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<PAGE>
UNITES STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 1999
--------------------
Check here if Amendment [ ]; Amendment Number: --------------------
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: Frank Russell Company
----------------------------------------------------------------------
Address: 909 A Street
Tacoma, WA 98402
----------------------------------------------------------------------
Form 13F File Number: 028-01190
----------------
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Brian Golob
--------------------------------------
Title: Staff Counsel and Assistant Secretary
--------------------------------------
Phone: (253) 502-2354
--------------------------------------
/s/ Brian Golob Tacoma, WA February 4, 2000
- --------------------------------------------- --------------- ----------------
[Signature] [City, State] [Date]
1. This report is filed by Frank Russell Company as:
A. The corporate parent which, on the applicable reporting date,
wholly owned Frank Russell Trust Company ("FRTC"), a non-depository
trust company organized and existing under the laws of the State of
Washington. Through twenty-four collective investment funds, FRTC
serves as trustee or "investment manager" (as defined in ERISA) for
employee benefit plans.
B. The corporate parent of Frank Russell Investment Management Company
("FRIMCo"), the "investment advisor" (as defined in the Investment
Company Act of 1940) for Frank Russell Investment Company ("FRIC"),
and Russell Insurance Funds ("RIF"). FRIC and RIF are both
diversified open-end investment companies and are registered under
the Investment Company Act of 1940. FRIC consists of twenty-seven
separate Funds and RIF consists of five separate Funds.
C. The corporate parent of (a) Frank Russell Investments (Ireland)
Ltd., manager of (i) Frank Russell Investment Company plc,
consisting of 11 mutual funds, (ii) Frank Russell Qualifying
Investor Fund plc, consisting of one fund, and (iii) Frank Russell
Institutional Funds plc, consisting of one fund; (b) Frank Russell
Investments (Cayman) Ltd. which provides services to Frank Russell
Investment Company LLC, consisting of two mutual funds; (c) Frank
Russell Investments (Cayman) Limited which is deemed to control, by
virtue of its 50% ownership stake, SG/Russell Asset Management
Limited, a joint venture, which currently manages SG/Russell Funds
plc, consisting of 10 funds; and (d) Frank Russell Company Limited,
which expects, in 2000, to manage SG/Russell Funds plc directly
(each fund listed in this section, a "European Fund").
<PAGE>
D. The corporate parent of Frank Russell Canada Limited (FRCC), the
manager of seven investment pools and of eight open ended
investment trusts (together, the "Canada Funds") created under the
laws of Ontario pursuant to trust indentures.
E. The indirect corporate parent Frank Russell Investments (Japan),
Ltd. ("FRIJ"), the manager of three collective investment vehicles
consisting of three master securities investment trusts created
under the laws of Japan pursuant to trust deeds, known as "mother
funds," which invest in portfolio securities, and several
additional securities investment trusts, known as "baby funds,"
each of which invests in one or more of the mother funds (together,
the "Japan Funds").
2. FRTC uses the investment advisory services of one or more advisors
for each of its collective investment funds. The only authority
conferred upon the advisors by their agreements with FRTC is to
recommend purchases and sales of securities and to arrange for the
execution of transactions approved by FRTC (except for the Real
Estate Equity Fund and a portion of the Tactical Asset Allocation
Fund which is invested in group trusts, those investments are not
reportable on Form 13F). FRTC has retained and exercises the
exclusive authority to make investment decisions, and may purchase
or sell portfolio securities without the approval of the advisors.
FRTC is solely responsible for voting the portfolio securities.
Accordingly: Item 6 "Investment Discretion" is reported as "(b)
shared" (with Frank Russell Company) and Item 8 "Voting Authority"
is reported as "(a) Sole" with respect to securities owned by FRTC.
3. FRIC and RIF use discretionary, unaffiliated "money managers" who
have full authority to determine which securities will be bought or
sold by FRIC and RIF for applicable portions of FRIC's and RIF's
portfolios assigned to the money managers. However, FRIMCo has the
authority to give specific orders to purchase or sell securities,
or to over-ride a money manager's decisions. FRIC's and RIF's money
managers are authorized to vote portfolio securities. However,
officers of FRIMCo, who are also officers of FRIC and RIF, may vote
portfolio securities in lieu of money managers when FRIMCo officers
deem it in the best interest of FRIC's or RIF's shareholders. When
appropriate, FRIMCo will consult with FRIC's and RIF's Board of
Trustees concerning the voting of portfolio securities.
Accordingly: Item 6 "Investment Discretion" is reported as "(b)
Shared" by FRC (as reporting Institutional Investment Manager) with
FRIMCo and as "(c) Shared-Other" by FRIMCo (with the money
manager): and, Item 8 "Voting Authority" is reported as "(b)
Shared" by FRIC's and RIF's money managers with FRC, FRIMCo, and
with FRIC's and RII
4. The European Funds use unaffiliated "money managers" who each have
complete discretion to purchase and sell securities for its segment
of a European Fund's portfolio. Money Managers may be hired or
replaced at any time by the applicable European Fund's manager or
its agent, subject to any applicable regulatory approvals. The
applicable European Fund's manager may directly manage any of a
European Fund's portfolio investments. Accordingly: Item 6
"Investment Discretion" is reported as "(b) shared" with FRC (as
reporting Institutional Investment Manager) with the applicable
European Fund's manager and as "(c) Shared-Other" by applicable
European Fund's manager (with the money manager); and Item 8
"Voting Authority" is reported as "(b) Shared" by FRIC's and RIF's
money managers with applicable European Funds' managers.
5. The Canada Funds use unaffiliated "money managers" who each have
complete discretion to purchase and sell securities for its segment
of a Canada Fund's portfolio. Money Managers may be hired or
replaced at any time by FRCC. FRCC may manage the cash and cash
equivalents of any Canada Fund and may also, at its sole
discretion, directly manage any of a Canada Fund's portfolio
investments. Accordingly: Item 6 "Investment Discretion" is
reported as "(b) shared" with FRC (as reporting Institutional
Investment Manager) with FRCC and as "(c) Shared-Other" by FRCC
(with the money manager); and Item 8 "Voting Authority" is reported
as "(b) Shared" by FRIC's and RIF's money managers with FRCC.
6. The Japan Funds use unaffiliated "money managers" who each have
complete discretion to purchase and sell securities for its segment
of a Japan Fund's portfolio. Money managers may be hired or
replaced at any time by FRIJ. FRIJ may manage the cash and cash
equivalents of any Japan Fund and may also, at its sole discretion,
directly manage any of a Japan Fund's portfolio investments.
Accordingly: Item 6 "Investment Discretion" is reported as "(b)
shared" with FRC (as reporting Institutional Investment Manager)
with FRIJ and as "(c) Shared-Other" by FRIJ (with the money
manager); and Item 8 "Voting Authority" is reported as "(b) Shared"
between the Japan Fund's money managers and FRIJ.
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 43
---------------------------------
Form 13F Information Table Entry Total: 7,037
---------------------------------
Form 13F Information Table Value Total: $ 21,308,372
---------------------------------
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
<TABLE>
<CAPTION>
No. Form 13F File Number Name
<S> <C> <C>
1 28-6538 Alliance Capital Management L.P.
2 28-2321 Cohen & Steers Capital Management
3 N/A Equity I (Master)
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 28-0977 Lincoln Capital Management Company
13 28-1054 Montgomery Asset Management, L.P.
14 28-1190 Pacific Investment Management Company (PIMCO)
15 28-6418 Fidelity Management Trust Company
16 28-4886 Standish, Ayer, & Wood, Inc.
17 28-0255 Suffolk Capital Management, Inc.
18 28-490 Trinity Investment Management Corporation
19 28-3059 Wellington Management Company, LLP
20 28-3559 Alliance Capital Management Canada, Inc.
21 N/A Ballie, Gifford Overseas Limited
22 28-3396 Capital Group, Inc. (Capital Guardian Trust Compan
23 28-3432 Sirach Capital Management, Inc.
24 28-5470 Marvin & Palmer Associates, Inc.
25 28-2701 GlobeFlex Capital, L.P.
26 28-541 Barclays Global Advisors, N.A.
27 28-3973 AEW Capital Management, L.P.
28 28-306 Westpeak Investment Advisors, L.P.
29 28-0979 Rothschild Asset Management, Inc.
30 28-4323 The Boston Company Asset Management, Inc.
31 28-4303 Sanford C. Bernstein & Co., Inc.
32 28-3426 Peachtree Asset Management
33 28-242 Mastholm Asset Management, LLC
34 28-985 Guardian Capital, Inc.
35 28-4557 RT Capital Management, Inc.
36 28-4372 Frank Russell Trust Company
37 28-01515 Geewax, Terker
38 N/A Foreign & Colonial Emergin Markets Limited
39 28-04189 Nicholas Applegate Capital Management
40 N/A Schroder Capital Management International Fund
41 N/A Schroder Investment Management (Singapore) Limited
42 N/A Barclays Global Investors
43 N/A Putnam Investments Institutional Management
44 N/A Marsico Capital Management, LLC
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8.
------- ------- ------- ------- ------- ------- ------- -------
Value Shares/Prn Investment Discretion Other Voting Authotity
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 45 2,500 SH x x 18 2,500
57 2,200 SH x x 28 2,200
16 900 SH x x 37 900
ABC Rail Products Corp. Common Stocks 000752105 218 26,600 SH x x 19 26,600
1,267 153,600 SH x 36 153,600
6 700 SH x x 37 700
ADC Telecommunications,
Inc. Common Stocks 000886101 2,639 36,400 SH x x 17 36,400
1,233 17,000 SH x x 26 17,000
10,965 151,107 SH x 36 151,107
ABM Industries, Inc. Common Stocks 000957100 90 4,400 SH x x 9 4,400
18 900 SH x x 18 900
8 400 SH x x 37 400
AFLAC, Inc. Common Stocks 001055102 533 11,300 SH x x 28 11,300
3,954 83,800 SH x x 32 83,800
7,952 168,528 SH x 36 168,528
AGL Resources, Inc. Common Stocks 001204106 44 2,600 SH x x 18 2,600
AHL Services, Inc. Common Stocks 001296102 4 200 SH x x 37 200
AES Corp. Common Stocks 00130H105 247 3,302 SH x 36 3,302
AK Steel Holding Corp. Common Stocks 001547108 2,726 144,400 SH x x 9 144,400
160 8,500 SH x x 18 8,500
335 15,500 SH x x 28 15,500
72 3,800 SH x x 29 3,800
3,454 182,968 SH x 36 182,968
34 1,800 SH x x 37 1,800
AMB Property Corp. Common Stocks 00163T109 12,981 651,100 SH x x 2 651,100
44 2,200 SH x x 26 2,200
5,387 270,200 SH x x 27 270,200
275 13,808 SH x 36 13,808
36 1,800 SH x x 42 1,800
AMC Entertainment, Inc. Common Stocks 001669100 22 2,500 SH x x 18 2,500
250 29,000 SH x 36 29,000
3 400 SH x x 37 400
27 3,200 SH x x 42 3,200
Amli Residential
Properties Trust Common Stocks 001735109 32 1,600 SH x 36 1,600
4 200 SH x x 42 200
AMR Corp. Common Stocks 001765106 254 3,792 SH x 36 3,792
ATI Technologies, Inc. Common Stocks 001941103 1,090 104,000 SH x x 35 104,000
AT&T Corp. Common Stocks 001957109 22,803 419,379 SH x x 5 419,379
8,536 168,193 SH x x 7 168,193
7,346 139,140 SH x x 9 139,140
7,026 138,513 SH x x 10 138,513
1,834 36,136 SH x x 17 36,136
2,756 54,300 SH x x 18 54,300
4,908 96,700 SH x x 26 96,700
6,539 128,850 SH x x 28 128,850
7,519 148,150 SH x x 31 148,150
66,236 1,305,138 SH x 36 1,305,138
A.S.V., Inc. Common Stocks 001963107 3 200 SH x x 37 200
AVT Corp. Common Stocks 002420107 14 300 SH x x 37 300
AVX Corp. Common Stocks 002444107 3,559 65,800 SH x x 25 65,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,337 46,800 SH x x 26 46,800
345 6,900 SH x x 28 6,900
7,125 142,684 SH x 36 142,684
345 6,900 SH x x 42 6,900
Aaron Rents, Inc. Common Stocks 002535201 108 6,100 SH x x 9 6,100
353 17,900 SH x x 28 17,900
559 31,500 SH x 36 31,500
9 500 SH x x 37 500
11 600 SH x x 42 600
Abbott Laboratories Common Stocks 002824100 491 13,400 SH x x 10 13,400
2,124 58,500 SH x x 28 58,500
7,611 209,589 SH x 36 209,589
Abercrombie & Fitch Co. Class A Common Stocks 002896207 3,424 128,300 SH x x 10 128,300
3,120 116,900 SH x x 23 116,900
5,674 212,600 SH x x 26 212,600
2,474 92,700 SH x x 32 92,700
12,293 460,620 SH x 36 460,620
Abgenix, Inc. Common Stocks 00339B107 78 600 SH x x 37 600
Acceptance Insurance
Companies, Inc. Common Stocks 004308102 17 2,900 SH x x 18 2,900
Acclaim Entertainment, Inc. Common Stocks 004325205 37 7,200 SH x x 29 7,200
36 7,100 SH x x 37 7,100
Aceto Corp. Common Stocks 004446100 1,793 163,000 SH x 36 163,000
Ackerley Communications, Inc. Common Stocks 004527107 25 1,400 SH x x 18 1,400
18 1,000 SH x 36 1,000
AC Nielsen Corp. Common Stocks 004833109 887 36,031 SH x 36 36,031
62 2,500 SH x x 37 2,500
12 500 SH x x 42 500
Activision, Inc. New Common Stocks 004930202 1,229 74,900 SH x x 28 74,900
37 2,400 SH x x 29 2,400
1,210 79,000 SH x 36 79,000
69 4,500 SH x x 37 4,500
Actel Corp. Common Stocks 004934105 844 29,300 SH x x 28 29,300
79 3,300 SH x x 29 3,300
346 14,400 SH x 36 14,400
67 2,800 SH x x 37 2,800
Actuate Corp. Common Stocks 00508B102 1,441 33,600 SH x x 11 33,600
2,144 50,000 SH x 36 50,000
93 2,200 SH x x 37 2,200
ACX Technologies, Inc. Common Stocks 005123104 19 1,800 SH x x 29 1,800
Acxiom Corp. Common Stocks 005125109 33 1,394 SH x 36 1,394
ADAC Laboratories Common Stocks 005313200 1,522 141,550 SH x 36 141,550
Adaptec, Inc. Common Stocks 00651F108 1,956 39,268 SH x x 7 39,268
2,087 41,900 SH x x 9 41,900
715 14,350 SH x x 23 14,350
5,637 104,400 SH x x 25 104,400
130 2,600 SH x x 26 2,600
204 4,100 SH x x 28 4,100
1,215 24,400 SH x x 31 24,400
13,139 263,438 SH x 36 263,438
Adelphia Communications Corp. Common Stocks 006848105 4,478 68,300 SH x x 17 68,300
12,009 183,001 SH x 36 183,001
Adobe Systems, Inc. Common Stocks 00724F101 175 2,600 SH x x 7 2,600
2,352 32,680 SH x x 9 32,680
1,365 20,600 SH x x 10 20,600
6,147 91,400 SH x x 17 91,400
15,286 227,300 SH x x 26 227,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
296 4,400 SH x x 28 4,400
101 1,500 SH x x 29 1,500
25,398 377,666 SH x 36 377,666
Adtran, Inc. Common Stocks 00738A106 144 2,800 SH x x 29 2,800
3,986 77,500 SH x x 32 77,500
6,872 133,600 SH x 36 133,600
93 1,800 SH x x 37 1,800
Advance Paradigm, Inc. Common Stocks 007491103 77 3,600 SH x x 37 3,600
Advanced Digital Information Common Stocks 007525108 3,765 71,500 SH x x 25 71,500
3,418 70,300 SH x 36 70,300
83 1,700 SH x x 37 1,700
Advanced Lighting Technologies, Inc. Common Stocks 00753C102 331 57,600 SH x x 19 57,600
440 76,500 SH x 36 76,500
Advanced Fibre Communications Common Stocks 00754A105 219 4,900 SH x x 37 4,900
Advest Group, Inc. (The) Common Stocks 007566102 31 1,700 SH x x 18 1,700
28 1,500 SH x x 28 1,500
4 200 SH x x 42 200
Advo Systems, Inc. Common Stocks 007585102 211 8,900 SH x 36 8,900
12 500 SH x x 37 500
81 3,430 SH x x 42 3,430
Advanced Micro Devices, Inc. Common Stocks 007903107 3,232 111,700 SH x x 9 111,700
756 26,121 SH x 36 26,121
AEGON NV Common Stocks 007924103 543 5,681 SH x x 10 5,681
Advanta Corp. Class A Common Stocks 007942105 266 14,600 SH x x 9 14,600
687 36,400 SH x x 28 36,400
445 24,400 SH x 36 24,400
15 800 SH x x 37 800
Advanced Energy Industries, Inc. Common Stocks 007973100 597 12,114 SH x 36 12,114
Advent Software, Inc. Common Stocks 007974108 19 300 SH x x 37 300
Aetna, Inc. Common Stocks 008117103 295 5,288 SH x x 7 5,288
3,447 57,660 SH x x 9 57,660
2,891 51,800 SH x x 10 51,800
1,702 30,500 SH x x 28 30,500
731 13,100 SH x x 31 13,100
5,443 97,523 SH x 36 97,523
Affiliated Computer Services, Inc.
Class A Common Stocks 008190100 74 1,600 SH x x 18 1,600
9 200 SH x x 26 200
5,566 113,500 SH x x 28 113,500
5,562 120,913 SH x 36 120,913
138 3,000 SH x x 37 3,000
Affiliated Managers Group, Inc. Common Stocks 008252108 263 6,500 SH x x 28 6,500
1,148 28,400 SH x 36 28,400
16 400 SH x x 37 400
64 1,700 SH x x 42 1,700
Affymetrix, Inc. NPV Common Stocks 00826T108 6,870 40,500 SH x x 11 40,500
11,488 67,700 SH x 36 67,700
Ag-Chem Equipment Co., Inc. Common Stocks 008363103 291 28,000 SH x x 19 28,000
415 40,000 SH x 36 40,000
Agribrands International, Inc. Common Stocks 00849R105 368 8,000 SH x x 9 8,000
287 5,800 SH x x 28 5,800
672 14,600 SH x 36 14,600
18 400 SH x x 37 400
Agrium, Inc. Common Stocks 008916108 662 84,000 SH x x 4 84,000
1,914 243,000 SH x 36 243,000
Air Products & Chemicals, Inc. Common Stocks 009158106 4,100 122,200 SH x x 10 122,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,957 88,100 SH x x 17 88,100
2,574 76,700 SH x x 18 76,700
1,954 58,230 SH x x 31 58,230
9,702 289,072 SH x 36 289,072
Airborne Freight Corp. Common Stocks 009266107 40 1,800 SH x x 37 1,800
11 500 SH x x 42 500
Airgas, Inc. Common Stocks 009363102 68 7,200 SH x x 18 7,200
19 2,000 SH x x 37 2,000
AirTran Holdings, Inc. Common Stocks 00949P108 42 9,500 SH x x 9 9,500
23 5,000 SH x 36 5,000
15 3,400 SH x x 37 3,400
AKZO Nobel NV - ADR Common Stocks 010199305 3,209 64,334 SH x x 30 64,334
3,667 73,710 SH x 36 73,710
Alaska Air Group, Inc. Common Stocks 011659109 2,318 66,000 SH x x 9 66,000
91 2,600 SH x x 18 2,600
1,680 44,400 SH x x 28 44,400
4,457 126,900 SH x 36 126,900
32 900 SH x x 37 900
Albemarle Corp. Common Stocks 012653101 164 5,900 SH x x 28 5,900
466 24,300 SH x 36 24,300
46 2,410 SH x x 42 2,410
Alberto Culver Co. Class B Common Stocks 013068101 454 17,600 SH x x 7 17,600
103 4,000 SH x x 18 4,000
418 16,200 SH x x 28 16,200
1,262 48,905 SH x 36 48,905
Alberto-Culver Co. Class A Common Stocks 013068200 1,022 47,000 SH x x 4 47,000
Albertson's, Inc. Common Stocks 013104104 874 27,100 SH x x 7 27,100
52 1,600 SH x x 10 1,600
1,251 38,800 SH x x 18 38,800
255 7,900 SH x x 28 7,900
1,282 39,759 SH x 36 39,759
Alcan Aluminum, Ltd. Common Stocks 013716105 45 1,100 SH x x 28 1,100
1,013 24,600 SH x x 31 24,600
3,217 78,100 SH x 36 78,100
Alexander & Baldwin, Inc. Common Stocks 014482103 253 11,200 SH x x 9 11,200
267 11,700 SH x 36 11,700
36 1,600 SH x x 37 1,600
25 1,100 SH x x 42 1,100
Alexandria Real Estate Equities, Inc. Common Stocks 015271109 41 1,300 SH x 36 1,300
16 500 SH x x 37 500
10 300 SH x x 42 300
Alfa Corp. Common Stocks 015385107 3 200 SH x x 42 200
Align-Rite International, Inc. Common Stocks 016251100 661 30,109 SH x 36 30,109
Alkermes, Inc. Common Stocks 01642T108 4,681 95,500 SH x x 11 95,500
4,537 92,600 SH x x 23 92,600
13,578 276,400 SH x 36 276,400
Alleghany Corp. Common Stocks 017175100 62 230 SH x x 28 230
227 1,222 SH x 36 1,222
37 200 SH x x 37 200
Allegheny Energy, Inc. Common Stocks 017361106 2,463 91,000 SH x x 10 91,000
226 8,400 SH x x 26 8,400
1,592 59,110 SH x x 31 59,110
4,883 181,255 SH x 36 181,255
Allegiance Telecom, Inc. Common Stocks 01747T102 247 2,700 SH x x 26 2,700
870 9,431 SH x 36 9,431
348 3,800 SH x x 37 3,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Allergan, Inc. Common Stocks 018490102 650 13,064 SH x x 7 13,064
2,754 51,760 SH x x 9 51,760
14,656 294,600 SH x x 26 294,600
846 17,000 SH x x 28 17,000
11,260 226,326 SH x 36 226,326
Alliance Bancorp Common Stocks 01852J105 7 400 SH x x 37 400
Alliant Techsystems, Inc. Common Stocks 018804104 69 1,100 SH x x 18 1,100
777 11,700 SH x x 28 11,700
623 10,000 SH x 36 10,000
12 200 SH x x 37 200
Allied Capital Corp. New Common Stocks 01903Q108 31 1,700 SH x x 37 1,700
Allied Waste Industries, Inc. Common Stocks 019589308 39 4,415 SH x 36 4,415
Allmerica Financial Corp. Common Stocks 019754100 612 11,000 SH x x 9 11,000
1,936 34,800 SH x x 18 34,800
28 500 SH x x 26 500
161 2,900 SH x x 28 2,900
1,196 21,504 SH x 36 21,504
167 3,000 SH x x 42 3,000
Allstate Corp. Common Stocks 020002101 1,253 52,200 SH x x 9 52,200
9,605 400,100 SH x x 10 400,100
178 7,400 SH x x 26 7,400
1,685 70,200 SH x x 31 70,200
6,948 289,485 SH x 36 289,485
Alltel Corp. Common Stocks 020039103 2,850 31,215 SH x x 9 31,215
2,927 35,400 SH x x 28 35,400
8,964 108,409 SH x 36 108,409
94 1,141 SH x x 37 1,141
Alpha Industries, Inc. Common Stocks 020753109 2,641 46,500 SH x x 11 46,500
4,328 75,522 SH x 36 75,522
Alpharma, Inc. Class A Common Stocks 020813101 1,197 36,500 SH x x 28 36,500
101 3,300 SH x x 29 3,300
1,002 32,600 SH x 36 32,600
105 3,400 SH x x 37 3,400
Altera Corp. Common Stocks 021441100 2,288 46,168 SH x x 7 46,168
624 12,600 SH x x 26 12,600
35 700 SH x x 28 700
2,286 46,128 SH x 36 46,128
183 3,700 SH x x 37 3,700
ALZA Corp. Common Stocks 022615108 7,472 215,800 SH x x 10 215,800
3,553 102,600 SH x x 12 102,600
10,356 299,080 SH x 36 299,080
Amazon.com, Inc. Common Stocks 023135106 936 12,300 SH x x 26 12,300
319 4,192 SH x 36 4,192
Ambac Financial Group, Inc. Common Stocks 023139108 139 2,670 SH x x 9 2,670
4,065 77,900 SH x x 10 77,900
762 14,600 SH x x 26 14,600
1,774 34,000 SH x x 28 34,000
104 2,000 SH x x 29 2,000
1,906 36,530 SH x x 31 36,530
7,090 135,858 SH x 36 135,858
Ambassadors International, Inc. Common Stocks 023178106 317 29,000 SH x x 19 29,000
438 40,000 SH x 36 40,000
AMCOL International Corp. Common Stocks 02341W103 147 9,100 SH x x 9 9,100
234 14,500 SH x 36 14,500
16 1,000 SH x x 37 1,000
50 3,100 SH x x 42 3,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Amerada Hess Corp. Common Stocks 023551104 17,352 285,510 SH x x 5 285,510
96 1,700 SH x x 7 1,700
1,375 22,840 SH x x 9 22,840
2,230 39,300 SH x x 28 39,300
32,748 577,060 SH x 36 577,060
AMERCO Common Stocks 023586100 373 15,000 SH x x 28 15,000
Ameren Corp. Common Stocks 023608102 62 1,900 SH x x 28 1,900
1,927 58,830 SH x x 31 58,830
10,108 308,631 SH x 36 308,631
America Online, Inc. Common Stocks 02364J104 13,780 159,400 SH x x 1 159,400
7,272 96,404 SH x x 7 96,404
3,399 42,500 SH x x 9 42,500
28,663 379,100 SH x x 10 379,100
16,672 221,000 SH x x 12 221,000
5,205 69,000 SH x x 17 69,000
809 7,400 SH x x 20 7,400
12,130 160,800 SH x x 26 160,800
1,056 14,000 SH x x 28 14,000
4,209 55,800 SH x x 32 55,800
120,295 1,594,626 SH x 36 1,594,626
11,054 146,528 SH x x 44 146,528
America West Holding Corp. Class B Common Stocks 023657208 2,218 104,090 SH x x 9 104,090
118 5,700 SH x x 18 5,700
1,319 59,100 SH x x 28 59,100
4,551 219,340 SH x 36 219,340
133 6,400 SH x x 42 6,400
American Annuity Group, Inc. Common Stocks 023840101 49 2,700 SH x x 18 2,700
5 300 SH x x 37 300
Amcore Financial, Inc. Common Stocks 023912108 24 1,000 SH x x 37 1,000
American Electric Power Co., Inc. Common Stocks 025537101 845 26,300 SH x x 31 26,300
2,214 68,917 SH x 36 68,917
American Express Co. Common Stocks 025816109 2,394 14,400 SH x x 17 14,400
2,145 12,900 SH x x 28 12,900
24,260 145,926 SH x 36 145,926
American Financial Group, Inc. Common Stocks 025932104 840 30,950 SH x x 9 30,950
1,393 52,800 SH x x 18 52,800
1,055 40,018 SH x 36 40,018
American Freightways Corp. Common Stocks 02629V108 303 18,700 SH x x 9 18,700
451 25,200 SH x x 28 25,200
81 5,000 SH x x 29 5,000
1,221 75,400 SH x 36 75,400
45 2,800 SH x x 37 2,800
10 600 SH x x 42 600
American General Corp. Common Stocks 026351106 19,760 242,600 SH x x 5 242,600
1,313 17,300 SH x x 28 17,300
1,381 18,200 SH x x 31 18,200
33,338 439,385 SH x 36 439,385
American Greetings Corp. Class A Common Stocks 026375105 1,585 67,100 SH x x 4 67,100
1,838 77,800 SH x x 9 77,800
3,298 139,600 SH x 36 139,600
American Home Products Corp. Common Stocks 026609107 15,757 398,900 SH x x 10 398,900
4,042 102,500 SH x x 12 102,500
1,294 32,800 SH x x 28 32,800
16,637 421,859 SH x 36 421,859
American Homestar Corp. Common Stocks 026651109 266 68,000 SH x x 19 68,000
413 105,000 SH x 36 105,000
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
American Industrial Properties REIT Common Stocks 026791202 16 1,300 SH x 36 1,300
6 500 SH x x 42 500
American International Group, Inc. Common Stocks 026874107 16,068 138,334 SH x x 1 138,334
22,378 192,800 SH x x 5 192,800
19,491 180,268 SH x x 7 180,268
2,365 20,450 SH x x 9 20,450
1,671 15,453 SH x x 10 15,453
7,115 65,800 SH x x 12 65,800
4,651 43,012 SH x x 17 43,012
450 2,875 SH x x 20 2,875
22,856 211,387 SH x x 26 211,387
776 7,175 SH x x 28 7,175
5,163 47,750 SH x x 31 47,750
97,635 902,979 SH x 36 902,979
American Italian Pasta Co. Class A Common Stocks 027070101 1,488 48,400 SH x 36 48,400
American Management Systems, Inc. Common Stocks 027352103 2,647 79,000 SH x x 28 79,000
109 3,500 SH x x 29 3,500
2,482 79,100 SH x 36 79,100
28 900 SH x x 37 900
American National Insurance Co. Common Stocks 028591105 146 2,300 SH x x 9 2,300
102 1,600 SH x x 26 1,600
480 7,535 SH x 36 7,535
American Retirement Corp. Common Stocks 028913101 2 300 SH x x 37 300
American Power Conversion Corp. Common Stocks 029066107 105 4,000 SH x x 18 4,000
101 3,828 SH x 36 3,828
129 4,900 SH x x 37 4,900
American Standard Cos., Inc. Common Stocks 029712106 46 1,000 SH x x 28 1,000
2,086 45,480 SH x x 31 45,480
4,639 101,128 SH x 36 101,128
American States Water Co. NPV Common Stocks 029899101 14 400 SH x x 37 400
American Tower Corp. Class A Common Stocks 029912201 86 2,813 SH x 36 2,813
American Water Works, Inc. Common Stocks 030411102 236 11,100 SH x x 9 11,100
456 21,463 SH x 36 21,463
American Xtal Technology, Inc. Common Stocks 030514103 270 15,600 SH x x 19 15,600
258 14,800 SH x 36 14,800
AmeriCredit Corp. Common Stocks 03060R101 539 26,400 SH x x 28 26,400
777 42,000 SH x 36 42,000
115 6,200 SH x x 37 6,200
Ameron, Inc. Common Stocks 030710107 107 2,700 SH x x 28 2,700
AmeriPath, Inc. Common Stocks 03071D109 1 100 SH x x 37 100
7 900 SH x x 42 900
AmeriSource Health Corp. Class A Common Stocks 03071P102 15 1,000 SH x x 37 1,000
Ameritrade Holding Corp. Class A Common Stocks 03072H109 69 3,200 SH x x 26 3,200
212 9,769 SH x 36 9,769
AmerUs Life Holdings, Inc. Common Stocks 030732101 140 6,100 SH x x 9 6,100
161 7,000 SH x 36 7,000
Ames Department Stores, Inc. Common Stocks 030789507 434 15,100 SH x x 9 15,100
435 15,100 SH x 36 15,100
AMETEK, Inc. Common Stocks 031100100 72 3,800 SH x x 37 3,800
Amgen, Inc. Common Stocks 031162100 1,056 17,600 SH x x 10 17,600
7,956 132,600 SH x x 12 132,600
204 3,400 SH x x 28 3,400
25,334 421,790 SH x 36 421,790
Amkor Technology, Inc. Common Stocks 031652100 3,836 136,400 SH x x 23 136,400
3,040 99,800 SH x x 25 99,800
6,339 224,400 SH x 36 224,400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
191 6,800 SH x x 37 6,800
Amphenol Corp. Class A Common Stocks 032095101 406 6,100 SH x x 9 6,100
40 600 SH x x 18 600
100 1,500 SH x x 28 1,500
426 6,400 SH x 36 6,400
20 300 SH x x 37 300
Amplicon, Inc. Common Stocks 032101107 337 31,000 SH x x 19 31,000
97 8,900 SH x x 28 8,900
435 40,000 SH x 36 40,000
AmSouth Bancorp Common Stocks 032165102 1,338 69,300 SH x x 10 69,300
3,056 158,250 SH x x 26 158,250
98 5,100 SH x x 28 5,100
3,056 158,250 SH x x 32 158,250
9,100 471,188 SH x 36 471,188
AmSurg Corp. Class A Common Stocks 03232P108 273 42,000 SH x x 19 42,000
390 60,000 SH x 36 60,000
Amtran, Inc. Common Stocks 03234G106 34 1,800 SH x x 37 1,800
Anadarko Petroleum Corp. Common Stocks 032511107 184 5,400 SH x x 28 5,400
87 2,546 SH x 36 2,546
ANADIGICS, Inc. Common Stocks 032515108 57 1,200 SH x x 37 1,200
Analog Devices, Inc. Common Stocks 032654105 3,222 32,400 SH x x 9 32,400
186 2,000 SH x x 26 2,000
233 2,500 SH x x 28 2,500
5,952 64,000 SH x x 32 64,000
18,127 194,916 SH x 36 194,916
Analysts International Corp. Common Stocks 032681108 5 400 SH x x 37 400
Anchor Gaming Common Stocks 033037102 320 7,400 SH x x 9 7,400
69 1,600 SH x x 18 1,600
400 9,200 SH x 36 9,200
9 200 SH x x 37 200
Ancor Communications, Inc. Common Stocks 03332K108 149 2,200 SH x x 37 2,200
Andover Bancorp, Inc. Common Stocks 034258103 99 3,600 SH x x 9 3,600
276 10,000 SH x x 19 10,000
608 21,700 SH x 36 21,700
6 200 SH x x 37 200
Andrx Corp. Common Stocks 034551101 50 1,200 SH x x 26 1,200
75 1,800 SH x x 28 1,800
287 6,783 SH x 36 6,783
17 400 SH x x 37 400
Anheuser-Busch Cos., Inc. Common Stocks 035229103 2,273 32,066 SH x x 7 32,066
191 2,700 SH x x 10 2,700
3,232 45,600 SH x x 26 45,600
2,438 34,400 SH x x 28 34,400
2,537 35,800 SH x x 32 35,800
32,753 462,126 SH x 36 462,126
4,385 61,863 SH x x 44 61,863
Anixter International, Inc. Common Stocks 035290105 518 25,100 SH x x 9 25,100
155 9,000 SH x x 10 9,000
97 4,700 SH x x 28 4,700
76 3,700 SH x x 29 3,700
823 39,900 SH x 36 39,900
41 2,000 SH x x 42 2,000
AnnTaylor Stores Corp. Common Stocks 036115103 2,755 80,000 SH x x 23 80,000
1,804 48,300 SH x x 25 48,300
1,156 31,700 SH x x 28 31,700
93 2,700 SH x x 29 2,700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
4,678 135,850 SH x 36 135,850
83 2,400 SH x x 37 2,400
ANTEC Corp. Common Stocks 03664P105 1,563 43,000 SH x x 11 43,000
113 3,100 SH x x 29 3,100
29 800 SH x x 37 800
AnswerThink Consulting
Group, Inc. Common Stocks 036916104 21 600 SH x x 37 600
Anthracite Capital, Inc. Common Stocks 037023100 8 1,200 SH x 36 1,200
AON Corp. Common Stocks 037389103 2,794 69,859 SH x x 7 69,859
4,405 110,200 SH x x 10 110,200
296 7,400 SH x x 31 7,400
211 5,279 SH x 36 5,279
Apache Corp. Common Stocks 037411105 344 9,300 SH x x 7 9,300
1,310 33,300 SH x x 9 33,300
2,789 75,500 SH x x 18 75,500
8,023 217,200 SH x x 26 217,200
1,830 47,700 SH x x 28 47,700
2,346 63,500 SH x x 32 63,500
11,569 313,200 SH x 36 313,200
Apartment Investment &
Management Co. Class A Common Stocks 03748R101 23,573 592,100 SH x x 2 592,100
287 7,200 SH x x 18 7,200
24 600 SH x x 26 600
9,313 233,915 SH x x 27 233,915
538 13,518 SH x 36 13,518
56 1,400 SH x x 42 1,400
Apogee Enterprises, Inc. Common Stocks 037598109 3 600 SH x x 37 600
Apollo Group, Inc. Class A Common Stocks 037604105 36 1,787 SH x 36 1,787
Apple Computer, Inc. Common Stocks 037833100 4,795 46,665 SH x x 7 46,665
7,090 69,000 SH x x 17 69,000
7,501 73,000 SH x x 32 73,000
41,941 407,937 SH x 36 407,937
Applebee's International,
Inc. Common Stocks 037899101 1,693 55,800 SH x x 9 55,800
441 13,800 SH x x 28 13,800
109 3,700 SH x x 29 3,700
1,791 60,700 SH x 36 60,700
74 2,500 SH x x 37 2,500
Apria Healthcare Group,
Inc. Common Stocks 037933108 307 17,100 SH x x 9 17,100
1,971 101,200 SH x x 25 101,200
221 12,300 SH x x 26 12,300
2,407 134,200 SH x 36 134,200
34 1,900 SH x x 37 1,900
245 14,000 SH x x 42 14,000
Applied Industrial
Technology, Inc. Common Stocks 03820C105 55 3,300 SH x x 9 3,300
28 1,700 SH x 36 1,700
13 800 SH x x 37 800
Applied Materials, Inc. Common Stocks 038222105 20,515 151,500 SH x x 1 151,500
2,126 16,792 SH x x 7 16,792
6,009 44,400 SH x x 9 44,400
9,139 72,400 SH x x 10 72,400
10,029 79,200 SH x x 12 79,200
5,521 43,600 SH x x 17 43,600
679 3,700 SH x x 20 3,700
709 5,600 SH x x 28 5,600
3,697 29,200 SH x x 32 29,200
92,898 733,283 SH x 36 733,283
Applied Power, Inc., Class A Common Stocks 038225108 88 2,400 SH x x 37 2,400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Applied Micro Circuits
Corp. Common Stocks 03822W109 2,313 17,000 SH x x 9 17,000
292 2,300 SH x x 26 2,300
4,033 31,696 SH x 36 31,696
305 2,400 SH x x 37 2,400
AptarGroup, Inc. Common Stocks 038336103 558 22,200 SH x x 9 22,200
2,799 111,400 SH x x 11 111,400
8 300 SH x x 18 300
4,809 191,400 SH x 36 191,400
25 1,000 SH x x 37 1,000
Aracruz Celulose SA NPV -
ADR Preferred Stocks 038496204 1,286 49,000 SH x 36 49,000
582 22,170 SH x x 39 22,170
523 18,000 SH x x 40 18,000
Arch Coal, Inc. Common Stocks 039380100 29 2,600 SH x x 9 2,600
45 4,000 SH x x 18 4,000
51 4,500 SH x 36 4,500
9 800 SH x x 42 800
Archer-Daniels-Midland Co. Common Stocks 039483102 2,828 232,026 SH x x 7 232,026
1,908 156,578 SH x x 31 156,578
12,560 1,030,536 SH x 36 1,030,536
Archstone Communities Trust Common Stocks 039581103 57 2,800 SH x x 26 2,800
8,870 432,674 SH x x 27 432,674
205 10,016 SH x 36 10,016
Arctic Cat, Inc. Common Stocks 039670104 92 9,200 SH x 36 9,200
4 400 SH x x 42 400
Arden Realty Group, Inc. Common Stocks 039793104 14,561 725,800 SH x x 2 725,800
152 7,600 SH x x 18 7,600
98 4,900 SH x x 26 4,900
4,728 235,650 SH x x 27 235,650
424 21,155 SH x 36 21,155
24 1,200 SH x x 42 1,200
Ardent Software, Inc. Common Stocks 039794102 807 20,700 SH x 36 20,700
Area Bancshares Corp. Common Stocks 039872106 276 10,400 SH x x 28 10,400
282 11,500 SH x 36 11,500
Argosy Gaming Co. Common Stocks 040228108 3,968 235,700 SH x x 25 235,700
476 28,000 SH x x 28 28,000
4,003 257,200 SH x 36 257,200
ARIS Corp. NPV Common Stocks 04040A101 365 31,700 SH x x 19 31,700
505 43,000 SH x 36 43,000
Armstrong World
Industries, Inc. Common Stocks 042476101 1,839 55,100 SH x x 18 55,100
631 18,900 SH x x 31 18,900
1,616 48,424 SH x 36 48,424
Arnold Industries, Inc. Common Stocks 042595108 1,543 109,700 SH x 36 109,700
10 700 SH x x 37 700
Arrow Electronics, Inc. Common Stocks 042735100 3,421 134,800 SH x x 4 134,800
464 18,300 SH x x 9 18,300
2,223 80,800 SH x x 28 80,800
888 35,000 SH x x 31 35,000
8,742 344,510 SH x 36 344,510
86 3,400 SH x x 37 3,400
Arrow International, Inc.
NPV Common Stocks 042764100 6 200 SH x x 29 200
14 500 SH x x 37 500
8 300 SH x x 42 300
Artesyn Technologies, Inc. Common Stocks 043127109 1,105 52,600 SH x 36 52,600
63 3,000 SH x x 37 3,000
Arvin Industries, Inc. Common Stocks 043339100 1,279 45,070 SH x x 9 45,070
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
88 3,100 SH x x 18 3,100
26 900 SH x x 28 900
68 2,400 SH x x 29 2,400
2,007 70,720 SH x 36 70,720
26 900 SH x x 37 900
28 1,000 SH x x 42 1,000
Ascent Entertainment
Group, Inc. Common Stocks 043628106 41 3,200 SH x 36 3,200
Ashanti Goldfields, Ltd.
- - ADR Common Stocks 043743202 695 249,722 SH x x 8 249,722
Ashland, Inc. Common Stocks 044204105 1,702 48,210 SH x x 9 48,210
4,447 135,000 SH x x 18 135,000
1,609 48,850 SH x x 31 48,850
5,352 162,500 SH x 36 162,500
Asia Pulp & Paper Co, -
ADR Ltd. Common Stocks 04516V100 622 79,000 SH x x 31 79,000
Aspect Development, Inc. Common Stocks 045234101 89 1,300 SH x x 37 1,300
Assisted Living Concepts,
Inc. Common Stocks 04543L109 392 190,000 SH x x 19 190,000
536 260,000 SH x 36 260,000
Associated Banc-Corp. Common Stocks 045487105 53 1,537 SH x 36 1,537
Associated Estates Realty
Corp. Common Stocks 045604105 20 2,500 SH x 36 2,500
2 200 SH x x 42 200
Associated Group, Inc.
(The) Class A Common Stocks 045651106 2,920 29,600 SH x x 28 29,600
2,608 28,583 SH x 36 28,583
At Home Corp. Series A Common Stocks 045919107 3,092 72,000 SH x x 7 72,000
136 3,169 SH x 36 3,169
125 2,900 SH x x 37 2,900
Associates First Capital
Corp. Class A Common Stocks 046008108 18,155 594,511 SH x x 1 594,511
789 28,744 SH x x 7 28,744
3,519 120,000 SH x x 9 120,000
3,701 134,806 SH x x 10 134,806
6,462 235,500 SH x x 18 235,500
906 22,800 SH x x 20 22,800
19,660 716,534 SH x 36 716,534
Astec Industries, Inc. Common Stocks 046224101 499 25,000 SH x x 28 25,000
483 25,700 SH x 36 25,700
Astoria Financial Corp. Common Stocks 046265104 3,721 118,290 SH x x 9 118,290
3,747 122,685 SH x x 10 122,685
1,095 35,900 SH x x 11 35,900
3,488 114,600 SH x x 18 114,600
1,649 49,900 SH x x 25 49,900
466 14,300 SH x x 28 14,300
7,233 237,622 SH x 36 237,622
AstroPower, Inc. Common Stocks 04644A101 361 26,000 SH x x 19 26,000
420 30,000 SH x 36 30,000
Asyst Technologies, Inc. Common Stocks 04648X107 765 11,670 SH x 36 11,670
26 400 SH x x 37 400
Atlantic Richfield Co. Common Stocks 048825103 8,987 103,900 SH x x 1 103,900
2,033 23,500 SH x x 26 23,500
536 6,200 SH x x 31 6,200
36,927 426,902 SH x 36 426,902
Atlas Air, Inc. Common Stocks 049164106 11 400 SH x x 37 400
Atmel Corp. Common Stocks 049513104 1,874 63,400 SH x x 18 63,400
2,196 74,288 SH x 36 74,288
251 8,500 SH x x 37 8,500
Atwood Oceanics, Inc. Common Stocks 050095108 344 8,900 SH x 36 8,900
15 400 SH x x 42 400
Aura Systems, Inc. Common Stocks 051526100 101 440,400 SH x 36 440,400
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Aurora Foods, Inc. Common Stocks 05164B106 5 500 SH x x 37 500
Authentic Fitness Corp. Common Stocks 052661105 2 100 SH x x 37 100
Autodesk, Inc. Common Stocks 052769106 1,677 49,700 SH x 36 49,700
Autoliv, Inc. Common Stocks 052800109 72 2,452 SH x 36 2,452
Automatic Data Processing,
Inc. Common Stocks 053015103 3,281 60,900 SH x x 10 60,900
6,244 115,900 SH x x 12 115,900
383 7,100 SH x x 28 7,100
20,043 372,030 SH x 36 372,030
AutoZone, Inc. Common Stocks 053332102 1,260 39,000 SH x x 4 39,000
204 6,300 SH x x 26 6,300
454 14,041 SH x 36 14,041
Avalonbay Communities, Inc. Common Stocks 053484101 23,405 682,100 SH x x 2 682,100
165 4,800 SH x x 26 4,800
7,629 222,330 SH x x 27 222,330
787 22,922 SH x 36 22,922
79 2,300 SH x x 37 2,300
Avant! Corp. Common Stocks 053487104 981 61,060 SH x x 28 61,060
2,055 137,000 SH x 36 137,000
29 1,900 SH x x 42 1,900
Avery Dennison Corp. Common Stocks 053611109 459 6,300 SH x x 26 6,300
2,000 27,451 SH x 36 27,451
Avis Rent A Car, Inc. Common Stocks 053790101 1,355 53,000 SH x x 9 53,000
1,893 68,200 SH x x 25 68,200
2,392 87,700 SH x x 28 87,700
6,452 252,400 SH x 36 252,400
54 2,100 SH x x 37 2,100
112 4,400 SH x x 42 4,400
Avnet, Inc. Common Stocks 053807103 2,965 49,000 SH x x 4 49,000
1,006 15,900 SH x x 28 15,900
787 13,000 SH x x 31 13,000
7,142 118,050 SH x 36 118,050
Avon Products, Inc. Common Stocks 054303102 224 6,800 SH x x 28 6,800
875 26,523 SH x 36 26,523
Aware, Inc. Common Stocks 05453N100 2,865 78,755 SH x 36 78,755
18 500 SH x x 37 500
Aztar Corp. Common Stocks 054802103 488 44,900 SH x x 9 44,900
2,587 219,700 SH x x 25 219,700
161 14,800 SH x x 28 14,800
3,047 280,200 SH x 36 280,200
16 1,500 SH x x 37 1,500
47 4,300 SH x x 42 4,300
BB&T Corp. Common Stocks 054937107 983 35,900 SH x x 26 35,900
178 6,500 SH x x 28 6,500
1,576 57,576 SH x 36 57,576
BHC Communications, Inc.
Class A Common Stocks 055448104 80 500 SH x x 26 500
784 4,900 SH x x 28 4,900
2,942 18,385 SH x 36 18,385
BISYS Group, Inc. New Common Stocks 055472104 5,217 80,100 SH x x 11 80,100
3,566 51,300 SH x x 28 51,300
10,738 164,562 SH x 36 164,562
163 2,500 SH x x 37 2,500
BJ Services Co. Common Stocks 055482103 5,645 135,000 SH x x 11 135,000
4,181 100,000 SH x x 23 100,000
9,339 223,360 SH x 36 223,360
BJ's Wholesale Club, Inc. Common Stocks 05548J106 1,343 36,800 SH x x 9 36,800
1,526 41,800 SH x x 26 41,800
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
307 7,400 SH x x 28 7,400
4,125 113,004 SH x 36 113,004
44 1,200 SH x x 37 1,200
46 1,300 SH x x 42 1,300
BMC Industries, Inc. Common Stocks 055607105 32 6,600 SH x x 18 6,600
12 2,500 SH x 36 2,500
4 800 SH x x 37 800
15 3,000 SH x x 42 3,000
BOK Financial Corp. Common Stocks 05561Q201 521 24,719 SH x x 28 24,719
404 19,990 SH x 36 19,990
29 1,454 SH x x 37 1,454
BRE Properties, Inc. Common Stocks 05564E106 125 5,500 SH x 36 5,500
36 1,600 SH x x 37 1,600
23 1,000 SH x x 42 1,000
BSB Bancorp, Inc. Common Stocks 055652101 31 1,600 SH x x 18 1,600
293 15,200 SH x x 19 15,200
389 20,200 SH x 36 20,200
BMC Software, Inc. Common Stocks 055921100 19,658 229,500 SH x x 5 229,500
7,819 98,000 SH x x 10 98,000
6,470 81,000 SH x x 12 81,000
43,094 539,090 SH x 36 539,090
BWay Corp. Common Stocks 056039100 312 51,000 SH x x 19 51,000
398 65,000 SH x 36 65,000
Bacou USA, Inc. Common Stocks 056439102 3 200 SH x 36 200
3 200 SH x x 37 200
Baker Hughes, Inc. Common Stocks 057224107 99 4,700 SH x x 26 4,700
9,414 446,942 SH x 36 446,942
Baldor Electric Co. Common Stocks 057741100 18 1,000 SH x x 37 1,000
Baldwin & Lyons Class B Common Stocks 057755200 9 400 SH x 36 400
Ball Corp. Common Stocks 058498106 1,890 48,000 SH x x 9 48,000
1,579 40,100 SH x x 18 40,100
461 11,700 SH x x 26 11,700
1,973 45,800 SH x x 28 45,800
55 1,400 SH x x 31 1,400
3,670 93,196 SH x 36 93,196
61 1,600 SH x x 42 1,600
Banco Bilbao Vizcaya
International - ADR Preferred Stocks 059456103 253 10,000 SH x x 14 10,000
BancFirst Corp. Common Stocks 05945F103 195 5,200 SH x x 28 5,200
109 3,200 SH x 36 3,200
Banco de A. Edwards Series
A NPV - ADR Common Stocks 059504100 263 15,809 SH x 36 15,809
165 9,944 SH x x 40 9,944
Banco de Galicia y Buenos
Aires SA de CV Class B -
ADR Common Stocks 059538207 371 18,724 SH x 36 18,724
433 19,507 SH x x 40 19,507
Banco Frances SA - ADR Common Stocks 059591104 71 3,000 SH x 36 3,000
Banco Frances del Rio la
Plata - ADR Common Stocks 059591107 343 14,500 SH x x 31 14,500
Banco Santander Chile
Series A - ADR Common Stocks 05965F108 204 13,400 SH x 36 13,400
193 11,900 SH x x 40 11,900
Banco Santiago - ADR Common Stocks 05965L105 1,141 53,200 SH x x 8 53,200
43 1,400 SH x x 40 1,400
BancorpSouth, Inc. Common Stocks 059692103 33 2,000 SH x x 37 2,000
BancWest Corp. Common Stocks 059790105 410 21,000 SH x x 9 21,000
329 15,600 SH x x 28 15,600
1,310 67,200 SH x 36 67,200
35 1,800 SH x x 37 1,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Bandag, Inc. Common Stocks 059815100 15 600 SH x x 600
Bank of New York Co., Inc. Common Stocks 064057102 707 17,663 SH x 17,663
Bank One Corp. Common Stocks 06423A103 9,017 261,500 SH x x 261,500
3,092 89,520 SH x x 89,520
13,506 421,343 SH x x 421,343
3,576 111,530 SH x x 111,530
30,933 964,776 SH x 964,776
Bank United Corp. Class A Common Stocks 065412108 778 28,800 SH x x 28,800
103 3,800 SH x x 3,800
205 7,600 SH x x 7,600
2,662 97,700 SH x 97,700
BankAtlantic Bancorp, Inc. Common Stocks 065908105 57 11,200 SH x x 11,200
Bankatlantic Bancorp, Inc.
