|
|
|
|
|
|
|
|
|
<PAGE>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2000
------------------------
Check here if Amendment [ ]; Amendment Number: ------------------------
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: Frank Russell Company
---------------------------------------------------------------------
Address: 909 A Street
Tacoma, WA 98402
---------------------------------------------------------------------
Form 13F File Number: 28-1190
-----------------------------
The institutional investment manager filing this report and the
person by whom it is signed hereby represent that the person
signing the report is authorized to submit it, that all
information contained herein is true, correct and complete, and
that it is understood that all required items, statements,
schedules, lists and tables, are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Mary Beth Rhoden
---------------------------------------------------------------------
Title: Assistant Secretary and Staff Counsel
---------------------------------------------------------------------
Phone: (253) 596-5381
---------------------------------------------------------------------
/s/ Mary Beth Rhoden Tacoma, WA August 8, 2000
------------------------- ------------------------- -------------------
[Signature] [City, State] [Date]
1. Frank Russell Company is a subsidiary of The Northwestern Mutual Life
Insurance Company ("NML"). By virtue of the control relationship NML
may be deemed to have 'shared defined' investment discretion with
respect to the securities reported herein
2. This report is filed by Frank Russell Company as:
A. The corporate parent which, on the applicable reporting date,
wholly owned Frank Russell Trust Company ("FRTC"), a non-depository
trust company organized and existing under the laws of the State of
Washington. Through twenty-six collective investment funds, FRTC
serves as trustee or "investment manager" (as defined in ERISA) for
employee benefit plans.
B. The corporate parent of Frank Russell Investment Management Company
("FRIMCo"), the "investment advisor" (as defined in the Investment
Company Act of 1940) for Frank Russell Investment Company ("FRIC"),
and Russell Insurance Funds ("RIF"). FRIC and RIF are both
diversified open-end investment companies and are registered under
the Investment Company Act of 1940. FRIC consists of twenty-seven
separate Funds and RIF consists of five separate Funds.
C. The corporate parent of (a) Frank Russell Investments (Ireland)
Ltd., manager of (i) Frank Russell Investment Company plc,
consisting of ten mutual funds, (ii) Frank Russell Qualifying
Investor Fund plc, consisting of one fund, and (iii) Frank Russell
Institutional Funds plc, consisting of four funds; (b) Frank
Russell Investments (Cayman) Limited which provides services to
Frank Russell Investment Company LLC, consisting of one mutual
fund; (c) Frank Russell Investments (Cayman) Limited which is
deemed to control, by virtue of its 50% ownership stake, SG/Russell
Asset Management Limited, a joint venture, which currently manages
Multi-Style, Multi-Manager Funds plc, consisting of ten funds; and
(d) Frank Russell Company Limited, which manages Multi-Style,
Multi-Manager Funds plc directly (each fund listed in this section,
a "European Fund").
D. The corporate parent of Frank Russell Canada Limited (FRCC), the
manager of seven investment pools and of eight open ended
investment trusts (together, the "Canada Funds") created under the
laws of Ontario pursuant to trust indentures.
E. The indirect corporate parent Frank Russell Investments (Japan),
Ltd. ("FRIJ"), the manager of three collective investment vehicles
consisting of four master securities investment trusts created
under the laws of Japan pursuant to trust deeds, known as "mother
funds," which invest in portfolio securities, and several
additional securities investment trusts, known as "baby funds,"
each of which invests in one or more of the mother funds (together,
the "Japan Funds").
F. The indirect corporate parent of Russell Investment Management
Limited ("RIM"), the manager of 10 unit trusts under an umbrella
trust (together, the "Australia Funds") created under the laws of
New South Wales, Australia pursuant to a Trust Constitution.
<PAGE>
3. FRTC uses the investment advisory services of one or more advisors for
each of its collective investment funds. The only authority conferred
upon the advisors by their agreements with FRTC is to recommend
purchases and sales of securities and to arrange for the execution of
transactions approved by FRTC (except for the Real Estate Equity Fund
and a portion of the Tactical Asset Allocation Fund which is invested
in group trusts, those investments are not reportable on Form 13F).
FRTC has retained and exercises the exclusive authority to make
investment decisions, and may purchase or sell portfolio securities
without the approval of the advisors. FRTC is solely responsible for
voting the portfolio securities. Accordingly: Item 6 "Investment
Discretion" is reported as "(b) shared" (with Frank Russell Company)
and Item 8 "Voting Authority" is reported as "(a) Sole" with respect
to securities owned by FRTC.
4. FRIC and RIF use discretionary, unaffiliated "money managers" who have
full authority to determine which securities will be bought or sold by
FRIC and RIF for applicable portions of FRIC's and RIF's portfolios
assigned to the money managers. However, FRIMCo has the authority to
give specific orders to purchase or sell securities, or to over-ride a
money manager's decisions. FRIC's and RIF's money managers are
authorized to vote portfolio securities. However, officers of FRIMCo,
who are also officers of FRIC and RIF, may vote portfolio securities
in lieu of money managers when FRIMCo officers deem it in the best
interest of FRIC's or RIF's shareholders. When appropriate, FRIMCo
will consult with FRIC's and RIF's Board of Trustees concerning the
voting of portfolio securities. Accordingly: Item 6 "Investment
Discretion" is reported as "(b) Shared" by FRC (as reporting
Institutional Investment Manager) with FRIMCo and as "(c) Shared-
Other" by FRIMCo (with the money manager): and, Item 8 "Voting
Authority" is reported as "(b) Shared" by FRIC's and RIF's money
managers with FRC, FRIMCo, and with FR.
5. The European Funds use unaffiliated "money managers" who each have
complete discretion to purchase and sell securities for its segment of
a European Fund's portfolio. Money Managers may be hired or replaced
at any time by the applicable European Fund's manager or its agent,
subject to any applicable regulatory approvals. The applicable
European Fund's manager may directly manage any of a European Fund's
portfolio investments. Accordingly: Item 6 "Investment Discretion" is
reported as "(b) shared" with FRC (as reporting Institutional
Investment Manager) with the applicable European Fund's manager and as
"(c) Shared-Other" by applicable European Fund's manager (with the
money manager); and Item 8 "Voting Authority" is reported as "(b)
Shared" by FRIC's and RIF's money managers with applicable European
Funds' managers.
6. The Canada Funds use unaffiliated "money managers" who each have
complete discretion to purchase and sell securities for its segment of
a Canada Fund's portfolio. Money Managers may be hired or replaced at
any time by FRCC. FRCC may manage the cash and cash equivalents of any
Canada Fund and may also, at its sole discretion, directly manage any
of a Canada Fund's portfolio investments. Accordingly: Item 6
"Investment Discretion" is reported as "(b) shared" with FRC (as
reporting Institutional Investment Manager) with FRCC and as "(c)
Shared-Other" by FRCC (with the money manager); and Item 8 "Voting
Authority" is reported as "(b) Shared" by FRIC's and RIF's money
managers with FRCC.
7. The Japan Funds use unaffiliated "money managers" who each have
complete discretion to purchase and sell securities for its segment of
a Japan Fund's portfolio. Money managers may be hired or replaced at
any time by FRIJ. FRIJ may manage the cash and cash equivalents of any
Japan Fund and may also, at its sole discretion, directly manage any
of a Japan Fund's portfolio investments. Accordingly: Item 6
"Investment Discretion" is reported as "(b) shared" with FRC (as
reporting Institutional Investment Manager) with FRIJ and as "(c)
Shared-Other" by FRIJ (with the money manager); and Item 8 "Voting
Authority" is reported as "(b) Shared" between the Japan Fund's money
managers and FRIJ.
8. The Australia funds use unaffiliated "money managers" who each have
complete discretion to purchase and sell securities for its segment of
an Australia Fund's portfolio. Money managers may be hired or replaced
at any time by RIM. RIM may manage the cash and cash equivalents of
any Australia Fund and may also, at its sole discretion, directly
manage any of a Australia Fund's portfolio investments. Accordingly,
Item 6 "Investment Discretion" is reported as "(b) shared" with FRC
(as reporting institutional Investment Manager with RIM and as "(c)
Shared-Other" by RIM (with the money manager); and Item 8 "Voting
Authority" is reported as "(b) shared" between the Australia Fund's
money manager and RIM.
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 44
--------------------------------------
Form 13F Information Table Entry Total: 7263
--------------------------------------
Form 13F Information Table Value Total: $20,152,009
--------------------------------------
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file
number(s) of all institutional investment managers with respect
to which this report is filed, other than the manager filing this
report.
[If there are no entries in this list, state "NONE" and omit the
column headings and list entries.]
<TABLE>
<CAPTION>
No. Form 13F File Number Name
-------------------- ----------------------------- -------------------------
<S> <C> <C>
1 28-6538 Alliance Capital Management L.P.
2 28-2321 Cohen & Steers Capital Management
3 28-3946 Delphi Management, Inc.
4 28-2405 Equinox Capital Management, LLC
5 N/A Equity I (Master)
6 28-3702 Franklin Portfolio Associates, LLC
7 28-1488 Genesis Asset Managers Limited
8 28-3059 Jacobs Levy Equity Management, Inc.
9 28-3706 J.P. Morgan Investment. Management, Inc.
10 28-3877 Fiduciary Trust Company International, Inc.
11 28-1054 Montgomery Asset Management, L.P.
12 28-1190 Pacific Investment Management Company (PIMCO)
13 28-6418 Fidelity Management Trust Company
14 28-4886 Standish, Ayer, & Wood, Inc.
15 28-0255 Suffolk Capital Management, Inc.
16 28-490 Trinity Investment Management Corporation
17 N/A Ballie, Gifford Overseas Limited
18 28-3396 Capital Group, Inc. (Capital Guardian Trust Company)
19 28-3432 Sirach Capital Management, Inc.
20 28-5470 Marvin & Palmer Associates, Inc.
21 28-2701 GlobeFlex Capital, L.P.
22 28-541 Barclays Global Advisors, N.A.
23 28-3973 AEW Capital Management, L.P.
24 28-306 Westpeak Investment Advisors, L.P.
25 28-4323 The Boston Company Asset Management, Inc.
26 28-4303 Sanford C. Bernstein & Co., Inc.
27 28-3426 Peachtree Asset Management
28 28-2762 FRIMCo
29 28-242 Mastholm Asset Management, LLC
30 28-985 Guardian Capital, Inc.
31 28-4372 Frank Russell Trust Company
32 28-01515 Geewax, Terker
33 N/A Foreign & Colonial Emergin Markets Limited
34 28-04189 Nicholas Applegate Capital Management
35 N/A Schroder Capital Management International Fund
36 N/A Schroder Investment Management (Singapore) Limited
37 28-3946 Barclays Global Investors
38 28-96 Capital International Limited
39 28-6748 Marsico Capital Management, LLC
40 N/A Alliance Capital Management Australia Limited
41 28-7312 Security Capital Global Capital Management Group Inc.
42 28-1202 Strong Capital Management, Inc
43 28-2924 Turner Investment Partners, Inc
44 28-5519 CapitalWorks Investment Partners, LLC
</TABLE>
<PAGE>
FORM 13F INFORMATION TABLE
<TABLE>
<CAPTION>
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8.
------- ------- ------- ------- ------- ------- ------- -------
Investment
Value Shares/Prn Discretion Other Voting Authority
Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None
-------------- -------------- ----- --------- ------ ------ ---- ------- ----- -------- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AAR Corp. Common Stocks 000361105 667 55,600 SH x x 8 55600
528 44,000 SH x 31 44000
23 1,900 SH x x 32 1900
ABC Rail Products Corp. Common Stocks 000752105 1,087 135,850 SH x 31 135850
ADC Telecommunications,
Inc. Common Stocks 000886101 4,110 47,100 SH x x 8 47100
151 1,800 SH x x 9 1800
4,057 48,400 SH x x 15 48400
3,166 37,000 SH x x 22 37000
27,050 322,505 SH x 31 322505
4 43 SH x x 32 43
5,565 63,300 SH x x 42 63300
ACTV, Inc. Common Stocks 00088E104 18 1,200 SH x x 32 1200
ABM Industries, Inc. Common Stocks 000957100 101 4,400 SH x x 8 4400
5 200 SH x x 32 200
Act Mfg Inc. Common Stocks 000973107 88 1,900 SH x 31 1900
AFLAC, Inc. Common Stocks 001055102 37 800 SH x x 9 800
1,317 26,200 SH x x 22 26200
358 7,800 SH x x 24 7800
3,325 72,378 SH x 31 72378
AGCO Corp. Common Stocks 001084102 197 16,100 SH x x 24 16100
190 15,500 SH x 31 15500
36 2,900 SH x x 32 2900
AES Corp. Common Stocks 00130H105 46 1,000 SH x x 9 1000
265 5,800 SH x x 26 5800
393 8,604 SH x 31 8604
AK Steel Holding Corp. Common Stocks 001547108 878 109,700 SH x x 8 109700
92 10,600 SH x x 22 10600
79 8,500 SH x x 24 8500
1,189 148,668 SH x 31 148668
38 4,800 SH x x 32 4800
AMB Property Corp. Common Stocks 00163T109 9,714 425,800 SH x x 2 425800
5,306 232,600 SH x x 23 232600
285 12,508 SH x 31 12508
50 2,200 SH x x 37 2200
Amli Residential
Properties Trust Common Stocks 001735109 217 9,200 SH x x 8 9200
337 14,300 SH x 31 14300
5 200 SH x x 37 200
7,547 320,300 SH x x 41 320300
AMR Corp. Common Stocks 001765106 1,036 39,200 SH x x 6 39200
412 15,600 SH x x 8 15600
331 11,400 SH x x 22 11400
360 13,600 SH x x 24 13600
928 35,100 SH x x 26 35100
2,273 85,992 SH x 31 85992
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AT&T Corp. Common Stocks 001957109 6,837 205,979 SH x x 4 205979
5,177 163,693 SH x x 6 163693
4,720 145,440 SH x x 8 145440
4,517 142,706 SH x x 9 142706
17,498 513,700 SH x x 22 513700
2,629 83,125 SH x x 24 83125
5,240 165,700 SH x x 26 165700
52,661 1,665,155 SH x 31 1665155
ATMI, Inc. Common Stocks 00207R101 525 11,300 SH x 31 11300
88 1,900 SH x x 32 1900
3,539 76,200 SH x x 44 76200
AVX Corp. Common Stocks 002444107 473 20,600 SH x x 6 20600
4,542 196,000 SH x x 8 196000
1,459 60,400 SH x x 21 60400
4,364 187,000 SH x x 22 187000
532 23,200 SH x x 24 23200
8,573 373,768 SH x 31 373768
14 600 SH x x 32 600
220 9,600 SH x x 37 9600
Aaron Rents, Inc. Common Stocks 002535201 77 6,100 SH x x 8 6100
249 18,600 SH x x 24 18600
700 55,700 SH x 31 55700
4 300 SH x x 32 300
25 2,000 SH x x 37 2000
Abbott Laboratories Common Stocks 002824100 2,611 58,600 SH x x 6 58600
12,117 271,900 SH x x 9 271900
9,308 195,700 SH x x 22 195700
1,558 34,960 SH x x 24 34960
1,551 34,800 SH x x 26 34800
32,200 722,589 SH x 31 722589
4,966 104,500 SH x x 42 104500
Abercrombie & Fitch
Co. Class A Common Stocks 002896207 2,084 169,700 SH x x 22 169700
149 12,200 SH x x 24 12200
526 43,120 SH x 31 43120
Abgenix, Inc. Common Stocks 00339B107 2,360 19,700 SH x x 6 19700
48 400 SH x x 24 400
1,007 8,400 SH x 31 8400
216 1,800 SH x x 32 1800
6,015 50,200 SH x x 44 50200
Aceto Corp. Common Stocks 004446100 1,793 163,000 SH x 31 163000
AC Nielsen Corp. Common Stocks 004833109 768 31,900 SH x x 22 31900
81 3,700 SH x x 24 3700
2,181 99,131 SH x 31 99131
84 3,800 SH x x 32 3800
51 2,300 SH x x 37 2300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Activision, Inc. Common Stocks 004930202 71 7,400 SH x x 24 7400
Actel Corp. Common Stocks 004934105 155 3,400 SH x x 24 3400
196 4,300 SH x 31 4300
59 1,300 SH x x 32 1300
27 600 SH x x 37 600
Actuate Corp. Common Stocks 00508B102 1,701 31,900 SH x x 10 31900
171 3,200 SH x x 24 3200
3,464 64,900 SH x 31 64900
64 1,200 SH x x 32 1200
Acuson Common Stocks 005113105 65 4,800 SH x 31 4800
20 1,500 SH x x 32 1500
Acxiom Corp. Common Stocks 005125109 215 7,700 SH x x 24 7700
222 8,144 SH x 31 8144
67 2,400 SH x x 32 2400
ADAC Laboratories Common Stocks 005313200 2,924 121,850 SH x 31 121850
17 700 SH x x 32 700
Adaptec, Inc. Common Stocks 00651F108 59 2,600 SH x x 24 2600
270 11,888 SH x 31 11888
Adelphia Communications
Corp. Common Stocks 006848105 3,815 81,500 SH x x 15 81500
9,445 201,501 SH x 31 201501
Adminstaff, Inc. Common Stocks 007094105 659 9,900 SH x x 8 9900
514 8,100 SH x 31 8100
25 400 SH x x 32 400
Adobe Systems, Inc. Common Stocks 00724F101 2,286 17,600 SH x x 9 17600
1,727 13,300 SH x x 22 13300
429 3,300 SH x x 24 3300
17,949 138,073 SH x 31 138073
5,577 42,938 SH x x 39 42938
Adtran, Inc. Common Stocks 00738A106 245 4,100 SH x x 24 4100
329 5,500 SH x x 27 5500
4,329 72,300 SH x 31 72300
84 1,400 SH x x 32 1400
Advance Paradigm, Inc. Common Stocks 007491103 34 1,700 SH x x 32 1700
Advanced Digital
Information Common Stocks 007525108 146 9,200 SH x x 24 9200
91 5,700 SH x 31 5700
44 2,800 SH x x 32 2800
Advanced Fibre
Communications Common Stocks 00754A105 421 9,300 SH x x 24 9300
671 14,800 SH x 31 14800
231 5,100 SH x x 32 5100
Advanced Radio
Telecom Corp. Common Stocks 00754U101 208 14,200 SH x 31 14200
14 1,000 SH x x 32 1000
1,374 96,000 SH x x 44 96000
Advantage Learning
Systems, Inc. Common Stocks 00757K100 2 100 SH x x 32 100
Advo Systems, Inc. Common Stocks 007585102 2,108 50,200 SH x x 8 50200
151 3,600 SH x x 24 3600
2,877 68,500 SH x 31 68500
61 1,450 SH x x 32 1450
102 2,430 SH x x 37 2430
Aeroflex, Inc. Common Stocks 007768104 119 2,400 SH x x 24 2400
114 2,300 SH x 31 2300
69 1,400 SH x x 32 1400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Advanced Micro
Devices, Inc. Common Stocks 007903107 1,143 14,800 SH x x 9 14800
2,433 29,900 SH x x 21 29900
7,257 92,100 SH x x 22 92100
298 2,600 SH x x 24 2600
1,290 16,700 SH x x 26 16700
3,469 44,900 SH x x 27 44900
18,054 233,711 SH x 31 233711
AEGON Common Stocks 007924103 405 11,362 SH x x 9 11362
Advanta Corp. Class A Common Stocks 007942105 177 14,600 SH x x 8 14600
1,061 83,100 SH x x 21 83100
263 21,700 SH x x 24 21700
1,466 120,300 SH x 31 120300
17 1,400 SH x x 32 1400
Advanced Energy
Industries, Inc. Common Stocks 007973100 1,589 25,600 SH x x 21 25600
94 1,600 SH x x 24 1600
1,450 24,600 SH x 31 24600
24 400 SH x x 32 400
Advent Software, Inc. Common Stocks 007974108 401 6,200 SH x x 24 6200
484 7,500 SH x 31 7500
130 2,000 SH x x 32 2000
Aetna, Inc. Common Stocks 008117103 3,349 49,800 SH x x 8 49800
4,532 70,600 SH x x 9 70600
963 13,700 SH x x 22 13700
828 12,900 SH x x 26 12900
13,596 211,823 SH x 31 211823
3,132 45,700 SH x x 42 45700
Affiliated Computer
Services, Inc. Class A Common Stocks 008190100 142 4,300 SH x x 24 4300
200 6,063 SH x 31 6063
17 500 SH x x 32 500
Affiliated Managers
Group, Inc. Common Stocks 008252108 1,831 38,200 SH x x 21 38200
1,087 23,900 SH x x 24 23900
3,322 73,000 SH x 31 73000
55 1,200 SH x x 32 1200
55 1,200 SH x x 37 1200
Affymetrix, Inc. Common Stocks 00826T108 4,407 26,700 SH x x 10 26700
1,599 9,200 SH x x 21 9200
132 800 SH x x 22 800
50 300 SH x x 24 300
7,530 45,600 SH x 31 45600
198 1,200 SH x x 32 1200
Agribrands International,
Inc. New Common Stocks 00849R105 398 9,500 SH x x 8 9500
50 1,200 SH x x 24 1200
822 19,600 SH x 31 19600
29 700 SH x x 32 700
Agrium, Inc. Common Stocks 008916108 833 96,600 SH x x 3 96600
2,113 245,000 SH x 31 245000
4,893 158,800 SH x x 9 158800
1,234 36,600 SH x x 22 36600
465 15,100 SH x x 24 15100
34 1,100 SH x x 26 1100
3,072 99,700 SH x x 27 99700
17,470 566,972 SH x 31 566972
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Air Products &
Chemicals, Inc. Common Stocks 009158106 3,057 99,200 SH x x 6 99200
Airborne Freight Corp. Common Stocks 009266107 71 3,500 SH x x 22 3500
468 24,700 SH x 31 24700
11 600 SH x x 37 600
Airgas, Inc. Common Stocks 009363102 13 2,200 SH x 31 2200
9 1,600 SH x x 37 1600
Airtouch
Communications, Inc. Common Stocks 00949T100 1,320 13,284 SH x 31 13284
Alaska Air Group, Inc. Common Stocks 011659109 155 5,700 SH x x 24 5700
369 13,600 SH x 31 13600
49 1,800 SH x x 32 1800
Albany International
Corp. Class A Common Stocks 012348108 406 28,000 SH x x 8 28000
399 27,500 SH x 31 27500
9 600 SH x x 32 600
Albemarle Corp. Common Stocks 012653101 336 17,000 SH x x 8 17000
611 28,300 SH x x 22 28300
100 3,400 SH x x 24 3400
2,018 102,200 SH x 31 102200
81 4,110 SH x x 37 4110
Alberto Culver Co. Class B Common Stocks 013068101 278 9,100 SH x x 8 9100
440 14,400 SH x x 24 14400
34 1,100 SH x x 26 1100
1,404 45,955 SH x 31 45955
Alberto-Culver Co. Class A Common Stocks 013068200 1,536 58,500 SH x x 3 58500
Albertson's, Inc. Common Stocks 013104104 1,431 39,300 SH x x 22 39300
93 2,800 SH x x 26 2800
2,767 83,209 SH x 31 83209
Alcan Aluminum, Ltd. Common Stocks 013716105 91 2,700 SH x x 22 2700
109 3,500 SH x x 24 3500
130 4,200 SH x x 26 4200
223 7,200 SH x 31 7200
Alcatel Alsthom
Compagnie Generale
d'Electricite - ADR Common Stocks 013904305 6,930 104,209 SH x x 11 104209
Alexander & Baldwin, Inc. Common Stocks 014482103 49 2,200 SH x x 32 2200
26 1,200 SH x x 37 1200
Alexandria Real Estate
Equities, Inc. Common Stocks 015271109 508 14,800 SH x x 8 14800
580 16,900 SH x 31 16900
27 800 SH x x 32 800
Alfa Corp. Common Stocks 015385107 214 8,400 SH x x 24 8400
4 200 SH x x 37 200
Alkermes, Inc. Common Stocks 01642T108 4,283 91,000 SH x x 10 91000
1,440 30,600 SH x x 19 30600
320 6,800 SH x x 24 6800
8,944 189,800 SH x 31 189800
169 3,600 SH x x 32 3600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Alleghany Corp. Common Stocks 017175100 67 396 SH x x 32 396
Allegheny Energy, Inc. Common Stocks 017361106 678 22,700 SH x x 22 22700
668 24,410 SH x x 26 24410
3,118 113,905 SH x 31 113905
214 7,800 SH x x 32 7800
28 1,000 SH x x 37 1000
Allegiance Telecom, Inc. Common Stocks 01747T102 2,634 41,150 SH x x 9 41150
458 7,150 SH x x 24 7150
784 12,246 SH x 31 12246
371 5,800 SH x x 32 5800
Allergan, Inc. Common Stocks 018490102 973 13,064 SH x x 6 13064
1,933 25,940 SH x x 8 25940
12,443 166,000 SH x x 22 166000
343 4,600 SH x x 24 4600
11,765 157,926 SH x 31 157926
4,275 53,900 SH x x 42 53900
Alliant Techsystems, Inc. Common Stocks 018804104 316 4,200 SH x x 24 4200
303 4,500 SH x 31 4500
20 300 SH x x 32 300
Allied Capital Corp. Common Stocks 01903Q108 15 900 SH x x 24 900
63 3,700 SH x x 32 3700
Allied Waste
Industries, Inc. Common Stocks 019589308 56 5,615 SH x 31 5615
Allmerica Financial Corp. Common Stocks 019754100 2,320 44,300 SH x x 8 44300
567 9,900 SH x x 22 9900
1,018 19,000 SH x x 24 19000
4,756 90,804 SH x 31 90804
157 3,000 SH x x 37 3000
Allstate Corp. Common Stocks 020002101 5,613 239,700 SH x x 8 239700
7,765 349,000 SH x x 9 349000
3,636 149,900 SH x x 22 149900
365 16,400 SH x x 26 16400
11,781 529,485 SH x 31 529485
Alltel Corp. Common Stocks 020039103 1,759 28,400 SH x x 9 28400
1,906 28,100 SH x x 22 28100
966 15,600 SH x x 24 15600
15 250 SH x x 26 250
4,820 77,819 SH x 31 77819
Alpha Industries, Inc. Common Stocks 020753109 1,912 43,400 SH x x 10 43400
457 6,990 SH x x 15 6990
132 3,000 SH x x 24 3000
5,021 113,956 SH x 31 113956
97 2,200 SH x x 32 2200
Alpharma, Inc. Class A Common Stocks 020813101 2,383 37,500 SH x x 24 37500
2,409 38,700 SH x 31 38700
62 1,000 SH x x 32 1000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Alpine Group, Inc. Common Stocks 020825105 15 2,200 SH x x 24 2200
Altera Corp. Common Stocks 021441100 1,729 16,968 SH x x 6 16968
2,048 20,100 SH x x 9 20100
2,663 25,900 SH x x 22 25900
12,388 121,528 SH x 31 121528
5,429 49,900 SH x x 42 49900
ALZA Corp. Common Stocks 022615108 14,143 239,200 SH x x 9 239200
319 5,400 SH x x 24 5400
11,330 191,630 SH x 31 191630
4,883 77,400 SH x x 42 77400
Amazon.com, Inc. Common Stocks 023135106 512 14,100 SH x x 22 14100
199 5,492 SH x 31 5492
Ambac Financial Group, Inc. Common Stocks 023139108 146 2,670 SH x x 8 2670
5,597 102,100 SH x x 9 102100
1,380 23,000 SH x x 22 23000
38 700 SH x x 24 700
292 5,330 SH x x 26 5330
3,577 65,258 SH x 31 65258
164 3,000 SH x x 32 3000
AMCOL International Corp. Common Stocks 02341W103 150 9,100 SH x x 8 9100
152 9,200 SH x x 24 9200
513 31,100 SH x 31 31100
28 1,700 SH x x 32 1700
56 3,400 SH x x 37 3400
Amerada Hess Corp. Common Stocks 023551104 11,252 173,410 SH x x 4 173410
3,180 48,340 SH x x 8 48340
2,614 40,300 SH x x 22 40300
994 16,100 SH x x 24 16100
1,223 19,800 SH x x 26 19800
24,062 389,660 SH x 31 389660
AMERCO Common Stocks 023586100 12 600 SH x x 32 600
Ameren Corp. Common Stocks 023608102 574 15,500 SH x x 22 15500
1,142 33,830 SH x x 26 33830
3,945 116,881 SH x 31 116881
America Online, Inc. Common Stocks 02364J104 5,803 110,004 SH x x 6 110004
1,218 21,300 SH x x 8 21300
17,506 331,800 SH x x 9 331800
3,049 57,800 SH x x 15 57800
6,638 125,411 SH x x 22 125411
1,255 23,800 SH x x 24 23800
4,283 81,200 SH x x 27 81200
84,523 1,602,410 SH x 31 1602410
2 32 SH x x 32 32
5,220 98,951 SH x x 39 98951
23,531 400,890 SH x x 43 400890
America West Holding
Corp. Class B Common Stocks 023657208 426 24,100 SH x x 24 24100
1,075 62,800 SH x 31 62800
84 4,900 SH x x 37 4900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Amcore Financial, Inc. Common Stocks 023912108 35 1,900 SH x x 32 1900
American Classic
Voyages Co. Common Stocks 024928103 2 100 SH x x 32 100
American Electric
Power Co., Inc. Common Stocks 025537101 750 23,980 SH x x 22 23980
1,698 57,300 SH x x 26 57300
6,721 226,857 SH x 31 226857
American Express Co. Common Stocks 025816109 1,879 32,900 SH x x 22 32900
2,653 50,900 SH x x 24 50900
2,893 55,500 SH x x 26 55500
25,654 492,168 SH x 31 492168
3,777 67,800 SH x x 42 67800
American Financial
Group, Inc. Common Stocks 025932104 531 21,400 SH x x 8 21400
565 22,778 SH x 31 22778
American Freightways Corp. Common Stocks 02629V108 631 43,500 SH x x 8 43500
672 44,000 SH x x 21 44000
295 18,700 SH x x 24 18700
1,512 104,300 SH x 31 104300
35 2,400 SH x x 32 2400
10 700 SH x x 37 700
American General Corp. Common Stocks 026351106 7,143 111,300 SH x x 4 111300
1,822 27,300 SH x x 22 27300
31 500 SH x x 24 500
842 13,800 SH x x 26 13800
15,673 256,935 SH x 31 256935
American Greetings
Corp. Class A Common Stocks 026375105 1,991 104,800 SH x x 3 104800
1,959 103,100 SH x x 8 103100
3,857 203,000 SH x 31 203000
American Home
Products Corp. Common Stocks 026609107 15,780 268,600 SH x x 9 268600
1,017 15,800 SH x x 22 15800
2,368 40,300 SH x x 24 40300
1,633 27,800 SH x x 26 27800
26,634 453,339 SH x 31 453339
6,730 102,840 SH x x 43 102840
American Industrial
Properties Common Stocks 026791202 18 1,300 SH x 31 1300
8 600 SH x x 37 600
American International
Group, Inc. Common Stocks 026874107 1,542 11,700 SH x x 1 11700
11,208 90,700 SH x x 4 90700
12,827 109,168 SH x x 6 109168
2,644 20,966 SH x x 8 20966
6,125 52,128 SH x x 9 52128
41,004 332,686 SH x x 22 332686
6,131 52,175 SH x x 24 52175
7,065 60,125 SH x x 26 60125
122,475 1,042,342 SH x 31 1042342
223 1,900 SH x x 40 1900
7,746 62,000 SH x x 42 62000
7,836 60,720 SH x x 43 60720
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
American Management
Systems, Inc. Common Stocks 027352103 2,920 89,000 SH x x 10 89000
72 2,200 SH x x 24 2200
3,552 108,200 SH x 31 108200
69 2,100 SH x x 32 2100
American National
Insurance Co. Common Stocks 028591105 117 2,300 SH x x 8 2300
82 1,600 SH x x 22 1600
143 2,800 SH x x 24 2800
216 4,235 SH x 31 4235
American Power
Conversion Corp. Common Stocks 029066107 2,185 50,900 SH x x 21 50900
750 18,400 SH x x 24 18400
7,715 189,028 SH x 31 189028
1,960 45,100 SH x x 42 45100
1,479 36,300 SH x x 44 36300
American Standard
Cos., Inc. Common Stocks 029712106 961 21,400 SH x x 22 21400
542 12,500 SH x x 24 12500
672 16,400 SH x x 26 16400
6,155 150,118 SH x 31 150118
168 4,100 SH x x 32 4100
172 4,200 SH x x 37 4200
American States Water Co. Common Stocks 029899101 48 1,600 SH x x 8 1600
30 1,000 SH x 31 1000
18 600 SH x x 32 600
6 200 SH x x 37 200
American Tower Corp.
Class A Common Stocks 029912201 2,209 53,000 SH x x 10 53000
221 5,300 SH x x 24 5300
4,157 99,713 SH x 31 99713
175 4,200 SH x x 32 4200
American
Superconductor Corp. Common Stocks 030111108 1,407 29,200 SH x x 19 29200
1,800 37,300 SH x 31 37300
American Water Works, Inc. Common Stocks 030411102 278 11,100 SH x x 8 11100
857 34,263 SH x 31 34263
173 6,900 SH x x 32 6900
73 2,900 SH x x 37 2900
American Xtal
Technology, Inc. Common Stocks 030514103 26 600 SH x x 32 600
AmeriCredit Corp. Common Stocks 03060R101 1,742 97,300 SH x x 21 97300
565 31,500 SH x x 24 31500
2,020 118,800 SH x 31 118800
85 5,000 SH x x 32 5000
Ameron, Inc. Common Stocks 030710107 97 2,700 SH x x 24 2700
AmeriPath, Inc. Common Stocks 03071D109 161 18,700 SH x x 24 18700
3 300 SH x x 32 300
9 1,000 SH x x 37 1000
AmeriSource Health Corp.
Class A Common Stocks 03071P102 583 18,800 SH x x 24 18800
632 20,400 SH x 31 20400
62 2,000 SH x x 32 2000
Ameritrade Holding Corp.
Class A Common Stocks 03072H109 145 12,500 SH x x 9 12500
23 1,969 SH x 31 1969
32 2,800 SH x x 32 2800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AmerUs Life Holdings, Inc. Common Stocks 030732101 307 14,900 SH x x 8 14900
248 12,000 SH x x 24 12000
623 30,200 SH x 31 30200
19 900 SH x x 37 900
Ames Department
Stores, Inc. Common Stocks 030789507 8 1,000 SH x x 32 1000
AMETEK, Inc. Common Stocks 031100100 142 7,500 SH x x 22 7500
121 6,900 SH x 31 6900
26 1,500 SH x x 32 1500
Amgen, Inc. Common Stocks 031162100 1,546 22,000 SH x x 9 22000
4,756 67,700 SH x x 22 67700
119 1,700 SH x x 24 1700
28,857 410,770 SH x 31 410770
3,705 49,400 SH x x 42 49400
9,840 126,650 SH x x 43 126650
Amkor Technology, Inc. Common Stocks 031652100 1,858 52,700 SH x x 19 52700
324 9,200 SH x x 24 9200
2,592 73,400 SH x 31 73400
197 5,600 SH x x 32 5600
Amphenol Corp. Class A Common Stocks 032095101 1,734 26,200 SH x x 8 26200
470 7,100 SH x x 24 7100
2,985 45,100 SH x 31 45100
195 2,950 SH x x 32 2950
AmSouth Bancorp Common Stocks 032165102 3,120 191,550 SH x x 22 191550
2,611 165,750 SH x x 27 165750
7,559 479,913 SH x 31 479913
Amtran, Inc. Common Stocks 03234G106 74 6,000 SH x x 24 6000
Anadarko Petroleum Corp. Common Stocks 032511107 8,050 163,246 SH x 31 163246
3,583 68,000 SH x x 42 68000
ANADIGICS, Inc. Common Stocks 032515108 492 13,700 SH x x 21 13700
154 4,500 SH x x 24 4500
601 17,650 SH x 31 17650
72 2,100 SH x x 32 2100
Analog Devices, Inc. Common Stocks 032654105 3,950 49,500 SH x x 8 49500
160 2,100 SH x x 9 2100
3,670 47,800 SH x x 22 47800
182 2,400 SH x x 24 2400
205 2,700 SH x x 26 2700
8,596 113,100 SH x x 27 113100
18,539 243,932 SH x 31 243932
Analysts International
Corp. Common Stocks 032681108 1 100 SH x x 32 100
Anaren Microwave, Inc. Common Stocks 032744104 928 4,766 SH x x 15 4766
3,717 28,350 SH x x 19 28350
144 1,100 SH x x 24 1100
3,950 30,098 SH x 31 30098
84 637 SH x x 32 637
Anchor Gaming Common Stocks 033037102 355 7,400 SH x x 8 7400
225 4,700 SH x x 24 4700
709 14,800 SH x 31 14800
19 400 SH x x 32 400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Ancor Communications, Inc. Common Stocks 03332K108 50 1,400 SH x x 32 1400
Andover Bancorp, Inc. Common Stocks 034258103 104 3,600 SH x x 8 3600
29 1,000 SH x 31 1000
14 500 SH x x 32 500
Andrew Corp. Common Stocks 034425108 319 9,500 SH x x 24 9500
97 2,900 SH x x 26 2900
460 13,700 SH x 31 13700
8 250 SH x x 32 250
Andrx Corp. Common Stocks 034551101 1,348 21,100 SH x x 6 21100
558 5,885 SH x x 15 5885
1,872 27,800 SH x x 21 27800
588 9,200 SH x x 24 9200
3,228 50,498 SH x 31 50498
109 1,700 SH x x 32 1700
Anheuser-Busch Cos., Inc. Common Stocks 035229103 1,472 18,800 SH x x 4 18800
2,395 32,066 SH x x 6 32066
202 2,700 SH x x 9 2700
7,129 90,700 SH x x 22 90700
2,412 32,300 SH x x 24 32300
650 8,700 SH x x 26 8700
37,450 501,416 SH x 31 501416
3,386 45,330 SH x x 39 45330
4,017 50,300 SH x x 42 50300
Anixter International, Inc. Common Stocks 035290105 4,035 149,900 SH x x 8 149900
302 11,400 SH x x 24 11400
3,980 150,200 SH x 31 150200
AnnTaylor Stores Corp. Common Stocks 036115103 74 1,500 SH x x 24 1500
10 300 SH x x 32 300
ANTEC Corp. Common Stocks 03664P105 129 3,100 SH x x 24 3100
208 5,000 SH x 31 5000
AnswerThink Consulting
Group, Inc. Common Stocks 036916104 25 1,500 SH x x 32 1500
AON Corp. Common Stocks 037389103 1,382 44,500 SH x x 9 44500
1,041 30,600 SH x x 22 30600
2,484 79,979 SH x 31 79979
Apache Corp. Common Stocks 037411105 2,095 33,300 SH x x 8 33300
347 5,900 SH x x 9 5900
6,474 109,500 SH x x 22 109500
674 10,300 SH x x 24 10300
1,476 25,100 SH x x 26 25100
12,151 206,600 SH x 31 206600
2,855 45,400 SH x x 42 45400
Apartment Investment &
Manag Common Stocks 03748R101 15,561 359,800 SH x x 2 359800
1,600 33,800 SH x x 22 33800
8,231 190,315 SH x x 23 190315
5,251 121,418 SH x 31 121418
283 6,500 SH x x 37 6500
7,954 183,900 SH x x 41 183900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Apollo Group, Inc. Class A Common Stocks 037604105 64 2,287 SH x 31 2287
Apple Computer, Inc. Common Stocks 037833100 384 7,500 SH x x 1 7500
2,214 42,330 SH x x 6 42330
1,737 33,200 SH x x 9 33200
1,439 27,500 SH x x 15 27500
4,148 74,600 SH x x 22 74600
377 7,200 SH x x 24 7200
1,203 23,000 SH x x 26 23000
2,987 57,100 SH x x 27 57100
24,473 467,274 SH x 31 467274
Applebee's
International, Inc. Common Stocks 037899101 2,435 78,500 SH x x 8 78500
369 11,400 SH x x 24 11400
2,470 81,500 SH x 31 81500
55 1,800 SH x x 32 1800
Applied Films Corp. Common Stocks 038197109 946 17,214 SH x x 15 17214
1,235 33,731 SH x 31 33731
Applied Industrial
Technology, Inc. Common Stocks 03820C105 246 15,000 SH x x 8 15000
310 17,700 SH x x 24 17700
932 56,900 SH x 31 56900
25 1,500 SH x x 32 1500
46 2,800 SH x x 37 2800
Applied Materials, Inc. Common Stocks 038222105 28,937 302,900 SH x x 1 302900
3,317 36,600 SH x x 6 36600
10,136 107,100 SH x x 8 107100
15,089 166,500 SH x x 9 166500
1,196 13,200 SH x x 24 13200
6,987 77,100 SH x x 27 77100
115,959 1,279,548 SH x 31 1279548
7,324 80,819 SH x x 39 80819
3,335 36,800 SH x x 40 36800
3,270 33,800 SH x x 42 33800
7,854 78,360 SH x x 43 78360
Applied Power, Inc.
