 SH x 29 141,000
42 1,700 SH x x 30 1,700
18 800 SH x x 35 800
MBIA, Inc. Common Stocks 55262C100 3,218 45,400 SH x x 9 45,400
911 12,810 SH x x 25 12,810
3,837 53,950 SH x 29 53,950
MBNA Corp. Common Stocks 55262L100 31,150 769,100 SH x x 1 769,100
1,266 32,881 SH x x 6 32,881
6,417 158,200 SH x x 8 158,200
157 4,100 SH x x 9 4,100
1,609 37,500 SH x x 21 37,500
619 17,200 SH x x 23 17,200
254 6,600 SH x x 25 6,600
67,970 1,765,455 SH x 29 1,765.455
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,147 60,800 SH x x 38 60,800
2,095 48,200 SH x x 40 48,200
M.D.C. Holdings, Inc. Common Stocks 552676108 601 23,100 SH x x 8 23,100
563 20,000 SH x x 23 20,000
1,001 38,500 SH x 29 38,500
MCN Energy Group, Inc. Common Stocks 55267J100 194 6,800 SH x x 21 6,800
305 11,900 SH x 29 11,900
156 6,100 SH x x 30 6,100
MDU Resources Group, Inc. Common Stocks 552690109 458 15,400 SH x x 8 15,400
195 6,550 SH x 29 6,550
116 3,900 SH x x 30 3,900
MEMC Electronic Materials,
Inc. Common Stocks 552715104 50 2,600 SH x x 23 2,600
13 1,000 SH x x 30 1,000
MGIC Investment Corp. Common Stocks 552848103 935 15,300 SH x x 6 15,300
1,062 15,600 SH x x 21 15,600
1,993 32,600 SH x x 23 32,600
1,369 22,400 SH x x 25 22,400
7,427 121,513 SH x 29 121,513
MGM Grand, Inc. Common Stocks 552953101 2,189 54,300 SH x x 20 54,300
942 22,100 SH x x 21 22,100
963 25,300 SH x x 23 25,300
4,174 109,300 SH x 29 109,300
157 4,100 SH x x 30 4,100
67 1,900 SH x x 35 1,900
MMC Networks, Inc. Common Stocks 55308N102 755 5,400 SH x x 1 5,400
2,359 18,800 SH x x 10 18,800
50 400 SH x x 23 400
5,642 44,600 SH x 29 44,600
49 400 SH x x 38 400
2,950 23,400 SH x x 42 23,400
MRV Communications, Inc. Common Stocks 553477100 45 1,000 SH x x 23 1,000
109 2,400 SH x 29 2,400
115 2,550 SH x x 30 2,550
MSC Industrial Direct Co.,
Inc. Class A Common Stocks 553530106 304 18,800 SH x x 23 18,800
253 16,600 SH x 29 16,600
17 1,100 SH x x 30 1,100
M.S. Carriers, Inc. Common Stocks 553533100 138 8,800 SH x 29 8,800
9 600 SH x x 30 600
MacDermid, Inc. Common Stocks 554273102 687 32,700 SH x x 10 32,700
Macerich Co. (The) Common Stocks 554382101 4,133 194,500 SH x x 2 194,500
2,323 109,300 SH x x 22 109,300
91 4,300 SH x 29 4,300
25 1,200 SH x x 35 1,200
Mack-Cali Realty Corp. Common Stocks 554489104 14,993 531,900 SH x x 2 531,900
400 14,200 SH x x 8 14,200
1,632 57,900 SH x 29 57,900
9,454 335,400 SH x x 39 335,400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Macrovision Corp. Common Stocks 555904101 979 12,100 SH x x 18 12,100
56 700 SH x x 23 700
1,296 16,000 SH x 29 16,000
251 3,100 SH x x 30 3,100
Macromedia, Inc. Common Stocks 556100105 832 10,300 SH x x 18 10,300
266 3,300 SH x x 21 3,300
584 7,300 SH x x 23 7,300
2,057 25,450 SH x 29 25,450
315 3,900 SH x x 30 3,900
Macronix International Co.,
Ltd. - ADR Common Stocks 556103109 616 40,079 SH x 29 40,079
480 31,499 SH x x 31 31,499
Madison Gas & Electric Co. Common Stocks 557497104 16 700 SH x 29 700
MagneTek, Inc. Common Stocks 559424106 2,105 198,100 SH x 29 198,100
Magyar Tavkozlesi Rt - ADR Common Stocks 559776109 577 22,700 SH x x 7 22,700
1,610 68,346 SH x 29 68,346
246 10,442 SH x x 31 10,442
1,046 38,610 SH x x 33 38,610
Mail-Well, Inc. Common Stocks 560321200 49 11,100 SH x x 23 11,100
44 9,900 SH x 29 9,900
12 2,700 SH x x 30 2,700
Mallinckrodt, Inc. Common Stocks 561232109 - 0 SH x x 1
8,888 189,700 SH x x 21 189,700
621 13,600 SH x x 25 13,600
8,856 194,100 SH x 29 194,100
474 10,500 SH x x 35 10,500
Manitowoc Co., Inc. Common Stocks 563571108 12 600 SH x x 35 600
Manpower, Inc. Common Stocks 56418H100 1,903 56,300 SH x x 20 56,300
1,124 33,100 SH x x 23 33,100
2,153 67,400 SH x 29 67,400
163 5,100 SH x x 30 5,100
Manugistics Group, Inc. Common Stocks 565011103 3,366 34,300 SH x 29 34,300
137 1,400 SH x x 30 1,400
3,758 38,300 SH x x 42 38,300
Marcus Corp. Common Stocks 566330106 17 1,600 SH x x 8 1,600
Marine Drilling Co, Inc. Common Stocks 568240204 1,477 51,700 SH x x 6 51,700
74 2,600 SH x x 23 2,600
1,457 51,000 SH x 29 51,000
143 5,000 SH x x 30 5,000
34 1,300 SH x x 35 1,300
Markel Corp. Common Stocks 570535104 2,033 13,400 SH x x 10 13,400
4,173 27,500 SH x 29 27,500
Marsh & McLennan Cos., Inc. Common Stocks 571748102 558 4,200 SH x x 9 4,200
4,452 30,100 SH x x 21 30,100
1,634 12,495 SH x x 23 12,495
2,748 20,700 SH x x 25 20,700
30,240 227,800 SH x 29 227,800
6,756 47,000 SH x x 40 47,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Marshall & Ilsley Corp. Common Stocks 571834100 181 3,200 SH x x 21 3,200
135 2,700 SH x x 25 2,700
276 5,500 SH x 29 5,500
Marriott International, Inc.
Class A Common Stocks 571903202 3,807 104,600 SH x x 9 104,600
106 2,900 SH x 29 2,900
Martin Marietta Materials,
Inc. Common Stocks 573284106 1,736 45,600 SH x x 10 45,600
2,680 70,000 SH x 29 70,000
122 3,200 SH x x 30 3,200
Masco Corp. Common Stocks 574599106 231 10,700 SH x x 21 10,700
2,598 139,500 SH x 29 139,500
Mascotech, Inc. Common Stocks 574670105 60 2,400 SH x x 23 2,400
89 5,400 SH x 29 5,400
36 2,200 SH x x 30 2,200
21 1,300 SH x x 35 1,300
MasTec, Inc. Common Stocks 576323109 1,272 40,700 SH x x 6 40,700
44 938 SH x x 15 938
18 600 SH x x 23 600
364 11,650 SH x 29 11,650
100 3,200 SH x x 30 3,200
Mattel, Inc. Common Stocks 577081102 356 31,800 SH x x 9 31,800
23 2,100 SH x 29 2,100
Class A Common Stocks 577128101 24 800 SH x x 30 800
Mattson Technology, Inc. Common Stocks 577223100 25 1,700 SH x x 30 1,700
Mavesa SA - ADR Common Stocks 577717101 936 215,675 SH x x 7 215,675
616 142,900 SH x 29 142,900
Maxim Integrated Products,
Inc. Common Stocks 57772K101 4,402 52,000 SH x x 8 52,000
6,596 82,000 SH x x 21 82,000
48 600 SH x x 23 600
4,311 53,600 SH x 29 53,600
Maxim Pharmaceuticals, Inc. Common Stocks 57772M107 1,170 19,300 SH x x 10 19,300
1,565 24,400 SH x x 20 24,400
207 3,400 SH x x 23 3,400
2,309 38,000 SH x 29 38,000
158 2,600 SH x x 30 2,600
May Department Stores Co. Common Stocks 577778103 2,387 116,900 SH x x 9 116,900
2,201 98,100 SH x x 21 98,100
658 32,110 SH x x 25 32,110
5,193 253,320 SH x 29 253,320
Maverick Tube Corp. Common Stocks 577914104 27 1,000 SH x x 30 1,000
MAXIMUS, Inc. Common Stocks 577933104 690 31,500 SH x x 10 31,500
288 13,000 SH x x 23 13,000
1,462 66,100 SH x 29 66,100
27 1,200 SH x x 30 1,200
Maytag Corp. Common Stocks 578592107 311 9,000 SH x x 21 9,000
42 900 SH x x 23 900
491 15,800 SH x 29 15,800
65 2,100 SH x x 35 2,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
McClatchy Co. (The) Class A Common Stocks 579489105 3,272 92,975 SH x x 3 92,975
87 2,100 SH x x 23 2,100
3,318 94,300 SH x 29 94,300
49 1,400 SH x x 30 1,400
McCormick & Co., Inc. Common Stocks 579780206 131 4,400 SH x x 8 4,400
1,287 38,800 SH x x 21 38,800
1,380 45,400 SH x x 23 45,400
4,853 163,122 SH x 29 163,122
137 4,600 SH x x 30 4,600
200 6,700 SH x x 35 6,700
McDermott International,
Inc. Common Stocks 580037109 1,999 181,700 SH x 29 181,700
McDonald's Corp. Common Stocks 580135101 1,014 33,600 SH x x 9 33,600
2,798 83,200 SH x x 21 83,200
525 17,400 SH x x 23 17,400
1,211 40,100 SH x x 25 40,100
8,449 279,900 SH x 29 279,900
McGrath RentCorp Common Stocks 580589109 10 500 SH x x 30 500
McGraw-Hill, Inc. Common Stocks 580645109 4,221 66,400 SH x x 3 66,400
10 100 SH x x 21 100
1,983 31,200 SH x x 23 31,200
6,760 106,350 SH x 29 106,350
McLeodUSA, Inc. Common Stocks 582266102 172 12,000 SH x x 30 12,000
McMoRan Exploration Co. Common Stocks 582411104 13 1,100 SH x x 30 1,100
Mead Corp. Common Stocks 582834107 168 7,200 SH x x 23 7,200
Medarex, Inc. Common Stocks 583916101 3,132 26,700 SH x 29 26,700
446 3,800 SH x x 30 3,800
3,506 29,900 SH x x 42 29,900
Media General, Inc. Class A Common Stocks 584404107 624 14,500 SH x x 8 14,500
30 700 SH x x 23 700
73 1,700 SH x 29 1,700
52 1,200 SH x x 30 1,200
Medical Assurance, Inc. Common Stocks 58449U100 80 6,540 SH x x 8 6,540
124 10,115 SH x 29 10,115
Medicis Pharmaceutical Corp.
Class A. Common Stocks 584690309 535 5,783 SH x x 15 5,783
227 3,700 SH x x 23 3,700
1,611 26,200 SH x 29 26,200
234 3,800 SH x x 30 3,800
MedImmune, Inc. Common Stocks 584699102 18 231 SH x x 15 231
2,464 31,900 SH x x 18 31,900
16,941 219,300 SH x 29 219,300
7,075 82,020 SH x x 41 82,020
Medtronic, Inc. Common Stocks 585055106 3,299 56,800 SH x x 1 56,800
5,616 108,400 SH x x 8 108,400
233 4,500 SH x x 9 4,500
2,388 46,200 SH x x 23 46,200
10,616 204,900 SH x 29 204,900
800 15,600 SH x x 38 15,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MemberWorks, Inc. Common Stocks 586002107 20 600 SH x x 30 600
The Men's Wearhouse, Inc. Common Stocks 587118100 2,323 80,400 SH x x 8 80,400
154 5,100 SH x x 23 5,100
2,576 91,000 SH x 29 91,000
88 3,100 SH x x 30 3,100
Mentor Corp. Common Stocks 587188103 417 26,400 SH x x 23 26,400
452 28,700 SH x 29 28,700
17 1,100 SH x x 30 1,100
Mentor Graphics Corp. Common Stocks 587200106 146 6,200 SH x x 21 6,200
63 2,800 SH x x 23 2,800
264 11,200 SH x 29 11,200
92 3,900 SH x x 30 3,900
Mercantile Bankshares Corp. Common Stocks 587405101 678 18,700 SH x x 8 18,700
678 17,900 SH x x 23 17,900
2,316 63,800 SH x 29 63,800
141 3,900 SH x x 30 3,900
247 6,800 SH x x 35 6,800
Merck & Co., Inc. Common Stocks 589331107 7,890 101,200 SH x x 4 101,200
9,789 131,500 SH x x 6 131,500
16,484 209,790 SH x x 8 209,790
24,367 327,800 SH x x 9 327,800
4,913 66,000 SH x x 15 66,000
32,346 416,454 SH x x 21 416,454
12,738 173,200 SH x x 23 173,200
3,603 48,400 SH x x 25 48,400
97,383 1,308,254 SH x 29 1,308,254
2,817 37,844 SH x x 37 37,844
Mercury General Corp. Common Stocks 589400100 45 1,600 SH x x 30 1,600
Mercury Interactive Corp. Common Stocks 589405109 2,259 13,600 SH x x 8 13,600
5,135 33,000 SH x x 10 33,000
4,530 28,900 SH x x 18 28,900
1,160 7,400 SH x x 21 7,400
15,941 101,700 SH x 29 101,700
63 400 SH x x 30 400
Meredith Corp. Common Stocks 589433101 1,295 43,900 SH x x 3 43,900
MeriStar Hospitality Corp. Common Stocks 58984Y103 1,488 73,500 SH x x 8 73,500
218 9,600 SH x x 23 9,600
2,066 102,000 SH x 29 102,000
57 2,800 SH x x 30 2,800
153 7,500 SH x x 35 7,500
Merrill Lynch & Co., Inc. Common Stocks 590188108 215 2,700 SH x x 1 2,700
4,884 74,000 SH x x 6 74,000
8,317 119,900 SH x x 8 119,900
18,403 279,000 SH x x 9 279,000
6,112 83,000 SH x x 21 83,000
5,207 71,000 SH x x 23 71,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3,491 52,900 SH x x 25 52,900
65,183 987,618 SH x 29 987,618
5,709 86,498 SH x x 37 86,498
87 600 SH x x 38 600
7,576 106,100 SH x x 40 106,100
Mesaba Holdings, Inc. Common Stocks 59066B102 13 1,200 SH x x 35 1,200
META Group, Inc. Common Stocks 591002100 116 9,400 SH x x 23 9,400
127 10,300 SH x 29 10,300
Metals USA, Inc. Common Stocks 591324108 33 11,200 SH x 29 11,200
Methode Electronics, Inc.
Class A Common Stocks 591520200 204 4,600 SH x x 30 4,600
Metricom, Inc. Common Stocks 591596101 9 400 SH x x 35 400
Metris Companies, Inc. Common Stocks 591598107 945 15,897 SH x x 15 15,897
2,497 63,225 SH x x 18 63,225
2,585 60,450 SH x x 20 60,450
531 13,350 SH x x 23 13,350
9,841 249,139 SH x 29 249,139
154 3,900 SH x x 30 3,900
3,385 85,700 SH x x 42 85,700
Metro-Goldwyn-Mayer, Inc. Common Stocks 591610100 854 35,600 SH x 29 35,600
24 1,000 SH x x 30 1,000
Metromedia Fiber Network, Common Stocks 591689104 1,863 73,200 SH x x 8 73,200
Inc. Class A 130 5,700 SH x x 9 5,700
1,974 79,800 SH x x 21 79,800
2,246 92,400 SH x 29 92,400
Mettler-Toledo
International, Inc. Common Stocks 592688105 1,349 29,100 SH x x 8 29,100
361 8,200 SH x x 23 8,200
1,289 29,300 SH x 29 29,300
207 4,700 SH x x 30 4,700
Michael Foods, Inc. Common Stocks 594079105 234 10,000 SH x x 8 10,000
245 10,500 SH x 29 10,500
21 900 SH x x 30 900
Michaels Stores, Inc. Common Stocks 594087108 3,004 73,600 SH x x 8 73,600
1,054 26,400 SH x x 18 26,400
1,668 39,500 SH x x 20 39,500
360 8,500 SH x x 23 8,500
7,448 186,200 SH x 29 186,200
116 2,900 SH x x 30 2,900
Micrel, Inc. Common Stocks 594793101 4,150 62,100 SH x x 10 62,100
501 7,500 SH x x 23 7,500
6,445 96,200 SH x 29 96,200
481 7,200 SH x x 30 7,200
Microsoft Corp. Common Stocks 594918104 12,570 197,900 SH x x 1 197,900
9,750 161,652 SH x x 6 161,652
10,534 166,020 SH x x 8 166,020
56,170 937,100 SH x x 9 937,100
6,610 109,600 SH x x 15 109,600
10,482 173,800 SH x x 21 173,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
4,039 60,600 SH x x 23 60,600
4,306 71,400 SH x x 26 71,400
56,023 928,877 SH x 29 928,877
2,171 31,100 SH x x 38 31,100
Microchip Technology, Inc. Common Stocks 595017104 61 1,850 SH x x 8 1,850
1,683 51,000 SH x x 18 51,000
3,916 117,450 SH x x 21 117,450
534 16,200 SH x x 23 16,200
3,391 102,750 SH x x 26 102,750
12,611 381,425 SH x 29 381,425
287 8,700 SH x x 30 8,700
Micromuse, Inc. Common Stocks 595094103 4,136 20,700 SH x x 10 20,700
2,290 11,400 SH x x 21 11,400
878 4,400 SH x x 23 4,400
5,948 29,600 SH x 29 29,600
643 3,200 SH x x 30 3,200
Micron Electronics, Inc. Common Stocks 595100108 28 2,100 SH x x 23 2,100
19 2,100 SH x x 30 2,100
Micron Technology, Inc. Common Stocks 595112103 7,857 159,800 SH x x 1 159,800
736 16,000 SH x x 6 16,000
5,938 128,700 SH x x 9 128,700
3,800 82,600 SH x x 21 82,600
435 5,800 SH x x 23 5,800
16,919 367,800 SH x 29 367,800
1,308 16,000 SH x x 38 16,000
Microsemi Corp. Common Stocks 595137100 636 11,082 SH x x 15 11,082
1,043 27,347 SH x 29 27,347
Mid-America Apartment
Communties, Inc. Common Stocks 59522J103 270 11,300 SH x x 8 11,300
147 4,068 SH x x 23 4,068
345 14,400 SH x 29 14,400
16 700 SH x x 35 700
Mid Atlantic Medical
Services, Inc. Common Stocks 59523C107 941 58,900 SH x x 20 58,900
363 22,000 SH x x 23 22,000
1,829 120,900 SH x 29 120,900
38 2,500 SH x x 30 2,500
102 6,600 SH x x 35 6,600
S&P Mid-Cap 400 Depository
Receipts Common Stocks 595635103 526 5,350 SH x x 30 5,350
MidAmerica Bancorp Common Stocks 595915109 92 3,300 SH x x 23 3,300
206 7,900 SH x 29 7,900
16 600 SH x x 30 600
Midwest Express Holdings,
Inc. Common Stocks 597911106 16 800 SH x x 30 800
Midwest Banc Holdings, Inc. Common Stocks 598251106 55 2,600 SH x x 23 2,600
Milacron, Inc. Common Stocks 598709103 110 7,100 SH x x 23 7,100
2,207 165,750 SH x 29 165,750
Millennium Pharmaceuticals,
Inc. Common Stocks 599902103 108 800 SH x x 9 800
25,809 176,700 SH x 29 176,700
5,604 35,300 SH x x 40 35,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
7,299 44,770 SH x x 41 44,770
Millennium Chemicals, Inc. Common Stocks 599903101 712 48,100 SH x x 8 48,100
85 3,800 SH x x 23 3,800
712 48,100 SH x 29 48,100
Miller (Herman), Inc. Common Stocks 600544100 943 29,400 SH x x 8 29,400
1,022 31,879 SH x 29 31,879
75 2,400 SH x x 35 2,400
Millipore Corp. Common Stocks 601073109 1,602 31,400 SH x x 8 31,400
894 17,500 SH x x 20 17,500
471 9,600 SH x x 23 9,600
2,558 52,800 SH x 29 52,800
126 2,600 SH x x 30 2,600
Minerals Technologies, Inc. Common Stocks 603158106 3,825 84,500 SH x x 10 84,500
2,760 60,000 SH x 29 60,000
55 1,200 SH x x 30 1,200
MiniMed, Inc. Common Stocks 60365K108 2,069 23,200 SH x x 18 23,200
76 900 SH x x 23 900
2,646 29,600 SH x 29 29,600
Minnesota Mining &
Manufacturing Co. Common Stocks 604059105 2,841 31,179 SH x x 6 31,179
6,242 68,500 SH x x 15 68,500
20,748 219,100 SH x x 21 219,100
7,325 80,100 SH x x 23 80,100
2,315 25,400 SH x x 25 25,400
45,680 501,290 SH x 29 501,290
Mississippi Valley
Bancshares, Inc. Common Stocks 605720101 8 300 SH x x 30 300
Mitchell Energy &
Development Corp.