Class A Common Stocks 065908501 685 165,965 SH x x 165,965
919 222,841 SH x 222,841
Bank of America Corp. Common Stocks 06605F102 1,985 39,152 SH x x 39,152
4,458 87,943 SH x x 87,943
2,773 54,700 SH x x 54,700
Banta Corp. Common Stocks 066821109 1,805 80,000 SH x x 80,000
521 23,100 SH x x 23,100
61 2,700 SH x x 2,700
280 12,400 SH x x 12,400
2,755 122,100 SH x 122,100
20 900 SH x x 900
63 2,800 SH x x 2,800
Bard (C.R.), Inc. Common Stocks 067383109 837 15,800 SH x x 15,800
2,801 48,500 SH x x 48,500
2,200 39,700 SH x x 39,700
5,289 99,800 SH x 99,800
Barnes & Noble, Inc. Common Stocks 067774109 1,423 69,000 SH x x 69,000
1,173 52,800 SH x x 52,800
1,065 51,624 SH x 51,624
37 1,800 SH x x 1,800
Barnes Group, Inc. Common Stocks 067806109 36 2,200 SH x x 2,200
10 600 SH x 600
7 400 SH x x 400
Barra, Inc. Common Stocks 068313105 1,574 46,700 SH x x 46,700
1,591 50,100 SH x 50,100
Barrett Resources Corp. Common Stocks 068480201 2,317 78,700 SH x x 78,700
1,872 63,600 SH x 63,600
77 2,600 SH x x 2,600
Basin Exploration, Inc. Common Stocks 070107107 32 1,800 SH x x 1,800
Bassett Furniture
Industries, Inc. Common Stocks 070203104 6 400 SH x x 400
Bausch & Lomb, Inc. Common Stocks 071707103 315 4,600 SH x x 4,600
753 11,000 SH x x 11,000
89 1,300 SH x x 1,300
219 3,200 SH x x 3,200
8,433 123,219 SH x 123,219
Baxter International, Inc. Common Stocks 071813109 17,503 259,520 SH x x 259,520
2,148 34,200 SH x x 34,200
3,668 54,060 SH x x 54,060
6,080 96,800 SH x x 96,800
57 900 SH x x 900
39,768 633,125 SH x 633,125
Bay View Capital Corp. Common Stocks 07262L101 514 36,200 SH x x 36,200
961 62,300 SH x x 62,300
1,616 113,900 SH x 113,900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
13 900 SH x x 37 900
BE Aerospace, Inc. Common Stocks 073302101 23 2,700 SH x x 18 2,700
3 400 SH x x 37 400
BEA Systems, Inc. Common Stocks 073325102 2,156 30,800 SH x x 26 30,800
3,882 55,506 SH x 36 55,506
580 8,300 SH x x 37 8,300
Bear Stearns Co., Inc. Common Stocks 073902108 2,967 69,408 SH x x 4 69,408
2,048 44,246 SH x x 9 44,246
1,167 27,300 SH x x 10 27,300
1,265 29,590 SH x x 28 29,590
345 8,065 SH x x 31 8,065
5,345 125,027 SH x 36 125,027
Bebe Stores, Inc. Common Stocks 075571109 21 800 SH x x 37 800
Beckman Coulter, Inc. Common Stocks 075811109 102 2,000 SH x x 29 2,000
31 600 SH x 36 600
Becton, Dickinson & Co. Common Stocks 075887109 91 3,400 SH x x 10 3,400
4,762 178,000 SH x x 17 178,000
16 600 SH x x 26 600
206 7,700 SH x x 31 7,700
18,312 684,550 SH x 36 684,550
Bed Bath & Beyond, Inc. Common Stocks 075896100 2,344 67,700 SH x x 12 67,700
6,889 198,244 SH x 36 198,244
93 2,700 SH x x 37 2,700
Bedford Property Investors, Inc. Common Stocks 076446301 1,669 97,800 SH x 36 97,800
14 800 SH x x 37 800
9 500 SH x x 42 500
Belden, Inc. Common Stocks 077459105 113 5,400 SH x x 18 5,400
559 24,600 SH x x 28 24,600
989 47,100 SH x 36 47,100
34 1,600 SH x x 37 1,600
89 4,500 SH x x 42 4,500
Bell & Howell Co. Common Stocks 077852101 704 20,500 SH x x 28 20,500
337 10,600 SH x 36 10,600
Bell Atlantic Corp. Common Stocks 077853109 23,275 352,184 SH x x 5 352,184
7,578 123,092 SH x x 7 123,092
11,511 174,900 SH x x 9 174,900
3,088 50,164 SH x x 10 50,164
5,153 83,700 SH x x 17 83,700
954 15,500 SH x x 18 15,500
19,387 314,916 SH x x 26 314,916
5,534 89,900 SH x x 28 89,900
3,732 60,620 SH x x 31 60,620
71,734 1,165,222 SH x 36 1,165,222
BellSouth Corp. Common Stocks 079860102 11,913 254,488 SH x x 7 254,488
1,720 28,700 SH x x 9 28,700
20,346 434,621 SH x x 26 434,621
6,760 144,400 SH x x 28 144,400
3,457 73,840 SH x x 31 73,840
23,291 497,533 SH x 36 497,533
Belo (A.H.) Corp. Class A Common Stocks 080555105 132 6,900 SH x x 18 6,900
223 11,700 SH x x 26 11,700
877 45,989 SH x 36 45,989
61 3,200 SH x x 37 3,200
Bemis Co., Inc. Common Stocks 081437105 38 1,103 SH x 36 1,103
Benchmark Electronics, Inc. Common Stocks 08160H101 227 9,900 SH x x 19 9,900
300 13,100 SH x 36 13,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Bergen Brunswig Corp. Class A Common Stocks 083739102 463 55,738 SH x x 7 55,738
763 91,840 SH x x 31 91,840
1,622 195,180 SH x 36 195,180
Best Buy Co. Common Stocks 086516101 1,552 30,930 SH x x 7 30,930
276 5,500 SH x x 10 5,500
6,645 132,400 SH x x 26 132,400
5,409 107,777 SH x 36 107,777
Bestfoods Common Stocks 08658U101 1,274 24,200 SH x x 10 24,200
541 10,300 SH x x 17 10,300
2,322 44,170 SH x 36 44,170
Beverly Enterprises, Inc. New Common Stocks 087851309 2,409 550,700 SH x 36 550,700
Bindley Western Industries, Inc. Common Stocks 090324104 560 37,162 SH x x 9 37,162
38 2,500 SH x x 18 2,500
1,250 77,653 SH x x 28 77,653
1,736 115,251 SH x 36 115,251
BindView Development Corp. Common Stocks 090327107 1,638 33,000 SH x x 11 33,000
2,422 48,800 SH x x 23 48,800
3,232 65,050 SH x 36 65,050
74 1,500 SH x x 37 1,500
Bio-Rad Laboratories, Inc.
Class A Common Stocks 090572207 44 1,900 SH x x 18 1,900
601 25,700 SH x 36 25,700
Bio-Technology General Corp. Common Stocks 090578105 61 4,000 SH x x 28 4,000
Biogen, Inc. Common Stocks 090597105 2,145 25,402 SH x x 7 25,402
4,670 51,680 SH x x 9 51,680
363 4,300 SH x x 28 4,300
5,279 62,474 SH x 36 62,474
321 3,800 SH x x 37 3,800
Biomatrix, Inc. Common Stocks 09060P102 48 2,500 SH x x 37 2,500
Biomet, Inc. Common Stocks 090613100 820 18,100 SH x x 9 18,100
336 8,401 SH x 36 8,401
36 900 SH x x 37 900
Biovail Corp. International Common Stocks 09067K106 2,531 27,000 SH x 36 27,000
Biosite Diagnostics, Inc. Common Stocks 090945106 540 33,900 SH x x 19 33,900
731 45,700 SH x 36 45,700
Black & Decker Corp. Common Stocks 091797100 1,750 33,500 SH x x 17 33,500
345 6,600 SH x x 31 6,600
5,439 104,100 SH x 36 104,100
Black Box Corp. Common Stocks 091826107 121 1,800 SH x x 29 1,800
1,501 22,400 SH x 36 22,400
80 1,200 SH x x 37 1,200
Black Hills Corp. Common Stocks 092113109 122 5,500 SH x x 9 5,500
189 8,500 SH x 36 8,500
4 200 SH x x 37 200
E.W. Blanch Holdings, Inc. Common Stocks 093210102 2,222 35,050 SH x x 9 35,050
43 700 SH x x 18 700
80 1,300 SH x x 28 1,300
74 1,200 SH x x 29 1,200
2,277 37,180 SH x 36 37,180
67 1,100 SH x x 37 1,100
Block Drug Co., Inc. Class A Common Stocks 093644102 1,379 44,851 SH x x 4 44,851
1,955 63,060 SH x 36 63,060
Block (H&R) Co., Inc. Common Stocks 093671105 956 21,846 SH x x 7 21,846
1,151 26,300 SH x x 26 26,300
1,895 43,312 SH x 36 43,312
Blue Square Israel, Ltd.
NPV - ADR Common Stocks 096055108 221 17,300 SH x 36 17,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
254 17,980 SH x x 40 17,980
Blyth Industries, Inc. Common Stocks 09643P108 19 790 SH x 36 790
17 700 SH x x 37 700
Bob Evans Farms, Inc. Common Stocks 096761101 131 8,500 SH x 36 8,500
22 1,400 SH x x 37 1,400
Boeing Co. Common Stocks 097023105 1,446 34,800 SH x x 26 34,800
1,197 28,800 SH x x 28 28,800
1,439 34,620 SH x x 31 34,620
3,381 81,354 SH x 36 81,354
Boise Cascade Corp. Common Stocks 097383103 2,738 67,600 SH x x 9 67,600
219 5,400 SH x x 18 5,400
2,120 48,300 SH x x 25 48,300
24 600 SH x x 26 600
3,033 69,700 SH x x 28 69,700
1,548 38,210 SH x x 31 38,210
17,011 420,020 SH x 36 420,020
127 3,200 SH x x 42 3,200
BOLDER Technologies Corp. Common Stocks 097519102 410 32,000 SH x x 19 32,000
510 40,000 SH x 36 40,000
Borders Group, Inc. Common Stocks 099709107 687 42,800 SH x 36 42,800
103 6,400 SH x x 37 6,400
Borg-Warner Automotive, Inc. Common Stocks 099724106 409 10,100 SH x x 9 10,100
437 10,800 SH x x 18 10,800
57 1,400 SH x x 26 1,400
146 3,600 SH x x 28 3,600
1,435 35,434 SH x 36 35,434
32 800 SH x x 37 800
32 800 SH x x 42 800
Boston Properties, Inc. Common Stocks 101121101 675 21,700 SH x x 2 21,700
7,942 255,150 SH x x 27 255,150
38 1,220 SH x 36 1,220
Boston Scientific Corp. Common Stocks 101137107 1,509 69,000 SH x x 10 69,000
139 6,366 SH x 36 6,366
Bowater, Inc. Common Stocks 102183100 863 15,900 SH x x 10 15,900
768 12,800 SH x x 28 12,800
239 4,400 SH x 36 4,400
Bowne & Co., Inc. Common Stocks 103043105 198 14,700 SH x x 9 14,700
274 20,300 SH x 36 20,300
19 1,400 SH x x 37 1,400
Boyd Gaming Corp. Common Stocks 103304101 13 2,300 SH x 36 2,300
8 1,300 SH x x 37 1,300
Boykin Lodging Co. Common Stocks 103430104 97 8,900 SH x 36 8,900
2 200 SH x x 42 200
Bradley Real Estate, Inc. Common Stocks 104580105 4,168 239,000 SH x x 27 239,000
59 3,400 SH x 36 3,400
7 400 SH x x 42 400
Brady Corp. Class A Common Stocks 104674106 346 10,200 SH x x 9 10,200
448 13,200 SH x 36 13,200
75 2,200 SH x x 37 2,200
Brandywine Realty Trust Common Stocks 105368203 79 4,800 SH x 36 4,800
15 900 SH x x 42 900
Briggs & Stratton Corp. Common Stocks 109043109 1,560 29,100 SH x x 9 29,100
2,258 42,100 SH x x 18 42,100
2,697 46,700 SH x x 25 46,700
1,448 27,000 SH x x 26 27,000
890 16,600 SH x x 28 16,600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
5,214 97,236 SH x 36 97,236
Brightpoint, Inc. Common Stocks 109473108 50 3,800 SH x 36 3,800
14 1,100 SH x x 42 1,100
Brinker International, Inc. Common Stocks 109641100 2,909 121,200 SH x x 18 121,200
655 25,200 SH x x 28 25,200
125 5,200 SH x x 29 5,200
1,198 49,907 SH x 36 49,907
106 4,530 SH x x 42 4,530
Bristol Hotels & Resorts, Inc. Common Stocks 110041100 334 66,000 SH x x 19 66,000
446 88,000 SH x 36 88,000
Bristol-Myers Squibb Co. Common Stocks 110122108 22,325 319,439 SH x x 1 319,439
15,019 217,380 SH x x 5 217,380
13,266 193,530 SH x x 9 193,530
24,038 374,500 SH x x 10 374,500
7,722 120,300 SH x x 12 120,300
911 9,800 SH x x 20 9,800
18,997 295,960 SH x x 26 295,960
6,996 109,000 SH x x 28 109,000
5,430 84,600 SH x x 32 84,600
114,058 1,776,950 SH x 36 1,776,950
Broadcom Corp. Class A Common Stocks 111320107 1,198 4,400 SH x x 26 4,400
163 600 SH x x 28 600
2,825 10,371 SH x 36 10,371
54 200 SH x x 37 200
BroadVision, Inc. Common Stocks 111412102 969 5,700 SH x 36 5,700
740 4,350 SH x x 37 4,350
Broken Hill Proprietary Co., Ltd.
- - ADR Common Stocks 112169602 1,035 26,900 SH x x 22 26,900
Brookline Bancorp., Inc. Common Stocks 113739106 80 8,200 SH x x 9 8,200
131 13,400 SH x 36 13,400
Brooks Automation, Inc. Common Stocks 11434A100 566 17,370 SH x 36 17,370
Brooktrout Technology, Inc. Common Stocks 114580103 13 700 SH x x 29 700
Brown-Forman Distillers, Inc.
Class B Common Stocks 115637209 438 7,652 SH x x 7 7,652
66 1,146 SH x 36 1,146
Brown (Tom), Inc. Common Stocks 115660201 28 2,100 SH x x 9 2,100
7 500 SH x x 37 500
Brunswick Corp. Common Stocks 117043109 555 24,932 SH x x 7 24,932
1,922 86,400 SH x x 9 86,400
5,191 233,300 SH x x 26 233,300
1,180 52,000 SH x x 28 52,000
7,692 345,715 SH x 36 345,715
238 10,700 SH x x 42 10,700
Buckle, Inc. (The) Common Stocks 118440106 27 1,800 SH x x 37 1,800
Budget Group, Inc. Class A Common Stocks 119003101 114 12,600 SH x x 28 12,600
118 13,000 SH x 36 13,000
9 1,000 SH x x 37 1,000
Buffets, Inc. Common Stocks 119882108 95 9,500 SH x x 18 9,500
83 8,300 SH x x 26 8,300
2 200 SH x x 29 200
1,721 172,100 SH x 36 172,100
50 5,000 SH x x 42 5,000
Building Materials Holding Corp. Common Stocks 120113105 243 24,000 SH x x 19 24,000
1,928 188,050 SH x 36 188,050
Burlington Coat Factory Warehouse
Corp. Common Stocks 121579106 8 600 SH x x 37 600
Burlington Industries, Inc. Common Stocks 121693105 27 6,800 SH x 36 6,800
24 6,060 SH x x 42 6,060
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Burlington Northern, Inc. Common Stocks 12189T104 1,462 60,300 SH x x 10 60,300
2,425 100,000 SH x x 26 100,000
61 2,500 SH x x 28 2,500
2,165 89,290 SH x x 31 89,290
4,826 199,007 SH x 36 199,007
Burlington Resources, Inc. Common Stocks 122014103 631 19,090 SH x x 9 19,090
1,200 36,302 SH x 36 36,302
Burnham Pacific Properties, Inc. Common Stocks 12232C108 54 5,800 SH x 36 5,800
7 700 SH x x 42 700
Burr-Brown Corp. Common Stocks 122574106 508 14,100 SH x x 23 14,100
396 10,950 SH x 36 10,950
104 2,900 SH x x 37 2,900
Bush Boake Allen, Inc. Common Stocks 123162109 5 200 SH x x 37 200
Business Objects SA - ADR Common Stocks 12328X107 6,078 46,000 SH x x 11 46,000
2,682 20,300 SH x x 23 20,300
12,995 97,250 SH x 36 97,250
C&D Technologies, Inc. Common Stocks 124661109 310 7,300 SH x x 19 7,300
255 6,000 SH x x 28 6,000
986 23,200 SH x 36 23,200
13 300 SH x x 37 300
CBL & Associates Properties, Inc. Common Stocks 124830100 80 3,900 SH x x 18 3,900
66 3,200 SH x 36 3,200
8 400 SH x x 42 400
CBT Group Public, Ltd. - ADR Common Stocks 124853300 704 21,003 SH x 36 21,003
CCB Financial Corp. Common Stocks 124875105 590 13,540 SH x 36 13,540
57 1,300 SH x x 42 1,300
CB Richard Ellis Services Common Stocks 12489L108 4 300 SH x x 37 300
CBS Corp. Common Stocks 12490K107 2,506 39,200 SH x x 1 39,200
467 7,300 SH x x 28 7,300
11,278 176,386 SH x 36 176,386
CFW Communications Co. NPV Common Stocks 124923103 442 12,900 SH x x 19 12,900
584 16,800 SH x 36 16,800
C-Cube Microsystems, Inc. Common Stocks 125015107 113 1,800 SH x x 29 1,800
175 2,800 SH x x 37 2,800
CDI Corp. Common Stocks 125071100 440 17,000 SH x x 28 17,000
427 17,700 SH x 36 17,700
7 300 SH x x 37 300
CDW Computer Centers, Inc. Common Stocks 125129106 44 554 SH x 36 554
181 2,300 SH x x 37 2,300
CEC Entertainment, Inc. Common Stocks 125137109 435 13,800 SH x x 9 13,800
4,248 149,700 SH x x 23 149,700
652 21,000 SH x x 28 21,000
4,707 165,875 SH x 36 165,875
108 3,800 SH x x 37 3,800
CFM Technologies, Inc. Common Stocks 12525K106 338 35,600 SH x x 19 35,600
452 46,700 SH x 36 46,700
CFI ProServices, Inc. Common Stocks 12525N100 323 39,800 SH x x 19 39,800
454 55,400 SH x 36 55,400
C.H. Robinson Worldwide, Inc. Common Stocks 12541W100 716 18,000 SH x x 9 18,000
743 18,700 SH x 36 18,700
40 1,000 SH x x 37 1,000
CIGNA Corp. Common Stocks 125509109 7,269 84,270 SH x x 9 84,270
2,373 29,500 SH x x 10 29,500
1,184 14,700 SH x x 18 14,700
508 6,300 SH x x 28 6,300
1,547 19,200 SH x x 31 19,200
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
4,028 50,000 SH x x 32 50,000
22,361 277,561 SH x 36 277,561
CIT Group, Inc. Common Stocks 125577106 4,851 229,620 SH x x 1 229,620
5,769 273,100 SH x x 10 273,100
232 11,000 SH x x 26 11,000
15,354 726,821 SH x 36 726,821
CMG Information Services, Inc. Common Stocks 125750109 1,716 6,200 SH x x 26 6,200
4,097 14,798 SH x 36 14,798
CMS Energy Corp. Common Stocks 125896100 994 29,760 SH x x 9 29,760
936 30,000 SH x x 10 30,000
905 29,007 SH x 36 29,007
CNET, Inc. Common Stocks 125945105 334 5,900 SH x x 26 5,900
483 8,510 SH x 36 8,510
266 4,700 SH x x 37 4,700
CSX Auto Corp. Common Stocks 125965103 865 49,400 SH x 36 49,400
7 400 SH x x 37 400
CNA Financial Corp. Common Stocks 126117100 1,300 31,240 SH x x 9 31,240
136 3,500 SH x x 26 3,500
1,148 29,493 SH x 36 29,493
CNA Surety Corp. Common Stocks 12612L108 96 7,400 SH x x 9 7,400
107 8,200 SH x 36 8,200
CNF Transportation, Inc. Common Stocks 12612W104 976 28,300 SH x x 9 28,300
449 13,000 SH x x 10 13,000
2,882 83,545 SH x 36 83,545
CSG Systems International, Inc. Common Stocks 126349109 2,516 59,100 SH x x 25 59,100
4,666 117,018 SH x 36 117,018
39 1,000 SH x x 37 1,000
CSX Corp. Common Stocks 126408103 3,304 105,300 SH x x 10 105,300
882 28,100 SH x x 31 28,100
2,384 75,997 SH x 36 75,997
CTS Corp. Common Stocks 126501105 4,887 60,760 SH x x 9 60,760
2,964 35,700 SH x x 28 35,700
6,886 91,357 SH x 36 91,357
241 3,200 SH x x 37 3,200
CUNO, Inc. Common Stocks 126583103 4 200 SH x x 37 200
CVB Financial Corp. Common Stocks 126600105 46 2,000 SH x x 37 2,000
CVS Corp. Common Stocks 126650100 8,067 202,000 SH x x 12 202,000
23,922 598,983 SH x 36 598,983
Cablevision Systems Corp. Class A Common Stocks 12686C109 219 2,898 SH x 36 2,898
Cabletron Systems, Inc. Common Stocks 126920107 93 3,596 SH x 36 3,596
Cable Design Technologies Corp. Common Stocks 126924109 306 13,300 SH x x 9 13,300
2,516 109,400 SH x x 11 109,400
338 14,700 SH x x 19 14,700
498 20,000 SH x x 28 20,000
3,579 155,600 SH x 36 155,600
23 1,000 SH x x 37 1,000
Cabot Corp. Common Stocks 127055101 108 5,300 SH x x 18 5,300
927 45,480 SH x x 31 45,480
4,778 234,523 SH x 36 234,523
47 2,300 SH x x 37 2,300
Cabot Industrial Trust Common Stocks 127072106 1,951 106,200 SH x x 27 106,200
46 2,500 SH x 36 2,500
28 1,500 SH x x 37 1,500
9 500 SH x x 42 500
Cabot Oil & Gas Corp. Common Stocks 127097103 1,193 74,300 SH x 36 74,300
50 3,100 SH x x 37 3,100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CACI International, Inc. Class A Common Stocks 127190304 364 14,100 SH x x 28 14,100
548 24,200 SH x 36 24,200
5 200 SH x x 37 200
Cadence Design Systems, Inc. Common Stocks 127387108 582 24,247 SH x 36 24,247
37 1,600 SH x x 42 1,600
Cal Dive International, Inc. NPV Common Stocks 127914109 33 1,000 SH x x 37 1,000
Calgon Carbon Corp. Common Stocks 129603106 2,001 337,050 SH x 36 337,050
California Water Service Group Common Stocks 130788102 12 400 SH x x 37 400
Callaway Golf Co. Common Stocks 131193104 1,792 101,300 SH x x 26 101,300
826 46,700 SH x 36 46,700
44 2,500 SH x x 37 2,500
158 9,000 SH x x 42 9,000
Callon Petroleum Co. Common Stocks 13123X102 311 21,000 SH x x 19 21,000
304 20,500 SH x 36 20,500
Calpine Corp. Common Stocks 131347106 5,820 88,340 SH x x 9 88,340
4,933 71,100 SH x x 25 71,100
3,737 55,600 SH x x 28 55,600
12,919 201,864 SH x 36 201,864
Cambrex Corp. Common Stocks 132011107 227 6,600 SH x x 9 6,600
649 17,700 SH x x 28 17,700
1,391 40,400 SH x 36 40,400
28 800 SH x x 37 800
20 600 SH x x 42 600
Camden Property Trust Common Stocks 133131102 6,538 238,829 SH x x 27 238,829
150 5,492 SH x 36 5,492
41 1,500 SH x x 37 1,500
25 900 SH x x 42 900
Campbell Soup Co. Common Stocks 134429109 1,830 47,300 SH x x 12 47,300
5,549 143,433 SH x 36 143,433
Canandaigua Brands Inc. Class A Common Stocks 137219200 714 14,000 SH x x 9 14,000
534 9,300 SH x x 28 9,300
92 1,800 SH x x 29 1,800
1,683 33,000 SH x 36 33,000
26 500 SH x x 37 500
Capital Automotive Common Stocks 139733109 11 900 SH x x 9 900
1,383 113,500 SH x 36 113,500
3 200 SH x x 42 200
Capital One Financial Corp. Common Stocks 14040H105 2,895 56,300 SH x x 9 56,300
5,884 122,100 SH x x 12 122,100
342 7,100 SH x x 26 7,100
20,284 420,943 SH x 36 420,943
Capstead Mortgage Corp. Common Stocks 14067E100 175 41,800 SH x x 9 41,800
199 47,500 SH x 36 47,500
1 200 SH x x 42 200
Caraustar Industries, Inc. Common Stocks 140909102 17 700 SH x x 37 700
Cardinal Health, Inc. Common Stocks 14149Y108 4,295 89,715 SH x x 7 89,715
5,960 124,500 SH x x 17 124,500
0 1 SH x x 26 1
15,361 320,856 SH x 36 320,856
Career Education Corp. Common Stocks 141665100 821 21,400 SH x 36 21,400
Carey International, Inc. New Common Stocks 141750109 400 16,400 SH x x 19 16,400
656 26,900 SH x 36 26,900
Carlisle Cos., Inc. Common Stocks 142339100 288 8,000 SH x x 9 8,000
144 4,000 SH x x 18 4,000
482 13,393 SH x 36 13,393
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
36 1,000 SH x x 37 1,000
Carmike Cinemas, Inc. Common Stocks 143436103 26 3,300 SH x 36 3,300
Carnival Corp. Common Stocks 143658102 1,726 36,100 SH x x 28 36,100
17,835 373,010 SH x 36 373,010
4,173 87,270 SH x x 44 87,270
Carriage Services, Inc. Class A Common Stocks 143905107 2 300 SH x x 37 300
Carolina Power & Light Co. Common Stocks 144141108 5,993 196,700 SH x x 10 196,700
115 3,780 SH x 36 3,780
Carpenter Technology Corp. Common Stocks 144285103 447 16,300 SH x x 9 16,300
96 3,500 SH x x 18 3,500
595 21,700 SH x 36 21,700
16 600 SH x x 37 600
CarrAmerica Realty Corp. Common Stocks 144418100 171 8,100 SH x x 18 8,100
123 5,800 SH x x 26 5,800
4,580 216,800 SH x x 27 216,800
547 25,880 SH x 36 25,880
Cascade Corp. Common Stocks 147195101 218 23,700 SH x x 19 23,700
454 49,450 SH x 36 49,450
Cascade Natural Gas Corp. Common Stocks 147339105 65 4,000 SH x x 9 4,000
258 14,900 SH x x 28 14,900
335 20,800 SH x 36 20,800
Casey's General Stores, Inc. Common Stocks 147528103 865 82,850 SH x 36 82,850
13 1,200 SH x x 37 1,200
Catalina Marketing Corp. Common Stocks 148867104 2,001 16,140 SH x x 9 16,140
950 7,400 SH x x 28 7,400
3,303 28,538 SH x 36 28,538
174 1,500 SH x x 37 1,500
Catellus Development Corp. Common Stocks 149111106 33 2,557 SH x 36 2,557
37 2,900 SH x x 37 2,900
Caterpillar, Inc. Common Stocks 149123101 8,743 173,950 SH x x 5 173,950
18,243 387,623 SH x 36 387,623
Cathay Bancorp, Inc. Common Stocks 149150104 82 2,000 SH x x 18 2,000
72 1,800 SH x x 28 1,800
16 400 SH x x 37 400
Cato Corp. Class A Common Stocks 149205106 82 6,600 SH x x 9 6,600
192 15,200 SH x 36 15,200
6 500 SH x x 37 500
35 2,900 SH x x 42 2,900
Cavanaughs Hospitality Corp. Common Stocks 149564106 314 38,000 SH x 19 38,000
388 47,000 SH x 36 47,000
CellStar Corp. Common Stocks 150925105 7 700 SH x x 37 700
Celeritek, Inc. Common Stocks 150926103 653 33,800 SH x x 19 33,800
966 50,000 SH x 36 50,000
Celestica, Inc. NPV Common Stocks 15101Q108 2,331 42,000 SH x x 11 42,000
212 3,820 SH x x 15 3,820
5,554 100,076 SH x 36 100,076
Cendant Corp. Common Stocks 151313103 18,624 703,000 SH x x 10 703,000
468 17,623 SH x 36 17,623
CenterPoint Properties Corp. Common Stocks 151895109 90 2,500 SH x 36 2,500
14 400 SH x x 42 400
CenterTrust Retail Properties,
Inc. Common Stocks 152038100 3 300 SH x x 42 300
Centex Corp. Common Stocks 152312104 1,513 57,800 SH x x 9 57,800
2,346 87,500 SH x x 25 87,500
227 9,200 SH x x 26 9,200
895 34,500 SH x x 28 34,500
77 3,100 SH x x 29 3,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
676 27,400 SH x x 31 27,400
8,176 331,168 SH x 36 331,168
47 1,900 SH x x 37 1,900
187 7,600 SH x x 42 7,600
Centex Construction Products, Inc. Common Stocks 15231R109 2,559 60,400 SH x x 25 60,400
2,597 66,600 SH x 36 66,600
55 1,400 SH x x 37 1,400
60 1,530 SH x x 42 1,530
Central & Southwest Corp. Common Stocks 152357109 2,476 123,800 SH x x 10 123,800
714 35,700 SH x x 18 35,700
562 28,100 SH x x 26 28,100
1,150 57,500 SH x x 31 57,500
11,224 561,200 SH x 36 561,200
Central Newspapers, Inc. Class A Common Stocks 154647101 3,327 84,500 SH x x 4 84,500
1,759 43,320 SH x x 9 43,320
55 1,400 SH x x 18 1,400
2,934 68,800 SH x x 25 68,800
39 1,000 SH x x 26 1,000
102 2,600 SH x x 29 2,600
7,983 202,745 SH x 36 202,745
83 2,100 SH x x 37 2,100
20 500 SH x x 42 500
Centura Banks, Inc. Common Stocks 15640T100 203 4,600 SH x x 9 4,600
502 11,370 SH x 36 11,370
Cephalon, Inc. Common Stocks 156708109 4,593 132,900 SH x x 23 132,900
5,926 171,450 SH x 36 171,450
Ceridian Corp. Common Stocks 15677T106 64 2,985 SH x 36 2,985
Champion Enterprises, Inc. Common Stocks 158496109 346 40,400 SH x x 19 40,400
515 60,100 SH x 36 60,100
8 900 SH x x 37 900
Champion International Corp. Common Stocks 158525105 1,957 31,600 SH x x 31 31,600
3,964 64,000 SH x x 32 64,000
27,903 450,500 SH x 36 450,500
Channell Commercial Corp. Common Stocks 159186105 405 36,000 SH x x 19 36,000
435 38,000 SH x 36 38,000
Charles River Associates, Inc. Common Stocks 159852102 7 200 SH x x 37 200
Charter One Financial, Inc. Common Stocks 160903100 615 29,198 SH x x 9 29,198
1,963 102,630 SH x x 10 102,630
1,806 94,437 SH x x 11 94,437
2,026 105,929 SH x x 17 105,929
442 23,100 SH x x 18 23,100
7,050 368,619 SH x 36 368,619
Charming Shoppes, Inc. Common Stocks 161133103 188 28,600 SH x x 9 28,600
32 4,900 SH x x 18 4,900
4,204 634,500 SH x 36 634,500
Chart Industries, Inc. Common Stocks 16115Q100 364 91,000 SH x x 19 91,000
480 120,000 SH x 36 120,000
Chase Manhattan Corp. Common Stocks 16161A108 4,032 51,900 SH x x 1 51,900
21,474 257,254 SH x x 5 257,254
3,596 46,293 SH x x 7 46,293
6,747 80,655 SH x x 9 80,655
575 7,400 SH x x 17 7,400
10,123 130,300 SH x x 18 130,300
2,043 26,300 SH x x 26 26,300
5,197 66,900 SH x x 28 66,900
2,086 26,850 SH x x 31 26,850
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
57,792 743,901 SH x 36 743,901
Chateau Communities, Inc. Common Stocks 161726104 34 1,300 SH x 36 1,300
5 200 SH x x 42 200
Checkers Drive-In Restaurants,
Inc. Common Stocks 162809115 0 471 SH x 36 471
CheckFree Holdings Corp. Common Stocks 162816102 199 1,900 SH x x 26 1,900
644 6,162 SH x 36 6,162
Checkpoint Systems, Inc. Common Stocks 162825103 92 9,000 SH x x 18 9,000
10 1,000 SH x x 37 1,000
Cheesecake Factory, Inc. (The) Common Stocks 163072101 973 27,800 SH x 36 27,800
80 2,300 SH x x 37 2,300
Chelsea GCA Realty, Inc. Common Stocks 163262108 77 2,600 SH x x 18 2,600
116 3,900 SH x 36 3,900
15 500 SH x x 37 500
9 300 SH x x 42 300
Chemed Corp. Common Stocks 163596109 266 9,300 SH x x 9 9,300
60 2,100 SH x x 18 2,100
34 1,200 SH x x 28 1,200
203 7,100 SH x 36 7,100
ChemFirst, Inc. Common Stocks 16361A106 13 600 SH x x 37 600
Chesapeake Energy Corp. Common Stocks 165167107 159 67,000 SH x x 9 67,000
163 68,500 SH x 36 68,500
Chevron Corp. Common Stocks 166751107 4,071 47,000 SH x x 7 47,000
7,033 81,300 SH x x 10 81,300
2,044 23,600 SH x x 18 23,600
4,002 46,200 SH x x 28 46,200
1,765 20,380 SH x x 31 20,380
16,291 188,065 SH x 36 188,065
Chicago Title Corp. Common Stocks 168228104 180 3,900 SH x 36 3,900
23 500 SH x x 37 500
14 300 SH x x 42 300
Chicos Fas, Inc. Common Stocks 168615102 45 1,200 SH x x 29 1,200
Children's Comprehensive
Services, Inc. Common Stocks 16875K202 253 44,000 SH x x 19 44,000
366 65,000 SH x 36 65,000
China Telecom (Hong Kong), Ltd. -
ADR Common Stocks 169428109 926 7,200 SH x x 39 7,200
167 1,300 SH x x 40 1,300
Choice Hotels International, Inc. Common Stocks 169905106 135 7,900 SH x x 9 7,900
139 8,100 SH x 36 8,100
19 1,100 SH x x 37 1,100
ChiRex, Inc. Common Stocks 170038103 39 2,700 SH x x 37 2,700
Chiron Corp. Common Stocks 170040109 4,783 113,050 SH x x 7 113,050
42 1,000 SH x x 18 1,000
104 2,457 SH x 36 2,457
127 3,000 SH x x 37 3,000
Chittenden Corp. Common Stocks 170228100 24 800 SH x x 37 800
ChoicePoint, Inc. Common Stocks 170388102 4,091 99,000 SH x x 11 99,000
5,793 140,000 SH x 36 140,000
50 1,200 SH x x 37 1,200
Chris Craft Industries, Inc. Common Stocks 170520100 166 2,300 SH x x 18 2,300
2,063 27,189 SH x x 28 27,189
2,053 28,461 SH x 36 28,461
Chubb Corp. (The) Common Stocks 171232101 2,240 39,770 SH x x 31 39,770
10,621 188,611 SH x 36 188,611
Church and Dwight Co., Inc. Common Stocks 171340102 848 29,800 SH x x 9 29,800
635 23,800 SH x 36 23,800
131 4,900 SH x x 37 4,900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CIENA Corp. Common Stocks 171779101 3,577 62,200 SH x x 23 62,200
391 6,800 SH x x 26 6,800
4,035 70,167 SH x 36 70,167
Cincinnati Bell, Inc. Common Stocks 171870108 563 15,278 SH x x 11 15,278
Cincinnati Financial Corp. Common Stocks 172062101 767 22,550 SH x x 9 22,550
115 3,700 SH x x 28 3,700
425 13,624 SH x 36 13,624
Cinergy Corp. Common Stocks 172474108 825 34,200 SH x x 10 34,200
1,708 70,790 SH x x 31 70,790
3,573 148,088 SH x 36 148,088
Circle International Group, Inc. Common Stocks 172574105 13 600 SH x x 37 600
Circuit City Stores, Inc. Common Stocks 172737108 2,185 44,780 SH x x 9 44,780
789 17,500 SH x x 10 17,500
460 10,200 SH x x 18 10,200
45 1,000 SH x x 28 1,000
2,777 61,620 SH x 36 61,620
Cisco Systems, Inc. Common Stocks 17275R102 46,688 400,369 SH x x 1 400,369
21,562 201,400 SH x x 7 201,400
22,436 197,470 SH x x 9 197,470
64,997 607,750 SH x x 10 607,750
44,656 417,100 SH x x 12 417,100
8,276 77,300 SH x x 17 77,300
2,079 13,400 SH x x 20 13,400
38,564 360,200 SH x x 26 360,200
2,441 22,800 SH x x 28 22,800
279,929 2,613,109 SH x 36 2,613,109
14,790 138,141 SH x x 44 138,141
Citadel Communications Corp. Common Stocks 172853202 361 4,900 SH x x 28 4,900
3,073 47,363 SH x 36 47,363
Cintas Corp. Common Stocks 172908105 93 1,743 SH x 36 1,743
85 1,600 SH x x 37 1,600
Circus Circus Enterprises, Inc. Common Stocks 172909103 89 4,200 SH x x 28 4,200
Citigroup, Inc. Common Stocks 172967101 27,145 451,220 SH x x 1 451,220
23,002 385,400 SH x x 5 385,400
17,156 308,777 SH x x 7 308,777
3,917 66,150 SH x x 9 66,150
13,277 238,900 SH x x 10 238,900
5,605 100,875 SH x x 17 100,875
3,312 59,600 SH x x 18 59,600
1,047 13,000 SH x x 20 13,000
19,091 343,600 SH x x 26 343,600
15,852 285,300 SH x x 28 285,300
8,754 157,550 SH x x 31 157,550
200,196 3,603,084 SH x 36 3,603,084
18,094 325,658 SH x x 44 325,658
Citizens Banking Corp. Common Stocks 174420109 75 3,400 SH x x 9 3,400
55 2,500 SH x x 29 2,500
40 1,800 SH x 36 1,800
24 1,100 SH x x 37 1,100
Citizens Utilities Co. Class B Common Stocks 177342201 155 10,900 SH x x 9 10,900
1,041 73,400 SH x x 28 73,400
88 6,185 SH x 36 6,185
Citrix Systems, Inc. Common Stocks 177376100 3,627 29,500 SH x x 10 29,500
897 7,300 SH x x 26 7,300
3,195 25,973 SH x 36 25,973
74 600 SH x x 37 600
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
City National Corp. Common Stocks 178566105 2,236 67,900 SH x x 11 67,900
264 8,000 SH x x 26 8,000
673 18,600 SH x x 28 18,600
76 2,300 SH x x 29 2,300
5,290 160,602 SH x 36 160,602
59 1,800 SH x x 42 1,800
Claire's Stores, Inc. Common Stocks 179584107 2,978 133,100 SH x x 4 133,100
145 6,500 SH x x 26 6,500
502 21,000 SH x x 28 21,000
4,008 179,136 SH x 36 179,136
20 900 SH x x 37 900
32 1,400 SH x x 42 1,400
Clarcor, Inc. Common Stocks 179895107 23 1,300 SH x x 18 1,300
14 800 SH x x 37 800
Clarify, Inc. Common Stocks 180492100 5,430 43,000 SH x x 11 43,000
4,158 33,000 SH x 36 33,000
127 1,000 SH x x 37 1,000
Clark/Bardes Holdings, Inc. Common Stocks 180668105 275 19,100 SH x x 19 19,100
377 26,200 SH x 36 26,200
Clayton Homes, Inc. Common Stocks 184190106 835 90,900 SH x x 9 90,900
1,166 126,943 SH x 36 126,943
2 200 SH x x 37 200
Clear Channel Communications, Inc. Common Stocks 184502102 8,968 91,100 SH x x 1 91,100
6,738 75,500 SH x x 7 75,500
5,971 62,500 SH x x 9 62,500
2,035 22,800 SH x x 12 22,800
375 2,900 SH x x 20 2,900
40,842 457,611 SH x 36 457,611
6,940 77,760 SH x x 44 77,760
Cleveland-Cliffs, Inc. Common Stocks 185896107 215 6,900 SH x x 9 6,900
233 7,500 SH x x 28 7,500
551 17,700 SH x 36 17,700
Clorox Co. (The) Common Stocks 189054109 3,269 64,900 SH x x 10 64,900
276 5,488 SH x 36 5,488
Coachmen Industries, Inc. Common Stocks 189873102 1,381 91,300 SH x x 4 91,300
247 16,300 SH x x 9 16,300
1,792 118,500 SH x 36 118,500
Coast Federal Litigation Contigent Common Stocks 19034Q110 0 300 SH x 36 300
Coastal Corp. Common Stocks 190441105 12,216 322,300 SH x x 5 322,300
1,535 40,440 SH x x 9 40,440
751 21,200 SH x x 28 21,200
18,798 530,469 SH x 36 530,469
Coca-Cola Bottling Co.
