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Previous: INVESTORS TITLE CO, 10-Q, 2000-05-12 |
Next: THERMEDICS INC, 10-Q, 2000-05-12 |
<PAGE>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 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: J. David Griswold
----------------------------------------------
Title: Associate General Counsel
----------------------------------------------
Phone: (253) 596-5381
----------------------------------------------
/s/ J. David Griswold Tacoma, WA May 8, 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. Through twenty-four collective investment funds, FRTC
serves as trustee or "investment manager" (as defined in ERISA) for
employee benefit plans.
B. The corporate parent of Frank Russell Investment Management Company
("FRIMCo"), the "investment advisor" (as defined in the Investment
Company Act of 1940) for Frank Russell Investment Company ("FRIC"),
and Russell Insurance Funds ("RIF"). FRIC and RIF are both diversified
open-end investment companies and are registered under the Investment
Company Act of 1940. FRIC consists of twenty-seven separate Funds and
RIF consists of five separate Funds.
C. The corporate parent of (a) Frank Russell Investments (Ireland) Ltd.,
manager of (i) Frank Russell Investment Company plc, consisting of ten
mutual funds, (ii) Frank Russell Qualifying Investor Fund plc,
consisting of one fund, and (iii) Frank Russell Institutional Funds
plc, consisting of two fund; (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 SG/Russell Funds plc, consisting of ten funds;
and (d) Frank Russell Company Limited, which manages SG/Russell 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 three collective investment vehicles
consisting of three master securities investment trusts created under
the laws of Japan pursuant to trust deeds, known as "mother funds,"
which invest in portfolio securities, and several additional
securities investment trusts, known as "baby funds," each of which
invests in one or more of the mother funds (together, the "Japan
Funds").
F. The indirect corporate parent of Russell Investment Management Limited
("RIM"), the manager of 10 investment management pools under an
umbrella trust (together, the "Australia Funds") created under the
laws of New South Wales, Australia pursuant to a Trust Deed.
<PAGE>
3. FRTC uses the investment advisory services of one or more advisors for
each of its collective investment funds. The only authority conferred
upon the advisors by their agreements with FRTC is to recommend
purchases and sales of securities and to arrange for the execution of
transactions approved by FRTC (except for the Real Estate Equity Fund
and a portion of the Tactical Asset Allocation Fund which is invested
in group trusts, those investments are not reportable on Form 13F).
FRTC has retained and exercises the exclusive authority to make
investment decisions, and may purchase or sell portfolio securities
without the approval of the advisors. FRTC is solely responsible for
voting the portfolio securities. Accordingly: Item 6 "Investment
Discretion" is reported as "(b) shared" (with Frank Russell Company)
and Item 8 "Voting Authority" is reported as "(a) Sole" with respect
to securities owned by FRTC.
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
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: 7,517
--------------------------------
Form 13F Information Table Value Total: $ 20,933,974
--------------------------------
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
- ---------- ----------------------------- ------------------------------------
<C> <C> <S>
1 28-6538 Alliance Capital Management L.P.
2 28-2321 Cohen & Steers Capital Management
3 N/A Morgan Stanley Dean Witter Investment Management, Inc.
4 28-3946 Delphi Management, Inc.
5 28-2405 Equinox Capital Management, LLC
6 #N/A Equity I (Master)
7 28-3702 Franklin Portfolio Associates, LLC
8 28-1488 Genesis Asset Managers Limited
9 28-3059 Jacobs Levy Equity Management, Inc.
10 28-3706 J.P. Morgan Investment. Management, Inc.
11 N/A Fiduciary Trust Company International, Inc.
12 28-1054 Montgomery Asset Management, L.P.
13 28-1190 Pacific Investment Management Company (PIMCO)
14 28-6418 Fidelity Management Trust Company
15 28-4886 Standish, Ayer, & Wood, Inc.
16 28-0255 Suffolk Capital Management, Inc.
17 28-490 Trinity Investment Management Corporation
18 N/A Ballie, Gifford Overseas Limited
19 28-3396 Capital Group, Inc. (Capital Guardian Trust Company)
20 28-3432 Sirach Capital Management, Inc.
21 28-5470 Marvin & Palmer Associates, Inc.
22 28-2701 GlobeFlex Capital, L.P.
23 28-541 Barclays Global Advisors, N.A.
24 28-3973 AEW Capital Management, L.P.
25 28-306 Westpeak Investment Advisors, L.P.
26 28-0979 Rothschild Asset Management, Inc.
27 28-4323 The Boston Company Asset Management, Inc.
28 28-4303 Sanford C. Bernstein & Co., Inc.
29 28-3426 Peachtree Asset Management
30 28-2762 FRIMCo
31 28-985 Guardian Capital, Inc.
32 28-4372 Frank Russell Trust Company
33 28-01515 Geewax, Terker
34 N/A Foreign & Colonial Emergin Markets Limited
35 28-04189 Nicholas Applegate Capital Management
36 N/A Schroder Capital Management International Fund
37 N/A Schroder Investment Management (Singapore) Limited
38 N/A Barclays Global Investors
39 N/A Marsico Capital Management, LLC
40 N/A Alliance Capital Management Australia Limited
41 28-7312 Security Capital Global Capital Management Group Inc.
42 28-1202 Strong Capital Management, Inc
43 28-2924 Turner Investment Partners, 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.
------- ------- ------- ------- ------- ------- ------- -------
Investment
Value Shares/Prn Discretion Other Voting Authority
Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None
-------------- -------------- ----- --------- ------ ------ ---- ------- ----- -------- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AAR Corp. Common Stocks 000361105 22 1,300 SH x x 33 1300
ABC Rail Products Corp. Common Stocks 000752105 1,222 139,700 SH x 32 139700
8 900 SH x x 33 900
ADC Telecommunications,
Inc. Common Stocks 000886101 4,849 90,000 SH x x 16 90000
740 13,100 SH x x 23 13100
15,872 294,614 SH x 32 294614
ABM Industries, Inc. Common Stocks 000957100 103 4,400 SH x x 9 4400
21 900 SH x x 17 900
12 500 SH x x 33 500
AFLAC, Inc. Common Stocks 001055102 1,305 26,700 SH x x 23 26700
392 8,600 SH x x 25 8600
3,736 82,000 SH x x 29 82000
10,980 240,978 SH x 32 240978
AGL Resources, Inc. Common Stocks 001204106 48 2,600 SH x x 17 2600
AHL Services, Inc. Common Stocks 001296102 3 300 SH x x 33 300
AES Corp. Common Stocks 00130H105 150 1,900 SH x x 28 1900
18,836 239,182 SH x 32 239182
3,522 42,100 SH x x 42 42100
5,961 70,370 SH x x 43 70370
AK Steel Holding Corp. Common Stocks 001547108 1,138 109,700 SH x x 9 109700
88 8,500 SH x x 17 8500
44 2,900 SH x x 25 2900
39 3,800 SH x x 26 3800
1,325 127,668 SH x 32 127668
26 2,500 SH x x 33 2500
AMB Property Corp. Common Stocks 00163T109 10,466 486,800 SH x x 2 486800
6,136 285,400 SH x x 24 285400
260 12,108 SH x 32 12108
48 2,200 SH x x 38 2200
AMC Entertainment,
Inc. Common Stocks 001669100 21 4,200 SH x 32 4200
3 500 SH x x 33 500
Amli Residential
Properties Trust Common Stocks 001735109 33 1,600 SH x 32 1600
4 200 SH x x 38 200
357 17,400 SH x x 41 17400
AMR Corp. Common Stocks 001765106 22 700 SH x x 10 700
674 19,700 SH x x 23 19700
1,386 43,492 SH x 32 43492
AT&T Corp. Common Stocks 001957109 15,575 266,979 SH x x 5 266979
9,461 168,193 SH x x 7 168193
6,412 110,440 SH x x 9 110440
7,372 131,612 SH x x 10 131612
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,033 36,136 SH x x 16 36136
34,244 574,000 SH x x 23 574000
4,072 99,325 SH x x 25 99325
9,194 163,450 SH x x 28 163450
115,646 2,055,927 SH x 32 2055927
A.S.V., Inc. Common Stocks 001963107 4 300 SH x x 33 300
AVT Corp. Common Stocks 002420107 97 8,300 SH x x 25 8300
118 10,000 SH x 32 10000
10 800 SH x x 33 800
AVX Corp. Common Stocks 002444107 1,440 19,000 SH x x 20 19000
4,688 58,900 SH x x 22 58900
7,542 97,900 SH x x 23 97900
939 12,300 SH x x 25 12300
11,932 157,384 SH x 32 157384
337 3,900 SH x x 38 3900
Aaron Rents, Inc. Common Stocks 002535201 92 6,100 SH x x 9 6100
280 17,500 SH x x 25 17500
624 41,400 SH x 32 41400
9 600 SH x x 33 600
28 2,000 SH x x 38 2000
Abbott Laboratories Common Stocks 002824100 1,928 54,800 SH x x 7 54800
10,381 292,400 SH x x 10 292400
4,240 113,400 SH x x 23 113400
1,547 43,960 SH x x 25 43960
447 12,700 SH x x 28 12700
13,874 394,289 SH x 32 394289
Abercrombie & Fitch
Co. Class A Common Stocks 002896207 1,671 109,400 SH x x 10 109400
2,738 170,100 SH x x 23 170100
482 30,120 SH x 32 30120
Abgenix, Inc. Common Stocks 00339B107 113 900 SH x x 25 900
111 800 SH x 32 800
138 1,000 SH x x 33 1000
Acclaim Entertainment,
Inc. Common Stocks 004325205 4 1,200 SH x x 33 1200
Aceto Corp. Common Stocks 004446100 1,467 163,000 SH x 32 163000
AC Nielsen Corp. Common Stocks 004833109 862 35,700 SH x x 23 35700
1,958 87,031 SH x 32 87031
53 2,300 SH x x 38 2300
Activision, Inc. New Common Stocks 004930202 274 19,900 SH x x 25 19900
29 2,400 SH x x 26 2400
179 14,800 SH x 32 14800
54 4,500 SH x x 33 4500
Actel Corp. Common Stocks 004934105 142 3,900 SH x x 17 3900
120 3,300 SH x x 26 3300
131 3,600 SH x x 33 3600
Actuate Corp. Common Stocks 00508B102 1,757 33,600 SH x x 11 33600
203 3,900 SH x x 25 3900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,938 54,600 SH x 32 54600
161 3,000 SH x x 33 3000
Acuson Common Stocks 005113105 71 4,800 SH x 32 4800
13 900 SH x x 33 900
ACX Technologies, Inc. Common Stocks 005123104 7 1,800 SH x x 26 1800
Acxiom Corp. Common Stocks 005125109 48 1,444 SH x 32 1444
ADAC Laboratories Common Stocks 005313200 2,020 146,900 SH x 32 146900
Adaptec, Inc. New Common Stocks 00651F108 1,267 32,868 SH x x 7 32868
2,068 51,100 SH x x 22 51100
674 22,300 SH x x 25 22300
328 8,500 SH x x 28 8500
3,816 98,788 SH x 32 98788
Adelphia
Communications Corp. Common Stocks 006848105 3,988 81,500 SH x x 16 81500
9,854 201,101 SH x 32 201101
Adobe Systems, Inc. Common Stocks 00724F101 3,129 26,580 SH x x 9 26580
2,802 25,100 SH x x 10 25100
1,113 10,000 SH x x 16 10000
7,335 65,800 SH x x 23 65800
312 5,400 SH x x 25 5400
122 1,100 SH x x 26 1100
38,162 342,833 SH x 32 342833
4,777 42,938 SH x x 39 42938
Adtran, Inc. Common Stocks 00738A106 213 3,600 SH x x 25 3600
107 1,800 SH x x 26 1800
4,465 75,200 SH x x 29 75200
7,798 131,200 SH x 32 131200
143 2,400 SH x x 33 2400
Advance Paradigm,
Inc. Common Stocks 007491103 29 1,700 SH x x 25 1700
30 2,500 SH x x 33 2500
Advanced Digital
Information Common Stocks 007525108 424 12,400 SH x x 9 12400
1,202 33,500 SH x x 22 33500
249 7,400 SH x x 25 7400
1,969 57,500 SH x 32 57500
44 1,300 SH x x 33 1300
Advanced Fibre
Communications Common Stocks 00754A105 527 8,600 SH x x 25 8600
646 10,300 SH x 32 10300
401 6,400 SH x x 33 6400
Advest Group,
Inc. (The) Common Stocks 007566102 32 1,700 SH x x 17 1700
4 200 SH x x 38 200
Advo Systems, Inc. Common Stocks 007585102 223 8,900 SH x 32 8900
15 600 SH x x 33 600
77 2,930 SH x x 38 2930
Aeroflex, Inc. Common Stocks 007768104 10 200 SH x x 25 200
Advanced Micro
Devices, Inc. Common Stocks 007903107 3,209 55,100 SH x x 9 55100
91 1,600 SH x x 17 1600
1,749 29,200 SH x x 22 29200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,514 41,700 SH x x 23 41700
922 15,800 SH x x 25 15800
1,141 20,000 SH x x 28 20000
4,736 83,000 SH x x 29 83000
27,485 481,671 SH x 32 481671
320 4,500 SH x x 38 4500
AEGON NV Common Stocks 007924103 458 5,681 SH x x 10 5681
Advanta Corp.
Class A Common Stocks 007942105 297 14,600 SH x x 9 14600
1,998 93,700 SH x x 22 93700
514 24,900 SH x x 25 24900
2,791 137,400 SH x 32 137400
20 1,000 SH x x 33 1000
Advanced Energy
Industries, Inc. Common Stocks 007973100 399 5,394 SH x x 16 5394
71 1,400 SH x x 25 1400
641 12,564 SH x 32 12564
Advent Software, Inc. Common Stocks 007974108 273 6,000 SH x x 25 6000
330 7,200 SH x 32 7200
128 2,800 SH x x 33 2800
Aetna, Inc. Common Stocks 008117103 345 6,200 SH x x 9 6200
3,931 70,400 SH x x 10 70400
376 6,300 SH x x 23 6300
685 12,300 SH x x 28 12300
3,582 64,323 SH x 32 64323
Aetrium, Inc. Common Stocks 00817R103 1,076 107,600 SH x 32 107600
Affiliated Computer
Services, Inc.
Class A Common Stocks 008190100 61 1,600 SH x x 17 1600
626 12,600 SH x x 25 12600
223 5,863 SH x 32 5863
38 1,000 SH x x 33 1000
Affiliated Managers
Group, Inc. Common Stocks 008252108 2,117 43,400 SH x x 9 43400
2,878 57,700 SH x x 22 57700
296 6,300 SH x x 25 6300
5,933 124,900 SH x 32 124900
119 2,500 SH x x 33 2500
79 1,900 SH x x 38 1900
Affymetrix, Inc. NPV Common Stocks 00826T108 4,120 28,000 SH x x 11 28000
247 1,700 SH x x 25 1700
7,051 47,500 SH x 32 47500
210 1,400 SH x x 33 1400
Aftermarket
Technology Corp. Common Stocks 008318107 44 3,500 SH x 32 3500
1 100 SH x x 33 100
2 200 SH x x 38 200
Agribrands International,
Inc. New Common Stocks 00849R105 342 8,700 SH x x 9 8700
342 8,700 SH x 32 8700
20 500 SH x x 33 500
Agrium, Inc. Common Stocks 008916108 702 87,100 SH x x 4 87100
1,975 245,000 SH x 32 245000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Air Products &
Chemicals, Inc. Common Stocks 009158106 2,773 97,500 SH x x 7 97500
4,442 155,600 SH x x 10 155600
1,074 35,200 SH x x 23 35200
8,127 285,772 SH x 32 285772
Airborne Freight Corp. Common Stocks 009266107 58 2,400 SH x x 33 2400
13 600 SH x x 38 600
Airgas, Inc. Common Stocks 009363102 60 7,200 SH x x 17 7200
23 2,800 SH x x 33 2800
13 1,600 SH x x 38 1600
AirTran Holdings, Inc. Common Stocks 00949P108 107 24,300 SH x 32 24300
6 1,400 SH x x 33 1400
AKZO Nobel NV - ADR Common Stocks 010199305 3,006 69,794 SH x x 27 69794
3,174 73,710 SH x 32 73710
Alaska Air Group, Inc. Common Stocks 011659109 78 2,600 SH x x 17 2600
338 9,500 SH x x 25 9500
397 13,200 SH x 32 13200
36 1,200 SH x x 33 1200
3 100 SH x x 38 100
Albemarle Corp. Common Stocks 012653101 19 900 SH x x 9 900
198 8,900 SH x x 23 8900
102 3,400 SH x x 25 3400
880 42,400 SH x 32 42400
82 4,110 SH x x 38 4110
Alberto Culver Co.
Class B Common Stocks 013068101 419 17,600 SH x x 7 17600
217 9,100 SH x x 9 9100
95 4,000 SH x x 17 4000
341 14,300 SH x x 25 14300
26 1,100 SH x x 28 1100
1,413 59,355 SH x 32 59355
Alberto-Culver Co.
Class A Common Stocks 013068200 1,238 56,600 SH x x 4 56600
Albertson's, Inc. Common Stocks 013104104 1,361 43,900 SH x x 7 43900
986 31,700 SH x x 10 31700
805 24,200 SH x x 23 24200
87 2,800 SH x x 28 2800
1,842 59,409 SH x 32 59409
Alcan Aluminum, Ltd. Common Stocks 013716105 27 800 SH x x 25 800
142 4,200 SH x x 28 4200
Alexander & Baldwin,
Inc. Common Stocks 014482103 43 2,100 SH x x 33 2100
24 1,200 SH x x 38 1200
Alexandria Real Estate
Equities, Inc. Common Stocks 015271109 15 500 SH x x 33 500
Alfa Corp. Common Stocks 015385107 3 200 SH x x 38 200
Alkermes, Inc. Common Stocks 01642T108 4,324 48,000 SH x x 11 48000
4,367 47,600 SH x x 20 47600
304 3,400 SH x x 25 3400
13,958 150,900 SH x 32 150900
211 2,300 SH x x 33 2300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Alleghany Corp. Common Stocks 017175100 38 200 SH x x 33 200
Allegheny Energy, Inc. Common Stocks 017361106 1,080 39,200 SH x x 10 39200
688 23,300 SH x x 23 23300
673 24,410 SH x x 28 24410
3,643 132,155 SH x 32 132155
154 5,600 SH x x 33 5600
Allegiance Telecom, Inc. Common Stocks 01747T102 1,156 16,450 SH x x 10 16450
525 6,750 SH x x 25 6750
866 10,746 SH x 32 10746
459 5,700 SH x x 33 5700
Allergan, Inc. Common Stocks 018490102 653 13,064 SH x x 7 13064
1,717 34,340 SH x x 9 34340
12,144 242,200 SH x x 23 242200
360 7,200 SH x x 25 7200
2,831 56,626 SH x 32 56626
Alliance Bancorp Common Stocks 01852J105 9 500 SH x x 33 500
Alliant
Techsystems, Inc. Common Stocks 018804104 106 1,800 SH x x 9 1800
94 1,600 SH x x 17 1600
109 1,400 SH x x 25 1400
94 1,600 SH x 32 1600
12 200 SH x x 33 200
Allied Capital
Corp. New Common Stocks 01903Q108 131 7,500 SH x x 17 7500
16 900 SH x x 25 900
40 2,300 SH x x 33 2300
Allied Waste
Industries, Inc. Common Stocks 019589308 30 4,615 SH x 32 4615
Allmerica
Financial Corp. Common Stocks 019754100 2,020 39,600 SH x x 9 39600
245 4,800 SH x x 17 4800
1,210 22,100 SH x x 23 22100
1,423 27,500 SH x x 25 27500
6,192 121,404 SH x 32 121404
168 3,300 SH x x 38 3300
Allstate Corp. Common Stocks 020002101 5,269 211,500 SH x x 9 211500
10,133 426,000 SH x x 10 426000
3,891 152,800 SH x x 23 152800
314 13,200 SH x x 28 13200
12,794 537,285 SH x 32 537285
Alltel Corp. Common Stocks 020039103 1,818 28,600 SH x x 10 28600
817 12,100 SH x x 23 12100
1,450 23,000 SH x x 25 23000
16 250 SH x x 28 250
5,305 84,119 SH x 32 84119
Alpha Industries,
Inc. Common Stocks 020753109 2,101 22,000 SH x x 11 22000
346 2,455 SH x x 16 2455
162 1,700 SH x x 25 1700
6,579 69,251 SH x 32 69251
136 1,400 SH x x 33 1400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Alpharma, Inc.
Class A Common Stocks 020813101 364 8,600 SH x x 25 8600
121 3,300 SH x x 26 3300
250 6,800 SH x 32 6800
114 3,100 SH x x 33 3100
Alpine Group, Inc. Common Stocks 020825105 20 2,200 SH x x 25 2200
Altera Corp. Common Stocks 021441100 2,829 31,768 SH x x 7 31768
2,332 26,000 SH x x 23 26000
850 9,528 SH x 32 9528
499 5,600 SH x x 33 5600
ALZA Corp. Common Stocks 022615108 9,539 251,500 SH x x 10 251500
179 4,700 SH x x 25 4700
283 7,530 SH x 32 7530
Amazon.com, Inc. Common Stocks 023135106 823 12,300 SH x x 23 12300
288 4,292 SH x 32 4292
Ambac Financial
Group, Inc. Common Stocks 023139108 135 2,670 SH x x 9 2670
4,091 80,900 SH x x 10 80900
1,535 28,400 SH x x 23 28400
1,002 19,900 SH x x 25 19900
101 2,000 SH x x 26 2000
268 5,330 SH x x 28 5330
4,134 82,058 SH x 32 82058
AMCOL International
Corp. Common Stocks 02341W103 140 9,100 SH x x 9 9100
1,293 80,000 SH x x 22 80000
26 1,700 SH x x 25 1700
1,828 118,900 SH x 32 118900
18 1,200 SH x x 33 1200
45 3,400 SH x x 38 3400
Amerada Hess Corp. Common Stocks 023551104 13,357 198,610 SH x x 5 198610
110 1,700 SH x x 7 1700
3,314 48,340 SH x x 9 48340
1,540 22,200 SH x x 23 22200
1,040 16,100 SH x x 25 16100
1,280 19,800 SH x x 28 19800
29,841 461,760 SH x 32 461760
AMERCO Common Stocks 023586100 7 400 SH x x 33 400
Ameren Corp. Common Stocks 023608102 163 4,900 SH x x 23 4900
43 1,400 SH x x 25 1400
1,047 33,830 SH x x 28 33830
3,031 97,981 SH x 32 97981
America Online, Inc. Common Stocks 02364J104 6,483 96,404 SH x x 7 96404
1,821 25,400 SH x x 9 25400
23,154 348,500 SH x x 10 348500
3,887 57,800 SH x x 16 57800
8,111 120,611 SH x x 23 120611
699 24,400 SH x x 25 24400
5,024 74,700 SH x x 29 74700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
99,022 1,472,439 SH x 32 1472439
7,960 118,365 SH x x 39 118365
21,560 294,440 SH x x 43 294440
America West Holding
Corp. Class B Common Stocks 023657208 1,657 104,090 SH x x 9 104090
136 8,800 SH x x 17 8800
565 33,700 SH x x 25 33700
2,798 180,540 SH x 32 180540
106 6,500 SH x x 38 6500
American Annuity
Group, Inc. Common Stocks 023840101 6 400 SH x x 33 400
Amcore Financial, Inc. Common Stocks 023912108 25 1,400 SH x x 33 1400
American Electric
Power Co., Inc. Common Stocks 025537101 1,163 39,000 SH x x 28 39000
3,026 101,517 SH x 32 101517
American Express Co. Common Stocks 025816109 1,390 8,700 SH x x 23 8700
1,936 13,000 SH x x 25 13000
2,577 17,300 SH x x 28 17300
27,279 183,156 SH x 32 183156
5,195 32,800 SH x x 42 32800
American Financial
Group, Inc. Common Stocks 025932104 749 26,170 SH x x 9 26170
942 32,918 SH x 32 32918
American Freightways
Corp. Common Stocks 02629V108 281 18,700 SH x x 9 18700
334 20,200 SH x x 25 20200
75 5,000 SH x x 26 5000
577 38,600 SH x 32 38600
47 3,100 SH x x 33 3100
14 700 SH x x 38 700
American General
Corp. Common Stocks 026351106 8,441 143,700 SH x x 5 143700
303 5,400 SH x x 10 5400
1,727 28,700 SH x x 23 28700
724 12,900 SH x x 25 12900
775 13,800 SH x x 28 13800
20,128 358,635 SH x 32 358635
American Greetings
Corp. Class A Common Stocks 026375105 1,896 103,900 SH x x 4 103900
1,882 103,100 SH x x 9 103100
3,577 196,000 SH x 32 196000
American Home
Products Corp. Common Stocks 026609107 2,245 39,700 SH x x 5 39700
2,081 38,800 SH x x 7 38800
20,592 382,300 SH x x 10 382300
1,203 20,900 SH x x 23 20900
2,301 45,200 SH x x 25 45200
1,319 24,600 SH x x 28 24600
15,444 288,009 SH x 32 288009
American Industrial
Properties Common Stocks 026791202 15 1,300 SH x 32 1300
7 600 SH x x 38 600
American International
Group, Inc. Common Stocks 026874107 5,518 42,900 SH x x 1 42900
12,185 106,300 SH x x 5 106300
11,954 109,168 SH x x 7 109168
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,453 20,966 SH x x 9 20966
1,692 15,453 SH x x 10 15453
43,623 385,686 SH x x 23 385686
4,728 44,275 SH x x 25 44275
6,367 58,150 SH x x 28 58150
91,180 832,692 SH x 32 832692
American Italian
Pasta Co. Class A Common Stocks 027070101 1,192 48,400 SH x 32 48400
American Management
Systems, Inc. Common Stocks 027352103 426 6,700 SH x x 25 6700
153 3,500 SH x x 26 3500
57 1,300 SH x x 33 1300
American National
Insurance Co. Common Stocks 028591105 132 2,300 SH x x 9 2300
92 1,600 SH x x 23 1600
159 2,800 SH x x 25 2800
364 6,335 SH x 32 6335
American Retirement
Corp. Common Stocks 028913101 4 500 SH x x 33 500
American Power
Conversion Corp. Common Stocks 029066107 171 4,000 SH x x 17 4000
3,946 87,700 SH x x 22 87700
799 18,800 SH x x 25 18800
5,129 119,628 SH x 32 119628
291 6,800 SH x x 33 6800
American Standard
Cos., Inc. Common Stocks 029712106 1,449 36,500 SH x x 23 36500
455 11,500 SH x x 25 11500
865 23,380 SH x x 28 23380
6,798 183,728 SH x 32 183728
130 3,500 SH x x 33 3500
177 4,200 SH x x 38 4200
American States
Water Co. NPV Common Stocks 029899101 48 1,600 SH x x 9 1600
12 400 SH x x 33 400
American Tower Corp.
Class A Common Stocks 029912201 2,607 53,500 SH x x 11 53500
223 4,600 SH x x 25 4600
4,909 99,413 SH x 32 99413
143 2,900 SH x x 33 2900
American
Superconductor
Corp. Common Stocks 030111108 1,030 23,400 SH x x 20 23400
837 18,800 SH x 32 18800
American Water
Works, Inc. Common Stocks 030411102 264 11,100 SH x x 9 11100
512 21,563 SH x 32 21563
114 4,800 SH x x 33 4800
AmeriCredit Corp. Common Stocks 03060R101 1,666 97,300 SH x x 22 97300
620 36,400 SH x x 25 36400
2,408 147,600 SH x 32 147600
38 2,300 SH x x 33 2300
Ameron, Inc. Common Stocks 030710107 96 2,700 SH x x 25 2700
AmeriPath, Inc. Common Stocks 03071D109 120 14,800 SH x x 25 14800
61 7,500 SH x 32 7500
2 200 SH x x 33 200
8 1,000 SH x x 38 1000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AmeriSource Health
Corp. Class A Common Stocks 03071P102 312 20,400 SH x x 25 20400
372 24,800 SH x 32 24800
23 1,500 SH x x 33 1500
Ameritrade Holding
Corp. Class A Common Stocks 03072H109 33 1,569 SH x 32 1569
AmerUs Life
Holdings, Inc. Common Stocks 030732101 270 14,900 SH x x 9 14900
219 12,000 SH x x 25 12000
527 29,100 SH x 32 29100
17 900 SH x x 38 900
Ames Department
Stores, Inc. Common Stocks 030789507 352 14,200 SH x x 25 14200
415 16,900 SH x 32 16900
AMETEK, Inc. Common Stocks 031100100 19 1,000 SH x x 33 1000
Amgen, Inc. Common Stocks 031162100 1,079 17,600 SH x x 10 17600
3,109 50,700 SH x x 23 50700
123 2,000 SH x x 25 2000
28,188 459,280 SH x 32 459280
4,299 66,000 SH x x 42 66000
7,959 119,230 SH x x 43 119230
Amkor Technology,
Inc. Common Stocks 031652100 614 7,966 SH x x 16 7966
7,052 132,900 SH x x 20 132900
1,644 29,500 SH x x 22 29500
467 8,800 SH x x 25 8800
8,782 165,500 SH x 32 165500
419 7,900 SH x x 33 7900
Amphenol Corp.
Class A Common Stocks 032095101 1,063 10,400 SH x x 9 10400
61 600 SH x x 17 600
337 3,300 SH x x 25 3300
1,462 14,300 SH x 32 14300
51 500 SH x x 33 500
AmSouth Bancorp Common Stocks 032165102 1,351 90,200 SH x x 10 90200
3,048 198,550 SH x x 23 198550
2,297 153,750 SH x x 29 153750
7,255 485,713 SH x 32 485713
Amtran, Inc. Common Stocks 03234G106 186 10,400 SH x x 25 10400
216 12,100 SH x 32 12100
2 100 SH x x 33 100
Anacomp, Inc. Common Stocks 032371106 5 400 SH x x 38 400
Anadarko Petroleum
Corp. Common Stocks 032511107 209 5,400 SH x x 25 5400
102 2,646 SH x 32 2646
ANADIGICS, Inc. Common Stocks 032515108 240 3,700 SH x x 25 3700
287 4,350 SH x 32 4350
52 800 SH x x 33 800
Analog Devices, Inc. Common Stocks 032654105 4,009 47,600 SH x x 9 47600
3,832 47,200 SH x x 23 47200
274 3,400 SH x x 25 3400
177 2,200 SH x x 28 2200
8,749 108,600 SH x x 29 108600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
18,878 234,332 SH x 32 234332
Analysts International
Corp. Common Stocks 032681108 7 700 SH x x 33 700
Anaren Microwave, Inc. Common Stocks 032744104 624 4,484 SH x x 16 4484
1,553 16,200 SH x x 20 16200
1,657 17,283 SH x 32 17283
Anchor Gaming Common Stocks 033037102 281 7,400 SH x x 9 7400
68 1,800 SH x x 17 1800
178 4,700 SH x x 25 4700
561 14,800 SH x 32 14800
8 200 SH x x 33 200
Ancor Communications,
Inc. Common Stocks 03332K108 95 2,400 SH x x 25 2400
115 2,800 SH x 32 2800
37 900 SH x x 33 900
Andover Bancorp, Inc. Common Stocks 034258103 101 3,600 SH x x 9 3600
29 1,000 SH x 32 1000
8 300 SH x x 33 300
Andrew Corp. Common Stocks 034425108 1,178 51,800 SH x x 9 51800
30 1,300 SH x x 28 1300
1,114 48,700 SH x 32 48700
Andrx Corp. Common Stocks 034551101 642 3,829 SH x x 16 3829
520 4,800 SH x x 25 4800
1,542 13,348 SH x 32 13348
58 500 SH x x 33 500
Anheuser-Busch Cos.,
Inc. Common Stocks 035229103 1,331 20,100 SH x x 5 20100
1,996 32,066 SH x x 7 32066
168 2,700 SH x x 10 2700
6,080 94,100 SH x x 23 94100
1,961 34,100 SH x x 25 34100
542 8,700 SH x x 28 8700
22,999 369,464 SH x 32 369464
2,429 39,027 SH x x 39 39027
Anixter International,
Inc. Common Stocks 035290105 1,224 43,900 SH x x 9 43900
240 8,600 SH x x 10 8600
301 10,800 SH x x 25 10800
103 3,700 SH x x 26 3700
1,472 52,800 SH x 32 52800
AnnTaylor Stores Corp. Common Stocks 036115103 70 2,100 SH x x 25 2100
62 2,700 SH x x 26 2700
16 700 SH x x 33 700
ANTEC Corp. Common Stocks 03664P105 112 2,500 SH x x 26 2500
2,330 52,000 SH x 32 52000
AnswerThink Consulting
Group, Inc. Common Stocks 036916104 22 900 SH x x 33 900
AON Corp. Common Stocks 037389103 2,253 69,859 SH x x 7 69859
5,775 182,800 SH x x 10 182800
270 7,800 SH x x 23 7800
683 21,179 SH x 32 21179
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Apache Corp. Common Stocks 037411105 463 9,300 SH x x 7 9300
1,765 33,300 SH x x 9 33300
467 9,400 SH x x 10 9400
10,759 213,500 SH x x 23 213500
596 10,900 SH x x 25 10900
1,209 24,300 SH x x 28 24300
3,025 60,800 SH x x 29 60800
14,925 300,000 SH x 32 300000
Apartment Investment &
Management Co. Class A Common Stocks 03748R101 21,519 563,500 SH x x 2 563500
754 18,400 SH x x 23 18400
9,570 250,615 SH x x 24 250615
2,735 71,618 SH x 32 71618
190 4,700 SH x x 38 4700
Apogee Enterprises,
Inc. Common Stocks 037598109 3 800 SH x x 33 800
Apollo Group, Inc.
Class A Common Stocks 037604105 831 29,487 SH x 32 29487
Apple Computer, Inc. Common Stocks 037833100 314 2,500 SH x x 1 2500
1,746 12,865 SH x x 7 12865
1,673 13,000 SH x x 10 13000
6,950 51,200 SH x x 16 51200
3,672 25,200 SH x x 23 25200
367 2,700 SH x x 25 2700
1,520 11,200 SH x x 28 11200
9,190 67,700 SH x x 29 67700
60,367 444,487 SH x 32 444487
Applebee's International,
Inc. Common Stocks 037899101 1,999 69,500 SH x x 9 69500
65 2,300 SH x x 17 2300
347 11,500 SH x x 25 11500
104 3,700 SH x x 26 3700
1,901 67,600 SH x 32 67600
79 2,800 SH x x 33 2800
Apria Healthcare Group,
Inc. Common Stocks 037933108 178 12,300 SH x x 23 12300
540 37,400 SH x 32 37400
38 2,600 SH x x 33 2600
72 4,800 SH x x 38 4800
Applied Films Corp.
NPV Common Stocks 038197109 549 18,911 SH x x 16 18911
781 39,058 SH x 32 39058
Applied Industrial
Technology, Inc. Common Stocks 03820C105 53 3,300 SH x x 9 3300
242 15,200 SH x x 25 15200
555 34,700 SH x 32 34700
16 1,000 SH x x 33 1000
40 2,600 SH x x 38 2600
Applied Materials,
Inc. Common Stocks 038222105 24,510 247,800 SH x x 1 247800
3,374 35,800 SH x x 7 35800
8,182 83,200 SH x x 9 83200
13,970 149,200 SH x x 10 149200
2,884 30,600 SH x x 16 30600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
622 6,600 SH x x 25 6600
7,144 75,800 SH x x 29 75800
128,913 1,367,778 SH x 32 1367778
7,617 80,819 SH x x 39 80819
2,547 25,400 SH x x 42 25400
6,891 67,150 SH x x 43 67150
Applied Power, Inc.,
Class A Common Stocks 038225108 701 24,600 SH x x 9 24600
174 6,100 SH x 32 6100
37 1,300 SH x x 33 1300
Applied Micro
Circuits Corp. Common Stocks 03822W109 5,118 32,400 SH x x 9 32400
208 1,280 SH x x 23 1280
1,472 10,200 SH x x 25 10200
34,852 232,252 SH x 32 232252
1,140 7,600 SH x x 33 7600
7,252 45,500 SH x x 42 45500
5,826 35,100 SH x x 43 35100
AptarGroup, Inc. Common Stocks 038336103 592 22,200 SH x x 9 22200
2,953 111,400 SH x x 11 111400
131 4,900 SH x x 17 4900
5,108 191,400 SH x 32 191400
40 1,500 SH x x 33 1500
Aracruz Celulose
SA NPV - ADR Preferred Stocks038496204 144 6,800 SH x 32 6800
164 7,000 SH x x 36 7000
Arch Coal, Inc. Common Stocks 039380100 0 1 SH x x 9 1
36 5,107 SH x x 17 5107
32 4,500 SH x 32 4500
4 800 SH x x 38 800
Archer-Daniels-Midland
Co. Common Stocks 039483102 2,407 232,026 SH x x 7 232026
1,018 91,500 SH x x 23 91500
688 66,278 SH x x 28 66278
3,638 350,686 SH x 32 350686
Archstone Communities
Trust Common Stocks 039581103 7,990 400,774 SH x x 24 400774
64 3,200 SH x x 25 3200
170 8,516 SH x 32 8516
Arctic Cat, Inc. Common Stocks 039670104 119 11,600 SH x 32 11600
4 400 SH x x 38 400
Arden Realty Group,
Inc. Common Stocks 039793104 11,536 552,600 SH x x 2 552600
3,825 183,250 SH x x 24 183250
28 1,355 SH x 32 1355
7,649 366,400 SH x x 41 366400
Area Bancshares Corp. Common Stocks 039872106 8 400 SH x x 17 400
Argosy Gaming Co. Common Stocks 040228108 1,782 119,100 SH x x 22 119100
87 4,600 SH x x 25 4600
1,894 132,900 SH x 32 132900
Arkansas Best Corp. Common Stocks 040790107 28 2,600 SH x x 26 2600
Armstrong World
Industries, Inc. Common Stocks 042476101 688 38,500 SH x x 9 38500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
80 4,500 SH x x 17 4500
814 45,554 SH x 32 45554
Arnold Industries,
Inc. Common Stocks 042595108 1,525 119,025 SH x 32 119025
11 900 SH x x 33 900
Arrow Electronics,
Inc. Common Stocks 042735100 4,293 121,800 SH x x 4 121800
868 20,900 SH x x 25 20900
980 27,800 SH x x 28 27800
3,913 111,000 SH x x 29 111000
14,291 405,410 SH x 32 405410
166 4,700 SH x x 33 4700
Arrow International,
Inc. NPV Common Stocks 042764100 75 2,400 SH x x 26 2400
69 2,200 SH x 32 2200
16 500 SH x x 33 500
10 300 SH x x 38 300
Artesyn Technologies,
Inc. Common Stocks 043127109 19 1,000 SH x x 33 1000
Arvin Industries, Inc. Common Stocks 043339100 70 3,100 SH x x 17 3100
180 7,400 SH x x 23 7400
54 2,400 SH x x 26 2400
943 41,700 SH x 32 41700
29 1,300 SH x x 33 1300
25 1,100 SH x x 38 1100
Ashanti Goldfields,
Ltd. - ADR Common Stocks 043743202 563 249,722 SH x x 8 249722
Ashland, Inc. Common Stocks 044204105 1,354 40,480 SH x x 9 40480
150 4,500 SH x x 17 4500
1,465 43,810 SH x 32 43810
Asia Pulp & Paper
Co, - ADR Ltd. Common Stocks 04516V100 583 79,000 SH x x 28 79000
Aspect Development,
Inc. Common Stocks 045234101 186 3,000 SH x x 25 3000
3,451 53,600 SH x 32 53600
284 4,400 SH x x 33 4400
Aspen Technology,
Inc. Common Stocks 045327103 261 4,455 SH x x 16 4455
12 300 SH x x 25 300
298 7,390 SH x 32 7390
16 400 SH x x 33 400
Associated Banc-Corp. Common Stocks 045487105 350 11,000 SH x x 25 11000
679 22,737 SH x 32 22737
Associated Estates
Realty Corp. Common Stocks 045604105 20 2,500 SH x 32 2500
2 200 SH x x 38 200
At Home Corp.
Series A Common Stocks 045919107 445 13,500 SH x x 7 13500
99 3,000 SH x x 23 3000
111 3,369 SH x 32 3369
142 4,300 SH x x 33 4300
Associates First
Capital Corp.
Class A Common Stocks 046008108 7,742 329,700 SH x x 1 329700
854 39,844 SH x x 7 39844
2,178 101,590 SH x x 9 101590
3,504 162,300 SH x x 10 162300
1,969 85,600 SH x x 23 85600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
79 3,700 SH x x 28 3700
14,106 657,984 SH x 32 657984
Astec Industries,
Inc. Common Stocks 046224101 58 1,500 SH x x 25 1500
Astoria Financial
Corp. Common Stocks 046265104 3,470 118,290 SH x x 9 118290
3,228 114,485 SH x x 10 114485
874 30,800 SH x x 11 30800
199 7,000 SH x x 17 7000
390 12,800 SH x x 23 12800
376 12,700 SH x x 25 12700
5,933 209,107 SH x 32 209107
11 400 SH x x 38 400
Asyst Technologies,
Inc. Common Stocks 04648X107 628 7,400 SH x x 16 7400
156 2,700 SH x x 25 2700
951 16,262 SH x 32 16262
64 1,100 SH x x 33 1100
Atlantic Richfield
Co. Common Stocks 048825103 11,752 138,000 SH x x 1 138000
6,166 69,200 SH x x 23 69200
2,380 28,000 SH x x 28 28000
47,434 558,052 SH x 32 558052
Atlas Air, Inc. Common Stocks 049164106 22 800 SH x x 25 800
11 400 SH x x 33 400
Atmel Corp. Common Stocks 049513104 465 9,000 SH x x 17 9000
1,562 28,900 SH x x 22 28900
669 12,100 SH x x 23 12100
1,209 23,500 SH x x 25 23500
8,110 157,088 SH x 32 157088
749 14,500 SH x x 33 14500
95 1,900 SH x x 38 1900
Atwood Oceanics,
Inc. Common Stocks 050095108 511 7,700 SH x x 9 7700
396 6,000 SH x x 25 6000
1,744 26,300 SH x 32 26300
68 1,100 SH x x 38 1100
Aura Systems, Inc. Common Stocks 051526100 116 290,400 SH x 32 290400
Aurora Foods, Inc. Common Stocks 05164B106 2 700 SH x x 33 700
Auspex Systems, Inc. Common Stocks 052116100 59 5,400 SH x 32 5400
9 1,300 SH x x 38 1300
Autodesk, Inc. Common Stocks 052769106 30 700 SH x x 10 700
189 3,900 SH x x 23 3900
206 4,600 SH x x 25 4600
4,887 108,000 SH x x 29 108000
16,266 357,500 SH x 32 357500
39 1,000 SH x x 38 1000
Autoliv, Inc. Common Stocks 052800109 75 2,502 SH x 32 2502
Automatic Data
Processing, Inc. Common Stocks 053015103 3,920 82,700 SH x x 10 82700
815 26,100 SH x x 25 26100
2,532 52,480 SH x 32 52480
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AutoZone, Inc. Common Stocks 053332102 1,082 39,000 SH x x 4 39000
518 17,400 SH x x 23 17400
1,074 38,691 SH x 32 38691
Avalonbay Communities,
Inc. Common Stocks 053484101 20,122 549,400 SH x x 2 549400
6,187 168,930 SH x x 24 168930
388 7,800 SH x x 25 7800
249 6,792 SH x 32 6792
117 3,200 SH x x 33 3200
7,717 210,700 SH x x 41 210700
Avant! Corp. Common Stocks 053487104 148 9,400 SH x x 25 9400
1,525 122,000 SH x 32 122000
42 4,000 SH x x 38 4000
Avery Dennison Corp. Common Stocks 053611109 176 2,700 SH x x 23 2700
479 7,851 SH x 32 7851
Aviall, Inc. Common Stocks 05366B102 147 17,400 SH x x 25 17400
189 22,400 SH x 32 22400
Avid Technology,
Inc. Common Stocks 05367P100 1 100 SH x x 38 100
Avis Rent A Car,
Inc. Common Stocks 053790101 934 53,000 SH x x 9 53000
650 31,900 SH x x 25 31900
1,727 98,000 SH x 32 98000
42 2,400 SH x x 33 2400
24 1,300 SH x x 38 1300
Avnet, Inc. Common Stocks 053807103 3,547 56,300 SH x x 4 56300
4,270 66,100 SH x x 9 66100
235 3,500 SH x x 25 3500
151 2,400 SH x x 26 2400
731 11,600 SH x x 28 11600
10,121 160,650 SH x 32 160650
Avon Products, Inc. Common Stocks 054303102 264 9,100 SH x x 25 9100
935 32,173 SH x 32 32173
Aware, Inc. Common Stocks 05453N100 355 6,097 SH x x 16 6097
2,887 71,951 SH x 32 71951
40 1,000 SH x x 33 1000
Aztar Corp. Common Stocks 054802103 531 55,900 SH x x 9 55900
344 36,300 SH x x 25 36300
1,362 143,400 SH x 32 143400
19 2,000 SH x x 33 2000
44 4,700 SH x x 38 4700
BB&T Corp. Common Stocks 054937107 222 7,900 SH x x 10 7900
2,763 93,000 SH x x 23 93000
101 3,600 SH x x 25 3600
4,755 169,426 SH x 32 169426
BCE, Inc. Common Stocks 05534B109 1,400 SH x x 28 1400
BHC Communications,
Inc. Class A Common Stocks 055448104 78 500 SH x x 23 500
186 1,200 SH x x 25 1200
265 1,701 SH x 32 1701
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BISYS Group, Inc.
New Common Stocks 055472104 5,141 78,100 SH x x 11 78100
589 7,000 SH x x 25 7000
7,237 108,822 SH x 32 108822
59 900 SH x x 33 900
BJ Services Co. Common Stocks 055482103 66 900 SH x x 9 900
9,856 135,000 SH x x 11 135000
7,388 100,000 SH x x 20 100000
712 9,000 SH x x 23 9000
935 12,600 SH x x 25 12600
17,276 233,860 SH x 32 233860
12 200 SH x x 38 200
BJ's Wholesale Club,
Inc. Common Stocks 05548J106 1,421 36,800 SH x x 9 36800
1,007 25,700 SH x x 23 25700
652 20,200 SH x x 25 20200
3,480 90,104 SH x 32 90104
46 1,200 SH x x 33 1200
53 1,400 SH x x 38 1400
BMC Industries, Inc. Common Stocks 055607105 14 2,500 SH x 32 2500
7 1,200 SH x x 33 1200
16 3,000 SH x x 38 3000
BOK Financial Corp. Common Stocks 05561Q201 50 2,700 SH x x 17 2700
9 500 SH x x 33 500
BRE Properties, Inc. Common Stocks 05564E106 88 3,400 SH x x 25 3400
312 12,100 SH x 32 12100
57 2,200 SH x x 33 2200
32 1,200 SH x x 38 1200
BSB Bancorp, Inc. Common Stocks 055652101 33 1,600 SH x x 17 1600
17 800 SH x x 25 800
BMC Software, Inc. Common Stocks 055921100 476 12,000 SH x x 10 12000
291 5,890 SH x 32 5890
Bacou USA, Inc. Common Stocks 056439102 25 1,600 SH x x 25 1600
3 200 SH x 32 200
3 200 SH x x 33 200
Baker Hughes, Inc. Common Stocks 057224107 1,113 34,300 SH x x 23 34300
290 9,600 SH x x 28 9600
3,070 101,492 SH x 32 101492
Baldor Electric Co. Common Stocks 057741100 23 1,300 SH x x 33 1300
Baldwin & Lyons
Class B Common Stocks 057755200 8 400 SH x 32 400
Ball Corp. Common Stocks 058498106 1,472 42,600 SH x x 9 42600
145 4,200 SH x x 17 4200
641 16,100 SH x x 25 16100
1,941 56,146 SH x 32 56146
67 1,800 SH x x 38 1800
Ballard Power Systems,
Inc. NPV Common Stocks 05858H104 1,083 13,500 SH x x 12 13500
Banco Bilbao Vizcaya
International - ADR Preferred Stocks059456103 254 10,000 SH x x 13 10000
Banco de Bilbao Vizcaya
SA - ADR Common Stocks 059458208 659 44,292 SH x 32 44292
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BancFirst Corp. Common Stocks 05945F103 5 200 SH x x 33 200
Banco de A. Edwards
Series A
NPV - ADR Common Stocks 059504100 150 8,209 SH x 32 8209
227 11,644 SH x x 36 11644
Banco de Galicia
y Buenos Aires
SA de CV Class B - ADR Common Stocks 059538207 430 21,224 SH x 32 21224
484 21,507 SH x x 36 21507
Banco Frances SA - ADR Common Stocks 059591104 307 13,000 SH x 32 13000
Banco Frances del Rio
la Plata - ADR Common Stocks 059591107 343 14,500 SH x x 28 14500
Banco Santander
Chile Series A - ADR Common Stocks 05965F108 156 11,400 SH x 32 11400
125 9,200 SH x x 36 9200
Banco Santiago - ADR Common Stocks 05965L105 609 31,900 SH x x 8 31900
40 1,400 SH x x 36 1400
BancorpSouth, Inc. Common Stocks 059692103 46 2,800 SH x x 33 2800
BancWest Corp. Common Stocks 059790105 415 21,000 SH x x 9 21000
1,027 52,000 SH x 32 52000
49 2,500 SH x x 33 2500
Bandag, Inc. Common Stocks 059815100 205 8,900 SH x x 9 8900
143 5,800 SH x x 23 5800
513 22,300 SH x 32 22300
14 600 SH x x 33 600
Bank of New York Co.,
Inc. Common Stocks 064057102 2,938 65,900 SH x x 23 65900
1,330 32,000 SH x x 28 32000
9,643 232,013 SH x 32 232013
Bank One Corp. Common Stocks 06423A103 3,317 89,520 SH x x 9 89520
16,051 469,000 SH x x 10 469000
5,723 155,200 SH x x 23 155200
3,002 87,330 SH x x 28 87330
20,298 590,476 SH x 32 590476
Bank United Corp.
Class A Common Stocks 065412108 1,263 40,100 SH x x 9 40100
1,906 60,400 SH x 32 60400
50 1,600 SH x x 33 1600
19 600 SH x x 38 600
Bank of America Corp. Common Stocks 06605F102 2,648 50,743 SH x x 5 50743
1,225 24,000 SH x x 10 24000
Banta Corp. Common Stocks 066821109 2,120 115,400 SH x x 4 115400
424 23,100 SH x x 9 23100
88 4,800 SH x x 17 4800
423 23,000 SH x x 23 23000
2,633 143,300 SH x 32 143300
24 1,300 SH x x 33 1300
68 3,500 SH x x 38 3500
Bard (C.R.), Inc. Common Stocks 067383109 406 10,500 SH x x 9 10500
50 1,300 SH x x 17 1300
845 20,800 SH x x 25 20800
116 3,000 SH x x 26 3000
1,325 34,250 SH x 32 34250
Barnes & Noble, Inc. Common Stocks 067774109 283 12,300 SH x x 7 12300
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
124 5,400 SH x x 17 5400
154 4,600 SH x x 25 4600
30 1,324 SH x 32 1324
Barnes Group, Inc. Common Stocks 067806109 9 600 SH x 32 600
7 400 SH x x 38 400
Barra, Inc. Common Stocks 068313105 1,458 41,000 SH x x 22 41000
365 9,300 SH x x 25 9300
1,799 53,100 SH x 32 53100
Barrett Resources
Corp. Common Stocks 068480201 27 900 SH x x 33 900
Basin Exploration,
Inc. Common Stocks 070107107 27 1,800 SH x x 17 1800
Bassett Furniture
Industries, Inc. Common Stocks 070203104 8 600 SH x x 33 600
Bausch & Lomb, Inc. Common Stocks 071707103 240 4,600 SH x x 10 4600
342 6,100 SH x x 23 6100
277 5,300 SH x x 25 5300
26 500 SH x x 28 500
1,509 28,919 SH x 32 28919
Baxter International,
Inc. Common Stocks 071813109 10,753 165,920 SH x x 5 165920
2,144 34,200 SH x x 7 34200
2,783 44,390 SH x x 9 44390
44 700 SH x x 10 700
8,206 130,900 SH x x 16 130900
44 700 SH x x 25 700
639 10,200 SH x x 28 10200
42,206 673,275 SH x 32 673275
Bay View Capital
Corp. Common Stocks 07262L101 212 25,800 SH x x 25 25800
281 37,400 SH x 32 37400
9 1,200 SH x x 33 1200
BE Aerospace, Inc. Common Stocks 073302101 16 2,700 SH x x 17 2700
32 5,500 SH x 32 5500
3 500 SH x x 33 500
BEA Systems, Inc. Common Stocks 073325102 886 12,100 SH x x 7 12100
788 10,300 SH x x 9 10300
1,268 16,500 SH x x 22 16500
1,350 18,300 SH x x 23 18300
1,173 16,200 SH x x 25 16200
3,977 54,206 SH x 32 54206
923 12,600 SH x x 33 12600
Bear Stearns Cos.,
Inc. Common Stocks 073902108 3,226 70,708 SH x x 4 70708
2,187 44,246 SH x x 9 44246
1,442 31,600 SH x x 10 31600
392 8,000 SH x x 23 8000
1,204 26,390 SH x x 25 26390
498 10,925 SH x x 28 10925
7,783 170,577 SH x 32 170577
Bebe Stores, Inc. Common Stocks 075571109 1 100 SH x x 33 100
Beckman Coulter, Inc. Common Stocks 075811109 1,573 24,500 SH x x 9 24500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
128 2,000 SH x x 26 2000
1,688 26,300 SH x 32 26300
Becton, Dickinson & Co. Common Stocks 075887109 1,313 49,900 SH x x 7 49900
5,015 190,600 SH x x 16 190600
250 9,500 SH x x 28 9500
13,525 514,000 SH x 32 514000
Bed Bath & Beyond,
Inc. New Common Stocks 075896100 110 2,794 SH x 32 2794
Bedford Property
Investors, Inc. Common Stocks 076446301 136 8,400 SH x x 25 8400
1,616 100,600 SH x 32 100600
16 1,000 SH x x 33 1000
10 600 SH x x 38 600
Belden, Inc. Common Stocks 077459105 149 5,400 SH x x 17 5400
112 2,800 SH x x 25 2800
569 20,700 SH x 32 20700
55 2,000 SH x x 33 2000
89 3,300 SH x x 38 3300
Bell & Howell Co. Common Stocks 077852101 82 1,800 SH x x 25 1800
Bell Atlantic Corp. Common Stocks 077853109 15,966 249,534 SH x x 5 249534
7,194 117,692 SH x x 7 117692
11,103 172,300 SH x x 9 172300
3,931 64,164 SH x x 10 64164
38,056 604,016 SH x x 23 604016
6,137 116,800 SH x x 25 116800
4,384 71,720 SH x x 28 71720
89,274 1,460,522 SH x 32 1460522
BellSouth Corp. Common Stocks 079860102 608 5,600 SH x x 5 5600
12,318 262,088 SH x x 7 262088
39,264 808,921 SH x x 23 808921
7,172 152,600 SH x x 25 152600
3,997 85,040 SH x x 28 85040
55,675 1,184,583 SH x 32 1184583
Belo (A.H.) Corp.