Class A Common Stocks 606592202 31 662 SH x 29 662
Mitel Corp Common Stocks 606711109 101 2,800 SH x x 17 2,800
2,872 80,000 SH x x 25 80,000
880 42,944 SH x 29 42,944
Modis Professional Services,
Inc. Common Stocks 607830106 21 2,700 SH x x 23 2,700
27 5,300 SH x x 30 5,300
Mohawk Industries, Inc. Common Stocks 608190104 875 40,100 SH x x 840,100
23 700 SH x x 23 700
951 43,600 SH x 29 43,600
55 2,500 SH x x 30 2,500
Molecular Devices Corp. Common Stocks 60851C107 766 5,200 SH x x 15 5,200
1,338 13,616 SH x 29 13,616
49 500 SH x x 30 500
Molex, Inc. Common Stocks 608554101 1,365 25,100 SH x x 6 25,100
309 5,099 SH x x 21 5,099
180 3,400 SH x x 23 3,400
615 11,299 SH x 29 11,299
Monaco Coach Corp. Common Stocks 60886R103 590 35,750 SH x x 23 35,750
825 50,000 SH x 29 50,000
15 900 SH x x 30 900
Robert Mondavi Corp. Class A Common Stocks 609200100 322 7,900 SH x x 8 7,900
605 9,844 SH x x 15 9,844
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,154 28,236 SH x 29 28,236
24 600 SH x x 30 600
Montana Power Co. Common Stocks 612085100 763 21,900 SH x x 23 21,900
651 19,500 SH x 29 19,500
MONY Group, Inc. (The) Common Stocks 615337102 3,199 78,700 SH x x 8 78,700
1,994 50,000 SH x x 23 50,000
3,561 89,300 SH x 29 89,300
128 3,200 SH x x 30 3,200
Moog, Inc. Common Stocks 615394202 283 9,400 SH x x 23 9,400
325 10,800 SH x 29 10,800
Morgan (J.P.) & Co., Inc. Common Stocks 616880100 12,446 72,300 SH x x 4 72,300
2,108 12,901 SH x x 6 12,901
6,155 35,600 SH x x 21 35,600
3,166 19,300 SH x x 23 19,300
2,304 14,100 SH x x 25 14,100
26,887 164,575 SH x 29 164,575
Morgan Keegan, Inc. Common Stocks 617410105 340 19,400 SH x x 8 19,400
95 4,000 SH x x 23 4,000
438 25,000 SH x 29 25,000
23 1,300 SH x x 30 1,300
Morgan Stanley Dean
Witter & Co. Common Stocks 617446448 13,312 136,800 SH x x 1 136,800
16,607 173,380 SH x x 4 173,380
6,079 66,478 SH x x 6 66,478
11,033 114,700 SH x x 8 114,700
2,620 28,700 SH x x 9 28,700
37,757 393,834 SH x x 21 393,834
5,581 57,400 SH x x 23 57,400
5,863 64,120 SH x x 25 64,120
127,423 1,393,558 SH x x 29 1,393,558
9,066 99,152 SH x x 37 99,152
2,065 19,200 SH x x 38 19,200
7,381 73,800 SH x x 40 73,800
Motorola, Inc. Common Stocks 620076109 3,408 96,900 SH x x 1 96,900
3,849 136,232 SH x x 6 136,232
5,392 179,930 SH x x 8 179,930
9,314 328,000 SH x x 9 328,000
2,220 78,600 SH x x 15 78,600
2,633 83,700 SH x x 21 83,700
2,782 93,900 SH x x 23 93,900
1,915 67,800 SH x x 25 67,800
23,799 842,433 SH x 29 842,433
Mueller Industries, Inc. Common Stocks 624756102 1,954 82,500 SH x x 20 82,500
267 10,800 SH x x 23 10,800
2,814 125,400 SH x 29 125,400
54 2,400 SH x x 30 2,400
34 1,500 SH x x 35 1,500
Murphy Oil Corp. Common Stocks 626717102 434 6,700 SH x x 8 6,700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,607 38,000 SH x x 20 38,000
925 12,800 SH x x 21 12,800
217 2,300 SH x x 23 2,300
4,822 74,400 SH x 29 74,400
210 3,400 SH x x 35 3,400
Musicland Stores Corp. Common Stocks 62758B109 274 38,800 SH x x 8 38,800
230 32,600 SH x 29 32,600
9 1,300 SH x x 30 1,300
Myers Industries, Inc. Common Stocks 628464109 13 1,000 SH x x 30 1,000
Mylan Laboratories, Inc. Common Stocks 628530107 662 23,400 SH x x 23 23,400
663 24,600 SH x 29 24,600
202 7,500 SH x x 30 7,500
Myriad Genetics, Inc. Common Stocks 62855J104 45 500 SH x x 23 500
NBTY, Inc. Common Stocks 628782104 296 42,700 SH x x 23 42,700
339 51,849 SH x 29 51,849
21 3,200 SH x x 30 3,200
NCI Building Systems, Inc. Common Stocks 628852105 166 11,300 SH x x 23 11,300
209 14,310 SH x 29 14,310
15 1,000 SH x x 30 1,000
NCO Group, Inc. Common Stocks 628858102 34 2,900 SH x x 23 2,900
8 700 SH x x 30 700
NCR Corp. Common Stocks 62886E108 3,142 83,100 SH x x 8 83,100
823 21,500 SH x x 9 21,500
358 8,500 SH x x 21 8,500
2,003 52,400 SH x x 23 52,400
5,366 141,900 SH x 29 141,900
106 2,700 SH x x 35 2,700
NL Industries, Inc. Common Stocks 629156407 176 8,300 SH x x 8 8,300
251 11,900 SH x x 23 11,900
475 22,400 SH x 29 22,400
10 500 SH x x 35 500
NPC International, Inc. Common Stocks 629360306 5 500 SH x x 30 500
NTL, Inc. Common Stocks 629407107 2,635 56,900 SH x x 11 56,900
185 3,600 SH x x 21 3,600
343 7,401 SH x 29 7,401
347 7,500 SH x x 30 7,500
NUI Corp. Common Stocks 629430109 27 900 SH x x 30 900
NVR, Inc. Common Stocks 62944T105 470 5,800 SH x x 8 5,800
4,352 50,900 SH x x 20 50,900
4,990 61,600 SH x 29 61,600
57 700 SH x x 30 700
246 3,100 SH x x 35 3,100
Nabisco Holdings Corp.
Class A Common Stocks 629526104 610 10,600 SH x x 21 10,600
672 12,500 SH x 29 12,500
Nabors Industries, Inc. Common Stocks 629568106 5,660 108,007 SH x x 3 108,007
2,541 48,600 SH x x 10 48,600
587 11,200 SH x x 21 11,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
15,458 295,000 SH x 29 295,000
309 5,900 SH x x 30 5,900
4,148 73,100 SH x x 40 73,100
NACCO Industries, Inc.
Class A Common Stocks 629579103 6 100 SH x x 21 100
445 10,600 SH x 29 10,600
65 1,500 SH x x 35 1,500
Nanogen, Inc. Common Stocks 630075109 17 900 SH x x 30 900
Nanometrics, Inc. Common Stocks 630077105 1,281 22,700 SH x x 20 22,700
1,112 20,800 SH x 29 20,800
National City Bancshares,
Inc. Common Stocks 635313109 9 376 SH x x 35 376
National City Corp. Common Stocks 635405103 3,410 140,820 SH x x 21 140,820
962 43,500 SH x x 25 43,500
7,229 326,740 SH x 29 326,740
National Commerce Bancorp Common Stocks 635449101 2,291 113,500 SH x x 9 113,500
200 9,100 SH x x 21 9,100
45 1,500 SH x x 23 1,500
2,266 113,647 SH x 29 113,647
217 10,900 SH x x 30 10,900
404 19,230 SH x x 35 19,230
National Computer Systems,
Inc. Common Stocks 635519101 22 300 SH x x 23 300
National Data Corp. Common Stocks 635621105 515 15,700 SH x x 10 15,700
56 1,700 SH x x 30 1,700
National Discount Brokers
Group, Inc. Common Stocks 635646102 9 300 SH x x 30 300
National Fuel Gas Co. Common Stocks 636180101 810 13,400 SH x x 23 13,400
1,235 22,024 SH x 29 22,024
151 2,700 SH x x 30 2,700
317 5,900 SH x x 35 5,900
National Golf Properties,
Inc. Common Stocks 63623G109 4 200 SH x x 35 200
National Health Investors,
Inc. Common Stocks 63633D104 446 66,100 SH x 29 66,100
5 800 SH x x 35 800
National Instruments Corp. Common Stocks 636518102 1,411 31,975 SH x x 18 31,975
31 700 SH x x 23 700
1,740 39,425 SH x 29 39,425
137 3,100 SH x x 30 3,100
National-Oilwell, Inc. Common Stocks 637071101 2,955 94,557 SH x 29 94,557
122 3,900 SH x x 30 3,900
2,434 77,900 SH x x 42 77,900
National Penn Bancshares,
Inc. Common Stocks 637138108 69 2,400 SH x x 23 2,400
215 11,200 SH x 29 11,200
23 1,200 SH x x 30 1,200
National Processing, Inc. Common Stocks 637229105 34 1,600 SH x x 23 1,600
National Semiconductor Corp. Common Stocks 637640103 1,273 31,628 SH x x 6 31,628
1,675 39,600 SH x x 8 39,600
3,075 76,800 SH x x 9 76,800
1,589 37,400 SH x x 20 37,400
36 600 SH x x 23 600
85 2,100 SH x x 25 2,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3,025 75,151 SH x 29 75,151
National Service Industries,
Inc. Common Stocks 637657107 22 1,100 SH x x 25 1,100
18 931 SH x x 35 931
National Western Life
Insurance Co. Class A Common Stocks 638522102 44 600 SH x x 23 600
124 1,700 SH x 29 1,700
Nationwide Financial
Services, Inc. Class A Common Stocks 638612101 28 700 SH x x 21 700
56 1,500 SH x 29 1,500
52 1,400 SH x x 30 1,400
Nationwide Health
Properties, Inc. Common Stocks 638620104 12,420 779,300 SH x x 2 779,300
38 2,376 SH x 29 2,376
46 2,900 SH x x 30 2,900
20 1,300 SH x x 35 1,300
Natural Microsystems Corp. Common Stocks 638882100 131 2,600 SH x x 10 2,600
581 10,800 SH x x 18 10,800
242 4,500 SH x x 23 4,500
1,899 35,300 SH x 29 35,300
263 4,900 SH x x 30 4,900
2 42 SH x x 35 42
Nautica Enterprises, Inc. Common Stocks 639089101 210 16,300 SH x x 23 16,300
252 19,500 SH x 29 19,500
21 1,600 SH x x 30 1,600
Navistar International Corp. Common Stocks 63934E108 608 19,200 SH x x 23 19,200
638 21,300 SH x 29 21,300
Net.B@nk, Inc. Common Stocks 640933107 12 1,000 SH x x 30 1,000
Network Associates, Inc. Common Stocks 640938106 620 27,800 SH x x 9 27,800
882 39,100 SH x x 18 39,100
869 36,400 SH x x 23 36,400
2,020 89,300 SH x 29 89,300
122 5,400 SH x x 30 5,400
20 900 SH x x 35 900
Netegrity, Inc. Common Stocks 64110P107 312 4,450 SH x x 23 4,450
2,786 39,800 SH x 29 39,800
208 2,950 SH x x 30 2,950
2,848 40,400 SH x x 42 40,400
Netopia, Inc. New Common Stocks 64114K104 9 800 SH x x 30 800
Network Appliance, Inc. Common Stocks 64120L104 2,395 18,800 SH x x 6 18,800
5,811 43,500 SH x x 8 43,500
1,027 8,200 SH x x 9 8,200
4,083 32,200 SH x x 10 32,200
2,446 19,200 SH x x 18 19,200
2,942 23,100 SH x x 21 23,100
89 700 SH x x 23 700
44,255 347,435 SH x 29 347,435
38 300 SH x x 30 300
8,566 62,000 SH x x 40 62,000
5,955 41,870 SH x x 41 41,870
Neurocrine Biosciences, Inc. Common Stocks 64125C109 1,553 34,500 SH x x 18 34,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,818 40,400 SH x 29 40,400
81 1,800 SH x x 30 1,800
New Century Financial Corp. Common Stocks 64352D101 291 25,400 SH x x 23 25,400
369 31,700 SH x 29 31,700
New England Business
Service, Inc. Common Stocks 643872104 34 1,900 SH x 29 1,900
7 400 SH x x 35 400
New Era of Networks, Inc. Common Stocks 644312100 8 400 SH x x 23 400
100 4,100 SH x x 30 4,100
New Jersey Resources Corp. Common Stocks 646025106 256 6,300 SH x x 8 6,300
349 8,600 SH x 29 8,600
53 1,300 SH x x 30 1,300
16 400 SH x x 35 400
New Plan Excel Realty Trust Common Stocks 648053106 526 38,400 SH x x 8 38,400
981 71,700 SH x 29 71,700
New York Times Co. Class A Common Stocks 650111107 3,098 78,900 SH x x 9 78,900
3,617 92,000 SH x x 15 92,000
1,409 32,200 SH x x 21 32,200
2,020 51,400 SH x x 23 51,400
771 19,600 SH x x 25 19,600
9,502 241,700 SH x 29 241,700
Newfield Exploration Co. Common Stocks 651290108 70 1,500 SH x x 23 1,500
177 3,800 SH x 29 3,800
196 4,200 SH x x 30 4,200
Newmont Mining Corp. Common Stocks 651639106 8 300 SH x x 21 300
408 23,100 SH x x 23 23,100
458 26,948 SH x 29 26,948
35 2,200 SH x x 35 2,200
Newport Corp. Common Stocks 651824104 2,086 13,000 SH x x 10 13,000
595 3,700 SH x x 23 3,700
3,488 21,900 SH x 29 21,900
382 2,400 SH x x 30 2,400
Newport News Shipbuilding,
Inc. Common Stocks 652228107 46 700 SH x x 23 700
35 800 SH x x 30 800
News Corp., Ltd. - ADR Common Stocks 652487703 17 200 SH x x 17 200
1,185 21,138 SH x 29 21,138
1,133 20,207 SH x x 43 20,207
Nextel Communications, Inc.
Class A Common Stocks 65332V103 2,176 46,554 SH x x 6 46,554
570 12,200 SH x x 8 12,200
180 4,100 SH x x 9 4,100
1,143 24,400 SH x x 21 24,400
609 13,027 SH x 29 13,027
Nice Systems, Ltd. - ADR Common Stocks 653656108 3,595 49,930 SH x 29 49,930
115 1,600 SH x x 31 1,600
563 6,820 SH x x 33 6,820
2,786 38,700 SH x x 43 38,700
NICOR, Inc. Common Stocks 654086107 2,555 70,600 SH x x 8 70,600
48 1,400 SH x x 23 1,400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,482 68,600 SH x 29 68,600
NIKE, Inc. Class B Common Stocks 654106103 40 1,000 SH x x 9 1,000
240 6,000 SH x x 23 6,000
40 1,000 SH x x 25 1,000
613 15,300 SH x 29 15,300
99 Cents Only Stores Common Stocks 65440K106 90 1,800 SH x x 30 1,800
Noble Affiliates, Inc. Common Stocks 654894104 67 1,800 SH x x 21 1,800
34 600 SH x x 23 600
115 3,100 SH x x 30 3,100
ADR Common Stocks 654902204 11,573 290,700 SH x x 1 290,700
52,117 1,301,210 SH x 29 1,301,210
Noble Drilling Corp. Common Stocks 655042109 1,553 30,900 SH x x 6 30,900
4,901 95,000 SH x x 21 95,000
1,523 30,000 SH x x 23 30,000
6,472 128,803 SH x 29 128,803
447 8,900 SH x x 30 8,900
3,266 65,000 SH x x 42 65,000
Nordson Corp. Common Stocks 655663102 43 1,000 SH x x 23 1,000
23 800 SH x x 30 800
Norfolk Southern Corp. Common Stocks 655844108 97 6,600 SH x x 96,600
338 23,100 SH x x 25 23,100
1,828 125,000 SH x x 26 125,000
4,326 295,800 SH x 29 295,800
Norsk Hydro AS - ADR Common Stocks 656531605 247 3,883 SH x x 173,883
4 100 SH x 29 100
Nortek, Inc. Common Stocks 656559101 81 4,000 SH x x 23 4,000
383 21,900 SH x 29 21,900
12 700 SH x x 30 700
4 200 SH x x 35 200
Nortel Inversora SA - ADR Common Stocks 656567401 78 5,200 SH x 29 5,200
88 5,300 SH x x 33 5,300
North Fork Bancorp, Inc. Common Stocks 659424105 3,540 163,700 SH x x 3 163,700
1,836 85,700 SH x x 9 85,700
587 25,550 SH x x 21 25,550
238 11,000 SH x x 23 11,000
4,513 208,680 SH x 29 208,680
266 12,300 SH x x 30 12,300
285 13,550 SH x x 35 13,550
Northeast Utilities Common Stocks 664397106 269 11,200 SH x x 21 11,200
939 43,300 SH x x 25 43,300
3,051 140,700 SH x 29 140,700
Northern Trust Corp. Common Stocks 665859104 476 4,800 SH x x 21 4,800
12,762 143,600 SH x 29 143,600
5,594 58,300 SH x x 40 58,300
Northrop Grumman Corp. Common Stocks 666807102 1,261 11,330 SH x x 8 11,330
1,272 14,000 SH x x 18 14,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
10,539 113,700 SH x x 21 113,700
676 8,200 SH x x 23 8,200
845 9,300 SH x x 25 9,300
6,273 69,027 SH x 29 69,027
Northwest Airlines Corp.
Class A Common Stocks 667280101 2,626 106,900 SH x x 1 106,900
29 1,200 SH x x 9 1,200
236 9,100 SH x x 23 9,100
7,641 311,100 SH x 29 311,100
Northwest Bancorp, Inc. Common Stocks 667328108 98 8,800 SH x x 23 8,800
Northwest Natural Gas Co. Common Stocks 667655104 55 2,400 SH x x 8 2,400
742 32,600 SH x 29 32,600
41 1,800 SH x x 30 1,800
52 2,300 SH x x 35 2,300
Northwestern Corp. Common Stocks 668074107 304 15,600 SH x x 8 15,600
140 7,200 SH x 29 7,200
31 1,600 SH x x 30 1,600
Novell, Inc. Common Stocks 670006105 13 1,400 SH x x 9 1,400
79 5,300 SH x x 23 5,300
426 42,900 SH x 29 42,900
141 14,700 SH x x 35 14,700
Novellus Systems, Inc. Common Stocks 670008101 1,262 27,100 SH x x 18 27,100
1,076 21,900 SH x x 20 21,900
102 2,200 SH x x 25 2,200
2,398 51,500 SH x 29 51,500
Noven Pharmaceuticals, Inc. Common Stocks 670009109 712 16,700 SH x x 18 16,700
34 800 SH x x 23 800
1,047 24,500 SH x 29 24,500
119 2,800 SH x x 30 2,800
Novoste Corp. Common Stocks 67010C100 46 1,100 SH x x 30 1,100
Nu Skin Enterprises,
Inc. Class A Common Stocks 67018T105 223 33,800 SH x x 23 33,800
282 42,600 SH x 29 42,600
17 2,600 SH x x 30 2,600
Nucor Corp. Common Stocks 670346105 2,338 77,600 SH x x 3 77,600
1,677 53,500 SH x x 21 53,500
118 3,000 SH x x 23 3,000
3,281 108,900 SH x 29 108,900
Nuevo Energy Co. Common Stocks 670509108 20 1,100 SH x x 30 1,100
O'Charleys, Inc. Common Stocks 670823103 5 400 SH x x 30 400
OGE Energy Corp. Common Stocks 670837103 1,106 51,900 SH x x 8 51,900
116 5,300 SH x x 21 5,300
57 2,700 SH x x 23 2,700
1,996 93,662 SH x 29 93,662
232 11,370 SH x x 35 11,370
OM Group Common Stocks 670872100 1,239 28,400 SH x x 8 28,400
52 1,200 SH x x 23 1,200
1,208 27,700 SH x 29 27,700
57 1,300 SH x x 30 1,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OSI Pharmaceuticals, Inc. Common Stocks 671040103 3,864 55,200 SH x 29 55,200
4,337 61,900 SH x x 42 61,900
Oak Technology, Inc. Common Stocks 671802106 1,678 61,300 SH x x 18 61,300
2,018 73,700 SH x 29 73,700
71 2,600 SH x x 30 2,600
Oakley, Inc. Common Stocks 673662102 1,426 81,200 SH x x 8 81,200
50 1,900 SH x x 23 1,900
1,394 79,400 SH x 29 79,400
23 1,300 SH x x 30 1,300
Occidental Petroleum Corp. Common Stocks 674599105 2,039 93,500 SH x x 6 93,500
3,347 145,300 SH x x 8 145,300
3,523 151,700 SH x x 21 151,700
589 27,100 SH x x 23 27,100
1,320 60,500 SH x x 25 60,500
9,496 435,339 SH x 29 435,339
Oceaneering International,
Inc. Common Stocks 675232102 22 1,300 SH x x 30 1,300
Octel Corp. Common Stocks 675727101 35 3,700 SH x x 23 3,700
84 9,000 SH x 29 9,000
Ocular Sciences, Inc. Common Stocks 675744106 223 18,600 SH x x 23 18,600
263 21,900 SH x 29 21,900
Ocwen Financial Corp. Common Stocks 675746101 77 13,100 SH x x 8 13,100
58 9,900 SH x 29 9,900
12 2,100 SH x x 30 2,100
Office Depot, Inc. Common Stocks 676220106 468 59,400 SH x x 21 59,400
45 5,800 SH x x 25 5,800
266 34,100 SH x 29 34,100
37 5,100 SH x x 35 5,100
Offshore Logistics, Inc. Common Stocks 676255102 1,711 95,700 SH x x 3 95,700
261 14,600 SH x x 23 14,600
4,193 234,600 SH x 29 234,600
21 1,200 SH x x 30 1,200
5 300 SH x x 35 300
Ohio Casualty Corp. Common Stocks 677240103 39 6,300 SH x x 8 6,300
Old Kent Financial Corp. Common Stocks 679833103 352 10,945 SH x x 21 10,945
555 19,170 SH x 29 19,170
Old Republic International
Corp. Common Stocks 680223104 2,981 123,900 SH x x 8 123,900
248 9,300 SH x x 21 9,300
779 30,600 SH x x 23 30,600
1,220 50,700 SH x x 25 50,700
8,046 334,396 SH x 29 334,396
190 7,900 SH x x 30 7,900
365 15,500 SH x x 35 15,500
Olin Corp. Common Stocks 680665205 1,625 100,400 SH x x 8 100,400
1,518 88,800 SH x x 20 88,800
552 31,000 SH x x 23 31,000
3,161 195,300 SH x 29 195,300
31 1,900 SH x x 30 1,900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
81 5,000 SH x x 35 5,000
Omnicare, Inc. Common Stocks 681904108 2,766 171,550 SH x 29 171,550
66 4,100 SH x x 30 4,100
Omnicom Group, Inc. Common Stocks 681919106 6,076 79,470 SH x x 8 79,470
601 8,235 SH x x 23 8,235
9,116 124,981 SH x 29 124,981
674 9,235 SH x x 37 9,235
Omega Financial Corp. Common Stocks 682092101 15 500 SH x x 30 500
On Assignment, Inc. Common Stocks 682159108 5,395 172,100 SH x x 10 172,100
7,326 233,500 SH x 29 233,500
104 3,300 SH x x 30 3,300
On Command Corp. Common Stocks 682160106 42 2,300 SH x x 23 2,300
20 1,600 SH x 29 1,600
9 700 SH x x 35 700
ONEOK, Inc. Common Stocks 682680103 1,503 37,800 SH x x 8 37,800
14 300 SH x x 21 300
64 1,600 SH x x 25 1,600
1,484 37,333 SH x 29 37,333
156 3,760 SH x x 35 3,760
Vimpel-Communications
- ADR Common Stocks 68370R109 963 45,800 SH x x 7 45,800
500 25,900 SH x 29 25,900
Optical Cable Corp. Common Stocks 683827109 502 13,674 SH x x 15 13,674
802 32,906 SH x 29 32,906
Oracle Systems Corp. Common Stocks 68389X105 10,780 130,300 SH x x 1 130,300
14,673 186,320 SH x x 6 186,320
19,636 237,740 SH x x 8 237,740
24,013 310,200 SH x x 9 310,200
4,229 53,700 SH x x 15 53,700
21,940 278,200 SH x x 21 278,200
3,428 39,300 SH x x 23 39,300
37,578 1,747,020 SH x 29 1,747,020
12,385 157,267 SH x x 37 157,267
2,155 23,700 SH x x 38 23,700
8,241 99,600 SH x x 40 99,600
22,620 257,240 SH x x 41 257,240
O'Reilly Automotive, Inc. Common Stocks 686091109 45 3,100 SH x x 30 3,100
Orthodontic Centers of
America, Inc. Common Stocks 68750P103 1,382 41,500 SH x x 18 41,500
284 8,600 SH x x 23 8,600
1,802 54,100 SH x 29 54,100
87 2,600 SH x x 30 2,600
Oshkosh B' Gosh, Inc.