Consolidated Common Stocks 191098102 1,983 42,300 SH x x 4 42,300
2,085 44,000 SH x 36 44,000
Coca-Cola Co. (The) Common Stocks 191216100 1,918 30,905 SH x x 9 30,905
5,389 92,500 SH x x 10 92,500
10,735 184,300 SH x x 12 184,300
3,944 67,700 SH x x 28 67,700
47,931 822,854 SH x 36 822,854
Coca-Cola Enterprises, Inc. Common Stocks 191219104 398 19,782 SH x 36 19,782
Coherent, Inc. Common Stocks 192479103 531 20,100 SH x x 28 20,100
3,147 117,650 SH x 36 117,650
21 800 SH x x 37 800
Cohu, Inc. Common Stocks 192576106 4,680 152,800 SH x x 4 152,800
5,103 164,600 SH x 36 164,600
3 100 SH x x 37 100
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Cole National Corp. Class A Common Stocks 193290103 275 55,000 SH x x 19 55,000
375 75,000 SH x 36 75,000
Colgate-Palmolive Co. Common Stocks 194162103 6,377 86,340 SH x x 1 86,340
6,009 86,200 SH x x 9 86,200
6,214 95,600 SH x x 12 95,600
433 4,600 SH x x 20 4,600
501 7,700 SH x x 28 7,700
25,294 389,140 SH x 36 389,140
Colonial BancGroup, Inc. Common Stocks 195493309 1,899 183,000 SH x x 4 183,000
108 11,200 SH x x 10 11,200
119 11,500 SH x x 18 11,500
2,079 200,430 SH x 36 200,430
35 3,400 SH x x 37 3,400
Colonial Properties Trust Common Stocks 195872106 77 3,300 SH x 36 3,300
16 700 SH x x 42 700
Columbia Energy Group Common Stocks 197648108 7,082 112,050 SH x x 10 112,050
5,952 94,100 SH x x 23 94,100
4,168 65,900 SH x x 32 65,900
15,282 241,620 SH x 36 241,620
Columbia/HCA Healthcare Corp. Common Stocks 197677107 26,056 823,810 SH x x 5 823,810
778 26,541 SH x x 7 26,541
2,823 96,310 SH x x 9 96,310
6,358 216,900 SH x x 10 216,900
39,365 1,342,959 SH x 36 1,342,959
Columbia Laboratories, Inc. Common Stocks 197779101 3 400 SH x x 37 400
Columbus McKinnon Corp. Common Stocks 199333105 709 70,900 SH x x 4 70,900
28 2,800 SH x x 18 2,800
978 96,600 SH x 36 96,600
4 400 SH x x 37 400
Comair Holdings, Inc. Common Stocks 199789108 23 1,000 SH x x 37 1,000
Comfort Systems USA, Inc. Common Stocks 199908104 3 400 SH x x 37 400
Comcast Corp. Special Class A Common Stocks 200300200 4,981 98,641 SH x x 7 98,641
2,232 41,900 SH x x 9 41,900
4,298 85,100 SH x x 10 85,100
2,899 57,400 SH x x 12 57,400
4,070 80,600 SH x x 17 80,600
1,848 36,600 SH x x 26 36,600
4,873 96,500 SH x x 32 96,500
30,414 605,263 SH x 36 605,263
Comdisco, Inc. Common Stocks 200336105 99 2,650 SH x 36 2,650
Comerica, Inc. Common Stocks 200340107 392 8,400 SH x x 10 8,400
5,936 127,150 SH x x 26 127,150
5,092 109,066 SH x 36 109,066
Commerce Bancorp, Inc. Common Stocks 200519106 229 5,670 SH x x 9 5,670
101 2,500 SH x x 18 2,500
310 7,665 SH x x 28 7,665
658 16,275 SH x 36 16,275
69 1,700 SH x x 37 1,700
Commerce Bancshares, Inc. Common Stocks 200525103 339 9,870 SH x x 9 9,870
31 896 SH x x 26 896
603 16,462 SH x x 28 16,462
2,179 63,490 SH x x 32 63,490
4,791 141,444 SH x 36 141,444
75 2,200 SH x x 37 2,200
101 2,924 SH x x 42 2,924
Commerce Group, Inc. Common Stocks 200641108 209 8,000 SH x x 9 8,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
120 4,600 SH x 36 4,600
Commercial Federal Corp. Common Stocks 201647104 134 7,500 SH x x 10 7,500
196 10,979 SH x 36 10,979
Commercial Intertech Corp. Common Stocks 201709102 26 2,020 SH x x 42 2,020
Commercial Metals Co. Common Stocks 201723103 217 6,400 SH x x 9 6,400
85 2,500 SH x x 18 2,500
591 17,400 SH x x 28 17,400
2,376 70,000 SH x 36 70,000
14 400 SH x x 37 400
44 1,310 SH x x 42 1,310
Commercial Net Lease Realty Common Stocks 202218103 40 4,000 SH x 36 4,000
6 600 SH x x 42 600
Commonwealth Bancorp, Inc. Common Stocks 20268X102 126 7,600 SH x x 9 7,600
115 6,900 SH x 36 6,900
8 500 SH x x 37 500
7 400 SH x x 42 400
Commonwealth Telephone
Enterprises, Inc. Common Stocks 203349105 2,328 41,500 SH x x 28 41,500
2,284 43,200 SH x 36 43,200
68 1,300 SH x x 37 1,300
CommScope, Inc. Common Stocks 203372107 5,713 136,100 SH x x 9 136,100
1,673 40,000 SH x x 28 40,000
6,349 157,500 SH x 36 157,500
202 5,000 SH x x 37 5,000
Community Bank System, Inc. Common Stocks 203607106 937 40,500 SH x x 4 40,500
Community First Bankshares, Inc. Common Stocks 203902101 44 2,800 SH x x 18 2,800
Community Trust Bancorp, Inc. Common Stocks 204149108 68 3,400 SH x x 18 3,400
8 400 SH x x 37 400
Companhia Brasileira de
Distribuicao Grupo Pao
- ADR Preferred Stocks 20440T201 582 16,900 SH x x 8 16,900
1,016 31,500 SH x 36 31,500
181 5,600 SH x x 38 5,600
593 17,400 SH x x 40 17,400
Companhia Siderurgica Nacional
NPV - ADR Common Stocks 20440W105 103 2,800 SH x x 39 2,800
Companhia Cervejaria Brahma - ADR Common Stocks 20440X103 61 3,000 SH x x 22 3,000
342 24,400 SH x 36 24,400
307 21,900 SH x x 40 21,900
Companhia Paranaense de Energia
Copel Class E - ADR Preferred Stocks 20441B407 352 31,000 SH x x 40 31,000
Companhia Anonima Nacional
Telefonos de Ven - ADR Common Stocks 204421101 1,744 67,946 SH x x 8 67,946
1,165 47,300 SH x 36 47,300
271 10,000 SH x x 40 10,000
Compania Cervecerias Unidas SA -
ADR Common Stocks 204429104 1,081 33,700 SH x x 31 33,700
2,053 64,020 SH x 36 64,020
99 3,100 SH x x 38 3,100
606 17,100 SH x x 40 17,100
Compania de Minas Buenaventura
Series B - ADR Common Stocks 204448104 146 9,100 SH x x 8 9,100
161 10,000 SH x x 38 10,000
315 19,600 SH x x 40 19,600
Compania de Telecomunicaciones de
Chile SA - ADR Common Stocks 204449300 259 14,169 SH x x 38 14,169
734 36,300 SH x x 40 36,300
COMPAQ Computer Corp. Common Stocks 204493100 736 27,200 SH x x 10 27,200
1,085 40,096 SH x 36 40,096
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Compass Bancshares, Inc. Common Stocks 20449H109 241 10,800 SH x x 10 10,800
171 7,650 SH x x 28 7,650
339 15,207 SH x 36 15,207
Compucom Systems, Inc. Common Stocks 204780100 28 7,000 SH x x 18 7,000
Computer Associates
International, Inc. Common Stocks 204912109 2,371 33,900 SH x x 7 33,900
3,709 49,800 SH x x 9 49,800
2,336 33,400 SH x x 17 33,400
15,925 227,700 SH x x 26 227,700
881 12,600 SH x x 28 12,600
8,127 116,202 SH x 36 116,202
CompUSA, Inc. Common Stocks 204932107 203 42,100 SH x x 10 42,100
Computer Sciences Corp. Common Stocks 205363104 1,959 20,700 SH x x 17 20,700
255 2,700 SH x x 18 2,700
416 4,400 SH x x 26 4,400
7,244 76,551 SH x 36 76,551
Compuware Corp. Common Stocks 205638109 4,879 131,200 SH x x 32 131,200
10,457 280,736 SH x 36 280,736
Comsat Corp. Common Stocks 20564D107 266 13,393 SH x x 26 13,393
730 36,722 SH x 36 36,722
10 500 SH x x 37 500
16 858 SH x x 42 858
Comverse Technology, Inc. Common Stocks 205862402 3,045 19,700 SH x x 9 19,700
6,338 43,800 SH x x 11 43,800
984 6,800 SH x x 23 6,800
1,114 7,700 SH x x 28 7,700
13,658 94,358 SH x 36 94,358
101 700 SH x x 37 700
608 4,200 SH x x 39 4,200
143 900 SH x x 40 900
Comverse Technology, Inc. Common Stocks 205862404 970 6,700 SH x 36 6,700
ConAgra, Inc. Common Stocks 205887102 3,806 157,400 SH x x 5 157,400
7,282 322,749 SH x x 7 322,749
1,148 50,900 SH x x 18 50,900
925 41,000 SH x x 26 41,000
997 44,200 SH x x 28 44,200
2,267 100,490 SH x x 31 100,490
12,470 552,683 SH x 36 552,683
Com21, Inc. Common Stocks 205937105 11 500 SH x x 37 500
Concord Communications, Inc. Common Stocks 206186108 89 2,000 SH x x 37 2,000
Concord EFS, Inc. Common Stocks 206197105 2,705 105,300 SH x x 12 105,300
3,147 122,500 SH x x 23 122,500
204 7,950 SH x x 26 7,950
11,235 436,320 SH x 36 436,320
172 6,700 SH x x 37 6,700
Conectiv, Inc. Common Stocks 206829103 831 49,400 SH x x 9 49,400
161 9,600 SH x x 18 9,600
242 14,400 SH x x 26 14,400
769 44,200 SH x x 28 44,200
4,259 253,340 SH x 36 253,340
49 2,900 SH x x 37 2,900
337 20,100 SH x x 42 20,100
Conexant Systems, Inc. Common Stocks 207142100 2,013 28,500 SH x x 9 28,500
1,691 25,600 SH x x 23 25,600
244 3,700 SH x x 26 3,700
3,705 55,812 SH x 36 55,812
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
542 8,200 SH x x 37 8,200
Conmed Corp. Common Stocks 207410101 152 5,200 SH x x 28 5,200
8 300 SH x x 37 300
Connecticut Energy Corp. Common Stocks 207567108 27 700 SH x 36 700
8 200 SH x x 42 200
Conning Corp. New Common Stocks 208215103 310 37,000 SH x x 19 37,000
413 50,000 SH x 36 50,000
3 300 SH x x 37 300
Conoco, Inc. Class A Common Stocks 208251306 619 25,000 SH x x 31 25,000
Conseco, Inc. Common Stocks 208464107 16,670 867,410 SH x x 5 867,410
257 14,400 SH x x 9 14,400
5,262 294,400 SH x x 18 294,400
1,169 65,412 SH x x 26 65,412
24,765 1,385,450 SH x 36 1,385,450
Consolidated Edison, Inc. Common Stocks 209115104 945 27,401 SH x x 7 27,401
1,977 57,300 SH x x 31 57,300
4,453 129,062 SH x 36 129,062
Consolidated Freightways Corp. Common Stocks 209232107 5 600 SH x x 10 600
Consolidated Graphics, Inc. Common Stocks 209341106 4 300 SH x x 37 300
Consolidated Natural Gas Co. Common Stocks 209615103 714 11,000 SH x x 10 11,000
26 400 SH x x 26 400
1,072 16,503 SH x 36 16,503
Consolidated Papers, Inc. Common Stocks 209759109 1,034 32,500 SH x x 31 32,500
2,717 85,398 SH x 36 85,398
Consolidated Products, Inc. Common Stocks 209798107 3 330 SH x x 37 330
Consolidated Stores Corp. Common Stocks 210149100 43 2,651 SH x 36 2,651
Continental Airlines, Inc. Class B Common Stocks 210795308 6,676 150,500 SH x x 1 150,500
493 11,100 SH x x 18 11,100
168 3,800 SH x x 28 3,800
17,858 402,438 SH x 36 402,438
Convergys Corp. NPV Common Stocks 212485106 3,299 107,300 SH x x 26 107,300
2,223 72,304 SH x 36 72,304
6 200 SH x x 37 200
Cooper Cameron Corp. Common Stocks 216640102 1,008 20,600 SH x x 10 20,600
2,936 60,000 SH x x 11 60,000
2,110 43,125 SH x 36 43,125
Cooper Companies, Inc. Common Stocks 216648402 33 1,100 SH x x 18 1,100
1,530 47,500 SH x x 28 47,500
1,928 64,000 SH x 36 64,000
9 300 SH x x 37 300
Cooper Industries, Inc. Common Stocks 216669101 3,866 95,700 SH x x 10 95,700
1,678 41,500 SH x x 18 41,500
1,652 40,860 SH x x 31 40,860
3,730 92,237 SH x 36 92,237
Cooper Tire & Rubber Co. Common Stocks 216831107 297 19,100 SH x x 9 19,100
188 12,100 SH x x 10 12,100
482 31,000 SH x x 26 31,000
626 40,200 SH x x 28 40,200
799 51,340 SH x x 31 51,340
4,588 294,822 SH x 36 294,822
44 2,800 SH x x 42 2,800
Coors (Adolph) Co. Class B Common Stocks 217016104 126 2,400 SH x x 9 2,400
137 2,600 SH x x 18 2,600
179 3,400 SH x x 26 3,400
121 2,300 SH x x 28 2,300
732 13,936 SH x 36 13,936
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Copart, Inc. Common Stocks 217204106 53 1,300 SH x x 28 1,300
104 2,400 SH x x 29 2,400
121 2,800 SH x x 37 2,800
Cor Therapeutics, Inc. Common Stocks 217753102 1,406 52,300 SH x x 23 52,300
3,085 114,800 SH x 36 114,800
Cordant Technologies, Inc. Common Stocks 218412104 83 2,500 SH x x 18 2,500
244 7,400 SH x x 26 7,400
722 19,700 SH x x 28 19,700
2,064 62,541 SH x 36 62,541
62 1,910 SH x x 42 1,910
Corn Products International, Inc. Common Stocks 219023108 1,854 55,100 SH x x 9 55,100
1,703 52,000 SH x 36 52,000
46 1,400 SH x x 37 1,400
Cornell Corrections, Inc. Common Stocks 219141108 16 1,900 SH x x 18 1,900
298 35,600 SH x x 19 35,600
395 47,200 SH x 36 47,200
Cornerstone Properties, Inc. Common Stocks 21922H103 12 800 SH x x 26 800
5,316 363,500 SH x x 27 363,500
303 20,719 SH x 36 20,719
25 1,700 SH x x 42 1,700
Cornerstone Realty Income Trust,
Inc. Common Stocks 21922V100 63 6,500 SH x 36 6,500
8 800 SH x x 42 800
Corning, Inc. Common Stocks 219350105 155 1,200 SH x x 28 1,200
738 5,725 SH x 36 5,725
CORT Business Services Corp. Common Stocks 220493100 85 4,900 SH x x 11 4,900
26 1,600 SH x x 28 1,600
218 12,500 SH x 36 12,500
7 400 SH x x 37 400
5 300 SH x x 42 300
CORUS Bankshares, Inc. Common Stocks 220873103 52 1,500 SH x x 28 1,500
86 3,600 SH x 36 3,600
7 300 SH x x 37 300
CorVel Corp. Common Stocks 221006109 254 11,000 SH x x 19 11,000
423 18,000 SH x 36 18,000
Cost Plus, Inc. Common Stocks 221485105 1,089 28,700 SH x x 9 28,700
43 1,200 SH x x 28 1,200
955 26,800 SH x 36 26,800
Costco Cos., Inc. Common Stocks 22160Q102 3,397 37,200 SH x x 1 37,200
Cotelligent Group, Inc. Common Stocks 221630106 403 75,000 SH x x 19 75,000
645 120,000 SH x 36 120,000
Countrywide Credit Industries,
Inc. Common Stocks 222372104 1,635 60,500 SH x x 9 60,500
1,053 41,700 SH x x 10 41,700
162 6,400 SH x x 26 6,400
1,295 51,300 SH x x 31 51,300
4,622 183,068 SH x 36 183,068
Cousins Properties, Inc. Common Stocks 222795106 5,576 164,300 SH x x 2 164,300
1,531 45,100 SH x x 27 45,100
7 200 SH x 36 200
Covance, Inc. Common Stocks 222816100 13 1,200 SH x x 37 1,200
Coventry Health Care, Inc. Common Stocks 222862104 140 20,700 SH x x 9 20,700
85 12,600 SH x x 18 12,600
85 12,600 SH x x 28 12,600
144 21,400 SH x 36 21,400
14 2,100 SH x x 37 2,100
12 1,800 SH x x 42 1,800
Cox Communications, Inc. Class A Common Stocks 224044107 423 8,208 SH x x 7 8,208
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
736 14,300 SH x x 28 14,300
4,511 87,600 SH x x 32 87,600
5,791 112,441 SH x 36 112,441
Cox Radio, Inc. Class A Common Stocks 224051102 80 800 SH x x 9 800
1,219 10,100 SH x x 28 10,100
1,405 14,082 SH x 36 14,082
20 200 SH x x 37 200
Crane Co. Common Stocks 224399105 39 2,000 SH x x 28 2,000
54 2,700 SH x x 29 2,700
201 10,092 SH x 36 10,092
Credence Systems Corp. Common Stocks 225302108 147 1,700 SH x x 37 1,700
Credit Acceptance Corp. Common Stocks 225310101 6 1,500 SH x 36 1,500
27 7,300 SH x x 42 7,300
Creditrust Corp. Common Stocks 225429109 61 7,900 SH x x 9 7,900
65 8,400 SH x 36 8,400
Cree, Inc. Common Stocks 225447101 8 100 SH x x 37 100
Crescent Real Estate Equities,
Inc. Common Stocks 225756105 628 34,200 SH x x 2 34,200
591 32,600 SH x x 10 32,600
3,767 205,000 SH x x 27 205,000
834 45,383 SH x 36 45,383
Crescent Operating, Inc. Common Stocks 22575M100 126 47,900 SH x x 2 47,900
CRIIMI MAE, Inc. Common Stocks 226603108 2 1,700 SH x 36 1,700
Cross Timbers Oil Co. Common Stocks 227573102 1,722 190,025 SH x x 4 190,025
20 2,200 SH x x 18 2,200
1,716 189,400 SH x 36 189,400
54 6,000 SH x x 37 6,000
Crossmann Communities, Inc. Common Stocks 22764E109 283 18,500 SH x x 19 18,500
291 18,800 SH x 36 18,800
Crown American Realty Trust Common Stocks 228186102 31 5,700 SH x x 18 5,700
15 2,800 SH x 36 2,800
3 600 SH x x 42 600
Crown Castle International Corp. Common Stocks 228227104 59 1,833 SH x 36 1,833
Crown Cork & Seal Co., Inc. Common Stocks 228255105 1,599 71,480 SH x x 31 71,480
3,581 160,052 SH x 36 160,052
Cullen Frost Bankers, Inc. Common Stocks 229899109 1,164 45,200 SH x x 9 45,200
308 11,100 SH x x 28 11,100
2,737 106,307 SH x 36 106,307
49 1,900 SH x x 37 1,900
118 4,600 SH x x 42 4,600
Cummins Engine Co., Inc. Common Stocks 231021106 4,741 95,310 SH x x 9 95,310
551 11,400 SH x x 18 11,400
1,585 32,800 SH x x 26 32,800
2,247 44,600 SH x x 28 44,600
1,329 27,500 SH x x 31 27,500
12,262 253,809 SH x 36 253,809
234 4,900 SH x x 42 4,900
Cumulus Media, Inc. Class A Convertible
Preferred Stocks 231082100 723 14,243 SH x 36 14,243
Cyberian Outpost, Inc. Common Stocks 231914102 164 16,600 SH x x 9 16,600
100 10,100 SH x 36 10,100
CyberCash, Inc. Common Stocks 232462101 3 300 SH x x 37 300
Cybex Computer Products Corp. Common Stocks 232522102 883 21,800 SH x 36 21,800
86 2,100 SH x x 37 2,100
Cymer, Inc. Common Stocks 232572107 1,417 30,800 SH x 36 30,800
77 1,700 SH x x 37 1,700
Cypress Semiconductor Corp. Common Stocks 232806109 4,869 150,400 SH x x 17 150,400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
285 8,800 SH x x 18 8,800
2,962 84,500 SH x x 25 84,500
385 11,900 SH x x 26 11,900
113 3,500 SH x x 29 3,500
17,502 540,600 SH x 36 540,600
194 6,000 SH x x 37 6,000
29 900 SH x x 42 900
Cytec Industries, Inc. Common Stocks 232820100 876 37,900 SH x x 9 37,900
498 20,300 SH x x 28 20,300
849 36,700 SH x 36 36,700
37 1,600 SH x x 37 1,600
Cytyc Corp. Common Stocks 232946103 4,927 80,600 SH x x 23 80,600
4,390 71,900 SH x 36 71,900
24 400 SH x x 37 400
DII Group, Inc. (The) Common Stocks 232949107 128 1,800 SH x x 29 1,800
2,398 33,789 SH x 36 33,789
163 2,300 SH x x 37 2,300
DPL, Inc. Common Stocks 233293109 67 3,850 SH x 36 3,850
97 5,600 SH x x 37 5,600
DQE, Inc. Common Stocks 23329J104 61 1,775 SH x 36 1,775
D.R. Horton, Inc. Common Stocks 23331A109 2,249 157,000 SH x x 9 157,000
113 8,200 SH x x 18 8,200
1,871 124,600 SH x x 25 124,600
102 7,400 SH x x 28 7,400
3,805 275,500 SH x 36 275,500
35 2,500 SH x x 37 2,500
DST Systems, Inc. Common Stocks 233326107 4,693 61,500 SH x x 11 61,500
176 2,300 SH x x 18 2,300
1,938 25,400 SH x x 26 25,400
4,079 50,000 SH x x 28 50,000
15,535 203,572 SH x 36 203,572
99 1,300 SH x x 37 1,300
DSP Group, Inc. Common Stocks 23332B106 415 4,500 SH x x 8 4,500
3,620 39,000 SH x x 11 39,000
6,138 66,000 SH x 36 66,000
DTE Energy Co. Common Stocks 233331107 1,610 51,300 SH x x 10 51,300
4,590 146,300 SH x x 26 146,300
2,701 86,100 SH x x 28 86,100
6,210 197,936 SH x 36 197,936
DVI, Inc. Common Stocks 233343102 41 2,700 SH x x 18 2,700
Dain Rauscher Corp. Common Stocks 233856103 102 2,200 SH x x 28 2,200
209 4,500 SH x 36 4,500
Daisytek International Corp. Common Stocks 234053106 357 15,300 SH x x 19 15,300
473 20,300 SH x 36 20,300
12 500 SH x x 37 500
Dal-Tile International, Inc. Common Stocks 23426R108 117 11,600 SH x x 9 11,600
1,454 143,600 SH x 36 143,600
57 5,600 SH x x 37 5,600
Dallas Semiconductor Corp. Common Stocks 235204104 3,304 49,100 SH x x 28 49,100
3,209 49,800 SH x 36 49,800
161 2,500 SH x x 37 2,500
Dan River, Inc. Class A Common Stocks 235774106 259 50,500 SH x x 19 50,500
334 65,100 SH x 36 65,100
Dana Corp. Common Stocks 235811106 1,267 39,520 SH x x 9 39,520
5,027 167,900 SH x x 10 167,900
1,302 43,500 SH x x 18 43,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,736 58,000 SH x x 31 58,000
11,157 372,693 SH x 36 372,693
Danaher Corp. Common Stocks 235851102 110 2,273 SH x 36 2,273
Darden Restaurants, Inc. Common Stocks 237194105 1,474 81,300 SH x x 18 81,300
3,937 217,200 SH x x 26 217,200
520 26,600 SH x x 28 26,600
7,246 399,777 SH x 36 399,777
275 15,500 SH x x 42 15,500
Data Transmission Network Corp. Common Stocks 238017107 187 11,000 SH x x 19 11,000
328 19,000 SH x 36 19,000
Datascope Corp. Common Stocks 238113104 67 1,700 SH x x 29 1,700
380 9,500 SH x 36 9,500
16 400 SH x x 37 400
Datastream Systems, Inc. Common Stocks 238124101 7 300 SH x x 37 300
Dave & Buster's, Inc. Common Stocks 23833N104 2 200 SH x x 37 200
Dayton Hudson Corp. Common Stocks 239753106 6,104 72,300 SH x x 1 72,300
4,077 55,515 SH x x 7 55,515
8,289 105,200 SH x x 9 105,200
7,981 108,600 SH x x 10 108,600
6,154 83,800 SH x x 17 83,800
103 1,400 SH x x 18 1,400
330 3,100 SH x x 20 3,100
2,321 31,600 SH x x 28 31,600
31,841 433,579 SH x 36 433,579
Dayton Superior Corp. Class A Common Stocks 240028100 267 16,400 SH x x 19 16,400
254 15,600 SH x 36 15,600
Dean Foods Co. Common Stocks 242361103 20 500 SH x x 9 500
8 200 SH x x 18 200
115 2,900 SH x x 29 2,900
35 887 SH x 36 887
56 1,400 SH x x 37 1,400
Deere & Co. Common Stocks 244199105 21,278 456,920 SH x x 5 456,920
5,062 116,700 SH x x 10 116,700
38,991 898,928 SH x 36 898,928
Del Monte Foods Co. Common Stocks 24522P100 525 42,600 SH x 36 42,600
Delco Remy International, Inc. Common Stocks 246626105 3 400 SH x x 37 400
Dell Computer Corp. Common Stocks 247025109 55,644 999,900 SH x x 1 999,900
3,927 77,100 SH x x 10 77,100
15,001 294,500 SH x x 12 294,500
2,273 30,800 SH x x 20 30,800
20,996 412,200 SH x x 26 412,200
168 3,300 SH x x 28 3,300
154,664 3,032,620 SH x 36 3,032,620
13,103 257,239 SH x x 44 257,239
Delphi Financial Group, Inc. Common Stocks 247131105 482 16,055 SH x x 9 16,055
108 3,611 SH x x 18 3,611
434 14,480 SH x x 28 14,480
1,024 34,125 SH x 36 34,125
Delta Air Lines, Inc. Common Stocks 247361108 2,296 46,100 SH x x 1 46,100
12,771 237,920 SH x x 5 237,920
249 5,000 SH x x 18 5,000
6,854 137,600 SH x x 26 137,600
249 5,000 SH x x 28 5,000
27,692 555,924 SH x 36 555,924
Deltic Timber Corp. Common Stocks 247850100 9 400 SH x x 37 400
Delta Financial Corp. Common Stocks 247918105 291 70,500 SH x x 19 70,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
380 92,000 SH x 36 92,000
Deluxe Corp. Common Stocks 248019101 2,761 97,800 SH x x 9 97,800
1,136 41,400 SH x x 18 41,400
1,081 39,400 SH x x 26 39,400
88 3,200 SH x x 29 3,200
5,966 217,426 SH x 36 217,426
248 8,950 SH x x 42 8,950
Dendrite International, Inc. Common Stocks 248239105 20 600 SH x x 37 600
DENTSPLY International, Inc. Common Stocks 249030107 139 5,900 SH x x 18 5,900
109 4,600 SH x x 26 4,600
297 12,558 SH x 36 12,558
2 100 SH x x 37 100
Department 56, Inc. Common Stocks 249509100 36 1,600 SH x x 28 1,600
Desc SA de CV Series C - ADR Common Stocks 250309101 2,621 149,700 SH x x 8 149,700
1,019 60,600 SH x 36 60,600
Detroit Diesel Corp. Common Stocks 250837101 165 8,600 SH x x 9 8,600
40 2,100 SH x x 18 2,100
568 28,300 SH x x 28 28,300
453 23,600 SH x 36 23,600
6 300 SH x x 37 300
78 4,040 SH x x 42 4,040
Developers Diversified Realty Corp. Common Stocks 251591103 3,794 294,700 SH x x 2 294,700
98 7,600 SH x x 18 7,600
117 9,100 SH x 36 9,100
27 2,100 SH x x 37 2,100
19 1,500 SH x x 42 1,500
DeVry, Inc. Common Stocks 251893103 2,566 137,700 SH x x 11 137,700
3,194 171,475 SH x 36 171,475
106 5,700 SH x x 37 5,700
Dexter Corp. Common Stocks 252165105 1,063 25,400 SH x x 28 25,400
878 22,100 SH x 36 22,100
24 600 SH x x 37 600
Diagnostic Products Corp. Common Stocks 252450101 47 1,900 SH x x 29 1,900
10 400 SH x x 37 400
Dial Corp. Common Stocks 25247D101 141 5,800 SH x x 17 5,800
399 16,423 SH x 36 16,423
Diamond Offshore Drilling, Inc. Common Stocks 25271C102 46 1,511 SH x 36 1,511
Diamond Technology Partners, Inc. Common Stocks 252762109 3,754 43,600 SH x x 11 43,600
6,875 80,000 SH x 36 80,000
Diebold, Inc. Common Stocks 253651103 3,373 143,544 SH x x 7 143,544
1,716 73,000 SH x x 9 73,000
1,789 71,700 SH x x 28 71,700
3,802 161,768 SH x 36 161,768
59 2,500 SH x x 37 2,500
79 3,400 SH x x 42 3,400
Digital Microwave Corp. Common Stocks 253859102 1,406 60,000 SH x 36 60,000
Dime Community Bancorp, Inc. Common Stocks 253922108 144 7,800 SH x x 9 7,800
85 4,600 SH x x 28 4,600
586 31,700 SH x 36 31,700
7 400 SH x x 37 400
11 600 SH x x 42 600
Dillard's, Inc. Class A Common Stocks 254067101 222 11,000 SH x x 9 11,000
951 47,100 SH x x 31 47,100
6,425 318,264 SH x 36 318,264
Dime Bancorp, Inc. Common Stocks 25429Q102 1,819 120,100 SH x x 10 120,100
2,924 193,300 SH x x 18 193,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
244 16,100 SH x x 26 16,100
1,098 69,300 SH x x 28 69,300
1,840 121,660 SH x 36 121,660
114 7,500 SH x x 42 7,500
Disney (Walt) Co. Common Stocks 254687106 2,521 86,200 SH x x 12 86,200
2,647 90,500 SH x x 17 90,500
7,775 265,800 SH x x 26 265,800
839 28,700 SH x x 28 28,700
1,350 46,140 SH x x 31 46,140
22,310 762,749 SH x 36 762,749
Distribucion Y Servicio D&S SA - ADR Common Stocks 254753106 4,189 204,650 SH x x 8 204,650
2,438 125,050 SH x 36 125,050
74 3,800 SH x x 38 3,800
387 18,300 SH x x 40 18,300
Dole Food Co., Inc. Common Stocks 256605106 125 7,700 SH x x 18 7,700
3,146 193,600 SH x 36 193,600
Dollar General Corp. Common Stocks 256669102 75 3,301 SH x 36 3,301
Dollar Thrifty Automotive Group, Inc. Common Stocks 256743105 898 37,500 SH x x 9 37,500
1,911 74,400 SH x x 28 74,400
3,014 125,900 SH x 36 125,900
Dollar Tree Stores, Inc. Common Stocks 256747106 456 9,406 SH x 36 9,406
295 6,100 SH x x 37 6,100
Dominion Resources, Inc. Common Stocks 257470104 730 18,600 SH x x 10 18,600
179 4,550 SH x 36 4,550
Donaldson Co., Inc. Common Stocks 257651109 460 19,100 SH x x 9 19,100
520 21,600 SH x 36 21,600
87 3,600 SH x x 37 3,600
Donaldson, Lufkin & Jenrette, Inc. Common Stocks 257661108 3,309 68,400 SH x x 4 68,400
29 600 SH x x 26 600
3,249 67,169 SH x 36 67,169
Donegal Group, Inc. Common Stocks 257701102 328 52,000 SH x x 19 52,000
435 68,300 SH x 36 68,300
Donnelley (R.R.) & Sons Co. Common Stocks 257867101 501 20,200 SH x x 18 20,200
643 25,900 SH x x 26 25,900
11,550 465,478 SH x 36 465,478
Doral Financial Corp. Common Stocks 25811P100 185 15,100 SH x x 9 15,100
26 2,100 SH x x 18 2,100
1,044 78,200 SH x x 25 78,200
1,191 96,700 SH x 36 96,700
65 5,300 SH x x 37 5,300
DoubleClick, Inc. Common Stocks 258609304 1,645 6,500 SH x x 10 6,500
4,901 19,365 SH x x 11 19,365
430 1,700 SH x x 26 1,700
9,052 35,771 SH x 36 35,771
720 2,844 SH x x 37 2,844
Dover Corp. Common Stocks 260003108 6,861 151,200 SH x x 7 151,200
9 200 SH x x 26 200
1,284 28,300 SH x x 28 28,300
2,417 53,265 SH x 36 53,265
Dover Downs Entertainment, Inc. Common Stocks 260086103 6 300 SH x x 37 300
Dow Chemical Co. Common Stocks 260543103 19,793 138,590 SH x x 5 138,590
9,363 70,069 SH x x 7 70,069
134 1,000 SH x x 10 1,000
15,674 117,300 SH x x 26 117,300
6,347 47,500 SH x x 28 47,500
3,325 24,880 SH x x 31 24,880
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
56,597 423,551 SH x 36 423,551
Dow Jones & Co., Inc. Common Stocks 260561105 5,519 76,000 SH x x 9 76,000
4,664 68,581 SH x 36 68,581
Downey Financial Corp. Common Stocks 261018105 300 14,855 SH x x 9 14,855
325 16,100 SH x x 28 16,100
418 20,695 SH x 36 20,695
14 700 SH x x 37 700
Dress Barn, Inc. Common Stocks 261570105 13 800 SH x 36 800
Dril-Quip, Inc. Common Stocks 262037104 6 200 SH x x 37 200
DSET Corp. Common Stocks 262504103 553 14,800 SH x x 19 14,800
1,394 37,300 SH x 36 37,300
du Pont (E.I.) de Nemours & Co. Common Stocks 263534109 12,868 182,050 SH x x 5 182,050
2,247 34,112 SH x x 31 34,112
19,722 299,392 SH x 36 299,392
Ducommun, Inc. Common Stocks 264147109 78 7,350 SH x x 28 7,350
Duff & Phelps Credit Rating Co. Common Stocks 26432F109 9 100 SH x x 37 100
Duke Energy Corp. Common Stocks 264399106 4,692 93,600 SH x x 7 93,600
3,328 61,950 SH x x 9 61,950
185 3,700 SH x x 28 3,700
3,308 65,989 SH x 36 65,989
Duke Realty Investments, Inc. Common Stocks 264411505 819 42,000 SH x x 4 42,000
193 9,900 SH x x 18 9,900
135 6,900 SH x x 26 6,900
6,844 350,955 SH x x 27 350,955
641 32,879 SH x 36 32,879
35 1,876 SH x x 42 1,876
Dun & Bradstreet Corp. Common Stocks 26483B106 1,722 58,370 SH x x 31 58,370
115 3,900 SH x 36 3,900
Dura Automotive Systems, Inc. Common Stocks 265903104 38 2,200 SH x x 18 2,200
656 37,600 SH x 36 37,600
9 500 SH x x 37 500
DuPont Photomasks, Inc. Common Stocks 26613X101 19 400 SH x x 18 400
178 3,700 SH x x 28 3,700
323 6,700 SH x 36 6,700
Dura Pharmaceuticals, Inc. Common Stocks 26632S109 91 6,500 SH x x 18 6,500
764 50,700 SH x x 28 50,700
701 50,300 SH x 36 50,300
17 1,200 SH x x 37 1,200
Dycom Industries, Inc. Common Stocks 267475101 2,796 58,600 SH x x 25 58,600
79 1,800 SH x x 28 1,800
2,538 57,600 SH x 36 57,600
22 500 SH x x 37 500
Dynegy, Inc. Common Stocks 26816L102 749 28,800 SH x x 28 28,800
1,153 47,409 SH x 36 47,409
5 200 SH x x 37 200
Dynex Capital, Inc. Common Stocks 26817Q100 0 52 SH x x 42 52
ECI Telecom, Ltd. Common Stocks 268258100 109 3,460 SH x x 40 3,460
EEX Corp. Common Stocks 26842V207 85 29,100 SH x x 9 29,100
51 17,200 SH x 36 17,200
EMC Corp. Common Stocks 268648102 23,794 196,990 SH x x 1 196,990
9,021 82,574 SH x x 7 82,574
17,055 146,120 SH x x 9 146,120
30,002 274,300 SH x x 10 274,300
18,430 168,700 SH x x 12 168,700
1,156 7,300 SH x x 20 7,300
503 4,600 SH x x 28 4,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
162,098 1,483,731 SH x 36 1,483,731
20,974 191,983 SH x x 44 191,983
ENSCO International, Inc. Common Stocks 26874Q100 169 7,400 SH x x 10 7,400
1,386 60,600 SH x x 26 60,600
736 29,700 SH x x 28 29,700
5,065 221,404 SH x x 36 221,404
123 5,700 SH x x 42 5,700
ENI SPA - ADR Common Stocks 26874R108 3,831 69,500 SH x x 30 69,500
3,590 65,128 SH x 36 65,128
E-Tek Dynamics, Inc. Common Stocks 269240107 3,786 28,200 SH x x 23 28,200
3,923 29,141 SH x 36 29,141
81 600 SH x x 37 600
E'town Corp. Common Stocks 269242103 19 300 SH x x 37 300
E*TRADE Group, Inc. Common Stocks 269246104 248 9,500 SH x x 26 9,500
871 33,347 SH x 36 33,347
Eagle Geophysical, Inc. Common Stocks 269524104 0 1,048 SH x 36 1,048
0 135 SH x x 42 135
Eagle USA Airfreight, Inc. Common Stocks 270018104 93 2,150 SH x x 37 2,150
Earthgrains Co. Common Stocks 270319106 1,197 72,740 SH x x 9 72,740
1,146 71,060 SH x 36 71,060
EarthLink Network, Inc. Common Stocks 270322100 26 600 SH x x 26 600
2,121 49,900 SH x x 32 49,900
6,077 142,982 SH x 36 142,982
EastGroup Properties, Inc. Common Stocks 277276101 57 3,100 SH x 36 3,100
9 500 SH x x 37 500
4 200 SH x x 42 200
Eastman Chemical Co. Common Stocks 277432100 143 3,000 SH x x 26 3,000
892 18,700 SH x x 31 18,700
10,262 215,197 SH x 36 215,197
Eastman Kodak Co. Common Stocks 277461109 11,637 164,081 SH x x 5 164,081
422 6,375 SH x x 7 6,375
8,441 127,600 SH x x 10 127,600
285 4,300 SH x x 18 4,300
126 1,900 SH x x 28 1,900
14,221 214,662 SH x 36 214,662
Eaton Corp. Common Stocks 278058102 4,437 61,100 SH x x 10 61,100
944 13,000 SH x x 28 13,000
327 4,500 SH x x 31 4,500
1,507 20,750 SH x 36 20,750
eBay, Inc. Common Stocks 278642103 2,771 19,700 SH x x 1 19,700
145 800 SH x x 20 800
263 2,100 SH x x 26 2,100
3,464 27,674 SH x 36 27,674
EchoStar Communications Corp.
Class A Common Stocks 278762109 19 200 SH x x 26 200
Ecolab, Inc. Common Stocks 278865100 187 1,916 SH x 36 1,916
239 6,100 SH x x 28 6,100
810 20,696 SH x 36 20,696
Edge Petroleum Corp. Common Stocks 279862106 305 111,000 SH x x 19 111,000
431 150,000 SH x 36 150,000
Edison International Common Stocks 281020107 2,129 81,300 SH x x 18 81,300
6,403 244,500 SH x x 26 244,500
7,007 267,585 SH x 36 267,585
Education Management Corp. New Common Stocks 28139T101 6 400 SH x x 37 400
EduTrek International, Inc.
Class A Common Stocks 28164K108 200 200,000 SH x x 19 200,000
230 230,000 SH x 36 230,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
J.D. Edwards & Co. Common Stocks 281667105 1,404 47,000 SH x x 23 47,000
1,122 37,562 SH x 36 37,562
Edwards (A.G.), Inc. Common Stocks 281760108 2,849 82,000 SH x x 25 82,000
219 6,841 SH x x 26 6,841
154 4,800 SH x x 28 4,800
3,100 96,680 SH x 36 96,680
El Paso Energy Corp. Common Stocks 283905107 2,704 65,130 SH x x 9 65,130
2,104 54,200 SH x x 17 54,200
85 2,200 SH x x 26 2,200
1,638 42,200 SH x x 28 42,200
15,999 412,214 SH x 36 412,214
Elan Corp. PLC - ADR Common Stocks 284131208 6,673 226,200 SH x x 17 226,200
17,069 578,600 SH x 36 578,600
Elcor Chemical Corp. Common Stocks 284443108 21 700 SH x x 37 700
Electro Rent Corp. Common Stocks 285218103 343 24,800 SH x x 28 24,800
102 8,800 SH x 36 8,800
Electro Scientific Industries,
Inc. Common Stocks 285229100 22 300 SH x x 37 300
Electroglas, Inc. Common Stocks 285324109 1,177 46,500 SH x x 4 46,500
1,936 76,300 SH x 36 76,300
Electronic Arts, Inc. Common Stocks 285512109 3,133 37,300 SH x x 17 37,300
7,972 94,907 SH x 36 94,907
311 3,700 SH x x 37 3,700
Electronic Data Systems Corp. Common Stocks 285661104 20,049 279,070 SH x x 5 279,070
7,146 106,752 SH x x 7 106,752
2,520 32,480 SH x x 9 32,480
2,443 36,500 SH x x 10 36,500
214 3,200 SH x x 26 3,200
3,233 48,300 SH x x 28 48,300
47,241 705,755 SH x 36 705,755
Electronics Boutique Holdings
Corp. Common Stocks 286045109 234 13,000 SH x x 19 13,000
1,091 60,600 SH x 36 60,600
Electronics for Imaging, Inc. Common Stocks 286082102 4,141 65,300 SH x x 25 65,300
591 10,100 SH x x 26 10,100
123 2,100 SH x x 28 2,100
5,587 96,127 SH x 36 96,127
263 4,500 SH x x 37 4,500
Elf Aquitaine - ADR Common Stocks 286269105 38 500 SH x x 30 500
Embratel Participacoes SA - ADR Preferred Stocks 29081N100 4,087 152,769 SH x 36 152,769
464 17,034 SH x x 38 17,034
1,921 70,500 SH x x 39 70,500
1,183 39,251 SH x x 40 39,251
Embotelladora Andina SA Series A-
ADR Common Stocks 29081P204 1,754 88,500 SH x x 8 88,500
1,544 86,700 SH x 36 86,700
48 2,700 SH x x 38 2,700
373 19,100 SH x x 40 19,100
Embotelladora Andina SA - ADR
Series B Common Stocks 29081P303 848 58,000 SH x x 8 58,000
EMCORE Corp. NPV Common Stocks 290846104 499 15,000 SH x x 19 15,000
612 18,000 SH x 36 18,000
EMCOR Group, Inc. Common Stocks 29084Q100 46 2,500 SH x x 18 2,500
31 1,700 SH x x 28 1,700
89 4,900 SH x 36 4,900
Emerson Electric Co. Common Stocks 291011104 1,343 23,400 SH x x 10 23,400
589 10,258 SH x 36 10,258
Emmis Broadcasting Corp. Class A Common Stocks 291525103 5,198 42,000 SH x x 11 42,000
9,936 79,720 SH x 36 79,720
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
162 1,300 SH x x 37 1,300
Empresa Nacional de Electric - ADR Common Stocks 29244T101 142 9,975 SH x x 31 9,975
905 63,760 SH x 36 63,760
119 8,363 SH x x 38 8,363
420 27,600 SH x x 40 27,600
Emulex Corp. Common Stocks 292475209 706 5,800 SH x x 9 5,800
450 4,000 SH x 36 4,000
305 2,700 SH x x 37 2,700
Energen Corp. Common Stocks 29265N108 240 13,300 SH x x 9 13,300
98 5,400 SH x x 18 5,400
307 13,900 SH x x 28 13,900
551 30,500 SH x 36 30,500
16 900 SH x x 37 900
22 1,200 SH x x 42 1,200
Energy East Corp. Common Stocks 29266M109 1,932 85,200 SH x x 25 85,200
2,060 99,000 SH x x 26 99,000
1,719 82,600 SH x x 28 82,600
87 4,200 SH x x 29 4,200
8,498 408,300 SH x 36 408,300
122 5,860 SH x x 42 5,860
Enersis SA - ADR Common Stocks 29274F104 1,979 81,799 SH x x 8 81,799
1,773 75,842 SH x 36 75,842
114 4,850 SH x x 38 4,850
317 12,700 SH x x 40 12,700
Engelhard Corp. Common Stocks 292845104 130 6,900 SH x x 18 6,900
472 25,000 SH x x 28 25,000
121 6,400 SH x x 29 6,400
3,824 202,573 SH x 36 202,573
Engle Homes, Inc. Common Stocks 292896107 334 27,800 SH x x 19 27,800
427 35,600 SH x 36 35,600
Enesco Group, Inc. Common Stocks 292973104 152 13,700 SH x x 26 13,700
12 1,120 SH x x 42 1,120
Enhance Financial Services Group,
Inc. Common Stocks 293310108 351 21,600 SH x x 9 21,600
96 5,900 SH x x 18 5,900
379 23,300 SH x 36 23,300
15 900 SH x x 37 900
Ennis Business Forms, Inc. Common Stocks 293389102 529 68,200 SH x x 4 68,200
1,428 184,312 SH x 36 184,312
Enron Corp. Common Stocks 293561106 7,878 177,530 SH x x 7 177,530
1,256 28,300 SH x x 28 28,300
4,254 95,854 SH x 36 95,854
Enron Oil & Gas Co. Common Stocks 293562104 46 2,600 SH x x 28 2,600
Entergy Corp. Common Stocks 29364G103 1,568 56,820 SH x x 9 56,820
36 1,400 SH x x 10 1,400
3,015 117,100 SH x x 28 117,100
5,577 216,598 SH x 36 216,598
Entertainment Properties Trust Common Stocks 29380T105 1,426 108,100 SH x x 27 108,100
22 1,700 SH x 36 1,700
4 300 SH x x 42 300
EntreMed, Inc. Common Stocks 29382F103 8 300 SH x x 37 300
Entrust Technologies, Inc. Common Stocks 293848107 60 1,000 SH x x 37 1,000
Enzon, Inc. Common Stocks 293904108 164 3,800 SH x x 37 3,800
Equant NV Common Stocks 294409107 434 3,871 SH x 36 3,871
Equifax, Inc. Common Stocks 294429105 4,701 199,900 SH x x 10 199,900
353 15,000 SH x x 26 15,000
859 36,450 SH x 36 36,450
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Equinox Systems, Inc. Common Stocks 294436100 354 41,300 SH x x 19 41,300
497 55,200 SH x 36 55,200
Equitable Resources, Inc. Common Stocks 294549100 491 14,700 SH x x 9 14,700
174 5,200 SH x x 28 5,200
320 9,600 SH x 36 9,600
37 1,100 SH x x 37 1,100
7 200 SH x x 42 200
Equity Inns, Inc. Common Stocks 294703103 23 3,400 SH x x 18 3,400
38 5,600 SH x 36 5,600
6 800 SH x x 42 800
Equity Office Properties Trust Common Stocks 294741103 17,609 715,100 SH x x 2 715,100
103 4,200 SH x x 10 4,200
185 7,500 SH x x 26 7,500
13,109 532,348 SH x x 27 532,348
4,186 169,993 SH x 36 169,993
Equity Office Properties Trust
Series B Preferred Stocks 294741509 3,268 83,800 SH x x 16 83,800
Equity Residential Properties
Trust Common Stocks 29476L107 6,437 150,800 SH x x 2 150,800
8,913 208,788 SH x x 27 208,788
5,784 135,502 SH x 36 135,502
Telefonaktiebolaget LM Ericsson
Class B - ADR Common Stocks 294821400 1,687 25,700 SH x x 13 25,700
437 4,600 SH x x 22 4,600
2,320 24,400 SH x x 24 24,400
12,785 194,639 SH x 36 194,639
Erie Indemnity Co. Class A Common Stocks 29530P100 51 1,571 SH x 36 1,571
Essex Property Trust, Inc. Common Stocks 297178105 7,888 232,000 SH x x 2 232,000
68 2,000 SH x 36 2,000
17 500 SH x x 42 500
Esterline Corp. Common Stocks 297425100 80 6,900 SH x x 28 6,900
Ethan Allen Interiors, Inc. Common Stocks 297602104 813 23,700 SH x x 28 23,700
534 16,650 SH x 36 16,650
87 2,700 SH x x 37 2,700
Ethyl Corp. Common Stocks 297659104 169 42,800 SH x x 9 42,800
26 6,600 SH x x 18 6,600
178 45,300 SH x 36 45,300
23 5,970 SH x x 42 5,970
Everest Reinsurance Holdings, Inc. Common Stocks 299808105 1,867 81,880 SH x x 9 81,880
457 20,500 SH x x 18 20,500
500 22,400 SH x x 26 22,400
5,773 258,729 SH x 36 258,729
33 1,500 SH x x 37 1,500
174 7,780 SH x x 42 7,780
Evergreen Resources, Inc. Common Stocks 299900308 4 200 SH x x 37 200
Exar Corp. Common Stocks 300645108 689 11,702 SH x 36 11,702
Excel Legacy Corp. Common Stocks 300665106 - 200 SH x x 42 200
Excel Technology, Inc. Common Stocks 30067T103 438 25,000 SH x x 19 25,000
359 20,000 SH x 36 20,000
Exchange Applications, Inc. Common Stocks 300867108 6 100 SH x x 37 100
Exide Corp. Common Stocks 302051107 105 12,600 SH x 36 12,600
Exodus Communications, Inc. Common Stocks 302088109 5,151 58,000 SH x x 10 58,000
1,892 21,300 SH x x 26 21,300
3,203 36,060 SH x 36 36,060
977 11,000 SH x x 37 11,000
Expeditors International of
Washington, Inc. Common Stocks 302130109 1,200 26,000 SH x x 9 26,000
1,865 43,000 SH x x 23 43,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,148 49,038 SH x 36 49,038
152 3,500 SH x x 37 3,500
Express Scripts, Inc. Class A Common Stocks 302182100 33 521 SH x 36 521
26 400 SH x x 37 400
Extended Stay America, Inc. Common Stocks 30224P101 143 18,800 SH x x 9 18,800
191 29,600 SH x x 10 29,600
24 3,200 SH x x 18 3,200
294 38,500 SH x 36 38,500
54 7,100 SH x x 37 7,100
Exxon Corp. Common Stocks 302290101 6,391 79,450 SH x x 5 79,450
7,524 93,538 SH x x 10 93,538
F&M National Corp. Common Stocks 302374103 6 206 SH x 36 206
14 500 SH x x 37 500
FBL Financial Group, Inc. Class A Common Stocks 30239F106 274 13,700 SH x x 9 13,700
82 4,100 SH x x 18 4,100
304 15,200 SH x 36 15,200
FLIR Systems, Inc. Common Stocks 302445101 274 17,000 SH x x 19 17,000
406 25,000 SH x 36 25,000
FMC Corp. Common Stocks 302491303 1,765 30,800 SH x x 18 30,800
516 9,000 SH x x 26 9,000
338 5,900 SH x x 28 5,900
178 3,100 SH x x 31 3,100
2,667 46,534 SH x 36 46,534
22 400 SH x x 42 400
F.N.B. Corp. Common Stocks 302520101 15 700 SH x x 37 700
FPIC Insurance Group, Inc. Common Stocks 302563101 108 6,500 SH x x 11 6,500
1,237 74,100 SH x 36 74,100
FPL Group, Inc. Common Stocks 302571104 984 22,993 SH x x 7 22,993
81 1,900 SH x x 10 1,900
604 14,100 SH x x 26 14,100
7,691 179,643 SH x 36 179,643
FRP Properties, Inc. Common Stocks 30262E109 318 13,200 SH x x 19 13,200
428 18,200 SH x 36 18,200
F.Y.I., Inc. Common Stocks 302712104 14 400 SH x x 37 400
Fairchild Corp. (The) Class A Common Stocks 303698104 267 26,800 SH x x 28 26,800
553 61,000 SH x 36 61,000
Fairfield Communities, Inc. Common Stocks 304231301 56 5,200 SH x x 37 5,200
Family Dollar Stores, Inc. Common Stocks 307000109 1,708 104,700 SH x x 23 104,700
1,390 85,200 SH x 36 85,200
Farm Family Holdings, Inc. Common Stocks 307901108 101 2,400 SH x x 28 2,400
FARO Technologies, Inc. Common Stocks 311642102 300 102,000 SH x x 19 102,000
397 135,000 SH x 36 135,000
Farr Co. Common Stocks 311648109 285 29,250 SH x x 19 29,250
505 51,750 SH x 36 51,750
Fastenal Co. Common Stocks 311900104 29 647 SH x 36 647
27 600 SH x x 37 600
FDX Corp. Common Stocks 31304N107 17,073 417,040 SH x 36 417,040
Federal Home Loan Mortgage Corp. Common Stocks 313400301 18,065 364,100 SH x x 1 364,100
6,998 148,696 SH x x 7 148,696
6,926 147,200 SH x x 10 147,200
3,469 73,700 SH x x 18 73,700
464 6,800 SH x x 20 6,800
3,464 73,600 SH x x 26 73,600
1,986 42,200 SH x x 28 42,200
43,931 933,453 SH x 36 933,453
Federal-Mogul Corp. Common Stocks 313549107 133 6,600 SH x x 18 6,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
165 8,221 SH x 36 8,221
Fannie Mae Common Stocks 313586109 4,875 67,120 SH x x 1 67,120
17,813 265,720 SH x x 5 265,720
1,742 27,900 SH x x 10 27,900
3,971 63,600 SH x x 17 63,600
244 2,700 SH x x 20 2,700
3,128 50,100 SH x x 26 50,100
4,727 75,700 SH x x 28 75,700
1,567 25,100 SH x x 31 25,100
82,069 1,314,425 SH x 36 1,314,425
9,661 154,730 SH x x 44 154,730
Federal Realty Investment Trust Common Stocks 313747206 102 5,400 SH x x 18 5,400
71 3,800 SH x 36 3,800
13 700 SH x x 42 700
Federated Department Stores, Inc. Common Stocks 31410H101 1,011 20,000 SH x x 4 20,000
1,911 37,790 SH x x 9 37,790
7,591 150,500 SH x x 10 150,500
2,326 46,000 SH x x 17 46,000
951 18,800 SH x x 18 18,800
3,094 61,200 SH x x 26 61,200
1,244 24,600 SH x x 28 24,600
2,503 49,500 SH x x 31 49,500
14,576 288,282 SH x 36 288,282
Federated Investors, Inc. Class B
NPV Common Stocks 314211103 27 1,356 SH x 36 1,356
110 5,500 SH x x 37 5,500
FelCor Lodging Trust, Inc. Common Stocks 31430F101 96 5,500 SH x x 26 5,500
409 23,360 SH x 36 23,360
Ferro Corp. Common Stocks 315405100 24 1,100 SH x x 37 1,100
Fidelity National Financial Common Stocks 316326107 209 12,950 SH x x 28 12,950
166 11,530 SH x 36 11,530
Fifth Third Bancorp Common Stocks 316773100 3,028 41,300 SH x x 1 41,300
8,166 111,295 SH x 36 111,295
FileNet Corp. Common Stocks 316869106 5 200 SH x x 37 200
Financial Federal Corp. Common Stocks 317492106 50 2,200 SH x x 37 2,200
Financial Security Assurance
Holdings, Ltd. Common Stocks 31769P100 1,371 25,470 SH x x 9 25,470
63 1,200 SH x x 10 1,200
68 900 SH x x 28 900
120 2,300 SH x x 29 2,300
1,533 29,406 SH x 36 29,406
36 700 SH x x 37 700
FINOVA Group, Inc. Common Stocks 317928109 702 18,500 SH x x 9 18,500
5,701 160,600 SH x x 10 160,600
145 3,100 SH x x 28 3,100
1,090 30,709 SH x 36 30,709
75 2,100 SH x x 37 2,100
First American Financial Corp. Common Stocks 318522307 976 73,100 SH x x 28 73,100
991 79,700 SH x 36 79,700
25 2,000 SH x x 37 2,000
First Bancorp. Common Stocks 318672102 21 1,000 SH x x 18 1,000
First Charter Corp. NPV Common Stocks 319439105 71 4,800 SH x x 18 4,800
7 500 SH x x 37 500
First Citizens BancShares, Inc. Common Stocks 31946M103 63 900 SH x x 18 900
102 1,100 SH x x 28 1,100
105 1,500 SH x 36 1,500
14 200 SH x x 37 200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
First Commonwealth Financial Corp. Common Stocks 319829107 94 7,800 SH x x 9 7,800
170 14,200 SH x 36 14,200
25 2,100 SH x x 37 2,100
First Federal Capital Corp. Common Stocks 319960100 1 100 SH x 36 100
41 3,000 SH x x 37 3,000
First Data Corp. Common Stocks 319963104 5,178 105,000 SH x x 10 105,000
3,018 61,200 SH x x 18 61,200
64 1,300 SH x x 28 1,300
828 16,795 SH x 36 16,795
First Essex Bancorp, Inc. Common Stocks 320103104 257 18,000 SH x x 19 18,000
374 26,000 SH x 36 26,000
First Financial Bancorp Common Stocks 320209109 15 700 SH x x 37 700
First Financial Holdings, Inc. Common Stocks 320239106 6 400 SH x x 37 400
First Industrial Realty Trust,
Inc. Common Stocks 32054K103 8,034 292,800 SH x x 2 292,800
1,734 63,200 SH x 36 63,200
22 800 SH x x 42 800
First Indiana Corp. Common Stocks 32054R108 281 12,900 SH x x 19 12,900
359 16,500 SH x 36 16,500
7 300 SH x x 37 300
First Merchants Corp. NPV Common Stocks 320817109 13 500 SH x x 37 500
First Midwest Bancorp, Inc. Common Stocks 320867104 32 1,200 SH x x 37 1,200
First Health Group Corp. Common Stocks 320960107 3,023 112,500 SH x x 11 112,500
7,471 278,000 SH x 36 278,000
First Republic Bank Common Stocks 336158100 240 10,200 SH x x 9 10,200
235 10,000 SH x x 19 10,000
148 6,300 SH x x 28 6,300
924 39,300 SH x 36 39,300
First Security Corp. Common Stocks 336294103 206 8,075 SH x 36 8,075
1st Source Corp. Common Stocks 336901103 23 900 SH x x 28 900
First Tennessee National Corp. Common Stocks 337162101 827 29,000 SH x x 10 29,000
2,678 93,950 SH x x 23 93,950
2,241 78,635 SH x 36 78,635
6 200 SH x x 37 200
First Union Corp. Common Stocks 337358105 2,842 86,600 SH x x 9 86,600
15,848 481,618 SH x x 10 481,618
3,538 107,810 SH x x 31 107,810
8,126 247,657 SH x 36 247,657
First Union Real Estate Investment Common Stocks 337400105 5 1,000 SH x 36 1,000
First United Bancshares, Inc. Common Stocks 33741E104 12 900 SH x x 37 900
First Virginia Banks, Inc. Common Stocks 337477103 68 1,600 SH x x 28 1,600
234 5,452 SH x 36 5,452
77 1,800 SH x x 37 1,800
First Washington Realty Trust,
Inc. Common Stocks 337489504 17 900 SH x 36 900
6 300 SH x x 42 300
First Washington Bancorp, Inc. Common Stocks 33748T104 71 4,840 SH x x 9 4,840
50 3,400 SH x x 18 3,400
62 4,200 SH x 36 4,200
6 400 SH x x 37 400
25 1,700 SH x x 42 1,700
FirstCom Corp. Common Stocks 33763T100 5,328 144,979 SH x 36 144,979
Firstar Corp. Common Stocks 33763V109 213 10,100 SH x x 10 10,100
1,306 61,800 SH x x 26 61,800
3,520 166,644 SH x 36 166,644
Fiserv, Inc. Common Stocks 337738108 112 2,930 SH x 36 2,930
FirstFed Financial Corp. Common Stocks 337907109 284 20,200 SH x x 9 20,200
21 1,500 SH x x 18 1,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
385 27,400 SH x 36 27,400
111 7,900 SH x x 42 7,900
FirstMerit Corp. Common Stocks 337915102 42 1,800 SH x x 9 1,800
238 10,300 SH x x 10 10,300
134 5,800 SH x x 18 5,800
391 17,006 SH x 36 17,006
101 4,320 SH x x 42 4,320
Flagstar Bancorp, Inc. Common Stocks 337930101 230 13,400 SH x x 28 13,400
568 32,900 SH x 36 32,900
6 400 SH x x 42 400
FirstEnergy Corp. Common Stocks 337932107 619 27,300 SH x x 9 27,300
2,477 109,200 SH x x 18 109,200
1,622 71,500 SH x x 26 71,500
1,811 79,840 SH x x 31 79,840
6,350 279,874 SH x 36 279,874
Fisher Scientific International,
Inc. Common Stocks 338032204 22 600 SH x x 37 600
Fleet Financial Group, Inc. Common Stocks 338915101 4,200 119,800 SH x x 5 119,800
Fleetwood Enterprises, Inc. Common Stocks 339099103 732 35,500 SH x x 9 35,500
138 5,700 SH x x 28 5,700
848 41,100 SH x 36 41,100
Fleming Cos., Inc. Common Stocks 339130106 110 10,700 SH x x 9 10,700
31 3,000 SH x x 18 3,000
33 3,200 SH x 36 3,200
103 10,250 SH x x 42 10,250
Florida East Coast Industries,
Inc. Common Stocks 340632108 67 1,600 SH x x 37 1,600
Florida Progress Corp. Common Stocks 341109106 220 5,200 SH x x 26 5,200
761 17,976 SH x 36 17,976
Florida Rock Industries, Inc. Common Stocks 341140101 279 8,100 SH x x 9 8,100
413 12,000 SH x 36 12,000
14 400 SH x x 37 400
Flow International Corp. Common Stocks 343468104 1,851 162,750 SH x 36 162,750
Flowers Industries, Inc. Common Stocks 343496105 336 21,099 SH x 36 21,099
49 3,100 SH x x 42 3,100
Fluor Corp. Common Stocks 343861100 1,528 33,300 SH x x 9 33,300
459 10,000 SH x x 26 10,000
252 5,500 SH x x 31 5,500
14,425 314,450 SH x 36 314,450
Fomento Economico Mexicano SA de
CV Series B - ADR Common Stocks 344419106 5,224 112,200 SH x x 8 112,200
4,566 102,600 SH x 36 102,600
503 11,300 SH x x 38 11,300
286 4,440 SH x x 40 4,440
Foodmaker, Inc. Common Stocks 344839204 39 1,900 SH x x 28 1,900
Footstar, Inc. Common Stocks 344912100 27 900 SH x x 18 900
384 11,200 SH x x 28 11,200
101 3,300 SH x 36 3,300
18 600 SH x x 37 600
Ford Motor Co. Common Stocks 345370100 7,251 135,700 SH x x 1 135,700
11,518 200,940 SH x x 5 200,940
3,123 58,438 SH x x 7 58,438
9,431 176,500 SH x x 10 176,500
7,599 142,200 SH x x 26 142,200
7,503 140,400 SH x x 28 140,400
2,319 43,400 SH x x 31 43,400
64,486 1,206,757 SH x 36 1,206,757
Foremost Corp. of America Common Stocks 345469100 14 500 SH x x 37 500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Forest City Enterprises, Inc.
Class A Common Stocks 345550107 11 400 SH x x 37 400
Forest Labs, Inc. Common Stocks 345838106 10,681 174,100 SH x x 10 174,000
227 3,700 SH x x 28 3,700
117 1,901 SH x 36 1,901
111 1,800 SH x x 37 1,800
Forest Oil Corp. Common Stocks 346091606 33 2,500 SH x x 18 2,500
1,694 128,450 SH x 36 128,450
49 3,700 SH x x 37 3,700
Fort James Corp. Common Stocks 347471104 2,173 79,600 SH x x 10 79,600
1,152 42,100 SH x x 18 42,100
933 34,100 SH x x 31 34,100
10,079 368,176 SH x 36 368,176
Fortune Brands, Inc. Common Stocks 349631101 1,942 58,750 SH x x 7 58,750
2,642 79,900 SH x x 18 79,900
268 8,100 SH x x 26 8,100
790 23,900 SH x x 28 23,900
1,769 53,500 SH x x 31 53,500
7,868 237,961 SH x 36 237,961
Fossil, Inc. Common Stocks 349882100 4,470 178,450 SH x x 25 178,450
4,065 175,800 SH x 36 175,800
7 300 SH x x 37 300
Foster Wheeler Corp. Common Stocks 350244109 393 44,300 SH x x 9 44,300
395 44,500 SH x 36 44,500
Foundation Health Systems, Inc. Common Stocks 350404109 623 57,890 SH x x 9 57,890
25 2,500 SH x x 26 2,500
788 79,310 SH x x 31 79,310
2,378 239,307 SH x 36 239,307
35 3,500 SH x x 37 3,500
21 2,100 SH x x 42 2,100
Four Seasons Hotels, Inc. Common Stocks 35100E104 10,831 203,398 SH x 36 203,398
3,617 67,918 SH x x 44 67,918
Fox Entertainment Group, Inc.