Class A Common Stocks 080555105 653 36,800 SH x x 25 36800
729 40,789 SH x 32 40789
79 4,400 SH x x 33 4400
Bemis Co., Inc. Common Stocks 081437105 96 2,600 SH x x 17 2600
174 4,700 SH x x 25 4700
162 4,403 SH x 32 4403
Bergen Brunswig
Corp. Class A Common Stocks 083739102 23 3,340 SH x 32 3340
Berry Petroleum
Co. Class A Common Stocks 085789105 770 42,800 SH x x 22 42800
827 48,100 SH x 32 48100
Best Buy Co. Common Stocks 086516101 2,660 30,930 SH x x 7 30930
473 5,500 SH x x 10 5500
7,212 83,500 SH x x 23 83500
12,563 146,077 SH x 32 146077
5,008 54,800 SH x x 42 54800
Bestfoods Common Stocks 08658U101 5,138 109,100 SH x x 10 109100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
156 3,100 SH x x 23 3100
286 6,100 SH x x 25 6100
843 18,000 SH x x 28 18000
4,343 92,770 SH x 32 92770
Beverly Enterprises,
Inc. New Common Stocks 087851309 1,868 506,650 SH x 32 506650
Bindley Western
Industries, Inc. Common Stocks 090324104 58 4,300 SH x x 17 4300
363 23,676 SH x x 25 23676
275 20,299 SH x 32 20299
8 600 SH x x 33 600
BindView Development
Corp. Common Stocks 090327107 1,914 66,000 SH x x 11 66000
2,195 70,800 SH x x 20 70800
5,787 186,300 SH x 32 186300
124 4,000 SH x x 33 4000
Bio-Rad Laboratories,
Inc. Class A Common Stocks 090572207 52 1,900 SH x x 17 1900
71 2,600 SH x 32 2600
Bio-Technology
General Corp. Common Stocks 090578105 239 15,600 SH x x 25 15600
319 20,600 SH x 32 20600
Biogen, Inc. New Common Stocks 090597105 1,772 25,402 SH x x 7 25402
3,505 48,180 SH x x 9 48180
126 1,800 SH x x 25 1800
4,372 62,574 SH x 32 62574
272 3,900 SH x x 33 3900
Biomatrix, Inc. Common Stocks 09060P102 143 5,700 SH x x 25 5700
189 7,400 SH x 32 7400
69 2,700 SH x x 33 2700
Biomet, Inc. Common Stocks 090613100 87 2,401 SH x 32 2401
Black & Decker Corp. Common Stocks 091797100 2,336 62,200 SH x x 16 62200
75 2,000 SH x x 28 2000
6,187 164,700 SH x 32 164700
Black Box Corp. Common Stocks 091826107 192 2,800 SH x x 25 2800
123 1,800 SH x x 26 1800
235 3,400 SH x 32 3400
157 2,300 SH x x 33 2300
Black Hills Corp. Common Stocks 092113109 263 11,900 SH x x 9 11900
188 8,500 SH x 32 8500
7 300 SH x x 33 300
E.W. Blanch
Holdings, Inc. Common Stocks 093210102 18 900 SH x x 17 900
24 1,200 SH x x 26 1200
10 500 SH x x 33 500
Block Drug Co.,
Inc. Class A Common Stocks 093644102 1,495 54,351 SH x x 4 54351
1,972 71,559 SH x 32 71559
Block (H&R) Co.,
Inc. Common Stocks 093671105 978 21,846 SH x x 7 21846
1,905 40,400 SH x x 23 40400
595 13,300 SH x x 28 13300
4,299 96,062 SH x 32 96062
Blue Square Israel,
Ltd. NPV - ADR Common Stocks 096055108 172 17,300 SH x 32 17300
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
198 17,980 SH x x 36 17980
Blyth Industries,
Inc. Common Stocks 09643P108 24 890 SH x 32 890
30 1,100 SH x x 33 1100
Bob Evans Farms,
Inc. Common Stocks 096761101 43 3,400 SH x 32 3400
24 1,900 SH x x 33 1900
Boeing Co. Common Stocks 097023105 983 25,900 SH x x 7 25900
192 5,200 SH x x 10 5200
12,055 305,700 SH x x 23 305700
1,426 37,600 SH x x 25 37600
2,171 57,220 SH x x 28 57220
19,318 509,204 SH x 32 509204
Boise Cascade Corp. Common Stocks 097383103 2,349 67,600 SH x x 9 67600
188 5,400 SH x x 17 5400
687 18,400 SH x x 23 18400
605 14,500 SH x x 25 14500
2,780 80,000 SH x x 29 80000
11,242 323,500 SH x 32 323500
107 3,200 SH x x 38 3200
Borders Group, Inc. Common Stocks 099709107 2,573 149,700 SH x 32 149700
124 7,200 SH x x 33 7200
Borg-Warner
Automotive, Inc. Common Stocks 099724106 398 10,100 SH x x 9 10100
142 3,600 SH x x 17 3600
524 12,400 SH x x 23 12400
2,490 63,242 SH x 32 63242
47 1,200 SH x x 33 1200
69 1,700 SH x x 38 1700
Boston Properties,
Inc. Common Stocks 101121101 2,558 80,400 SH x x 2 80400
6,889 216,550 SH x x 24 216550
14 400 SH x x 25 400
120 3,770 SH x 32 3770
2,310 72,600 SH x x 41 72600
Boston Scientific
Corp. Common Stocks 101137107 2,414 112,500 SH x x 10 112500
675 29,500 SH x x 23 29500
1,417 66,466 SH x 32 66466
Bowater, Inc. Common Stocks 102183100 87 1,700 SH x x 1 1700
230 4,300 SH x x 10 4300
1,277 22,300 SH x x 23 22300
231 3,600 SH x x 25 3600
254 4,750 SH x x 28 4750
3,413 63,950 SH x 32 63950
6 100 SH x x 38 100
Bowne & Co., Inc. Common Stocks 103043105 23 1,800 SH x x 33 1800
Boyd Gaming Corp. Common Stocks 103304101 11 2,300 SH x 32 2300
9 1,800 SH x x 33 1800
Boykin Lodging Co. Common Stocks 103430104 136 11,600 SH x 32 11600
2 200 SH x x 38 200
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Bradley Real Estate,
Inc. Common Stocks 104580105 3,406 199,600 SH x x 24 199600
60 3,500 SH x 32 3500
10 600 SH x x 38 600
Brady Corp. Class A Common Stocks 104674106 318 10,200 SH x x 9 10200
412 13,200 SH x 32 13200
75 2,400 SH x x 33 2400
Brandywine Realty
Trust Common Stocks 105368203 84 4,900 SH x 32 4900
16 900 SH x x 38 900
Briggs & Stratton
Corp. Common Stocks 109043109 1,197 29,100 SH x x 9 29100
127 3,100 SH x x 17 3100
514 12,500 SH x x 25 12500
2,142 52,086 SH x 32 52086
Brightpoint, Inc. Common Stocks 109473108 81 6,700 SH x x 17 6700
1,390 110,100 SH x x 22 110100
1,851 151,100 SH x 32 151100
15 1,400 SH x x 38 1400
Brinker International,
Inc. Common Stocks 109641100 50 1,700 SH x x 17 1700
1,009 31,700 SH x x 23 31700
116 2,700 SH x x 25 2700
143 4,800 SH x x 26 4800
2,859 96,307 SH x 32 96307
138 4,530 SH x x 38 4530
Brio Technology,
Inc. New Common Stocks 109704106 179 4,900 SH x x 25 4900
219 5,800 SH x 32 5800
Bristol-Myers
Squibb Co. Common Stocks 110122108 4,596 68,800 SH x x 1 68800
8,869 144,180 SH x x 5 144180
8,706 146,830 SH x x 9 146830
25,787 440,600 SH x x 10 440600
17,470 302,060 SH x x 23 302060
5,885 133,700 SH x x 25 133700
422 7,300 SH x x 28 7300
4,782 82,800 SH x x 29 82800
50,765 879,050 SH x 32 879050
Broadcom Corp.
Class A Common Stocks 111320107 792 2,900 SH x x 1 2900
2,016 8,300 SH x x 9 8300
1,943 8,000 SH x x 23 8000
194 800 SH x x 25 800
29,232 120,359 SH x 32 120359
826 3,400 SH x x 33 3400
1,280 5,272 SH x x 39 5272
3,609 14,000 SH x x 42 14000
6,987 26,140 SH x x 43 26140
BroadVision, Inc. Common Stocks 111412102 795 16,800 SH x x 22 16800
803 18,000 SH x x 25 18000
2,046 45,600 SH x 32 45600
725 16,075 SH x x 33 16075
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Broken Hill Proprietary
Co., Ltd. - ADR Common Stocks 112169602 849 26,900 SH x x 19 26900
Brookline Bancorp.,
Inc. Common Stocks 113739106 77 8,200 SH x x 9 8200
127 13,400 SH x 32 13400
Brooks Automation,
Inc. Common Stocks 11434A100 343 5,500 SH x x 9 5500
496 5,475 SH x x 16 5475
1,033 16,520 SH x 32 16520
43 600 SH x x 38 600
Brooktrout Technology,
Inc. Common Stocks 114580103 9 300 SH x x 25 300
52 1,800 SH x x 26 1800
Brown-Forman Distillers,
Inc. Class B Common Stocks 115637209 417 7,652 SH x x 7 7652
68 1,246 SH x 32 1246
Brown (Tom), Inc. Common Stocks 115660201 88 4,800 SH x x 26 4800
16 900 SH x x 33 900
Brunswick Corp. Common Stocks 117043109 472 24,932 SH x x 7 24932
2,081 109,900 SH x x 9 109900
4,180 217,800 SH x x 23 217800
629 33,200 SH x x 25 33200
23 1,200 SH x x 28 1200
5,950 314,215 SH x 32 314215
162 8,400 SH x x 38 8400
Buckeye Technologies,
Inc. Common Stocks 118255108 289 16,400 SH x x 9 16400
416 23,600 SH x x 25 23600
807 45,800 SH x 32 45800
12 700 SH x x 33 700
Buckle, Inc. (The) Common Stocks 118440106 5 300 SH x x 33 300
Budget Group, Inc.
Class A Common Stocks 119003101 6 1,300 SH x x 33 1300
Buffets, Inc. Common Stocks 119882108 118 13,100 SH x x 17 13100
75 8,300 SH x x 23 8300
302 33,500 SH x x 25 33500
43 4,800 SH x x 26 4800
1,358 150,400 SH x 32 150400
19 2,100 SH x x 33 2100
50 5,500 SH x x 38 5500
Building Materials
Holding Corp. Common Stocks 120113105 1,449 159,850 SH x 32 159850
Burlington Coat Factory
Warehouse Corp. Common Stocks 121579106 14 800 SH x x 33 800
Burlington Industries,
Inc. Common Stocks 121693105 30 6,800 SH x 32 6800
22 6,060 SH x x 38 6060
Burlington Northern,
Inc. Common Stocks 12189T104 1,387 62,700 SH x x 10 62700
5,910 255,800 SH x x 23 255800
480 21,700 SH x x 25 21700
347 15,690 SH x x 28 15690
9,001 406,807 SH x 32 406807
Burlington Resources,
Inc. Common Stocks 122014103 905 22,800 SH x x 23 22800
1,905 51,482 SH x 32 51482
Burnham Pacific
Properties, Inc. Common Stocks 12232C108 19 2,700 SH x 32 2700
Burr-Brown Corp. Common Stocks 122574106 1,794 33,000 SH x x 20 33000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
387 7,100 SH x x 25 7100
1,890 34,750 SH x 32 34750
201 3,700 SH x x 33 3700
Bush Boake Allen,
Inc. Common Stocks 123162109 8 300 SH x x 33 300
Business Objects
SA - ADR Common Stocks 12328X107 7,213 73,000 SH x x 11 73000
4,012 40,600 SH x x 20 40600
17,612 177,000 SH x 32 177000
Butler Manufacturing
Co. Common Stocks 123655102 73 3,000 SH x x 9 3000
68 2,800 SH x 32 2800
10 400 SH x x 38 400
C&D Technologies,
Inc. Common Stocks 124661109 253 4,300 SH x x 25 4300
779 13,200 SH x 32 13200
24 400 SH x x 33 400
CBL & Associates
Properties, Inc. Common Stocks 124830100 112 5,500 SH x x 17 5500
276 13,500 SH x 32 13500
13 600 SH x x 38 600
CCB Financial Corp. Common Stocks 124875105 581 13,140 SH x 32 13140
62 1,400 SH x x 38 1400
CB Richard Ellis
Services Common Stocks 12489L108 4 400 SH x x 33 400
CBS Corp. Common Stocks 12490K107 2,183 36,200 SH x x 1 36200
2,950 52,100 SH x x 7 52100
3,244 53,500 SH x x 23 53500
1,506 26,600 SH x x 28 26600
26,774 472,836 SH x 32 472836
5,109 84,900 SH x x 42 84900
C-COR Electronics,
Inc. Common Stocks 125010108 638 9,023 SH x x 16 9023
234 4,900 SH x x 25 4900
1,361 27,771 SH x 32 27771
C-Cube Microsystems,
Inc. Common Stocks 125015107 44 600 SH x x 26 600
269 3,700 SH x x 33 3700
CDI Corp. Common Stocks 125071100 298 14,900 SH x x 25 14900
334 17,600 SH x 32 17600
10 500 SH x x 33 500
CDW Computer
Centers, Inc. Common Stocks 12512910 215 2,600 SH x x 25 2600
300 3,554 SH x 32 3554
220 2,600 SH x x 33 2600
CEC Entertainment,
Inc. Common Stocks 125137109 416 13,800 SH x x 9 13800
2,316 85,400 SH x x 20 85400
295 9,700 SH x x 25 9700
2,834 104,475 SH x 32 104475
98 3,600 SH x x 33 3600
C.H. Robinson
Worldwide, Inc. Common Stocks 12541W100 2,164 56,500 SH x x 9 56500
1,877 50,400 SH x 32 50400
148 3,900 SH x x 33 3900
CIGNA Corp. Common Stocks 125509109 8,387 104,200 SH x x 5 104200
6,340 80,270 SH x x 9 80270
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
4,055 52,900 SH x x 10 52900
3,072 37,800 SH x x 23 37800
2,303 37,400 SH x x 25 37400
1,303 17,200 SH x x 28 17200
3,666 48,400 SH x x 29 48400
43,993 580,761 SH x 32 580761
CIT Group, Inc. Common Stocks 125577106 3,916 203,500 SH x x 1 203500
2,898 141,900 SH x x 9 141900
4,101 213,300 SH x x 10 213300
465 22,200 SH x x 23 22200
15,104 774,551 SH x 32 774551
Cleco Corp. Common Stocks 12561M107 24 700 SH x x 25 700
27 800 SH x x 38 800
CMG Information
Services, Inc. Common Stocks 125750109 861 7,600 SH x x 7 7600
1,619 14,300 SH x x 23 14300
3,454 30,500 SH x x 29 30500
10,050 88,696 SH x 32 88696
680 6,000 SH x x 33 6000
CMS Energy Corp. Common Stocks 125896100 454 25,060 SH x x 9 25060
604 33,100 SH x x 10 33100
528 29,107 SH x 32 29107
CSX Auto Corp. Common Stocks 125965103 187 13,400 SH x x 25 13400
89 6,400 SH x 32 6400
8 600 SH x x 33 600
CNA Financial Corp. Common Stocks 126117100 1,080 31,240 SH x x 9 31240
837 25,893 SH x 32 25893
CNA Surety Corp. Common Stocks 12612L108 103 7,400 SH x x 9 7400
198 14,200 SH x 32 14200
11 800 SH x x 33 800
CNF Transportation,
Inc. Common Stocks 12612W104 1,537 55,400 SH x x 9 55400
158 5,700 SH x x 10 5700
307 10,300 SH x x 23 10300
3,559 128,245 SH x 32 128245
3 100 SH x x 38 100
CSG Systems
International, Inc. Common Stocks 126349109 245 5,000 SH x x 25 5000
2,876 58,918 SH x 32 58918
73 1,500 SH x x 33 1500
CSX Corp. Common Stocks 126408103 4,813 206,600 SH x x 10 206600
124 5,297 SH x 32 5297
CTS Corp. Common Stocks 126501105 485 5,859 SH x x 16 5859
610 8,800 SH x x 25 8800
325 5,700 SH x 32 5700
200 3,500 SH x x 33 3500
CUNO, Inc. Common Stocks 126583103 57 2,100 SH x x 9 2100
8 300 SH x x 33 300
CVB Financial Corp. Common Stocks 126600105 7 500 SH x x 33 500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CVS Corp. Common Stocks 126650100 19 500 SH x x 28 500
358 9,533 SH x 32 9533
Cablevision Systems
Corp. Class A Common Stocks 12686C109 503 7,700 SH x x 23 7700
1,118 18,398 SH x 32 18398
122 2,000 SH x x 33 2000
Cabletron Systems,
Inc. Common Stocks 126920107 23 800 SH x x 17 800
786 25,000 SH x x 23 25000
570 19,500 SH x x 25 19500
302 10,300 SH x x 28 10300
4,880 166,496 SH x 32 166496
104 4,500 SH x x 38 4500
Cable Design
Technologies Corp. Common Stocks 126924109 2,685 80,200 SH x x 11 80200
405 11,100 SH x x 25 11100
2,403 70,800 SH x 32 70800
48 1,400 SH x x 33 1400
Cabot Corp. Common Stocks 127055101 162 5,300 SH x x 17 5300
3,411 111,833 SH x 32 111833
95 3,100 SH x x 33 3100
Cabot Industrial
Trust Common Stocks 127072106 1,589 85,300 SH x x 24 85300
160 8,600 SH x x 25 8600
233 12,500 SH x 32 12500
37 2,000 SH x x 33 2000
13 700 SH x x 38 700
Cabot Oil & Gas Corp. Common Stocks 127097103 2,171 120,200 SH x 32 120200
43 2,400 SH x x 33 2400
CACI International,
Inc. Class A Common Stocks 127190304 243 7,000 SH x x 25 7000
281 9,400 SH x 32 9400
12 400 SH x x 33 400
Cadence Design
Systems, Inc. Common Stocks 127387108 436 21,500 SH x x 25 21500
663 31,947 SH x 32 31947
Cal Dive International,
Inc. NPV Common Stocks 127914109 101 2,000 SH x x 25 2000
294 5,800 SH x 32 5800
10 200 SH x x 33 200
Calgon Carbon Corp. Common Stocks 129603106 2,289 348,750 SH x 32 348750
11 1,700 SH x x 33 1700
California Microwave,
Inc. Common Stocks 130442106 14 400 SH x x 25 400
California Water
Service Group Common Stocks 130788102 11 500 SH x x 33 500
Callaway Golf Co. Common Stocks 131193104 2,077 131,800 SH x x 23 131800
1,655 106,800 SH x 32 106800
50 3,200 SH x x 33 3200
107 6,800 SH x x 38 6800
Calpine Corp. Common Stocks 131347106 7,163 74,440 SH x x 9 74440
1,973 20,000 SH x x 22 20000
1,582 15,400 SH x x 25 15400
9,679 102,964 SH x 32 102964
Cambrex Corp. Common Stocks 132011107 287 6,600 SH x x 9 6600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
95 1,500 SH x x 25 1500
1,757 40,400 SH x 32 40400
48 1,100 SH x x 33 1100
111 2,700 SH x x 38 2700
Camden Property Trust Common Stocks 133131102 6,293 232,529 SH x x 24 232529
51 1,300 SH x x 25 1300
149 5,492 SH x 32 5492
54 2,000 SH x x 33 2000
32 1,100 SH x x 38 1100
Campbell Soup Co. Common Stocks 134429109 1,185 35,900 SH x x 23 35900
329 10,700 SH x x 28 10700
3,402 110,633 SH x 32 110633
Canadian Imperial
Bank of Commerce Common Stocks 136069101 4,400 SH x x 28 4400
Canadian National
Railway Co. NPV Common Stocks 136375102 30 1,110 SH x x 14 1110
Canandaigua Brands
Co., Inc. Class A Common Stocks 137219200 1,827 35,200 SH x x 9 35200
495 9,000 SH x x 25 9000
92 1,800 SH x x 26 1800
2,224 43,600 SH x 32 43600
36 700 SH x x 33 700
Capital Automotive Common Stocks 139733109 300 22,700 SH x x 25 22700
272 22,700 SH x 32 22700
3 200 SH x x 38 200
Capital One Financial
Corp. Common Stocks 14040H105 1,266 26,400 SH x x 9 26400
450 8,900 SH x x 10 8900
1,395 29,093 SH x 32 29093
CapRock Communications
Corp. New Common Stocks 140667106 223 4,600 SH x x 25 4600
343 7,000 SH x 32 7000
152 3,100 SH x x 33 3100
Capstead Mortgage Corp. Common Stocks 14067E100 47 12,137 SH x x 9 12137
53 13,793 SH x 32 13793
Caraustar Industries,
Inc. Common Stocks 140909102 14 1,000 SH x x 33 1000
Cardinal Health, Inc. Common Stocks 14149Y108 2,368 51,615 SH x x 7 51615
5,711 124,500 SH x x 16 124500
0 1 SH x x 23 1
390 8,500 SH x x 25 8500
15,873 346,006 SH x 32 346006
Career Education Corp.
New Common Stocks 141665109 129 3,700 SH x x 25 3700
938 26,800 SH x 32 26800
Carey International,
Inc. New Common Stocks 141750109 14 800 SH x x 25 800
Carlisle Cos., Inc. Common Stocks 142339100 320 8,000 SH x x 9 8000
160 4,000 SH x x 17 4000
28 693 SH x 32 693
56 1,400 SH x x 33 1400
Carmike Cinemas, Inc. Common Stocks 143436103 18 3,300 SH x 32 3300
Carnival Corp. Common Stocks 143658102 687 27,675 SH x x 25 27675
40 1,600 SH x x 28 1600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,265 91,300 SH x 32 91300
Carriage Services, Inc.
Class A Common Stocks 143905107 2 500 SH x x 33 500
Carolina Power & Light
Co. Common Stocks 144141108 4,221 129,000 SH x x 10 129000
126 3,880 SH x 32 3880
Carpenter Technology
Corp. Common Stocks 144285103 4 200 SH x x 9 200
110 5,300 SH x x 17 5300
136 6,100 SH x x 23 6100
955 45,900 SH x 32 45900
19 900 SH x x 33 900
2 100 SH x x 38 100
CarrAmerica Realty
Corp. Common Stocks 144418100 3,940 186,500 SH x x 24 186500
125 5,900 SH x x 25 5900
204 9,680 SH x 32 9680
Carrier Access Corp.
New Common Stocks 144460102 155 3,000 SH x x 25 3000
186 3,500 SH x 32 3500
Cascade Natural Gas
Corp. Common Stocks 147339105 65 4,000 SH x x 9 4000
92 5,700 SH x 32 5700
Casey's General
Stores, Inc. Common Stocks 147528103 34 3,200 SH x x 17 3200
2,370 217,900 SH x 32 217900
19 1,800 SH x x 33 1800
Catalina Marketing
Corp. Common Stocks 148867104 1,751 16,140 SH x x 9 16140
636 4,325 SH x x 16 4325
359 3,100 SH x x 25 3100
2,191 21,638 SH x 32 21638
172 1,700 SH x x 33 1700
Catellus Development
Corp. Common Stocks 149111106 173 11,600 SH x x 23 11600
364 26,257 SH x 32 26257
57 4,100 SH x x 33 4100
1 100 SH x x 38 100
Caterpillar, Inc. Common Stocks 149123101 4,592 110,550 SH x x 5 110550
3,131 79,000 SH x x 10 79000
207 4,900 SH x x 23 4900
422 10,700 SH x x 28 10700
8,752 221,923 SH x 32 221923
Cathay Bancorp, Inc. Common Stocks 149150104 91 2,000 SH x x 17 2000
1,208 25,300 SH x x 22 25300
177 3,900 SH x x 25 3900
1,527 33,200 SH x 32 33200
18 400 SH x x 33 400
Cato Corp. Class A Common Stocks 149205106 213 18,100 SH x x 9 18100
56 4,800 SH x x 17 4800
202 17,200 SH x 32 17200
8 700 SH x x 33 700
38 3,200 SH x x 38 3200
CellStar Corp. Common Stocks 150925105 9 1,100 SH x x 33 1100
Celestica, Inc. NPV Common Stocks 15101Q108 2,369 45,000 SH x x 11 45000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
70 1,320 SH x x 14 1320
3,449 65,000 SH x 32 65000
Celgene Corp. Common Stocks 151020104 480 3,324 SH x x 16 3324
743 7,462 SH x 32 7462
Cell Pathways, Inc. Common Stocks 15114R101 10 300 SH x x 25 300
Cendant Corp. Common Stocks 151313103 12,267 667,000 SH x x 10 667000
845 42,600 SH x x 23 42600
1,914 103,473 SH x 32 103473
CenterPoint
Properties Corp. Common Stocks 151895109 95 2,600 SH x 32 2600
15 400 SH x x 38 400
CenterTrust Retail
Properties, Inc. Common Stocks 152038100 3 500 SH x x 38 500
Centex Corp. Common Stocks 152312104 1,191 50,000 SH x x 9 50000
1,313 51,400 SH x x 23 51400
62 1,800 SH x x 25 1800
74 3,100 SH x x 26 3100
5,450 228,868 SH x 32 228868
210 8,300 SH x x 38 8300
Centex Construction
Products, Inc. Common Stocks 15231R109 18 700 SH x x 25 700
123 4,700 SH x 32 4700
8 300 SH x x 33 300
51 1,730 SH x x 38 1730
Central & Southwest
Corp. Common Stocks 152357109 1,989 116,600 SH x x 10 116600
719 40,400 SH x x 23 40400
520 30,500 SH x x 28 30500
2,136 125,200 SH x 32 125200
Central Garden & Pet
Co. Common Stocks 153527106 171 17,700 SH x x 25 17700
304 30,800 SH x 32 30800
Central Hudson
Gas & Electric Corp. Common Stocks 153609102 12 400 SH x x 25 400
Central Newspapers,
Inc. Class A Common Stocks 154647101 3,210 95,450 SH x x 4 95450
168 5,000 SH x x 25 5000
87 2,600 SH x x 26 2600
3,339 99,305 SH x 32 99305
24 700 SH x x 33 700
Centura Banks, Inc. Common Stocks 15640T100 211 4,600 SH x x 9 4600
535 11,670 SH x 32 11670
14 315 SH x x 33 315
Cephalon, Inc. Common Stocks 156708109 2,314 61,800 SH x x 20 61800
83 2,200 SH x x 25 2200
4,018 107,150 SH x 32 107150
Ceridian Corp. Common Stocks 15677T106 59 3,085 SH x 32 3085
Champion Enterprises,
Inc. Common Stocks 158496109 8 1,400 SH x x 33 1400
Champion International
Corp. Common Stocks 158525105 69 1,300 SH x x 25 1300
884 16,600 SH x x 28 16600
1,438 27,000 SH x x 29 27000
10,512 197,400 SH x 32 197400
Charles River
Associates, Inc. Common Stocks 159852102 4 200 SH x x 33 200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Charter One
Financial, Inc. Common Stocks 160903100 676 29,198 SH x x 9 29198
3,399 162,630 SH x x 10 162630
1,979 94,437 SH x x 11 94437
1,758 83,729 SH x x 16 83729
5,230 249,055 SH x 32 249055
Charming Shoppes,
Inc. Common Stocks 161133103 163 28,600 SH x x 9 28600
3,339 587,100 SH x 32 587100
27 4,800 SH x x 33 4800
Chase Manhattan
Corp. Common Stocks 16161A108 426 4,900 SH x x 1 4900
13,634 150,894 SH x x 5 150894
3,687 42,293 SH x x 7 42293
6,361 72,955 SH x x 9 72955
6,164 70,700 SH x x 16 70700
22,537 247,600 SH x x 23 247600
4,386 72,100 SH x x 25 72100
4,250 48,750 SH x x 28 48750
84,742 971,951 SH x 32 971951
Chateau Communities,
Inc. Common Stocks 161726104 33 1,300 SH x 32 1300
5 200 SH x x 38 200
Checkers Drive-In
Restaurants, Inc. Common Stocks 162809115 0 11 SH x x 11 11
0 471 SH x 32 471
CheckFree Holdings
Corp. Common Stocks 162816102 190 2,700 SH x x 25 2700
308 4,362 SH x 32 4362
Checkpoint Systems,
Inc. Common Stocks 162825103 75 9,000 SH x x 17 9000
12 1,400 SH x x 33 1400
Cheesecake Factory,
Inc. (The) Common Stocks 163072101 132 2,500 SH x x 9 2500
541 13,000 SH x 32 13000
100 2,400 SH x x 33 2400
Chelsea GCA Realty,
Inc. Common Stocks 163262108 102 3,500 SH x x 17 3500
3,123 107,700 SH x x 24 107700
215 7,400 SH x 32 7400
17 600 SH x x 33 600
9 300 SH x x 38 300
Chemed Corp. Common Stocks 163596109 708 23,600 SH x x 9 23600
63 2,100 SH x x 17 2100
645 21,500 SH x 32 21500
ChemFirst, Inc. Common Stocks 16361A106 17 900 SH x x 33 900
Chesapeake Corp. Common Stocks 165159104 30 1,000 SH x x 33 1000
Chevron Corp. Common Stocks 166751107 3,235 35,000 SH x x 1 35000
4,345 47,000 SH x x 7 47000
4,160 45,000 SH x x 9 45000
11,057 120,100 SH x x 10 120100
14,130 145,400 SH x x 23 145400
7,044 86,100 SH x x 25 86100
3,945 42,680 SH x x 28 42680
56,088 606,765 SH x 32 606765
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,655 27,000 SH x x 42 27000
Chicos Fas, Inc. Common Stocks 168615102 41 2,400 SH x x 26 2400
Children's
Comprehensive
Services, Inc. Common Stocks 16875K202 171 41,400 SH x 32 41400
China Telecom
(Hong Kong),
Ltd. - ADR Common Stocks 169428109 1,276 7,200 SH x x 35 7200
230 1,300 SH x x 36 1300
Choice Hotels
International, Inc. Common Stocks 169905106 114 7,900 SH x x 9 7900
117 8,100 SH x 32 8100
23 1,600 SH x x 33 1600
ChiRex, Inc. Common Stocks 170038103 98 5,100 SH x x 25 5100
148 7,700 SH x 32 7700
Chiron Corp. Common Stocks 170040109 1,875 37,650 SH x x 7 37650
289 5,400 SH x x 23 5400
656 13,157 SH x 32 13157
174 3,500 SH x x 33 3500
Chittenden Corp. Common Stocks 170228100 401 13,500 SH x x 9 13500
374 12,600 SH x 32 12600
33 1,100 SH x x 33 1100
ChoicePoint,
Inc. New Common Stocks 170388102 3,681 99,000 SH x x 11 99000
5,233 140,000 SH x 32 140000
131 3,500 SH x x 33 3500
Chris Craft
Industries, Inc. Common Stocks 170520100 276 4,326 SH x x 9 4326
164 2,575 SH x x 17 2575
671 9,703 SH x x 25 9703
1,670 26,225 SH x 32 26225
25 400 SH x x 38 400
Chubb Corp. (The) Common Stocks 171232101 714 10,570 SH x x 28 10570
2,017 29,861 SH x 32 29861
Church and Dwight
Co., Inc. Common Stocks 171340102 546 29,800 SH x x 9 29800
76 4,400 SH x x 26 4400
409 23,800 SH x 32 23800
21 1,200 SH x x 33 1200
Ciber, Inc. Common Stocks 17163B102 222 11,000 SH x x 25 11000
275 13,400 SH x 32 13400
CIENA Corp. Common Stocks 171779101 6,732 53,400 SH x x 20 53400
1,518 11,500 SH x x 22 11500
1,877 15,200 SH x x 25 15200
9,764 77,417 SH x 32 77417
Cincinnati
Financial Corp. Common Stocks 172062101 1,464 36,300 SH x x 23 36300
53 1,400 SH x x 25 1400
3,261 86,674 SH x 32 86674
Cinergy Corp. Common Stocks 172474108 922 42,900 SH x x 10 42900
963 44,790 SH x x 28 44790
2,509 116,688 SH x 32 116688
Circle International
Group, Inc. Common Stocks 172574105 16 600 SH x x 33 600
Circuit City
Stores, Inc. Common Stocks 172737108 2,953 44,780 SH x x 9 44780
2,038 33,500 SH x x 10 33500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
670 11,000 SH x x 25 11000
487 8,000 SH x x 28 8000
6,284 103,220 SH x 32 103220
Cisco Systems, Inc. Common Stocks 17275R102 27,145 348,770 SH x x 1 348770
29,085 376,200 SH x x 7 376200
37,088 460,268 SH x x 9 460268
79,635 1,050,100 SH x x 10 1050100
11,504 148,800 SH x x 16 148800
54,248 701,400 SH x x 23 701400
2,459 31,800 SH x x 25 31800
318,721 4,122,506 SH x 32 4122506
16,963 219,410 SH x x 39 219410
28,569 347,700 SH x x 42 347700
41,583 492,980 SH x x 43 492980
Citadel
Communications
Corp. Common Stocks 172853202 584 9,554 SH x x 16 9554
55 900 SH x x 25 900
458 10,863 SH x 32 10863
101 2,400 SH x x 33 2400
Cintas Corp. Common Stocks 172908105 108 2,764 SH x 32 2764
141 3,600 SH x x 33 3600
Citigroup, Inc. Common Stocks 172967101 14,431 218,300 SH x x 1 218300
13,888 222,900 SH x x 5 222900
18,314 308,777 SH x x 7 308777
4,183 66,150 SH x x 9 66150
14,414 242,300 SH x x 10 242300
5,983 100,875 SH x x 16 100875
53,799 869,000 SH x x 23 869000
14,941 291,150 SH x x 25 291150
11,599 195,550 SH x x 28 195550
238,073 4,013,873 SH x 32 4013873
8,081 136,250 SH x x 39 136250
11,623 184,400 SH x x 42 184400
5,946 88,450 SH x x 43 88450
Citizens Banking
Corp. Common Stocks 174420109 66 3,400 SH x x 9 3400
124 6,400 SH x x 17 6400
43 2,200 SH x x 26 2200
35 1,800 SH x 32 1800
27 1,400 SH x x 33 1400
Citizens Utilities
Co. Class B Common Stocks 177342201 926 56,600 SH x x 25 56600
956 58,400 SH x x 28 58400
3,701 225,985 SH x 32 225985
Citrix Systems, Inc. Common Stocks 177376100 4,080 62,600 SH x x 10 62600
275 4,146 SH x 32 4146
City National Corp. Common Stocks 178566105 2,280 67,400 SH x x 11 67400
313 9,300 SH x x 23 9300
117 2,400 SH x x 25 2400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
77 2,300 SH x x 26 2300
4,246 126,052 SH x 32 126052
72 2,000 SH x x 38 2000
Claire's Stores,
Inc. Common Stocks 179584107 2,801 139,600 SH x x 4 139600
52 2,600 SH x x 17 2600
52 1,800 SH x x 25 1800
2,990 149,036 SH x 32 149036
28 1,400 SH x x 33 1400
Clarcor, Inc. Common Stocks 179895107 112 6,300 SH x x 17 6300
21 1,200 SH x x 33 1200
Clayton Homes,
Inc. Common Stocks 184190106 920 90,900 SH x x 9 90900
412 37,900 SH x x 23 37900
1,853 183,043 SH x 32 183043
3 300 SH x x 33 300
Clear Channel
Communications, Inc. Common Stocks 184502102 1,803 23,500 SH x x 1 23500
4,524 65,500 SH x x 7 65500
319 4,300 SH x x 23 4300
69 1,000 SH x x 28 1000
642 9,300 SH x x 30 9300
21,398 309,840 SH x 32 309840
4,797 69,462 SH x x 39 69462
2,203 30,000 SH x x 42 30000
Cleveland-Cliffs, Inc. Common Stocks 185896107 33 1,400 SH x x 25 1400
Clorox Co. (The) Common Stocks 189054109 2,965 87,300 SH x x 10 87300
185 5,688 SH x 32 5688
Coachmen Industries,
Inc. Common Stocks 189873102 1,261 91,300 SH x x 4 91300
1,478 107,000 SH x 32 107000
Coast Federal
Litigation Contigent Common Stocks 19034Q110 0 300 SH x 32 300
Coastal Corp. Common Stocks 190441105 1,742 36,200 SH x x 23 36200
501 10,900 SH x x 25 10900
3,784 82,259 SH x 32 82259
Coca-Cola Bottling
Co. Consolidated Common Stocks 191098102 2,292 43,300 SH x x 4 43300
2,499 47,200 SH x 32 47200
Coca-Cola Co. (The) Common Stocks 191216100 230 4,200 SH x x 1 4200
662 14,100 SH x x 7 14100
4,176 88,900 SH x x 10 88900
2,408 51,300 SH x x 23 51300
3,239 69,000 SH x x 25 69000
12,177 259,424 SH x 32 259424
Coca-Cola
Enterprises, Inc. Common Stocks 191219104 804 37,300 SH x x 9 37300
681 29,400 SH x x 23 29400
63 2,900 SH x x 28 2900
2,958 137,200 SH x x 29 137200
9,704 450,032 SH x 32 450032
Coca-Cola Femsa
SA - ADR Common Stocks 191241108 479 25,500 SH x x 8 25500
499 26,900 SH x 32 26900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
312 16,800 SH x x 35 16800
Cognex Corp. Common Stocks 192422103 144 2,500 SH x x 9 2500
260 4,500 SH x x 25 4500
3,594 62,300 SH x 32 62300
Cognizant Technology
Solutions
Corp. New Common Stocks 192446102 129 2,200 SH x x 25 2200
150 2,400 SH x 32 2400
Coherent, Inc. Common Stocks 192479103 196 3,800 SH x x 25 3800
234 4,500 SH x 32 4500
62 1,200 SH x x 33 1200
25 500 SH x x 38 500
Cohu, Inc. Common Stocks 192576106 4,181 100,300 SH x x 4 100300
663 15,900 SH x x 9 15900
1,257 28,700 SH x x 22 28700
230 5,500 SH x x 25 5500
6,261 150,200 SH x 32 150200
4 100 SH x x 33 100
Coldwater Creek,
Inc. New Common Stocks 193068103 58 3,400 SH x x 25 3400
63 3,700 SH x 32 3700
Colgate-Palmolive
Co. Common Stocks 194162103 3,346 54,100 SH x x 1 54100
6,425 108,900 SH x x 9 108900
319 5,300 SH x x 23 5300
857 15,200 SH x x 25 15200
4,228 75,000 SH x x 29 75000
19,736 350,090 SH x 32 350090
Collins & Aikman
Corp. Common Stocks 194830105 59 10,400 SH x x 17 10400
Colonial BancGroup,
Inc. Common Stocks 195493309 1,967 183,000 SH x x 4 183000
117 10,900 SH x x 10 10900
124 11,500 SH x x 17 11500
181 15,700 SH x x 23 15700
2,494 232,030 SH x 32 232030
52 4,800 SH x x 33 4800
Colonial Properties
Trust Common Stocks 195872106 81 3,400 SH x 32 3400
23 900 SH x x 38 900
Columbia Energy Group Common Stocks 197648108 6,276 105,650 SH x x 10 105650
4,118 69,500 SH x x 20 69500
644 10,100 SH x x 23 10100
4,809 81,170 SH x 32 81170
Columbia/HCA
Healthcare Corp. Common Stocks 197677107 11,562 437,010 SH x x 5 437010
672 26,541 SH x x 7 26541
1,881 74,310 SH x x 9 74310
4,374 172,200 SH x x 10 172200
937 44,200 SH x x 25 44200
1,463 57,800 SH x x 28 57800
26,005 1,027,359 SH x 32 1027359
Columbia Laboratories,
Inc. Common Stocks 197779101 7 600 SH x x 33 600
Columbia Sportswear
Co. Common Stocks 198516106 100 4,100 SH x x 9 4100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Columbus McKinnon
Corp. Common Stocks 199333105 37 2,800 SH x x 17 2800
8 600 SH x x 33 600
Comfort Systems USA,
Inc. Common Stocks 199908104 4 600 SH x x 33 600
Comcast Corp. Special
Class A Common Stocks 200300200 1,160 25,200 SH x x 1 25200
4,517 104,300 SH x x 4 104300
4,051 93,541 SH x x 7 93541
5,332 117,900 SH x x 9 117900
4,741 110,300 SH x x 10 110300
3,812 88,000 SH x x 16 88000
1,929 44,000 SH x x 23 44000
70 1,120 SH x x 25 1120
4,071 94,000 SH x x 29 94000
39,328 906,705 SH x 32 906705
3,586 82,790 SH x x 39 82790
Comdisco, Inc. Common Stocks 200336105 2,751 59,500 SH x x 22 59500
745 15,700 SH x x 23 15700
717 16,600 SH x x 25 16600
5,374 121,800 SH x 32 121800
64 1,900 SH x x 38 1900
Comerica, Inc. Common Stocks 200340107 1,411 33,700 SH x x 4 33700
1,390 33,200 SH x x 10 33200
5,860 136,550 SH x x 23 136550
6,705 160,116 SH x 32 160116
Commerce Bancorp
Inc. Common Stocks 200519106 220 5,952 SH x x 9 5952
5 125 SH x x 17 125
151 4,079 SH x 32 4079
80 2,170 SH x x 33 2170
Commerce Bancshares,
Inc. Common Stocks 200525103 305 9,870 SH x x 9 9870
278 6,200 SH x x 25 6200
1,868 60,490 SH x x 29 60490
4,260 136,596 SH x 32 136596
96 3,100 SH x x 33 3100
98 3,224 SH x x 38 3224
Commerce Group,
Inc. Common Stocks 200641108 652 22,100 SH x x 9 22100
625 21,200 SH x 32 21200
Commercial Federal
Corp. Common Stocks 201647104 125 7,500 SH x x 10 7500
183 10,979 SH x 32 10979
Commercial Intertech
Corp. Common Stocks 201709102 47 2,220 SH x x 38 2220
Commercial Metals Co. Common Stocks 201723103 271 9,800 SH x x 9 9800
69 2,500 SH x x 17 2500
301 10,900 SH x x 25 10900
975 35,300 SH x 32 35300
17 600 SH x x 33 600
41 1,410 SH x x 38 1410
Commercial Net
Lease Realty Common Stocks 202218103 41 3,900 SH x 32 3900
9 800 SH x x 38 800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Commonwealth
Bancorp, Inc. Common Stocks 20268X102 96 7,600 SH x x 9 7600
230 18,200 SH x x 25 18200
369 29,100 SH x 32 29100
8 600 SH x x 33 600
5 400 SH x x 38 400
Commonwealth Telephone
Enterprises, Inc. Common Stocks 203349105 341 5,000 SH x x 25 5000
66 1,400 SH x x 33 1400
CommScope, Inc. Common Stocks 203372107 3,948 83,500 SH x x 9 83500
2,415 50,500 SH x x 22 50500
1,046 20,800 SH x x 25 20800
4,599 100,800 SH x x 29 100800
17,981 394,100 SH x 32 394100
219 4,800 SH x x 33 4800
Community Bank
System, Inc. Common Stocks 203607106 970 42,500 SH x x 4 42500
Community First
Bankshares, Inc. Common Stocks 203902101 45 2,800 SH x x 17 2800
Community Trust
Bancorp, Inc. Common Stocks 204149108 64 3,740 SH x x 17 3740
11 650 SH x x 33 650
Companhia Brasileira
de Distribuicao
Grupo Pao de Acucar - ADR Preferred
Stocks 20440T201 1,517 40,700 SH x x 8 40700
1,602 44,500 SH x 32 44500
240 6,700 SH x x 34 6700
735 19,300 SH x x 36 19300
Companhia Cervejaria
Brahma - ADR Common Stocks 20440X103 71 3,000 SH x x 19 3000
645 40,300 SH x 32 40300
356 21,900 SH x x 36 21900
Companhia Paranaense
de Energia
Copel Class B - ADR Preferred
Stocks 20441B407 289 30,300 SH x x 36 30300
Companhia Anonima
Nacional Telefonos
deVenezuela - ADR Common Stocks 204421101 1,330 43,146 SH x x 8 43146
1,030 35,500 SH x 32 35500
319 10,000 SH x x 36 10000
Compania Cervecerias
Unidas SA - ADR Common Stocks 204429104 838 33,700 SH x x 28 33700
1,398 56,070 SH x 32 56070
77 3,100 SH x x 34 3100
345 12,800 SH x x 36 12800
Compania de Minas
Buenaventura
Series B - ADR Common Stocks 204448104 159 9,100 SH x x 8 9100
175 10,000 SH x x 34 10000
373 19,000 SH x x 36 19000
Compania de
Telecomunicaciones
de Chile SA - ADR Common Stocks 204449300 322 14,169 SH x x 34 14169
915 36,300 SH x x 36 36300
COMPAQ Computer Corp. Common Stocks 204493100 5,631 196,200 SH x x 5 196200
2,828 106,200 SH x x 7 106200
4,289 161,100 SH x x 10 161100
1,737 60,800 SH x x 23 60800
458 17,200 SH x x 28 17200
12,940 485,996 SH x 32 485996
Compass Bancshares,
Inc. Common Stocks 20449H109 482 24,200 SH x x 10 24200
203 10,200 SH x x 17 10200
310 14,500 SH x x 23 14500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
642 32,207 SH x 32 32207
13 700 SH x x 38 700
Computer Associates
International, Inc. Common Stocks 204912109 2,006 33,900 SH x x 7 33900
11,605 197,812 SH x x 10 197812
7,600 128,400 SH x x 16 128400
11,865 200,200 SH x x 23 200200
462 21,300 SH x x 25 21300
21,095 356,402 SH x 32 356402
Computer Sciences
Corp. Common Stocks 205363104 5,024 63,500 SH x x 16 63500
1,315 15,800 SH x x 23 15800
55 700 SH x x 28 700
15,236 192,551 SH x 32 192551
Compuware Corp. Common Stocks 205638109 159 7,536 SH x 32 7536
Comsat Corp. Common Stocks 20564D107 124 6,016 SH x 32 6016
12 600 SH x x 33 600
20 958 SH x x 38 958
Comverse Technology,
Inc. Common Stocks 205862402 3,567 18,200 SH x x 9 18200
4,257 25,000 SH x x 11 25000
1,285 6,800 SH x x 20 6800
185 1,100 SH x x 25 1100
794 4,200 SH x x 35 4200
489 2,350 SH x x 36 2350
4,854 24,200 SH x x 42 24200
6,325 30,750 SH x x 43 30750
Comverse Technology,
Inc. Common Stocks 205862404 38,096 201,568 SH x 32 201568
ConAgra, Inc. Common Stocks 205887102 4,197 231,549 SH x x 7 231549
2,100 110,800 SH x x 23 110800
696 38,400 SH x x 25 38400
538 29,690 SH x x 28 29690
5,955 328,533 SH x 32 328533
Com21, Inc. Common Stocks 205937105 23 500 SH x x 33 500
Concord Communications,
Inc. Common Stocks 206186108 18 500 SH x x 33 500
Concord EFS, Inc. Common Stocks 206197105 114 4,970 SH x 32 4970
146 6,400 SH x x 33 6400
Conectiv, Inc. Common Stocks 206829103 865 49,400 SH x x 9 49400
198 11,300 SH x x 17 11300
301 17,200 SH x x 25 17200
2,662 152,140 SH x 32 152140
70 4,000 SH x x 33 4000
226 12,400 SH x x 38 12400
Conexant Systems,
Inc. Common Stocks 207142100 683 9,500 SH x x 7 9500
1,842 25,600 SH x x 20 25600
1,496 20,800 SH x x 23 20800
1,173 16,700 SH x x 25 16700
3,093 43,562 SH x 32 43562
266 3,700 SH x x 33 3700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Conmed Corp. Common Stocks 207410101 147 5,800 SH x x 25 5800
170 6,800 SH x 32 6800
13 500 SH x x 33 500
Conning Corp. New Common Stocks 208215103 5 400 SH x x 33 400
Conseco, Inc. Common Stocks 208464107 6,371 554,310 SH x x 5 554310
2,935 246,000 SH x x 9 246000
743 60,500 SH x x 23 60500
14,126 1,235,066 SH x 32 1235066
Consolidated Edison,
Inc. Common Stocks 209115104 1,650 56,901 SH x x 7 56901
1,599 51,400 SH x x 23 51400
334 11,500 SH x x 28 11500
3,894 134,262 SH x 32 134262
Consolidated Graphics,
Inc. Common Stocks 209341106 5 400 SH x x 33 400
Consolidated Papers,
Inc. Common Stocks 209759109 577 15,000 SH x x 28 15000
1,691 43,998 SH x 32 43998
Consolidated Products,
Inc. Common Stocks 209798107 5 530 SH x x 33 530
Consolidated Store
Corp. Common Stocks 210149100 90 7,951 SH x 32 7951
Continental Airlines,
Inc. Class B Common Stocks 210795308 3,634 88,700 SH x x 1 88700
767 18,700 SH x x 25 18700
184 4,300 SH x x 30 4300
10,286 251,638 SH x 32 251638
Convergys Corp.
NPV Common Stocks 212485106 1,615 41,800 SH x x 23 41800
234 6,100 SH x x 25 6100
684 17,704 SH x 32 17704
12 300 SH x x 33 300
Cooper Cameron Corp. Common Stocks 216640102 3,946 59,000 SH x x 11 59000
485 6,800 SH x x 23 6800
3,044 45,525 SH x 32 45525
Cooper Companies,
Inc. Common Stocks 216648402 35 1,100 SH x x 17 1100
559 15,600 SH x x 25 15600
1,896 58,900 SH x 32 58900
13 400 SH x x 33 400
Cooper Industries,
Inc. Common Stocks 216669101 3,961 112,500 SH x x 10 112500
349 9,960 SH x x 28 9960
838 23,937 SH x 32 23937
Cooper Tire & Rubber
Co. Common Stocks 216831107 240 19,100 SH x x 9 19100
152 12,100 SH x x 10 12100
268 21,300 SH x x 25 21300
996 79,252 SH x 32 79252
45 3,100 SH x x 38 3100
Coors (Adolph) Co.
Class B Common Stocks 217016104 115 2,400 SH x x 9 2400
124 2,600 SH x x 17 2600
657 12,800 SH x x 23 12800
1,692 35,386 SH x 32 35386
44 800 SH x x 38 800
Copart, Inc. Common Stocks 217204106 1,132 64,700 SH x 32 64700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
102 5,900 SH x x 33 5900
Cor Therapeutics,
Inc. Common Stocks 217753102 2,856 43,500 SH x x 11 43500
1,621 24,600 SH x x 20 24600
3,204 48,600 SH x 32 48600
Cordant Technologies,
Inc. Common Stocks 218412104 1,157 19,100 SH x x 23 19100
465 7,500 SH x x 25 7500
3,670 64,891 SH x 32 64891
6 100 SH x x 33 100
164 2,910 SH x x 38 2910
Corn Products International,
Inc. Common Stocks 219023108 166 6,900 SH x 32 6900
43 1,800 SH x x 33 1800
10 400 SH x x 38 400
Cornerstone Properties,
Inc. Common Stocks 21922H103 153 8,200 SH x x 23 8200
8,091 464,000 SH x x 24 464000
527 30,219 SH x 32 30219
Cornerstone Realty
Income
Trust, Inc. Common Stocks 21922V102 289 25,400 SH x x 25 25400
343 31,700 SH x 32 31700
10 1,000 SH x x 38 1000
Corning, Inc. Common Stocks 219350105 7,717 38,700 SH x x 1 38700
7,772 38,300 SH x x 9 38300
1,630 8,400 SH x x 25 8400
65,509 337,676 SH x 32 337676
64 332 SH x x 33 332
5,685 29,305 SH x x 39 29305
6,747 32,700 SH x x 42 32700
4,543 21,510 SH x x 43 21510
CORUS Bankshares,
Inc. Common Stocks 220873103 11 500 SH x x 33 500
Cost Plus, Inc. Common Stocks 221485105 182 5,400 SH x x 25 5400
277 8,200 SH x 32 8200
Costco Cos., Inc. Common Stocks 22160Q102 1,575 29,000 SH x x 1 29000
Countrywide Credit
Industries, Inc. Common Stocks 222372104 1,766 60,500 SH x x 9 60500
1,474 53,300 SH x x 10 53300
1,385 50,818 SH x 32 50818
Cousins Properties,
Inc. Common Stocks 222795106 5,323 144,600 SH x x 2 144600
1,660 45,100 SH x x 24 45100
7 200 SH x 32 200
Covance, Inc. Common Stocks 222816100 104 9,000 SH x x 23 9000
198 18,400 SH x 32 18400
19 1,800 SH x x 33 1800
Coventry Health Care,
Inc. Common Stocks 222862104 176 20,700 SH x x 9 20700
107 12,600 SH x x 17 12600
182 21,400 SH x 32 21400
24 2,800 SH x x 33 2800
19 2,000 SH x x 38 2000
Cox Communications,
Inc. Class A Common Stocks 224044107 558 11,500 SH x x 1 11500
398 8,208 SH x x 7 8208
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
828 15,900 SH x x 23 15900
1,925 39,700 SH x x 29 39700
5,948 122,641 SH x 32 122641
Cox Radio, Inc.