Class A Common Stocks 038225108 941 28,100 SH x x 8 28100
2,794 83,400 SH x x 10 83400
693 20,700 SH x x 24 20700
3,105 92,700 SH x 31 92700
34 1,000 SH x x 32 1000
Applied Micro
Circuits Corp. Common Stocks 03822W109 1,896 19,200 SH x x 6 19200
3,381 32,400 SH x x 8 32400
89 900 SH x x 9 900
1,548 14,900 SH x x 21 14900
944 9,540 SH x x 22 9540
40 400 SH x x 24 400
14,292 144,732 SH x 31 144732
632 6,400 SH x x 32 6400
4,761 45,400 SH x x 42 45400
Applied Science &
Technology, Inc. Common Stocks 038236105 13 500 SH x x 32 500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AptarGroup, Inc. Common Stocks 038336103 599 22,200 SH x x 8 22200
2,840 105,200 SH x x 10 105200
4,803 177,900 SH x 31 177900
57 2,100 SH x x 32 2100
Aracruz Celulose SA - ADR Preferred
Stocks 038496204 342 17,700 SH x 31 17700
407 18,800 SH x x 35 18800
Arch Coal, Inc. Common Stocks 039380100 0 0 SH x x 16
37 4,800 SH x 31 4800
6 800 SH x x 37 800
Archer-Daniels-Midland Co. Common Stocks 039483102 1,999 203,726 SH x x 6 203726
960 89,500 SH x x 22 89500
671 68,378 SH x x 26 68378
3,231 329,286 SH x 31 329286
Archstone Communities
Trust Common Stocks 039581103 3,652 173,400 SH x x 2 173400
284 13,500 SH x x 8 13500
6,693 317,774 SH x x 23 317774
122 4,937 SH x x 24 4937
1,894 89,916 SH x 31 89916
78 3,700 SH x x 37 3700
Arctic Cat, Inc. Common Stocks 039670104 150 12,600 SH x 31 12600
5 400 SH x x 37 400
Arden Realty Group, Inc. Common Stocks 039793104 12,859 547,200 SH x x 2 547200
4,335 184,450 SH x x 23 184450
71 3,031 SH x x 24 3031
108 4,602 SH x 31 4602
11,073 471,200 SH x x 41 471200
Argosy Gaming Co. Common Stocks 040228108 1,804 119,100 SH x x 21 119100
90 4,600 SH x x 24 4600
1,600 111,300 SH x 31 111300
7 500 SH x x 32 500
Ariad Pharmaceuticals Inc Common Stocks 04033A100 76 5,700 SH x 31 5700
Arkansas Best Corp. Common Stocks 040790107 198 19,900 SH x x 24 19900
169 17,000 SH x 31 17000
Arnold Industries, Inc. Common Stocks 042595108 1,433 118,825 SH x 31 118825
16 1,300 SH x x 32 1300
Arrow Electronics, Inc. Common Stocks 042735100 2,942 94,900 SH x x 3 94900
4,165 131,200 SH x x 8 131200
1,212 37,100 SH x x 21 37100
1,027 29,500 SH x x 24 29500
862 27,800 SH x x 26 27800
3,751 121,000 SH x x 27 121000
17,469 563,530 SH x 31 563530
211 6,800 SH x x 32 6800
Arrow International, Inc. Common Stocks 042764100 77 2,300 SH x 31 2300
23 700 SH x x 32 700
10 300 SH x x 37 300
Artesyn Technologies, Inc. Common Stocks 043127109 45 1,600 SH x x 32 1600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ArthroCare Corp. Common Stocks 043136100 24 450 SH x x 32 450
Arvin Industries, Inc. Common Stocks 043339100 17 900 SH x x 22 900
530 30,500 SH x 31 30500
31 1,800 SH x x 32 1800
21 1,200 SH x x 37 1200
Ashanti Goldfields,
Ltd. - ADR Common Stocks 043743202 465 249,722 SH x x 7 249722
513 293,368 SH x 31 293368
Ashland, Inc. Common Stocks 044204105 1,419 40,480 SH x x 8 40480
193 5,500 SH x x 24 5500
2,034 58,010 SH x 31 58010
Asia Pulp & Paper
Co, - ADR Ltd. Common Stocks 04516V100 400 79,000 SH x x 26 79000
451 89,000 SH x 31 89000
Aspen Technology, Inc. Common Stocks 045327103 654 11,441 SH x x 15 11441
181 4,700 SH x x 24 4700
1,612 41,869 SH x 31 41869
12 300 SH x x 32 300
Associated Banc-Corp. Common Stocks 045487105 50 2,310 SH x x 8 2310
439 19,030 SH x x 24 19030
689 31,580 SH x 31 31580
13 600 SH x x 32 600
At Home Corp. Series A Common Stocks 045919100 89 4,269 SH x 31 4269
At Home Corp. Series A Common Stocks 045919107 219 10,600 SH x x 22 10600
Associates First
Capital Corp. Class A Common Stocks 046008108 9,120 377,200 SH x x 1 377200
757 33,944 SH x x 6 33944
3,682 165,000 SH x x 9 165000
3,609 151,600 SH x x 22 151600
120 5,400 SH x x 26 5400
13,494 604,794 SH x 31 604794
1,383 62,000 SH x x 40 62000
Astoria Financial Corp. Common Stocks 046265104 3,409 128,090 SH x x 8 128090
28 1,100 SH x x 9 1100
760 29,500 SH x x 10 29500
353 12,500 SH x x 22 12500
346 12,800 SH x x 24 12800
5,408 210,007 SH x 31 210007
39 1,500 SH x x 32 1500
10 400 SH x x 37 400
Asyst Technologies, Inc. Common Stocks 04648X107 374 7,400 SH x x 15 7400
533 14,900 SH x x 21 14900
143 4,200 SH x x 24 4200
1,254 36,605 SH x 31 36605
90 2,650 SH x x 32 2650
Atlantic Coast
Airlines, Inc. Common Stocks 048396105 789 24,900 SH x x 19 24900
1,006 31,700 SH x 31 31700
Atlas Air, Inc. Common Stocks 049164106 29 800 SH x x 24 800
39 1,100 SH x x 32 1100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Atmel Corp. Common Stocks 049513104 458 11,300 SH x x 22 11300
44 800 SH x x 24 800
1,552 42,088 SH x 31 42088
358 9,700 SH x x 32 9700
70 1,900 SH x x 37 1900
1,925 52,200 SH x x 44 52200
Atwood Oceanics, Inc. Common Stocks 050095108 342 7,700 SH x x 8 7700
44 1,000 SH x x 24 1000
799 18,000 SH x 31 18000
4 100 SH x x 32 100
49 1,100 SH x x 37 1100
Audiovox Corp. Class A Common Stocks 050757103 695 31,600 SH x x 8 31600
637 27,500 SH x x 21 27500
37 1,700 SH x x 24 1700
1,350 61,200 SH x 31 61200
Aura Systems, Inc. Common Stocks 051526100 76 290,400 SH x 31 290400
Aurora Biosciences Corp. Common Stocks 051920106 136 2,000 SH x x 24 2000
136 2,000 SH x 31 2000
99 1,450 SH x x 32 1450
Autodesk, Inc. Common Stocks 052769106 149 3,900 SH x x 22 3900
35 1,000 SH x x 24 1000
4,083 117,700 SH x x 27 117700
8,714 251,200 SH x 31 251200
7 200 SH x x 37 200
Autoliv, Inc. Common Stocks 052800109 219 9,102 SH x 31 9102
39 1,600 SH x x 37 1600
Automatic Data
Processing, Inc. Common Stocks 053015103 3,739 69,800 SH x x 8 69800
2,282 42,600 SH x x 9 42600
1,596 29,800 SH x x 24 29800
8,772 163,780 SH x 31 163780
AutoZone, Inc. Common Stocks 053332102 1,179 53,600 SH x x 3 53600
406 16,900 SH x x 22 16900
455 20,700 SH x x 24 20700
1,344 61,091 SH x 31 61091
Avalonbay Communities, Inc. Common Stocks 053484101 19,894 476,500 SH x x 2 476500
7,174 171,830 SH x x 23 171830
716 14,153 SH x x 24 14153
578 13,851 SH x 31 13851
142 3,400 SH x x 32 3400
9,344 223,800 SH x x 41 223800
Avant! Corp. Common Stocks 053487104 451 24,100 SH x 31 24100
21 1,100 SH x x 32 1100
75 4,000 SH x x 37 4000
Avery Dennison Corp. Common Stocks 053611109 23 300 SH x x 22 300
285 4,251 SH x 31 4251
Avid Technology, Inc. Common Stocks 05367P100 923 73,400 SH x x 21 73400
1,040 86,700 SH x 31 86700
10 800 SH x x 32 800
22 1,800 SH x x 37 1800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Avigen, Inc. Common Stocks 053690103 33 750 SH x x 32 750
Avis Rent A Car, Inc. Common Stocks 053790101 1,099 58,600 SH x x 8 58600
615 31,000 SH x x 24 31000
1,890 100,800 SH x 31 100800
39 2,100 SH x x 32 2100
21 1,100 SH x x 37 1100
Avnet, Inc. Common Stocks 053807103 3,001 50,650 SH x x 3 50650
3,051 51,500 SH x x 8 51500
752 12,300 SH x x 24 12300
687 11,600 SH x x 26 11600
8,970 151,400 SH x 31 151400
160 2,700 SH x x 32 2700
3,905 65,900 SH x x 44 65900
Avon Products, Inc. Common Stocks 054303102 405 9,100 SH x x 24 9100
6,536 146,873 SH x 31 146873
2,181 45,900 SH x x 42 45900
Aware, Inc. Common Stocks 05453N100 392 5,170 SH x x 15 5170
561 10,967 SH x 31 10967
41 800 SH x x 32 800
AXENT Technologies, Inc. Common Stocks 05459C108 915 34,900 SH x x 21 34900
443 17,800 SH x x 24 17800
1,720 69,300 SH x 31 69300
17 700 SH x x 32 700
Aztar Corp. Common Stocks 054802103 1,187 76,600 SH x x 8 76600
625 38,500 SH x x 24 38500
2,345 151,300 SH x 31 151300
22 1,400 SH x x 32 1400
73 4,700 SH x x 37 4700
BB&T Corp. Common Stocks 054937107 2,348 91,400 SH x x 22 91400
3,410 142,826 SH x 31 142826
BCE, Inc. Common Stocks 05534B109 49 1,400 SH x x 26 1400
BHC Communications,
Inc. Class A Common Stocks 055448104 76 500 SH x x 22 500
30 200 SH x x 24 200
107 701 SH x 31 701
BISYS Group, Inc. Common Stocks 055472104 4,627 75,100 SH x x 10 75100
166 2,700 SH x x 24 2700
6,459 105,022 SH x 31 105022
80 1,300 SH x x 32 1300
BJ Services Co. Common Stocks 055482103 931 14,900 SH x x 6 14900
233 2,800 SH x x 8 2800
3,367 54,000 SH x x 10 54000
150 2,400 SH x x 22 2400
841 12,900 SH x x 24 12900
5,766 92,260 SH x 31 92260
163 2,600 SH x x 32 2600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BJ's Wholesale Club, Inc. Common Stocks 05548J106 1,488 45,100 SH x x 8 45100
937 27,800 SH x x 22 27800
790 23,300 SH x x 24 23300
3,287 99,604 SH x 31 99604
112 3,400 SH x x 32 3400
69 2,100 SH x x 37 2100
BOK Financial Corp. Common Stocks 05561Q201 12 700 SH x x 32 700
BRE Properties, Inc. Common Stocks 05564E106 362 12,542 SH x x 24 12542
630 21,834 SH x 31 21834
69 2,400 SH x x 32 2400
35 1,200 SH x x 37 1200
BSB Bancorp, Inc. Common Stocks 055652101 16 800 SH x x 24 800
2 100 SH x x 37 100
BMC Software, Inc. Common Stocks 055921100 1,258 34,500 SH x x 9 34500
266 7,290 SH x 31 7290
Bacou USA, Inc. Common Stocks 056439102 32 1,600 SH x x 24 1600
342 17,100 SH x 31 17100
6 300 SH x x 32 300
Baker Hughes, Inc. Common Stocks 057224107 45 1,400 SH x x 9 1400
2,860 83,900 SH x x 22 83900
307 9,600 SH x x 26 9600
8,048 251,492 SH x 31 251492
1,911 56,000 SH x x 42 56000
Baldor Electric Co. Common Stocks 057741100 34 1,800 SH x x 32 1800
Ball Corp. Common Stocks 058498106 753 23,400 SH x x 8 23400
258 5,400 SH x x 24 5400
1,035 32,146 SH x 31 32146
45 1,400 SH x x 37 1400
Ballard Power Systems, Inc. Common Stocks 05858H104 2,102 23,400 SH x x 11 23400
Banco Bilbao Vizcaya Preferred
International - ADR Stocks 059456103 254 10,000 SH x x 12 10000
BancFirst Corp. Common Stocks 05945F103 65 1,400 SH x x 24 1400
9 300 SH x x 32 300
Banco de A. Edwards
Series A - ADR Common Stocks 059504100 111 8,209 SH x 31 8209
188 12,644 SH x x 35 12644
Banco de Galicia y Buenos
Aires SA de CV
Class B - ADR Common Stocks 059538207 140 9,424 SH x 31 9424
225 12,707 SH x x 35 12707
Banco Frances del
Rio la Plata - ADR Common Stocks 059591107 314 14,500 SH x x 26 14500
357 16,500 SH x 31 16500
Banco Santander Chile
Series A - ADR Common Stocks 05965F108 182 11,400 SH x 31 11400
147 9,200 SH x x 35 9200
Banco Santiago - ADR Common Stocks 05965L105 37 1,400 SH x x 35 1400
BancorpSouth, Inc. Common Stocks 059692103 58 4,100 SH x x 32 4100
BancWest Corp. Common Stocks 059790105 398 24,200 SH x x 8 24200
753 42,500 SH x x 24 42500
1,210 73,600 SH x 31 73600
89 5,400 SH x x 32 5400
Bandag, Inc. Common Stocks 059815100 172 7,100 SH x x 8 7100
150 5,700 SH x x 22 5700
643 26,500 SH x 31 26500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
22 900 SH x x 32 900
Bank of New York Co., Inc. Common Stocks 064057102 3,958 77,700 SH x x 22 77700
1,544 33,200 SH x x 26 33200
16,778 360,813 SH x 31 360813
2,478 49,900 SH x x 42 49900
Bank One Corp. Common Stocks 06423A103 1,891 71,200 SH x x 9 71200
4,649 159,800 SH x x 22 159800
2,290 86,230 SH x x 26 86230
14,343 539,976 SH x 31 539976
Bank United Corp. Class A Common Stocks 065412108 1,416 40,100 SH x x 8 40100
2,178 61,900 SH x 31 61900
57 1,600 SH x x 32 1600
21 600 SH x x 37 600
Bank of America Corp. Common Stocks 06605F102 1,715 38,943 SH x x 4 38943
512 11,900 SH x x 24 11900
Banta Corp. Common Stocks 066821109 2,424 128,000 SH x x 3 128000
437 23,100 SH x x 8 23100
807 40,900 SH x x 22 40900
3,674 194,000 SH x 31 194000
66 3,500 SH x x 37 3500
Bard (C.R.), Inc. Common Stocks 067383109 2,589 53,800 SH x x 3 53800
183 3,800 SH x x 8 3800
698 14,500 SH x x 9 14500
901 17,700 SH x x 24 17700
1,326 27,550 SH x 31 27550
Barnes & Noble, Inc. Common Stocks 067774109 530 21,600 SH x x 24 21600
494 22,224 SH x 31 22224
27 1,200 SH x x 32 1200
Barnes Group, Inc. Common Stocks 067806109 10 600 SH x 31 600
7 400 SH x x 37 400
Barrick Gold Corp. Common Stocks 067901108 511 25,700 SH x x 22 25700
855 47,000 SH x 31 47000
Barr Laboratories, Inc. Common Stocks 068306109 58 1,300 SH x x 32 1300
Barra, Inc. Common Stocks 068313105 2,140 41,000 SH x x 21 41000
386 7,100 SH x x 24 7100
2,374 47,900 SH x 31 47900
27 540 SH x x 32 540
Barrett Resources Corp. Common Stocks 068480201 1,522 50,000 SH x x 10 50000
2,344 77,000 SH x 31 77000
43 1,400 SH x x 32 1400
Basin Exploration, Inc. Common Stocks 070107107 2 100 SH x x 32 100
Bausch & Lomb, Inc. Common Stocks 071707103 356 4,600 SH x x 9 4600
517 6,100 SH x x 22 6100
15 200 SH x x 24 200
39 500 SH x x 26 500
961 12,419 SH x 31 12419
Baxter International, Inc. Common Stocks 071813109 10,707 145,120 SH x x 4 145120
2,306 32,800 SH x x 6 32800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
232 3,300 SH x x 9 3300
8,459 120,300 SH x x 15 120300
49 700 SH x x 24 700
823 11,700 SH x x 26 11700
50,470 717,795 SH x 31 717795
6,025 77,560 SH x x 43 77560
Bay View Capital Corp. Common Stocks 07262L101 207 21,100 SH x x 24 21100
408 41,600 SH x 31 41600
9 900 SH x x 32 900
BEA Systems, Inc. Common Stocks 073325102 3,209 65,000 SH x x 6 65000
2,233 43,200 SH x x 8 43200
178 3,600 SH x x 9 3600
1,649 33,400 SH x x 22 33400
49 1,000 SH x x 24 1000
2,705 54,712 SH x 31 54712
983 19,900 SH x x 32 19900
Bear Stearns
Companies Inc. (The) Common Stocks 073902108 2,968 71,308 SH x x 3 71308
4,260 97,646 SH x x 8 97646
1,661 39,900 SH x x 9 39900
114 2,500 SH x x 22 2500
645 15,490 SH x x 24 15490
466 11,200 SH x x 26 11200
8,118 195,022 SH x 31 195022
Beckman Coulter, Inc. Common Stocks 075811100 1,740 29,800 SH x 31 29800
Beckman Coulter, Inc. Common Stocks 075811109 2,031 34,800 SH x x 8 34800
18 300 SH x x 32 300
Becton, Dickinson & Co. Common Stocks 075887109 1,432 49,900 SH x x 6 49900
2,183 76,100 SH x x 9 76100
5,468 190,600 SH x x 15 190600
301 10,500 SH x x 24 10500
273 9,500 SH x x 26 9500
15,554 542,200 SH x 31 542200
Bed Bath & Beyond, Inc.
New Common Stocks 075896100 127 3,494 SH x 31 3494
Bedford Property
Investors, Inc. Common Stocks 076446301 464 25,000 SH x x 8 25000
222 11,968 SH x x 24 11968
2,057 110,830 SH x 31 110830
26 1,400 SH x x 32 1400
11 600 SH x x 37 600
Belden, Inc. Common Stocks 077459105 107 2,800 SH x x 24 2800
433 16,900 SH x 31 16900
51 2,000 SH x x 32 2000
67 2,600 SH x x 37 2600
Bell & Howell Co. Common Stocks 077852101 65 1,800 SH x x 24 1800
Bell Atlantic Corp. Common Stocks 077853109 5,904 116,192 SH x x 6 116192
9,407 175,100 SH x x 8 175100
2,844 55,964 SH x x 9 55964
2,495 49,100 SH x x 15 49100
29,467 556,116 SH x x 22 556116
5,793 114,000 SH x x 24 114000
3,766 74,120 SH x x 26 74120
55,094 1,084,270 SH x 31 1084270
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BellSouth Corp. Common Stocks 079860102 4,709 105,100 SH x x 4 105100
11,227 263,388 SH x x 6 263388
35,200 792,521 SH x x 22 792521
8,768 205,700 SH x x 24 205700
3,731 87,540 SH x x 26 87540
53,464 1,254,283 SH x 31 1254283
Belo (A.H.) Corp. Class A Common Stocks 080555105 462 26,700 SH x x 24 26700
554 31,989 SH x 31 31989
113 6,500 SH x x 32 6500
Bemis Co., Inc. Common Stocks 081437105 1,020 29,600 SH x x 24 29600
303 9,003 SH x 31 9003
Benchmark Electronics, Inc. Common Stocks 08160H101 18 500 SH x x 32 500
Bergen Brunswig Corp.
Class A Common Stocks 083739102 22 4,040 SH x 31 4040
37 6,700 SH x x 32 6700
Beringer Wine Estates
Holdings, Inc. Class B Common Stocks 084102102 4 100 SH x x 32 100
Berkley (W.R.) Corp. Common Stocks 084423102 11 600 SH x x 32 600
Berry Petroleum Co.
Class A Common Stocks 085789105 764 42,800 SH x x 21 42800
670 39,400 SH x 31 39400
3 200 SH x x 32 200
Best Buy Co. Common Stocks 086516101 1,577 24,930 SH x x 6 24930
5,271 82,900 SH x x 22 82900
859 13,577 SH x 31 13577
Bestfoods Common Stocks 08658U101 5,173 74,700 SH x x 9 74700
2,866 39,500 SH x x 22 39500
422 6,100 SH x x 24 6100
1,247 18,000 SH x x 26 18000
7,470 107,870 SH x 31 107870
Bethlehem Steel Corp. Common Stocks 087509105 77 21,600 SH x x 26 21600
Beverly Enterprises,
Inc. New Common Stocks 087851309 2,145 762,750 SH x 31 762750
Bindley Western
Industries, Inc. Common Stocks 090324104 1,383 52,300 SH x x 8 52300
662 22,476 SH x x 24 22476
1,068 40,399 SH x 31 40399
24 900 SH x x 32 900
BindView Development Corp. Common Stocks 090327107 748 62,600 SH x x 10 62600
1,488 124,000 SH x 31 124000
Bio-Rad Laboratories,
Inc. Class A Common Stocks 090572207 70 2,800 SH x 31 2800
Biogen, Inc. Common Stocks 090597105 1,527 23,702 SH x x 6 23702
10 100 SH x x 22 100
287 4,454 SH x 31 4454
Biomatrix, Inc. Common Stocks 09060P102 140 6,200 SH x x 24 6200
104 4,600 SH x 31 4600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
16 700 SH x x 32 700
Biomet, Inc. Common Stocks 090613100 119 3,101 SH x 31 3101
Biosite Diagnostics, Inc. Common Stocks 090945106 87 1,800 SH x 31 1800
Black & Decker Corp. Common Stocks 091797100 2,445 62,200 SH x x 15 62200
275 7,000 SH x x 24 7000
47 1,200 SH x x 26 1200
6,986 177,700 SH x 31 177700
Black Box Corp. Common Stocks 091826107 1,037 13,100 SH x x 19 13100
237 3,000 SH x x 24 3000
1,615 20,400 SH x 31 20400
135 1,700 SH x x 32 1700
Black Hills Corp. Common Stocks 092113109 307 13,600 SH x x 8 13600
77 2,300 SH x x 24 2300
237 10,500 SH x 31 10500
11 500 SH x x 32 500
E.W. Blanch Holdings, Inc. Common Stocks 093210102 2 100 SH x x 32 100
Block Drug Co., Inc.
Class A Common Stocks 093644102 2,871 67,851 SH x x 3 67851
3,726 88,059 SH x 31 88059
Block (H&R) Co., Inc. Common Stocks 093671105 365 10,200 SH x x 22 10200
401 12,400 SH x x 26 12400
1,763 54,462 SH x 31 54462
Blue Square Israel,
Ltd. - ADR Common Stocks 096055108 173 17,300 SH x 31 17300
200 17,980 SH x x 35 17980
Blyth Industries, Inc. Common Stocks 09643P108 29 990 SH x 31 990
65 2,200 SH x x 32 2200
Bob Evans Farms, Inc. Common Stocks 096761101 54 3,600 SH x 31 3600
30 2,000 SH x x 32 2000
Boeing Co. (The) Common Stocks 097023105 1,982 47,400 SH x x 6 47400
2,881 68,900 SH x x 9 68900
13,216 300,900 SH x x 22 300900
1,986 47,500 SH x x 24 47500
2,393 57,220 SH x x 26 57220
19,121 457,304 SH x 31 457304
Boise Cascade Corp. Common Stocks 097383103 1,749 67,600 SH x x 8 67600
5 200 SH x x 22 200
467 14,900 SH x x 24 14900
2,466 95,300 SH x 31 95300
83 3,200 SH x x 37 3200
Borders Group, Inc. Common Stocks 099709107 75 4,800 SH x x 32 4800
Borg-Warner
Automotive, Inc. Common Stocks 099724106 355 10,100 SH x x 8 10100
475 12,300 SH x x 22 12300
2,488 70,842 SH x 31 70842
60 1,700 SH x x 32 1700
67 1,900 SH x x 37 1900
Boston Properties, Inc. Common Stocks 101121101 6,323 163,700 SH x x 2 163700
8,430 218,250 SH x x 23 218250
110 2,860 SH x x 24 2860
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
157 4,070 SH x 31 4070
7,748 200,600 SH x x 41 200600
Boston Scientific Corp. Common Stocks 101137107 1,654 75,400 SH x x 9 75400
3,093 137,200 SH x x 22 137200
1,776 80,966 SH x 31 80966
Bowater, Inc. Common Stocks 102183100 374 7,700 SH x x 24 7700
210 4,750 SH x x 26 4750
1,211 27,450 SH x 31 27450
115 2,600 SH x x 32 2600
Bowne & Co., Inc. Common Stocks 103043105 32 3,200 SH x x 8 3200
90 8,900 SH x x 24 8900
26 2,600 SH x x 32 2600
Boyd Gaming Corp. Common Stocks 103304101 279 50,100 SH x x 8 50100
241 43,400 SH x 31 43400
11 2,000 SH x x 32 2000
Boykin Lodging Co. Common Stocks 103430104 331 24,517 SH x 31 24517
3 200 SH x x 37 200
Bradley Real Estate, Inc. Common Stocks 104580105 3,979 186,700 SH x x 23 186700
107 5,000 SH x 31 5000
13 600 SH x x 37 600
Brady Corp. Class A Common Stocks 104674106 16 500 SH x x 8 500
432 13,300 SH x 31 13300
50 1,550 SH x x 32 1550
Brandywine Realty Trust Common Stocks 105368203 99 5,200 SH x 31 5200
17 900 SH x x 37 900
Briggs & Stratton Corp. Common Stocks 109043109 997 29,100 SH x x 8 29100
473 13,800 SH x x 24 13800
1,277 37,286 SH x 31 37286
Brightpoint, Inc. Common Stocks 109473108 997 110,100 SH x x 21 110100
1,020 117,800 SH x 31 117800
16 1,900 SH x x 32 1900
12 1,400 SH x x 37 1400
Brinker International, Inc. Common Stocks 109641100 996 31,100 SH x x 22 31100
117 2,700 SH x x 24 2700
3,174 108,507 SH x 31 108507
102 3,500 SH x x 32 3500
98 3,330 SH x x 37 3330
4,952 169,300 SH x x 44 169300
Brio Technology, Inc. Common Stocks 109704106 121 5,700 SH x x 24 5700
Bristol-Myers Squibb Co. Common Stocks 110122108 10,429 170,980 SH x x 4 170980
8,798 146,830 SH x x 8 146830
24,150 414,600 SH x x 9 414600
26,717 444,560 SH x x 22 444560
5,336 91,600 SH x x 24 91600
1,072 18,400 SH x x 26 18400
5,196 89,200 SH x x 27 89200
62,604 1,074,750 SH x 31 1074750
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Broadcom Corp. Class A Common Stocks 111320107 2,496 11,400 SH x x 6 11400
263 1,200 SH x x 9 1200
1,752 8,000 SH x x 22 8000
460 2,100 SH x x 24 2100
940 4,292 SH x 31 4292
941 4,300 SH x x 32 4300
BroadVision, Inc. Common Stocks 111412102 467 9,200 SH x x 6 9200
1,966 37,000 SH x x 8 37000
86 1,700 SH x x 9 1700
712 13,300 SH x x 21 13300
665 13,100 SH x x 22 13100
30 600 SH x x 24 600
11,534 227,000 SH x 31 227000
613 12,075 SH x x 32 12075
3,672 67,800 SH x x 42 67800
9,389 185,000 SH x x 44 185000
Broken Hill Proprietary
Co., Ltd. - ADR Common Stocks 112169602 948 26,900 SH x x 18 26900
1,598 67,300 SH x 31 67300
Brookline Bancorp, Inc. Common Stocks 113739106 112 9,900 SH x x 8 9900
62 5,500 SH x x 24 5500
225 19,700 SH x 31 19700
Brooks Automation, Inc. Common Stocks 11434A100 484 5,101 SH x x 15 5101
794 11,800 SH x x 21 11800
128 2,000 SH x x 24 2000
2,012 31,464 SH x 31 31464
38 600 SH x x 32 600
26 400 SH x x 37 400
Brooktrout Technology, Inc. Common Stocks 114580103 11 500 SH x x 24 500
83 3,800 SH x 31 3800
Brown-Forman Distillers,
Inc. Class B Common Stocks 115637209 379 7,046 SH x 31 7046
81 1,500 SH x x 37 1500
Brown (Tom), Inc. Common Stocks 115660201 648 28,100 SH x x 8 28100
482 20,900 SH x 31 20900
30 1,300 SH x x 32 1300
Brunswick Corp. Common Stocks 117043109 1,820 109,900 SH x x 8 109900
1,576 90,300 SH x x 21 90300
3,654 216,900 SH x x 22 216900
552 33,300 SH x x 24 33300
20 1,200 SH x x 26 1200
6,166 372,315 SH x 31 372315
114 6,900 SH x x 37 6900
Brush Wellman, Inc. Common Stocks 117421107 8 500 SH x x 32 500
Buckeye Technologies, Inc. Common Stocks 118255108 867 39,500 SH x x 8 39500
647 28,000 SH x x 24 28000
1,775 80,900 SH x 31 80900
24 1,100 SH x x 32 1100
Buckle, Inc. (The) Common Stocks 118440106 5 400 SH x x 32 400
Buffets, Inc. Common Stocks 119882108 105 8,300 SH x x 22 8300
828 65,300 SH x 31 65300
28 2,200 SH x x 32 2200
70 5,500 SH x x 37 5500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Building Materials
Holding Corp. Common Stocks 120113105 1,373 155,800 SH x 31 155800
Burlington Coat Factory
Warehouse Corp. Common Stocks 121579106 13 1,200 SH x x 32 1200
Burlington Industries, Inc. Common Stocks 121693105 7 4,077 SH x 31 4077
6 3,682 SH x x 37 3682
Burlington Northern, Inc. Common Stocks 12189T104 2,514 109,600 SH x x 9 109600
6,413 264,500 SH x x 22 264500
624 27,200 SH x x 24 27200
360 15,690 SH x x 26 15690
8,744 381,207 SH x 31 381207
Burlington Resources, Inc. Common Stocks 122014103 2,168 52,800 SH x x 22 52800
3,059 79,982 SH x 31 79982
Burnham Pacific
Properties, Inc. Common Stocks 12232C108 425 61,800 SH x x 8 61800
312 45,400 SH x 31 45400
Burr-Brown Corp. Common Stocks 122574106 1,396 16,100 SH x x 19 16100
598 6,900 SH x x 24 6900
2,466 28,450 SH x 31 28450
251 2,900 SH x x 32 2900
Bush Boake Allen, Inc. Common Stocks 123162109 18 400 SH x x 32 400
Business Objects SA - ADR Common Stocks 12328X107 5,953 67,700 SH x x 10 67700
1,759 20,000 SH x x 19 20000
10,575 120,000 SH x 31 120000
Butler Manufacturing Co. Common Stocks 123655102 51 3,000 SH x x 8 3000
15 900 SH x 31 900
C&D Technologies, Inc. Common Stocks 124661109 4,040 68,300 SH x x 8 68300
633 11,200 SH x x 24 11200
4,938 87,400 SH x 31 87400
90 1,600 SH x x 32 1600
CBL & Associates
Properties, Inc. Common Stocks 124830100 599 24,000 SH x x 8 24000
1,067 42,800 SH x 31 42800
15 600 SH x x 37 600
CCB Financial Corp. Common Stocks 124875105 516 13,940 SH x 31 13940
52 1,400 SH x x 37 1400
CB Richard Ellis Services Common Stocks 12489L108 1 100 SH x x 32 100
C-COR Electronics, Inc. Common Stocks 125010108 565 14,126 SH x x 15 14126
140 5,200 SH x x 24 5200
1,143 42,315 SH x 31 42315
CDI Corp. Common Stocks 125071100 263 12,900 SH x x 24 12900
450 22,100 SH x 31 22100
14 700 SH x x 32 700
14 700 SH x x 37 700
CDW Computer Centers, Inc. Common Stocks 125129106 1,180 18,000 SH x x 8 18000
19 300 SH x x 24 300
1,691 27,052 SH x 31 27052
188 3,000 SH x x 32 3000
2,679 42,856 SH x x 44 42856
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CEC Entertainment, Inc. Common Stocks 125137109 1,063 41,500 SH x x 19 41500
281 9,700 SH x x 24 9700
1,614 62,975 SH x 31 62975
50 1,950 SH x x 32 1950
C.H. Robinson
Worldwide, Inc. Common Stocks 12541W100 2,807 56,100 SH x x 8 56100
35 700 SH x x 9 700
2,495 50,400 SH x 31 50400
158 3,200 SH x x 32 3200
CIGNA Corp. Common Stocks 125509109 9,220 94,000 SH x x 4 94000
1,982 21,200 SH x x 8 21200
5,432 58,100 SH x x 9 58100
2,988 29,200 SH x x 22 29200
3,338 35,700 SH x x 24 35700
1,608 17,200 SH x x 26 17200
3,441 36,800 SH x x 27 36800
38,897 416,011 SH x 31 416011
CIT Group, Inc. Common Stocks 125577106 3,844 236,800 SH x x 1 236800
2,423 141,900 SH x x 8 141900
3,466 213,500 SH x x 9 213500
386 21,700 SH x x 22 21700
12,949 796,851 SH x 31 796851
166 10,200 SH x x 32 10200
Cleco Corp. Common Stocks 12561M107 23 700 SH x x 24 700
44 1,300 SH x x 37 1300
CMGI, Inc. Common Stocks 125750109 55 1,200 SH x x 9 1200
778 17,000 SH x x 22 17000
23 500 SH x x 24 500
1,501 32,800 SH x x 27 32800
4,421 96,496 SH x 31 96496
357 7,800 SH x x 32 7800
CMS Energy Corp. Common Stocks 125896100 554 25,060 SH x x 8 25060
690 31,200 SH x x 9 31200
657 29,707 SH x 31 29707
CSX Auto Corp. Common Stocks 125965103 99 13,100 SH x x 24 13100
48 6,400 SH x 31 6400
CNA Financial Corp. Common Stocks 126117100 1,141 31,240 SH x x 8 31240
884 25,993 SH x 31 25993
CNA Surety Corp. Common Stocks 12612L108 99 8,300 SH x 31 8300
13 1,100 SH x x 32 1100
CNF Transportation, Inc. Common Stocks 12612W104 1,447 63,600 SH x x 8 63600
253 10,100 SH x x 22 10100
1,614 70,945 SH x 31 70945
34 1,500 SH x x 32 1500
CSG Systems
International, Inc. Common Stocks 126349109 1,501 26,700 SH x x 22 26700
50 900 SH x x 24 900
321 5,718 SH x 31 5718
95 1,700 SH x x 32 1700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CSX Corp. Common Stocks 126408103 231 10,900 SH x x 9 10900
138 6,497 SH x 31 6497
CTS Corp. Common Stocks 126501105 466 8,600 SH x x 24 8600
392 8,700 SH x 31 8700
54 1,200 SH x x 32 1200
CUNO, Inc. Common Stocks 126583103 49 2,100 SH x x 8 2100
12 500 SH x x 32 500
CVB Financial Corp. Common Stocks 126600105 51 3,200 SH x x 24 3200
13 800 SH x x 32 800
CVS Corp. Common Stocks 126650100 56 1,400 SH x x 26 1400
465 11,633 SH x 31 11633
CV Therapeutics, Inc. Common Stocks 126667104 118 1,700 SH x x 24 1700
118 1,700 SH x 31 1700
Cablevision Systems
Corp. Class A Common Stocks 12686C109 460 6,200 SH x x 22 6200
1,004 14,798 SH x 31 14798
197 2,900 SH x x 32 2900
Cabletron Systems, Inc. Common Stocks 126920107 486 17,600 SH x x 22 17600
462 18,300 SH x x 24 18300
1,899 75,196 SH x 31 75196
53 2,100 SH x x 37 2100
Cable Design
Technologies Corp. Common Stocks 126924109 2,582 77,000 SH x x 10 77000
743 21,100 SH x x 24 21100
3,916 116,900 SH x 31 116900
23 700 SH x x 32 700
Cabot Corp. Common Stocks 127055101 125 4,000 SH x x 24 4000
2,643 96,983 SH x 31 96983
82 3,000 SH x x 32 3000
Cabot Industrial Trust Common Stocks 127072106 1,685 85,600 SH x x 23 85600
181 9,184 SH x x 24 9184
264 13,409 SH x 31 13409
43 2,200 SH x x 32 2200
14 700 SH x x 37 700
Cabot Oil & Gas Corp. Common Stocks 127097103 470 22,200 SH x x 8 22200
106 5,000 SH x x 10 5000
98 3,100 SH x x 24 3100
3,496 165,100 SH x 31 165100
34 1,600 SH x x 32 1600
CACI International,
Inc. Class A Common Stocks 127190304 459 23,900 SH x x 24 23900
649 33,300 SH x 31 33300
10 500 SH x x 32 500
Cadence Design
Systems, Inc. Common Stocks 127387108 593 29,100 SH x x 24 29100
971 47,647 SH x 31 47647
187 9,200 SH x x 32 9200
Cal Dive
International, Inc. Common Stocks 127914109 16 300 SH x x 32 300
Calgon Carbon Corp. Common Stocks 129603106 2,507 323,450 SH x 31 323450
14 1,800 SH x x 32 1800
California Water
Service Group Common Stocks 130788102 19 800 SH x x 32 800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Callaway Golf Co. Common Stocks 131193104 2,184 131,100 SH x x 22 131100
117 7,200 SH x x 24 7200
1,967 120,600 SH x 31 120600
86 5,300 SH x x 32 5300
135 8,300 SH x x 37 8300
Calpine Corp. Common Stocks 131347106 1,236 18,800 SH x x 6 18800
10,866 161,480 SH x x 8 161480
2,169 29,600 SH x x 24 29600
11,429 173,828 SH x 31 173828
Cambrex Corp. Common Stocks 132011107 954 21,200 SH x x 8 21200
1,351 29,300 SH x x 24 29300
3,461 76,900 SH x 31 76900
45 1,000 SH x x 32 1000
122 2,700 SH x x 37 2700
Camden Property Trust Common Stocks 133131102 5,764 196,229 SH x x 23 196229
57 1,300 SH x x 24 1300
170 5,792 SH x 31 5792
62 2,100 SH x x 32 2100
32 1,100 SH x x 37 1100
Campbell Soup Co. Common Stocks 134429109 302 9,400 SH x x 22 9400
312 10,700 SH x x 26 10700
1,641 56,333 SH x 31 56333
Canadian Imperial
Bank of Commerce Common Stocks 136069101 179 4,400 SH x x 26 4400
Canadian National
Railway Co. Common Stocks 136375102 32 1,110 SH x x 13 1110
32 1,100 SH x 31 1100
Canandaigua Brands Co.,
Inc. Class A Common Stocks 137219200 2,016 39,300 SH x x 8 39300
481 8,800 SH x x 24 8800
2,199 43,600 SH x 31 43600
61 1,200 SH x x 32 1200
Capital Automotive Common Stocks 139733109 426 30,700 SH x x 8 30700
350 22,700 SH x x 24 22700
705 49,900 SH x 31 49900
3 200 SH x x 37 200
Capital One
Financial Corp. Common Stocks 14040H105 1,241 27,800 SH x x 9 27800
259 5,793 SH x 31 5793
CapRock Communications
Corp. New Common Stocks 140667106 18 900 SH x x 32 900
CARBO Ceramics, Inc. Common Stocks 140781105 4 100 SH x x 32 100
Cardinal Health, Inc. Common Stocks 14149Y108 3,908 52,815 SH x x 6 52815
118 1,600 SH x x 9 1600
9,213 124,500 SH x x 15 124500
0 1 SH x x 22 1
718 9,700 SH x x 24 9700
89 1,200 SH x x 26 1200
37,918 512,406 SH x 31 512406
5,665 72,000 SH x x 42 72000
Career Education Corp. Common Stocks 141665109 179 3,700 SH x x 24 3700
262 5,400 SH x 31 5400
5 100 SH x x 32 100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Carlisle Cos., Inc. Common Stocks 142339100 360 8,000 SH x x 8 8000
40 893 SH x 31 893
54 1,200 SH x x 32 1200
Carnival Corp. Common Stocks 143658102 99 4,700 SH x x 22 4700
31 1,600 SH x x 26 1600
168 8,600 SH x 31 8600
Carolina Power & Light Co. Common Stocks 144141108 460 14,400 SH x x 9 14400
Carpenter Technology Corp. Common Stocks 144285103 27 1,300 SH x x 32 1300
CarrAmerica Realty Corp. Common Stocks 144418100 3,882 146,500 SH x x 23 146500
174 6,557 SH x x 24 6557
276 10,431 SH x 31 10431
Carrier Access Corp. Common Stocks 144460102 196 3,700 SH x x 24 3700
243 4,600 SH x 31 4600
16 300 SH x x 32 300
Cascade Natural Gas Corp. Common Stocks 147339105 159 9,500 SH x x 8 9500
97 3,900 SH x x 24 3900
122 7,300 SH x 31 7300
5 300 SH x x 37 300
Casey's General
Stores, Inc. Common Stocks 147528103 2,097 202,100 SH x 31 202100
28 2,700 SH x x 32 2700
Catalina Marketing Corp. Common Stocks 148867104 579 3,825 SH x x 15 3825
214 2,100 SH x x 24 2100
1,242 12,178 SH x 31 12178
133 1,300 SH x x 32 1300
Catellus Development Corp. Common Stocks 149111106 186 11,300 SH x x 22 11300
353 23,557 SH x 31 23557
84 5,600 SH x x 32 5600
Caterpillar, Inc. Common Stocks 149123101 2,737 80,800 SH x x 9 80800
1,600 43,100 SH x x 22 43100
559 16,500 SH x x 24 16500
362 10,700 SH x x 26 10700
3,926 115,893 SH x 31 115893
Cathay Bancorp, Inc. Common Stocks 149150104 1,205 25,300 SH x x 21 25300
182 4,000 SH x x 24 4000
1,340 28,900 SH x 31 28900
27 600 SH x x 32 600
Cato Corp. Class A Common Stocks 149205106 210 18,100 SH x x 8 18100
203 17,500 SH x 31 17500
12 1,000 SH x x 32 1000
37 3,200 SH x x 37 3200
Celestica, Inc. Common Stocks 15101Q108 2,122 42,800 SH x x 10 42800
3,069 61,850 SH x 31 61850
Celgene Corp. Common Stocks 151020104 606 6,936 SH x x 15 6936
418 7,100 SH x x 24 7100
4,661 79,174 SH x 31 79174
191 3,250 SH x x 32 3250
1,542 24,600 SH x x 42 24600
Cendant Corp. Common Stocks 151313103 9,170 655,000 SH x x 9 655000
1,448 98,700 SH x x 22 98700
1,577 112,673 SH x 31 112673
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CenterPoint
Properties Corp. Common Stocks 151895109 424 10,400 SH x 31 10400
16 400 SH x x 37 400
Centex Corp. Common Stocks 152312104 38 1,635 SH x x 8 1635
1,022 39,700 SH x x 22 39700
63 1,800 SH x x 24 1800
2,815 119,768 SH x 31 119768
148 6,300 SH x x 37 6300
Centex Construction
Products, Inc. Common Stocks 15231R109 16 700 SH x x 24 700
132 5,800 SH x 31 5800
9 400 SH x x 32 400
32 1,430 SH x x 37 1430
Central Garden & Pet Co. Common Stocks 153527106 151 16,800 SH x x 24 16800
266 29,700 SH x 31 29700
Central Hudson Gas &
Electric Corp. Common Stocks 153609102 14 400 SH x x 24 400
Central Newspapers,
Inc. Class A Common Stocks 154647101 6,316 99,850 SH x x 3 99850
6,401 101,205 SH x 31 101205
13 200 SH x x 32 200
Central Parking Corp. Common Stocks 154785109 2 100 SH x x 32 100
Centura Banks, Inc. Common Stocks 15640T100 40 1,170 SH x 31 1170
95 2,800 SH x x 32 2800
Cephalon, Inc. Common Stocks 156708109 2,193 35,800 SH x x 19 35800
30 500 SH x x 24 500
3,296 55,050 SH x 31 55050
Ceridian Corp. Common Stocks 15677T106 334 13,900 SH x x 24 13900
543 22,585 SH x 31 22585
Cerner Corp. Common Stocks 156782104 16 600 SH x x 32 600
Cerus Corp. Common Stocks 157085101 15 300 SH x x 32 300
Champion
International Corp. Common Stocks 158525105 210 2,900 SH x 31 2900
Charter One
Financial, Inc. Common Stocks 160903100 469 17,218 SH x x 8 17218
1,985 86,300 SH x x 9 86300
2,092 90,937 SH x x 10 90937
1,926 83,729 SH x x 15 83729
30 1,200 SH x x 22 1200
5,021 218,290 SH x 31 218290
Charming Shoppes, Inc. Common Stocks 161133103 179 35,200 SH x x 8 35200
3,616 709,850 SH x 31 709850
Chase Manhattan Corp. Common Stocks 16161A108 5,791 119,900 SH x x 1 119900
6,286 129,841 SH x x 4 129841
2,860 62,089 SH x x 6 62089
5,041 109,433 SH x x 8 109433
4,212 91,450 SH x x 15 91450
16,800 345,250 SH x x 22 345250
2,441 53,000 SH x x 24 53000
3,375 73,275 SH x x 26 73275
61,278 1,330,326 SH x 31 1330326
78 1,700 SH x x 40 1700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Chateau Communities, Inc. Common Stocks 161726104 40 1,400 SH x 31 1400
6 200 SH x x 37 200
Checkers Drive-in
Restaurants 2000 Warrants Common Stocks 162809110 0 471 SH x 31 471
CheckFree Holdings Corp. Common Stocks 162816102 21 400 SH x x 24 400
148 2,862 SH x 31 2862
Checkpoint Systems, Inc. Common Stocks 162825103 15 2,000 SH x x 32 2000
Cheesecake Factory,
Inc. (The) Common Stocks 163072101 235 7,500 SH x x 8 7500
276 10,050 SH x 31 10050
53 1,950 SH x x 32 1950
Chelsea GCA Realty, Inc. Common Stocks 163262108 1,417 41,000 SH x x 8 41000
3,014 87,200 SH x x 23 87200
1,403 40,600 SH x 31 40600
31 900 SH x x 32 900
10 300 SH x x 37 300
Chemed Corp. Common Stocks 163596109 761 27,000 SH x x 8 27000
606 21,500 SH x 31 21500
ChemFirst, Inc. Common Stocks 16361A106 179 7,400 SH x 31 7400
29 1,200 SH x x 32 1200
Chesapeake Corp. Common Stocks 165159104 4 100 SH x x 22 100
1,158 39,100 SH x 31 39100
36 1,200 SH x x 32 1200
6 200 SH x x 37 200
Chesapeake Energy Corp. Common Stocks 165167107 26 3,300 SH x x 32 3300
Chevron Corp. Common Stocks 166751107 2,248 26,500 SH x x 1 26500
3,842 45,300 SH x x 6 45300
3,817 45,000 SH x x 8 45000
13,061 154,000 SH x x 9 154000
13,336 147,400 SH x x 22 147400
6,980 82,300 SH x x 24 82300
3,696 43,580 SH x x 26 43580
51,000 601,325 SH x 31 601325
5,066 56,000 SH x x 42 56000
Chicos Fas, Inc. Common Stocks 168615102 4 200 SH x x 32 200
Children's Place
Retail Stores, Inc. (The) Common Stocks 168905107 12 600 SH x x 32 600
China Telecom (Hong Kong),
Ltd. - ADR Common Stocks 169428109 1,031 5,800 SH x 31 5800
320 1,800 SH x x 34 1800
231 1,300 SH x x 35 1300
Choice Hotels
International, Inc. Common Stocks 169905106 26 2,600 SH x x 32 2600
Chiron Corp. Common Stocks 170040109 1,788 37,650 SH x x 6 37650
1,582 31,600 SH x x 21 31600
14 300 SH x x 22 300
1,523 32,057 SH x 31 32057
143 3,000 SH x x 32 3000
Chittenden Corp. Common Stocks 170228100 24 1,000 SH x x 32 1000
ChoicePoint, Inc. New Common Stocks 170388102 4,211 94,700 SH x x 10 94700
5,077 114,100 SH x 31 114100
62 1,400 SH x x 32 1400
Chris Craft
Industries, Inc. Common Stocks 170520100 286 4,326 SH x x 8 4326
5 75 SH x x 16 75
688 9,519 SH x x 24 9519
2,116 32,024 SH x 31 32024
93 1,412 SH x x 37 1412
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Chubb Corp. (The) Common Stocks 171232101 5,005 77,300 SH x x 4 77300
687 11,170 SH x x 26 11170
9,727 158,161 SH x 31 158161
Church and Dwight
Co., Inc. Common Stocks 171340102 104 5,800 SH x x 24 5800
59 3,300 SH x 31 3300
34 1,900 SH x x 32 1900
Ciber, Inc. Common Stocks 17163B102 150 11,300 SH x x 24 11300
188 14,200 SH x 31 14200
CIENA Corp. Common Stocks 171779101 1,450 8,700 SH x x 6 8700
3,361 19,200 SH x x 8 19200
183 1,100 SH x x 9 1100
4,332 26,000 SH x x 19 26000
9,104 54,617 SH x 31 54617
850 5,100 SH x x 32 5100
Cincinnati Financial Corp. Common Stocks 172062101 1,144 33,200 SH x x 22 33200
72 2,300 SH x x 24 2300
2,324 73,924 SH x 31 73924
Cinergy Corp. Common Stocks 172474108 870 34,200 SH x x 9 34200
1,139 44,790 SH x x 26 44790
3,253 127,888 SH x 31 127888
Circle International
Group, Inc. Common Stocks 172574105 23 900 SH x x 32 900
Circuit City Stores -
Circuit City Group Common Stocks 172737108 1,619 44,780 SH x x 8 44780
1,583 47,700 SH x x 9 47700
94 2,600 SH x x 22 2600
342 10,300 SH x x 24 10300
266 8,000 SH x x 26 8000
3,907 117,720 SH x 31 117720
Cirrus Logic, Inc. Common Stocks 172755100 483 30,200 SH x 31 30200
62 3,900 SH x x 32 3900
3,272 204,500 SH x x 44 204500
Cisco Systems, Inc. Common Stocks 17275R102 32,116 467,270 SH x x 1 467270
23,493 369,600 SH x x 6 369600
25,586 381,868 SH x x 8 381868
75,762 1,182,800 SH x x 9 1182800
9,458 148,800 SH x x 15 148800
39,142 615,458 SH x x 22 615458
5,619 88,400 SH x x 24 88400
233,944 3,680,540 SH x 31 3680540
5,799 91,237 SH x x 39 91237
3,509 55,200 SH x x 40 55200
22,485 331,600 SH x x 42 331600
39,593 564,110 SH x x 43 564110
Citadel Communications
Corp. Common Stocks 172853202 47 900 SH x x 24 900
14 400 SH x x 32 400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Cintas Corp. Common Stocks 172908105 127 3,464 SH x 31 3464
180 4,900 SH x x 32 4900
Citigroup, Inc. Common Stocks 172967101 21,887 340,200 SH x x 1 340200
16,901 266,700 SH x x 4 266700
19,020 315,677 SH x x 6 315677
4,268 66,150 SH x x 8 66150
37,596 624,000 SH x x 9 624000
6,078 100,875 SH x x 15 100875
54,605 857,900 SH x x 22 857900
17,512 290,650 SH x x 24 290650
12,219 202,800 SH x x 26 202800
237,059 3,934,583 SH x 31 3934583
8,209 136,250 SH x x 39 136250
2,928 48,600 SH x x 40 48600
12,231 190,300 SH x x 42 190300
Citizens Banking Corp. Common Stocks 174420109 55 3,400 SH x x 8 3400
29 1,800 SH x 31 1800
33 2,000 SH x x 32 2000
Citizens Utilities Co.