Class A Common Stocks 688222207 9 600 SH x x 30 600
Oshkosh Truck Corp.
Class B Common Stocks 688239201 236 6,100 SH x 29 6,100
Otter Tail Power Co. Common Stocks 689648103 35 1,500 SH x x 30 1,500
Outback Steakhouse, Inc. Common Stocks 689899102 1,478 54,500 SH x x 18 54,500
49 1,200 SH x x 23 1,200
4,622 170,400 SH x 29 170,400
Overseas Shipholding
Group, Inc. Common Stocks 690368105 44 1,600 SH x x 30 1,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Owens & Minor, Inc.,
Holding Co. Common Stocks 690732102 65 4,100 SH x x 8 4,100
436 27,100 SH x x 23 27,100
617 39,200 SH x 29 39,200
30 1,900 SH x x 30 1,900
5 300 SH x x 35 300
Owens-Illinois, Inc. Common Stocks 690768403 166 17,900 SH x x 23 17,900
247 26,700 SH x 29 26,700
Oxford Health Plans, Inc. Common Stocks 691471106 2,396 78,400 SH x x 18 78,400
2,862 88,700 SH x x 20 88,700
740 24,100 SH x x 23 24,100
6,265 203,850 SH x 29 203,850
67 2,200 SH x x 30 2,200
Oxford Industries, Inc. Common Stocks 691497309 48 2,700 SH x x 23 2,700
134 7,500 SH x 29 7,500
PC Connection, Inc. Common Stocks 69318J100 981 17,300 SH x x 18 17,300
1,243 21,800 SH x 29 21,800
Peco Energy Co. Common Stocks 693304107 164 2,700 SH x x 23 2,700
981 16,200 SH x x 25 16,200
2,241 37,000 SH x 29 37,000
PG&E Corp. Common Stocks 69331C108 7,168 281,700 SH x x 4 281,700
1,631 62,380 SH x x 8 62,380
1,937 80,100 SH x x 9 80,100
7,611 296,600 SH x x 21 296,600
1,195 49,400 SH x x 25 49,400
19,981 826,100 SH x 29 826,100
PFF Bancorp, Inc. Common Stocks 69331W104 139 6,400 SH x x 8 6,400
579 26,600 SH x x 23 26,600
948 43,600 SH x 29 43,600
20 900 SH x x 30 900
P.F. Chang's China
Bistro, Inc. New Common Stocks 69333Y108 14 400 SH x x 30 400
PMC - Sierra, Inc. Common Stocks 69344F106 5,837 25,000 SH x x 1 25,000
3,748 16,200 SH x x 8 16,200
273 1,300 SH x x 9 1,300
7,289 33,900 SH x x 10 33,900
5,532 25,700 SH x x 21 25,700
43 200 SH x x 23 200
54,114 251,400 SH x 29 251,400
1,744 8,100 SH x x 30 8,100
8,843 38,000 SH x x 40 38,000
7,874 32,770 SH x x 41 32,770
1,298 6,030 SH x x 43 6,030
PMI Group, Inc. (The) Common Stocks 69344M101 1,579 23,300 SH x x 18 23,300
4,465 65,150 SH x x 21 65,150
2,870 42,050 SH x x 23 42,050
6,194 91,431 SH x 29 91,431
136 2,000 SH x x 30 2,000
420 6,000 SH x x 35 6,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PNC Bank Corp. Common Stocks 693475105 9,027 131,327 SH x x 4 131,327
299 4,600 SH x x 9 4,600
9,550 140,955 SH x x 21 140,955
1,547 23,800 SH x x 25 23,800
22,011 338,631 SH x 29 338,631
PPG Industries, Inc. Common Stocks 693506107 1,839 46,200 SH x x 9 46,200
652 14,700 SH x x 21 14,700
167 4,200 SH x x 23 4,200
206 5,200 SH x x 25 5,200
2,846 71,700 SH x 29 71,700
PS Business Parks, Inc. Common Stocks 69360J107 114 4,200 SH x x 8 4,200
215 7,900 SH x 29 7,900
46 1,700 SH x x 30 1,700
23 900 SH x x 35 900
PACCAR, Inc. Common Stocks 693718108 404 10,890 SH x x 8 10,890
116 3,000 SH x x 9 3,000
210 5,000 SH x x 21 5,000
739 17,800 SH x x 23 17,800
855 23,070 SH x 29 23,070
Pacific Century
Financial Corp. Common Stocks 694058108 2,219 129,600 SH x x 8 129,600
54 2,100 SH x x 23 2,100
3,016 176,100 SH x 29 176,100
93 5,600 SH x x 35 5,600
Pacific Gulf Properties,
Inc. Common Stocks 694396102 594 22,200 SH x x 8 22,200
3,483 130,200 SH x x 22 130,200
457 17,100 SH x x 23 17,100
1,236 46,200 SH x 29 46,200
35 1,300 SH x x 30 1,300
19 700 SH x x 35 700
PacifiCare Health
Systems, Inc. Common Stocks 695112102 609 17,500 SH x x 6 17,500
4,261 118,300 SH x x 8 118,300
2,381 67,900 SH x x 21 67,900
678 15,400 SH x x 23 15,400
4,408 126,607 SH x 29 126,607
92 2,700 SH x x 35 2,700
Paine Webber
Group, Inc. Common Stocks 695629105 150 2,000 SH x x 21 2,000
913 13,400 SH x x 25 13,400
2,330 34,200 SH x 29 34,200
Pall Corp. Common Stocks 696429307 2,448 116,300 SH x x 20 116,300
16 700 SH x x 21 700
887 41,900 SH x x 23 41,900
98 4,900 SH x x 25 4,900
3,782 189,700 SH x 29 189,700
PanAmSat Corp. Common Stocks 697933109 164 4,600 SH x x 21 4,600
243 7,600 SH x 29 7,600
Pan Pacific Retail
Properties, Inc. Common Stocks 69806L104 124 6,200 SH x x 8 6,200
1,396 69,800 SH x x 22 69,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
105 3,500 SH x x 23 3,500
70 3,500 SH x 29 3,500
Papa Johns International,
Inc. Common Stocks 698813102 25 1,000 SH x x 30 1,000
Parametric Technology
Corp. Common Stocks 699173100 144 13,200 SH x x 9 13,200
49 4,500 SH x x 23 4,500
128 11,700 SH x 29 11,700
Parexel International
Corp. Common Stocks 699462107 1 100 SH x x 30 100
Park Electrochemical
Corp. Common Stocks 70041620 1,357 24,400 SH x x 8 24,400
1,252 22,500 SH x 29 22,500
39 700 SH x x 30 700
Parker-Hannifin Corp. Common Stocks 701094104 622 16,870 SH x x 8 16,870
1,631 48,200 SH x x 9 48,200
840 22,200 SH x x 21 22,200
1,199 35,200 SH x x 23 35,200
30 900 SH x x 25 900
2,940 87,110 SH x 29 87,110
Parkway Properties,
Inc. Common Stocks 70159Q104 180 5,900 SH x x 8 5,900
207 6,800 SH x 29 6,800
21 700 SH x x 30 700
12 400 SH x x 35 400
Patterson Dental Co. Common Stocks 703412106 534 22,800 SH x x 23 22,800
135 6,000 SH x 29 6,000
60 2,600 SH x x 30 2,600
Patterson Energy, Inc. Common Stocks 703414102 304 8,900 SH x x 23 8,900
440 12,800 SH x 29 12,800
168 4,900 SH x x 30 4,900
Paxar Corp. Common Stocks 704227107 387 43,300 SH x x 23 43,300
443 49,600 SH x 29 49,600
21 2,300 SH x x 30 2,300
Paxson Communications
Corp. Common Stocks 704231109 22 1,900 SH x x 30 1,900
Paychex, Inc. Common Stocks 704326107 7,847 141,050 SH x x 8 141,050
186 3,600 SH x x 9 3,600
7,351 139,200 SH x x 10 139,200
20,911 398,300 SH x 29 398,300
3,896 68,100 SH x x 40 68,100
Payless ShoeSource,
Inc. Common Stocks 704379106 2,655 46,000 SH x x 21 46,000
23 400 SH x x 23 400
2,153 38,452 SH x 29 38,452
90 1,600 SH x x 30 1,600
161 2,800 SH x x 35 2,800
Pediatrix Medical Group Common Stocks 705324101 - 0 SH x x 10
Pegasus Communications
Corp. Class A Common Stocks 705904100 43 900 SH x x 30 900
Pegasus Systems, Inc. Common Stocks 705906105 1,193 61,400 SH x x 8 61,400
56 1,900 SH x x 23 1,900
1,064 54,400 SH x 29 54,400
4 300 SH x x 35 300
Penn Engineering &
Manufacturing Corp. Common Stocks 707389300 78 2,500 SH x x 23 2,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
248 7,900 SH x 29 7,900
Penn National Gaming, Inc. Common Stocks 707569109 184 12,300 SH x x 23 12,300
186 12,200 SH x 29 12,200
Penn Treaty American Corp. Common Stocks 707874103 238 13,000 SH x x 23 13,000
296 16,300 SH x 29 16,300
Penn Virginia Corp. Common Stocks 707882106 8 300 SH x x 35 300
JC Penney & Co., Inc. Common Stocks 708160106 769 57,590 SH x x 8 57,590
109 8,300 SH x x 21 8,300
1,567 132,690 SH x 29 132,690
Pennsylvania Real Estate
Investment Trust Common Stocks 709102107 166 9,500 SH x x 8 9,500
183 10,500 SH x 29 10,500
Pennzoil-Quaker State Co. Common Stocks 709323109 1,872 178,306 SH x 29 178,306
49 4,700 SH x x 30 4,700
Penton Media, Inc. Common Stocks 709668107 2,637 95,878 SH x x 3 95,878
1,745 62,600 SH x x 8 62,600
429 15,100 SH x x 23 15,100
1,865 67,800 SH x 29 67,800
People's Bank Common Stocks 710198102 147 7,000 SH x x 8 7,000
128 6,100 SH x 29 6,100
Peoples Energy Corp. Common Stocks 711030106 1,008 30,200 SH x x 8 30,200
1,216 36,436 SH x 29 36,436
96 3,000 SH x x 35 3,000
Peoples Heritage Financial
Group Common Stocks 711147108 227 12,300 SH x x 9 12,300
116 6,300 SH x x 35 6,300
PeopleSoft, Inc. Common Stocks 712713106 591 21,000 SH x x 21 21,000
927 31,700 SH x x 23 31,700
1,134 40,600 SH x 29 40,600
PepsiCo, Inc. Common Stocks 713448108 8,078 175,600 SH x x 6 175,600
6,514 141,600 SH x x 15 141,600
19,350 395,900 SH x x 21 395,900
4,610 101,400 SH x x 23 101,400
1,955 42,500 SH x x 25 42,500
63,542 1,381,351 SH x 29 1,381,351
6,577 128,030 SH x x 41 128,030
Peregrine Systems, Inc. Common Stocks 71366Q101 13 600 SH x x 23 600
66 3,500 SH x x 30 3,500
Performance Food Group Co. Common Stocks 713755106 764 20,300 SH x x 8 20,300
557 14,800 SH x 29 14,800
34 900 SH x x 30 900
Pericom Semiconductor Corp. Common Stocks 713831105 2,113 57,100 SH x 29 57,100
113 3,000 SH x x 30 3,000
2,400 63,900 SH x x 42 63,900
Perrigo Co. Common Stocks 714290103 224 30,800 SH x x 21 30,800
305 44,600 SH x x 23 44,600
758 110,725 SH x 29 110,725
25 3,600 SH x x 30 3,600
28 4,200 SH x x 35 4,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PT Indosat (Persero) Tbk
- ADR Common Stocks 715680104 126 15,800 SH x x 25 15,800
496 62,000 SH x 29 62,000
Perusahaan Persero Telekom
- ADR Common Stocks 715684106 204 32,616 SH x x 25 32,616
121 12,860 SH x x 33 12,860
Petco Animal Supplies, Inc. Common Stocks 716016100 290 13,300 SH x x 23 13,300
1,979 90,750 SH x 29 90,750
22 1,000 SH x x 30 1,000
33 1,500 SH x x 35 1,500
Petroleum Geo-Services ASA
- ADR Common Stocks 716597109 1,259 73,000 SH x x 27 73,000
2,265 131,300 SH x 29 131,300
Pharmacyclics, Inc. Common Stocks 716933106 40 800 SH x x 30 800
Pfizer, Inc. Common Stocks 717081103 29,547 626,150 SH x x 1 626,150
14,079 313,300 SH x x 6 313,300
19,811 419,425 SH x x 8 419,425
17,837 400,400 SH x x 9 400,400
6,862 152,700 SH x x 15 152,700
15,109 336,225 SH x x 21 336,225
14,234 318,950 SH x x 23 318,950
203,934 4,538,167 SH x 29 4,538,167
8,720 194,042 SH x x 37 194,042
3,538 81,800 SH x x 38 81,800
6,926 142,500 SH x x 40 142,500
29,909 596,066 SH x x 41 596,066
Pharmaceutical Product
Development, Inc. Common Stocks 717124101 90 3,400 SH x 29 3,400
24 900 SH x x 30 900
22 800 SH x x 35 800
Pharmacopeia, Inc. Common Stocks 71713B104 46 1,800 SH x x 30 1,800
Phelps Dodge Corp. Common Stocks 717265102 358 7,600 SH x x 23 7,600
271 6,500 SH x 29 6,500
Philadelphia Suburban Corp. Common Stocks 718009608 42 1,800 SH x x 30 1,800
Philip Morris Cos., Inc. Common Stocks 718154107 4,171 132,150 SH x x 4 132,150
3,670 124,670 SH x x 6 124,670
30,456 1,034,600 SH x x 9 034,600
9,749 304,500 SH x x 21 304,500
1,731 58,800 SH x x 23 58,800
3,706 125,890 SH x x 25 125,890
36,660 1,245,342 SH x 29 1,245,342
Philippine Long Distance
Telephone Co.-ADR Common Stocks 718252604 46 1,800 SH x x 7 1,800
253 14,767 SH x 29 14,767
99 5,800 SH x x 31 5,800
214 11,060 SH x x 33 11,060
Philips International Realty
Corp. Common Stocks 718333107 1,515 87,800 SH x x 22 87,800
Phillips Petroleum Co. Common Stocks 718507106 9,226 140,100 SH x x 4 140,100
63 1,000 SH x x 8 1,000
646 10,300 SH x x 15 10,300
5,668 82,800 SH x x 21 82,800
1,378 22,100 SH x x 23 22,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,747 27,840 SH x x 25 27,840
25,194 401,500 SH x 29 401,500
Phillips-Van Heusen Corp. Common Stocks 718592108 367 35,600 SH x x 8 35,600
34 2,200 SH x x 23 2,200
320 31,000 SH x 29 31,000
17 1,600 SH x x 30 1,600
Phoenix Investment
Partners, Ltd. Common Stocks 719085102 125 6,600 SH x x 23 6,600
155 10,000 SH x 29 10,000
14 900 SH x x 35 900
Phoenix Technologies, Ltd. Common Stocks 719153108 22 1,400 SH x x 30 1,400
Photon Dynamics, Inc. Common Stocks 719364101 479 8,423 SH x x 15 8,423
880 23,309 SH x 29 23,309
26 700 SH x x 30 700
Photronics, Inc. Common Stocks 719405102 1,204 55,200 SH x x 10 55,200
349 16,000 SH x x 18 16,000
2,879 132,000 SH x 29 132,000
Piedmont Natural Gas Co., IncCommon Stocks 720186105 358 11,705 SH x x 8 11,705
380 12,400 SH x 29 12,400
58 1,900 SH x x 30 1,900
Pier 1 Imports, Inc. Common Stocks 720279108 4,898 356,600 SH x x 8 356,600
1,280 91,400 SH x x 23 91,400
5,734 422,800 SH x 29 422,800
79 5,800 SH x x 30 5,800
4 300 SH x x 35 300
Pilgrim's Pride Corp. Common Stocks 721467108 24 3,500 SH x 29 3,500
6 900 SH x x 30 900
Pinnacle West Capital Corp. Common Stocks 723484101 1,699 33,400 SH x x 6 33,400
1,028 20,200 SH x x 8 20,200
5,626 110,900 SH x x 9 110,900
2,653 47,400 SH x x 21 47,400
2,725 51,600 SH x x 23 51,600
3,719 73,100 SH x x 26 73,100
22,695 446,086 SH x 29 446,086
810 16,232 SH x x 35 16,232
Pioneer Group, Inc. Common Stocks 723684106 70 1,600 SH x x 30 1,600
Pioneer Natural Resources
Co. Common Stocks 723787107 2,280 160,700 SH x x 8 160,700
175 10,900 SH x x 21 10,900
73 3,400 SH x x 23 3,400
3,107 219,000 SH x 29 219,000
95 6,700 SH x x 30 6,700
Pioneer-Standard Electronics,
Inc. Common Stocks 723877106 707 52,400 SH x x 8 52,400
362 25,500 SH x x 23 25,500
1,115 82,200 SH x 29 82,200
24 1,800 SH x x 30 1,800
Pitney Bowes, Inc. Common Stocks 724479100 68 1,900 SH x x 9 1,900
813 18,500 SH x x 21 18,500
1,266 32,100 SH x 29 32,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Pitt-Des Moines, Inc. Common Stocks 724508106 30 1,000 SH x x 23 1,000
Pittston Brink's Group Common Stocks 725701106 335 19,400 SH x x 21 19,400
1,095 70,672 SH x 29 70,672
105 6,642 SH x x 35 6,642
Pixar, Inc. Common Stocks 725811103 3 100 SH x x 21 100
19 600 SH x 29 600
22 700 SH x x 30 700
Plantronics, Inc. Common Stocks 727493108 1,726 43,200 SH x x 8 43,200
71 1,800 SH x x 23 1,800
1,999 52,600 SH x 29 52,600
232 6,100 SH x x 30 6,100
Playtex Products, Inc. Common Stocks 72813P100 20 1,700 SH x x 30 1,700
Plexus Corp. Common Stocks 729132100 970 13,300 SH x x 8 13,300
342 4,900 SH x x 23 4,900
1,861 26,400 SH x 29 26,400
321 4,600 SH x x 30 4,600
Pogo Producing Co. Common Stocks 730448107 1,569 58,500 SH x x 20 58,500
46 1,800 SH x x 23 1,800
1,388 54,700 SH x 29 54,700
66 2,600 SH x x 30 2,600
Polaris Industries, Inc. Common Stocks 731068102 726 20,600 SH x x 8 20,600
49 1,400 SH x 29 1,400
106 3,000 SH x x 30 3,000
Polaroid Corp. Common Stocks 731095105 40 2,000 SH x x 23 2,000
22 1,600 SH x x 25 1,600
Policy Management Systems
Corp. Common Stocks 731108106 11 892 SH x x 35 892
Polo Ralph Lauren Corp.
Class A Common Stocks 731572103 834 51,700 SH x x 3 51,700
190 11,800 SH x x 23 11,800
252 15,600 SH x 29 15,600
61 3,800 SH x x 30 3,800
Polycom, Inc. Common Stocks 73172K104 682 6,724 SH x x 15 6,724
2,149 31,900 SH x x 18 31,900
80 1,200 SH x x 23 1,200
4,015 59,946 SH x 29 59,946
404 6,000 SH x x 30 6,000
PolyMedica Corp. Common Stocks 731738100 17 400 SH x x 23 400
120 2,800 SH x 29 2,800
60 1,400 SH x x 30 1,400
Polymer Group, Inc. Common Stocks 731745105 4 600 SH x 29 600
5 700 SH x x 35 700
Pomeroy Computer Resources,
Inc. Common Stocks 731822102 213 10,100 SH x x 23 10,100
144 7,600 SH x 29 7,600
Pope & Talbot, Inc. Common Stocks 732827100 159 10,300 SH x x 23 10,300
371 25,888 SH x 29 25,888
53 3,750 SH x x 35 3,750
Popular, Inc. Common Stocks 733174106 204 6,800 SH x x 21 6,800
45 1,100 SH x x 23 1,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
436 16,100 SH x 29 16,100
23 900 SH x x 35 900
Portugal Telecom SA - ADR Common Stocks 737273102 556 36,500 SH x x 17 36,500
Post Properties, Inc. Common Stocks 737464107 8,566 196,646 SH x x 22 196,646
85 1,962 SH x 29 1,962
6,380 146,450 SH x x 39 146,450
Potash Corporation of
Saskatchewan, Inc. Common Stocks 73755L107 147 2,810 SH x x 13 2,810
168 3,220 SH x 29 3,220
Potomac Electric Power Co. Common Stocks 737679100 28 1,100 SH x x 23 1,100
212 8,400 SH x x 30 8,400
Power-One, Inc. Common Stocks 739308104 74 1,200 SH x x 23 1,200
2,832 46,800 SH x 29 46,800
169 2,800 SH x x 30 2,800
2,971 49,100 SH x x 42 49,100
Powerwave Technologies, Inc. Common Stocks 739363109 1,127 29,700 SH x x 6 29,700
1,021 26,900 SH x x 18 26,900
935 24,500 SH x x 21 24,500
287 7,500 SH x x 23 7,500
1,792 47,200 SH x 29 47,200
201 5,300 SH x x 30 5,300
Powertel, Inc. Common Stocks 73936C109 242 3,200 SH x x 23 3,200
228 3,000 SH x 29 3,000
Praxair, Inc. Common Stocks 74005P104 2,046 54,500 SH x 9 54,500
4,407 117,900 SH x x 15 117,900
879 21,100 SH x x 21 21,100
247 6,600 SH x x 23 6,600
258 6,890 SH x x 25 6,890
14,621 391,200 SH x 29 391,200
Pre-paid Legal Services, Inc.Common Stocks 740065107 3,708 114,700 SH x x 10 114,700
617 19,100 SH x x 23 19,100
3,580 110,800 SH x 29 110,800
36 1,100 SH x x 30 1,100
Precision Castparts Corp. Common Stocks 740189105 6,417 164,300 SH x x 8 164,300
683 17,800 SH x x 23 17,800
7,905 206,000 SH x 29 206,000
119 3,100 SH x x 30 3,100
Prentiss Properties Trust Common Stocks 740706106 5,821 222,800 SH x x 22 222,800
400 15,300 SH x 29 15,300
57 2,200 SH x x 30 2,200
33 1,300 SH x x 35 1,300
10,063 385,200 SH x x 39 385,200
Presidential Life Corp. Common Stocks 740884101 151 10,100 SH x x 8 10,100
143 9,600 SH x 29 9,600
18 1,200 SH x x 30 1,200
Presstek, Inc. Common Stocks 741113104 106 5,500 SH x x 23 5,500
169 8,800 SH x 29 8,800
Price Communications Corp. Common Stocks 741437305 971 47,000 SH x x 20 47,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
14 700 SH x x 23 700
908 46,400 SH x 29 46,400
55 2,800 SH x x 30 2,800
Price (T. Rowe) &
Associates, Inc. Common Stocks 741477103 4,047 86,400 SH x x 10 86,400
366 7,800 SH x x 25 7,800
8,134 173,300 SH x 29 173,300
2,163 42,700 SH x x 40 42,700
PRIMEDIA, Inc. Common Stocks 74157K101 69 4,200 SH x x 30 4,200
Primex Technologies, Inc. Common Stocks 741597108 241 8,300 SH x x 8 8,300
331 10,400 SH x x 23 10,400
474 16,300 SH x 29 16,300
Prime Hospitality Corp. Common Stocks 741917108 577 57,000 SH x x 8 57,000
547 54,000 SH x 29 54,000
26 2,600 SH x x 30 2,600
Primus Telecommunications
Group, Inc. Common Stocks 741929103 816 87,000 SH x x 10 87,000
1,349 142,000 SH x 29 142,000
23 2,400 SH x x 30 2,400
Pride International, Inc. Common Stocks 741932107 1,791 67,600 SH x x 8 67,600
1,121 42,300 SH x x 18 42,300
27 1,000 SH x x 23 1,000
3,069 115,800 SH x 29 115,800
Priority Healthcare Corp.