Class A Common Stocks 224051102 899 10,700 SH x x 9 10700
560 4,590 SH x x 16 4590
690 7,000 SH x x 25 7000
1,863 22,176 SH x 32 22176
25 300 SH x x 33 300
Crane Co. Common Stocks 224399105 453 17,900 SH x x 23 17900
890 37,792 SH x 32 37792
23 900 SH x x 38 900
Credence Systems
Corp. Common Stocks 225302108 919 6,900 SH x x 9 6900
2,079 15,900 SH x x 22 15900
424 3,400 SH x x 25 3400
3,541 28,300 SH x 32 28300
300 2,400 SH x x 33 2400
Credit Acceptance
Corp. Common Stocks 225310101 8 1,500 SH x 32 1500
37 7,300 SH x x 38 7300
Cree, Inc. Common Stocks 225447101 224 2,000 SH x x 25 2000
282 2,500 SH x 32 2500
90 800 SH x x 33 800
Crescent Real Estate
Equities, Inc. Common Stocks 225756105 5,625 321,400 SH x x 2 321400
426 23,200 SH x x 10 23200
3,588 205,000 SH x x 24 205000
735 41,983 SH x 32 41983
4 200 SH x x 38 200
Crescent Operating,
Inc. Common Stocks 22575M100 72 26,300 SH x x 2 26300
CRIIMI MAE, Inc. Common Stocks 226603108 3 1,700 SH x 32 1700
Cross Timbers
Oil Co. Common Stocks 227573102 2,528 193,525 SH x x 4 193525
29 2,200 SH x x 17 2200
2,024 147,400 SH x x 22 147400
4,603 352,400 SH x 32 352400
21 1,600 SH x x 33 1600
3 200 SH x x 38 200
Crossmann Communities,
Inc. Common Stocks 22764E109 248 15,800 SH x x 25 15800
306 19,300 SH x 32 19300
Crown American
Realty Trust Common Stocks 228186102 44 8,200 SH x x 17 8200
3 600 SH x x 38 600
Crown Castle
International Corp. Common Stocks 228227104 77 2,033 SH x 32 2033
11 300 SH x x 38 300
Crown Cork & Seal
Co., Inc. Common Stocks 228255105 48 3,012 SH x 32 3012
Cubic Corp. Common Stocks 229669106 68 3,000 SH x 32 3000
16 700 SH x x 38 700
229678100 632 15,100 SH x 32 15100
Cullen Frost
Bankers, Inc. Common Stocks 229899109 1,195 45,200 SH x x 9 45200
42 1,100 SH x x 25 1100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,596 98,207 SH x 32 98207
69 2,600 SH x x 33 2600
136 5,100 SH x x 38 5100
Cummins Engine Co.,
Inc. Common Stocks 231021106 3,589 92,710 SH x x 9 92710
124 3,300 SH x x 17 3300
1,071 27,300 SH x x 23 27300
1,367 39,400 SH x x 25 39400
6,482 172,579 SH x 32 172579
197 5,100 SH x x 38 5100
CyberCash, Inc. Common Stocks 232462101 8 600 SH x x 33 600
Cybex Computer
Products Corp. Common Stocks 232522102 1,106 29,400 SH x 32 29400
120 3,200 SH x x 33 3200
Cymer, Inc. Common Stocks 232572107 1,024 19,600 SH x x 22 19600
255 5,100 SH x x 25 5100
5,930 118,600 SH x 32 118600
140 2,800 SH x x 33 2800
Cypress Semiconductor
Corp. Common Stocks 232806109 7,150 145,000 SH x x 16 145000
212 4,300 SH x x 17 4300
3,960 76,500 SH x x 22 76500
6,180 124,100 SH x x 23 124100
638 12,900 SH x x 25 12900
173 3,500 SH x x 26 3500
29,065 589,400 SH x 32 589400
370 7,500 SH x x 33 7500
197 3,900 SH x x 38 3900
Cytec Industries,
Inc. Common Stocks 232820100 150 4,900 SH x x 9 4900
267 8,200 SH x x 25 8200
1,381 45,100 SH x 32 45100
64 2,100 SH x x 33 2100
3 100 SH x x 38 100
Cytyc Corp. Common Stocks 232946103 618 8,886 SH x x 16 8886
5,625 117,500 SH x x 20 117500
302 6,400 SH x x 25 6400
6,239 129,300 SH x 32 129300
53 1,100 SH x x 33 1100
DII Group, Inc.
(The) Common Stocks 232949107 603 3,696 SH x x 16 3696
613 5,424 SH x 32 5424
348 3,100 SH x x 33 3100
DPL, Inc. Common Stocks 233293109 881 39,700 SH x x 28 39700
2,562 115,450 SH x 32 115450
173 7,800 SH x x 33 7800
DQE, Inc. Common Stocks 23329J104 81 1,775 SH x 32 1775
164 3,600 SH x x 33 3600
D.R. Horton, Inc. Common Stocks 23331A109 2,310 171,000 SH x x 9 171000
107 8,200 SH x x 17 8200
413 31,500 SH x x 25 31500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,496 191,100 SH x 32 191100
42 3,200 SH x x 33 3200
DST Systems, Inc. Common Stocks 233326107 3,941 60,500 SH x x 11 60500
195 3,000 SH x x 17 3000
2,594 39,000 SH x x 23 39000
1,466 20,600 SH x x 25 20600
9,295 143,142 SH x 32 143142
26 400 SH x x 33 400
155 2,300 SH x x 38 2300
DSP Group, Inc. Common Stocks 23332B106 1,061 15,300 SH x x 8 15300
4,529 70,000 SH x x 11 70000
438 6,800 SH x x 25 6800
8,422 127,600 SH x 32 127600
DTE Energy Co. Common Stocks 233331107 2,088 71,600 SH x x 10 71600
3,390 116,900 SH x x 23 116900
624 21,500 SH x x 25 21500
2,075 71,536 SH x 32 71536
DVI, Inc. Common Stocks 233343102 227 15,900 SH x x 9 15900
38 2,700 SH x x 17 2700
84 5,900 SH x x 25 5900
282 19,800 SH x 32 19800
Dain Rauscher
Corp. Common Stocks 233856103 969 14,700 SH x x 9 14700
2,618 39,700 SH x 32 39700
55 900 SH x x 38 900
Daisytek
International Corp. Common Stocks 234053106 11 700 SH x x 33 700
Dal-Tile
International, Inc. Common Stocks 23426R108 92 11,600 SH x x 9 11600
1,140 143,600 SH x 32 143600
44 5,600 SH x x 33 5600
Dallas Semiconductor
Corp. Common Stocks 235204104 955 22,000 SH x x 25 22000
386 11,000 SH x 32 11000
197 5,600 SH x x 33 5600
Dana Corp. Common Stocks 235811106 1,194 39,520 SH x x 9 39520
4,829 169,900 SH x x 10 169900
1,121 37,100 SH x x 23 37100
5,468 193,993 SH x 32 193993
Danaher Corp. Common Stocks 235851102 118 2,323 SH x 32 2323
Darden Restaurants,
Inc. Common Stocks 237194105 2,309 129,600 SH x x 7 129600
253 14,200 SH x x 17 14200
3,450 189,600 SH x x 23 189600
262 14,700 SH x x 25 14700
3,820 214,477 SH x 32 214477
253 14,000 SH x x 38 14000
Datascope Corp. Common Stocks 238113104 432 13,600 SH x x 9 13600
372 11,700 SH x x 25 11700
54 1,700 SH x x 26 1700
765 24,100 SH x 32 24100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
19 600 SH x x 33 600
Datastream Systems,
Inc. Common Stocks 238124101 14 500 SH x x 33 500
Datatec Systems,
Inc. Common Stocks 238128102 401 24,988 SH x x 16 24988
829 72,843 SH x 32 72843
Dave & Buster's,
Inc. Common Stocks 23833N104 4 400 SH x x 33 400
Dayton Hudson Corp. Common Stocks 239753106 961 11,800 SH x x 1 11800
777 11,000 SH x x 10 11000
Dean Foods Co. Common Stocks 242361103 1,327 49,600 SH x x 9 49600
78 2,900 SH x x 26 2900
1,190 44,487 SH x 32 44487
51 1,900 SH x x 33 1900
Deere & Co. Common Stocks 244199105 8,138 202,420 SH x x 5 202420
498 13,100 SH x x 10 13100
1,916 47,000 SH x x 23 47000
866 22,800 SH x x 25 22800
1,015 26,700 SH x x 28 26700
4,370 115,000 SH x x 29 115000
31,072 817,678 SH x 32 817678
Delco Remy
International, Inc. Common Stocks 246626105 4 500 SH x x 33 500
Dell Computer
Corp. Common Stocks 247025109 20,657 358,700 SH x x 1 358700
4,358 80,800 SH x x 7 80800
5,505 102,400 SH x x 10 102400
23,311 430,200 SH x x 23 430200
129 15,900 SH x x 25 15900
60,774 1,126,752 SH x 32 1126752
5,628 98,200 SH x x 42 98200
7,938 135,160 SH x x 43 135160
Delta Air Lines,
Inc. Common Stocks 247361108 266 5,000 SH x x 1 5000
5,102 91,920 SH x x 5 91920
9,708 177,700 SH x x 23 177700
181 9,700 SH x x 25 9700
16,631 312,315 SH x 32 312315
Deltic Timber Corp. Common Stocks 247850100 14 600 SH x x 33 600
Deluxe Corp. Common Stocks 248019101 85 3,200 SH x x 26 3200
305 11,526 SH x 32 11526
Dendrite International,
Inc. Common Stocks 248239105 395 15,100 SH x x 25 15100
163 7,800 SH x 32 7800
77 3,700 SH x x 33 3700
DENTSPLY International,
Inc. Common Stocks 249030107 167 5,900 SH x x 17 5900
31 1,108 SH x 32 1108
6 200 SH x x 33 200
Desc SA de CV Series
C - ADR Common Stocks 250309101 2,044 132,000 SH x x 8 132000
627 41,800 SH x 32 41800
Detroit Diesel Corp. Common Stocks 250837101 40 2,100 SH x x 17 2100
231 12,400 SH x x 25 12400
715 37,400 SH x 32 37400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
8 400 SH x x 33 400
40 2,540 SH x x 38 2540
Developers Diversified
Realty Corp. Common Stocks 251591103 151 10,900 SH x x 17 10900
129 9,300 SH x 32 9300
40 2,900 SH x x 33 2900
26 1,800 SH x x 38 1800
DeVry, Inc. Common Stocks 251893103 4,097 136,200 SH x x 11 136200
5,611 183,975 SH x 32 183975
58 1,900 SH x x 33 1900
Dexter Corp. Common Stocks 252165105 48 900 SH x x 33 900
Diagnostic Products
Corp. Common Stocks 252450101 46 1,900 SH x x 26 1900
20 800 SH x 32 800
12 500 SH x x 33 500
Dial Corp. Common Stocks 25247D101 1,460 106,200 SH x x 7 106200
32 2,323 SH x 32 2323
Diamond Offshore
Drilling, Inc. Common Stocks 25271C102 249 6,500 SH x x 10 6500
64 1,611 SH x 32 1611
Diamond Technology
Partners, Inc. Common Stocks 252762109 1,840 28,400 SH x x 11 28400
1,131 16,400 SH x x 22 16400
194 3,000 SH x x 25 3000
3,991 60,700 SH x 32 60700
Diebold, Inc. Common Stocks 253651103 416 15,144 SH x x 7 15144
2,008 73,000 SH x x 9 73000
258 6,900 SH x x 25 6900
2,134 77,618 SH x 32 77618
96 3,500 SH x x 33 3500
Digital Microwave
Corp. Common Stocks 253859102 2,076 62,500 SH x x 11 62500
5,200 153,500 SH x 32 153500
Dime Community
Bancorp, Inc. Common Stocks 253922108 123 7,800 SH x x 9 7800
307 19,400 SH x x 25 19400
737 46,600 SH x 32 46600
9 600 SH x x 33 600
11 700 SH x x 38 700
Dillard's, Inc.
Class A Common Stocks 254067101 146 9,000 SH x x 25 9000
218 13,264 SH x 32 13264
Dime Bancorp, Inc. Common Stocks 25429Q102 1,998 108,800 SH x x 10 108800
255 13,800 SH x x 17 13800
208 10,500 SH x x 23 10500
97 3,600 SH x x 25 3600
443 23,960 SH x 32 23960
122 6,800 SH x x 38 6800
Disney (Walt)
Co. Common Stocks 254687106 707 15,500 SH x x 1 15500
8,456 197,900 SH x x 5 197900
3,744 90,500 SH x x 16 90500
24,070 560,300 SH x x 23 560300
3,633 87,800 SH x x 25 87800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3,854 93,140 SH x x 28 93140
94,020 2,272,379 SH x 32 2272379
6,192 140,800 SH x x 42 140800
6,988 157,110 SH x x 43 157110
Distribucion Y Servicio
D&S SA - ADR Common Stocks 254753106 3,631 189,950 SH x x 8 189950
1,842 103,750 SH x 32 103750
68 3,800 SH x x 34 3800
224 11,300 SH x x 36 11300
Documentum, Inc. Common Stocks 256159104 15 200 SH x x 25 200
70 900 SH x 32 900
92 1,200 SH x x 33 1200
Dole Food Co., Inc. Common Stocks 256605106 91 4,700 SH x x 17 4700
21 1,100 SH x 32 1100
Dollar General Corp. Common Stocks 256669102 89 3,301 SH x 32 3301
Dollar Thrifty
Automotive Group, Inc. Common Stocks 256743105 645 37,500 SH x x 9 37500
560 29,400 SH x x 25 29400
1,679 97,700 SH x 32 97700
Dollar Tree Stores,
Inc. Common Stocks 256747106 2,626 50,500 SH x x 20 50500
171 3,300 SH x x 25 3300
2,341 44,906 SH x 32 44906
348 6,700 SH x x 33 6700
Donaldson Co., Inc. Common Stocks 257651109 580 25,700 SH x x 9 25700
172 7,100 SH x x 23 7100
952 42,200 SH x 32 42200
90 4,000 SH x x 33 4000
Donaldson,
Lufkin & Jenrette,
Inc. Common Stocks 257661108 3,617 69,900 SH x x 4 69900
1,318 23,700 SH x x 23 23700
5,921 114,419 SH x 32 114419
Donna Karan
International, Inc. Common Stocks 257826107 34 4,400 SH x x 17 4400
Donnelley (R.R.) & Sons
Co. Common Stocks 257867101 1,995 88,800 SH x x 23 88800
3,812 182,078 SH x 32 182078
Doral Financial
Corp. Common Stocks 25811P100 169 15,100 SH x x 9 15100
23 2,100 SH x x 17 2100
240 21,200 SH x 32 21200
13 1,200 SH x x 33 1200
DoubleClick, Inc. Common Stocks 258609304 2,692 30,500 SH x x 10 30500
609 6,500 SH x x 23 6500
890 9,800 SH x x 25 9800
1,263 13,492 SH x 32 13492
654 6,988 SH x x 33 6988
Dover Corp. Common Stocks 260003108 6,276 131,100 SH x x 7 131100
2,718 53,200 SH x x 9 53200
1,725 33,600 SH x x 23 33600
2,059 59,100 SH x x 25 59100
340 7,100 SH x x 28 7100
9,123 190,565 SH x 32 190565
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Dover Downs
Entertainment, Inc. Common Stocks 260086103 24 1,900 SH x x 9 1900
142 11,100 SH x x 25 11100
274 21,500 SH x 32 21500
5 400 SH x x 33 400
Dow Chemical Co. Common Stocks 260543103 8,135 68,290 SH x x 5 68290
5,742 50,369 SH x x 7 50369
114 1,000 SH x x 10 1000
20,471 175,500 SH x x 23 175500
3,124 39,000 SH x x 25 39000
2,198 19,280 SH x x 28 19280
34,690 304,301 SH x 32 304301
Dow Jones & Co.,
Inc. Common Stocks 260561105 5,581 73,600 SH x x 9 73600
185 2,400 SH x x 23 2400
244 3,400 SH x x 25 3400
524 7,300 SH x x 28 7300
6,803 94,731 SH x 32 94731
Downey Financial
Corp. Common Stocks 261018105 316 14,855 SH x x 9 14855
332 15,600 SH x x 25 15600
892 41,995 SH x 32 41995
21 1,000 SH x x 33 1000
Dress Barn, Inc. Common Stocks 261570105 215 11,300 SH x x 25 11300
264 13,700 SH x 32 13700
Dril-Quip, Inc. Common Stocks 262037104 14 300 SH x x 33 300
du Pont (E.I.) de
Nemours & Co. Common Stocks 263534109 6,527 116,250 SH x x 5 116250
7,538 132,900 SH x x 23 132900
444 8,400 SH x x 25 8400
3,168 59,921 SH x x 28 59921
33,144 626,842 SH x 32 626842
Duff & Phelps Credit
Rating Co. Common Stocks 26432F109 10 100 SH x x 33 100
Duke Energy Corp. Common Stocks 264399106 4,914 93,600 SH x x 7 93600
477 9,090 SH x x 9 9090
1,228 21,800 SH x x 23 21800
683 13,000 SH x x 25 13000
257 4,900 SH x x 28 4900
4,867 92,709 SH x 32 92709
Duke Realty
Investments, Inc. Common Stocks 264411505 1,061 55,500 SH x x 4 55500
218 11,400 SH x x 17 11400
1,170 57,000 SH x x 23 57000
7,840 409,955 SH x x 24 409955
2,878 150,479 SH x 32 150479
48 2,376 SH x x 38 2376
Dun & Bradstreet Corp. Common Stocks 26483B106 162 5,300 SH x x 23 5300
970 33,870 SH x x 28 33870
3,103 108,400 SH x 32 108400
Dura Automotive
Systems, Inc. Common Stocks 265903104 38 2,200 SH x x 17 2200
273 16,100 SH x x 25 16100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
620 36,100 SH x 32 36100
12 700 SH x x 33 700
DuPont Photomasks,
Inc. Common Stocks 26613X101 23 400 SH x x 17 400
Dura
Pharmaceuticals,
Inc. Common Stocks 26632S109 80 6,500 SH x x 17 6500
114 6,800 SH x x 25 6800
23 1,900 SH x x 33 1900
Dycom Industries,
Inc. Common Stocks 267475101 71 1,000 SH x x 9 1000
374 7,600 SH x x 25 7600
446 9,150 SH x 32 9150
59 1,200 SH x x 33 1200
Dynex Capital, Inc. Common Stocks 26817Q100 0 52 SH x x 38 52
ECI Telecom, Ltd. Common Stocks 268258100 166 5,302 SH x 32 5302
125 4,023 SH x x 34 4023
EEX Corp. Common Stocks 26842V207 98 29,100 SH x x 9 29100
58 17,200 SH x 32 17200
EG&G, Inc. Common Stocks 268457108 12 200 SH x x 25 200
EMC Corp. Common Stocks 268648102 12,525 94,500 SH x x 1 94500
5,884 47,074 SH x x 7 47074
15,834 120,820 SH x x 9 120820
32,817 263,400 SH x x 10 263400
475 10,000 SH x x 25 10000
137,461 1,099,687 SH x 32 1099687
19,179 153,429 SH x x 39 153429
6,975 52,500 SH x x 42 52500
12,378 90,900 SH x x 43 90900
ENSCO
International,
Inc. Common Stocks 26874Q100 3,230 89,400 SH x x 9 89400
1,903 50,200 SH x x 22 50200
1,693 44,600 SH x x 23 44600
1,002 26,500 SH x x 25 26500
10,713 296,554 SH x 32 296554
192 6,300 SH x x 38 6300
ENI SPA - ADR Common Stocks 26874R108 3,527 86,500 SH x x 27 86500
3,305 65,128 SH x 32 65128
ESS Technology,
Inc. Common Stocks 269151106 438 25,200 SH x x 9 25200
12 700 SH x x 25 700
259 14,800 SH x 32 14800
31 2,200 SH x x 38 2200
Etec Systems, Inc. Common Stocks 26922C103 184 1,500 SH x x 33 1500
E-Tek Dynamics,
Inc. Common Stocks 269240107 1,909 7,700 SH x x 1 7700
4,729 20,100 SH x x 20 20100
635 2,700 SH x x 23 2700
22,664 96,341 SH x 32 96341
706 3,000 SH x x 33 3000
8,030 32,100 SH x x 42 32100
E'town Corp. Common Stocks 269242103 25 400 SH x x 33 400
E*TRADE Group,
Inc. Common Stocks 269246104 797 26,500 SH x x 10 26500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
151 4,997 SH x 32 4997
Eagle Geophysical,
Inc. Common Stocks 269524104 0 1,048 SH x 32 1048
0 135 SH x x 38 135
Earthgrains Co. Common Stocks 270319106 771 51,800 SH x x 9 51800
948 63,720 SH x 32 63720
EastGroup Properties,
Inc. Common Stocks 277276101 511 22,600 SH x x 25 22600
574 26,700 SH x 32 26700
17 800 SH x x 33 800
4 200 SH x x 38 200
Eastman Chemical
Co. Common Stocks 277432100 181 3,700 SH x x 23 3700
428 9,397 SH x 32 9397
Eastman Kodak Co. Common Stocks 277461109 4,076 76,685 SH x x 5 76685
346 6,375 SH x x 7 6375
6,010 109,000 SH x x 10 109000
2,761 47,400 SH x x 23 47400
353 9,700 SH x x 25 9700
972 17,900 SH x x 28 17900
3,476 64,000 SH x x 29 64000
29,574 544,512 SH x 32 544512
Eaton Corp. Common Stocks 278058102 5,291 67,700 SH x x 10 67700
1,166 14,000 SH x x 23 14000
959 16,600 SH x x 25 16600
655 8,400 SH x x 28 8400
5,012 64,250 SH x 32 64250
Eaton Vance Corp. Common Stocks 278265103 2,412 53,600 SH x x 22 53600
2,508 58,400 SH x 32 58400
eBay, Inc. Common Stocks 278642103 1,220 6,700 SH x x 1 6700
369 2,100 SH x x 23 2100
295 1,674 SH x 32 1674
Echelon Corp. Common Stocks 27874N105 89 1,400 SH x x 25 1400
111 1,700 SH x 32 1700
EchoStar
Communications
Corp. Class A Common Stocks 278762109 627 7,400 SH x x 23 7400
1,488 18,832 SH x 32 18832
284 3,600 SH x x 33 3600
Ecolab, Inc. Common Stocks 278865100 101 2,746 SH x 32 2746
Edison International Common Stocks 281020107 180 10,300 SH x x 10 10300
3,620 214,700 SH x x 23 214700
292 17,600 SH x x 25 17600
1,990 120,135 SH x 32 120135
Education Management
Corp. New Common Stocks 28139T101 9 600 SH x x 33 600
J.D. Edwards & Co. Common Stocks 281667105 1,088 33,400 SH x x 9 33400
4,528 144,200 SH x x 11 144200
2,165 66,500 SH x x 20 66500
207 6,600 SH x x 25 6600
9,269 284,662 SH x 32 284662
Edwards (A.G.), Inc. Common Stocks 281760108 408 10,200 SH x x 10 10200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
782 18,200 SH x x 23 18200
517 13,000 SH x x 25 13000
2,953 73,830 SH x 32 73830
78 2,100 SH x x 38 2100
El Paso Electric
Co. NPV Common Stocks 283677854 244 23,500 SH x x 9 23500
138 13,300 SH x x 17 13300
284 27,200 SH x x 25 27200
269 25,900 SH x 32 25900
El Paso Energy Corp. Common Stocks 283905107 1,873 46,300 SH x x 10 46300
2,188 54,200 SH x x 16 54200
746 17,200 SH x x 23 17200
1,042 25,800 SH x x 25 25800
14,317 354,594 SH x 32 354594
Elan Corp. PLC - ADR Common Stocks 284131208 6,384 134,400 SH x x 12 134400
9,039 190,300 SH x x 16 190300
28,668 603,530 SH x 32 603530
Elcor Chemical Corp. Common Stocks 284443108 45 1,300 SH x x 33 1300
Electro Rent Corp. Common Stocks 285218103 374 29,100 SH x x 25 29100
316 27,200 SH x 32 27200
Electro Scientific
Industries, Inc. Common Stocks 285229100 380 6,600 SH x x 9 6600
556 6,644 SH x x 16 6644
12 200 SH x x 25 200
1,139 19,644 SH x 32 19644
167 2,900 SH x x 33 2900
Electroglas, Inc. Common Stocks 285324109 1,593 46,500 SH x x 4 46500
428 12,500 SH x x 9 12500
177 5,200 SH x x 25 5200
3,298 96,300 SH x 32 96300
19 600 SH x x 38 600
Electronic Arts, Inc. Common Stocks 285512109 510 7,300 SH x x 25 7300
730 10,257 SH x 32 10257
142 2,000 SH x x 33 2000
Electronic Data
Systems Corp. Common Stocks 285661104 6,505 97,444 SH x x 5 97444
6,165 96,052 SH x x 7 96052
1,692 26,360 SH x x 9 26360
2,190 34,400 SH x x 10 34400
2,617 38,200 SH x x 23 38200
2,734 50,300 SH x x 25 50300
1,322 20,600 SH x x 28 20600
27,161 423,155 SH x 32 423155
Electronics for
Imaging, Inc. Common Stocks 286082102 2,276 36,200 SH x x 22 36200
446 7,500 SH x x 25 7500
2,978 49,627 SH x 32 49627
299 5,000 SH x x 33 5000
Embratel Participacoes
SA - ADR Preferred Stocks29081N100 2,475 96,569 SH x 32 96569
308 12,034 SH x x 34 12034
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
705 27,500 SH x x 35 27500
1,690 59,451 SH x x 36 59451
Embotelladora
Andina SA -
ADR Series A Common Stocks 29081P204 1,299 89,700 SH x x 8 89700
808 63,700 SH x 32 63700
34 2,700 SH x x 34 2700
326 23,300 SH x x 36 23300
Embotelladora
Andina SA -
ADR Series B Common Stocks 29081P303 1,267 110,900 SH x x 8 110900
791 67,000 SH x 32 67000
EMCOR Group, Inc. Common Stocks 29084Q100 277 13,300 SH x x 9 13300
52 2,500 SH x x 17 2500
329 15,800 SH x x 25 15800
716 34,100 SH x 32 34100
Emerson Electric Co. Common Stocks 291011104 1,459 27,600 SH x x 7 27600
1,428 27,000 SH x x 10 27000
3,291 58,000 SH x x 23 58000
613 11,600 SH x x 25 11600
888 16,800 SH x x 28 16800
10,409 196,858 SH x 32 196858
Emmis Broadcasting
Corp. Class A Common Stocks 291525103 3,790 83,000 SH x x 11 83000
610 9,093 SH x x 16 9093
196 4,300 SH x x 25 4300
7,321 157,440 SH x 32 157440
185 4,000 SH x x 33 4000
Empresa Nacional
de Electricidad
SA - ADR Common Stocks 29244T101 108 9,975 SH x x 28 9975
430 38,860 SH x 32 38860
38 3,463 SH x x 34 3463
322 27,600 SH x x 36 27600
Emulex Corp. Common Stocks 292475209 385 3,600 SH x x 25 3600
469 4,300 SH x 32 4300
316 2,900 SH x x 33 2900
Energen Corp. Common Stocks 29265N108 212 13,300 SH x x 9 13300
102 6,400 SH x x 17 6400
85 5,100 SH x x 25 5100
67 4,200 SH x x 26 4200
572 35,900 SH x 32 35900
21 1,300 SH x x 33 1300
42 2,400 SH x x 38 2400
Energy East Corp. Common Stocks 29266M109 69 3,500 SH x x 17 3500
725 36,600 SH x x 23 36600
1,195 75,700 SH x x 25 75700
121 6,100 SH x x 26 6100
2,378 120,044 SH x 32 120044
137 6,501 SH x x 38 6501
Enersis SA - ADR Common Stocks 29274F104 1,607 76,299 SH x x 8 76299
1,236 60,850 SH x 32 60850
156 7,670 SH x x 34 7670
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
274 12,700 SH x x 36 12700
Engelhard Corp. Common Stocks 292845104 151 10,000 SH x x 16 10000
104 6,900 SH x x 17 6900
574 37,800 SH x x 25 37800
97 6,400 SH x x 26 6400
5,007 331,073 SH x 32 331073
Enesco Group, Inc. Common Stocks 292973104 97 13,700 SH x x 23 13700
7 1,120 SH x x 38 1120
Enhance Financial
Services
Group, Inc. Common Stocks 293310108 305 21,600 SH x x 9 21600
103 7,300 SH x x 17 7300
184 13,400 SH x x 25 13400
558 39,500 SH x 32 39500
18 1,300 SH x x 33 1300
Ennis Business
Forms, Inc. Common Stocks 293389102 494 68,200 SH x x 4 68200
1,336 184,312 SH x 32 184312
Enron Corp. Common Stocks 293561106 8,406 108,300 SH x x 5 108300
74 1,000 SH x x 10 1000
6,035 80,600 SH x x 16 80600
6,363 79,200 SH x x 23 79200
1,273 17,000 SH x x 25 17000
1,872 25,000 SH x x 28 25000
84,801 1,132,574 SH x 32 1132574
9,996 125,600 SH x x 42 125600
5,842 72,750 SH x x 43 72750
Enron Oil & Gas Co. Common Stocks 293562104 15 600 SH x x 25 600
76 3,100 SH x x 38 3100
Entergy Corp. Common Stocks 29364G103 1,230 56,820 SH x x 9 56820
458 22,200 SH x x 10 22200
1,356 62,600 SH x x 23 62600
2,116 132,000 SH x x 25 132000
6,460 319,998 SH x 32 319998
Entertainment
Properties Trust Common Stocks 29380T105 663 50,300 SH x x 24 50300
22 1,700 SH x 32 1700
4 300 SH x x 38 300
EntreMed, Inc. Common Stocks 29382F103 12 200 SH x x 25 200
24 400 SH x x 33 400
Entrust Technologies,
Inc. Common Stocks 293848107 74 900 SH x x 25 900
6,037 70,962 SH x 32 70962
153 1,800 SH x x 33 1800
1,897 22,298 SH x x 39 22298
Enzon, Inc. Common Stocks 293904108 1,834 48,400 SH x x 11 48400
91 2,400 SH x x 25 2400
1,485 39,400 SH x 32 39400
158 4,200 SH x x 33 4200
Enzo Biochem,
Inc. New Common Stocks 294100102 246 3,600 SH x x 25 3600
289 4,100 SH x 32 4100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Equant NV Common Stocks 294409107 1,349 15,832 SH x 32 15832
Equifax, Inc. Common Stocks 294429105 4,062 159,000 SH x x 10 159000
87 3,450 SH x 32 3450
Equitable Resources,
Inc. Common Stocks 294549100 1,049 23,400 SH x 32 23400
72 1,600 SH x x 33 1600
116 2,600 SH x x 38 2600
Equity Inns, Inc. Common Stocks 294703103 38 5,600 SH x 32 5600
5 800 SH x x 38 800
Equity Office
Properties Trust Common Stocks 294741103 17,173 683,500 SH x x 2 683500
213 7,900 SH x x 10 7900
1,469 54,500 SH x x 23 54500
7,958 316,748 SH x x 24 316748
2,923 116,343 SH x 32 116343
312 12,400 SH x x 33 12400
10,093 401,700 SH x x 41 401700
Equity Office
Properties
Trust Series B Preferred Stocks294741509 3,184 83,800 SH x x 15 83800
Equity Residential
Properties Trust Common Stocks 29476L107 6,595 164,100 SH x x 2 164100
1,017 23,600 SH x x 23 23600
7,631 189,888 SH x x 24 189888
2,040 50,752 SH x 32 50752
249 6,200 SH x x 33 6200
11,019 274,200 SH x x 41 274200
Telefonaktiebolaget
LM Ericsson
Class B - ADR Common Stocks 294821400 2,409 25,700 SH x x 12 25700
1,783 17,900 SH x x 19 17900
2,777 51,200 SH x x 21 51200
27,480 293,129 SH x 32 293129
5,967 59,900 SH x x 42 59900
Erie Indty Co. Common Stocks 29530P102 158 4,500 SH x x 23 4500
346 10,671 SH x 32 10671
Essex Property
Trust, Inc. Common Stocks 297178105 6,286 174,600 SH x x 2 174600
72 2,000 SH x 32 2000
23 600 SH x x 38 600
2,066 57,400 SH x x 41 57400
Esterline Corp. Common Stocks 297425100 90 6,900 SH x x 9 6900
Ethan Allen
Interiors, Inc. Common Stocks 297602104 783 31,300 SH x x 9 31300
76 2,100 SH x x 25 2100
693 27,700 SH x 32 27700
33 1,300 SH x x 33 1300
Ethyl Corp. Common Stocks 297659104 20 6,600 SH x x 17 6600
18 5,970 SH x x 38 5970
Evergreen Resources,
Inc. Common Stocks 299900308 10 400 SH x x 33 400
Exar Corp. Common Stocks 300645108 593 5,710 SH x x 16 5710
14 200 SH x x 25 200
1,129 15,781 SH x 32 15781
12 200 SH x x 38 200
Excel Legacy Corp. Common Stocks 300665106 1 200 SH x x 38 200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Exchange Applications,
Inc. Common Stocks 300867108 25 0 SH x x 11
177 3,600 SH x x 25 3600
2,583 48,800 SH x 32 48800
143 2,700 SH x x 33 2700
Exide Corp. Common Stocks 302051107 149 12,600 SH x 32 12600
Exodus Communications,
Inc. Common Stocks 302088109 1,152 8,200 SH x x 7 8200
6,774 51,800 SH x x 10 51800
2,398 16,300 SH x x 22 16300
1,728 12,300 SH x x 23 12300
2,048 15,000 SH x x 25 15000
14,543 103,510 SH x 32 103510
2,276 16,200 SH x x 33 16200
4,049 27,100 SH x x 42 27100
Expeditors International
of Washington, Inc. Common Stocks 302130109 1,093 26,000 SH x x 9 26000
2,647 67,000 SH x x 20 67000
32 800 SH x x 25 800
2,724 68,538 SH x 32 68538
138 3,500 SH x x 33 3500
Express Scripts,
Inc. Class A Common Stocks 302182100 1,053 25,100 SH x x 7 25100
22 521 SH x 32 521
29 700 SH x x 33 700
Extended Stay
America, Inc. Common Stocks 30224P101 141 18,800 SH x x 9 18800
191 25,400 SH x x 10 25400
289 38,500 SH x 32 38500
22 2,900 SH x x 33 2900
Exxon Corp. Common Stocks 302290101 3,773 47,402 SH x x 5 47402
4,496 56,200 SH x x 10 56200
F&M National Corp. Common Stocks 302374103 174 7,900 SH x x 9 7900
222 10,106 SH x 32 10106
13 600 SH x x 33 600
FBL Financial Group,
Inc. Class A Common Stocks 30239F106 41 2,700 SH x x 9 2700
FEI Co. NPV Common Stocks 30241L109 704 15,792 SH x x 16 15792
1,089 36,604 SH x 32 36604
FMC Corp. Common Stocks 302491303 181 3,200 SH x x 17 3200
443 7,300 SH x x 23 7300
850 19,800 SH x x 25 19800
40 700 SH x x 28 700
2,205 39,034 SH x 32 39034
41 700 SH x x 38 700
F.N.B. Corp. Common Stocks 302520101 18 1,000 SH x x 33 1000
4 200 SH x x 38 200
FPIC Insurance Group, Inc. Common Stocks 302563101 1,297 74,100 SH x 32 74100
FPL Group, Inc. Common Stocks 302571104 801 17,393 SH x x 7 17393
2,756 56,400 SH x x 23 56400
4,608 100,043 SH x 32 100043
F.Y.I., Inc. Common Stocks 302712104 11 400 SH x x 33 400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Fair, Isaac and Co., Inc. Common Stocks 303250104 113 2,900 SH x x 25 2900
167 4,300 SH x 32 4300
Fairfield Communities, Inc. Common Stocks 304231301 25 3,100 SH x x 25 3100
11 1,400 SH x x 33 1400
Family Dollar Stores, Inc. Common Stocks 307000109 3,041 146,100 SH x x 20 146100
2,452 117,800 SH x 32 117800
Fastenal Co. Common Stocks 311900104 33 697 SH x 32 697
43 900 SH x x 33 900
Federal Home Loan
Mortgage Corp. Common Stocks 313400301 9,264 203,300 SH x x 1 203300
6,571 148,696 SH x x 7 148696
4,299 97,200 SH x x 10 97200
4,878 107,900 SH x x 23 107900
963 24,000 SH x x 25 24000
636 14,400 SH x x 28 14400
28,455 643,953 SH x 32 643953
Federal-Mogul Corp. Common Stocks 313549107 110 6,600 SH x x 17 6600
181 10,900 SH x x 25 10900
247 14,821 SH x 32 14821
Fannie Mae Common Stocks 313586109 1,571 24,300 SH x x 1 24300
3,191 53,020 SH x x 5 53020
3,997 70,400 SH x x 10 70400
3,589 63,600 SH x x 16 63600
12,872 217,000 SH x x 23 217000
3,810 77,300 SH x x 25 77300
3,127 55,400 SH x x 28 55400
76,334 1,352,536 SH x 32 1352536
7,801 138,218 SH x x 39 138218
Federal Realty
Investment Trust Common Stocks 313747206 75 3,900 SH x 32 3900
19 900 SH x x 38 900
1,829 94,700 SH x x 41 94700
Federated Department
Stores, Inc. Common Stocks 31410H101 1,787 42,800 SH x x 4 42800
747 17,900 SH x x 7 17900
1,578 37,790 SH x x 9 37790
6,660 160,500 SH x x 10 160500
4,530 105,300 SH x x 23 105300
914 21,900 SH x x 25 21900
1,257 30,100 SH x x 28 30100
9,389 224,882 SH x 32 224882
Federated Investors,
Inc. Class B NPV Common Stocks 314211103 37 1,356 SH x 32 1356
167 6,100 SH x x 33 6100
FelCor Lodging Trust,
Inc. Common Stocks 31430F101 307 16,200 SH x x 23 16200
119 6,700 SH x x 25 6700
1,250 70,660 SH x 32 70660
Ferro Corp. Common Stocks 315405100 25 1,400 SH x x 33 1400
5 200 SH x x 38 200
Fidelity National
Financial, Inc. Common Stocks 316326107 224 15,170 SH x x 25 15170
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
215 15,530 SH x 32 15530
26 1,893 SH x x 33 1893
Fifth Third Bancorp Common Stocks 316773100 1,348 21,400 SH x x 1 21400
4,136 65,645 SH x 32 65645
FileNet Corp. Common Stocks 316869106 187 6,400 SH x x 25 6400
235 7,900 SH x 32 7900
33 1,100 SH x x 33 1100
Financial Federal
Corp. Common Stocks 317492106 133 7,300 SH x x 25 7300
195 10,700 SH x 32 10700
42 2,300 SH x x 33 2300
Financial Security
Assurance
Holdings, Ltd. Common Stocks 31769P100 88 1,200 SH x x 10 1200
237 3,000 SH x x 23 3000
169 2,300 SH x x 26 2300
477 6,496 SH x 32 6496
73 1,000 SH x x 33 1000
FINOVA Group, Inc. Common Stocks 317928109 333 18,500 SH x x 9 18500
2,364 142,400 SH x x 10 142400
242 13,400 SH x x 23 13400
916 54,459 SH x 32 54459
50 3,000 SH x x 33 3000
First American
Financial Corp. Common Stocks 318522307 144 7,000 SH x x 25 7000
38 2,700 SH x x 33 2700
First Bancorp. Common Stocks 318672102 30 1,700 SH x x 17 1700
First Charter Corp.
NPV Common Stocks 319439105 10 800 SH x x 33 800
First Citizens
BancShares, Inc. Common Stocks 31946M103 17 300 SH x x 33 300
First Commerce
Bancshares, Inc.
Class B Common Stocks 319777207 171 4,900 SH x x 25 4900
198 5,700 SH x 32 5700
First Commonwealth
Financial Corp. Common Stocks 319829107 67 7,800 SH x x 9 7800
122 14,200 SH x 32 14200
25 2,900 SH x x 33 2900
First Federal
Capital Corp. Common Stocks 319960100 173 15,600 SH x x 25 15600
212 18,100 SH x 32 18100
7 600 SH x x 33 600
First Data Corp. Common Stocks 319963104 4,150 95,400 SH x x 10 95400
1,979 41,700 SH x x 23 41700
1,991 45,000 SH x x 25 45000
562 12,700 SH x x 28 12700
8,657 195,645 SH x 32 195645
First Financial
Bancorp Common Stocks 320209109 20 1,100 SH x x 33 1100
First Financial
Holdings, Inc. Common Stocks 320239106 9 600 SH x x 33 600
First Industrial
Realty Trust, Inc. Common Stocks 32054K103 430 13,200 SH x x 25 13200
1,845 67,700 SH x 32 67700
28 1,000 SH x x 38 1000
First Indiana Corp. Common Stocks 32054R108 9 500 SH x x 33 500
First Merchants
Corp. NPV Common Stocks 320817109 12 600 SH x x 33 600
First Midwest
Bancorp, Inc. Common Stocks 320867104 38 1,600 SH x x 33 1600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
First Health
Group Corp. Common Stocks 320960107 2,260 71,000 SH x x 9 71000
3,523 112,500 SH x x 11 112500
205 6,100 SH x x 23 6100
175 5,600 SH x x 25 5600
7,887 249,400 SH x 32 249400
First Republic Bank Common Stocks 336158100 42 2,100 SH x x 9 2100
First Security Corp. Common Stocks 336294103 298 23,200 SH x x 23 23200
618 51,475 SH x 32 51475
First Tennessee
National Corp. Common Stocks 337162101 652 32,200 SH x x 10 32200
64 3,135 SH x 32 3135
4 200 SH x x 33 200
First Union Corp. Common Stocks 337358105 1,609 43,200 SH x x 9 43200
18,004 485,118 SH x x 10 485118
7,857 196,600 SH x x 23 196600
2,437 65,410 SH x x 28 65410
21,792 585,007 SH x 32 585007
First Union Real
Estate Investment Common Stocks 337400105 3 1,000 SH x 32 1000
First United
Bancshares, Inc. Common Stocks 33741E104 12 1,200 SH x x 33 1200
First Virginia
Banks, Inc. Common Stocks 337477103 45 1,202 SH x 32 1202
90 2,400 SH x x 33 2400
First Washington
Realty Trust, Inc. Common Stocks 337489504 17 900 SH x 32 900
6 300 SH x x 38 300
First Washington
Bancorp, Inc. Common Stocks 33748T104 88 4,840 SH x x 9 4840
44 2,400 SH x x 17 2400
77 4,200 SH x 32 4200
11 600 SH x x 33 600
28 1,900 SH x x 38 1900
Firstcom Corp. Common Stocks 33763T104 491 9,894 SH x x 16 9894
2,978 87,102 SH x 32 87102
Firstar Corp. Common Stocks 33763V109 2,076 90,500 SH x x 10 90500
4,134 172,200 SH x x 23 172200
25 1,100 SH x x 28 1100
5,669 247,134 SH x 32 247134
Fiserv, Inc. Common Stocks 337738108 111 2,980 SH x 32 2980
FirstFed Financial
Corp. Common Stocks 337907109 268 20,200 SH x x 9 20200
20 1,500 SH x x 17 1500
534 40,700 SH x x 25 40700
1,088 82,100 SH x 32 82100
12 900 SH x x 33 900
104 8,700 SH x x 38 8700
FirstMerit Corp. Common Stocks 337915102 33 1,800 SH x x 9 1800
189 10,300 SH x x 10 10300
202 11,000 SH x x 17 11000
467 25,306 SH x 32 25306
82 4,720 SH x x 38 4720
Flagstar Bancorp,
Inc. Common Stocks 337930101 151 11,600 SH x 32 11600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
5 400 SH x x 38 400
FirstEnergy Corp. Common Stocks 337932107 563 27,300 SH x x 9 27300
5,536 256,100 SH x x 23 256100
1,137 55,140 SH x x 28 55140
10,011 485,374 SH x 32 485374
Fisher Scientific
International, Inc. Common Stocks 338032204 123 2,800 SH x x 25 2800
147 3,300 SH x 32 3300
36 800 SH x x 33 800
Fleet Financial
Group, Inc. Common Stocks 338915101 819 22,600 SH x x 5 22600
Fleetwood
Enterprises, Inc. Common Stocks 339099103 251 16,900 SH x x 25 16900
307 20,800 SH x 32 20800
Fleming Cos., Inc. Common Stocks 339130106 45 3,000 SH x x 17 3000
401 26,600 SH x 32 26600
118 7,650 SH x x 38 7650
Florida East Coast
Industries, Inc. Common Stocks 340632108 68 1,400 SH x x 33 1400
Florida Progress
Corp. Common Stocks 341109106 572 11,600 SH x x 23 11600
252 5,500 SH x x 28 5500
1,910 41,626 SH x 32 41626
Florida Rock
Industries, Inc. Common Stocks 341140101 14 500 SH x 32 500
14 500 SH x x 33 500
Flow International
Corp. Common Stocks 343468104 1,802 153,400 SH x 32 153400
Flowers Industries,
Inc. Common Stocks 343496105 36 2,399 SH x 32 2399
Flowserve Corp. Common Stocks 34354P105 112 8,700 SH x x 17 8700
16 1,200 SH x x 38 1200
Fluor Corp. Common Stocks 343861100 2,990 94,200 SH x x 9 94200
1,403 42,200 SH x x 23 42200
122 3,900 SH x x 25 3900
5,392 173,950 SH x 32 173950
124 3,800 SH x x 38 3800
Fomento Economico
Mexicano SA de
CV Series B - ADR Common Stocks 344419106 4,848 103,300 SH x x 8 103300
4,344 96,400 SH x 32 96400
441 9,800 SH x x 34 9800
297 6,600 SH x x 35 6600
290 4,440 SH x x 36 4440
Footstar, Inc. Common Stocks 344912100 23 800 SH x x 33 800
Ford Motor Co. Common Stocks 345370100 726 15,800 SH x x 1 15800
4,747 103,338 SH x x 7 103338
10,875 234,800 SH x x 10 234800
14,862 311,200 SH x x 23 311200
4,093 105,600 SH x x 25 105600
3,156 68,700 SH x x 28 68700
29,880 650,447 SH x 32 650447
Forest City
Enterprises, Inc.
Class A Common Stocks 345550107 15 500 SH x x 33 500
Forest Labs, Inc. Common Stocks 345838106 9,066 107,600 SH x x 10 107600
368 4,351 SH x 32 4351
220 2,600 SH x x 33 2600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Forest Oil Corp. Common Stocks 346091606 27 2,500 SH x x 17 2500
1,580 148,750 SH x 32 148750
41 3,900 SH x x 33 3900
Fort James Corp. Common Stocks 347471104 1,831 82,500 SH x x 10 82500
260 11,800 SH x x 28 11800
846 38,476 SH x 32 38476
Fortune Brands, Inc. Common Stocks 349631101 1,469 58,750 SH x x 7 58750
415 16,600 SH x x 25 16600
455 18,200 SH x x 28 18200
2,585 103,411 SH x 32 103411
Forward Air Corp. Common Stocks 349853101 14 600 SH x x 25 600
Fossil, Inc. Common Stocks 349882100 239 10,400 SH x x 25 10400
286 12,200 SH x 32 12200
9 400 SH x x 33 400
Foundation Health
Systems, Inc. Common Stocks 350404109 502 57,890 SH x x 9 57890
142 16,500 SH x x 23 16500
225 27,900 SH x x 25 27900
369 46,110 SH x x 28 46110
2,048 256,007 SH x 32 256007
39 4,900 SH x x 33 4900
20 2,300 SH x x 38 2300
Four Seasons
Hotels, Inc. Common Stocks 35100E104 10,360 229,898 SH x 32 229898
3,308 73,418 SH x x 39 73418
Fox Entertainment
Group, Inc.