Class B Common Stocks 177342201 47 2,700 SH x x 24 2700
Citrix Systems, Inc. Common Stocks 177376100 1,206 63,700 SH x x 9 63700
99 5,246 SH x 31 5246
City National Corp. Common Stocks 178566105 2,224 64,000 SH x x 10 64000
876 25,200 SH x x 19 25200
42 1,200 SH x x 22 1200
586 15,700 SH x x 24 15700
5,624 161,852 SH x 31 161852
70 2,000 SH x x 37 2000
Claire's Stores, Inc. Common Stocks 179584107 2,687 139,600 SH x x 3 139600
2,873 149,236 SH x 31 149236
29 1,500 SH x x 32 1500
Clarcor, Inc. Common Stocks 179895107 34 1,700 SH x x 32 1700
Clarus Corp. Common Stocks 182707109 19 500 SH x x 32 500
Clayton Homes, Inc. Common Stocks 184190106 257 29,300 SH x x 22 29300
446 55,693 SH x 31 55693
38 4,800 SH x x 32 4800
Clear Channel
Communications, Inc. Common Stocks 184502102 4,260 56,800 SH x x 6 56800
90 1,200 SH x x 9 1200
45 600 SH x x 26 600
40,623 541,640 SH x 31 541640
5,210 69,462 SH x x 39 69462
2,728 34,100 SH x x 42 34100
9,122 110,140 SH x x 43 110140
Cleveland-Cliffs, Inc. Common Stocks 185896107 36 1,400 SH x x 24 1400
Clorox Co. (The) Common Stocks 189054109 3,881 86,600 SH x x 9 86600
1,088 22,200 SH x x 22 22200
2,106 46,988 SH x 31 46988
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Coachmen Industries, Inc. Common Stocks 189873102 1,050 91,300 SH x x 3 91300
1,323 115,000 SH x 31 115000
Coast Federal Litigation
Contigent Common Stocks 19034Q110 0 300 SH x 31 300
Coastal Corp. Common Stocks 190441105 2,288 35,500 SH x x 22 35500
55 900 SH x x 24 900
10,401 170,859 SH x 31 170859
3,679 56,600 SH x x 42 56600
Coca-Cola Bottling Co.
Consolidated Common Stocks 191098102 2,050 47,600 SH x x 3 47600
2,030 47,200 SH x 31 47200
Coca-Cola Co. (The) Common Stocks 191216100 7,553 131,500 SH x x 9 131500
1,822 29,000 SH x x 22 29000
4,532 78,900 SH x x 24 78900
373 6,500 SH x x 26 6500
38,295 666,724 SH x 31 666724
10,123 159,560 SH x x 43 159560
Coca-Cola
Enterprises, Inc. Common Stocks 191219104 28 1,500 SH x x 22 1500
3,072 188,322 SH x 31 188322
924 56,619 SH x x 39 56619
Coca-Cola Femsa SA - ADR Common Stocks 191241108 1,708 85,950 SH x x 7 85950
1,463 77,500 SH x 31 77500
547 29,000 SH x x 34 29000
Cognex Corp. Common Stocks 192422103 622 11,600 SH x x 8 11600
258 5,000 SH x x 24 5000
300 5,800 SH x 31 5800
103 2,000 SH x x 32 2000
Cognos, Inc. Common Stocks 19244C109 1,526 37,000 SH x x 10 37000
3,269 79,000 SH x 31 79000
Coherent, Inc. Common Stocks 192479103 700 5,638 SH x x 15 5638
343 4,100 SH x x 24 4100
2,001 23,854 SH x 31 23854
92 1,100 SH x x 32 1100
42 500 SH x x 37 500
Cohu, Inc. Common Stocks 192576106 2,702 100,300 SH x x 3 100300
815 28,700 SH x x 21 28700
143 5,300 SH x x 24 5300
3,590 133,100 SH x 31 133100
13 500 SH x x 32 500
Coldwater Creek, Inc. Common Stocks 193068103 101 3,400 SH x x 24 3400
108 3,600 SH x 31 3600
Colgate-Palmolive Co. Common Stocks 194162103 4,208 64,400 SH x x 1 64400
6,845 108,900 SH x x 8 108900
331 5,100 SH x x 22 5100
1,754 29,300 SH x x 24 29300
4,868 81,300 SH x x 27 81300
21,806 364,190 SH x 31 364190
844 14,100 SH x x 40 14100
Collins & Aikman Corp. Common Stocks 194830105 14 2,700 SH x x 32 2700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Colonial BancGroup, Inc. Common Stocks 195493309 1,761 183,000 SH x x 3 183000
159 15,100 SH x x 22 15100
2,239 232,830 SH x 31 232830
44 4,600 SH x x 32 4600
Colonial Properties Trust Common Stocks 195872106 99 3,600 SH x 31 3600
25 900 SH x x 37 900
COLT Telecom Group
PLC - ADR Common Stocks 196877104 2,357 17,600 SH x x 11 17600
Columbia Energy Group Common Stocks 197648108 5,430 82,750 SH x x 9 82750
1,752 26,700 SH x x 19 26700
720 10,000 SH x x 22 10000
3,529 53,770 SH x 31 53770
Columbia/HCA
Healthcare Corp. Common Stocks 197677107 1,306 42,990 SH x x 4 42990
152 5,000 SH x x 9 5000
219 7,200 SH x x 24 7200
Columbia Sportswear Co. Common Stocks 198516106 375 14,000 SH x x 8 14000
304 11,300 SH x 31 11300
3 100 SH x x 32 100
Columbus McKinnon Corp. Common Stocks 199333105 11 800 SH x x 32 800
Comcast Corp.
Special Class A Common Stocks 200300200 1,115 24,400 SH x x 1 24400
4,231 104,300 SH x x 3 104300
3,867 95,341 SH x x 6 95341
11,971 295,200 SH x x 9 295200
4,454 109,800 SH x x 15 109800
2,789 66,000 SH x x 22 66000
304 7,500 SH x x 26 7500
4,121 101,600 SH x x 27 101600
44,445 1,097,409 SH x 31 1097409
5,359 132,109 SH x x 39 132109
239 5,900 SH x x 40 5900
Comdisco, Inc. Common Stocks 200336105 3,447 154,500 SH x x 8 154500
1,396 59,500 SH x x 21 59500
412 16,900 SH x x 22 16900
654 29,300 SH x x 24 29300
6,482 290,500 SH x 31 290500
42 1,900 SH x x 37 1900
Comerica, Inc. Common Stocks 200340107 1,624 36,200 SH x x 3 36200
507 11,300 SH x x 9 11300
5,430 117,850 SH x x 22 117850
6,382 142,216 SH x 31 142216
Commerce Bancorp, Inc. Common Stocks 200519106 274 5,952 SH x x 8 5952
238 5,179 SH x 31 5179
92 1,995 SH x x 32 1995
Commerce Bancshares, Inc. Common Stocks 200525103 294 9,870 SH x x 8 9870
85 2,600 SH x x 22 2600
396 10,300 SH x x 24 10300
1,939 65,190 SH x x 27 65190
4,754 159,785 SH x 31 159785
95 3,200 SH x x 32 3200
123 4,124 SH x x 37 4124
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Commerce Group, Inc. Common Stocks 200641108 752 25,500 SH x x 8 25500
53 1,800 SH x x 24 1800
1,059 35,900 SH x 31 35900
24 800 SH x x 32 800
Commercial Federal Corp. Common Stocks 201647104 117 7,500 SH x x 9 7500
174 11,179 SH x 31 11179
Commercial Metals Co. Common Stocks 201723103 396 14,400 SH x x 8 14400
300 10,900 SH x x 24 10900
1,295 47,100 SH x 31 47100
25 900 SH x x 32 900
39 1,410 SH x x 37 1410
Commercial Net
Lease Realty Common Stocks 202218103 43 4,100 SH x 31 4100
8 800 SH x x 37 800
Commonwealth Bancorp, Inc. Common Stocks 20268X102 214 18,100 SH x x 24 18100
264 22,200 SH x 31 22200
Commonwealth Telephone
Enterprises, Inc. Common Stocks 203349105 250 3,600 SH x x 24 3600
33 700 SH x x 32 700
CommScope, Inc. Common Stocks 203372107 2,481 60,500 SH x x 8 60500
2,178 50,500 SH x x 21 50500
1,559 35,700 SH x x 24 35700
4,494 109,600 SH x x 27 109600
16,486 402,100 SH x 31 402100
160 3,900 SH x x 32 3900
25 600 SH x x 37 600
Community Bank
System, Inc. Common Stocks 203607106 1,069 48,200 SH x x 3 48200
Community Trust
Bancorp, Inc. Common Stocks 204149108 6 340 SH x x 16 340
Companhia Brasileira
de Distribuicao Grupo
Pao de Acucar - AD Preferred Stocks20440T201 1,930 56,700 SH x x 7 56700
2,210 68,800 SH x 31 68800
215 6,700 SH x x 33 6700
299 9,300 SH x x 34 9300
892 24,900 SH x x 35 24900
Companhia Cervejaria
Brahma - ADR Common Stocks 20440X103 215 11,800 SH x x 7 11800
76 3,000 SH x x 18 3000
809 47,600 SH x 31 47600
347 20,400 SH x x 35 20400
Companhia Paranaense
de Energia Copel
Class B - ADR Preferred Stocks20441B407 457 43,400 SH x x 35 43400
Companhia Anonima
Nacional Telefonos de
Venezuela - ADR Common Stocks 204421101 1,166 40,846 SH x x 7 40846
636 23,400 SH x 31 23400
301 10,000 SH x x 35 10000
Compania Cervecerias
Unidas SA - ADR Common Stocks 204429104 1,037 45,700 SH x x 26 45700
1,578 69,570 SH x 31 69570
70 3,100 SH x x 33 3100
476 18,500 SH x x 35 18500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Compania de Minas
Buenaventura
Series B - ADR Common Stocks 204448104 158 9,100 SH x x 7 9100
1,489 86,000 SH x 31 86000
119 6,900 SH x x 33 6900
219 10,200 SH x x 35 10200
Compania de
Telecomunicaciones de
Chile SA - ADR Common Stocks 204449300 1,065 58,759 SH x 31 58759
315 17,369 SH x x 33 17369
911 44,300 SH x x 35 44300
COMPAQ Computer Corp. Common Stocks 204493100 8,448 316,700 SH x x 4 316700
2,577 100,800 SH x x 6 100800
2,449 95,800 SH x x 9 95800
2,315 82,600 SH x x 22 82600
64 2,500 SH x x 24 2500
1,355 53,000 SH x x 26 53000
17,771 695,196 SH x 31 695196
Compass Bancshares, Inc. Common Stocks 20449H109 267 14,300 SH x x 22 14300
60 3,500 SH x x 24 3500
800 46,907 SH x 31 46907
101 5,900 SH x x 32 5900
58 3,400 SH x x 37 3400
Computer Associates
International, Inc. Common Stocks 204912109 6,807 126,400 SH x x 4 126400
1,658 32,400 SH x x 6 32400
12,081 236,017 SH x x 9 236017
8,036 157,000 SH x x 15 157000
4,447 86,689 SH x x 22 86689
389 7,600 SH x x 24 7600
31,981 624,773 SH x 31 624773
Computer Sciences Corp. Common Stocks 205363104 5,340 71,500 SH x x 15 71500
2,462 31,900 SH x x 22 31900
97 1,300 SH x x 26 1300
15,927 213,251 SH x 31 213251
Compuware Corp. Common Stocks 205638109 369 35,800 SH x x 24 35800
583 56,236 SH x 31 56236
Comsat Corp. Common Stocks 20564D107 71 2,700 SH x x 22 2700
315 12,816 SH x 31 12816
5 200 SH x x 32 200
23 958 SH x x 37 958
Comverse Technology, Inc. Common Stocks 205862402 3,780 38,800 SH x x 8 38800
93 1,000 SH x x 9 1000
2,697 29,000 SH x x 10 29000
1,144 12,300 SH x x 19 12300
37 400 SH x x 24 400
251 2,440 SH x x 35 2440
4,516 45,700 SH x x 42 45700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Comverse Technology, Inc. Common Stocks 205862404 19,839 213,326 SH x 31 213326
ConAgra, Inc. Common Stocks 205887102 3,831 200,949 SH x x 6 200949
2,204 109,200 SH x x 22 109200
736 38,600 SH x x 24 38600
566 29,690 SH x x 26 29690
5,359 281,133 SH x 31 281133
Computer Horizons Corp. Common Stocks 205908106 12 900 SH x x 32 900
Com21, Inc. Common Stocks 205937105 20 800 SH x x 32 800
Concord Camera Corp. New Common Stocks 206156101 12 600 SH x x 32 600
Concord
Communications, Inc. Common Stocks 206186108 33 800 SH x x 32 800
Concord EFS, Inc. Common Stocks 206197105 332 12,770 SH x 31 12770
224 8,600 SH x x 32 8600
Conectiv, Inc. Common Stocks 206829103 769 49,400 SH x x 8 49400
268 17,200 SH x x 24 17200
2,341 150,440 SH x 31 150440
162 10,400 SH x x 37 10400
Conexant Systems, Inc. Common Stocks 207142100 704 14,500 SH x x 6 14500
29 600 SH x x 9 600
563 11,600 SH x x 19 11600
325 6,700 SH x x 22 6700
39 800 SH x x 24 800
1,292 26,562 SH x 31 26562
2,083 42,900 SH x x 44 42900
Conmed Corp. Common Stocks 207410101 149 5,800 SH x x 24 5800
176 6,800 SH x 31 6800
18 700 SH x x 32 700
Conseco, Inc. Common Stocks 208464107 5,274 520,110 SH x x 4 520110
2,509 246,000 SH x x 8 246000
627 58,800 SH x x 22 58800
10,734 1,100,966 SH x 31 1100966
Consolidated Edison, Inc. Common Stocks 209115104 1,686 56,901 SH x x 6 56901
1,641 50,600 SH x x 22 50600
341 11,500 SH x x 26 11500
3,604 121,662 SH x 31 121662
Consolidated Papers, Inc. Common Stocks 209759109 259 6,500 SH x x 22 6500
548 15,000 SH x x 26 15000
2,318 63,398 SH x 31 63398
110 3,000 SH x x 32 3000
Consolidated
Products, Inc. Common Stocks 209798107 5 500 SH x x 32 500
Consolidated Stores Corp. Common Stocks 210149100 104 8,651 SH x 31 8651
Continental Airlines,
Inc. Class B Common Stocks 210795308 4,329 92,100 SH x x 1 92100
710 15,100 SH x x 24 15100
11,658 248,038 SH x 31 248038
Convergys Corp. Common Stocks 212485106 4,254 82,000 SH x x 8 82000
1,873 36,100 SH x x 22 36100
4,804 92,604 SH x 31 92604
Cooper Cameron Corp. Common Stocks 216640102 488 7,400 SH x x 8 7400
522 7,900 SH x x 9 7900
2,442 37,000 SH x x 10 37000
49 500 SH x x 24 500
2,120 32,125 SH x 31 32125
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Cooper Companies, Inc. Common Stocks 216648402 596 14,500 SH x x 24 14500
451 12,400 SH x 31 12400
Cooper Industries, Inc. Common Stocks 216669101 3,725 114,400 SH x x 9 114400
26 800 SH x x 24 800
324 9,960 SH x x 26 9960
1,476 45,337 SH x 31 45337
Cooper Tire & Rubber Co. Common Stocks 216831107 212 19,100 SH x x 8 19100
809 72,700 SH x x 24 72700
1,540 138,452 SH x 31 138452
27 2,400 SH x x 37 2400
Coors (Adolph) Co.
Class B Common Stocks 217016104 815 12,300 SH x x 22 12300
42 700 SH x x 24 700
2,455 40,586 SH x 31 40586
48 800 SH x x 37 800
3,194 52,800 SH x x 44 52800
Copart, Inc. Common Stocks 217204106 38 2,400 SH x x 32 2400
Cor Therapeutics, Inc. Common Stocks 217753102 3,461 40,600 SH x x 10 40600
1,381 16,200 SH x x 19 16200
4,812 56,400 SH x 31 56400
55 650 SH x x 32 650
Corixa Corp. Common Stocks 21887F100 1,000 23,300 SH x 31 23300
6,784 158,000 SH x x 44 158000
Corn Products
International, Inc. Common Stocks 219023108 567 21,400 SH x 31 21400
66 2,500 SH x x 32 2500
66 2,500 SH x x 37 2500
Cornerstone Realty
Income Trust, Inc. Common Stocks 21922V102 271 25,400 SH x x 24 25400
171 17,100 SH x 31 17100
10 1,000 SH x x 37 1000
Corning, Inc. Common Stocks 219350105 10,003 34,700 SH x x 1 34700
2,564 9,500 SH x x 6 9500
11,440 40,500 SH x x 8 40500
4,495 16,700 SH x x 9 16700
4,453 16,500 SH x x 22 16500
3,104 11,500 SH x x 24 11500
99,402 368,326 SH x 31 368326
9,867 36,562 SH x x 39 36562
1,565 5,800 SH x x 40 5800
11,150 38,700 SH x x 42 38700
10,017 32,920 SH x x 43 32920
CORUS Bankshares, Inc. Common Stocks 220873103 18 700 SH x x 32 700
Cost Plus, Inc. Common Stocks 221485105 186 6,500 SH x x 24 6500
235 8,200 SH x 31 8200
30 1,050 SH x x 32 1050
Countrywide Credit
Industries, Inc. Common Stocks 222372104 1,974 60,500 SH x x 8 60500
329 10,838 SH x 31 10838
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Cousins Properties, Inc. Common Stocks 222795106 2,803 72,800 SH x x 2 72800
628 16,300 SH x x 8 16300
1,363 35,400 SH x x 23 35400
578 15,000 SH x 31 15000
Covance, Inc. Common Stocks 222816100 83 8,600 SH x x 22 8600
140 15,900 SH x 31 15900
27 3,100 SH x x 32 3100
Coventry Health Care, Inc. Common Stocks 222862104 47 3,500 SH x x 32 3500
27 2,000 SH x x 37 2000
Cox Communications,
Inc. Class A Common Stocks 224044107 599 12,800 SH x x 1 12800
775 15,500 SH x x 22 15500
1,474 32,341 SH x 31 32341
18 400 SH x x 40 400
Cox Radio, Inc. Class A Common Stocks 224051102 1,330 47,500 SH x x 8 47500
572 13,770 SH x x 15 13770
602 18,300 SH x x 24 18300
3,812 136,128 SH x 31 136128
36 1,300 SH x x 32 1300
Crane Co. Common Stocks 224399105 462 17,400 SH x x 22 17400
1,461 60,092 SH x 31 60092
92 3,800 SH x x 37 3800
Credence Systems Corp. Common Stocks 225302108 814 13,800 SH x x 8 13800
1,957 35,500 SH x x 10 35500
1,255 21,600 SH x x 21 21600
375 6,800 SH x x 24 6800
4,746 86,000 SH x 31 86000
171 3,100 SH x x 32 3100
Credit Acceptance Corp. Common Stocks 225310101 37 6,700 SH x x 37 6700
Cree, Inc. Common Stocks 225447101 334 2,500 SH x x 24 2500
534 4,000 SH x 31 4000
274 2,050 SH x x 32 2050
Crescent Real Estate
Equities, Inc. Common Stocks 225756105 6,382 311,300 SH x x 2 311300
385 18,800 SH x x 9 18800
990 44,100 SH x x 22 44100
3,588 175,000 SH x x 23 175000
294 13,352 SH x x 24 13352
2,426 118,329 SH x 31 118329
49 2,400 SH x x 37 2400
Crescent Operating, Inc. Common Stocks 22575M100 38 26,300 SH x x 2 26300
Cross Timbers Oil Co. Common Stocks 227573102 4,282 193,525 SH x x 3 193525
978 44,200 SH x x 8 44200
1,730 74,200 SH x x 21 74200
7,182 324,600 SH x 31 324600
55 2,500 SH x x 32 2500
4 200 SH x x 37 200
Crossmann
Communities, Inc. Common Stocks 22764E109 257 15,600 SH x x 24 15600
404 24,500 SH x 31 24500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Crown Castle
International Corp. Common Stocks 228227104 96 2,633 SH x 31 2633
11 300 SH x x 37 300
Crown Cork & Seal
Co., Inc. Common Stocks 228255105 57 3,812 SH x 31 3812
Cubist Pharmaceuticals,
Inc. Common Stocks 229678107 1,116 21,500 SH x x 21 21500
138 2,800 SH x x 24 2800
1,108 22,500 SH x 31 22500
113 2,300 SH x x 32 2300
Cullen Frost Bankers, Inc. Common Stocks 229899109 724 27,500 SH x x 8 27500
43 1,100 SH x x 24 1100
2,216 84,207 SH x 31 84207
61 2,300 SH x x 32 2300
134 5,100 SH x x 37 5100
Cummins Engine Co., Inc. Common Stocks 231021106 3,100 110,710 SH x x 8 110710
959 33,400 SH x x 21 33400
775 26,900 SH x x 22 26900
1,078 38,100 SH x x 24 38100
5,651 207,379 SH x 31 207379
123 4,500 SH x x 37 4500
Cumulus Media, Inc.
Class A Common Stocks 231082108 11 1,200 SH x x 32 1200
CuraGen Corp. Common Stocks 23126R101 107 2,800 SH x x 24 2800
103 2,700 SH x 31 2700
74 1,950 SH x x 32 1950
Cybex Computer
Products Corp. Common Stocks 232522102 101 2,400 SH x x 24 2400
61 1,450 SH x x 32 1450
Cymer, Inc. Common Stocks 232572107 1,455 29,000 SH x x 21 29000
267 5,600 SH x x 24 5600
1,619 33,900 SH x 31 33900
124 2,600 SH x x 32 2600
Cypress Semiconductor
Corp. Common Stocks 232806109 413 9,300 SH x x 8 9300
5,239 124,000 SH x x 15 124000
1,238 29,300 SH x x 19 29300
2,434 54,700 SH x x 21 54700
4,199 98,900 SH x x 22 98900
537 12,700 SH x x 24 12700
19,562 463,000 SH x 31 463000
228 5,400 SH x x 32 5400
114 2,700 SH x x 37 2700
Cytec Industries, Inc. Common Stocks 232820100 620 25,100 SH x x 8 25100
217 8,200 SH x x 24 8200
1,126 45,600 SH x 31 45600
52 2,100 SH x x 32 2100
Cytyc Corp. Common Stocks 232946103 624 7,886 SH x x 15 7886
3,039 57,000 SH x x 19 57000
357 6,700 SH x x 24 6700
5,503 103,100 SH x 31 103100
96 1,800 SH x x 32 1800
DPL, Inc. Common Stocks 233293109 871 39,700 SH x x 26 39700
2,627 119,750 SH x 31 119750
180 8,200 SH x x 32 8200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DQE, Inc. Common Stocks 23329J104 3,614 91,500 SH x x 8 91500
2,969 75,175 SH x 31 75175
198 5,000 SH x x 32 5000
D.R. Horton, Inc. Common Stocks 23331A109 2,979 213,400 SH x x 8 213400
414 30,500 SH x x 24 30500
2,951 217,600 SH x 31 217600
39 2,900 SH x x 32 2900
DST Systems, Inc. Common Stocks 233326107 4,324 56,800 SH x x 10 56800
2,751 34,300 SH x x 21 34300
2,932 37,600 SH x x 22 37600
945 11,400 SH x x 24 11400
12,427 163,242 SH x 31 163242
114 1,500 SH x x 32 1500
221 2,900 SH x x 37 2900
DSP Group, Inc. Common Stocks 23332B106 1,036 15,300 SH x x 7 15300
852 14,300 SH x x 8 14300
3,750 66,000 SH x x 10 66000
210 3,700 SH x x 24 3700
5,678 101,400 SH x 31 101400
108 1,900 SH x x 32 1900
DTE Energy Co. Common Stocks 233331107 3,921 128,300 SH x x 9 128300
4,277 138,000 SH x x 22 138000
21 700 SH x x 24 700
1,306 42,736 SH x 31 42736
DVI, Inc. Common Stocks 233343102 168 10,500 SH x x 8 10500
94 5,900 SH x x 24 5900
320 20,000 SH x 31 20000
Dain Rauscher Corp. Common Stocks 233856103 5,020 74,700 SH x x 8 74700
900 13,300 SH x x 24 13300
5,755 87,200 SH x 31 87200
59 900 SH x x 37 900
Dal-Tile
International, Inc. Common Stocks 23426R108 275 33,300 SH x x 8 33300
146 17,700 SH x 31 17700
16 1,900 SH x x 32 1900
Dallas Semiconductor Corp. Common Stocks 235204104 872 17,900 SH x x 24 17900
575 14,100 SH x 31 14100
143 3,500 SH x x 32 3500
Dana Corp. Common Stocks 235811106 13 600 SH x x 8 600
3,623 171,000 SH x x 9 171000
454 19,600 SH x x 22 19600
364 17,200 SH x x 24 17200
3,605 170,152 SH x 31 170152
Danaher Corp. Common Stocks 235851102 140 2,823 SH x 31 2823
Darden Restaurants, Inc. Common Stocks 237194105 2,106 129,600 SH x x 6 129600
3,143 188,300 SH x x 22 188300
232 13,600 SH x x 24 13600
3,385 208,277 SH x 31 208277
169 10,400 SH x x 37 10400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Datascope Corp. Common Stocks 238113104 572 15,900 SH x x 8 15900
403 11,200 SH x x 24 11200
1,019 28,300 SH x 31 28300
11 300 SH x x 32 300
Datatec Systems, Inc. Common Stocks 238128102 219 25,788 SH x x 15 25788
667 118,643 SH x 31 118643
Dayton Hudson Corp. Common Stocks 239753106 499 8,600 SH x x 1 8600
1,154 19,900 SH x x 9 19900
Dean Foods Co. Common Stocks 242361103 1,572 49,600 SH x x 8 49600
1,413 44,587 SH x 31 44587
82 2,600 SH x x 32 2600
Deere & Co. Common Stocks 244199105 7,343 189,520 SH x x 4 189520
1,162 28,700 SH x x 22 28700
1,184 32,000 SH x x 24 32000
999 27,000 SH x x 26 27000
4,621 124,900 SH x x 27 124900
28,693 775,478 SH x 31 775478
Delco Remy
International, Inc. Common Stocks 246626105 7 800 SH x x 32 800
Dell Computer Corp. Common Stocks 247025109 13,940 266,700 SH x x 1 266700
3,984 80,800 SH x x 6 80800
26,816 543,800 SH x x 9 543800
22,393 451,100 SH x x 22 451100
932 18,900 SH x x 24 18900
53,462 1,084,152 SH x 31 1084152
1,736 35,200 SH x x 40 35200
19,433 348,630 SH x x 43 348630
Delphi Financial
Group, Inc. Common Stocks 247131105 591 17,400 SH x 31 17400
24 700 SH x x 37 700
Delta and Pine Land Co. Common Stocks 247357106 60 2,400 SH x x 32 2400
Delta Air Lines, Inc. Common Stocks 247361108 2,078 41,100 SH x x 1 41100
5,213 98,220 SH x x 4 98220
319 6,300 SH x x 6 6300
8,761 167,800 SH x x 22 167800
2,619 51,800 SH x x 24 51800
18,689 369,615 SH x 31 369615
Deltic Timber Corp. Common Stocks 247850100 17 800 SH x x 32 800
Deluxe Corp. Common Stocks 248019101 279 11,826 SH x 31 11826
Dendrite
International, Inc. Common Stocks 248239105 481 12,200 SH x x 24 12200
460 13,800 SH x 31 13800
50 1,500 SH x x 32 1500
DENTSPLY
International, Inc. Common Stocks 249030107 268 8,700 SH x x 24 8700
404 13,108 SH x 31 13108
6 200 SH x x 32 200
Detroit Diesel Corp. Common Stocks 250837101 158 10,700 SH x x 24 10700
403 27,300 SH x 31 27300
9 600 SH x x 32 600
29 1,940 SH x x 37 1940
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Developers Diversified
Realty Corp. Common Stocks 251591103 152 10,200 SH x 31 10200
46 3,100 SH x x 32 3100
27 1,800 SH x x 37 1800
DeVry, Inc. Common Stocks 251893103 3,482 131,700 SH x x 10 131700
4,356 164,775 SH x 31 164775
69 2,600 SH x x 32 2600
Dexter Corp. Common Stocks 252165105 67 1,400 SH x x 32 1400
Diagnostic Products Corp. Common Stocks 252450101 262 8,200 SH x x 8 8200
173 5,400 SH x 31 5400
22 700 SH x x 32 700
Dial Corp. Common Stocks 25247D101 26 2,523 SH x 31 2523
36 3,500 SH x x 32 3500
Diamond Offshore
Drilling, Inc. Common Stocks 25271C102 67 1,900 SH x x 9 1900
794 22,600 SH x x 19 22600
3,559 101,311 SH x 31 101311
214 4,100 SH x x 42 4100
Diamond Technology
Partners, Inc. Common Stocks 252762109 1,222 13,900 SH x x 10 13900
2,129 23,000 SH x x 21 23000
290 3,300 SH x x 24 3300
4,198 47,700 SH x 31 47700
Diebold, Inc. Common Stocks 253651103 1,296 46,500 SH x x 19 46500
451 13,500 SH x x 24 13500
1,896 68,018 SH x 31 68018
103 3,700 SH x x 32 3700
Digital Lightwave, Inc. Common Stocks 253855100 422 4,200 SH x x 6 4200
131 1,300 SH x x 24 1300
131 1,300 SH x 31 1300
10 100 SH x x 32 100
Digital Microwave Corp. Common Stocks 253859102 2,315 60,800 SH x x 10 60800
278 7,300 SH x x 24 7300
4,339 113,800 SH x 31 113800
74 1,950 SH x x 32 1950
2,581 67,800 SH x x 44 67800
Dime Community
Bancorp, Inc. Common Stocks 253922108 149 9,300 SH x x 8 9300
296 18,500 SH x x 24 18500
777 47,800 SH x 31 47800
14 900 SH x x 32 900
11 700 SH x x 37 700
Dillard's, Inc. Class A Common Stocks 254067101 70 5,700 SH x x 24 5700
376 30,664 SH x 31 30664
31 2,500 SH x x 37 2500
Dime Bancorp, Inc. Common Stocks 25429Q102 2,745 174,300 SH x x 9 174300
178 10,300 SH x x 22 10300
84 3,600 SH x x 24 3600
429 27,260 SH x 31 27260
87 5,500 SH x x 32 5500
107 6,800 SH x x 37 6800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Disney (Walt) Co. Common Stocks 254687106 1,573 33,700 SH x x 1 33700
4,556 111,850 SH x x 4 111850
5,073 130,700 SH x x 6 130700
43 1,100 SH x x 9 1100
3,936 101,400 SH x x 15 101400
22,509 552,800 SH x x 22 552800
4,118 106,100 SH x x 24 106100
3,615 93,140 SH x x 26 93140
4,382 112,900 SH x x 27 112900
77,798 2,004,449 SH x 31 2004449
349 9,000 SH x x 40 9000
5,329 128,100 SH x x 42 128100
Distribucion Y Servicio
D&S SA - ADR Common Stocks 254753106 3,383 181,550 SH x x 7 181550
1,450 83,450 SH x 31 83450
66 3,800 SH x x 33 3800
218 11,300 SH x x 35 11300
Documentum, Inc. Common Stocks 256159104 277 3,100 SH x x 24 3100
268 3,000 SH x 31 3000
98 1,100 SH x x 32 1100
Dole Food Co., Inc. Common Stocks 256605106 20 1,400 SH x 31 1400
26 1,600 SH x x 32 1600
Dollar General Corp. Common Stocks 256669102 101 5,176 SH x 31 5176
Dollar Thrifty
Automotive Group, Inc. Common Stocks 256743105 1,396 75,700 SH x x 8 75700
776 39,600 SH x x 24 39600
2,815 152,700 SH x 31 152700
Dollar Tree Stores, Inc. Common Stocks 256747106 1,136 27,300 SH x x 8 27300
2,097 53,100 SH x x 19 53100
320 8,100 SH x x 24 8100
4,334 109,559 SH x 31 109559
284 7,200 SH x x 32 7200
Donaldson Co., Inc. Common Stocks 257651109 596 30,200 SH x x 8 30200
86 3,900 SH x x 22 3900
685 34,700 SH x 31 34700
47 2,400 SH x x 32 2400
Donaldson, Lufkin &
Jenrette, Inc. Common Stocks 257661108 3,002 70,750 SH x x 3 70750
1,971 44,400 SH x x 8 44400
1,073 23,100 SH x x 22 23100
6,668 157,119 SH x 31 157119
Donnelley (R.R.) &
Sons Co. Common Stocks 257867101 3,153 131,500 SH x x 22 131500
3,711 164,478 SH x 31 164478
Doral Financial Corp. Common Stocks 25811P100 210 18,500 SH x x 8 18500
278 24,300 SH x 31 24300
20 1,800 SH x x 32 1800
DoubleClick, Inc. Common Stocks 258609304 1,319 34,600 SH x x 9 34600
248 6,500 SH x x 22 6500
106 2,792 SH x 31 2792
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Dover Corp. Common Stocks 260003108 4,206 103,700 SH x x 6 103700
1,749 39,300 SH x x 8 39300
473 10,600 SH x x 22 10600
2,507 61,800 SH x x 24 61800
349 8,600 SH x x 26 8600
1,813 44,700 SH x x 27 44700
10,379 255,865 SH x 31 255865
Dover Downs
Entertainment, Inc. Common Stocks 260086103 85 6,100 SH x x 24 6100
119 8,500 SH x 31 8500
10 700 SH x x 32 700
Dow Chemical Co. Common Stocks 260543103 4,845 152,670 SH x x 4 152670
4,670 154,707 SH x x 6 154707
2,792 92,500 SH x x 9 92500
14,429 466,800 SH x x 22 466800
3,532 117,000 SH x x 24 117000
1,746 57,840 SH x x 26 57840
20,485 678,603 SH x 31 678603
Dow Jones & Co., Inc. Common Stocks 260561105 6,168 79,800 SH x x 8 79800
11 100 SH x x 22 100
249 3,400 SH x x 24 3400
535 7,300 SH x x 26 7300
4,944 67,500 SH x x 27 67500
18,798 256,631 SH x 31 256631
Downey Financial Corp. Common Stocks 261018105 956 32,955 SH x x 8 32955
573 18,400 SH x x 24 18400
1,693 58,395 SH x 31 58395
44 1,500 SH x x 32 1500
35 1,200 SH x x 37 1200
Dress Barn, Inc. Common Stocks 261570105 258 11,700 SH x x 8 11700
241 10,900 SH x x 24 10900
387 17,500 SH x 31 17500
Dreyers Grand
Ice Cream, Inc. Common Stocks 261878102 62 2,800 SH x x 22 2800
111 5,300 SH x 31 5300
13 600 SH x x 32 600
Dril-Quip, Inc. Common Stocks 262037104 19 400 SH x x 32 400
du Pont (E.I.)
de Nemours & Co. Common Stocks 263534109 5,897 123,100 SH x x 22 123100
481 11,000 SH x x 24 11000
2,532 57,869 SH x x 26 57869
17,336 396,242 SH x 31 396242
Duke Energy Corp. Common Stocks 264399106 5,062 89,800 SH x x 6 89800
512 9,090 SH x x 8 9090
1,280 22,700 SH x x 24 22700
338 6,000 SH x x 26 6000
4,618 81,909 SH x 31 81909
Duke Weeks Corp. Common Stocks 264411505 1,242 55,500 SH x x 3 55500
1,213 49,500 SH x x 22 49500
7,546 337,255 SH x x 23 337255
359 16,039 SH x x 24 16039
3,504 156,616 SH x 31 156616
53 2,376 SH x x 37 2376
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Dun & Bradstreet Corp. Common Stocks 26483B106 158 5,100 SH x x 22 5100
970 33,870 SH x x 26 33870
3,089 107,900 SH x 31 107900
Dura Automotive
Systems, Inc. Common Stocks 265903104 731 67,600 SH x x 24 67600
597 55,200 SH x 31 55200
10 900 SH x x 32 900
DuPont Photomasks, Inc. Common Stocks 26613X101 75 1,100 SH x 31 1100
7 100 SH x x 32 100
Dura Pharmaceuticals, Inc. Common Stocks 26632S109 138 8,500 SH x x 24 8500
38 2,700 SH x x 32 2700
Dycom Industries, Inc. Common Stocks 267475101 1,441 30,500 SH x x 8 30500
1,159 25,200 SH x x 24 25200
2,330 50,650 SH x 31 50650
115 2,500 SH x x 32 2500
2,337 50,800 SH x x 44 50800
ECI Telecom, Ltd. Common Stocks 268258100 190 5,302 SH x 31 5302
143 4,023 SH x x 33 4023
EEX Corp. Common Stocks 26842V207 476 81,900 SH x x 8 81900
214 36,800 SH x 31 36800
5 900 SH x x 32 900
EG&G, Inc. Common Stocks 268457108 13 200 SH x x 24 200
EMC Corp. Common Stocks 268648102 22,810 278,900 SH x x 1 278900
7,244 94,148 SH x x 6 94148
13,172 162,240 SH x x 8 162240
13,156 171,000 SH x x 9 171000
2,939 38,200 SH x x 22 38200
1,646 21,400 SH x x 24 21400
137,145 1,782,548 SH x 31 1782548
14,856 193,086 SH x x 39 193086
2,216 28,800 SH x x 40 28800
5,974 72,900 SH x x 42 72900
19,044 215,260 SH x x 43 215260
ENSCO International, Inc. Common Stocks 26874Q100 2,450 68,400 SH x x 8 68400
781 20,700 SH x x 21 20700
1,652 44,000 SH x x 22 44000
1,112 29,400 SH x x 24 29400
8,636 241,154 SH x 31 241154
186 5,200 SH x x 32 5200
226 6,300 SH x x 37 6300
ENI SPA - ADR Common Stocks 26874R108 989 17,000 SH x x 25 17000
ESS Technology, Inc. Common Stocks 269151106 13 900 SH x x 24 900
232 16,000 SH x 31 16000
32 2,200 SH x x 37 2200
E-Tek Dynamics, Inc. Common Stocks 269240107 4,721 16,400 SH x x 1 16400
106 400 SH x x 9 400
2,584 9,800 SH x x 19 9800
712 2,700 SH x x 22 2700
30,141 114,250 SH x 31 114250
290 1,100 SH x x 32 1100
765 2,900 SH x x 40 2900
10,671 37,900 SH x x 42 37900
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
E'town Corp. Common Stocks 269242103 40 600 SH x x 32 600
E*TRADE Group, Inc. Common Stocks 269246104 2,641 160,600 SH x x 9 160600
265 16,100 SH x x 22 16100
31 1,900 SH x x 24 1900
104 6,297 SH x 31 6297
Eagle Geophysical, Inc. Common Stocks 269524104 0 1,048 SH x 31 1048
0 135 SH x x 37 135
Earthgrains Co. Common Stocks 270319106 1,007 51,800 SH x x 8 51800
739 38,000 SH x 31 38000
EastGroup Properties, Inc. Common Stocks 277276101 131 6,200 SH x x 8 6200
504 22,600 SH x x 24 22600
607 28,800 SH x 31 28800
23 1,100 SH x x 32 1100
4 200 SH x x 37 200
Eastman Chemical Co. Common Stocks 277432100 3,987 80,000 SH x x 22 80000
96 2,000 SH x x 24 2000
4,656 97,500 SH x x 27 97500
14,392 301,397 SH x 31 301397
Eastman Kodak Co. Common Stocks 277461109 5,099 85,700 SH x x 9 85700
2,940 45,100 SH x x 22 45100
1,101 18,500 SH x x 26 18500
3,600 60,500 SH x x 27 60500
24,185 406,473 SH x 31 406473
Eaton Corp. Common Stocks 278058102 4,435 66,200 SH x x 9 66200
1,006 13,800 SH x x 22 13800
1,374 20,500 SH x x 24 20500
536 8,000 SH x x 26 8000
4,526 67,550 SH x 31 67550
Eaton Vance Corp. Common Stocks 278265103 2,607 53,600 SH x x 21 53600
51 1,100 SH x x 24 1100
2,276 49,200 SH x 31 49200
74 1,600 SH x x 32 1600
eBay, Inc. Common Stocks 278642103 1,071 18,600 SH x x 1 18600
483 8,900 SH x x 22 8900
33 600 SH x x 24 600
204 3,748 SH x 31 3748
250 4,600 SH x x 32 4600
141 2,600 SH x x 40 2600
EchoStar Communications
Corp. Class A Common Stocks 278762109 253 7,000 SH x x 22 7000
594 17,932 SH x 31 17932
Ecolab, Inc. Common Stocks 278865100 131 3,346 SH x 31 3346
Edison International Common Stocks 281020107 1,576 76,900 SH x x 9 76900
2,917 135,500 SH x x 22 135500
2,871 140,035 SH x 31 140035
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Education Management
Corp. New Common Stocks 28139T101 16 900 SH x x 32 900
J.D. Edwards & Co. Common Stocks 281667105 24 1,600 SH x x 24 1600
21 1,362 SH x 31 1362
Edwards (A.G.), Inc. Common Stocks 281760108 546 14,000 SH x x 6 14000
277 7,100 SH x x 8 7100
601 15,400 SH x x 9 15400
840 19,700 SH x x 22 19700
1,161 28,900 SH x x 24 28900
3,893 99,830 SH x 31 99830
82 2,100 SH x x 37 2100
El Paso Electric Co. Common Stocks 283677854 880 78,700 SH x x 8 78700
304 27,200 SH x x 24 27200
1,125 100,600 SH x 31 100600
El Paso Energy Corp. Common Stocks 283905107 3,489 68,500 SH x x 9 68500
2,761 54,200 SH x x 15 54200
330 5,900 SH x x 22 5900
209 4,100 SH x x 24 4100
16,595 325,794 SH x 31 325794
Elan Corp. PLC - ADR Common Stocks 284131208 7,677 158,500 SH x x 11 158500
9,218 190,300 SH x x 15 190300
1,484 27,300 SH x x 20 27300
30,801 635,887 SH x 31 635887
Elantec Semiconductor, Inc. Common Stocks 284155108 118 1,700 SH x x 32 1700
Elcor Chemical Corp. Common Stocks 284443108 21 900 SH x x 32 900
Electro Rent Corp. Common Stocks 285218103 310 25,300 SH x x 24 25300
333 27,200 SH x 31 27200
Electro Scientific
Industries, Inc. Common Stocks 285229100 542 8,299 SH x x 15 8299
106 2,400 SH x x 24 2400
1,137 25,833 SH x 31 25833
97 2,200 SH x x 32 2200
Electroglas, Inc. Common Stocks 285324109 1,189 55,300 SH x x 3 55300
22 1,000 SH x x 24 1000
209 9,700 SH x 31 9700
11 500 SH x x 32 500
13 600 SH x x 37 600
Electronic Arts, Inc. Common Stocks 285512109 525 7,200 SH x x 24 7200
792 10,857 SH x 31 10857
Electronic Data
Systems Corp. Common Stocks 285661104 3,480 84,352 SH x x 6 84352
1,087 26,360 SH x x 8 26360
1,011 24,500 SH x x 9 24500
1,991 44,400 SH x x 22 44400
1,308 31,700 SH x x 24 31700
809 19,600 SH x x 26 19600
10,902 264,302 SH x 31 264302
Electronics for
Imaging, Inc. Common Stocks 286082102 963 36,200 SH x x 21 36200
874 34,527 SH x 31 34527
3 100 SH x x 32 100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Embratel Participacoes Preferred
SA - ADR Stocks 29081N100 2,985 126,369 SH x 31 126369
284 12,034 SH x x 33 12034
1,110 47,000 SH x x 34 47000
1,725 65,951 SH x x 35 65951
Embotelladora Andina SA
Series A - ADR Common Stocks 29081P204 1,205 89,700 SH x x 7 89700
748 63,700 SH x 31 63700
49 4,200 SH x x 33 4200
304 23,300 SH x x 35 23300
Embotelladora Andina SA
Series B - ADR Common Stocks 29081P303 941 98,400 SH x x 7 98400
531 55,500 SH x 31 55500
EMCOR Group, Inc. Common Stocks 29084Q100 354 15,300 SH x x 8 15300
365 15,800 SH x x 24 15800
761 32,800 SH x 31 32800
Emerson Electric Co. Common Stocks 291011104 1,666 27,600 SH x x 6 27600
5,548 91,900 SH x x 15 91900
4,001 60,600 SH x x 22 60600
839 13,900 SH x x 24 13900
1,063 17,600 SH x x 26 17600
38,311 634,548 SH x 31 634548
6,177 92,650 SH x x 43 92650
Emisphere
Technologies, Inc. Common Stocks 291345106 23 550 SH x x 32 550
Emmis Broadcasting
Corp. Class A Common Stocks 291525103 2,880 69,600 SH x x 10 69600
37 900 SH x x 24 900
3,951 95,500 SH x 31 95500
112 2,700 SH x x 32 2700
Empresa Nacional de
Electricidad SA - ADR Common Stocks 29244T101 40 3,660 SH x 31 3660
97 8,743 SH x x 33 8743
56 5,100 SH x x 35 5100
Emulex Corp. Common Stocks 292475209 289 4,400 SH x x 24 4400
420 6,400 SH x 31 6400
118 1,800 SH x x 32 1800
Energen Corp. Common Stocks 29265N108 561 25,700 SH x x 8 25700
105 4,800 SH x x 24 4800
1,139 52,200 SH x 31 52200
41 1,900 SH x x 32 1900
72 3,300 SH x x 37 3300
Energy East Corp. Common Stocks 29266M109 985 50,700 SH x x 22 50700
641 31,800 SH x x 24 31800
3,398 178,244 SH x 31 178244
204 10,701 SH x x 37 10701
Enersis SA - ADR Common Stocks 29274F104 1,512 71,999 SH x x 7 71999
478 23,950 SH x 31 23950
153 7,670 SH x x 33 7670
396 18,200 SH x x 35 18200
Engelhard Corp. Common Stocks 292845104 171 10,000 SH x x 15 10000
705 40,200 SH x x 24 40200
4,864 285,073 SH x 31 285073
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Enhance Financial
Services Group, Inc. Common Stocks 293310108 193 13,400 SH x x 24 13400
233 16,200 SH x 31 16200
27 1,900 SH x x 32 1900
Ennis Business Forms, Inc. Common Stocks 293389102 546 68,200 SH x x 3 68200
1,474 184,312 SH x 31 184312
Enron Corp. Common Stocks 293561106 6,870 101,100 SH x x 4 101100
684 10,600 SH x x 9 10600
5,199 80,600 SH x x 15 80600
1,754 27,200 SH x x 24 27200
1,709 26,500 SH x x 26 26500
59,894 928,594 SH x 31 928594
4,673 67,900 SH x x 42 67900
7,386 103,650 SH x x 43 103650
Enron Oil & Gas Co. Common Stocks 293562104 20 600 SH x x 24 600
134 4,000 SH x x 37 4000
Entergy Corp. Common Stocks 29364G103 1,664 56,820 SH x x 8 56820
522 19,200 SH x x 9 19200
469 15,800 SH x x 22 15800
566 20,800 SH x x 24 20800
4,432 162,998 SH x 31 162998
Entertainment
Properties Trust Common Stocks 29380T105 52 3,800 SH x 31 3800
4 300 SH x x 37 300
EntreMed, Inc. Common Stocks 29382F103 21 700 SH x x 32 700
Entrust Technologies, Inc. Common Stocks 293848107 356 4,300 SH x x 24 4300
546 6,600 SH x 31 6600
157 1,900 SH x x 32 1900
Enzon, Inc. Common Stocks 293904108 2,016 47,500 SH x x 10 47500
500 7,939 SH x x 15 7939
2,152 50,631 SH x 31 50631
125 2,950 SH x x 32 2950
Enzo Biochem, Inc. Common Stocks 294100102 611 5,961 SH x x 15 5961
276 4,000 SH x x 24 4000
1,465 21,235 SH x 31 21235
Equifax, Inc. Common Stocks 294429105 112 4,250 SH x 31 4250
Equitable Resources, Inc. Common Stocks 294549100 72 1,000 SH x x 24 1000
1,008 20,900 SH x 31 20900
10 200 SH x x 32 200
126 2,600 SH x x 37 2600
Equity Inns, Inc. Common Stocks 294703103 34 5,600 SH x 31 5600
5 800 SH x x 37 800
Equity Office
Properties Trust Common Stocks 294741103 22,651 821,800 SH x x 2 821800
204 7,400 SH x x 9 7400
1,546 51,220 SH x x 22 51220
14,386 521,936 SH x x 23 521936
2,962 107,460 SH x 31 107460
386 14,000 SH x x 32 14000
12 425 SH x x 37 425
18,307 664,200 SH x x 41 664200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Equity Office Properties Preferred
Trust Series B Stocks 294741509 3,541 83,800 SH x x 14 83800
Equity Residential
Properties Trust Common Stocks 29476L107 15,589 338,900 SH x x 2 338900
87 1,900 SH x x 9 1900
252 5,000 SH x x 22 5000
9,029 196,288 SH x x 23 196288
587 12,752 SH x 31 12752
345 7,500 SH x x 32 7500
7,806 169,700 SH x x 41 169700
Telefonaktiebolaget LM
Ericsson Class B - ADR Common Stocks 294821400 346 17,300 SH x x 1 17300
2,385 86,600 SH x x 18 86600
2,993 130,900 SH x x 20 130900
8,406 420,282 SH x 31 420282
2,236 111,787 SH x x 39 111787
344 17,200 SH x x 40 17200
Erie Indemnity Co.