Class A Common Stocks 35138T107 77 3,075 SH x 36 3,075
Franchise Finance Corp. of America Common Stocks 351807102 165 6,900 SH x x 18 6,900
2,231 93,200 SH x x 27 93,200
339 14,160 SH x 36 14,160
29 1,200 SH x x 42 1,200
Franklin Covey Co. Common Stocks 353469109 79 10,500 SH x x 9 10,500
140 18,600 SH x 36 18,600
Franklin Electric Co., Inc. Common Stocks 353514102 49 700 SH x x 37 700
Franklin Resources, Inc. Common Stocks 354613101 51 1,600 SH x x 10 1,600
4,027 125,600 SH x x 17 125,600
9,777 304,923 SH x 36 304,923
Freedom Securities Corp. Common Stocks 35644K103 236 21,000 SH x x 19 21,000
338 30,000 SH x 36 30,000
Freeport-McMoRan Copper & Gold,
Inc. Class B Common Stocks 35671D857 796 37,700 SH x x 26 37,700
2,081 90,800 SH x x 28 90,800
4,453 210,812 SH x 36 210,812
127 6,000 SH x x 37 6,000
Fremont General Corp. Common Stocks 357288109 431 58,400 SH x x 9 58,400
187 25,400 SH x x 10 25,400
694 94,137 SH x 36 94,137
Fresenius Medical Care AG - ADR Common Stocks 358029106 2,032 71,601 SH x 36 71,601
Fritz Companies, Inc. Common Stocks 358846103 379 36,100 SH x 36 36,100
7 700 SH x x 37 700
Frontier Airlines, Inc. NPV Common Stocks 359065109 2 200 SH x x 37 200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Frontier Financial Corp. NPV Common Stocks 35907K105 6 300 SH x x 37 300
Frontier Insurance Group, Inc. Common Stocks 359081106 16 4,700 SH x x 18 4,700
Fuller (H.B.) Co. Common Stocks 359694106 772 13,310 SH x x 9 13,310
982 17,560 SH x 36 17,560
17 300 SH x x 42 300
Fulton Financial Corp. Common Stocks 360271100 14 800 SH x x 26 800
45 2,500 SH x x 29 2,500
50 2,791 SH x 36 2,791
45 2,500 SH x x 37 2,500
14 800 SH x x 42 800
Funco, Inc. Common Stocks 360762108 188 17,000 SH x x 19 17,000
280 25,000 SH x 36 25,000
Furniture Brands International,
Inc. Common Stocks 360921100 374 20,500 SH x x 10 20,500
2,338 106,500 SH x x 11 106,500
46 2,100 SH x x 18 2,100
927 39,500 SH x x 28 39,500
3,832 174,200 SH x 36 174,200
59 2,700 SH x x 37 2,700
56 2,600 SH x x 42 2,600
G & K Services, Inc. Class A Common Stocks 361268105 1,750 54,600 SH x x 11 54,600
1,619 50,000 SH x 36 50,000
GA Financial, Inc. Common Stocks 361437106 233 17,600 SH x x 19 17,600
319 24,100 SH x 36 24,100
GATX Corp. Common Stocks 361448103 766 22,700 SH x x 18 22,700
78 2,300 SH x x 28 2,300
111 3,300 SH x x 29 3,300
682 20,218 SH x 36 20,218
68 2,000 SH x x 42 2,000
GBC Bancorp Common Stocks 361475106 57 3,000 SH x x 18 3,000
228 10,100 SH x x 28 10,100
37 1,900 SH x 36 1,900
8 400 SH x x 37 400
16 800 SH x x 42 800
GST Telecommunications, Inc. Common Stocks 361942105 427 47,100 SH x x 19 47,100
578 63,800 SH x 36 63,800
GPU, Inc. Common Stocks 36225X100 2,503 77,890 SH x x 9 77,890
1,407 47,000 SH x x 18 47,000
2,536 84,700 SH x x 28 84,700
1,456 48,630 SH x x 31 48,630
6,539 218,410 SH x 36 218,410
GTE Corp. Common Stocks 362320103 5,671 74,300 SH x x 9 74,300
15,814 224,200 SH x x 10 224,200
10,747 152,300 SH x x 18 152,300
988 14,000 SH x x 26 14,000
1,764 25,000 SH x x 28 25,000
2,255 31,960 SH x x 31 31,960
19,291 273,386 SH x 36 273,386
Gables Residential Trust Common Stocks 362418105 1,248 52,000 SH x x 4 52,000
79 3,300 SH x 36 3,300
16 700 SH x x 42 700
Galileo International, Inc. Common Stocks 363547100 8,478 283,200 SH x x 26 283,200
4,317 144,195 SH x 36 144,195
30 1,000 SH x x 37 1,000
Gallagher (Arthur J.) & Co. Common Stocks 363576109 233 3,100 SH x x 9 3,100
123 1,900 SH x x 29 1,900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
369 5,700 SH x 36 5,700
26 400 SH x x 37 400
Gannett Co., Inc. Common Stocks 364730101 1,778 21,800 SH x x 1 21,800
2,716 33,300 SH x x 7 33,300
3,369 41,300 SH x x 10 41,300
3,344 41,000 SH x x 28 41,000
15,621 191,524 SH x 36 191,524
Gap, Inc. Common Stocks 364760108 21,530 448,525 SH x x 1 448,525
5,219 105,870 SH x x 9 105,870
12,824 278,600 SH x x 10 278,600
673 10,100 SH x x 20 10,100
97 2,100 SH x x 28 2,100
49,696 1,080,358 SH x 36 1,080,358
Gardner Denver Machinery, Inc. Common Stocks 365558105 350 21,000 SH x x 19 21,000
417 25,000 SH x 36 25,000
Gartner Group, Inc. Class A Common Stocks 366651107 35 2,312 SH x 36 2,312
GaSonics International Corp. Common Stocks 367278108 1,952 98,850 SH x 36 98,850
Gaylord Entertainment Co. Common Stocks 367905106 18 600 SH x x 37 600
GelTex Pharmaceuticals, Inc. Common Stocks 368538104 3 200 SH x x 37 200
GenCorp, Inc. Common Stocks 368682100 81 8,200 SH x 36 8,200
14 1,400 SH x x 37 1,400
Gener SA - ADR Common Stocks 368731105 388 25,000 SH x x 31 25,000
General Cable Corp. Common Stocks 369300108 98 12,900 SH x 36 12,900
13 1,800 SH x x 42 1,800
General Communication, Inc. Class
A Common Stocks 369385109 2 500 SH x 36 500
200 SH x x 42 200
General Dynamics Corp. Common Stocks 369550108 2,231 42,289 SH x x 7 42,289
179 3,400 SH x x 18 3,400
3,392 64,300 SH x x 28 64,300
3,434 65,100 SH x x 32 65,100
13,919 263,861 SH x 36 263,861
General Electric Co. Common Stocks 369604103 2,576 13,100 SH x x 1 13,100
17,642 114,000 SH x x 7 114,000
20,548 124,350 SH x x 9 124,350
60,755 392,600 SH x x 10 392,600
35,422 228,900 SH x x 12 228,900
3,203 20,700 SH x x 17 20,700
269 1,200 SH x x 20 1,200
49,551 320,200 SH x x 26 320,200
19,885 128,500 SH x x 28 128,500
9,656 62,400 SH x x 32 62,400
258,686 1,671,640 SH x 36 1,671,640
11,943 77,175 SH x x 44 77,175
General Growth Properties, Inc. Common Stocks 370021107 11,693 417,600 SH x x 2 417,600
104 3,700 SH x x 18 3,700
190 6,800 SH x x 26 6,800
2,246 80,200 SH x x 27 80,200
910 32,496 SH x 36 32,496
25 900 SH x x 42 900
General Instrument Corp. Common Stocks 370120107 3,939 46,338 SH x x 7 46,338
1,921 22,600 SH x x 26 22,600
8,829 103,875 SH x 36 103,875
General Mills, Inc. Common Stocks 370334104 1,886 49,300 SH x x 9 49,300
3,532 98,800 SH x x 10 98,800
769 21,500 SH x x 28 21,500
3,492 97,668 SH x 36 97,668
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
General Motors Corp. Common Stocks 370442105 3,591 49,400 SH x x 1 49,400
14,204 182,070 SH x x 5 182,070
7,182 98,800 SH x x 18 98,800
3,300 45,400 SH x x 26 45,400
1,054 14,500 SH x x 28 14,500
1,156 15,900 SH x x 31 15,900
47,010 646,745 SH x 36 646,745
General Motors Corp. Class H Common Stocks 370442832 300 3,129 SH x 36 3,129
General Semiconductor, Inc. Common Stocks 370787103 1,525 107,500 SH x 36 107,500
91 6,400 SH x x 37 6,400
Genesco, Inc. Common Stocks 371532102 2,322 163,900 SH x x 25 163,900
254 17,800 SH x x 28 17,800
2,692 207,100 SH x 36 207,100
7 500 SH x x 37 500
Gentex Corp. Common Stocks 371901109 48 1,738 SH x 36 1,738
42 1,500 SH x x 37 1,500
Genesys Telecommunications
Laboratories, Inc. Common Stocks 371931106 11 200 SH x x 37 200
GenRad, Inc. Common Stocks 372447102 1,743 99,500 SH x x 25 99,500
1,521 94,300 SH x 36 94,300
10 600 SH x x 37 600
Genuine Parts Co. Common Stocks 372460105 990 40,000 SH x x 10 40,000
1,680 67,720 SH x x 31 67,720
11,601 467,559 SH x 36 467,559
Geon Co. Common Stocks 37246W105 1,190 36,600 SH x x 9 36,600
309 9,500 SH x x 28 9,500
94 2,900 SH x x 29 2,900
2,314 71,200 SH x 36 71,200
23 700 SH x x 37 700
49 1,500 SH x x 42 1,500
Genzyme Corp. Common Stocks 372917104 2,356 52,500 SH x x 7 52,500
5,715 127,100 SH x x 10 127,100
2,558 53,400 SH x x 28 53,400
5,719 127,098 SH x 36 127,098
94 2,100 SH x x 37 2,100
Georgia Gulf Corp. Common Stocks 373200203 2,667 84,700 SH x x 9 84,700
122 4,000 SH x x 10 4,000
1,796 59,000 SH x x 25 59,000
116 3,800 SH x x 28 3,800
4,663 153,200 SH x 36 153,200
15 500 SH x x 37 500
Georgia-Pacific Group Common Stocks 373298108 3,614 66,270 SH x x 9 66,270
2,081 41,000 SH x x 10 41,000
4,984 98,200 SH x x 18 98,200
13,739 270,724 SH x x 26 270,724
386 7,600 SH x x 28 7,600
2,431 47,900 SH x x 31 47,900
15,865 312,605 SH x 36 312,605
Georgia-Pacific Corp. (Timber
Group) Common Stocks 373298702 1,510 61,300 SH x x 28 61,300
620 25,186 SH x 36 25,186
Gerber Scientific, Inc. Common Stocks 373730100 107 4,900 SH x 36 4,900
11 500 SH x x 37 500
20 900 SH x x 42 900
Getty Images, Inc. Common Stocks 374276103 936 19,150 SH x 36 19,150
Giant Industries, Inc. Common Stocks 374508109 1,312 156,700 SH x x 4 156,700
Gibraltar Steel Corp. Common Stocks 37476F103 21 900 SH x 36 900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
23 1,000 SH x x 37 1,000
Gilead Sciences, Inc. Common Stocks 375558103 1,620 30,000 SH x x 11 30,000
4,790 88,500 SH x 36 88,500
151 2,800 SH x x 37 2,800
Gillette Co. (The) Common Stocks 375766102 9,524 231,100 SH x x 10 231,100
7,686 186,600 SH x x 12 186,600
667 16,200 SH x x 28 16,200
25,885 628,463 SH x 36 628,463
P.H. Glatfelter Co. Common Stocks 377316104 16 1,100 SH x x 37 1,100
Gleason Corp. Common Stocks 377339106 672 26,500 SH x x 28 26,500
535 23,000 SH x 36 23,000
Glenborough Realty Trust, Inc. Common Stocks 37803P105 107 8,000 SH x x 18 8,000
60 4,500 SH x 36 4,500
15 1,100 SH x x 37 1,100
9 700 SH x x 42 700
Gliatech, Inc. Common Stocks 37929C103 27 1,600 SH x x 37 1,600
Glimcher Realty Trust Common Stocks 379302102 64 5,000 SH x x 18 5,000
2,171 168,600 SH x x 27 168,600
44 3,400 SH x 36 3,400
5 400 SH x x 42 400
Global Industries, Inc. Common Stocks 379336100 659 76,350 SH x x 23 76,350
983 114,000 SH x 36 114,000
5 600 SH x x 37 600
Global Marine, Inc. Common Stocks 379352404 2,352 141,500 SH x x 4 141,500
2,347 141,200 SH x x 10 141,200
1,380 77,700 SH x x 28 77,700
2,080 125,088 SH x 36 125,088
81 4,900 SH x x 37 4,900
Global TeleSystems Group, Inc. Common Stocks 37936U104 2,345 67,700 SH x x 11 67,700
5,161 149,060 SH x x 13 149,060
4,707 135,956 SH x 36 135,956
Globecomm Systems, Inc. Common Stocks 37956X103 865 34,700 SH x x 23 34,700
745 29,500 SH x 36 29,500
Globo Cabo SA - ADR NPV Common Stocks 37957X102 622 35,300 SH x x 39 35,300
Gold Banc Corp., Inc. Common Stocks 379907108 23 2,600 SH x x 28 2,600
Golden State Bancorp, Inc. Common Stocks 381197102 1,355 75,780 SH x x 9 75,780
1,416 82,100 SH x x 18 82,100
185 10,700 SH x x 26 10,700
1,104 63,100 SH x x 28 63,100
4,603 266,836 SH x 36 266,836
98 5,700 SH x x 42 5,700
Golden West Financial Corp. Common Stocks 381317106 2,600 72,480 SH x x 9 72,480
1,236 36,900 SH x x 10 36,900
251 7,500 SH x x 26 7,500
1,538 45,900 SH x x 28 45,900
2,204 65,790 SH x x 31 65,790
21,641 645,989 SH x 36 645,989
Golf Trust of America, Inc. Common Stocks 38168B103 957 56,500 SH x x 27 56,500
53 3,100 SH x 36 3,100
5 300 SH x x 42 300
B.F. Goodrich Co. Common Stocks 382388106 2,420 89,304 SH x x 10 89,304
5,225 190,000 SH x x 18 190,000
292 10,600 SH x x 28 10,600
1,390 50,560 SH x x 31 50,560
4,191 152,386 SH x 36 152,386
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Goodyear Tire & Rubber Co. Common Stocks 382550101 3,140 111,500 SH x x 10 111,500
496 17,600 SH x x 31 17,600
1,567 55,587 SH x 36 55,587
Goody's Family Clothing, Inc. Common Stocks 382588101 3 600 SH x x 37 600
Go2Net, Inc. Common Stocks 383486107 7,530 86,550 SH x x 23 86,550
5,786 66,500 SH x 36 66,500
244 2,800 SH x x 37 2,800
W.R. Grace & Co. Common Stocks 38388F108 199 14,372 SH x x 7 14,372
1,106 79,700 SH x x 12 79,700
104 7,500 SH x x 18 7,500
3,236 233,200 SH x 36 233,200
54 3,900 SH x x 37 3,900
Grainger (W.W.), Inc. Common Stocks 384802104 82 1,708 SH x 36 1,708
Granite Construction, Inc. Common Stocks 387328107 430 23,300 SH x x 9 23,300
509 27,600 SH x 36 27,600
15 800 SH x x 37 800
Gray Communications Systems, Inc.
NPV Common Stocks 389190109 103 5,800 SH x x 28 5,800
Great Atlantic & Pacific Tea Co.,
Inc. Common Stocks 390064103 33 1,200 SH x x 26 1,200
775 27,800 SH x 36 27,800
64 2,300 SH x x 42 2,300
Great Lakes Chemical Corp. Common Stocks 390568103 760 19,900 SH x x 9 19,900
565 14,800 SH x x 26 14,800
176 4,600 SH x x 28 4,600
241 6,300 SH x x 31 6,300
5,872 153,769 SH x 36 153,769
Great Lakes REIT, Inc. Common Stocks 390752103 33 2,300 SH x 36 2,300
3 200 SH x x 42 200
Great Plains Software, Inc. Common Stocks 39119E105 602 7,700 SH x x 28 7,700
875 11,700 SH x 36 11,700
15 200 SH x x 37 200
Greater Bay Bancorp NPV Common Stocks 391648102 251 5,900 SH x x 9 5,900
437 10,200 SH x 36 10,200
64 1,500 SH x x 37 1,500
Greenpoint Financial Corp. Common Stocks 395384100 3,122 128,990 SH x x 9 128,990
1,662 69,800 SH x x 10 69,800
1,479 62,100 SH x x 18 62,100
3,285 137,939 SH x 36 137,939
Greif Bros. Corp. Class A Common Stocks 397624107 24 800 SH x 36 800
Grey Advertising, Inc. Common Stocks 397838103 3,809 9,595 SH x x 4 9,595
79 200 SH x x 28 200
4,110 10,275 SH x 36 10,275
Group 1 Automotive, Inc. Common Stocks 398905109 20 1,400 SH x x 28 1,400
45 3,200 SH x 36 3,200
33 2,400 SH x x 37 2,400
Group Maintenance America Corp. Common Stocks 39943E107 10 900 SH x x 37 900
CGI Group, Inc. Class A Sub Voting Common Stocks 39945C109 1,951 83,000 SH x x 35 83,000
Grupo Industrial Durango SA - ADR Common Stocks 40048E109 205 17,250 SH x x 31 17,250
267 22,500 SH x 36 22,500
Grupo Television SA de CV - GDR Common Stocks 40049J206 277 2,800 SH x x 24 2,800
9,923 145,121 SH x 36 145,121
1,049 15,375 SH x x 38 15,375
712 10,425 SH x x 39 10,425
1,610 21,300 SH x x 40 21,300
GTECH Holdings Corp. Common Stocks 400518106 68 3,100 SH x x 18 3,100
601 27,300 SH x x 26 27,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,427 61,400 SH x x 28 61,400
1,421 64,600 SH x 36 64,600
24 1,100 SH x x 37 1,100
71 3,300 SH x x 42 3,300
Guidant Corp. Common Stocks 401698105 382 8,100 SH x x 10 8,100
336 7,143 SH x 36 7,143
Guilford Mills, Inc. Common Stocks 401794102 3 500 SH x x 42 500
Guitar Center, Inc. Common Stocks 402040109 420 42,300 SH x x 19 42,300
614 61,000 SH x 36 61,000
42 4,200 SH x x 37 4,200
Gulf Indonesia Resources, Ltd. Common Stocks 402284103 1,280 151,901 SH x x 8 151,901
682 83,901 SH x 36 83,901
Gymboree Corp. Common Stocks 403777105 5 800 SH x x 37 800
HCC Insurance Holdings, Inc. Common Stocks 404132102 113 8,600 SH x x 18 8,600
HRPT Properties Trust Common Stocks 40426W101 167 18,500 SH x x 18 18,500
71 7,900 SH x x 26 7,900
214 23,825 SH x 36 23,825
42 4,700 SH x x 37 4,700
HSB Group, Inc. Common Stocks 40428N109 20 600 SH x x 37 600
HS Resources, Inc. Common Stocks 404297103 19 1,100 SH x x 9 1,100
91 5,300 SH x x 18 5,300
52 3,000 SH x x 29 3,000
993 57,550 SH x 36 57,550
8 440 SH x x 42 440
HA-LO Industries, Inc. Common Stocks 404429102 7 900 SH x x 37 900
Hadco Corp. Common Stocks 404681108 112 2,200 SH x x 18 2,200
3,292 64,550 SH x 36 64,550
82 1,600 SH x x 37 1,600
Haemonetics Corp. Common Stocks 405024100 38 1,600 SH x x 18 1,600
7 300 SH x x 37 300
Halliburton Co. Common Stocks 406216101 420 10,426 SH x 36 10,426
Hamilton Bancorp, Inc. Common Stocks 407013101 146 8,300 SH x x 28 8,300
5 300 SH x x 37 300
Hancock Holding Co. Common Stocks 410120109 15 400 SH x x 37 400
Handleman Co. Common Stocks 410252100 305 22,800 SH x x 19 22,800
2,982 206,100 SH x x 25 206,100
82 4,900 SH x x 28 4,900
4,640 346,950 SH x 36 346,950
Hanger Orthopedic Group, Inc. Common Stocks 41043F208 415 41,500 SH x x 11 41,500
16 1,600 SH x x 18 1,600
32 3,200 SH x x 37 3,200
Hanna (M.A.) Co. Common Stocks 410522106 424 38,800 SH x x 9 38,800
525 48,000 SH x 36 48,000
20 1,800 SH x x 37 1,800
Hannaford Brothers Co. Common Stocks 410550107 132 1,900 SH x x 26 1,900
424 6,122 SH x 36 6,122
Hanover Compressor Co. Common Stocks 410768105 19 500 SH x x 37 500
Harbinger Corp. Common Stocks 41145C103 25 800 SH x x 37 800
Harcourt General, Inc. Common Stocks 41163G101 242 6,000 SH x x 18 6,000
176 4,375 SH x 36 4,375
Harbor Florida Bancshares, Inc. Common Stocks 411901101 14 1,100 SH x 36 1,100
6 500 SH x x 37 500
6 500 SH x x 42 500
Harland (John H.) Co. Common Stocks 412693103 179 9,800 SH x x 9 9,800
64 3,500 SH x x 18 3,500
1,968 98,600 SH x x 25 98,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
156 8,500 SH x x 26 8,500
4,329 236,400 SH x 36 236,400
18 1,000 SH x x 37 1,000
44 2,400 SH x x 42 2,400
Harley-Davidson, Inc. Common Stocks 412822108 103 1,600 SH x x 26 1,600
424 6,626 SH x 36 6,626
205 3,200 SH x x 37 3,200
Harman International Industries,
Inc. Common Stocks 413086109 28 500 SH x x 37 500
Harmon Industries, Inc. Common Stocks 413136102 245 20,600 SH x x 19 20,600
386 31,800 SH x 36 31,800
Harmonic Lightwaves, Inc. Common Stocks 413160102 1,196 12,597 SH x 36 12,597
123 1,300 SH x x 37 1,300
Harrah's Entertainment, Inc. Common Stocks 413619107 172 6,500 SH x x 18 6,500
738 27,900 SH x x 26 27,900
4,316 163,250 SH x 36 163,250
58 2,200 SH x x 42 2,200
Harris Corp. Common Stocks 413875105 2,850 106,800 SH x x 9 106,800
536 20,100 SH x x 10 20,100
1,443 54,060 SH x x 31 54,060
5,247 196,596 SH x 36 196,596
Harsco Corp. Common Stocks 415864107 137 4,300 SH x x 18 4,300
219 6,900 SH x 36 6,900
Harte Hanks Communications Common Stocks 416196103 2,066 95,000 SH x x 4 95,000
23 1,064 SH x 36 1,064
7 300 SH x x 37 300
Hartford Financial Services
Group, Inc. (The) Common Stocks 416515104 20,672 407,070 SH x x 5 407,070
7,699 162,600 SH x x 10 162,600
265 5,600 SH x x 31 5,600
26,147 551,916 SH x 36 551,916
Hartford Life, Inc. Class A Common Stocks 416592103 365 8,300 SH x x 28 8,300
444 10,095 SH x 36 10,095
Hasbro, Inc. Common Stocks 418056107 393 20,600 SH x x 10 20,600
4,325 226,900 SH x x 17 226,900
290 15,200 SH x x 28 15,200
11,383 597,155 SH x 36 597,155
Haverty Furniture Co., Inc. Common Stocks 419596101 250 19,800 SH x x 9 19,800
56 4,400 SH x x 18 4,400
28 2,200 SH x x 29 2,200
680 53,900 SH x 36 53,900
10 800 SH x x 37 800
18 1,400 SH x x 42 1,400
Hawaiian Electric Industries, Inc. Common Stocks 419870100 569 19,700 SH x x 9 19,700
139 4,800 SH x x 18 4,800
1,781 56,600 SH x x 25 56,600
2,223 77,000 SH x 36 77,000
32 1,100 SH x x 37 1,100
Hayes Lemmerz International, Inc. Common Stocks 420781106 7 400 SH x x 37 400
Healthcare Services Group, Inc. Common Stocks 421906108 298 42,000 SH x x 19 42,000
420 60,000 SH x 36 60,000
Health Care Property Investors,
Inc. Common Stocks 421915109 11,661 488,400 SH x x 2 488,400
98 4,096 SH x 36 4,096
10 434 SH x x 42 434
HEALTHSOUTH Corp. Common Stocks 421924101 958 167,200 SH x x 9 167,200
308 56,800 SH x x 10 56,800
107 19,900 SH x x 26 19,900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
887 165,050 SH x 36 165,050
Health Management Associates
Class A Common Stocks 421933102 548 40,992 SH x 36 40,992
Healthcare Realty Trust, Inc. Common Stocks 421946104 94 6,000 SH x x 18 6,000
77 4,900 SH x 36 4,900
23 1,500 SH x x 37 1,500
13 870 SH x x 42 870
Health Care REIT, Inc. Common Stocks 42217K106 54 3,600 SH x 36 3,600
15 1,000 SH x x 37 1,000
11 700 SH x x 42 700
Hearst-Argyle Television, Inc. Common Stocks 422317107 2,332 87,600 SH x x 4 87,600
2,468 92,677 SH x 36 92,677
Heartland Express, Inc. Common Stocks 422347104 5 300 SH x x 37 300
Heilig-Meyers, Co. Common Stocks 422893107 6 2,200 SH x x 42 2,200
Heinz (H.J.) Co. Common Stocks 423074103 3,249 81,600 SH x x 10 81,600
1,499 37,650 SH x x 31 37,650
337 8,467 SH x 36 8,467
Helix Technology Corp. Common Stocks 423319102 341 7,600 SH x x 19 7,600
1,806 40,300 SH x 36 40,300
Hellenic Telecommunication
Organization SA - ADR Common Stocks 423325307 401 31,400 SH x x 8 31,400
4,911 411,414 SH x x 30 411,414
4,903 410,700 SH x 36 410,700
Heller Financial, Inc. Class A Common Stocks 423328103 618 29,500 SH x x 9 29,500
502 25,041 SH x x 11 25,041
20 1,000 SH x x 28 1,000
3,023 150,661 SH x 36 150,661
21 1,100 SH x x 42 1,100
Helmerich & Payne, Inc. Common Stocks 423452101 988 45,300 SH x x 9 45,300
2,043 93,700 SH x x 11 93,700
1,093 46,400 SH x x 28 46,400
68 3,100 SH x x 31 3,100
5,735 262,900 SH x 36 262,900
7 300 SH x x 42 300
Jack Henry & Assocociates, Inc. Common Stocks 426281101 2,444 46,500 SH x x 11 46,500
2,523 47,000 SH x 36 47,000
16 300 SH x x 37 300
Hercules, Inc. Common Stocks 427056106 552 19,800 SH x x 18 19,800
616 22,100 SH x x 31 22,100
71 2,550 SH x 36 2,550
Hershey Foods Corp. Common Stocks 427866108 1,250 26,300 SH x x 10 26,300
110 2,320 SH x 36 2,320
Hertz Corp. Class A Common Stocks 428040109 768 14,900 SH x x 28 14,900
6,534 130,359 SH x 36 130,359
1,871 37,320 SH x x 44 37,320
Hewlett-Packard Co. Common Stocks 428236103 1,401 12,300 SH x x 10 12,300
5,104 44,800 SH x x 28 44,800
114 1,000 SH x x 31 1,000
29,680 260,498 SH x 36 260,498
Hexcel Corp. Common Stocks 428291108 379 68,200 SH x x 19 68,200
505 90,800 SH x 36 90,800
Hibernia Corp. Class A Common Stocks 428656102 179 16,800 SH x x 9 16,800
1,406 132,100 SH x x 10 132,100
2,506 235,900 SH x x 18 235,900
344 32,400 SH x x 28 32,400
1,269 119,393 SH x 36 119,393
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
26 2,400 SH x x 42 2,400
Highwoods Properties, Inc. Common Stocks 431284108 8,733 375,600 SH x x 2 375,600
409 17,600 SH x x 18 17,600
88 3,800 SH x x 26 3,800
3,620 155,700 SH x x 27 155,700
684 29,403 SH x 36 29,403
31 1,400 SH x x 42 1,400
Hilb, Rogal & Hamilton Co. Common Stocks 431294107 31 1,100 SH x 36 1,100
8 300 SH x x 37 300
6 200 SH x x 42 200
Hillenbrand Industries, Inc. Common Stocks 431573104 36 1,122 SH x 36 1,122
Hilton Hotels Corp. Common Stocks 432848109 1,653 172,200 SH x x 10 172,200
67 6,923 SH x 36 6,923
Hines Horticulture, Inc. Common Stocks 433245107 4 500 SH x x 37 500
Hollinger International, Inc. Class
A Common Stocks 435569108 197 15,198 SH x 36 15,198
Hollywood Entertainment Corp. Common Stocks 436141105 753 51,900 SH x 36 51,900
58 4,000 SH x x 37 4,000
128 8,800 SH x x 42 8,800
Hollywood Park, Inc. Common Stocks 436255103 1,030 45,900 SH x x 9 45,900
83 3,700 SH x x 18 3,700
2,309 102,900 SH x x 23 102,900
366 15,200 SH x x 28 15,200
3,323 148,100 SH x 36 148,100
67 3,000 SH x x 37 3,000
56 2,500 SH x x 42 2,500
Home Depot, Inc. (The) Common Stocks 437076102 36,237 473,333 SH x x 1 473,333
8,335 121,562 SH x x 7 121,562
19,582 268,110 SH x x 9 268,110
14,868 216,800 SH x x 10 216,800
11,858 172,950 SH x x 12 172,950
4,484 65,400 SH x x 17 65,400
1,788 18,000 SH x x 20 18,000
1,831 26,700 SH x x 26 26,700
792 11,550 SH x x 28 11,550
4,926 71,850 SH x x 32 71,850
155,466 2,261,327 SH x 36 2,261,327
10,757 156,887 SH x x 44 156,887
Home Port Bancorp, Inc. Common Stocks 437304108 211 8,200 SH x x 19 8,200
157 6,100 SH x 36 6,100
Home Properties of New York, Inc. Common Stocks 437306103 69 2,500 SH x 36 2,500
14 500 SH x x 42 500
Homestake Mining Co. Common Stocks 437614100 359 45,956 SH x 36 45,956
55 7,000 SH x x 42 7,000
HON Industries, Inc. Common Stocks 438092108 33 1,504 SH x 36 1,504
46 2,100 SH x x 37 2,100
Hooper Holmes, Inc. Common Stocks 439104100 1,656 64,300 SH x 36 64,300
52 2,000 SH x x 37 2,000
Horizon Offshore, Inc. Common Stocks 44043J105 267 49,600 SH x x 19 49,600
374 69,500 SH x 36 69,500
Hormel Foods Corp. Common Stocks 440452100 4,457 109,700 SH x x 26 109,700
85 2,100 SH x x 28 2,100
990 24,360 SH x x 31 24,360
6,604 162,552 SH x 36 162,552
297 7,300 SH x x 42 7,300
Hospitality Properties Trust Common Stocks 44106M102 105 5,500 SH x x 18 5,500
4,569 239,700 SH x x 27 239,700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
97 5,100 SH x 36 5,100
19 1,000 SH x x 42 1,000
Houghton Mifflin Co. Common Stocks 441560109 1,042 24,700 SH x x 9 24,700
135 3,200 SH x x 18 3,200
97 2,300 SH x x 26 2,300
3,586 85,004 SH x 36 85,004
38 900 SH x x 37 900
67 1,600 SH x x 42 1,600
Household International Corp. Common Stocks 441815107 1,944 52,200 SH x x 10 52,200
425 11,400 SH x x 18 11,400
652 17,500 SH x x 28 17,500
2,386 64,058 SH x 36 64,058
Houston Exploration Co. (The) Common Stocks 442120101 57 2,900 SH x x 18 2,900
55 2,800 SH x 36 2,800
35 1,800 SH x x 42 1,800
Howmet International, Inc. Common Stocks 443208103 16 874 SH x 36 874
58 3,200 SH x x 37 3,200
Huaneng Power International, Inc.
Series N - ADR Common Stocks 443304100 2,055 187,000 SH x x 8 187,000
401 38,000 SH x x 31 38,000
972 92,000 SH x 36 92,000
160 14,000 SH x x 40 14,000
Hubbell, Inc. Class B Common Stocks 443510201 1,199 44,000 SH x x 4 44,000
613 22,500 SH x x 10 22,500
1,564 57,381 SH x 36 57,381
Hudson River Bancorp, Inc. Common Stocks 444128102 270 27,000 SH x x 19 27,000
405 40,000 SH x 36 40,000
Huffy Corp. Common Stocks 444356109 8 1,500 SH x x 26 1,500
Hughes Supply, Inc. Common Stocks 444482103 263 12,200 SH x x 9 12,200
183 8,500 SH x x 28 8,500
440 20,400 SH x 36 20,400
17 800 SH x x 37 800
Humana, Inc. Common Stocks 444859102 1,979 237,470 SH x x 9 237,470
391 47,700 SH x x 10 47,700
1,796 219,350 SH x 36 219,350
Human Genome Sciences, Inc. Common Stocks 444903108 3,796 24,600 SH x x 10 24,600
320 2,100 SH x x 37 2,100
Humphrey Hospitality Trust, Inc. Common Stocks 445467103 325 43,000 SH x x 19 43,000
453 58,000 SH x 36 58,000
Huntington Bancshares, Inc. Common Stocks 446150104 1,721 72,400 SH x x 10 72,400
1,355 56,900 SH x x 18 56,900
79 3,300 SH x x 26 3,300
827 34,652 SH x 36 34,652
Hussmann International, Inc. Common Stocks 448110106 27 1,800 SH x x 37 1,800
Hutchinson Technology, Inc. Common Stocks 448407106 4 200 SH x x 37 200
ICN Pharmaceuticals, Inc. Common Stocks 448924100 56 2,200 SH x x 18 2,200
3,417 135,000 SH x x 26 135,000
2,533 100,080 SH x 36 100,080
148 5,700 SH x x 42 5,700
Hyperion Solutions Corp. Common Stocks 44914M104 52 1,200 SH x x 37 1,200
IBP, Inc. Common Stocks 449223106 2,925 159,070 SH x x 9 159,070
729 40,500 SH x x 18 40,500
1,730 88,200 SH x x 25 88,200
7,826 434,800 SH x x 26 434,800
4,211 227,400 SH x x 28 227,400
117 6,500 SH x x 29 6,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,123 62,400 SH x x 31 62,400
11,355 630,845 SH x 36 630,845
47 2,600 SH x x 37 2,600
139 7,900 SH x x 42 7,900
ICOS Corp. Common Stocks 449295104 26 878 SH x 36 878
23 800 SH x x 37 800
IDEC Pharmaceuticals Corp. Common Stocks 449370105 587 6,200 SH x x 10 6,200
2,345 24,000 SH x x 11 24,000
6,290 59,200 SH x x 25 59,200
10,552 107,400 SH x 36 107,400
177 1,800 SH x x 37 1,800
IHOP Corp. New Common Stocks 449623107 67 4,020 SH x x 9 4,020
8 500 SH x x 37 500
IMC Global, Inc. Common Stocks 449669100 948 57,900 SH x x 10 57,900
1,300 79,400 SH x x 26 79,400
74 4,500 SH x x 28 4,500
3,177 193,993 SH x 36 193,993
145 8,800 SH x x 42 8,800
IMCO Recycling, Inc. Common Stocks 449681105 40 3,200 SH x x 9 3,200
49 3,900 SH x x 18 3,900
122 9,700 SH x 36 9,700
6 500 SH x x 37 500
IMS Health, Inc. Common Stocks 449934108 7,808 276,100 SH x x 1 276,100
154 3,900 SH x x 20 3,900
215 7,900 SH x x 26 7,900
18,047 663,806 SH x 36 663,806
IRI International Corp. Common Stocks 45004F107 771 192,850 SH x 36 192,850
IRT Property Co. Common Stocks 450058102 44 5,600 SH x 36 5,600
5 700 SH x x 42 700
ISS Group, Inc. Common Stocks 450306105 5,115 72,500 SH x x 11 72,500
7,113 100,000 SH x 36 100,000
121 1,700 SH x x 37 1,700
ITC DeltaCom, Inc. Common Stocks 45031T104 1,925 69,700 SH x 36 69,700
ITI Technologies, Inc. Common Stocks 450564109 51 1,700 SH x x 18 1,700
329 11,000 SH x x 19 11,000
480 16,000 SH x 36 16,000
9 300 SH x x 37 300
Itla Cap Corp. Common Stocks 450565106 297 24,000 SH x x 19 24,000
402 32,000 SH x 36 32,000
ITT Educational Services, Inc. Common Stocks 45068B109 315 20,400 SH x x 19 20,400
491 31,800 SH x 36 31,800
5 300 SH x x 37 300
ITT Industries, Inc. Common Stocks 450911102 1,748 48,310 SH x x 9 48,310
1,806 54,000 SH x x 10 54,000
2,278 68,131 SH x 36 68,131
Idacorp, Inc. Common Stocks 451107106 464 17,300 SH x x 9 17,300
566 21,100 SH x 36 21,100
38 1,400 SH x x 37 1,400
IDEX Corp. Common Stocks 45167R104 82 2,700 SH x x 37 2,700
IDEXX Laboratories, Inc. Common Stocks 45168D104 13 800 SH x x 37 800
Ikon Office Solutions, Inc. Common Stocks 451713101 393 57,700 SH x x 9 57,700
477 70,050 SH x 36 70,050
Identix, Inc. Common Stocks 451906101 5 500 SH x x 37 500
Illinois Tool Works, Inc. Common Stocks 452308109 1,157 17,126 SH x x 7 17,126
5,032 69,500 SH x x 9 69,500
5,175 76,600 SH x x 12 76,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,054 15,600 SH x x 28 15,600
21,939 324,718 SH x 36 324,718
Illinova Corp. Common Stocks 452317100 2,467 71,000 SH x x 9 71,000
2,989 86,000 SH x 36 86,000
87 2,500 SH x x 37 2,500
Imation Corp. Common Stocks 45245A107 1,816 52,400 SH x x 9 52,400
164 4,900 SH x x 18 4,900
1,088 29,900 SH x x 28 29,900
3,487 103,900 SH x 36 103,900
44 1,300 SH x x 37 1,300
Imclone Systems, Inc. Common Stocks 45245W109 67 1,700 SH x x 37 1,700
Immucor Corp. Common Stocks 452526106 328 25,100 SH x x 19 25,100
396 30,000 SH x 36 30,000
Immunex Corp. Common Stocks 452528102 1,699 15,528 SH x x 7 15,528
186 1,706 SH x 36 1,706
Imperial Credit Mortgage Holdings Common Stocks 45254P102 1 200 SH x 36 200
Imperial Bancorp Common Stocks 452556103 784 32,500 SH x x 9 32,500
293 10,847 SH x x 28 10,847
1,356 56,200 SH x 36 56,200
Impath, Inc. Common Stocks 45255G101 5 200 SH x x 37 200
Imperial Credit Industries, Inc. Common Stocks 452729106 1,141 182,600 SH x 36 182,600
Imperial Credit Commercial Mortgage
Investment Corp. Common Stocks 45272T102 36 3,200 SH x 36 3,200
8 700 SH x x 42 700
In Focus Systems, Inc. Common Stocks 452919103 798 34,400 SH x x 9 34,400
3,209 127,800 SH x x 25 127,800
65 2,800 SH x x 29 2,800
4,044 174,400 SH x 36 174,400
2 100 SH x x 37 100
49 2,100 SH x x 42 2,100
IMRglobal Corp. Common Stocks 45321W106 5 400 SH x x 37 400
Inco, Ltd. Common Stocks 453258402 5 200 SH x x 15 200
Independence Community Bank Corp. Common Stocks 453414104 427 34,300 SH x x 9 34,300
504 40,300 SH x 36 40,300
32 2,600 SH x x 37 2,600
Independent Bank Corp. Common Stocks 453836108 11 900 SH x x 18 900
6 500 SH x 36 500
4 300 SH x x 37 300
Independent Energy Holdings PLC ADR Common Stocks 45384X100 1,822 54,700 SH x 36 54,700
Indiana Energy, Inc. Common Stocks 454707100 138 7,799 SH x x 9 7,799
149 8,400 SH x 36 8,400
Industrie Natuzzi SPA - ADR Common Stocks 456478106 378 28,400 SH x 36 28,400
IndyMac Mortgage Holdings, Inc. Common Stocks 456607100 130 10,200 SH x 36 10,200
32 2,500 SH x x 37 2,500
Infinity Broadcasting Corp. Class A Common Stocks 45662S102 253 7,000 SH x x 9 7,000
1,486 41,061 SH x 36 41,061
Informix Corp. Common Stocks 456779107 2,558 224,900 SH x 36 224,900
5 400 SH x x 37 400
InfoSpace.com, Inc. Common Stocks 45678T102 278 1,300 SH x x 26 1,300
894 4,178 SH x 36 4,178
405 1,900 SH x x 37 1,900
Ingersoll-Rand Co. Common Stocks 456866102 8,504 144,410 SH x x 5 144,410
1,658 30,105 SH x x 7 30,105
3,611 60,940 SH x x 9 60,940
1,707 31,000 SH x x 10 31,000
4,466 81,100 SH x x 17 81,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,170 21,250 SH x x 26 21,250
595 10,800 SH x x 28 10,800
28,854 524,023 SH x 36 524,023
Information Resources, Inc. Common Stocks 456905108 1 153 SH x 36 153
Ingles Markets, Inc. Common Stocks 457030104 46 4,100 SH x 36 4,100
23 2,100 SH x x 42 2,100
Ingram Micro, Inc. Class A Common Stocks 457153104 867 66,080 SH x x 31 66,080
18 1,391 SH x 36 1,391
26 2,000 SH x x 37 2,000
Inhale Therapeutic Systems, Inc. Common Stocks 457191100 1,179 27,700 SH x 36 27,700
Inktomi Corp. Common Stocks 457277101 1,648 18,600 SH x x 7 18,600
2,765 31,200 SH x x 12 31,200
4,768 53,800 SH x x 23 53,800
355 4,000 SH x x 26 4,000
12,977 146,222 SH x 36 146,222
18 200 SH x x 37 200
Innovex, Inc. Common Stocks 457647105 2 200 SH x x 37 200
Input/Output, Inc. Common Stocks 457652105 28 5,600 SH x x 10 5,600
Insight Enterprises, Inc. Common Stocks 45765U103 89 2,200 SH x x 37 2,200
Insignia Financial Group, Inc. Common Stocks 45767A105 4 500 SH x x 37 500
Innkeepers USA Trust Common Stocks 4576J0104 40 4,900 SH x x 18 4,900
47 5,700 SH x 36 5,700
11 1,300 SH x x 37 1,300
6 700 SH x x 42 700
Integrated Device Technology, Inc. Common Stocks 458118106 295 10,200 SH x x 18 10,200
4,069 140,600 SH x x 23 140,600
4,878 155,600 SH x x 25 155,600
1,126 38,900 SH x x 26 38,900
136 4,700 SH x x 29 4,700
11,818 407,500 SH x 36 407,500
84 2,900 SH x x 37 2,900
70 2,400 SH x x 42 2,400
Integrated Silicon Solution, Inc. Common Stocks 45812P107 4,367 266,700 SH x x 4 266,700
Intel Corp. Common Stocks 458140100 41,393 460,540 SH x x 1 460,540
21,679 245,318 SH x x 5 245,318
13,489 164,000 SH x x 7 164,000
8,461 96,530 SH x x 9 96,530
47,915 582,500 SH x x 10 582,500
16,565 201,400 SH x x 12 201,400
6,416 78,000 SH x x 17 78,000
1,823 15,300 SH x x 20 15,300
6,457 78,500 SH x x 26 78,500
1,489 18,100 SH x x 28 18,100
154,449 1,876,372 SH x 36 1,876,372
Inter-Tel, Inc. Common Stocks 458372109 187 7,500 SH x x 19 7,500
250 10,000 SH x 36 10,000
Intercontinental Life Corp. Common Stocks 458593100 261 28,200 SH x x 19 28,200
344 37,200 SH x 36 37,200
Interface, Inc. Common Stocks 458665106 2,197 382,150 SH x 36 382,150
Interim Services, Inc. Common Stocks 45868P100 1,458 58,890 SH x x 9 58,890
1,427 53,700 SH x x 28 53,700
82 3,300 SH x x 29 3,300
5,423 219,110 SH x 36 219,110
99 4,000 SH x x 37 4,000
Intermedia Communications, Inc. Common Stocks 458801107 189 4,900 SH x x 37 4,900
Internet Corp. Common Stocks 45881K104 71 6,100 SH x x 9 6,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
38 3,300 SH x x 18 3,300
320 27,500 SH x x 19 27,500
6 500 SH x x 29 500
529 45,500 SH x 36 45,500
9 800 SH x x 37 800
8 700 SH x x 42 700
International Business Machines
Corp. Common Stocks 459200101 26,257 226,940 SH x x 5 226,940
4,159 36,020 SH x x 9 36,020
16,059 148,800 SH x x 10 148,800
4,644 43,000 SH x x 12 43,000
6,458 59,800 SH x x 17 59,800
7,463 69,100 SH x x 18 69,100
1,804 16,700 SH x x 26 16,700
907 8,400 SH x x 28 8,400
572 5,300 SH x x 31 5,300
73,908 684,336 SH x 36 684,336
International Flavors & Fragrances,
Inc. Common Stocks 459506101 962 25,477 SH x x 7 25,477
92 2,438 SH x 36 2,438
International FiberCom, Inc. NPV Common Stocks 45950T101 391 50,000 SH x x 19 50,000
485 61,600 SH x 36 61,600
International Home Foods, Inc. New Common Stocks 459655106 568 32,700 SH x x 9 32,700
577 33,200 SH x 36 33,200
59 3,400 SH x x 37 3,400
International Game Technology Common Stocks 459902102 1,903 93,700 SH x x 10 93,700
1,690 83,200 SH x x 18 83,200
191 9,384 SH x 36 9,384
67 3,300 SH x x 37 3,300
International Paper Co. Common Stocks 460146103 1,281 22,700 SH x x 1 22,700
26,526 441,250 SH x x 5 441,250
1,609 28,503 SH x x 7 28,503
2,619 46,400 SH x x 17 46,400
169 3,000 SH x x 28 3,000
3,588 63,568 SH x x 31 63,568
52,933 937,905 SH x 36 937,905
International Rectifier Corp. Common Stocks 460254105 140 5,400 SH x x 18 5,400
3,819 146,900 SH x 36 146,900
39 1,500 SH x x 37 1,500
International Speedway Corp. Class A Common Stocks 460335201 30 599 SH x 36 599
International Specialty Products,
Inc. Common Stocks 460337108 3 300 SH x 36 300
Interphase Corp. NPV Common Stocks 460593106 260 12,400 SH x x 19 12,400
346 16,400 SH x 36 16,400
Interpool, Inc. Common Stocks 46062R108 13 1,700 SH x x 18 1,700
4 500 SH x x 37 500
Interpublic Group Cos., Inc. Common Stocks 460690100 2,290 37,100 SH x x 9 37,100
1,050 18,200 SH x x 28 18,200
7,254 125,738 SH x 36 125,738
Interstate Bakeries Corp. Common Stocks 46072H108 798 44,000 SH x x 9 44,000
950 52,400 SH x x 18 52,400
654 36,100 SH x x 26 36,100
2,882 158,988 SH x 36 158,988
152 8,400 SH x x 42 8,400
Intrawest Corp. Common Stocks 460915200 2,086 120,500 SH x 36 120,500
IntraNet Solutions, Inc. Common Stocks 460939309 1,055 28,700 SH x x 23 28,700
1,638 44,281 SH x 36 44,281
InterTAN, Inc. Common Stocks 461120107 105 4,000 SH x 36 4,000
20 800 SH x x 42 800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
InterVoice, Inc. Common Stocks 461142101 398 17,100 SH x x 19 17,100
535 22,600 SH x 36 22,600
107 4,600 SH x x 37 4,600
inTEST Corp. Common Stocks 461147100 558 31,000 SH x x 19 31,000
720 40,000 SH x 36 40,000
InterVu, Inc. Common Stocks 46114R100 660 6,283 SH x 36 6,283
Intimate Brands, Inc. Class A Common Stocks 461156101 1,881 40,600 SH x x 9 40,600
1,388 32,184 SH x 36 32,184
Intuit, Inc. Common Stocks 461202103 203 3,384 SH x 36 3,384
240 4,000 SH x x 37 4,000
Investors Financial Services Corp. Common Stocks 461915100 3,510 76,500 SH x x 11 76,500
1,303 26,600 SH x x 28 26,600
3,528 76,700 SH x 36 76,700
87 1,900 SH x x 37 1,900
Ionics, Inc. Common Stocks 462218108 28 1,000 SH x x 9 1,000
14 500 SH x x 37 500
IPALCO Enterprises, Inc. Common Stocks 462613100 33 1,935 SH x 36 1,935
IRIDEX Corp. Common Stocks 462684101 340 40,000 SH x x 19 40,000
425 50,000 SH x 36 50,000
Iron Mountain, Inc. Common Stocks 46284P104 373 9,500 SH x x 19 9,500
590 15,000 SH x 36 15,000
Irwin Financial Corp. Common Stocks 464119106 34 1,900 SH x x 28 1,900
4 200 SH x x 37 200
2 100 SH x x 42 100