Class A Common Stocks 35138T107 1,782 62,500 SH x x 10 62500
98 3,275 SH x 32 3275
Franchise Finance
Corp. of America Common Stocks 351807102 58 2,500 SH x x 17 2500
581 23,300 SH x x 23 23300
2,378 102,300 SH x x 24 102300
132 3,900 SH x x 25 3900
1,854 79,760 SH x 32 79760
99 4,100 SH x x 38 4100
Franklin Covey Co. Common Stocks 353469109 46 6,400 SH x x 9 6400
171 23,600 SH x 32 23600
Franklin Electric
Co., Inc. Common Stocks 353514102 45 700 SH x x 33 700
Franklin Resources,
Inc. Common Stocks 354613101 1,759 52,600 SH x x 16 52600
280 7,800 SH x x 23 7800
585 22,300 SH x x 25 22300
699 20,900 SH x x 28 20900
7,170 214,423 SH x 32 214423
Freeport-McMoRan
Copper & Gold,
Inc. Class A Common Stocks 35671D105 126 10,600 SH x x 23 10600
239 21,500 SH x 32 21500
Freeport-McMoRan
Copper & Gold,
Inc. Class B Common Stocks 35671D857 177 14,700 SH x x 7 14700
147 8,400 SH x x 9 8400
461 33,800 SH x x 25 33800
390 32,312 SH x 32 32312
72 6,000 SH x x 33 6000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Fremont General Corp. Common Stocks 357288109 407 68,600 SH x x 9 68600
135 22,700 SH x x 10 22700
559 94,137 SH x 32 94137
Fresenius Medical
Care AG - ADR Common Stocks 358029106 1,736 71,601 SH x 32 71601
Friedman, Billings,
Ramsey
Group, Inc. Common Stocks 358433100 73 6,900 SH x x 25 6900
102 9,400 SH x 32 9400
Fritz Companies, Inc. Common Stocks 358846103 293 29,300 SH x x 9 29300
237 23,400 SH x 32 23400
10 1,000 SH x x 33 1000
Frontier Airlines,
Inc. NPV Common Stocks 359065109 264 22,500 SH x x 9 22500
302 25,400 SH x 32 25400
2 200 SH x x 33 200
12 900 SH x x 38 900
Frontier Financial
Corp. NPV Common Stocks 35907K105 9 500 SH x x 33 500
Fuller (H.B.) Co. Common Stocks 359694106 255 6,400 SH x x 9 6400
511 12,800 SH x 32 12800
12 300 SH x x 38 300
Fulton Financial
Corp. Common Stocks 360271100 197 8,700 SH x x 23 8700
53 2,500 SH x x 26 2500
427 20,291 SH x 32 20291
18 900 SH x x 38 900
Furniture Brands
International, Inc. Common Stocks 360921100 1,257 66,800 SH x x 9 66800
2,007 106,500 SH x x 11 106500
40 2,100 SH x x 17 2100
269 13,300 SH x x 23 13300
96 3,500 SH x x 25 3500
2,092 111,200 SH x 32 111200
30 1,600 SH x x 33 1600
56 2,900 SH x x 38 2900
G & K Services,
Inc. Class A Common Stocks 361268105 949 49,000 SH x x 11 49000
977 50,000 SH x 32 50000
GATX Corp. Common Stocks 361448103 137 3,600 SH x x 17 3600
189 4,600 SH x x 23 4600
125 3,300 SH x x 26 3300
704 18,518 SH x 32 18518
58 1,600 SH x x 38 1600
GBC Bancorp Common Stocks 361475106 383 15,600 SH x x 25 15600
494 21,300 SH x 32 21300
14 600 SH x x 33 600
19 900 SH x x 38 900
GPU, Inc. Common Stocks 36225X100 1,783 65,150 SH x x 9 65150
912 33,300 SH x x 10 33300
1,196 56,900 SH x x 25 56900
554 20,230 SH x x 28 20230
4,625 168,960 SH x 32 168960
GTE Corp. Common Stocks 362320103 6,937 97,700 SH x x 9 97700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
19,715 276,700 SH x x 10 276700
11,659 154,000 SH x x 23 154000
1,867 26,300 SH x x 25 26300
3,348 47,160 SH x x 28 47160
41,069 578,436 SH x 32 578436
Gables Residential
Trust Common Stocks 362418105 1,170 52,000 SH x x 4 52000
74 3,300 SH x 32 3300
14 600 SH x x 38 600
Galileo International,
Inc. Common Stocks 363547100 5,558 231,000 SH x x 23 231000
29 1,195 SH x 32 1195
36 1,500 SH x x 33 1500
Gallagher
(Arthur J.) & Co. Common Stocks 363576109 234 6,200 SH x x 9 6200
124 3,800 SH x x 26 3800
371 11,400 SH x 32 11400
39 1,200 SH x x 33 1200
Gannett Co., Inc. Common Stocks 364730101 2,343 33,300 SH x x 7 33300
5,179 69,800 SH x x 9 69800
4,820 68,700 SH x x 10 68700
2,914 38,600 SH x x 23 38600
1,330 25,900 SH x x 25 25900
1,126 16,000 SH x x 28 16000
14,756 209,674 SH x 32 209674
Gap, Inc. Common Stocks 364760108 11,250 224,300 SH x x 1 224300
6,843 131,500 SH x x 9 131500
12,862 261,200 SH x x 10 261200
1,360 33,400 SH x x 25 33400
35,379 710,236 SH x 32 710236
Gartner Group,
Inc. Class A Common Stocks 366651107 36 2,312 SH x 32 2312
GaSonics International
Corp. Common Stocks 367278108 652 11,412 SH x x 16 11412
2,155 54,350 SH x 32 54350
Gaylord Entertainment
Co. Common Stocks 367905106 24 900 SH x x 33 900
GelTex
Pharmaceuticals,
Inc. Common Stocks 368538104 3 200 SH x x 33 200
GenCorp, Inc. Common Stocks 368682100 494 63,800 SH x x 9 63800
386 49,800 SH x 32 49800
12 1,600 SH x x 33 1600
368689100 732 17,400 SH x 32 17400
Gener SA - ADR Common Stocks 368731105 338 25,000 SH x x 28 25000
General Communication,
Inc. Class A Common Stocks 369385109 3 500 SH x 32 500
1 200 SH x x 38 200
General Dynamics
Corp. Common Stocks 369550108 2,637 53,000 SH x x 4 53000
2,104 42,289 SH x x 7 42289
677 17,600 SH x x 25 17600
5,617 112,900 SH x x 29 112900
17,587 353,511 SH x 32 353511
General Electric Co. Common Stocks 369604103 2,017 13,000 SH x x 1 13000
8,898 54,400 SH x x 5 54400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
15,488 99,800 SH x x 7 99800
33,944 208,480 SH x x 9 208480
63,022 406,100 SH x x 10 406100
5,152 33,200 SH x x 16 33200
52,965 340,892 SH x x 23 340892
18,607 119,900 SH x x 25 119900
9,497 61,200 SH x x 29 61200
214,920 1,384,903 SH x 32 1384903
3,538 22,796 SH x x 39 22796
22,268 135,000 SH x x 42 135000
General Growth
Properties, Inc. Common Stocks 370021107 3,065 100,700 SH x x 2 100700
173 5,700 SH x x 17 5700
375 11,500 SH x x 23 11500
2,222 73,000 SH x x 24 73000
904 29,696 SH x 32 29696
35 1,100 SH x x 38 1100
8,002 262,900 SH x x 41 262900
370253100 978 109,400 SH x 32 109400
General Mills, Inc. Common Stocks 370334104 1,250 34,540 SH x x 9 34540
1,306 36,100 SH x x 10 36100
326 9,000 SH x x 25 9000
771 21,300 SH x x 28 21300
3,026 83,628 SH x 32 83628
General Motors Corp. Common Stocks 370442105 14,434 165,870 SH x x 5 165870
44 500 SH x x 10 500
3,279 39,600 SH x x 16 39600
12,014 138,300 SH x x 23 138300
547 17,600 SH x x 25 17600
3,801 45,900 SH x x 28 45900
63,667 768,814 SH x 32 768814
736 8,890 SH x x 39 8890
2,119 24,100 SH x x 42 24100
General Motors
Corp. Class H Common Stocks 370442832 964 7,200 SH x x 23 7200
11,979 96,217 SH x 32 96217
436 3,500 SH x x 33 3500
1,614 12,961 SH x x 39 12961
2,091 15,800 SH x x 42 15800
General
Semiconductor,
Inc. Common Stocks 370787103 12 700 SH x x 25 700
1,854 107,500 SH x 32 107500
104 6,000 SH x x 33 6000
Genesco, Inc. Common Stocks 371532102 218 15,600 SH x x 25 15600
370 28,200 SH x 32 28200
9 700 SH x x 33 700
Gentex Corp. Common Stocks 371901109 78 2,100 SH x x 25 2100
170 4,588 SH x 32 4588
85 2,300 SH x x 33 2300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Genlyte Group,
Inc (The) Common Stocks 372302109 493 25,000 SH x x 25 25000
579 29,700 SH x 32 29700
12 600 SH x x 33 600
GenRad, Inc. Common Stocks 372447102 57 4,600 SH x x 25 4600
54 4,400 SH x 32 4400
10 800 SH x x 33 800
Gensia, Inc. Common Stocks 372450106 12 1,100 SH x x 25 1100
Genuine Parts Co. Common Stocks 372460105 513 21,500 SH x x 10 21500
373 15,620 SH x x 28 15620
2,623 109,859 SH x 32 109859
Geon Co. Common Stocks 37246W105 787 36,600 SH x x 9 36600
62 2,900 SH x x 26 2900
1,088 50,600 SH x 32 50600
22 1,000 SH x x 33 1000
42 1,700 SH x x 38 1700
Genzyme Corp. Common Stocks 372917104 1,642 32,800 SH x x 7 32800
2,698 53,900 SH x x 9 53900
135 2,700 SH x x 10 2700
149 2,800 SH x x 23 2800
700 12,100 SH x x 25 12100
7,271 145,048 SH x 32 145048
140 2,800 SH x x 33 2800
59 1,300 SH x x 38 1300
Georgia Gulf Corp. Common Stocks 373200203 3,659 137,800 SH x x 9 137800
104 4,000 SH x x 10 4000
1,847 67,600 SH x x 22 67600
215 5,700 SH x x 25 5700
83 3,200 SH x x 26 3200
5,463 210,100 SH x 32 210100
18 700 SH x x 33 700
33 1,300 SH x x 38 1300
Georgia-Pacific
Group Common Stocks 373298108 2,589 62,270 SH x x 9 62270
815 20,600 SH x x 10 20600
5,989 148,000 SH x x 23 148000
336 8,500 SH x x 25 8500
1,092 27,600 SH x x 28 27600
9,276 234,457 SH x 32 234457
Georgia-Pacific
Corp. (Timber Group) Common Stocks 373298702 1,264 67,100 SH x x 25 67100
599 23,386 SH x 32 23386
Gerber Scientific,
Inc. Common Stocks 373730100 50 2,600 SH x x 26 2600
95 4,900 SH x 32 4900
15 800 SH x x 33 800
18 1,000 SH x x 38 1000
Getty Images, Inc. Common Stocks 374276103 392 7,506 SH x x 16 7506
202 5,000 SH x x 25 5000
681 18,944 SH x 32 18944
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Giant Industries,
Inc. Common Stocks 374508109 1,410 156,700 SH x x 4 156700
Gibraltar Steel
Corp. Common Stocks 37476F103 15 900 SH x 32 900
18 1,100 SH x x 33 1100
Gilead Sciences,
Inc. Common Stocks 375558103 1,572 24,900 SH x x 11 24900
196 3,100 SH x x 25 3100
2,066 32,600 SH x 32 32600
247 3,900 SH x x 33 3900
Gillette Co. (The) Common Stocks 375766102 8,272 218,600 SH x x 10 218600
693 18,400 SH x x 25 18400
3,036 80,563 SH x 32 80563
P.H. Glatfelter Co. Common Stocks 377316104 1,109 99,800 SH x x 22 99800
1,195 112,500 SH x 32 112500
14 1,300 SH x x 33 1300
Glenborough Realty
Trust, Inc. Common Stocks 37803P105 67 4,600 SH x 32 4600
22 1,500 SH x x 33 1500
13 900 SH x x 38 900
Gliatech, Inc. Common Stocks 37929C103 5 300 SH x x 33 300
Glimcher Realty
Trust Common Stocks 379302102 107 7,900 SH x x 17 7900
774 57,300 SH x x 24 57300
46 3,400 SH x 32 3400
8 600 SH x x 38 600
Global Industries,
Inc. Common Stocks 379336100 1,994 136,350 SH x x 20 136350
1,667 114,000 SH x 32 114000
13 900 SH x x 33 900
Global Marine,
Inc. Common Stocks 379352404 3,898 153,600 SH x x 4 153600
3,265 131,200 SH x x 10 131200
622 16,886 SH x x 16 16886
683 25,100 SH x x 23 25100
1,045 36,900 SH x x 25 36900
5,677 223,738 SH x 32 223738
29 1,300 SH x x 38 1300
Global TeleSystem
Group, Inc. Common Stocks 37936U104 1,358 66,700 SH x x 11 66700
3,786 184,660 SH x x 12 184660
1,861 90,780 SH x 32 90780
Globecomm Systems,
Inc. Common Stocks 37956X103 924 34,700 SH x x 20 34700
787 29,500 SH x 32 29500
Globix Corp. Common Stocks 37957F101 11 300 SH x x 25 300
50 1,300 SH x 32 1300
Globo Cabo
SA - ADR NPV Common Stocks 37957X102 494 26,500 SH x x 35 26500
Golden State
Bancorp, Inc. Common Stocks 381197102 1,174 75,780 SH x x 9 75780
121 8,100 SH x x 17 8100
311 19,400 SH x x 23 19400
1,081 72,300 SH x x 25 72300
3,015 201,836 SH x 32 201836
97 6,300 SH x x 38 6300
Golden West
Financial Corp. Common Stocks 381317106 2,187 67,280 SH x x 9 67280
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
511 16,400 SH x x 10 16400
930 27,800 SH x x 23 27800
237 7,600 SH x x 25 7600
280 8,990 SH x x 28 8990
4,597 147,389 SH x 32 147389
Golf Trust of
America, Inc. Common Stocks 38168B103 797 48,300 SH x x 24 48300
51 3,100 SH x 32 3100
5 300 SH x x 38 300
B.F. Goodrich Co. Common Stocks 382388106 2,452 84,004 SH x x 10 84004
772 25,100 SH x x 23 25100
943 32,860 SH x x 28 32860
3,871 134,936 SH x 32 134936
Goodyear
Tire & Rubber Co. Common Stocks 382550101 4,178 171,900 SH x x 10 171900
88 3,787 SH x 32 3787
Goody's Family Clothing,
Inc. Common Stocks 382588101 5 800 SH x x 33 800
Go2Net, Inc. Common Stocks 383486107 6,967 86,550 SH x x 20 86550
345 4,400 SH x x 25 4400
6,026 74,800 SH x 32 74800
225 2,800 SH x x 33 2800
W.R. Grace & Co. Common Stocks 38388F108 182 14,372 SH x x 7 14372
225 17,700 SH x x 9 17700
95 7,500 SH x x 17 7500
502 39,600 SH x 32 39600
17 1,300 SH x x 38 1300
Grainger (W.W.), Inc. Common Stocks 384802104 98 1,808 SH x 32 1808
Granite Construction, Inc. Common Stocks 387328107 1,021 37,800 SH x x 9 37800
344 11,900 SH x x 23 11900
1,763 65,300 SH x 32 65300
24 900 SH x x 33 900
8 300 SH x x 38 300
Great Atlantic &
Pacific Tea
Co., Inc. Common Stocks 390064103 55 2,800 SH x x 17 2800
Great Lakes Chemical
Corp. Common Stocks 390568103 677 19,900 SH x x 9 19900
573 16,839 SH x 32 16839
Great Lakes, Inc. Common Stocks 390752103 35 2,300 SH x 32 2300
3 200 SH x x 38 200
Great Plains Software,
Inc. Common Stocks 39119E105 39 500 SH x x 25 500
16 300 SH x x 33 300
Greater Bay Bancorp
NPV Common Stocks 391648102 510 12,700 SH x x 9 12700
660 16,400 SH x 32 16400
64 1,600 SH x x 33 1600
Greenpoint Financial
Corp. Common Stocks 395384100 275 14,000 SH x x 7 14000
2,630 131,890 SH x x 9 131890
2,533 129,500 SH x x 10 129500
39 2,000 SH x x 17 2000
348 16,500 SH x x 23 16500
182 9,300 SH x x 25 9300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3,851 196,239 SH x 32 196239
Greif Bros. Corp.
Class A Common Stocks 397624107 276 8,700 SH x x 25 8700
360 11,300 SH x 32 11300
Grey Advertising,
Inc. Common Stocks 397838103 3,293 8,295 SH x x 4 8295
3,290 8,045 SH x 32 8045
Griffon Corp. Common Stocks 398433102 12 1,500 SH x x 33 1500
Group 1 Automotive,
Inc. Common Stocks 398905109 37 3,200 SH x 32 3200
24 2,100 SH x x 33 2100
Grupo Industrial
Durango SA - ADR Common Stocks 40048E109 229 17,250 SH x x 28 17250
298 22,500 SH x 32 22500
Grupo Radio Centro
SA de CV - ADR Common Stocks 40049C102 133 9,800 SH x x 35 9800
Grupo Television
SA de CV - GDR Common Stocks 40049J206 276 2,800 SH x x 21 2800
5,689 83,900 SH x 32 83900
964 14,175 SH x x 34 14175
660 9,700 SH x x 35 9700
2,183 28,900 SH x x 36 28900
GTECH Holdings Corp. Common Stocks 400518106 58 3,100 SH x x 17 3100
1,045 54,300 SH x x 23 54300
553 27,400 SH x x 25 27400
1,689 91,000 SH x 32 91000
28 1,500 SH x x 33 1500
76 3,600 SH x x 38 3600
Guidant Corp. Common Stocks 401698105 838 14,300 SH x x 10 14300
3,808 64,743 SH x 32 64743
1,426 22,800 SH x x 42 22800
Guilford Mills, Inc. Common Stocks 401794102 47 6,100 SH x 32 6100
9 1,100 SH x x 38 1100
Guitar Center, Inc. Common Stocks 402040109 8 700 SH x x 33 700
Gulf Indonesia
Resources, Ltd. Common Stocks 402284103 1,332 166,201 SH x x 8 166201
666 83,901 SH x 32 83901
HNC Software, Inc. Common Stocks 40425P107 148 2,100 SH x x 25 2100
231 3,200 SH x 32 3200
58 800 SH x x 33 800
HRPT Properties Trust Common Stocks 40426W101 162 18,625 SH x 32 18625
56 6,400 SH x x 33 6400
HSB Group, Inc. Common Stocks 40428N109 26 900 SH x x 33 900
HS Resources, Inc. Common Stocks 404297103 127 6,000 SH x x 17 6000
250 11,800 SH x x 25 11800
63 3,000 SH x x 26 3000
2,219 105,050 SH x 32 105050
10 440 SH x x 38 440
HA-LO Industries,
Inc. Common Stocks 404429102 10 1,300 SH x x 33 1300
Hadco Corp. Common Stocks 404681108 142 2,200 SH x x 17 2200
265 4,100 SH x x 25 4100
4,714 72,950 SH x 32 72950
39 600 SH x x 33 600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
65 1,000 SH x x 38 1000
Haemonetics Corp. Common Stocks 405024100 36 1,600 SH x x 17 1600
1,757 78,100 SH x 32 78100
9 400 SH x x 33 400
Halliburton Co. Common Stocks 406216101 629 14,300 SH x x 23 14300
2,461 60,026 SH x 32 60026
Hamilton Bancorp, Inc. Common Stocks 407013101 348 22,100 SH x x 25 22100
422 27,000 SH x 32 27000
5 300 SH x x 33 300
Hancock Holding Co. Common Stocks 410120109 15 500 SH x x 33 500
Handleman Co. Common Stocks 410252100 178 20,000 SH x x 9 20000
259 29,200 SH x 32 29200
Hanger Orthopedic
Group, Inc. Common Stocks 41043F208 9 1,600 SH x x 17 1600
3 500 SH x x 33 500
Hanna (M.A.) Co. Common Stocks 410522106 439 38,800 SH x x 9 38800
18 1,600 SH x x 17 1600
154 12,700 SH x x 23 12700
831 73,500 SH x 32 73500
27 2,400 SH x x 33 2400
Hannaford Brothers
Co. Common Stocks 410550107 231 2,900 SH x x 23 2900
474 6,422 SH x 32 6422
Hanover Compressor
Co. Common Stocks 410768105 819 14,400 SH x x 9 14400
631 11,100 SH x 32 11100
165 2,900 SH x x 33 2900
Harbinger Corp. Common Stocks 41145C103 127 4,500 SH x x 25 4500
160 5,500 SH x 32 5500
35 1,200 SH x x 33 1200
Harcourt General,
Inc. Common Stocks 41163G101 183 4,900 SH x x 17 4900
47 1,275 SH x 32 1275
Harbor Florida
Bancshares, Inc. Common Stocks 411901101 65 5,700 SH x 32 5700
7 600 SH x x 33 600
15 1,400 SH x x 38 1400
Harland (John H.)
Co. Common Stocks 412693103 350 25,900 SH x x 9 25900
47 3,500 SH x x 17 3500
115 8,500 SH x x 23 8500
61 4,500 SH x x 26 4500
2,051 151,900 SH x 32 151900
18 1,300 SH x x 33 1300
42 2,800 SH x x 38 2800
Harley-Davidson,
Inc. Common Stocks 412822108 264 3,100 SH x x 23 3100
784 9,876 SH x 32 9876
310 3,900 SH x x 33 3900
Harman International
Industries, Inc. Common Stocks 413086109 1,212 20,200 SH x x 9 20200
168 2,800 SH x x 25 2800
1,500 25,000 SH x 32 25000
48 800 SH x x 33 800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
24 400 SH x x 38 400
Harmonic Lightwaves,
Inc. Common Stocks 413160102 348 2,878 SH x x 16 2878
276 3,400 SH x x 25 3400
891 10,697 SH x 32 10697
67 800 SH x x 33 800
Harrah's Entertainment,
Inc. Common Stocks 413619107 605 32,600 SH x x 9 32600
643 32,300 SH x x 23 32300
354 19,100 SH x x 25 19100
213 11,500 SH x x 28 11500
3,855 207,700 SH x 32 207700
49 2,700 SH x x 38 2700
Harris Corp. Common Stocks 413875105 346 10,000 SH x x 9 10000
3,395 98,236 SH x 32 98236
Harsco Corp. Common Stocks 415864107 914 31,600 SH x x 9 31600
165 5,700 SH x x 17 5700
1,311 45,300 SH x 32 45300
58 2,000 SH x x 33 2000
20 700 SH x x 38 700
Harte Hanks
Communications Common Stocks 416196103 2,196 96,800 SH x x 4 96800
2,474 109,064 SH x 32 109064
9 400 SH x x 33 400
Hartford Financial
Services Group,
Inc. (The) Common Stocks 416515104 14,998 279,270 SH x x 5 279270
1,217 20,000 SH x x 9 20000
8,437 162,300 SH x x 10 162300
2,173 38,400 SH x x 23 38400
860 16,300 SH x x 28 16300
30,277 573,966 SH x 32 573966
Hartford Life
Inc. Class A Common Stocks 416592103 70 1,500 SH x x 25 1500
143 3,045 SH x 32 3045
Hasbro, Inc. Common Stocks 418056107 384 23,200 SH x x 10 23200
251 15,200 SH x x 25 15200
20 1,200 SH x x 28 1200
3,956 239,755 SH x 32 239755
Haverty Furniture
Co., Inc. Common Stocks 419596101 210 19,800 SH x x 9 19800
47 4,400 SH x x 17 4400
190 17,400 SH x x 25 17400
23 2,200 SH x x 26 2200
408 38,400 SH x 32 38400
16 1,500 SH x x 33 1500
20 1,500 SH x x 38 1500
Hawaiian Electric
Industries, Inc. Common Stocks 419870100 1,619 50,900 SH x x 9 50900
153 4,800 SH x x 17 4800
3,643 109,100 SH x x 22 109100
748 23,400 SH x x 25 23400
6,305 198,200 SH x 32 198200
51 1,600 SH x x 33 1600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Hayes Lemmerz
International, Inc. Common Stocks 420781106 11 600 SH x x 33 600
Health Care
Property Investors,
Inc. Common Stocks 421915109 13,324 523,800 SH x x 2 523800
285 11,196 SH x 32 11196
16 634 SH x x 38 634
HEALTHSOUTH Corp. Common Stocks 421924101 351 58,600 SH x x 9 58600
111 19,900 SH x x 23 19900
294 52,850 SH x 32 52850
Health Management
Associates Class A Common Stocks 421933102 384 26,700 SH x x 25 26700
2,442 171,392 SH x 32 171392
Healthcare Realty
Trust, Inc. Common Stocks 421946104 126 7,500 SH x x 17 7500
84 5,000 SH x 32 5000
34 2,000 SH x x 33 2000
19 1,070 SH x x 38 1070
Health Care
REIT, Inc. Common Stocks 42217K106 52 3,700 SH x 32 3700
20 1,400 SH x x 33 1400
8 500 SH x x 38 500
Hearst-Argyl
Television, Inc. Common Stocks 422317107 2,083 89,100 SH x x 4 89100
2,374 101,577 SH x 32 101577
Heartland Express,
Inc. Common Stocks 422347104 6 400 SH x x 33 400
Heftel Broadcasting
Corp. Class A Common Stocks 422799106 56 600 SH x x 25 600
Heilig-Meyers, Co. Common Stocks 422893107 4 1,100 SH x x 38 1100
Heinz (H.J.) Co. Common Stocks 423074103 684 15,000 SH x x 5 15000
3,279 92,600 SH x x 10 92600
1,376 36,800 SH x x 23 36800
242 6,950 SH x x 28 6950
3,572 102,417 SH x 32 102417
Helix Technology
Corp. Common Stocks 423319102 3,604 60,000 SH x 32 60000
Hellenic
Telecommunication
Organization SA - ADR Common Stocks 423325307 182 10,400 SH x x 8 10400
6,012 414,593 SH x x 27 414593
5,929 410,700 SH x 32 410700
Heller Financial,
Inc. Class A Common Stocks 423328103 615 26,590 SH x x 9 26590
578 25,000 SH x x 11 25000
1,846 79,827 SH x 32 79827
26 1,200 SH x x 38 1200
Helmerich & Payne,
Inc. Common Stocks 423452101 2,657 85,700 SH x x 9 85700
2,870 92,700 SH x x 11 92700
217 7,000 SH x x 17 7000
568 17,100 SH x x 23 17100
383 12,400 SH x x 25 12400
9,405 303,400 SH x 32 303400
74 2,400 SH x x 33 2400
103 3,400 SH x x 38 3400
Hemispherx
Biopharma, Inc. Common Stocks 42366C103 11 1,000 SH x x 25 1000
Jack Henry &
Assocociates, Inc. Common Stocks 426281101 3,376 92,000 SH x x 11 92000
3,688 100,000 SH x 32 100000
33 900 SH x x 33 900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Herbalife
International,
Inc. Class A Common Stocks 426908208 333 22,500 SH x x 22 22500
347 24,600 SH x 32 24600
Hercules, Inc. Common Stocks 427056106 111 6,900 SH x x 17 6900
147 8,500 SH x x 23 8500
315 19,550 SH x 32 19550
Hershey Foods Corp. Common Stocks 427866108 1,097 22,500 SH x x 10 22500
113 2,320 SH x 32 2320
Hertz Corp. Class A Common Stocks 428040109 536 14,700 SH x x 23 14700
513 15,000 SH x x 25 15000
1,497 43,959 SH x 32 43959
Hewlett-Packard Co. Common Stocks 428236103 7,091 51,400 SH x x 5 51400
2,651 20,000 SH x x 7 20000
12,712 91,600 SH x x 9 91600
5,580 42,100 SH x x 10 42100
6,509 49,100 SH x x 16 49100
3,586 25,200 SH x x 23 25200
6,522 60,400 SH x x 25 60400
2,678 20,200 SH x x 28 20200
88,806 669,918 SH x 32 669918
9,449 65,470 SH x x 43 65470
Hibernia Corp.
Class A Common Stocks 428656102 176 16,800 SH x x 9 16800
1,260 119,400 SH x x 10 119400
194 18,500 SH x x 17 18500
169 15,000 SH x x 23 15000
784 74,693 SH x 32 74693
49 4,600 SH x x 38 4600
Highwoods Properties,
Inc. Common Stocks 431284108 3,162 148,800 SH x x 2 148800
2,686 126,400 SH x x 24 126400
138 6,500 SH x x 25 6500
206 9,703 SH x 32 9703
38 1,700 SH x x 38 1700
4,803 226,000 SH x x 41 226000
Hilb, Rogal &
Hamilton Co. Common Stocks 431294107 30 1,100 SH x 32 1100
11 400 SH x x 33 400
6 200 SH x x 38 200
Hillenbrand Industries,
Inc. Common Stocks 431573104 40 1,172 SH x 32 1172
Hilton Hotels Corp. Common Stocks 432848109 1,246 160,000 SH x x 10 160000
57 7,375 SH x 32 7375
Hines Horticulture,
Inc. Common Stocks 433245107 5 700 SH x x 33 700
Hollinger International,
Inc. Class A Common Stocks 435569108 18 1,700 SH x x 25 1700
2 198 SH x 32 198
Hollywood Entertainment
Corp. Common Stocks 436141105 418 51,900 SH x 32 51900
8 1,000 SH x x 33 1000
72 9,700 SH x x 38 9700
Hollywood Park, Inc. Common Stocks 436255103 20 1,000 SH x x 25 1000
8 400 SH x x 38 400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Home Depot, Inc.
(The) Common Stocks 437076102 20,706 303,700 SH x x 1 303700
7,841 121,561 SH x x 7 121561
15,398 234,410 SH x x 9 234410
15,366 238,900 SH x x 10 238900
2,664 41,300 SH x x 16 41300
5,257 81,500 SH x x 23 81500
5,595 104,400 SH x x 25 104400
5,086 78,850 SH x x 29 78850
162,742 2,523,133 SH x 32 2523133
9,172 142,199 SH x x 39 142199
11,165 162,800 SH x x 42 162800
12,221 175,320 SH x x 43 175320
Home Properties of
New York, Inc. Common Stocks 437306103 70 2,600 SH x 32 2600
16 600 SH x x 38 600
Homestake Mining Co. Common Stocks 437614100 34 5,656 SH x 32 5656
18 3,200 SH x x 38 3200
HON Industries, Inc. Common Stocks 438092108 39 1,504 SH x 32 1504
75 2,900 SH x x 33 2900
Hooper Holmes, Inc. Common Stocks 439104100 1,804 50,000 SH x x 22 50000
3,157 92,000 SH x 32 92000
100 2,900 SH x x 33 2900
Horace Mann Educator
Corp. Common Stocks 440327104 621 33,700 SH x x 9 33700
151 8,200 SH x x 17 8200
Hormel Foods Corp. Common Stocks 440452100 2,398 145,900 SH x x 9 145900
3,054 185,800 SH x x 23 185800
31 1,900 SH x x 25 1900
2,972 180,804 SH x 32 180804
117 7,200 SH x x 38 7200
Hospitality
Properties Trust Common Stocks 44106M102 111 5,500 SH x x 17 5500
5,006 247,200 SH x x 24 247200
105 5,200 SH x 32 5200
27 1,200 SH x x 38 1200
Houghton Mifflin
Co. Common Stocks 441560109 1,048 24,700 SH x x 9 24700
136 3,200 SH x x 17 3200
1,058 23,700 SH x x 23 23700
5,088 119,904 SH x 32 119904
51 1,200 SH x x 33 1200
110 2,600 SH x x 38 2600
Household
International Corp. Common Stocks 441815107 836 22,400 SH x x 7 22400
1,866 50,000 SH x x 10 50000
3,406 85,100 SH x x 23 85100
1,731 46,400 SH x x 25 46400
802 21,500 SH x x 28 21500
12,354 331,108 SH x 32 331108
Houston Exploration
Co. (The) Common Stocks 442120101 67 3,700 SH x x 17 3700
50 2,800 SH x 32 2800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
21 1,200 SH x x 38 1200
Howmet International,
Inc. Common Stocks 443208103 20 974 SH x 32 974
22 1,100 SH x x 33 1100
Huaneng Power
International, Inc.
Series N - ADR Common Stocks 443304100 1,490 178,000 SH x x 8 178000
304 38,000 SH x x 28 38000
630 80,000 SH x 32 80000
Hubbell, Inc. Class B Common Stocks 443510201 1,205 44,000 SH x x 4 44000
917 33,500 SH x x 9 33500
549 20,200 SH x x 10 20200
123 4,500 SH x x 17 4500
2,595 94,781 SH x 32 94781
Hughes Supply, Inc. Common Stocks 444482103 295 19,000 SH x x 9 19000
357 23,000 SH x x 25 23000
535 34,500 SH x 32 34500
19 1,200 SH x x 33 1200
Humana, Inc. Common Stocks 444859102 1,768 237,470 SH x x 9 237470
163 20,800 SH x x 23 20800
2,106 288,000 SH x 32 288000
Human Genome
Sciences, Inc. Common Stocks 444903108 84 1,000 SH x x 1 1000
459 5,300 SH x x 9 5300
1,380 15,900 SH x x 10 15900
405 4,900 SH x x 25 4900
856 10,300 SH x 32 10300
415 5,000 SH x x 33 5000
Hunt (JB) Transportation
Services, Inc. Common Stocks 445658107 326 22,300 SH x x 23 22300
765 55,900 SH x 32 55900
19 1,300 SH x x 38 1300
Huntington Bancshares,
Inc. Common Stocks 446150104 1,143 51,100 SH x x 10 51100
111 4,972 SH x 32 4972
Hutchinson Technology,
Inc. Common Stocks 448407106 7 400 SH x x 33 400
ICN Pharmaceuticals,
Inc. Common Stocks 448924100 74 2,700 SH x x 17 2700
13 500 SH x x 25 500
81 2,980 SH x 32 2980
5 200 SH x x 38 200
Hyperion Solutions
Corp. Common Stocks 44914M104 169 5,300 SH x x 25 5300
208 6,400 SH x 32 6400
33 1,000 SH x x 33 1000
IBP, Inc. Common Stocks 449223106 3,092 190,470 SH x x 9 190470
140 8,900 SH x x 17 8900
6,905 435,400 SH x x 23 435400
575 36,600 SH x x 25 36600
102 6,500 SH x x 26 6500
282 17,900 SH x x 28 17900
6,022 382,345 SH x 32 382345
57 3,600 SH x x 33 3600
107 7,100 SH x x 38 7100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ICG Communications, Inc. Common Stocks 449246107 165 4,600 SH x x 33 4600
ICOS Corp. Common Stocks 449295104 133 3,700 SH x x 25 3700
198 5,478 SH x 32 5478
43 1,200 SH x x 33 1200
IDEC Pharmaceuticals Corp. Common Stocks 449370105 3,434 35,500 SH x x 11 35500
424 4,400 SH x x 25 4400
5,492 55,900 SH x 32 55900
255 2,600 SH x x 33 2600
IHOP Corp. New Common Stocks 449623107 56 4,020 SH x x 9 4020
14 1,000 SH x x 25 1000
8 600 SH x x 33 600
IMC Global, Inc. Common Stocks 449669100 76 5,200 SH x x 10 5200
594 39,200 SH x x 23 39200
944 64,293 SH x 32 64293
115 8,100 SH x x 38 8100
IMCO Recycling, Inc. Common Stocks 449681105 43 3,900 SH x x 17 3900
8 700 SH x x 33 700
IPC Communications,
Inc. Common Stocks 44980K206 41 200 SH x 32 200
21 100 SH x x 33 100
IMS Health, Inc. Common Stocks 449934108 2,702 157,800 SH x x 1 157800
187 10,300 SH x x 23 10300
6,467 381,806 SH x 32 381806
IRI International
Corp. Common Stocks 45004F107 966 102,400 SH x 32 102400
IRT Property Co. Common Stocks 450058102 46 5,700 SH x 32 5700
6 800 SH x x 38 800
ISS Group, Inc. Common Stocks 450306105 3,463 30,700 SH x x 11 30700
346 3,100 SH x x 25 3100
6,384 54,800 SH x 32 54800
289 2,500 SH x x 33 2500
ITC DeltaCom, Inc. Common Stocks 45031T104 94 2,700 SH x x 25 2700
2,572 72,200 SH x 32 72200
ITI Technologies,
Inc. Common Stocks 450564109 78 2,600 SH x x 17 2600
12 400 SH x x 33 400
ITT Educational
Services, Inc. Common Stocks 45068B109 8 500 SH x x 33 500
ITT Industries, Inc. Common Stocks 450911102 4,032 128,010 SH x x 9 128010
1,526 49,200 SH x x 10 49200
40 1,300 SH x x 17 1300
15 500 SH x x 25 500
4,576 147,331 SH x 32 147331
Idacorp, Inc. Common Stocks 451107106 63 1,800 SH x x 33 1800
IDEX Corp. Common Stocks 45167R104 33 1,200 SH x x 33 1200
IDEXX Laboratories,
Inc. Common Stocks 45168D104 26 1,100 SH x x 33 1100
Ikon Office
Solutions, Inc. Common Stocks 451713101 819 132,300 SH x x 7 132300
98 15,900 SH x x 9 15900
131 19,700 SH x x 23 19700
623 100,650 SH x 32 100650
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Identix, Inc. Common Stocks 451906101 20 700 SH x x 33 700
Illinois Tool
Works, Inc. Common Stocks 452308109 1,405 25,426 SH x x 7 25426
420 7,600 SH x x 25 7600
1,391 25,168 SH x 32 25168
Imation Corp. Common Stocks 45245A107 1,569 58,800 SH x x 9 58800
152 5,700 SH x x 17 5700
124 3,200 SH x x 25 3200
1,748 65,500 SH x 32 65500
48 1,800 SH x x 33 1800
Imclone Systems,
Inc. Common Stocks 45245W109 154 2,000 SH x x 25 2000
177 2,300 SH x 32 2300
199 2,600 SH x x 33 2600
Immunex Corp. Common Stocks 452528102 1,985 31,284 SH x x 7 31284
1,681 26,500 SH x x 23 26500
10,685 168,438 SH x 32 168438
4,868 70,470 SH x x 43 70470
Imperial Credit
Mortgage Holdings Common Stocks 45254P102 1 200 SH x 32 200
Imperial Bancorp Common Stocks 452556103 1,088 35,100 SH x x 9 35100
2,660 85,800 SH x x 20 85800
301 8,822 SH x x 25 8822
3,583 115,596 SH x 32 115596
Impath, Inc. Common Stocks 45255G101 7 200 SH x x 33 200
Imperial Credit
Industries, Inc. Common Stocks 452729106 822 182,600 SH x 32 182600
In Focus Systems,
Inc. Common Stocks 452919103 1,228 34,400 SH x x 9 34400
2,477 66,200 SH x x 22 66200
280 8,000 SH x x 25 8000
100 2,800 SH x x 26 2800
4,752 132,700 SH x 32 132700
36 1,000 SH x x 33 1000
67 2,300 SH x x 38 2300
IMRglobal Corp. Common Stocks 45321W106 9 600 SH x x 33 600
Incyte
Pharmaceuticals, Inc. Common Stocks 45337C102 174 2,000 SH x x 25 2000
218 2,500 SH x 32 2500
192 2,200 SH x x 33 2200
Independence Community
Bank Corp. Common Stocks 453414104 379 34,300 SH x x 9 34300
448 40,300 SH x 32 40300
40 3,600 SH x x 33 3600
Independent Bank Corp. Common Stocks 453836108 11 900 SH x x 17 900
6 500 SH x 32 500
7 600 SH x x 33 600
Independent Energy
Holdings PLC ADR Common Stocks 45384X100 1,310 29,200 SH x 32 29200
Industrie Natuzzi
SPA - ADR Common Stocks 456478106 334 28,400 SH x 32 28400
IndyMac Mortgage
Holdings, Inc. Common Stocks 456607100 208 13,900 SH x x 25 13900
266 17,800 SH x 32 17800
52 3,500 SH x x 33 3500
Infinity Broadcasting
Corp. Class A Common Stocks 45662S102 1,311 40,500 SH x x 7 40500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
227 7,000 SH x x 9 7000
407 11,700 SH x x 23 11700
4,768 147,261 SH x 32 147261
295 9,100 SH x x 33 9100
1,480 43,000 SH x x 42 43000
InfoCure Corp. New Common Stocks 45665A108 133 7,800 SH x x 25 7800
163 9,400 SH x 32 9400
64 3,700 SH x x 33 3700
Informix Corp. Common Stocks 456779107 173 9,600 SH x x 23 9600
199 11,800 SH x x 25 11800
4,535 267,750 SH x 32 267750
106 6,300 SH x x 33 6300
InfoSpace.com, Inc. Common Stocks 45678T102 522 3,600 SH x x 23 3600
314 2,156 SH x 32 2156
653 4,500 SH x x 33 4500
Ingersoll-Rand Co. Common Stocks 456866102 1,332 30,105 SH x x 7 30105
3,297 69,840 SH x x 9 69840
1,539 34,700 SH x x 10 34700
3,589 81,100 SH x x 16 81100
1,054 22,200 SH x x 23 22200
381 8,600 SH x x 25 8600
14,422 325,923 SH x 32 325923
Information
Resources, Inc. Common Stocks 456905108 68 8,553 SH x 32 8553
11 1,400 SH x x 33 1400
4 600 SH x x 38 600
Ingles Markets,
Inc. Common Stocks 457030104 43 4,100 SH x 32 4100
24 2,300 SH x x 38 2300
Ingram Micro,
Inc. Class A Common Stocks 457153104 2,818 183,291 SH x 32 183291
38 2,500 SH x x 33 2500
Inktomi Corp. Common Stocks 457277101 10,488 53,800 SH x x 20 53800
1,033 5,300 SH x x 23 5300
8,526 43,722 SH x 32 43722
429 2,200 SH x x 33 2200
Innovex, Inc. Common Stocks 457647105 3 300 SH x x 33 300
Input/Output, Inc. Common Stocks 457652105 34 5,600 SH x x 10 5600
Insight Enterprises,
Inc. Common Stocks 45765U103 18 500 SH x x 25 500
87 2,400 SH x x 33 2400
Insituform Technologies,
Inc. Class A Common Stocks 457667103 15 500 SH x x 25 500
Insignia Financial
Group, Inc. Common Stocks 45767A105 10 700 SH x x 33 700
Innkeepers USA Trust Common Stocks 4576J0104 92 11,300 SH x x 17 11300
47 5,800 SH x 32 5800
14 1,700 SH x x 33 1700
8 900 SH x x 38 900
Integrated Device
Technology, Inc. Common Stocks 458118106 3,252 82,200 SH x x 9 82200
404 10,200 SH x x 17 10200
6,793 171,700 SH x x 20 171700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3,194 76,900 SH x x 22 76900
1,989 49,500 SH x x 23 49500
350 8,800 SH x x 25 8800
158 4,000 SH x x 26 4000
18,002 454,300 SH x 32 454300
166 4,200 SH x x 33 4200
220 5,300 SH x x 38 5300
Integrated Silicon
Solution, Inc. Common Stocks 45812P107 5,136 175,600 SH x x 4 175600
1,255 42,900 SH x x 20 42900
1,026 35,000 SH x 32 35000
Intel Corp. Common Stocks 458140100 32,567 235,500 SH x x 1 235500
8,749 64,682 SH x x 5 64682
21,143 160,400 SH x x 7 160400
26,407 189,030 SH x x 9 189030
74,928 572,800 SH x x 10 572800
11,138 84,500 SH x x 16 84500
32,848 249,200 SH x x 23 249200
1,898 40,400 SH x x 25 40400
226,450 1,716,342 SH x 32 1716342
15,214 108,600 SH x x 42 108600
29,993 206,550 SH x x 43 206550
Intelligroup, Inc. Common Stocks 45816A106 1,380 46,500 SH x x 20 46500
1,113 37,400 SH x 32 37400
Interface, Inc. Common Stocks 458665106 1,494 351,600 SH x 32 351600
InterDigital
Communications Corp. Common Stocks 45866A105 172 7,000 SH x x 25 7000
210 8,300 SH x 32 8300
Intergraph Corp. Common Stocks 458683109 301 34,100 SH x x 9 34100
264 29,800 SH x 32 29800
14 2,100 SH x x 38 2100
Interim Services,
Inc. Common Stocks 45868P100 648 34,930 SH x x 9 34930
137 5,100 SH x x 25 5100
82 4,400 SH x x 26 4400
2,669 143,800 SH x 32 143800
45 2,400 SH x x 33 2400
Intermedia
Communications,
Inc. Common Stocks 458801107 151 3,200 SH x x 25 3200
184 3,800 SH x 32 3800
236 4,900 SH x x 33 4900
Internet Corp. Common Stocks 45881K104 30 3,300 SH x x 17 3300
42 4,600 SH x x 26 4600
169 18,500 SH x 32 18500
10 1,100 SH x x 33 1100
7 800 SH x x 38 800
International
Business Machines
Corp. Common Stocks 459200101 1,994 16,900 SH x x 1 16900
8,071 66,140 SH x x 5 66140
9,098 77,100 SH x x 7 77100
9,018 73,920 SH x x 9 73920
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
18,220 155,000 SH x x 10 155000
8,484 71,900 SH x x 16 71900
14,143 117,505 SH x x 23 117505
9,021 92,250 SH x x 25 92250
2,336 19,800 SH x x 28 19800
86,764 735,286 SH x 32 735286
International Flavors &
Fragrances, Inc. Common Stocks 459506101 893 25,477 SH x x 7 25477
89 2,538 SH x 32 2538
International Home
Foods, Inc. New Common Stocks 459655106 733 45,800 SH x x 9 45800
739 46,200 SH x 32 46200
59 3,700 SH x x 33 3700
International
Game Technology Common Stocks 459902102 1,690 77,723 SH x x 10 77723
17 800 SH x x 17 800
403 18,600 SH x x 28 18600
1,190 54,884 SH x 32 54884
93 4,300 SH x x 33 4300
International
Multifoods Corp. Common Stocks 460043102 411 30,700 SH x x 9 30700
298 22,300 SH x 32 22300
International
Paper Co. Common Stocks 460146103 1,441 33,800 SH x x 1 33800
8,891 200,550 SH x x 5 200550
1,219 28,503 SH x x 7 28503
1,992 46,600 SH x x 10 46600
1,239 27,000 SH x x 23 27000
56 1,300 SH x x 25 1300
926 21,668 SH x x 28 21668
23,188 542,405 SH x 32 542405
International
Rectifier Corp. Common Stocks 460254105 206 5,400 SH x x 17 5400
273 7,200 SH x x 25 7200
1,637 42,950 SH x 32 42950
153 4,000 SH x x 33 4000
International
Speedway Corp.
Class A Common Stocks 460335201 29 649 SH x 32 649
Interpool, Inc. Common Stocks 46062R108 11 1,700 SH x x 17 1700
4 600 SH x x 33 600
Interpublic
Group Cos., Inc. Common Stocks 460690100 2,344 49,600 SH x x 4 49600
400 8,460 SH x x 9 8460
902 19,100 SH x x 25 19100
5,010 106,038 SH x 32 106038
Interstate
Bakeries Corp. Common Stocks 46072H108 107 7,500 SH x x 17 7500
297 20,000 SH x x 23 20000
540 37,888 SH x 32 37888
Intrawest Corp. Common Stocks 460915200 1,114 66,000 SH x 32 66000
InterWest Bancorp,
Inc. Common Stocks 460931108 4 300 SH x 32 300
5 400 SH x x 38 400
IntraNet Solutions,
Inc. Common Stocks 460939309 611 9,134 SH x x 16 9134
1,322 28,700 SH x x 20 28700
1,958 42,561 SH x 32 42561
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
InterTAN, Inc. Common Stocks 461120107 262 19,050 SH x 32 19050
20 1,500 SH x x 38 1500
InterVoice, Inc. Common Stocks 461142101 112 3,900 SH x x 33 3900
InterVU, Inc. New Common Stocks 46114R106 81 900 SH x x 33 900
Intimate Brands,
Inc. Class A Common Stocks 461156101 40 984 SH x 32 984
Intuit, Inc. Common Stocks 461202103 189 3,484 SH x 32 3484
Invacare Corp. Common Stocks 461203101 16 600 SH x x 25 600
25 900 SH x x 33 900
Investors Financial
Services Corp. Common Stocks 461915100 3,637 61,500 SH x x 11 61500
422 6,200 SH x x 25 6200
3,062 52,000 SH x 32 52000
100 1,700 SH x x 33 1700
Ionics, Inc. Common Stocks 462218108 20 800 SH x x 33 800
IPALCO Enterprises,
Inc. Common Stocks 462613100 44 2,200 SH x x 25 2200
38 1,935 SH x 32 1935
Irwin Financial
Corp. Common Stocks 464119106 5 300 SH x x 33 300
2 100 SH x x 38 100
i2 Technologies,
Inc. Common Stocks 46575410 2,351 18,400 SH x x 9 18400
4,078 34,000 SH x x 11 34000
751 6,300 SH x x 25 6300
14,562 119,236 SH x 32 119236
671 5,500 SH x x 33 5500
1,026 8,000 SH x x 42 8000
IVAX Corp. Common Stocks 465823102 8 300 SH x x 6 300
2,740 100,550 SH x x 7 100550
3,566 127,950 SH x x 9 127950
172 6,300 SH x x 17 6300
3,836 134,100 SH x x 22 134100
336 11,500 SH x x 23 11500
1,691 56,400 SH x x 25 56400
232 8,500 SH x x 26 8500
12,196 447,565 SH x 32 447565
24 850 SH x x 38 850
JDN Realty Corp. Common Stocks 465917102 50 4,800 SH x 32 4800
8 850 SH x x 38 850
J & J Snack Foods
Corp. Common Stocks 466032109 27 1,400 SH x x 26 1400
JDA Software Group,
Inc. Common Stocks 46612K108 129 8,800 SH x x 25 8800
151 10,300 SH x 32 10300
JLG Industries,
Inc. Common Stocks 466210101 36 3,900 SH x x 17 3900
16 1,700 SH x x 33 1700
J.P. Realty, Inc. Common Stocks 46624A106 30 1,700 SH x 32 1700
4 200 SH x x 38 200
Jabil Circuit,
Inc. Common Stocks 466313103 107 2,472 SH x 32 2472
138 3,200 SH x x 33 3200
Jacob's Engineering
Group, Inc. Common Stocks 469814107 542 16,800 SH x x 9 16800
84 2,600 SH x x 17 2600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
81 2,500 SH x x 26 2500
584 18,100 SH x 32 18100
26 800 SH x x 33 800
JAKKS Pacific, Inc. Common Stocks 47012E106 281 13,000 SH x x 25 13000
339 15,700 SH x 32 15700
56 2,600 SH x x 33 2600
Jefferies Group, Inc. Common Stocks 472318104 16 500 SH x x 25 500
Jefferson-Pilot Corp. Common Stocks 475070108 1,986 27,800 SH x x 23 27800
233 3,500 SH x x 25 3500
306 4,600 SH x x 28 4600
5,540 83,236 SH x 32 83236
John Nuveen & Co.,
Inc. Class A Common Stocks 478035108 709 18,500 SH x x 25 18500
92 2,400 SH x x 26 2400
868 22,700 SH x 32 22700
50 1,300 SH x x 33 1300
Johns Manville Corp. Common Stocks 478129109 105 9,500 SH x x 7 9500
447 37,900 SH x x 23 37900
1,272 115,623 SH x 32 115623
17 1,500 SH x x 33 1500
77 7,400 SH x x 38 7400
Johnson & Johnson Common Stocks 478160104 8,338 112,500 SH x x 5 112500
4,001 57,100 SH x x 7 57100
1,373 19,600 SH x x 10 19600
25,430 357,900 SH x x 23 357900
5,126 90,160 SH x x 25 90160
652 9,300 SH x x 28 9300
34,736 495,787 SH x 32 495787
Johnson Controls,
Inc. Common Stocks 478366107 2,622 48,500 SH x x 4 48500
59 1,100 SH x x 9 1100
1,573 27,100 SH x x 23 27100
5,387 99,652 SH x 32 99652
Jones Apparel Group,
Inc. Common Stocks 480074103 4,218 132,400 SH x x 10 132400
574 17,200 SH x x 25 17200
673 21,120 SH x 32 21120
Jones Pharma, Inc. Common Stocks 480236108 507 16,050 SH x x 9 16050
1,820 60,037 SH x x 20 60037
412 11,500 SH x x 25 11500
2,237 73,650 SH x 32 73650
192 6,350 SH x x 33 6350
Jostens, Inc. Common Stocks 481088102 293 12,000 SH x x 23 12000
470 19,300 SH x 32 19300
81 3,300 SH x x 38 3300
Journal Register Co. Common Stocks 481138105 13 900 SH x x 33 900
Justin Industries,
Inc. Common Stocks 482171105 130 7,172 SH x x 9 7172
88 4,900 SH x 32 4900
14 800 SH x x 33 800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KLA Tencor Corporation Common Stocks 482480100 4,605 54,700 SH x x 4 54700
337 4,000 SH x x 28 4000
5,666 67,300 SH x x 29 67300
19,318 229,288 SH x 32 229288
Kmart Corp. Common Stocks 482584109 1,718 165,600 SH x x 9 165600
1,171 120,900 SH x x 10 120900
1,133 110,500 SH x x 23 110500
3,240 334,435 SH x 32 334435
K N Energy, Inc. Common Stocks 482620101 44 1,400 SH x x 25 1400
3 100 SH x x 38 100
K-Swiss, Inc
Class A Common Stocks 482686102 191 11,900 SH x x 25 11900
80 5,400 SH x 32 5400
3 200 SH x x 33 200
K2, Inc. Common Stocks 482732104 1,150 144,900 SH x 32 144900
Kaiser Aluminum Corp. Common Stocks 483007100 6 1,400 SH x x 33 1400
Kaman Corp. Class A Common Stocks 483548103 105 10,600 SH x x 9 10600
339 34,100 SH x x 25 34100
563 57,700 SH x 32 57700
Kansas City Power
& Light Co. Common Stocks 485134100 44 1,500 SH x 32 1500
Kansas City Southern
Industries, Inc. Common Stocks 485170104 2,498 27,400 SH x x 9 27400
17 200 SH x x 28 200
2,146 24,972 SH x 32 24972
Kaufman & Broad Home Corp. Common Stocks 486168107 2,935 133,030 SH x x 9 133030
141 6,600 SH x x 17 6600
58 2,100 SH x x 25 2100
77 3,600 SH x x 26 3600
2,643 123,290 SH x 32 123290
43 2,000 SH x x 33 2000
Kaydon Corp. Common Stocks 486587108 1,803 66,000 SH x x 11 66000
2,835 103,800 SH x 32 103800
22 800 SH x x 33 800
Keane, Inc. Common Stocks 486665102 35 1,384 SH x 32 1384
Keebler Foods Co. Common Stocks 487256109 15 516 SH x 32 516
17 600 SH x x 33 600
Kellogg Co. Common Stocks 487836108 1,753 68,200 SH x x 10 68200
815 31,800 SH x x 25 31800
2,423 94,540 SH x 32 94540
Kellwood Co. Common Stocks 488044108 107 6,100 SH x x 17 6100
90 5,100 SH x 32 5100
25 1,400 SH x x 33 1400
Kelly Services,
Inc. Class A Common Stocks 488152208 21 900 SH x x 33 900
Kemet Corp. Common Stocks 488360108 3,904 61,000 SH x x 9 61000
965 13,100 SH x x 25 13100
4,807 76,000 SH x 32 76000
183 2,900 SH x x 33 2900
106 1,700 SH x x 38 1700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Kennametal, Inc. Common Stocks 489170100 761 23,600 SH x x 23 23600
210 7,000 SH x x 25 7000
1,882 62,600 SH x 32 62600
42 1,400 SH x x 33 1400
46 1,600 SH x x 38 1600
Kent Electronics Corp. Common Stocks 490553104 205 7,100 SH x x 25 7100
251 8,600 SH x 32 8600
108 3,700 SH x x 33 3700
Kerr-McGee Corp. Common Stocks 492386107 1,726 29,885 SH x x 7 29885
3,701 60,200 SH x x 23 60200
64 1,100 SH x x 28 1100
7,272 125,922 SH x 32 125922
Key Energy Group,
Inc. Common Stocks 492914106 820 70,500 SH x x 9 70500
897 77,200 SH x 32 77200
23 2,400 SH x x 38 2400
KeyCorp Common Stocks 493267108 1,810 89,000 SH x x 9 89000
7,141 377,200 SH x x 10 377200
2,105 103,300 SH x x 23 103300
250 13,170 SH x x 28 13170
6,410 337,378 SH x 32 337378
Keystone Financial,
Inc. Common Stocks 493482103 544 29,700 SH x x 9 29700
543 29,536 SH x 32 29536
Kimball International,
Inc. Class B Common Stocks 494274103 18 1,600 SH x x 33 1600
Kilroy Realty Corp. Common Stocks 49427F108 4,297 204,000 SH x x 24 204000
74 3,500 SH x 32 3500
19 810 SH x x 38 810
Kimberly-Clark Corp. Common Stocks 494368103 2,912 52,002 SH x x 7 52002
5,620 96,150 SH x x 9 96150
823 14,700 SH x x 10 14700
4,110 73,400 SH x x 16 73400
1,251 20,800 SH x x 23 20800
2,139 53,500 SH x x 25 53500
504 9,000 SH x x 28 9000
22,691 405,204 SH x 32 405204
Kimco Realty Corp. Common Stocks 49446R109 6,390 170,400 SH x x 2 170400
4,418 117,800 SH x x 24 117800
97 2,575 SH x 32 2575
43 1,100 SH x x 38 1100
King Pharmaceuticals,
Inc. NPV Common Stocks 495582108 286 7,900 SH x x 25 7900
239 7,600 SH x 32 7600
103 3,152 SH x x 33 3152
Kirby Corp. Common Stocks 497266106 136 6,900 SH x x 9 6900
122 6,200 SH x 32 6200
Knight-Ridder, Inc. Common Stocks 499040103 3,148 61,800 SH x x 4 61800
1,405 25,740 SH x x 9 25740
3,047 60,300 SH x x 10 60300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,655 40,200 SH x x 25 40200
1,987 39,000 SH x x 29 39000
12,910 253,450 SH x 32 253450
Koger Equity, Inc. Common Stocks 500228101 59 3,400 SH x 32 3400
10 600 SH x x 38 600
Kohl's Corp. Common Stocks 500255104 7,337 68,000 SH x x 1 68000
41,029 400,286 SH x 32 400286
15,294 140,400 SH x x 42 140400
Konover Property
Trust, Inc. Common Stocks 50047R100 16 2,900 SH x 32 2900
Koor Industries,
Ltd. - ADR Common Stocks 500507108 447 25,000 SH x x 28 25000
547 30,500 SH x 32 30500
Kopin Corp. Common Stocks 500600101 120 1,800 SH x x 25 1800
151 2,200 SH x 32 2200
172 2,500 SH x x 33 2500
Korea Electric
Power Corp. - ADR Common Stocks 500631106 1,540 93,322 SH x x 8 93322
514 22,388 SH x x 18 22388
898 56,565 SH x 32 56565
95 6,000 SH x x 36 6000
Kroger Co. (The) Common Stocks 501044101 1,765 100,500 SH x x 1 100500
5,202 291,800 SH x x 10 291800
463 25,600 SH x x 23 25600
5,851 333,137 SH x 32 333137
Kronos, Inc. Common Stocks 501052104 161 4,600 SH x x 25 4600
104 3,500 SH x 32 3500
50 1,700 SH x x 33 1700
Kulicke & Soffa
Industries, Inc. Common Stocks 501242101 3,094 48,300 SH x x 4 48300
1,760 26,700 SH x x 9 26700
225 3,500 SH x x 25 3500
8,347 130,300 SH x 32 130300
LG&E Energy Corp. Common Stocks 501917108 73 3,182 SH x 32 3182
LHS Group, Inc. Common Stocks 501938100 27 604 SH x 32 604
LNR Property Corp. Common Stocks 501940100 2,011 105,500 SH x x 4 105500
448 23,500 SH x x 9 23500
841 43,700 SH x x 25 43700
3,679 193,000 SH x 32 193000
21 1,100 SH x x 33 1100
LSI Logic Corp. Common Stocks 502161102 4,648 64,000 SH x x 4 64000
2,295 31,600 SH x x 7 31600
1,670 23,000 SH x x 16 23000
9,311 128,200 SH x x 20 128200
1,725 22,800 SH x x 23 22800
668 9,200 SH x x 25 9200
821 11,300 SH x x 28 11300
5,113 70,400 SH x x 29 70400
32,545 448,124 SH x 32 448124
LSI Industries, Inc. Common Stocks 50216C108 25 1,300 SH x x 26 1300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
6 300 SH x x 33 300
LTC Properties Common Stocks 502175102 33 6,100 SH x x 17 6100
26 4,800 SH x 32 4800
3 600 SH x x 38 600
LTX Corp. Common Stocks 502392103 301 6,800 SH x x 25 6800
2,219 49,100 SH x 32 49100
104 2,300 SH x x 33 2300
L-3 Communications
Holdings, Inc. Common Stocks 502424104 42 801 SH x 32 801
52 1,000 SH x x 33 1000
La-Z-Boy Inc. Common Stocks 505336107 819 53,300 SH x x 9 53300
103 6,700 SH x x 17 6700
69 4,500 SH x x 26 4500
784 51,000 SH x 32 51000
35 2,300 SH x x 33 2300
Labor Ready, Inc.