Class B Common Stocks 74264T102 29 400 SH x x 23 400
21,515 282,168 SH x 29 282,168
114 1,500 SH x x 30 1,500
7,155 93,989 SH x x 37 93,989
ProBusiness Services, Inc. Common Stocks 742674104 30 1,000 SH x x 30 1,000
Procter & Gamble Co. Common Stocks 742718109 13,105 184,550 SH x x 4 184,550
17,333 257,900 SH x x 9 257,900
22,030 308,600 SH x x 21 308,600
1,682 25,399 SH x x 23 25,399
3,330 49,700 SH x x 25 49,700
51,064 762,150 SH x 29 762,150
Professionals Group, Inc. Common Stocks 742954100 290 13,000 SH x 29 13,000
Professional Detailing, Inc. Common Stocks 74312N107 359 6,300 SH x x 23 6,300
439 7,700 SH x 29 7,700
23 400 SH x x 30 400
Progress Software Corp. Common Stocks 743312100 26 1,900 SH x x 30 1,900
Project Software &
Development, Inc. Common Stocks 74339P101 11 700 SH x x 30 700
ProLogis Trust Common Stocks 743410102 15,492 652,300 SH x x 2 652,300
7,945 334,518 SH x x 22 334,518
25 713 SH x x 23 713
147 6,200 SH x x 30 6,200
Protective Life Corp. Common Stocks 743674103 2,480 83,000 SH x x 8 83,000
1,906 63,800 SH x 29 63,800
114 3,800 SH x x 30 3,800
Protein Design Labs, Inc. Common Stocks 74369L103 140 1,200 SH x x 23 1,200
446 3,700 SH x 29 3,700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
120 1,000 SH x x 30 1,000
Provident Bankshares Corp. Common Stocks 743859100 315 18,833 SH x x 8 18,833
261 15,582 SH x 29 15,582
31 1,880 SH x x 30 1,880
47 2,715 SH x x 35 2,715
Provident Financial Group,
Inc. Common Stocks 743866105 173 5,900 SH x x 9 5,900
35 1,200 SH x x 23 1,200
38 1,300 SH x x 30 1,300
Province Healthcare Co. Common Stocks 743977100 3,606 90,300 SH x x 18 90,300
4,317 108,100 SH x 29 108,100
66 1,650 SH x x 30 1,650
Providian Financial Corp. Common Stocks 74406A102 12 97 SH x x 6 97
7,408 58,300 SH x x 9 58,300
762 6,000 SH x x 23 6,000
6,312 49,700 SH x x 26 49,700
28,372 223,400 SH x 29 223,400
4,855 35,300 SH x x 40 35,300
Proxim, Inc. Common Stocks 744284100 415 6,210 SH x x 15 6,210
18 400 SH x x 23 400
933 20,956 SH x 29 20,956
129 2,900 SH x x 30 2,900
PSINet, Inc. Common Stocks 74437C101 78 8,200 SH x x 21 8,200
8 800 SH x 29 800
Public Service Co. of New
Mexico Common Stocks 744499104 3,214 124,200 SH x x 8 124,200
1,241 47,100 SH x x 23 47,100
4,484 173,300 SH x 29 173,300
54 2,100 SH x x 30 2,100
255 10,100 SH x x 35 10,100
Public Service Enterprise
Group, Inc. Common Stocks 744573106 10,128 218,100 SH x x 21 218,100
2,834 68,000 SH x x 23 68,000
9,657 216,100 SH x 29 216,100
Public Storage, Inc. Common Stocks 74460D109 7,807 326,156 SH x x 22 326,156
137 5,708 SH x 29 5,708
39 1,700 SH x x 35 1,700
9,221 385,200 SH x x 39 385,200
Puget Sound Energy, Inc. Common Stocks 745332106 1,252 46,300 SH x x 23 46,300
1,497 59,000 SH x 29 59,000
Pulte Corp. Common Stocks 745867101 4,601 137,060 SH x x 8 137,060
634 17,900 SH x x 23 17,900
165 5,000 SH x x 25 5,000
5,593 169,470 SH x 29 169,470
Puma Technology, Inc. Common Stocks 745887109 61 3,100 SH x x 23 3,100
132 6,500 SH x 29 6,500
91 4,500 SH x x 30 4,500
QLT PhotoTherapeutics, Inc. Common Stocks 746927102 2,459 34,700 SH x x 18 34,700
3,850 54,324 SH x 29 54,324
578 8,157 SH x x 43 8,157
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
QLogic Corp. Common Stocks 747277101 1,214 13,800 SH x x 18 13,800
822 9,400 SH x x 23 9,400
2,561 29,100 SH x 29 29,100
945 10,738 SH x x 30 10,738
Quaker Oats Co. (The) Common Stocks 747402105 5,628 68,200 SH x x 4 68,200
3,425 40,310 SH x x 8 40,310
4,741 60,400 SH x x 9 60,400
1,211 15,300 SH x x 15 15,300
12 100 SH x x 21 100
211 3,100 SH x x 23 3,100
815 10,300 SH x x 25 10,300
13,641 172,400 SH x 29 172,400
QUALCOMM, Inc. Common Stocks 747525103 22 300 SH x x 1 300
2,366 33,204 SH x x 6 33,204
2,225 30,900 SH x x 9 30,900
8,543 119,900 SH x x 15 119,900
5,180 72,700 SH x x 21 72,700
314 5,000 SH x x 23 5,000
23,575 330,878 SH x 29 330,878
Quanex Corp. Common Stocks 747620102 111 5,800 SH x 29 5,800
19 1,000 SH x x 30 1,000
38 2,000 SH x x 35 2,000
Quanta Services, Inc. Common Stocks 74762E102 359 13,050 SH x x 8 13,050
844 30,700 SH x x 18 30,700
363 12,700 SH x x 23 12,700
1,334 48,500 SH x 29 48,500
88 3,200 SH x x 30 3,200
Queens County Bancorp Common Stocks 748242104 29 1,000 SH x x 8 1,000
387 13,400 SH x 29 13,400
20 700 SH x x 30 700
28 1,000 SH x x 35 1,000
Quest Diagnostics, Inc. Common Stocks 74834L100 1,836 16,000 SH x x 6 16,000
5,544 47,300 SH x x 8 47,300
654 5,700 SH x x 18 5,700
3,743 30,900 SH x x 20 30,900
104 600 SH x x 23 600
8,549 74,500 SH x 29 74,500
218 1,900 SH x x 30 1,900
Questar Corp. Common Stocks 748356102 417 15,000 SH x x 8 15,000
408 13,300 SH x x 21 13,300
100 2,400 SH x x 23 2,400
3,106 111,679 SH x 29 111,679
102 3,800 SH x x 35 3,800
Quicksilver, Inc. Common Stocks 74838C106 19 1,000 SH x x 30 1,000
Quilmes Industrial Quinsa Preferred
Societe - ADR Stocks 74838Y108 2,176 192,600 SH x x 7 192,600
887 84,500 SH x 29 84,500
252 20,950 SH x x 33 20,950
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Quinenco SA Common Stocks 748718103 1,608 176,900 SH x x 7 176,900
173 20,000 SH x x 25 20,000
474 55,000 SH x 29 55,000
208 20,100 SH x x 33 20,100
Quintiles Transnational
Corp. New Common Stocks 748767100 1,350 84,700 SH x x 8 84,700
37 2,300 SH x x 23 2,300
1,661 104,200 SH x 29 104,200
Quorum Health Group, Inc. Common Stocks 749084109 55 4,200 SH x x 30 4,200
Qwest Communications
International, Inc. Common Stocks 749121109 9,731 191,561 SH x x 4 191,561
1,572 32,700 SH x x 6 32,700
17,491 362,989 SH x x 9 362,989
4,312 82,983 SH x x 21 82,983
1,798 37,401 SH x x 25 37,401
4,585 95,400 SH x x 26 95,400
35,438 737,338 SH x 29 737,338
R&B Falcon Corp. Common Stocks 74912E101 548 19,700 SH x x 1 19,700
778 27,900 SH x x 25 27,900
4,842 173,700 SH x 29 173,700
RCN Corp. Common Stocks 749361101 155 7,500 SH x x 8 7,500
2 100 SH x x 21 100
2,334 112,500 SH x 29 112,500
2,402 116,100 SH x x 42 116,100
RFS Hotel Investors, Inc. Common Stocks 74955J108 516 40,900 SH x x 8 40,900
211 16,700 SH x x 23 16,700
641 50,800 SH x 29 50,800
21 1,700 SH x x 30 1,700
34 2,700 SH x x 35 2,700
R.H. Donnelley Corp. Common Stocks 74955W307 1,570 74,300 SH x x 8 74,300
285 13,500 SH x x 23 13,500
1,986 94,000 SH x 29 94,000
RLI Corp. Common Stocks 749607107 170 4,400 SH x x 8 4,400
23 600 SH x x 23 600
258 6,700 SH x 29 6,700
RPC, Inc. Common Stocks 749660106 22 1,900 SH x 29 1,900
RPM, Inc. Common Stocks 749685103 11 1,205 SH x x 6 1,205
RTI International Metals Common Stocks 74973W107 30 1,400 SH x x 23 1,400
2,849 197,300 SH x 29 197,300
RF Micro Devices, Inc. Common Stocks 749941100 266 8,300 SH x x 30 8,300
RadiSys Corp. Common Stocks 750459109 13 300 SH x x 23 300
45 900 SH x x 30 900
Rambus, Inc. Common Stocks 750917106 92 1,100 SH x x 9 1,100
Ralcorp Holdings, Inc. Common Stocks 751028101 518 36,700 SH x x 8 36,700
21 1,500 SH x x 23 1,500
432 30,600 SH x 29 30,600
Ralston-Purina Group Common Stocks 751277302 1,640 62,700 SH x x 21 62,700
663 28,000 SH x x 23 28,000
3,548 149,800 SH x x 26 149,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
12,374 522,400 SH x 29 522,400
RARE Hospitality
International, Inc. Common Stocks 753820109 233 11,250 SH x x 8 11,250
357 16,800 SH x x 23 16,800
373 18,300 SH x 29 18,300
34 1,650 SH x x 30 1,650
Rational Software Corp. Common Stocks 75409P202 2,818 38,600 SH x x 8 38,600
957 13,800 SH x x 18 13,800
3,809 54,900 SH x 29 54,900
930 13,400 SH x x 30 13,400
Raymond James Financial,
Inc. Common Stocks 754730109 1,729 52,500 SH x x 8 52,500
765 23,300 SH x x 23 23,300
2,572 78,100 SH x 29 78,100
76 2,300 SH x x 30 2,300
Rayonier, Inc. Common Stocks 754907103 277 7,700 SH x x 8 7,700
32 700 SH x x 21 700
54 1,000 SH x x 23 1,000
500 13,900 SH x 29 13,900
68 1,900 SH x x 30 1,900
Rayovac Corp. Common Stocks 755081106 27 1,600 SH x x 30 1,600
Raytheon Co. Class B Common Stocks 755111408 2,715 90,100 SH x x 8 90,100
4 100 SH x x 21 100
418 14,700 SH x x 25 14,700
3,472 122,100 SH x 29 122,100
Reader's Digest Association,
Inc. Class A Common Stocks 755267101 244 6,900 SH x x 23 6,900
233 6,600 SH x 29 6,600
392 11,100 SH x x 30 11,100
RealNetworks, Inc. Common Stocks 75605L104 175 4,400 SH x x 21 4,400
16 400 SH x 29 400
179 4,500 SH x x 30 4,500
Realty Income Corp. Common Stocks 756109104 21 900 SH x x 35 900
Reckson Associates Realty
Corp. Common Stocks 75621K106 12,184 477,800 SH x x 2 477,800
2,104 82,500 SH x x 8 82,500
1,828 71,700 SH x 29 71,700
Reebok International, Ltd. Common Stocks 758110100 88 4,300 SH x x 21 4,300
338 17,200 SH x x 23 17,200
40 2,100 SH x x 25 2,100
858 45,600 SH x 29 45,600
137 7,500 SH x x 35 7,500
Regis Corp. Common Stocks 758932107 1,082 72,200 SH x x 10 72,200
2,033 135,550 SH x 29 135,550
45 3,000 SH x x 30 3,000
Regency Realty Corp. Common Stocks 758939102 532 23,200 SH x x 8 23,200
3,475 151,500 SH x x 22 151,500
397 17,316 SH x 29 17,316
44 1,900 SH x x 30 1,900
29 1,300 SH x x 35 1,300
Regions Financial Corp. Common Stocks 758940100 940 41,000 SH x x 9 41,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
786 30,800 SH x x 21 30,800
1,311 57,800 SH x 29 57,800
RehabCare Group, Inc. Common Stocks 759148109 387 9,100 SH x x 23 9,100
429 10,100 SH x 29 10,100
30 700 SH x x 30 700
Reinsurance Group Of
America Common Stocks 759351109 201 5,200 SH x x 21 5,200
346 10,100 SH x 29 10,100
41 1,200 SH x x 30 1,200
21 600 SH x x 35 600
Reliance Steel &
Aluminum Co. Common Stocks 759509102 21 1,000 SH x x 8 1,000
104 4,150 SH x x 23 4,150
255 12,100 SH x 29 12,100
27 1,300 SH x x 30 1,300
41 1,915 SH x x 35 1,915
REMEC, Inc. Common Stocks 759543101 1,431 48,600 SH x x 18 48,600
5,425 184,300 SH x 29 184,300
71 2,400 SH x x 30 2,400
4,193 142,450 SH x x 42 142,450
Renal Care Group, Inc. Common Stocks 759930100 48 2,600 SH x 30 2,600
Rent-Way, Inc. Common Stocks 76009U104 479 15,800 SH x x 23 15,800
553 18,200 SH x 29 18,200
33 1,100 SH x x 30 1,100
Renters Choice, Inc. Common Stocks 760114108 43 1,300 SH x x 23 1,300
20 600 SH x x 35 600
Repsol SA - ADR Common Stocks 76026T205 6,331 330,077 SH x x 24 330,077
4,491 245,236 SH x 29 245,236
Republic Bancorp, Inc. Common Stocks 760282103 88 9,240 SH x x 8 9,240
259 27,290 SH x 29 27,290
30 3,200 SH x x 30 3,200
43 4,640 SH x x 35 4,640
Republic Services, Inc. Common Stocks 760759100 287 19,300 SH x x 21 19,300
110 7,300 SH x x 23 7,300
4,531 345,200 SH x 29 345,200
143 10,900 SH x x 30 10,900
4,056 309,000 SH x x 42 309,000
ResMed, Inc. Common Stocks 761152107 56 1,800 SH x x 30 1,800
Respironics, Inc. Common Stocks 761230101 533 32,100 SH x x 23 32,100
559 33,500 SH x 29 33,500
55 3,300 SH x x 30 3,300
10 600 SH x x 35 600
Reynolds & Reynolds Co.
Class A Common Stocks 761695105 9 300 SH x x 21 300
27 900 SH x x 23 900
4 200 SH x 29 200
Richmond County Financial
Corp. Common Stocks 764556106 856 35,500 SH x x 8 35,500
2,659 104,400 SH x x 20 104,400
249 10,400 SH x x 23 10,400
3,452 142,700 SH x 29 142,700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
53 2,200 SH x x 30 2,200
Riggs National Corp. Common Stocks 766570105 29 2,400 SH x 29 2,400
17 1,400 SH x x 30 1,400
RightCHOICE Managed Care,
Inc. Common Stocks 76657K101 27 1,100 SH x 29 1,100
Ritchie Brothers
Auctioneers, Inc. Common Stocks 767744105 1,799 55,900 SH x x 28 55,900
Riviana Foods, Inc. Common Stocks 769536103 7 400 SH x x 30 400
Roadway Express, Inc. Common Stocks 769742107 303 16,900 SH x x 8 16,900
46 2,700 SH x x 23 2,700
583 32,500 SH x 29 32,500
16 900 SH x x 30 900
32 1,900 SH x x 35 1,900
Robert Half International,
Inc. Common Stocks 770323103 1,579 43,100 SH x x 20 43,100
191 4,900 SH x x 21 4,900
495 14,200 SH x x 23 14,200
14,028 404,400 SH x 29 404,400
437 12,600 SH x x 30 12,600
5,829 155,000 SH x x 40 155,000
Robotic Vision Systems,
Inc. Common Stocks 771074101 13 2,200 SH x x 30 2,200
Rochester Gas & Electric
Corp. Common Stocks 771367109 59 2,100 SH x x 23 2,100
240 8,600 SH x x 35 8,600
Rock-Tenn Co. Class A Common Stocks 772739207 9 900 SH x x 30 900
Rockwell International
Corp. Common Stocks 773903109 1,056 34,910 SH x x 6 34,910
1,684 49,900 SH x x 21 49,900
858 26,300 SH x x 23 26,300
3,383 111,830 SH x 29 111,830
Rogers Corp. Common Stocks 775133101 13 400 SH x x 23 400
22 700 SH x x 30 700
Rohm & Haas Co. Common Stocks 775371107 6,333 216,200 SH x x 9 216,200
140 4,800 SH x x 23 4,800
933 32,100 SH x 29 32,100
Rollins Truck Leasing Corp. Common Stocks 775741101 164 26,000 SH x x 8 26,000
55 5,800 SH x x 23 5,800
1,206 191,075 SH x 29 191,075
24 4,120 SH x x 35 4,120
Roper Industries, Inc. Common Stocks 776696106 66 2,000 SH x x 30 2,000
Roslyn Bancorp, Inc. Common Stocks 778162107 182 5,400 SH x x 23 5,400
304 13,600 SH x 29 13,600
56 2,500 SH x x 35 2,500
Ross Stores, Inc. Common Stocks 778296103 2,369 165,500 SH x x 3 165,500
27 1,600 SH x x 21 1,600
34 1,600 SH x x 23 1,600
2,227 154,900 SH x 29 154,900
17 1,200 SH x x 35 1,200
Rostelecom - ADR Common Stocks 778529107 79 9,000 SH x 29 9,000
92 9,350 SH x x 33 9,350
Rouse Co. (The) Common Stocks 779273101 4,060 162,800 SH x x 2 162,800
2,623 105,200 SH x x 22 105,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Rowan Cos., Inc. Common Stocks 779382100 3,611 124,500 SH x x 3 124,500
548 17,800 SH x x 23 17,800
270 9,300 SH x x 25 9,300
5,063 174,600 SH x 29 174,600
38 1,300 SH x x 30 1,300
Royal Dutch Petroleum Co. Common Stocks 780257804 22,644 377,800 SH x x 9 377,800
3,860 64,400 SH x x 21 64,400
1,445 23,712 SH x x 23 23,712
923 15,400 SH x x 25 15,400
1,588 26,500 SH x 29 26,500
Ruby Tuesday, Inc. Common Stocks 781182100 1,308 116,300 SH x x 8 116,300
22 1,300 SH x x 23 1,300
1,248 110,900 SH x 29 110,900
88 7,800 SH x x 30 7,800
61 5,100 SH x x 35 5,100
Ruddick Corp. Common Stocks 781258108 28 2,000 SH x x 30 2,000
Russell Corp. Common Stocks 782352108 398 25,100 SH x x 8 25,100
200 11,500 SH x x 21 11,500
22 900 SH x x 23 900
94 5,900 SH x x 25 5,900
1,205 75,900 SH x 29 75,900
116 7,700 SH x x 35 7,700
Ryan's Family Steak Houses,
Inc. Common Stocks 783519101 1,524 199,900 SH x x 3 199,900
223 29,200 SH x x 8 29,200
149 19,600 SH x x 23 19,600
2,262 294,300 SH x 29 294,300
19 2,500 SH x x 30 2,500
Ryder System, Inc. Common Stocks 783549108 1,169 63,400 SH x x 8 63,400
20 900 SH x x 21 900
198 10,000 SH x x 23 10,000
2,917 158,200 SH x 29 158,200
Ryland Group, Inc. Common Stocks 783764103 474 15,300 SH x x 8 15,300
283 9,100 SH x x 23 9,100
2,186 70,500 SH x 29 70,500
31 1,000 SH x x 30 1,000
163 5,130 SH x x 35 5,130
S&T Bancorp, Inc. Common Stocks 783859101 29 1,500 SH x x 30 1,500
SBC Communications, Inc. Common Stocks 78387G103 14,827 280,440 SH x x 4 280,440
8,947 168,042 SH x x 8 168,042
21,509 428,866 SH x x 9 428,866
3,305 66,100 SH x x 15 66,100
33,937 631,049 SH x x 21 631,049
7,677 156,396 SH x x 23 156,396
7,251 145,018 SH x x 25 145,018
5,405 108,100 SH x x 26 108,100
14,540 2,290,806 SH x 29 2,290,806
SCI Systems, Inc. Common Stocks 783890106 6 100 SH x x 21 100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
603 14,800 SH x x 23 14,800
295 7,200 SH x x 25 7,200
1,628 39,700 SH x 29 39,700
492 12,000 SH x x 30 12,000
SCM Microsystems, Inc. Common Stocks 784018103 30 800 SH x x 30 800
SCP Pool Corp. Common Stocks 784028102 292 10,050 SH x x 23 10,050
333 11,250 SH x 29 11,250
32 1,100 SH x x 30 1,100
SDL, Inc. Common Stocks 784076101 1,336 3,800 SH x x 1 3,800
1,177 3,800 SH x x 6 3,800
311 1,000 SH x x 9 1,000
434 1,400 SH x x 21 1,400
24,872 80,753 SH x 29 80,753
1,115 3,600 SH x x 30 3,600
7,657 22,900 SH x x 40 22,900
5,819 16,830 SH x x 41 16,830
SEI Corp. Common Stocks 784117103 1,237 16,700 SH x x 8 16,700
106 1,500 SH x x 21 1,500
558 7,900 SH x x 23 7,900
1,606 22,700 SH x 29 22,700
177 2,500 SH x x 30 2,500
SEMCO Energy, Inc. Common Stocks 78412D109 20 1,300 SH x x 30 1,300
SJW Corp. Common Stocks 784305104 12 100 SH x x 30 100
SK Telecom Co., Ltd. - ADR Common Stocks 78440P108 3 100 SH x 29 100
776 31,180 SH x x 34 31,180
SL Green Realty Corp. Common Stocks 78440X101 7,178 255,800 SH x x 2 255,800
929 33,100 SH x x 8 33,100
379 13,541 SH x x 23 13,541
1,179 42,000 SH x 29 42,000
42 1,500 SH x x 30 1,500
SPS Technologies, Inc. Common Stocks 784626103 3,662 75,500 SH x x 3 75,500
88 1,800 SH x x 23 1,800
165 3,400 SH x 29 3,400
39 800 SH x x 30 800
SPSS, Inc. Common Stocks 78462K102 13 500 SH x x 30 500
SPX Corp. Common Stocks 784635104 653 4,600 SH x x 18 4,600
50 300 SH x x 21 300
950 6,400 SH x x 23 6,400
2,243 15,800 SH x 29 15,800
241 1,700 SH x x 30 1,700
S3, Inc. Common Stocks 784849101 47 4,700 SH x x 23 4,700
132 12,800 SH x 29 12,800
58 5,600 SH x x 30 5,600
Sabre Holdings, Corp. Common Stocks 785905100 3,652 121,911 SH x x 21 121,911
2,228 75,600 SH x x 23 75,600
5,902 203,967 SH x 29 203,967
351 13,100 SH x x 35 13,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SAFECO Corp. Common Stocks 786429100 4,575 167,900 SH x x 8 167,900
502 18,430 SH x x 25 18,430
5,055 185,510 SH x 29 185,510
Safeguard Scientifics, Inc. Common Stocks 786449108 497 23,200 SH x x 21 23,200