Itron, Inc. Common Stocks 465741106 324 54,000 SH x x 19 54,000
441 72,000 SH x 36 72,000
i2 Technologies, Inc. Common Stocks 465754109 4,446 22,800 SH x x 11 22,800
9,110 46,718 SH x 36 46,718
297 1,500 SH x x 37 1,500
IVAX Corp. Common Stocks 465823102 5 200 SH x x 6 200
4,249 165,000 SH x x 7 165,000
1,457 56,600 SH x x 9 56,600
394 15,300 SH x x 18 15,300
3,542 127,000 SH x x 25 127,000
785 30,500 SH x x 26 30,500
3,020 114,900 SH x x 28 114,900
211 8,200 SH x x 29 8,200
10,853 421,477 SH x 36 421,477
JDN Realty Corp. Common Stocks 465917102 768 47,650 SH x x 27 47,650
76 4,700 SH x 36 4,700
10 650 SH x x 42 650
J & J Snack Foods Corp. Common Stocks 466032109 29 1,400 SH x x 29 1,400
JLG Industries, Inc. Common Stocks 466210101 113 7,100 SH x x 9 7,100
62 3,900 SH x x 18 3,900
69 4,300 SH x x 37 4,300
J.P. Realty, Inc. Common Stocks 46624A106 39 2,500 SH x x 18 2,500
27 1,700 SH x 36 1,700
3 200 SH x x 42 200
JSB Financial, Inc. Common Stocks 46624M100 275 5,300 SH x x 28 5,300
16 300 SH x x 37 300
Jabil Circuit, Inc. Common Stocks 466313103 87 1,186 SH x 36 1,186
15 200 SH x x 37 200
Jacob's Engineering Group, Inc. Common Stocks 469814107 546 16,800 SH x x 9 16,800
85 2,600 SH x x 18 2,600
81 2,500 SH x x 28 2,500
81 2,500 SH x x 29 2,500
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
754 23,200 SH x 36 23,200
23 700 SH x x 37 700
JAKKS Pacific, Inc. Common Stocks 47012E106 45 2,400 SH x x 37 2,400
Jefferson-Pilot Corp. Common Stocks 475070108 843 12,350 SH x x 26 12,350
410 6,000 SH x x 28 6,000
7,462 109,336 SH x 36 109,336
John Nuveen & Co., Inc. Class A Common Stocks 478035108 87 2,400 SH x x 29 2,400
43 1,200 SH x x 37 1,200
Johns Manville Corp. Common Stocks 478129109 102 7,300 SH x x 26 7,300
497 35,523 SH x 36 35,523
17 1,200 SH x x 37 1,200
78 5,600 SH x x 42 5,600
Johnson & Johnson Common Stocks 478160104 13,903 139,770 SH x x 9 139,770
1,071 11,500 SH x x 10 11,500
6,845 73,500 SH x x 12 73,500
16,958 182,100 SH x x 26 182,100
8,679 93,200 SH x x 28 93,200
49,475 531,277 SH x 36 531,277
Johnson Controls, Inc. Common Stocks 478366107 643 11,300 SH x x 4 11,300
3,555 62,500 SH x x 18 62,500
245 4,300 SH x x 26 4,300
1,146 20,152 SH x 36 20,152
Jones Apparel Group, Inc. Common Stocks 480074103 3,684 135,800 SH x x 10 135,800
430 14,200 SH x x 28 14,200
3,158 116,420 SH x 36 116,420
157 5,800 SH x x 37 5,800
Jones Intercable, Inc. Class A Common Stocks 480206200 5,099 74,500 SH x x 4 74,500
5,968 86,101 SH x 36 86,101
Jones Pharma, Inc. Common Stocks 480236108 1,736 40,025 SH x x 23 40,025
839 18,000 SH x x 28 18,000
2,120 48,800 SH x 36 48,800
169 3,900 SH x x 37 3,900
Jostens, Inc. Common Stocks 481088102 292 12,000 SH x x 26 12,000
318 13,100 SH x 36 13,100
58 2,400 SH x x 42 2,400
Journal Register Co. Common Stocks 481138105 9 600 SH x x 37 600
Justin Industries, Inc. Common Stocks 482171105 106 7,172 SH x x 9 7,172
71 4,800 SH x 36 4,800
9 600 SH x x 37 600
KLA Instruments Corp. Common Stocks 482480100 3,851 34,600 SH x x 4 34,600
7,213 64,800 SH x x 32 64,800
18,847 169,219 SH x 36 169,219
Kmart Corp. Common Stocks 482584109 1,784 165,600 SH x x 9 165,600
1,063 105,600 SH x x 10 105,600
2,116 210,300 SH x x 26 210,300
17,004 1,689,885 SH x 36 1,689,885
K-Swiss, Inc. Class A Common Stocks 482686102 2 100 SH x x 37 100
K2, Inc. Common Stocks 482732104 1,201 157,500 SH x 36 157,500
Kaiser Aluminum Corp. Common Stocks 483007100 8 1,000 SH x x 37 1,000
Kaman Corp. Class A Common Stocks 483548103 135 10,600 SH x x 9 10,600
210 16,300 SH x 36 16,300
Kansas City Power & Light Co. Common Stocks 485134100 192 8,700 SH x x 26 8,700
375 17,000 SH x 36 17,000
22 1,060 SH x x 42 1,060
Kansas City Southern Industries,
Inc. Common Stocks 485170104 299 4,000 SH x x 9 4,000
1,209 16,200 SH x x 26 16,200
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
4,031 54,022 SH x 36 54,022
Kaufman & Broad Home Corp. Common Stocks 486168107 3,045 122,030 SH x x 9 122,030
228 8,400 SH x x 28 8,400
87 3,600 SH x x 29 3,600
2,830 116,990 SH x 36 116,990
48 2,000 SH x x 37 2,000
Kaydon Corp. Common Stocks 486587108 1,961 73,100 SH x x 11 73,100
2,783 103,800 SH x 36 103,800
16 600 SH x x 37 600
Keane, Inc. Common Stocks 486665102 42 1,334 SH x 36 1,334
Keebler Foods Co. Common Stocks 487256109 13 466 SH x 36 466
11 400 SH x x 37 400
Kellogg Co. Common Stocks 487836108 1,544 50,100 SH x x 28 50,100
2,907 94,340 SH x 36 94,340
Kellwood Co. Common Stocks 488044108 305 15,700 SH x x 9 15,700
54 2,800 SH x x 18 2,800
301 15,500 SH x 36 15,500
19 1,000 SH x x 37 1,000
Kelly Services, Inc. Class A Common Stocks 488152208 15 600 SH x x 37 600
Kemet Corp. Common Stocks 488360108 1,537 34,100 SH x x 9 34,100
2,253 50,000 SH x 36 50,000
104 2,300 SH x x 37 2,300
Kennametal, Inc. Common Stocks 489170100 34 1,000 SH x x 37 1,000
Kent Electronics Corp. Common Stocks 490553104 77 3,400 SH x x 37 3,400
Kerr-McGee Corp. Common Stocks 492386107 1,419 22,885 SH x x 7 22,885
775 12,500 SH x x 18 12,500
1,730 27,900 SH x x 26 27,900
4,360 70,322 SH x 36 70,322
Key Tronic Corp. Common Stocks 493144109 324 83,500 SH x x 19 83,500
375 100,000 SH x 36 100,000
KeyCorp Common Stocks 493267108 2,107 89,000 SH x x 9 89,000
7,120 321,400 SH x x 10 321,400
3,343 151,100 SH x x 18 151,100
2,004 90,570 SH x x 31 90,570
5,465 247,028 SH x 36 247,028
Keystone Financial, Inc. Common Stocks 493482103 196 9,300 SH x x 9 9,300
24 1,136 SH x 36 1,136
Kimball International, Inc. Class B Common Stocks 494274103 18 1,100 SH x x 37 1,100
Kilroy Realty Corp. Common Stocks 49427F108 4,125 187,500 SH x x 27 187,500
75 3,400 SH x 36 3,400
13 610 SH x x 42 610
Kimberly-Clark Corp. Common Stocks 494368103 3,393 52,002 SH x x 7 52,002
1,495 20,750 SH x x 9 20,750
1,024 15,700 SH x x 10 15,700
5,990 91,800 SH x x 17 91,800
1,677 25,700 SH x x 28 25,700
17,177 263,254 SH x 36 263,254
Kimco Realty Corp. Common Stocks 49446R109 9,790 289,000 SH x x 2 289,000
14 400 SH x x 26 400
3,462 102,200 SH x x 27 102,200
446 13,175 SH x 36 13,175
41 1,200 SH x x 42 1,200
King Pharmaceuticals, Inc. NPV Common Stocks 495582108 363 6,000 SH x x 28 6,000
387 6,900 SH x 36 6,900
137 2,450 SH x x 37 2,450
Klamath First Bancorp, Inc. Common Stocks 49842P103 265 22,300 SH x x 19 22,300
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
329 27,700 SH x 36 27,700
Knight-Ridder, Inc. Common Stocks 499040103 3,374 56,700 SH x x 4 56,700
1,640 25,740 SH x x 9 25,740
3,183 53,500 SH x x 10 53,500
3,534 59,400 SH x x 18 59,400
2,154 36,200 SH x x 28 36,200
2,457 41,300 SH x x 32 41,300
15,045 252,850 SH x 36 252,850
Knight/Trimark Group, Inc. Class A Common Stocks 499067106 37 800 SH x x 26 800
458 9,958 SH x 36 9,958
64 1,400 SH x x 37 1,400
Koala Corp. Common Stocks 499866100 416 29,682 SH x 36 29,682
Koger Equity, Inc. Common Stocks 500228101 56 3,300 SH x 36 3,300
7 400 SH x x 42 400
Kohl's Corp. Common Stocks 500255104 16,793 216,500 SH x x 1 216,500
743 7,100 SH x x 20 7,100
18,371 254,486 SH x 36 254,486
Konover Property Trust, Inc. Common Stocks 50047R100 18 2,900 SH x 36 2,900
Koor Industries, Ltd. - ADR Common Stocks 500507108 500 25,000 SH x x 31 25,000
610 30,500 SH x 36 30,500
Kopin Corp. Common Stocks 500600101 59 1,400 SH x x 37 1,400
Korea Electric Power Corp. - ADR Common Stocks 500631106 1,471 83,600 SH x x 8 83,600
682 28,088 SH x x 21 28,088
1,290 76,700 SH x 36 76,700
149 8,000 SH x x 40 8,000
Kroger Co. (The) Common Stocks 501044101 7,683 405,900 SH x x 1 405,900
6,011 317,900 SH x x 10 317,900
2,497 132,300 SH x x 12 132,300
249 9,100 SH x x 20 9,100
293 15,500 SH x x 26 15,500
26,020 1,378,537 SH x 36 1,378,537
Kronos, Inc. Common Stocks 501052104 365 6,000 SH x x 28 6,000
97 1,600 SH x x 37 1,600
Kulicke & Soffa Industries, Inc. Common Stocks 501242101 2,465 58,000 SH x x 4 58,000
166 3,900 SH x x 28 3,900
6,606 155,200 SH x 36 155,200
LCC International, Inc. Class A Common Stocks 501810105 690 34,500 SH x x 19 34,500
897 45,000 SH x 36 45,000
LG&E Energy Corp. Common Stocks 501917108 0 1 SH x x 9 1
197 11,300 SH x x 18 11,300
289 16,582 SH x 36 16,582
LTV Corp. Common Stocks 501921100 83 20,200 SH x x 18 20,200
LHS Group, Inc. Common Stocks 501938100 12 504 SH x 36 504
LNR Property Corp. Common Stocks 501940100 2,097 105,500 SH x x 4 105,500
467 23,500 SH x x 9 23,500
2,733 137,500 SH x 36 137,500
50 2,500 SH x x 37 2,500
LINC Capital, Inc. Common Stocks 501942106 191 45,000 SH x x 19 45,000
285 60,000 SH x 36 60,000
LSI Logic Corp. Common Stocks 502161102 4,455 66,000 SH x x 4 66,000
1,863 27,600 SH x x 7 27,600
2,646 39,200 SH x x 18 39,200
4,512 66,850 SH x x 23 66,850
412 6,100 SH x x 28 6,100
6,460 95,700 SH x x 32 95,700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
24,952 369,662 SH x 36 369,662
LSI Industries, Inc. Common Stocks 50216C108 28 1,300 SH x x 29 1,300
4 200 SH x x 37 200
LTC Properties Common Stocks 502175102 51 6,100 SH x x 18 6,100
40 4,700 SH x 36 4,700
4 500 SH x x 42 500
LTX Corp. Common Stocks 502392103 2,027 90,600 SH x 36 90,600
25 1,100 SH x x 37 1,100
L-3 Communications Holdings, Inc. Common Stocks 502424104 25 600 SH x x 28 600
31 751 SH x 36 751
29 700 SH x x 37 700
La-Z-Boy Inc. Common Stocks 505336107 373 22,200 SH x x 9 22,200
113 6,700 SH x x 18 6,700
76 4,500 SH x x 29 4,500
605 36,000 SH x 36 36,000
64 3,800 SH x x 37 3,800
Labor Ready, Inc. New Common Stocks 505401208 1,016 83,800 SH x 36 83,800
11 900 SH x x 37 900
Laboratorio Chile SA - ADR Common Stocks 50540H104 546 30,000 SH x x 8 30,000
Laclede Gas Co. Common Stocks 505588103 134 6,200 SH x x 9 6,200
67 3,100 SH x x 18 3,100
22 1,000 SH x 36 1,000
13 600 SH x x 37 600
Lafarge Corp. Common Stocks 505862102 564 20,400 SH x x 9 20,400
1,873 62,400 SH x x 25 62,400
1,406 50,900 SH x x 26 50,900
124 4,500 SH x x 28 4,500
88 3,200 SH x x 29 3,200
5,448 197,200 SH x 36 197,200
30 1,100 SH x x 37 1,100
11 410 SH x x 42 410
Lam Research Corp. Common Stocks 512807108 3,744 31,000 SH x x 25 31,000
3,403 30,500 SH x 36 30,500
201 1,800 SH x x 37 1,800
Lamar Advertising Co. Class A Common Stocks 512815101 3,956 65,500 SH x x 11 65,500
6,020 99,402 SH x 36 99,402
60 1,000 SH x x 37 1,000
Lancaster Colony Corp. Common Stocks 513847103 2,400 66,700 SH x x 25 66,700
30 900 SH x x 26 900
2,360 71,232 SH x 36 71,232
43 1,300 SH x x 37 1,300
Landair Corp. Common Stocks 514757103 330 66,000 SH x x 19 66,000
450 90,000 SH x 36 90,000
LandAmerica Financial Group, Inc. Common Stocks 514936103 188 9,000 SH x x 28 9,000
439 23,900 SH x 36 23,900
Landmark Systems Corp. Common Stocks 51506S100 73 7,100 SH x x 19 7,100
93 8,900 SH x 36 8,900
Land's End, Inc. Common Stocks 515086106 2,742 78,900 SH x x 26 78,900
747 21,500 SH x 36 21,500
3 100 SH x x 37 100
112 3,200 SH x x 42 3,200
Landry's Seafood Restaurants, Inc. Common Stocks 51508L103 8 900 SH x x 37 900
Landstar Systems, Inc. Common Stocks 515098101 221 5,300 SH x x 9 5,300
1,388 30,600 SH x x 25 30,600
67 1,600 SH x x 29 1,600
1,798 42,000 SH x 36 42,000
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
8 200 SH x x 37 200
86 2,000 SH x x 42 2,000
LaSalle Hotel Properties Common Stocks 517942108 61 5,200 SH x 36 5,200
5 400 SH x x 42 400
LASER Mortgage Management, Inc. Common Stocks 51806D100 2 500 SH x 36 500
Laser Vision Centers, Inc. Common Stocks 51807H100 1,104 105,100 SH x x 23 105,100
897 84,900 SH x 36 84,900
8 800 SH x x 37 800
Lason, Inc. Common Stocks 51808R107 10 900 SH x x 18 900
20 1,800 SH x x 37 1,800
Lattice Semiconductor Corp. Common Stocks 518415104 47 1,000 SH x x 28 1,000
175 3,700 SH x x 37 3,700
Estee Lauder Cos., Class A Common Stocks 518439104 55 1,100 SH x x 28 1,100
106 2,099 SH x 36 2,099
91 1,800 SH x x 37 1,800
Leap Wireless International, Inc. Common Stocks 521863100 226 2,900 SH x x 9 2,900
148 1,900 SH x x 28 1,900
259 3,300 SH x 36 3,300
Lear Corp. Common Stocks 521865105 3,442 103,830 SH x x 9 103,830
2,355 73,600 SH x x 10 73,600
2,138 66,800 SH x x 17 66,800
1,942 60,700 SH x x 18 60,700
189 5,100 SH x x 28 5,100
963 30,100 SH x x 31 30,100
13,163 411,334 SH x 36 411,334
Learning Tree International, Inc. Common Stocks 522015106 372 13,400 SH x x 9 13,400
444 16,000 SH x x 19 16,000
986 35,200 SH x 36 35,200
Lechters, Inc. Common Stocks 523238103 305 174,150 SH x 36 174,150
Lee Enterprises, Inc. Common Stocks 523768109 2,858 89,500 SH x x 4 89,500
3,226 101,000 SH x 36 101,000
83 2,600 SH x x 37 2,600
Legato Systems, Inc. Common Stocks 524651106 2,104 30,600 SH x x 23 30,600
55 800 SH x x 26 800
2,267 32,940 SH x 36 32,940
605 8,800 SH x x 37 8,800
Leggett & Platt, Inc. Common Stocks 524660107 3,524 164,400 SH x x 10 164,400
100 4,650 SH x 36 4,650
Legg Mason, Inc. Common Stocks 524901105 4,223 116,500 SH x x 11 116,500
455 11,600 SH x x 28 11,600
4,035 111,302 SH x 36 111,302
Lehman Brothers Holdings, Inc. Common Stocks 524908100 2,454 26,810 SH x x 9 26,810
5,297 57,700 SH x x 25 57,700
2,016 23,800 SH x x 26 23,800
1,025 12,100 SH x x 28 12,100
14,582 172,186 SH x 36 172,186
Lennar Corp. Common Stocks 526057104 1,534 94,400 SH x x 4 94,400
166 10,200 SH x x 28 10,200
1,760 108,300 SH x 36 108,300
28 1,700 SH x x 37 1,700
Lesco, Inc. Common Stocks 526872106 425 25,000 SH x x 19 25,000
495 29,100 SH x 36 29,100
Leucadia National Corp. Common Stocks 527288104 1,018 43,000 SH x x 9 43,000
775 33,500 SH x 36 33,500
35 1,500 SH x x 37 1,500
Level 3 Communications, Inc. Common Stocks 52729N100 425 5,200 SH x x 7 5,200
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
6,417 78,500 SH x x 10 78,500
1,586 19,400 SH x x 26 19,400
516 6,304 SH x 36 6,304
Lexington Corporate Properties Trust Common Stocks 529043100 24 2,600 SH x 36 2,600
3 300 SH x x 42 300
Lexmark International Group, Inc. Class A Common Stocks 529771107 4,490 49,613 SH x x 7 49,613
1,199 13,250 SH x x 9 13,250
2,001 22,000 SH x x 10 22,000
1,720 19,000 SH x x 26 19,000
199 2,200 SH x x 28 2,200
6,319 69,828 SH x 36 69,828
Libbey, Inc. Common Stocks 529898108 167 5,800 SH x 36 5,800
14 500 SH x x 37 500
Liberty Financial Cos., Inc. Common Stocks 530512102 255 11,100 SH x x 9 11,100
242 10,550 SH x 36 10,550
14 600 SH x x 37 600
Liberty Property Trust Common Stocks 531172104 15 600 SH x x 26 600
4,843 199,700 SH x x 27 199,700
456 18,790 SH x 36 18,790
34 1,400 SH x x 42 1,400
Lilly (Eli) & Co. Common Stocks 532457108 22,999 345,300 SH x x 10 345,300
6,324 95,100 SH x x 12 95,100
106 1,600 SH x x 28 1,600
19,721 296,549 SH x 36 296,549
Lilly Industrial Coatings, Inc. Class A Common Stocks 532491107 39 2,900 SH x x 37 2,900
Limited, Inc. (The) Common Stocks 532716107 788 18,200 SH x x 28 18,200
1,658 38,271 SH x 36 38,271
Lincare Holdings, Inc. Common Stocks 532791100 3,892 112,200 SH x x 11 112,200
490 12,700 SH x x 28 12,700
8,421 242,760 SH x 36 242,760
38 1,100 SH x x 37 1,100
Lincoln Electric Holdings, Inc. NPV Common Stocks 533900106 107 5,200 SH x x 18 5,200
19 900 SH x x 37 900
Lincoln National Corp. Common Stocks 534187109 6,636 165,900 SH x x 18 165,900
144 3,600 SH x x 26 3,600
464 11,600 SH x x 28 11,600
1,418 35,455 SH x 36 35,455
Linear Technology Corp. Common Stocks 535678106 2,261 31,600 SH x x 7 31,600
186 2,600 SH x x 26 2,600
1,028 14,364 SH x 36 14,364
229 3,200 SH x x 37 3,200
Linens 'N Things, Inc. Common Stocks 535679104 621 18,900 SH x x 28 18,900
578 19,521 SH x 36 19,521
124 4,200 SH x x 37 4,200
Liposome Co., Inc. Common Stocks 536310105 11 900 SH x x 37 900
Lithia Motors, Inc., Class A Common Stocks 536797103 172 9,600 SH x x 19 9,600
263 14,700 SH x 36 14,700
Littlefuse, Inc. Common Stocks 537008104 187 7,700 SH x x 9 7,700
5 200 SH x x 37 200
Litton Industries, Inc. Common Stocks 538021106 2,170 43,500 SH x x 4 43,500
548 10,980 SH x x 9 10,980
1,980 37,000 SH x x 28 37,000
778 15,600 SH x x 31 15,600
6,593 132,188 SH x 36 132,188
Liz Claiborne, Inc. Common Stocks 539320101 346 9,200 SH x x 28 9,200
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
210 5,571 SH x 36 5,571
Local Financial Corp. Common Stocks 539553107 37 3,600 SH x 36 3,600
Lockheed Martin Corp. Common Stocks 539830109 3,051 130,700 SH x x 9 130,700
3,992 185,200 SH x x 10 185,200
976 44,600 SH x x 31 44,600
13,172 602,127 SH x 36 602,127
Loews Corp. Common Stocks 540424108 2,298 35,260 SH x x 9 35,260
546 9,000 SH x x 18 9,000
461 7,600 SH x x 26 7,600
2,057 33,900 SH x x 28 33,900
15,078 248,460 SH x 36 248,460
Lone Star Steakhouse & Saloon Common Stocks 542307103 241 27,000 SH x 36 27,000
12 1,300 SH x x 37 1,300
Lone Star Technologies, Inc. Common Stocks 542312103 59 2,100 SH x 36 2,100
Longs Drug Stores, Inc. Common Stocks 543162101 36 1,400 SH x x 18 1,400
18 707 SH x 36 707
Longview Fibre Co. Common Stocks 543213102 23 1,600 SH x 36 1,600
27 1,900 SH x x 37 1,900
Louis Dreyfus Natural Gas Corp. Common Stocks 546011107 919 50,700 SH x x 4 50,700
96 5,300 SH x x 18 5,300
85 4,700 SH x x 29 4,700
22 1,200 SH x 36 1,200
15 800 SH x x 37 800
14 800 SH x x 42 800
Louisiana Pacific Corp. Common Stocks 546347105 3,184 222,800 SH x x 9 222,800
174 12,200 SH x x 18 12,200
24 1,700 SH x x 26 1,700
5,468 383,700 SH x 36 383,700
346 24,600 SH x x 42 24,600
Lowe's Cos., Inc. Common Stocks 548661107 23,207 358,900 SH x x 1 358,900
1,694 28,349 SH x x 7 28,349
3,170 48,200 SH x x 9 48,200
938 15,700 SH x x 10 15,700
874 10,100 SH x x 20 10,100
956 16,000 SH x x 26 16,000
90 1,500 SH x x 28 1,500
36,908 617,712 SH x 36 617,712
Lubrizol Corp. Common Stocks 549271104 1,633 52,900 SH x x 9 52,900
719 23,300 SH x x 18 23,300
2,772 82,900 SH x x 25 82,900
1,414 45,800 SH x x 26 45,800
1,068 34,600 SH x x 28 34,600
7,358 238,300 SH x 36 238,300
62 2,000 SH x x 37 2,000
289 9,400 SH x x 42 9,400
Luby's Cafeterias, Inc. Common Stocks 549282101 52 4,600 SH x 36 4,600
9 800 SH x x 37 800
2 210 SH x x 42 210
Lucent Technologies, Inc. Common Stocks 549463107 7,570 88,709 SH x x 1 88,709
15,060 201,309 SH x x 7 201,309
20,537 257,050 SH x x 9 257,050
45,187 604,000 SH x x 10 604,000
23,933 319,900 SH x x 12 319,900
3,352 44,800 SH x x 17 44,800
466 4,300 SH x x 20 4,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
4,661 62,300 SH x x 26 62,300
1,646 22,000 SH x x 28 22,000
5,820 77,800 SH x x 32 77,800
155,397 2,077,149 SH x 36 2,077,149
11,950 159,739 SH x x 44 159,739
Lunar Corp. Common Stocks 550362107 251 36,500 SH x x 19 36,500
354 49,700 SH x 36 49,700
Lycos, Inc. Common Stocks 550818108 294 3,700 SH x x 26 3,700
978 12,286 SH x 36 12,286
111 1,400 SH x x 37 1,400
Lydall, Inc. Common Stocks 550819106 28 4,200 SH x x 18 4,200
339 51,200 SH x x 19 51,200
451 68,000 SH x 36 68,000
4 600 SH x x 37 600
Lyondell Petrochemical Co. Common Stocks 552078107 3,274 256,800 SH x x 10 256,800
616 48,300 SH x x 31 48,300
1,343 105,343 SH x 36 105,343
M & T Bank Corp. Common Stocks 55261F104 580 1,400 SH x x 10 1,400
3,225 7,784 SH x 36 7,784
MAF Bancorp, Inc. Common Stocks 55261R108 1,001 47,800 SH x x 4 47,800
115 5,500 SH x x 9 5,500
2,508 119,800 SH x 36 119,800
19 900 SH x x 37 900
13 600 SH x x 42 600
MBIA, Inc. Common Stocks 55262C100 5,514 104,400 SH x x 10 104,400
1,077 20,400 SH x x 18 20,400
132 2,500 SH x x 26 2,500
1,833 34,710 SH x x 31 34,710
4,016 76,044 SH x 36 76,044
MBNA Corp. Common Stocks 55262L100 41,986 1,425,610 SH x x 1 1,425,610
4,400 161,481 SH x x 7 161,481
4,181 143,490 SH x x 9 143,490
7,676 281,700 SH x x 12 281,700
1,240 31,400 SH x x 20 31,400
76 2,800 SH x x 28 2,800
91,310 3,350,832 SH x 36 3,350,832
M.D.C. Holdings, Inc. Common Stocks 552676108 246 15,700 SH x x 9 15,700
22 1,400 SH x x 18 1,400
265 16,900 SH x 36 16,900
MCN Energy Group, Inc. Common Stocks 55267J100 48 2,035 SH x 36 2,035
MCI WorldCom, Inc. Common Stocks 55268B106 18,322 314,850 SH x x 5 314,850
11,589 218,664 SH x x 7 218,664
14,954 263,820 SH x x 9 263,820
37,237 702,585 SH x x 10 702,585
9,858 186,000 SH x x 12 186,000
3,118 58,836 SH x x 17 58,836
9,977 188,250 SH x x 18 188,250
5,081 95,874 SH x x 26 95,874
3,880 73,200 SH x x 28 73,200
811 15,300 SH x x 31 15,300
3,570 67,350 SH x x 32 67,350
118,845 2,239,716 SH x 36 2,239,716
9,092 171,546 SH x x 44 171,546
MDSI Mobile Data Solutions, Inc. NPV Common Stocks 55268N100 149 4,000 SH x x 34 4,000
MDU Resources Group, Inc. Common Stocks 552690109 417 20,850 SH x x 9 20,850
577 28,850 SH x 36 28,850
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
70 3,500 SH x x 37 3,500
19 960 SH x x 42 960
MGIC Investment Corp. Common Stocks 552848103 3,515 58,400 SH x x 23 58,400
313 5,200 SH x x 26 5,200
638 10,600 SH x x 28 10,600
271 4,500 SH x x 31 4,500
7,313 121,500 SH x 36 121,500
MGI Properties Common Stocks 552885105 8 1,600 SH x 36 1,600
3 500 SH x x 37 500
1 200 SH x x 42 200
MGM Grand, Inc. Common Stocks 552953101 1,258 25,000 SH x x 9 25,000
277 5,500 SH x x 28 5,500
1,162 23,094 SH x 36 23,094
15 300 SH x x 37 300
MRV Communications, Inc. Common Stocks 553477100 251 4,000 SH x x 19 4,000
503 8,000 SH x 36 8,000
M.S. Carriers, Inc. Common Stocks 553533100 89 3,800 SH x x 9 3,800
42 1,800 SH x x 29 1,800
301 12,600 SH x 36 12,600
7 300 SH x x 37 300
MTS Systems Corp. Common Stocks 553777103 19 2,500 SH x x 18 2,500
200 26,000 SH x x 28 26,000
9 1,200 SH x 36 1,200
6 800 SH x x 42 800
MacDermid, Inc. Common Stocks 554273102 1,942 47,400 SH x x 11 47,400
2,718 66,200 SH x 36 66,200
Macerich Co. (The) Common Stocks 554382101 8,313 399,400 SH x x 2 399,400
87 4,200 SH x x 18 4,200
3,305 158,800 SH x x 27 158,800
79 3,800 SH x 36 3,800
18 900 SH x x 42 900
Mack-Cali Realty Corp. Common Stocks 554489104 22,859 877,100 SH x x 2 877,100
1,056 40,500 SH x x 18 40,500
10 400 SH x x 26 400
345 13,240 SH x 36 13,240
Macrovision Corp. Common Stocks 555904101 103 1,400 SH x x 37 1,400
Macromedia, Inc. Common Stocks 556100105 2,304 31,500 SH x x 11 31,500
8,095 110,700 SH x x 23 110,700
139 1,900 SH x x 26 1,900
9,926 135,742 SH x 36 135,742
322 4,400 SH x x 37 4,400
Magellan Health Services, Inc. Common Stocks 559079108 7 1,100 SH x x 37 1,100
MagneTek, Inc. Common Stocks 559424106 1,516 197,150 SH x 36 197,150
Magyar Tavkozlesi Rt - ADR Common Stocks 559776109 3,448 95,788 SH x 36 95,788
1,197 33,250 SH x x 38 33,250
472 13,100 SH x x 39 13,100
1,107 27,800 SH x x 40 27,800
Mail-Well, Inc. Common Stocks 560321200 363 25,600 SH x x 28 25,600
275 20,400 SH x 36 20,400
Mallinckrodt, Inc. Common Stocks 561232109 347 10,900 SH x x 9 10,900
347 10,900 SH x x 18 10,900
6,754 212,300 SH x x 26 212,300
942 27,900 SH x x 28 27,900
105 3,300 SH x x 29 3,300
767 24,100 SH x x 31 24,100
9,869 310,239 SH x 36 310,239
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
172 5,400 SH x x 42 5,400
Mallon Resources Corp. New Common Stocks 561240201 340 57,900 SH x x 19 57,900
512 86,200 SH x 36 86,200
Manitowoc Co., Inc. Common Stocks 563571108 1,528 43,500 SH x x 9 43,500
61 1,800 SH x x 18 1,800
139 4,100 SH x x 28 4,100
97 2,850 SH x x 29 2,850
1,892 55,650 SH x 36 55,650
61 1,800 SH x x 37 1,800
165 4,860 SH x x 42 4,860
Manpower, Inc. Common Stocks 56418H100 2,431 59,300 SH x x 25 59,300
6,731 178,900 SH x x 26 178,900
1,030 25,000 SH x x 28 25,000
10,742 285,500 SH x 36 285,500
215 5,600 SH x x 42 5,600
Manufactured Home Communities, Inc. Common Stocks 564682102 58 2,400 SH x 36 2,400
7 300 SH x x 42 300
Manugistics Group, Inc. Common Stocks 565011103 16 500 SH x x 37 500
Marine Drilling Co, Inc. Common Stocks 568240204 606 27,000 SH x x 19 27,000
2,644 117,850 SH x 36 117,850
Mark IV Industries, Inc. Common Stocks 570387100 732 41,400 SH x x 9 41,400
124 7,000 SH x x 18 7,000
819 46,300 SH x 36 46,300
32 1,800 SH x x 37 1,800
Markel Corp. Common Stocks 570535104 2,170 14,000 SH x x 11 14,000
3,302 21,300 SH x 36 21,300
Marsh & McLennan Cos., Inc. Common Stocks 571748102 4,962 51,854 SH x x 7 51,854
1,641 17,150 SH x x 10 17,150
550 5,750 SH x x 26 5,750
2,383 24,900 SH x x 28 24,900
5,846 61,098 SH x 36 61,098
Marshall & Ilsley Corp. Common Stocks 571834100 69 1,100 SH x x 26 1,100
1,407 22,400 SH x x 28 22,400
589 9,371 SH x 36 9,371
Marriot International, Inc. Class A Common Stocks 571903202 5,312 168,300 SH x x 2 168,300
148 4,689 SH x 36 4,689
Martin Marietta Materials, Inc. Common Stocks 573284106 1,980 48,300 SH x x 11 48,300
2,893 70,571 SH x 36 70,571
Masco Corp. Common Stocks 574599106 2,560 100,900 SH x x 1 100,900
162 6,400 SH x x 18 6,400
249 9,800 SH x x 28 9,800
9,188 362,101 SH x 36 362,101
Mascotech, Inc. Common Stocks 574670105 44 3,500 SH x x 18 3,500
67 5,300 SH x 36 5,300
3 200 SH x x 37 200
14 1,100 SH x x 42 1,100
Maderas y Sinteticos SA - ADR Common Stocks 574799102 1,326 103,000 SH x x 8 103,000
MasTec, Inc. Common Stocks 576323109 566 12,730 SH x 36 12,730
98 2,200 SH x x 37 2,200
Mastech Corp. Common Stocks 57632N105 17 700 SH x x 37 700
Material Sciences Corp. Common Stocks 576674105 1,183 116,150 SH x 36 116,150
Matsushita Electric Industrial Co.,
Ltd. - ADR Common Stocks 576879209 8,649 31,000 SH x 36 31,000
Mattel, Inc. Common Stocks 577081102 1,826 138,800 SH x x 10 138,800
2,175 165,724 SH x x 17 165,724
173 13,200 SH x x 28 13,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,277 97,300 SH x x 31 97,300
12,398 944,631 SH x 36 944,631
Mathews International Corp. Class A Common Stocks 577128101 59 2,200 SH x x 37 2,200
Mavesa SA - ADR Common Stocks 577717101 465 272,875 SH x x 8 272,875
551 180,000 SH x 36 180,000
Maxim Group, Inc. Common Stocks 57772J104 281 52,300 SH x x 19 52,300
360 67,000 SH x 36 67,000
Maxim Integrated Products, Inc. Common Stocks 57772K101 4,533 96,200 SH x x 26 96,200
38 800 SH x x 28 800
4,598 97,432 SH x 36 97,432
52 1,100 SH x x 37 1,100
Maxwell Technologies, Inc. Common Stocks 577767106 2 200 SH x x 37 200
May Department Stores Co. Common Stocks 577778103 4,748 147,400 SH x x 10 147,400
94 2,900 SH x x 18 2,900
216 6,700 SH x x 28 6,700
2,209 68,510 SH x x 31 68,510
5,988 185,684 SH x 36 185,684
MAXXAM, Inc. Common Stocks 577913106 288 5,400 SH x x 28 5,400
94 2,200 SH x 36 2,200
MAXIMUS, Inc. Common Stocks 577933104 3,081 90,800 SH x x 11 90,800
4,765 140,400 SH x 36 140,400
58 1,700 SH x x 37 1,700
Maytag Corp. Common Stocks 578592107 485 10,100 SH x x 26 10,100
355 7,400 SH x x 28 7,400
2,853 59,439 SH x 36 59,439
McClatchy Co. (The) Class A Common Stocks 579489105 3,714 85,875 SH x x 4 85,875
545 12,600 SH x x 9 12,600
738 15,800 SH x x 28 15,800
5,248 121,335 SH x 36 121,335
30 700 SH x x 37 700
McCormick & Co., Inc. Common Stocks 579780206 54 1,800 SH x x 28 1,800
421 14,143 SH x 36 14,143
74 2,500 SH x x 37 2,500
McDermott International, Inc. Common Stocks 580037109 1,245 137,350 SH x 36 137,350
McDonald's Corp. Common Stocks 580135101 1,721 42,700 SH x x 10 42,700
3,910 97,000 SH x x 12 97,000
13,118 325,419 SH x 36 325,419
McGrath RentCorp Common Stocks 580589109 18 1,000 SH x x 18 1,000
5 300 SH x x 37 300
McGraw-Hill, Inc. Common Stocks 580645109 2,742 44,500 SH x x 4 44,500
462 7,500 SH x x 28 7,500
5,022 81,497 SH x 36 81,497
McLeodUSA, Inc. Common Stocks 582266102 148 2,516 SH x 36 2,516
253 4,300 SH x x 37 4,300
McMoRan Exploration Co. Common Stocks 582411104 13 600 SH x x 37 600
McWhorter Technologies, Inc. Common Stocks 582803102 123 7,700 SH x 36 7,700
Mead Corp. Common Stocks 582834107 1,125 25,900 SH x x 31 25,900
102 2,343 SH x 36 2,343
Medco Research, Inc. Common Stocks 584059109 48 1,600 SH x x 29 1,600
6 200 SH x x 37 200
Media General, Inc. Class A Common Stocks 584404107 794 13,300 SH x x 28 13,300
88 1,700 SH x x 29 1,700
577 11,099 SH x 36 11,099
36 700 SH x x 37 700
MediaOne Group, Inc. Common Stocks 58440J104 35,029 424,800 SH x x 1 424,800
17,327 210,300 SH x x 5 210,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
15,238 198,500 SH x x 10 198,500
4,494 58,500 SH x x 17 58,500
1,391 12,500 SH x x 20 12,500
3,410 44,400 SH x x 26 44,400
31 400 SH x x 31 400
79,284 1,032,182 SH x 36 1,032,182
58440W100 732 27,702 SH x 36 27,702
Medical Assurance, Inc. Common Stocks 58449U100 127 6,000 SH x x 9 6,000
64 3,000 SH x x 18 3,000
147 6,934 SH x 36 6,934
Medicis Pharmaceutical Corp. Class A. Common Stocks 584690309 698 16,400 SH x 36 16,400
106 2,500 SH x x 37 2,500
MedImmune, Inc. Common Stocks 584699102 2,267 13,676 SH x x 7 13,676
928 5,600 SH x x 10 5,600
2,901 17,500 SH x x 11 17,500
13 77 SH x x 17 77
9,448 57,000 SH x x 23 57,000
99 600 SH x x 28 600
11,918 71,850 SH x 36 71,850
680 4,100 SH x x 37 4,100
Medquist, Inc. Common Stocks 584949101 1,737 62,200 SH x x 25 62,200
179 5,500 SH x x 28 5,500
2,408 93,300 SH x 36 93,300
Meditrust Cos. Common Stocks 58501T306 35 6,400 SH x x 10 6,400
37 6,800 SH x x 26 6,800
99 18,084 SH x 36 18,084
Medtronic, Inc. Common Stocks 585055106 7,306 177,200 SH x x 1 177,200
3,640 99,900 SH x x 10 99,900
459 8,700 SH x x 20 8,700
3,615 99,200 SH x x 32 99,200
13,958 383,056 SH x 36 383,056
MemberWorks, Inc. Common Stocks 586002107 10 300 SH x x 37 300
The Men's Wearhouse, Inc. Common Stocks 587118100 129 4,400 SH x x 37 4,400
Mentor Corp. Common Stocks 587188103 16 600 SH x x 37 600
Mentor Graphics Corp. Common Stocks 587200106 7 500 SH x x 37 500
Mercantile Bankshares Corp. Common Stocks 587405101 597 18,700 SH x x 9 18,700
754 23,600 SH x x 10 23,600
465 13,300 SH x x 28 13,300
89 2,800 SH x x 29 2,800
1,795 56,200 SH x 36 56,200
73 2,300 SH x x 42 2,300
Merck & Co., Inc. Common Stocks 589331107 15,554 217,350 SH x x 9 217,350
3,145 46,900 SH x x 10 46,900
3,320 49,500 SH x x 12 49,500
5,264 78,500 SH x x 17 78,500
12,296 183,354 SH x x 26 183,354
5,687 84,800 SH x x 28 84,800
53,657 800,098 SH x 36 800,098
Mercury General Corp. Common Stocks 589400100 432 19,400 SH x x 9 19,400
382 17,200 SH x x 10 17,200
316 14,200 SH x 36 14,200
Mercury Interactive Corp. Common Stocks 589405109 643 5,600 SH x x 9 5,600
3,387 31,500 SH x x 11 31,500
4,145 38,400 SH x x 23 38,400
8,667 80,300 SH x 36 80,300
345 3,200 SH x x 37 3,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Meredith Corp. Common Stocks 589433101 163 2,700 SH x x 28 2,700
286 6,866 SH x 36 6,866
54 1,300 SH x x 37 1,300
MeriStar Hospitality Corp. Common Stocks 58984Y103 179 11,200 SH x x 2 11,200
386 24,100 SH x 36 24,100
27 1,700 SH x x 37 1,700
97 6,000 SH x x 42 6,000
MeriStar Hotels & Resorts, Inc. Common Stocks 589988104 338 95,000 SH x x 19 95,000
427 119,900 SH x 36 119,900
Meritor Automotive, Inc. Common Stocks 59000G100 2,277 117,500 SH x x 26 117,500
2,925 150,983 SH x 36 150,983
17 900 SH x x 37 900
185 9,500 SH x x 42 9,500
Meritage Corp. Common Stocks 59001A102 306 28,000 SH x x 19 28,000
394 36,000 SH x 36 36,000
Merrill Lynch & Co., Inc. Common Stocks 590188108 2,951 31,400 SH x x 1 31,400
1,249 14,953 SH x x 7 14,953
7,460 89,500 SH x x 10 89,500
181 1,500 SH x x 20 1,500
209 2,500 SH x x 28 2,500
915 10,959 SH x 36 10,959
Mesaba Holdings, Inc. Common Stocks 59066B102 40 3,500 SH x x 37 3,500
Metals USA, Inc. Common Stocks 591324108 93 10,900 SH x 36 10,900
8 900 SH x x 37 900
3 300 SH x x 42 300
Methode Electronics, Inc. Class A Common Stocks 591520200 32 1,000 SH x x 37 1,000
Metris Companies, Inc. Common Stocks 591598107 983 27,550 SH x x 23 27,550
1,369 38,359 SH x 36 38,359
71 2,000 SH x x 37 2,000
Metro-Goldwyn-Mayer, Inc. Common Stocks 591610100 410 17,400 SH x x 26 17,400
1,781 75,572 SH x 36 75,572
Metrocall, Inc. Common Stocks 591647102 219 135,000 SH x x 19 135,000
190 112,500 SH x 36 112,500
Metromedia Fiber Network, Inc. Class A Common Stocks 591689104 116 2,414 SH x 36 2,414
105 2,200 SH x x 37 2,200
Mettler-Toledo International, Inc. Common Stocks 592688105 828 20,300 SH x x 9 20,300
672 17,600 SH x 36 17,600
157 4,100 SH x x 37 4,100
Miami Computer Supply Corp. NPV Common Stocks 593261100 7 200 SH x x 37 200
Michael Foods, Inc. Common Stocks 594079105 118 4,800 SH x x 9 4,800
138 5,600 SH x 36 5,600
12 500 SH x x 37 500
Michaels Stores, Inc. Common Stocks 594087108 876 28,400 SH x x 28 28,400
4,772 167,450 SH x 36 167,450
39 1,400 SH x x 37 1,400
Micrel, Inc. NPV Common Stocks 594793101 100 1,760 SH x x 37 1,760
MICROS Systems, Inc. Common Stocks 594901100 813 9,800 SH x x 28 9,800
747 10,100 SH x 36 10,100
118 1,600 SH x x 37 1,600
Microsoft Corp. Common Stocks 594918104 36,823 285,125 SH x x 1 285,125
19,248 164,952 SH x x 7 164,952
30,837 249,590 SH x x 9 249,590
80,342 687,800 SH x x 10 687,800
40,257 345,000 SH x x 12 345,000
11,004 94,300 SH x x 17 94,300
1,792 10,600 SH x x 20 10,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
17,970 154,000 SH x x 26 154,000
2,672 22,900 SH x x 28 22,900
5,928 50,800 SH x x 32 50,800
238,271 2,040,865 SH x 36 2,040,865
MicroStrategy, Inc. Common Stocks 594972101 687 3,273 SH x 36 3,273
609 2,900 SH x x 37 2,900
Microchip Technology, Inc. Common Stocks 595017104 3,168 46,200 SH x x 23 46,200
3,819 55,700 SH x x 26 55,700
439 6,400 SH x x 28 6,400
6,364 92,995 SH x 36 92,995
343 5,000 SH x x 37 5,000
Micro Warehouse, Inc. Common Stocks 59501B105 68 3,700 SH x x 26 3,700
26 1,400 SH x x 37 1,400
Micromuse, Inc. Common Stocks 595094103 3,910 23,000 SH x x 11 23,000
2,805 16,500 SH x 36 16,500
289 1,700 SH x x 37 1,700
Micron Electronics, Inc. Common Stocks 595100108 9 800 SH x x 18 800
411 34,300 SH x x 28 34,300
366 32,900 SH x 36 32,900
1 100 SH x x 37 100
Micron Technology, Inc. Common Stocks 595112103 2,395 30,800 SH x x 1 30,800
288 3,700 SH x x 7 3,700
2,356 30,300 SH x x 9 30,300
17,708 227,762 SH x x 26 227,762
319 4,100 SH x x 31 4,100
21,807 280,471 SH x 36 280,471
Microsemi Corp. Common Stocks 595137100 353 40,000 SH x x 19 40,000
470 53,000 SH x 36 53,000
Microwave Power Devices, Inc. Common Stocks 59517M103 306 42,900 SH x x 19 42,900
403 56,600 SH x 36 56,600
Mid-America Apartment Communties, Inc. Common Stocks 59522J103 57 2,500 SH x 36 2,500
11 500 SH x x 42 500
Mid Atlantic Medical Services, Inc. Common Stocks 59523C107 34 4,100 SH x x 18 4,100
7 900 SH x x 37 900
Mid-State Bancshares NPV Common Stocks 595440108 22 700 SH x x 28 700
S&P Mid-Cap 400 Depository Receipts Common Stocks 595635103 844 10,400 SH x x 37 10,400
Midcoast Energy Resources, Inc. Common Stocks 59563W104 293 17,500 SH x x 19 17,500
419 25,000 SH x 36 25,000
MidAmerica Bancorp NPV Common Stocks 595915109 9 300 SH x x 37 300
Midland Co. Common Stocks 597486109 23 1,100 SH x x 18 1,100
Midwest Express Holdings, Inc. Common Stocks 597911106 398 12,500 SH x x 9 12,500
472 14,800 SH x 36 14,800
57 1,800 SH x x 37 1,800
Midway Games, Inc. Common Stocks 598148104 1,070 44,700 SH x 36 44,700
22 900 SH x x 37 900
Milacron, Inc. Common Stocks 598709103 120 7,900 SH x x 10 7,900
2,771 180,250 SH x 36 180,250
Millennium Pharmaceuticals, Inc. Common Stocks 599902103 329 2,700 SH x x 37 2,700
Millennium Chemicals, Inc. Common Stocks 599903101 1,025 51,900 SH x x 9 51,900
572 26,800 SH x x 28 26,800
608 30,800 SH x x 31 30,800
2,558 129,510 SH x 36 129,510
Miller (Herman), Inc. Common Stocks 600544100 991 43,200 SH x x 26 43,200
2,441 106,129 SH x 36 106,129
39 1,700 SH x x 37 1,700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Miller Industries, Inc. Common Stocks 600551105 21 7,400 SH x x 18 7,400
Millipore Corp. Common Stocks 601073109 39 1,000 SH x 36 1,000
124 3,200 SH x x 37 3,200
MindSpring Enterprises, Inc. Common Stocks 602683104 26 1,000 SH x x 26 1,000
2,142 81,600 SH x x 32 81,600
5,015 189,913 SH x 36 189,913
Mine Safety Appliances Co. Common Stocks 602720104 102 1,600 SH x 36 1,600
Minerals Technologies, Inc. Common Stocks 603158106 308 7,700 SH x x 9 7,700
2,304 57,500 SH x x 11 57,500
228 5,700 SH x x 28 5,700
3,149 78,600 SH x 36 78,600
52 1,300 SH x x 37 1,300
MiniMed, Inc. Common Stocks 60365K108 32 435 SH x 36 435
Minnesota Mining & Manufacturing Co. Common Stocks 604059105 2,760 28,200 SH x x 1 28,200
3,159 32,279 SH x x 7 32,279
235 2,400 SH x x 18 2,400
16,835 172,000 SH x x 26 172,000
1,860 19,000 SH x x 28 19,000
682 6,970 SH x x 31 6,970
18,493 188,948 SH x 36 188,948
Minnesota Power, Inc. Common Stocks 604110106 833 49,200 SH x x 9 49,200
211 10,100 SH x x 28 10,100
103 6,100 SH x x 29 6,100
1,056 62,362 SH x 36 62,362
44 2,600 SH x x 37 2,600
31 1,800 SH x x 42 1,800
MIPS Technologies, Inc. Common Stocks 604567107 68 1,300 SH x x 37 1,300
Mirage Resorts, Inc. Common Stocks 60462E104 2,157 141,400 SH x x 10 141,400
72 4,672 SH x 36 4,672
Mississippi Valley Bancshares, Inc. Common Stocks 605720101 180 6,700 SH x x 28 6,700
3 100 SH x x 37 100
Mitcham Industries, Inc. Common Stocks 606501104 265 80,000 SH x x 19 80,000
378 110,000 SH x 36 110,000
Mitchell Energy & Development Corp.