New Common Stocks 505401208 11 1,100 SH x x 33 1100
Laboratorio Chile
SA - ADR Common Stocks 50540H104 683 30,000 SH x x 8 30000
Laboratory Corp.
of America Holdings Common Stocks 50540R102 83 19,300 SH x x 26 19300
Laclede Gas Co. Common Stocks 505588103 124 6,200 SH x x 9 6200
62 3,100 SH x x 17 3100
36 1,800 SH x 32 1800
18 900 SH x x 33 900
Lafarge Corp. Common Stocks 505862102 485 20,400 SH x x 9 20400
1,071 43,300 SH x x 23 43300
188 7,900 SH x x 25 7900
76 3,200 SH x x 26 3200
3,033 127,700 SH x 32 127700
38 1,600 SH x x 33 1600
84 3,410 SH x x 38 3410
Lam Research Corp. Common Stocks 512807108 2,914 61,600 SH x x 22 61600
565 12,600 SH x x 25 12600
3,718 82,500 SH x 32 82500
410 9,100 SH x x 33 9100
21 500 SH x x 38 500
Lamar Advertising
Co. Class A Common Stocks 512815101 2,971 65,500 SH x x 11 65500
599 9,086 SH x x 16 9086
136 3,000 SH x x 25 3000
3,781 83,102 SH x 32 83102
73 1,600 SH x x 33 1600
Lancaster Colony
Corp. Common Stocks 513847103 985 32,300 SH x x 7 32300
43 1,400 SH x x 17 1400
151 4,600 SH x x 23 4600
313 10,232 SH x 32 10232
52 1,700 SH x x 33 1700
LandAmerica
Financial Group,
Inc. Common Stocks 514936103 202 9,800 SH x x 25 9800
184 9,500 SH x 32 9500
Land's End, Inc. Common Stocks 515086106 3,250 52,400 SH x x 23 52400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,685 27,400 SH x 32 27400
31 500 SH x x 33 500
127 2,200 SH x x 38 2200
Landry's Seafood
Restaurants, Inc. Common Stocks 51508L103 219 34,400 SH x x 9 34400
145 22,600 SH x x 25 22600
401 62,900 SH x 32 62900
8 1,300 SH x x 33 1300
Landstar Systems, Inc. Common Stocks 515098101 930 17,000 SH x x 9 17000
1,521 26,500 SH x x 22 26500
16 300 SH x x 25 300
88 1,600 SH x x 26 1600
2,836 51,800 SH x 32 51800
22 400 SH x x 33 400
68 1,100 SH x x 38 1100
LaSalle Hotel
Properties Common Stocks 517942108 263 19,900 SH x x 25 19900
203 16,200 SH x 32 16200
6 400 SH x x 38 400
LASER Mortgage
Management, Inc. Common Stocks 51806D100 2 500 SH x 32 500
Laser Vision Centers,
Inc. Common Stocks 51807H100 6 800 SH x x 33 800
Lason, Inc. Common Stocks 51808R107 6 900 SH x x 17 900
105 16,200 SH x x 25 16200
121 18,400 SH x 32 18400
4 600 SH x x 33 600
Lattice
Semiconductor Corp. Common Stocks 518415104 1,373 19,400 SH x x 22 19400
436 6,500 SH x x 25 6500
4,210 62,200 SH x 32 62200
284 4,200 SH x x 33 4200
Estee Lauder Cos.,
Class A Common Stocks 518439104 105 2,099 SH x 32 2099
135 2,700 SH x x 33 2700
Lear Corp. Common Stocks 521865105 1,777 59,430 SH x x 9 59430
2,218 78,400 SH x x 10 78400
1,879 66,800 SH x x 16 66800
98 3,500 SH x x 17 3500
223 7,400 SH x x 23 7400
673 23,800 SH x x 25 23800
9,718 345,534 SH x 32 345534
Learning Tree
International, Inc. Common Stocks 522015106 567 15,900 SH x x 9 15900
2,027 54,100 SH x x 22 54100
218 6,100 SH x x 25 6100
3,128 88,100 SH x 32 88100
35 1,000 SH x x 38 1000
Lechters, Inc. Common Stocks 523238103 260 160,200 SH x 32 160200
Lee Enterprises,
Inc. Common Stocks 523768109 2,338 89,500 SH x x 4 89500
2,644 101,200 SH x 32 101200
37 1,400 SH x x 33 1400
Legato Systems, Inc. Common Stocks 524651106 312 7,400 SH x x 25 7400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
484 10,840 SH x 32 10840
Leggett & Platt, Inc. Common Stocks 524660107 1,567 72,900 SH x x 7 72900
1,430 66,800 SH x x 10 66800
681 29,500 SH x x 23 29500
28 1,300 SH x x 28 1300
1,388 64,550 SH x 32 64550
Legg Mason, Inc. Common Stocks 524901105 4,960 115,000 SH x x 11 115000
278 5,900 SH x x 25 5900
5,047 116,702 SH x 32 116702
Lehman Brothers
Holdings, Inc. Common Stocks 524908100 757 7,800 SH x x 7 7800
3,220 31,010 SH x x 9 31010
2,149 20,800 SH x x 23 20800
1,067 11,000 SH x x 25 11000
1,659 17,100 SH x x 28 17100
11,479 118,336 SH x 32 118336
Lennar Corp. Common Stocks 526057104 2,091 96,400 SH x x 4 96400
9 300 SH x x 9 300
2,232 102,900 SH x 32 102900
50 2,300 SH x x 33 2300
16 800 SH x x 38 800
Leucadia National
Corp. Common Stocks 527288104 1,445 59,800 SH x x 9 59800
276 11,600 SH x x 25 11600
1,404 59,100 SH x 32 59100
48 2,000 SH x x 33 2000
Level 3 Communications,
Inc. Common Stocks 52729N100 539 5,100 SH x x 10 5100
2,050 19,400 SH x x 23 19400
17,518 165,654 SH x 32 165654
888 8,400 SH x x 33 8400
7,890 68,520 SH x x 43 68520
Lexington Corporate
Properties Trust Common Stocks 529043100 27 2,600 SH x 32 2600
3 300 SH x x 38 300
Lexmark International
Group, Inc. Class A Common Stocks 529771107 1,826 15,600 SH x x 1 15600
180 1,700 SH x x 7 1700
2,061 19,500 SH x x 10 19500
243 2,300 SH x x 23 2300
159 1,500 SH x x 25 1500
19,864 187,843 SH x 32 187843
455 4,305 SH x x 39 4305
6,587 55,830 SH x x 43 55830
Libbey, Inc. Common Stocks 529898108 227 8,300 SH x x 9 8300
400 14,600 SH x 32 14600
19 700 SH x x 33 700
Liberty Financial
Cos., Inc. Common Stocks 530512102 220 11,100 SH x x 9 11100
159 8,000 SH x x 25 8000
411 20,750 SH x 32 20750
14 700 SH x x 33 700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Liberty Property
Trust Common Stocks 531172104 383 14,900 SH x x 23 14900
3,837 160,300 SH x x 24 160300
210 8,800 SH x x 25 8800
1,172 48,940 SH x 32 48940
40 1,700 SH x x 38 1700
1,714 71,600 SH x x 41 71600
Lilly (Eli) & Co. Common Stocks 532457108 21,244 333,600 SH x x 10 333600
1,373 21,800 SH x x 25 21800
4,753 75,449 SH x 32 75449
Lilly Industrial
Coatings,
Inc. Class A Common Stocks 532491107 40 3,200 SH x x 33 3200
Limited, Inc.
(The) Common Stocks 532716107 1,052 23,300 SH x x 23 23300
1,087 29,700 SH x x 25 29700
1,272 30,200 SH x x 28 30200
7,190 170,671 SH x 32 170671
Lincare Holdings,
Inc. Common Stocks 532791100 3,167 112,200 SH x x 11 112200
78 1,900 SH x x 25 1900
6,681 235,460 SH x 32 235460
45 1,600 SH x x 33 1600
Lincoln Electric
Holdings, Inc. NPV Common Stocks 533900106 126 5,200 SH x x 17 5200
31 1,300 SH x x 33 1300
Lincoln National Corp. Common Stocks 534187109 1,758 52,400 SH x x 10 52400
1,176 32,700 SH x x 23 32700
606 18,100 SH x x 25 18100
285 8,500 SH x x 28 8500
3,379 100,855 SH x 32 100855
Linear Technology
Corp. Common Stocks 535678106 3,468 63,200 SH x x 7 63200
409 7,428 SH x 32 7428
527 9,600 SH x x 33 9600
Linens 'N Things,
Inc. Common Stocks 535679104 365 9,400 SH x x 25 9400
2,155 62,921 SH x 32 62921
41 1,200 SH x x 33 1200
Liposome Co., Inc. Common Stocks 536310105 21 1,200 SH x x 33 1200
Littlefuse, Inc. Common Stocks 537008104 927 25,300 SH x x 9 25300
279 7,700 SH x x 25 7700
1,346 36,700 SH x 32 36700
11 300 SH x x 33 300
Litton Industries,
Inc. Common Stocks 538021106 2,307 52,200 SH x x 4 52200
4,151 92,180 SH x x 9 92180
673 14,200 SH x x 23 14200
442 13,500 SH x x 25 13500
7,613 172,288 SH x 32 172288
49 1,200 SH x x 38 1200
Liz Claiborne, Inc. Common Stocks 539320101 1,189 24,200 SH x x 23 24200
105 2,300 SH x x 28 2300
3,077 67,171 SH x 32 67171
102 2,200 SH x x 38 2200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Local Financial Corp. Common Stocks 539553107 31 3,600 SH x 32 3600
Lockheed Martin Corp. Common Stocks 539830109 2,273 111,200 SH x x 9 111200
2,682 130,700 SH x x 10 130700
460 22,500 SH x x 28 22500
3,544 173,427 SH x 32 173427
Loews Corp. Common Stocks 540424108 1,894 35,260 SH x x 9 35260
1,159 21,600 SH x x 23 21600
730 20,200 SH x x 25 20200
5,393 107,860 SH x 32 107860
Lone Star Steakhouse
& Saloon Common Stocks 542307103 207 20,400 SH x x 25 20400
400 39,300 SH x 32 39300
17 1,700 SH x x 33 1700
Lone Star Technologies,
Inc. Common Stocks 542312103 858 18,400 SH x x 9 18400
1,949 41,800 SH x 32 41800
165 3,300 SH x x 38 3300
Longs Drug Stores,
Inc. Common Stocks 543162101 719 31,600 SH x x 9 31600
80 3,500 SH x x 17 3500
18 807 SH x 32 807
Longview Fibre Co. Common Stocks 543213102 255 17,300 SH x x 9 17300
168 10,600 SH x x 23 10600
575 39,000 SH x 32 39000
37 2,500 SH x x 33 2500
30 2,200 SH x x 38 2200
Louis Dreyfus
Natural Gas Corp. Common Stocks 546011107 2,254 66,300 SH x x 4 66300
180 5,300 SH x x 17 5300
160 4,700 SH x x 26 4700
41 1,200 SH x 32 1200
34 1,000 SH x x 33 1000
24 900 SH x x 38 900
Louisiana Pacific Corp. Common Stocks 546347105 3,100 222,800 SH x x 9 222800
169 12,200 SH x x 17 12200
895 60,100 SH x x 23 60100
9,292 669,700 SH x 32 669700
291 20,900 SH x x 38 20900
Lowe's Cos., Inc. Common Stocks 548661107 10,807 174,100 SH x x 1 174100
1,655 28,349 SH x x 7 28349
1,623 27,800 SH x x 10 27800
1,580 26,300 SH x x 23 26300
890 17,740 SH x x 25 17740
58 1,000 SH x x 28 1000
21,582 369,712 SH x 32 369712
Lubrizol Corp. Common Stocks 549271104 1,524 52,900 SH x x 9 52900
150 5,200 SH x x 17 5200
1,658 55,100 SH x x 23 55100
640 22,200 SH x x 25 22200
867 30,100 SH x x 28 30100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
7,277 252,550 SH x 32 252550
78 2,700 SH x x 33 2700
273 9,800 SH x x 38 9800
Luby's Cafeterias,
Inc. Common Stocks 549282101 43 4,600 SH x 32 4600
10 1,100 SH x x 33 1100
2 210 SH x x 38 210
Lucent Technologies,
Inc. Common Stocks 549463107 4,860 78,200 SH x x 5 78200
12,230 201,309 SH x x 7 201309
4,233 66,750 SH x x 9 66750
20,096 332,900 SH x x 10 332900
7,266 119,600 SH x x 16 119600
3,785 62,300 SH x x 23 62300
711 31,300 SH x x 25 31300
43,668 718,809 SH x 32 718809
2,698 44,416 SH x x 39 44416
Lycos, Inc. Common Stocks 550818108 1,256 17,900 SH x x 7 17900
414 5,900 SH x x 23 5900
136 1,936 SH x 32 1936
175 2,500 SH x x 33 2500
Lydall, Inc. Common Stocks 550819106 7 800 SH x x 33 800
Lyondell
Petrochemical Co. Common Stocks 552078107 1,757 119,100 SH x x 10 119100
268 17,600 SH x x 25 17600
349 23,643 SH x 32 23643
84 4,400 SH x x 38 4400
M & T Bank Corp. Common Stocks 55261F104 759 1,700 SH x x 10 1700
82 184 SH x 32 184
MAF Bancorp, Inc. Common Stocks 55261R108 771 47,800 SH x x 4 47800
89 5,500 SH x x 9 5500
55 3,400 SH x x 25 3400
1,939 119,800 SH x 32 119800
19 1,200 SH x x 33 1200
12 700 SH x x 38 700
MBIA, Inc. Common Stocks 55262C100 3,586 68,900 SH x x 10 68900
667 12,810 SH x x 28 12810
1,676 32,194 SH x 32 32194
MBNA Corp. Common Stocks 55262L100 20,457 757,400 SH x x 1 757400
4,118 161,481 SH x x 7 161481
3,388 132,860 SH x x 9 132860
292 10,700 SH x x 23 10700
92 17,200 SH x x 25 17200
40,079 1,571,732 SH x 32 1571732
M.D.C. Holdings, Inc. Common Stocks 552676108 282 15,700 SH x x 9 15700
25 1,400 SH x x 17 1400
346 19,300 SH x x 25 19300
728 40,600 SH x 32 40600
MCN Energy Group,
Inc. Common Stocks 55267J100 194 7,200 SH x x 23 7200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
417 16,685 SH x 32 16685
MCI WorldCom, Inc. Common Stocks 55268B106 1,184 26,100 SH x x 1 26100
7,711 161,400 SH x x 5 161400
9,359 206,264 SH x x 7 206264
8,515 187,055 SH x x 9 187055
31,208 687,785 SH x x 10 687785
2,670 58,836 SH x x 16 58836
8,794 187,173 SH x x 23 187173
1,053 23,200 SH x x 25 23200
1,774 39,100 SH x x 28 39100
2,965 65,350 SH x x 29 65350
61,425 1,355,589 SH x 32 1355589
MDU Resources Group,
Inc. Common Stocks 552690109 433 20,850 SH x x 9 20850
507 24,450 SH x 32 24450
56 2,700 SH x x 33 2700
MGIC Investment Corp. Common Stocks 552848103 3,468 79,500 SH x x 20 79500
1,124 24,000 SH x x 23 24000
1,379 31,600 SH x x 25 31600
1,165 26,700 SH x x 28 26700
9,842 225,600 SH x 32 225600
MGI Properties Common Stocks 552885105 8 1,600 SH x 32 1600
4 700 SH x x 33 700
1 200 SH x x 38 200
MGM Grand, Inc. Common Stocks 552953101 1,200 50,000 SH x x 9 50000
2,228 88,300 SH x x 22 88300
528 20,500 SH x x 23 20500
739 30,400 SH x x 25 30400
4,891 203,788 SH x 32 203788
5 200 SH x x 33 200
MMC Networks, Inc. Common Stocks 55308N102 75 2,300 SH x x 25 2300
92 2,800 SH x 32 2800
MRV Communications,
Inc. Common Stocks 553477100 224 2,500 SH x x 25 2500
577 6,300 SH x 32 6300
110 1,200 SH x x 33 1200
33 500 SH x x 38 500
M.S. Carriers, Inc. Common Stocks 553533100 87 3,800 SH x x 9 3800
41 1,800 SH x x 26 1800
296 12,600 SH x 32 12600
9 400 SH x x 33 400
MTS Systems Corp. Common Stocks 553777103 9 1,200 SH x 32 1200
6 800 SH x x 38 800
MTI Technology Corp. Common Stocks 553903105 114 4,500 SH x x 25 4500
137 5,200 SH x 32 5200
MacDermid, Inc. Common Stocks 554273102 901 34,000 SH x x 11 34000
1,715 64,700 SH x 32 64700
Macerich Co. (The) Common Stocks 554382101 6,365 308,600 SH x x 2 308600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,813 136,400 SH x x 24 136400
80 3,900 SH x 32 3900
25 1,100 SH x x 38 1100
Mack-Cali Realty
Corp. Common Stocks 554489104 20,178 791,300 SH x x 2 791300
37 1,440 SH x 32 1440
Macrovision Corp. Common Stocks 555904101 472 5,800 SH x x 25 5800
568 6,600 SH x 32 6600
293 3,400 SH x x 33 3400
Macromedia, Inc. Common Stocks 556100105 2,442 27,700 SH x x 11 27700
5,057 56,000 SH x x 20 56000
367 4,200 SH x x 25 4200
8,222 91,042 SH x 32 91042
443 4,900 SH x x 33 4900
556103104 754 26,000 SH x 32 26000
Macronix International
Co., Ltd. - ADR Common Stocks 556103109 635 22,000 SH x x 34 22000
Magellan Health
Services, Inc. Common Stocks 559079108 8 1,600 SH x x 33 1600
Magna International,
Inc. Class A Common Stocks 559222401 106 2,640 SH x x 14 2640
559222404 106 2,710 SH x 32 2710
MagneTek, Inc. Common Stocks 559424106 154 15,700 SH x x 23 15700
2,162 236,950 SH x 32 236950
Magyar Tavkozlesi
Rt - ADR Common Stocks 559776109 581 11,800 SH x x 8 11800
2,739 61,386 SH x 32 61386
466 10,442 SH x x 34 10442
674 15,100 SH x x 35 15100
1,374 27,800 SH x x 36 27800
Mail-Well, Inc. Common Stocks 560321200 159 18,300 SH x x 25 18300
207 23,800 SH x 32 23800
Mallinckrodt, Inc. Common Stocks 561232109 2,498 86,900 SH x x 9 86900
190 6,600 SH x x 17 6600
5,677 193,900 SH x x 23 193900
834 35,100 SH x x 25 35100
121 4,200 SH x x 26 4200
385 13,400 SH x x 28 13400
8,944 311,089 SH x 32 311089
334 12,300 SH x x 38 12300
Manitowoc Co., Inc. Common Stocks 563571108 1,032 36,700 SH x x 9 36700
49 1,800 SH x x 17 1800
77 2,850 SH x x 26 2850
1,317 48,650 SH x 32 48650
57 2,100 SH x x 33 2100
115 3,960 SH x x 38 3960
Manpower, Inc. Common Stocks 56418H100 2,103 56,300 SH x x 22 56300
742 24,000 SH x x 25 24000
163 4,600 SH x x 26 4600
2,707 76,250 SH x 32 76250
121 3,400 SH x x 33 3400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MAPICS, Inc. Common Stocks 564910107 98 4,300 SH x x 25 4300
Manugistics Group
Inc. Common Stocks 565011103 281 5,600 SH x 32 5600
41 800 SH x x 33 800
36 1,100 SH x x 38 1100
Marine Drilling
Co, Inc. Common Stocks 568240204 845 30,800 SH x x 9 30800
2,266 82,600 SH x 32 82600
77 2,800 SH x x 33 2800
Mark IV Industries,
Inc. Common Stocks 570387100 185 8,400 SH x x 17 8400
51 2,300 SH x x 33 2300
Markel Corp. Common Stocks 570535104 669 4,600 SH x x 9 4600
2,037 14,000 SH x x 11 14000
3,099 21,300 SH x 32 21300
Mark Bros. Jewelers,
Inc. Common Stocks 570698100 16 800 SH x x 25 800
Marsh & McLennan
Cos., Inc. Common Stocks 571748102 1,892 17,150 SH x x 10 17150
4,139 35,350 SH x x 23 35350
2,007 27,195 SH x x 25 27195
2,283 20,700 SH x x 28 20700
16,922 153,398 SH x 32 153398
Marshall & Ilsley
Corp. Common Stocks 571834100 1,871 33,500 SH x x 10 33500
2,044 33,000 SH x x 23 33000
295 5,100 SH x x 28 5100
4,812 83,321 SH x 32 83321
Marriot International,
Inc. Class A Common Stocks 571903202 5,301 168,300 SH x x 2 168300
3,095 98,200 SH x x 10 98200
148 4,689 SH x 32 4689
Martin Marietta
Materials, Inc. Common Stocks 573284106 2,273 47,800 SH x x 11 47800
4,069 85,671 SH x 32 85671
Masco Corp. Common Stocks 574599106 798 38,700 SH x x 1 38700
765 37,300 SH x x 10 37300
1,359 61,800 SH x x 23 61800
286 13,975 SH x x 25 13975
7,641 372,751 SH x 32 372751
Mascotech, Inc. Common Stocks 574670105 41 3,500 SH x x 17 3500
62 5,300 SH x 32 5300
4 300 SH x x 33 300
14 1,200 SH x x 38 1200
Maderas y Sinteticos
SA - ADR Common Stocks 574799102 717 49,900 SH x x 8 49900
MasTec, Inc. Common Stocks 576323109 701 7,600 SH x x 9 7600
782 6,055 SH x x 16 6055
183 2,100 SH x x 25 2100
4,114 46,230 SH x 32 46230
53 600 SH x x 33 600
Material Sciences
Corp. Common Stocks 576674105 1,442 106,850 SH x 32 106850
Mattel, Inc. Common Stocks 577081102 1,800 170,500 SH x x 10 170500
106 10,181 SH x 32 10181
Mathews International
Corp. Class A Common Stocks 577128101 11 500 SH x x 33 500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Mavesa SA - ADR Common Stocks 577717101 701 272,875 SH x x 8 272875
473 180,000 SH x 32 180000
Maxim Integrated
Products, Inc. Common Stocks 57772K101 6,746 94,300 SH x x 23 94300
43 600 SH x x 25 600
1,708 24,032 SH x 32 24032
611 8,600 SH x x 33 8600
Maxim Pharmaceuticals,
Inc. New Common Stocks 57772M107 2,318 49,000 SH x x 11 49000
3,027 64,500 SH x 32 64500
Maxwell Technologies,
Inc. Common Stocks 577767106 4 300 SH x x 33 300
May Department Stores
Co. Common Stocks 577778103 5,614 195,700 SH x x 10 195700
2,568 84,100 SH x x 23 84100
257 9,000 SH x x 25 9000
915 32,110 SH x x 28 32110
7,867 276,034 SH x 32 276034
MAXIMUS, Inc. New Common Stocks 577933104 2,529 82,900 SH x x 11 82900
4,270 140,000 SH x 32 140000
58 1,900 SH x x 33 1900
Maytag Corp. Common Stocks 578592107 239 7,200 SH x x 25 7200
793 23,939 SH x 32 23939
McClatchy Co. (The)
Class A Common Stocks 579489105 3,045 92,975 SH x x 4 92975
413 12,600 SH x x 9 12600
309 8,700 SH x x 25 8700
3,746 114,385 SH x 32 114385
29 900 SH x x 33 900
McCormick & Co.,
Inc. Common Stocks 579780206 1,009 31,300 SH x x 9 31300
757 21,900 SH x x 23 21900
45 1,400 SH x x 25 1400
4,300 133,343 SH x 32 133343
110 3,400 SH x x 33 3400
144 4,000 SH x x 38 4000
McDermott
International, Inc. Common Stocks 580037109 1,161 126,350 SH x 32 126350
McDonald's Corp. Common Stocks 580135101 2,442 65,000 SH x x 10 65000
2,124 52,700 SH x x 23 52700
759 20,200 SH x x 25 20200
717 19,100 SH x x 28 19100
8,227 219,019 SH x 32 219019
McGrath RentCorp Common Stocks 580589109 16 1,000 SH x x 17 1000
5 300 SH x x 33 300
McGraw-Hill, Inc. Common Stocks 580645109 3,021 66,400 SH x x 4 66400
915 20,100 SH x x 25 20100
5,123 112,597 SH x 32 112597
McLeodUSA, Inc. Common Stocks 582266102 765 9,300 SH x x 25 9300
1,172 13,816 SH x 32 13816
365 4,300 SH x x 33 4300
McMoRan Exploration
Co. Common Stocks 582411104 11 600 SH x x 33 600
Mead Corp. Common Stocks 582834107 173 4,600 SH x x 23 4600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
442 12,600 SH x x 25 12600
21 600 SH x x 28 600
894 25,593 SH x 32 25593
Media General,
Inc. Class A Common Stocks 584404107 364 5,800 SH x x 25 5800
89 1,700 SH x x 26 1700
241 4,599 SH x 32 4599
52 1,000 SH x x 33 1000
MediaOne Group, Inc. Common Stocks 58440J104 19,927 231,800 SH x x 1 231800
10,584 125,500 SH x x 5 125500
16,316 201,800 SH x x 10 201800
3,661 45,200 SH x x 16 45200
10,167 120,100 SH x x 23 120100
2,365 29,200 SH x x 28 29200
80,974 999,682 SH x 32 999682
Media 100, Inc. Common Stocks 58440W105 454 9,023 SH x x 16 9023
953 27,333 SH x 32 27333
Medical Assurance,
Inc. Common Stocks 58449U100 206 10,800 SH x x 9 10800
3 150 SH x x 17 150
246 12,880 SH x 32 12880
Medicis
Pharmaceutical
Corp. Class A. Common Stocks 584690309 429 7,383 SH x x 16 7383
250 6,300 SH x x 25 6300
964 24,100 SH x 32 24100
112 2,800 SH x x 33 2800
MedImmune, Inc. Common Stocks 584699102 2,382 13,676 SH x x 7 13676
523 3,000 SH x x 10 3000
13 77 SH x x 16 77
5,173 29,700 SH x x 20 29700
1,237 7,200 SH x x 25 7200
14,989 86,080 SH x 32 86080
819 4,700 SH x x 33 4700
4,334 22,840 SH x x 43 22840
Medquist, Inc. Common Stocks 584949101 289 9,600 SH x x 25 9600
256 9,400 SH x 32 9400
Meditrust Cos. Common Stocks 58501T306 5 2,964 SH x 32 2964
Medtronic, Inc. Common Stocks 585055106 2,282 40,000 SH x x 1 40000
5,912 115,000 SH x x 10 115000
1,075 20,900 SH x x 25 20900
31,266 607,846 SH x 32 607846
3,596 65,800 SH x x 42 65800
8,727 155,740 SH x x 43 155740
MemberWorks, Inc. Common Stocks 586002107 16 400 SH x x 33 400
The Men's Wearhouse,
Inc. Common Stocks 587118100 101 3,400 SH x x 33 3400
Mentor Corp. Common Stocks 587188103 325 12,000 SH x x 9 12000
35 1,300 SH x x 17 1300
278 10,700 SH x x 25 10700
756 28,000 SH x 32 28000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
19 700 SH x x 33 700
Mentor Graphics
Corp. Common Stocks 587200106 2,142 141,600 SH x 32 141600
12 800 SH x x 33 800
Mercantile Bankshare
Corp. Common Stocks 587405101 570 18,700 SH x x 9 18700
642 21,100 SH x x 10 21100
85 2,800 SH x x 26 2800
1,592 52,100 SH x 32 52100
139 4,600 SH x x 38 4600
Merck & Co., Inc. Common Stocks 589331107 3,933 63,300 SH x x 7 63300
13,842 211,490 SH x x 9 211490
3,188 51,300 SH x x 10 51300
17,082 272,154 SH x x 23 272154
7,088 144,500 SH x x 25 144500
41,425 666,798 SH x 32 666798
2,880 43,600 SH x x 42 43600
Mercury Computer
Systems, Inc. New Common Stocks 589378108 166 3,500 SH x x 25 3500
205 4,200 SH x 32 4200
83 1,700 SH x x 33 1700
Mercury General Corp. Common Stocks 589400100 876 29,700 SH x x 9 29700
280 9,500 SH x x 10 9500
1,103 37,400 SH x 32 37400
Mercury Interactive
Corp. Common Stocks 589405109 943 11,200 SH x x 9 11200
4,046 52,000 SH x x 11 52000
4,716 59,600 SH x x 20 59600
480 6,200 SH x x 25 6200
11,547 145,700 SH x 32 145700
617 7,800 SH x x 33 7800
Meredith Corp. Common Stocks 589433101 1,149 41,500 SH x x 4 41500
25 916 SH x 32 916
MeriStar Hospitality
Corp. Common Stocks 58984Y103 3,474 199,200 SH x x 2 199200
687 39,400 SH x 32 39400
40 2,300 SH x x 33 2300
127 6,700 SH x x 38 6700
Meritor Automotive,
Inc. Common Stocks 59000G100 2,237 137,100 SH x x 23 137100
513 32,500 SH x x 25 32500
3,577 226,183 SH x 32 226183
6 400 SH x x 33 400
161 10,400 SH x x 38 10400
Merrill Lynch & Co.,
Inc. Common Stocks 590188108 811 7,000 SH x x 1 7000
259 2,470 SH x x 7 2470
1,376 13,100 SH x x 9 13100
3,062 28,900 SH x x 10 28900
5,713 50,700 SH x x 23 50700
2,930 33,200 SH x x 25 33200
2,751 26,200 SH x x 28 26200
44,780 426,479 SH x 32 426479
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
8,449 73,910 SH x x 43 73910
Mesaba Holdings, Inc. Common Stocks 59066B102 5 400 SH x x 33 400
Metals USA, Inc. Common Stocks 591324108 72 10,900 SH x 32 10900
8 1,200 SH x x 33 1200
2 300 SH x x 38 300
Methode Electronics,
Inc. Class A Common Stocks 591520200 104 2,100 SH x x 25 2100
81 1,600 SH x 32 1600
167 3,300 SH x x 33 3300
Metricom, Inc. Common Stocks 591596101 269 5,800 SH x 32 5800
35 900 SH x x 38 900
Metris Companies,
Inc. Common Stocks 591598107 832 20,500 SH x x 9 20500
683 12,098 SH x x 16 12098
1,981 50,950 SH x x 20 50950
1,683 40,300 SH x x 22 40300
347 8,900 SH x x 25 8900
5,013 128,959 SH x 32 128959
47 1,200 SH x x 33 1200
Metro-Goldwyn-Mayer,
Inc. Common Stocks 591610100 1,252 49,200 SH x x 7 49200
798 31,372 SH x 32 31372
Metromedia Fiber
Network,
Inc. Class A Common Stocks 591689104 13,596 140,614 SH x 32 140614
329 3,400 SH x x 33 3400
6,162 59,900 SH x x 42 59900
Mettler-Toledo
International,
Inc. Common Stocks 592688105 888 20,300 SH x x 9 20300
721 17,600 SH x 32 17600
180 4,400 SH x x 33 4400
Miami Computer
Supply Corp. NPV Common Stocks 593261100 753 24,000 SH x 32 24000
16 500 SH x x 33 500
Michael Foods, Inc. Common Stocks 594079105 209 10,000 SH x x 9 10000
193 9,200 SH x 32 9200
13 600 SH x x 33 600
Michaels Stores, Inc. Common Stocks 594087108 2,732 65,700 SH x x 9 65700
1,123 27,600 SH x x 20 27600
1,690 39,500 SH x x 22 39500
465 10,000 SH x x 25 10000
10,322 253,300 SH x 32 253300
61 1,500 SH x x 33 1500
Micrel, Inc. NPV Common Stocks 594793101 3,008 32,000 SH x x 11 32000
299 3,200 SH x x 25 3200
4,589 47,800 SH x 32 47800
254 2,660 SH x x 33 2660
MICROS Systems, Inc. Common Stocks 594901100 391 5,600 SH x x 25 5600
302 4,800 SH x 32 4800
126 2,000 SH x x 33 2000
Microsoft Corp. Common Stocks 594918104 20,353 189,200 SH x x 1 189200
17,588 164,952 SH x x 7 164952
26,419 231,920 SH x x 9 231920
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
73,850 708,300 SH x x 10 708300
11,686 109,600 SH x x 16 109600
17,337 162,600 SH x x 23 162600
2,069 61,200 SH x x 25 61200
8,391 78,700 SH x x 29 78700
137,872 1,297,615 SH x 32 1297615
12,328 108,800 SH x x 42 108800
MicroStrategy, Inc. Common Stocks 594972101 593 7,200 SH x x 25 7200
740 8,500 SH x 32 8500
622 7,150 SH x x 33 7150
Microchip Technology,
Inc. Common Stocks 595017104 3,449 52,500 SH x x 20 52500
4,740 71,800 SH x x 23 71800
654 10,000 SH x x 25 10000
99 1,500 SH x x 26 1500
4,175 63,492 SH x 32 63492
542 8,250 SH x x 33 8250
Micromuse, Inc. Common Stocks 595094103 3,681 27,400 SH x x 11 27400
323 2,400 SH x x 25 2400
4,858 35,000 SH x 32 35000
513 3,700 SH x x 33 3700
Micron Electronics,
Inc. Common Stocks 595100108 17 1,200 SH x x 33 1200
Micron Technology,
Inc. Common Stocks 595112103 363 3,000 SH x x 1 3000
907 7,200 SH x x 10 7200
2,464 18,200 SH x x 23 18200
76 600 SH x x 25 600
1,121 8,900 SH x x 28 8900
20,536 162,981 SH x 32 162981
5,329 38,470 SH x x 43 38470
Mid-America
Apartment
Communties, Inc. Common Stocks 59522J103 232 7,100 SH x x 25 7100
59 2,600 SH x 32 2600
14 600 SH x x 38 600
Mid Atlantic
Medical Services,
Inc. Common Stocks 59523C107 38 4,100 SH x x 17 4100
12 1,300 SH x x 33 1300
S&P Mid-Cap 400
Depository Receipts Common Stocks 595635103 1,433 15,700 SH x x 33 15700
MidAmerica Bancorp
NPV Common Stocks 595915109 10 400 SH x x 33 400
Midland Co. Common Stocks 597486109 26 1,100 SH x x 17 1100
Midwest Express
Holdings, Inc. Common Stocks 597911106 320 12,500 SH x x 9 12500
379 14,800 SH x 32 14800
15 600 SH x x 33 600
Midway Games, Inc. Common Stocks 598148104 27 2,000 SH x x 17 2000
162 12,700 SH x x 25 12700
204 15,400 SH x 32 15400
24 1,800 SH x x 33 1800
Milacron, Inc. Common Stocks 598709103 114 7,900 SH x x 10 7900
2,656 183,950 SH x 32 183950
Millennium
Pharmaceuticals,
Inc. Common Stocks 599902103 356 2,700 SH x x 25 2700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
455 3,500 SH x 32 3500
277 2,100 SH x x 33 2100
Millennium
Chemicals, Inc. Common Stocks 599903101 1,436 71,800 SH x x 9 71800
81 2,800 SH x x 25 2800
496 24,800 SH x x 28 24800
2,668 133,410 SH x 32 133410
Miller (Herman),
Inc. Common Stocks 600544100 257 9,200 SH x x 23 9200
54 1,929 SH x 32 1929
70 2,500 SH x x 33 2500
Miller Industries,
Inc. Common Stocks 600551105 28 7,400 SH x x 17 7400
Millipore Corp. Common Stocks 601073109 175 3,100 SH x x 25 3100
260 4,600 SH x 32 4600
181 3,200 SH x x 33 3200
Minerals
Technologies, Inc. Common Stocks 603158106 343 7,700 SH x x 9 7700
2,795 62,500 SH x x 11 62500
3,676 82,500 SH x 32 82500
71 1,600 SH x x 33 1600
MiniMed, Inc. Common Stocks 60365K108 4,393 34,100 SH x x 20 34100
434 3,400 SH x x 25 3400
4,142 31,985 SH x 32 31985
Minnesota Mining
& Manufacturing Co. Common Stocks 604059105 2,859 32,279 SH x x 7 32279
21,948 242,000 SH x x 23 242000
3,746 48,200 SH x x 25 48200
2,619 29,570 SH x x 28 29570
28,871 325,998 SH x 32 325998
Minnesota Power, Inc. Common Stocks 604110106 818 49,200 SH x x 9 49200
101 6,100 SH x x 26 6100
937 56,362 SH x 32 56362
60 3,600 SH x x 33 3600
MIPS Technologies,
Inc. Common Stocks 604567107 95 1,700 SH x x 33 1700
Mirage Resorts, Inc. Common Stocks 60462E104 2,554 131,700 SH x x 10 131700
592 29,400 SH x x 23 29400
701 36,172 SH x 32 36172
Mississippi
Chemical Corp. Common Stocks 605288208 125 18,300 SH x x 9 18300
117 17,200 SH x 32 17200
Mississippi Valley
Bancshares, Inc. Common Stocks 605720101 5 200 SH x x 33 200
Mitchell Energy &
Development Corp.
Class A Common Stocks 606592202 116 5,300 SH x x 17 5300
90 4,100 SH x 32 4100
Mitchell Energy &
Development Corp. Common Stocks 606592301 191 8,700 SH x x 9 8700
163 7,400 SH x 32 7400
606711100 922 37,544 SH x 32 37544
606711109 80,000 SH x x 28 80000
Modine Manufacturing
Co. Common Stocks 607828100 96 3,800 SH x x 10 3800
Modis Professional
Services, Inc. Common Stocks 607830106 673 54,400 SH x x 9 54400
1,262 102,000 SH x x 20 102000
3,300 266,668 SH x 32 266668
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
47 3,800 SH x x 33 3800
Mohawk Industries,
Inc. Common Stocks 60819010 1,398 62,500 SH x x 9 62500
166 7,400 SH x x 17 7400
1,822 81,435 SH x 32 81435
2 100 SH x x 33 100
Molex, Inc. Common Stocks 608554101 532 8,499 SH x x 23 8499
1,146 19,502 SH x 32 19502
Monaco Coach Corp. Common Stocks 60886R103 261 13,850 SH x x 25 13850
317 16,700 SH x 32 16700
10 500 SH x x 33 500
9 500 SH x x 38 500
Robert Mondavi Corp.
Class A Common Stocks 609200100 279 8,000 SH x x 9 8000
498 9,844 SH x x 16 9844
14 400 SH x x 25 400
671 19,236 SH x 32 19236
14 400 SH x x 33 400
Montana Power Co. Common Stocks 612085100 172 2,682 SH x 32 2682
346 5,400 SH x x 33 5400
MONY Group, Inc.
(The) Common Stocks 615337102 2,018 61,100 SH x x 9 61100
538 16,700 SH x x 25 16700
2,352 72,800 SH x 32 72800
74 2,300 SH x x 33 2300
Moog, Inc. Common Stocks 615394202 192 10,200 SH x x 25 10200
226 12,300 SH x 32 12300
Morgan (J.P.) & Co.,
Inc. Common Stocks 616880100 11,811 86,100 SH x x 5 86100
1,687 12,801 SH x x 7 12801
4,585 32,900 SH x x 9 32900
5,065 36,500 SH x x 23 36500
2,411 21,100 SH x x 25 21100
2,213 16,800 SH x x 28 16800
35,549 269,820 SH x 32 269820
Morgan Keegan, Inc. Common Stocks 617410105 313 17,900 SH x x 9 17900
19 1,100 SH x x 25 1100
355 20,300 SH x 32 20300
18 1,000 SH x x 33 1000
Morgan Stanley
Dean Witter & Co. Common Stocks 617446448 13,175 153,900 SH x x 1 153900
18,107 215,380 SH x x 5 215380
9,231 113,178 SH x x 7 113178
3,964 48,600 SH x x 9 48600
35,529 422,734 SH x x 23 422734
2,944 46,600 SH x x 25 46600
5,412 66,360 SH x x 28 66360
125,323 1,536,531 SH x 32 1536531
7,752 95,040 SH x x 39 95040
3,161 36,500 SH x x 42 36500
Morrison Knudsen
Corp. Common Stocks 61844A109 80 10,800 SH x x 9 10800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,253 169,900 SH x 32 169900
12 1,600 SH x x 33 1600
Morrison Knudsen
Corp. 2003 Warrants Common Stocks 61844A11 1 642 SH x x 25 642
0 145 SH x x 29 145
Motorola, Inc. Common Stocks 620076109 4,607 31,100 SH x x 1 31100
8,352 59,800 SH x x 5 59800
6,655 46,744 SH x x 7 46744
12,259 82,440 SH x x 9 82440
18,245 131,000 SH x x 10 131000
7,304 51,300 SH x x 16 51300
9,407 61,600 SH x x 23 61600
6,193 52,300 SH x x 25 52300
4,150 29,150 SH x x 28 29150
122,505 860,437 SH x 32 860437
1,276 8,965 SH x x 39 8965
4,952 32,700 SH x x 42 32700
10,470 67,510 SH x x 43 67510
Movado Group, Inc. Common Stocks 624580106 19 1,900 SH x x 17 1900
77 7,700 SH x x 25 7700
114 11,300 SH x 32 11300
1 100 SH x x 33 100
Mueller Industries,
Inc. Common Stocks 624756102 480 15,800 SH x x 9 15800
358 10,800 SH x x 25 10800
714 23,500 SH x 32 23500
73 2,400 SH x x 33 2400
40 1,300 SH x x 38 1300
Murphy Oil Corp. Common Stocks 626717102 2,304 38,000 SH x x 22 38000
501 8,100 SH x x 23 8100
382 5,500 SH x x 25 5500
144 2,500 SH x x 26 2500
3,650 63,333 SH x 32 63333
65 1,100 SH x x 38 1100
Musicland Stores
Corp. Common Stocks 62758B109 40 6,300 SH x x 26 6300
6 1,000 SH x x 33 1000
Myers Industries
Inc. Common Stocks 628464109 24 2,000 SH x x 17 2000
10 800 SH x x 33 800
Mylan Laboratories,
Inc. Common Stocks 628530107 135 4,900 SH x x 17 4900
143 5,200 SH x x 26 5200
4,239 154,150 SH x 32 154150
121 4,400 SH x x 33 4400
NBT Bancorp, Inc. Common Stocks 628778102 9 660 SH x x 17 660
41 2,802 SH x 32 2802
3 231 SH x x 38 231
NBTY, Inc. Common Stocks 628782104 696 51,100 SH x x 9 51100
135 9,900 SH x x 17 9900
2,249 157,400 SH x x 22 157400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
784 48,300 SH x x 25 48300
4,184 305,700 SH x 32 305700
37 2,700 SH x x 33 2700
137 8,600 SH x x 38 8600
NCH Corp. Common Stocks 628850109 36 800 SH x 32 800
NCI Building
Systems, Inc. Common Stocks 628852105 228 12,100 SH x x 25 12100
265 14,110 SH x 32 14110
15 800 SH x x 33 800
NCO Group, Inc.
NPV Common Stocks 628858102 259 8,200 SH x x 25 8200
307 9,600 SH x 32 9600
NCR Corp. Common Stocks 62886E108 367 9,147 SH x x 7 9147
382 8,900 SH x x 23 8900
816 20,338 SH x 32 20338
NFO Worldwide,
Inc. Common Stocks 62910N108 15 700 SH x x 33 700
NL Industries,
Inc. Common Stocks 629156407 91 7,000 SH x x 9 7000
157 11,900 SH x x 25 11900
178 13,700 SH x 32 13700
NPC International,
Inc. Common Stocks 629360306 2 300 SH x x 33 300
NTL, Inc. Common Stocks 629407107 4,297 46,300 SH x x 12 46300
298 3,214 SH x 32 3214
381 4,100 SH x x 33 4100
NUI Corp. Common Stocks 629430109 75 2,900 SH x x 17 2900
18 700 SH x 32 700
16 600 SH x x 33 600
NVR, Inc. Common Stocks 62944T105 3,390 59,800 SH x x 22 59800
4,099 75,900 SH x 32 75900
76 1,400 SH x x 33 1400
170 3,100 SH x x 38 3100
Nabisco Holdings
Corp. Class A Common Stocks 629526104 2,739 85,100 SH x x 29 85100
6,672 207,275 SH x 32 207275
Nabors Industries
Inc. Common Stocks 629568106 4,192 108,007 SH x x 4 108007
2,008 52,000 SH x x 11 52000
105 2,700 SH x x 23 2700
359 9,300 SH x x 25 9300
9,184 236,629 SH x 32 236629
74 2,000 SH x x 38 2000
NACCO Industries,
Inc. Class A Common Stocks 629579103 101 2,100 SH x x 17 2100
308 6,200 SH x x 23 6200
834 17,400 SH x 32 17400
50 1,000 SH x x 38 1000
National City
Bancshares, Inc. Common Stocks 635313109 13 700 SH x 32 700
17 900 SH x x 33 900
National City Corp. Common Stocks 635405103 2,659 128,900 SH x x 10 128900
3,205 146,520 SH x x 23 146520
897 43,500 SH x x 28 43500
7,584 367,702 SH x 32 367702
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
National Commerce
Bancorp Common Stocks 635449101 942 51,100 SH x x 9 51100
2,581 140,000 SH x x 20 140000
3,012 162,816 SH x 32 162816
46 2,500 SH x x 33 2500
87 4,700 SH x x 38 4700
National Computer
Systems, Inc. Common Stocks 635519101 94 1,300 SH x x 25 1300
190 3,800 SH x x 33 3800
National Data Corp. Common Stocks 635621105 482 18,400 SH x x 11 18400
802 30,840 SH x 32 30840
29 1,100 SH x x 33 1100
National Discount
Brokers Group,
Inc. New Common Stocks 635646102 189 3,900 SH x x 25 3900
207 4,200 SH x 32 4200
National Fuel
Gas Co. Common Stocks 636180101 111 2,500 SH x x 26 2500
1,606 36,050 SH x 32 36050
85 1,900 SH x x 33 1900
247 5,400 SH x x 38 5400
National Golf
Properties, Inc. Common Stocks 63623G109 11 500 SH x 32 500
4 200 SH x x 38 200
National Health
Investors, Inc. Common Stocks 63633D104 76 6,400 SH x x 17 6400
335 28,100 SH x 32 28100
8 700 SH x x 38 700
National Instruments
Corp. Common Stocks 636518102 3,888 83,175 SH x x 20 83175
338 7,200 SH x x 25 7200
3,451 73,525 SH x 32 73525
140 3,000 SH x x 33 3000
National Penn
Bancshares, Inc.
NPV Common Stocks 637138108 14 700 SH x x 33 700
National R.V.
Holdings, Inc. Common Stocks 637277104 209 12,550 SH x x 25 12550
199 12,600 SH x 32 12600
5 300 SH x x 33 300
National
Semiconductor Corp. Common Stocks 637640103 1,917 31,628 SH x x 7 31628
6,366 105,000 SH x x 9 105000
3,263 54,300 SH x x 10 54300
194 3,200 SH x x 17 3200
3,616 56,800 SH x x 22 56800
10,662 174,100 SH x x 23 174100
1,260 20,700 SH x x 25 20700
546 9,000 SH x x 28 9000
17,973 296,463 SH x 32 296463
349 6,100 SH x x 38 6100
National Service
Industries, Inc. Common Stocks 637657107 1,346 63,900 SH x x 4 63900
25 1,200 SH x x 17 1200
411 19,500 SH x x 28 19500
2,702 128,300 SH x 32 128300
National Steel
Corp. Class B Common Stocks 637844309 194 26,300 SH x x 9 26300
33 4,500 SH x x 17 4500
354 48,700 SH x x 25 48700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
623 84,500 SH x 32 84500
National Western
Life Insurance
Co. Class A Common Stocks 638522102 199 2,500 SH x x 25 2500
219 2,700 SH x 32 2700
NationsRent, Inc. Common Stocks 638588103 2 400 SH x x 33 400
Nationwide Financial
Services, Inc.
Class A Common Stocks 638612101 1,799 61,500 SH x x 11 61500
273 8,700 SH x x 23 8700
536 18,328 SH x 32 18328
Nationwide Health
Properties, Inc. Common Stocks 638620104 8,134 779,300 SH x x 2 779300
111 10,600 SH x x 17 10600
61 5,800 SH x 32 5800
24 2,300 SH x x 33 2300
13 1,200 SH x x 38 1200
Nature's Sunshine
Products, Inc. Common Stocks 639027101 862 102,600 SH x x 22 102600
926 115,700 SH x 32 115700
Nautica Enterprises,
Inc. Common Stocks 639089101 195 16,700 SH x x 25 16700
229 19,500 SH x 32 19500
16 1,400 SH x x 33 1400
Navistar International
Corp. Common Stocks 63934E108 181 4,200 SH x x 23 4200
864 20,000 SH x x 25 20000
84 2,100 SH x x 26 2100
1,179 29,372 SH x 32 29372
NeoMagic Corp. Common Stocks 640497103 4 800 SH x x 33 800
Network Associates,
Inc. Common Stocks 640938106 7,313 227,200 SH x x 20 227200
1,580 46,700 SH x x 22 46700
539 17,200 SH x x 25 17200
8,626 267,474 SH x 32 267474
32 1,400 SH x x 38 1400
Netopia, Inc. Net Common Stocks 64114K104 201 2,900 SH x x 25 2900
252 3,500 SH x 32 3500
Network Appliance,
Inc. Common Stocks 64120L104 943 11,400 SH x x 7 11400
3,288 38,000 SH x x 9 38000
298 3,600 SH x x 10 3600
4,356 53,900 SH x x 11 53900
4,217 51,000 SH x x 20 51000
2,015 23,200 SH x x 22 23200
1,588 19,200 SH x x 23 19200
2,055 25,600 SH x x 25 25600
24,409 294,968 SH x 32 294968
1,323 16,000 SH x x 33 16000
2,469 28,100 SH x x 42 28100
Network Solutions,
Inc. Common Stocks 64121Q102 430 2,800 SH x x 1 2800
5,809 37,800 SH x x 20 37800
1,076 7,000 SH x x 23 7000
394 2,600 SH x x 25 2600
5,227 34,006 SH x 32 34006
123 800 SH x x 33 800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Network Peripherals,
Inc. Common Stocks 64121R100 71 2,100 SH x x 25 2100
96 2,700 SH x 32 2700
Neurocrine Biosciences,
Inc. Common Stocks 64125C109 1,149 49,400 SH x 32 49400
New Century Financial
Corp. Common Stocks 64352D101 284 29,900 SH x x 25 29900
362 36,400 SH x 32 36400
New Century Energies,
Inc. Common Stocks 64352U103 390 12,100 SH x x 23 12100
824 27,410 SH x 32 27410
New England Business
Service, Inc. Common Stocks 643872104 24 1,400 SH x x 26 1400
New Era of Networks,
Inc. Common Stocks 644312100 1,566 41,000 SH x x 11 41000
126 3,300 SH x x 25 3300
2,341 59,633 SH x 32 59633
New Jersey Resources
Corp. Common Stocks 646025106 209 4,900 SH x x 9 4900
462 10,800 SH x 32 10800
38 900 SH x x 33 900
16 400 SH x x 38 400
New Plan Excel
Realty Trust Common Stocks 648053106 29 2,106 SH x 32 2106
59 4,300 SH x x 33 4300
New York Times Co.