Class A Common Stocks 29530P102 64 1,800 SH x x 22 1800
646 19,200 SH x x 24 19200
201 6,371 SH x 31 6371
107 3,400 SH x x 32 3400
9 300 SH x x 37 300
Essex Property Trust, Inc. Common Stocks 297178105 4,927 117,300 SH x x 2 117300
285 6,782 SH x 31 6782
25 600 SH x x 37 600
7,967 189,700 SH x x 41 189700
Esterline Corp. Common Stocks 297425100 125 8,400 SH x x 8 8400
165 11,100 SH x 31 11100
9 600 SH x x 32 600
Ethan Allen
Interiors, Inc. Common Stocks 297602104 75 2,100 SH x x 24 2100
5 200 SH x x 32 200
Evergreen Resources, Inc. Common Stocks 299900308 18 600 SH x x 32 600
Exar Corp. Common Stocks 300645108 613 4,732 SH x x 15 4732
157 1,800 SH x x 24 1800
2,744 31,475 SH x 31 31475
17 200 SH x x 37 200
Excel Technology, Inc. Common Stocks 30067T103 954 12,820 SH x x 15 12820
627 12,465 SH x 31 12465
Exchange Applications, Inc. Common Stocks 300867108 186 7,000 SH x x 10 7000
1,984 74,500 SH x 31 74500
56 2,100 SH x x 32 2100
Exodus Communications, Inc. Common Stocks 302088109 1,198 26,000 SH x x 6 26000
1,552 33,700 SH x x 9 33700
1,308 28,400 SH x x 22 28400
3,465 75,220 SH x 31 75220
1,096 23,800 SH x x 32 23800
1,335 27,200 SH x x 42 27200
Expeditors International
of Washington, Inc. Common Stocks 302130109 109 2,300 SH x x 8 2300
1,553 32,700 SH x x 19 32700
181 3,800 SH x x 24 3800
2,120 44,638 SH x 31 44638
119 2,500 SH x x 32 2500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Express Scripts, Inc.
Class A Common Stocks 302182100 39 621 SH x 31 621
25 400 SH x x 32 400
Extended Stay
America, Inc. Common Stocks 30224P101 174 18,800 SH x x 8 18800
356 38,500 SH x 31 38500
28 3,000 SH x x 32 3000
F&M National Corp. Common Stocks 302374103 166 7,900 SH x x 8 7900
44 2,100 SH x x 24 2100
290 13,806 SH x 31 13806
19 900 SH x x 32 900
FBL Financial Group, Inc.
Class A Common Stocks 30239F106 43 2,700 SH x x 8 2700
FEI Co. Common Stocks 30241L109 638 14,081 SH x x 15 14081
883 27,500 SH x x 21 27500
2,047 67,104 SH x 31 67104
15 500 SH x x 32 500
FMC Corp. Common Stocks 302491303 443 7,000 SH x x 22 7000
992 17,100 SH x x 24 17100
2,084 35,934 SH x 31 35934
52 900 SH x x 37 900
F.N.B. Corp. Common Stocks 302520101 45 2,205 SH x 31 2205
30 1,500 SH x x 32 1500
9 420 SH x x 37 420
FPL Group, Inc. Common Stocks 302571104 861 17,393 SH x x 6 17393
1,371 27,700 SH x x 9 27700
2,703 50,200 SH x x 22 50200
4,383 88,543 SH x 31 88543
F.Y.I., Inc. Common Stocks 302712104 262 7,800 SH x x 24 7800
381 11,300 SH x 31 11300
20 600 SH x x 32 600
FactSet Research
Systems, Inc. Common Stocks 303075105 31 1,100 SH x x 32 1100
Fair, Isaac and Co., Inc. Common Stocks 303250104 128 2,900 SH x x 24 2900
189 4,300 SH x 31 4300
Fairfield
Communities, Inc. Common Stocks 304231301 193 24,500 SH x x 24 24500
307 39,000 SH x 31 39000
5 600 SH x x 32 600
Family Dollar Stores, Inc. Common Stocks 307000109 679 34,700 SH x x 19 34700
945 48,300 SH x 31 48300
72 3,700 SH x x 32 3700
Fastenal Co. Common Stocks 311900104 40 797 SH x 31 797
66 1,300 SH x x 32 1300
Federal Home Loan
Mortgage Corp. Common Stocks 313400301 10,151 244,800 SH x x 1 244800
5,601 138,296 SH x x 6 138296
5,690 140,500 SH x x 9 140500
4,471 107,200 SH x x 22 107200
1,138 28,100 SH x x 24 28100
587 14,500 SH x x 26 14500
28,137 694,753 SH x 31 694753
632 15,600 SH x x 40 15600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Federal-Mogul Corp. Common Stocks 313549107 150 15,700 SH x x 24 15700
190 19,821 SH x 31 19821
37 3,900 SH x x 32 3900
Fannie Mae Common Stocks 313586109 1,566 27,300 SH x x 1 27300
2,124 40,700 SH x x 6 40700
11,330 217,100 SH x x 9 217100
2,255 43,200 SH x x 15 43200
11,477 206,500 SH x x 22 206500
4,107 78,700 SH x x 24 78700
2,959 56,700 SH x x 26 56700
59,407 1,138,336 SH x 31 1138336
7,716 147,858 SH x x 39 147858
240 4,600 SH x x 40 4600
Federal Realty
Investment Trust Common Stocks 313747206 82 4,100 SH x 31 4100
18 900 SH x x 37 900
8,136 406,800 SH x x 41 406800
Federated Department
Stores, Inc. Common Stocks 31410H101 2,278 67,500 SH x x 3 67500
5,562 156,900 SH x x 4 156900
969 28,700 SH x x 6 28700
3,102 87,890 SH x x 8 87890
6,649 197,000 SH x x 9 197000
3,661 104,400 SH x x 22 104400
979 29,000 SH x x 24 29000
986 29,200 SH x x 26 29200
19,119 566,482 SH x 31 566482
Federated Investors,
Inc. Class B Common Stocks 314211100 1,534 43,756 SH x 31 43756
Federated Investors,
Inc. Class B Common Stocks 314211103 1,236 33,600 SH x x 8 33600
207 5,900 SH x x 24 5900
144 4,100 SH x x 32 4100
FelCor Lodging Trust, Inc. Common Stocks 31430F101 1,116 60,300 SH x x 8 60300
491 24,200 SH x x 22 24200
257 13,887 SH x x 24 13887
3,108 168,007 SH x 31 168007
28 1,500 SH x x 32 1500
Ferro Corp. Common Stocks 315405100 307 14,600 SH x 31 14600
29 1,400 SH x x 32 1400
8 400 SH x x 37 400
Fidelity National
Financial, Inc. Common Stocks 316326107 232 12,670 SH x x 24 12670
284 15,530 SH x 31 15530
71 3,900 SH x x 32 3900
Fifth Third Bancorp Common Stocks 316773100 38 600 SH x x 26 600
465 7,345 SH x 31 7345
FileNet Corp. Common Stocks 316869106 148 8,100 SH x x 24 8100
222 12,100 SH x 31 12100
2 100 SH x x 32 100
Financial Federal Corp. Common Stocks 317492106 127 7,300 SH x x 24 7300
186 10,700 SH x 31 10700
24 1,400 SH x x 32 1400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Financial Security
Assurance Holdings, Ltd. Common Stocks 31769P100 182 2,400 SH x x 9 2400
250 3,000 SH x x 22 3000
728 9,596 SH x 31 9596
76 1,000 SH x x 32 1000
FINOVA Group, Inc. Common Stocks 317928109 187 13,100 SH x x 22 13100
120 9,200 SH x x 24 9200
646 49,679 SH x 31 49679
40 3,100 SH x x 32 3100
First American
Financial Corp. Common Stocks 318522307 149 7,000 SH x x 24 7000
36 2,500 SH x x 32 2500
First Charter Corp. Common Stocks 319439105 31 2,000 SH x x 32 2000
First Citizens
BancShares, Inc. Common Stocks 31946M103 24 400 SH x x 32 400
First Commonwealth
Financial Corp. Common Stocks 319829107 71 7,800 SH x x 8 7800
46 5,100 SH x 31 5100
35 3,900 SH x x 32 3900
First Federal
Capital Corp. Common Stocks 319960100 166 15,200 SH x x 24 15200
199 18,000 SH x 31 18000
11 1,000 SH x x 32 1000
First Data Corp. Common Stocks 319963104 1,824 33,600 SH x x 22 33600
794 16,000 SH x x 24 16000
630 12,700 SH x x 26 12700
13,128 264,545 SH x 31 264545
2,870 54,000 SH x x 42 54000
First Financial Bancorp Common Stocks 320209109 8 400 SH x x 32 400
First Financial
Holdings, Inc. Common Stocks 320239106 12 900 SH x x 32 900
First Industrial
Realty Trust, Inc. Common Stocks 32054K103 3,218 109,100 SH x x 2 109100
1,814 61,500 SH x x 8 61500
471 13,200 SH x x 24 13200
3,136 106,300 SH x 31 106300
30 1,000 SH x x 37 1000
First Indiana Corp. Common Stocks 32054R108 124 4,400 SH x x 24 4400
13 700 SH x x 32 700
First Midwest
Bancorp, Inc. Common Stocks 320867104 53 2,300 SH x x 32 2300
First Health Group Corp. Common Stocks 320960107 4,116 122,800 SH x x 8 122800
3,564 108,000 SH x x 10 108000
216 6,000 SH x x 22 6000
552 16,200 SH x x 24 16200
8,174 249,100 SH x 31 249100
81 2,450 SH x x 32 2450
First Republic Bank Common Stocks 336158100 42 2,100 SH x x 8 2100
First Security Corp. Common Stocks 336294103 335 22,600 SH x x 22 22600
630 46,475 SH x 31 46475
126 9,300 SH x x 32 9300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
First Tennessee
National Corp. Common Stocks 337162101 557 33,600 SH x x 9 33600
78 4,400 SH x x 22 4400
109 6,600 SH x x 24 6600
406 24,535 SH x 31 24535
7 400 SH x x 32 400
First Union Corp. Common Stocks 337358105 1,072 43,200 SH x x 8 43200
11,422 460,318 SH x x 9 460318
5,325 196,400 SH x x 22 196400
1,375 55,410 SH x x 26 55410
11,995 483,407 SH x 31 483407
First Union Real
Estate Investment Common Stocks 337400105 0 50 SH x 31 50
First United
Bancshares, Inc. Common Stocks 33741E104 26 1,800 SH x x 32 1800
First Virginia Banks, Inc. Common Stocks 337477103 101 2,902 SH x 31 2902
91 2,600 SH x x 32 2600
First Washington
Realty Trust, Inc. Common Stocks 337489504 46 2,100 SH x x 8 2100
22 1,000 SH x 31 1000
7 300 SH x x 37 300
FirstCom Corp. Common Stocks 33763T104 378 16,981 SH x x 15 16981
833 55,301 SH x 31 55301
Firstar Corp. Common Stocks 33763V109 611 29,000 SH x x 9 29000
3,712 166,300 SH x x 22 166300
55 2,600 SH x x 26 2600
4,571 217,034 SH x 31 217034
Fiserv, Inc. Common Stocks 337738108 4,700 108,680 SH x 31 108680
138 3,200 SH x x 32 3200
491 8,300 SH x x 42 8300
FirstFed Financial Corp. Common Stocks 337907109 336 23,800 SH x x 8 23800
510 36,100 SH x x 24 36100
1,090 77,200 SH x 31 77200
18 1,300 SH x x 32 1300
114 8,100 SH x x 37 8100
FirstMerit Corp. Common Stocks 337915102 38 1,800 SH x x 8 1800
154 7,200 SH x x 9 7200
588 27,506 SH x 31 27506
88 4,100 SH x x 32 4100
101 4,720 SH x x 37 4720
FirstEnergy Corp. Common Stocks 337932107 316 13,500 SH x x 8 13500
6,270 252,600 SH x x 22 252600
1,289 55,140 SH x x 26 55140
10,487 448,624 SH x 31 448624
Fisher Scientific
International, Inc. Common Stocks 338032204 40 1,600 SH x x 24 1600
27 1,100 SH x x 32 1100
Fleetwood
Enterprises, Inc. Common Stocks 339099103 235 16,500 SH x x 24 16500
296 20,800 SH x 31 20800
16 1,100 SH x x 32 1100
Fleming Cos., Inc. Common Stocks 339130106 669 51,200 SH x x 8 51200
681 49,500 SH x x 21 49500
246 12,700 SH x x 24 12700
1,296 99,200 SH x 31 99200
75 5,750 SH x x 37 5750
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Florida Progress Corp. Common Stocks 341109106 582 11,300 SH x x 22 11300
1,397 29,800 SH x x 24 29800
258 5,500 SH x x 26 5500
3,250 69,326 SH x 31 69326
Florida Rock
Industries, Inc. Common Stocks 341140101 4 100 SH x x 32 100
Flow International Corp. Common Stocks 343468104 1,444 144,350 SH x 31 144350
Flowers Industries, Inc. Common Stocks 343496105 60 2,999 SH x 31 2999
106 5,300 SH x x 32 5300
Flowserve Corp. Common Stocks 34354P105 191 11,600 SH x x 22 11600
484 32,100 SH x 31 32100
18 1,200 SH x x 32 1200
32 2,100 SH x x 37 2100
Fluor Corp. Common Stocks 343861100 3,056 94,200 SH x x 8 94200
1,279 36,900 SH x x 22 36900
260 7,600 SH x x 24 7600
41 1,300 SH x x 26 1300
6,580 208,050 SH x 31 208050
120 3,800 SH x x 37 3800
Fomento Economico
Mexicano SA de CV
Series B - ADR Common Stocks 344419106 4,824 105,300 SH x x 7 105300
3,936 91,400 SH x 31 91400
422 9,800 SH x x 33 9800
284 6,600 SH x x 34 6600
284 4,440 SH x x 35 4440
Footstar, Inc. Common Stocks 344912100 1,619 48,700 SH x x 8 48700
1,134 34,100 SH x 31 34100
40 1,200 SH x x 32 1200
Ford Motor Co. Common Stocks 345370100 4,581 106,538 SH x x 6 106538
12,539 291,600 SH x x 9 291600
13,801 305,400 SH x x 22 305400
4,205 97,800 SH x x 24 97800
3,075 71,500 SH x x 26 71500
41,695 969,644 SH x 31 969644
5,789 134,618 SH x x 39 134618
Forest City Enterprises,
Inc. Class A Common Stocks 345550107 27 800 SH x x 32 800
Forest Labs, Inc. Common Stocks 345838106 2,868 28,400 SH x x 6 28400
3,454 34,200 SH x x 9 34200
6,217 61,551 SH x 31 61551
323 3,200 SH x x 32 3200
2,812 26,100 SH x x 42 26100
Forest Oil Corp. Common Stocks 346091606 1,490 93,500 SH x x 8 93500
3,212 201,550 SH x 31 201550
32 2,000 SH x x 32 2000
Forrester Research, Inc. Common Stocks 346563109 839 11,000 SH x x 8 11000
109 1,500 SH x x 24 1500
743 10,200 SH x 31 10200
7 100 SH x x 32 100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Fort James Corp. Common Stocks 347471104 2,017 87,200 SH x x 9 87200
273 11,800 SH x x 26 11800
2,178 94,176 SH x 31 94176
Fortune Brands, Inc. Common Stocks 349631101 822 35,650 SH x x 6 35650
420 18,200 SH x x 26 18200
1,287 55,811 SH x 31 55811
Fossil, Inc. Common Stocks 349882100 178 9,600 SH x x 24 9600
202 10,400 SH x 31 10400
13 700 SH x x 32 700
Foster Wheeler Corp. Common Stocks 350244109 10 1,200 SH x x 32 1200
Foundation Health
Systems, Inc. Common Stocks 350404109 820 57,890 SH x x 8 57890
228 16,000 SH x x 22 16000
360 27,500 SH x x 24 27500
72 5,500 SH x x 26 5500
2,025 155,807 SH x 31 155807
87 6,700 SH x x 32 6700
32 2,300 SH x x 37 2300
Four Seasons Hotels, Inc. Common Stocks 35100E104 14,297 229,898 SH x 31 229898
4,566 73,418 SH x x 39 73418
Fox Entertainment Group,
Inc. Class A Common Stocks 35138T107 671 22,100 SH x x 9 22100
121 3,975 SH x 31 3975
128 4,200 SH x x 32 4200
Franchise Finance
Corp. of America Common Stocks 351807102 570 22,700 SH x x 22 22700
1,737 75,500 SH x x 23 75500
133 3,900 SH x x 24 3900
1,851 80,460 SH x 31 80460
94 4,100 SH x x 37 4100
Franklin Electric
Co., Inc. Common Stocks 353514102 27 400 SH x x 32 400
Franklin Resources, Inc. Common Stocks 354613101 2,284 75,200 SH x x 9 75200
1,598 52,600 SH x x 15 52600
173 5,200 SH x x 22 5200
374 12,300 SH x x 24 12300
571 18,800 SH x x 26 18800
6,525 214,823 SH x 31 214823
Freedom Securities Corp. Common Stocks 35644K103 18 1,000 SH x x 24 1000
Freeport-McMoRan
Copper & Gold, Inc.
Class A Common Stocks 35671D105 103 10,300 SH x x 22 10300
171 18,700 SH x 31 18700
Freeport-McMoRan
Copper & Gold, Inc.
Class B Common Stocks 35671D857 302 31,200 SH x x 24 31200
334 36,112 SH x 31 36112
22 2,400 SH x x 32 2400
Fremont General Corp. Common Stocks 357288109 127 32,237 SH x 31 32237
Fresenius Medical
Care AG - ADR Common Stocks 358029106 1,875 71,601 SH x 31 71601
Fritz Companies, Inc. Common Stocks 358846103 340 33,200 SH x x 8 33200
241 23,400 SH x 31 23400
8 800 SH x x 32 800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Frontier Airlines, Inc. Common Stocks 359065109 232 16,200 SH x 31 16200
6 400 SH x x 32 400
13 900 SH x x 37 900
Fuller (H.B.) Co. Common Stocks 359694106 205 4,500 SH x 31 4500
18 400 SH x x 32 400
36 800 SH x x 37 800
Fulton Financial Corp. Common Stocks 360271100 7 400 SH x x 8 400
178 9,150 SH x x 22 9150
438 24,790 SH x 31 24790
30 1,700 SH x x 32 1700
17 945 SH x x 37 945
Furniture Brands
International, Inc. Common Stocks 36092110 1,54 102,200 SH x x 1 102200
94 5,600 SH x x 22 5600
79 3,500 SH x x 24 3500
501 33,100 SH x 31 33100
36 2,400 SH x x 32 2400
44 2,900 SH x x 37 2900
G & K Services, Inc.
Class A Common Stocks 361268105 1,175 47,000 SH x x 10 47000
GATX Corp. Common Stocks 361448103 271 7,400 SH x x 22 7400
721 21,218 SH x 31 21218
54 1,600 SH x x 37 1600
GBC Bancorp Common Stocks 361475106 471 15,000 SH x x 24 15000
632 21,600 SH x 31 21600
26 900 SH x x 32 900
26 900 SH x x 37 900
GPU, Inc. Common Stocks 36225X100 1,763 65,150 SH x x 8 65150
901 33,300 SH x x 9 33300
909 33,600 SH x x 24 33600
547 20,230 SH x x 26 20230
4,299 158,860 SH x 31 158860
GTE Corp. Common Stocks 362320103 3,940 63,300 SH x x 8 63300
16,776 269,500 SH x x 9 269500
10,258 151,600 SH x x 22 151600
1,108 17,800 SH x x 24 17800
2,986 47,960 SH x x 26 47960
25,373 407,600 SH x 31 407600
Gables Residential Trust Common Stocks 362418105 1,342 52,000 SH x x 3 52000
90 3,500 SH x 31 3500
15 600 SH x x 37 600
Galileo
International, Inc. Common Stocks 363547100 4,822 231,000 SH x x 22 231000
121 5,800 SH x x 24 5800
150 7,195 SH x 31 7195
48 2,300 SH x x 32 2300
Gallagher
(Arthur J.) & Co. Common Stocks 363576109 305 6,200 SH x x 8 6200
479 11,400 SH x 31 11400
105 2,500 SH x x 32 2500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Gannett Co., Inc. Common Stocks 364730101 1,932 32,300 SH x x 6 32300
4,418 69,800 SH x x 8 69800
5,754 96,200 SH x x 9 96200
2,467 37,700 SH x x 22 37700
1,651 27,600 SH x x 24 27600
993 16,600 SH x x 26 16600
13,444 224,774 SH x 31 224774
Gap, Inc. Common Stocks 364760108 4,410 137,100 SH x x 1 137100
8,197 262,300 SH x x 9 262300
738 23,600 SH x x 24 23600
9,236 295,536 SH x 31 295536
303 9,700 SH x x 40 9700
Gartner Group, Inc.
Class A Common Stocks 366651107 101 8,400 SH x x 24 8400
129 10,712 SH x 31 10712
GaSonics International
Corp. Common Stocks 367278108 640 10,926 SH x x 15 10926
1,091 27,654 SH x 31 27654
18 450 SH x x 32 450
Gaylord Entertainment Co. Common Stocks 367905106 531 24,700 SH x x 24 24700
965 44,900 SH x 31 44900
GelTex Pharmaceuticals,
Inc. Common Stocks 368538104 829 38,600 SH x x 21 38600
1,263 61,800 SH x 31 61800
8 400 SH x x 32 400
GenCorp, Inc. Common Stocks 368682100 573 71,600 SH x x 8 71600
398 49,800 SH x 31 49800
19 2,400 SH x x 32 2400
Gener SA - ADR Common Stocks 368731105 1,582 107,700 SH x x 26 107700
1,851 126,000 SH x 31 126000
General Cable Corp. Common Stocks 369300108 212 26,100 SH x x 8 26100
381 46,900 SH x x 24 46900
597 73,500 SH x 31 73500
8 1,000 SH x x 32 1000
General Dynamics Corp. Common Stocks 369550108 2,769 53,000 SH x x 3 53000
2,178 41,689 SH x x 6 41689
216 3,800 SH x x 22 3800
606 11,600 SH x x 24 11600
6,395 122,400 SH x x 27 122400
28,701 549,311 SH x 31 549311
3,866 73,997 SH x x 39 73997
General Electric Co. Common Stocks 369604103 8,493 150,800 SH x x 4 150800
15,868 299,400 SH x x 6 299400
33,769 605,640 SH x x 8 605640
70,172 1,324,000 SH x x 9 1324000
5,279 99,600 SH x x 15 99600
54,107 1,019,376 SH x x 22 1019376
22,361 421,900 SH x x 24 421900
1,087 20,500 SH x x 26 20500
10,552 199,100 SH x x 27 199100
302,904 5,715,169 SH x 31 5715169
8,039 151,683 SH x x 39 151683
17,947 317,300 SH x x 42 317300
42,900 732,700 SH x x 43 732700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
General Growth
Properties, Inc. Common Stocks 370021107 9,700 305,500 SH x x 2 305500
104 3,000 SH x x 22 3000
2,946 92,800 SH x x 23 92800
390 12,296 SH x 31 12296
35 1,100 SH x x 37 1100
9,131 287,600 SH x x 41 287600
General Mills, Inc. Common Stocks 370334104 5,065 126,300 SH x x 4 126300
1,321 34,540 SH x x 8 34540
1,017 26,600 SH x x 9 26600
249 6,500 SH x x 24 6500
815 21,300 SH x x 26 21300
9,671 252,828 SH x 31 252828
General Motors Corp. Common Stocks 370442105 7,469 122,570 SH x x 4 122570
6,990 115,100 SH x x 8 115100
8,390 144,500 SH x x 9 144500
6,474 104,836 SH x x 22 104836
3,495 60,200 SH x x 24 60200
2,004 34,521 SH x x 26 34521
29,730 512,027 SH x 31 512027
General Motors Corp.
Class H Common Stocks 370442832 423 4,814 SH x x 1 4814
3,928 41,944 SH x x 22 41944
959 10,930 SH x x 26 10930
25,427 289,761 SH x 31 289761
474 5,400 SH x x 32 5400
4,912 55,982 SH x x 39 55982
General Semiconductor,
Inc. Common Stocks 370787103 204 13,800 SH x x 24 13800
353 23,900 SH x 31 23900
38 2,600 SH x x 32 2600
Genesco, Inc. Common Stocks 371532102 337 19,900 SH x x 24 19900
382 23,800 SH x 31 23800
18 1,100 SH x x 32 1100
Gentex Corp. Common Stocks 371901109 155 6,200 SH x x 24 6200
269 10,688 SH x 31 10688
98 3,900 SH x x 32 3900
Genlyte Group, Inc (The) Common Stocks 372302109 431 20,600 SH x x 24 20600
482 22,900 SH x 31 22900
19 900 SH x x 32 900
4 200 SH x x 37 200
Genome Therapeutics Corp. Common Stocks 372430108 24 800 SH x x 24 800
82 2,700 SH x 31 2700
GenRad, Inc. Common Stocks 372447102 15 1,700 SH x x 32 1700
Gensia, Inc. Common Stocks 372450106 9 1,100 SH x x 24 1100
Genuine Parts Co. Common Stocks 372460105 312 15,620 SH x x 26 15620
2,767 138,359 SH x 31 138359
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Geon Co. Common Stocks 37246W105 744 40,200 SH x x 8 40200
958 51,800 SH x 31 51800
4 200 SH x x 32 200
31 1,700 SH x x 37 1700
Genzyme Corp. Common Stocks 372917104 1,666 28,000 SH x x 6 28000
1,642 27,600 SH x x 9 27600
712 11,000 SH x x 22 11000
774 11,500 SH x x 24 11500
2,475 41,648 SH x 31 41648
161 2,700 SH x x 32 2700
83 1,400 SH x x 37 1400
Georgia Gulf Corp. Common Stocks 373200203 2,285 109,800 SH x x 8 109800
1,484 67,600 SH x x 21 67600
345 13,800 SH x x 24 13800
3,852 185,100 SH x 31 185100
25 1,200 SH x x 32 1200
27 1,300 SH x x 37 1300
Georgia-Pacific Group Common Stocks 373298108 987 37,600 SH x x 3 37600
1,724 62,270 SH x x 8 62270
635 24,200 SH x x 9 24200
2,896 106,500 SH x x 22 106500
102 3,900 SH x x 24 3900
601 22,900 SH x x 26 22900
7,340 279,607 SH x 31 279607
Georgia-Pacific Corp.
(Timber Group) Common Stocks 373298702 637 26,900 SH x x 22 26900
698 31,200 SH x x 24 31200
2,205 101,986 SH x 31 101986
102 4,700 SH x x 37 4700
Gerber Scientific, Inc. Common Stocks 373730100 60 5,200 SH x 31 5200
10 900 SH x x 32 900
12 1,000 SH x x 37 1000
Getty Images, Inc. Common Stocks 374276103 413 7,506 SH x x 15 7506
11 300 SH x x 24 300
1,032 27,844 SH x 31 27844
Giant Industries, Inc. Common Stocks 374508109 768 97,500 SH x x 3 97500
Gibraltar Steel Corp. Common Stocks 37476F103 171 12,200 SH x 31 12200
Gilead Sciences, Inc. Common Stocks 375558103 1,671 23,500 SH x x 10 23500
384 5,400 SH x x 24 5400
3,058 43,000 SH x 31 43000
Gillette Co. (The) Common Stocks 375766102 10,698 306,200 SH x x 9 306200
486 13,900 SH x x 24 13900
2,500 71,563 SH x 31 71563
P.H. Glatfelter Co. Common Stocks 377316104 1,067 99,800 SH x x 21 99800
964 94,600 SH x 31 94600
5 500 SH x x 32 500
Glenborough Realty
Trust, Inc. Common Stocks 37803P105 85 4,900 SH x 31 4900
28 1,600 SH x x 32 1600
16 900 SH x x 37 900
Glimcher Realty Trust Common Stocks 379302102 52 3,600 SH x 31 3600
9 600 SH x x 37 600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Global Industries, Inc. Common Stocks 379336100 113 6,000 SH x x 10 6000
1,252 66,550 SH x x 19 66550
2,220 117,600 SH x 31 117600
66 3,500 SH x x 32 3500
Global Marine, Inc. Common Stocks 379352404 4,330 153,600 SH x x 3 153600
3,402 120,700 SH x x 9 120700
424 10,143 SH x x 15 10143
1,143 35,600 SH x x 24 35600
5,010 177,731 SH x 31 177731
132 4,700 SH x x 32 4700
Global TeleSystems
Group, Inc. Common Stocks 37936U104 761 63,100 SH x x 10 63100
71 5,880 SH x 31 5880
Globecomm Systems, Inc. Common Stocks 37956X103 241 17,600 SH x x 19 17600
312 22,700 SH x 31 22700
Globix Corp. Common Stocks 37957F101 18 600 SH x x 32 600
Globo Cabo SA - ADR Common Stocks 37957X102 180 13,000 SH x 31 13000
132 9,500 SH x x 34 9500
Gold Banc Corp., Inc. Common Stocks 379907108 5 900 SH x x 32 900
Golden State Bancorp, Inc. Common Stocks 381197102 1,418 75,780 SH x x 8 75780
374 19,000 SH x x 22 19000
1,129 62,700 SH x x 24 62700
3,421 190,036 SH x 31 190036
113 6,300 SH x x 37 6300
Golden West
Financial Corp. Common Stocks 381317106 1,125 25,200 SH x x 22 25200
363 8,900 SH x x 24 8900
665 16,290 SH x x 26 16290
2,929 71,779 SH x 31 71779
Golf Trust of
America, Inc. Common Stocks 38168B103 646 40,700 SH x x 23 40700
B.F. Goodrich Co. Common Stocks 382388106 2,004 58,824 SH x x 9 58824
917 24,600 SH x x 22 24600
187 5,500 SH x x 24 5500
1,051 30,860 SH x x 26 30860
4,664 136,936 SH x 31 136936
Goodyear Tire & Rubber Co. Common Stocks 382550101 48 2,400 SH x x 8 2400
3,226 161,300 SH x x 9 161300
328 16,400 SH x x 24 16400
1,250 62,487 SH x 31 62487
Go2Net, Inc. Common Stocks 383486107 2,108 41,950 SH x x 19 41950
30 600 SH x x 24 600
2,747 54,600 SH x 31 54600
35 700 SH x x 32 700
W.R. Grace & Co. Common Stocks 38388F108 1,343 110,800 SH x x 8 110800
330 27,200 SH x x 24 27200
1,899 156,600 SH x 31 156600
13 1,100 SH x x 32 1100
16 1,300 SH x x 37 1300
Grainger (W.W.), Inc. Common Stocks 384802104 145 4,700 SH x x 9 4700
68 2,208 SH x 31 2208
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Granite Construction, Inc. Common Stocks 387328107 1,068 43,600 SH x x 8 43600
385 14,400 SH x x 22 14400
1,637 66,800 SH x 31 66800
32 1,300 SH x x 32 1300
7 300 SH x x 37 300
Great Atlantic & Pacific
Tea Co., Inc. Common Stocks 390064103 73 4,400 SH x x 26 4400
Great Lakes Chemical Corp. Common Stocks 390568103 45 1,439 SH x 31 1439
Great Lakes, Inc. Common Stocks 390752103 148 8,700 SH x x 8 8700
39 2,300 SH x 31 2300
3 200 SH x x 37 200
Greater Bay Bancorp Common Stocks 391648102 996 21,300 SH x x 8 21300
51 1,100 SH x x 24 1100
1,571 33,600 SH x 31 33600
79 1,700 SH x x 32 1700
Greenpoint Financial Corp. Common Stocks 395384100 2,777 145,790 SH x x 8 145790
2,569 137,000 SH x x 9 137000
328 16,000 SH x x 22 16000
182 9,700 SH x x 24 9700
3,674 195,939 SH x 31 195939
92 4,900 SH x x 32 4900
Greif Bros. Corp. Class A Common Stocks 397624107 335 10,200 SH x x 24 10200
409 13,300 SH x 31 13300
Grey Advertising, Inc. Common Stocks 397838103 4,172 8,295 SH x x 3 8295
4,055 8,045 SH x 31 8045
Grey Wolf, Inc. Common Stocks 397888100 1,009 201,800 SH x 31 201800
Griffon Corp. Common Stocks 398433102 12 2,200 SH x x 32 2200
Group 1 Automotive, Inc. Common Stocks 398905109 41 3,400 SH x 31 3400
2 200 SH x x 32 200
Grupo Industrial
Durango SA - ADR Common Stocks 40048E109 164 17,250 SH x x 26 17250
214 22,500 SH x 31 22500
Grupo Radio Centro
SA de CV - ADR Common Stocks 40049C102 420 36,900 SH x 31 36900
329 28,900 SH x x 34 28900
Grupo Television SA de
CV - GDR Common Stocks 40049J206 184 1,800 SH x x 20 1800
8,192 118,831 SH x 31 118831
977 14,175 SH x x 33 14175
627 9,100 SH x x 34 9100
2,480 32,200 SH x x 35 32200
GTECH Holdings Corp. Common Stocks 400518106 1,275 53,700 SH x x 22 53700
653 26,500 SH x x 24 26500
1,883 83,000 SH x 31 83000
41 1,800 SH x x 32 1800
79 3,500 SH x x 37 3500
Guess?, Inc. Common Stocks 401617105 602 40,800 SH x x 21 40800
525 37,500 SH x 31 37500
1 100 SH x x 32 100
Guidant Corp. Common Stocks 401698105 569 11,500 SH x x 9 11500
30 600 SH x x 24 600
11,101 224,263 SH x 31 224263
5,507 100,700 SH x x 43 100700
401829106 17 1,100 SH x 31 1100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Guitar Center, Inc. Common Stocks 402040109 11 1,100 SH x x 32 1100
Gulf Indonesia
Resources, Ltd. Common Stocks 402284103 1,337 157,501 SH x x 7 157501
600 75,001 SH x 31 75001
HNC Software, Inc. Common Stocks 40425P107 191 3,100 SH x x 24 3100
1,037 16,800 SH x 31 16800
74 1,200 SH x x 32 1200
4,403 71,300 SH x x 44 71300
HRPT Properties Trust Common Stocks 40426W101 916 149,600 SH x x 8 149600
1,193 194,725 SH x 31 194725
HSB Group, Inc. Common Stocks 40428N109 44 1,400 SH x x 32 1400
HS Resources, Inc. Common Stocks 404297103 1,011 32,000 SH x x 21 32000
339 11,300 SH x x 24 11300
3,848 128,250 SH x 31 128250
18 600 SH x x 32 600
16 540 SH x x 37 540
HA-LO Industries, Inc. Common Stocks 404429102 8 1,400 SH x x 32 1400
Haemonetics Corp. Common Stocks 405024100 55 2,600 SH x x 8 2600
174 8,300 SH x 31 8300
13 600 SH x x 32 600
Hall, Kinion &
Associates, Inc. Common Stocks 406069104 3 100 SH x x 32 100
Halliburton Co. Common Stocks 406216101 729 14,100 SH x x 22 14100
5,005 106,075 SH x 31 106075
1,939 41,097 SH x x 39 41097
Hamilton Bancorp, Inc. Common Stocks 407013101 376 21,500 SH x x 24 21500
462 26,400 SH x 31 26400
Hancock Holding Co. Common Stocks 410120109 115 2,400 SH x x 24 2400
313 9,200 SH x 31 9200
19 600 SH x x 32 600
Handleman Co. Common Stocks 410252100 323 25,800 SH x x 8 25800
215 17,200 SH x 31 17200
Hanna (M.A.) Co. Common Stocks 410522106 123 12,400 SH x x 22 12400
200 22,200 SH x 31 22200
32 3,600 SH x x 32 3600
Hannaford Brothers Co. Common Stocks 410550107 287 3,700 SH x x 22 3700
418 5,822 SH x 31 5822
Hanover Compressor Co. Common Stocks 410768105 1,246 32,800 SH x x 8 32800
889 23,400 SH x 31 23400
125 3,300 SH x x 32 3300
Harcourt General, Inc. Common Stocks 41163G101 86 1,575 SH x 31 1575
Harbor Florida
Bancshares, Inc. Common Stocks 411901101 185 17,700 SH x x 8 17700
363 34,800 SH x 31 34800
9 900 SH x x 32 900
16 1,500 SH x x 37 1500
Harland (John H.) Co. Common Stocks 412693103 441 29,500 SH x x 8 29500
2,404 160,950 SH x 31 160950
27 1,800 SH x x 32 1800
42 2,800 SH x x 37 2800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Harley-Davidson, Inc. Common Stocks 412822108 127 3,300 SH x x 1 3300
849 19,100 SH x x 8 19100
6 100 SH x x 22 100
1,838 47,752 SH x 31 47752
Harman International
Industries, Inc. Common Stocks 413086109 234 3,500 SH x x 24 3500
1,061 17,400 SH x 31 17400
67 1,100 SH x x 32 1100
43 700 SH x x 37 700
Harmonic Lightwaves, Inc. Common Stocks 413160102 543 20,810 SH x x 21 20810
472 19,078 SH x 31 19078
15 596 SH x x 32 596
Harrah's
Entertainment, Inc. Common Stocks 413619107 683 32,600 SH x x 8 32600
725 31,600 SH x x 22 31600
394 18,800 SH x x 24 18800
241 11,500 SH x x 26 11500
5,184 247,600 SH x 31 247600
73 3,500 SH x x 37 3500
Harris Corp. Common Stocks 413875105 2,165 66,100 SH x x 8 66100
210 6,400 SH x x 24 6400
3,391 103,536 SH x 31 103536
102 3,100 SH x x 32 3100
Harsco Corp. Common Stocks 415864107 944 37,000 SH x x 8 37000
266 9,500 SH x x 22 9500
1,788 70,100 SH x 31 70100
54 2,100 SH x x 32 2100
51 2,000 SH x x 37 2000
Harte Hanks Communications Common Stocks 416196103 2,675 107,000 SH x x 3 107000
2,734 109,364 SH x 31 109364
48 1,900 SH x x 32 1900
Hartford Financial
Services Group,
Inc. (The) Common Stocks 416515104 10,062 171,670 SH x x 4 171670
3,882 69,400 SH x x 9 69400
2,296 37,500 SH x x 22 37500
912 16,300 SH x x 26 16300
20,561 367,566 SH x 31 367566
Hasbro, Inc. Common Stocks 418056107 2,137 141,900 SH x x 9 141900
294 17,900 SH x x 22 17900
122 8,100 SH x x 24 8100
18 1,200 SH x x 26 1200
4,089 271,455 SH x 31 271455
Haverty Furniture
Co., Inc. Common Stocks 419596101 186 21,900 SH x x 8 21900
143 16,800 SH x x 24 16800
374 44,000 SH x 31 44000
10 1,200 SH x x 32 1200
13 1,500 SH x x 37 1500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Hawaiian Electric
Industries, Inc. Common Stocks 419870100 2,021 61,600 SH x x 8 61600
2,703 78,200 SH x x 21 78200
751 22,900 SH x x 24 22900
4,860 148,100 SH x 31 148100
75 2,300 SH x x 32 2300
Hayes Lemmerz
International, Inc. Common Stocks 420781106 2 200 SH x x 32 200
Health Care Property
Investors, Inc. Common Stocks 421915109 14,636 537,100 SH x x 2 537100
768 28,200 SH x x 23 28200
332 12,196 SH x 31 12196
17 634 SH x x 37 634
HEALTHSOUTH Corp. Common Stocks 421924101 430 56,500 SH x x 22 56500
563 78,350 SH x 31 78350
Health Management
Associates Class A Common Stocks 421933102 741 55,300 SH x x 24 55300
939 71,892 SH x 31 71892
Healthcare Realty
Trust, Inc. Common Stocks 421946104 36 2,100 SH x x 32 2100
18 1,070 SH x x 37 1070
Health Care REIT, Inc. Common Stocks 42217K106 31 1,900 SH x 31 1900
33 2,000 SH x x 32 2000
8 500 SH x x 37 500
Hearst-Argyle
Television, Inc. Common Stocks 422317107 1,938 99,400 SH x x 3 99400
2,061 105,677 SH x 31 105677
Heartland Express, Inc. Common Stocks 422347104 8 500 SH x x 32 500
Heftel Broadcasting
Corp. Class A Common Stocks 422799106 20 600 SH x x 24 600
Heinz (H.J.) Co. Common Stocks 423074103 8,189 178,900 SH x x 4 178900
4,375 100,000 SH x x 9 100000
2,238 46,700 SH x x 22 46700
304 6,950 SH x x 26 6950
16,936 387,117 SH x 31 387117
Helix Technology Corp. Common Stocks 423319102 1,441 37,000 SH x x 10 37000
875 21,300 SH x x 21 21300
105 2,700 SH x x 24 2700
2,137 54,800 SH x 31 54800
47 1,200 SH x x 32 1200
Hellenic Telecommunication
Organization SA - ADR Common Stocks 423325307 155 10,400 SH x x 7 10400
5,053 414,593 SH x x 25 414593
4,932 404,700 SH x 31 404700
Heller Financial,
Inc. Class A Common Stocks 423328103 1,960 95,590 SH x x 8 95590
1,844 89,927 SH x 31 89927
25 1,200 SH x x 32 1200
25 1,200 SH x x 37 1200
Helmerich & Payne, Inc. Common Stocks 423452101 3,203 85,700 SH x x 8 85700
3,289 88,000 SH x x 10 88000
546 13,300 SH x x 22 13300
306 8,200 SH x x 24 8200
9,594 256,700 SH x 31 256700
131 3,500 SH x x 32 3500
127 3,400 SH x x 37 3400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Jack Henry &
Assocociates, Inc. Common Stocks 426281101 3,599 71,800 SH x x 10 71800
4,261 85,000 SH x 31 85000
65 1,300 SH x x 32 1300
Hercules, Inc. Common Stocks 427056106 18 1,300 SH x x 24 1300
46 3,250 SH x 31 3250
Hershey Foods Corp. Common Stocks 427866108 137 2,820 SH x 31 2820
Hertz Corp. Class A Common Stocks 428040109 445 14,500 SH x x 22 14500
362 12,900 SH x x 24 12900
1,060 37,759 SH x 31 37759
Hewlett-Packard Co. Common Stocks 428236103 7,086 54,400 SH x x 4 54400
2,498 20,000 SH x x 6 20000
10,291 77,900 SH x x 8 77900
6,556 52,500 SH x x 9 52500
3,584 28,700 SH x x 15 28700
3,730 27,400 SH x x 22 27400
7,642 61,200 SH x x 24 61200
3,247 26,000 SH x x 26 26000
56,793 454,798 SH x 31 454798
Hexcel Corp. Common Stocks 428291108 6 600 SH x x 32 600
Hibernia Corp. Class A Common Stocks 428656102 183 16,800 SH x x 8 16800
646 59,400 SH x x 9 59400
390 32,900 SH x x 22 32900
969 85,300 SH x x 24 85300
2,964 272,593 SH x 31 272593
90 8,300 SH x x 32 8300
76 7,000 SH x x 37 7000
Highwoods Properties, Inc. Common Stocks 431284108 3,202 133,400 SH x x 2 133400
2,570 107,100 SH x x 23 107100
156 6,500 SH x x 24 6500
240 10,014 SH x 31 10014
38 1,600 SH x x 37 1600
6,144 256,000 SH x x 41 256000
Hilb, Rogal & Hamilton Co. Common Stocks 431294107 42 1,200 SH x 31 1200
21 600 SH x x 32 600
7 200 SH x x 37 200
Hillenbrand Industries,
Inc. Common Stocks 431573104 126 2,800 SH x x 24 2800
99 3,172 SH x 31 3172
47 1,500 SH x x 32 1500
Hilton Hotels Corp. Common Stocks 432848109 84 8,975 SH x 31 8975
Hollinger International,
Inc. Class A Common Stocks 435569108 23 1,700 SH x x 24 1700
3 198 SH x 31 198
Hollywood Entertainment
Corp. Common Stocks 436141105 416 52,800 SH x 31 52800
12 1,600 SH x x 32 1600
76 9,700 SH x x 37 9700
Hollywood Park, Inc. Common Stocks 436255103 14 700 SH x x 24 700
8 400 SH x x 37 400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Home Depot, Inc. (The) Common Stocks 437076102 18,210 350,100 SH x x 1 350100
6,001 120,161 SH x x 6 120161
0 10 SH x x 8 10
12,290 246,100 SH x x 9 246100
884 17,700 SH x x 15 17700
5,303 106,200 SH x x 22 106200
6,742 135,000 SH x x 24 135000
83,302 1,668,124 SH x 31 1668124
7,101 142,199 SH x x 39 142199
1,758 35,200 SH x x 40 35200
7,564 142,500 SH x x 42 142500
Home Properties of
New York, Inc. Common Stocks 437306103 84 2,800 SH x 31 2800
18 600 SH x x 37 600
Homestake Mining Co. Common Stocks 437614100 48 6,956 SH x 31 6956
HON Industries, Inc. Common Stocks 438092108 390 16,604 SH x 31 16604
38 1,600 SH x x 32 1600
2 100 SH x x 37 100
Hooper Holmes, Inc. Common Stocks 439104100 844 100,000 SH x x 21 100000
1,178 147,200 SH x 31 147200
26 3,200 SH x x 32 3200
Horace Mann
Educators Corp. Common Stocks 440327104 20 1,300 SH x x 32 1300
Hormel Foods Corp. Common Stocks 440452100 2,453 145,900 SH x x 8 145900
3,124 185,800 SH x x 22 185800
143 8,500 SH x x 24 8500
3,112 185,104 SH x 31 185104
81 4,800 SH x x 37 4800
Hospitality Properties
Trust Common Stocks 44106M102 5,248 232,600 SH x x 23 232600
585 25,903 SH x x 24 25903
1,006 44,570 SH x 31 44570
27 1,200 SH x x 37 1200
Houghton Mifflin Co. Common Stocks 441560109 816 16,500 SH x x 22 16500
1,910 40,904 SH x 31 40904
75 1,600 SH x x 32 1600
121 2,600 SH x x 37 2600
Household International
Corp. Common Stocks 441815107 1,401 33,700 SH x x 6 33700
4,000 88,400 SH x x 22 88400
1,006 24,200 SH x x 24 24200
894 21,500 SH x x 26 21500
9,556 229,908 SH x 31 229908
Houston Exploration
Co. (The) Common Stocks 442120101 75 3,000 SH x 31 3000
3 100 SH x x 32 100
30 1,200 SH x x 37 1200
Huaneng Power
International, Inc.