Class A Common Stocks 606592202 97 4,400 SH x x 18 4,400
46 2,100 SH x 36 2,100
Mitchell Energy & Development Corp. Common Stocks 606592301 134 6,200 SH x x 9 6,200
160 7,400 SH x 36 7,400
Modine Manufacturing Co. Common Stocks 607828100 75 4,200 SH x x 10 4,200
Modis Professional Services, Inc. Common Stocks 607830106 1,832 128,568 SH x 36 128,568
40 2,800 SH x x 37 2,800
Mohawk Industries, Inc. Common Stocks 608190104 55 2,100 SH x x 18 2,100
404 15,335 SH x 36 15,335
5 200 SH x x 37 200
Molex, Inc. Common Stocks 608554101 27 475 SH x x 26 475
255 4,503 SH x 36 4,503
Monaco Coach Corp. Common Stocks 60886R103 113 4,450 SH x x 28 4,450
13 500 SH x x 37 500
30 1,200 SH x x 42 1,200
Robert Mondavi Corp. Class A Common Stocks 609200100 283 8,200 SH x x 28 8,200
721 20,736 SH x 36 20,736
14 400 SH x x 37 400
Monro Muffler Brake, Inc. Common Stocks 610236101 304 40,500 SH x x 19 40,500
385 51,300 SH x 36 51,300
Monsanto Co. Common Stocks 611662107 20,066 563,100 SH x x 10 563,100
9,982 280,200 SH x x 12 280,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,002 56,200 SH x x 32 56,200
34,633 972,153 SH x 36 972,153
Montana Power Co. Common Stocks 612085100 91 2,532 SH x 36 2,532
MONY Group, Inc. (The) Common Stocks 615337102 1,359 45,200 SH x x 9 45,200
236 8,100 SH x x 28 8,100
1,141 39,100 SH x 36 39,100
50 1,700 SH x x 37 1,700
Moog, Inc. Common Stocks 615394202 111 4,100 SH x x 9 4,100
435 15,300 SH x x 28 15,300
497 18,400 SH x 36 18,400
Morgan (J.P.) & Co., Inc. Common Stocks 616880100 22,597 166,400 SH x x 5 166,400
1,621 12,801 SH x x 7 12,801
4,405 32,900 SH x x 9 32,900
2,393 18,900 SH x x 28 18,900
1,089 8,600 SH x x 31 8,600
36,812 290,720 SH x 36 290,720
Morgan Keegan, Inc. Common Stocks 617410105 61 3,600 SH x x 37 3,600
Morgan Stanley Dean Witter & Co. Common Stocks 617446448 40,852 261,400 SH x x 1 261,400
28,242 184,940 SH x x 5 184,940
11,461 80,289 SH x x 7 80,289
1,820 8,800 SH x x 20 8,800
19,966 139,867 SH x x 26 139,867
4,368 30,600 SH x x 28 30,600
2,295 16,080 SH x x 31 16,080
118,823 832,382 SH x 36 832,382
7,570 53,029 SH x x 44 53,029
Morrison Knudsen Corp. Common Stocks 61844A109 154 19,700 SH x x 9 19,700
1,616 206,900 SH x 36 206,900
9 1,100 SH x x 37 1,100
Morrison Knudsen Corp. 2003 Warrants Warrants 61844A117 1 642 SH x x 28 642
0 145 SH x x 32 145
Motorola, Inc. Common Stocks 620076109 18,860 109,000 SH x x 1 109,000
13,892 88,140 SH x x 9 88,140
15,977 108,500 SH x x 10 108,500
8,408 57,100 SH x x 17 57,100
1,408 6,600 SH x x 20 6,600
8,261 56,100 SH x x 28 56,100
1,112 7,550 SH x x 31 7,550
63,761 433,015 SH x 36 433,015
Movado Group, Inc. Common Stocks 624580106 108 5,000 SH x 9 5,000
41 1,900 SH x x 18 1,900
122 5,600 SH x 36 5,600
2 100 SH x x 37 100
Mueller Industries, Inc. Common Stocks 624756102 29 800 SH x x 9 800
1,061 27,600 SH x x 28 27,600
1,599 44,100 SH x 36 44,100
73 2,000 SH x x 37 2,000
44 1,200 SH x x 42 1,200
Murphy Oil Corp. Common Stocks 626717102 2,567 41,200 SH x x 25 41,200
212 3,700 SH x x 28 3,700
143 2,500 SH x x 29 2,500
3,146 54,833 SH x 36 54,833
Musicland Stores Corp. Common Stocks 62758B109 156 18,500 SH x 28 18,500
53 6,300 SH x x 29 6,300
130 15,400 SH x 36 15,400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
44 5,200 SH x x 37 5,200
Myers Industries, Inc. Common Stocks 628464109 32 2,000 SH x x 18 2,000
59 3,740 SH x x 28 3,740
204 12,980 SH x 36 12,980
8 500 SH x x 37 500
Mylan Laboratories, Inc. Common Stocks 628530107 103 4,100 SH x x 18 4,100
113 4,500 SH x x 29 4,500
2,271 90,150 SH x 36 90,150
76 3,000 SH x x 37 3,000
NBT Bancorp, Inc. Common Stocks 628778102 19 1,260 SH x x 18 1,260
43 2,802 SH x 36 2,802
3 231 SH x x 42 231
NBTY, Inc. Common Stocks 628782104 444 40,400 SH x x 9 40,400
473 43,000 SH x x 19 43,000
698 58,600 SH x x 28 58,600
2,700 233,500 SH x 36 233,500
22 2,000 SH x x 37 2,000
89 7,800 SH x x 42 7,800
NCH Corp. Common Stocks 628850109 36 800 SH x 36 800
NCI Building Systems, Inc. Common Stocks 628852105 724 35,700 SH x x 28 35,700
921 49,810 SH x 36 49,810
50 2,700 SH x x 37 2,700
NCO Group, Inc. NPV Common Stocks 628858102 2,278 76,400 SH x x 23 76,400
3,476 115,400 SH x 36 115,400
NCR Corp. Common Stocks 62886E108 346 9,147 SH x x 7 9,147
3,363 88,800 SH x x 18 88,800
95 2,500 SH x x 28 2,500
9,663 255,138 SH x 36 255,138
NFO Worldwide, Inc. Common Stocks 62910N108 9 400 SH x x 37 400
NN Ball & Roller, Inc. Common Stocks 629305103 324 48,000 SH x x 19 48,000
377 52,000 SH x 36 52,000
NPC International, Inc. Common Stocks 629360306 2 200 SH x x 37 200
Ntl, Inc. Common Stocks 629407100 3,239 25,961 SH x 36 25,961
NTL, Inc. Common Stocks 629407107 301 2,411 SH x 36 2,411
NUI Corp. Common Stocks 629430109 185 7,000 SH x x 9 7,000
76 2,900 SH x x 18 2,900
332 10,900 SH x x 28 10,900
752 28,500 SH x 36 28,500
13 500 SH x x 37 500
NVR, Inc. Common Stocks 62944T105 3,415 66,000 SH x x 25 66,000
3,624 75,900 SH x 36 75,900
67 1,400 SH x x 37 1,400
172 3,600 SH x x 42 3,600
Nabisco Holdings Corp. Class A Common Stocks 629526104 2,780 87,900 SH x x 32 87,900
6,552 207,175 SH x 36 207,175
Nabors Industries, Inc. Common Stocks 629568106 3,341 108,007 SH x x 4 108,007
5,153 166,564 SH x 36 166,564
NACCO Industries, Inc. Class A Common Stocks 629579103 67 1,200 SH x x 18 1,200
172 3,100 SH x x 26 3,100
560 9,500 SH x x 28 9,500
761 13,700 SH x 36 13,700
38 700 SH x x 42 700
Nashua Corp. Common Stocks 631226107 59 7,800 SH x 36 7,800
National City Bancorporation Common Stocks 635312101 280 16,700 SH x x 28 16,700
302 18,000 SH x 36 18,000
National City Bancshares, Inc. Common Stocks 635313109 15 600 SH x x 37 600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
National City Corp. Common Stocks 635405103 2,587 109,200 SH x x 10 109,200
1,857 78,400 SH x x 18 78,400
588 24,820 SH x x 26 24,820
2,511 106,000 SH x x 31 106,000
5,713 241,202 SH x 36 241,202
National Commerce Bancorp Common Stocks 635449101 465 20,500 SH x x 9 20,500
2,425 106,900 SH x x 23 106,900
2,988 131,716 SH x 36 131,716
161 7,100 SH x x 37 7,100
National Computer Systems, Inc. Common Stocks 635519101 496 12,100 SH x x 28 12,100
1,719 45,700 SH x 36 45,700
68 1,800 SH x x 37 1,800
National Data Corp. Common Stocks 635621105 641 18,900 SH x x 11 18,900
1,045 30,790 SH x 36 30,790
27 800 SH x x 37 800
National Fuel Gas Co. Common Stocks 636180101 721 15,500 SH x x 26 15,500
179 3,500 SH x x 28 3,500
98 2,100 SH x x 29 2,100
2,492 53,600 SH x 36 53,600
65 1,400 SH x x 37 1,400
228 4,900 SH x x 42 4,900
National Golf Properties, Inc. Common Stocks 63623G109 34 1,700 SH x x 18 1,700
10 500 SH x 36 500
4 200 SH x x 42 200
National Health Investors, Inc. Common Stocks 63633D104 174 11,700 SH x 36 11,700
7 500 SH x x 42 500
National Instruments Corp. Common Stocks 636518102 3,181 83,175 SH x x 23 83,175
138 3,600 SH x x 28 3,600
2,476 64,725 SH x 36 64,725
88 2,300 SH x x 37 2,300
National Penn Bancshares, Inc. NPV Common Stocks 637138108 12 500 SH x x 37 500
National R.V. Holdings, Inc. Common Stocks 637277104 96 3,750 SH x x 28 3,750
1,290 67,000 SH x 36 67,000
4 200 SH x x 37 200
National Semiconductor Corp. Common Stocks 637640103 2,001 46,728 SH x x 7 46,728
1,576 36,800 SH x x 10 36,800
90 2,100 SH x x 18 2,100
2,903 62,600 SH x x 25 62,600
16,042 374,700 SH x x 26 374,700
18,147 423,863 SH x 36 423,863
471 11,000 SH x x 42 11,000
National Service Industries, Inc. Common Stocks 637657107 1,885 63,900 SH x x 4 63,900
35 1,200 SH x x 18 1,200
325 11,000 SH x x 28 11,000
419 14,200 SH x x 31 14,200
4,081 138,350 SH x 36 138,350
National Steel Corp. Class B Common Stocks 637844309 33 4,500 SH x x 18 4,500
National Western Life Insurance Co. Class A Common Stocks 638522102 197 2,600 SH x x 28 2,600
336 4,900 SH x 36 4,900
NationsRent, Inc. Common Stocks 638588103 2 300 SH x x 37 300
Nationwide Financial Services, Inc. Class A Common Stocks 638612101 1,852 66,300 SH x x 11 66,300
2,074 74,228 SH x 36 74,228
Nationwide Health Properties, Inc. Common Stocks 638620104 10,677 776,500 SH x x 2 776,500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
78 5,700 SH x 36 5,700
23 1,700 SH x x 37 1,700
14 1,000 SH x x 42 1,000
Nature's Sunshine Products, Inc. Common Stocks 639027101 359 44,900 SH x x 19 44,900
474 59,200 SH x 36 59,200
Nautica Enterprises, Inc. Common Stocks 639089101 14 1,200 SH x x 37 1,200
Navistar International Corp. Common Stocks 63934E108 2,478 48,000 SH x x 25 48,000
2,376 47,000 SH x x 28 47,000
99 2,100 SH x x 29 2,100
4,577 96,622 SH x 36 96,622
Neff Corp. Common Stocks 640094108 18 2,800 SH x x 28 2,800
NeoMagic Corp. Common Stocks 640497103 1 100 SH x x 37 100
Network Associates, Inc. Common Stocks 640938106 2,702 101,500 SH x x 23 101,500
200 7,500 SH x x 26 7,500
2,834 106,174 SH x 36 106,174
30 1,200 SH x x 42 1,200
Network Equipment Technologies, Inc. Common Stocks 641208103 182 15,400 SH x x 19 15,400
304 22,400 SH x x 28 22,400
678 57,400 SH x 36 57,400
Network Appliance, Inc. Common Stocks 64120L104 1,895 21,400 SH x x 9 21,400
2,262 27,200 SH x x 11 27,200
3,552 42,800 SH x x 23 42,800
639 7,700 SH x x 26 7,700
10,290 123,884 SH x 36 123,884
664 8,000 SH x x 37 8,000
Network Solutions, Inc. Common Stocks 64121Q102 1,392 6,400 SH x x 23 6,400
370 1,700 SH x x 26 1,700
1,676 7,703 SH x 36 7,703
65 300 SH x x 37 300
64125C100 1,223 49,400 SH x 36 49,400
New Century Financial Corp. Common Stocks 64352D101 78 3,500 SH x x 28 3,500
192 12,200 SH x 36 12,200
New Century Energies, Inc. Common Stocks 64352U103 194 6,400 SH x x 26 6,400
969 31,900 SH x x 31 31,900
2,906 95,660 SH x 36 95,660
New England Business Service, Inc. Common Stocks 643872104 34 1,400 SH x x 29 1,400
New England Electric System Common Stocks 644001109 70 1,360 SH x 36 1,360
New Era of Networks, Inc. Common Stocks 644312100 1,117 23,500 SH x x 11 23,500
3,240 68,033 SH x 36 68,033
New Jersey Resources Corp. Common Stocks 646025106 191 4,900 SH x x 9 4,900
422 10,800 SH x 36 10,800
23 600 SH x x 37 600
16 400 SH x x 42 400
New Plan Excel Realty Trust Common Stocks 648053106 1,988 125,700 SH x x 18 125,700
196 12,406 SH x 36 12,406
49 3,100 SH x x 37 3,100
New York Times Co. Class A Common Stocks 650111107 2,891 58,900 SH x x 10 58,900
4,520 92,000 SH x x 17 92,000
472 9,600 SH x x 26 9,600
5,429 110,513 SH x 36 110,513
Newfield Exploration Co. Common Stocks 651290108 75 2,800 SH x x 18 2,800
86 3,200 SH x x 37 3,200
Newhall Land & Farming Co. Common Stocks 651426108 2,479 91,800 SH x 36 91,800
Newmont Mining Corp. Common Stocks 651639106 1,014 41,400 SH x x 9 41,400
1,192 48,665 SH x 36 48,665
Newport News Shipbuilding, Inc. Common Stocks 652228107 528 17,800 SH x x 28 17,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C><C> <C> <C>
481 17,500 SH x 36 17,500
19 700 SH x x 37 700
News Corp., Ltd. New - ADR Common Stocks 652487703 345 6,225 SH x x 22 6,225
979 25,600 SH x 36 25,600
News Corp., Ltd. - ADR Preferred Stocks 652487802 12,706 380,000 SH x 36 380,000
Nextel Communications, Inc. Class A Common Stocks 65332V103 2,595 25,177 SH x x 7 25,177
3,669 33,400 SH x x 9 33,400
536 5,200 SH x x 26 5,200
5,741 55,700 SH x x 32 55,700
17,472 169,424 SH x 36 169,424
Nextlink Communications, Inc. Class A Common Stocks 65333H707 257 3,092 SH x 36 3,092
Nice Systems, Ltd. - ADR Common Stocks 653656108 4,041 82,160 SH x 36 82,160
384 7,800 SH x x 39 7,800
208 3,830 SH x x 40 3,830
NICOR, Inc. Common Stocks 654086107 855 26,300 SH x x 9 26,300
107 3,300 SH x x 18 3,300
1,378 42,400 SH x 36 42,400
NIKE, Inc. Class B Common Stocks 654106103 719 14,500 SH x x 28 14,500
2,240 45,198 SH x 36 45,198
99 Cents Only Stores NPV Common Stocks 65440K106 65 1,700 SH x x 37 1,700
Noble Affiliates, Inc. Common Stocks 654894104 2,716 117,000 SH x x 25 117,000
2,729 127,300 SH x 36 127,300
104 4,900 SH x x 42 4,900
Nokia Corp. - ADR Common Stocks 654902204 22,686 119,400 SH x x 1 119,400
22,059 116,100 SH x x 12 116,100
126,046 663,400 SH x 36 663,400
Noble Drilling Corp. Common Stocks 655042109 501 15,300 SH x x 7 15,300
2,630 80,300 SH x x 26 80,300
2,720 77,700 SH x x 28 77,700
5,833 178,122 SH x 36 178,122
115 3,500 SH x x 37 3,500
98 3,000 SH x x 42 3,000
Nordson Corp. Common Stocks 655663102 10 200 SH x x 37 200
Nordstrom, Inc. Common Stocks 655664100 398 15,200 SH x x 10 15,200
7,661 292,527 SH x 36 292,527
Norfolk Southern Corp. Common Stocks 655844108 892 43,500 SH x x 10 43,500
1,901 92,750 SH x x 31 92,750
4,025 196,330 SH x 36 196,330
Norsk Hydro AS - ADR Common Stocks 656531605 216 3,483 SH x x 22 3,483
4 100 SH x 36 100
Nortek, Inc. Common Stocks 656559101 160 5,700 SH x x 9 5,700
76 2,700 SH x x 18 2,700
1,770 59,700 SH x x 25 59,700
1,069 35,700 SH x x 28 35,700
2,332 83,300 SH x 36 83,300
8 300 SH x x 37 300
North Fork Bancorp., Inc. Common Stocks 659424105 704 40,300 SH x x 10 40,300
1,010 57,700 SH x x 18 57,700
1,753 100,150 SH x x 26 100,150
3,673 209,913 SH x 36 209,913
395 22,750 SH x x 42 22,750
North Pittsburgh Systems, Inc. Common Stocks 661562108 130 7,700 SH x x 28 7,700
Northeast Utilities Common Stocks 664397106 67 3,250 SH x 36 3,250
Northern States Power Co. Common Stocks 665772109 2,248 115,300 SH x x 10 115,300
1,101 56,470 SH x x 31 56,470
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,141 109,770 SH x 36 109,770
Northern Telecom, Ltd. Common Stocks 665815106 80 800 SH x x 10 800
Northern Trust Corp. Common Stocks 665859104 794 14,980 SH x 36 14,980
Northrim Bank Common Stocks 666764105 244 25,000 SH x x 19 25,000
477 48,000 SH x 36 48,000
Northrop Grumman Corp. Common Stocks 666807102 2,287 42,300 SH x x 7 42,300
1,728 29,700 SH x x 9 29,700
4,633 85,700 SH x x 18 85,700
2,698 49,900 SH x x 26 49,900
114 2,100 SH x x 28 2,100
1,335 24,700 SH x x 31 24,700
7,905 146,213 SH x 36 146,213
Northwest Airlines Corp. Class A Common Stocks 667280101 3,477 157,100 SH x x 1 157,100
86 3,900 SH x x 18 3,900
9,914 445,579 SH x 36 445,579
20 900 SH x x 37 900
Northwest Natural Gas Co. Common Stocks 667655104 307 14,100 SH x x 9 14,100
87 4,000 SH x x 18 4,000
705 30,300 SH x x 28 30,300
1,349 61,500 SH x 36 61,500
17 800 SH x x 37 800
Northwest Pipe Co. Common Stocks 667746101 281 20,600 SH x x 19 20,600
392 28,000 SH x 36 28,000
Northwestern Corp. Common Stocks 668074107 295 13,400 SH x x 9 13,400
108 4,900 SH x x 18 4,900
310 14,100 SH x 36 14,100
18 800 SH x x 37 800
NOVA Corp. / Georgia Common Stocks 669784100 66 2,100 SH x x 18 2,100
41 1,307 SH x 36 1,307
Novell, Inc. Common Stocks 670006105 299 7,500 SH x x 7 7,500
2,388 60,400 SH x x 10 60,400
555 13,938 SH x 36 13,938
Novellus Systems, Inc. Common Stocks 670008101 7,228 59,000 SH x x 17 59,000
18,003 146,924 SH x 36 146,924
343 2,800 SH x x 37 2,800
Nu Skin Enterprises, Inc. Class A Common Stocks 67018T105 10 1,080 SH x 36 1,080
Nucor Corp. Common Stocks 670346105 3,163 57,700 SH x x 26 57,700
197 3,600 SH x x 28 3,600
1,580 28,830 SH x x 31 28,830
8,149 148,668 SH x 36 148,668
Nuevo Energy Co. Common Stocks 670509108 482 25,700 SH x x 9 25,700
579 30,900 SH x 36 30,900
11 600 SH x x 37 600
O'Charleys, Inc. Common Stocks 670823103 22 1,700 SH x x 18 1,700
349 27,100 SH x x 19 27,100
395 30,100 SH x 36 30,100
3 200 SH x x 37 200
OEA, Inc. Common Stocks 670826106 17 3,500 SH x 36 3,500
7 1,400 SH x x 42 1,400
OGE Energy Corp. Common Stocks 670837103 509 26,800 SH x x 9 26,800
751 39,500 SH x x 26 39,500
89 4,700 SH x x 29 4,700
3,053 160,700 SH x 36 160,700
272 14,370 SH x x 42 14,370
OM Group Common Stocks 670872100 1,102 31,060 SH x x 9 31,060
989 28,720 SH x 36 28,720
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
28 800 SH x x 37 800
OSI Systems, Inc. New Common Stocks 671044105 278 54,000 SH x x 19 54,000
440 80,000 SH x 36 80,000
OYO Geospace Corp. Common Stocks 671074102 407 39,700 SH x x 19 39,700
246 24,000 SH x 36 24,000
Oak Industries, Inc. Common Stocks 671400505 42 400 SH x x 37 400
Oakley, Inc. Common Stocks 673662102 4 700 SH x x 37 700
Occidental Petroleum Corp. Common Stocks 674599105 223 10,300 SH x x 28 10,300
2,419 111,880 SH x x 31 111,880
17,517 810,032 SH x 36 810,032
Oceaneering International, Inc. Common Stocks 675232102 78 5,200 SH x x 18 5,200
9 600 SH x x 37 600
Ocwen Financial Corp. Common Stocks 675746101 121 23,200 SH x x 10 23,200
Office Depot, Inc. Common Stocks 676220106 380 34,700 SH x x 7 34,700
1,826 166,950 SH x x 26 166,950
913 83,500 SH x x 31 83,500
2,158 197,289 SH x 36 197,289
OfficeMax, Inc. Common Stocks 67622M108 20 3,700 SH x x 37 3,700
Offshore Logistics, Inc. Common Stocks 676255102 1,319 141,600 SH x x 4 141,600
1,516 161,700 SH x 36 161,700
Ogden Corp. Common Stocks 676346109 189 15,800 SH x x 28 15,800
41 3,400 SH x x 29 3,400
4 300 SH x x 37 300
Old Kent Financial Corp. Common Stocks 679833103 605 17,100 SH x x 18 17,100
782 22,100 SH x x 26 22,100
275 7,775 SH x x 28 7,775
2,177 61,544 SH x 36 61,544
Old National Bancorp Common Stocks 680033107 136 4,190 SH x x 9 4,190
238 7,350 SH x x 28 7,350
380 11,721 SH x 36 11,721
55 1,700 SH x x 37 1,700
13 400 SH x x 42 400
Old Republic International Corp. Common Stocks 680223104 2,567 182,390 SH x x 9 182,390
826 60,600 SH x x 31 60,600
4,627 339,615 SH x 36 339,615
Olin Corp. Common Stocks 680665205 32 1,600 SH x x 28 1,600
775 39,100 SH x 36 39,100
Omnicare, Inc. Common Stocks 681904108 1,463 121,940 SH x 36 121,940
Omnicom Group, Inc. Common Stocks 681919106 6,928 64,970 SH x x 9 64,970
480 4,800 SH x x 28 4,800
7,940 79,396 SH x 36 79,396
Omega Healthcare Investors Common Stocks 681936100 70 5,500 SH x x 18 5,500
127 10,000 SH x 36 10,000
4 300 SH x x 42 300
Omega Financial Corp. Common Stocks 682092101 9 300 SH x x 37 300
OMNI Energy Services Corp. New Common Stocks 68210T109 149 140,000 SH x x 19 140,000
203 180,000 SH x 36 180,000
Omnipoint Corp. Common Stocks 68212D102 277 2,300 SH x x 37 2,300
On Assignment, Inc. Common Stocks 682159108 2,950 99,500 SH x x 11 99,500
5,079 170,000 SH x 36 170,000
56 1,900 SH x x 37 1,900
On Command Corp. Common Stocks 682160106 9 500 SH x x 42 500
One Valley Bancorp of West Virginia, Inc. Common Stocks 682419106 242 7,900 SH x x 9 7,900
266 8,700 SH x 36 8,700
37 1,200 SH x x 37 1,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ONEOK, Inc. Common Stocks 682680103 736 29,300 SH x x 9 29,300
88 3,500 SH x x 18 3,500
859 34,200 SH x 36 34,200
67 2,660 SH x x 42 2,660
Open Market, Inc. Common Stocks 68370M100 1,354 30,000 SH x x 11 30,000
2,775 61,500 SH x 36 61,500
27 600 SH x x 37 600
Vimpel-Communications - ADR Common Stocks 68370R109 1,046 23,500 SH x 36 23,500
149 3,350 SH x x 38 3,350
562 12,600 SH x x 39 12,600
Open Text Corp. Common Stocks 683715106 123 6,850 SH x 36 6,850
Optical Coating Laboratory, Inc. Common Stocks 683829105 835 2,820 SH x 36 2,820
264 900 SH x x 37 900
Oracle Systems Corp. Common Stocks 68389X105 9,332 75,400 SH x x 1 75,400
10,372 92,610 SH x x 7 92,610
21,251 177,670 SH x x 9 177,670
7,476 66,750 SH x x 10 66,750
487 3,000 SH x x 20 3,000
23,318 208,200 SH x x 26 208,200
706 6,300 SH x x 28 6,300
36,481 325,540 SH x 36 325,540
1,905 17,012 SH x x 44 17,012
Orbital Sciences Corp. Class A Common Stocks 685564106 375 20,200 SH x x 19 20,200
518 27,900 SH x 36 27,900
Oregon Steel Mills, Inc. Common Stocks 686079104 37 4,600 SH x x 18 4,600
96 12,100 SH x 36 12,100
29 3,700 SH x x 42 3,700
O'Reilly Automotive, Inc. Common Stocks 686091109 84 3,900 SH x x 37 3,900
Oriental Financial Group, Inc. Common Stocks 68618W100 46 2,100 SH x x 37 2,100
Ortel Corp. Common Stocks 68749W102 2,756 23,000 SH x x 23 23,000
2,280 19,000 SH x 36 19,000
Oshkosh B' Gosh, Inc. Class A Common Stocks 688222207 351 18,000 SH x x 19 18,000
45 2,300 SH x x 29 2,300
548 26,000 SH x 36 26,000
6 300 SH x x 37 300
Oshkosh Truck Corp. Class B Common Stocks 688239201 1,152 39,300 SH x 36 39,300
Otter Tail Power Co. Common Stocks 689648103 15 400 SH x x 37 400
Outback Steakhouse, Inc. Common Stocks 689899102 1,675 64,561 SH x 36 64,561
153 5,900 SH x x 37 5,900
Overseas Shipholding Group, Inc. Common Stocks 690368105 15 1,000 SH x x 37 1,000
Owens & Minor, Inc., Holding Co. Common Stocks 690732102 20 2,200 SH x x 18 2,200
83 9,300 SH x x 28 9,300
163 18,200 SH x 36 18,200
8 900 SH x x 37 900
Owens Corning Common Stocks 69073F103 160 8,300 SH x x 10 8,300
2,036 105,400 SH x x 17 105,400
37 1,900 SH x x 26 1,900
712 36,850 SH x x 31 36,850
7,594 393,226 SH x 36 393,226
Owens-Illinois, Inc. Common Stocks 690768403 1,815 72,420 SH x x 31 72,420
3,886 155,059 SH x 36 155,059
Oxford Health Plans, Inc. Common Stocks 691471106 2,050 161,600 SH x x 23 161,600
221 17,400 SH x x 26 17,400
3,343 263,514 SH x 36 263,514
Oxford Industries, Inc. Common Stocks 691497309 57 2,900 SH x 36 2,900
P-COM, Inc. Common Stocks 693262107 10 1,100 SH x x 18 1,100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
881 99,600 SH x 36 99,600
Peco Energy Co. Common Stocks 693304107 257 7,400 SH x x 26 7,400
935 26,900 SH x x 28 26,900
937 26,977 SH x 36 26,977
PG&E Corp. Common Stocks 69331C108 1,370 62,380 SH x x 9 62,380
3,950 192,800 SH x x 10 192,800
2,835 138,300 SH x x 26 138,300
1,681 82,000 SH x x 31 82,000
5,097 248,657 SH x 36 248,657
PFF Bancorp, Inc. Common Stocks 69331W104 124 6,400 SH x x 9 6,400
79 4,100 SH x x 18 4,100
17 900 SH x 36 900
12 600 SH x x 37 600
PMC - Sierra, Inc. Common Stocks 69344F106 3,526 22,100 SH x x 11 22,100
9,722 60,647 SH x 36 60,647
865 5,400 SH x x 37 5,400
PMI Group, Inc. (The) Common Stocks 69344M101 229 4,700 SH x x 9 4,700
1,054 21,600 SH x x 18 21,600
2,338 47,900 SH x x 23 47,900
3,805 77,950 SH x x 26 77,950
3,084 61,150 SH x x 28 61,150
9,177 188,000 SH x 36 188,000
54 1,100 SH x x 37 1,100
361 7,400 SH x x 42 7,400
PNC Bank Corp. Common Stocks 693475105 6,823 142,827 SH x x 5 142,827
4,510 97,010 SH x x 9 97,010
3,084 69,300 SH x x 10 69,300
1,081 24,300 SH x x 18 24,300
4,978 111,855 SH x x 26 111,855
1,931 43,400 SH x x 28 43,400
1,202 27,000 SH x x 31 27,000
18,184 408,618 SH x 36 408,618
PP&L Resources, Inc. Common Stocks 693499105 1,009 44,100 SH x x 10 44,100
544 23,800 SH x x 26 23,800
1,128 49,300 SH x x 28 49,300
249 10,900 SH x x 31 10,900
2,923 127,800 SH x x 32 127,800
11,035 482,417 SH x 36 482,417
PPG Industries, Inc. Common Stocks 693506107 1,082 17,300 SH x x 9 17,300
238 3,800 SH x x 10 3,800
313 5,000 SH x x 26 5,000
694 11,100 SH x x 28 11,100
2,559 40,908 SH x 36 40,908
PRI Automation, Inc. Common Stocks 69357H106 27 400 SH x x 37 400
PS Business Parks, Inc. Common Stocks 69360J107 5,769 253,600 SH x x 2 253,600
71 3,100 SH x 36 3,100
18 800 SH x x 37 800
14 600 SH x x 42 600
PSS World Medical, Inc. Common Stocks 69366A100 14 1,500 SH x x 37 1,500
PACCAR, Inc. Common Stocks 693718108 737 15,570 SH x x 9 15,570
914 20,600 SH x x 10 20,600
898 20,300 SH x x 26 20,300
230 5,200 SH x x 28 5,200
327 7,400 SH x x 31 7,400
6,983 157,578 SH x 36 157,578
Pacific Century Financial Corp. Common Stocks 694058108 940 50,300 SH x x 9 50,300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
312 16,700 SH x x 10 16,700
641 34,300 SH x x 26 34,300
983 48,000 SH x x 28 48,000
4,130 221,000 SH x 36 221,000
52 2,800 SH x x 37 2,800
99 5,300 SH x x 42 5,300
Pacific Gateway Exchange, Inc. Common Stocks 694327107 5 300 SH x x 37 300
Pacific Gulf Properties, Inc. Common Stocks 694396102 284 14,000 SH x x 19 14,000
456 22,500 SH x 36 22,500
14 700 SH x x 37 700
10 500 SH x x 42 500
Pacific Sunwear of California Common Stocks 694873100 328 10,300 SH x x 9 10,300
5,513 173,300 SH x x 23 173,300
4,121 128,025 SH x 36 128,025
102 3,200 SH x x 37 3,200
PacifiCare Health Systems, Inc. Common Stocks 695112102 2,885 50,800 SH x x 9 50,800
4,706 88,800 SH x x 26 88,800
239 4,500 SH x x 28 4,500
6,137 115,795 SH x 36 115,795
Paging Network, Inc. Common Stocks 695542100 30 38,000 SH x x 18 38,000
257 328,600 SH x x 19 328,600
355 437,300 SH x 36 437,300
Paine Webber Group, Inc. Common Stocks 695629105 520 13,400 SH x x 9 13,400
524 13,500 SH x x 10 13,500
664 17,100 SH x x 28 17,100
285 7,352 SH x 36 7,352
PairGain Technologies, Inc. Common Stocks 695934109 2,385 168,100 SH x 36 168,100
Pall Corp. Common Stocks 696429307 351 16,256 SH x x 7 16,256
1,841 85,400 SH x x 9 85,400
451 20,900 SH x x 28 20,900
1,407 65,266 SH x 36 65,266
Palm Harbor Homes, Inc. Common Stocks 696639103 315 17,500 SH x x 19 17,500
450 25,000 SH x 36 25,000
PanAmSat Corp. Common Stocks 697933109 685 11,600 SH x x 18 11,600
230 3,878 SH x 36 3,878
Pan Pacific Retail Properties, Inc. Common Stocks 69806L104 245 15,000 SH x x 19 15,000
424 26,000 SH x 36 26,000
Papa Johns International, Inc. Common Stocks 698813102 21 800 SH x x 28 800
13 500 SH x x 37 500
Parametric Technology Corp. Common Stocks 699173100 253 9,349 SH x 36 9,349
Parexel International Corp. Common Stocks 699462107 6 500 SH x x 37 500
Park Electrochemical Corp. Common Stocks 700416209 239 9,000 SH x x 9 9,000
56 2,100 SH x x 18 2,100
701 24,900 SH x x 28 24,900
13 500 SH x x 29 500
579 21,800 SH x 36 21,800
11 400 SH x x 37 400
11 400 SH x x 42 400
Parker-Hannifin Corp. Common Stocks 701094104 1,083 19,720 SH x x 9 19,720
677 13,200 SH x x 28 13,200
970 18,904 SH x 36 18,904
Parkway Properties, Inc. REIT Common Stocks 70159Q104 29 1,000 SH x 36 1,000
14 500 SH x x 37 500
9 300 SH x x 42 300
Patterson Dental Co. Common Stocks 703412106 1,032 23,000 SH x x 28 23,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,950 69,200 SH x 36 69,200
55 1,300 SH x x 37 1,300
Patterson Energy, Inc. Common Stocks 703414102 222 17,100 SH x 36 17,100
22 1,700 SH x x 42 1,700
Paxar Corp. Common Stocks 704227107 15 1,800 SH x x 37 1,800
Paxson Communications Corp. Common Stocks 704231109 7 600 SH x x 37 600
Paychex, Inc. Common Stocks 704326107 2,192 54,879 SH x x 7 54,879
3,315 83,000 SH x x 11 83,000
6,789 170,000 SH x x 12 170,000
23,296 582,400 SH x 36 582,400
Payless ShoeSource, Inc. Common Stocks 704379106 437 9,300 SH x x 9 9,300
1,278 27,200 SH x x 18 27,200
146 3,100 SH x x 26 3,100
882 17,600 SH x x 28 17,600
2,055 43,720 SH x 36 43,720
52 1,100 SH x x 37 1,100
5 100 SH x x 42 100
Pediatrix Medical Group Common Stocks 705324101 - 0 SH x x 11
Penford Corp. Common Stocks 707051108 374 21,700 SH x x 19 21,700
542 31,400 SH x 36 31,400
Penn Treaty American Corp. Common Stocks 707874103 43 2,700 SH x x 18 2,700
347 22,000 SH x x 19 22,000
102 6,500 SH x x 28 6,500
473 30,000 SH x 36 30,000
JC Penney & Co., Inc. Common Stocks 708160106 111 5,548 SH x x 7 5,548
2,781 130,490 SH x x 9 130,490
853 42,800 SH x x 10 42,800
592 29,700 SH x x 31 29,700
4,226 211,965 SH x 36 211,965
Pennsylvania Real Estate Investment Trust Common Stocks 709102107 32 2,200 SH x x 18 2,200
218 15,000 SH x x 19 15,000
310 21,300 SH x 36 21,300
Pennzoil-Quaker State Co. Common Stocks 709323109 1,714 168,206 SH x 36 168,206
28 2,700 SH x x 37 2,700
Pentair, Inc. Common Stocks 709631105 408 10,600 SH x x 9 10,600
3,572 92,792 SH x 36 92,792
Penton Media, Inc. Common Stocks 709668107 2,779 115,778 SH x x 4 115,778
Peoples Bank (Bridgeport CT.) Common Stocks 710198102 147 7,000 SH x x 9 7,000
141 6,674 SH x 36 6,674
Peoples Energy Corp. Common Stocks 711030106 704 21,000 SH x x 9 21,000
489 13,600 SH x x 28 13,600
1,662 49,619 SH x 36 49,619
44 1,300 SH x x 42 1,300
Peoples Heritage Financial Group Common Stocks 711147108 1,815 121,000 SH x x 4 121,000
600 40,004 SH x x 9 40,004
2,592 172,600 SH x x 10 172,600
326 21,700 SH x x 18 21,700
3,060 203,171 SH x 36 203,171
PeopleSoft, Inc. Common Stocks 712713106 92 4,305 SH x 36 4,305
Pep Boys - Manny, Moe & Jack Common Stocks 713278109 76 8,300 SH x x 18 8,300
PepsiCo, Inc. Common Stocks 713448108 8,843 233,380 SH x x 5 233,380
10,434 296,000 SH x x 7 296,000
8,711 230,560 SH x x 9 230,560
1,847 52,400 SH x x 10 52,400
7,734 219,400 SH x x 12 219,400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
5,471 155,200 SH x x 17 155,200
631 17,900 SH x x 26 17,900
1,805 51,200 SH x x 28 51,200
60,152 1,706,432 SH x 36 1,706,432
Peregrine Systems, Inc. Common Stocks 71366Q101 210 2,500 SH x x 37 2,500
Performance Food Group Co. Common Stocks 713755106 204 8,400 SH x x 9 8,400
46 1,900 SH x x 29 1,900
154 6,300 SH x 36 6,300
7 300 SH x x 37 300
Pericom Semiconductor Corp. New Common Stocks 713831105 606 23,100 SH x x 19 23,100
789 30,000 SH x 36 30,000
Perkin-Elmer Corp. Common Stocks 714041100 72 600 SH x x 10 600
Perrigo Co. Common Stocks 714290103 66 8,200 SH x x 9 8,200
10 1,300 SH x x 18 1,300
150 18,700 SH x 36 18,700
Personnel Group of America, Inc. Common Stocks 715338109 8 800 SH x x 37 800
Perusahaan Per Ind Sat Cor - ADR Common Stocks 715680104 182 7,700 SH x x 8 7,700
342 15,800 SH x x 31 15,800
Perusahaan Persero Telekom - ADR Common Stocks 715684106 359 32,616 SH x x 31 32,616
707 64,640 SH x 36 64,640
813 66,772 SH x x 40 66,772
Petco Animal Supplies, Inc. Common Stocks 716016100 332 22,900 SH x x 9 22,900
75 5,200 SH x x 18 5,200
387 26,700 SH x x 19 26,700
4,277 287,550 SH x 36 287,550
15 1,000 SH x x 37 1,000
18 1,200 SH x x 42 1,200
Petroleum Geo-Services ASA - ADR Common Stocks 716597109 4,220 236,900 SH x x 13 236,900
PETsMART, Inc. Common Stocks 716768106 14 2,500 SH x x 37 2,500
Pharmacia & Upjohn, Inc. Common Stocks 716941109 5,640 125,332 SH x x 7 125,332
4,140 92,000 SH x x 12 92,000
3,974 88,300 SH x x 17 88,300
6,264 139,200 SH x x 18 139,200
356 7,900 SH x x 26 7,900
1,121 24,900 SH x x 28 24,900
2,957 65,700 SH x x 32 65,700
46,334 1,029,652 SH x 36 1,029,652
Pfizer, Inc. Common Stocks 717081103 18,159 519,178 SH x x 1 519,178
7,616 234,800 SH x x 7 234,800
6,788 201,970 SH x x 9 201,970
2,408 74,200 SH x x 10 74,200
635 13,500 SH x x 20 13,500
2,284 70,400 SH x x 26 70,400
6,319 194,800 SH x x 28 194,800
53,578 1,651,737 SH x 36 1,651,737
Pharmaceutical Product Development, Inc. Common Stocks 717124101 62 4,800 SH x x 11 4,800
5 400 SH x x 37 400
Phelps Dodge Corp. Common Stocks 717265102 3,350 49,900 SH x x 9 49,900
1,818 25,600 SH x x 28 25,600
4,983 74,241 SH x 36 74,241
Philadelphia Consolidated Holding Corp. Common Stocks 717528103 33 2,300 SH x x 28 2,300
Philadelphia Suburban Corp. Common Stocks 718009608 23 1,100 SH x x 37 1,100
Philip Morris Cos., Inc. Common Stocks 718154107 12,528 540,300 SH x x 1 540,300
3,895 167,970 SH x x 7 167,970
19,663 848,000 SH x x 10 848,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3,000 129,400 SH x x 18 129,400
1,556 67,100 SH x x 26 67,100
1,591 68,600 SH x x 28 68,600
2,850 122,890 SH x x 31 122,890
50,364 2,172,030 SH x 36 2,172,030
Philippine Long Distance Telephone Co.
- ADR Common Stocks 718252604 3,440 128,000 SH x x 8 128,000
1,789 69,967 SH x 36 69,967
150 5,800 SH x x 38 5,800
319 11,060 SH x x 40 11,060
217 8,400 SH x x 41 8,400
Philips International Realty Corp. Common Stocks 718333107 1,974 120,100 SH x x 27 120,100
Phillips Petroleum Co. Common Stocks 718507106 2,452 48,720 SH x x 9 48,720
108 2,300 SH x x 10 2,300
230 4,900 SH x x 18 4,900
2,247 47,800 SH x x 28 47,800
2,394 50,940 SH x x 31 50,940
2,754 58,600 SH x x 32 58,600
25,909 551,248 SH x 36 551,248
Phillips-Van Heusen Corp. Common Stocks 718592108 121 14,600 SH x x 9 14,600
27 3,200 SH x 36 3,200
7 800 SH x x 37 800
Photronics, Inc. Common Stocks 719405102 2,200 77,000 SH x x 11 77,000
4,008 140,000 SH x 36 140,000
Piedmont Natural Gas Co., Inc. Common Stocks 720186105 354 11,705 SH x x 9 11,705
375 12,400 SH x 36 12,400
33 1,100 SH x x 37 1,100
Pier 1 Imports, Inc. Common Stocks 720279108 19 3,050 SH x 36 3,050
Pierce Leahy Corp. Common Stocks 720722107 368 8,500 SH x x 19 8,500
484 11,200 SH x 36 11,200
82 1,900 SH x x 37 1,900
Pilgrim's Pride Corp. Common Stocks 721467108 27 3,300 SH x 36 3,300
2 300 SH x x 37 300
Pinnacle Systems, Inc. NPV Common Stocks 723481107 644 15,821 SH x 36 15,821
73 1,800 SH x x 37 1,800
Pinnacle West Capital Corp. Common Stocks 723484101 1,178 38,500 SH x x 10 38,500
1,326 43,400 SH x x 26 43,400
4,179 136,746 SH x 36 136,746
92 3,000 SH x x 42 3,000
Pioneer Group, Inc. Common Stocks 723684106 12 800 SH x x 37 800
Pioneer Natural Resources Co. Common Stocks 723787107 63 7,047 SH x x 7 7,047
199 22,300 SH x x 9 22,300
1,949 200,100 SH x x 25 200,100
1,948 218,000 SH x 36 218,000
31 3,500 SH x x 37 3,500
Pioneer-Standard Electronics, Inc. Common Stocks 723877106 49 3,400 SH x x 9 3,400
460 29,800 SH x x 28 29,800
949 65,700 SH x 36 65,700
14 1,000 SH x x 37 1,000
Pitney Bowes, Inc. Common Stocks 724479100 570 11,800 SH x x 28 11,800
1,126 23,299 SH x 36 23,299
Pittston Brink's Group Common Stocks 725701106 31 1,400 SH x x 37 1,400
84 3,800 SH x x 42 3,800
Pittston Burlington Group Common Stocks 725701882 97 9,100 SH x x 9 9,100
163 15,300 SH x 36 15,300
Pittway Corp. Class A Common Stocks 725790208 3,892 86,856 SH x x 4 86,856
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
5,033 112,302 SH x 36 112,302
125 2,800 SH x x 37 2,800
Pixar, Inc. NPV Common Stocks 725811103 10 273 SH x 36 273
Plantronics, Inc. Common Stocks 727493108 29 400 SH x x 37 400
Players International, Inc. Common Stocks 727903106 31 3,800 SH x 36 3,800
5 600 SH x x 42 600
Playtex Products, Inc. Common Stocks 72813P100 132 6,800 SH x x 28 6,800
2,664 173,300 SH x 36 173,300
63 4,100 SH x x 37 4,100
Plexus Corp. Common Stocks 729132100 40 900 SH x x 37 900
Pohang Iron & Steel Co., Ltd. - ADR Common Stocks 730450103 3,332 95,200 SH x x 33 95,200
3,034 86,830 SH x 36 86,830
599 17,100 SH x x 39 17,100
434 11,500 SH x x 40 11,500
Polaris Industries, Inc. Common Stocks 731068102 634 17,500 SH x x 9 17,500
2,643 67,300 SH x x 25 67,300
3,255 89,800 SH x 36 89,800
44 1,200 SH x x 37 1,200
42 1,200 SH x x 42 1,200
Policy Management Systems Corp. Common Stocks 731108106 18 700 SH x x 37 700
Polo Ralph Lauren Corp. Class A New Common Stocks 731572103 875 51,300 SH x x 4 51,300
24 1,388 SH x 36 1,388
32 1,900 SH x x 37 1,900
Polycom, Inc. Common Stocks 73172K104 723 11,359 SH x 36 11,359
Polymer Group, Inc. Common Stocks 731745105 84 4,600 SH x x 18 4,600
18 1,000 SH x 36 1,000
51 2,800 SH x x 37 2,800
9 500 SH x x 42 500
Pomeroy Computer Resources, Inc. Common Stocks 731822102 372 26,800 SH x x 28 26,800
321 24,200 SH x 36 24,200
Popular, Inc. Common Stocks 733174106 182 6,517 SH x 36 6,517
Portugal Telecom SA - ADR Common Stocks 737273102 575 36,500 SH x x 22 36,500
Post Properties, Inc. Common Stocks 737464107 80 2,100 SH x x 26 2,100
9,859 257,746 SH x x 27 257,746
290 7,577 SH x 36 7,577
Potlatch Corp. Common Stocks 737628107 710 15,900 SH x x 9 15,900
125 2,800 SH x x 18 2,800
785 17,600 SH x 36 17,600
Potomac Electric Power Co. Common Stocks 737679100 982 42,800 SH x x 31 42,800
2,974 129,650 SH x 36 129,650
Powell Industries, Inc. Common Stocks 739128106 351 51,000 SH x x 19 51,000
481 70,000 SH x 36 70,000
Power Integrations, Inc. Common Stocks 739276103 132 2,800 SH x x 37 2,800
Powerwave Technologies, Inc. Common Stocks 739363109 1,510 25,900 SH x x 23 25,900
1,185 20,300 SH x 36 20,300
87 1,500 SH x x 37 1,500
Powertel, Inc. Common Stocks 73936C109 481 4,500 SH x x 9 4,500
412 4,100 SH x 36 4,100
180 1,800 SH x x 37 1,800
Praxair, Inc. Common Stocks 74005P104 191 3,800 SH x x 10 3,800
4,890 97,200 SH x x 17 97,200
508 10,100 SH x x 18 10,100
845 16,800 SH x x 26 16,800
659 13,100 SH x x 28 13,100
2,414 47,990 SH x x 31 47,990
20,700 411,421 SH x 36 411,421
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Pre-paid Legal Services, Inc. Common Stocks 740065107 1,584 66,000 SH x x 11 66,000
58 2,400 SH x x 37 2,400
Precision Castparts Corp. Common Stocks 740189105 55 2,100 SH x x 18 2,100
197 7,500 SH x x 28 7,500
2,273 86,600 SH x 36 86,600
Premier Parks, Inc. Common Stocks 740540208 72 2,500 SH x x 28 2,500
53 1,841 SH x 36 1,841
Prentiss Properties Trust Common Stocks 740706106 4,043 192,500 SH x x 27 192,500
143 6,800 SH x 36 6,800
29 1,400 SH x x 37 1,400
21 1,000 SH x x 42 1,000
Presidential Life Corp. Common Stocks 740884101 31 1,700 SH x x 28 1,700
Price Communications Corp. Common Stocks 741437305 2,934 97,400 SH x x 25 97,400
2,662 95,700 SH x 36 95,700
106 3,800 SH x x 37 3,800
Price (T. Rowe) & Associates, Inc. Common Stocks 741477103 3,181 86,600 SH x x 11 86,600
4,205 113,853 SH x 36 113,853
Prime Retail, Inc. Common Stocks 741570105 1,298 230,700 SH x x 27 230,700
43 7,600 SH x 36 7,600
3 600 SH x x 42 600
PRIMEDIA, Inc. Common Stocks 74157K101 57 3,447 SH x 36 3,447
20 1,200 SH x x 37 1,200
Prime Group Realty Trust Common Stocks 74158J100 17 1,100 SH x 36 1,100
Primex Technologies, Inc. Common Stocks 741597108 149 7,200 SH x x 28 7,200
523 25,200 SH x 36 25,200
Primus Telecommunications Group, Inc. Common Stocks 741929103 443 12,000 SH x x 11 12,000
765 20,000 SH x x 19 20,000
7,421 194,000 SH x 36 194,000
Pride International, Inc. NPV Common Stocks 741932107 245 14,800 SH x x 28 14,800
269 18,400 SH x 36 18,400
Printronix, Inc. Common Stocks 742578107 339 14,900 SH x x 19 14,900
453 19,900 SH x 36 19,900
Priority Healthcare Corp. Class B Common Stocks 74264T102 132 3,149 SH x x 28 3,149
8,852 305,893 SH x 36 305,893
3,045 105,216 SH x x 44 105,216
Procter & Gamble Co. Common Stocks 742718109 581 5,300 SH x x 1 5,300
16,443 140,300 SH x x 9 140,300
38,183 348,500 SH x x 10 348,500
15,656 142,900 SH x x 12 142,900
12,611 115,100 SH x x 26 115,100
6,420 58,600 SH x x 28 58,600
80,417 733,984 SH x 36 733,984
Professionals Group, Inc. NPV Common Stocks 742954100 67 2,860 SH x x 18 2,860
Professional Detailing, Inc. Common Stocks 74312N107 39 1,300 SH x x 37 1,300
Profit Recovery Group International,
Inc. (The) Common Stocks 743168106 430 15,000 SH x x 9 15,000
2,066 78,400 SH x x 11 78,400
2,962 111,500 SH x 36 111,500
72 2,700 SH x x 37 2,700
Progress Software Corp. Common Stocks 743312100 107 1,900 SH x x 29 1,900
2,242 39,500 SH x 36 39,500
68 1,200 SH x x 37 1,200
Progressive Corp. Common Stocks 743315103 89 1,217 SH x 36 1,217
ProLogis Trust Common Stocks 743410102 12,102 628,700 SH x x 2 628,700
306 15,900 SH x x 18 15,900
104 5,400 SH x x 26 5,400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
7,614 395,518 SH x x 27 395,518
368 19,093 SH x 36 19,093
ProMedCo Management Co. Common Stocks 74342L105 388 135,000 SH x x 19 135,000
499 170,000 SH x 36 170,000
Protective Life Corp. Common Stocks 743674103 92 2,900 SH x x 18 2,900
1,584 49,800 SH x x 23 49,800
1,749 54,985 SH x 36 54,985
60 1,900 SH x x 37 1,900
Protein Design Labs, Inc. Common Stocks 74369L103 3,010 43,000 SH x 36 43,000
28 400 SH x x 37 400
Provant, Inc. Common Stocks 743724106 80 3,200 SH x x 37 3,200
Provident Bankshares Corp. Common Stocks 743859100 248 14,337 SH x x 9 14,337
92 5,300 SH x x 18 5,300
212 12,240 SH x 36 12,240
14 800 SH x x 37 800
36 2,100 SH x x 42 2,100
Provident Financial Group, Inc. Common Stocks 743866105 169 4,700 SH x x 9 4,700
1,066 29,800 SH x x 10 29,800
115 3,200 SH x x 18 3,200
1,281 35,700 SH x x 28 35,700
586 16,340 SH x 36 16,340
25 700 SH x x 37 700
Province Healthcare Co. New Common Stocks 743977100 2,537 133,500 SH x x 23 133,500
1,919 101,000 SH x 36 101,000
4 200 SH x x 37 200
Providian Financial Corp. Common Stocks 74406A102 523 5,742 SH x x 7 5,742
2,801 28,830 SH x x 9 28,830
168 1,850 SH x x 26 1,850
118 1,300 SH x x 28 1,300
3,579 39,300 SH x x 32 39,300
12,339 135,502 SH x 36 135,502
Proxim, Inc. Common Stocks 744284100 761 6,922 SH x 36 6,922
55 500 SH x x 37 500
PSINET, Inc. Common Stocks 74437C101 5,372 87,000 SH x x 11 87,000
136 2,200 SH x x 26 2,200
7,851 127,135 SH x 36 127,135
Public Service Co. of New Mexico Common Stocks 744499104 1,588 94,720 SH x x 9 94,720
120 7,400 SH x x 18 7,400
2,261 129,200 SH x x 28 129,200
3,717 228,720 SH x 36 228,720
21 1,300 SH x x 37 1,300
71 4,300 SH x x 42 4,300
Public Service Enterprise Group, Inc. Common Stocks 744573106 1,394 37,400 SH x x 9 37,400
7,467 214,500 SH x x 26 214,500
5,239 150,500 SH x x 28 150,500
14,421 414,253 SH x 36 414,253
Public Storage, Inc. Common Stocks 74460D109 9,309 410,300 SH x x 2 410,300
275 12,100 SH x x 18 12,100
152 6,700 SH x x 26 6,700
9,457 416,856 SH x x 27 416,856
776 34,219 SH x 36 34,219
44 1,926 SH x x 42 1,926
Puget Sound Energy, Inc. Common Stocks 745332106 101 5,200 SH x x 31 5,200
40 2,044 SH x 36 2,044
Pulte Corp. Common Stocks 745867101 2,297 98,860 SH x x 9 98,860
117 5,200 SH x x 18 5,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,612 106,900 SH x x 25 106,900
302 13,400 SH x x 28 13,400
313 13,900 SH x x 31 13,900
5,451 242,270 SH x 36 242,270
Puma Technology, Inc. Common Stocks 745887100 1,184 9,065 SH x 36 9,065
QLT PhotoTherapeutics, Inc. NPV Common Stocks 746927102 2,516 43,000 SH x x 11 43,000
104 1,780 SH x x 15 1,780
1,825 31,200 SH x x 23 31,200
5,605 95,400 SH x 36 95,400
QRS Corp. Common Stocks 74726X105 147 1,400 SH x x 37 1,400
QLogic Corp. Common Stocks 747277101 3,357 21,000 SH x x 23 21,000
4,866 28,100 SH x x 25 28,100
7,330 45,850 SH x 36 45,850
400 2,500 SH x x 37 2,500
Quaker Fabric Corp. New Common Stocks 747399103 276 65,000 SH x x 19 65,000
383 90,000 SH x 36 90,000
Quaker Oats Co. Common Stocks 747402105 3,686 52,310 SH x x 9 52,310
3,662 55,800 SH x x 26 55,800
282 4,300 SH x x 28 4,300
4,003 61,000 SH x x 32 61,000
13,786 210,067 SH x 36 210,067
QUALCOMM, Inc. Common Stocks 747525103 4,895 27,804 SH x x 7 27,804
11,643 62,000 SH x x 9 62,000
6,814 38,700 SH x x 10 38,700
3,785 21,500 SH x x 17 21,500
7,606 43,200 SH x x 26 43,200
423 2,400 SH x x 28 2,400
92,946 527,728 SH x 36 527,728
20,159 114,500 SH x x 44 114,500
Quanex Corp. Common Stocks 747620102 395 15,500 SH x x 9 15,500
99 3,900 SH x x 18 3,900
201 6,300 SH x x 28 6,300
701 27,500 SH x 36 27,500
13 500 SH x x 37 500
28 1,100 SH x x 42 1,100
Quanta Services, Inc. Common Stocks 74762E102 471 15,600 SH x x 9 15,600
356 12,600 SH x 36 12,600
Quebecor, Inc. Common Stocks 748193109 85 3,210 SH x 36 3,210
Queens County Bancorp Common Stocks 748242104 242 8,997 SH x x 9 8,997
257 9,491 SH x 36 9,491
48 1,800 SH x x 37 1,800
Quest Diagnostics, Inc. Common Stocks 74834L100 773 25,300 SH x x 9 25,300
62 1,400 SH x x 28 1,400
1,592 52,100 SH x 36 52,100
13 430 SH x x 42 430
Questar Corp. Common Stocks 748356102 132 8,800 SH x x 9 8,800
1,044 69,600 SH x x 18 69,600
9 600 SH x x 26 600
837 55,799 SH x 36 55,799
17 1,100 SH x x 42 1,100
Quest Education Corp. Common Stocks 74835F102 333 38,000 SH x x 19 38,000
438 50,000 SH x 36 50,000
Quicksilver, Inc. Common Stocks 74838C106 1,286 82,950 SH x x 23 82,950
620 37,550 SH x x 28 37,550
1,535 99,050 SH x 36 99,050
43 2,800 SH x x 37 2,800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Quilmes Industrial Quinsa Societe - ADR Preferred Stocks 74838Y108 3,446 277,300 SH x x 8 277,300
1,964 164,500 SH x 36 164,500
268 20,700 SH x x 40 20,700
Quinenco SA Common Stocks 748718103 2,978 263,200 SH x x 8 263,200
223 20,000 SH x x 31 20,000
612 55,000 SH x 36 55,000
387 31,200 SH x x 40 31,200
Quintiles Transnational Corp. Common Stocks 748767100 175 9,373 SH x 36 9,373
Quorum Health Group, Inc. Common Stocks 749084109 24 2,600 SH x x 37 2,600
Qwest Communications International, Inc. Common Stocks 749121109 122 2,827 SH x 36 2,827
R&B Falcon Corp. Common Stocks 74912E101 859 64,800 SH x x 10 64,800
332 25,022 SH x 36 25,022
RCM Technologies, Inc. Common Stocks 749360400 388 23,000 SH x x 19 23,000
587 34,000 SH x 36 34,000
RCN Corp. Common Stocks 749361101 833 17,200 SH x x 26 17,200
2,236 46,105 SH x 36 46,105
RDO Equipment Co. Class A Common Stocks 749413100 237 40,400 SH x x 19 40,400
277 47,100 SH x 36 47,100
RF Monolithics, Inc. Common Stocks 74955F106 174 30,300 SH x x 19 30,300
272 45,400 SH x 36 45,400
RFS Hotel Investors, Inc. Common Stocks 74955J108 30 2,900 SH x 36 2,900
9 900 SH x x 37 900
5 500 SH x x 42 500
R.H. Donnelley Corp. Common Stocks 74955W307 347 18,400 SH x x 9 18,400
344 18,200 SH x 36 18,200
RLI Corp. Common Stocks 749607107 20 600 SH x 36 600