Class A Common Stocks 650111107 4,829 108,600 SH x x 5 108600
1,126 26,300 SH x x 10 26300
3,950 92,000 SH x x 16 92000
944 20,500 SH x x 23 20500
567 13,200 SH x x 25 13200
803 18,700 SH x x 28 18700
16,074 374,363 SH x 32 374363
Newbridge Networks
Corp. Common Stocks 650901101 3,857 118,900 SH x x 12 118900
Newfield Exploration
Co. Common Stocks 651290108 99 2,800 SH x x 17 2800
46 1,300 SH x x 33 1300
Newmont Mining Corp. Common Stocks 651639106 1,214 51,500 SH x x 22 51500
1,038 43,100 SH x x 23 43100
500 21,500 SH x x 25 21500
4,617 205,765 SH x 32 205765
98 4,600 SH x x 38 4600
Newport News
Shipbuilding, Inc. Common Stocks 652228107 30 1,000 SH x x 33 1000
News Corp.,
Ltd. - ADR Common Stocks 652487703 16 200 SH x x 19 200
3,264 57,712 SH x 32 57712
Nextel Communications,
Inc. Class A Common Stocks 65332V103 3,731 25,177 SH x x 7 25177
5,959 38,000 SH x x 9 38000
2,421 16,200 SH x x 23 16200
3,127 21,100 SH x x 29 21100
38,282 258,224 SH x 32 258224
3,652 23,200 SH x x 42 23200
7,152 44,340 SH x x 43 44340
Nextlink Communications,
Inc. Class A Common Stocks 65333H707 1,669 13,500 SH x x 7 13500
344 2,600 SH x x 23 2600
62 500 SH x x 25 500
1,038 8,392 SH x 32 8392
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
371 3,000 SH x x 33 3000
Nice Systems,
Ltd. - ADR Common Stocks 653656108 7,457 104,660 SH x 32 104660
542 6,870 SH x x 36 6870
NICOR, Inc. Common Stocks 654086107 866 26,300 SH x x 9 26300
109 3,300 SH x x 17 3300
1,398 42,450 SH x 32 42450
NIKE, Inc. Class B Common Stocks 654106103 8 200 SH x x 10 200
396 10,000 SH x x 25 10000
1,300 32,798 SH x 32 32798
99 Cents Only
Stores NPV Common Stocks 65440K106 89 2,266 SH x x 33 2266
Noble Affiliates,
Inc. Common Stocks 654894104 473 14,400 SH x 32 14400
86 2,700 SH x x 38 2700
Nokia Corp. - ADR Common Stocks 654902204 19,314 88,900 SH x x 1 88900
82,646 380,420 SH x 32 380420
5,562 24,200 SH x x 42 24200
8,805 40,530 SH x x 43 40530
Noble Drilling
Corp. Common Stocks 655042109 957 23,100 SH x x 7 23100
3,981 94,300 SH x x 23 94300
1,483 33,000 SH x x 25 33000
3,562 85,972 SH x 32 85972
122 3,300 SH x x 38 3300
Nordson Corp. Common Stocks 655663102 9 200 SH x x 33 200
Nordstrom, Inc. Common Stocks 655664100 1,075 36,400 SH x x 10 36400
77 2,627 SH x 32 2627
Norfolk Southern
Corp. Common Stocks 655844108 726 50,500 SH x x 10 50500
133 9,230 SH x 32 9230
Norsk Hydro
AS - ADR Common Stocks 656531605 192 3,483 SH x x 19 3483
4 100 SH x 32 100
Nortek, Inc. Common Stocks 656559101 436 18,400 SH x x 25 18400
363 16,400 SH x 32 16400
11 500 SH x x 33 500
Nortel Inversora
SA - ADR NPV Common Stocks 656567401 107 5,200 SH x 32 5200
120 5,300 SH x x 36 5300
North Fork
Bancorp., Inc. Common Stocks 659424105 2,558 143,100 SH x x 4 143100
691 38,600 SH x x 10 38600
1,201 66,150 SH x x 23 66150
2,536 141,863 SH x 32 141863
129 7,200 SH x x 33 7200
235 13,050 SH x x 38 13050
Northeast Utilities Common Stocks 664397106 276 12,000 SH x x 23 12000
931 43,300 SH x x 28 43300
3,192 148,450 SH x 32 148450
Northern States
Power Co. Common Stocks 665772109 1,103 55,400 SH x x 10 55400
75 3,750 SH x 32 3750
Northern Telecom,
Ltd. Common Stocks 665815106 80 800 SH x x 10 800
8,179 65,310 SH x 32 65310
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Northern Trust
Corp. Common Stocks 665859104 899 12,400 SH x x 23 12400
12,373 183,130 SH x 32 183130
4,673 65,100 SH x x 42 65100
Northrop Grumman Corp. Common Stocks 666807102 1,826 34,500 SH x x 7 34500
1,693 29,700 SH x x 9 29700
4,737 87,500 SH x x 23 87500
132 6,800 SH x x 25 6800
498 9,400 SH x x 28 9400
5,628 106,313 SH x 32 106313
Northwest Airlines
Corp. Class A Common Stocks 667280101 2,412 106,900 SH x x 1 106900
88 3,900 SH x x 17 3900
162 7,200 SH x x 25 7200
6,882 304,179 SH x 32 304179
27 1,200 SH x x 33 1200
Northwest Natural
Gas Co. Common Stocks 667655104 113 5,800 SH x x 17 5800
581 29,800 SH x 32 29800
23 1,200 SH x x 33 1200
41 2,000 SH x x 38 2000
Northwestern Corp. Common Stocks 668074107 276 13,400 SH x x 9 13400
101 4,900 SH x x 17 4900
287 13,900 SH x 32 13900
23 1,100 SH x x 33 1100
NOVA Corp. / Georgia Common Stocks 669784100 122 4,200 SH x x 17 4200
216 7,400 SH x x 25 7400
326 11,207 SH x 32 11207
Novell, Inc. Common Stocks 670006105 286 11,500 SH x x 10 11500
232 8,088 SH x 32 8088
Novellus Systems,
Inc. Common Stocks 670008101 2,868 51,100 SH x x 16 51100
1,427 24,200 SH x x 22 24200
680 12,300 SH x x 25 12300
10,233 182,322 SH x 32 182322
438 7,800 SH x x 33 7800
Nu Skin Enterprises,
Inc. Class A Common Stocks 67018T105 158 19,900 SH x x 25 19900
197 24,780 SH x 32 24780
Nucor Corp. Common Stocks 670346105 6,076 117,900 SH x x 23 117900
250 5,000 SH x x 25 5000
902 18,030 SH x x 28 18030
3,500 70,000 SH x x 29 70000
17,468 349,368 SH x 32 349368
Nuevo Energy Co. Common Stocks 670509108 628 29,200 SH x x 9 29200
576 26,800 SH x 32 26800
17 800 SH x x 33 800
O'Charleys, Inc. Common Stocks 670823103 22 1,700 SH x x 17 1700
3 200 SH x x 33 200
OEA, Inc. Common Stocks 670826106 34 3,500 SH x 32 3500
14 1,400 SH x x 38 1400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OGE Energy Corp. Common Stocks 670837103 838 43,700 SH x x 9 43700
767 39,400 SH x x 23 39400
175 9,100 SH x x 25 9100
90 4,700 SH x x 26 4700
3,005 156,600 SH x 32 156600
314 15,770 SH x x 38 15770
OM Group Common Stocks 670872100 1,292 28,400 SH x x 9 28400
1,260 27,700 SH x 32 27700
55 1,200 SH x x 33 1200
Oakley, Inc. Common Stocks 673662102 336 31,600 SH x x 9 31600
10 900 SH x x 33 900
Occidental Petroleum
Corp. Common Stocks 674599105 2,243 108,100 SH x x 7 108100
2,613 121,200 SH x x 9 121200
1,440 64,700 SH x x 23 64700
214 10,300 SH x x 25 10300
1,440 69,380 SH x x 28 69380
8,708 419,682 SH x 32 419682
Oceaneering
International, Inc. Common Stocks 675232102 98 5,200 SH x x 17 5200
17 900 SH x x 33 900
Octel Corp. Common Stocks 675727101 179 18,400 SH x x 25 18400
215 22,000 SH x 32 22000
Ocular Sciences,
Inc. Common Stocks 675744106 221 14,200 SH x x 25 14200
272 17,300 SH x 32 17300
Ocwen Financial
Corp. Common Stocks 675746101 123 16,200 SH x x 10 16200
Office Depot, Inc. Common Stocks 676220106 1,809 154,700 SH x x 23 154700
4,251 367,689 SH x 32 367689
OfficeMax, Inc. Common Stocks 67622M108 34 5,200 SH x x 33 5200
Offshore Logistics,
Inc. Common Stocks 676255102 1,334 95,700 SH x x 4 95700
3,062 220,700 SH x 32 220700
Ogden Corp. Common Stocks 676346109 41 3,400 SH x x 26 3400
6 500 SH x x 33 500
Ohio Casualty Corp. Common Stocks 677240103 958 53,600 SH x 32 53600
Old Kent Financial
Corp. Common Stocks 679833103 385 11,100 SH x x 23 11100
816 25,240 SH x 32 25240
Old National Bancorp Common Stocks 680033107 145 4,398 SH x x 9 4398
94 2,854 SH x 32 2854
79 2,385 SH x x 33 2385
1 20 SH x x 38 20
Old Republic
International Corp. Common Stocks 680223104 2,785 196,490 SH x x 9 196490
711 51,700 SH x x 28 51700
4,623 336,215 SH x 32 336215
Olin Corp. Common Stocks 680665205 1,466 82,600 SH x x 9 82600
166 8,700 SH x x 23 8700
16 900 SH x x 25 900
1,789 100,800 SH x 32 100800
40 2,200 SH x x 38 2200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Omnicare, Inc. Common Stocks 681904108 2,172 180,040 SH x 32 180040
Omnicom Group, Inc. Common Stocks 681919106 7,270 74,370 SH x x 9 74370
685 7,335 SH x x 25 7335
20,331 217,586 SH x 32 217586
6,631 65,950 SH x x 43 65950
Omega Healthcare
Investors Common Stocks 681936100 21 3,300 SH x x 17 3300
64 10,100 SH x 32 10100
2 300 SH x x 38 300
Omega Financial Corp. Common Stocks 682092101 7 300 SH x x 33 300
On Assignment, Inc. Common Stocks 682159108 4,039 97,200 SH x x 11 97200
6,975 155,000 SH x 32 155000
88 2,000 SH x x 33 2000
On Command Corp. Common Stocks 682160106 13 600 SH x x 38 600
One Valley Bancorp
of West Virginia, Inc. Common Stocks 682419106 55 1,600 SH x x 33 1600
ONEOK, Inc. Common Stocks 682680103 733 29,300 SH x x 9 29300
88 3,500 SH x x 17 3500
164 6,100 SH x x 23 6100
40 1,600 SH x x 28 1600
1,683 67,300 SH x 32 67300
86 3,360 SH x x 38 3360
Open Market, Inc. Common Stocks 68370M100 85 3,500 SH x x 25 3500
108 4,200 SH x 32 4200
28 1,100 SH x x 33 1100
Vimpel-Communications
- ADR Common Stocks 68370R109 949 22,429 SH x 32 22429
293 6,913 SH x x 34 6913
533 12,600 SH x x 35 12600
Optical Cable Corp.
New NPV Common Stocks 683827109 313 7,070 SH x x 16 7070
85 2,800 SH x x 25 2800
590 19,179 SH x 32 19179
Oracle Systems Corp. Common Stocks 68389X105 11,957 144,300 SH x x 1 144300
9,065 116,220 SH x x 7 116220
21,060 259,940 SH x x 9 259940
16,587 213,600 SH x x 10 213600
4,189 53,700 SH x x 16 53700
26,502 339,000 SH x x 23 339000
858 32,500 SH x x 25 32500
134,881 1,727,860 SH x 32 1727860
12,267 157,267 SH x x 39 157267
5,744 69,300 SH x x 42 69300
14,250 166,970 SH x x 43 166970
Oregon Steel
Mills, Inc. Common Stocks 686079104 18 4,600 SH x x 17 4600
47 12,100 SH x 32 12100
13 3,700 SH x x 38 3700
O'Reilly Automotive,
Inc. Common Stocks 686091109 16 1,100 SH x x 33 1100
Oriental Financial
Group, Inc. Common Stocks 68618W100 8 400 SH x x 33 400
Ortel Corp. Common Stocks 68749W102 2,888 15,400 SH x x 20 15400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,290 12,200 SH x 32 12200
Orthodontic Centers
of America, Inc. Common Stocks 68750P103 1,326 70,700 SH x 32 70700
Oshkosh B' Gosh,
Inc. Class A Common Stocks 688222207 1,246 66,200 SH x x 22 66200
41 2,300 SH x x 26 2300
1,321 73,400 SH x 32 73400
7 400 SH x x 33 400
Oshkosh Truck Corp.
Class B Common Stocks 688239201 1,590 51,200 SH x 32 51200
Otter Tail Power
Co. Common Stocks 689648103 20 1,000 SH x x 33 1000
Outback Steakhouse,
Inc. Common Stocks 689899102 266 8,300 SH x x 9 8300
2,238 69,800 SH x x 20 69800
3,793 118,311 SH x 32 118311
61 1,900 SH x x 33 1900
Overseas Shipholding
Group, Inc. Common Stocks 690368105 28 1,200 SH x x 33 1200
Owens & Minor, Inc.,
Holding Co. Common Stocks 690732102 23 2,200 SH x x 17 2200
15 1,400 SH x x 33 1400
Owens Corning Common Stocks 69073F103 161 8,300 SH x x 10 8300
2,042 105,400 SH x x 16 105400
5,540 285,946 SH x 32 285946
Owens-Illinois,
Inc. Common Stocks 690768403 62 3,679 SH x 32 3679
Oxford Health
Plans, Inc. Common Stocks 691471106 2,454 161,600 SH x x 20 161600
1,414 88,700 SH x x 22 88700
3,460 226,914 SH x 32 226914
Oxford Industries,
Inc. Common Stocks 691497309 286 15,900 SH x x 25 15900
401 22,100 SH x 32 22100
P-COM, Inc. Common Stocks 693262107 1,835 99,200 SH x 32 99200
13 1,200 SH x x 38 1200
Peco Energy Co. Common Stocks 693304107 1,210 30,600 SH x x 23 30600
933 25,300 SH x x 25 25300
774 21,000 SH x x 28 21000
4,487 121,677 SH x 32 121677
PG&E Corp. Common Stocks 69331C108 1,404 62,380 SH x x 9 62380
1,814 86,000 SH x x 10 86000
6,719 307,600 SH x x 23 307600
1,256 59,800 SH x x 28 59800
11,749 559,457 SH x 32 559457
PFF Bancorp, Inc. Common Stocks 69331W104 99 6,400 SH x x 9 6400
63 4,100 SH x x 17 4100
211 13,700 SH x x 25 13700
299 19,300 SH x 32 19300
9 600 SH x x 33 600
P.F. Chang's China
Bistro, Inc. New Common Stocks 69333Y108 485 14,700 SH x x 9 14700
308 9,300 SH x 32 9300
PMC - Sierra, Inc. Common Stocks 69344F106 2,169 10,300 SH x x 1 10300
3,520 16,200 SH x x 9 16200
7,644 38,500 SH x x 11 38500
7,045 34,600 SH x x 23 34600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,317 11,800 SH x x 25 11800
44,301 217,494 SH x 32 217494
2,342 11,500 SH x x 33 11500
7,469 34,600 SH x x 42 34600
PMI Group, Inc.
(The) Common Stocks 69344M101 223 4,700 SH x x 9 4700
204 4,300 SH x x 17 4300
2,272 47,900 SH x x 20 47900
3,752 78,650 SH x x 23 78650
1,894 49,350 SH x x 25 49350
76 1,600 SH x x 26 1600
5,937 125,150 SH x 32 125150
71 1,500 SH x x 33 1500
298 6,200 SH x x 38 6200
PNC Bank Corp. Common Stocks 693475105 6,769 143,527 SH x x 5 143527
3,937 87,360 SH x x 9 87360
3,208 71,000 SH x x 10 71000
9,199 197,855 SH x x 23 197855
1,027 25,600 SH x x 25 25600
1,072 23,800 SH x x 28 23800
26,452 587,018 SH x 32 587018
PP&L Resources, Inc. Common Stocks 693499105 86 3,800 SH x x 10 3800
PPG Industries, Inc. Common Stocks 693506107 905 17,300 SH x x 9 17300
802 15,200 SH x x 10 15200
1,441 25,700 SH x x 23 25700
544 10,400 SH x x 25 10400
241 4,600 SH x x 28 4600
4,180 79,908 SH x 32 79908
PRI Automation, Inc. Common Stocks 69357H106 37 600 SH x x 33 600
PS Business Parks, Inc. Common Stocks 69360J107 3,859 189,400 SH x x 2 189400
65 3,200 SH x 32 3200
24 1,200 SH x x 33 1200
18 800 SH x x 38 800
PSS World Medical, Inc. Common Stocks 69366A100 16 2,400 SH x x 33 2400
PACCAR, Inc. Common Stocks 693718108 655 13,130 SH x x 9 13130
1,180 23,800 SH x x 10 23800
176 3,300 SH x x 23 3300
374 23,400 SH x x 25 23400
1,364 27,278 SH x 32 27278
Pacific Century
Financial Corp. Common Stocks 694058108 1,022 50,300 SH x x 9 50300
319 15,700 SH x x 10 15700
1,668 82,100 SH x 32 82100
68 3,300 SH x x 38 3300
Pacific Gateway
Exchange, Inc. Common Stocks 694327107 6 400 SH x x 33 400
Pacific Gulf
Properties, Inc. Common Stocks 694396102 57 2,900 SH x x 17 2900
337 17,100 SH x x 25 17100
453 23,100 SH x 32 23100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
18 900 SH x x 33 900
12 600 SH x x 38 600
Pacific Sunwear of
California Common Stocks 694873100 396 10,300 SH x x 9 10300
5,093 132,500 SH x x 20 132500
23 600 SH x x 25 600
5,341 138,725 SH x 32 138725
161 4,200 SH x x 33 4200
PacifiCare Health
Systems, Inc. Common Stocks 695112102 2,716 50,800 SH x x 9 50800
3,922 77,600 SH x x 23 77600
90 6,400 SH x x 25 6400
3,720 74,595 SH x 32 74595
Paging Network, Inc. Common Stocks 695542100 12 4,800 SH x x 17 4800
Paine Webber Group,
Inc. Common Stocks 695629105 590 13,400 SH x x 9 13400
1,007 22,700 SH x x 10 22700
915 19,400 SH x x 23 19400
616 24,000 SH x x 25 24000
708 16,100 SH x x 28 16100
3,848 87,452 SH x 32 87452
PairGain Technologies,
Inc. Common Stocks 695934109 145 7,700 SH x x 25 7700
904 48,400 SH x 32 48400
Pall Corp. Common Stocks 696429307 365 16,256 SH x x 7 16256
1,916 85,400 SH x x 9 85400
282 11,700 SH x x 23 11700
591 26,300 SH x x 25 26300
2,158 96,166 SH x 32 96166
PanAmSat Corp. Common Stocks 697933109 321 6,100 SH x x 23 6100
664 13,528 SH x 32 13528
Pan Pacific Retail
Properties, Inc. Common Stocks 69806L104 94 3,500 SH x x 25 3500
18 1,000 SH x 32 1000
Papa Johns
International, Inc. Common Stocks 698813102 23 700 SH x x 33 700
Parametric Technology
Corp. Common Stocks 699173100 1,567 85,600 SH x x 10 85600
434 21,700 SH x x 25 21700
681 32,349 SH x 32 32349
Parexel International
Corp. Common Stocks 699462107 8 800 SH x x 33 800
Park Electrochemical
Corp. Common Stocks 700416209 368 15,000 SH x x 9 15000
51 2,100 SH x x 17 2100
68 1,900 SH x x 25 1900
12 500 SH x x 26 500
282 11,500 SH x 32 11500
12 500 SH x x 33 500
Parker-Hannifin
Corp. Common Stocks 701094104 872 19,720 SH x x 9 19720
1,253 28,300 SH x x 23 28300
1,012 34,400 SH x x 25 34400
4,361 105,554 SH x 32 105554
Parkway Properties,
Inc. Common Stocks 70159Q104 97 3,300 SH x x 17 3300
29 1,000 SH x 32 1000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
15 500 SH x x 33 500
12 400 SH x x 38 400
Patterson Dental
Co. Common Stocks 703412106 181 4,000 SH x x 25 4000
654 17,100 SH x 32 17100
31 800 SH x x 33 800
Patterson Energy,
Inc. Common Stocks 703414102 321 10,300 SH x x 25 10300
972 30,600 SH x 32 30600
72 2,700 SH x x 38 2700
Paxar Corp. Common Stocks 704227107 405 41,800 SH x x 25 41800
485 50,400 SH x 32 50400
20 2,100 SH x x 33 2100
Paxson Communications
Corp. Common Stocks 704231109 7 900 SH x x 33 900
Paychex, Inc. Common Stocks 704326107 4 79 SH x x 7 79
1,397 26,700 SH x x 9 26700
4,295 82,000 SH x x 11 82000
47 900 SH x x 25 900
11,779 224,900 SH x 32 224900
2,667 48,000 SH x x 42 48000
Payless ShoeSource,
Inc. Common Stocks 704379106 483 9,300 SH x x 9 9300
73 1,400 SH x x 17 1400
1,681 31,600 SH x x 23 31600
113 1,500 SH x x 25 1500
3,047 58,670 SH x 32 58670
83 1,600 SH x x 33 1600
126 2,300 SH x x 38 2300
Pediatrix Medical
Group Common Stocks 705324101 69 0 SH x x 11
57 7,900 SH x 32 7900
Pegasystems, Inc. Common Stocks 705573103 7 600 SH x x 25 600
Pegasus Communication
Corp. Class A Common Stocks 705904100 141 1,000 SH x x 33 1000
Pegasus Systems, Inc. Common Stocks 705906105 117 7,400 SH x x 25 7400
139 8,800 SH x 32 8800
Penn Treaty American
Corp. Common Stocks 707874103 72 4,300 SH x x 9 4300
222 13,500 SH x x 25 13500
414 24,800 SH x 32 24800
JC Penney & Co., Inc. Common Stocks 708160106 83 5,548 SH x x 7 5548
1,892 121,990 SH x x 9 121990
512 34,500 SH x x 10 34500
1,582 106,365 SH x 32 106365
Pennsylvania Real
Estate Investment
Trust Common Stocks 709102107 60 3,700 SH x x 17 3700
21 1,300 SH x 32 1300
Pennzoil-Quaker
State Co. Common Stocks 709323109 1,937 185,606 SH x 32 185606
40 3,800 SH x x 33 3800
Pentair, Inc. Common Stocks 709631105 1,379 37,200 SH x x 7 37200
26 700 SH x x 9 700
2,718 73,342 SH x 32 73342
Penton Media, Inc. Common Stocks 709668107 3,010 115,778 SH x x 4 115778
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
People's Bank Common Stocks 710198102 145 7,000 SH x x 9 7000
142 6,774 SH x 32 6774
Peoples Energy Corp. Common Stocks 711030106 829 30,200 SH x x 9 30200
1,228 44,769 SH x 32 44769
42 1,400 SH x x 38 1400
Peoples Heritage
Financial Group Common Stocks 711147108 2,018 134,500 SH x x 4 134500
600 40,004 SH x x 9 40004
2,285 154,600 SH x x 10 154600
215 14,300 SH x x 17 14300
3,372 224,771 SH x 32 224771
23 1,600 SH x x 38 1600
PeopleSoft, Inc. Common Stocks 712713106 1,017 51,100 SH x x 10 51100
155 7,200 SH x x 23 7200
378 18,905 SH x 32 18905
PepsiCo, Inc. Common Stocks 713448108 6,162 178,300 SH x x 7 178300
9,196 251,860 SH x x 9 251860
332 9,600 SH x x 10 9600
5,364 155,200 SH x x 16 155200
4,545 128,100 SH x x 23 128100
2,070 59,900 SH x x 25 59900
46,597 1,348,182 SH x 32 1348182
7,708 201,720 SH x x 43 201720
Peregrine Systems,
Inc. Common Stocks 71366Q101 320 5,000 SH x x 25 5000
402 6,000 SH x 32 6000
376 5,600 SH x x 33 5600
Performance Food
Group Co. Common Stocks 713755106 184 8,400 SH x x 9 8400
42 1,900 SH x x 26 1900
138 6,300 SH x 32 6300
11 500 SH x x 33 500
Perrigo Co. Common Stocks 714290103 235 30,900 SH x x 9 30900
95 12,500 SH x x 17 12500
1,168 147,000 SH x x 22 147000
151 18,500 SH x x 23 18500
281 37,200 SH x x 25 37200
2,025 266,700 SH x 32 266700
Personnel Group of
America, Inc. Common Stocks 715338109 265 37,100 SH x x 25 37100
169 27,600 SH x 32 27600
7 1,100 SH x x 33 1100
PT Indosat (Persero)
Tbk - ADR Common Stocks 715680104 272 15,800 SH x x 28 15800
Perusahaan Persero
Telekom - ADR Common Stocks 715684106 310 32,616 SH x x 28 32616
544 57,640 SH x 32 57640
566 53,772 SH x x 36 53772
Petco Animal Supplies,
Inc. Common Stocks 716016100 638 53,700 SH x x 9 53700
62 5,200 SH x x 17 5200
163 13,800 SH x x 25 13800
3,327 280,150 SH x 32 280150
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
12 1,000 SH x x 33 1000
15 1,300 SH x x 38 1300
Petroleum Geo-Services
ASA - ADR Common Stocks 716597109 1,444 83,400 SH x x 12 83400
PETsMART, Inc. Common Stocks 716768106 11 3,500 SH x x 33 3500
Pharmacyclics, Inc. Common Stocks 716933106 97 1,800 SH x x 25 1800
111 2,000 SH x 32 2000
Pharmacia & Upjohn,
Inc. Common Stocks 716941109 1,973 33,300 SH x x 1 33300
7,426 125,332 SH x x 7 125332
717 12,100 SH x x 10 12100
4,207 71,000 SH x x 16 71000
5,395 85,400 SH x x 23 85400
942 15,900 SH x x 25 15900
1,612 27,200 SH x x 28 27200
3,745 63,200 SH x x 29 63200
Pfizer, Inc. Common Stocks 717081103 8,860 221,700 SH x x 1 221700
8,585 234,800 SH x x 7 234800
128 3,500 SH x x 9 3500
2,776 75,700 SH x x 10 75700
3,420 92,100 SH x x 23 92100
6,768 236,600 SH x x 25 236600
47,717 1,305,077 SH x 32 1305077
5,926 152,500 SH x x 42 152500
Pharmaceutical Product
Development, Inc. Common Stocks 717124101 10 600 SH x x 33 600
Phelps Dodge Corp. Common Stocks 717265102 651 13,700 SH x x 9 13700
874 18,400 SH x x 10 18400
302 5,500 SH x x 25 5500
1,484 31,241 SH x 32 31241
Philadelphia Suburban
Corp. Common Stocks 718009608 27 1,500 SH x x 33 1500
Philip Morris Cos.,
Inc. Common Stocks 718154107 9,781 463,000 SH x x 1 463000
2,817 133,370 SH x x 7 133370
20,058 949,500 SH x x 10 949500
5,030 226,500 SH x x 23 226500
1,270 60,100 SH x x 25 60100
606 28,690 SH x x 28 28690
42,272 2,001,030 SH x 32 2001030
Philippine Long
Distance Telephone
Co. - ADR Common Stocks 718252604 2,514 110,000 SH x x 8 110000
1,305 59,467 SH x 32 59467
127 5,800 SH x x 34 5800
271 11,060 SH x x 36 11060
233 11,000 SH x x 37 11000
Philips International
Realty Corp. Common Stocks 718333107 1,880 113,100 SH x x 24 113100
Phillips Petroleum Co. Common Stocks 718507106 2,414 48,720 SH x x 9 48720
106 2,300 SH x x 10 2300
3,432 69,200 SH x x 23 69200
1,591 34,400 SH x x 25 34400
1,500 32,440 SH x x 28 32440
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
13,040 281,948 SH x 32 281948
Phillips-Van Heusen
Corp. Common Stocks 718592108 112 14,600 SH x x 9 14600
25 3,200 SH x 32 3200
8 1,100 SH x x 33 1100
Phoenix Technologies,
Ltd. Common Stocks 719153108 178 8,700 SH x x 25 8700
298 14,100 SH x 32 14100
11 800 SH x x 38 800
Photon Dynamics,
Inc. Common Stocks 719364101 484 4,840 SH x x 16 4840
758 10,979 SH x 32 10979
Photronics, Inc. Common Stocks 719405102 2,635 77,000 SH x x 11 77000
2,428 69,500 SH x x 20 69500
9,040 256,000 SH x 32 256000
Picturetel Corp. Common Stocks 720035302 3 500 SH x x 38 500
Piedmont Natural
Gas Co., Inc. Common Stocks 720186105 305 11,705 SH x x 9 11705
323 12,400 SH x 32 12400
39 1,500 SH x x 33 1500
33 1,200 SH x x 38 1200
Pier 1 Imports, Inc. Common Stocks 720279108 980 95,600 SH x x 9 95600
1,043 101,800 SH x 32 101800
85 8,300 SH x x 33 8300
Pilgrim's Pride Corp. Common Stocks 721467108 21 3,300 SH x 32 3300
3 400 SH x x 33 400
Pinnacle Systems,
Inc. NPV Common Stocks 723481107 653 13,535 SH x x 16 13535
932 28,043 SH x 32 28043
160 4,800 SH x x 33 4800
Pinnacle Wes
Capital Corp. Common Stocks 723484101 1,576 55,900 SH x x 9 55900
3,213 112,300 SH x x 10 112300
217 7,700 SH x x 17 7700
1,941 64,600 SH x x 23 64600
2,446 82,400 SH x x 25 82400
10,986 389,746 SH x 32 389746
579 18,700 SH x x 38 18700
Pioneer Group, Inc. Common Stocks 723684106 19 800 SH x x 33 800
Pioneer Natural
Resources Co. Common Stocks 723787107 75 7,047 SH x x 7 7047
275 24,100 SH x x 23 24100
52 3,400 SH x x 25 3400
728 68,500 SH x 32 68500
52 4,900 SH x x 33 4900
Pioneer-Standard
Electronics, Inc. Common Stocks 723877106 349 21,200 SH x x 25 21200
57 3,600 SH x x 26 3600
488 31,000 SH x 32 31000
20 1,300 SH x x 33 1300
Pitney Bowes, Inc. Common Stocks 724479100 358 8,000 SH x x 25 8000
1,043 23,349 SH x 32 23349
Pitt-Des Moines, Inc. Common Stocks 724508106 23 1,000 SH x x 25 1000
Pittston Brink's
Group Common Stocks 725701106 153 8,400 SH x x 23 8400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
751 44,157 SH x 32 44157
39 2,300 SH x x 33 2300
69 4,042 SH x x 38 4042
Pixar, Inc. NPV Common Stocks 725811103 149 3,900 SH x x 23 3900
285 7,973 SH x 32 7973
Plantronics, Inc. Common Stocks 727493108 47 500 SH x x 33 500
Playtex Products,
Inc. Common Stocks 72813P100 1,619 124,500 SH x 32 124500
14 1,100 SH x x 33 1100
Plexus Corp. Common Stocks 729132100 13 200 SH x x 25 200
1,932 29,000 SH x 32 29000
145 2,200 SH x x 33 2200
Pogo Producing Co. Common Stocks 730448107 1,756 58,500 SH x x 22 58500
227 8,000 SH x x 25 8000
2,119 74,200 SH x 32 74200
Pohang Iron & Steel
Co., Ltd. - ADR Common Stocks 730450103 1,718 63,330 SH x 32 63330
470 17,100 SH x x 35 17100
Polaris Industries,
Inc. Common Stocks 731068102 1,024 34,000 SH x x 9 34000
976 32,400 SH x 32 32400
42 1,400 SH x x 33 1400
Polaroid Corp. Common Stocks 731095105 38 1,600 SH x x 28 1600
Policy Management
Systems Corp. Common Stocks 731108106 13 1,100 SH x x 33 1100
Polo Ralph Lauren
Corp. Class A New Common Stocks 731572103 966 51,700 SH x x 4 51700
246 13,300 SH x x 25 13300
323 17,288 SH x 32 17288
49 2,600 SH x x 33 2600
Polycom, Inc. Common Stocks 73172K104 424 3,687 SH x x 16 3687
261 3,300 SH x x 25 3300
1,045 13,192 SH x 32 13192
143 1,800 SH x x 33 1800
Polymer Group, Inc. Common Stocks 731745105 59 4,600 SH x x 17 4600
13 1,000 SH x 32 1000
38 3,000 SH x x 33 3000
8 600 SH x x 38 600
Pomeroy Computer
Resources, Inc. Common Stocks 731822102 202 10,100 SH x x 25 10100
211 11,500 SH x 32 11500
Popular, Inc. Common Stocks 733174106 252 10,600 SH x x 23 10600
555 25,017 SH x 32 25017
Portugal Telecom
SA - ADR Common Stocks 737273102 659 36,500 SH x x 19 36500
Post Properties,
Inc. Common Stocks 737464107 8,004 198,546 SH x x 24 198546
39 977 SH x 32 977
3,761 93,300 SH x x 41 93300
Potlatch Corp. Common Stocks 737628107 980 22,800 SH x x 9 22800
120 2,800 SH x x 17 2800
393 8,500 SH x x 23 8500
112 2,600 SH x x 26 2600
47 1,100 SH x x 28 1100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,501 34,900 SH x 32 34900
Potomac Electric
Power Co. Common Stocks 737679100 127 5,600 SH x x 25 5600
208 9,200 SH x 32 9200
131 5,800 SH x x 33 5800
Power Integrations,
Inc. Common Stocks 739276103 112 4,600 SH x x 25 4600
138 5,500 SH x 32 5500
75 3,000 SH x x 33 3000
Power-One, Inc. Common Stocks 739308104 267 4,400 SH x x 25 4400
320 5,300 SH x 32 5300
Powerwave
Technologies,
Inc. Common Stocks 739363109 2,257 18,200 SH x x 20 18200
246 2,000 SH x x 25 2000
2,113 16,900 SH x 32 16900
236 1,900 SH x x 33 1900
Powertel, Inc. Common Stocks 73936C109 658 9,200 SH x x 9 9200
83 1,200 SH x x 25 1200
671 9,700 SH x 32 9700
145 2,100 SH x x 33 2100
Praxair, Inc. Common Stocks 74005P104 1,266 30,300 SH x x 10 30300
4,379 105,200 SH x x 16 105200
930 20,800 SH x x 23 20800
300 10,800 SH x x 25 10800
328 7,890 SH x x 28 7890
14,782 355,121 SH x 32 355121
Pre-paid Legal
Services, Inc. Common Stocks 740065107 1,755 59,100 SH x x 11 59100
137 4,600 SH x x 25 4600
202 6,800 SH x 32 6800
18 600 SH x x 33 600
Precision Castparts
Corp. Common Stocks 740189105 2,935 80,400 SH x 32 80400
Precision Drilling
Corp. NPV Common Stocks 74022D100 3,334 99,900 SH x 32 99900
Premier Parks, Inc. Common Stocks 740540208 40 1,891 SH x 32 1891
Prentiss Properties
Trust Common Stocks 740706106 154 6,900 SH x x 17 6900
4,016 180,000 SH x x 24 180000
330 14,800 SH x 32 14800
40 1,800 SH x x 33 1800
28 1,200 SH x x 38 1200
2,506 112,300 SH x x 41 112300
Presidential Life
Corp. Common Stocks 740884101 117 8,500 SH x x 9 8500
132 9,600 SH x 32 9600
Presstek, Inc. New Common Stocks 741113104 161 6,900 SH x x 25 6900
188 7,900 SH x 32 7900
Price Communications
Corp. Common Stocks 741437305 2,175 90,000 SH x x 22 90000
410 18,000 SH x x 25 18000
2,705 117,600 SH x 32 117600
113 4,900 SH x x 33 4900
Price (T. Rowe) &
Associates, Inc.
New Common Stocks 741477103 3,559 90,500 SH x x 11 90500
79 2,000 SH x x 28 2000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
4,246 107,503 SH x 32 107503
Prime Retail, Inc. Common Stocks 741570105 27 12,400 SH x x 17 12400
17 7,600 SH x 32 7600
1 600 SH x x 38 600
PRIMEDIA, Inc. Common Stocks 74157K101 114 3,547 SH x 32 3547
58 1,800 SH x x 33 1800
Prime Group
Realty Trust Common Stocks 74158J100 16 1,100 SH x 32 1100
Primex Technologies,
Inc. Common Stocks 741597108 166 7,800 SH x x 9 7800
275 11,600 SH x x 25 11600
347 16,300 SH x 32 16300
Prime Hospitality
Corp. Common Stocks 741917108 17 2,400 SH x x 33 2400
Primus Telecommunications
Group, Inc. Common Stocks 741929103 2,420 50,300 SH x x 11 50300
8,270 160,000 SH x 32 160000
109 2,100 SH x x 33 2100
Pride International,
Inc. NPV Common Stocks 741932107 1,982 86,900 SH x x 20 86900
224 9,800 SH x x 25 9800
1,852 81,200 SH x 32 81200
Priority Healthcare
Corp. Class B Common Stocks 74264T102 1,569 29,900 SH x x 22 29900
284 5,600 SH x x 25 5600
16,209 322,568 SH x 32 322568
4,711 93,989 SH x x 39 93989
Procter & Gamble Co. Common Stocks 742718109 20,030 348,700 SH x x 10 348700
7,587 134,700 SH x x 23 134700
1,969 39,999 SH x x 25 39999
7,448 132,414 SH x 32 132414
Professionals Group,
Inc. NPV Common Stocks 742954100 17 900 SH x x 25 900
14 700 SH x 32 700
Professional
Detailing, Inc. Common Stocks 74312N107 130 5,200 SH x x 25 5200
1,335 53,400 SH x 32 53400
33 1,300 SH x x 33 1300
Profit Recovery Group
International, Inc.
(The) Common Stocks 743168106 1,180 64,000 SH x x 11 64000
202 11,100 SH x x 25 11100
2,091 113,000 SH x 32 113000
81 4,400 SH x x 33 4400
Progress Software
Corp. Common Stocks 743312100 1,727 70,200 SH x x 22 70200
199 8,600 SH x x 25 8600
89 3,800 SH x x 26 3800
3,652 155,800 SH x 32 155800
66 2,800 SH x x 33 2800
Progressive Corp. Common Stocks 743315103 100 1,317 SH x 32 1317
Project Software
& Development, Inc. Common Stocks 74339P101 11 200 SH x x 25 200
57 1,000 SH x 32 1000
ProLogis Trust Common Stocks 743410102 12,208 634,200 SH x x 2 634200
10 500 SH x x 10 500
8,701 452,018 SH x x 24 452018
43 2,213 SH x 32 2213
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Protective Life Corp. Common Stocks 743674103 171 5,400 SH x x 17 5400
419 13,185 SH x 32 13185
79 2,500 SH x x 33 2500
Protein Design Labs,
Inc. Common Stocks 74369L103 127 1,600 SH x x 25 1600
2,425 30,500 SH x 32 30500
87 1,100 SH x x 33 1100
17 200 SH x x 38 200
Provant, Inc. Common Stocks 743724106 2 300 SH x x 33 300
Provident Bankshares
Corp. Common Stocks 743859100 281 17,937 SH x x 9 17937
67 4,300 SH x x 17 4300
234 14,840 SH x 32 14840
19 1,200 SH x x 33 1200
40 2,300 SH x x 38 2300
Provident Financial
Group, Inc. Common Stocks 743866105 160 4,700 SH x x 9 4700
788 24,100 SH x x 10 24100
140 4,100 SH x x 17 4100
1,211 35,600 SH x x 25 35600
729 21,390 SH x 32 21390
34 1,000 SH x x 33 1000
Province Healthcare
Co. New Common Stocks 743977100 4,530 161,800 SH x x 20 161800
3,758 131,300 SH x 32 131300
8 300 SH x x 33 300
Providian Financial
Corp. Common Stocks 74406A102 497 5,742 SH x x 7 5742
160 1,850 SH x x 23 1850
355 4,100 SH x x 25 4100
3,352 38,700 SH x x 29 38700
10,548 121,762 SH x 32 121762
Proxim, Inc. Common Stocks 744284100 468 2,538 SH x x 16 2538
186 1,500 SH x x 25 1500
911 7,615 SH x 32 7615
152 1,200 SH x x 33 1200
PSINet, Inc. Common Stocks 74437C101 5,214 156,800 SH x x 11 156800
175 5,300 SH x x 25 5300
8,612 253,170 SH x 32 253170
Public Service
Co. of New Mexico Common Stocks 744499104 1,539 94,720 SH x x 9 94720
117 7,400 SH x x 17 7400
1,486 88,600 SH x x 25 88600
2,700 171,420 SH x 32 171420
28 1,800 SH x x 33 1800
77 4,700 SH x x 38 4700
Public Service
Enterprise
Group, Inc. Common Stocks 744573106 1,187 37,400 SH x x 9 37400
6,726 221,400 SH x x 23 221400
2,963 124,300 SH x x 25 124300
8,513 287,353 SH x 32 287353
Public Storage, Inc. Common Stocks 74460D109 2,877 137,000 SH x x 2 137000
56 2,300 SH x x 10 2300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
6,517 310,356 SH x x 24 310356
123 5,869 SH x 32 5869
7,661 364,800 SH x x 41 364800
Puget Sound Energy,
Inc. Common Stocks 745332106 995 44,500 SH x x 25 44500
1,150 51,844 SH x 32 51844
Pulte Corp. Common Stocks 745867101 3,465 162,760 SH x x 9 162760
109 5,200 SH x x 17 5200
391 18,600 SH x x 25 18600
33 1,600 SH x x 28 1600
3,600 172,470 SH x 32 172470
Puma Technology, Inc. Common Stocks 745887109 424 5,788 SH x x 16 5788
640 12,642 SH x 32 12642
QLT PhotoTherapeutics,
Inc. NPV Common Stocks 746927102 2,217 40,500 SH x x 11 40500
51 930 SH x x 14 930
2,540 46,400 SH x x 20 46400
159 2,000 SH x x 28 2000
5,832 105,580 SH x 32 105580
QRS Corp. Common Stocks 74726X105 23 300 SH x x 33 300
QLogic Corp. Common Stocks 747277101 4,158 30,700 SH x x 20 30700
1,152 8,100 SH x x 22 8100
1,120 8,600 SH x x 25 8600
6,490 47,900 SH x 32 47900
962 7,100 SH x x 33 7100
Quaker Oats Co. Common Stocks 747402105 3,169 49,610 SH x x 9 49610
3,065 50,200 SH x x 10 50200
3,383 55,800 SH x x 23 55800
133 2,200 SH x x 25 2200
624 10,300 SH x x 28 10300
3,565 58,800 SH x x 29 58800
13,523 223,067 SH x 32 223067
QUALCOMM, Inc. Common Stocks 747525103 44 300 SH x x 1 300
7,012 47,004 SH x x 7 47004
8,011 53,700 SH x x 9 53700
10,817 73,400 SH x x 10 73400
3,014 20,200 SH x x 16 20200
11,231 75,100 SH x x 23 75100
269 6,800 SH x x 25 6800
82,466 552,302 SH x 32 552302
9,541 63,955 SH x x 39 63955
5,026 31,700 SH x x 42 31700
10,455 64,360 SH x x 43 64360
Quanex Corp. Common Stocks 747620102 70 3,900 SH x x 17 3900
110 6,100 SH x 32 6100
13 700 SH x x 33 700
21 1,200 SH x x 38 1200
Quanta Services,
Inc. Common Stocks 74762E102 1,013 15,600 SH x x 9 15600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,857 30,600 SH x x 20 30600
285 4,950 SH x x 25 4950
2,622 43,200 SH x 32 43200
249 4,100 SH x x 33 4100
Quebecor Printing,
Inc. NPV Common Stocks 747922102 14,000 SH x x 28 14000
Queens County
Bancorp Common Stocks 748242104 232 12,997 SH x x 9 12997
139 7,691 SH x 32 7691
34 1,900 SH x x 33 1900
Quest Diagnostics,
Inc. Common Stocks 74834L100 1,006 25,300 SH x x 9 25300
1,361 32,700 SH x x 22 32700
2,544 64,000 SH x 32 64000
80 2,000 SH x x 33 2000
Questar Corp. Common Stocks 748356102 1,457 78,500 SH x x 9 78500
141 7,600 SH x x 17 7600
199 10,000 SH x x 23 10000
1,834 98,799 SH x 32 98799
23 1,200 SH x x 38 1200
Quicksilver, Inc. Common Stocks 74838C106 54 3,100 SH x x 33 3100
Quilmes Industrial
Quinsa
Societe - ADR Preferred Stocks74838Y108 3,086 283,300 SH x x 8 283300
1,727 164,500 SH x 32 164500
250 21,650 SH x x 36 21650
Quinenco SA Common Stocks 748718103 2,890 248,900 SH x x 8 248900
225 20,000 SH x x 28 20000
619 55,000 SH x 32 55000
392 31,200 SH x x 36 31200
Quintiles
Transnational
Corp. New Common Stocks 748767100 47 2,773 SH x 32 2773
Quorum Health Group,
Inc. Common Stocks 749084109 35 3,500 SH x x 33 3500
Qwest Communications
International, Inc. Common Stocks 749121109 142 2,927 SH x 32 2927
184 3,800 SH x x 33 3800
R&B Falcon Corp. Common Stocks 74912E101 420 21,400 SH x x 10 21400
624 31,700 SH x x 28 31700
1,839 93,422 SH x 32 93422
RCN Corp. Common Stocks 749361101 3,584 66,600 SH x x 20 66600
2,926 54,305 SH x 32 54305
RFS Hotel Investors,
Inc. Common Stocks 74955J108 179 16,700 SH x x 25 16700
250 23,300 SH x 32 23300
13 1,200 SH x x 33 1200
7 700 SH x x 38 700
R.H. Donnelley Corp. Common Stocks 74955W307 313 18,400 SH x x 9 18400
155 9,100 SH x x 25 9100
510 30,000 SH x 32 30000
RLI Corp. Common Stocks 749607107 147 4,400 SH x x 9 4400
157 4,700 SH x x 25 4700
362 10,800 SH x 32 10800
RPC, Inc. Common Stocks 749660106 59 6,300 SH x x 17 6300
15 1,600 SH x x 25 1600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
17 1,800 SH x 32 1800
RPM, Inc. Common Stocks 749685103 13 1,205 SH x x 7 1205
799 72,600 SH x x 9 72600
468 42,537 SH x 32 42537
58 5,300 SH x x 33 5300
RTI International
Metals Common Stocks 74973W107 1,777 201,600 SH x 32 201600
RF Micro Devices,
Inc. Common Stocks 749941100 1,300 9,700 SH x x 20 9700
822 6,300 SH x x 25 6300
2,227 16,574 SH x 32 16574
590 4,400 SH x x 33 4400
Radiant Systems,
Inc. NPV Common Stocks 75025N102 13 200 SH x x 25 200
RadiSys Corp. Common Stocks 750459109 18 300 SH x x 33 300
Rambus, Inc. Common Stocks 750917106 431 1,500 SH x x 25 1500
652 2,215 SH x 32 2215
Ralcorp Holdings,
Inc. Common Stocks 751028101 20 1,400 SH x x 33 1400
Ralston-Purina
Group Common Stocks 751277302 7,101 259,400 SH x x 7 259400
2,234 76,400 SH x x 23 76400
621 22,700 SH x x 25 22700
443 16,200 SH x x 28 16200
3,712 135,600 SH x x 29 135600
14,970 546,851 SH x 32 546851
RARE Hospitality
International,
Inc. NPV Common Stocks 753820109 227 11,700 SH x x 9 11700
27 1,400 SH x x 17 1400
224 11,100 SH x x 25 11100
35 1,800 SH x x 26 1800
474 24,400 SH x 32 24400
51 2,600 SH x x 33 2600
Rational Software
Corp. Common Stocks 75409P202 1,179 14,700 SH x x 22 14700
742 9,900 SH x x 25 9900
2,352 30,740 SH x 32 30740
596 7,800 SH x x 33 7800
Raymond James
Financial, Inc. Common Stocks 754730109 786 37,900 SH x x 9 37900
452 22,000 SH x x 25 22000
1,471 70,900 SH x 32 70900
6 300 SH x x 33 300
Rayonier, Inc. Common Stocks 754907103 1,721 35,300 SH x x 9 35300
194 3,700 SH x x 23 3700
1,921 39,400 SH x 32 39400
68 1,400 SH x x 33 1400
Rayovac Corp. Common Stocks 755081106 21 900 SH x x 33 900
Raytheon Co.
Class A Common Stocks 755111309 1,104 58,600 SH x x 10 58600
Raytheon Co.
Class B Common Stocks 755111408 2,007 113,060 SH x x 9 113060
282 15,400 SH x x 10 15400
308 16,200 SH x x 23 16200
321 18,100 SH x x 28 18100
3,650 205,645 SH x 32 205645
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Reader's Digest
Association, Inc.
Class A Common Stocks 755267101 226 6,400 SH x x 25 6400
149 4,212 SH x 32 4212
RealNetworks, Inc. Common Stocks 75605L104 1,300 22,800 SH x x 7 22800
2,861 50,200 SH x x 20 50200
251 4,400 SH x x 23 4400
29 500 SH x x 25 500
2,383 41,854 SH x 32 41854
Realty Income Corp. Common Stocks 756109104 65 3,400 SH x 32 3400
16 800 SH x x 38 800
Reckson Associates
Realty Corp. Common Stocks 75621K106 10,251 546,700 SH x x 2 546700
135 7,200 SH x x 17 7200
184 9,800 SH x x 41 9800
Redwood Trust, Inc. Common Stocks 758075402 46 3,100 SH x 32 3100
1 100 SH x x 38 100
Reebok International,
Ltd. Common Stocks 758110100 188 20,300 SH x x 10 20300
166 17,900 SH x x 25 17900
214 23,100 SH x 32 23100
Regal-Beloit Corp. Common Stocks 758750103 18 1,000 SH x x 33 1000
Regis Corp. Common Stocks 758932107 1,146 77,100 SH x x 11 77100
48 3,250 SH x x 26 3250
2,888 195,000 SH x 32 195000
13 900 SH x x 33 900
Regency Realty Corp. Common Stocks 758939102 128 6,500 SH x x 17 6500
3,146 159,300 SH x x 24 159300
89 4,500 SH x 32 4500
34 1,700 SH x x 33 1700
25 1,200 SH x x 38 1200
Regions Financial
Corp. Common Stocks 758940100 2,481 109,100 SH x x 10 109100
712 29,100 SH x x 23 29100
1,460 64,019 SH x 32 64019
Reinsurance Group
Of America Common Stocks 759351109 117 4,900 SH x x 17 4900
207 8,100 SH x x 23 8100
400 16,779 SH x 32 16779
19 800 SH x x 33 800
12 500 SH x x 38 500
Reliance Steel &
Aluminum Co. Common Stocks 759509102 22 1,000 SH x x 9 1000
355 15,100 SH x x 25 15100
524 23,400 SH x 32 23400
20 900 SH x x 33 900
40 1,715 SH x x 38 1715
Reliastar Financial
Corp. Common Stocks 75952U103 1,890 55,800 SH x x 9 55800
244 7,200 SH x x 17 7200
349 10,400 SH x x 25 10400
1,420 41,929 SH x 32 41929
REMEC, Inc. Common Stocks 759543101 7 200 SH x x 38 200
Remedy Corp. Common Stocks 759548100 413 6,799 SH x x 16 6799
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,317 31,500 SH x x 20 31500
184 4,400 SH x x 25 4400
105 2,500 SH x x 26 2500
1,849 43,884 SH x 32 43884
130 3,100 SH x x 33 3100
Renaissance Worldwide,
Inc. NPV Common Stocks 75968A109 6 1,100 SH x x 33 1100
Renal Care Group,
Inc. Common Stocks 759930100 3,944 181,875 SH x x 20 181875
6,164 284,200 SH x 32 284200
30 1,400 SH x x 33 1400
Rent-Way, Inc. Common Stocks 76009U104 253 12,000 SH x x 25 12000
244 12,500 SH x 32 12500
10 500 SH x x 33 500
Renters Choice, Inc. Common Stocks 760114108 18 900 SH x x 25 900
Repsol SA - ADR Common Stocks 76026T205 4,519 270,215 SH x x 27 270215
4,308 200,937 SH x 32 200937
Republic Bancorp,
Inc. Common Stocks 760282103 76 8,140 SH x x 9 8140
116 12,400 SH x x 17 12400
190 20,290 SH x 32 20290
21 2,200 SH x x 33 2200
35 4,140 SH x x 38 4140
Republic Group, Inc. Common Stocks 760473108 13 1,200 SH x x 17 1200
Republic Services,
Inc. Common Stocks 760759100 17 1,582 SH x 32 1582
Res-Care, Inc. Common Stocks 760943100 6 600 SH x x 33 600
ResMed, Inc. Common Stocks 761152107 36 500 SH x x 33 500
Resource Bancshares
Mortgage Group Common Stocks 761197102 11 2,700 SH x 32 2700
18 5,100 SH x x 38 5100
Respironics, Inc. Common Stocks 761230101 1 100 SH x x 33 100
Reuters Group PLC
- ADR Common Stocks 76132M102 45 260 SH x x 19 260
Revlon, Inc.