Series N - ADR Common Stocks 443304100 2,390 167,900 SH x x 7 167900
506 38,000 SH x x 26 38000
1,009 75,800 SH x 31 75800
Hubbell, Inc. Class B Common Stocks 443510201 1,318 51,700 SH x x 3 51700
854 33,500 SH x x 8 33500
2,968 116,381 SH x 31 116381
82 3,200 SH x x 32 3200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Hughes Supply, Inc. Common Stocks 444482103 397 20,100 SH x x 8 20100
429 21,700 SH x x 24 21700
622 31,500 SH x 31 31500
34 1,700 SH x x 32 1700
Humana, Inc. Common Stocks 444859102 330 63,170 SH x x 8 63170
107 20,100 SH x x 22 20100
577 118,300 SH x 31 118300
Human Genome Sciences, Inc. Common Stocks 444903108 193 1,400 SH x x 1 1400
1,507 11,300 SH x x 9 11300
4,255 31,900 SH x 31 31900
373 2,800 SH x x 32 2800
1,350 9,500 SH x x 42 9500
9,865 74,000 SH x x 44 74000
Hunt (JB) Transportation
Services, Inc. Common Stocks 445658107 429 25,500 SH x x 22 25500
900 58,300 SH x 31 58300
9 600 SH x x 32 600
36 2,300 SH x x 37 2300
Huntington Bancshares, Inc. Common Stocks 446150104 96 6,072 SH x 31 6072
Hutchinson Technology, Inc. Common Stocks 448407106 9 600 SH x x 32 600
ICN Pharmaceuticals, Inc. Common Stocks 448924100 14 500 SH x x 24 500
100 3,580 SH x 31 3580
117 4,200 SH x x 32 4200
6 200 SH x x 37 200
IDT Corp. Common Stocks 448947101 20 600 SH x x 32 600
Hyperion Solutions Corp. Common Stocks 44914M100 354 10,900 SH x 31 10900
Hyperion Solutions Corp. Common Stocks 44914M104 195 6,000 SH x x 24 6000
49 1,500 SH x x 32 1500
IBP, Inc. Common Stocks 449223106 3,594 226,570 SH x x 8 226570
5,661 362,900 SH x x 22 362900
571 37,000 SH x x 24 37000
116 7,500 SH x x 26 7500
5,677 367,745 SH x 31 367745
68 4,400 SH x x 32 4400
110 7,100 SH x x 37 7100
ICG Communications, Inc. Common Stocks 449246107 80 3,600 SH x x 32 3600
ICOS Corp. Common Stocks 449295104 492 11,000 SH x x 22 11000
35 800 SH x x 24 800
298 6,778 SH x 31 6778
83 1,900 SH x x 32 1900
IDEC Pharmaceuticals Corp. Common Stocks 449370105 12 100 SH x x 9 100
3,693 31,500 SH x x 10 31500
59 500 SH x x 24 500
5,443 46,400 SH x 31 46400
152 1,300 SH x x 32 1300
IHOP Corp. Common Stocks 449623107 67 4,020 SH x x 8 4020
17 1,000 SH x x 24 1000
3 200 SH x x 32 200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IMC Global, Inc. Common Stocks 449669100 797 57,900 SH x x 22 57900
1,390 106,893 SH x 31 106893
103 7,900 SH x x 37 7900
IMS Health, Inc. Common Stocks 449934108 2,442 135,600 SH x x 1 135600
200 10,100 SH x x 22 10100
6,154 341,906 SH x 31 341906
63 3,500 SH x x 40 3500
IRT Property Co. Common Stocks 450058102 231 27,200 SH x x 8 27200
144 16,900 SH x 31 16900
7 800 SH x x 37 800
ISS Group, Inc. Common Stocks 450306105 1,549 15,700 SH x x 10 15700
188 1,900 SH x x 22 1900
326 3,300 SH x x 24 3300
2,992 30,300 SH x 31 30300
207 2,100 SH x x 32 2100
ITC DeltaCom, Inc. Common Stocks 45031T104 9 400 SH x x 24 400
ITT Educational
Services, Inc. Common Stocks 45068B109 14 800 SH x x 32 800
ITT Industries, Inc. Common Stocks 450911102 3,946 128,010 SH x x 8 128010
1,209 39,800 SH x x 9 39800
374 11,200 SH x x 22 11200
183 5,400 SH x x 24 5400
4,582 150,851 SH x 31 150851
97 3,200 SH x x 37 3200
Idacorp, Inc. Common Stocks 451107106 2,506 77,700 SH x x 8 77700
2,345 72,700 SH x 31 72700
87 2,700 SH x x 32 2700
IDEX Corp. Common Stocks 45167R104 57 1,800 SH x x 32 1800
IDEXX Laboratories, Inc. Common Stocks 45168D104 103 4,500 SH x x 24 4500
162 7,100 SH x 31 7100
39 1,700 SH x x 32 1700
Ikon Office Solutions, Inc. Common Stocks 451713101 78 18,500 SH x x 22 18500
151 38,950 SH x 31 38950
Identix, Inc. Common Stocks 451906101 17 1,100 SH x x 32 1100
Illinois Tool Works, Inc. Common Stocks 452308109 1,449 25,426 SH x x 6 25426
433 7,600 SH x x 24 7600
3,247 56,968 SH x 31 56968
Imation Corp. Common Stocks 45245A107 1,510 51,400 SH x x 8 51400
460 14,100 SH x x 24 14100
1,924 65,500 SH x 31 65500
73 2,500 SH x x 32 2500
29 1,000 SH x x 37 1000
Imclone Systems, Inc. Common Stocks 45245W109 15 200 SH x x 24 200
76 1,000 SH x 31 1000
115 1,500 SH x x 32 1500
Immunex Corp. Common Stocks 452528102 1,547 31,284 SH x x 6 31284
1,972 39,700 SH x x 22 39700
7,172 145,068 SH x 31 145068
3,123 59,200 SH x x 42 59200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Imperial Bancorp Common Stocks 452556103 1,642 105,100 SH x x 8 105100
994 60,400 SH x x 21 60400
1,287 81,022 SH x x 24 81022
4,484 286,996 SH x 31 286996
Impath, Inc. Common Stocks 45255G101 22 400 SH x x 32 400
Immunomedics, Inc. Common Stocks 452907108 36 1,500 SH x x 32 1500
In Focus Systems, Inc. Common Stocks 452919103 23 700 SH x x 24 700
74 2,300 SH x x 37 2300
IMRglobal Corp. Common Stocks 45321W106 13 1,000 SH x x 32 1000
Incyte Pharmaceuticals,
Inc. Common Stocks 45337C102 411 5,000 SH x x 9 5000
1,254 14,500 SH x x 21 14500
271 3,300 SH x x 24 3300
1,923 23,400 SH x 31 23400
74 900 SH x x 32 900
2,998 36,500 SH x x 44 36500
Independence Community
Bank Corp. Common Stocks 453414104 454 34,300 SH x x 8 34300
534 40,300 SH x 31 40300
50 3,800 SH x x 32 3800
Industrie Natuzzi
SPA - ADR Common Stocks 456478106 337 28,400 SH x 31 28400
IndyMac Mortgage
Holdings, Inc. Common Stocks 456607100 189 13,900 SH x x 24 13900
380 28,000 SH x 31 28000
45 3,300 SH x x 32 3300
Infinity Broadcasting
Corp. Class A Common Stocks 45662S102 1,476 40,500 SH x x 6 40500
255 7,000 SH x x 8 7000
334 8,300 SH x x 22 8300
1,387 38,061 SH x 31 38061
208 5,700 SH x x 32 5700
Informix Corp. Common Stocks 456779107 263 35,400 SH x x 24 35400
578 77,700 SH x 31 77700
126 17,000 SH x x 32 17000
1,052 141,500 SH x x 44 141500
InfoSpace.com, Inc. Common Stocks 45678T100 189 3,412 SH x 31 3412
InfoSpace.com, Inc. Common Stocks 45678T102 2,370 42,900 SH x x 6 42900
398 7,200 SH x x 22 7200
66 1,200 SH x x 24 1200
453 8,200 SH x x 32 8200
Ingersoll-Rand Co. Common Stocks 456866102 1,159 28,805 SH x x 6 28805
3,012 69,840 SH x x 8 69840
2,017 50,100 SH x x 9 50100
3,264 81,100 SH x x 15 81100
735 16,700 SH x x 22 16700
346 8,600 SH x x 24 8600
14,796 367,598 SH x 31 367598
Information Resources, Inc. Common Stocks 456905108 1 153 SH x 31 153
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Ingram Micro, Inc. Class A Common Stocks 457153104 150 8,600 SH x x 24 8600
230 13,191 SH x 31 13191
47 2,700 SH x x 32 2700
Inhale Therapeutic
Systems, Inc. Common Stocks 457191104 91 900 SH x x 32 900
Inktomi Corp. Common Stocks 457277101 71 600 SH x x 9 600
2,259 19,100 SH x x 19 19100
662 5,600 SH x x 22 5600
6,613 55,922 SH x 31 55922
355 3,000 SH x x 32 3000
1,764 14,000 SH x x 42 14000
Input/Output, Inc. Common Stocks 457652105 1,070 126,800 SH x 31 126800
Insight Enterprises, Inc. Common Stocks 45765U103 1,578 26,600 SH x x 19 26600
190 3,200 SH x x 24 3200
2,082 35,100 SH x 31 35100
136 2,300 SH x x 32 2300
Insituform Technologies,
Inc. Class A Common Stocks 457667103 14 500 SH x x 24 500
11 400 SH x x 32 400
Insignia Financial
Group, Inc. Common Stocks 45767A105 10 1,000 SH x x 32 1000
Innkeepers USA Trust Common Stocks 4576J0104 590 64,700 SH x x 8 64700
495 54,300 SH x 31 54300
17 1,900 SH x x 32 1900
8 900 SH x x 37 900
Integrated Device
Technology, Inc. Common Stocks 458118106 5,016 83,600 SH x x 19 83600
3,591 56,800 SH x x 21 56800
2,334 38,900 SH x x 22 38900
504 8,400 SH x x 24 8400
5,742 95,700 SH x x 27 95700
24,831 414,800 SH x 31 414800
240 4,000 SH x x 32 4000
251 4,200 SH x x 37 4200
Integrated Silicon
Solution, Inc. Common Stocks 45812P107 709 18,700 SH x x 3 18700
1,673 44,100 SH x x 19 44100
775 19,400 SH x x 21 19400
2,842 74,800 SH x 31 74800
93 2,450 SH x x 32 2450
Intel Corp. Common Stocks 458140100 36,916 261,700 SH x x 1 261700
7,178 51,282 SH x x 4 51282
21,433 160,400 SH x x 6 160400
16,597 118,430 SH x x 8 118430
77,640 581,000 SH x x 9 581000
11,291 84,500 SH x x 15 84500
33,633 251,700 SH x x 22 251700
6,456 48,300 SH x x 24 48300
231,288 1,730,062 SH x 31 1730062
4,599 34,400 SH x x 40 34400
14,883 104,400 SH x x 42 104400
42,704 289,450 SH x x 43 289450
Interface, Inc. Common Stocks 458665106 1,547 405,650 SH x 31 405650
InterDigital
Communications Corp. Common Stocks 45866A105 22 1,300 SH x x 24 1300
Intergraph Corp. Common Stocks 458683109 433 57,700 SH x x 8 57700
297 39,300 SH x 31 39300
16 2,100 SH x x 37 2100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Interim Services, Inc. Common Stocks 45868P100 1,619 91,200 SH x x 8 91200
269 13,000 SH x x 24 13000
1,598 90,000 SH x 31 90000
62 3,500 SH x x 32 3500
Intermedia Communications,
Inc. Common Stocks 458801107 160 5,400 SH x x 24 5400
193 6,500 SH x 31 6500
113 3,800 SH x x 32 3800
Internet Corp. Common Stocks 45881K104 33 4,856 SH x 31 4856
3 501 SH x x 37 501
International Business
Machines Corp. Common Stocks 459200101 9,138 78,940 SH x x 4 78940
8,195 74,800 SH x x 6 74800
16,491 143,620 SH x x 8 143620
16,955 154,300 SH x x 9 154300
7,878 71,900 SH x x 15 71900
23,134 206,305 SH x x 22 206305
8,694 79,350 SH x x 24 79350
1,643 15,000 SH x x 26 15000
117,621 1,073,556 SH x 31 1073556
20,949 171,420 SH x x 43 171420
International Flavors &
Fragrances, Inc. Common Stocks 459506101 92 3,038 SH x 31 3038
International
FiberCom, Inc. Common Stocks 45950T101 18 700 SH x x 32 700
International Home
Foods, Inc. Common Stocks 459655106 29 1,400 SH x x 32 1400
International Game
Technology Common Stocks 459902102 782 29,500 SH x x 8 29500
296 11,180 SH x x 9 11180
493 18,600 SH x x 26 18600
3,831 144,584 SH x 31 144584
66 2,500 SH x x 32 2500
International
Multifoods Corp. Common Stocks 460043102 552 31,900 SH x x 8 31900
386 22,300 SH x 31 22300
9 500 SH x x 32 500
International Paper Co. Common Stocks 460146103 1,034 34,700 SH x x 1 34700
- - SH x x 4
897 30,103 SH x x 6 30103
3,217 107,900 SH x x 9 107900
1,330 41,241 SH x x 22 41241
176 5,900 SH x x 24 5900
996 33,408 SH x x 26 33408
8,331 279,443 SH x 31 279443
International Rectifier
Corp. Common Stocks 460254105 1,635 29,200 SH x x 19 29200
73 1,300 SH x x 22 1300
420 7,500 SH x x 24 7500
5,698 101,750 SH x 31 101750
143 2,550 SH x x 32 2550
62 1,100 SH x x 37 1100
5,180 92,500 SH x x 44 92500
International Speedway
Corp. Class A Common Stocks 460335201 35 849 SH x 31 849
25 600 SH x x 32 600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
International Specialty
Products, Inc. Common Stocks 460337108 3 500 SH x x 32 500
Interpool, Inc. Common Stocks 46062R108 9 900 SH x x 32 900
Interpublic Group
Cos., Inc. Common Stocks 460690100 2,645 61,500 SH x x 3 61500
129 3,000 SH x x 6 3000
2,045 47,560 SH x x 8 47560
778 18,100 SH x x 24 18100
5,523 128,438 SH x 31 128438
Interstate Bakeries Corp. Common Stocks 46072H108 291 19,700 SH x x 22 19700
525 37,488 SH x 31 37488
17 1,200 SH x x 32 1200
InterWest Bancorp, Inc. Common Stocks 460931108 5 400 SH x x 32 400
6 400 SH x x 37 400
IntraNet Solutions, Inc. Common Stocks 460939309 657 11,535 SH x x 15 11535
495 12,900 SH x x 19 12900
81 2,100 SH x x 24 2100
2,236 58,279 SH x 31 58279
27 700 SH x x 32 700
InterTAN, Inc. Common Stocks 461120107 241 20,550 SH x 31 20550
18 1,500 SH x x 37 1500
Intimate Brands, Inc.
Class A Common Stocks 461156101 337 17,068 SH x 31 17068
61 3,100 SH x x 32 3100
Intuit, Inc. Common Stocks 461202103 186 4,484 SH x 31 4484
170 4,100 SH x x 32 4100
Invacare Corp. Common Stocks 461203101 16 600 SH x x 24 600
34 1,300 SH x x 32 1300
Investors Financial
Services Corp. Common Stocks 461915100 71 1,800 SH x x 8 1800
4,509 113,600 SH x x 10 113600
545 11,800 SH x x 24 11800
3,977 100,200 SH x 31 100200
127 3,200 SH x x 32 3200
Ionics, Inc. Common Stocks 462218108 37 1,200 SH x x 32 1200
IPALCO Enterprises, Inc. Common Stocks 462613100 44 2,200 SH x x 24 2200
47 2,335 SH x 31 2335
Irwin Financial Corp. Common Stocks 464119106 7 500 SH x x 32 500
Isle of Capri Casinos, Inc. Common Stocks 464592104 14 1,050 SH x x 32 1050
i2 Technologies, Inc. Common Stocks 465754109 2,056 18,800 SH x x 8 18800
83 800 SH x x 9 800
2,294 22,000 SH x x 10 22000
1,366 13,100 SH x x 22 13100
17,269 165,626 SH x 31 165626
7,871 68,370 SH x x 43 68370
IVAX Corp. Common Stocks 465823102 12 300 SH x x 5 300
3,169 76,350 SH x x 6 76350
6,656 157,250 SH x x 8 157250
1,556 37,500 SH x x 19 37500
1,734 39,400 SH x x 24 39400
9,313 224,415 SH x 31 224415
35 850 SH x x 37 850
JDN Realty Corp. Common Stocks 465917102 52 5,100 SH x 31 5100
9 850 SH x x 37 850
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
JDA Software Group, Inc. Common Stocks 46612K108 189 9,900 SH x x 24 9900
265 13,800 SH x 31 13800
JLG Industries, Inc. Common Stocks 466210101 532 44,800 SH x x 8 44800
530 44,600 SH x 31 44600
13 1,100 SH x x 32 1100
J.P. Realty, Inc. Common Stocks 46624A106 30 1,700 SH x 31 1700
4 200 SH x x 37 200
Jabil Circuit, Inc. Common Stocks 466313103 644 12,972 SH x 31 12972
203 4,100 SH x x 32 4100
3,310 66,700 SH x x 44 66700
Jacob's Engineering
Group, Inc. Common Stocks 469814107 549 16,800 SH x x 8 16800
592 18,100 SH x 31 18100
20 600 SH x x 32 600
JAKKS Pacific, Inc. Common Stocks 47012E106 281 19,100 SH x x 24 19100
344 23,300 SH x 31 23300
28 1,900 SH x x 32 1900
Jefferies Group, Inc. Common Stocks 472318104 20 500 SH x x 24 500
Jefferson-Pilot Corp. Common Stocks 475070108 1,680 27,200 SH x x 22 27200
186 3,300 SH x x 24 3300
260 4,600 SH x x 26 4600
4,314 76,436 SH x 31 76436
John Nuveen & Co.,
Inc. Class A Common Stocks 478035108 818 19,500 SH x x 24 19500
1,153 27,500 SH x 31 27500
34 800 SH x x 32 800
Johns Manville Corp. Common Stocks 478129109 533 36,900 SH x x 22 36900
1,432 108,623 SH x 31 108623
28 2,100 SH x x 32 2100
99 7,400 SH x x 37 7400
Johnson & Johnson Common Stocks 478160104 14,869 139,900 SH x x 4 139900
7,091 69,600 SH x x 6 69600
14,772 138,700 SH x x 8 138700
2,639 25,900 SH x x 9 25900
41,107 389,400 SH x x 22 389400
9,246 90,760 SH x x 24 90760
3,392 33,300 SH x x 26 33300
88,090 864,687 SH x 31 864687
Johnson Controls, Inc. Common Stocks 478366107 2,514 49,000 SH x x 3 49000
56 1,100 SH x x 8 1100
1,729 33,700 SH x x 9 33700
1,819 32,400 SH x x 22 32400
344 6,700 SH x x 24 6700
6,386 124,452 SH x 31 124452
Jones Apparel Group, Inc. Common Stocks 480074103 2,404 102,300 SH x x 9 102300
413 16,700 SH x x 24 16700
508 21,620 SH x 31 21620
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Jones Pharma, Inc. Common Stocks 480236108 669 16,050 SH x x 8 16050
591 9,980 SH x x 15 9980
1,174 29,437 SH x x 19 29437
2,411 57,400 SH x x 21 57400
605 13,400 SH x x 24 13400
6,923 173,357 SH x 31 173357
84 2,100 SH x x 32 2100
6,468 162,200 SH x x 44 162200
Journal Register Co. Common Stocks 481138105 16 900 SH x x 32 900
Justin Industries, Inc. Common Stocks 482171105 26 1,200 SH x x 32 1200
KLA Tencor Corporation Common Stocks 482480100 3,203 54,700 SH x x 3 54700
837 14,300 SH x x 6 14300
334 5,700 SH x x 8 5700
29 500 SH x x 9 500
41 700 SH x x 24 700
580 9,900 SH x x 26 9900
3,607 61,600 SH x x 27 61600
14,002 239,088 SH x 31 239088
Kmart Corp. Common Stocks 482584109 1,214 165,600 SH x x 8 165600
728 99,300 SH x x 22 99300
2,022 296,835 SH x 31 296835
K N Energy, Inc. Common Stocks 482620101 38 1,100 SH x x 24 1100
K-Swiss, Inc. Class A Common Stocks 482686102 193 10,700 SH x x 24 10700
K2, Inc. Common Stocks 482732104 1,117 134,400 SH x 31 134400
Kaman Corp. Class A Common Stocks 483548103 139 13,200 SH x x 8 13200
376 34,200 SH x x 24 34200
541 50,600 SH x 31 50600
Kansas City Power &
Light Co. Common Stocks 485134100 43 1,900 SH x 31 1900
Kansas City Southern
Industries, Inc. Common Stocks 485170104 1,614 18,200 SH x x 8 18200
18 200 SH x x 26 200
2,268 25,572 SH x 31 25572
Kaufman & Broad Home Corp. Common Stocks 486168107 3,051 149,830 SH x x 8 149830
54 2,100 SH x x 24 2100
2,443 123,290 SH x 31 123290
Kaydon Corp. Common Stocks 486587108 1,331 63,400 SH x x 10 63400
1,705 81,200 SH x 31 81200
25 1,200 SH x x 32 1200
Keane, Inc. Common Stocks 486665102 71 3,300 SH x x 24 3300
168 7,784 SH x 31 7784
15 700 SH x x 32 700
Keebler Foods Co. Common Stocks 487256109 339 8,300 SH x x 22 8300
1,304 35,116 SH x 31 35116
15 400 SH x x 37 400
Kellogg Co. Common Stocks 487836108 2,582 86,800 SH x x 9 86800
57 1,900 SH x x 24 1900
195 6,540 SH x 31 6540
Kellwood Co. Common Stocks 488044108 754 35,700 SH x x 8 35700
826 39,100 SH x 31 39100
25 1,200 SH x x 32 1200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Kelly Services, Inc.
Class A Common Stocks 488152208 316 13,700 SH x x 8 13700
78 3,100 SH x x 22 3100
490 21,200 SH x 31 21200
30 1,300 SH x x 32 1300
9 400 SH x x 37 400
Kemet Corp. Common Stocks 488360108 1,835 73,200 SH x x 3 73200
6,503 253,500 SH x x 8 253500
1,845 73,600 SH x x 22 73600
766 26,500 SH x x 24 26500
8,732 348,400 SH x 31 348400
118 4,700 SH x x 32 4700
90 3,600 SH x x 37 3600
Kennametal, Inc. Common Stocks 489170100 539 23,000 SH x x 22 23000
146 6,800 SH x x 24 6800
1,559 72,700 SH x 31 72700
43 2,000 SH x x 32 2000
36 1,700 SH x x 37 1700
Kent Electronics Corp. Common Stocks 490553104 206 6,900 SH x x 24 6900
301 10,100 SH x 31 10100
92 3,100 SH x x 32 3100
Kerr-McGee Corp. Common Stocks 492386107 1,761 29,885 SH x x 6 29885
3,879 63,200 SH x x 22 63200
1,073 18,200 SH x x 26 18200
6,137 104,122 SH x 31 104122
Key Energy Group, Inc. Common Stocks 492914106 449 46,600 SH x 31 46600
64 6,600 SH x x 32 6600
32 3,300 SH x x 37 3300
KeyCorp Common Stocks 493267108 1,687 89,000 SH x x 8 89000
6,592 374,000 SH x x 9 374000
1,950 101,100 SH x x 22 101100
266 15,070 SH x x 26 15070
5,493 311,678 SH x 31 311678
Keystone Financial, Inc. Common Stocks 493482103 31 1,436 SH x 31 1436
Kimball International,
Inc. Class B Common Stocks 494274103 34 2,300 SH x x 32 2300
Kilroy Realty Corp. Common Stocks 49427F108 4,806 185,300 SH x x 23 185300
96 3,700 SH x 31 3700
21 810 SH x x 37 810
Kimberly-Clark Corp. Common Stocks 494368103 2,857 49,802 SH x x 6 49802
1,793 31,250 SH x x 8 31250
5,514 96,100 SH x x 9 96100
4,211 73,400 SH x x 15 73400
1,273 20,300 SH x x 22 20300
1,486 25,900 SH x x 24 25900
516 9,000 SH x x 26 9000
28,155 490,716 SH x 31 490716
2,524 43,994 SH x x 39 43994
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Kimco Realty Corp. Common Stocks 49446R109 7,109 173,400 SH x x 2 173400
4,133 100,800 SH x x 23 100800
113 1,851 SH x x 24 1851
397 9,685 SH x 31 9685
103 2,500 SH x x 37 2500
King Pharmaceuticals, Inc. Common Stocks 495582108 521 11,300 SH x x 24 11300
513 11,700 SH x 31 11700
115 2,625 SH x x 32 2625
Kirby Corp. Common Stocks 497266106 168 7,900 SH x x 8 7900
132 6,200 SH x 31 6200
28 1,300 SH x x 32 1300
Knight-Ridder, Inc. Common Stocks 499040103 3,287 61,800 SH x x 3 61800
1,474 25,740 SH x x 8 25740
1,218 22,900 SH x x 9 22900
1,558 29,300 SH x x 24 29300
2,207 41,500 SH x x 27 41500
13,725 258,050 SH x 31 258050
Knight/Trimark Group,
Inc. Class A Common Stocks 499067106 36 1,200 SH x x 24 1200
Koger Equity, Inc. Common Stocks 500228101 61 3,600 SH x 31 3600
10 600 SH x x 37 600
Kohl's Corp. Common Stocks 500255104 9,161 158,200 SH x x 1 158200
4,830 83,200 SH x x 8 83200
49,260 885,572 SH x 31 885572
962 17,300 SH x x 40 17300
14,675 247,200 SH x x 42 247200
Koor Industries,
Ltd. - ADR Common Stocks 500507108 648 30,500 SH x 31 30500
Kopin Corp. Common Stocks 500600101 228 3,300 SH x x 24 3300
118 1,700 SH x 31 1700
152 2,200 SH x x 32 2200
Korea Electric Power
Corp. - ADR Common Stocks 500631106 1,041 53,022 SH x x 7 53022
613 22,388 SH x x 17 22388
471 25,565 SH x 31 25565
111 6,000 SH x x 35 6000
Kroger Co. (The) Common Stocks 501044101 2,019 91,500 SH x x 1 91500
704 31,900 SH x x 9 31900
791 34,100 SH x x 22 34100
4,964 225,000 SH x x 27 225000
19,016 861,937 SH x 31 861937
Kronos, Inc. Common Stocks 501052104 73 1,900 SH x x 24 1900
Kulicke & Soffa
Industries, Inc. Common Stocks 501242101 2,699 45,700 SH x x 3 45700
896 14,400 SH x x 21 14400
313 5,300 SH x x 24 5300
4,305 72,500 SH x 31 72500
77 1,300 SH x x 32 1300
LG&E Energy Corp. Common Stocks 501917108 372 15,582 SH x 31 15582
67 2,800 SH x x 37 2800
LTV Corp. Common Stocks 501921100 663 230,600 SH x x 8 230600
367 127,600 SH x 31 127600
LHS Group, Inc. Common Stocks 501938100 24 704 SH x 31 704
LNR Property Corp. Common Stocks 501940100 2,057 105,500 SH x x 3 105500
540 27,700 SH x x 8 27700
802 41,100 SH x x 24 41100
3,764 193,000 SH x 31 193000
29 1,500 SH x x 32 1500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LSI Logic Corp. Common Stocks 502161102 3,464 64,000 SH x x 3 64000
1,710 31,600 SH x x 6 31600
76 1,400 SH x x 9 1400
5,699 105,300 SH x x 15 105300
2,825 52,200 SH x x 19 52200
3,488 62,500 SH x x 22 62500
390 7,200 SH x x 24 7200
189 3,500 SH x x 26 3500
3,448 63,700 SH x x 27 63700
31,783 587,224 SH x 31 587224
LTX Corp. Common Stocks 502392103 238 6,800 SH x x 24 6800
524 15,000 SH x 31 15000
161 4,600 SH x x 32 4600
1,499 42,900 SH x x 44 42900
L-3 Communications
Holdings, Inc. Common Stocks 502424104 57 1,001 SH x 31 1001
40 700 SH x x 32 700
La-Z-Boy Inc. Common Stocks 505336107 48 3,400 SH x x 32 3400
Laboratorio Chile
SA - ADR Common Stocks 50540H104 576 30,000 SH x x 7 30000
Laclede Gas Co. Common Stocks 505588103 31 1,600 SH x 31 1600
25 1,300 SH x x 32 1300
Lafarge Corp. Common Stocks 505862102 504 24,000 SH x x 8 24000
1,106 49,700 SH x x 22 49700
252 12,000 SH x x 24 12000
2,638 125,600 SH x 31 125600
50 2,400 SH x x 32 2400
51 2,410 SH x x 37 2410
Lam Research Corp. Common Stocks 512807108 1,355 34,300 SH x x 21 34300
514 13,700 SH x x 24 13700
5,220 139,200 SH x 31 139200
311 8,300 SH x x 32 8300
Lamar Advertising Co.
Class A Common Stocks 512815101 2,776 64,100 SH x x 10 64100
571 8,886 SH x x 15 8886
152 3,500 SH x x 24 3500
5,050 116,603 SH x 31 116603
Lancaster Colony Corp. Common Stocks 513847103 98 4,600 SH x x 22 4600
703 36,632 SH x 31 36632
Lance, Inc. Common Stocks 514606102 7 800 SH x x 32 800
LandAmerica Financial
Group, Inc. Common Stocks 514936103 106 4,600 SH x x 8 4600
240 9,700 SH x x 24 9700
307 13,400 SH x 31 13400
Land's End, Inc. Common Stocks 515086106 1,830 54,000 SH x x 22 54000
978 29,300 SH x 31 29300
30 900 SH x x 32 900
70 2,100 SH x x 37 2100
Landry's Seafood
Restaurants, Inc. Common Stocks 51508L103 341 40,100 SH x x 8 40100
192 22,600 SH x x 24 22600
535 62,900 SH x 31 62900
10 1,200 SH x x 32 1200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Landstar Systems, Inc. Common Stocks 515098101 1,096 18,400 SH x x 8 18400
18 300 SH x x 24 300
971 16,300 SH x 31 16300
36 600 SH x x 32 600
18 300 SH x x 37 300
LaSalle Hotel Properties Common Stocks 517942108 303 19,900 SH x x 24 19900
244 17,000 SH x 31 17000
6 400 SH x x 37 400
Lattice Semiconductor
Corp. Common Stocks 518415104 1,714 24,800 SH x x 9 24800
477 6,900 SH x x 24 6900
622 9,000 SH x 31 9000
207 3,000 SH x x 32 3000
Estee Lauder Cos.,
Class A Common Stocks 518439104 1,107 22,400 SH x x 9 22400
128 2,599 SH x 31 2599
153 3,100 SH x x 32 3100
Lear Corp. Common Stocks 521865105 4,649 228,430 SH x x 8 228430
922 46,100 SH x x 9 46100
1,274 63,700 SH x x 15 63700
400 18,300 SH x x 22 18300
396 19,800 SH x x 24 19800
11,457 572,834 SH x 31 572834
70 3,500 SH x x 32 3500
36 1,800 SH x x 37 1800
Learning Tree
International, Inc. Common Stocks 522015106 1,727 28,200 SH x x 8 28200
2,278 35,300 SH x x 21 35300
374 6,100 SH x x 24 6100
4,337 70,800 SH x 31 70800
18 300 SH x x 32 300
61 1,000 SH x x 37 1000
Lechters, Inc. Common Stocks 523238103 190 148,600 SH x 31 148600
Lee Enterprises, Inc. Common Stocks 523768109 2,086 89,500 SH x x 3 89500
2,359 101,200 SH x 31 101200
30 1,300 SH x x 32 1300
Legato Systems, Inc. Common Stocks 524651106 26 1,700 SH x x 24 1700
40 2,640 SH x 31 2640
Leggett & Platt, Inc. Common Stocks 524660107 1,203 72,900 SH x x 6 72900
83 4,600 SH x x 22 4600
81 4,900 SH x x 26 4900
984 59,650 SH x 31 59650
35 2,100 SH x x 37 2100
Legg Mason, Inc. Common Stocks 524901105 3,000 60,000 SH x x 10 60000
989 19,200 SH x x 24 19200
6,050 121,002 SH x 31 121002
40 800 SH x x 37 800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Lehman Brothers
Holdings, Inc. Common Stocks 524908100 1,636 17,300 SH x x 6 17300
3,154 31,010 SH x x 8 31010
4,567 48,300 SH x x 9 48300
3,502 35,000 SH x x 22 35000
1,021 10,800 SH x x 24 10800
1,645 17,400 SH x x 26 17400
15,644 165,436 SH x 31 165436
2,274 22,500 SH x x 42 22500
Lennar Corp. Common Stocks 526057104 1,952 96,400 SH x x 3 96400
9 300 SH x x 8 300
421 20,800 SH x x 24 20800
2,734 135,000 SH x 31 135000
68 3,372 SH x x 32 3372
16 800 SH x x 37 800
Leucadia National Corp. Common Stocks 527288104 1,625 70,100 SH x x 8 70100
265 11,600 SH x x 24 11600
1,052 46,100 SH x 31 46100
46 2,000 SH x x 32 2000
Level 3 Communications,
Inc. Common Stocks 52729N100 448 5,100 SH x x 9 5100
2,035 22,900 SH x x 22 22900
18,044 205,044 SH x 31 205044
1,143 13,000 SH x x 32 13000
8,600 88,320 SH x x 43 88320
Lexington Corporate
Properties Trust Common Stocks 529043100 31 2,800 SH x 31 2800
3 300 SH x x 37 300
Lexmark International
Group, Inc. Class A Common Stocks 529771107 1,438 19,100 SH x x 1 19100
1,809 26,900 SH x x 9 26900
20 300 SH x x 24 300
515 7,658 SH x 31 7658
417 6,200 SH x x 40 6200
Libbey, Inc. Common Stocks 529898108 315 9,800 SH x x 8 9800
469 14,600 SH x 31 14600
29 900 SH x x 32 900
Liberty Corp. Common Stocks 530370105 479 11,400 SH x x 8 11400
605 14,400 SH x 31 14400
Liberty Financial
Cos., Inc. Common Stocks 530512102 176 8,000 SH x x 24 8000
250 11,400 SH x 31 11400
22 1,000 SH x x 32 1000
Liberty Property Trust Common Stocks 531172104 37 1,300 SH x x 22 1300
4,197 161,800 SH x x 23 161800
228 8,800 SH x x 24 8800
582 22,440 SH x 31 22440
44 1,700 SH x x 37 1700
8,658 333,800 SH x x 41 333800
Lightbridge, Inc. Common Stocks 532226107 14 600 SH x x 32 600
LightPath Technologies,
Inc. Class A Common Stocks 532257102 570 9,645 SH x x 15 9645
995 24,981 SH x 31 24981
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Lilly (Eli) & Co. Common Stocks 532457108 33,009 330,500 SH x x 9 330500
2,707 27,100 SH x x 15 27100
274 2,600 SH x x 22 2600
2,277 22,800 SH x x 24 22800
37,021 370,669 SH x 31 370669
5,852 55,100 SH x x 42 55100
4,638 42,050 SH x x 43 42050
Lilly Industrial
Coatings, Inc. Class A Common Stocks 532491107 51 1,700 SH x x 32 1700
Limited, Inc. (The) Common Stocks 532716107 3,129 144,700 SH x x 9 144700
812 34,300 SH x x 22 34300
1,120 51,800 SH x x 24 51800
1,220 56,400 SH x x 26 56400
6,605 305,442 SH x 31 305442
Lincare Holdings, Inc. Common Stocks 532791100 2,621 106,700 SH x x 10 106700
200 7,200 SH x x 24 7200
4,131 167,760 SH x 31 167760
54 2,200 SH x x 32 2200
Lincoln Electric
Holdings, Inc. Common Stocks 533900106 269 18,900 SH x 31 18900
Lincoln National Corp. Common Stocks 534187109 856 23,700 SH x x 9 23700
1,270 32,100 SH x x 22 32100
704 19,500 SH x x 24 19500
307 8,500 SH x x 26 8500
3,141 86,955 SH x 31 86955
Linear Technology Corp. Common Stocks 535678106 2,172 34,000 SH x x 6 34000
96 1,500 SH x x 9 1500
584 9,128 SH x 31 9128
Linens 'N Things, Inc. Common Stocks 535679104 677 23,600 SH x x 24 23600
665 24,521 SH x 31 24521
87 3,200 SH x x 32 3200
Littlefuse, Inc. Common Stocks 537008104 2,214 44,500 SH x x 8 44500
368 7,500 SH x x 24 7500
2,724 55,600 SH x 31 55600
49 1,000 SH x x 32 1000
Litton Industries, Inc. Common Stocks 538021106 2,591 61,700 SH x x 3 61700
1,762 40,060 SH x x 8 40060
645 14,000 SH x x 22 14000
361 8,600 SH x x 24 8600
6,610 157,388 SH x 31 157388
42 1,000 SH x x 32 1000
50 1,200 SH x x 37 1200
Liz Claiborne, Inc. Common Stocks 539320101 851 22,100 SH x x 22 22100
201 5,700 SH x x 24 5700
190 5,400 SH x x 26 5400
2,752 78,071 SH x 31 78071
78 2,200 SH x x 37 2200
Lockheed Martin Corp. Common Stocks 539830109 82 3,300 SH x x 9 3300
584 21,400 SH x x 22 21400
558 22,500 SH x x 26 22500
2,569 103,527 SH x 31 103527
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Loews Corp. Common Stocks 540424108 504 8,400 SH x x 6 8400
2,285 35,260 SH x x 8 35260
1,786 27,200 SH x x 22 27200
792 13,200 SH x x 24 13200
5,668 94,460 SH x 31 94460
Lone Star Steakhouse &
Saloon Common Stocks 542307103 13 1,300 SH x x 8 1300
197 19,700 SH x x 24 19700
335 33,100 SH x 31 33100
19 1,900 SH x x 32 1900
Lone Star
Technologies, Inc. Common Stocks 542312103 851 18,400 SH x x 8 18400
1,267 27,400 SH x 31 27400
116 2,500 SH x x 32 2500
46 1,000 SH x x 37 1000
Longs Drug Stores, Inc. Common Stocks 543162101 20 907 SH x 31 907
Longview Fibre Co. Common Stocks 543213102 125 10,300 SH x x 22 10300
296 26,800 SH x 31 26800
41 3,700 SH x x 32 3700
24 2,200 SH x x 37 2200
Louis Dreyfus Natural
Gas Corp. Common Stocks 546011107 2,076 66,300 SH x x 3 66300
41 1,300 SH x 31 1300
22 700 SH x x 32 700
28 900 SH x x 37 900
Louisiana Pacific Corp. Common Stocks 546347105 3,580 328,500 SH x x 8 328500
796 67,000 SH x x 22 67000
123 11,300 SH x x 24 11300
7,797 717,000 SH x 31 717000
222 20,400 SH x x 37 20400
Lowe's Cos., Inc. Common Stocks 548661107 2,551 55,400 SH x x 1 55400
1,628 39,649 SH x x 6 39649
2,997 69,600 SH x x 8 69600
3,601 87,700 SH x x 9 87700
2,685 65,400 SH x x 15 65400
1,787 41,200 SH x x 22 41200
831 20,240 SH x x 24 20240
66 1,600 SH x x 26 1600
18,930 461,012 SH x 31 461012
505 12,300 SH x x 40 12300
1,996 45,500 SH x x 42 45500
Lubrizol Corp. Common Stocks 549271104 1,216 57,900 SH x x 8 57900
1,270 57,100 SH x x 22 57100
108 4,400 SH x x 24 4400
76 3,600 SH x x 26 3600
3,327 158,450 SH x 31 158450
200 9,500 SH x x 37 9500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Luby's Cafeterias, Inc. Common Stocks 549282101 39 4,900 SH x 31 4900
13 1,600 SH x x 32 1600
2 210 SH x x 37 210
Lucent Technologies, Inc. Common Stocks 549463107 51 900 SH x x 1 900
7,839 127,100 SH x x 4 127100
10,322 174,209 SH x x 6 174209
2,987 48,050 SH x x 8 48050
16,284 275,300 SH x x 9 275300
7,655 129,200 SH x x 15 129200
1,108 18,700 SH x x 24 18700
39,592 668,223 SH x 31 668223
Luxottica Group SPA - ADR Common Stocks 55068R202 1,828 150,000 SH x 31 150000
Lycos, Inc. Common Stocks 550818108 319 5,900 SH x x 22 5900
137 2,536 SH x 31 2536
222 4,100 SH x x 32 4100
Lyondell Petrochemical Co. Common Stocks 552078107 959 54,500 SH x x 22 54500
390 23,300 SH x x 24 23300
2,833 169,143 SH x 31 169143
174 10,400 SH x x 37 10400
M & T Bank Corp. Common Stocks 55261F104 308 684 SH x 31 684
MAF Bancorp, Inc. Common Stocks 55261R108 860 47,800 SH x x 3 47800
99 5,500 SH x x 8 5500
168 8,300 SH x x 24 8300
2,195 120,700 SH x 31 120700
31 1,700 SH x x 32 1700
13 700 SH x x 37 700
MBIA, Inc. Common Stocks 55262C100 3,277 68,000 SH x x 9 68000
163 3,100 SH x x 22 3100
617 12,810 SH x x 26 12810
2,819 58,494 SH x 31 58494
MBNA Corp. Common Stocks 55262L100 21,562 757,400 SH x x 1 757400
4,188 154,381 SH x x 6 154381
312 10,500 SH x x 22 10500
467 17,200 SH x x 24 17200
38,894 1,433,892 SH x 31 1433892
1,530 56,400 SH x x 40 56400
M.D.C. Holdings, Inc. Common Stocks 552676108 430 23,100 SH x x 8 23100
358 19,200 SH x x 24 19200
756 40,600 SH x 31 40600
MCN Energy Group, Inc. Common Stocks 55267J100 164 7,000 SH x x 22 7000
325 15,185 SH x 31 15185
92 4,300 SH x x 32 4300
MDU Resources Group, Inc. Common Stocks 552690109 333 15,400 SH x x 8 15400
529 24,450 SH x 31 24450
84 3,900 SH x x 32 3900
MEMC Electronic
Materials, Inc. Common Stocks 552715104 7 400 SH x x 32 400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MGIC Investment Corp. Common Stocks 552848103 696 15,300 SH x x 6 15300
883 19,400 SH x x 19 19400
1,175 23,600 SH x x 22 23600
1,502 33,000 SH x x 24 33000
1,192 26,200 SH x x 26 26200
8,104 178,100 SH x 31 178100
MGM Grand, Inc. Common Stocks 552953101 1,838 54,300 SH x x 21 54300
605 17,200 SH x x 22 17200
948 29,500 SH x x 24 29500
3,733 116,188 SH x 31 116188
61 1,900 SH x x 32 1900
55 1,700 SH x x 37 1700
MMC Networks, Inc. Common Stocks 55308N102 27 500 SH x x 24 500
37 700 SH x x 32 700
MRV Communications, Inc. Common Stocks 553477100 67 1,000 SH x x 24 1000
430 6,400 SH x 31 6400
182 2,700 SH x x 32 2700
61 900 SH x x 37 900
MSC Industrial Direct
Co., Inc. Class A Common Stocks 553530106 10 500 SH x x 32 500
M.S. Carriers, Inc. Common Stocks 553533100 146 8,300 SH x 31 8300
11 600 SH x x 32 600
MacDermid, Inc. Common Stocks 554273102 768 32,700 SH x x 10 32700
Macerich Co. (The) Common Stocks 554382101 5,401 244,800 SH x x 2 244800
2,341 106,100 SH x x 23 106100
90 4,100 SH x 31 4100
24 1,100 SH x x 37 1100
Mack-Cali Realty Corp. Common Stocks 554489104 14,870 578,900 SH x x 2 578900
365 14,200 SH x x 8 14200
1,532 59,640 SH x 31 59640
6,088 237,000 SH x x 41 237000
Macrovision Corp. Common Stocks 555904101 351 5,500 SH x x 24 5500
415 6,500 SH x 31 6500
134 2,100 SH x x 32 2100
Macromedia, Inc. Common Stocks 556100105 1,952 20,200 SH x x 10 20200
2,773 28,700 SH x x 19 28700
1,915 18,800 SH x x 21 18800
319 3,300 SH x x 22 3300
464 4,800 SH x x 24 4800
6,782 70,142 SH x 31 70142
193 2,000 SH x x 32 2000
Macronix International
Co., Ltd. - ADR Common Stocks 556103109 1,033 40,424 SH x 31 40424
803 31,506 SH x x 33 31506
8 297 SH x x 34 297
Madison Gas & Electric Co. Common Stocks 557497104 56 2,000 SH x x 24 2000
22 1,100 SH x 31 1100
Magna International,
Inc. Class A Common Stocks 559222401 125 2,640 SH x x 13 2640
128 2,710 SH x 31 2710
MagneTek, Inc. Common Stocks 559424106 1,517 189,650 SH x 31 189650
Magyar Tavkozlesi Rt - ADR Common Stocks 559776109 467 11,800 SH x x 7 11800
2,436 70,746 SH x 31 70746
360 10,442 SH x x 33 10442
458 13,300 SH x x 34 13300
1,382 35,650 SH x x 35 35650
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Mail-Well, Inc. Common Stocks 560321200 158 18,300 SH x x 24 18300
205 23,800 SH x 31 23800
12 1,400 SH x x 32 1400
Mallinckrodt, Inc. Common Stocks 561232109 725 16,700 SH x x 8 16700
8,581 193,000 SH x x 22 193000
52 1,200 SH x x 24 1200
591 13,600 SH x x 26 13600
8,848 203,689 SH x 31 203689
508 11,700 SH x x 37 11700
Manitowoc Co., Inc. Common Stocks 563571108 420 15,700 SH x 31 15700
35 1,300 SH x x 32 1300
95 3,560 SH x x 37 3560
Manpower, Inc. Common Stocks 56418H100 1,902 56,300 SH x x 21 56300
907 26,900 SH x x 24 26900
2,139 66,850 SH x 31 66850
131 4,100 SH x x 32 4100
Manugistics Group, Inc. Common Stocks 565011103 528 11,300 SH x 31 11300
28 600 SH x x 32 600
51 1,100 SH x x 37 1100
Marcus Corp. Common Stocks 566330106 19 1,600 SH x x 8 1600
Marine Drilling Co, Inc. Common Stocks 568240204 134 4,800 SH x x 24 4800
1,877 67,050 SH x 31 67050
101 3,600 SH x x 32 3600
Mark IV Industries, Inc. Common Stocks 570387100 54 2,600 SH x x 32 2600
Markel Corp. Common Stocks 570535104 651 4,600 SH x x 8 4600
1,898 13,400 SH x x 10 13400
3,767 26,600 SH x 31 26600
Mark Bros. Jewelers, Inc. Common Stocks 570698100 11 600 SH x x 24 600
Marsh & McLennan Cos., Inc. Common Stocks 571748102 606 5,800 SH x x 9 5800
4,131 36,650 SH x x 22 36650
1,900 18,195 SH x x 24 18195
2,235 21,400 SH x x 26 21400
15,686 150,198 SH x 31 150198
Marshall & Ilsley Corp. Common Stocks 571834100 1,523 36,700 SH x x 9 36700
844 18,600 SH x x 22 18600
212 5,100 SH x x 26 5100
2,088 50,321 SH x 31 50321
Marriot International,
Inc. Class A Common Stocks 571903202 4,858 134,700 SH x x 9 134700
205 5,689 SH x 31 5689
Martin Marietta
Materials, Inc. Common Stocks 573284106 1,844 45,600 SH x x 10 45600
2,886 71,371 SH x 31 71371
61 1,500 SH x x 32 1500
Masco Corp. Common Stocks 574599106 439 22,200 SH x x 22 22200
14 800 SH x x 24 800
3,021 167,251 SH x 31 167251
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Mascotech, Inc. Common Stocks 574670105 61 5,600 SH x 31 5600
17 1,600 SH x x 32 1600
13 1,200 SH x x 37 1200
Maderas y Sinteticos
SA - ADR Common Stocks 574799102 484 41,000 SH x x 7 41000
MasTec, Inc. Common Stocks 576323109 452 11,400 SH x x 8 11400
368 6,487 SH x x 15 6487
11 300 SH x x 24 300
1,260 32,995 SH x 31 32995
86 2,250 SH x x 32 2250
2,140 56,050 SH x x 44 56050
Mattel, Inc. Common Stocks 577081102 59 4,500 SH x x 9 4500
167 12,681 SH x 31 12681
Mathews International
Corp. Class A Common Stocks 577128101 20 700 SH x x 32 700
Mattson Technology, Inc. Common Stocks 577223100 26 800 SH x x 32 800
Mavesa SA - ADR Common Stocks 577717101 796 254,675 SH x x 7 254675
503 160,900 SH x 31 160900
Maxim Integrated
Products, Inc. Common Stocks 57772K101 88 1,300 SH x x 9 1300
6,460 94,300 SH x x 22 94300
41 600 SH x x 24 600
1,585 23,332 SH x 31 23332
Maxim Pharmaceuticals, Inc. Common Stocks 57772M107 1,901 37,000 SH x x 10 37000
123 2,400 SH x x 24 2400
1,916 37,300 SH x 31 37300
92 1,800 SH x x 32 1800
May Department Stores Co. Common Stocks 577778103 882 30,800 SH x x 8 30800
3,569 148,700 SH x x 9 148700
2,521 97,400 SH x x 22 97400
771 32,110 SH x x 26 32110
6,134 255,584 SH x 31 255584
Maverick Tube Corp. Common Stocks 577914104 15 500 SH x x 32 500
MAXIMUS, Inc. Common Stocks 577933104 697 31,500 SH x x 10 31500
1,175 53,100 SH x 31 53100
29 1,300 SH x x 32 1300
Maytag Corp. Common Stocks 578592107 99 2,500 SH x x 22 2500
249 6,739 SH x 31 6739
McClatchy Co. (The)
Class A Common Stocks 579489105 3,080 92,975 SH x x 3 92975
314 8,700 SH x x 24 8700
3,312 99,985 SH x 31 99985
46 1,400 SH x x 32 1400
McCormick & Co., Inc. Common Stocks 579780206 1,017 31,300 SH x x 8 31300
1,420 39,900 SH x x 22 39900
1,485 45,300 SH x x 24 45300
5,786 178,043 SH x 31 178043
146 4,500 SH x x 32 4500
195 6,000 SH x x 37 6000
McDermott International,
Inc. Common Stocks 580037109 1,032 117,150 SH x 31 117150
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
McDonald's Corp. Common Stocks 580135101 3,083 93,600 SH x x 9 93600
721 21,900 SH x x 15 21900
2,173 60,300 SH x x 22 60300
669 20,300 SH x x 24 20300
893 27,100 SH x x 26 27100
9,546 289,819 SH x 31 289819
McGrath RentCorp Common Stocks 580589109 7 400 SH x x 32 400
McGraw-Hill, Inc. Common Stocks 580645109 3,586 66,400 SH x x 3 66400
283 4,800 SH x x 22 4800
1,636 30,300 SH x x 24 30300
6,528 120,897 SH x 31 120897
McLeodUSA, Inc. Common Stocks 582266102 249 12,048 SH x 31 12048
89 4,300 SH x x 32 4300
McMoRan Exploration Co. Common Stocks 582411104 18 1,100 SH x x 32 1100
Mead Corp. Common Stocks 582834107 316 12,500 SH x x 24 12500
421 16,693 SH x 31 16693
Medarex, Inc. Common Stocks 583916101 803 9,500 SH x x 22 9500
1,293 15,300 SH x 31 15300
152 1,800 SH x x 32 1800
8,771 103,800 SH x x 44 103800
Media General, Inc.