67 3,100 SH x x 23 3,100
1,071 53,700 SH x 29 53,700
120 6,000 SH x x 30 6,000
53 2,900 SH x x 35 2,900
Safeway, Inc. Common Stocks 786514208 2,370 50,753 SH x x 6 50,753
780 16,700 SH x x 9 16,700
283 5,500 SH x x 21 5,500
140 3,000 SH x x 25 3,000
2,811 60,200 SH x x 26 60,200
10,784 230,983 SH x 29 230,983
257 5,502 SH x x 37 5,502
Saga Communications Class A Common Stocks 786598102 15 900 SH x x 23 900
59 3,600 SH x 29 3,600
St. Joe Co. (The) Common Stocks 790148100 3,127 112,700 SH x x 3 112,700
113 3,200 SH x x 23 3,200
2,907 104,750 SH x 29 104,750
50 1,800 SH x x 30 1,800
St. Jude Medical, Inc. Common Stocks 790849103 4,439 87,300 SH x x 9 87,300
240 4,200 SH x x 21 4,200
779 14,900 SH x x 23 14,900
87 1,700 SH x x 25 1,700
6,599 129,400 SH x 29 129,400
129 2,600 SH x x 35 2,600
2,603 47,100 SH x x 40 47,100
St. Mary Land & Exploration
Co. Common Stocks 792228108 30 1,300 SH x x 30 1,300
St. Paul Cos., Inc. Common Stocks 792860108 11,732 226,700 SH x x 4 226,700
2,017 40,910 SH x x 8 40,910
1,056 19,200 SH x x 21 19,200
35 700 SH x x 23 700
888 18,000 SH x x 25 18,000
22,208 450,350 SH x 29 450,350
Saks, Inc. Common Stocks 79377W108 204 18,400 SH x x 21 18,400
148 15,000 SH x x 23 15,000
1,395 141,300 SH x 29 141,300
93 9,400 SH x x 30 9,400
Salton, Inc. Common Stocks 795757103 403 8,282 SH x x 15 8,282
1,235 36,200 SH x x 20 36,200
1,088 33,250 SH x x 23 33,250
3,013 93,250 SH x 29 93,250
36 1,100 SH x x 30 1,100
Sandisk Corp. Common Stocks 80004C101 1,114 16,700 SH x x 6 16,700
548 7,900 SH x x 23 7,900
4,268 64,000 SH x x 26 64,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
13,243 198,400 SH x 29 198,400
393 5,900 SH x x 30 5,900
1,334 20,000 SH x x 42 20,000
Sanmina Corp. Common Stocks 800907107 4,051 41,200 SH x x 8 41,200
212 2,200 SH x x 9 2,200
178 1,900 SH x x 25 1,900
4,335 46,300 SH x x 26 46,300
16,704 178,410 SH x 29 178,410
452 4,830 SH x x 37 4,830
SangStat Medical Corp. New Common Stocks 801003104 66 5,000 SH x x 10 5,000
1,249 97,500 SH x 29 97,500
Santa Isabel SA - ADR Common Stocks 802233106 189 21,800 SH x x 7 21,800
SAP AG - ADR Common Stocks 803054204 1 20 SH x x 11 20
Sara Lee Corp. Common Stocks 803111103 1,025 46,000 SH x x 21 46,000
439 21,600 SH x x 25 21,600
2,277 112,100 SH x 29 112,100
Saul Centers, Inc. Common Stocks 804395101 10 600 SH x 29 600
Sawtek, Inc. Common Stocks 805468105 8 200 SH x x 21 200
221 5,700 SH x x 23 5,700
250 6,500 SH x 29 6,500
112 2,900 SH x x 30 2,900
SCANA Corp. Common Stocks 805898103 865 28,000 SH x x 26 28,000
Henry Schein, Inc. Common Stocks 806407102 403 20,200 SH x x 8 20,200
355 17,800 SH x 29 17,800
26 1,300 SH x x 30 1,300
Schering-Plough Corp. Common Stocks 806605101 12,644 252,200 SH x x 1 252,200
17,159 367,500 SH x x 9 367,500
3,116 67,000 SH x x 21 67,000
3,549 78,800 SH x x 23 78,800
19,270 414,400 SH x 29 414,400
1,826 45,500 SH x x 38 45,500
Schlumberger, Ltd. Common Stocks 806857108 980 11,900 SH x x 23 11,900
280 3,400 SH x x 25 3,400
988 12,000 SH x 29 12,000
Scholastic Corp. Common Stocks 807066105 2,003 25,200 SH x x 8 25,200
142 1,500 SH x x 23 1,500
2,315 29,100 SH x 29 29,100
95 1,200 SH x x 30 1,200
School Specialty, Inc. Common Stocks 807863105 151 7,100 SH x x 23 7,100
162 7,600 SH x 29 7,600
17 800 SH x x 30 800
Schultz Sav-o Stores, Inc. Common Stocks 808196109 1,486 138,250 SH x x 3 138,250
1,774 165,000 SH x 29 165,000
Schwab (Charles) Corp. Common Stocks 808513105 0 1 SH x x 6 1
1,361 38,338 SH x x 9 38,338
330 9,300 SH x 29 9,300
Schweitzer-Mauduit
International, Inc. Common Stocks 808541106 89 5,600 SH x x 23 5,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
338 25,300 SH x 29 25,300
15 1,100 SH x x 30 1,100
7 500 SH x x 35 500
Scientific-Atlanta, Inc. Common Stocks 808655104 1,512 22,300 SH x x 8 22,300
113 1,800 SH x x 9 1,800
1,036 16,300 SH x x 10 16,300
29 300 SH x x 23 300
3,277 51,500 SH x 29 51,500
19 300 SH x x 30 300
Scitex Corp., Ltd. Common Stocks 809090103 233 19,000 SH x x 25 19,000
347 28,000 SH x 29 28,000
Scotts Co. (The) Class A Common Stocks 810186106 23 700 SH x x 30 700
Scripps (E.W.) Co. Class A Common Stocks 811054204 3,586 66,400 SH x x 3 66,400
378 6,300 SH x x 23 6,300
3,707 68,650 SH x 29 68,650
103 1,900 SH x x 30 1,900
92 1,800 SH x x 35 1,800
Seagate Technology Common Stocks 811804103 37 542 SH x x 6 542
11,043 161,000 SH x x 9 161,000
3,576 49,900 SH x x 21 49,900
876 12,700 SH x x 25 12,700
4,740 68,700 SH x 29 68,700
Seagram Co., Ltd. Common Stocks 811850106 770 13,400 SH x x 9 13,400
321 5,590 SH x x 13 5,590
2,780 48,400 SH x x 15 48,400
92 1,600 SH x x 25 1,600
9,980 173,760 SH x 29 173,760
Seacor Holdings, Inc. Common Stocks 811904101 462 9,900 SH x x 23 9,900
560 12,000 SH x 29 12,000
56 1,200 SH x x 30 1,200
Sealed Air Corp. New Common Stocks 81211K100 1,411 31,000 SH x x 10 31,000
1,810 40,000 SH x 29 40,000
Sears Roebuck & Co. Common Stocks 812387108 2,902 89,500 SH x x 6 89,500
3,622 104,830 SH x x 8 104,830
2,110 65,000 SH x x 9 65,000
10,387 312,400 SH x x 21 312,400
1,589 49,000 SH x x 23 49,000
1,287 39,700 SH x x 25 39,700
12,737 392,865 SH x 29 392,865
Secure Computing Corp. Common Stocks 813705100 565 14,428 SH x x 15 14,428
1,089 41,790 SH x 29 41,790
Security Capital Group,
Inc. Class B Common Stocks 81413P204 57 2,000 SH x x 23 2,000
Seitel, Inc. Common Stocks 816074306 828 57,600 SH x x 8 57,600
1,312 91,300 SH x 29 91,300
16 1,100 SH x x 30 1,100
100 7,000 SH x x 35 7,000
Selective Insurance Group,
Inc. Common Stocks 816300107 27 1,500 SH x x 30 1,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Semtech Corp. Common Stocks 816850101 430 10,400 SH x x 23 10,400
604 14,000 SH x 29 14,000
182 4,400 SH x x 30 4,400
Sempra Energy Common Stocks 816851109 298 14,300 SH x x 8 14,300
2,544 109,800 SH x x 21 109,800
3,100 142,200 SH x x 23 142,200
7,578 364,100 SH x 29 364,100
495 24,500 SH x x 35 24,500
Semitool, Inc. Common Stocks 816909105 11 900 SH x x 30 900
Sensormatic Electronics
Corp. Common Stocks 817265101 119 6,200 SH x x 23 6,200
74 4,900 SH x 29 4,900
86 5,700 SH x x 30 5,700
Sepracor, Inc. Common Stocks 817315104 1,831 15,000 SH x x 10 15,000
2,454 20,000 SH x 29 20,000
ServiceMaster Co. Common Stocks 81760N109 61 6,132 SH x 29 6,132
9 1,000 SH x x 35 1,000
Shaw Group, Inc. (The) Common Stocks 820280105 19 300 SH x x 23 300
226 3,200 SH x 29 3,200
113 1,600 SH x x 30 1,600
Shaw Industries, Inc. Common Stocks 820286102 2,197 116,000 SH x x 21 116,000
1,629 88,079 SH x 29 88,079
139 7,500 SH x x 30 7,500
255 13,800 SH x x 35 13,800
Sherwin-Williams Co. Common Stocks 824348106 1,716 80,267 SH x x 6 80,267
774 36,200 SH x x 15 36,200
471 20,100 SH x x 23 20,100
900 42,100 SH x x 25 42,100
4,767 223,002 SH x 29 223,002
Shire Pharmaceuticals
Group PLC ADR Common Stocks 82481R106 1,770 34,278 SH x 29 34,278
1,399 27,097 SH x x 43 27,097
ShopKo Stores, Inc. Common Stocks 824911101 202 19,400 SH x x 23 19,400
269 25,900 SH x 29 25,900
18 1,700 SH x x 30 1,700
Shurgard Storage Centers,
Inc. Class A Common Stocks 82567D104 1,999 88,600 SH x x 22 88,600
1,986 88,000 SH x 29 88,000
20 900 SH x x 35 900
Siebel Systems, Inc. Common Stocks 826170102 6,278 53,800 SH x x 8 53,800
10,911 98,800 SH x x 9 98,800
979 8,800 SH x x 21 8,800
324 1,900 SH x x 23 1,900
38,258 343,700 SH x 29 343,700
6,062 50,300 SH x x 40 50,300
9,600 77,270 SH x x 41 77,270
SIFCO Industries Common Stocks 826546103 845 145,400 SH x x 6 145,400
Sigma Aldrich Corp. Common Stocks 826552101 20 600 SH x x 6 600
325 9,800 SH x x 8 9,800
2,017 57,600 SH x x 21 57,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
369 11,100 SH x x 23 11,100
2,224 67,385 SH x 29 67,385
132 3,800 SH x x 35 3,800
Silicon Storage Technology,
Inc. Common Stocks 827057100 742 27,300 SH x x 18 27,300
228 8,500 SH x x 23 8,500
1,389 51,077 SH x 29 51,077
106 3,900 SH x x 30 3,900
Silicon Valley Bancshares Common Stocks 827064106 7,082 118,800 SH x x 8 118,800
3,211 52,200 SH x x 20 52,200
898 14,700 SH x x 23 14,700
14,011 240,600 SH x 29 240,600
250 4,300 SH x x 30 4,300
215 3,900 SH x x 35 3,900
2,231 38,300 SH x x 42 38,300
Silicon Valley Group, Inc. Common Stocks 827066101 103 2,600 SH x x 23 2,600
5 200 SH x x 30 200
Simon Property Group, Inc. Common Stocks 828806109 7,228 308,400 SH x x 2 308,400
788 30,200 SH x x 21 30,200
7,400 315,750 SH x x 22 315,750
1,230 52,500 SH x 29 52,500
166 7,100 SH x x 30 7,100
Simpson Industries, Inc. Common Stocks 829060102 222 18,100 SH x 29 18,100
Simpson Manufacturing Co.,
Inc. Common Stocks 829073105 23 500 SH x x 23 500
116 2,600 SH x 29 2,600
18 400 SH x x 30 400
Sinclair Broadcast Group,
Inc. Class A Common Stocks 829226109 45 4,100 SH x 29 4,100
29 2,700 SH x x 35 2,700
SIPEX Corp. Common Stocks 829909100 63 1,500 SH x x 30 1,500
Skywest, Inc. Common Stocks 830879102 924 18,050 SH x x 18 18,050
281 5,500 SH x x 23 5,500
1,558 30,400 SH x 29 30,400
67 1,300 SH x x 30 1,300
35 700 SH x x 35 700
Smart & Final, Inc. Common Stocks 831683107 8 1,200 SH x 29 1,200
10 1,400 SH x x 35 1,400
Smith (A.O.) Corp. Common Stocks 831865209 14 1,100 SH x 29 1,100
19 1,500 SH x x 30 1,500
Smith International, Inc. Common Stocks 832110100 3,695 45,300 SH x x 8 45,300
3,237 39,800 SH x x 10 39,800
1,293 15,000 SH x x 20 15,000
347 3,800 SH x x 21 3,800
511 6,300 SH x x 23 6,300
10,097 123,800 SH x 29 123,800
461 5,650 SH x x 30 5,650
Smith (Charles E.) Residential
Realty, Inc. Common Stocks 832197107 5,345 117,800 SH x x 2 117,800
3,476 76,600 SH x x 3 76,600
6,804 149,950 SH x x 22 149,950
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3,517 77,500 SH x 29 77,500
86 1,900 SH x x 30 1,900
10,532 232,100 SH x x 39 232,100
Smithfield Foods, Inc. Common Stocks 832248108 2,320 87,100 SH x x 8 87,100
2,040 77,700 SH x 29 77,700
89 3,400 SH x x 30 3,400
22 900 SH x x 35 900
Smurfit-Stone Container
Corp. Common Stocks 832727101 1,302 110,300 SH x x 9 110,300
96 7,500 SH x x 21 7,500
215 17,500 SH x x 23 17,500
529 44,100 SH x 29 44,100
93 7,800 SH x x 30 7,800
SoftNet Systems inc. Common Stock 833964109 595 99,700 SH x 29 99,700
Salectron Corp. Common Stock 834182107 249 5,300 SH x x 1 5,300
2,120 45,968 SH x x 6 45,968
306 6,700 SH x x 9 6,700
60 1,300 SH x x 23 1,300
129 2,800 SH x x 25 2,800
195 4,219 SH x 29 4,219
Solutia, Inc. Common Stocks 834376105 142 12,500 SH x x 23 12,500
226 19,900 SH x 29 19,900
52 4,600 SH x x 30 4,600
Sonic Corp. Common Stocks 835451105 79 2,500 SH x x 30 2,500
Sonic Automotive, Inc. Common Stocks 83545G102 257 30,900 SH x x 8 30,900
224 26,900 SH x x 23 26,900
574 69,000 SH x 29 69,000
Sonoco Products Co. Common Stocks 835495102 121 6,700 SH x x 30 6,700
43 2,300 SH x x 35 2,300
Sony Corp. - ADR Common Stocks 835699307 517 3,400 SH x x 17 3,400
11,699 115,902 SH x 29 15,902
3,872 38,357 SH x x 37 38,357
Source Information
Mgmt Co. (The) Common Stocks 836151209 229 33,600 SH x x 23 33,600
176 25,900 SH x 29 25,900
South Jersey Industries,
Inc. Common Stocks 838518108 155 5,300 SH x x 8 5,300
18 600 SH x x 23 600
277 9,500 SH x 29 9,500
20 700 SH x x 30 700
9 300 SH x x 35 300
Southdown, Inc. Common Stocks 841297104 3,384 47,500 SH x x 3 47,500
14 200 SH x x 21 200
998 13,300 SH x x 23 13,300
3,662 51,400 SH x 29 51,400
Southern Co. Common Stocks 842587107 4,498 138,660 SH x x 6 138,660
1,860 51,900 SH x x 21 51,900
172 5,300 SH x x 23 5,300
1,719 53,000 SH x x 25 53,000
7,447 229,572 SH x 29 229,572
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Southern Peru Copper Corp. Common Stocks 843611104 14 9,200 SH x x 29 9,200
113 7,300 SH x x 31 7,300
SouthTrust Corp. Common Stocks 844730101 1,281 37,310 SH x x 8 37,310
4,019 127,200 SH x x 9 127,200
5,484 170,550 SH x x 21 170,550
6,824 217,080 SH x 29 217,080
Southwest Airlines Co. Common Stocks 844741108 221 9,100 SH x x 9 9,100
216 8,000 SH x x 21 8,000
114 4,700 SH x x 23 4,700
340 14,000 SH x 29 14,000
Southwest Bancorporation
of Texas, Inc. Common Stocks 84476R109 605 18,500 SH x x 8 18,500
847 25,200 SH x x 23 25,200
1,631 49,900 SH x 29 49,900
20 600 SH x x 30 600
Southwest Gas Corp. Common Stocks 844895102 46 2,200 SH x x 30 2,200
4 200 SH x x 35 200
Southwest Securities
Group,Inc. Common Stocks 845224104 1,004 34,320 SH x x 8 34,320
970 32,850 SH x x 23 32,850
1,981 67,720 SH x 29 67,720
26 900 SH x x 30 900
Southwestern Energy Co. Common Stocks 845467109 118 13,500 SH x 29 13,500
13 1,500 SH x x 30 1,500
46 5,530 SH x x 35 5,530
Sovereign Bancorp, Inc. Common Stocks 845905108 1,651 178,524 SH x x 3 178,524
4,160 449,700 SH x x 8 449,700
5,607 606,200 SH x 29 606,200
141 15,200 SH x x 30 15,200
Sovran Self Storage, Inc. Common Stocks 84610H108 1,736 84,700 SH x x 3 84,700
2,091 102,000 SH x 29 102,000
10 500 SH x x 35 500
Spartech Corp. Common Stocks 847220209 98 6,300 SH x x 8 6,300
23 1,000 SH x x 23 1,000
289 18,600 SH x 29 18,600
28 1,800 SH x x 30 1,800
Specialty Equipment
Cos., Inc Common Stocks 847497203 17 700 SH x x 30 700
Spectralink Corp. Common Stocks 847580107 428 30,160 SH x x 15 30,160
763 80,842 SH x 29 80,842
7 700 SH x x 30 700
Speedway Motorsports, Inc. Common Stocks 847788106 15 700 SH x x 30 700
Spiegel, Inc. Class A Common Stocks 848457107 259 37,300 SH x x 8 37,300
181 25,800 SH x 29 25,800
Spieker Properties, Inc. Common Stocks 848497103 15,248 264,900 SH x x 2 264,900
78 1,200 SH x x 21 1,200
9,492 164,900 SH x x 22 164,900
1,423 22,338 SH x x 23 22,338
1,375 23,889 SH x 29 23,889
95 1,700 SH x x 35 1,700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
8,778 152,500 SH x x 39 152,500
SportsLine.com, Inc. New Common Stocks 848934105 10 700 SH x x 30 700
Springs Industries, Inc. Common Stocks 851783100 1,556 55,200 SH x x 8 55,200
116 3,200 SH x x 23 3,200
1,469 52,100 SH x 29 52,100
Sprint Corp. (Fon Group) Common Stocks 852061100 449 15,600 SH x x 9 15,600
5,501 176,800 SH x x 21 176,800
1,064 36,300 SH x x 23 36,300
1,137 38,800 SH x x 25 38,800
10,544 359,720 SH x 29 359,720
Sprint Corp. (PCS Group) Common Stocks 852061506 1,683 48,000 SH x x 6 48,000
6,312 179,300 SH x x 9 179,300
1,169 33,300 SH x x 21 33,300
2,507 71,500 SH x x 26 71,500
5,729 163,400 SH x 29 163,400
STAAR Surgical Co. New Common Stocks 852312305 743 28,618 SH x x 15 28,618
1,190 68,728 SH x 29 68,728
Standard Pacific Corp. Common Stocks 85375C101 959 53,300 SH x x 8 53,300
472 26,100 SH x x 23 26,100
2,131 118,400 SH x 29 118,400
25 1,400 SH x x 30 1,400
89 4,800 SH x x 35 4,800
Standard Register Co. Common Stocks 853887107 74 4,100 SH x x 21 4,100
184 11,500 SH x 29 11,500
14 900 SH x x 30 900
17 1,142 SH x x 35 1,142
Standex International Corp. Common Stocks 854231107 177 9,200 SH x x 23 9,200
211 10,900 SH x 29 10,900
14 700 SH x x 30 700
Stanley Works (The) Common Stocks 854616109 238 9,500 SH x x 23 9,500
528 22,900 SH x x 25 22,900
1,490 64,600 SH x 29 64,600
Starbucks Corp. Common Stocks 855244109 82 1,900 SH x x 21 1,900
148 3,700 SH x 29 3,700
Starrett (L.S.) Co. Class A Common Stocks 855668109 1,041 54,100 SH x x 3 54,100
1,550 80,500 SH x 29 80,500
StarTek, Inc. Common Stocks 85569C107 570 18,600 SH x x 20 18,600
125 4,300 SH x x 23 4,300
583 20,100 SH x 29 20,100
12 400 SH x x 30 400
State Auto Financial Corp. Common Stocks 855707105 125 9,600 SH x x 23 9,600
164 12,500 SH x 29 12,500
13 1,000 SH x x 30 1,000
State Street Corp. Common Stocks 857477103 1,451 10,000 SH x x 21 10,000
754 5,800 SH x x 25 5,800
14,170 109,000 SH x 29 109,000
3,331 23,700 SH x x 40 23,700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
4,901 37,700 SH x x 42 37,700
Staten Island Bancorp, Inc. Common Stocks 857550107 936 46,800 SH x x 8 46,800
812 40,600 SH x 29 40,600
54 2,700 SH x x 30 2,700
39 2,000 SH x x 35 2,000
Station Casinos, Inc. Common Stocks 857689103 1,377 91,500 SH x x 20 91,500
212 14,800 SH x x 23 14,800
1,408 98,800 SH x 29 98,800
29 2,000 SH x x 30 2,000
Steel Dynamics, Inc. Common Stocks 858119100 35 3,800 SH x x 30 3,800
Steelcase, Inc. Class A Common Stocks 858155203 812 48,500 SH x x 8 48,500
131 6,600 SH x x 23 6,600
1,013 60,500 SH x 29 60,500
18 1,100 SH x x 35 1,100
Stein Mart, Inc. Common Stocks 858375108 612 56,600 SH x x 8 56,600
144 13,300 SH x x 23 13,300
267 24,700 SH x 29 24,700
14 1,300 SH x x 30 1,300
Stepan Co. Common Stocks 858586100 66 3,300 SH x 29 3,300
12 600 SH x x 35 600
Sterling Bancshares, Inc. Common Stocks 858907108 249 16,300 SH x x 23 16,300
255 16,700 SH x 29 16,700
24 1,600 SH x x 30 1,600
Stericycle, Inc. Common Stocks 858912108 17 700 SH x x 30 700
Steris Corp. Common Stocks 859152100 1,105 92,100 SH x 29 92,100
48 4,000 SH x x 30 4,000
76 5,497 SH x x 35 5,497
STET Hellas
Telecommunications
SA - ADR Common Stocks 859823106 111 7,470 SH x 29 7,470
155 9,100 SH x x 33 9,100
Stewart & Stevenson
Services, Inc. Common Stocks 860342104 50 2,900 SH x x 8 2,900
326 16,900 SH x x 21 16,900
1,568 89,900 SH x 29 89,900
35 2,000 SH x x 30 2,000
208 11,300 SH x x 35 11,300
Stewart Enterprises, Inc.