Class A Common Stocks 761525500 4 459 SH x 32 459
5 600 SH x x 33 600
Rexall Sundown, Inc. Common Stocks 761648104 371 26,000 SH x x 25 26000
1,667 118,000 SH x 32 118000
Reynolds & Reynolds
Co. Class A Common Stocks 761695105 147 5,100 SH x x 23 5100
327 12,100 SH x 32 12100
97 3,600 SH x x 33 3600
Reynolds Metals Co. Common Stocks 761763101 3,698 55,200 SH x x 10 55200
3,334 47,500 SH x x 22 47500
478 6,700 SH x x 23 6700
756 11,300 SH x x 28 11300
6,482 96,933 SH x 32 96933
Richmond County
Financial Corp. Common Stocks 764556106 479 29,800 SH x x 9 29800
992 59,000 SH x x 22 59000
169 10,400 SH x x 25 10400
1,682 104,300 SH x 32 104300
26 1,600 SH x x 33 1600
Riggs National Corp. Common Stocks 766570105 11 900 SH x x 33 900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Ritchie Brothers
Auctioneers,
Inc. NPV Common Stocks 767744105 1,485 40,100 SH x x 31 40100
Rite Aid Corp. Common Stocks 767754104 34 6,266 SH x 32 6266
Riviana Foods, Inc. Common Stocks 769536103 3 200 SH x x 33 200
Roadway Express,
Inc. Common Stocks 769742107 284 14,100 SH x x 9 14100
191 9,400 SH x x 25 9400
767 37,900 SH x 32 37900
12 600 SH x x 33 600
9 400 SH x x 38 400
Robert Half
International, Inc. Common Stocks 770323103 314 6,600 SH x x 25 6600
468 9,867 SH x 32 9867
Rochester Gas &
Electric Corp. Common Stocks 771367109 47 2,100 SH x x 25 2100
155 7,000 SH x x 38 7000
Rock-Tenn Co.
Class A Common Stocks 772739207 3 300 SH x x 17 300
6 600 SH x x 33 600
Rockwell
International
Corp. Common Stocks 773903109 2,246 53,710 SH x x 7 53710
13 300 SH x x 10 300
2,337 52,100 SH x x 23 52100
1,338 38,100 SH x x 25 38100
389 9,300 SH x x 28 9300
7,317 175,000 SH x 32 175000
Rogers Corp. Common Stocks 775133101 533 8,500 SH x x 9 8500
13 200 SH x x 25 200
558 8,900 SH x 32 8900
25 400 SH x x 33 400
7 100 SH x x 38 100
Rohm & Haas Co. Common Stocks 775371107 0 2 SH x x 7 2
11,111 249,100 SH x x 10 249100
129 2,900 SH x x 25 2900
321 7,200 SH x x 28 7200
1,504 33,712 SH x 32 33712
Rollins Truck
Leasing Corp. Common Stocks 775741101 219 26,000 SH x x 9 26000
120 9,800 SH x x 25 9800
54 6,450 SH x x 26 6450
1,670 197,925 SH x 32 197925
19 2,300 SH x x 33 2300
35 3,720 SH x x 38 3720
Romac International,
Inc. Common Stocks 775835101 1,185 130,800 SH x 32 130800
Roper Industries, Inc. Common Stocks 776696106 31 900 SH x x 33 900
Roslyn Bancorp, Inc. Common Stocks 778162107 1,001 56,400 SH x x 9 56400
191 7,400 SH x x 25 7400
4,102 230,262 SH x 32 230262
23 1,200 SH x x 38 1200
Ross Stores, Inc. Common Stocks 778296103 3,802 158,000 SH x x 4 158000
314 12,200 SH x x 23 12200
116 4,800 SH x x 26 4800
4,170 173,318 SH x 32 173318
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
77 3,200 SH x x 33 3200
12 500 SH x x 38 500
Rostelecom - ADR Common Stocks 778529107 212 9,000 SH x 32 9000
245 9,350 SH x x 36 9350
Rouse Co. (The) Common Stocks 779273101 5,704 270,000 SH x x 2 270000
2,453 116,100 SH x x 24 116100
98 4,661 SH x 32 4661
5 200 SH x x 38 200
Rowan Cos., Inc. Common Stocks 779382100 3,665 124,500 SH x x 4 124500
576 18,200 SH x x 23 18200
437 15,000 SH x x 25 15000
315 10,700 SH x x 28 10700
6,587 223,761 SH x 32 223761
34 1,300 SH x x 38 1300
Royal Dutch
Petroleum Co. Common Stocks 780257804 6,151 102,800 SH x x 5 102800
12,346 214,500 SH x x 10 214500
4,260 74,000 SH x x 23 74000
115 21,000 SH x x 25 21000
673 11,700 SH x x 28 11700
9,423 163,700 SH x 32 163700
Ruby Tuesday, Inc. Common Stocks 781182100 602 34,400 SH x x 9 34400
46 2,600 SH x x 17 2600
2,034 116,200 SH x 32 116200
68 3,900 SH x x 33 3900
45 2,300 SH x x 38 2300
Ruddick Corp. Common Stocks 781258108 10 900 SH x 32 900
16 1,500 SH x x 33 1500
Rural/Metro Corp. Common Stocks 781748108 4 3,284 SH x 32 3284
Russ Berrie & Co.,
Inc. Common Stocks 782233100 54 2,900 SH x x 26 2900
Russell Corp. Common Stocks 782352108 359 25,100 SH x x 9 25100
184 12,100 SH x x 23 12100
87 6,100 SH x x 28 6100
1,149 80,300 SH x 32 80300
114 6,900 SH x x 38 6900
Ryan's Family
Steak Houses, Inc. Common Stocks 783519101 1,921 199,600 SH x x 4 199600
206 21,400 SH x x 9 21400
178 18,500 SH x x 25 18500
59 6,100 SH x x 26 6100
2,928 306,200 SH x 32 306200
17 1,800 SH x x 33 1800
Ryder System, Inc. Common Stocks 783549108 792 34,900 SH x x 9 34900
297 13,100 SH x x 10 13100
621 25,500 SH x x 23 25500
53 1,600 SH x x 25 1600
1,767 77,884 SH x 32 77884
24 1,000 SH x x 38 1000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Ryland Group, Inc.
(The) Common Stocks 783764103 263 14,000 SH x x 9 14000
53 2,800 SH x x 17 2800
436 21,700 SH x x 25 21700
39 2,100 SH x x 26 2100
728 38,800 SH x 32 38800
13 700 SH x x 33 700
127 6,330 SH x x 38 6330
S&T Bancorp, Inc. Common Stocks 783859101 36 2,100 SH x x 33 2100
3 200 SH x x 38 200
SBC Communications,
Inc. Common Stocks 78387G103 10,648 239,240 SH x x 5 239240
2,455 54,942 SH x x 9 54942
31,650 746,066 SH x x 10 746066
28,655 652,449 SH x x 23 652449
5,919 153,396 SH x x 25 153396
5,377 128,018 SH x x 28 128018
83,170 1,980,237 SH x 32 1980237
SCI Systems, Inc. Common Stocks 783890106 1,315 23,000 SH x x 9 23000
54 1,000 SH x x 17 1000
935 16,200 SH x x 23 16200
882 16,600 SH x x 25 16600
387 7,200 SH x x 28 7200
5,922 110,052 SH x 32 110052
630 11,700 SH x x 33 11700
94 2,000 SH x x 38 2000
SCM Microsystems,
Inc. Common Stocks 784018103 8 100 SH x x 25 100
SCP Pool Corp. Common Stocks 784028102 205 6,700 SH x x 25 6700
230 7,500 SH x 32 7500
9 300 SH x x 33 300
SDL, Inc. Common Stocks 784076101 809 3,800 SH x x 7 3800
5,741 26,600 SH x x 9 26600
464 2,060 SH x x 23 2060
1,326 6,400 SH x x 25 6400
29,822 140,092 SH x 32 140092
703 3,300 SH x x 33 3300
46 300 SH x x 38 300
9,850 43,500 SH x x 42 43500
SEI Corp. Common Stocks 784117103 57 500 SH x x 23 500
33 288 SH x 32 288
159 1,400 SH x x 33 1400
SEMCO Energy, Inc. Common Stocks 78412D109 9 730 SH x 32 730
11 900 SH x x 33 900
SFX Entertainment,
Inc. Common Stocks 784178105 5,595 137,100 SH x x 16 137100
14,301 350,402 SH x 32 350402
SJW Corp. Common Stocks 784305104 12 100 SH x x 33 100
SK Telecom Co.,
Ltd. - ADR Common Stocks 78440P108 634 14,220 SH x x 8 14220
4,682 120,057 SH x 32 120057
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,263 36,210 SH x x 37 36210
SL Green Realty
Corp. Common Stocks 78440X101 8,545 359,800 SH x x 2 359800
309 13,000 SH x x 25 13000
330 13,900 SH x 32 13900
26 1,100 SH x x 33 1100
SLM Holding Corp. Common Stocks 78442A109 162 4,500 SH x x 23 4500
257 7,700 SH x x 25 7700
1,088 32,648 SH x 32 32648
SPS Technologies,
Inc. Common Stocks 784626103 1,485 48,700 SH x x 4 48700
49 1,600 SH x x 33 1600
SPSS, Inc. Common Stocks 78462K102 60 1,300 SH x x 25 1300
10 300 SH x x 33 300
SPX Corp. Common Stocks 784635104 50 300 SH x x 25 300
91 800 SH x x 26 800
84 740 SH x 32 740
216 1,900 SH x x 33 1900
S3, Inc. Common Stocks 784849101 239 11,400 SH x 32 11400
10 500 SH x x 33 500
34 2,200 SH x x 38 2200
SABRE Group Holdings,
Inc. (The), Class A Common Stocks 785905100 0 6 SH x x 10 6
564 14,233 SH x x 23 14233
41 1,100 SH x x 25 1100
1,182 32,012 SH x 32 32012
SAFECO Corp. Common Stocks 786429100 1,291 48,600 SH x x 10 48600
556 20,930 SH x x 28 20930
1,473 55,447 SH x 32 55447
Safeguard
Scientifics, Inc. Common Stocks 786449108 84 1,200 SH x x 17 1200
8,712 123,900 SH x x 20 123900
1,658 22,500 SH x x 23 22500
1,016 15,000 SH x x 25 15000
11,558 164,379 SH x 32 164379
316 4,500 SH x x 33 4500
98 2,200 SH x x 38 2200
Safety-Kleen Corp.
New Common Stocks 78648R203 106 80,400 SH x x 9 80400
100 76,354 SH x 32 76354
Safeway, Inc. Common Stocks 786514208 2,328 51,453 SH x x 7 51453
7,646 169,000 SH x x 10 169000
23 500 SH x x 28 500
3,851 85,100 SH x x 29 85100
35,082 775,292 SH x 32 775292
1,655 34,400 SH x x 42 34400
11,109 228,630 SH x x 43 228630
Saga Communications
Class A Common Stocks 786598102 17 900 SH x x 25 900
69 3,600 SH x 32 3600
St. Francis Capital
Corp. Common Stocks 789374105 6 400 SH x x 33 400
St. Joe Co. (The) Common Stocks 790148100 3,067 106,000 SH x x 4 106000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
43 1,500 SH x x 25 1500
2,752 95,105 SH x 32 95105
9 300 SH x x 33 300
St. Jude Medical,
Inc. Common Stocks 790849103 739 28,200 SH x x 10 28200
363 13,400 SH x x 25 13400
44 1,700 SH x x 28 1700
884 34,237 SH x 32 34237
82 3,000 SH x x 38 3000
St. Mary Land &
Exploration Co. Common Stocks 792228108 68 2,300 SH x x 17 2300
24 800 SH x 32 800
15 500 SH x x 33 500
St. Paul Cos., Inc. Common Stocks 792860108 7,154 202,800 SH x x 5 202800
2,536 74,310 SH x x 9 74310
381 10,400 SH x x 23 10400
433 12,700 SH x x 25 12700
16,026 469,628 SH x 32 469628
Saks, Inc. Common Stocks 79377W108 2,527 174,296 SH x 32 174296
Salton, Inc. Common Stocks 795757103 522 8,282 SH x x 16 8282
1,003 22,000 SH x x 22 22000
448 8,150 SH x x 25 8150
1,863 42,950 SH x 32 42950
13 300 SH x x 33 300
Sanchez Computer
Associates,
Inc. New NPV Common Stocks 799702105 45 1,300 SH x x 25 1300
49 1,400 SH x 32 1400
Sandisk Corp. Common Stocks 80004C101 1,291 10,000 SH x x 22 10000
638 5,300 SH x x 25 5300
2,144 17,500 SH x 32 17500
475 3,880 SH x x 33 3880
Sanmina Corp. Common Stocks 800907107 205 3,034 SH x 32 3034
SangStat Medical
Corp. Common Stocks 801003100 2,700 97,500 SH x 32 97500
Santa Fe Energy
Resources, Inc. Common Stocks 802012104 3 300 SH x x 38 300
Santa Isabel
SA - ADR Common Stocks 802233106 346 21,800 SH x x 8 21800
SAP AG - ADR Common Stocks 803054204 1,715 28,700 SH x x 12 28700
Sapient Corp. Common Stocks 803062108 298 3,600 SH x x 25 3600
413 4,928 SH x 32 4928
252 3,000 SH x x 33 3000
Sara Lee Corp. Common Stocks 803111103 2,997 166,500 SH x x 9 166500
4,866 271,000 SH x x 10 271000
4,693 257,800 SH x x 23 257800
4,719 262,175 SH x 32 262175
Saul Centers, Inc. Common Stocks 804395101 19 1,200 SH x 32 1200
2 100 SH x x 38 100
Sawtek, Inc. Common Stocks 805468105 173 3,100 SH x x 23 3100
232 4,500 SH x x 25 4500
610 11,600 SH x 32 11600
42 800 SH x x 33 800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ScanSource, Inc. Common Stocks 806037107 28 800 SH x x 26 800
Henry Schein, Inc. Common Stocks 806407102 13 800 SH x x 33 800
Schering-Plough
Corp. Common Stocks 806605101 17,396 430,800 SH x x 1 430800
5,541 148,000 SH x x 10 148000
6,589 179,300 SH x x 23 179300
2,120 69,500 SH x x 25 69500
3,355 91,300 SH x x 29 91300
38,562 1,049,310 SH x 32 1049310
Schlumberger, Ltd. Common Stocks 806857108 926 12,100 SH x x 25 12100
260 3,400 SH x x 28 3400
16,960 221,700 SH x 32 221700
6,287 77,400 SH x x 42 77400
Scholastic Corp. Common Stocks 807066105 1,752 31,800 SH x x 9 31800
113 2,100 SH x x 17 2100
1,516 28,100 SH x 32 28100
32 600 SH x x 33 600
School Specialty,
Inc. Common Stocks 807863105 11 500 SH x x 33 500
Schulman (A.), Inc. Common Stocks 808194104 20 1,500 SH x x 33 1500
Schultz Sav-o Stores,
Inc. Common Stocks 808196109 1,448 136,250 SH x x 4 136250
1,753 165,000 SH x 32 165000
Schwab (Charles)
Corp. Common Stocks 808513105 462 8,131 SH x x 7 8131
8,951 157,546 SH x 32 157546
3,585 59,400 SH x x 42 59400
Schweitzer-Mauduit
International, Inc. Common Stocks 808541106 169 13,100 SH x x 9 13100
57 4,400 SH x x 17 4400
101 7,700 SH x x 25 7700
480 37,100 SH x 32 37100
9 700 SH x x 33 700
6 400 SH x x 38 400
Scientific-Atlanta,
Inc. Common Stocks 808655104 3,434 54,500 SH x x 11 54500
1,931 29,000 SH x x 22 29000
1,836 25,400 SH x x 25 25400
63 1,000 SH x x 28 1000
10,080 158,900 SH x 32 158900
622 9,800 SH x x 33 9800
Scientific Games
Holdings Corp. Common Stocks 808747109 8 500 SH x x 33 500
Scitex Corp., Ltd. Common Stocks 809090103 295 19,000 SH x x 28 19000
436 28,000 SH x 32 28000
Scotts Co. (The)
Class A Common Stocks 810186106 752 17,900 SH x x 9 17900
269 6,400 SH x 32 6400
21 500 SH x x 33 500
Scripps (E.W.) Co.
Class A Common Stocks 811054204 2,929 60,400 SH x x 4 60400
2,952 60,856 SH x 32 60856
63 1,300 SH x x 33 1300
Seagate Technology Common Stocks 811804103 33 542 SH x x 7 542
2,055 34,100 SH x x 10 34100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
6,948 112,300 SH x x 23 112300
663 11,000 SH x x 28 11000
6,920 114,858 SH x 32 114858
Seagram Co., Ltd.
NPV Common Stocks 811850106 571 9,600 SH x x 1 9600
23,121 390,100 SH x x 10 390100
199 3,350 SH x x 14 3350
3,939 66,200 SH x x 16 66200
95 1,600 SH x x 28 1600
11,894 199,900 SH x 32 199900
Seacor Holdings, Inc. Common Stocks 811904101 1,014 16,800 SH x x 9 16800
157 2,600 SH x x 17 2600
766 11,100 SH x x 25 11100
91 1,500 SH x x 26 1500
1,600 26,500 SH x 32 26500
36 600 SH x x 33 600
Sealed Air Corp. New Common Stocks 81211K100 110 2,020 SH x 32 2020
Sears Roebuck & Co. Common Stocks 812387108 3,541 107,170 SH x x 9 107170
14,116 451,900 SH x x 23 451900
963 31,200 SH x x 25 31200
1,380 44,700 SH x x 28 44700
12,017 389,215 SH x 32 389215
Seitel, Inc. Common Stocks 816074306 67 8,500 SH x x 17 8500
81 7,000 SH x x 25 7000
24 3,000 SH x x 26 3000
214 27,000 SH x 32 27000
10 1,200 SH x x 33 1200
21 3,100 SH x x 38 3100
Selective Insurance
Group, Inc. Common Stocks 816300107 135 7,900 SH x x 9 7900
244 14,300 SH x 32 14300
22 1,300 SH x x 33 1300
Semtech Corp. Common Stocks 816850101 1,880 28,000 SH x x 22 28000
279 4,400 SH x x 25 4400
2,338 36,500 SH x 32 36500
192 3,000 SH x x 33 3000
Sempra Energy Common Stocks 816851109 2,036 113,300 SH x x 23 113300
3,938 235,122 SH x 32 235122
Sensormatic
Electronics Corp. Common Stocks 817265101 1,165 51,900 SH x x 9 51900
337 13,600 SH x x 25 13600
496 22,100 SH x 32 22100
65 2,900 SH x x 33 2900
Sepracor, Inc. Common Stocks 817315104 112 1,500 SH x x 25 1500
355 4,880 SH x 32 4880
Serologicals Corp. Common Stocks 817523103 7 1,400 SH x x 25 1400
Service Corp.
International Common Stocks 817565104 643 195,700 SH x x 10 195700
20 6,704 SH x 32 6704
ServiceMaster Co. Common Stocks 81760N109 85 7,563 SH x 32 7563
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Shared Medical
Systems Common Stocks 819486101 30 572 SH x 32 572
Shaw Group, Inc.
(The) Common Stocks 820280105 190 5,400 SH x 32 5400
Shaw Industries,
Inc. Common Stocks 820286102 144 9,500 SH x x 17 9500
2,512 163,600 SH x x 23 163600
1,544 101,634 SH x 32 101634
209 13,500 SH x x 38 13500
Sherwin-Williams
Co. Common Stocks 824348106 3,939 179,567 SH x x 7 179567
892 37,900 SH x x 23 37900
1,079 49,200 SH x x 28 49200
4,443 202,550 SH x 32 202550
Shire Pharmaceuticals
Group PLC ADR Common Stocks 82481R106 5,091 99,345 SH x 32 99345
ShopKo Stores, Inc. Common Stocks 824911101 21 1,200 SH x x 17 1200
366 20,500 SH x x 25 20500
834 47,000 SH x 32 47000
27 1,500 SH x x 33 1500
Shop At Home, Inc. Common Stocks 825066301 423 33,995 SH x x 16 33995
500 57,939 SH x 32 57939
Shorewood Packaging
Corp. Common Stocks 825229107 19 900 SH x x 33 900
Shurgard Storage
Centers, Inc.
Class A Common Stocks 82567D104 2,973 113,800 SH x x 24 113800
2,145 82,100 SH x 32 82100
21 800 SH x x 38 800
Siebel Systems, Inc. Common Stocks 826170102 728 6,100 SH x x 7 6100
1,265 10,600 SH x x 9 10600
5,514 47,000 SH x x 10 47000
24 200 SH x x 25 200
9,460 79,206 SH x 32 79206
513 4,300 SH x x 33 4300
2,752 21,700 SH x x 42 21700
SIFCO Industries Common Stocks 826546103 766 130,400 SH x x 4 130400
Sigma Aldrich Corp. Common Stocks 826552101 2,870 106,800 SH x x 7 106800
809 30,100 SH x x 9 30100
245 8,500 SH x x 23 8500
148 5,400 SH x x 25 5400
1,109 41,250 SH x 32 41250
74 2,400 SH x x 38 2400
Silicon Graphics,
Inc. Common Stocks 827056102 456 43,200 SH x x 7 43200
1,566 148,300 SH x x 9 148300
1,592 150,712 SH x 32 150712
Silicon Valley
Bancshares Common Stocks 827064106 2,236 31,600 SH x x 9 31600
3,832 51,500 SH x x 22 51500
788 9,400 SH x x 25 9400
7,698 107,100 SH x 32 107100
71 1,000 SH x x 33 1000
119 2,200 SH x x 38 2200
Silicon Valley
Group, Inc. Common Stocks 827066101 1,688 60,900 SH x x 9 60900
1,389 50,500 SH x 32 50500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3 100 SH x x 33 100
Siliconix, Inc. Common Stocks 827079203 622 5,100 SH x x 25 5100
266 2,800 SH x 32 2800
Simmons First
National Corp.
Class A Common Stocks 828730200 10 400 SH x x 33 400
Simon Property
Group, Inc. Common Stocks 828806109 9,732 405,500 SH x x 2 405500
816 31,700 SH x x 23 31700
9,436 393,150 SH x x 24 393150
1,613 67,198 SH x 32 67198
149 6,200 SH x x 33 6200
Simpson Industries,
Inc. Common Stocks 829060102 32 3,300 SH x x 17 3300
9 900 SH x x 33 900
Simpson Manufacturing
Co., Inc. Common Stocks 829073105 300 7,600 SH x x 9 7600
198 5,000 SH x x 25 5000
525 13,300 SH x 32 13300
47 1,200 SH x x 33 1200
Sitel Corp. Common Stocks 82980K107 131 19,300 SH x x 25 19300
158 23,000 SH x 32 23000
SIPEX Corp. Common Stocks 829909100 21 600 SH x x 33 600
Sky Financial Group,
Inc. Common Stocks 83080P103 1,266 78,500 SH x x 11 78500
56 3,500 SH x x 17 3500
34 2,100 SH x x 33 2100
Skywest, Inc. Common Stocks 830879102 818 20,900 SH x x 9 20900
4,192 107,150 SH x x 20 107150
1,720 41,800 SH x x 22 41800
225 5,700 SH x x 25 5700
8,467 216,400 SH x 32 216400
Smart & Final, Inc. Common Stocks 831683107 13 1,700 SH x 32 1700
9 1,200 SH x x 38 1200
Smith (A.O.) Corp. Common Stocks 831865209 90 5,000 SH x x 9 5000
68 2,600 SH x x 25 2600
97 5,400 SH x 32 5400
18 1,000 SH x x 33 1000
Smith International
Inc. Common Stocks 832110100 2,426 31,300 SH x x 9 31300
3,592 46,500 SH x x 11 46500
417 5,400 SH x x 25 5400
8,976 115,823 SH x 32 115823
67 900 SH x x 38 900
Smith (Charles E.)
Residential
Realty, Inc. Common Stocks 832197107 4,270 118,200 SH x x 2 118200
2,767 76,600 SH x x 4 76600
5,439 150,550 SH x x 24 150550
2,803 77,600 SH x 32 77600
6,914 191,400 SH x x 41 191400
Smithfield Foods, Inc. Common Stocks 832248108 72 3,600 SH x x 17 3600
20 1,000 SH x x 33 1000
Smucker (J.M.) Co. Common Stocks 832696108 24 1,300 SH x x 33 1300
Smurfit-Stone
Container Corp. Common Stocks 832727101 1,986 117,600 SH x x 10 117600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
48 2,845 SH x 32 2845
Snyder Communications,
Inc. Common Stocks 832914105 28 1,244 SH x 32 1244
34 1,500 SH x x 33 1500
Snap-On Tools Corp. Common Stocks 833034101 24 900 SH x x 17 900
126 4,800 SH x x 28 4800
37 1,408 SH x 32 1408
Sociedad Quimica Y
Minera de Chile SA - ADR Common Stocks 833635105 134 4,900 SH x 32 4900
59 2,150 SH x x 34 2150
44 1,600 SH x x 36 1600
Sodexho Marriott
Services, Inc. Common Stocks 833793102 11 726 SH x 32 726
SoftNet Systems,
Inc. Common Stocks 833964100 505 17,250 SH x 32 17250
Sola International, Inc. Common Stocks 834092108 127 20,700 SH x 32 20700
Solectron Corp. Common Stocks 834182107 274 7,200 SH x x 1 7200
2,471 61,668 SH x x 7 61668
104 6,400 SH x x 25 6400
450 11,228 SH x 32 11228
Solutia, Inc. Common Stocks 834376105 936 70,000 SH x x 10 70000
96 7,168 SH x 32 7168
22 1,500 SH x x 38 1500
Sonic Corp. Common Stocks 835451105 64 2,350 SH x x 26 2350
68 2,500 SH x x 33 2500
Sonic Foundry, Inc. Common Stocks 83545R108 782 5,524 SH x x 16 5524
1,234 12,659 SH x 32 12659
Sonoco Products Co. Common Stocks 835495102 57 2,442 SH x 32 2442
SonoSight, Inc. Common Stocks 83568G100 945 28,408 SH x 32 28408
Sony Corp. - ADR Common Stocks 835699307 691 1,700 SH x x 19 1700
40,674 145,200 SH x 32 145200
15,426 55,067 SH x x 39 55067
Sotheby's Holdings
Co., Inc. Class A Common Stocks 835898107 19 1,037 SH x 32 1037
Source Media, Inc. Common Stocks 836153304 6 600 SH x x 38 600
South Jersey
Industries, Inc. Common Stocks 838518108 124 4,400 SH x x 9 4400
200 6,500 SH x x 25 6500
414 14,700 SH x 32 14700
11 400 SH x x 33 400
8 300 SH x x 38 300
Southdown, Inc. Common Stocks 841297104 2,803 47,500 SH x x 4 47500
530 8,400 SH x x 23 8400
3,772 63,939 SH x 32 63939
Southern Co. Common Stocks 842587107 3,288 151,160 SH x x 7 151160
1,473 63,100 SH x x 23 63100
1,164 53,500 SH x x 28 53500
6,013 276,448 SH x 32 276448
Southern Peru
Copper Corp. Common Stocks 843611104 13 1,000 SH x x 25 1000
243 18,700 SH x 32 18700
140 10,800 SH x x 34 10800
6 500 SH x x 38 500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SouthTrust Corp. Common Stocks 844730101 1,184 43,570 SH x x 9 43570
1,074 42,200 SH x x 10 42200
4,440 172,350 SH x x 23 172350
124 18,000 SH x x 25 18000
5,107 200,776 SH x 32 200776
Southwest Airlines Co. Common Stocks 844741108 256 12,285 SH x 32 12285
Southwest
Bancorporation of
Texas, Inc. New Common Stocks 84476R109 17 900 SH x x 33 900
Southwest Gas Corp. Common Stocks 844895102 97 5,100 SH x x 17 5100
74 3,900 SH x 32 3900
29 1,500 SH x x 33 1500
4 200 SH x x 38 200
Southwest Securities
Group, Inc. Common Stocks 845224104 215 5,000 SH x x 25 5000
235 5,400 SH x 32 5400
Southwestern Energy
Co. Common Stocks 845467109 54 8,200 SH x x 17 8200
78 11,700 SH x 32 11700
37 4,930 SH x x 38 4930
Sovereign Bancorp,
Inc. Common Stocks 845905108 1,345 178,524 SH x x 4 178524
1,032 137,000 SH x x 9 137000
268 35,600 SH x x 10 35600
2,541 336,046 SH x 32 336046
67 8,900 SH x x 33 8900
Sovran Self Storage,
Inc. Common Stocks 84610H108 1,715 84,700 SH x x 4 84700
2,023 99,900 SH x 32 99900
8 400 SH x x 38 400
Spartech Corp. Common Stocks 847220209 798 23,200 SH x x 9 23200
125 2,500 SH x x 25 2500
811 23,600 SH x 32 23600
79 2,300 SH x x 33 2300
Specialty Equipment
Cos., Inc. Common Stocks 847497203 8 400 SH x x 33 400
Speedway Motorsports,
Inc. Common Stocks 847788106 8 310 SH x 32 310
10 400 SH x x 33 400
Spiegel, Inc. Class A Common Stocks 848457107 296 37,300 SH x x 9 37300
206 25,800 SH x 32 25800
Spieker Properties,
Inc. Common Stocks 848497103 18,539 416,600 SH x x 2 416600
406 8,500 SH x x 23 8500
7,592 170,600 SH x x 24 170600
789 14,600 SH x x 25 14600
1,574 35,373 SH x 32 35373
68 1,500 SH x x 38 1500
6,675 150,000 SH x x 41 150000
Springs Industries,
Inc. Common Stocks 851783100 901 23,700 SH x x 9 23700
110 2,900 SH x x 17 2900
290 6,800 SH x x 25 6800
1,668 43,900 SH x 32 43900
62 1,600 SH x x 38 1600
Sprint Corp.
(Fon Group) Common Stocks 852061100 12,540 187,300 SH x x 1 187300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
6,077 93,892 SH x x 5 93892
699 11,100 SH x x 10 11100
1,991 31,600 SH x x 16 31600
10,202 154,300 SH x x 23 154300
2,596 41,200 SH x x 25 41200
2,989 47,450 SH x x 28 47450
67,227 1,067,097 SH x 32 1067097
Sprint Corp.
(PCS Group) Common Stocks 852061506 9,067 148,400 SH x x 10 148400
6,105 89,400 SH x x 23 89400
908 13,900 SH x x 28 13900
47,201 722,696 SH x 32 722696
11,644 178,275 SH x x 39 178275
STAAR Surgical Co. New Common Stocks 852312305 514 30,140 SH x x 16 30140
715 61,547 SH x 32 61547
Staff Leasing, Inc. Common Stocks 852381102 3 500 SH x x 33 500
Standard Pacific
Corp. Common Stocks 85375C101 261 26,100 SH x x 9 26100
251 25,100 SH x x 25 25100
582 58,200 SH x 32 58200
4 400 SH x x 33 400
Standard Register Co. Common Stocks 853887107 260 20,200 SH x x 9 20200
248 19,300 SH x 32 19300
8 600 SH x x 33 600
Standex International
Corp. Common Stocks 854231107 144 9,200 SH x x 25 9200
169 10,900 SH x 32 10900
3 200 SH x x 33 200
Stanley Works Common Stocks 854616109 55 2,100 SH x x 17 2100
704 24,900 SH x x 23 24900
604 22,900 SH x x 28 22900
2,890 109,575 SH x 32 109575
25 900 SH x x 38 900
Staples, Inc. Common Stocks 855030102 229 11,436 SH x 32 11436
Starbucks Corp. Common Stocks 855244109 2,316 49,500 SH x x 9 49500
2,291 51,132 SH x 32 51132
Starrett (L.S.) Co.
Class A Common Stocks 855668109 1,300 55,300 SH x x 4 55300
1,892 80,500 SH x 32 80500
StarTek, Inc. New Common Stocks 85569C107 267 3,700 SH x x 25 3700
302 4,100 SH x 32 4100
State Auto
Financial Corp. Common Stocks 855707105 22 2,700 SH x x 25 2700
6 700 SH x x 33 700
State Street Corp. Common Stocks 857477103 1,686 17,400 SH x x 9 17400
1,207 11,600 SH x x 23 11600
19 200 SH x x 28 200
13,214 136,400 SH x 32 136400
4,414 42,900 SH x x 42 42900
Staten Island
Bancorp, Inc. Common Stocks 857550107 664 38,800 SH x x 9 38800
831 48,500 SH x 32 48500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
33 1,900 SH x x 33 1900
Station Casinos,
Inc. Common Stocks 857689103 1,496 68,600 SH x x 9 68600
33 1,500 SH x x 17 1500
1,398 61,000 SH x x 22 61000
192 8,700 SH x x 25 8700
3,409 156,300 SH x 32 156300
65 3,000 SH x x 33 3000
27 1,100 SH x x 38 1100
Steel Dynamics, Inc. Common Stocks 858119100 16 1,400 SH x x 33 1400
Steelcase, Inc. Common Stocks 858155203 299 24,900 SH x x 9 24900
136 11,306 SH x 32 11306
Steinway Musical
Instruments, Inc. Common Stocks 858495104 4 200 SH x x 33 200
Stepan Co. Common Stocks 858586100 43 2,000 SH x 32 2000
2 100 SH x x 38 100
Sterling Bancshares,
Inc. Common Stocks 858907108 8 800 SH x x 33 800
Stericycle, Inc. Common Stocks 858912108 10 400 SH x x 33 400
Steris Corp. Common Stocks 859152100 1,003 97,900 SH x 32 97900
Sterling Commerce,
Inc. Common Stocks 859205106 26 400 SH x x 22 400
13 300 SH x x 33 300
Sterling Software,
Inc. Common Stocks 859547101 1,019 33,400 SH x x 10 33400
130 4,000 SH x x 23 4000
706 23,136 SH x 32 23136
98 3,200 SH x x 33 3200
STET Hellas
Telecommunications
SA - ADR Common Stocks 859823106 399 13,870 SH x 32 13870
409 13,600 SH x x 36 13600
Stewart & Stevenson
Services, Inc. Common Stocks 860342104 156 13,900 SH x 32 13900
16 1,400 SH x x 33 1400
23 1,900 SH x x 38 1900
Stewart Enterprises,
Inc. Class A Common Stocks 860370105 11 2,300 SH x 32 2300
20 4,000 SH x x 33 4000
Stewart Information
Services Corp. Common Stocks 860372101 315 19,900 SH x x 9 19900
364 23,000 SH x 32 23000
Stillwater Mining Co. Common Stocks 86074Q102 12 300 SH x x 25 300
48 1,200 SH x x 33 1200
STMicroelectronics
NV (Regd) Common Stocks 861012102 4,620 17,000 SH x x 19 17000
861012104 2,527 13,500 SH x 32 13500
Stone & Webster, Inc. Common Stocks 861572105 204 14,100 SH x x 9 14100
206 14,200 SH x 32 14200
6 400 SH x x 33 400
Stone Energy Corp. New Common Stocks 861642106 2,746 53,100 SH x x 22 53100
2,837 57,600 SH x 32 57600
94 1,900 SH x x 33 1900
Stoneridge, Inc. Common Stocks 86183P102 278 23,800 SH x x 25 23800
328 28,500 SH x 32 28500
Storage USA, Inc. Common Stocks 861907103 144 4,700 SH x x 17 4700
156 3,500 SH x x 25 3500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
107 3,500 SH x 32 3500
28 900 SH x x 38 900
Storage Technology
Corp. Common Stocks 862111200 36 2,241 SH x 32 2241
Stride Rite Corp. Common Stocks 863314100 13 1,600 SH x x 33 1600
Structural Dynamics
Research Corp. Common Stocks 863555108 153 10,600 SH x x 23 10600
50 3,700 SH x x 26 3700
290 21,500 SH x 32 21500
1 100 SH x x 33 100
6 500 SH x x 38 500
Stryker Corp. Common Stocks 863667101 121 1,740 SH x 32 1740
Student Loan Corp.,
The Common Stocks 863902102 8 200 SH x x 33 200
8 200 SH x x 38 200
Sturm, Ruger & Co.,
Inc. Common Stocks 864159108 122 13,900 SH x x 9 13900
132 15,100 SH x 32 15100
9 1,000 SH x x 33 1000
Suiza Foods Corp. Common Stocks 865077101 1,022 25,400 SH x x 9 25400
1,809 42,900 SH x x 22 42900
246 5,700 SH x x 23 5700
452 10,200 SH x x 25 10200
3,313 82,300 SH x 32 82300
60 1,500 SH x x 33 1500
68 1,700 SH x x 38 1700
Summit Bancorp Common Stocks 866005101 3,595 136,700 SH x x 10 136700
442 16,840 SH x x 28 16840
1,203 45,837 SH x 32 45837
Summit Properties,
Inc. Common Stocks 866239106 2,884 150,800 SH x x 24 150800
65 3,400 SH x 32 3400
21 1,100 SH x x 33 1100
12 600 SH x x 38 600
Sun Communities,
Inc. Common Stocks 866674104 2,362 81,800 SH x x 24 81800
Sun Microsystems,
Inc. Common Stocks 866810104 2,061 19,900 SH x x 1 19900
7,017 74,900 SH x x 7 74900
18,931 192,290 SH x x 9 192290
40,464 437,700 SH x x 10 437700
8,517 90,500 SH x x 23 90500
703 19,900 SH x x 25 19900
5,396 57,600 SH x x 29 57600
109,819 1,171,993 SH x 32 1171993
9,172 97,903 SH x x 39 97903
8,612 86,500 SH x x 42 86500
12,686 124,390 SH x x 43 124390
SunGard Data Systems Common Stocks 867363103 5,095 135,500 SH x x 11 135500
11,151 294,300 SH x x 23 294300
121 2,200 SH x x 25 2200
4,469 118,396 SH x 32 118396
Sunglass Hut
International, Inc. Common Stocks 86736F106 54 6,900 SH x 32 6900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
10 1,300 SH x x 33 1300
Sunoco, Inc. Common Stocks 86764P109 1,122 38,280 SH x x 9 38280
924 33,759 SH x 32 33759
8 300 SH x x 38 300
Sunrise Assisted
Living, Inc. Common Stocks 86768K106 8 600 SH x x 33 600
Sunterra Corp. Common Stocks 86787D109 3 1,300 SH x x 33 1300
Sunrise Medical,
Inc. Common Stocks 867910101 1,328 212,500 SH x 32 212500
SunTrust Banks,
Inc. Common Stocks 867914103 1,739 30,112 SH x x 7 30112
1,340 23,200 SH x x 9 23200
2,289 37,460 SH x x 23 37460
64 1,100 SH x x 25 1100
751 13,000 SH x x 28 13000
2,766 47,900 SH x x 29 47900
12,647 218,989 SH x 32 218989
SuperGen, Inc. New Common Stocks 868059106 90 1,900 SH x x 25 1900
106 2,200 SH x 32 2200
62 1,300 SH x x 33 1300
868157100 1,341 137,500 SH x 32 137500
Superior Industries
International, Inc Common Stocks 868168105 871 27,500 SH x x 9 27500
2,185 65,700 SH x x 22 65700
517 15,200 SH x x 23 15200
4,088 129,000 SH x 32 129000
32 1,000 SH x x 33 1000
3 100 SH x x 38 100
Superior TeleCom, Inc. Common Stocks 868365107 21 1,648 SH x x 17 1648
SuperValu, Inc. Common Stocks 868536103 1,752 92,500 SH x x 9 92500
201 10,600 SH x x 17 10600
697 35,600 SH x x 23 35600
686 54,000 SH x x 25 54000
93 4,900 SH x x 26 4900
23 1,200 SH x x 28 1200
4,974 262,650 SH x 32 262650
102 4,700 SH x x 38 4700
Susquehanna Bancshares,
Inc. Common Stocks 869099101 68 4,900 SH x 32 4900
24 1,800 SH x x 33 1800
Swift Energy Co. Common Stocks 870738101 97 5,400 SH x x 17 5400
18 1,000 SH x x 33 1000
Swift Transportation
Co., Inc. Common Stocks 870756103 1,198 58,425 SH x 32 58425
25 1,200 SH x x 33 1200
Sybase, Inc. Common Stocks 871130100 215 10,600 SH x x 9 10600
1,362 65,900 SH x x 23 65900
411 18,200 SH x x 25 18200
1,796 88,400 SH x 32 88400
77 3,800 SH x x 33 3800
109 5,400 SH x x 38 5400
Sybron International
Corp. Common Stocks 87114f106 78 2,700 SH x x 25 2700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
4,377 150,924 SH x 32 150924
218 7,500 SH x x 33 7500
Sykes Enterprises,
Inc. Common Stocks 871237103 13 700 SH x x 33 700
Sylvan Learning
Systems, Inc. Common Stocks 871399101 18 1,110 SH x 32 1110
29 1,800 SH x x 33 1800
Symantec Corp. Common Stocks 871503108 1,651 22,000 SH x x 9 22000
759 10,800 SH x x 10 10800
3,606 49,000 SH x x 11 49000
158 2,100 SH x x 17 2100
2,103 26,700 SH x x 22 26700
1,174 15,500 SH x x 23 15500
659 9,000 SH x x 25 9000
143 1,900 SH x x 26 1900
8,646 115,087 SH x 32 115087
105 1,400 SH x x 33 1400
23 400 SH x x 38 400
Symbol Technologies,
Inc. Common Stocks 871508107 209 2,650 SH x x 25 2650
439 5,331 SH x 32 5331
621 7,550 SH x x 33 7550
Syncor International
Corp. Common Stocks 87157J106 391 11,500 SH x x 25 11500
52 1,600 SH x x 26 1600
419 12,700 SH x 32 12700
Synopsys, Inc. Common Stocks 871607107 29 600 SH x x 17 600
351 7,300 SH x x 25 7300
83 1,700 SH x x 26 1700
515 10,559 SH x 32 10559
88 1,800 SH x x 33 1800
Synovus Financial
Corp. Common Stocks 87161C105 111 5,875 SH x 32 5875
SYSCO Corp. Common Stocks 871829107 6,957 185,495 SH x x 9 185495
865 22,600 SH x x 23 22600
1,445 54,200 SH x x 25 54200
10,988 307,896 SH x 32 307896
Systems & Computer
Technology Corp. Common Stocks 871873105 969 41,450 SH x 32 41450
TCF Financial Corp. Common Stocks 872275102 906 34,670 SH x x 9 34670
381 16,000 SH x x 10 16000
306 12,000 SH x x 23 12000
2,299 96,562 SH x 32 96562
98 4,100 SH x x 33 4100
TCI Music, Inc.
Class A Common Stocks 87229N101 13 500 SH x x 25 500
TECO Energy, Inc. Common Stocks 872375100 138 7,100 SH x x 17 7100
214 10,900 SH x x 25 10900
302 15,550 SH x 32 15550
TEPPCO Partners L.P. Common Stocks 872384102 2,323 104,400 SH x 32 104400
THQ, Inc. Common Stocks 872443403 130 7,400 SH x x 25 7400
152 8,500 SH x 32 8500
56 3,150 SH x x 33 3150
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TJX Cos., Inc. Common Stocks 872540109 7,261 329,200 SH x x 10 329200
168 7,550 SH x 32 7550
TNP Enterprises,
Inc. Common Stocks 872594106 83 1,900 SH x x 17 1900
89 1,400 SH x x 25 1400
74 1,700 SH x x 26 1700
83 1,900 SH x 32 1900
13 300 SH x x 38 300
TRW, Inc. Common Stocks 872649108 0 1 SH x x 7 1
310 5,300 SH x x 25 5300
587 10,030 SH x x 28 10030
2,619 44,769 SH x 32 44769
TSI International
Software, Ltd. Common Stocks 872879101 3,371 41,000 SH x x 11 41000
74 900 SH x x 25 900
91 1,100 SH x 32 1100
TMP Worldwide, Inc. Common Stocks 872941109 1,392 17,900 SH x x 7 17900
233 3,000 SH x x 23 3000
378 4,900 SH x x 25 4900
587 7,552 SH x 32 7552
Taiwan Semiconductor
Manufacturing
Co., Ltd - ADR Common Stocks 874039100 3,585 43,326 SH x x 19 43326
17,104 300,074 SH x 32 300074
2,605 45,702 SH x x 34 45702
1,065 17,367 SH x x 36 17367
Talbots, Inc. Common Stocks 874161102 1,613 27,400 SH x x 9 27400
124 2,100 SH x x 26 2100
247 4,200 SH x 32 4200
65 1,100 SH x x 33 1100
Talisman Energy, Inc. Common Stocks 87425E103 2,382 83,400 SH x x 4 83400
267 4,600 SH x x 28 4600
Tandy Corp. Common Stocks 875382103 3,395 66,900 SH x x 23 66900
239 4,707 SH x 32 4707
Tanger Factory Outlet
Centers, Inc. Common Stocks 875465106 40 2,100 SH x x 17 2100
102 5,300 SH x 32 5300
21 1,000 SH x x 38 1000
Taubman Centers, Inc. Common Stocks 876664103 1,124 101,000 SH x x 2 101000
3,287 295,500 SH x x 24 295500
45 4,000 SH x 32 4000
13 1,100 SH x x 38 1100
Tech Data Corp. Common Stocks 878237106 115 3,500 SH x x 7 3500
443 13,400 SH x x 25 13400
522 15,900 SH x x 28 15900
4,001 121,700 SH x 32 121700
Tech-Sym Corp. Common Stocks 878308105 1,510 74,800 SH x x 4 74800
1,726 85,500 SH x 32 85500
Techne Corp. Common Stocks 878377100 1,218 16,800 SH x x 9 16800
446 4,448 SH x x 16 4448
164 1,700 SH x x 25 1700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,917 27,782 SH x 32 27782
242 3,500 SH x x 33 3500
Technitrol, Inc. Common Stocks 878555101 21 400 SH x x 25 400
111 1,900 SH x x 33 1900
Tecumseh Products
Co. Class A Common Stocks 878895200 1,164 25,490 SH x x 9 25490
123 2,800 SH x x 17 2800
1,534 34,400 SH x x 25 34400
92 2,100 SH x x 26 2100
2,028 46,094 SH x 32 46094
Tekelec, Inc. Common Stocks 879101103 103 2,800 SH x x 25 2800
1,396 37,600 SH x 32 37600
Tektronix, Inc. Common Stocks 879131100 50 900 SH x x 28 900
Tele Centro Sul
Participacoes Preferred
SA - ADR Stocks 879239101 2,451 31,600 SH x x 8 31600
2,195 27,100 SH x 32 27100
316 3,900 SH x x 35 3900
939 11,100 SH x x 36 11100
Tele Norte Leste
Participacoes Preferred
SA - ADR Stocks 879246106 1,795 67,400 SH x 32 67400
695 26,100 SH x x 35 26100
1,576 53,591 SH x x 36 53591
Telecom Argentina SA
Class B - ADR Common Stocks 879273209 591 17,000 SH x x 28 17000
1,560 44,900 SH x 32 44900
313 9,000 SH x x 35 9000
733 19,050 SH x x 36 19050
Telecomunicacoes
Brasileiras Preferred
SA - ADR Stocks 879287308 4,221 28,200 SH x x 12 28200
704 4,700 SH x 32 4700
464 3,100 SH x x 35 3100
200 1,200 SH x x 36 1200
Teleflex, Inc. Common Stocks 879369106 13 354 SH x x 7 354
1,260 35,500 SH x x 9 35500
142 4,000 SH x x 17 4000
34 966 SH x 32 966
64 1,800 SH x x 33 1800
Telefonica de Argentina
SA Class B - ADR Common Stocks 879378206 1,197 21,000 SH x x 19 21000
573 14,600 SH x x 28 14600
932 23,740 SH x 32 23740
326 7,300 SH x x 36 7300
Telefonica de Espana
SA - ADR Common Stocks 879382208 76 4,800 SH x x 19 4800
1,745 23,385 SH x 32 23385
Telefonica Del
Peru SA Class B
- ADR Common Stocks 879384105 2,052 114,000 SH x x 8 114000
2,039 119,940 SH x 32 119940
693 40,738 SH x x 34 40738
230 11,830 SH x x 36 11830
Telefonos de Mexico SA
Series L - ADR Common Stocks 879403780 9,726 141,200 SH x x 8 141200
4,397 45,200 SH x x 19 45200
2,037 30,400 SH x x 28 30400
28,850 426,618 SH x 32 426618
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3,776 56,360 SH x x 34 56360
1,668 24,900 SH x x 35 24900
6,003 81,014 SH x x 36 81014
Telephone & Data
Systems, Inc. Common Stocks 879433100 44 400 SH x x 17 400
2,193 18,400 SH x x 23 18400
1,445 13,100 SH x x 25 13100
8,214 74,001 SH x 32 74001
300 2,700 SH x x 33 2700
340 3,400 SH x x 38 3400
Telesp Participacoes Preferred
SA - ADR Stocks 87952K100 1,131 38,100 SH x 32 38100
Telesp Celular
Participacoes Preferred
SA - ADR Stocks 87952L108 1,825 32,200 SH x 32 32200
1,241 21,900 SH x x 35 21900
372 5,800 SH x x 36 5800
Teligent, Inc.
Class A Common Stocks 87959Y103 33 494 SH x 32 494
Tellabs, Inc. Common Stocks 879664100 157 6,100 SH x x 25 6100
517 8,203 SH x 32 8203
Telxon Corp. Common Stocks 879700102 2,043 116,300 SH x 32 116300
Temple-Inland, Inc. Common Stocks 879868107 2,089 41,800 SH x x 10 41800
130 2,600 SH x x 17 2600
497 9,300 SH x x 23 9300
1,034 20,200 SH x x 25 20200
1,509 30,300 SH x 32 30300
TeleTech Holdings,
Inc. Common Stocks 879939106 501 14,000 SH x x 9 14000
464 9,340 SH x x 16 9340
14 400 SH x x 25 400
1,191 34,532 SH x 32 34532
120 3,500 SH x x 33 3500
Tenet Healthcare
Corp. Common Stocks 88033G100 2,342 98,990 SH x x 9 98990
3,928 167,900 SH x x 10 167900
1,050 42,600 SH x x 23 42600
331 14,400 SH x x 25 14400
412 17,900 SH x x 28 17900
3,671 159,600 SH x x 29 159600
15,377 668,581 SH x 32 668581
Teradyne, Inc. Common Stocks 880770102 3,896 47,364 SH x x 4 47364
1,178 14,100 SH x x 9 14100
14,464 175,000 SH x x 23 175000
33 400 SH x x 25 400
90 1,100 SH x x 28 1100
15,914 193,482 SH x 32 193482
3,796 43,400 SH x x 42 43400
Terayon Communication
Systems, Inc. New Common Stocks 880775101 237 1,200 SH x x 25 1200
308 1,500 SH x 32 1500
Terex Corp. Common Stocks 880779103 296 19,000 SH x x 25 19000
1,873 130,300 SH x 32 130300
9 600 SH x x 33 600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Tesoro Petroleu
Corp. Common Stocks 881609101 77 6,700 SH x x 17 6700
335 27,300 SH x x 25 27300
322 28,000 SH x 32 28000
18 1,600 SH x x 33 1600
Teva Pharmaceutical
Industries, Ltd. - ADR Common Stocks 881624209 4,075 109,400 SH x x 20 109400
8,369 224,302 SH x 32 224302
541 14,526 SH x x 34 14526
797 21,400 SH x x 35 21400
912 22,030 SH x x 36 22030
TETRA Technologies,
Inc. Common Stocks 88162G103 2,771 116,750 SH x x 11 116750
3,919 165,000 SH x 32 165000
105 4,425 SH x x 33 4425
Texaco, Inc. Common Stocks 881694103 8,283 146,966 SH x x 5 146966
1,954 33,860 SH x x 9 33860
3,552 66,600 SH x x 10 66600
4,916 86,200 SH x x 23 86200
745 21,300 SH x x 25 21300
2,242 41,800 SH x x 28 41800
30,963 577,397 SH x 32 577397
Texas Industries, Inc. Common Stocks 882491103 2,053 65,950 SH x x 4 65950
728 23,400 SH x x 9 23400
453 13,000 SH x x 25 13000
1,419 45,600 SH x 32 45600
19 600 SH x x 33 600
47 1,400 SH x x 38 1400
Texas Instruments,
Inc. Common Stocks 882508104 2,165 12,900 SH x x 1 12900
1,072 6,700 SH x x 7 6700
12,224 73,100 SH x x 9 73100
34,213 216,200 SH x x 10 216200
960 16,400 SH x x 25 16400
60,247 376,546 SH x 32 376546
4,951 30,942 SH x x 39 30942
3,943 23,200 SH x x 42 23200
10,201 58,240 SH x x 43 58240
Texas Regional
Bancshares, Inc.