Class A Common Stocks 584404107 102 2,100 SH x x 8 2100
155 3,200 SH x x 24 3200
262 5,399 SH x 31 5399
68 1,400 SH x x 32 1400
MediaOne Group, Inc. Common Stocks 58440J104 15,371 220,600 SH x x 1 220600
4,480 64,200 SH x x 4 64200
14,420 217,500 SH x x 9 217500
2,805 42,300 SH x x 15 42300
8,645 123,400 SH x x 22 123400
1,903 28,700 SH x x 26 28700
55,752 840,782 SH x 31 840782
1,233 18,500 SH x x 40 18500
Media 100, Inc. Common Stocks 58440W105 622 16,311 SH x x 15 16311
1,042 40,462 SH x 31 40462
Medical Assurance, Inc. Common Stocks 58449U100 84 7,440 SH x x 8 7440
114 10,115 SH x 31 10115
7 600 SH x x 32 600
Medicis Pharmaceutical
Corp. Class A. Common Stocks 584690309 625 7,383 SH x x 15 7383
46 800 SH x x 24 800
1,157 20,300 SH x 31 20300
137 2,400 SH x x 32 2400
MedImmune, Inc. Common Stocks 584699102 3,034 41,028 SH x x 6 41028
17 231 SH x x 15 231
3,216 43,500 SH x x 19 43500
2,480 31,800 SH x x 21 31800
10,571 142,850 SH x 31 142850
1,823 23,100 SH x x 42 23100
Medquist, Inc. Common Stocks 584949101 123 2,700 SH x x 24 2700
68 2,000 SH x 31 2000
Meditrust Cos. Common Stocks 58501T306 15 4,064 SH x 31 4064
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Medtronic, Inc. Common Stocks 585055106 5,448 101,900 SH x x 1 101900
5,400 108,400 SH x x 8 108400
5,763 115,700 SH x x 9 115700
2,057 41,300 SH x x 24 41300
34,701 696,636 SH x 31 696636
777 15,600 SH x x 40 15600
2,665 50,200 SH x x 42 50200
5,725 104,270 SH x x 43 104270
MemberWorks, Inc. Common Stocks 586002107 20 600 SH x x 32 600
The Men's Wearhouse, Inc. Common Stocks 587118100 45 2,000 SH x x 32 2000
Mentor Corp. Common Stocks 587188103 1,791 62,700 SH x x 21 62700
377 13,900 SH x x 24 13900
2,055 75,600 SH x 31 75600
30 1,100 SH x x 32 1100
Mentor Graphics Corp. Common Stocks 587200106 47 2,400 SH x x 32 2400
Mercantile Bankshares Corp. Common Stocks 587405101 557 18,700 SH x x 8 18700
632 21,200 SH x x 9 21200
224 7,500 SH x x 24 7500
2,063 69,200 SH x 31 69200
182 6,100 SH x x 37 6100
Merck & Co., Inc. Common Stocks 589331107 4,339 53,800 SH x x 4 53800
4,850 63,300 SH x x 6 63300
17,123 212,290 SH x x 8 212290
9,908 129,300 SH x x 9 129300
30,153 381,254 SH x x 22 381254
8,751 114,200 SH x x 24 114200
2,429 31,700 SH x x 26 31700
91,828 1,200,358 SH x 31 1200358
14,418 170,400 SH x x 43 170400
Mercury Computer
Systems, Inc. Common Stocks 589378108 739 21,700 SH x x 21 21700
142 4,400 SH x x 24 4400
963 29,800 SH x 31 29800
Mercury General Corp. Common Stocks 589400100 702 29,700 SH x x 8 29700
886 37,500 SH x 31 37500
21 900 SH x x 32 900
Mercury Interactive Corp. Common Stocks 589405109 1,159 11,200 SH x x 8 11200
4,451 46,000 SH x x 10 46000
2,796 28,900 SH x x 19 28900
10,807 111,700 SH x 31 111700
561 5,800 SH x x 32 5800
Meredith Corp. Common Stocks 589433101 1,482 43,900 SH x x 3 43900
38 1,116 SH x 31 1116
MeriStar Hospitality Corp. Common Stocks 58984Y103 4,183 199,200 SH x x 2 199200
110 5,240 SH x x 24 5240
893 42,500 SH x 31 42500
59 2,800 SH x x 32 2800
141 6,700 SH x x 37 6700
Meridian Gold, Inc. Common Stocks 589975101 20 1,500 SH x x 30 1500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Meritor Automotive, Inc. Common Stocks 59000G100 1,259 108,600 SH x x 21 108600
1,555 135,800 SH x x 22 135800
905 80,200 SH x x 24 80200
3,948 358,883 SH x 31 358883
28 2,500 SH x x 32 2500
120 10,400 SH x x 37 10400
Merrill Lynch & Co., Inc. Common Stocks 590188108 1,507 13,100 SH x x 8 13100
19,021 165,400 SH x x 9 165400
5,390 42,800 SH x x 22 42800
4,405 38,300 SH x x 24 38300
3,105 27,000 SH x x 26 27000
38,106 331,359 SH x 31 331359
5,779 47,100 SH x x 42 47100
Metals USA, Inc. Common Stocks 591324108 53 11,200 SH x 31 11200
1 300 SH x x 37 300
Methode Electronics, Inc.
Class A Common Stocks 591520200 91 2,350 SH x x 32 2350
Metricom, Inc. Common Stocks 591596101 575 19,600 SH x x 21 19600
502 18,000 SH x 31 18000
11 400 SH x x 37 400
Metris Companies, Inc. Common Stocks 591598107 593 15,897 SH x x 15 15897
1,589 63,225 SH x x 19 63225
1,639 60,450 SH x x 21 60450
309 12,300 SH x x 24 12300
4,348 173,039 SH x 31 173039
107 4,250 SH x x 32 4250
Metro-Goldwyn-Mayer, Inc. Common Stocks 591610100 895 34,272 SH x 31 34272
13 500 SH x x 32 500
Metromedia Fiber Network,
Inc. Class A Common Stocks 591689104 83 2,100 SH x x 9 2100
968 24,400 SH x x 22 24400
259 6,528 SH x 31 6528
472 11,900 SH x x 32 11900
Mettler-Toledo
International, Inc. Common Stocks 592688105 1,280 30,500 SH x x 8 30500
1,128 28,200 SH x 31 28200
128 3,200 SH x x 32 3200
Michael Foods, Inc. Common Stocks 594079105 284 11,600 SH x x 8 11600
225 9,200 SH x 31 9200
22 900 SH x x 32 900
Michaels Stores, Inc. Common Stocks 594087108 3,539 75,700 SH x x 8 75700
1,209 26,400 SH x x 19 26400
1,909 39,500 SH x x 21 39500
518 9,800 SH x x 24 9800
8,979 196,000 SH x 31 196000
87 1,900 SH x x 32 1900
Micrel, Inc. Common Stocks 594793101 2,611 60,100 SH x x 10 60100
274 6,300 SH x x 24 6300
4,574 105,300 SH x 31 105300
188 4,320 SH x x 32 4320
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Microsoft Corp. Common Stocks 594918104 21,056 249,800 SH x x 1 249800
13,186 164,952 SH x x 6 164952
14,645 174,920 SH x x 8 174920
70,949 887,500 SH x x 9 887500
8,761 109,600 SH x x 15 109600
16,979 212,400 SH x x 22 212400
4,847 60,600 SH x x 24 60600
5,684 71,100 SH x x 27 71100
155,748 1,946,848 SH x 31 1946848
2,127 26,609 SH x x 39 26609
2,312 28,900 SH x x 40 28900
2,840 33,300 SH x x 42 33300
28,199 317,310 SH x x 43 317310
MicroStrategy, Inc. Common Stocks 594972101 24 800 SH x x 24 800
111 3,700 SH x 31 3700
Microchip Technology, Inc. Common Stocks 595017104 1,499 25,700 SH x x 19 25700
4,358 74,200 SH x x 22 74200
536 9,200 SH x x 24 9200
3,286 56,392 SH x 31 56392
306 5,250 SH x x 32 5250
Micromuse, Inc. Common Stocks 595094103 4,235 25,600 SH x x 10 25600
612 3,700 SH x x 24 3700
4,766 28,800 SH x 31 28800
281 1,700 SH x x 32 1700
Micron Electronics, Inc. Common Stocks 595100108 85 6,800 SH x 31 6800
23 1,800 SH x x 32 1800
Micron Technology, Inc. Common Stocks 595112103 3,705 38,600 SH x x 1 38600
1,796 20,400 SH x x 9 20400
5,646 62,900 SH x x 22 62900
159 1,800 SH x x 24 1800
511 5,800 SH x x 26 5800
26,289 298,522 SH x 31 298522
625 7,100 SH x x 40 7100
4,355 46,400 SH x x 42 46400
6,385 65,630 SH x x 43 65630
Microsemi Corp. Common Stocks 595137100 584 11,619 SH x x 15 11619
1,025 30,216 SH x 31 30216
Mid-America Apartment
Communties, Inc. Common Stocks 59522J103 271 11,300 SH x x 8 11300
253 7,100 SH x x 24 7100
370 15,400 SH x 31 15400
14 600 SH x x 37 600
Mid Atlantic Medical
Services, Inc. Common Stocks 59523C107 838 58,900 SH x x 21 58900
90 4,800 SH x x 24 4800
1,118 82,800 SH x 31 82800
19 1,400 SH x x 32 1400
24 1,800 SH x x 37 1800
S&P Mid-Cap 400
Depository Receipts Common Stocks 595635103 124 1,400 SH x x 32 1400
MidAmerica Bancorp Common Stocks 595915109 15 600 SH x x 32 600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Midwest Express
Holdings, Inc. Common Stocks 597911106 17 800 SH x x 32 800
Midwest Banc
Holdings, Inc. Common Stocks 598251106 54 2,600 SH x x 24 2600
Milacron, Inc. Common Stocks 598709103 2,474 170,650 SH x 31 170650
Millennium
Pharmaceuticals, Inc. Common Stocks 599902103 816 7,300 SH x x 8 7300
78 700 SH x x 9 700
11,880 106,200 SH x 31 106200
89 800 SH x x 32 800
5,284 44,300 SH x x 42 44300
Millennium Chemicals, Inc. Common Stocks 599903101 818 48,100 SH x x 8 48100
71 2,800 SH x x 24 2800
58 3,400 SH x x 26 3400
852 50,110 SH x 31 50110
Miller (Herman), Inc. Common Stocks 600544100 237 9,200 SH x x 22 9200
347 13,429 SH x 31 13429
70 2,700 SH x x 32 2700
Millipore Corp. Common Stocks 601073109 1,821 23,000 SH x x 8 23000
1,388 17,500 SH x x 21 17500
392 5,200 SH x x 24 5200
3,347 44,400 SH x 31 44400
98 1,300 SH x x 32 1300
Minerals Technologies, Inc. Common Stocks 603158106 3,887 84,500 SH x x 10 84500
2,760 60,000 SH x 31 60000
55 1,200 SH x x 32 1200
MiniMed, Inc. Common Stocks 60365K108 1,372 11,600 SH x x 19 11600
390 3,300 SH x x 24 3300
2,299 19,485 SH x 31 19485
83 700 SH x x 32 700
Minnesota Mining &
Manufacturing Co. Common Stocks 604059105 2,572 31,179 SH x x 6 31179
2,500 30,300 SH x x 8 30300
2,269 27,500 SH x x 15 27500
20,346 239,300 SH x x 22 239300
6,683 81,000 SH x x 24 81000
2,440 29,570 SH x x 26 29570
33,577 406,998 SH x 31 406998
Minnesota Power, Inc. Common Stocks 604110106 852 49,200 SH x x 8 49200
984 56,862 SH x 31 56862
81 4,700 SH x x 32 4700
MIPS Technologies, Inc. Common Stocks 604567107 55 1,300 SH x x 32 1300
Mississippi Valley
Bancshares, Inc. Common Stocks 605720101 7 300 SH x x 32 300
Mitchell Energy &
Development Corp.
Class A Common Stocks 606592202 141 4,400 SH x 31 4400
606711109 2,472 80,000 SH x x 26 80000
788 37,544 SH x 31 37544
Modis Professional
Services, Inc. Common Stocks 607830106 464 52,300 SH x x 24 52300
507 57,468 SH x 31 57468
43 4,800 SH x x 32 4800
Mohawk Industries, Inc. Common Stocks 608190104 1,359 62,500 SH x x 8 62500
1,462 67,225 SH x 31 67225
28 1,300 SH x x 32 1300
Molecular Devices Corp. Common Stocks 60851C107 534 5,200 SH x x 15 5200
942 13,616 SH x 31 13616
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Molex, Inc. Common Stocks 608554101 280 5,299 SH x x 22 5299
602 12,502 SH x 31 12502
Monaco Coach Corp. Common Stocks 60886R103 623 45,750 SH x x 24 45750
762 55,900 SH x 31 55900
1 100 SH x x 32 100
Robert Mondavi Corp.
Class A Common Stocks 609200100 244 8,000 SH x x 8 8000
445 9,844 SH x x 15 9844
836 27,236 SH x 31 27236
18 600 SH x x 32 600
Montana Power Co. Common Stocks 612085100 112 3,182 SH x 31 3182
265 7,500 SH x x 32 7500
MONY Group, Inc. (The) Common Stocks 615337102 2,545 73,800 SH x x 8 73800
599 17,700 SH x x 24 17700
2,823 83,500 SH x 31 83500
85 2,500 SH x x 32 2500
Moog, Inc. Common Stocks 615394202 248 9,400 SH x x 24 9400
285 10,800 SH x 31 10800
Morgan (J.P.) & Co., Inc. Common Stocks 616880100 9,339 80,800 SH x x 4 80800
1,421 12,901 SH x x 6 12901
771 7,000 SH x x 8 7000
6,086 52,700 SH x x 22 52700
2,390 21,700 SH x x 24 21700
1,894 17,200 SH x x 26 17200
24,153 219,320 SH x 31 219320
Morgan Keegan, Inc. Common Stocks 617410105 286 19,400 SH x x 8 19400
16 1,100 SH x x 24 1100
246 16,700 SH x 31 16700
10 700 SH x x 32 700
Morgan Stanley
Dean Witter & Co. Common Stocks 617446448 14,446 164,100 SH x x 1 164100
14,473 165,580 SH x x 4 165580
4,402 52,878 SH x x 6 52878
1,377 14,500 SH x x 8 14500
4,021 48,300 SH x x 9 48300
35,274 407,434 SH x x 22 407434
4,179 50,200 SH x x 24 50200
5,658 67,960 SH x x 26 67960
119,833 1,439,431 SH x 31 1439431
7,912 95,040 SH x x 39 95040
1,515 18,200 SH x x 40 18200
6,049 68,400 SH x x 42 68400
Morrison Knudsen Corp. Common Stocks 61844A109 78 10,800 SH x x 8 10800
1,143 157,600 SH x 31 157600
12 1,700 SH x x 32 1700
Morrison Knudsen Corp.
2003 Warrants Common Stocks 61844A117 1 642 SH x x 24 642
0 145 SH x x 27 145
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Motorola, Inc. Common Stocks 620076109 3,560 100,200 SH x x 1 100200
4,006 137,832 SH x x 6 137832
4,692 156,930 SH x x 8 156930
10,977 375,100 SH x x 9 375100
3,299 113,500 SH x x 15 113500
5,236 164,500 SH x x 22 164500
2,758 94,900 SH x x 24 94900
2,576 88,650 SH x x 26 88650
31,150 1,071,830 SH x 31 1071830
Mueller Industries, Inc. Common Stocks 624756102 535 19,100 SH x x 8 19100
1,243 42,100 SH x x 21 42100
332 10,800 SH x x 24 10800
2,570 91,800 SH x 31 91800
73 2,600 SH x x 32 2600
36 1,300 SH x x 37 1300
Murphy Oil Corp. Common Stocks 626717102 398 6,700 SH x x 8 6700
2,385 38,000 SH x x 21 38000
468 7,200 SH x x 22 7200
303 3,500 SH x x 24 3500
3,990 67,133 SH x 31 67133
77 1,300 SH x x 37 1300
Musicland Stores Corp. Common Stocks 62758B109 10 1,300 SH x x 32 1300
Myers Industries, Inc. Common Stocks 628464109 11 1,000 SH x x 32 1000
Mylan Laboratories, Inc. Common Stocks 628530107 288 15,800 SH x x 24 15800
448 24,550 SH x 31 24550
62 3,400 SH x x 32 3400
Myriad Genetics, Inc. Common Stocks 62855J104 148 1,000 SH x x 24 1000
148 1,000 SH x 31 1000
44 300 SH x x 32 300
NBTY, Inc. Common Stocks 628782104 256 36,300 SH x x 24 36300
622 97,600 SH x 31 97600
13 2,000 SH x x 32 2000
54 8,500 SH x x 37 8500
NCH Corp. Common Stocks 628850109 33 900 SH x 31 900
NCI Building Systems, Inc. Common Stocks 628852105 239 11,800 SH x x 24 11800
290 14,310 SH x 31 14310
22 1,100 SH x x 32 1100
NCO Group, Inc. Common Stocks 628858102 150 6,500 SH x x 24 6500
167 7,200 SH x 31 7200
12 500 SH x x 32 500
NCR Corp. Common Stocks 62886E108 381 8,900 SH x x 22 8900
424 10,900 SH x x 24 10900
1,267 32,538 SH x 31 32538
NIPSCO Industries, Inc. Common Stocks 629140104 17 900 SH x x 37 900
NL Industries, Inc. Common Stocks 629156407 107 7,000 SH x x 8 7000
181 11,900 SH x x 24 11900
342 22,400 SH x 31 22400
NPC International, Inc. Common Stocks 629360306 4 500 SH x x 32 500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NTL, Inc. Common Stocks 629407107 44 693 SH x x 9 693
4,329 72,300 SH x x 11 72300
288 4,807 SH x 31 4807
407 6,800 SH x x 32 6800
NUI Corp. Common Stocks 629430109 57 2,100 SH x 31 2100
24 900 SH x x 32 900
NVR, Inc. Common Stocks 62944T105 695 12,200 SH x x 8 12200
3,056 50,900 SH x x 21 50900
3,944 69,200 SH x 31 69200
46 800 SH x x 32 800
160 2,800 SH x x 37 2800
Nabisco Holdings Corp.
Class A Common Stocks 629526104 608 10,900 SH x x 22 10900
760 14,475 SH x 31 14475
Nabors Industries, Inc. Common Stocks 629568106 4,489 108,007 SH x x 3 108007
1,978 47,600 SH x x 10 47600
466 11,200 SH x x 22 11200
459 10,700 SH x x 24 10700
7,493 180,279 SH x 31 180279
54 1,300 SH x x 32 1300
NACCO Industries, Inc.
Class A Common Stocks 629579103 114 3,200 SH x x 22 3200
358 10,200 SH x 31 10200
35 1,000 SH x x 37 1000
Nanogen, Inc. Common Stocks 630075109 21 500 SH x x 32 500
Nanometrics, Inc. Common Stocks 630077105 985 22,700 SH x x 21 22700
857 20,800 SH x 31 20800
National Bancorp of
Alaska, Inc. Common Stocks 632587101 4 100 SH x x 37 100
National City Corp. Common Stocks 635405103 2,647 143,920 SH x x 22 143920
742 43,500 SH x x 26 43500
5,771 338,202 SH x 31 338202
National Commerce
Bancorp Common Stocks 635449101 866 53,900 SH x x 8 53900
16 1,000 SH x x 19 1000
1,420 88,416 SH x 31 88416
19 1,200 SH x x 32 1200
79 4,900 SH x x 37 4900
National Computer
Systems, Inc. Common Stocks 635519101 1,818 37,000 SH x x 10 37000
306 5,600 SH x x 24 5600
2,792 56,700 SH x 31 56700
138 2,800 SH x x 32 2800
National Data Corp. Common Stocks 635621105 361 15,700 SH x x 10 15700
24 1,040 SH x 31 1040
32 1,400 SH x x 32 1400
National Discount
Brokers Group, Inc. Common Stocks 635646102 217 6,800 SH x x 24 6800
166 5,200 SH x 31 5200
3 100 SH x x 32 100
National Fuel Gas Co. Common Stocks 636180101 152 2,100 SH x x 24 2100
1,772 36,350 SH x 31 36350
102 2,100 SH x x 32 2100
263 5,400 SH x x 37 5400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
National Golf
Properties, Inc. Common Stocks 63623G109 11 500 SH x 31 500
4 200 SH x x 37 200
National Health
Investors, Inc. Common Stocks 63633D104 707 64,300 SH x 31 64300
8 700 SH x x 37 700
National Instruments Corp. Common Stocks 636518102 1,395 31,975 SH x x 19 31975
170 3,900 SH x x 24 3900
1,894 43,425 SH x 31 43425
81 1,850 SH x x 32 1850
National-Oilwell, Inc. Common Stocks 637071101 1,409 42,858 SH x 31 42858
89 2,700 SH x x 32 2700
2,387 72,600 SH x x 44 72600
National Penn
Bancshares, Inc. Common Stocks 637138108 20 1,000 SH x x 32 1000
National R.V.
Holdings, Inc. Common Stocks 637277104 79 7,550 SH x x 24 7550
National Semiconductor
Corp. Common Stocks 637640103 1,795 31,628 SH x x 6 31628
420 7,400 SH x x 8 7400
3,530 62,200 SH x x 9 62200
2,235 37,400 SH x x 21 37400
6,234 108,400 SH x x 22 108400
457 6,500 SH x x 24 6500
114 2,000 SH x x 26 2000
9,435 166,263 SH x 31 166263
2,166 35,800 SH x x 42 35800
National Service
Industries, Inc. Common Stocks 637657107 21 1,100 SH x x 26 1100
24 1,200 SH x 31 1200
National Western Life
Insurance Co. Class A Common Stocks 638522102 176 2,500 SH x x 24 2500
65 900 SH x 31 900
Nationwide Financial
Services, Inc. Class A Common Stocks 638612101 31 900 SH x x 22 900
77 2,328 SH x 31 2328
26 800 SH x x 32 800
Nationwide Health
Properties, Inc. Common Stocks 638620104 10,861 779,300 SH x x 2 779300
86 6,200 SH x 31 6200
35 2,500 SH x x 32 2500
17 1,200 SH x x 37 1200
Natural Microsystems Corp. Common Stocks 638882100 202 1,800 SH x x 10 1800
994 8,400 SH x x 21 8400
202 1,800 SH x x 24 1800
2,193 19,500 SH x 31 19500
157 1,400 SH x x 32 1400
Nature's Sunshine
Products, Inc. Common Stocks 639027101 698 95,000 SH x x 21 95000
652 93,100 SH x 31 93100
Nautica Enterprises, Inc. Common Stocks 639089101 174 16,300 SH x x 24 16300
208 19,500 SH x 31 19500
21 2,000 SH x x 32 2000
Navistar International
Corp. Common Stocks 63934E108 716 21,300 SH x x 24 21300
720 23,172 SH x 31 23172
Net.B@nk, Inc. Common Stocks 640933107 6 500 SH x x 32 500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Network Associates, Inc. Common Stocks 640938106 226 11,100 SH x x 9 11100
1,868 91,700 SH x x 19 91700
414 20,300 SH x x 24 20300
3,561 174,774 SH x 31 174774
77 3,800 SH x x 32 3800
18 900 SH x x 37 900
2,211 108,500 SH x x 44 108500
Netegrity, Inc. Common Stocks 64110P107 143 1,900 SH x x 24 1900
136 1,800 SH x 31 1800
75 1,000 SH x x 32 1000
Netopia, Inc. New Common Stocks 64114K104 52 1,300 SH x x 24 1300
161 4,000 SH x 31 4000
20 500 SH x x 32 500
Network Appliance, Inc. Common Stocks 64120L104 3,129 38,900 SH x x 6 38900
3,558 42,200 SH x x 8 42200
499 6,200 SH x x 9 6200
3,177 39,500 SH x x 10 39500
1,995 24,800 SH x x 19 24800
1,665 20,700 SH x x 22 20700
56 700 SH x x 24 700
26,600 330,438 SH x 31 330438
507 6,300 SH x x 32 6300
2,336 27,200 SH x x 42 27200
5,012 56,400 SH x x 43 56400
New Century Financial
Corp. Common Stocks 64352D101 221 25,400 SH x x 24 25400
276 31,700 SH x 31 31700
New Century Energies, Inc. Common Stocks 64352U103 480 14,600 SH x x 22 14600
1,275 42,510 SH x 31 42510
75 2,500 SH x x 37 2500
New Era of Networks, Inc. Common Stocks 644312100 1,677 39,500 SH x x 10 39500
225 5,300 SH x x 24 5300
1,412 33,233 SH x 31 33233
25 600 SH x x 32 600
New Jersey Resources Corp. Common Stocks 646025106 240 6,300 SH x x 8 6300
415 10,900 SH x 31 10900
49 1,300 SH x x 32 1300
15 400 SH x x 37 400
New Plan Excel Realty
Trust Common Stocks 648053106 499 38,400 SH x x 8 38400
966 74,306 SH x 31 74306
New York Times Co.
Class A Common Stocks 650111107 1,894 44,700 SH x x 4 44700
494 12,500 SH x x 8 12500
1,477 37,400 SH x x 9 37400
3,634 92,000 SH x x 15 92000
1,426 33,000 SH x x 22 33000
1,300 32,900 SH x x 24 32900
774 19,600 SH x x 26 19600
14,041 355,463 SH x 31 355463
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Newfield Exploration Co. Common Stocks 651290108 1,064 27,200 SH x x 8 27200
133 3,400 SH x x 24 3400
1,209 30,900 SH x 31 30900
106 2,700 SH x x 32 2700
Newmont Mining Corp. Common Stocks 651639106 6 200 SH x x 22 200
470 20,800 SH x x 24 20800
1,396 64,565 SH x 31 64565
97 4,500 SH x x 37 4500
Newport Corp. Common Stocks 651824104 301 2,800 SH x x 24 2800
387 3,600 SH x 31 3600
Newport News
Shipbuilding, Inc. Common Stocks 652228107 18 500 SH x x 32 500
News Corp., Ltd. - ADR Common Stocks 652487703 16 200 SH x x 18 200
2,547 46,738 SH x 31 46738
Nextel Communications,
Inc. Class A Common Stocks 65332V103 3,069 50,154 SH x x 6 50154
4,941 76,000 SH x x 8 76000
18 300 SH x x 9 300
2,012 32,500 SH x x 22 32500
196 3,200 SH x x 24 3200
5,234 85,548 SH x 31 85548
Nextlink Communications,
Inc. Class A Common Stocks 65333H707 371 9,784 SH x 31 9784
410 10,800 SH x x 32 10800
Nice Systems, Ltd. - ADR Common Stocks 653656108 4,923 63,780 SH x 31 63780
383 4,530 SH x x 35 4530
NICOR, Inc. Common Stocks 654086107 858 26,300 SH x x 8 26300
1,391 42,650 SH x 31 42650
NIKE, Inc. Class B Common Stocks 654106103 402 10,100 SH x x 24 10100
951 23,898 SH x 31 23898
99 Cents Only Stores Common Stocks 65440K106 44 1,100 SH x x 32 1100
Noble Affiliates, Inc. Common Stocks 654894104 230 5,800 SH x x 22 5800
112 3,000 SH x x 24 3000
1,628 43,700 SH x 31 43700
78 2,100 SH x x 37 2100
4,470 120,000 SH x x 44 120000
Nokia Corp. - ADR Common Stocks 654902204 19,910 398,700 SH x x 1 398700
86,292 1,728,000 SH x 31 1728000
5,500 103,600 SH x x 42 103600
9,514 190,520 SH x x 43 190520
Noble Drilling Corp. Common Stocks 655042109 1,310 31,800 SH x x 6 31800
4,107 97,400 SH x x 22 97400
1,804 40,600 SH x x 24 40600
4,744 115,172 SH x 31 115172
148 3,600 SH x x 32 3600
136 3,300 SH x x 37 3300
5,943 144,300 SH x x 44 144300
Nordson Corp. Common Stocks 655663102 20 400 SH x x 32 400
Nordstrom, Inc. Common Stocks 655664100 73 3,027 SH x 31 3027
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Norfolk Southern Corp. Common Stocks 655844108 528 35,500 SH x x 9 35500
91 6,100 SH x x 26 6100
747 50,230 SH x 31 50230
Norsk Hydro AS - ADR Common Stocks 656531605 217 3,483 SH x x 18 3483
4 100 SH x 31 100
Nortek, Inc. Common Stocks 656559101 394 18,400 SH x x 24 18400
417 21,100 SH x 31 21100
14 700 SH x x 32 700
Nortel Inversora SA - ADR Common Stocks 656567401 99 5,200 SH x 31 5200
112 5,300 SH x x 35 5300
North Fork Bancorp, Inc. Common Stocks 659424105 2,167 143,300 SH x x 3 143300
1,601 105,800 SH x x 9 105800
920 59,550 SH x x 22 59550
129 8,500 SH x x 24 8500
4,417 292,063 SH x 31 292063
186 12,300 SH x x 32 12300
184 12,150 SH x x 37 12150
NorthEast Optic
Network, Inc. Common Stocks 664334109 1,010 15,400 SH x x 21 15400
875 14,200 SH x 31 14200
Northeast Utilities Common Stocks 664397106 279 11,700 SH x x 22 11700
942 43,300 SH x x 26 43300
3,183 146,350 SH x 31 146350
Northern States Power Co. Common Stocks 665772109 666 33,000 SH x x 15 33000
2,195 108,750 SH x 31 108750
Northern Trust Corp. Common Stocks 665859104 350 4,900 SH x x 22 4900
9,059 139,230 SH x 31 139230
3,717 53,600 SH x x 42 53600
Northrop Grumman Corp. Common Stocks 666807102 2,259 34,100 SH x x 6 34100
2,129 29,700 SH x x 8 29700
8,560 126,100 SH x x 22 126100
875 13,200 SH x x 24 13200
1,140 17,200 SH x x 26 17200
8,799 132,813 SH x 31 132813
Northwest Airlines Corp.
Class A Common Stocks 667280101 3,247 106,900 SH x x 1 106900
246 8,100 SH x x 24 8100
9,490 311,779 SH x 31 311779
Northwest Natural Gas Co. Common Stocks 667655104 54 2,400 SH x x 8 2400
736 32,900 SH x 31 32900
40 1,800 SH x x 32 1800
47 2,100 SH x x 37 2100
Northwestern Corp. Common Stocks 668074107 361 15,600 SH x x 8 15600
321 13,900 SH x 31 13900
37 1,600 SH x x 32 1600
NOVA Corp. / Georgia Common Stocks 669784100 207 7,400 SH x x 24 7400
319 11,407 SH x 31 11407
Novell, Inc. Common Stocks 670006105 91 9,788 SH x 31 9788
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Novellus Systems, Inc. Common Stocks 670008101 1,533 27,100 SH x x 19 27100
1,443 24,200 SH x x 21 24200
701 12,400 SH x x 24 12400
2,675 47,300 SH x x 27 47300
14,374 254,122 SH x 31 254122
124 2,200 SH x x 32 2200
Noven Pharmaceuticals,
Inc. Common Stocks 670009109 33 1,100 SH x x 32 1100
Novoste Corp. Common Stocks 67010C100 12 200 SH x x 32 200
Nu Skin Enterprises, Inc.
Class A Common Stocks 67018T105 141 24,600 SH x x 24 24600
174 30,180 SH x 31 30180
8 1,400 SH x x 32 1400
Nucor Corp. Common Stocks 670346105 541 16,300 SH x x 9 16300
2,052 59,500 SH x x 22 59500
475 14,300 SH x x 24 14300
1,826 55,008 SH x 31 55008
Nuevo Energy Co. Common Stocks 670509108 21 1,100 SH x x 32 1100
O'Charleys, Inc. Common Stocks 670823103 5 400 SH x x 32 400
OGE Energy Corp. Common Stocks 670837103 960 51,900 SH x x 8 51900
309 15,900 SH x x 22 15900
48 2,600 SH x x 24 2600
2,623 141,800 SH x 31 141800
188 10,170 SH x x 37 10170
OM Group Common Stocks 670872100 1,250 28,400 SH x x 8 28400
53 1,200 SH x x 24 1200
1,219 27,700 SH x 31 27700
35 800 SH x x 32 800
Oakley, Inc. Common Stocks 673662102 909 79,000 SH x x 8 79000
768 66,800 SH x 31 66800
10 900 SH x x 32 900
Occidental Petroleum Corp. Common Stocks 674599105 2,014 95,600 SH x x 6 95600
2,660 121,200 SH x x 8 121200
1,960 85,100 SH x x 22 85100
272 12,900 SH x x 24 12900
1,461 69,380 SH x x 26 69380
10,575 502,082 SH x 31 502082
Oceaneering International,
Inc. Common Stocks 675232102 25 1,300 SH x x 32 1300
Octel Corp. Common Stocks 675727101 172 22,000 SH x x 24 22000
202 25,800 SH x 31 25800
Ocular Sciences, Inc. Common Stocks 675744106 172 14,700 SH x x 24 14700
217 18,500 SH x 31 18500
Ocwen Financial Corp. Common Stocks 675746101 6 1,100 SH x x 32 1100
Office Depot, Inc. Common Stocks 676220106 311 49,400 SH x x 22 49400
107 17,089 SH x 31 17089
Offshore Logistics, Inc. Common Stocks 676255102 1,376 95,700 SH x x 3 95700
3,173 220,700 SH x 31 220700
10 700 SH x x 32 700
4 300 SH x x 37 300
Ohio Casualty Corp. Common Stocks 677240103 35 3,300 SH x x 32 3300
Old Kent Financial Corp. Common Stocks 679833103 336 11,445 SH x x 22 11445
642 23,996 SH x 31 23996
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Old National Bancorp Common Stocks 680033107 85 2,901 SH x 31 2901
114 3,900 SH x x 32 3900
Old Republic International
Corp. Common Stocks 680223104 2,044 123,900 SH x x 8 123900
175 9,700 SH x x 22 9700
853 51,700 SH x x 26 51700
5,016 303,975 SH x 31 303975
96 5,800 SH x x 32 5800
139 8,400 SH x x 37 8400
Olin Corp. Common Stocks 680665205 1,657 100,400 SH x x 8 100400
1,544 88,800 SH x x 21 88800
164 7,000 SH x x 24 7000
2,866 173,700 SH x 31 173700
17 1,000 SH x x 32 1000
36 2,200 SH x x 37 2200
Omnicare, Inc. Common Stocks 681904108 88 9,700 SH x x 24 9700
1,606 177,240 SH x 31 177240
34 3,800 SH x x 32 3800
Omnicom Group, Inc. Common Stocks 681919106 6,952 74,370 SH x x 8 74370
751 8,435 SH x x 24 8435
12,588 141,337 SH x 31 141337
1,254 14,078 SH x x 39 14078
Omega Financial Corp. Common Stocks 682092101 13 500 SH x x 32 500
On Assignment, Inc. Common Stocks 682159108 5,249 172,100 SH x x 10 172100
7,122 233,500 SH x 31 233500
49 1,600 SH x x 32 1600
On Command Corp. Common Stocks 682160106 21 1,500 SH x 31 1500
9 600 SH x x 37 600
One Valley Bancorp of
West Virginia, Inc. Common Stocks 682419106 47 1,500 SH x 31 1500
47 1,500 SH x x 32 1500
ONEOK, Inc. Common Stocks 682680103 887 34,200 SH x x 8 34200
9 300 SH x x 22 300
42 1,600 SH x x 26 1600
1,458 56,200 SH x 31 56200
87 3,360 SH x x 37 3360
Vimpel-Communications - ADR Common Stocks 68370R109 603 24,900 SH x x 7 24900
403 18,200 SH x 31 18200
35 1,600 SH x x 34 1600
Optical Cable Corp. Common Stocks 683827109 498 11,329 SH x x 15 11329
9 300 SH x x 24 300
876 28,964 SH x 31 28964
Optimal Robotics Corp. New Common Stocks 68388R208 503 13,100 SH x 31 13100
3,381 88,400 SH x x 44 88400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Oracle Systems Corp. Common Stocks 68389X105 12,869 141,000 SH x x 1 141000
9,762 116,220 SH x x 6 116220
21,989 250,640 SH x x 8 250640
20,934 249,200 SH x x 9 249200
4,511 53,700 SH x x 15 53700
21,335 253,800 SH x x 22 253800
2,983 35,500 SH x x 24 35500
143,628 1,708,580 SH x 31 1708580
13,210 157,267 SH x x 39 157267
1,858 22,100 SH x x 40 22100
11,808 131,700 SH x x 42 131700
15,655 168,720 SH x x 43 168720
O'Reilly Automotive, Inc. Common Stocks 686091109 25 1,800 SH x x 32 1800
Oriental Financial Group,
Inc. Common Stocks 68618W100 7 500 SH x x 32 500
Orthodontic Centers of
America, Inc. Common Stocks 68750P103 717 31,700 SH x x 19 31700
9 400 SH x x 24 400
912 40,300 SH x 31 40300
86 3,800 SH x x 32 3800
Oshkosh B' Gosh, Inc.
Class A Common Stocks 688222207 8 500 SH x x 32 500
Oshkosh Truck Corp.