RPC, Inc. Common Stocks 749660106 36 6,300 SH x x 18 6,300
10 1,800 SH x 36 1,800
RPM, Inc. (Ohio) Common Stocks 749685103 12 1,205 SH x x 7 1,205
740 72,600 SH x x 9 72,600
46 4,500 SH x x 18 4,500
433 42,537 SH x 36 42,537
40 3,900 SH x x 37 3,900
RTI International Metals Common Stocks 74973W107 1,499 199,800 SH x 36 199,800
RF Micro Devices, Inc. Common Stocks 749941100 662 9,700 SH x x 23 9,700
1,024 15,000 SH x x 26 15,000
4,430 64,724 SH x 36 64,724
300 4,400 SH x x 37 4,400
RadiSys Corp. Common Stocks 750459109 15 300 SH x x 37 300
Rambus, Inc. Common Stocks 750917106 28 415 SH x 36 415
Ralcorp Holdings, Inc. Common Stocks 751028101 173 8,700 SH x x 9 8,700
461 23,100 SH x x 28 23,100
780 39,100 SH x 36 39,100
20 1,000 SH x x 37 1,000
Ralston-Purina Group Common Stocks 751277302 5,171 185,500 SH x x 7 185,500
33 1,200 SH x x 10 1,200
112 4,000 SH x x 26 4,000
3,568 128,000 SH x x 32 128,000
8,718 312,751 SH x 36 312,751
RARE Hospitality International, Inc. NPV Common Stocks 753820109 156 7,200 SH x x 9 7,200
30 1,400 SH x x 18 1,400
39 1,800 SH x x 29 1,800
102 4,700 SH x 36 4,700
52 2,400 SH x x 37 2,400
Rational Software Corp. New Common Stocks 75409P202 4,758 89,400 SH x x 25 89,400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
4,455 90,690 SH x 36 90,690
334 6,800 SH x x 37 6,800
Raymond James Financial, Inc. Common Stocks 754730109 4 200 SH x x 37 200
Rayonier, Inc. Common Stocks 754907103 43 900 SH x x 37 900
Rayovac Corp. Common Stocks 755081106 11 600 SH x x 37 600
Raytheon Co. Class A Common Stocks 755111309 958 38,600 SH x x 10 38,600
Raytheon Co. Class B Common Stocks 755111408 13,280 466,978 SH x x 5 466,978
3,637 129,520 SH x x 9 129,520
181 6,900 SH x x 10 6,900
19,264 725,243 SH x 36 725,243
Reader's Digest Association, Inc. Class A Common Stocks 755267101 65 2,212 SH x 36 2,212
RealNetworks, Inc. Common Stocks 75605L104 914 7,600 SH x x 7 7,600
2,226 18,500 SH x x 23 18,500
493 4,100 SH x x 26 4,100
36 300 SH x x 28 300
2,506 20,677 SH x 36 20,677
84 700 SH x x 37 700
Realty Income Corp. Common Stocks 756109104 68 3,300 SH x 36 3,300
12 600 SH x x 42 600
Reckson Associates Realty Corp. Common Stocks 75621K106 11,408 556,500 SH x x 2 556,500
103 5,000 SH x 36 5,000
19 900 SH x x 42 900
Redwood Trust, Inc. Common Stocks 758075402 39 3,100 SH x 36 3,100
Reebok International, Ltd. Common Stocks 758110100 166 20,300 SH x x 10 20,300
Regal-Beloit Corp. Common Stocks 758750103 14 700 SH x x 37 700
Regis Corp. Common Stocks 758932107 1,446 77,100 SH x x 11 77,100
61 3,250 SH x x 29 3,250
2,129 112,800 SH x 36 112,800
11 600 SH x x 37 600
Regency Realty Corp. Common Stocks 758939102 3,212 160,600 SH x x 27 160,600
88 4,400 SH x 36 4,400
26 1,300 SH x x 37 1,300
20 1,000 SH x x 42 1,000
Regions Financial Corp. Common Stocks 758940100 2,076 82,800 SH x x 10 82,800
5,830 232,600 SH x x 18 232,600
123 4,900 SH x x 26 4,900
1,000 39,811 SH x 36 39,811
Reinsurance Group Of America Common Stocks 759351109 188 6,779 SH x 36 6,779
17 600 SH x x 37 600
Reliance Bancorp, Inc. Common Stocks 759451107 14 400 SH x x 37 400
Reliance Steel & Aluminum Co. Common Stocks 759509102 23 1,000 SH x x 9 1,000
568 23,050 SH x x 28 23,050
354 15,100 SH x 36 15,100
14 600 SH x x 37 600
36 1,515 SH x x 42 1,515
Reliastar Financial Corp. Common Stocks 75952U103 76 1,929 SH x 36 1,929
REMEC, Inc. Common Stocks 759543101 435 17,100 SH x x 19 17,100
576 22,600 SH x 36 22,600
Remedy Corp. Common Stocks 759548100 119 2,500 SH x x 29 2,500
571 12,045 SH x 36 12,045
105 2,200 SH x x 37 2,200
RemedyTemp, Inc. Class A Common Stocks 759549108 289 16,500 SH x x 19 16,500
467 24,600 SH x 36 24,600
Renaissance Worldwide, Inc. NPV Common Stocks 75968A109 6 800 SH x x 37 800
Renal Care Group, Inc. Common Stocks 759930100 4,193 179,875 SH x x 23 179,875
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
5,313 227,300 SH x 36 227,300
21 900 SH x x 37 900
Rent-Way, Inc. Common Stocks 76009U104 802 42,910 SH x x 23 42,910
520 26,600 SH x x 28 26,600
1,702 91,088 SH x 36 91,088
7 400 SH x x 37 400
Renters Choice, Inc. Common Stocks 760114108 162 8,200 SH x x 11 8,200
Repsol SA - ADR Common Stocks 76026T205 4,665 200,624 SH x x 30 200,624
4,672 200,937 SH x 36 200,937
Republic Bancorp, Inc. Common Stocks 760282103 99 8,140 SH x x 9 8,140
304 25,080 SH x 36 25,080
20 1,600 SH x x 37 1,600
40 3,400 SH x x 42 3,400
Republic of New York Corp. Common Stocks 760719104 1,426 19,800 SH x x 31 19,800
11,438 158,856 SH x 36 158,856
Republic Services, Inc. Common Stocks 760759100 21 1,482 SH x 36 1,482
Res-Care, Inc. Common Stocks 760943100 292 23,000 SH x x 19 23,000
383 30,000 SH x 36 30,000
5 400 SH x x 37 400
ResMed, Inc. Common Stocks 761152107 38 900 SH x x 37 900
Resource America, Inc. Class A Common Stocks 761195205 391 49,700 SH x 36 49,700
Resource Bancshares Mortgage Group Common Stocks 761197102 262 57,800 SH x x 19 57,800
359 79,300 SH x 36 79,300
24 5,100 SH x x 42 5,100
Respironics, Inc. Common Stocks 761230101 261 32,700 SH x x 19 32,700
332 41,600 SH x 36 41,600
1 100 SH x x 37 100
Reuters Group PLC - ADR Common Stocks 76132M102 30 260 SH x x 22 260
Revlon, Inc. Class A Common Stocks 761525500 4 459 SH x 36 459
3 400 SH x x 37 400
Rexall Sundown, Inc. Common Stocks 761648104 1,115 108,100 SH x 36 108,100
Reynolds & Reynolds Co. Class A Common Stocks 761695105 2,823 115,800 SH x x 25 115,800
122 5,400 SH x x 26 5,400
131 5,800 SH x x 28 5,800
2,702 120,100 SH x 36 120,100
Reynolds Metals Co. Common Stocks 761763101 1 10 SH x x 5 10
3,939 51,400 SH x x 10 51,400
106 1,383 SH x 36 1,383
Richmond County Financial Corp. Common Stocks 764556106 306 17,000 SH x x 9 17,000
240 13,300 SH x 36 13,300
20 1,100 SH x x 37 1,100
Riggs National Corp. Common Stocks 766570105 114 8,700 SH x x 9 8,700
80 6,100 SH x x 18 6,100
612 42,800 SH x x 28 42,800
1,188 90,100 SH x 36 90,100
9 700 SH x x 37 700
Rio Tinto PLC - ADR Common Stocks 767204100 12,791 135,000 SH x 36 135,000
Ritchie Brothers Auctioneers, Inc. NPV Common Stocks 767744105 1,395 34,700 SH x x 34 34,700
Rite Aid Corp. Common Stocks 767754104 68 6,066 SH x 36 6,066
Riviana Foods, Inc. Common Stocks 769536103 2 100 SH x x 37 100
Roadway Express, Inc. Common Stocks 769742107 126 5,900 SH x x 9 5,900
238 11,000 SH x 36 11,000
9 400 SH x x 37 400
Robert Half International, Inc. Common Stocks 770323103 60 2,117 SH x 36 2,117
Rochester Gas & Electric Corp. Common Stocks 771367109 68 3,200 SH x x 28 3,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
68 3,200 SH x x 42 3,200
Rock-Tenn Co. Class A Common Stocks 772739207 4 300 SH x x 18 300
385 24,200 SH x x 28 24,200
245 16,600 SH x 36 16,600
6 400 SH x x 37 400
Rockwell International Corp. Common Stocks 773903109 2,571 53,710 SH x x 7 53,710
139 2,900 SH x x 26 2,900
1,058 22,100 SH x x 28 22,100
3,643 76,100 SH x 36 76,100
Rogers Communications, Inc. Class B Common Stocks 775109200 2,349 94,900 SH x x 33 94,900
Rogers Corp. Common Stocks 775133101 99 2,600 SH x x 9 2,600
306 8,000 SH x x 19 8,000
421 11,000 SH x 36 11,000
15 400 SH x x 37 400
Rohm & Haas Co. Common Stocks 775371107 1,065 26,170 SH x x 7 26,170
11,174 274,700 SH x x 10 274,700
98 2,412 SH x 36 2,412
Rollins Truck Leasing Corp. Common Stocks 775741101 172 14,400 SH x x 9 14,400
183 12,450 SH x x 28 12,450
77 6,450 SH x x 29 6,450
2,536 212,425 SH x 36 212,425
20 1,700 SH x x 37 1,700
41 3,420 SH x x 42 3,420
Romac International, Inc. Common Stocks 775835101 786 58,500 SH x 36 58,500
Roper Industries, Inc. Common Stocks 776696106 509 12,600 SH x x 9 12,600
401 10,600 SH x 36 10,600
91 2,400 SH x x 37 2,400
Roslyn Bancorp, Inc. Common Stocks 778162107 1,033 56,400 SH x x 9 56,400
741 34,275 SH x x 28 34,275
4,853 262,337 SH x 36 262,337
20 1,100 SH x x 42 1,100
Ross Stores, Inc. Common Stocks 778296103 2,773 154,600 SH x x 4 154,600
608 33,900 SH x x 18 33,900
2,473 127,200 SH x x 25 127,200
86 4,800 SH x x 29 4,800
4,696 261,818 SH x 36 261,818
57 3,200 SH x x 37 3,200
Rouse Co. (The) Common Stocks 779273101 6,496 305,700 SH x x 2 305,700
170 8,000 SH x x 18 8,000
17 800 SH x x 26 800
2,467 116,100 SH x x 27 116,100
309 14,561 SH x 36 14,561
Rowan Cos., Inc. Common Stocks 779382100 2,700 124,500 SH x x 4 124,500
2,849 131,361 SH x 36 131,361
4 200 SH x x 42 200
Royal Dutch Petroleum Co. Common Stocks 780257804 16,095 248,100 SH x x 5 248,100
12,414 205,400 SH x x 10 205,400
4,472 74,000 SH x x 26 74,000
1,517 25,100 SH x x 32 25,100
22,978 380,200 SH x 36 380,200
Koninklijke KPN NV- ADR Common Stocks 780641205 2,194 22,820 SH x x 30 22,820
Ruby Tuesday, Inc. Common Stocks 781182100 36 2,000 SH x x 18 2,000
1,822 100,200 SH x 36 100,200
65 3,600 SH x x 37 3,600
38 2,100 SH x x 42 2,100
Ruddick Corp. Common Stocks 781258108 215 13,900 SH x x 9 13,900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
285 18,400 SH x 36 18,400
16 1,000 SH x x 37 1,000
Rural/Metro Corp. Common Stocks 781748108 173 40,400 SH x x 19 40,400
185 43,284 SH x 36 43,284
Rush Enterprises, Inc. Common Stocks 781846100 317 21,850 SH x 36 21,850
Russ Berrie & Co., Inc. Common Stocks 782233100 76 2,900 SH x x 29 2,900
Russell Corp. Common Stocks 782352108 32 1,900 SH x x 26 1,900
208 12,400 SH x x 31 12,400
1,313 78,400 SH x 36 78,400
106 6,300 SH x x 42 6,300
Ryan's Family Steak Houses, Inc. Common Stocks 783519101 1,690 199,600 SH x x 4 199,600
181 21,400 SH x x 9 21,400
99 11,700 SH x x 28 11,700
52 6,100 SH x x 29 6,100
2,417 284,300 SH x 36 284,300
13 1,500 SH x x 37 1,500
Ryder System, Inc. Common Stocks 783549108 457 18,700 SH x x 10 18,700
2,874 117,600 SH x x 18 117,600
156 6,400 SH x x 26 6,400
418 15,900 SH x x 28 15,900
1,708 69,884 SH x 36 69,884
181 7,400 SH x x 42 7,400
Ryland Group, Inc. (The) Common Stocks 783764103 323 14,000 SH x x 9 14,000
65 2,800 SH x x 18 2,800
1,684 67,000 SH x x 25 67,000
939 38,300 SH x x 28 38,300
48 2,100 SH x x 29 2,100
2,947 127,800 SH x 36 127,800
14 600 SH x x 37 600
152 6,630 SH x x 42 6,630
S&T Bancorp, Inc. Common Stocks 783859101 42 1,800 SH x x 37 1,800
5 200 SH x x 42 200
SBC Communications, Inc. Common Stocks 78387G103 15,180 290,140 SH x x 5 290,140
2,849 54,942 SH x x 9 54,942
33,665 690,566 SH x x 10 690,566
8,717 178,800 SH x x 12 178,800
1,009 20,700 SH x x 18 20,700
11,410 234,049 SH x x 26 234,049
9,108 186,832 SH x x 28 186,832
5,662 116,150 SH x x 31 116,150
82,453 1,691,337 SH x 36 1,691,337
SCI Systems, Inc. Common Stocks 783890106 41 500 SH x x 18 500
90 1,100 SH x x 28 1,100
138 1,676 SH x 36 1,676
312 3,800 SH x x 37 3,800
SCP Pool Corp. Common Stocks 784028102 460 17,750 SH x x 19 17,750
519 20,000 SH x 36 20,000
5 200 SH x x 37 200
SCPIE Holdings, Inc. Common Stocks 78402P104 132 4,100 SH x x 9 4,100
122 3,800 SH x 36 3,800
SDL, Inc. Common Stocks 784076101 4,448 20,000 SH x x 9 20,000
87 400 SH x x 26 400
2,267 10,400 SH x x 28 10,400
8,394 38,506 SH x 36 38,506
22 100 SH x x 37 100
SEI Corp. Common Stocks 784117103 71 600 SH x x 26 600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
110 900 SH x x 28 900
165 1,388 SH x 36 1,388
155 1,300 SH x x 37 1,300
SEMCO Energy, Inc. Common Stocks 78412D109 9 730 SH x 36 730
7 600 SH x x 37 600
SFX Entertainment, Inc. Common Stocks 784178105 2,207 61,000 SH x x 11 61,000
1,560 43,100 SH x x 17 43,100
5,707 157,702 SH x 36 157,702
SJW Corp. Common Stocks 784305104 12 100 SH x x 37 100
SK Telecom Co., Ltd. - ADR Common Stocks 78440P108 2,017 48,637 SH x x 8 48,637
5,550 144,618 SH x 36 144,618
1,606 41,850 SH x x 41 41,850
SL Green Realty Corp. Common Stocks 78440X101 7,826 359,800 SH x x 2 359,800
72 3,300 SH x 36 3,300
15 700 SH x x 37 700
7 300 SH x x 42 300
SLM Holding Corp. Common Stocks 78442A109 163 3,848 SH x 36 3,848
SPS Technologies, Inc. Common Stocks 784626103 145 3,900 SH x x 28 3,900
176 5,500 SH x 36 5,500
45 1,400 SH x x 37 1,400
SPSS, Inc. Common Stocks 78462K102 396 14,700 SH x x 28 14,700
513 20,300 SH x 36 20,300
5 200 SH x x 37 200
SPX Corp. Common Stocks 784635104 1,041 11,900 SH x x 28 11,900
97 1,200 SH x x 29 1,200
1,046 12,940 SH x 36 12,940
154 1,900 SH x x 37 1,900
S3, Inc. Common Stocks 784849101 154 13,300 SH x 36 13,300
2 200 SH x x 37 200
31 2,800 SH x x 42 2,800
SABRE Group Holdings, Inc. (The), Class A Common Stocks 785905100 133 2,600 SH x x 28 2,600
27 534 SH x 36 534
SAFECO Corp. Common Stocks 786429100 1,211 48,800 SH x x 10 48,800
1,351 54,430 SH x x 31 54,430
2,797 112,447 SH x 36 112,447
Safeguard Scientifics, Inc. Common Stocks 786449108 7,487 46,200 SH x x 23 46,200
308 1,900 SH x x 26 1,900
7,705 47,543 SH x 36 47,543
112 700 SH x x 42 700
Safety-Kleen Corp. New Common Stocks 78648R203 910 80,400 SH x x 9 80,400
861 76,154 SH x 36 76,154
Safeway, Inc. Common Stocks 786514208 1,511 42,500 SH x x 1 42,500
2,879 80,953 SH x x 7 80,953
4,924 138,800 SH x x 10 138,800
2,770 77,900 SH x x 32 77,900
8,393 236,002 SH x 36 236,002
Saga Communications Class A Common Stocks 786598102 408 20,140 SH x x 19 20,140
712 35,156 SH x 36 35,156
St. Francis Capital Corp. Common Stocks 789374105 114 4,600 SH x x 28 4,600
6 300 SH x x 37 300
St. Joe Co. (The) Common Stocks 790148100 2,577 106,000 SH x x 4 106,000
2,275 93,555 SH x 36 93,555
19 800 SH x x 37 800
St. Jude Medical, Inc. Common Stocks 790849103 592 19,300 SH x x 10 19,300
6 200 SH x x 18 200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
519 16,900 SH x x 26 16,900
545 15,500 SH x x 28 15,500
3,628 118,237 SH x 36 118,237
276 9,000 SH x x 42 9,000
St. Mary Land & Exploration Co. Common Stocks 792228108 54 2,300 SH x x 18 2,300
20 800 SH x 36 800
St. Paul Cos., Inc. Common Stocks 792860108 2,137 60,200 SH x x 5 60,200
2,503 74,310 SH x x 9 74,310
1,324 39,300 SH x x 10 39,300
243 7,200 SH x x 26 7,200
697 20,700 SH x x 28 20,700
168 5,000 SH x x 31 5,000
21,662 643,028 SH x 36 643,028
Saks, Inc. Common Stocks 79377W108 168 10,800 SH x x 26 10,800
1,151 73,930 SH x x 31 73,930
4,868 312,806 SH x 36 312,806
Salton, Inc. Common Stocks 795757103 2,793 77,200 SH x x 25 77,200
1,944 54,150 SH x x 28 54,150
5,016 150,000 SH x 36 150,000
7 200 SH x x 37 200
Sandisk Corp. Common Stocks 80004C101 77 800 SH x x 37 800
Sanmina Corp. Common Stocks 800907107 132 1,317 SH x 36 1,317
20 200 SH x x 37 200
801003100 238 8,000 SH x 36 8,000
Santa Fe Energy Resources, Inc. Common Stocks 802012104 22 2,800 SH x x 42 2,800
Santa Isabel SA - ADR Common Stocks 802233106 257 18,200 SH x x 8 18,200
SAP AG - ADR Common Stocks 803054204 1,494 28,700 SH x x 13 28,700
Sapient Corp. Common Stocks 803062108 81 578 SH x 36 578
394 2,800 SH x x 37 2,800
Sara Lee Corp. Common Stocks 803111103 5,534 234,500 SH x x 9 234,500
3,933 178,100 SH x x 10 178,100
4,796 217,400 SH x x 26 217,400
3,001 136,000 SH x x 32 136,000
11,324 513,275 SH x 36 513,275
Sauer, Inc. Common Stocks 804137107 276 30,400 SH x x 19 30,400
298 32,900 SH x 36 32,900
Saul Centers, Inc. Common Stocks 804395101 17 1,200 SH x 36 1,200
Sawtek, Inc. Common Stocks 805468105 5,078 70,400 SH x x 25 70,400
4,646 69,800 SH x 36 69,800
146 2,200 SH x x 37 2,200
SCANA Corp. Common Stocks 805898103 67 2,500 SH x 36 2,500
99 3,700 SH x x 37 3,700
Henry Schein, Inc. Common Stocks 806407102 7 500 SH x x 37 500
Schering-Plough Corp. Common Stocks 806605101 32,890 720,400 SH x x 1 720,400
1,894 44,900 SH x x 10 44,900
7,311 173,300 SH x x 12 173,300
1,296 21,200 SH x x 20 21,200
9,374 222,200 SH x x 26 222,200
2,265 53,700 SH x x 28 53,700
3,704 87,800 SH x x 32 87,800
77,345 1,833,360 SH x 36 1,833,360
Schlumberger, Ltd. Common Stocks 806857108 686 12,200 SH x x 28 12,200
2,104 37,400 SH x 36 37,400
Scholastic Corp. Common Stocks 807066105 1,262 20,300 SH x x 9 20,300
628 10,100 SH x 36 10,100
31 500 SH x x 37 500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
School Specialty, Inc Common Stocks 807863105 6 400 SH x x 37 400
Schulman (A.), Inc. Common Stocks 808194104 190 11,700 SH x x 9 11,700
1,870 105,600 SH x x 25 105,600
1,909 117,000 SH x 36 117,000
18 1,100 SH x x 37 1,100
Schultz Sav-o Stores, Inc. Common Stocks 808196109 1,644 136,250 SH x x 4 136,250
2,104 165,000 SH x 36 165,000
Schwab (Charles) Corp. Common Stocks 808513105 312 8,131 SH x x 7 8,131
597 15,546 SH x 36 15,546
Schweitzer-Mauduit International, Inc. Common Stocks 808541106 176 13,100 SH x x 9 13,100
59 4,400 SH x x 18 4,400
282 21,000 SH x x 19 21,000
551 41,000 SH x 36 41,000
7 500 SH x x 37 500
5 400 SH x x 42 400
Scientific-Atlanta, Inc. Common Stocks 808655104 2,376 42,600 SH x x 11 42,600
17 300 SH x x 26 300
1,758 28,000 SH x x 28 28,000
3,482 62,600 SH x x 32 62,600
17,135 308,050 SH x 36 308,050
273 4,900 SH x x 37 4,900
Scientific Games Holdings Corp. Common Stocks 808747109 7 400 SH x x 37 400
Scitex Corp., Ltd. Common Stocks 809090103 273 19,000 SH x x 31 19,000
408 28,000 SH x 36 28,000
Scotts Co. (The) Class A Common Stocks 810186106 872 20,500 SH x x 9 20,500
2,171 49,500 SH x x 25 49,500
713 17,000 SH x x 28 17,000
4,633 115,100 SH x 36 115,100
12 300 SH x x 37 300
Scripps (E.W.) Co. Class A Common Stocks 811054204 2,707 60,400 SH x x 4 60,400
2,512 56,056 SH x 36 56,056
40 900 SH x x 37 900
SeaChange International, Inc. Common Stocks 811699107 659 18,700 SH x x 19 18,700
868 24,550 SH x 36 24,550
Seacoast Financial Services Corp. Common Stocks 81170Q106 252 25,000 SH x x 19 25,000
408 40,000 SH x 36 40,000
Seagate Technology Common Stocks 811804103 25 542 SH x x 7 542
1,588 34,100 SH x x 10 34,100
2,258 48,500 SH x x 26 48,500
2,314 49,700 SH x x 31 49,700
7,832 168,208 SH x 36 168,208
Seagram Co., Ltd. NPV Common Stocks 811850106 18,402 409,500 SH x x 10 409,500
16 360 SH x x 15 360
2,975 66,200 SH x x 17 66,200
2,606 58,000 SH x x 33 58,000
7,482 166,500 SH x 36 166,500
Seacor Holdings, Inc. Common Stocks 811904101 869 16,800 SH x x 9 16,800
119 2,300 SH x x 18 2,300
2,402 43,100 SH x x 28 43,100
25 500 SH x x 29 500
2,763 53,400 SH x 36 53,400
21 400 SH x x 37 400
Sealed Air Corp. New Common Stocks 81211K100 2,741 52,900 SH x x 12 52,900
7,395 142,720 SH x 36 142,720
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Sealed Air Corp. Series A New (conv.) Preferred Stocks 81211K209 2,480 49,100 SH x x 12 49,100
8,211 162,600 SH x 36 162,600
Sears Roebuck & Co. Common Stocks 812387108 1,970 57,270 SH x x 9 57,270
198 6,500 SH x x 10 6,500
12,619 414,600 SH x x 26 414,600
1,306 42,900 SH x x 31 42,900
5,112 167,965 SH x 36 167,965
Secure Computing Corp. Common Stocks 813705100 296 23,700 SH x x 19 23,700
396 31,500 SH x 36 31,500
Security First Technologies Corp. Common Stocks 814279105 128 1,700 SH x x 11 1,700
Seitel, Inc. Common Stocks 816074306 57 8,500 SH x x 18 8,500
491 67,600 SH x x 28 67,600
20 3,000 SH x x 29 3,000
628 93,000 SH x 36 93,000
6 900 SH x x 37 900
13 2,100 SH x x 42 2,100
Selective Insurance Group, Inc. Common Stocks 816300107 17 1,000 SH x x 37 1,000
Semtech Corp. Common Stocks 816850101 125 2,400 SH x x 37 2,400
Sempra Energy Common Stocks 816851109 3,715 213,800 SH x x 18 213,800
16 900 SH x x 26 900
200 11,500 SH x x 31 11,500
727 41,822 SH x 36 41,822
Sensormatic Electronics Corp. Common Stocks 817265101 222 10,500 SH x x 28 10,500
37 2,100 SH x x 37 2,100
Sepracor, Inc. Common Stocks 817315104 78 790 SH x 36 790
Sequa Corp. Common Stocks 817320104 297 5,500 SH x x 28 5,500
378 7,000 SH x 36 7,000
Service Corp. International Common Stocks 817565104 2,473 356,400 SH x x 10 356,400
45 6,454 SH x 36 6,454
ServiceMaster Co. Common Stocks 81760N109 289 23,500 SH x x 26 23,500
717 58,213 SH x 36 58,213
Shared Medical Systems Common Stocks 819486101 29 572 SH x 36 572
Shaw Group, Inc. (The) Common Stocks 820280105 170 6,700 SH x 36 6,700
Shaw Industries, Inc. Common Stocks 820286102 1,250 81,000 SH x x 18 81,000
2,459 159,300 SH x x 26 159,300
1,587 102,834 SH x 36 102,834
191 12,300 SH x x 42 12,300
Sherwin-Williams Co. Common Stocks 824348106 692 32,967 SH x x 7 32,967
143 6,800 SH x x 26 6,800
1,451 69,100 SH x x 31 69,100
3,689 175,650 SH x 36 175,650
Shire Pharmaceuticals Group PLC ADR Common Stocks 82481R106 51 1,772 SH x x 18 1,772
176 6,047 SH x 36 6,047
ShopKo Stores, Inc. Common Stocks 824911101 28 1,200 SH x x 18 1,200
30 1,300 SH x x 28 1,300
511 22,200 SH x 36 22,200
23 1,000 SH x x 37 1,000
Shop At Home, Inc. Common Stocks 825066300 576 57,939 SH x 36 57,939
Shorewood Packaging Corp. Common Stocks 825229107 61 3,200 SH x x 18 3,200
40 2,100 SH x 36 2,100
57 3,000 SH x x 37 3,000
Shurgard Storage Centers, Inc. Class A Common Stocks 82567D104 2,984 128,700 SH x x 27 128,700
1,847 79,650 SH x 36 79,650
12 500 SH x x 42 500
Siebel Systems, Inc. Common Stocks 826170102 2,396 26,600 SH x x 9 26,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
154 1,800 SH x x 10 1,800
110 1,300 SH x x 26 1,300
2,966 35,306 SH x 36 35,306
236 2,800 SH x x 37 2,800
Sierra Health Services, Inc. Common Stocks 826322109 79 11,800 SH x x 9 11,800
SIFCO Industries Common Stocks 826546103 905 130,400 SH x x 4 130,400
Sigma Aldrich Corp. Common Stocks 826552101 3,615 120,500 SH x x 7 120,500
1,018 33,940 SH x x 9 33,940
144 4,800 SH x x 26 4,800
195 6,500 SH x x 31 6,500
3,289 109,400 SH x 36 109,400
Silicon Graphics, Inc. Common Stocks 827056102 424 43,200 SH x x 7 43,200
44 4,512 SH x 36 4,512
Silicon Valley Bancshares Common Stocks 827064106 5 100 SH x x 9 100
2,916 54,200 SH x x 25 54,200
2,213 41,500 SH x x 28 41,500
5,316 107,400 SH x 36 107,400
35 700 SH x x 37 700
84 1,700 SH x x 42 1,700
Silicon Valley Group, Inc. Common Stocks 827066101 2 100 SH x x 37 100
Siliconix, Inc. Common Stocks 827079203 2,525 18,400 SH x x 28 18,400
2,564 19,500 SH x 36 19,500
Simmons First National Corp. Class A Common Stocks 828730200 5 200 SH x x 37 200
Simon Property Group, Inc. Common Stocks 828806109 10,666 465,000 SH x x 2 465,000
243 10,600 SH x x 10 10,600
303 13,200 SH x x 18 13,200
89 3,900 SH x x 26 3,900
9,321 406,350 SH x x 27 406,350
567 24,698 SH x 36 24,698
101 4,400 SH x x 37 4,400
Simpson Industries, Inc. Common Stocks 829060102 37 3,300 SH x x 18 3,300
7 600 SH x x 37 600
Simpson Manufacturing Co., Inc. Common Stocks 829073105 333 7,600 SH x x 9 7,600
250 4,900 SH x x 28 4,900
293 6,700 SH x 36 6,700
53 1,200 SH x x 37 1,200
SIPEX Corp. Common Stocks 829909100 10 400 SH x x 37 400
Sky Financial Group, Inc. Common Stocks 83080P103 1,710 84,990 SH x x 11 84,990
2,090 103,869 SH x 36 103,869
77 3,810 SH x x 37 3,810
Skywest, Inc. Common Stocks 830879102 521 18,600 SH x x 9 18,600
3,000 107,150 SH x x 23 107,150
4,452 159,000 SH x 36 159,000
Smart & Final, Inc. Common Stocks 831683107 12 1,700 SH x 36 1,700
5 800 SH x x 42 800
Smith (A.O.) Corp. Common Stocks 831865209 109 5,000 SH x x 9 5,000
281 10,850 SH x x 28 10,850
361 16,500 SH x 36 16,500
15 700 SH x x 37 700
Smith International, Inc. Common Stocks 832110100 356 7,200 SH x x 10 7,200
2,128 43,000 SH x x 11 43,000
3,534 71,123 SH x 36 71,123
Smith (Charles E.) Residential Realty,
Inc. Common Stocks 832197107 4,316 122,000 SH x x 2 122,000
2,710 76,600 SH x x 4 76,600
6,652 188,050 SH x x 27 188,050
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
2,745 77,600 SH x 36 77,600
Smithfield Foods, Inc. Common Stocks 832248108 86 3,600 SH x x 18 3,600
493 19,500 SH x x 28 19,500
485 20,200 SH x 36 20,200
26 1,100 SH x x 37 1,100
Smucker (J.M.) Co. Common Stocks 832696108 53 2,700 SH x x 9 2,700
18 900 SH x x 37 900
Smurfit-Stone Container Corp. Common Stocks 832727101 2,809 114,900 SH x x 10 114,900
2,294 93,890 SH x x 31 93,890
4,854 198,135 SH x 36 198,135
Snyder Communications, Inc. Common Stocks 832914105 24 1,244 SH x 36 1,244
21 1,100 SH x x 37 1,100
Snap-On Tools Corp. Common Stocks 833034101 128 4,800 SH x x 18 4,800
468 17,600 SH x x 26 17,600
560 21,100 SH x x 31 21,100
3,560 134,008 SH x 36 134,008
404 15,200 SH x x 42 15,200
Sociedad Quimica Y Minera de Chile SA -
ADR Common Stocks 833635105 188 5,970 SH x 36 5,970
68 2,150 SH x x 38 2,150
51 1,600 SH x x 40 1,600
Sodexho Marriott Services, Inc. Common Stocks 833793102 9 726 SH x 36 726
SoftNet Systems, Inc. Common Stocks 833964100 543 21,600 SH x 36 21,600
Sola International, Inc. Common Stocks 834092108 221 15,900 SH x x 9 15,900
501 36,100 SH x 36 36,100
Solectron Corp. Common Stocks 834182107 10,359 97,400 SH x x 1 97,400
2,933 30,834 SH x x 7 30,834
7,287 71,560 SH x x 9 71,560
551 4,000 SH x x 20 4,000
114 1,200 SH x x 28 1,200
12,319 129,504 SH x 36 129,504
Solutia, Inc. Common Stocks 834376105 1,081 70,000 SH x x 10 70,000
1,467 95,000 SH x x 26 95,000
99 6,400 SH x x 28 6,400
4,513 292,368 SH x 36 292,368
352 22,700 SH x x 42 22,700
Sonic Corp. Common Stocks 835451105 66 2,350 SH x x 29 2,350
64 2,300 SH x x 37 2,300
Sonic Automotive, Inc. Common Stocks 83545G100 393 40,300 SH x 36 40,300
Sonoco Products Co. Common Stocks 835495102 1,569 68,980 SH x x 31 68,980
2,968 130,442 SH x 36 130,442
SonoSight, Inc. Common Stocks 83568G100 976 30,858 SH x 36 30,858
Sony Corp. - ADR Common Stocks 835699307 701 1,700 SH x x 22 1,700
20,255 71,132 SH x 36 71,132
1,974 6,932 SH x x 44 6,932
Sotheby's Holdings Co., Inc. Class A Common Stocks 835898107 28 937 SH x 36 937
93 3,100 SH x x 37 3,100
South Jersey Industries, Inc. Common Stocks 838518108 125 4,400 SH x x 9 4,400
309 10,000 SH x x 28 10,000
407 14,300 SH x 36 14,300
9 300 SH x x 37 300
9 300 SH x x 42 300
Southdown, Inc. Common Stocks 841297104 2,452 47,500 SH x x 4 47,500
2,421 46,889 SH x 36 46,889
Southern Co. Common Stocks 842587107 1,679 71,460 SH x x 7 71,460
522 22,200 SH x x 31 22,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
384 16,348 SH x 36 16,348
Southern Peru Copper Common Stocks 843611104 353 23,100 SH x 36 23,100
167 10,800 SH x x 38 10,800
10 700 SH x x 42 700
SouthTrust Corp. Common Stocks 844730101 1,760 43,570 SH x x 9 43,570
106 2,800 SH x x 10 2,800
6,368 168,700 SH x x 26 168,700
1,593 42,200 SH x x 28 42,200
260 6,900 SH x x 32 6,900
12,001 317,376 SH x 36 317,376
Southwest Airlines Co. Common Stocks 844741108 192 11,835 SH x 36 11,835
Southwest Bancorporation of Texas, Inc.
New Common Stocks 84476R109 20 1,000 SH x x 28 1,000
12 600 SH x x 37 600
Southwest Gas Corp. Common Stocks 844895102 76 3,300 SH x x 18 3,300
879 35,900 SH x x 28 35,900
840 36,500 SH x 36 36,500
25 1,100 SH x x 37 1,100
Southwestern Energy Co. Common Stocks 845467109 54 8,200 SH x x 18 8,200
77 11,700 SH x 36 11,700
32 4,930 SH x x 42 4,930
Sovereign Bancorp, Inc. Common Stocks 845905108 1,322 178,524 SH x x 4 178,524
2,960 388,069 SH x x 9 388,069
359 48,500 SH x x 10 48,500
2,815 380,100 SH x x 18 380,100
4,505 604,396 SH x 36 604,396
2 300 SH x x 37 300
Sovran Self Storage, Inc. Common Stocks 84610H108 1,604 84,700 SH x x 4 84,700
72 3,800 SH x x 18 3,800
1,737 91,700 SH x 36 91,700
4 200 SH x x 42 200
Spartech Corp. Common Stocks 847220209 458 14,200 SH x x 9 14,200
332 8,500 SH x x 28 8,500
481 14,900 SH x 36 14,900
61 1,900 SH x x 37 1,900
Specialty Equipment Cos., Inc. Common Stocks 847497203 139 4,000 SH x x 28 4,000
5 200 SH x x 37 200
Spectra-Physics Lasers, Inc. Common Stocks 847568102 560 20,000 SH x x 19 20,000
728 26,000 SH x 36 26,000
Speedway Motorsports, Inc. Common Stocks 847788106 9 310 SH x 36 310
11 400 SH x x 37 400
Spieker Properties, Inc. Common Stocks 848497103 20,321 557,700 SH x x 2 557,700
302 8,300 SH x x 7 8,300
58 1,600 SH x x 26 1,600
7,149 196,200 SH x x 27 196,200
451 12,373 SH x 36 12,373
47 1,300 SH x x 42 1,300
Sport Supply Group, Inc. Common Stocks 848915104 364 53,000 SH x x 19 53,000
454 66,000 SH x 36 66,000
Springs Industries, Inc. Common Stocks 851783100 623 15,600 SH x x 9 15,600
72 1,800 SH x x 18 1,800
16 400 SH x x 26 400
806 18,800 SH x x 28 18,800
2,093 52,400 SH x 36 52,400
100 2,500 SH x x 42 2,500
Sprint Corp. (Fon Group) Common Stocks 852061100 34,869 481,700 SH x x 1 481,700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
10,188 143,134 SH x x 5 143,134
747 11,100 SH x x 10 11,100
2,517 37,400 SH x x 17 37,400
1,317 13,500 SH x x 20 13,500
3,345 49,700 SH x x 26 49,700
1,784 26,500 SH x x 28 26,500
394 5,850 SH x x 31 5,850
84,898 1,261,247 SH x 36 1,261,247
Sprint Corp. (PCS Group) Common Stocks 852061506 2,897 28,250 SH x x 10 28,250
31,111 303,522 SH x 36 303,522
10,228 99,786 SH x x 44 99,786
STAAR Surgical Co. New Common Stocks 852312305 286 29,900 SH x x 19 29,900
1,016 104,247 SH x 36 104,247
Staff Leasing, Inc. Common Stocks 852381102 4 400 SH x x 37 400
Stage Stores, Inc. Common Stocks 85254C107 243 105,000 SH x x 19 105,000
324 140,000 SH x 36 140,000
Standard Commercial Corp. Common Stocks 853258101 189 53,000 SH x x 19 53,000
285 80,000 SH x 36 80,000
Standard Motor Products, Inc. Class A Common Stocks 853666105 35 2,200 SH x x 18 2,200
Standard Pacific Corp. Common Stocks 85375C101 287 26,100 SH x x 9 26,100
300 27,300 SH x 36 27,300
3 300 SH x x 37 300
Standard Register Co. Common Stocks 853887107 10 500 SH x x 37 500
Standex International Corp. Common Stocks 854231107 4 200 SH x x 37 200
Stanley Furniture Company, Inc. Common Stocks 854305200 282 15,367 SH x 36 15,367
Stanley Works Common Stocks 854616109 250 8,300 SH x x 18 8,300
47 1,575 SH x 36 1,575
Staples, Inc. Common Stocks 855030102 226 10,886 SH x 36 10,886
Starbucks Corp. Common Stocks 855244109 105 4,332 SH x 36 4,332
92 3,800 SH x x 37 3,800
Starrett (L.S.) Co. Class A Common Stocks 855668109 1,241 55,300 SH x x 4 55,300
1,806 80,500 SH x 36 80,500
State Auto Financial Corp. Common Stocks 855707105 5 500 SH x x 37 500
State Street Corp. Common Stocks 857477103 2,601 35,600 SH x x 12 35,600
7,014 96,000 SH x 36 96,000
Staten Island Bancorp, Inc. Common Stocks 857550107 569 31,600 SH x x 9 31,600
56 3,100 SH x x 28 3,100
1,017 56,500 SH x 36 56,500
27 1,500 SH x x 37 1,500
Station Casinos, Inc. Common Stocks 857689103 2,199 95,000 SH x x 9 95,000
2,695 120,100 SH x 36 120,100
74 3,300 SH x x 37 3,300
45 2,200 SH x x 42 2,200
Steel Dynamics, Inc. Common Stocks 858119100 16 1,000 SH x x 37 1,000
Steelcase, Inc. Class A Common Stocks 858155200 17 1,406 SH x 36 1,406
Steinway Musical Instruments, Inc. Common Stocks 858495104 300 14,800 SH x x 19 14,800
389 19,200 SH x 36 19,200
2 100 SH x x 37 100
Stepan Co. Common Stocks 858586100 528 22,600 SH x 36 22,600
2 100 SH x x 42 100
Sterling Bancshares, Inc. Common Stocks 858907108 50 4,500 SH x x 37 4,500
Stericycle, Inc. Common Stocks 858912108 6 300 SH x x 37 300
Sterling Commerce, Inc. Common Stocks 859205106 426 12,500 SH x x 26 12,500
629 18,480 SH x 36 18,480
58 1,700 SH x x 37 1,700
Sterling Software, Inc. Common Stocks 859547101 2,955 89,900 SH x x 25 89,900
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
362 11,500 SH x x 26 11,500
2,209 64,600 SH x x 28 64,600
8,119 257,736 SH x 36 257,736
6 200 SH x x 37 200
72 2,280 SH x x 42 2,280
STET Hellas Telecommunications SA - ADR Common Stocks 859823106 423 13,870 SH x 36 13,870
447 13,600 SH x x 40 13,600
Stewart & Stevenson Services, Inc. Common Stocks 860342104 15 1,300 SH x 36 1,300
12 1,000 SH x x 37 1,000
Stewart Enterprises, Inc. Class A Common Stocks 860370105 11 2,300 SH x 36 2,300
17 3,500 SH x x 37 3,500
Stewart Information Services Corp. Common Stocks 860372101 285 21,400 SH x x 9 21,400
450 33,800 SH x x 28 33,800
962 72,300 SH x 36 72,300
Stillwater Mining Co. Common Stocks 86074Q102 45 1,400 SH x x 37 1,400
STMicroelectronics NV (Regd) Common Stocks 861012102 4,806 21,900 SH x x 22 21,900
2,150 14,200 SH x 36 14,200
2,291 15,163 SH x x 43 15,163
Stone & Webster, Inc. Common Stocks 861572105 5 300 SH x x 37 300
Stone Energy Corp. Common Stocks 861642106 2,253 58,400 SH x x 25 58,400
2,052 57,600 SH x 36 57,600
61 1,700 SH x x 37 1,700
Stoneridge, Inc. Common Stocks 86183P102 267 17,300 SH x x 28 17,300
386 25,000 SH x 36 25,000
Storage USA, Inc. Common Stocks 861907103 115 3,800 SH x x 18 3,800
103 3,400 SH x 36 3,400
21 700 SH x x 42 700
Storage Technology Corp. Common Stocks 862111200 5,219 283,041 SH x 36 283,041
Stride Rite Corp. Common Stocks 863314100 7 1,100 SH x x 37 1,100
Structural Dynamics Research Corp. Common Stocks 863555108 47 3,700 SH x x 29 3,700
1 100 SH x x 37 100
Stryker Corp. Common Stocks 863667101 114 1,640 SH x 36 1,640
Student Loan Corp., The Common Stocks 863902102 25 500 SH x 36 500
5 100 SH x x 37 100
10 200 SH x x 42 200
Sturm, Ruger & Co., Inc. Common Stocks 864159108 123 13,900 SH x x 9 13,900
134 15,100 SH x 36 15,100
6 700 SH x x 37 700
Suiza Foods Corp. Common Stocks 865077101 1,470 35,300 SH x x 28 35,300
1,189 30,000 SH x 36 30,000
48 1,200 SH x x 37 1,200
Summit Bancorp Common Stocks 866005101 5,467 178,600 SH x x 10 178,600
1,833 59,840 SH x x 31 59,840
3,943 128,737 SH x 36 128,737
Summit Properties, Inc. Common Stocks 866239106 3,101 173,500 SH x x 27 173,500
59 3,300 SH x 36 3,300
14 800 SH x x 37 800
7 400 SH x x 42 400
Sun Communities, Inc. Common Stocks 866674104 2,163 67,200 SH x x 27 67,200
68 2,100 SH x 36 2,100
13 400 SH x x 42 400
Sun Microsystems, Inc. Common Stocks 866810104 3,903 46,600 SH x x 1 46,600
17,974 216,920 SH x x 9 216,920
39,687 512,200 SH x x 10 512,200
9,803 126,700 SH x x 12 126,700
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
135 1,200 SH x x 20 1,200
650 8,400 SH x x 28 8,400
8,635 111,600 SH x x 32 111,600
103,448 1,335,886 SH x 36 1,335,886
8,480 109,598 SH x x 44 109,598
SunGard Data Systems Common Stocks 867363103 3,323 140,000 SH x x 11 140,000
8,153 343,300 SH x x 26 343,300
424 16,000 SH x x 28 16,000
5,565 234,296 SH x 36 234,296
Sunglass Hut International, Inc. Common Stocks 86736F106 78 6,900 SH x 36 6,900
74 6,600 SH x x 37 6,600
Sunoco, Inc. Common Stocks 86764P109 1,724 70,680 SH x x 9 70,680
780 33,200 SH x x 31 33,200
3,818 162,459 SH x 36 162,459
Sunrise Assisted Living, Inc. Common Stocks 86768K106 6 400 SH x x 37 400
Sunterra Corp. Common Stocks 86787D109 9 800 SH x x 37 800
Sunrise Medical, Inc. Common Stocks 867910101 1,429 231,000 SH x 36 231,000
SunTrust Banks, Inc. Common Stocks 867914103 1,405 20,412 SH x x 7 20,412
1,596 23,200 SH x x 9 23,200
562 8,160 SH x x 26 8,160
103 1,500 SH x x 28 1,500
3,399 49,400 SH x x 32 49,400
8,986 130,589 SH x 36 130,589
Superior Industries International, Inc Common Stocks 868168105 375 14,000 SH x x 9 14,000
233 8,700 SH x 36 8,700
19 700 SH x x 37 700
Superior TeleCom, Inc. Common Stocks 868365107 25 1,600 SH x x 18 1,600
SuperValu, Inc. Common Stocks 868536103 2,212 110,600 SH x x 9 110,600
1,196 59,800 SH x x 18 59,800
1,232 61,600 SH x x 26 61,600
1,265 61,000 SH x x 28 61,000
98 4,900 SH x x 29 4,900
1,604 80,220 SH x x 31 80,220
11,141 557,030 SH x 36 557,030
86 4,300 SH x x 42 4,300
Supreme Industries, Inc. Class A Common Stocks 868607102 242 39,066 SH x x 19 39,066
317 51,166 SH x 36 51,166
Susquehanna Bancshares, Inc. Common Stocks 869099101 22 1,400 SH x x 37 1,400
Swift Energy Co. Common Stocks 870738101 62 5,400 SH x x 18 5,400
Swift Transportation Co., Inc. Common Stocks 870756103 1,606 91,125 SH x 36 91,125
69 3,900 SH x x 37 3,900
Sybase, Inc. Common Stocks 871130100 806 47,600 SH x x 9 47,600
95 5,600 SH x x 28 5,600
1,479 87,000 SH x 36 87,000
46 2,700 SH x x 37 2,700
105 6,200 SH x x 42 6,200
Sybron International Corp. Common Stocks 87114f106 2,468 99,974 SH x 36 99,974
158 6,400 SH x x 37 6,400
Sykes Enterprises, Inc. Common Stocks 871237103 1,689 38,500 SH x 36 38,500
70 1,600 SH x x 37 1,600
Sylvan Learning Systems, Inc. Common Stocks 871399101 14 1,110 SH x 36 1,110
16 1,200 SH x x 37 1,200
Symantec Corp. Common Stocks 871503108 3,342 57,000 SH x x 11 57,000
123 2,100 SH x x 18 2,100
1,513 25,800 SH x x 26 25,800
111 1,900 SH x x 29 1,900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
6,205 105,837 SH x 36 105,837
12 200 SH x x 37 200
147 2,500 SH x x 42 2,500
Symbol Technologies, Inc. Common Stocks 871508107 2,945 42,850 SH x x 28 42,850
143 2,250 SH x x 29 2,250
2,881 45,331 SH x x 36 45,331
480 7,550 SH x x 37 7,550
Syncor International Corp. Common Stocks 871607107 338 11,100 SH 28 11,100
45 1,600 SH x x 29 1,600
326 11,200 SH x x 36 11,200
Synopsys, Inc. Common Stocks 871607107 2,203 33,200 SH x x 11 33,200
339 5,100 SH x x 26 5,100
47 700 SH x x 28 700
113 1,700 SH x x 29 1,700
4,049 60,659 SH x 36 60,659
80 1,200 SH x x 37 1,200
Synovus Financial Corp. Common Stocks 87161C105 109 5,475 SH x 36 5,475
SYSCO Corp. Common Stocks 871829107 7,252 171,870 SH x x 9 171,870
91 2,300 SH x x 26 2,300
874 22,100 SH x x 28 22,100
9,109 230,246 SH x 36 230,246
Systems & Computer Technology
Corp. Common Stocks 871873105 732 45,050 SH x 36 45,050
TB Wood's Corporation Common Stocks 872226105 332 39,000 SH x x 19 39,000
425 50,000 SH x 36 50,000
TCF Financial Corp. Common Stocks 872275102 945 34,670 SH x x 9 34,670
398 16,000 SH x x 10 16,000
85 3,400 SH x x 18 3,400
37 1,500 SH x x 28 1,500
3,979 159,962 SH x 36 159,962
72 2,900 SH x x 37 2,900
TECO Energy, Inc. Common Stocks 872375100 544 29,300 SH x x 10 29,300
132 7,100 SH x x 18 7,100
58 3,150 SH x 36 3,150
87 4,700 SH x x 37 4,700
TEPPCO Partners L.P. Common Stocks 872384102 1,642 85,000 SH x 36 85,000
THQ, Inc. Common Stocks 872443403 68 2,950 SH x x 37 2,950
TJ International, Inc. Common Stocks 872534102 2,848 67,800 SH x 36 67,800
17 400 SH x x 37 400
189 4,500 SH x x 42 4,500
TJX Cos., Inc. Common Stocks 872540109 6,653 326,100 SH x x 10 326,100
1,590 77,800 SH x x 12 77,800
184 9,000 SH x x 26 9,000
74 3,600 SH x x 28 3,600
5,243 256,550 SH x 36 256,550
TNP Enterprises, Inc. Common Stocks 872594106 78 1,900 SH x x 18 1,900
515 11,400 SH x x 28 11,400
91 2,200 SH x x 29 2,200
887 21,500 SH x 36 21,500
12 300 SH x x 42 300
TRW, Inc. Common Stocks 872649108 810 15,593 SH x x 7 15,593
275 5,300 SH x x 28 5,300
1,954 37,630 SH x x 31 37,630
5,273 101,519 SH x 36 101,519
TSI International Software, Ltd. Common Stocks 872879101 2,508 44,500 SH x x 11 44,500
TMP Worldwide, Inc. Common Stocks 872941109 396 2,800 SH x x 26 2,800
579 4,076 SH x 36 4,076
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Taiwan Semiconductor
Manufacturing Co., Ltd - ADR Common Stocks 874039100 2,825 43,326 SH x x 22 43,326
14,216 315,912 SH x 36 315,912
2,000 44,452 SH x x 38 44,452
1,819 40,424 SH x x 39 40,424
1,189 24,667 SH x x 40 24,667
Talbots, Inc. Common Stocks 874161102 1,874 42,000 SH x x 9 42,000
94 2,100 SH x x 29 2,100
1,861 41,700 SH x 36 41,700
45 1,000 SH x x 37 1,000
Talisman Energy, Inc. Common Stocks 87425E103 1,947 75,600 SH x x 4 75,600
Tandy Corp. Common Stocks 875382103 6,827 138,800 SH x x 26 138,800
3,879 78,857 SH x 36 78,857
Tanger Factory Outlet Centers,
Inc. Common Stocks 875465106 975 47,000 SH x x 27 47,000
68 3,300 SH x 36 3,300
19 900 SH x x 42 900
Taubman Centers, Inc. Common Stocks 876664103 1,341 124,700 SH x x 2 124,700
3,145 292,600 SH x x 27 292,600
57 5,300 SH x 36 5,300
10 900 SH x x 42 900
Tech Data Corp. Common Stocks 878237106 95 3,500 SH x x 7 3,500
555 20,500 SH x x 31 20,500
1,443 53,200 SH x 36 53,200
38 1,400 SH x x 37 1,400
Tech-Sym Corp. Common Stocks 878308105 1,543 74,800 SH x x 4 74,800
1,763 85,500 SH x 36 85,500
Techne Corp. Common Stocks 878377100 650 10,700 SH x x 28 10,700
1,082 19,646 SH x 36 19,646
149 2,700 SH x x 37 2,700
Technitrol, Inc. Common Stocks 878555101 48 1,100 SH x x 28 1,100
80 1,800 SH x x 37 1,800
Technology Solutions Co. Common Stocks 87872T108 234 7,000 SH x x 11 7,000
2,538 77,500 SH x 36 77,500
Tecumseh Products Co. Class A Common Stocks 878895200 677 13,390 SH x x 9 13,390
457 9,700 SH x x 18 9,700
2,709 56,900 SH x x 28 56,900
99 2,100 SH x x 29 2,100
2,029 42,994 SH x 36 42,994
Tekelec, Inc. Common Stocks 879101103 446 20,000 SH x x 19 20,000
1,773 78,800 SH x 36 78,800
Tel-Save Holdings, Inc. Common Stocks 879176105 20 1,100 SH x x 42 1,100
Tele Centro Sul Participacoes SA
- ADR Preferred Stocks 879239101 1,394 15,400 SH x 36 15,400
354 3,900 SH x x 39 3,900
864 9,300 SH x x 40 9,300
Tele Norte Leste Participacoes SA
- ADR Preferred Stocks 879246106 2,073 81,300 SH x 36 81,300
946 37,100 SH x x 39 37,100
1,225 43,891 SH x x 40 43,891
Telecom Argentina SA Class B - ADR Common Stocks 879273209 582 17,000 SH x x 31 17,000
781 22,800 SH x 36 22,800
196 5,100 SH x x 40 5,100
Telecomunicacoes Brasileiras SA -
ADR Preferred Stocks 879287308 5,179 40,300 SH x x 13 40,300
Teleflex, Inc. Common Stocks 879369106 11 354 SH x x 7 354
125 4,00 SH x x 18 4,000
95 2,400 SH x x 28 2,400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
27 866 SH x 36 866
38 1,200 SH x x 37 1,200
Telefonica de Argentina Class B
ADR Common Stocks 879378206 939 21,000 SH x x 22 21,000
451 14,600 SH x x 31 14,600
940 30,440 SH x 36 30,440
480 14,300 SH x x 40 14,300
Telefonica de Espana SA - ADR Common Stocks 879382208 1,794 22,694 SH x 36 22,694
Telefonica Del Peru SA Class B
ADR Common Stocks 879384105 2,762 197,500 SH x x 8 197,500
2,573 192,340 SH x 36 192,340
545 40,738 SH x x 38 40,738
549 36,430 SH x x 40 36,430
Telefonos de Mexico SA Series L
ADR Common Stocks 879403780 8,664 73,600 SH x x 8 73,600
3,766 23,100 SH x x 22 23,100
1,710 15,200 SH x x 31 15,200
0,028 266,621 SH x 36 266,621
3,013 26,780 SH x x 38 26,780
2,104 18,700 SH x x 39 18,700
5,704 45,807 SH x x 40 45,807
Telephone & Data Systems, Inc. Common Stocks 879433100 63 500 SH x x 18 500
1,386 11,000 SH x x 26 11,000
554 4,400 SH x x 28 4,400
6,432 51,051 SH x 36 51,051
302 2,400 SH x x 42 2,400
Telesp Participacoes SA - ADR Preferred Stocks 87952K100 722 29,700 SH x 36 29,700
536 19,400 SH x x 40 19,400
Teligent, Inc. Class A Common Stocks 87959Y103 31 494 SH x 36 494
Tellabs, Inc. Common Stocks 879664100 83 1,300 SH x x 7 1,300
2,747 42,845 SH x x 9 42,845
3,758 58,600 SH x x 12 58,600
173 2,700 SH x x 28 2,700
4,179 220,903 SH x 36 220,903
Telxon Corp. Common Stocks 879700102 2,661 166,300 SH x 36 166,300
Temple-Inland, Inc. Common Stocks 879868107 2,944 45,000 SH x x 10 45,000
1,213 18,400 SH x x 18 18,400
2,270 31,600 SH x x 25 31,600
1,337 19,400 SH x x 28 19,400
1,952 29,610 SH x x 31 29,610
7,233 109,700 SH x 36 109,700
TeleTech Holdings, Inc. Common Stocks 879939106 788 23,386 SH x 36 23,386
111 3,300 SH x x 37 3,300
Tenet Healthcare Corp. Common Stocks 88033G100 2,637 106,190 SH x x 9 106,190
3,737 178,800 SH x x 10 178,800
52 2,200 SH x x 26 2,200
3,975 169,131 SH x 36 169,131
Tennant Co. Common Stocks 880345103 328 10,000 SH x x 19 10,000
328 10,000 SH x 36 10,000
Teradyne, Inc. Common Stocks 880770102 4,090 61,964 SH x x 4 61,964
9,496 295,400 SH x x 26 295,400
4,912 225,932 SH x 36 225,932
Terex Corp. Common Stocks 880779103 1,567 54,800 SH x x 9 54,800
2,356 78,400 SH x x 25 78,400
1,477 49,900 SH x x 28 49,900
6,421 231,400 SH x 36 231,400
11 400 SH x x 37 400
Tesoro Petroleum Corp. Common Stocks 881609101 77 6,700 SH x x 18 6,700
612 50,000 SH x x 28 50,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
472 40,800 SH x 36 40,800
14 1,200 SH x x 37 1,200
Teva Pharmaceutical Industries,
Ltd. - ADR Common Stocks 881624209 5,824 81,243 SH x 36 81,243
519 7,263 SH x x 38 7,263
726 9,240 SH x x 40 9,240
TETRA Technologies, Inc. Common Stocks 88162G103 1,841 120,000 SH x x 11 120,000
1,431 93,100 SH x 36 93,100
62 4,025 SH x x 37 4,025
Texaco, Inc. Common Stocks 881694103 10,131 175,066 SH x x 5 175,066
4,279 73,560 SH x x 9 73,560
3,132 57,700 SH x x 10 57,700
4,600 84,700 SH x x 17 84,700
576 10,600 SH x x 28 10,600
353 6,500 SH x x 31 6,500
2,965 54,600 SH x x 32 54,600
35,330 650,497 SH x 36 650,497
Texas Industries, Inc. Common Stocks 882491103 2,807 65,950 SH x x 4 65,950
1,699 38,820 SH x x 9 38,820
1,088 22,900 SH x x 28 22,900
2,729 64,120 SH x 36 64,120
17 400 SH x x 37 400
54 1,300 SH x x 42 1,300
Texas Instruments, Inc. Common Stocks 882508104 848 8,755 SH x x 1 8,755
22,321 230,500 SH x x 10 230,500
10,966 113,200 SH x x 12 113,200
1,008 10,400 SH x x 28 10,400
62,963 649,936 SH x 36 649,936
7,563 78,068 SH x x 44 78,068
Texas Regional Bancshares, Inc.