Class A Common Stocks 882673106 53 2,100 SH x x 17 2100
1,250 47,400 SH x x 22 47400
211 8,300 SH x x 25 8300
1,613 63,400 SH x 32 63400
53 2,100 SH x x 33 2100
Texas Utilities Co. Common Stocks 882848104 1,910 64,343 SH x x 7 64343
3,264 105,260 SH x x 9 105260
1,732 58,000 SH x x 10 58000
3,334 107,300 SH x x 23 107300
415 13,970 SH x x 28 13970
8,364 281,733 SH x 32 281733
Textron, Inc. Common Stocks 883203101 9,697 152,550 SH x x 5 152550
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
956 15,700 SH x x 7 15700
744 21,715 SH x x 25 21715
17,490 287,305 SH x 32 287305
theglobe.com Common Stocks 88335R101 3 400 SH x x 33 400
Theragenics Corp. Common Stocks 883375107 224 17,100 SH x x 25 17100
278 20,800 SH x 32 20800
12 900 SH x x 33 900
Thermo Electron Corp. Common Stocks 883556102 78 3,850 SH x 32 3850
Thermo Instrument
Systems, Inc. Common Stocks 883559106 192 8,500 SH x x 23 8500
382 18,149 SH x 32 18149
11 500 SH x x 33 500
14 700 SH x x 38 700
Thermo Optek Corp.
New Common Stocks 883582108 156 10,500 SH x x 25 10500
202 13,600 SH x 32 13600
ThermoQuest Corp. Common Stocks 883655102 70 4,200 SH x x 25 4200
67 4,000 SH x 32 4000
10 610 SH x x 38 610
Thomas & Betts Corp. Common Stocks 884315102 636 22,500 SH x x 4 22500
610 21,600 SH x x 9 21600
181 6,400 SH x x 17 6400
1,480 52,400 SH x 32 52400
Thor Industries, Inc. Common Stocks 885160101 1,050 41,300 SH x x 22 41300
149 6,100 SH x x 25 6100
1,306 53,700 SH x 32 53700
2 100 SH x x 33 100
Thornburg Mortgage
Asset Corp. Common Stocks 885218107 44 5,900 SH x x 17 5900
293 39,600 SH x x 25 39600
337 45,700 SH x 32 45700
7 800 SH x x 38 800
3Com Corp. Common Stocks 885535104 618 11,300 SH x x 10 11300
2,867 51,600 SH x x 16 51600
6,619 117,100 SH x x 23 117100
478 8,600 SH x x 28 8600
42,690 767,466 SH x 32 767466
9,656 173,790 SH x x 39 173790
Ticketmaster
Online-CitySearch,
Inc. Class B Common Stocks 88633P203 27 1,063 SH x 32 1063
2 100 SH x x 38 100
Tidewater, Inc. Common Stocks 886423102 2,354 74,000 SH x x 4 74000
2,500 78,600 SH x x 9 78600
115 3,600 SH x x 17 3600
484 14,800 SH x x 23 14800
487 14,600 SH x x 25 14600
8,243 259,100 SH x 32 259100
58 2,000 SH x x 38 2000
Tiffany & Co. Common Stocks 886547108 7,976 92,700 SH x x 9 92700
2,383 28,500 SH x x 11 28500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,898 34,650 SH x x 20 34650
2,995 34,100 SH x x 22 34100
838 9,300 SH x x 25 9300
34,715 415,128 SH x 32 415128
318 3,800 SH x x 33 3800
4,810 57,513 SH x x 39 57513
Timberland Co.
Class A Common Stocks 887100105 1,636 30,500 SH x x 22 30500
352 6,200 SH x x 25 6200
2,009 39,400 SH x 32 39400
61 1,200 SH x x 33 1200
Time Warner, Inc. Common Stocks 887315109 7,442 67,600 SH x x 1 67600
10,245 102,450 SH x x 10 102450
7,320 73,200 SH x x 16 73200
17,310 173,100 SH x x 23 173100
100 1,000 SH x x 25 1000
86,138 861,377 SH x 32 861377
11,895 118,954 SH x x 39 118954
5,252 49,400 SH x x 42 49400
Times Mirror Co.
Class A Common Stocks 887364107 112 1,200 SH x x 25 1200
465 5,000 SH x x 28 5000
1,275 13,716 SH x 32 13716
Timken Co. Common Stocks 887389104 387 22,200 SH x x 23 22200
293 16,500 SH x x 25 16500
1,648 101,400 SH x 32 101400
100 6,000 SH x x 38 6000
Titan Corp. Common Stocks 888266103 316 6,300 SH x x 25 6300
372 7,300 SH x 32 7300
219 4,300 SH x x 33 4300
Titanium Metals
Corp. Common Stocks 888339108 794 181,400 SH x 32 181400
Toll Brothers, Inc. Common Stocks 889478103 1,854 92,700 SH x x 4 92700
662 33,100 SH x x 9 33100
485 23,900 SH x x 25 23900
3,174 158,700 SH x 32 158700
38 1,900 SH x x 33 1900
Tootsie Roll
Industries, Inc. Common Stocks 890516107 2,134 67,544 SH x x 11 67544
4,570 145,081 SH x 32 145081
Topps Co., Inc. Common Stocks 890786106 347 35,600 SH x x 25 35600
218 26,200 SH x 32 26200
Torchmark Corp. Common Stocks 891027104 1,937 83,600 SH x x 10 83600
313 12,600 SH x x 23 12600
662 28,625 SH x 32 28625
Toro Co. Common Stocks 891092108 653 21,800 SH x x 9 21800
75 2,500 SH x x 17 2500
940 31,400 SH x 32 31400
18 600 SH x x 33 600
64 2,000 SH x x 38 2000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Tosco Corp. Common Stocks 891490302 1,039 34,130 SH x x 9 34130
3,316 108,800 SH x x 10 108800
3,304 106,300 SH x x 23 106300
639 20,980 SH x x 28 20980
4,571 150,180 SH x 32 150180
Total Fina SA - ADR Common Stocks 89151E109 185 2,400 SH x x 1 2400
6,913 120,930 SH x x 27 120930
7,178 97,499 SH x 32 97499
Tower Automotive,
Inc. Common Stocks 891707101 43 2,600 SH x x 9 2600
425 23,100 SH x x 25 23100
1,664 101,600 SH x 32 101600
29 1,800 SH x x 33 1800
Total Systems
Services, Inc. Common Stocks 891906109 157 9,200 SH x x 23 9200
312 19,565 SH x 32 19565
19 1,200 SH x x 33 1200
Town & Country Trust Common Stocks 892081100 5 300 SH x 32 300
Toys "R" Us, Inc. Common Stocks 892335100 1,053 71,110 SH x x 9 71110
4,854 323,024 SH x x 23 323024
1 100 SH x x 28 100
4,856 327,843 SH x 32 327843
Tractor Supply Co. Common Stocks 892356106 29 1,400 SH x x 17 1400
4 200 SH x x 33 200
Trammell Crow Co. Common Stocks 89288R106 9 800 SH x x 33 800
Trans World
Entertainment Corp. Common Stocks 89336Q100 199 19,900 SH x 32 19900
12 1,200 SH x x 33 1200
Transatlantic
Holdings, Inc. Common Stocks 893521104 2,847 33,300 SH x x 4 33300
831 9,720 SH x x 9 9720
4,329 50,627 SH x 32 50627
TransTexas Gas Corp. Common Stocks 893895102 0 1,000 SH x 32 1000
Travelers Property
Casualty Corp.
Class A Common Stocks 893939108 190 4,300 SH x x 23 4300
954 23,120 SH x x 28 23120
3,314 80,346 SH x 32 80346
TranSwitch Corp. Common Stocks 894065101 457 3,280 SH x x 16 3280
364 3,900 SH x x 25 3900
1,210 12,585 SH x 32 12585
432 4,500 SH x x 33 4500
Tredegar Industries,
Inc. Common Stocks 894650100 3 100 SH x x 33 100
Trendwest Resorts,
Inc. NPV Common Stocks 894917103 154 6,700 SH x x 25 6700
163 6,900 SH x 32 6900
21 900 SH x x 33 900
Triangle
Pharmaceuticals,
Inc. Common Stocks 89589H100 991 62,900 SH x 32 62900
Triad Guaranty, Inc. Common Stocks 895925105 369 18,000 SH x x 25 18000
471 23,200 SH x 32 23200
12 600 SH x x 33 600
Tricon Global
Restaurants, Inc. Common Stocks 895953107 233 7,500 SH x x 7 7500
7,713 244,100 SH x x 23 244100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
811 26,100 SH x x 28 26100
6,043 194,530 SH x 32 194530
Tribune Co. Common Stocks 896047107 9,067 236,860 SH x x 5 236860
4,902 134,074 SH x x 7 134074
1,000 25,500 SH x x 23 25500
1,422 56,900 SH x x 25 56900
17,225 471,118 SH x 32 471118
Tricom SA - ADR NPV Common Stocks 89612A100 156 6,500 SH x x 35 6500
89612A104 158 6,600 SH x 32 6600
Trigon Healthcare,
Inc. Common Stocks 89618L100 1,401 39,200 SH x x 9 39200
79 2,200 SH x x 23 2200
276 6,900 SH x x 25 6900
511 14,300 SH x x 28 14300
4,704 131,579 SH x 32 131579
176 4,800 SH x x 38 4800
Trimble Navigation,
Ltd. NPV Common Stocks 896239100 13 500 SH x x 25 500
18 700 SH x x 33 700
Trinity Industries,
Inc. Common Stocks 896522109 1,701 71,800 SH x x 4 71800
1,933 81,590 SH x x 9 81590
123 5,200 SH x x 17 5200
309 12,600 SH x x 23 12600
186 5,700 SH x x 25 5700
5,656 238,770 SH x 32 238770
45 1,900 SH x x 33 1900
77 3,330 SH x x 38 3330
Triquint Semiconductor,
Inc. Common Stocks 89674K103 296 3,800 SH x x 9 3800
212 2,900 SH x x 25 2900
387 5,265 SH x 32 5265
257 3,500 SH x x 33 3500
Triumph Group, Inc.
New Common Stocks 896818101 82 2,800 SH x 32 2800
15 500 SH x x 33 500
Trizec Hahn Corp. Common Stocks 896938107 2,748 183,200 SH x x 24 183200
True North
Communications, Inc. Common Stocks 897844106 1,219 31,000 SH x x 9 31000
108 1,900 SH x x 25 1900
1,006 25,600 SH x 32 25600
63 1,600 SH x x 33 1600
Trust Company of
New Jersey Common Stocks 898304100 2 100 SH x 32 100
TrustCo Bank Corp. NY Common Stocks 898349105 20 1,700 SH x x 33 1700
Trustmark Corp. Common Stocks 898402102 97 4,800 SH x x 9 4800
38 1,900 SH x x 23 1900
304 15,076 SH x 32 15076
62 3,400 SH x x 38 3400
Tubos de Acero de
Mexico SA Common Stocks 898592506 188 11,500 SH x x 34 11500
Tuboscope Vetco
International Corp. Common Stocks 898600101 571 33,600 SH x x 9 33600
486 28,600 SH x 32 28600
Tupperware Corp. Common Stocks 899896104 759 48,000 SH x x 9 48000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
857 54,200 SH x x 23 54200
356 22,500 SH x x 25 22500
2,160 136,600 SH x 32 136600
105 6,100 SH x x 38 6100
TV Azteca SA de CV - ADR Common Stocks 901145102 2,716 184,200 SH x x 8 184200
2,056 139,400 SH x 32 139400
267 18,100 SH x x 34 18100
631 42,800 SH x x 35 42800
Tweeter Home
Entertainment Group,
Inc. New Common Stocks 901167106 1,867 42,200 SH x x 20 42200
1,589 35,900 SH x 32 35900
24/7 Media, Inc. Common Stocks 901314104 51 1,300 SH x x 33 1300
Twinlab Corp. New Common Stocks 901774109 485 68,000 SH x 32 68000
Tyco International,
Ltd. Common Stocks 902124106 23,575 445,100 SH x x 1 445100
0 10 SH x x 3 10
25,851 520,006 SH x x 10 520006
9,461 189,700 SH x x 16 189700
11,166 223,877 SH x x 23 223877
85 1,700 SH x x 25 1700
6,873 137,800 SH x x 29 137800
89,319 1,790,866 SH x 32 1790866
4,533 90,880 SH x x 43 90880
Tyson Foods, Inc.
Class A Common Stocks 902494103 1,112 97,000 SH x x 23 97000
39 3,500 SH x x 25 3500
956 85,934 SH x 32 85934
UAL Corp. Common Stocks 902549500 4,485 74,900 SH x x 1 74900
2,552 42,620 SH x x 9 42620
178 2,800 SH x x 23 2800
1,023 17,000 SH x x 25 17000
18,030 301,131 SH x 32 301131
82 1,300 SH x x 38 1300
UCAR International,
Inc. Common Stocks 90262K109 29 2,200 SH x x 33 2200
UGI Corp. Common Stocks 902681105 774 35,800 SH x x 9 35800
130 6,000 SH x x 17 6000
119 5,500 SH x x 25 5500
80 3,700 SH x x 26 3700
1,315 60,800 SH x 32 60800
35 1,600 SH x x 33 1600
52 2,400 SH x x 38 2400
UICI Common Stocks 902737105 200 30,600 SH x x 25 30600
247 37,300 SH x 32 37300
1 200 SH x x 33 200
UMB Financial Corp. Common Stocks 902788108 124 3,410 SH x x 9 3410
92 2,530 SH x x 26 2530
141 3,850 SH x 32 3850
29 800 SH x x 33 800
USX-Marathon Group Common Stocks 902905827 2,592 99,467 SH x x 7 99467
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
667 25,600 SH x x 9 25600
5,134 197,000 SH x x 16 197000
3,231 116,400 SH x x 23 116400
44 1,700 SH x x 25 1700
17,868 685,592 SH x 32 685592
UST Corp. Common Stocks 902911106 335 20,000 SH x x 23 20000
291 18,600 SH x x 25 18600
1,683 107,697 SH x 32 107697
U.S. Restaurant
Properties, Inc. Common Stocks 902971100 42 3,200 SH x x 17 3200
20 1,500 SH x 32 1500
10 800 SH x x 33 800
U.S. Bancorp Common Stocks 902973106 8,881 403,900 SH x x 10 403900
3,690 157,200 SH x x 23 157200
619 28,300 SH x x 28 28300
8,870 405,489 SH x 32 405489
Us Liquids, Inc. Common Stocks 902974104 101 15,500 SH x x 9 15500
82 12,600 SH x 32 12600
USA Networks, Inc. Common Stocks 902984103 5,589 248,400 SH x x 16 248400
163 6,800 SH x x 23 6800
13,835 613,192 SH x 32 613192
113 5,000 SH x x 33 5000
URS Corp. Common Stocks 903236107 172 13,100 SH x x 9 13100
37 2,800 SH x x 17 2800
379 27,400 SH x x 25 27400
574 43,700 SH x 32 43700
8 700 SH x x 38 700
U.S. Can Corp. Common Stocks 90328W105 239 12,300 SH x x 25 12300
319 16,400 SH x 32 16400
6 300 SH x x 33 300
USG Corp. Common Stocks 903293405 2,164 51,600 SH x x 4 51600
1,535 36,600 SH x x 9 36600
25 600 SH x x 10 600
205 4,900 SH x x 17 4900
7,515 179,200 SH x x 23 179200
2,107 61,000 SH x x 25 61000
84 2,000 SH x x 26 2000
7,454 177,742 SH x 32 177742
323 7,400 SH x x 38 7400
U.S. Foodservice Common Stocks 90331R101 47 1,830 SH x 32 1830
US LEC Corp. Common Stocks 90331S109 12 300 SH x x 33 300
USEC, Inc. Common Stocks 90333E108 404 88,200 SH x x 10 88200
49 10,600 SH x 32 10600
USX-U.S. Steel Group Common Stocks 90337T101 1,785 71,400 SH x x 9 71400
373 14,900 SH x x 10 14900
218 8,700 SH x x 17 8700
233 8,700 SH x x 23 8700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
601 24,000 SH x x 25 24000
2,939 117,560 SH x 32 117560
UTI Energy Corp. Common Stocks 903387108 615 16,300 SH x x 9 16300
287 7,700 SH x x 25 7700
1,431 37,900 SH x 32 37900
39 1,200 SH x x 38 1200
U.S. Xpress
Enterprises, Inc.
Class A Common Stocks 90338N103 41 4,600 SH x 32 4600
Ultimate Electronics,
Inc. Common Stocks 903849107 714 22,489 SH x x 16 22489
585 26,756 SH x 32 26756
Ultramar Diamond
Shamrock Corp. Common Stocks 904000106 4,029 158,760 SH x x 9 158760
2,667 105,100 SH x x 10 105100
41 1,600 SH x x 17 1600
5,471 210,400 SH x x 23 210400
556 20,400 SH x x 25 20400
917 36,140 SH x x 28 36140
12,673 499,422 SH x 32 499422
109 4,300 SH x x 33 4300
304 12,220 SH x x 38 12220
Ultratech Stepper,
Inc. Common Stocks 904034105 6 400 SH x x 33 400
Uniao de Bancos
Brasileiros Preferred
SA - GDR Stocks 90458E107 1,014 22,000 SH x x 19 22000
0 2 SH x x 30 2
2,591 81,602 SH x 32 81602
643 19,800 SH x x 36 19800
Unifi, Inc. Common Stocks 904677101 376 42,100 SH x x 9 42100
254 27,500 SH x x 10 27500
Unifirst Corp. Common Stocks 904708104 6 500 SH x x 33 500
Unicom Corp. Common Stocks 904911104 204 5,600 SH x x 9 5600
1,089 27,800 SH x x 23 27800
945 25,900 SH x x 28 25900
4,767 130,591 SH x 32 130591
Unigraphics Solutions,
Inc. Common Stocks 904928108 1,093 35,200 SH x x 22 35200
181 6,100 SH x x 25 6100
1,366 46,200 SH x 32 46200
Union Carbide Corp. Common Stocks 905581104 1,454 23,800 SH x x 23 23800
910 15,600 SH x x 28 15600
4,284 73,465 SH x 32 73465
Union Pacific Corp. Common Stocks 907818108 5,946 144,730 SH x x 5 144730
931 23,786 SH x x 7 23786
688 17,580 SH x x 9 17580
3,666 92,400 SH x x 10 92400
1,138 27,100 SH x x 23 27100
1,260 49,000 SH x x 25 49000
945 24,160 SH x x 28 24160
14,810 378,523 SH x 32 378523
Union Pacific
Resources Group,
Inc. Common Stocks 907834105 2,635 181,700 SH x x 7 181700
519 35,800 SH x x 10 35800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
547 33,400 SH x x 25 33400
708 48,800 SH x x 28 48800
2,488 171,600 SH x 32 171600
Union Planters Corp. Common Stocks 908068109 1,725 55,977 SH x x 4 55977
2,784 90,800 SH x x 10 90800
253 8,200 SH x x 28 8200
2,648 85,952 SH x 32 85952
UnionBanCal Corp. Common Stocks 908906100 8 308 SH x x 7 308
1,574 54,670 SH x x 9 54670
2,360 84,800 SH x x 23 84800
1,814 91,000 SH x x 25 91000
471 17,100 SH x x 28 17100
5,645 204,800 SH x 32 204800
Uniphase Corp. Common Stocks 909149106 397 4,300 SH x x 10 4300
369 4,000 SH x x 11 4000
UniSource Energy
Corp. NPV Common Stocks 909205106 66 4,500 SH x x 17 4500
625 40,400 SH x x 25 40400
633 43,100 SH x 32 43100
Unisys Corp. Common Stocks 909214108 233 8,900 SH x x 5 8900
729 28,597 SH x x 7 28597
23 900 SH x x 28 900
192 7,512 SH x 32 7512
United Auto Group,
Inc. Common Stocks 909440109 148 16,900 SH x x 25 16900
179 20,300 SH x 32 20300
United Bankshares,
Inc. Common Stocks 909907107 28 1,300 SH x x 33 1300
United Dominion
Realty Trust, Inc. Common Stocks 910197102 160 15,900 SH x x 17 15900
143 14,200 SH x 32 14200
28 2,810 SH x x 38 2810
United Fire & Casualty
Co. Common Stocks 910331107 2,126 110,461 SH x 32 110461
United Healthcare Corp. Common Stocks 910581107 1,014 17,000 SH x x 1 17000
2,205 36,986 SH x x 7 36986
3,815 60,810 SH x x 9 60810
656 11,000 SH x x 10 11000
3,716 58,300 SH x x 23 58300
1,425 32,600 SH x x 25 32600
930 15,600 SH x x 28 15600
3,339 56,000 SH x x 29 56000
25,708 431,160 SH x 32 431160
United Illuminating
Co. Common Stocks 910637107 569 14,500 SH x x 9 14500
122 3,100 SH x x 17 3100
300 6,800 SH x x 25 6800
1,452 37,000 SH x 32 37000
27 700 SH x x 33 700
107 2,600 SH x x 38 2600
United National
Bancorp Common Stocks 910909100 15 700 SH x x 33 700
United Natural Foods,
Inc. Common Stocks 911163103 4 300 SH x x 33 300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
United Rentals, Inc. Common Stocks 911363109 68 2,700 SH x x 25 2700
13 728 SH x 32 728
United States
Cellular Corp. Common Stocks 911684108 3,408 48,000 SH x x 4 48000
312 4,400 SH x x 25 4400
107 1,500 SH x x 26 1500
3,480 49,020 SH x 32 49020
21 300 SH x x 33 300
USAirways Group,
Inc. Common Stocks 911905107 221 7,400 SH x x 23 7400
463 16,652 SH x 32 16652
U.S. Home Corp. Common Stocks 911920106 23 600 SH x x 33 600
US Industries, Inc. Common Stocks 912080108 271 22,800 SH x x 23 22800
712 64,369 SH x 32 64369
45 3,500 SH x x 38 3500
U.S. West, Inc. NPV Common Stocks 91273H101 775 9,900 SH x x 1 9900
27 400 SH x x 10 400
7,419 98,900 SH x x 23 98900
465 6,400 SH x x 25 6400
1,765 24,300 SH x x 28 24300
13,455 185,265 SH x 32 185265
U.S. Trust Corp. Common Stocks 91288L105 90 477 SH x 32 477
359 1,900 SH x x 33 1900
64 400 SH x x 38 400
United Stationers,
Inc. Common Stocks 913004107 1,303 36,500 SH x x 9 36500
835 20,800 SH x x 25 20800
2,077 58,200 SH x 32 58200
40 1,100 SH x x 38 1100
United Technologies
Corp. Common Stocks 913017109 8,795 129,600 SH x x 1 129600
4,764 75,400 SH x x 9 75400
613 9,700 SH x x 10 9700
1,826 28,900 SH x x 16 28900
1,863 27,500 SH x x 23 27500
1,661 26,290 SH x x 25 26290
88 1,400 SH x x 28 1400
4,145 65,600 SH x x 29 65600
41,317 653,881 SH x 32 653881
United Television,
Inc. Common Stocks 913066106 2,789 21,450 SH x x 4 21450
259 2,000 SH x x 25 2000
4,289 32,400 SH x 32 32400
Unitrin, Inc. Common Stocks 913275103 48 1,208 SH x 32 1208
Universal Corp. Common Stocks 913456109 87 5,800 SH x x 17 5800
958 63,600 SH x x 23 63600
238 15,500 SH x x 25 15500
471 31,300 SH x 32 31300
23 1,500 SH x x 33 1500
Universal Foods Corp. Common Stocks 913538104 958 44,800 SH x x 9 44800
86 4,000 SH x x 26 4000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
900 42,100 SH x 32 42100
88 4,100 SH x x 33 4100
Universal Forest
Products, Inc. Common Stocks 913543104 119 9,650 SH x 32 9650
9 700 SH x x 33 700
Universal Health
Services, Inc.
Class B Common Stocks 913903100 226 4,300 SH x x 23 4300
449 9,161 SH x 32 9161
10 200 SH x x 33 200
Univision
Communications, Inc.
Class A Common Stocks 914906102 746 6,600 SH x x 9 6600
57 500 SH x x 23 500
124 1,100 SH x x 25 1100
16,378 144,942 SH x 32 144942
6,760 56,300 SH x x 42 56300
Unocal Corp. Common Stocks 915289102 1,196 40,200 SH x x 4 40200
9,417 299,980 SH x x 5 299980
354 11,100 SH x x 23 11100
848 28,500 SH x x 28 28500
17,401 584,904 SH x 32 584904
USFreightways Corp. Common Stocks 916906100 2,950 76,960 SH x x 9 76960
311 7,100 SH x x 25 7100
4,530 120,990 SH x 32 120990
49 1,300 SH x x 33 1300
41 1,000 SH x x 38 1000
Urban Outfitters,
Inc. Common Stocks 917047102 4 300 SH x x 33 300
Urban Shopping
Centers, Inc. Common Stocks 917060105 2,633 90,600 SH x x 24 90600
20 700 SH x 32 700
6 200 SH x x 38 200
1,215 41,800 SH x x 41 41800
USBANCORP, Inc. Common Stocks 917292104 43 3,900 SH x x 17 3900
8 700 SH x x 33 700
UtiliCorp United,
Inc. Common Stocks 918005109 2,161 119,620 SH x x 9 119620
191 10,600 SH x x 17 10600
100 3,800 SH x x 25 3800
3,111 172,252 SH x 32 172252
83 4,600 SH x x 33 4600
V.F. Corp. Common Stocks 918204108 56 2,328 SH x 32 2328
Valassi
Communications,
Inc. Common Stocks 918866104 1,198 34,800 SH x x 23 34800
339 10,200 SH x x 25 10200
1,475 44,274 SH x 32 44274
140 4,200 SH x x 33 4200
Valhi, Inc. New Common Stocks 918905100 2 200 SH x 32 200
Valence Technology,
Inc. Common Stocks 918914102 54 2,300 SH x x 33 2300
Valero Energy Corp. Common Stocks 91913Y100 503 16,400 SH x x 10 16400
2,098 68,500 SH x 32 68500
74 2,400 SH x x 33 2400
Valley National
Bancorp Common Stocks 919794107 40 1,485 SH x 32 1485
81 3,000 SH x x 33 3000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Valmont Industries,
Inc. Common Stocks 920253101 26 1,500 SH x x 25 1500
12 700 SH x x 33 700
Valspar Corp. Common Stocks 920355104 37 957 SH x 32 957
65 1,700 SH x x 33 1700
Value City
Department Stores,
Inc. Common Stocks 920387107 22 1,600 SH x x 9 1600
334 24,400 SH x x 25 24400
451 32,500 SH x 32 32500
16 1,330 SH x x 38 1330
Valuevision
International,
Inc. Class A Common Stocks 92047K107 457 7,603 SH x x 16 7603
186 4,700 SH x x 25 4700
4,247 102,649 SH x 32 102649
Varco
International,
Inc. Common Stocks 922126107 256 20,300 SH x x 9 20300
167 13,200 SH x x 17 13200
194 15,500 SH x x 25 15500
674 53,400 SH x 32 53400
38 3,000 SH x x 33 3000
29 2,600 SH x x 38 2600
Varian Associates,
Inc. Common Stocks 922204102 29 700 SH x x 25 700
Vastar Resources,
Inc. Common Stocks 922380100 30 398 SH x 32 398
37 500 SH x x 33 500
Ventas, Inc. Common Stocks 92276F100 13 4,000 SH x 32 4000
Venator Group, Inc. Common Stocks 922944103 18 2,000 SH x x 9 2000
795 89,000 SH x x 28 89000
2,862 320,218 SH x 32 320218
61 6,800 SH x x 33 6800
Verio, Inc. Common Stocks 923433106 2,124 48,000 SH x x 11 48000
3,709 82,300 SH x x 20 82300
237 5,400 SH x x 25 5400
5,418 120,222 SH x 32 120222
95 2,100 SH x x 33 2100
Veritas Software
Corp. Common Stocks 923436109 776 6,100 SH x x 1 6100
3,808 29,066 SH x x 7 29066
7,548 54,600 SH x x 9 54600
266 2,200 SH x x 10 2200
8,227 64,000 SH x x 11 64000
108 825 SH x x 25 825
50,882 388,409 SH x 32 388409
1,585 12,100 SH x x 33 12100
7,141 51,300 SH x x 42 51300
6,402 44,295 SH x x 43 44295
Verity, Inc. Common Stocks 92343C106 1,418 34,800 SH x x 20 34800
1,165 28,600 SH x 32 28600
VeriSign, Inc. Common Stocks 92343E102 554 3,700 SH x x 1 3700
717 4,800 SH x x 7 4800
1,799 12,300 SH x x 11 12300
1,167 8,000 SH x x 25 8000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
10,158 67,944 SH x 32 67944
986 6,600 SH x x 33 6600
2,130 13,400 SH x x 42 13400
833 3,840 SH x x 43 3840
Veritas DGC, Inc. Common Stocks 92343P107 1,645 58,500 SH x x 11 58500
191 6,900 SH x x 25 6900
219 7,800 SH x 32 7800
Vertex
Pharmaceuticals,
Inc. Common Stocks 92532F100 17 400 SH x x 38 400
Veterinary
Centers of
America, Inc. Common Stocks 925514101 2,216 161,150 SH x 32 161150
11 800 SH x x 33 800
Viacom, Inc.
Class A Common Stocks 925524100 265 4,600 SH x x 23 4600
508 9,500 SH x 32 9500
Viacom, Inc.
Class B Common Stocks 925524308 7,452 135,600 SH x x 5 135600
6,664 126,326 SH x x 7 126326
21 400 SH x x 10 400
6,731 127,600 SH x x 16 127600
2,218 39,200 SH x x 23 39200
849 16,100 SH x x 28 16100
46,954 890,129 SH x 32 890129
501 9,492 SH x x 39 9492
5,074 90,500 SH x x 42 90500
Viatel, Inc. Common Stocks 925529208 480 6,644 SH x x 16 6644
600 11,947 SH x 32 11947
Viad Corp. Common Stocks 92552R109 814 35,600 SH x x 9 35600
80 3,500 SH x x 17 3500
939 41,060 SH x 32 41060
ViaSat, Inc. Common Stocks 92552V100 1,696 23,600 SH x x 20 23600
1,174 16,300 SH x 32 16300
Vical, Inc. Common Stocks 925602104 16 500 SH x x 33 500
Vicor Corp. Common Stocks 925815102 11 600 SH x x 33 600
Vintage Petroleum,
Inc. Common Stocks 927460105 3,351 166,500 SH x x 4 166500
543 27,000 SH x x 9 27000
703 24,070 SH x x 16 24070
54 2,700 SH x x 17 2700
1,935 91,900 SH x x 22 91900
7,150 355,271 SH x 32 355271
4 200 SH x x 33 200
Vishay
Intertechnology,
Inc. Common Stocks 928298108 3,048 54,800 SH x x 9 54800
399 7,175 SH x x 17 7175
1,384 23,700 SH x x 22 23700
3,960 70,025 SH x x 23 70025
1,665 26,000 SH x x 25 26000
161 2,900 SH x x 26 2900
300 5,400 SH x x 28 5400
10,042 180,526 SH x 32 180526
200 3,600 SH x x 33 3600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
308 5,000 SH x x 38 5000
Visual Networks,
Inc. Common Stocks 928444108 467 5,666 SH x x 16 5666
160 2,900 SH x x 25 2900
4,230 74,531 SH x 32 74531
136 2,400 SH x x 33 2400
VISX, Inc. Common Stocks 92844S105 152 8,500 SH x x 25 8500
215 11,771 SH x 32 11771
Vital Signs, Inc. Common Stocks 928469105 39 1,700 SH x x 9 1700
50 2,200 SH x x 17 2200
182 8,000 SH x x 25 8000
328 14,300 SH x 32 14300
7 300 SH x x 33 300
Vitesse
Semiconductor
Corp. Common Stocks 928497106 644 6,700 SH x x 7 6700
368 3,820 SH x 32 3820
471 4,900 SH x x 33 4900
Vodafone Group
PLC - ADR Common Stocks 92857T107 20,118 362,300 SH x x 1 362300
70,915 1,276,313 SH x 321276313
6,590 118,606 SH x x 39 118606
Volt Information
Sciences, Inc. Common Stocks 928703107 271 7,600 SH x x 25 7600
323 9,000 SH x 32 9000
14 400 SH x x 33 400
Vornado Realty
Trust Common Stocks 929042109 27,668 825,900 SH x x 2 825900
180 5,200 SH x x 10 5200
5,082 151,700 SH x x 24 151700
70 2,086 SH x 32 2086
Vulcan Materials
Co. Common Stocks 929160109 101 2,200 SH x 32 2200
WD-40 Co. Common Stocks 929236107 8 400 SH x x 33 400
WFS Financial, Inc. Common Stocks 92923B106 229 11,800 SH x x 25 11800
262 13,500 SH x 32 13500
WICOR, Inc. Common Stocks 929253102 118 3,800 SH x x 26 3800
WMS Industries, Inc. Common Stocks 929297109 473 47,900 SH x x 9 47900
1,067 102,700 SH x x 22 102700
1,655 167,600 SH x 32 167600
8 800 SH x x 33 800
9 1,100 SH x x 38 1100
WPS Resources Corp. Common Stocks 92931B106 148 5,700 SH x x 17 5700
34 1,300 SH x x 33 1300
Wabash National
Corp. Common Stocks 929566107 422 30,300 SH x x 9 30300
425 30,500 SH x 32 30500
14 1,000 SH x x 33 1000
Wachovia Corp. Common Stocks 929771103 953 14,100 SH x x 9 14100
876 12,100 SH x x 23 12100
277 4,100 SH x x 28 4100
5,371 79,504 SH x 32 79504
Wackenhut Corp. Common Stocks 929794105 14 1,000 SH x x 17 1000
6 400 SH x x 33 400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Wackenhut
Corrections Corp. Common Stocks 929798106 3 300 SH x x 33 300
Waddell & Reed
Financial, Inc.
Class A Common Stocks 930059100 296 5,900 SH x x 9 5900
210 4,600 SH x x 23 4600
772 18,240 SH x 32 18240
76 1,800 SH x x 33 1800
Wal-Mart Stores,
Inc. Common Stocks 931142103 1,738 27,100 SH x x 1 27100
12,008 216,359 SH x x 7 216359
5,692 98,020 SH x x 9 98020
28,584 512,600 SH x x 10 512600
6,610 119,100 SH x x 23 119100
8,741 186,100 SH x x 25 186100
4,390 79,100 SH x x 29 79100
128,201 2,309,929 SH x 322309929
7,206 129,846 SH x x 39 129846
10,156 172,200 SH x x 42 172200
3,805 52,470 SH x x 43 52470
Walgreen Co. Common Stocks 931422109 3,958 141,600 SH x x 1 141600
543 21,100 SH x x 25 21100
8,701 337,884 SH x 32 337884
1,957 71,500 SH x x 42 71500
Wallace Computer
Services, Inc. Common Stocks 932270101 383 30,200 SH x x 23 30200
179 15,200 SH x x 25 15200
50 4,200 SH x x 26 4200
967 81,900 SH x 32 81900
22 1,900 SH x x 33 1900
15 1,300 SH x x 38 1300
Walter Industries,
Inc. Common Stocks 93317Q105 26 3,400 SH x 32 3400
Warnaco Group, Inc.
Class A Common Stocks 934390105 1,051 88,933 SH x 32 88933
Warner-Lambert Co. Common Stocks 934488107 23,691 226,000 SH x x 1 226000
8,936 87,000 SH x x 9 87000
9,482 95,700 SH x x 10 95700
6,903 70,800 SH x x 16 70800
6,230 63,900 SH x x 23 63900
3,023 31,000 SH x x 25 31000
120,257 1,233,406 SH x 321233406
6,559 63,300 SH x x 42 63300
14,573 134,110 SH x x 43 134110
Washington Federal,
Inc. Common Stocks 938824109 171 8,955 SH x x 9 8955
183 9,600 SH x x 10 9600
84 4,400 SH x x 26 4400
51 2,700 SH x x 33 2700
Washington Gas & Light
Co. Common Stocks 938837101 122 3,100 SH x x 25 3100
63 2,300 SH x x 33 2300
Washington Mutual,
Inc. Common Stocks 939322103 1,617 61,010 SH x x 9 61010
9,834 372,725 SH x x 10 372725
1,292 48,750 SH x x 16 48750
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3,534 127,116 SH x x 23 127116
631 23,810 SH x x 28 23810
12,000 452,830 SH x 32 452830
Washington Post Co.
Class B Common Stocks 939640108 4,274 7,900 SH x x 4 7900
173 320 SH x x 9 320
4,392 8,119 SH x 32 8119
Washington Real
Estate Investment
Trust Common Stocks 939653101 11 700 SH x 32 700
Waste Management,
Inc. Common Stocks 94106L109 1,008 73,600 SH x x 10 73600
206 15,040 SH x 32 15040
Waters Corp. Common Stocks 941848103 3,082 32,500 SH x x 11 32500
730 6,800 SH x x 25 6800
5,935 62,307 SH x 32 62307
600 6,300 SH x x 33 6300
Watsco, Inc. Common Stocks 942622200 40 3,800 SH x 32 3800
6 600 SH x x 33 600
Watson
Pharmaceuticals,
Inc. Common Stocks 942683103 454 10,500 SH x x 10 10500
226 5,600 SH x x 25 5600
363 9,148 SH x 32 9148
Watts Industries,
Inc. Class A Common Stocks 942749102 121 9,800 SH x x 9 9800
137 11,100 SH x 32 11100
10 800 SH x x 33 800
Wausau-Mosinee
Paper Corp. Common Stocks 943315101 12 900 SH x x 33 900
Weatherford
International, Inc. Common Stocks 947074100 1,118 17,700 SH x x 23 17700
448 7,600 SH x x 25 7600
5,829 98,906 SH x 32 98906
265 4,500 SH x x 33 4500
Webb (Del E.) Corp. Common Stocks 947423109 333 22,500 SH x x 9 22500
40 2,700 SH x x 17 2700
309 20,800 SH x x 25 20800
28 1,900 SH x x 26 1900
1,549 104,600 SH x 32 104600
10 700 SH x x 33 700
Webster Financial
Corp. Common Stocks 947890109 2,466 107,500 SH x x 4 107500
289 12,600 SH x x 9 12600
32 1,400 SH x x 17 1400
2,378 103,400 SH x 32 103400
44 1,900 SH x x 33 1900
28 1,300 SH x x 38 1300
Weingarten Realty
Investors Common Stocks 948741103 103 2,800 SH x 32 2800
31 800 SH x x 38 800
Weis Markets, Inc. Common Stocks 948849104 12 361 SH x 32 361
Wellpoint Health
Networks, Inc. Common Stocks 94973H108 1,049 15,013 SH x x 7 15013
1,569 22,100 SH x x 10 22100
1,519 20,300 SH x x 23 20300
35 500 SH x x 25 500
2,973 42,550 SH x 32 42550
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Wells Fargo Co. Common Stocks 949746101 8,495 207,500 SH x x 7 207500
8,045 183,200 SH x x 23 183200
647 15,800 SH x x 25 15800
4,237 103,490 SH x x 28 103490
27,738 677,568 SH x 32 677568
Wellsford Real
Properties, Inc. Common Stocks 950240101 31 3,600 SH x 32 3600
5 600 SH x x 38 600
Wendy's International,
Inc. Common Stocks 950590109 119 5,900 SH x x 17 5900
188 8,700 SH x x 23 8700
429 21,265 SH x x 25 21265
1,502 74,396 SH x 32 74396
Werner Enterprises,
Inc. Common Stocks 950755108 25 1,500 SH x x 33 1500
WesBanco, Inc. Common Stocks 950810101 2 100 SH x x 33 100
Wesco Financial Corp. Common Stocks 950817106 240 940 SH x x 9 940
77 302 SH x 32 302
Wesley Jessen
VisionCare, Inc. New Common Stocks 951018100 25 700 SH x x 25 700
90 2,500 SH x x 33 2500
West Coast Bancor
NPV Common Stocks 952145100 1 100 SH x x 33 100
West TeleServices
Corp. Common Stocks 956188106 206 8,000 SH x x 25 8000
252 9,800 SH x 32 9800
Westamerica
Bancorporation Common Stocks 957090103 2,881 104,500 SH x x 11 104500
3,382 121,891 SH x 32 121891
3 100 SH x x 33 100
Westell Technologies,
Inc. Common Stocks 957541105 13 400 SH x x 25 400
Westcorp, Inc. Common Stocks 957907108 45 3,200 SH x 32 3200
6 400 SH x x 38 400
Western Digital
Corp. Common Stocks 958102105 296 39,800 SH x x 9 39800
556 74,700 SH x 32 74700
30 4,400 SH x x 38 4400
Western Gas
Resources, Inc. Common Stocks 958259103 59 3,700 SH x 32 3700
Western Resources,
Inc. Common Stocks 959425109 1,645 104,060 SH x x 9 104060
153 9,700 SH x x 17 9700
395 23,300 SH x x 23 23300
725 45,830 SH x x 28 45830
4,619 292,100 SH x 32 292100
52 3,300 SH x x 33 3300
3 200 SH x x 38 200
Western Wireless
Corp. NPV Class A Common Stocks 95988E204 293 6,400 SH x x 23 6400
151 3,300 SH x x 25 3300
239 5,208 SH x 32 5208
64 1,400 SH x x 33 1400
Westfield America,
Inc. Common Stocks 959910100 234 11,900 SH x x 25 11900
56 4,100 SH x 32 4100
8 600 SH x x 38 600
Westinghouse Air
Brake Co. Common Stocks 960386100 158 14,800 SH x x 25 14800
210 19,757 SH x 32 19757
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
17 1,600 SH x x 33 1600
1 132 SH x x 38 132
WestPoint Stevens,
Inc. Common Stocks 961238102 17 891 SH x 32 891
23 1,200 SH x x 33 1200
Westvaco Corp. Common Stocks 961548104 217 6,500 SH x x 17 6500
2,139 64,100 SH x x 20 64100
2,001 55,900 SH x x 23 55900
1,402 49,400 SH x x 25 49400
1,088 32,600 SH x x 28 32600
10,751 322,125 SH x 32 322125
182 5,600 SH x x 38 5600
Westwood One, Inc. Common Stocks 961815107 2,333 62,000 SH x x 9 62000
187 4,800 SH x x 23 4800
72 2,000 SH x x 25 2000
2,240 61,800 SH x 32 61800
239 6,600 SH x x 33 6600
Weyerhaeuser Co. Common Stocks 962166104 1,439 25,000 SH x x 1 25000
3,069 53,849 SH x x 7 53849
1,369 24,010 SH x x 9 24010
1,633 26,700 SH x x 23 26700
1,151 22,000 SH x x 25 22000
866 15,200 SH x x 28 15200
13,226 232,030 SH x 32 232030
Whirlpool Corp. Common Stocks 963320106 1,190 20,300 SH x x 7 20300
2,208 34,900 SH x x 9 34900
4,375 72,600 SH x x 23 72600
868 18,700 SH x x 25 18700
1,100 18,770 SH x x 28 18770
8,149 139,009 SH x 32 139009
Whitney Holding
Corp. Common Stocks 966612103 138 4,300 SH x x 9 4300
315 8,900 SH x x 25 8900
310 9,500 SH x 32 9500
35 1,100 SH x x 33 1100
Whole Foods Market,
Inc. Common Stocks 966837106 17 400 SH x x 25 400
3,605 87,000 SH x 32 87000
137 3,300 SH x x 33 3300
Wiley (John) & Sons
Inc. Class A Common Stocks 968223206 3,982 221,200 SH x 32 221200
27 1,500 SH x x 33 1500
Willamette Industries,
Inc. Common Stocks 969133107 1,932 44,900 SH x x 23 44900
518 16,100 SH x x 25 16100
265 6,600 SH x x 28 6600
4,654 115,985 SH x 32 115985
Williams Cos. (The) Common Stocks 969457100 2,017 47,500 SH x x 10 47500
860 19,578 SH x 32 19578
Williams-Sonoma,
Inc. Common Stocks 969904101 172 5,500 SH x x 25 5500
235 7,590 SH x 32 7590
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Wilmington Trust
Corp. Common Stocks 971807102 152 2,900 SH x x 23 2900
324 6,669 SH x 32 6669
45 900 SH x x 38 900
Wind River Systems,
Inc. Common Stocks 973149107 108 3,000 SH x x 25 3000
123 3,400 SH x 32 3400
116 3,200 SH x x 33 3200
Windmere Corp. Common Stocks 973411101 232 15,700 SH x x 9 15700
134 9,100 SH x x 25 9100
2,949 199,900 SH x 32 199900
50 3,400 SH x x 33 3400
Winn-Dixie Stores,
Inc. Common Stocks 974280109 398 19,100 SH x x 23 19100
790 40,661 SH x 32 40661
Winnebago Industries,
Inc. Common Stocks 974637100 40 2,200 SH x x 33 2200
WinStar Communications,
Inc. Common Stocks 975515107 3,789 63,350 SH x x 20 63350
372 6,500 SH x x 25 6500
3,797 63,280 SH x 32 63280
197 3,300 SH x x 33 3300
Wisconsin Central
Transportation
Corp. Common Stocks 976592105 74 6,100 SH x x 10 6100
26 2,100 SH x x 33 2100
Wisconsin Energy Corp. Common Stocks 976657106 1,120 56,200 SH x x 9 56200
2,720 133,900 SH x x 10 133900
895 44,900 SH x x 28 44900
3,566 178,873 SH x 32 178873
Wolverine Tube, Inc. Common Stocks 978093102 40 3,100 SH x 32 3100
8 600 SH x x 33 600
Wolverine World Wide,
Inc. Common Stocks 978097103 165 15,000 SH x x 9 15000
22 2,000 SH x x 33 2000
Woodward Governor
Co. Common Stocks 980745103 9 400 SH x x 33 400
Workflow Management,
Inc. Common Stocks 98137N109 625 16,019 SH x x 16 16019
638 23,681 SH x 32 23681
World Access, Inc. Common Stocks 98141A101 72 3,800 SH x x 33 3800
Worthington Industries,
Inc. Common Stocks 981811102 260 21,000 SH x x 9 21000
62 5,000 SH x x 17 5000
121 9,800 SH x x 25 9800
464 37,500 SH x 32 37500
Wrigley (Wm.),
Jr. Co. Common Stocks 982526105 361 4,700 SH x x 25 4700
998 12,990 SH x 32 12990
Xilinx, Inc. Common Stocks 983919101 2,693 32,542 SH x x 7 32542
2,560 29,900 SH x x 9 29900
1,148 14,500 SH x x 10 14500
257 3,100 SH x x 25 3100
18,946 228,780 SH x 32 228780
7,352 83,600 SH x x 42 83600
Xircom, Inc. Common Stocks 983922105 177 4,200 SH x x 25 4200
59 1,600 SH x x 26 1600
2,845 76,900 SH x 32 76900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
56 1,500 SH x x 33 1500
Xerox Corp. Common Stocks 984121103 23 900 SH x x 10 900
419 16,127 SH x 32 16127
XTRA Corp. Common Stocks 984138107 144 3,800 SH x x 9 3800
38 1,000 SH x x 17 1000
537 13,000 SH x x 25 13000
608 16,000 SH x 32 16000
23 600 SH x x 33 600
9 200 SH x x 38 200
Yahoo!, Inc. Common Stocks 984332106 514 3,000 SH x x 1 3000
1,490 8,700 SH x x 7 8700
8,520 50,000 SH x x 10 50000
3,152 18,400 SH x x 23 18400
34 3,200 SH x x 25 3200
33,854 197,546 SH x 32 197546
15,422 82,680 SH x x 43 82680
Yellow Corp. Common Stocks 985509108 511 27,700 SH x x 9 27700
112 6,100 SH x x 17 6100
456 22,700 SH x x 25 22700
1,562 84,700 SH x 32 84700
63 3,000 SH x x 38 3000
York International
Corp. Common Stocks 986670107 1,374 58,800 SH x x 9 58800
68 2,900 SH x x 26 2900
1,194 51,100 SH x 32 51100
Young & Rubicam,
Inc. Common Stocks 987425105 2,034 41,700 SH x x 9 41700
271 5,400 SH x x 25 5400
2,184 46,474 SH x 32 46474
Young Broadcasting
Corp. Class A Common Stocks 987434107 37 1,900 SH x x 17 1900
Zale Corp. Common Stocks 988858106 934 19,800 SH x x 7 19800
3,368 70,440 SH x x 9 70440
692 10,099 SH x x 16 10099
189 4,000 SH x x 17 4000
456 9,300 SH x x 25 9300
132 2,800 SH x x 26 2800
4,672 99,000 SH x x 29 99000
15,843 335,745 SH x 32 335745
9 200 SH x x 33 200
Zebra Technologies
Corp. Class A Common Stocks 989207105 199 4,000 SH x x 25 4000
105 2,100 SH x x 26 2100
215 4,300 SH x 32 4300
40 800 SH x x 33 800
Zenith National
Insurance Corp. Common Stocks 989390109 11 500 SH x x 33 500
Ziff-Davis, Inc. Common Stocks 989511100 20 1,300 SH x x 33 1300
Zions Bancorp Common Stocks 989701107 84 2,011 SH x 32 2011
54 1,300 SH x x 33 1300
Zoran Corp. Common Stocks 98975F101 581 7,113 SH x x 16 7113
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
677 12,023 SH x 32 12023
Zomax, Inc. NPV Common Stocks 989929104 2,410 38,100 SH x x 22 38100
305 5,100 SH x x 25 5100
2,880 47,800 SH x 32 47800
ACE, Ltd. Common Stocks G0070K103 2,871 125,500 SH x x 20 125500
2,205 96,400 SH x 32 96400
15 650 SH x x 33 650
Amdocs, Ltd. Common Stocks G02602103 2,417 32,800 SH x x 20 32800
15,738 213,517 SH x 32 213517
295 4,000 SH x x 35 4000
3,782 48,300 SH x x 42 48300
Annuity and Life Re
(Holdings), Ltd. Common Stocks G03910100 1,794 69,000 SH x 32 69000
Credicorp, Ltd. Common Stocks G2519Y108 655 60,600 SH x 32 60600
318 29,450 SH x x 34 29450
283 24,400 SH x x 36 24400
Gemstar International
Group, Ltd. Common Stocks G3788V106 3,213 39,000 SH x x 11 39000
1,323 15,400 SH x x 20 15400
6,495 75,520 SH x 32 75520
Global Crossing, Ltd. Common Stocks G3921A100 9,889 232,335 SH x x 10 232335
111 2,700 SH x x 28 2700
IPC Holdings, Ltd. Common Stocks G4933P101 1,680 141,500 SH x x 4 141500
RenaissanceRe Holdings,
Ltd. Common Stocks G7496G103 2,596 63,500 SH x x 4 63500
2,571 62,900 SH x 32 62900
RSL Communications, Ltd.
Class A Common Stocks G7702U102 1,651 69,900 SH x x 11 69900
2,986 124,400 SH x 32 124400
Santa Fe International
Corp. Common Stocks G7805C108 3,500 94,600 SH x x 4 94600
4,725 127,700 SH x x 20 127700
10,723 289,800 SH x 32 289800
Tommy Hilfiger Corp. Common Stocks G8915Z102 1,759 121,300 SH x x 1 121300
1,414 97,500 SH x x 4 97500
7,753 534,700 SH x 32 534700
Millicom International
Cellular SA Common Stocks L6388F102 3,217 52,600 SH x x 8 52600
Check Point Software
Technologies,
Ltd. NPV Common Stocks M22465104 690 3,900 SH x x 8 3900
1,573 9,200 SH x x 20 9200
571 2,300 SH x x 21 2300
7,277 42,077 SH x 32 42077
718 4,200 SH x x 35 4200
Gilat Satellite
Networks, Ltd. Common Stocks M51474100 387 2,277 SH x x 16 2277
1,181 10,074 SH x 32 10074
480 4,100 SH x x 35 4100
M-Systems Flash Disk
Pioneers, Ltd. Common Stocks M7061C100 199 3,800 SH x x 35 3800
Orbotech, Ltd.NPV Common Stocks M75253100 1,913 20,850 SH x x 8 20850
497 4,038 SH x x 16 4038
2,423 28,510 SH x 32 28510
153 1,802 SH x x 34 1802
541 5,770 SH x x 36 5770
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Orckit Communications,
Ltd. Common Stocks M7531S107 771 11,500 SH x 32 11500
650 9,800 SH x x 35 9800
Tecnomatix Technologies,
Ltd. Common Stocks M8743P105 1,785 41,500 SH x x 28 41500
Asm International N V Common Stocks N07045102 504 11,982 SH x x 16 11982
820 28,272 SH x 32 28272
ASM Lithography Holding
NV Common Stocks N07059111 6,010 53,900 SH x x 12 53900
2,590 16,000 SH x x 19 16000
QIAGEN NV Common Stocks N72482107 99 500 SH x x 21 500
422 3,100 SH x 32 3100
Banco Latinoamericano
de Exportaciones
SA Class E Common Stocks P16994132 2,179 81,500 SH x x 8 81500
Panamerican Beverages,
Inc. Class A Common Stocks P74823108 2,868 158,700 SH x x 8 158700
504 19,700 SH x x 19 19700
456 25,900 SH x x 28 25900
2,534 143,800 SH x 32 143800
Royal Caribbean
Cruises, Ltd. Common Stocks V7780T103 1,635 58,400 SH x x 16 58400
4,222 150,800 SH x 32 150800
ASE Test, Ltd. Common Stocks Y02516105 1,496 51,600 SH x 32 51600
680 23,500 SH x x 35 23500
Creative Technology,
Ltd. Common Stocks Y1775U107 277 6,000 SH x x 19 6000
1,116 35,160 SH x x 27 35160
1,070 31,000 SH x x 28 31000
1,734 54,600 SH x 32 54600
Flextronics
International,Ltd. Common Stocks Y2573F102 5,334 75,800 SH x x 12 75800
113 1,600 SH x 32 1600
Rows 7,517
Market Value 20,933,974
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