Class B Common Stocks 688239201 218 6,100 SH x 31 6100
Osicom Technologies, Inc. Common Stocks 688271501 110 1,300 SH x x 24 1300
102 1,200 SH x 31 1200
Otter Tail Power Co. Common Stocks 689648103 31 1,500 SH x x 32 1500
Outback Steakhouse, Inc. Common Stocks 689899102 243 8,300 SH x x 8 8300
1,594 54,500 SH x x 19 54500
3,662 125,211 SH x 31 125211
Overseas Shipholding
Group, Inc. Common Stocks 690368105 25 1,000 SH x x 32 1000
Owens & Minor, Inc.,
Holding Co. Common Stocks 690732102 34 2,000 SH x 31 2000
9 500 SH x x 32 500
5 300 SH x x 37 300
Owens Corning Common Stocks 69073F103 14 1,546 SH x 31 1546
Owens-Illinois, Inc. Common Stocks 690768403 177 10,200 SH x x 8 10200
209 17,900 SH x x 24 17900
326 27,879 SH x 31 27879
Oxford Health Plans, Inc. Common Stocks 691471106 1,867 78,400 SH x x 19 78400
2,225 88,700 SH x x 21 88700
948 39,800 SH x x 24 39800
5,446 228,714 SH x 31 228714
74 3,100 SH x x 32 3100
Oxford Industries, Inc. Common Stocks 691497309 144 8,000 SH x x 24 8000
135 7,500 SH x 31 7500
P-COM, Inc. Common Stocks 693262107 11 1,900 SH x 31 1900
Peco Energy Co. Common Stocks 693304107 1,020 25,300 SH x x 24 25300
750 18,600 SH x x 26 18600
2,414 59,877 SH x 31 59877
PG&E Corp. Common Stocks 69331C108 4,635 179,100 SH x x 4 179100
1,655 62,380 SH x x 8 62380
1,894 76,900 SH x x 9 76900
7,874 304,100 SH x x 22 304100
1,473 59,800 SH x x 26 59800
20,138 817,807 SH x 31 817807
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PFF Bancorp, Inc. Common Stocks 69331W104 115 6,400 SH x x 8 6400
314 17,500 SH x x 24 17500
679 37,200 SH x 31 37200
16 900 SH x x 32 900
P.F. Chang's China Bistro,
Inc. New Common Stocks 69333Y108 693 21,700 SH x x 8 21700
511 16,000 SH x 31 16000
3 100 SH x x 32 100
PMC - Sierra, Inc. Common Stocks 69344F106 5,354 28,300 SH x x 1 28300
3,084 16,200 SH x x 8 16200
195 1,100 SH x x 9 1100
6,395 36,000 SH x x 10 36000
6,146 34,600 SH x x 22 34600
36 200 SH x x 24 200
40,103 225,694 SH x 31 225694
1,581 8,900 SH x x 32 8900
6,824 35,800 SH x x 42 35800
PMI Group, Inc. (The) Common Stocks 69344M101 561 11,800 SH x x 6 11800
565 11,900 SH x x 8 11900
1,107 23,300 SH x x 19 23300
3,132 65,350 SH x x 22 65350
2,164 44,450 SH x x 24 44450
4,862 102,350 SH x 31 102350
52 1,100 SH x x 32 1100
238 5,000 SH x x 37 5000
PNC Bank Corp. Common Stocks 693475105 6,277 127,227 SH x x 4 127227
1,130 24,100 SH x x 9 24100
6,904 142,255 SH x x 22 142255
131 2,800 SH x x 24 2800
1,116 23,800 SH x x 26 23800
16,508 352,178 SH x 31 352178
PPG Industries, Inc. Common Stocks 693506107 350 7,900 SH x x 9 7900
1,217 25,100 SH x x 22 25100
1,449 32,700 SH x x 24 32700
230 5,200 SH x x 26 5200
4,104 92,608 SH x 31 92608
PRI Automation, Inc. Common Stocks 69357H106 118 1,800 SH x x 24 1800
59 900 SH x 31 900
95 1,450 SH x x 32 1450
PS Business Parks, Inc. Common Stocks 69360J107 2,426 101,100 SH x x 2 101100
82 3,400 SH x 31 3400
41 1,700 SH x x 32 1700
19 800 SH x x 37 800
PSS World Medical, Inc. Common Stocks 69366A100 47 7,100 SH x x 32 7100
PACCAR, Inc. Common Stocks 693718108 521 13,130 SH x x 8 13130
1,040 26,200 SH x x 9 26200
265 6,100 SH x x 22 6100
1,369 34,500 SH x x 24 34500
1,392 35,078 SH x 31 35078
Pacific Century
Financial Corp. Common Stocks 694058108 736 50,300 SH x x 8 50300
3 200 SH x x 9 200
1,237 84,600 SH x 31 84600
48 3,300 SH x x 37 3300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Pacific Gulf
Properties, Inc. Common Stocks 694396102 496 19,800 SH x x 8 19800
2,253 89,900 SH x x 23 89900
429 17,100 SH x x 24 17100
1,183 47,200 SH x 31 47200
33 1,300 SH x x 32 1300
15 600 SH x x 37 600
Pacific Sunwear of
California Common Stocks 694873100 7 350 SH x x 32 350
PacifiCare Health
Systems, Inc. Common Stocks 695112102 1,052 17,500 SH x x 6 17500
3,350 51,800 SH x x 8 51800
3,800 63,200 SH x x 22 63200
409 6,800 SH x x 24 6800
355 5,895 SH x 31 5895
Paine Webber Group, Inc. Common Stocks 695629105 610 13,400 SH x x 8 13400
2,457 54,000 SH x x 9 54000
446 9,800 SH x x 24 9800
701 15,400 SH x x 26 15400
1,613 35,452 SH x 31 35452
PairGain Technologies, Inc. Common Stocks 695934109 17 500 SH x x 37 500
Pall Corp. Common Stocks 696429307 1,580 85,400 SH x x 8 85400
2,266 116,300 SH x x 21 116300
18 900 SH x x 22 900
897 46,000 SH x x 24 46000
91 4,900 SH x x 26 4900
3,392 183,366 SH x 31 183366
PanAmSat Corp. Common Stocks 697933109 226 4,700 SH x x 22 4700
408 9,328 SH x 31 9328
Pan Pacific Retail
Properties, Inc. Common Stocks 69806L104 125 6,200 SH x x 8 6200
105 3,500 SH x x 24 3500
149 7,404 SH x 31 7404
Papa Johns International,
Inc. Common Stocks 698813102 22 900 SH x x 32 900
Parametric Technology
Corp. Common Stocks 699173100 50 4,600 SH x x 24 4600
206 18,749 SH x 31 18749
Parexel International
Corp. Common Stocks 699462107 1 100 SH x x 32 100
Park Electrochemical Corp. Common Stocks 700416209 47 1,300 SH x x 8 1300
169 4,700 SH x 31 4700
25 700 SH x x 32 700
Parker-Hannifin Corp. Common Stocks 701094104 727 19,720 SH x x 8 19720
253 7,400 SH x x 9 7400
1,037 27,700 SH x x 22 27700
1,260 36,800 SH x x 24 36800
31 900 SH x x 26 900
3,375 98,554 SH x 31 98554
11 320 SH x x 37 320
Parkway Properties, Inc. Common Stocks 70159Q100 241 7,900 SH x 31 7900
Parkway Properties, Inc. Common Stocks 70159Q104 180 5,900 SH x x 8 5900
21 700 SH x x 32 700
12 400 SH x x 37 400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Patterson Dental Co. Common Stocks 703412106 376 6,600 SH x x 24 6600
214 4,200 SH x 31 4200
84 1,650 SH x x 32 1650
Patterson Energy, Inc. Common Stocks 703414102 264 9,300 SH x x 24 9300
895 31,400 SH x 31 31400
23 800 SH x x 32 800
77 2,700 SH x x 37 2700
Paxar Corp. Common Stocks 704227107 478 40,100 SH x x 24 40100
617 51,700 SH x 31 51700
24 2,000 SH x x 32 2000
Paxson Communications
Corp. Common Stocks 704231109 11 1,400 SH x x 32 1400
Paychex, Inc. Common Stocks 704326107 4,570 103,950 SH x x 8 103950
101 2,400 SH x x 9 2400
4,901 116,700 SH x x 10 116700
20,591 490,250 SH x 31 490250
5,685 127,300 SH x x 42 127300
Payless ShoeSource, Inc. Common Stocks 704379106 11 217 SH x x 8 217
2,491 47,300 SH x x 22 47300
114 1,500 SH x x 24 1500
2,158 42,116 SH x 31 42116
82 1,600 SH x x 32 1600
113 2,200 SH x x 37 2200
Pediatrix Medical Group Common Stocks 705324101 - - SH x x 10
Pegasus Communications
Corp. Class A Common Stocks 705904100 29 600 SH x x 32 600
Penn Treaty American Corp. Common Stocks 707874103 95 5,600 SH x x 8 5600
221 13,000 SH x x 24 13000
422 24,800 SH x 31 24800
JC Penney & Co., Inc. Common Stocks 708160106 1,194 57,590 SH x x 8 57590
176 8,700 SH x x 22 8700
2,547 138,165 SH x 31 138165
Pennsylvania Real Estate
Investment Trust Common Stocks 709102107 163 9,500 SH x x 8 9500
202 11,800 SH x 31 11800
Pennzoil-Quaker State Co. Common Stocks 709323109 2,549 211,306 SH x 31 211306
48 4,000 SH x x 32 4000
Pentair, Inc. Common Stocks 709631105 1,321 37,200 SH x x 6 37200
51 1,442 SH x 31 1442
96 2,700 SH x x 32 2700
Penton Media, Inc. Common Stocks 709668107 4,052 115,778 SH x x 3 115778
77 2,200 SH x x 8 2200
People's Bank Common Stocks 710198102 128 7,000 SH x x 8 7000
126 6,874 SH x 31 6874
Peoples Energy Corp. Common Stocks 711030106 978 30,200 SH x x 8 30200
1,692 52,269 SH x 31 52269
71 2,200 SH x x 37 2200
Peoples Heritage
Financial Group Common Stocks 711147108 217 14,200 SH x x 9 14200
32 2,100 SH x x 37 2100
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PeopleSoft, Inc. Common Stocks 712713106 454 26,600 SH x x 22 26600
463 27,800 SH x x 24 27800
833 49,705 SH x 31 49705
Pep Boys - Manny, Moe &
Jack Common Stocks 713278109 10 1,600 SH x x 32 1600
PepsiCo, Inc. Common Stocks 713448108 7,834 176,300 SH x x 6 176300
8,134 170,550 SH x x 8 170550
427 9,600 SH x x 9 9600
7,754 174,500 SH x x 15 174500
11,699 251,200 SH x x 22 251200
3,782 85,100 SH x x 24 85100
1,093 24,600 SH x x 26 24600
62,922 1,415,962 SH x 31 1415962
10,053 205,520 SH x x 43 205520
Peregrine Systems, Inc. Common Stocks 71366Q101 31 900 SH x x 24 900
252 7,225 SH x x 32 7225
Performance Food Group Co. Common Stocks 713755106 650 20,300 SH x x 8 20300
474 14,800 SH x 31 14800
22 700 SH x x 32 700
Pericom Semiconductor Corp. Common Stocks 713831105 537 7,900 SH x 31 7900
27 400 SH x x 32 400
3,675 53,500 SH x x 44 53500
Perrigo Co. Common Stocks 714290103 124 18,000 SH x x 22 18000
253 40,100 SH x x 24 40100
514 81,400 SH x 31 81400
17 2,700 SH x x 32 2700
PT Indosat (Persero)
Tbk - ADR Common Stocks 715680104 180 15,800 SH x x 26 15800
705 62,000 SH x 31 62000
Perusahaan Persero
Telekom - ADR Common Stocks 715684106 226 32,616 SH x x 26 32616
400 57,640 SH x 31 57640
416 53,772 SH x x 35 53772
Petco Animal Supplies, Inc. Common Stocks 716016100 261 13,300 SH x x 24 13300
3,283 167,300 SH x 31 167300
18 900 SH x x 32 900
26 1,300 SH x x 37 1300
Petro-Canada Common Stocks 71644E102 305 16,000 SH x 31 16000
Petroleum Geo-Services
ASA - ADR Common Stocks 716597109 904 53,000 SH x x 29 53000
Pharmacyclics, Inc. Common Stocks 716933106 30 500 SH x x 24 500
85 1,400 SH x 31 1400
Pfizer, Inc. Common Stocks 717081103 35,077 693,400 SH x x 1 693400
11,098 231,200 SH x x 6 231200
16,166 320,925 SH x x 8 320925
17,688 368,500 SH x x 9 368500
9,346 194,700 SH x x 15 194700
12,923 269,225 SH x x 22 269225
16,154 336,550 SH x x 24 336550
227,586 4,741,379 SH x 31 4741379
4,080 85,000 SH x x 40 85000
20,862 408,850 SH x x 42 408850
27,812 522,386 SH x x 43 522386
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Pharmaceutical Product
Development, Inc. Common Stocks 717124101 19 900 SH x x 32 900
Phelps Dodge Corp. Common Stocks 717265102 261 6,100 SH x x 24 6100
574 15,441 SH x 31 15441
Philadelphia Suburban Corp. Common Stocks 718009608 14 700 SH x 31 700
33 1,600 SH x x 32 1600
Philip Morris Cos., Inc. Common Stocks 718154107 3,928 139,250 SH x x 4 139250
3,197 120,370 SH x x 6 120370
25,388 955,800 SH x x 9 955800
8,745 306,600 SH x x 22 306600
1,604 60,400 SH x x 24 60400
2,316 87,190 SH x x 26 87190
31,654 1,191,680 SH x 31 1191680
Philippine Long Distance
Telephone Co. - ADR Common Stocks 718252604 1,958 103,900 SH x x 7 103900
963 54,267 SH x 31 54267
103 5,800 SH x x 33 5800
221 11,060 SH x x 35 11060
Philips International
Realty Corp. Common Stocks 718333107 1,526 87,800 SH x x 23 87800
Phillips Petroleum Co. Common Stocks 718507106 2,658 48,720 SH x x 8 48720
4,022 73,000 SH x x 22 73000
1,622 32,000 SH x x 24 32000
1,568 30,940 SH x x 26 30940
19,905 392,708 SH x 31 392708
3,693 68,300 SH x x 42 68300
Phillips-Van Heusen Corp. Common Stocks 718592108 173 18,200 SH x x 8 18200
290 30,500 SH x 31 30500
15 1,600 SH x x 32 1600
Phoenix Investment
Partners, Ltd. Common Stocks 719085102 39 3,700 SH x x 24 3700
105 10,000 SH x 31 10000
8 800 SH x x 37 800
Phoenix Technologies, Ltd. Common Stocks 719153108 154 9,500 SH x x 24 9500
403 24,700 SH x 31 24700
10 600 SH x x 32 600
13 800 SH x x 37 800
Photon Dynamics, Inc. Common Stocks 719364101 625 5,640 SH x x 15 5640
1,081 14,479 SH x 31 14479
Photronics, Inc. Common Stocks 719405102 1,566 55,200 SH x x 10 55200
454 16,000 SH x x 19 16000
2,869 101,100 SH x 31 101100
Piedmont Natural Gas Co.,
Inc. Common Stocks 720186105 364 13,705 SH x x 8 13705
444 16,700 SH x 31 16700
43 1,600 SH x x 32 1600
13 500 SH x x 37 500
Pier 1 Imports, Inc. Common Stocks 720279108 2,384 240,200 SH x x 8 240200
868 89,000 SH x x 24 89000
3,058 313,600 SH x 31 313600
71 7,250 SH x x 32 7250
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Pilgrim's Pride Corp. Common Stocks 721467108 24 3,300 SH x 31 3300
1 100 SH x x 32 100
Pinnacle Systems, Inc. Common Stocks 723481107 431 12,822 SH x x 15 12822
743 33,026 SH x 31 33026
69 3,050 SH x x 32 3050
Pinnacle West Capital Corp. Common Stocks 723484101 1,162 34,300 SH x x 6 34300
2,158 63,700 SH x x 8 63700
3,760 111,000 SH x x 9 111000
2,129 57,900 SH x x 22 57900
2,614 73,200 SH x x 24 73200
3,858 113,900 SH x x 27 113900
21,228 626,646 SH x 31 626646
535 15,800 SH x x 37 15800
Pioneer Group, Inc. Common Stocks 723684106 55 1,300 SH x x 32 1300
Pioneer Natural
Resources Co. Common Stocks 723787107 1,943 152,400 SH x x 8 152400
154 11,000 SH x x 22 11000
64 3,400 SH x x 24 3400
2,178 170,800 SH x 31 170800
85 6,700 SH x x 32 6700
Pioneer-Standard
Electronics, Inc. Common Stocks 723877106 23 1,600 SH x x 8 1600
370 24,000 SH x x 24 24000
589 39,900 SH x 31 39900
23 1,600 SH x x 32 1600
Pitney Bowes, Inc. Common Stocks 724479100 78 1,800 SH x x 22 1800
430 10,749 SH x 31 10749
Pitt-Des Moines, Inc. Common Stocks 724508106 19 1,000 SH x x 24 1000
Pittston Brink's Group Common Stocks 725701106 63 4,600 SH x x 8 4600
296 19,800 SH x x 22 19800
1,053 76,957 SH x 31 76957
57 4,042 SH x x 37 4042
Pixar, Inc. Common Stocks 725811103 7 200 SH x x 22 200
34 973 SH x 31 973
7 200 SH x x 32 200
Plantronics, Inc. Common Stocks 727493108 69 600 SH x x 24 600
520 4,500 SH x 31 4500
139 1,200 SH x x 32 1200
Playtex Products, Inc. Common Stocks 72813P100 557 49,200 SH x 31 49200
12 1,100 SH x x 32 1100
Plexus Corp. Common Stocks 729132100 215 1,900 SH x x 24 1900
983 8,700 SH x 31 8700
181 1,600 SH x x 32 1600
Plum Creek Timber Co. L.P. Common Stocks 729237107 36 1,400 SH x x 37 1400
Pogo Producing Co. Common Stocks 730448107 1,365 58,500 SH x x 21 58500
40 1,800 SH x x 24 1800
1,279 57,800 SH x 31 57800
69 3,100 SH x x 32 3100
Pohang Iron & Steel Co.,
Ltd. - ADR Common Stocks 730450103 2,036 84,830 SH x 31 84830
734 30,600 SH x x 34 30600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Polaris Industries, Inc. Common Stocks 731068102 1,088 34,000 SH x x 8 34000
1,037 32,400 SH x 31 32400
53 1,650 SH x x 32 1650
Polaroid Corp. Common Stocks 731095105 29 1,600 SH x x 26 1600
Policy Management Systems
Corp. Common Stocks 731108106 2 100 SH x x 32 100
Polo Ralph Lauren Corp.
Class A Common Stocks 731572103 737 51,700 SH x x 3 51700
185 13,000 SH x x 24 13000
251 17,588 SH x 31 17588
54 3,800 SH x x 32 3800
Polycom, Inc. Common Stocks 73172K104 723 5,180 SH x x 15 5180
339 3,600 SH x x 24 3600
1,454 15,457 SH x 31 15457
103 1,100 SH x x 32 1100
PolyMedica Corp. Common Stocks 731738100 13 300 SH x x 32 300
Polymer Group, Inc. Common Stocks 731745105 9 1,000 SH x 31 1000
6 600 SH x x 37 600
Pomeroy Computer
Resources, Inc. Common Stocks 731822102 164 10,100 SH x x 24 10100
112 7,600 SH x 31 7600
Pope & Talbot, Inc. Common Stocks 732827100 61 3,800 SH x x 8 3800
Popular, Inc. Common Stocks 733174106 146 7,000 SH x x 22 7000
338 17,717 SH x 31 17717
Portugal Telecom SA - ADR Common Stocks 737273102 610 36,500 SH x x 18 36500
Post Properties, Inc. Common Stocks 737464107 8,041 182,746 SH x x 23 182746
137 3,105 SH x x 24 3105
238 5,403 SH x 31 5403
6,142 139,600 SH x x 41 139600
Potomac Electric Power Co. Common Stocks 737679100 53 2,100 SH x x 24 2100
153 6,100 SH x 31 6100
210 8,400 SH x x 32 8400
Power Integrations, Inc. Common Stocks 739276103 153 6,500 SH x x 24 6500
106 4,500 SH x 31 4500
Power-One, Inc. Common Stocks 739308104 1,126 9,400 SH x x 21 9400
695 6,100 SH x x 24 6100
1,766 15,500 SH x 31 15500
Powerwave Technologies,
Inc. Common Stocks 739363109 1,184 26,900 SH x x 19 26900
1,084 24,500 SH x x 22 24500
277 6,300 SH x x 24 6300
1,910 43,400 SH x 31 43400
143 3,250 SH x x 32 3250
Powertel, Inc. Common Stocks 73936C109 1,192 16,800 SH x x 6 16800
199 2,800 SH x x 24 2800
227 3,200 SH x 31 3200
142 2,000 SH x x 32 2000
Praxair, Inc. Common Stocks 74005P104 1,782 47,600 SH x x 9 47600
3,938 105,200 SH x x 15 105200
1,062 25,900 SH x x 22 25900
404 10,800 SH x x 24 10800
258 6,890 SH x x 26 6890
13,703 366,021 SH x 31 366021
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Pre-paid Legal Services,
Inc. Common Stocks 740065107 2,510 84,000 SH x x 10 84000
164 5,500 SH x x 24 5500
1,906 63,800 SH x 31 63800
27 900 SH x x 32 900
Precision Castparts Corp. Common Stocks 740189105 4,751 103,600 SH x x 8 103600
140 3,100 SH x x 24 3100
7,068 156,200 SH x 31 156200
Premier Parks, Inc. Common Stocks 740540208 86 3,800 SH x x 24 3800
180 7,900 SH x 31 7900
Prentiss Properties Trust Common Stocks 740706106 4,584 191,000 SH x x 23 191000
542 22,600 SH x 31 22600
48 2,000 SH x x 32 2000
29 1,200 SH x x 37 1200
8,453 352,200 SH x x 41 352200
Presidential Life Corp. Common Stocks 740884101 140 10,100 SH x x 8 10100
133 9,600 SH x 31 9600
10 700 SH x x 32 700
Presstek, Inc. Common Stocks 741113104 81 5,000 SH x x 24 5000
116 7,100 SH x 31 7100
Price Communications Corp. Common Stocks 741437305 2,236 90,000 SH x x 21 90000
61 2,600 SH x x 24 2600
1,975 83,800 SH x 31 83800
52 2,200 SH x x 32 2200
Price (T. Rowe) &
Associates, Inc. Common Stocks 741477103 3,672 86,400 SH x x 10 86400
85 2,000 SH x x 26 2000
6,634 156,103 SH x 31 156103
1,465 32,300 SH x x 42 32300
PRIMEDIA, Inc. Common Stocks 74157K101 108 4,747 SH x 31 4747
66 2,900 SH x x 32 2900
Primex Technologies, Inc. Common Stocks 741597108 181 8,300 SH x x 8 8300
280 11,400 SH x x 24 11400
359 16,300 SH x 31 16300
Prime Hospitality Corp. Common Stocks 741917108 538 57,000 SH x x 8 57000
510 54,000 SH x 31 54000
22 2,300 SH x x 32 2300
Primus Telecommunications
Group, Inc. Common Stocks 741929103 2,164 87,000 SH x x 10 87000
7 300 SH x x 24 300
3,532 142,000 SH x 31 142000
17 700 SH x x 32 700
Pride International, Inc. Common Stocks 741932107 163 6,600 SH x x 8 6600
1,047 42,300 SH x x 19 42300
30 1,200 SH x x 24 1200
2,557 105,700 SH x 31 105700
Priority Healthcare Corp.
Class B Common Stocks 74264T102 44 600 SH x x 24 600
21,125 284,268 SH x 31 284268
7 100 SH x x 32 100
6,955 93,989 SH x x 39 93989
ProBusiness Services, Inc. Common Stocks 742674104 10 400 SH x x 32 400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Procter & Gamble Co. Common Stocks 742718109 4,844 81,350 SH x x 4 81350
20,034 350,200 SH x x 9 350200
1,775 31,000 SH x x 15 31000
15,599 260,300 SH x x 22 260300
1,635 28,599 SH x x 24 28599
1,317 23,000 SH x x 26 23000
31,989 558,764 SH x 31 558764
Professionals Group, Inc. Common Stocks 742954100 348 14,223 SH x 31 14223
Professional Detailing,
Inc. Common Stocks 74312N107 177 5,200 SH x x 24 5200
262 7,700 SH x 31 7700
24 700 SH x x 32 700
Profit Recovery Group
International, Inc. (The) Common Stocks 743168106 535 32,300 SH x x 10 32300
207 12,500 SH x x 24 12500
243 14,600 SH x 31 14600
Progress Software Corp. Common Stocks 743312100 1,354 70,200 SH x x 21 70200
190 10,400 SH x x 24 10400
1,378 76,800 SH x 31 76800
29 1,600 SH x x 32 1600
Progressive Corp. Common Stocks 743315103 120 1,617 SH x 31 1617
Project Software &
Development, Inc. Common Stocks 74339P101 4 200 SH x x 32 200
ProLogis Trust Common Stocks 743410102 15,616 732,700 SH x x 2 732700
11 500 SH x x 9 500
8,351 391,818 SH x x 23 391818
482 22,612 SH x 31 22612
94 4,400 SH x x 32 4400
19 900 SH x x 37 900
Protective Life Corp. Common Stocks 743674103 95 3,585 SH x 31 3585
101 3,800 SH x x 32 3800
Protein Design Labs, Inc. Common Stocks 74369L103 2,992 17,800 SH x x 8 17800
148 900 SH x x 22 900
379 2,300 SH x x 24 2300
3,744 22,700 SH x 31 22700
132 800 SH x x 32 800
33 200 SH x x 37 200
Provident Bankshares Corp. Common Stocks 743859100 251 18,833 SH x x 8 18833
216 15,982 SH x 31 15982
25 1,880 SH x x 32 1880
33 2,415 SH x x 37 2415
Provident Financial Group,
Inc. Common Stocks 743866105 112 4,700 SH x x 8 4700
195 8,200 SH x x 9 8200
126 5,300 SH x x 24 5300
259 10,890 SH x 31 10890
38 1,600 SH x x 32 1600
Province Healthcare Co. Common Stocks 743977100 2,171 60,200 SH x x 19 60200
2,767 76,600 SH x 31 76600
22 600 SH x x 32 600
Providian Financial Corp. Common Stocks 74406A102 351 3,897 SH x x 6 3897
2,736 30,400 SH x x 9 30400
167 1,850 SH x x 22 1850
549 6,100 SH x x 24 6100
4,446 49,400 SH x x 27 49400
12,534 139,262 SH x 31 139262
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Proxim, Inc. Common Stocks 744284100 371 2,538 SH x x 15 2538
187 1,900 SH x x 24 1900
1,001 10,115 SH x 31 10115
148 1,500 SH x x 32 1500
PSINet, Inc. Common Stocks 74437C101 3,715 148,200 SH x x 10 148200
206 8,200 SH x x 22 8200
4,939 196,570 SH x 31 196570
Public Service Co. of
New Mexico Common Stocks 744499104 1,071 69,400 SH x x 8 69400
1,251 75,200 SH x x 24 75200
2,192 142,000 SH x 31 142000
29 1,900 SH x x 32 1900
73 4,700 SH x x 37 4700
Public Service Enterprise
Group, Inc. Common Stocks 744573106 1,394 37,400 SH x x 8 37400
7,868 220,000 SH x x 22 220000
3,864 111,600 SH x x 24 111600
8,682 250,753 SH x 31 250753
Public Storage, Inc. Common Stocks 74460D109 115 4,900 SH x x 9 4900
7,623 325,256 SH x x 23 325256
353 15,069 SH x 31 15069
35 1,500 SH x x 37 1500
8,777 374,500 SH x x 41 374500
Puget Sound Energy, Inc. Common Stocks 745332106 838 39,300 SH x x 24 39300
1,452 68,144 SH x 31 68144
43 2,000 SH x x 37 2000
Pulte Corp. Common Stocks 745867101 3,612 164,760 SH x x 8 164760
363 16,800 SH x x 24 16800
35 1,600 SH x x 26 1600
3,730 172,470 SH x 31 172470
Puma Technology, Inc. Common Stocks 745887109 230 5,788 SH x x 15 5788
99 3,700 SH x x 24 3700
435 16,242 SH x 31 16242
51 1,900 SH x x 32 1900
QLT PhotoTherapeutics, Inc. Common Stocks 746927102 1,553 20,000 SH x x 10 20000
2,461 31,700 SH x x 19 31700
230 2,000 SH x x 26 2000
4,786 61,900 SH x 31 61900
QLogic Corp. Common Stocks 747277101 912 13,800 SH x x 19 13800
575 8,700 SH x x 24 8700
2,253 34,100 SH x 31 34100
324 4,900 SH x x 32 4900
Quaker Oats Co. (The) Common Stocks 747402105 5,221 66,300 SH x x 4 66300
3,941 49,610 SH x x 8 49610
4,252 56,600 SH x x 9 56600
1,149 15,300 SH x x 15 15300
2,853 37,400 SH x x 22 37400
376 5,000 SH x x 24 5000
774 10,300 SH x x 26 10300
3,794 50,500 SH x x 27 50500
26,990 359,267 SH x 31 359267
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
QUALCOMM, Inc. Common Stocks 747525103 18 300 SH x x 1 300
2,440 40,704 SH x x 6 40704
4,082 68,100 SH x x 9 68100
3,584 59,800 SH x x 15 59800
4,357 72,700 SH x x 22 72700
402 6,700 SH x x 24 6700
11,288 188,136 SH x 31 188136
Quanex Corp. Common Stocks 747620102 97 6,500 SH x 31 6500
15 1,000 SH x x 32 1000
18 1,200 SH x x 37 1200
Quanta Services, Inc. Common Stocks 74762E102 1,012 16,650 SH x x 8 16650
1,689 30,700 SH x x 19 30700
536 9,750 SH x x 24 9750
4,131 75,100 SH x 31 75100
176 3,200 SH x x 32 3200
4,169 75,800 SH x x 44 75800
Quebecor Printing, Inc. Common Stocks 747922102 498 14,000 SH x x 26 14000
Queens County Bancorp Common Stocks 748242104 240 12,997 SH x x 8 12997
147 7,991 SH x 31 7991
20 1,100 SH x x 32 1100
Quest Diagnostics, Inc. Common Stocks 74834L100 1,811 25,300 SH x x 8 25300
2,458 32,700 SH x x 21 32700
106 1,000 SH x x 24 1000
3,421 47,800 SH x 31 47800
86 1,200 SH x x 32 1200
Questar Corp. Common Stocks 748356102 1,521 78,500 SH x x 8 78500
296 14,000 SH x x 22 14000
2,292 118,299 SH x 31 118299
23 1,200 SH x x 37 1200
Quicksilver, Inc. Common Stocks 74838C106 14 900 SH x x 32 900
Quilmes Industrial Preferred
Quinsa Societe - ADR Stocks 74838Y108 3,072 261,000 SH x x 7 261000
1,140 102,500 SH x 31 102500
267 21,650 SH x x 35 21650
Quinenco SA Common Stocks 748718103 2,379 232,900 SH x x 7 232900
195 20,000 SH x x 26 20000
536 55,000 SH x 31 55000
342 31,200 SH x x 35 31200
Quintiles Transnational
Corp. New Common Stocks 748767100 193 13,700 SH x x 24 13700
282 19,973 SH x 31 19973
Quorum Health Group, Inc. Common Stocks 749084109 39 3,800 SH x x 32 3800
Qwest Communications
International, Inc. Common Stocks 749121109 1,475 29,679 SH x 31 29679
214 4,300 SH x x 32 4300
R&B Falcon Corp. Common Stocks 74912E101 747 31,700 SH x x 26 31700
2,225 94,422 SH x 31 94422
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RCN Corp. Common Stocks 749361101 538 21,205 SH x 31 21205
20 800 SH x x 32 800
3,420 135,100 SH x x 44 135100
RFS Hotel Investors, Inc. Common Stocks 74955J108 481 40,900 SH x x 8 40900
196 16,700 SH x x 24 16700
560 47,700 SH x 31 47700
20 1,700 SH x x 32 1700
8 700 SH x x 37 700
R.H. Donnelley Corp. Common Stocks 74955W307 1,182 61,000 SH x x 8 61000
207 10,700 SH x x 24 10700
1,263 65,200 SH x 31 65200
RLI Corp. Common Stocks 749607107 153 4,400 SH x x 8 4400
163 4,700 SH x x 24 4700
233 6,700 SH x 31 6700
RPC, Inc. Common Stocks 749660106 19 1,800 SH x 31 1800
RPM, Inc. Common Stocks 749685103 12 1,205 SH x x 6 1205
735 72,600 SH x x 8 72600
436 43,037 SH x 31 43037
RTI International Metals Common Stocks 74973W107 2,259 198,600 SH x 31 198600
RF Micro Devices, Inc. Common Stocks 749941100 429 4,900 SH x x 19 4900
646 7,374 SH x 31 7374
446 5,100 SH x x 32 5100
RadiSys Corp. Common Stocks 750459109 34 600 SH x x 32 600
Rambus, Inc. Common Stocks 750917106 52 500 SH x x 9 500
212 2,060 SH x 31 2060
Ralcorp Holdings, Inc. Common Stocks 751028101 450 36,700 SH x x 8 36700
375 30,600 SH x 31 30600
Ralston-Purina Group Common Stocks 751277302 5,230 262,300 SH x x 6 262300
18 900 SH x x 9 900
1,285 59,300 SH x x 22 59300
907 45,500 SH x x 24 45500
2,963 148,600 SH x x 27 148600
10,460 524,651 SH x 31 524651
RARE Hospitality
International, Inc. Common Stocks 753820109 715 25,300 SH x x 8 25300
294 10,400 SH x x 24 10400
1,124 39,800 SH x 31 39800
40 1,400 SH x x 32 1400
Rational Software Corp. Common Stocks 75409P202 245 2,640 SH x 31 2640
502 5,400 SH x x 32 5400
Raymond James
Financial, Inc. Common Stocks 754730109 1,181 52,500 SH x x 8 52500
533 23,700 SH x x 24 23700
1,744 77,500 SH x 31 77500
29 1,300 SH x x 32 1300
Rayonier, Inc. Common Stocks 754907103 1,970 54,900 SH x x 8 54900
343 8,700 SH x x 22 8700
39 1,100 SH x x 24 1100
2,662 74,200 SH x 31 74200
68 1,900 SH x x 32 1900
7 200 SH x x 37 200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Rayovac Corp. Common Stocks 755081106 29 1,300 SH x x 32 1300
Raytheon Co. Class B Common Stocks 755111408 3 100 SH x x 22 100
283 14,700 SH x x 26 14700
1,073 55,725 SH x 31 55725
Reader's Digest
Association, Inc. Class A Common Stocks 755267101 108 2,712 SH x 31 2712
131 3,300 SH x x 32 3300
RealNetworks, Inc. Common Stocks 75605L104 1,242 24,600 SH x x 19 24600
222 4,400 SH x x 22 4400
1,666 32,954 SH x 31 32954
96 1,900 SH x x 32 1900
Realty Income Corp. Common Stocks 756109104 35 1,500 SH x 31 1500
19 800 SH x x 37 800
Reckson Associates
Realty Corp. Common Stocks 75621K106 12,984 546,700 SH x x 2 546700
1,625 68,400 SH x x 8 68400
1,703 71,700 SH x 31 71700
Reebok International, Ltd. Common Stocks 758110100 1,428 89,600 SH x x 8 89600
77 4,500 SH x x 22 4500
250 15,700 SH x x 24 15700
2,120 133,000 SH x 31 133000
Regeneron Pharmaceuticals,
Inc. Common Stocks 75886F107 101 3,400 SH x 31 3400
Regis Corp. Common Stocks 758932107 898 72,200 SH x x 10 72200
2,057 164,550 SH x 31 164550
24 1,900 SH x x 32 1900
Regency Realty Corp. Common Stocks 758939102 551 23,200 SH x x 8 23200
3,479 146,500 SH x x 23 146500
482 20,300 SH x 31 20300
38 1,600 SH x x 32 1600
28 1,200 SH x x 37 1200
Regions Financial Corp. Common Stocks 758940100 361 18,200 SH x x 9 18200
685 31,600 SH x x 22 31600
1,268 63,819 SH x 31 63819
RehabCare Group, Inc. Common Stocks 759148109 232 8,500 SH x x 24 8500
248 9,100 SH x 31 9100
5 200 SH x x 32 200
Reinsurance Group Of
America Common Stocks 759351109 269 8,100 SH x x 22 8100
524 17,379 SH x 31 17379
36 1,200 SH x x 32 1200
15 500 SH x x 37 500
Reliance Steel &
Aluminum Co. Common Stocks 759509102 19 1,000 SH x x 8 1000
297 14,800 SH x x 24 14800
451 23,600 SH x 31 23600
25 1,300 SH x x 32 1300
33 1,715 SH x x 37 1715
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Reliastar Financial Corp. Common Stocks 75952U103 612 10,700 SH x x 22 10700
1,585 30,229 SH x 31 30229
37 700 SH x x 37 700
REMEC, Inc. Common Stocks 759543101 461 11,000 SH x 31 11000
92 2,200 SH x x 32 2200
8 200 SH x x 37 200
1,601 38,300 SH x x 44 38300
Remedy Corp. Common Stocks 759548100 588 7,099 SH x x 15 7099
1,962 35,200 SH x x 19 35200
273 4,900 SH x x 24 4900
3,803 68,214 SH x 31 68214
125 2,250 SH x x 32 2250
Renal Care Group, Inc. Common Stocks 759930100 2,866 117,275 SH x x 19 117275
3,839 157,000 SH x 31 157000
90 3,700 SH x x 32 3700
Rent-Way, Inc. Common Stocks 76009U104 292 10,000 SH x x 24 10000
371 12,700 SH x 31 12700
23 800 SH x x 32 800
Renters Choice, Inc. Common Stocks 760114108 20 900 SH x x 24 900
Repsol SA - ADR Common Stocks 76026T205 5,764 290,944 SH x x 25 290944
4,471 225,660 SH x 31 225660
Republic Bancorp, Inc. Common Stocks 760282103 80 9,240 SH x x 8 9240
247 27,590 SH x 31 27590
28 3,200 SH x x 32 3200
37 4,140 SH x x 37 4140
Republic Services, Inc. Common Stocks 760759100 239 13,700 SH x x 22 13700
82 5,100 SH x x 24 5100
1,486 92,882 SH x 31 92882
125 7,800 SH x x 32 7800
6,176 386,000 SH x x 44 386000
Res-Care, Inc. Common Stocks 760943100 2 300 SH x x 32 300
ResMed, Inc. Common Stocks 761152107 94 3,500 SH x x 24 3500
94 3,500 SH x 31 3500
37 1,400 SH x x 32 1400
Respironics, Inc. Common Stocks 761230101 166 9,300 SH x x 24 9300
184 10,200 SH x 31 10200
13 700 SH x x 32 700
Reuters Group PLC - ADR Common Stocks 76132M102 39 260 SH x x 18 260
Revlon, Inc. Class A Common Stocks 761525500 4 659 SH x 31 659
Rexall Sundown, Inc. Common Stocks 761648104 29 1,200 SH x x 32 1200
Reynolds & Reynolds Co.
Class A Common Stocks 761695105 5 200 SH x x 22 200
44 2,400 SH x 31 2400
95 5,200 SH x x 32 5200
Richmond County Financial
Corp. Common Stocks 764556106 677 35,500 SH x x 8 35500
2,096 104,400 SH x x 21 104400
198 10,400 SH x x 24 10400
2,729 142,700 SH x 31 142700
42 2,200 SH x x 32 2200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Riggs National Corp. Common Stocks 766570105 29 2,300 SH x 31 2300
18 1,400 SH x x 32 1400
Ritchie Brothers
Auctioneers, Inc. Common Stocks 767744105 1,987 55,900 SH x x 30 55900
Rite Aid Corp. Common Stocks 767754104 50 7,666 SH x 31 7666
Riviana Foods, Inc. Common Stocks 769536103 3 200 SH x x 32 200
Roadway Express, Inc. Common Stocks 769742107 390 16,900 SH x x 8 16900
217 9,400 SH x x 24 9400
909 38,800 SH x 31 38800
21 900 SH x x 32 900
23 1,000 SH x x 37 1000
Robert Half
International, Inc. Common Stocks 770323103 1,645 54,800 SH x x 21 54800
405 14,200 SH x x 24 14200
10,942 383,934 SH x 31 383934
185 6,500 SH x x 32 6500
4,102 135,000 SH x x 42 135000
Robotic Vision Systems,
Inc. Common Stocks 771074101 772 40,000 SH x x 21 40000
662 36,800 SH x 31 36800
79 4,300 SH x x 32 4300
Rochester Gas & Electric
Corp. Common Stocks 771367109 47 2,100 SH x x 24 2100
160 7,200 SH x x 37 7200
Rock-Tenn Co. Class A Common Stocks 772739207 8 900 SH x x 32 900
Rockwell International
Corp. Common Stocks 773903109 1,515 48,110 SH x x 6 48110
347 11,000 SH x x 9 11000
1,765 51,200 SH x x 22 51200
986 31,300 SH x x 24 31300
293 9,300 SH x x 26 9300
4,977 158,000 SH x 31 158000
Rogers Corp. Common Stocks 775133101 875 25,000 SH x x 8 25000
14 400 SH x x 24 400
32 900 SH x 31 900
46 1,300 SH x x 32 1300
Rohm & Haas Co. Common Stocks 775371107 800 23,200 SH x x 8 23200
7,204 208,800 SH x x 9 208800
348 10,100 SH x x 24 10100
2,643 76,612 SH x 31 76612
Rollins Truck Leasing Corp. Common Stocks 775741101 180 26,000 SH x x 8 26000
101 9,800 SH x x 24 9800
1,454 209,575 SH x 31 209575
26 3,720 SH x x 37 3720
Roper Industries, Inc. Common Stocks 776696106 38 1,500 SH x x 32 1500
Roslyn Bancorp, Inc. Common Stocks 778162107 938 56,400 SH x x 8 56400
183 7,400 SH x x 24 7400
1,449 87,262 SH x 31 87262
20 1,200 SH x x 37 1200
Ross Stores, Inc. Common Stocks 778296103 2,793 164,300 SH x x 3 164300
221 11,900 SH x x 22 11900
3,372 197,618 SH x 31 197618
9 500 SH x x 37 500
1,945 114,400 SH x x 44 114400
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Rostelecom - ADR Common Stocks 778529107 123 9,000 SH x 31 9000
142 9,350 SH x x 35 9350
Rouse Co. (The) Common Stocks 779273101 3,911 158,000 SH x x 2 158000
2,453 99,100 SH x x 23 99100
128 5,161 SH x 31 5161
5 200 SH x x 37 200
Rowan Cos., Inc. Common Stocks 779382100 3,782 124,500 SH x x 3 124500
546 16,900 SH x x 24 16900
325 10,700 SH x x 26 10700
5,348 176,061 SH x 31 176061
Royal Dutch Petroleum Co. Common Stocks 780257804 23,720 385,300 SH x x 9 385300
3,965 64,400 SH x x 22 64400
1,460 23,712 SH x x 24 23712
831 13,500 SH x x 26 13500
Ruby Tuesday, Inc. Common Stocks 781182100 1,136 90,400 SH x x 8 90400
1,234 98,200 SH x 31 98200
53 4,200 SH x x 32 4200
58 4,600 SH x x 37 4600
Ruddick Corp. Common Stocks 781258108 11 900 SH x 31 900
25 2,100 SH x x 32 2100
Russell Corp. Common Stocks 782352108 502 25,100 SH x x 8 25100
258 11,900 SH x x 22 11900
118 5,900 SH x x 26 5900
1,614 80,700 SH x 31 80700
138 6,900 SH x x 37 6900
Ryan's Family Steak
Houses, Inc. Common Stocks 783519101 1,672 199,600 SH x x 3 199600
245 29,200 SH x x 8 29200
153 18,200 SH x x 24 18200
2,586 306,500 SH x 31 306500
21 2,500 SH x x 32 2500
Ryder System, Inc. Common Stocks 783549108 661 34,900 SH x x 8 34900
24 1,100 SH x x 22 1100
198 9,700 SH x x 24 9700
2,873 151,734 SH x 31 151734
4 200 SH x x 37 200
Ryland Group, Inc. Common Stocks 783764103 310 14,000 SH x x 8 14000
470 19,700 SH x x 24 19700
1,274 57,600 SH x 31 57600
22 1,000 SH x x 32 1000
102 4,630 SH x x 37 4630
S&T Bancorp, Inc. Common Stocks 783859101 4 200 SH x x 32 200
4 200 SH x x 37 200
SBC Communications, Inc. Common Stocks 78387G103 9,353 204,040 SH x x 4 204040
8,659 189,742 SH x x 8 189742
29,226 674,666 SH x x 9 674666
2,361 54,600 SH x x 15 54600
30,230 656,849 SH x x 22 656849
6,890 158,996 SH x x 24 158996
5,667 131,018 SH x x 26 131018
4,662 107,800 SH x x 27 107800
102,976 2,380,942 SH x 31 2380942
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SCI Systems, Inc. Common Stocks 783890106 962 23,000 SH x x 8 23000
406 9,400 SH x x 22 9400
580 14,800 SH x x 24 14800
282 7,200 SH x x 26 7200
3,400 86,752 SH x 31 86752
400 10,200 SH x x 32 10200
66 1,700 SH x x 37 1700
SCM Microsystems, Inc. Common Stocks 784018103 48 800 SH x x 32 800
SCP Pool Corp. Common Stocks 784028102 234 10,050 SH x x 24 10050
264 11,250 SH x 31 11250
17 750 SH x x 32 750
SDL, Inc. Common Stocks 784076101 1,084 3,800 SH x x 6 3800
9,391 32,300 SH x x 8 32300
171 600 SH x x 9 600
399 1,400 SH x x 22 1400
48,967 171,702 SH x 31 171702
913 3,200 SH x x 32 3200
12,608 41,400 SH x x 42 41400
7,096 22,530 SH x x 43 22530
SEI Corp. Common Stocks 784117103 61 1,500 SH x x 22 1500
34 864 SH x 31 864
122 3,000 SH x x 32 3000
SEMCO Energy, Inc. Common Stocks 78412D109 17 1,300 SH x x 32 1300
SFX Entertainment, Inc. Common Stocks 784178105 6,212 137,100 SH x x 15 137100
15,891 350,702 SH x 31 350702
136 3,000 SH x x 32 3000
SJW Corp. Common Stocks 784305104 12 100 SH x x 32 100
SK Telecom Co., Ltd. - ADR Common Stocks 78440P108 16 290 SH x x 7 290
782 21,540 SH x x 36 21540
SL Green Realty Corp. Common Stocks 78440X101 6,733 251,700 SH x x 2 251700
885 33,100 SH x x 8 33100
348 13,000 SH x x 24 13000
1,124 42,000 SH x 31 42000
40 1,500 SH x x 32 1500
SLM Holding Corp. Common Stocks 78442A109 337 9,000 SH x x 24 9000
960 25,648 SH x 31 25648
SPS Technologies, Inc. Common Stocks 784626103 3,306 80,500 SH x x 3 80500
33 800 SH x x 32 800
SPSS, Inc. Common Stocks 78462K102 12 400 SH x x 32 400
SPX Corp. Common Stocks 784635104 755 6,100 SH x x 24 6100
1,130 9,340 SH x 31 9340
36 300 SH x x 32 300
S3, Inc. Common Stocks 784849101 50 3,400 SH x x 32 3400
SABRE Group Holdings, Inc.