Class A Common Stocks 860370105 17 8,700 SH x x 8 8,700
Stewart Information
Services Corp. Common Stocks 860372101 341 22,200 SH x x 8 22,200
329 21,400 SH x 29 21,400
Stillwater Mining Co. Common Stocks 86074Q102 8 300 SH x x 23 300
65 2,400 SH x x 30 2,400
STMicroelectronics (Regd) Common Stocks 861012102 3,305 46,100 SH x x 17 46,100
166 2,691 SH x x 23 2,691
1,614 33,900 SH x 29 33,900
Stone Energy Corp. Common Stocks 861642106 50 900 SH x x 23 900
138 2,500 SH x x 30 2,500
Stoneridge, Inc. Common Stocks 86183P102 214 22,300 SH x x 23 22,300
419 43,517 SH x 29 43,517
7 700 SH x x 35 700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Storage USA, Inc. Common Stocks 861907103 90 1,961 SH x x 23 1,961
43 1,400 SH x 29 1,400
30 1,000 SH x x 35 1,000
Storage Technology Corp. Common Stocks 862111200 105 7,100 SH x x 21 7,100
642 47,300 SH x 29 47,300
87 6,400 SH x x 30 6,400
119 9,100 SH x x 35 9,100
Stride Rite Corp. Common Stocks 863314100 13 2,500 SH x x 30 2,500
Structural Dynamics 14,500
Research Corp. Common Stocks 863555108 262 14,500 SH x x 21
562 34,300 SH x 29 34,300
36 2,200 SH x x 30 2,200
10 600 SH x x 35 600
Stryker Corp. Common Stocks 863667101 574 12,000 SH x x 21 12,000
906 21,100 SH x 29 21,100
442 10,300 SH x x 30 10,300
Student Loan Corp., The Common Stocks 863902102 15 300 SH x x 30 300
10 200 SH x x 35 200
Sturm, Ruger & Co., Inc. Common Stocks 864159108 11 1,400 SH x x 30 1,400
Suiza Foods Corp. Common Stocks 865077101 101 2,000 SH x x 8 2,000
1,830 36,100 SH x x 18 36,100
8 100 SH x x 21 100
992 18,700 SH x x 23 18,700
5,697 112,400 SH x 29 112,400
96 1,900 SH x x 30 1,900
89 1,800 SH x x 35 1,800
2,945 58,100 SH x x 42 58,100
Summit Bancorp Common Stocks 866005101 3,998 113,300 SH x x 9 113,300
581 16,840 SH x x 25 16,840
1,543 44,730 SH x 29 44,730
Summit Properties, Inc. Common Stocks 866239106 3,239 134,600 SH x x 22 134,600
36 1,500 SH x x 30 1,500
16 700 SH x x 35 700
Sun Communities, Inc. Common Stocks 866674104 2,571 81,300 SH x x 22 81,300
Sun Microsystems, Inc. Common Stocks 866810104 10,945 87,500 SH x x 1 87,500
8,622 73,300 SH x x 6 73,300
18,537 149,690 SH x x 8 149,690
46,483 396,800 SH x x 9 396,800
19,062 161,400 SH x x 21 161,400
2,978 24,100 SH x x 23 24,100
6,152 52,300 SH x x 26 52,300
138,711 1,188,104 SH x 29 1,188,104
9,800 83,319 SH x x 37 83,319
1,206 9,500 SH x x 38 9,500
10,577 83,100 SH x x 40 83,100
24,256 177,480 SH x x 41 177,480
SunGard Data Systems Common Stocks 867363103 2,726 63,500 SH x x 10 63,500
7,837 181,134 SH x x 21 181,134
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
5,039 117,700 SH x 29 117,700
274 6,400 SH x x 30 6,400
Sunglass Hut International,
Inc. Common Stocks 86736F106 23 3,500 SH x 29 3,500
14 2,200 SH x x 30 2,200
Sunoco, Inc. Common Stocks 86764P109 6,357 231,480 SH x x 8 231,480
774 27,100 SH x x 23 27,100
391 14,500 SH x x 25 14,500
8,075 299,780 SH x 29 299,780
Sunrise Assisted Living,
Inc. Common Stocks 86768K106 22 1,000 SH x x 30 1,000
Sunrise Medical, Inc. Common Stocks 867910101 1,183 197,100 SH x 29 197,100
SunTrust Banks, Inc. Common Stocks 867914103 742 14,900 SH x x 8 14,900
1,708 31,060 SH x x 21 31,060
648 13,000 SH x x 25 13,000
4,045 81,200 SH x 29 81,200
SuperGen, Inc. New Common Stocks 868059106 58 3,000 SH x x 30 3,000
Superior Energy Services,
Inc. Common Stocks 868157108 1,968 187,400 SH x 29 187,400
69 6,600 SH x x 30 6,600
Superior Industries
International, Inc. Common Stocks 868168105 942 31,400 SH x x 8 31,400
2,080 65,700 SH x x 20 65,700
153 3,800 SH x x 23 3,800
2,682 89,400 SH x 29 89,400
42 1,400 SH x x 30 1,400
Superior TeleCom, Inc. Common Stocks 868365107 234 38,991 SH x 29 38,991
38 6,992 SH x x 35 6,992
SuperValu, Inc. Common Stocks 868536103 726 48,200 SH x x 8 48,200
283 17,000 SH x x 21 17,000
955 61,800 SH x x 23 61,800
78 5,200 SH x x 25 5,200
1,929 128,068 SH x 29 128,068
76 5,300 SH x x 35 5,300
Susquehanna Bancshares,
Inc. Common Stocks 869099101 15 1,000 SH x x 8 1,000
75 4,900 SH x 29 4,900
43 2,800 SH x x 30 2,800
Swift Energy Co. Common Stocks 870738101 50 1,200 SH x x 30 1,200
Swift Transportation Co.,
Inc. Common Stocks 870756103 58 4,100 SH x x 21 4,100
218 16,700 SH x 29 16,700
48 3,700 SH x x 30 3,700
14 1,100 SH x x 35 1,100
Sybase, Inc. Common Stocks 871130100 244 10,600 SH x x 8 10,600
2,178 93,200 SH x x 21 93,200
644 26,100 SH x x 23 26,100
2,532 110,100 SH x 29 110,100
138 6,000 SH x x 30 6,000
302 13,400 SH x x 35 13,400
Sybron International Corp. Common Stocks 87114F106 43 1,800 SH x x 30 1,800
Sylvan Learning Systems,
Inc. Common Stocks 871399101 280 19,000 SH x x 8 19,000
166 11,200 SH x 29 11,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Symantec Corp. Common Stocks 871503108 1,564 35,600 SH x x 6 35,600
1,811 39,300 SH x x 8 39,300
1,850 42,300 SH x x 9 42,300
2,126 45,800 SH x x 20 45,800
2,711 61,400 SH x x 21 61,400
827 18,500 SH x x 23 18,500
4,328 98,500 SH x x 26 98,500
15,774 358,500 SH x 29 358,500
145 3,300 SH x x 30 3,300
56 1,300 SH x x 35 1,300
Syncor International Corp. Common Stocks 87157J106 1,000 25,800 SH x x 20 25,800
724 19,700 SH x x 23 19,700
1,793 48,700 SH x 29 48,700
44 1,200 SH x x 30 1,200
Synopsys, Inc. Common Stocks 871607107 49 1,300 SH x x 23 1,300
148 3,900 SH x 29 3,900
140 3,700 SH x x 30 3,700
Synovus Financial Corp. Common Stocks 87161C105 549 25,900 SH x x 23 25,900
SYSCO Corp. Common Stocks 871829107 7,863 161,395 SH x x 8 161,395
1,252 24,200 SH x x 21 24,200
3,150 69,200 SH x x 23 69,200
13,296 287,090 SH x 29 287,090
Systems & Computer
Technology Corp. Common Stocks 871873105 35 2,300 SH x x 23 2,300
1,896 107,950 SH x 29 107,950
35 2,000 SH x x 30 2,000
TCF Financial Corp. Common Stocks 872275102 706 18,700 SH x x 9 18,700
586 14,000 SH x x 21 14,000
715 19,000 SH x x 23 19,000
2,362 62,786 SH x 29 62,786
203 5,400 SH x x 30 5,400
195 5,064 SH x x 35 5,064
TECO Energy, Inc. Common Stocks 872375100 469 15,000 SH x x 23 15,000
417 14,500 SH x 29 14,500
140 5,035 SH x x 35 5,035
TEPPCO Partners L.P. Common Stocks 872384102 2,853 107,400 SH x 29 107,400
THQ, Inc. Common Stocks 872443403 1,095 47,100 SH x 29 47,100
1,224 52,800 SH x x 42 52,800
TJX Cos., Inc. Common Stocks 872540109 9,181 404,300 SH x x 9 404,300
99 4,400 SH x x 25 4,400
200 8,900 SH x 29 8,900
TRW, Inc. Common Stocks 872649108 211 5,200 SH x x 23 5,200
646 15,900 SH x 29 15,900
TMP Worldwide, Inc. Common Stocks 872941109 2,112 26,400 SH x x 6 26,400
296 3,700 SH x x 21 3,700
391 4,900 SH x x 23 4,900
717 8,909 SH x 29 8,909
144 1,800 SH x x 30 1,800
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Taiwan Semiconductor
Manufacturing Co., Ltd.
- ADR Common Stocks 874039100 215 7,000 SH x x 7 7,000
1,937 63,156 SH x x 17 63,156
8,713 427,631 SH x 29 427,631
1,353 66,398 SH x x 31 66,398
2,785 136,680 SH x x 32 136,680
341 14,812 SH x x 33 14,812
Take-Two Interactive
Software, Inc. Common Stocks 874054109 25 2,000 SH x x 23 2,000
Talbots, Inc. Common Stocks 874161102 2,120 32,000 SH x x 8 32,000
1,279 18,300 SH x x 20 18,300
259 3,500 SH x x 23 3,500
2,027 30,600 SH x 29 30,600
60 900 SH x x 30 900
7 100 SH x x 35 100
Talisman Energy, Inc. Common Stocks 87425E103 2,927 83,485 SH x x 3 83,485
Tanger Factory Outlet
Centers, Inc. Common Stocks 875465106 57 2,600 SH x 29 2,600
24 1,100 SH x x 35 1,100
Targeted Genetics Corp Common Stocks 87612M108 29 2,400 SH x 29 2,400
Taubman Centers, Inc. Common Stocks 876664103 1,075 93,000 SH x x 22 93,000
19 1,600 SH x 29 1,600
14 1,200 SH x x 35 1,200
Tech Data Corp. Common Stocks 878237106 122 2,500 SH x x 23 2,500
545 12,700 SH x x 25 12,700
1,056 24,700 SH x 29 24,700
116 2,700 SH x x 30 2,700
Techne Corp. Common Stocks 878377100 1,970 16,800 SH x x 8 16,800
695 4,164 SH x x 15 4,164
331 3,000 SH x x 23 3,000
3,292 29,396 SH x 29 29,396
266 2,400 SH x x 30 2,400
Technitrol, Inc. Common Stocks 878555101 3,047 28,700 SH x x 8 28,700
424 4,100 SH x x 23 4,100
2,939 29,100 SH x 29 29,100
222 2,200 SH x x 30 2,200
Tecumseh Products Co.
Class A Common Stocks 878895200 80 2,000 SH x x 23 2,000
201 4,800 SH x 29 4,800
Tekelec, Inc. Common Stocks 879101103 705 21,500 SH x x 18 21,500
207 6,300 SH x x 23 6,300
1,091 33,200 SH x 29 33,200
Tektronix, Inc. Common Stocks 879131100 608 7,200 SH x x 23 7,200
599 7,800 SH x x 25 7,800
3,948 51,400 SH x 29 51,400
TelCom Semiconductor, Inc. Common Stocks 87921P107 13 900 SH x x 30 900
Tele Celular Sul Preferred
Participacoes SA - ADR Stocks 879238103 330 11,000 SH x 29 11,000
321 10,700 SH x x 32 10,700
Tele Centro Sul Preferred
Participacoes SA - ADR Stocks 879239101 480 8,200 SH x x 7 8,200
Tele Norte Leste Preferred
Participacoes SA - ADR Stocks 879246106 1,892 82,691 SH x 29 82,691
511 22,356 SH x x 32 22,356
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,769 66,864 SH x x 33 66,864
Tele Nordeste Celular Preferred
Participacoes SA - ADR Stocks 87924W109 291 6,200 SH x 29 6,200
343 6,500 SH x x 33 6,500
Telecom Argentina SA Class
B - ADR Common Stocks 879273209 757 35,000 SH x x 25 35,000
999 46,200 SH x 29 46,200
469 18,850 SH x x 33 18,850
Teleflex, Inc. Common Stocks 879369106 12 354 SH x x 6 354
1,220 35,500 SH x x 8 35,500
26 500 SH x x 23 500
79 2,300 SH x x 30 2,300
Telefonica de Espana
SA - ADR Common Stocks 879382208 1,569 19,013 SH x x 17 19,013
1,097 18,455 SH x 29 18,455
1,336 18,700 SH x x 36 18,700
Telefonos de Mexico SA
Series L - ADR Common Stocks 879403780 5,917 102,200 SH x x 7 102,200
4,876 60,900 SH x x 17 60,900
1,808 34,000 SH x x 25 34,000
23,045 433,284 SH x 29 433,284
3,604 67,760 SH x x 31 67,760
3,223 60,600 SH x x 32 60,600
5,749 94,264 SH x x 33 94,264
Telephone & Data Systems,
Inc. Common Stocks 879433100 2,747 23,500 SH x x 20 23,500
3,251 27,800 SH x x 21 27,800
974 8,800 SH x x 23 8,800
7,751 70,019 SH x 29 70,019
354 3,200 SH x x 30 3,200
353 3,200 SH x x 35 3,200
Telesp Celular Preferred
Participacoes SA - ADR Stocks 87952L108 939 28,500 SH x 29 28,500
158 4,800 SH x x 32 4,800
594 15,000 SH x x 33 15,000
Tellabs, Inc. Common Stocks 879664100 7,250 151,100 SH x x 9 151,100
62 1,300 SH x x 23 1,300
353 7,400 SH x 29 7,400
Telxon Corp. Common Stocks 879700102 1,046 59,750 SH x 29 59,750
Temple-Inland, Inc. Common Stocks 879868107 1,597 42,000 SH x x 9 42,000
281 6,800 SH x x 23 6,800
311 8,200 SH x x 29 8,200
TeleTech Holdings, Inc. Common Stocks 879939106 1,453 59,000 SH x x 6 59,000
359 9,687 SH x x 15 9,687
978 39,505 SH x x 29 39,505
94 3,800 SH x x 30 3,800
Tenet Healthcare Corp. Common Stocks 88033G100 3,918 102,690 SH x x 8 102,690
11,058 302,700 SH x x 9 302,700
1,422 35,000 SH x x 21 35,000
1,198 34,700 SH x x 23 34,700
1,426 39,200 SH x x 25 39,200
15,190 417,590 SH x 29 417,590
4,591 126,200 SH x x 42 126,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Teradyne, Inc. Common Stocks 880770102 164 4,300 SH x x 1 4,300
1,332 38,064 SH x x 3 38,604
382 10,900 SH x x 6 10,900
51 1,500 SH x x 9 1,500
4,253 120,200 SH x x 21 120,200
201 3,100 SH x x 23 3,100
2,225 63,572 SH x 29 63,572
Terayon Communication
Systems, Inc. Common Stocks 880775101 434 12,800 SH x x 21 12,800
190 5,600 SH x x 23 5,600
241 7,100 SH x 29 7,100
122 3,600 SH x x 30 3,600
Terex Corp. Common Stocks 880779103 153 11,700 SH x x 8 11,700
189 14,000 SH x x 23 14,000
2,404 184,050 SH x 29 184,050
20 1,500 SH x x 30 1,500
Tesoro Petroleum Corp. Common Stocks 881609101 220 22,100 SH x x 23 22,100
254 25,600 SH x 29 25,600
19 1,900 SH x x 30 1,900
Teva Pharmaceutical
Industries, Ltd. - ADR Common Stocks 881624209 2,693 36,800 SH x x 18 36,800
11,211 153,188 SH x 29 153,188
925 12,635 SH x x 31 12,635
2,371 32,400 SH x x 32 32,400
1,658 19,770 SH x x 33 19,770
3,062 41,834 SH x x 43 41,834
TETRA Technologies, Inc. Common Stocks 88162G103 2,622 91,900 SH x x 10 91,900
4,344 152,100 SH x 29 152,000
146 5,100 SH x x 30 5,100
Texaco, Inc. Common Stocks 881694103 2,838 51,160 SH x x 8 51,160
3,307 63,100 SH x x 9 63,100
2,491 42,800 SH x x 21 42,800
381 7,400 SH x x 23 7,400
2,021 38,500 SH x x 25 38,500
10,808 205,870 SH x 29 205,870
Texas Industries, Inc. Common Stocks 882491103 2,102 65,950 SH x x 3 65,950
1,042 32,700 SH x x 8 32,700
175 4,300 SH x x 23 4,300
1,100 34,500 SH x 29 34,500
41 1,300 SH x x 30 1,300
52 1,600 SH x x 35 1,600
Texas Instruments, Inc. Common Stocks 882508104 4,430 88,600 SH x x 1 88,600
3,058 64,800 SH x x 6 64,800
20,225 425,500 SH x x 9 425,500
2,185 46,300 SH x x 15 46,300
1,580 26,500 SH x x 23 26,500
15,706 332,835 SH x 29 332,835
135 2,860 SH x x 30 2,860
569 8,500 SH x x 38 8,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Texas Regional Bancshares,
Inc. Class A Common Stocks 882673106 1,415 47,400 SH x x 20 47,400
236 8,300 SH x x 23 8,300
1,555 54,800 SH x 29 54,800
28 1,000 SH x x 30 1,000
Texas Utilities Co. Common Stocks 882848104 1,850 49,000 SH x x 4 49,000
473 12,700 SH x x 9 12,700
Textron Inc. Common Stocks 883203101 2,454 53,200 SH x x 3 53,200
9,189 188,650 SH x x 4 188,650
113 2,200 SH x x 21 2,200
668 13,415 SH x x 23 13,415
15,667 339,670 SH x 29 339,670
Theragenics Corp. Common Stocks 883375107 10 1,600 SH x x 30 1,600
Thermo Electron Corp. Common Stocks 883556102 47 1,755 SH x x 21 1,755
572 20,300 SH x x 23 20,300
595 22,885 SH x 29 22,885
Thermo Cardiosystems, Inc. Common Stocks 88355K200 220 25,000 SH x x 23 25,000
215 24,400 SH x x 29 24,400
Thomas & Betts Corp. Common Stocks 884315102 377 21,600 SH x x 8 21,600
21 800 SH x x 23 800
Thor Industries, Inc. Common Stocks 885160101 1,004 41,300 SH x x 20 41,300
32 1,400 SH x x 23 1,400
1,020 44,100 SH x 29 44,100
9 400 SH x x 30 400
Thoratec Laboratories Corp. Common Stocks 885175307 20 900 SH x x 30 900
Thornburg Mortgage Asset
Corp. Common Stocks 885218107 55 5,900 SH x x 23 5,900
188 20,100 SH x 29 20,100
3Com Corp. Common Stocks 885535104 1,630 79,800 SH x x 8 79,800
2,213 112,700 SH x x 21 112,700
130 6,800 SH x x 25 6,800
2,727 142,100 SH x 29 142,100
269 14,000 SH x x 30
3DO Co. (The) Common Stocks 88553W105 774 115,700 SH x 29 115,700
849 129,400 SH x x 42 129,400
Ticketmaster Online-City
Search, Inc. Class B Common Stocks 88633P203 36 2,100 SH x 29 2,100
10 600 SH x x 30 600
Tidewater, Inc. Common Stocks 886423102 3,608 79,300 SH x x 3 79,300
3,176 69,800 SH x x 8 69,800
11 200 SH x x 21 200
375 8,300 SH x x 23 8,300
7,080 155,600 SH x 29 155,600
Tiffany & Co. Common Stocks 886547108 3,627 91,520 SH x x 8 91,520
2,106 54,600 SH x x 10 54,600
2,219 54,500 SH x x 20 54,500
212 5,000 SH x x 21 5,000
732 18,000 SH x x 23 18,000
77 2,000 SH x x 25 2,000
24,337 631,098 SH x 29 631,098
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
5,416 140,438 SH x x 37 140,438
Timberland Co. Class A Common Stocks 887100105 1,493 34,500 SH x x 20 34,500
430 10,000 SH x x 23 10,000
1,763 43,000 SH x 29 43,000
98 2,400 SH x x 30 2,400
Time Warner, Inc. Common Stocks 887315109 13,867 156,700 SH x x 1 156,700
26,828 342,850 SH x x 9 342,850
3,013 38,500 SH x x 15 38,500
15,762 198,500 SH x x 21 198,500
509 6,500 SH x x 25 6,500
63,108 806,496 SH x 29 806,496
6,766 86,464 SH x x 37 86,464
4,413 56,400 SH x x 41 56,400
Timken Co. Common Stocks 887389104 423 27,700 SH x x 21 27,700
249 16,500 SH x x 23 16,500
1,274 93,043 SH x 29 93,043
104 7,300 SH x x 35 7,300
Titan Corp. Common Stocks 888266103 193 12,000 SH x x 23 12,000
294 17,800 SH x 29 17,800
84 5,100 SH x x 30 5,100
Titan Pharmaceuticals, Inc. Common Stocks 888314101 579 8,900 SH x 29 8,900
208 3,200 SH x x 30 3,200
Titanium Metals Corp. Common Stocks 888339108 1,377 168,200 SH x 29 168,200
Toll Brothers, Inc. Common Stocks 889478103 3,187 92,700 SH x 3 92,700
1,935 56,300 SH x x 8 56,300
383 10,400 SH x x 23 10,400
5,617 163,400 SH x 29 163,400
45 1,300 SH x x 30 1,300
Tollgrade Communications, IncCommon Stocks 889542106 291 2,100 SH x x 23 2,100
347 2,500 SH x 29 2,500
194 1,400 SH x x 30 1,400
Tootsie Roll Industries, Inc.Common Stocks 890516107 3,575 90,984 SH x x 10 90,984
5,503 140,200 SH x 29 140,200
94 2,400 SH x x 30 2,400
Topps Co., Inc. Common Stocks 890786106 1,241 127,900 SH x x 20 127,900
603 62,800 SH x x 23 62,800
1,850 201,400 SH x 29 201,400
22 2,400 SH x x 30 2,400
Torchmark Corp. Common Stocks 891027104 2,840 101,500 SH x x 9 101,500
355 11,500 SH x x 21 11,500
142 3,400 SH x x 23 3,400
890 32,000 SH x 29 32,000
Toro Co. Common Stocks 891092108 828 26,300 SH x x 8 26,300
19 600 SH x x 23 600
1,273 40,400 SH x 29 40,400
25 800 SH x x 30 800
67 2,100 SH x x 35 2,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Toronto Dominion Bank (The) Common Stocks 891160509 757 18,000 SH x x 17 18,000
Tosco Corp. Common Stocks 891490302 2,275 72,930 SH x x 8 72,930
3,099 96,900 SH x x 21 96,900
234 7,500 SH x x 25 7,500
2,551 81,800 SH x x 26 81,800
8,959 287,270 SH x 29 287,270
Total Renal Care Holdings,
Inc. Common Stocks 89151A107 97 12,976 SH x 29 12,976
30 4,000 SH x x 30 4,000
14 1,682 SH x x 35 1,682
Total Fina SA - ADR Common Stocks 89151E109 274 3,700 SH x x 1 3,700
8,518 112,412 SH x x 24 112,412
6,130 83,472 SH x 29 83,472
Tower Automotive, Inc. Common Stocks 891707101 455 47,000 SH x x 23 47,000
632 67,400 SH x 29 67,400
22 2,300 SH x x 30 2,300
Total Systems Services, Inc. Common Stocks 891906109 318 16,900 SH x x 21 16,900
483 28,700 SH x 29 28,700
37 2,200 SH x x 30 2,200
Toys "R" Us, Inc. Common Stocks 892335100 4,722 283,624 SH x x 21 283,624
483 28,200 SH x x 23 28,200
4,899 301,450 SH x 29 301,450
126 7,900 SH x x 35 7,900
Trammell Crow Co. Common Stocks 89288R106 147 9,800 SH x x 23 9,800
144 9,600 SH x 29 9,600
21 1,400 SH x x 30 1,400
Trans World Entertainment
Corp. Common Stocks 89336Q100 10 1,000 SH x x 8 1,000
228 22,800 SH x 29 22,800
19 1,900 SH x x 30 1,900
Transaction Systems
Architects, Inc.