Class A Common Stocks 882673106 61 2,100 SH x x 18 2,100
58 2,000 SH x x 37 2,000
Texas Utilities Co. Common Stocks 882848104 7,869 203,400 SH x x 5 203,400
1,189 33,443 SH x x 7 33,443
2,118 55,660 SH x x 9 55,660
2,251 63,300 SH x x 10 63,300
4,982 140,100 SH x x 18 140,100
199 5,600 SH x x 28 5,600
2,129 59,870 SH x x 31 59,870
8,254 232,108 SH x 36 232,108
Textron, Inc. Common Stocks 883203101 14,747 179,850 SH x x 5 179,850
1,204 15,700 SH x x 7 15,700
1,058 13,800 SH x x 18 13,800
1,396 18,200 SH x x 28 18,200
22,654 295,405 SH x 36 295,405
theglobe.com Common Stocks 88335R101 2 200 SH x x 37 200
Theragenics Corp. Common Stocks 883375107 5 600 SH x x 37 600
Thermo Electron Corp. Common Stocks 883556102 6,806 453,750 SH x 36 453,750
Thermo Instrument Systems, Inc. Common Stocks 883559106 113 10,200 SH x x 26 10,200
226 20,349 SH x 36 20,349
4 400 SH x x 37 400
7 600 SH x x 42 600
Thermo BioAnalysis Corp. Common Stocks 88355H108 26 1,400 SH x x 18 1,400
ThermoQuest Corp. Common Stocks 883655102 12 1,200 SH x 36 1,200
11 1,110 SH x x 42 1,110
Thomas & Betts Corp. Common Stocks 884315102 717 22,500 SH x x 4 22,500
220 6,900 SH x x 18 6,900
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,228 38,520 SH x x 31 38,520
4,349 136,430 SH x 36 136,430
Thornburg Mortgage Asset Corp. Common Stocks 885218107 75 9,100 SH x 36 9,100
6 700 SH x x 42 700
3Com Corp. Common Stocks 885535104 3,441 73,300 SH x x 17 73,300
14,288 304,400 SH x x 26 304,400
38,114 810,927 SH x 36 810,927
6,933 147,697 SH x x 44 147,697
Ticketmaster Online-CitySearch,
Inc. Class B Common Stocks 88633P203 23 600 SH x x 26 600
106 2,763 SH x 36 2,763
Tidewater, Inc. Common Stocks 886423102 1,840 51,100 SH x x 4 51,100
2,246 62,400 SH x x 9 62,400
130 3,600 SH x x 18 3,600
612 17,000 SH x x 26 17,000
857 22,400 SH x x 28 22,400
10,231 284,200 SH x 36 284,200
306 8,500 SH x x 42 8,500
Tiffany & Co. Common Stocks 886547108 8,104 87,100 SH x x 9 87,100
2,945 33,000 SH x x 11 33,000
4,663 52,250 SH x x 23 52,250
2,171 22,800 SH x x 28 22,800
37,016 414,743 SH x 36 414,743
286 3,200 SH x x 37 3,200
5,654 63,351 SH x x 44 63,351
Timberland Co. Class A Common Stocks 887100105 429 7,400 SH x x 28 7,400
286 5,400 SH x 36 5,400
90 1,700 SH x x 37 1,700
Time Warner, Inc. Common Stocks 887315109 6,074 61,400 SH x x 1 61,400
2,409 33,250 SH x x 10 33,250
6,353 87,700 SH x x 12 87,700
6,744 93,100 SH x x 17 93,100
693 6,600 SH x x 20 6,600
12,539 173,100 SH x x 26 173,100
116 1,600 SH x x 28 1,600
64,660 892,636 SH x 36 892,636
8,801 121,493 SH x x 44 121,493
Times Mirror Co. Class A Common Stocks 887364107 275 4,100 SH x x 9 4,100
1,012 15,100 SH x x 10 15,100
1,414 21,100 SH x x 18 21,100
107 1,600 SH x x 28 1,600
952 14,216 SH x 36 14,216
Timken Co. Common Stocks 887389104 486 23,800 SH x x 9 23,800
33 1,600 SH x x 28 1,600
1,377 67,400 SH x 36 67,400
34 1,700 SH x x 42 1,700
Titan Corp. Common Stocks 888266103 523 11,100 SH x x 19 11,100
707 15,000 SH x 36 15,000
Titan Exploration, Inc. New Common Stocks 888289105 318 62,000 SH x x 19 62,000
522 96,000 SH x 36 96,000
Titanium Metals Corp. Common Stocks 888339108 887 197,150 SH x 36 197,150
Toll Brothers, Inc. Common Stocks 889478103 1,667 89,500 SH x x 4 89,500
553 29,700 SH x x 9 29,700
2,395 128,600 SH x 36 128,600
34 1,800 SH x x 37 1,800
Tootsie Roll Industries, Inc. Common Stocks 890516107 2,168 65,810 SH x x 11 65,810
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
4,386 133,155 SH x 36 133,155
Torchmark Corp. Common Stocks 891027104 262 9,000 SH x x 10 9,000
1,825 62,810 SH x x 31 62,810
3,957 136,145 SH x 36 136,145
Toro Co. Common Stocks 891092108 522 14,000 SH x x 9 14,000
93 2,500 SH x x 18 2,500
2,386 58,700 SH x x 25 58,700
261 7,000 SH x x 28 7,000
3,358 90,000 SH x 36 90,000
15 400 SH x x 37 400
78 2,100 SH x x 42 2,100
Tosco Corp. Common Stocks 891490302 1,169 40,250 SH x x 9 40,250
3,167 116,500 SH x x 10 116,500
2,213 81,400 SH x x 18 81,400
3,127 115,000 SH x x 26 115,000
2,177 80,080 SH x x 31 80,080
8,194 301,380 SH x 36 301,380
Total Fina SA - ADR Common Stocks 89151E109 4,283 61,844 SH x x 30 61,844
4,501 64,999 SH x 36 64,999
Tower Automotive, Inc. Common Stocks 891707101 1,870 118,180 SH x x 9 118,180
1,258 76,200 SH x x 28 76,200
4,883 316,300 SH x 36 316,300
46 3,000 SH x x 37 3,000
Total Systems Services, Inc. Common Stocks 891906109 14 865 SH x 36 865
13 800 SH x x 37 800
Town & Country Trust Common Stocks 892081100 5 300 SH x 36 300
Toys "R" Us, Inc. Common Stocks 892335100 1,661 108,570 SH x x 9 108,570
4,065 284,024 SH x x 26 284,024
764 53,400 SH x x 31 53,400
5,019 350,693 SH x 36 350,693
Tractor Supply Co. Common Stocks 892356106 22 1,400 SH x x 18 1,400
339 21,200 SH x x 19 21,200
448 28,000 SH x 36 28,000
3 200 SH x x 37 200
Trammell Crow Co. Common Stocks 89288R106 6 500 SH x x 37 500
Trans World Entertainment Corp. Common Stocks 89336Q100 209 19,900 SH x 36 19,900
8 800 SH x x 37 800
Transatlantic Holdings, Inc. Common Stocks 893521104 2,990 38,300 SH x x 4 38,300
852 10,920 SH x x 9 10,920
4,737 60,687 SH x 36 60,687
55 700 SH x x 42 700
Transport Corp. of America Common Stocks 89385P102 288 24,000 SH x x 19 24,000
398 32,000 SH x 36 32,000
TransTexas Gas Corp. Common Stocks 893895102 0 1,000 SH x 36 1,000
Travelers Property Casualty Corp.
Class A Common Stocks 893939108 1,145 30,040 SH x x 9 30,040
370 10,800 SH x x 10 10,800
1,473 43,020 SH x x 31 43,020
4,421 129,086 SH x 36 129,086
TranSwitch Corp. Common Stocks 894065101 806 11,113 SH x 36 11,113
196 2,700 SH x x 37 2,700
Tredegar Industries, Inc. Common Stocks 894650100 62 3,000 SH x x 28 3,000
97 4,700 SH x 36 4,700
Trendwest Resorts, Inc. NPV Common Stocks 894917103 20 900 SH x x 37 900
Triangle Bancorp, Inc. Common Stocks 895835106 72 3,700 SH x x 37 3,700
Triangle Pharmaceuticals, Inc. Common Stocks 89589H100 718 56,000 SH x 36 56,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Triad Guaranty, Inc. Common Stocks 895925105 25 1,100 SH x x 28 1,100
5 200 SH x 36 200
9 400 SH x x 37 400
Tricon Global Restaurants, Inc. Common Stocks 895953107 8,660 224,200 SH x x 26 224,200
2,446 63,330 SH x 36 63,330
Tribune Co. Common Stocks 896047107 18,362 310,660 SH x x 5 310,660
1,469 26,674 SH x x 7 26,674
2,120 38,500 SH x x 26 38,500
688 12,500 SH x x 28 12,500
27,945 507,518 SH x 36 507,518
Trigon Healthcare, Inc. Common Stocks 89618L100 1,581 52,670 SH x x 9 52,670
307 10,400 SH x x 26 10,400
775 23,500 SH x x 28 23,500
4,376 148,329 SH x 36 148,329
195 6,600 SH x x 42 6,600
Trimble Navigation, Ltd. NPV Common Stocks 896239100 11 500 SH x x 37 500
Trinity Industries, Inc. Common Stocks 896522109 1,937 68,100 SH x x 4 68,100
2,635 91,730 SH x x 9 91,730
179 6,300 SH x x 26 6,300
1,012 31,600 SH x x 28 31,600
7,939 279,170 SH x 36 279,170
43 1,500 SH x x 37 1,500
38 1,330 SH x x 42 1,330
Triquint Semiconductor, Inc. Common Stocks 89674K103 178 1,600 SH x x 37 1,600
Triumph Group, Inc. New Common Stocks 896818101 10 400 SH x x 37 400
Trizec Hahn Corp. Common Stocks 896938107 4,229 250,600 SH x x 27 250,600
True North Communications, Inc. Common Stocks 897844106 49 1,100 SH x x 37 1,100
Trust Company of New Jersey Common Stocks 898304100 2 100 SH x 36 100
TrustCo Bank Corp. NY Common Stocks 898349105 15 1,100 SH x x 37 1,100
Trustmark Corp. Common Stocks 898402102 104 4,800 SH x x 9 4,800
67 3,100 SH x x 26 3,100
696 32,300 SH x x 28 32,300
455 21,076 SH x 36 21,076
67 3,100 SH x x 42 3,100
Tubos de Acero de Mexico SA Common Stocks 898592506 502 37,000 SH x 36 37,000
190 14,000 SH x x 38 14,000
294 21,700 SH x x 39 21,700
114 6,400 SH x x 40 6,400
Tupperware Corp. Common Stocks 899896104 813 48,000 SH x x 9 48,000
918 54,200 SH x x 26 54,200
540 31,900 SH x x 28 31,900
3,110 183,600 SH x 36 183,600
19 1,100 SH x x 37 1,100
151 8,600 SH x x 42 8,600
TV Azteca SA de CV - ADR Common Stocks 901145102 2,042 217,700 SH x x 8 217,700
1,251 139,000 SH x 36 139,000
472 52,400 SH x x 39 52,400
20th Century Industries Common Stocks 901272203 41 2,115 SH x 36 2,115
Twinlab Corp. New Common Stocks 901774109 377 47,500 SH x 36 47,500
Tyco International, Ltd. Common Stocks 902124106 46,680 1,115,922 SH x x 1 1,115,922
0 10 SH x x 3 10
20,706 532,524 SH x x 10 532,524
6,912 177,800 SH x x 12 177,800
5,221 134,300 SH x x 17 134,300
1,701 30,200 SH x x 20 30,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C><C> <C>
12,307 316,577 SH x x 26 316,577
89 2,300 SH x x 28 2,300
5,481 141,000 SH x x 32 141,000
118,857 3,057,404 SH x 36 3,057,404
Tyson Foods, Inc. Class A Common Stocks 902494103 933 57,400 SH x x 18 57,400
2,106 129,600 SH x x 26 129,600
78 4,800 SH x x 28 4,800
1,474 90,720 SH x x 31 90,720
6,484 399,034 SH x 36 399,034
UAL Corp. Common Stocks 902549500 2,474 31,900 SH x x 1 31,900
3,909 47,990 SH x x 9 47,990
2,040 26,300 SH x x 18 26,300
280 3,300 SH x x 28 3,300
46,011 593,211 SH x 36 593,211
62 800 SH x x 42 800
10,553 136,060 SH x x 44 136,060
UCAR International, Inc. Common Stocks 90262K109 29 1,600 SH x x 37 1,600
UGI Corp. Common Stocks 902681105 732 35,800 SH x x 9 35,800
123 6,000 SH x x 18 6,000
1,242 57,000 SH x x 28 57,000
2,240 109,600 SH x 36 109,600
22 1,100 SH x x 37 1,100
23 1,100 SH x x 42 1,100
UICI Common Stocks 902737105 59 5,600 SH x x 18 5,600
97 9,200 SH x x 28 9,200
19 1,800 SH x x 29 1,800
177 16,800 SH x 36 16,800
1 100 SH x x 37 100
UMB Financial Corp. Common Stocks 902788108 126 3,410 SH x x 9 3,410
94 2,530 SH x x 29 2,530
145 3,850 SH x 36 3,850
24 640 SH x x 37 640
USX-Marathon Group Common Stocks 902905827 1,767 71,567 SH x x 7 71,567
632 25,600 SH x x 9 25,600
4,863 197,000 SH x x 17 197,000
7,275 294,700 SH x x 18 294,700
588 23,800 SH x x 26 23,800
12,990 526,192 SH x 36 526,192
UST Corp. Common Stocks 902911106 2,438 96,800 SH x x 18 96,800
242 9,600 SH x x 26 9,600
929 36,900 SH x x 28 36,900
3,876 153,897 SH x 36 153,897
USA Truck, Inc. Common Stocks 902925106 231 29,800 SH x x 19 29,800
272 34,500 SH x 36 34,500
U.S. Restaurant Properties, Inc. Common Stocks 902971100 21 1,500 SH x 36 1,500
9 600 SH x x 37 600
3 200 SH x x 42 200
U.S. Bancorp Common Stocks 902973106 1,424 59,800 SH x x 1 59,800
8,515 357,800 SH x x 10 357,800
6,198 260,289 SH x 36 260,289
USA Networks, Inc. Common Stocks 902984103 7,494 135,800 SH x x 17 135,800
17,989 325,596 SH x 36 325,596
6 100 SH x x 37 100
URS Corp. Common Stocks 903236107 284 13,100 SH x x 9 13,100
61 2,800 SH x x 18 2,800
2,389 101,100 SH x x 25 101,100
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
978 42,200 SH x x 28 42,200
3,277 151,100 SH x 36 151,100
U.S. Can Corp. Common Stocks 90328W105 4 200 SH x x 37 200
USG Corp. Common Stocks 903293405 2,149 45,600 SH x x 4 45,600
1,725 36,600 SH x x 9 36,600
28 600 SH x x 10 600
462 9,800 SH x x 18 9,800
2,817 55,200 SH x x 25 55,200
10,089 214,100 SH x x 26 214,100
2,060 42,100 SH x x 28 42,100
94 2,000 SH x x 29 2,000
14,314 303,742 SH x 36 303,742
316 6,700 SH x x 42 6,700
U.S. Foodservice Common Stocks 90331R101 2,002 119,540 SH x x 9 119,540
1,124 67,100 SH x x 18 67,100
1,850 110,430 SH x 36 110,430
US LEC Corp. Common Stocks 90331S109 23 700 SH x 36 700
6 200 SH x x 37 200
USEC, Inc. Common Stocks 90333E108 443 63,300 SH x x 9 63,300
645 92,100 SH x x 10 92,100
454 64,800 SH x 36 64,800
USX-U.S. Steel Group Common Stocks 90337T101 2,356 71,400 SH x x 9 71,400
297 9,000 SH x x 10 9,000
3,828 116,000 SH x x 18 116,000
3,005 91,060 SH x 36 91,060
UTI Energy Corp. Common Stocks 903387108 355 15,400 SH x x 9 15,400
872 37,800 SH x 36 37,800
25 1,100 SH x x 42 1,100
U.S. Xpress Enterprises, Inc.
Class A Common Stocks 90338N103 34 4,600 SH x 36 4,600
Ultimate Electronics, Inc. Common Stocks 903849100 662 26,756 SH x 36 26,756
Ultramar Diamond Shamrock Corp. Common Stocks 904000106 4,216 179,890 SH x x 9 179,890
2,493 110,600 SH x x 10 110,600
3,185 140,400 SH x x 18 140,400
3,882 171,100 SH x x 26 171,100
534 22,800 SH x x 28 22,800
1,319 58,140 SH x x 31 58,140
9,690 427,122 SH x 36 427,122
68 3,000 SH x x 37 3,000
237 10,920 SH x x 42 10,920
Ultratech Stepper, Inc. Common Stocks 904034105 1,030 63,900 SH x 36 63,900
3 200 SH x x 37 200
Uniao de Bancos Brasileiros SA -
GDR Preferred Stocks 90458E107 1,484 34,000 SH x x 22 34,000
2,235 74,202 SH x 36 74,202
220 7,300 SH x x 40 7,300
Unico American Corp. NPV Common Stocks 904607108 239 34,200 SH x x 19 34,200
327 46,700 SH x 36 46,700
Unifi, Inc. Common Stocks 904677101 330 30,600 SH x x 10 30,600
Unifirst Corp. Common Stocks 904708104 5 400 SH x x 37 400
Unicom Corp. Common Stocks 904911104 1,504 41,480 SH x x 9 41,480
422 12,600 SH x x 31 12,600
4,322 129,021 SH x 36 129,021
Union Carbide Corp. Common Stocks 905581104 928 13,900 SH x x 10 13,900
868 13,000 SH x x 26 13,000
1,715 25,700 SH x x 31 25,700
13,848 207,465 SH x 36 207,465
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Union Pacific Corp. Common Stocks 907818108 11,962 255,430 SH x x 5 255,430
1,038 23,786 SH x x 7 23,786
767 17,580 SH x x 9 17,580
5,830 133,600 SH x x 10 133,600
2,295 52,600 SH x x 28 52,600
2,180 49,960 SH x x 31 49,960
33,917 777,473 SH x 36 777,473
Union Pacific Resources Group,
Inc. Common Stocks 907834105 1,916 150,300 SH x x 7 150,300
454 35,600 SH x x 10 35,600
7,727 606,000 SH x 36 606,000
Union Planters Corp. Common Stocks 908068109 2,208 55,977 SH x x 4 55,977
1,948 49,400 SH x x 10 49,400
2,512 63,702 SH x 36 63,702
UnionBanCal Corp. Common Stocks 908906100 12 306 SH x x 7 306
2,469 58,480 SH x x 9 58,480
4,318 109,500 SH x x 26 109,500
2,753 69,800 SH x x 28 69,800
217 5,500 SH x x 31 5,500
8,290 210,200 SH x 36 210,200
Uniphase Corp. Common Stocks 909149106 242 1,500 SH x x 11 1,500
UniSource Energy Corp. NPV Common Stocks 909205106 50 4,500 SH x x 18 4,500
988 84,600 SH x x 28 84,600
450 40,200 SH x 36 40,200
Unisys Corp. Common Stocks 909214108 21,477 624,800 SH x x 5 624,800
913 28,597 SH x x 7 28,597
438 13,700 SH x x 26 13,700
26,732 837,012 SH x 36 837,012
Unit Corp. Common Stocks 909218109 331 43,000 SH x x 19 43,000
461 60,000 SH x 36 60,000
United Bankshares, Inc. Common Stocks 909907107 59 2,500 SH x x 37 2,500
United Dominion Realty Trust, Inc. Common Stocks 910197102 137 13,900 SH x 36 13,900
23 2,310 SH x x 42 2,310
United Fire & Casualty Co. Common Stocks 910331107 2,499 110,461 SH x 36 110,461
United Healthcare Corp. Common Stocks 910581107 1,965 36,986 SH x x 7 36,986
3,652 64,110 SH x x 9 64,110
367 6,900 SH x x 10 6,900
3,209 60,400 SH x x 18 60,400
250 4,700 SH x x 26 4,700
1,440 27,100 SH x x 28 27,100
213 4,000 SH x x 31 4,000
4,548 85,610 SH x 36 85,610
United Illuminating Co. Common Stocks 910637107 632 12,300 SH x x 9 12,300
113 2,200 SH x x 18 2,200
465 7,800 SH x x 28 7,800
1,911 37,200 SH x 36 37,200
26 500 SH x x 37 500
118 2,300 SH x x 42 2,300
United National Bancorp Common Stocks 910909100 13 600 SH x x 37 600
United Natural Foods, Inc. Common Stocks 911163103 2 200 SH x x 37 200
United Payors & United Providers,
Inc. Common Stocks 911319101 226 11,100 SH x x 28 11,100
124 7,500 SH x 36 7,500
5 300 SH x x 37 300
United Rentals, Inc. Common Stocks 911363100 12 728 SH x 36 728
United States Cellular Corp. Common Stocks 911684108 4,340 43,000 SH x x 4 43,000
30 300 SH x x 26 300
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
707 7,000 SH x x 28 7,000
151 1,500 SH x x 29 1,500
4,908 48,620 SH x 36 48,620
20 200 SH x x 37 200
USAirways Group, Inc. Common Stocks 911905107 63 1,952 SH x 36 1,952
U.S. Home Corp. Common Stocks 911920106 317 12,400 SH x x 9 12,400
320 12,500 SH x 36 12,500
US Industries, Inc. Common Stocks 912080108 452 32,269 SH x 36 32,269
73 5,200 SH x x 42 5,200
U.S. West, Inc. NPV Common Stocks 91273H101 3,845 53,400 SH x x 26 53,400
266 3,700 SH x x 28 3,700
1,697 23,565 SH x 36 23,565
U.S. Trust Corp. Common Stocks 91288L105 168 2,100 SH x x 26 2,100
876 10,927 SH x 36 10,927
136 1,700 SH x x 37 1,700
United Stationers, Inc. Common Stocks 913004107 962 29,000 SH x x 28 29,000
1,085 38,000 SH x 36 38,000
43 1,500 SH x x 42 1,500
United Technologies Corp. Common Stocks 913017109 16,276 227,138 SH x x 1 227,138
801 8,500 SH x x 20 8,500
1,969 30,290 SH x x 28 30,290
21,936 337,481 SH x 36 337,481
United Television, Inc. Common Stocks 913066106 2,906 21,450 SH x x 4 21,450
122 900 SH x x 28 900
4,092 30,200 SH x 36 30,200
Unitrin, Inc. Common Stocks 913275103 153 4,058 SH x 36 4,058
Universal Corp. Common Stocks 913456109 625 27,400 SH x x 9 27,400
112 4,900 SH x x 18 4,900
1,451 63,600 SH x x 26 63,600
112 3,400 SH x x 28 3,400
1,994 87,400 SH x 36 87,400
25 1,100 SH x x 37 1,100
Universal Foods Corp. Common Stocks 913538104 723 35,500 SH x x 9 35,500
82 4,000 SH x x 29 4,000
748 36,700 SH x 36 36,700
71 3,500 SH x x 37 3,500
Universal Forest Products, Inc. Common Stocks 913543104 127 8,600 SH x x 28 8,600
465 31,500 SH x 36 31,500
7 500 SH x x 37 500
Universal Health Services, Inc.
Class B Common Stocks 913903100 436 12,100 SH x x 28 12,100
261 7,261 SH x 36 7,261
4 100 SH x x 37 100
Univision Communications, Inc.
Class A Common Stocks 914906102 674 6,600 SH x x 9 6,600
603 5,900 SH x x 26 5,900
51 500 SH x x 28 500
2,487 24,342 SH x 36 24,342
Unocal Corp. Common Stocks 915289102 16,747 464,980 SH x x 5 464,980
245 7,300 SH x x 31 7,300
1,994 59,400 SH x x 32 59,400
37,038 1,103,554 SH x 36 1,103,554
UNOVA, Inc. Common Stocks 91529B106 1,135 87,300 SH x 36 87,300
USFreightways Corp. Common Stocks 916906100 2,928 59,860 SH x x 9 59,860
3,030 63,950 SH x x 23 63,950
2,312 44,900 SH x x 25 44,900
1,245 24,000 SH x x 28 24,000
10,479 218,890 SH x 36 218,890
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
47 1,000 SH x x 37 1,000
43 900 SH x x 42 900
Urban Outfitters, Inc. Common Stocks 917047102 55 1,900 SH x x 37 1,900
Urban Shopping Centers, Inc. Common Stocks 917060105 2,750 101,400 SH x x 27 101,400
27 1,000 SH x 36 1,000
5 200 SH x x 42 200
USBANCORP, Inc. Common Stocks 917292104 46 3,900 SH x x 18 3,900
127 8,800 SH x x 28 8,800
6 500 SH x x 37 500
USWeb Corp. Common Stocks 917327108 329 7,400 SH x x 7 7,400
1,391 31,300 SH x x 23 31,300
196 4,400 SH x x 26 4,400
4,965 111,730 SH x 36 111,730
164 3,700 SH x x 37 3,700
UtiliCorp United, Inc. Common Stocks 918005109 2,245 112,200 SH x x 9 112,200
122 6,300 SH x x 18 6,300
1,664 78,850 SH x x 28 78,850
3,713 191,002 SH x 36 191,002
64 3,300 SH x x 37 3,300
V.F. Corp. Common Stocks 918204108 465 15,500 SH x x 26 15,500
1,593 53,100 SH x x 31 53,100
6,808 226,928 SH x 36 226,928
Valassis Communications, Inc. Common Stocks 918866104 944 20,000 SH x x 9 20,000
3,336 72,900 SH x x 25 72,900
1,542 36,500 SH x x 26 36,500
68 1,600 SH x x 28 1,600
8,010 189,574 SH x 36 189,574
177 4,200 SH x x 37 4,200
Valhi, Inc. New Common Stocks 918905100 2 200 SH x 36 200
Valero Energy Corp. Common Stocks 91913Y100 352 17,700 SH x x 10 17,700
36 1,800 SH x x 37 1,800
Valley National Bancorp Common Stocks 919794107 288 8,018 SH x x 28 8,018
375 13,387 SH x 36 13,387
62 2,200 SH x x 37 2,200
Valmont Industries, Inc. Common Stocks 920253101 8 500 SH x x 37 500
Valspar Corp. Common Stocks 920355104 38 907 SH x 36 907
84 2,000 SH x x 37 2,000
Value City Department Stores, Inc. Common Stocks 920387107 159 10,500 SH x x 9 10,500
203 13,400 SH x 36 13,400
19 1,230 SH x x 42 1,230
Valuevision International, Inc.
Class A Common Stocks 92047K107 4,681 81,670 SH x 36 81,670
Varco International, Inc. Common Stocks 922126107 1,561 150,300 SH x x 9 150,300
100 9,800 SH x x 18 9,800
120 11,800 SH x x 28 11,800
2,443 239,800 SH x 36 239,800
22 2,200 SH x x 37 2,200
51 5,000 SH x x 42 5,000
Vastar Resources, Inc. Common Stocks 922380100 124 2,100 SH x x 28 2,100
23 398 SH x 36 398
24 400 SH x x 37 400
Veeco Instruments, Inc. Common Stocks 922417100 1,175 25,100 SH x 36 25,100
Ventas, Inc. Common Stocks 92276F100 17 4,000 SH x 36 4,000
Venator Group, Inc. Common Stocks 922944103 1,365 195,000 SH x x 9 195,000
1,379 197,018 SH x 36 197,018
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
34 4,900 SH x x 37 4,900
Verio, Inc. Common Stocks 923433106 2,928 63,400 SH x x 11 63,400
3,801 82,300 SH x x 23 82,300
166 3,600 SH x x 26 3,600
4,532 98,122 SH x 36 98,122
65 1,400 SH x x 37 1,400
Veritas Software Corp. Common Stocks 923436109 2,992 20,911 SH x x 7 20,911
5,721 37,500 SH x x 9 37,500
7,340 51,500 SH x x 11 51,500
2,153 15,050 SH x x 26 15,050
107 750 SH x x 28 750
27,059 189,056 SH x 36 189,056
136 950 SH x x 37 950
Verity, Inc. Common Stocks 92343C106 1,479 34,800 SH x x 23 34,800
1,217 28,600 SH x 36 28,600
VeriSign, Inc. Common Stocks 92343E102 1,911 10,000 SH x x 9 10,000
3,115 16,300 SH x x 11 16,300
6,040 31,600 SH x x 23 31,600
1,911 10,000 SH x x 26 10,000
16,718 87,644 SH x 36 87,644
898 4,700 SH x x 37 4,700
Veritas DGC, Inc. Common Stocks 92343P107 626 44,700 SH x x 9 44,700
924 66,000 SH x x 11 66,000
295 21,100 SH x x 19 21,100
3,065 218,900 SH x 36 218,900
Veterinary Centers of America,
Inc. Common Stocks 925514101 26 2,000 SH x x 18 2,000
2,128 165,300 SH x 36 165,300
8 600 SH x x 37 600
Veterinary Centers of America, Long-Term
Inc. Investments 925514AB7 328 500,000 SH x x 19 500,000
295 450,000 SH x 36 450,000
Viacom, Inc. Class B Common Stocks 925524308 8,608 142,426 SH x x 7 142,426
7,712 127,600 SH x x 17 127,600
97 1,600 SH x x 28 1,600
19,321 319,690 SH x 36 319,690
Viatel, Inc. Common Stocks 925529208 662 12,347 SH x 36 12,347
Viad Corp. Common Stocks 92552R109 220 7,900 SH x x 26 7,900
1,667 59,810 SH x 36 59,810
ViaSat, Inc. Common Stocks 92552V100 368 7,600 SH x x 23 7,600
329 6,600 SH x 36 6,600
Vical, Inc. Common Stocks 925602104 9 300 SH x x 37 300
Vicor Corp. Common Stocks 925815102 16 400 SH x x 37 400
Vintage Petroleum, Inc. Common Stocks 927460105 2,008 166,500 SH x x 4 166,500
567 47,000 SH x x 9 47,000
25 2,100 SH x x 18 2,100
3,271 271,171 SH x 36 271,171
1 100 SH x x 37 100
Visio Corp. Common Stocks 927914101 1,482 31,200 SH x x 23 31,200
1,178 24,800 SH x 36 24,800
29 600 SH x x 37 600
Vishay Intertechnology, Inc. Common Stocks 928298108 916 28,975 SH x x 18 28,975
2,819 89,149 SH x x 26 89,149
1,208 35,000 SH x x 28 35,000
63 2,000 SH x x 29 2,000
10,956 346,438 SH x 36 346,438
82 2,600 SH x x 37 2,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
490 15,500 SH x x 42 15,500
Visual Networks, Inc. Common Stocks 928444108 1,511 19,067 SH x 36 19,067
32 400 SH x x 37 400
VISX, Inc. Common Stocks 92844S105 1,637 29,300 SH x x 25 29,300
1,541 29,771 SH x 36 29,771
Vital Signs, Inc. Common Stocks 928469105 29 1,300 SH x x 18 1,300
5 200 SH x x 37 200
Vitesse Semiconductor Corp. Common Stocks 928497106 190 3,620 SH x 36 3,620
168 3,200 SH x x 37 3,200
Vodafone Group PLC - ADR Common Stocks 92857T107 5,584 112,800 SH x x 1 112,800
29,663 599,261 SH x 36 599,261
5,077 102,571 SH x x 44 102,571
Volt Information Sciences, Inc. Common Stocks 928703107 196 8,200 SH x x 28 8,200
7 300 SH x x 37 300
Vornado Realty Trust Common Stocks 929042109 31,476 968,500 SH x x 2 968,500
231 7,100 SH x x 10 7,100
36 1,100 SH x x 26 1,100
4,677 143,900 SH x x 27 143,900
437 13,436 SH x 36 13,436
Vulcan Materials Co. Common Stocks 929160109 84 2,100 SH x 36 2,100
WD-40 Co. Common Stocks 929236107 7 300 SH x x 37 300
WICOR, Inc. Common Stocks 929253102 117 4,000 SH x x 29 4,000
WMS Industries, Inc. Common Stocks 929297109 629 47,900 SH x x 9 47,900
2,934 206,400 SH x x 25 206,400
3,481 265,200 SH x 36 265,200
46 3,500 SH x x 37 3,500
13 1,000 SH x x 42 1,000
WPS Resources Corp. Common Stocks 92931B106 118 4,700 SH x x 18 4,700
23 900 SH x x 37 900
Wabash National Corp. Common Stocks 929566107 42 2,800 SH x x 37 2,800
Wachovia Corp. Common Stocks 929771103 959 14,100 SH x x 9 14,100
2,955 43,454 SH x 36 43,454
Wackenhut Corp. Common Stocks 929794105 15 1,000 SH x x 18 1,000
4 300 SH x x 37 300
Wackenhut Corrections Corp. Common Stocks 929798106 2 200 SH x x 37 200
Waddell & Reed Financial, Inc.
Class A Common Stocks 930059100 42 1,540 SH x 36 1,540
38 1,400 SH x x 37 1,400
Wal-Mart Stores, Inc. Common Stocks 931142103 9,700 126,988 SH x x 1 126,988
17,313 250,459 SH x x 7 250,459
25,928 351,320 SH x x 9 351,320
35,489 513,400 SH x x 10 513,400
14,108 204,100 SH x x 12 204,100
8,060 116,600 SH x x 17 116,600
461 4,600 SH x x 20 4,600
6,636 96,000 SH x x 26 96,000
1,445 20,900 SH x x 28 20,900
5,689 82,300 SH x x 32 82,300
138,410 2,002,309 SH x 36 2,002,309
9,963 144,125 SH x x 44 144,125
Walden Residential Properties,
Inc. Common Stocks 931210108 58 2,700 SH x 36 2,700
19 900 SH x x 37 900
13 600 SH x x 42 600
Walgreen Co. Common Stocks 931422109 10,440 333,300 SH x x 1 333,300
454 10,700 SH x x 20 10,700
15,012 513,234 SH x 36 513,234
Wallace Computer Services, Inc. Common Stocks 932270101 83 5,000 SH x x 18 5,000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
83 5,000 SH x x 28 5,000
70 4,200 SH x x 29 4,200
23 1,400 SH x x 37 1,400
Walter Industries, Inc. Common Stocks 93317Q105 53 4,900 SH x 36 4,900
Warnaco Group, Inc. Class A Common Stocks 934390105 291 23,600 SH x x 9 23,600
97 7,900 SH x x 18 7,900
387 31,433 SH x 36 31,433
Warner-Lambert Co. Common Stocks 934488107 23,523 272,090 SH x x 1 272,090
10,988 134,100 SH x x 10 134,100
15,789 192,700 SH x x 12 192,700
617 5,200 SH x x 20 5,200
5,015 61,200 SH x x 26 61,200
1,647 20,100 SH x x 28 20,100
3,589 43,800 SH x x 32 43,800
105,970 1,293,306 SH x 36 1,293,306
Washington Federal, Inc. Common Stocks 938824109 776 39,534 SH x x 9 39,534
188 9,600 SH x x 10 9,600
120 6,100 SH x x 18 6,100
86 4,400 SH x x 29 4,400
1,097 55,536 SH x 36 55,536
39 2,000 SH x x 37 2,000
Washington Gas & Light Co. Common Stocks 938837101 47 1,700 SH x x 37 1,700
Washington Mutual, Inc. Common Stocks 939322103 2,253 78,710 SH x x 9 78,710
9,077 349,425 SH x x 10 349,425
2,341 90,050 SH x x 17 90,050
3,532 135,850 SH x x 18 135,850
1,082 41,616 SH x x 26 41,616
2,481 95,410 SH x x 31 95,410
13,902 534,680 SH x 36 534,680
Washington Post Co. Class B Common Stocks 939640108 4,391 7,900 SH x x 4 7,900
226 380 SH x x 9 380
332 597 SH x x 10 597
445 800 SH x x 28 800
4,602 8,279 SH x 36 8,279
Washington Real Estate Investment
Trust Common Stocks 939653101 11 700 SH x 36 700
Waste Connections, Inc. Common Stocks 941053100 1,717 110,600 SH x x 25 110,600
1,539 106,600 SH x 36 106,600
Waste Management, Inc. Common Stocks 94106L109 3,636 211,800 SH x x 10 211,800
250 14,540 SH x 36 14,540
Waters Corp. Common Stocks 941848103 387 7,300 SH x x 26 7,300
865 14,800 SH x x 28 14,800
2,216 41,807 SH x 36 41,807
297 5,600 SH x x 37 5,600
Watsco, Inc. Common Stocks 942622200 5 400 SH x x 37 400
Watson Pharmaceuticals, Inc. Common Stocks 942683103 1,758 49,100 SH x x 10 49,100
82 2,298 SH x 36 2,298
Watts Industries, Inc. Class A Common Stocks 942749102 145 9,800 SH x x 9 9,800
164 11,100 SH x 36 11,100
9 600 SH x x 37 600
Wausau-Mosinee Paper Corp. Common Stocks 943315101 8 700 SH x x 37 700
Weatherford International, Inc. Common Stocks 947074100 72 1,800 SH x x 26 1,800
4,395 110,048 SH x 36 110,048
Webb (Del E.) Corp. Common Stocks 947423109 561 22,500 SH x x 9 22,500
67 2,700 SH x x 18 2,700
47 1,900 SH x x 29 1,900
</TABLE>
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1,955 78,400 SH x 36 78,400
12 500 SH x x 37 500
Webster Financial Corp. Common Stocks 947890109 2,196 93,200 SH x x 4 93,200
589 25,000 SH x x 9 25,000
113 4,800 SH x x 18 4,800
19 800 SH x x 28 800
3,021 128,200 SH x 36 128,200
33 1,400 SH x x 37 1,400
28 1,200 SH x x 42 1,200
Weingarten Realty Investors Common Stocks 948741103 175 4,500 SH x x 9 4,500
456 11,700 SH x 36 11,700
27 700 SH x x 42 700
Weis Markets, Inc. Common Stocks 948849104 57 1,300 SH x x 26 1,300
16 361 SH x 36 361
Wellman, Inc. Common Stocks 949702104 317 17,000 SH x x 19 17,000
447 24,000 SH x 36 24,000
Wellpoint Health Networks, Inc. Common Stocks 94973H108 1,926 29,213 SH x x 7 29,213
1,579 22,100 SH x x 9 22,100
1,826 27,700 SH x x 10 27,700
46 700 SH x x 28 700
7,520 114,050 SH x 36 114,050
Wells Fargo Co. Common Stocks 949746101 7,513 185,800 SH x x 7 185,800
1,144 28,300 SH x x 12 28,300
817 20,200 SH x x 28 20,200
2,256 55,790 SH x x 31 55,790
20,050 495,818 SH x 36 495,818
Wellsford Real Properties, Inc. Common Stocks 950240101 241 28,400 SH x x 19 28,400
286 33,600 SH x 36 33,600
4 500 SH x x 42 500
Wendy's International, Inc. Common Stocks 950590109 122 5,900 SH x x 18 5,900
375 18,200 SH x x 28 18,200
1,171 56,796 SH x 36 56,796
Werner Enterprises, Inc. Common Stocks 950755108 14 1,000 SH x x 37 1,000
WesBanco, Inc. Common Stocks 950810101 2 100 SH x x 37 100
Wesco Financial Corp. Com Common Stocks 950817100 8 32 SH x 36 32
Wesley Jessen VisionCare, Inc. New Common Stocks 951018100 113 3,000 SH x x 37 3,000
West Coast Bancorp NPV Common Stocks 952145100 1 100 SH x x 37 100
West Marine, Inc. Common Stocks 954235107 19 2,300 SH x x 18 2,300
337 40,600 SH x x 19 40,600
446 54,000 SH x 36 54,000
Westamerica Bancorporation Common Stocks 957090103 2,919 104,500 SH x x 11 104,500
3,238 115,891 SH x 36 115,891
3 100 SH x x 37 100
WesterFed Financial Corp. Common Stocks 957550106 208 14,000 SH x x 19 14,000
336 22,000 SH x 36 22,000
Western Gas Resources, Inc. Common Stocks 958259103 62 4,700 SH x 36 4,700
Western Resources, Inc. Common Stocks 959425109 2,093 120,820 SH x x 9 120,820
111 6,500 SH x x 18 6,500
444 23,000 SH x x 28 23,000
779 45,830 SH x x 31 45,830
3,798 223,440 SH x 36 223,440
41 2,400 SH x x 37 2,400
24 1,400 SH x x 42 1,400
Western Wireless Corp. NPV Class A Common Stocks 95988E204 1,526 22,900 SH x x 26 22,900
2,517 37,708 SH x 36 37,708
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
67 1,000 SH x x 37 1,000
Westfield America, Inc. Common Stocks 959910100 49 4,000 SH x 36 4,000
Westinghouse Air Brake Co. Common Stocks 960386100 880 49,566 SH x x 11 49,566
37 2,057 SH x 36 2,057
2 132 SH x x 42 132
WestPoint Stevens, Inc. Common Stocks 961238102 16 891 SH x 36 891
14 800 SH x x 37 800
Westvaco Corp. Common Stocks 961548104 186 5,700 SH x x 18 5,700
1,011 31,000 SH x x 23 31,000
783 24,000 SH x x 28 24,000
927 28,400 SH x x 31 28,400
3,828 117,325 SH x 36 117,325
Westwood One, Inc. Common Stocks 961815107 175 2,300 SH x x 37 2,300
Weyerhaeuser Co. Common Stocks 962166104 876 12,200 SH x x 1 12,200
5,662 78,849 SH x x 7 78,849
1,724 24,010 SH x x 9 24,010
2,528 35,200 SH x x 28 35,200
24,092 335,480 SH x 36 335,480
Whirlpool Corp. Common Stocks 963320106 2,449 34,900 SH x x 9 34,900
1,074 16,500 SH x x 18 16,500
592 9,100 SH x x 26 9,100
1,028 15,800 SH x x 28 15,800
2,035 31,270 SH x x 31 31,270
17,877 274,759 SH x 36 274,759
Whitney Holding Corp. Common Stocks 966612103 85 2,300 SH x x 9 2,300
111 3,000 SH x 36 3,000
30 800 SH x x 37 800
Whittman-Hart, Inc. Common Stocks 966834103 47 874 SH x 36 874
134 2,500 SH x x 37 2,500
Wiley (John) & Sons Inc. Class A Common Stocks 968223206 8 500 SH x x 26 500
3,755 224,200 SH x 36 224,200
75 4,500 SH x x 37 4,500
Willamette Industries, Inc. Common Stocks 969133107 93 2,000 SH x x 26 2,000
316 6,800 SH x x 28 6,800
664 14,300 SH x x 31 14,300
3,851 82,935 SH x 36 82,935
Williams Cos. (The) Common Stocks 969457100 313 10,228 SH x 36 10,228
Clayton Williams Energy, Inc. Common Stocks 969490101 237 20,100 SH x x 19 20,100
332 28,100 SH x 36 28,100
Williams-Sonoma, Inc. Common Stocks 969904101 46 990 SH x 36 990
152 3,300 SH x x 37 3,300
Wilmington Trust Corp. Common Stocks 971807102 163 3,369 SH x 36 3,369
Wilsons The Leather Experts, Inc. Common Stocks 972463103 478 26,000 SH x x 19 26,000
664 36,000 SH x 36 36,000
Wind River Systems, Inc. Common Stocks 973149107 59 1,600 SH x x 37 1,600
Windmere Corp. Common Stocks 973411101 3,638 214,000 SH x 36 214,000
54 3,200 SH x x 37 3,200
Winn-Dixie Stores, Inc. Common Stocks 974280109 52 2,161 SH x 36 2,161
Winnebago Industries, Inc. Common Stocks 974637100 42 2,100 SH x x 37 2,100
WinStar Communications, Inc. Common Stocks 975515107 89 1,187 SH x 36 1,187
165 2,200 SH x x 37 2,200
Wisconsin Central Transportation
Corp. Common Stocks 976592105 82 6,100 SH x x 10 6,100
20 1,500 SH x x 37 1,500
Wisconsin Energy Corp. Common Stocks 976657106 1,082 56,200 SH x x 9 56,200
2,909 150,800 SH x x 10 150,800
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
937 48,700 SH x x 31 48,700
7,515 390,373 SH x 36 390,373
81 4,200 SH x x 37 4,200
Wolverine Tube, Inc. Common Stocks 978093102 44 3,100 SH x 36 3,100
7 500 SH x x 37 500
Woodward Governor Co. Common Stocks 980745103 8 300 SH x x 37 300
Workflow Mgmt, Inc. Common Stocks 98137N100 678 23,681 SH x 36 23,681
Worthington Industries, Inc. Common Stocks 981811102 347 21,000 SH x x 9 21,000
603 36,400 SH x 36 36,400
22 1,300 SH x x 42 1,300
Wrigley (Wm.), Jr. Co. Common Stocks 982526105 148 1,790 SH x 36 1,790
Wynn's International, Inc. Common Stocks 983195108 311 22,000 SH x x 19 22,000
311 22,000 SH x 36 22,000
Xilinx, Inc. Common Stocks 983919101 1,479 32,542 SH x x 7 32,542
2,981 61,360 SH x x 9 61,360
573 12,600 SH x x 10 12,600
1,618 35,600 SH x x 23 35,600
891 19,600 SH x x 26 19,600
327 7,200 SH x x 28 7,200
6,074 133,590 SH x 36 133,590
Xircom, Inc. Common Stocks 983922105 5,744 70,700 SH x x 25 70,700
917 11,200 SH x x 28 11,200
120 1,600 SH x x 29 1,600
6,248 83,300 SH x 36 83,300
143 1,900 SH x x 37 1,900
Xerox Corp. Common Stocks 984121103 5,102 224,900 SH x x 10 224,900
7,186 316,757 SH x 36 316,757
XTRA Corp. Common Stocks 984138107 43 1,000 SH x x 18 1,000
230 4,300 SH x x 28 4,300
158 3,700 SH x 36 3,700
21 500 SH x x 37 500
8 200 SH x x 42 200
Yahoo!, Inc. Common Stocks 984332106 1,674 3,600 SH x x 1 3,600
7,485 17,300 SH x x 10 17,300
125 200 SH x x 20 200
3,764 8,700 SH x x 26 8,700
1,340 3,098 SH x 36 3,098
Yellow Corp. Common Stocks 985509108 351 20,900 SH x x 9 20,900
103 6,100 SH x x 18 6,100
77 4,600 SH x x 28 4,600
984 58,500 SH x 36 58,500
12 700 SH x x 42 700
York International Corp. Common Stocks 986670107 1,446 52,700 SH x x 9 52,700
129 4,700 SH x x 18 4,700
80 2,900 SH x x 29 2,900
1,218 44,400 SH x 36 44,400
Young & Rubicam, Inc. Common Stocks 987425105 3,349 44,500 SH x x 9 44,500
337 4,100 SH x x 28 4,100
3,359 47,474 SH x 36 47,474
Zale Corp. Common Stocks 988858106 3,452 70,440 SH x x 9 70,440
827 17,100 SH x x 18 17,100
778 15,400 SH x x 28 15,400
135 2,800 SH x x 29 2,800
4,709 97,345 SH x 36 97,345
5 100 SH x x 37 100
Zebra Technologies Corp. Class A Common Stocks 989207105 41 700 SH x x 28 700
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
122 2,100 SH x x 29 2,100
98 1,700 SH x x 37 1,700
Zenith National Insurance Corp. Common Stocks 989390109 6 300 SH x x 37 300
Zions Bancorp Common Stocks 989701107 113 1,911 SH x 36 1,911
47 800 SH x x 37 800
Zoran Corp. Common Stocks 98975F101 685 12,293 SH x 36 12,293
Zoll Medical Corp. Common Stocks 989922109 317 8,500 SH x x 19 8,500
428 11,200 SH x 36 11,200
ACE, Ltd. Common Stocks G0070K103 2,094 125,500 SH x x 23 125,500
1,609 96,400 SH x 36 96,400
17 1,000 SH x x 37 1,000
Amdocs, Ltd. Common Stocks G02602103 1,132 32,800 SH x x 23 32,800
3,046 88,287 SH x 36 88,287
Annuity and Life Re (Holdings), Ltd. Common Stocks G03910100 1,803 69,000 SH x 36 69,000
Credicorp, Ltd. Common Stocks G2519Y108 575 47,900 SH x 36 47,900
353 29,450 SH x x 38 29,450
Gemstar International Group, Ltd. Common Stocks G3788V106 3,415 48,000 SH x x 11 48,000
1,095 15,400 SH x x 23 15,400
5,914 83,000 SH x 36 83,000
Global Crossing, Ltd. Common Stocks G3921A100 12,897 258,235 SH x x 10 258,235
703 14,072 SH x x 26 14,072
2,429 48,585 SH x 36 48,585
IPC Holdings, Ltd. Common Stocks G4933P101 1,721 115,700 SH x x 4 115,700
RenaissanceRe Holdings, Ltd. Common Stocks G7496G103 2,882 70,500 SH x x 4 70,500
3,131 76,600 SH x 36 76,600
RSL Communications, Ltd. Class A Common Stocks G7702U102 1,193 69,900 SH x x 11 69,900
1,877 109,600 SH x 36 109,600
Santa Fe International Corp. Common Stocks G7805C108 2,448 94,600 SH x x 4 94,600
1,110 42,900 SH x x 23 42,900
3,395 131,200 SH x 36 131,200
Scottish Annuity & Life Holdings, Ltd. Common Stocks G7885T104 228 28,000 SH x x 19 28,000
336 41,000 SH x 36 41,000
Tommy Hilfiger Corp. Common Stocks G8915Z102 3,261 139,900 SH x x 1 139,900
1,809 77,600 SH x x 4 77,600
12,701 544,800 SH x 36 544,800
Millicom International Cellular SA Common Stocks L6388F102 3,385 51,000 SH x x 8 51,000
Check Point Software
Technologies, Ltd. NPV Common Stocks M22465104 914 4,600 SH x x 23 4,600
432 1,500 SH x x 24 1,500
9,072 45,657 SH x 36 45,657
Galileo Technology, Ltd. NPV Common Stocks M47298100 492 20,409 SH x 36 20,409
Gilat Satellite Networks, Ltd. Common Stocks M51474100 1,583 13,332 SH x 36 13,332
628 5,300 SH x x 39 5,300
Orbotech Limited NPV Common Stocks M75253100 470 5,350 SH x x 8 5,350
2,783 35,910 SH x 36 35,910
Orckit Communications, Ltd. Common Stocks M7531S107 182 5,300 SH x 36 5,300
130 3,800 SH x x 39 3,800
Tecnomatix Technologies, Ltd. Common Stocks M8743P105 1,172 41,500 SH x x 31 41,500
ASM International NV Common Stocks N07045100 727 31,624 SH x 36 31,624
ASM Lithography Holding NV Common Stocks N07059111 2,126 13,000 SH x x 22 13,000
68 600 SH x 36 600
Banco Latinoamericano de
Exportaciones SA Class E Common Stocks P16994132 2,113 87,000 SH x x 8 87,000
Panamerican Beverages, Inc. Class A Common Stocks P74823108 3,597 169,100 SH x x 8 169,100
587 19,700 SH x x 22 19,700
533 25,900 SH x x 31 25,900
3,107 151,100 SH x 36 151,100
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Royal Caribbean Cruises, Ltd. Common Stocks V7780T103 4,270 86,600 SH x x 17 86,600
11,103 225,161 SH x 36 225,161
204 4,132 SH x x 44 4,132
ASE Test, Ltd. Common Stocks Y02516105 1,709 70,100 SH x 36 70,100
940 39,800 SH x x 39 39,800
Creative Technology, Ltd. Common Stocks Y1775U107 2,521 147,200 SH x x 30 147,200
428 25,000 SH x x 31 25,000
2,731 157,200 SH x 36 157,200
Flextronics International,Ltd. Common Stocks Y2573F102 92 2,000 SH x 36 2,000
Rows 7,037
Market Value 21,308,372
</TABLE>
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