Class A Common Stocks 893416107 11 700 SH x x 30 700
Transatlantic Holdings, Inc. Common Stocks 893521104 890 9,620 SH x x 8 9,620
1,441 15,580 SH x 29 15,580
TranSwitch Corp. Common Stocks 894065101 503 5,252 SH x x 15 5,252
620 9,700 SH x x 23 9,700
2,123 33,300 SH x 29 33,300
631 9,900 SH x x 30 9,900
Tredegar Industries, Inc. Common Stocks 894650100 10 600 SH x x 30 600
Trendwest Resorts, Inc. Common Stocks 894917103 110 6,100 SH x x 23 6,100
3 200 SH x x 30 200
Triangle Pharmaceuticals,
Inc. Common Stocks 89589H104 304 36,000 SH x 29 36,000
Triad Guaranty, Inc. Common Stocks 895925105 494 16,100 SH x x 23 16,100
521 17,500 SH x 29 17,500
27 900 SH x x 30 900
Tricon Global Restaurants,
Inc. Common Stocks 895953107 389 11,300 SH x x 21 11,300
658 21,500 SH x 29 21,500
Tribune Co. Common Stocks 896047107 8,545 188,960 SH x x 4 188,960
3,402 77,974 SH x x 6 77,974
1,188 24,400 SH x x 21 24,400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
196 4,500 SH x x 23 4,500
14,431 330,787 SH x 29 330,787
Tricom SA - ADR Common Stocks 89612A100 724 47,500 SH x 29 47,500
573 37,600 SH x x 32 37,600
Trigon Healthcare, Inc. Common Stocks 89618L100 2,187 41,600 SH x x 8 41,600
266 4,800 SH x x 21 4,800
460 8,100 SH x x 23 8,100
815 15,500 SH x x 25 15,500
5,551 105,600 SH x 29 105,600
103 1,800 SH x x 35 1,800
Trimble Navigation, Ltd. Common Stocks 896239100 13 600 SH x x 23 600
63 2,800 SH x x 30 2,800
Trimeris, Inc. Common Stocks 896263100 126 1,800 SH x x 30 1,800
Trinity Industries, Inc. Common Stocks 896522109 220 9,100 SH x x 21 9,100
21 900 SH x x 23 900
689 29,494 SH x 29 29,494
92 3,730 SH x x 35 3,730
Triquint Semiconductor, Inc. Common Stocks 89674K103 761 19,800 SH x x 20 19,800
74 2,100 SH x x 23 2,100
838 23,000 SH x 29 23,000
284 7,800 SH x x 30 7,800
Triumph Group, Inc. New Common Stocks 896818101 100 2,800 SH x 29 2,800
25 700 SH x x 30 700
Trizec Hahn Corp. Common Stocks 896938107 1,728 102,800 SH x x 22 102,800
True North Communications,
Inc. Common Stocks 897844106 1,283 35,900 SH x x 8 35,900
499 13,000 SH x x 23 13,000
1,584 44,300 SH x 29 44,300
118 3,300 SH x x 30 3,300
TrustCo Bank Corp. NY Common Stocks 898349105 42 3,400 SH x x 30 3,400
Trustmark Corp. Common Stocks 898402102 94 4,800 SH x x 8 4,800
304 15,600 SH x 29 15,600
95 4,800 SH x x 35 4,800
Tubos de Acero de Mexico SA Common Stocks 898592506 320 19,100 SH x 29 19,100
228 13,600 SH x x 31 13,600
418 21,800 SH x x 33 21,800
Tupperware Corp. Common Stocks 899896104 995 55,000 SH x x 21 55,000
470 26,100 SH x x 23 26,100
446 24,790 SH x 29 24,790
47 2,600 SH x x 30 2,600
116 6,700 SH x x 35 6,700
TV Azteca SA de CV - ADR Common Stocks 901145102 1,835 132,200 SH x x 7 132,200
3,342 259,600 SH x 29 259,600
375 29,100 SH x x 31 29,100
2,166 168,200 SH x x 32 168,200
Tweeter Home Entertainment
Group, Inc. New Common Stocks 901167106 943 26,100 SH x x 18 26,100
1,180 32,500 SH x 29 32,500
24/7 Media, Inc. Common Stocks 901314104 50 4,100 SH x x 23 4,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
120 11,900 SH x 29 11,900
15 1,500 SH x x 30 1,500
II-VI, Inc. Common Stocks 902104108 538 19,180 SH x x 15 19,180
931 49,858 SH x 29 49,858
Tyco International, Ltd. Common Stocks 902124106 31,095 554,000 SH x x 1 554,000
18,429 355,206 SH x x 9 355,206
8,954 172,600 SH x x 15 172,600
5,614 108,077 SH x x 21 108,077
73 1,400 SH x x 23 1,400
586 11,300 SH x x 25 11,300
7,776 149,900 SH x x 26 149,900
81,252 1,566,296 SH x 29 1,566,296
Tyson Foods, Inc. Class A Common Stocks 902494103 996 95,100 SH x x 21 95,100
847 84,700 SH x 29 84,700
73 7,300 SH x x 30 7,300
92 9,100 SH x x 35 9,100
UAL Corp. Common Stocks 902549500 4,137 98,500 SH x x 1 98,500
4,775 111,520 SH x x 8 111,520
92 2,000 SH x x 21 2,000
1,120 25,600 SH x x 23 25,600
18,560 441,900 SH x 29 441,900
65 1,500 SH x x 35 1,500
UCBH Holdings, Inc. Common Stocks 90262T308 250 7,000 SH x x 23 7,000
992 27,700 SH x 29 27,700
UGI Corp. Common Stocks 902681105 868 35,800 SH x x 8 35,800
1,310 54,000 SH x 29 54,000
44 1,800 SH x x 30 1,800
68 2,900 SH x x 35 2,900
UICI Common Stocks 902737105 34 4,900 SH x x 23 4,900
314 44,900 SH x 29 44,900
15 2,200 SH x x 30 2,200
17 2,400 SH x x 35 2,400
UMB Financial Corp. Common Stocks 902788108 126 3,410 SH x x 8 3,410
78 1,400 SH x x 23 1,400
143 3,850 SH x 29 3,850
44 1,200 SH x x 30 1,200
USX-Marathon Group Common Stocks 902905827 2,774 97,768 SH x x 6 97,768
3,157 105,400 SH x x 8 105,400
5,147 181,400 SH x x 15 181,400
4,478 147,400 SH x x 21 147,400
48 1,700 SH x x 23 1,700
156 5,500 SH x x 25 5,500
19,029 670,621 SH x 29 670,621
U.S.B. Holding Co., Inc. Common Stocks 902910108 136 8,280 SH x x 23 8,280
UST Corp. Common Stocks 902911106 37 1,300 SH x x 21 1,300
425 18,600 SH x x 23 18,600
1,043 45,600 SH x 29 45,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
U.S. Bancorp Common Stocks 902973106 8,453 368,000 SH x x 9 368,000
3,550 140,000 SH x x 21 140,000
644 28,300 SH x x 25 28,300
7,476 328,600 SH x 29 328,600
USA Networks, Inc. Common Stocks 902984103 5,434 248,400 SH x x 15 248,400
437 17,900 SH x x 21 17,900
4,093 187,100 SH x x 26 187,100
23,677 1,079,300 SH x 29 1,079,300
155 7,100 SH x x 30 7,100
URS Corp. Common Stocks 903236107 30 2,300 SH x x 8 2,300
283 21,400 SH x x 23 21,400
614 46,374 SH x 29 46,374
11 800 SH x x 35 800
U.S. Can Corp. Common Stocks 90328W105 10 500 SH x x 30 500
USG Corp. Common Stocks 903293405 917 36,600 SH x x 8 36,600
4,491 179,200 SH x x 21 179,200
573 19,400 SH x x 23 19,400
3,018 120,400 SH x 29 120,400
205 8,300 SH x x 35 8,300
US LEC Corp. Common Stocks 90331S109 5 600 SH x x 30 600
USEC, Inc. Common Stocks 90333E108 45 10,600 SH x 29 10,600
USX-U.S. Steel Group Common Stocks 90337T101 1,084 71,400 SH x x 8 71,400
14 800 SH x x 21 800
581 36,800 SH x x 23 36,800
1,677 110,400 SH x 29 110,400
UTI Energy Corp. Common Stocks 903387108 290 6,500 SH x x 23 6,500
254 5,700 SH x 29 5,700
Ultramar Diamond Shamrock
Corp. Common Stocks 904000106 2,979 117,400 SH x x 6 117,400
6,086 235,360 SH x x 8 235,360
6,392 243,400 SH x x 21 243,400
2,591 99,900 SH x x 23 99,900
758 29,870 SH x 25 29,870
14,982 590,430 SH x 29 590,430
150 5,900 SH x x 30 5,900
440 17,020 SH x x 35 17,020
Ultratech Stepper, Inc. Common Stocks 904034105 11 700 SH x x 30 700
Uniao de Bancos Brasileiros Preferred
SA - GDR Stocks 90458E107 1,254 38,000 SH x 29 38,000
904 27,400 SH x x 32 27,400
367 10,100 SH x x 33 10,100
Unifi, Inc. Common Stocks 904677101 37 3,600 SH x x 30 3,600
Unicom Corp. Common Stocks 904911104 1,347 21,500 SH x x 21 21,500
843 15,000 SH x x 25 15,000
2,972 52,900 SH x 29 52,900
Unigraphics Solutions, Inc. Common Stocks 904928108 80 4,100 SH x 29 4,100
Union Carbide Corp. Common Stocks 905581104 2,012 52,400 SH x x 9 52,400
926 22,900 SH x x 21 22,900
615 16,300 SH x x 25 16,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3,028 80,200 SH x 29 80,200
Union Pacific Corp. Common Stocks 907818108 4,599 111,230 SH x x 4 111,230
428 11,000 SH x x 8 11,000
5,750 147,100 SH x x 9 147,100
1,029 23,700 SH x x 21 23,700
671 17,000 SH x x 23 17,000
939 24,160 SH x x 25 24,160
9,390 241,540 SH x 29 241,540
Union Planters Corp. Common Stocks 908068109 1,990 60,177 SH x x 3 60,177
311 9,400 SH x x 25 9,400
2,728 82,525 SH x 29 82,525
UnionBanCal Corp. Common Stocks 908906100 9 394 SH x x 6 394
2,153 90,400 SH x x 21 90,400
1,821 76,500 SH x x 23 76,500
956 41,000 SH x 29 41,000
Uniphase Corp. Common Stocks 909149106 795 8,420 SH x x 1 8,420
1,260 13,400 SH x x 9 13,400
188 2,000 SH x x 10 2,000
473 3,800 SH x x 23 3,800
620 4,980 SH x x 38 4,980
Uniroyal Technology Corp. Common Stocks 909163107 12 800 SH x x 30 800
UniSource Energy Corp. Common Stocks 909205106 85 5,200 SH x x 8 5,200
701 40,400 SH x x 23 40,400
948 57,900 SH x 29 57,900
Unit Corp. Common Stocks 909218109 32 2,200 SH x x 30 2,200
United Asset Management
Corp. Common Stocks 909420101 45 1,800 SH x x 30 1,800
United Auto Group, Inc. Common Stocks 909440109 76 9,300 SH x x 23 9,300
69 8,400 SH x 29 8,400
United Bankshares, Inc. Common Stocks 909907107 6 300 SH x x 35 300
United Dominion Realty
Trust, Inc. Common Stocks 910197102 761 70,000 SH x x 2 70,000
39 2,411 SH x x 23 2,411
368 33,836 SH x 29 33,836
47 4,510 SH x x 35 4,510
United Fire & Casualty Co. Common Stocks 910331107 1,905 110,461 SH x 29 110,461
United Illuminating Co. Common Stocks 910637107 20 400 SH x x 23 400
146 2,900 SH x x 35 2,900
United National Bancorp Common Stocks 910909100 20 1,100 SH x x 30 1,100
United Natural Foods, Inc. Common Stocks 911163103 121 9,800 SH x x 23 9,800
137 11,100 SH x 29 11,100
5 400 SH x x 30 400
United Rentals, Inc. Common Stocks 911363109 34 1,400 SH x 29 1,400
29 1,200 SH x x 30 1,200
United States Cellular
Corp. Common Stocks 911684108 3,360 48,000 SH x x 3 48,000
1,575 22,500 SH x x 6 22,500
959 13,600 SH x x 21 13,600
3,694 52,767 SH x 29 52,767
28 400 SH x x 30 400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
US Industries, Inc. Common Stocks 912080108 60 5,500 SH x x 21 5,500
378 38,000 SH x 29 38,000
48 4,800 SH x x 30 4,800
39 3,900 SH x x 35 3,900
United Stationers, Inc. Common Stocks 913004107 2,290 83,900 SH x x 8 83,900
1,076 37,900 SH x x 20 37,900
414 14,000 SH x x 23 14,000
3,551 132,125 SH x 29 132,125
30 1,100 SH x x 30 1,100
5 200 SH x x 35 200
United Technologies Corp. Common Stocks 913017109 575 8,300 SH x x 1 8,300
5,855 79,900 SH x x 4 79,900
5,668 77,600 SH x x 8 77,600
429 6,200 SH x x 9 6,200
4,162 60,100 SH x x 15 60,100
3,064 39,700 SH x x 21 39,700
1,046 15,100 SH x x 23 15,100
457 6,600 SH x x 25 6,600
5,118 73,900 SH x x 26 73,900
58,963 851,450 SH x 29 851,450
737 11,800 SH x x 38 11,800
7,320 94,660 SH x x 41 94,660
United Television, Inc. Common Stocks 913066106 3,148 21,450 SH x x 3 21,450
14 100 SH x x 23 100
4,439 30,200 SH x 29 30,200
Unitrin, Inc. Common Stocks 913275103 250 7,900 SH x x 8 7,900
117 3,700 SH x 29 3,700
98 3,100 SH x x 30 3,100
25 800 SH x x 35 800
Universal Corp. Common Stocks 913456109 1,090 37,100 SH x x 8 37,100
1,868 63,600 SH x x 21 63,600
105 3,700 SH x x 23 3,700
1,469 50,000 SH x 29 50,000
53 1,800 SH x x 30 1,800
17 600 SH x x 35 600
Universal Electronics,
Inc. Common Stocks 913483103 39 1,600 SH x x 30 1,600
Universal Foods Corp. Common Stocks 913538104 57 2,800 SH x x 30 2,800
Universal Forest
Products, Inc. Common Stocks 913543104 11 1,000 SH x x 30 1,000
Universal Health Services,
Inc. Class B Common Stocks 913903100 4,067 47,500 SH x x 8 47,500
381 4,000 SH x x 21 4,000
403 4,700 SH x x 23 4,700
5,823 68,000 SH x x 26 68,000
14,770 172,500 SH x 29 172,500
51 600 SH x x 30 600
61 700 SH x x 35 700
Univision Communications,
Inc. Class A Common Stocks 914906102 1,185 31,700 SH x x 6 31,700
79 2,000 SH x x 21 2,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
194 5,200 SH x 29 5,200
Unocal Corp. Common Stocks 915289102 2,888 81,500 SH x x 3 81,500
10,434 280,780 SH x x 4 280,780
843 21,300 SH x x 21 21,300
836 23,600 SH x x 25 23,600
20,398 575,600 SH x 29 575,600
USFreightways Corp. Common Stocks 916906100 2,176 95,900 SH x x 3 95,900
372 15,100 SH x x 23 15,100
2,459 108,400 SH x 29 108,400
40 1,800 SH x x 35 1,800
Urban Shopping Centers,
Inc. Common Stocks 917060105 5,154 108,500 SH x x 22 108,500
24 500 SH x 29 500
43 900 SH x x 35 900
9,894 208,300 SH x x 39 208,300
UtiliCorp United, Inc. Common Stocks 918005109 3,336 128,920 SH x x 8 128,920
3,778 146,000 SH x 29 146,000
160 6,200 SH x x 30 6,200
V.F. Corp. Common Stocks 918204108 83 3,100 SH x x 21 3,100
89 2,400 SH x x 23 2,400
232 9,400 SH x x 25 9,400
733 29,672 SH x 29 29,672
51 2,087 SH x x 35 2,087
Vail Resorts, Inc. Common Stocks 91879Q109 16 800 SH x x 30 800
Valassis Communications,
Inc. Common Stocks 918866104 28 1,100 SH x x 21 1,100
206 9,200 SH x x 23 9,200
305 13,700 SH x 29 13,700
60 2,700 SH x x 30 2,700
Valence Technology, Inc. Common Stocks 918914102 43 2,500 SH x x 30 2,500
Valero Energy Corp. Common Stocks 91913Y100 5,734 157,100 SH x x 8 157,100
1,328 36,900 SH x x 23 36,900
11,637 330,700 SH x 29 330,700
127 3,600 SH x x 30 3,600
3,790 107,700 SH x x 42 107,700
Valley National Bancorp Common Stocks 919794107 115 4,200 SH x x 30 4,200
Valmont Industries, Inc. Common Stocks 920253101 30 1,500 SH x x 23 1,500
24 1,200 SH x x 30 1,200
Valspar Corp. Common Stocks 920355104 51 2,200 SH x x 30 2,200
Value City Department
Stores, Inc. Common Stocks 920387107 189 22,900 SH x x 23 22,900
212 25,700 SH x 29 25,700
7 900 SH x x 30 900
Valuevision International,
Inc. Class A Common Stocks 92047K107 73 2,900 SH x x 10 2,900
544 14,493 SH x x 15 14,493
182 7,300 SH x x 23 7,300
1,342 53,410 SH x 29 53,410
Varian Associates, Inc. Common Stocks 922204102 27 600 SH x x 23 600
Veeco Instruments, Inc. Common Stocks 922417100 669 6,300 SH x x 18 6,300
829 7,800 SH x 29 7,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Ventas, Inc. Common Stocks 92276F100 9 1,800 SH x 29 1,800
Venator Group, Inc. Common Stocks 922944103 1,598 125,100 SH x x 8 125,100
418 31,900 SH x x 21 31,900
461 34,300 SH x x 23 34,300
2,390 193,127 SH x 29 193,127
115 9,300 SH x x 30 9,300
Veritas Software Corp. Common Stocks 923436109 2,069 13,500 SH x x 1 13,500
4,039 28,366 SH x x 6 28,366
8,667 57,500 SH x x 8 57,500
4,579 32,200 SH x x 9 32,200
4,545 32,000 SH x x 10 32,000
969 6,100 SH x x 21 6,100
682 5,325 SH x x 23 5,325
45,432 319,941 SH x 29 319,941
527 3,703 SH x x 37 3,703
494 4,100 SH x x 38 4,100
4,246 27,500 SH x x 40 27,500
9,223 57,730 SH x x 41 57,730
Verity, Inc. Common Stocks 92343C106 613 17,200 SH x x 18 17,200
91 2,700 SH x x 23 2,700
896 25,100 SH x 29 25,100
53 1,500 SH x x 30 1,500
VeriSign, Inc. Common Stocks 92343E102 541 2,502 SH x x 1 2,502
2,836 14,000 SH x x 6 14,000
4,469 21,000 SH x x 8 21,000
514 2,800 SH x x 9 2,800
3,235 15,972 SH x x 18 15,972
2,861 14,125 SH x x 21 14,125
122 600 SH x x 23 600
30,113 148,659 SH x 29 148,659
1,400 6,910 SH x x 30 6,910
408 2,052 SH x x 38 2,052
3,812 17,200 SH x x 40 17,200
7,990 35,330 SH x x 41 35,330
Vertex Pharmaceuticals,
Inc. Common Stocks 92532F100 416 5,100 SH x x 9 5,100
82 1,000 SH x x 23 1,000
406 4,806 SH x 29 4,806
391 4,600 SH x x 30 4,600
46 600 SH x x 35 600
Viacom, Inc. Class A Common Stocks 925524100 293 4,500 SH x x 21 4,500
456 7,800 SH x 29 7,800
Viacom, Inc. Class B Common Stocks 925524308 14,704 239,098 SH x x 1 239,098
7,649 124,700 SH x x 4 124,700
4,455 76,154 SH x x 6 76,154
5,446 93,100 SH x x 9 93,100
6,529 111,600 SH x x 15 111,600
4,707 73,064 SH x x 21 73,064
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
254 4,000 SH x x 23 4,000
1,615 27,600 SH x x 25 27,600
72,326 1,236,342 SH x 29 1,236,342
1,925 28,600 SH x x 38 28,600
4,473 70,600 SH x x 40 70,600
0 0 SH x x 41
Viad Corp. Common Stocks 92552R109 946 35,600 SH x x 8 35,600
181 6,100 SH x x 21 6,100
223 8,400 SH x x 23 8,400
1,575 59,300 SH x 29 59,300
135 5,100 SH x x 30 5,100
137 5,200 SH x x 35 5,200
ViaSat, Inc. Common Stocks 92552V100 479 21,400 SH x x 18 21,400
649 29,000 SH x 29 29,000
45 2,000 SH x x 30 2,000
Vical, Inc. Common Stocks 925602104 1,685 61,700 SH x x 20 61,700
15 600 SH x x 23 600
1,467 56,700 SH x 29 56,700
28 1,100 SH x x 30 1,100
Vicor Corp. Common Stocks 925815102 210 3,900 SH x x 30 3,900
Vintage Petroleum, Inc. Common Stocks 927460105 3,788 166,500 SH x x 3 166,500
3,334 144,500 SH x x 8 144,500
410 11,961 SH x x 15 11,961
1,506 62,700 SH x x 20 62,700
118 5,200 SH x x 23 5,200
9,543 419,473 SH x 29 419,473
111 4,900 SH x x 30 4,900
Vishay Intertechnology,
Inc. Common Stocks 928298108 1,443 44,900 SH x x 8 44,900
840 25,850 SH x x 20 25,850
3,510 111,687 SH x x 21 111,687
876 26,850 SH x x 23 26,850
526 17,100 SH x x 25 17,100
7,162 232,900 SH x 29 232,900
80 2,600 SH x x 30 2,600
234 7,400 SH x x 35 7,400
Vital Signs, Inc. Common Stocks 928469105 69 2,600 SH x x 8 2,600
130 4,800 SH x x 23 4,800
127 4,800 SH x 29 4,800
11 400 SH x x 30 400
Vitesse Semiconductor
Corp. Common Stocks 928497106 157 1,800 SH x x 9 1,800
10,317 116,000 SH x 29 116,000
995 11,200 SH x x 30 11,200
4,514 46,600 SH x x 40 46,600
Vodafone Group PLC - ADR Common Stocks 92857T107 1,777 43,400 SH x x 38 43,400
Volt Information Sciences,
Inc. Common Stocks 928703107 155 7,200 SH x x 23 7,200
194 9,000 SH x 29 9,000
13 600 SH x x 30 600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Vornado Realty Trust Common Stocks 929042109 26,099 703,000 SH x x 2 703,000
2,677 72,100 SH x x 8 72,100
156 4,500 SH x x 9 4,500
6,924 186,500 SH x x 22 186,500
154 4,139 SH x x 23 4,139
2,504 67,448 SH x 29 67,448
WD-40 Co. Common Stocks 929236107 15 700 SH x x 30 700
WFS Financial, Inc. Common Stocks 92923B106 149 8,200 SH x x 23 8,200
229 13,500 SH x 29 13,500
WMS Industries, Inc. Common Stocks 929297109 1,157 51,400 SH x 29 51,400
29 1,300 SH x x 30 1,300
191 8,600 SH x x 35 8,600
WPS Resources Corp. Common Stocks 92931B106 809 24,700 SH x x 8 24,700
334 10,200 SH x 29 10,200
62 1,900 SH x x 30 1,900
Wabash National Corp. Common Stocks 929566107 13 1,400 SH x x 30 1,400
Wachovia Corp. Common Stocks 929771103 877 13,900 SH x x 21 13,900
1,389 24,500 SH x 29 24,500
Wackenhut Corp. Common Stocks 929794105 9 600 SH x x 30 600
Waddell & Reed Financial,
Inc. Class A Common Stocks 930059100 1,712 52,550 SH x x 8 52,550
3 100 SH x x 21 100
682 22,000 SH x x 23 22,000
1,686 54,400 SH x 29 54,400
174 5,600 SH x x 30 5,600
Wal-Mart Stores, Inc. Common Stocks 931142103 5,715 118,759 SH x x 6 118,759
4,492 88,820 SH x x 8 88,820
26,123 544,000 SH x x 9 544,000
8,221 168,400 SH x x 21 168,400
10,201 212,400 SH x x 23 212,400
168 3,500 SH x x 25 3,500
62,807 ,305,084 SH x 29 1,305,084
6,694 139,097 SH x x 37 139,097
Walgreen Co. Common Stocks 931422109 3,140 71,900 SH x x 1 71,900
835 22,000 SH x x 23 22,000
22,744 599,500 SH x 29 599,500
644 19,600 SH x x 38 19,600
10,270 250,900 SH x x 40 250,900
Wallace Computer Services,
Inc. Common Stocks 932270101 490 28,800 SH x x 21 28,800
146 9,600 SH x x 23 9,600
1,886 123,655 SH x 29 123,655
34 2,200 SH x x 30 2,200
191 13,089 SH x x 35 13,089
Walter Industries, Inc. Common Stocks 93317Q105 24 2,700 SH x 29 2,700
17 1,900 SH x x 30 1,900
Warnaco Group, Inc. Class A Common Stocks 934390105 99 25,000 SH x x 8 25,000
438 109,400 SH x 29 109,400
Washington Federal, Inc. Common Stocks 938824109 204 8,955 SH x x 8 8,955
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
71 3,100 SH x x 30 3,100
Washington Gas & Light Co. Common Stocks 938837101 89 3,300 SH x x 30 3,300
Washington Mutual, Inc. Common Stocks 939322103 8,113 203,725 SH x x 9 203,725
5,262 123,116 SH x x 21 123,116
119 3,000 SH x x 23 3,000
1,123 28,210 SH x x 25 28,210
16,740 420,460 SH x 29 420,460
3,957 91,700 SH x x 40 91,700
Washington Post Co (The),.
Class B Common Stocks 939640108 4,170 7,900 SH x x 3 7,900
4,070 7,710 SH x 29 7,710
Washington Real Estate
Investment Trust Common Stocks 939653101 10 500 SH x 29 500
Waste Connections, Inc. Common Stocks 941053100 20 800 SH x x 30 800
33 1,300 SH x x 35 1,300
Waste Management, Inc. Common Stocks 94106L109 1,306 67,200 SH x x 21 67,200
2,045 117,300 SH x 29 117,300
Waters Corp. Common Stocks 941848103 2,874 32,600 SH x x 10 32,600
178 1,800 SH x x 23 1,800
12,549 141,000 SH x 29 141,000
837 9,400 SH x x 30 9,400
4,543 47,200 SH x x 40 47,200
Watsco, Inc. Common Stocks 942622200 135 13,100 SH x x 23 13,100
161 15,600 SH x 29 15,600
13 1,300 SH x x 30 1,300
Watson Pharmaceuticals, Inc. Common Stocks 942683103 4,546 67,100 SH x x 4 67,100
414 6,400 SH x x 23 6,400
7,019 108,200 SH x 29 108,200
Watts Industries, Inc.
Class A Common Stocks 942749102 32 3,200 SH x x 8 3,200
78 7,800 SH x 29 7,800
12 1,200 SH x x 30 1,200
Wausau-Mosinee Paper Corp. Common Stocks 943315101 23 3,000 SH x x 30 3,000
Weatherford International,
Inc. Common Stocks 947074100 129 2,700 SH x x 21 2,700
224 5,200 SH x 29 5,200
344 8,000 SH x x 30 8,000
Webb (Del E.) Corp. Common Stocks 947423109 630 22,700 SH x x 8 22,700
457 16,500 SH x x 23 16,500
1,734 62,500 SH x 29 62,500
31 1,100 SH x x 30 1,100
Webster Financial Corp. Common Stocks 947890109 2,889 107,500 SH x x 3 107,500
102 3,800 SH x x 8 3,800
2,882 107,000 SH x 29 107,000
91 3,400 SH x x 30 3,400
23 900 SH x x 35 900
Weingarten Realty Investors Common Stocks 948741103 734 18,000 SH x x 8 18,000
742 18,200 SH x 29 18,200
53 1,300 SH x x 35 1,300
Wellman, Inc. Common Stocks 949702104 52 2,400 SH x x 23 2,400
Wellpoint Health Networks,
Inc. Common Stocks 94973H108 1,124 11,713 SH x x 6 11,713
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
259 2,700 SH x x 8 2,700
5,351 52,300 SH x x 21 52,300
125 1,300 SH x x 23 1,300
5,341 55,631 SH x 29 55,631
Wells Fargo Co. Common Stocks 949746101 5,402 117,600 SH x x 6 117,600
10,252 200,600 SH x x 21 200,600
4,208 91,600 SH x x 25 91,600
25,232 549,259 SH x 29 549,259
Wendy's International, Inc. Common Stocks 950590109 618 27,600 SH x x 21 27,600
467 21,565 SH x x 23 21,565
2,058 102,600 SH x 29 102,600
Werner Enterprises, Inc. Common Stocks 950755108 26 2,200 SH x x 30 2,200
Wesco Financial Corp. Common Stocks 950817106 213 850 SH x x 8 850
68 270 SH x 29 270
Wesley Jessen VisionCare,
Inc. New Common Stocks 951018100 35 900 SH x x 30 900
West TeleServices Corp. Common Stocks 956188106 363 16,600 SH x x 8 16,600
69 2,900 SH x x 21 2,900
112 5,100 SH x x 23 5,100
763 34,700 SH x 29 34,700
11 500 SH x x 30 500
Westamerica Bancorporation Common Stocks 957090103 3,421 102,200 SH x x 10 102,200
3,762 112,500 SH x 29 112,500
27 800 SH x x 30 800
Westell Technologies, Inc. Common Stocks 957541105 21 1,700 SH x x 23 1,700
32 2,500 SH x x 30 2,500
Westcorp, Inc. Common Stocks 957907108 21 1,400 SH x x 23 1,400
54 3,600 SH x 29 3,600
8 500 SH x x 35 500
Western Digital Corp. Common Stocks 958102105 69 11,700 SH x 29 11,700
27 4,400 SH x x 35 4,400
Western Resources, Inc. Common Stocks 959425109 4,044 187,000 SH x x 8 187,000
323 13,300 SH x x 21 13,300
4,619 213,600 SH x 29 213,600
104 4,800 SH x x 30 4,800
130 6,300 SH x x 35 6,300
Western Wireless Corp. Class Common Stocks 95988E204 26 700 SH x x 23 700
71 2,000 SH x 29 2,000
Westfield America, Inc. Common Stocks 959910100 211 10,209 SH x x 23 10,209
65 4,700 SH x 29 4,700
9 700 SH x x 35 700
Westinghouse Air Brake Co. Common Stocks 960386100 12 1,300 SH x x 23 1,300
Westvaco Corp. Common Stocks 961548104 123 4,600 SH x x 8 4,600
1,163 39,100 SH x x 21 39,100
1,797 63,200 SH x x 23 63,200
905 33,900 SH x x 25 33,900
5,466 204,800 SH x 29 204,800
134 4,800 SH x x 35 4,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Westwood One, Inc. Common Stocks 961815107 708 31,000 SH x x 8 31,000
294 12,400 SH x x 21 12,400
48 1,500 SH x x 23 1,500
759 35,400 SH x 29 35,400
75 3,500 SH x x 30 3,500
Weyerhaeuser Co. Common Stocks 962166104 2,332 57,749 SH x x 6 57,749
369 9,150 SH x x 8 9,150
1,500 33,300 SH x x 21 33,300
642 15,900 SH x x 23 15,900
614 15,200 SH x x 25 15,200
4,805 119,020 SH x 29 119,020
Whirlpool Corp. Common Stocks 963320106 4,190 104,100 SH x x 21 104,100
327 8,500 SH x x 23 8,500
428 11,010 SH x x 25 11,010
4,393 113,000 SH x 29 113,000
Whitney Holding Corp. Common Stocks 966612103 174 4,800 SH x x 8 4,800
361 8,900 SH x x 23 8,900
356 9,800 SH x 29 9,800
58 1,600 SH x x 30 1,600
Whole Foods Market, Inc. Common Stocks 966837106 462 8,600 SH x x 23 8,600
634 11,800 SH x 29 11,800
81 1,500 SH x x 30 1,500
Wild Oats Markets, Inc. Common Stocks 96808B107 81 6,874 SH x 29 6,874
7 600 SH x x 30 600
54 4,977 SH x x 35 4,977
Wiley (John) & Sons Inc.
Class A Common Stocks 968223206 2,753 120,000 SH x 29 120,000
126 5,500 SH x x 30 5,500
Willamette Industries, Inc. Common Stocks 969133107 817 26,200 SH x x 21 26,200
114 3,100 SH x x 23 3,100
1,781 63,600 SH x 29 63,600
276 9,500 SH x x 35 9,500
Williams Cos. (The) Common Stocks 969457100 2,007 47,400 SH x x 9 47,400
1,172 24,900 SH x x 21 24,900
76 1,800 SH x x 25 1,800
3,718 88,000 SH x x 26 88,000
10,985 260,000 SH x 29 260,000
Williams-Sonoma, Inc. Common Stocks 969904101 380 11,000 SH x x 23 11,000
427 12,300 SH x 29 12,300
76 2,200 SH x x 30 2,200
Wilmington Trust Corp. Common Stocks 971807102 32 500 SH x x 21 500
43 800 SH x 29 800
Wilsons The Leather Experts, Common Stocks 972463103 161 8,900 SH x 29 8,900
Wind River Systems, Inc. Common Stocks 973149107 354 7,400 SH x x 30 7,400
Windmere Corp. Common Stocks 973411101 7 1,200 SH x x 23 1,200
Winn-Dixie Stores, Inc. Common Stocks 974280109 720 45,100 SH x x 21 45,100
2,161 150,300 SH x 29 150,300
274 19,210 SH x x 35 19,210
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Winnebago Industries, Inc. Common Stocks 974637100 179 14,300 SH x 29 14,300
WinStar Communications, Inc. Common Stocks 975515107 48 3,100 SH x 29 3,100
74 4,800 SH x x 30 4,800
Wisconsin Central
Transportation Corp. Common Stocks 976592105 258 24,400 SH x x 8 24,400
34 3,200 SH x 29 3,200
32 3,000 SH x x 30 3,000
Wisconsin Energy Corp. Common Stocks 976657106 1,439 72,200 SH x x 8 72,200
1,200 61,700 SH x x 9 61,700
895 44,900 SH x x 25 44,900
5,240 262,800 SH x 29 262,800
Wolverine Tube, Inc. Common Stocks 978093102 24 1,600 SH x 29 1,600
13 900 SH x x 30 900
Wolverine World Wide, Inc. Common Stocks 978097103 42 3,000 SH x x 23 3,000
24 2,600 SH x x 30 2,600
Woodhead Industries Common Stocks 979438108 291 13,500 SH x x 23 13,500
244 11,700 SH x 29 11,700
Woodward Governor Co. Common Stocks 980745103 27 600 SH x x 30 600
World Access, Inc. Common Stocks 98141A101 704 131,000 SH x x 8 131,000
607 112,300 SH x 29 112,300
9 1,600 SH x x 30 1,600
Worthington Industries, Inc. Common Stocks 981811102 797 85,000 SH x x 8 85,000
32 2,300 SH x x 23 2,300
863 92,000 SH x 29 92,000
Wrigley (Wm.), Jr. Co. Common Stocks 982526105 971 11,600 SH x x 21 11,600
1,565 20,900 SH x 29 20,900
X-Rite, Inc. Common Stocks 983857103 24 1,800 SH x x 23 1,800
29 3,300 SH x 29 3,300
Xilinx, Inc. Common Stocks 983919101 2,458 28,642 SH x x 6 28,642
4,935 57,200 SH x x 9 57,200
180 2,100 SH x x 23 2,100
22,818 266,493 SH x 29 266,493
4,298 46,200 SH x x 40 46,200
6,743 70,410 SH x x 41 70,410
Xircom, Inc. Common Stocks 983922105 73 2,900 SH x x 30 2,900
Xerox Corp. Common Stocks 984121103 614 36,300 SH x x 21 36,300
1,017 67,500 SH x 29 67,500
XTRA Corp. Common Stocks 984138107 191 4,300 SH x x 8 4,300
298 5,900 SH x x 23 5,900
711 16,000 SH x 29 16,000
40 900 SH x x 30 900
22 500 SH x x 35 500
Yahoo!, Inc. Common Stocks 984332106 8,063 86,100 SH x x 1 86,100
2,128 23,300 SH x x 6 23,300
3,894 42,800 SH x x 9 42,800
1,726 18,900 SH x x 21 18,900
729 6,300 SH x x 23 6,300
17,503 192,336 SH x 29 192,336
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
535 4,400 SH x x 38 4,400
Yellow Corp. Common Stocks 985509108 622 41,100 SH x x 8 41,100
283 16,700 SH x x 23 16,700
1,541 101,900 SH x 29 101,900
88 5,700 SH x x 35 5,700
York International Corp. Common Stocks 986670107 152 6,100 SH x x 23 6,100
149 6,000 SH x 29 6,000
57 2,300 SH x x 30 2,300
Young Broadcasting Corp.
Class A Common Stocks 987434107 41 1,300 SH x 29 1,300
Zale Corp. Common Stocks 988858106 1,278 39,400 SH x x 6 39,400
3,143 95,840 SH x x 8 95,840
342 6,999 SH x x 15 6,999
993 29,000 SH x x 20 29,000
593 17,500 SH x x 23 17,500
3,474 107,100 SH x x 26 107,100
14,393 443,715 SH x 29 443,715
29 900 SH x x 30 900
Zebra Technologies Corp.
Class A Common Stocks 989207105 229 4,800 SH x x 23 4,800
411 8,555 SH x 29 8,555
72 1,500 SH x x 30 1,500
Zenith National Insurance
Corp. Common Stocks 989390109 15 700 SH x x 30 700
Ziff-Davis, Inc. Common Stocks 989511100 15 1,900 SH x x 30 1,900
Zions Bancorp Common Stocks 989701107 231 4,500 SH x x 30 4,500
Zoran Corp. Common Stocks 98975F101 539 7,348 SH x x 15 7,348
4,192 85,999 SH x 29 85,999
98 2,000 SH x x 30 2,000
2,525 51,800 SH x x 42 51,800
Zygo Corp. Common Stocks 989855101 70 800 SH x x 30 800
Zoll Medical Corp. Common Stocks 989922109 24 500 SH x x 30 500
Zomax, Inc. Common Stocks 989929104 11 1,600 SH x x 30 1,600
ACE, Ltd. Common Stocks G0070K103 2,135 54,400 SH x x 18 54,400
2,814 71,700 SH x 29 71,700
98 2,500 SH x x 40 2,500
Amdocs, Ltd. Common Stocks G02602103 2,261 35,600 SH x x 1 35,600
1,023 16,400 SH x x 18 16,400
7,756 124,350 SH x 29 124,350
Credicorp, Ltd. Common Stocks G2519Y108 340 46,900 SH x 29 46,900
154 21,250 SH x x 31 21,250
192 24,400 SH x x 33 24,400
Gemstar International Group,
Ltd. Common Stocks G3788V106 386 4,400 SH x x 9 4,400
202 2,300 SH x x 10 2,300
Global Crossing, Ltd. Common Stocks G3921A100 10,302 334,535 SH x x 9 334,535
40 1,300 SH x x 25 1,300
512 16,500 SH x 29 16,500
IPC Holdings, Ltd. Common Stocks G4933P101 2,683 145,000 SH x x 3 145,000
RenaissanceRe Holdings, Ltd. Common Stocks G7496G103 4,060 63,500 SH x x 3 63,500
4,150 64,900 SH x 29 64,900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Santa Fe International Corp. Common Stocks G7805C108 4,317 95,800 SH x x 3 95,800
2,113 46,900 SH x x 18 46,900
7,012 155,600 SH x 29 155,600
Triton Energy, Ltd. Class A Common Stocks G90751101 1,710 43,837 SH x 29 43,837
1,358 34,829 SH x x 43 34,829
Millicom International
Cellular SA Common Stocks L6388F102 1,518 37,900 SH x x 7 37,900
1,138 32,000 SH x 29 32,000
Check Point Software
Technologies, Ltd. Common Stocks M22465104 1,418 9,000 SH x x 18 9,000
481 2,800 SH x x 19 2,800
30,186 191,660 SH x 29 191,660
3,355 21,300 SH x x 32 21,300
4,090 24,100 SH x x 40 24,100
4,238 26,910 SH x x 41 26,910
2,782 17,666 SH x x 43 17,666
Galileo Technology, Ltd. Common Stocks M47298100 1,705 53,700 SH x x 18 53,700
5,998 188,900 SH x 29 188,900
4,280 134,800 SH x x 42 134,800
M-Systems Flash Disk
Pioneers, Ltd. Common Stocks M7061C100 825 21,600 SH x 29 21,600
817 21,400 SH x x 32 21,400
Orbotech, Ltd. NPV Common Stocks M75253100 1,423 23,175 SH x x 7 23,175
1,147 21,000 SH x x 10 21,000
426 5,179 SH x x 15 5,179
4,604 84,184 SH x 29 84,184
164 3,003 SH x x 31 3,003
445 8,150 SH x x 32 8,150
287 4,620 SH x x 33 4,620
Tecnomatix Technologies,
Ltd. Common Stocks M8743P105 519 41,500 SH x x 25 41,500
597 47,500 SH x 29 47,500
ASM International N.V. Common Stocks N07045102 289 11,122 SH x x 15 11,122
652 37,251 SH x 29 37,251
ASM Lithography Holding Common Stocks N07059111 2,335 48,000 SH x x 17 48,000
4,433 137,200 SH x 29 137,200
QIAGEN Common Stocks N72482107 505 10,100 SH x x 19 10,100
584 12,400 SH x 29 12,400
Banco Latinoamericano de
Exportaciones SA
Class E Common Stocks P16994132 1,715 58,000 SH x x 7 58,000
Panamerican Beverages, Inc.
Class A Common Stocks P74823108 2,133 118,100 SH x x 7 118,100
729 42,900 SH x x 25 42,900
2,166 127,400 SH x 29 127,400
417 24,500 SH x x 32 24,500
ASE Test, Ltd. Common Stocks Y02516105 1,329 63,300 SH x 29 63,300
914 43,800 SH x x 32 43,800
408 16,000 SH x x 33 16,000
319 16,700 SH x x 34 16,700
Creative Technology, Ltd. Common Stocks Y1775U107 216 7,000 SH x x 17 7,000
698 31,000 SH x x 25 31,000
Flextronics International,
Ltd. Common Stocks Y2573F102 7,886 96,100 SH x x 11 96,100
22,580 274,950 SH x 29 274,950
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,513 30,629 SH x x 37 30,629
4,194 51,110 SH x x 41 51,110
2,601 31,700 SH x x 43 31,700
Rows 6,907
MV 19,756,888
</TABLE>
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