(The), Class A Common Stocks 785905100 316 11,100 SH x x 6 11100
2,941 98,912 SH x x 22 98912
2,038 71,500 SH x x 24 71500
4,753 166,779 SH x 31 166779
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SAFECO Corp. Common Stocks 786429100 3,337 167,900 SH x x 8 167900
366 18,430 SH x x 26 18430
3,652 183,747 SH x 31 183747
Safeguard Scientifics, Inc. Common Stocks 786449108 1,930 60,200 SH x x 19 60200
799 23,500 SH x x 22 23500
77 2,400 SH x x 24 2400
4,286 133,679 SH x 31 133679
218 6,800 SH x x 32 6800
83 2,600 SH x x 37 2600
Safeway, Inc. Common Stocks 786514208 2,322 51,453 SH x x 6 51453
384 8,500 SH x x 9 8500
59 1,300 SH x x 26 1300
4,170 92,400 SH x x 27 92400
12,381 274,402 SH x 31 274402
Saga Communications
Class A Common Stocks 786598102 20 900 SH x x 24 900
79 3,600 SH x 31 3600
St. Joe Co. (The) Common Stocks 790148100 3,180 106,000 SH x x 3 106000
93 3,100 SH x x 24 3100
2,838 94,605 SH x 31 94605
12 400 SH x x 32 400
St. Jude Medical, Inc. Common Stocks 790849103 1,262 27,500 SH x x 9 27500
224 4,500 SH x x 22 4500
642 13,600 SH x x 24 13600
78 1,700 SH x x 26 1700
2,025 44,137 SH x 31 44137
138 3,000 SH x x 37 3000
St. Mary Land &
Exploration Co. Common Stocks 792228108 38 900 SH x 31 900
46 1,100 SH x x 32 1100
St. Paul Cos., Inc. Common Stocks 792860108 7,342 204,400 SH x x 4 204400
1,574 46,110 SH x x 8 46110
732 19,600 SH x x 22 19600
24 700 SH x x 24 700
171 5,000 SH x x 26 5000
15,333 449,328 SH x 31 449328
Saks, Inc. Common Stocks 79377W108 245 21,400 SH x x 22 21400
158 15,000 SH x x 24 15000
607 57,796 SH x 31 57796
81 7,700 SH x x 32 7700
Salton, Inc. Common Stocks 795757103 453 8,282 SH x x 15 8282
1,406 36,200 SH x x 21 36200
944 23,650 SH x x 24 23650
2,653 71,950 SH x 31 71950
26 700 SH x x 32 700
Sandisk Corp. Common Stocks 80004C101 379 6,200 SH x x 24 6200
985 16,100 SH x 31 16100
250 4,080 SH x x 32 4080
3,072 50,200 SH x x 44 50200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Sanmina Corp. Common Stocks 800907107 752 8,800 SH x x 6 8800
26 300 SH x x 9 300
467 5,460 SH x x 24 5460
2,125 24,854 SH x 31 24854
108 1,260 SH x x 32 1260
120 1,400 SH x x 37 1400
SangStat Medical Corp. New Common Stocks 801003104 2,203 76,300 SH x 31 76300
9 300 SH x x 32 300
Santa Isabel SA - ADR Common Stocks 802233106 253 21,800 SH x x 7 21800
SAP AG - ADR Common Stocks 803054204 1 20 SH x x 11 20
Sapient Corp. Common Stocks 803062108 1,015 9,500 SH x x 19 9500
374 3,500 SH x x 24 3500
1,810 16,928 SH x 31 16928
96 900 SH x x 32 900
Sara Lee Corp. Common Stocks 803111103 835 39,500 SH x x 22 39500
1,869 96,775 SH x 31 96775
Saul Centers, Inc. Common Stocks 804395101 19 1,200 SH x 31 1200
Sawtek, Inc. Common Stocks 805468105 1,552 25,600 SH x x 21 25600
12 200 SH x x 22 200
282 4,900 SH x x 24 4900
1,710 29,700 SH x 31 29700
81 1,400 SH x x 32 1400
Henry Schein, Inc. Common Stocks 806407102 2 100 SH x x 32 100
Schering-Plough Corp. Common Stocks 806605101 16,187 299,400 SH x x 1 299400
15,887 314,600 SH x x 9 314600
3,384 67,000 SH x x 22 67000
4,373 86,600 SH x x 24 86600
37,027 733,210 SH x 31 733210
2,480 49,100 SH x x 40 49100
5,487 102,200 SH x x 42 102200
Schlumberger, Ltd. Common Stocks 806857108 910 12,200 SH x x 24 12200
254 3,400 SH x x 26 3400
15,620 209,316 SH x 31 209316
4,530 60,699 SH x x 39 60699
7 100 SH x x 42 100
Scholastic Corp. Common Stocks 807066105 1,537 25,200 SH x x 8 25200
37 600 SH x x 24 600
1,779 29,100 SH x 31 29100
61 1,000 SH x x 32 1000
School Specialty, Inc. Common Stocks 807863105 15 800 SH x x 32 800
Schultz Sav-o Stores, Inc. Common Stocks 808196109 1,434 138,250 SH x x 3 138250
1,712 165,000 SH x 31 165000
Schwab (Charles) Corp. Common Stocks 808513105 0 1 SH x x 6 1
5,365 159,541 SH x x 9 159541
1,115 33,171 SH x 31 33171
4 112 SH x x 32 112
32 942 SH x x 37 942
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Schweitzer-Mauduit
International, Inc. Common Stocks 808541106 164 13,100 SH x x 8 13100
151 12,100 SH x x 24 12100
706 56,500 SH x 31 56500
14 1,100 SH x x 32 1100
5 400 SH x x 37 400
Scientific-Atlanta, Inc. Common Stocks 808655104 45 600 SH x x 9 600
3,196 42,900 SH x x 10 42900
354 3,200 SH x x 24 3200
75 1,000 SH x x 26 1000
4,857 65,200 SH x 31 65200
253 3,400 SH x x 32 3400
Scitex Corp., Ltd. Common Stocks 809090103 210 19,000 SH x x 26 19000
310 28,000 SH x 31 28000
Scotts Co. (The) Class A Common Stocks 810186106 26 700 SH x x 32 700
Scripps (E.W.) Co. Class A Common Stocks 811054204 3,270 66,400 SH x x 3 66400
3,440 69,856 SH x 31 69856
94 1,900 SH x x 32 1900
79 1,600 SH x x 37 1600
Seagate Technology Common Stocks 811804103 30 542 SH x x 6 542
6,897 125,400 SH x x 9 125400
6,069 106,900 SH x x 22 106900
3,952 71,858 SH x 31 71858
Seagram Co., Ltd. Common Stocks 811850106 19,876 342,700 SH x x 9 342700
162 2,800 SH x x 13 2800
7,099 122,400 SH x x 15 122400
41 700 SH x x 26 700
20,325 350,430 SH x 31 350430
Seacor Holdings, Inc. Common Stocks 811904101 702 15,750 SH x x 24 15750
464 12,000 SH x 31 12000
46 1,200 SH x x 32 1200
Sealed Air Corp. New Common Stocks 81211K100 132 2,520 SH x 31 2520
Sears Roebuck & Co. Common Stocks 812387108 868 26,600 SH x x 6 26600
3,614 104,170 SH x x 8 104170
2,153 66,000 SH x x 9 66000
10,588 317,800 SH x x 22 317800
1,018 31,200 SH x x 24 31200
1,458 44,700 SH x x 26 44700
12,447 381,515 SH x 31 381515
Seitel, Inc. Common Stocks 816074306 65 5,400 SH x x 24 5400
238 29,300 SH x 31 29300
8 1,000 SH x x 32 1000
25 3,100 SH x x 37 3100
Selective Insurance Group,
Inc. Common Stocks 816300107 278 14,900 SH x x 8 14900
272 14,300 SH x 31 14300
24 1,300 SH x x 32 1300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Semtech Corp. Common Stocks 816850101 1,707 21,300 SH x x 21 21300
342 4,500 SH x x 24 4500
1,989 26,000 SH x 31 26000
175 2,300 SH x x 32 2300
Sempra Energy Common Stocks 816851109 2,070 111,200 SH x x 22 111200
1,353 79,600 SH x x 24 79600
4,261 250,622 SH x 31 250622
Semitool, Inc. Common Stocks 816909105 3 200 SH x x 32 200
Sensormatic Electronics
Corp. Common Stocks 817265101 109 5,300 SH x x 24 5300
77 4,900 SH x 31 4900
76 4,800 SH x x 32 4800
Sepracor, Inc. Common Stocks 817315104 565 4,680 SH x 31 4680
Service Corp.
International Common Stocks 817565104 26 8,104 SH x 31 8104
ServiceMaster Co. Common Stocks 81760N109 265 23,263 SH x 31 23263
10 900 SH x x 37 900
Shared Medical Systems Common Stocks 819486101 49 672 SH x 31 672
Shaw Group, Inc. (The) Common Stocks 820280105 391 8,300 SH x x 8 8300
547 11,600 SH x 31 11600
14 300 SH x x 32 300
Shaw Industries, Inc. Common Stocks 820286102 2,068 163,100 SH x x 22 163100
1,594 127,534 SH x 31 127534
70 5,600 SH x x 32 5600
155 12,400 SH x x 37 12400
Sherwin-Williams Co. Common Stocks 824348106 2,743 129,467 SH x x 6 129467
860 37,100 SH x x 22 37100
42 2,000 SH x x 24 2000
962 45,400 SH x x 26 45400
4,412 208,250 SH x 31 208250
Shire Pharmaceuticals
Group PLC ADR Common Stocks 82481R106 3,507 67,607 SH x 31 67607
ShopKo Stores, Inc. Common Stocks 824911101 294 19,100 SH x x 24 19100
689 44,800 SH x 31 44800
34 2,200 SH x x 32 2200
Shop At Home, Inc. Common Stocks 825066301 227 33,995 SH x x 15 33995
271 57,939 SH x 31 57939
Shurgard Storage Centers,
Inc. Class A Common Stocks 82567D104 1,973 87,700 SH x x 23 87700
2,331 103,600 SH x 31 103600
18 800 SH x x 37 800
Siebel Systems, Inc. Common Stocks 826170102 1,881 11,500 SH x x 6 11500
3,912 22,900 SH x x 8 22900
8,832 54,000 SH x x 9 54000
720 4,400 SH x x 22 4400
49 300 SH x x 24 300
11,107 67,906 SH x 31 67906
3,003 17,100 SH x x 42 17100
SIFCO Industries Common Stocks 826546103 815 130,400 SH x x 3 130400
Sigma Aldrich Corp. Common Stocks 826552101 2,565 87,700 SH x x 6 87700
202 6,900 SH x x 8 6900
1,786 58,300 SH x x 22 58300
298 10,200 SH x x 24 10200
2,625 89,750 SH x 31 89750
73 2,500 SH x x 37 2500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Silicon Graphics, Inc. Common Stocks 827056102 21 5,512 SH x 31 5512
Silicon Storage
Technology, Inc. Common Stocks 827057100 724 8,200 SH x x 6 8200
1,590 18,000 SH x x 19 18000
168 1,900 SH x x 24 1900
2,208 25,000 SH x 31 25000
44 500 SH x x 32 500
Silicon Valley Bancshares Common Stocks 827064106 5,305 121,800 SH x x 8 121800
2,345 52,200 SH x x 21 52200
971 18,800 SH x x 24 18800
12,012 281,800 SH x 31 281800
55 1,300 SH x x 32 1300
179 4,200 SH x x 37 4200
12,464 292,400 SH x x 44 292400
Silicon Valley Group, Inc. Common Stocks 827066101 103 4,000 SH x x 24 4000
445 17,200 SH x 31 17200
5 200 SH x x 32 200
Siliconix, Inc. Common Stocks 827079203 319 3,800 SH x x 24 3800
115 1,700 SH x 31 1700
Simmons First National
Corp. Class A Common Stocks 828730200 11 500 SH x x 32 500
Simon Property Group, Inc. Common Stocks 828806109 6,758 304,600 SH x x 2 304600
752 31,000 SH x x 22 31000
7,920 356,950 SH x x 23 356950
1,318 59,398 SH x 31 59398
122 5,500 SH x x 32 5500
Simpson Industries, Inc. Common Stocks 829060102 136 18,100 SH x 31 18100
Simpson Manufacturing
Co., Inc. Common Stocks 829073105 363 7,600 SH x x 8 7600
239 5,000 SH x x 24 5000
736 15,400 SH x 31 15400
38 800 SH x x 32 800
SIPEX Corp. Common Stocks 829909100 30 1,100 SH x x 32 1100
Sky Financial Group, Inc. Common Stocks 83080P103 53 3,300 SH x x 32 3300
Skywest, Inc. Common Stocks 830879102 773 20,900 SH x x 8 20900
668 18,050 SH x x 19 18050
204 5,500 SH x x 24 5500
1,957 52,800 SH x 31 52800
19 500 SH x x 32 500
Smart & Final, Inc. Common Stocks 831683107 13 1,700 SH x 31 1700
9 1,200 SH x x 37 1200
Smith (A.O.) Corp. Common Stocks 831865209 81 2,600 SH x x 24 2600
31 1,500 SH x x 32 1500
Smith International, Inc. Common Stocks 832110100 3,444 47,300 SH x x 8 47300
3,182 43,700 SH x x 10 43700
319 4,000 SH x x 22 4000
393 5,400 SH x x 24 5400
8,259 113,423 SH x 31 113423
95 1,300 SH x x 32 1300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Smith (Charles E.)
Residential Realty, Inc. Common Stocks 832197107 4,093 107,700 SH x x 2 107700
2,911 76,600 SH x x 3 76600
5,793 152,450 SH x x 23 152450
3,120 82,109 SH x 31 82109
8,577 225,700 SH x x 41 225700
Smithfield Foods, Inc. Common Stocks 832248108 56 2,000 SH x x 32 2000
Smucker (J.M.) Co. Common Stocks 832696108 35 1,800 SH x x 32 1800
Smurfit-Stone Container
Corp. Common Stocks 832727101 1,487 116,000 SH x x 9 116000
109 8,000 SH x x 22 8000
191 14,900 SH x x 24 14900
491 38,145 SH x 31 38145
82 6,400 SH x x 32 6400
Snyder Communications, Inc. Common Stocks 832914105 34 1,444 SH x 31 1444
57 2,400 SH x x 32 2400
Snap-On Tools Corp. Common Stocks 833034101 45 1,708 SH x 31 1708
Sociedad Quimica Y Minera
de Chile SA - ADR Common Stocks 833635105 67 3,020 SH x 31 3020
48 2,150 SH x x 33 2150
Sodexho Marriott Services,
Inc. Common Stocks 833793102 15 926 SH x 31 926
SoftNet Systems, Inc. Common Stocks 833964100 602 62,550 SH x 31 62550
Solectron Corp. Common Stocks 834182107 463 11,600 SH x x 1 11600
1,925 45,968 SH x x 6 45968
109 2,600 SH x x 9 2600
34 800 SH x x 24 800
629 15,028 SH x 31 15028
Solutia, Inc. Common Stocks 834376105 180 13,100 SH x x 24 13100
319 23,168 SH x 31 23168
Sonic Corp. Common Stocks 835451105 46 1,550 SH x x 32 1550
Sonic Automotive, Inc. Common Stocks 83545G102 199 18,600 SH x x 24 18600
363 34,000 SH x 31 34000
Sonic Foundry, Inc. Common Stocks 83545R108 492 15,770 SH x x 15 15770
860 40,962 SH x 31 40962
Sonoco Products Co. Common Stocks 835495102 167 8,100 SH x x 24 8100
420 20,442 SH x 31 20442
109 5,300 SH x x 32 5300
43 2,100 SH x x 37 2100
SonoSite, Inc. Common Stocks 83568G104 997 34,608 SH x 31 34608
1,613 56,100 SH x x 44 56100
Sony Corp. - ADR Common Stocks 835699307 476 3,400 SH x x 18 3400
10,931 115,902 SH x 31 115902
3,618 38,357 SH x x 39 38357
Sotheby's Holdings Co.,
Inc. Class A Common Stocks 835898107 22 1,237 SH x 31 1237
Source Information Mgmt
Co. (The) Common Stocks 836151209 227 14,900 SH x 31 14900
1,534 101,000 SH x x 44 101000
South Jersey Industries,
Inc. Common Stocks 838518108 138 5,300 SH x x 8 5300
66 1,900 SH x x 24 1900
268 10,300 SH x 31 10300
16 600 SH x x 32 600
8 300 SH x x 37 300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Southdown, Inc. Common Stocks 841297104 2,743 47,500 SH x x 3 47500
12 200 SH x x 22 200
710 12,300 SH x x 24 12300
2,745 47,539 SH x 31 47539
Southern Co. Common Stocks 842587107 3,274 140,460 SH x x 6 140460
1,577 61,800 SH x x 22 61800
131 5,600 SH x x 24 5600
1,287 55,200 SH x x 26 55200
6,118 262,448 SH x 31 262448
Southern Peru Copper Corp. Common Stocks 843611104 121 9,900 SH x 31 9900
89 7,300 SH x x 33 7300
SouthTrust Corp. Common Stocks 844730101 1,060 43,570 SH x x 8 43570
2,489 110,000 SH x x 9 110000
3,957 171,550 SH x x 22 171550
4,660 205,976 SH x 31 205976
Southwest Airlines Co. Common Stocks 844741108 466 22,500 SH x x 22 22500
967 51,085 SH x 31 51085
Southwest Bancorporation
of Texas, Inc. Common Stocks 84476R109 145 7,000 SH x x 24 7000
89 4,300 SH x 31 4300
8 400 SH x x 32 400
Southwest Gas Corp. Common Stocks 844895102 54 3,100 SH x 31 3100
39 2,200 SH x x 32 2200
4 200 SH x x 37 200
Southwest Securities
Group, Inc. Common Stocks 845224104 1,162 31,200 SH x x 8 31200
205 5,500 SH x x 24 5500
1,386 37,200 SH x 31 37200
15 400 SH x x 32 400
Southwestern Energy Co. Common Stocks 845467109 80 12,800 SH x 31 12800
6 900 SH x x 32 900
31 4,930 SH x x 37 4930
Sovereign Bancorp, Inc. Common Stocks 845905108 1,255 178,524 SH x x 3 178524
963 137,000 SH x x 8 137000
2,378 338,246 SH x 31 338246
79 11,300 SH x x 32 11300
Sovran Self Storage, Inc. Common Stocks 84610H108 1,816 84,700 SH x x 3 84700
2,217 103,400 SH x 31 103400
9 400 SH x x 37 400
Spartech Corp. Common Stocks 847220209 807 29,900 SH x x 8 29900
100 2,500 SH x x 24 2500
637 23,600 SH x 31 23600
43 1,600 SH x x 32 1600
Specialty Equipment Cos.,
Inc. Common Stocks 847497203 16 600 SH x x 32 600
Spectralink Corp. Common Stocks 847580107 593 27,425 SH x x 15 27425
848 57,987 SH x 31 57987
1 100 SH x x 32 100
Speedway Motorsports, Inc. Common Stocks 847788106 9 410 SH x 31 410
16 700 SH x x 32 700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Spiegel, Inc. Class A Common Stocks 848457107 311 37,300 SH x x 8 37300
219 25,800 SH x 31 25800
Spieker Properties, Inc. Common Stocks 848497103 12,351 268,500 SH x x 2 268500
62 1,200 SH x x 22 1200
7,291 158,500 SH x x 23 158500
1,278 24,435 SH x x 24 24435
2,234 48,562 SH x 31 48562
69 1,500 SH x x 37 1500
6,325 137,500 SH x x 41 137500
SportsLine.com, Inc. New Common Stocks 848934105 87 5,100 SH x 31 5100
2 100 SH x x 32 100
Springs Industries, Inc. Common Stocks 851783100 1,777 55,200 SH x x 8 55200
247 6,800 SH x x 24 6800
2,160 67,100 SH x 31 67100
29 900 SH x x 37 900
Sprint Corp. (Fon Group) Common Stocks 852061100 2,624 45,300 SH x x 1 45300
6,337 117,792 SH x x 4 117792
566 11,100 SH x x 9 11100
8,251 152,100 SH x x 22 152100
1,928 37,800 SH x x 24 37800
2,420 47,450 SH x x 26 47450
31,018 608,197 SH x 31 608197
474 9,300 SH x x 40 9300
Sprint Corp. (PCS Group) Common Stocks 852061506 6,688 112,400 SH x x 9 112400
3,616 58,400 SH x x 22 58400
95 1,600 SH x x 26 1600
702 11,800 SH x x 27 11800
44,214 743,096 SH x 31 743096
7,412 124,575 SH x x 39 124575
3,435 54,100 SH x x 42 54100
Spyglass, Inc. Common Stocks 852192103 6 200 SH x x 32 200
STAAR Surgical Co. New Common Stocks 852312305 486 29,397 SH x x 15 29397
769 68,728 SH x 31 68728
Standard Pacific Corp. Common Stocks 85375C101 303 30,300 SH x x 8 30300
244 24,400 SH x x 24 24400
578 57,800 SH x 31 57800
14 1,400 SH x x 32 1400
12 1,200 SH x x 37 1200
Standard Register Co. Common Stocks 853887107 288 20,200 SH x x 8 20200
79 5,100 SH x x 22 5100
393 27,600 SH x 31 27600
13 900 SH x x 32 900
4 300 SH x x 37 300
Standex International Corp. Common Stocks 854231107 146 9,200 SH x x 24 9200
173 10,900 SH x 31 10900
6 400 SH x x 32 400
Stanley Works (The) Common Stocks 854616109 254 9,900 SH x x 24 9900
544 22,900 SH x x 26 22900
1,420 59,775 SH x 31 59775
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Staples, Inc. Common Stocks 855030102 210 13,636 SH x 31 13636
Starbucks Corp. Common Stocks 855244109 207 5,432 SH x 31 5432
Starrett (L.S.) Co. Class A Common Stocks 855668109 947 54,100 SH x x 3 54100
1,409 80,500 SH x 31 80500
StarTek, Inc. Common Stocks 85569C107 988 18,600 SH x x 21 18600
171 3,400 SH x x 24 3400
1,068 21,200 SH x 31 21200
5 100 SH x x 32 100
State Auto Financial Corp. Common Stocks 855707105 32 2,700 SH x x 24 2700
148 12,500 SH x 31 12500
12 1,000 SH x x 32 1000
State Street Corp. Common Stocks 857477103 1,559 14,700 SH x x 8 14700
1,338 11,500 SH x x 22 11500
106 1,000 SH x x 26 1000
4,444 41,900 SH x 31 41900
4,624 43,600 SH x x 44 43600
Staten Island Bancorp, Inc. Common Stocks 857550107 825 46,800 SH x x 8 46800
932 52,900 SH x 31 52900
48 2,700 SH x x 32 2700
16 900 SH x x 37 900
Station Casinos, Inc. Common Stocks 857689103 1,607 61,000 SH x x 21 61000
210 8,400 SH x x 24 8400
1,775 71,000 SH x 31 71000
43 1,700 SH x x 32 1700
23 900 SH x x 37 900
Steel Dynamics, Inc. Common Stocks 858119100 20 2,200 SH x x 32 2200
Steelcase, Inc. Class A Common Stocks 858155203 825 48,500 SH x x 8 48500
22 1,300 SH x x 24 1300
913 53,706 SH x 31 53706
Stein Mart, Inc. Common Stocks 858375108 7 700 SH x x 32 700
Stepan Co. Common Stocks 858586100 72 3,100 SH x 31 3100
12 500 SH x x 37 500
Sterling Bancshares, Inc. Common Stocks 858907108 4 400 SH x x 32 400
Stericycle, Inc. Common Stocks 858912108 16 700 SH x x 32 700
Steris Corp. Common Stocks 859152100 806 90,800 SH x 31 90800
33 3,700 SH x x 32 3700
STET Hellas
Telecommunications
SA - ADR Common Stocks 859823106 276 13,870 SH x 31 13870
295 13,600 SH x x 35 13600
Stewart & Stevenson
Services, Inc. Common Stocks 860342104 283 17,100 SH x x 22 17100
828 55,000 SH x 31 55000
30 2,000 SH x x 32 2000
48 3,200 SH x x 37 3200
Stewart Enterprises, Inc.
Class A Common Stocks 860370105 10 2,700 SH x 31 2700
Stewart Information
Services Corp. Common Stocks 860372101 339 23,200 SH x x 8 23200
336 23,000 SH x 31 23000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Stillwater Mining Co. Common Stocks 86074Q102 231 8,300 SH x x 24 8300
254 9,100 SH x 31 9100
36 1,300 SH x x 32 1300
STMicroelectronics (Regd) Common Stocks 861012102 4,260 44,700 SH x x 18 44700
459 7,158 SH x x 24 7158
2,446 38,105 SH x 31 38105
Stone Energy Corp. Common Stocks 861642106 54 900 SH x x 24 900
102 1,700 SH x x 32 1700
Stoneridge, Inc. Common Stocks 86183P102 185 21,100 SH x x 24 21100
316 36,100 SH x 31 36100
Storage USA, Inc. Common Stocks 861907103 153 3,500 SH x x 24 3500
89 3,000 SH x 31 3000
27 900 SH x x 37 900
Storage Technology Corp. Common Stocks 862111200 89 7,500 SH x x 22 7500
184 16,841 SH x 31 16841
55 5,000 SH x x 32 5000
Stride Rite Corp. Common Stocks 863314100 4 600 SH x x 32 600
Structural Dynamics
Research Corp. Common Stocks 863555108 172 10,400 SH x x 22 10400
357 23,700 SH x 31 23700
17 1,100 SH x x 32 1100
8 500 SH x x 37 500
Stryker Corp. Common Stocks 863667101 6,356 145,280 SH x 31 145280
214 4,900 SH x x 32 4900
2,803 60,100 SH x x 42 60100
Student Loan Corp., The Common Stocks 863902102 13 300 SH x x 32 300
8 200 SH x x 37 200
Sturm, Ruger & Co., Inc. Common Stocks 864159108 123 13,900 SH x x 8 13900
49 5,500 SH x x 24 5500
134 15,100 SH x 31 15100
12 1,400 SH x x 32 1400
Suiza Foods Corp. Common Stocks 865077101 1,241 25,400 SH x x 8 25400
7 100 SH x x 22 100
1,032 20,000 SH x x 24 20000
1,520 31,100 SH x 31 31100
54 1,100 SH x x 32 1100
78 1,600 SH x x 37 1600
Summit Bancorp Common Stocks 866005101 2,955 120,000 SH x x 9 120000
415 16,840 SH x x 26 16840
1,153 46,837 SH x 31 46837
Summit Properties, Inc. Common Stocks 866239106 2,795 133,100 SH x x 23 133100
76 3,600 SH x 31 3600
32 1,500 SH x x 32 1500
13 600 SH x x 37 600
Sun Communities, Inc. Common Stocks 866674104 2,234 66,800 SH x x 23 66800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Sun Microsystems, Inc. Common Stocks 866810104 4,721 47,500 SH x x 1 47500
6,811 74,900 SH x x 6 74900
17,262 180,790 SH x x 8 180790
39,403 433,300 SH x x 9 433300
14,381 157,900 SH x x 22 157900
2,092 23,000 SH x x 24 23000
4,692 51,600 SH x x 27 51600
108,568 1,193,874 SH x 31 1193874
7,577 83,319 SH x x 39 83319
473 5,200 SH x x 40 5200
6,562 67,600 SH x x 42 67600
18,803 186,090 SH x x 43 186090
Suncor Energy Inc Common Stocks 867229106 301 12,900 SH x 31 12900
SunGard Data Systems Common Stocks 867363103 1,969 63,500 SH x x 10 63500
5,864 188,234 SH x x 22 188234
101 2,200 SH x x 24 2200
2,663 85,896 SH x 31 85896
161 5,200 SH x x 32 5200
Sunglass Hut
International, Inc. Common Stocks 86736F106 63 7,700 SH x 31 7700
11 1,400 SH x x 32 1400
Sunoco, Inc. Common Stocks 86764P109 1,212 38,280 SH x x 8 38280
229 6,600 SH x x 24 6600
1,048 35,600 SH x x 26 35600
3,964 134,659 SH x 31 134659
9 300 SH x x 37 300
Sunrise Assisted Living,
Inc. Common Stocks 86768K106 7 400 SH x x 32 400
Sunrise Medical, Inc. Common Stocks 867910101 961 197,100 SH x 31 197100
SunTrust Banks, Inc. Common Stocks 867914103 439 9,612 SH x x 6 9612
681 14,900 SH x x 8 14900
1,568 31,660 SH x x 22 31660
594 13,000 SH x x 26 13000
4,221 92,389 SH x 31 92389
SuperGen, Inc. New Common Stocks 868059106 116 3,200 SH x x 24 3200
116 3,200 SH x 31 3200
33 900 SH x x 32 900
Superior Energy Services,
Inc. Common Stocks 868157108 1,891 182,300 SH x 31 182300
31 3,000 SH x x 32 3000
Superior Industries
International, Inc. Common Stocks 868168105 809 31,400 SH x x 8 31400
1,782 65,700 SH x x 21 65700
33 1,300 SH x x 24 1300
2,302 89,400 SH x 31 89400
36 1,400 SH x x 32 1400
SuperValu, Inc. Common Stocks 868536103 696 35,000 SH x x 22 35000
1,227 62,700 SH x x 24 62700
99 5,200 SH x x 26 5200
3,528 185,050 SH x 31 185050
90 4,700 SH x x 37 4700
Susquehanna Bancshares,
Inc. Common Stocks 869099101 14 1,000 SH x x 8 1000
70 4,900 SH x 31 4900
40 2,800 SH x x 32 2800
Swift Energy Co. Common Stocks 870738101 6 200 SH x x 32 200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Swift Transportation Co.,
Inc. Common Stocks 870756103 25 1,800 SH x x 32 1800
Sybase, Inc. Common Stocks 871130100 244 10,600 SH x x 8 10600
2,174 93,300 SH x x 22 93300
436 16,700 SH x x 24 16700
1,872 81,400 SH x 31 81400
122 5,300 SH x x 32 5300
124 5,400 SH x x 37 5400
Sybron International Corp. Common Stocks 87114f106 62 3,124 SH x 31 3124
119 6,000 SH x x 32 6000
Sylvan Learning Systems,
Inc. Common Stocks 871399101 15 1,110 SH x 31 1110
36 2,600 SH x x 32 2600
Symantec Corp. Common Stocks 871503108 1,981 36,000 SH x x 8 36000
1,483 27,500 SH x x 9 27500
1,069 18,800 SH x x 21 18800
2,432 44,800 SH x x 22 44800
453 8,400 SH x x 24 8400
4,212 78,087 SH x 31 78087
124 2,300 SH x x 32 2300
65 1,200 SH x x 37 1200
Symbol Technologies, Inc. Common Stocks 871508107 221 4,096 SH x 31 4096
414 7,675 SH x x 32 7675
Syncor International Corp. Common Stocks 87157J106 977 12,900 SH x x 21 12900
801 10,600 SH x x 24 10600
1,728 24,000 SH x 31 24000
14 200 SH x x 32 200
Synopsys, Inc. Common Stocks 871607107 259 7,500 SH x x 24 7500
389 11,259 SH x 31 11259
55 1,600 SH x x 32 1600
Synovus Financial Corp. Common Stocks 87161C105 128 7,275 SH x 31 7275
SYSCO Corp. Common Stocks 871829107 8,240 185,495 SH x x 8 185495
1,254 27,200 SH x x 22 27200
2,233 53,000 SH x x 24 53000
13,463 319,596 SH x 31 319596
Systems & Computer
Technology Corp. Common Stocks 871873105 769 38,450 SH x 31 38450
16 800 SH x x 32 800
TCF Financial Corp. Common Stocks 872275102 524 20,400 SH x x 8 20400
519 20,200 SH x x 9 20200
404 14,400 SH x x 22 14400
185 7,200 SH x x 24 7200
2,971 115,652 SH x 31 115652
121 4,700 SH x x 32 4700
100 3,900 SH x x 37 3900
TECO Energy, Inc. Common Stocks 872375100 247 12,300 SH x x 24 12300
366 18,250 SH x 31 18250
TEPPCO Partners L.P. Common Stocks 872384102 2,541 107,000 SH x 31 107000
TJX Cos., Inc. Common Stocks 872540109 5,828 310,800 SH x x 9 310800
166 8,850 SH x 31 8850
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRW, Inc. Common Stocks 872649108 230 5,300 SH x x 24 5300
435 10,030 SH x x 26 10030
1,968 45,369 SH x 31 45369
TMP Worldwide, Inc. Common Stocks 872941109 2,013 27,300 SH x x 6 27300
221 3,000 SH x x 22 3000
361 4,900 SH x x 24 4900
580 7,852 SH x 31 7852
Taiwan Semiconductor
Manufacturing Co.,
Ltd - ADR Common Stocks 874039100 3,351 58,257 SH x x 18 58257
16,366 422,345 SH x 31 422345
2,573 66,398 SH x x 33 66398
2,564 66,180 SH x x 34 66180
279 6,812 SH x x 35 6812
Talbots, Inc. Common Stocks 874161102 3,199 57,600 SH x x 8 57600
41 500 SH x x 24 500
2,324 42,300 SH x 31 42300
55 1,000 SH x x 32 1000
Talisman Energy, Inc. Common Stocks 87425E103 2,763 83,400 SH x x 3 83400
Tanger Factory Outlet
Centers, Inc. Common Stocks 875465106 132 5,600 SH x 31 5600
24 1,000 SH x x 37 1000
Taubman Centers, Inc. Common Stocks 876664103 2,259 205,400 SH x x 23 205400
47 4,300 SH x 31 4300
12 1,100 SH x x 37 1100
Tech Data Corp. Common Stocks 878237106 1,392 32,000 SH x x 24 32000
692 15,900 SH x x 26 15900
3,646 83,700 SH x 31 83700
57 1,300 SH x x 32 1300
Tech-Sym Corp. Common Stocks 878308105 2,104 74,800 SH x x 3 74800
2,405 85,500 SH x 31 85500
Techne Corp. Common Stocks 878377100 2,339 16,800 SH x x 8 16800
654 3,338 SH x x 15 3338
518 3,200 SH x x 24 3200
3,306 25,428 SH x 31 25428
185 1,400 SH x x 32 1400
Technitrol, Inc. Common Stocks 878555101 2,771 27,200 SH x x 8 27200
339 3,500 SH x x 24 3500
2,654 27,400 SH x 31 27400
136 1,400 SH x x 32 1400
Technology Solutions Co. Common Stocks 87872T108 6 900 SH x x 32 900
Tecumseh Products Co.
Class A Common Stocks 878895200 554 14,500 SH x x 8 14500
714 18,300 SH x x 24 18300
887 23,234 SH x 31 23234
Tekelec, Inc. Common Stocks 879101103 246 5,100 SH x x 24 5100
212 4,400 SH x 31 4400
92 1,900 SH x x 32 1900
Tektronix, Inc. Common Stocks 879131100 1,754 23,700 SH x x 8 23700
318 4,300 SH x x 24 4300
67 900 SH x x 26 900
1,110 15,000 SH x 31 15000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TelCom Semiconductor, Inc. Common Stocks 87921P107 44 1,100 SH x x 32 1100
Tele Celular Sul Preferred
Participacoes SA - ADR Stocks 879238103 394 8,700 SH x 31 8700
285 6,300 SH x x 34 6300
Tele Centro Sul Preferred
Participacoes SA - ADR Stocks 879239101 2,821 36,900 SH x x 7 36900
1,206 16,500 SH x 31 16500
1,197 15,700 SH x x 35 15700
Tele Norte Leste Preferred
Participacoes SA - ADR Stocks 879246106 1,772 74,991 SH x 31 74991
608 25,756 SH x x 34 25756
1,805 68,098 SH x x 35 68098
Tele Nordeste Celular Preferred
Participacoes SA - ADR Stocks 87924W109 429 6,200 SH x 31 6200
504 6,500 SH x x 35 6500
Telecom Argentina SA
Class B - ADR Common Stocks 879273209 468 17,000 SH x x 26 17000
1,273 46,300 SH x 31 46300
692 22,950 SH x x 35 22950
Telecomunicacoes Preferred
Brasileiras Stocks 879287308 690 7,100 SH x 31 7100
592 6,100 SH x x 34 6100
Teleflex, Inc. Common Stocks 879369106 13 354 SH x x 6 354
1,316 35,500 SH x x 8 35500
42 1,166 SH x 31 1166
63 1,700 SH x x 32 1700
Telefonica de Argentina
SA Class B - ADR Common Stocks 879378206 990 21,000 SH x x 18 21000
Telefonica de Espana
SA - ADR Common Stocks 879382208 510 6,700 SH x x 18 6700
1,742 27,185 SH x 31 27185
408 6,100 SH x x 38 6100
Telefonos de Mexico SA
Series L - ADR Common Stocks 879403780 8,184 134,400 SH x x 7 134400
3,833 45,200 SH x x 18 45200
1,942 34,000 SH x x 26 34000
26,214 458,884 SH x 31 458884
3,677 64,360 SH x x 33 64360
3,050 53,400 SH x x 34 53400
5,966 93,464 SH x x 35 93464
Telephone & Data Systems,
Inc. Common Stocks 879433100 2,482 23,500 SH x x 21 23500
1,535 14,000 SH x x 22 14000
812 8,100 SH x x 24 8100
8,531 85,101 SH x 31 85101
291 2,900 SH x x 32 2900
331 3,300 SH x x 37 3300
Telesp Celular Preferred
Participacoes SA - ADR Stocks 87952L108 915 20,400 SH x 31 20400
476 10,600 SH x x 34 10600
297 5,800 SH x x 35 5800
Teligent, Inc. Class A Common Stocks 87959Y100 16 694 SH x 31 694
Tellabs, Inc. Common Stocks 879664100 9,047 132,200 SH x x 9 132200
7,871 115,003 SH x 31 115003
3,439 47,100 SH x x 42 47100
Telxon Corp. Common Stocks 879700102 2,496 139,650 SH x 31 139650
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Temple-Inland, Inc. Common Stocks 879868107 1,756 41,800 SH x x 9 41800
344 7,600 SH x x 24 7600
512 12,200 SH x 31 12200
TeleTech Holdings, Inc. Common Stocks 879939106 455 14,000 SH x x 8 14000
430 9,340 SH x x 15 9340
12 400 SH x x 24 400
1,181 38,032 SH x 31 38032
51 1,650 SH x x 32 1650
Tenet Healthcare Corp. Common Stocks 88033G100 2,754 98,990 SH x x 8 98990
4,396 162,800 SH x x 9 162800
1,107 37,400 SH x x 22 37400
883 32,700 SH x x 24 32700
645 23,900 SH x x 26 23900
4,660 172,600 SH x x 27 172600
19,394 718,281 SH x 31 718281
7,217 267,300 SH x x 44 267300
Teradyne, Inc. Common Stocks 880770102 2,261 30,764 SH x x 3 30764
573 7,800 SH x x 6 7800
1,586 20,700 SH x x 8 20700
51 700 SH x x 9 700
9,255 124,800 SH x x 22 124800
81 1,100 SH x x 24 1100
147 2,000 SH x x 26 2000
6,077 82,682 SH x 31 82682
Terayon Communication
Systems, Inc. Common Stocks 880775101 822 12,800 SH x x 22 12800
276 4,300 SH x x 24 4300
353 5,500 SH x 31 5500
116 1,800 SH x x 32 1800
Terex Corp. Common Stocks 880779103 850 60,200 SH x x 8 60200
316 20,600 SH x x 24 20600
2,393 169,450 SH x 31 169450
18 1,300 SH x x 32 1300
Tesoro Petroleum Corp. Common Stocks 881609101 284 26,100 SH x x 24 26100
259 25,600 SH x 31 25600
17 1,700 SH x x 32 1700
Teva Pharmaceutical
Industries, Ltd. - ADR Common Stocks 881624209 2,212 39,900 SH x x 19 39900
7,861 141,802 SH x 31 141802
805 14,526 SH x x 33 14526
1,231 22,200 SH x x 34 22200
1,587 25,770 SH x x 35 25770
TETRA Technologies, Inc. Common Stocks 88162G103 2,530 110,600 SH x x 10 110600
3,717 162,500 SH x 31 162500
39 1,700 SH x x 32 1700
Texaco, Inc. Common Stocks 881694103 9,654 172,870 SH x x 4 172870
2,872 51,160 SH x x 8 51160
2,508 47,100 SH x x 9 47100
3,521 60,400 SH x x 22 60400
1,267 23,800 SH x x 24 23800
2,263 42,500 SH x x 26 42500
30,568 574,054 SH x 31 574054
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Texas Industries, Inc. Common Stocks 882491103 1,904 65,950 SH x x 3 65950
944 32,700 SH x x 8 32700
422 13,000 SH x x 24 13000
1,585 54,900 SH x 31 54900
23 800 SH x x 32 800
40 1,400 SH x x 37 1400
Texas Instruments, Inc. Common Stocks 882508104 8,504 114,800 SH x x 1 114800
4,451 64,800 SH x x 6 64800
3,791 51,900 SH x x 8 51900
28,739 418,400 SH x x 9 418400
2,116 30,800 SH x x 15 30800
2,006 29,200 SH x x 24 29200
45,205 658,129 SH x 31 658129
6,322 92,033 SH x x 39 92033
1,030 15,000 SH x x 40 15000
3,359 45,800 SH x x 42 45800
Texas Regional Bancshares,
Inc. Class A Common Stocks 882673106 1,263 47,400 SH x x 21 47400
211 8,300 SH x x 24 8300
1,391 54,800 SH x 31 54800
38 1,500 SH x x 32 1500
Texas Utilities Co. Common Stocks 882848104 953 31,600 SH x x 4 31600
254 8,600 SH x x 9 8600
Textron, Inc. Common Stocks 883203101 1,195 22,000 SH x x 3 22000
8,134 142,750 SH x x 4 142750
820 15,100 SH x x 6 15100
122 2,000 SH x x 22 2000
978 18,015 SH x x 24 18015
15,604 287,305 SH x 31 287305
Theragenics Corp. Common Stocks 883375107 30 3,500 SH x x 24 3500
93 10,900 SH x 31 10900
6 700 SH x x 32 700
Thermo Electron Corp. Common Stocks 883556102 299 14,200 SH x x 24 14200
511 24,250 SH x 31 24250
Thermo Instrument Systems,
Inc. Common Stocks 883559106 65 3,200 SH x x 22 3200
123 6,549 SH x 31 6549
13 700 SH x x 37 700
Thomas & Betts Corp. Common Stocks 884315102 413 21,600 SH x x 8 21600
33 1,700 SH x 31 1700
Thor Industries, Inc. Common Stocks 885160101 910 41,300 SH x x 21 41300
128 6,100 SH x x 24 6100
1,025 48,800 SH x 31 48800
4 200 SH x x 32 200
Thoratec Laboratories
Corp. Common Stocks 885175307 6 400 SH x x 32 400
Thornburg Mortgage Asset
Corp. Common Stocks 885218107 105 14,600 SH x x 24 14600
144 20,100 SH x 31 20100
3Com Corp. Common Stocks 885535104 1,750 30,400 SH x x 6 30400
138 2,400 SH x x 9 2400
2,970 51,600 SH x x 15 51600
6,262 107,000 SH x x 22 107000
541 9,400 SH x x 26 9400
11,633 201,872 SH x 31 201872
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Three-Five Systems, Inc. Common Stocks 88554L108 130 2,200 SH x x 24 2200
124 2,100 SH x 31 2100
112 1,900 SH x x 32 1900
Ticketmaster Online-
CitySearch, Inc. Class B Common Stocks 88633P203 19 1,163 SH x 31 1163
10 600 SH x x 32 600
Tidewater, Inc. Common Stocks 886423102 2,830 78,600 SH x x 3 78600
3,190 88,600 SH x x 8 88600
16 400 SH x x 22 400
550 14,400 SH x x 24 14400
5,789 160,800 SH x 31 160800
Tiffany & Co. Common Stocks 886547108 7,160 103,200 SH x x 8 103200
1,843 27,300 SH x x 10 27300
2,426 34,100 SH x x 21 34100
720 9,800 SH x x 24 9800
26,104 386,733 SH x 31 386733
61 900 SH x x 32 900
4,740 70,219 SH x x 39 70219
Timberland Co. Class A Common Stocks 887100105 476 6,000 SH x x 24 6000
397 5,600 SH x 31 5600
57 800 SH x x 32 800
Time Warner, Inc. Common Stocks 887315109 8,970 103,000 SH x x 1 103000
1,399 17,000 SH x x 4 17000
18,084 237,950 SH x x 9 237950
4,324 56,900 SH x x 15 56900
13,156 173,100 SH x x 22 173100
190 2,500 SH x x 26 2500
49,587 652,467 SH x 31 652467
6,571 86,464 SH x x 39 86464
Times Mirror Co. Class A Common Stocks 887364107 - 0 SH x 31
Timken Co. Common Stocks 887389104 571 28,100 SH x x 22 28100
337 16,500 SH x x 24 16500
2,403 129,000 SH x 31 129000
121 6,500 SH x x 37 6500
Titan Corp. Common Stocks 888266103 1,879 42,000 SH x x 10 42000
318 7,100 SH x x 24 7100
3,477 77,700 SH x 31 77700
112 2,500 SH x x 32 2500
Titan Pharmaceuticals,
Inc. Common Stocks 888314101 129 3,000 SH x x 24 3000
125 2,900 SH x 31 2900
39 900 SH x x 32 900
Titanium Metals Corp. Common Stocks 888339108 788 168,200 SH x 31 168200
Toll Brothers, Inc. Common Stocks 889478103 1,900 92,700 SH x x 3 92700
992 48,400 SH x x 8 48400
467 22,800 SH x x 24 22800
3,506 171,000 SH x 31 171000
27 1,300 SH x x 32 1300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Tollgrade Communications,
Inc. Common Stocks 889542106 979 7,000 SH x x 21 7000
172 1,300 SH x x 24 1300
1,020 7,700 SH x 31 7700
80 600 SH x x 32 600
Tootsie Roll Industries,
Inc. Common Stocks 890516107 2,169 61,984 SH x x 10 61984
4,941 141,180 SH x 31 141180
39 1,100 SH x x 32 1100
Topps Co., Inc. Common Stocks 890786106 1,524 127,900 SH x x 21 127900
718 56,700 SH x x 24 56700
1,819 158,200 SH x 31 158200
18 1,600 SH x x 32 1600
Torchmark Corp. Common Stocks 891027104 2,249 91,100 SH x x 9 91100
583 21,600 SH x x 22 21600
153 6,200 SH x x 24 6200
1,225 49,625 SH x 31 49625
Toro Co. Common Stocks 891092108 781 23,700 SH x x 8 23700
1,070 32,500 SH x 31 32500
26 800 SH x x 32 800
63 1,900 SH x x 37 1900
Toronto Dominion Bank (The) Common Stocks 891160509 648 18,000 SH x x 18 18000
Tosco Corp. Common Stocks 891490302 966 34,130 SH x x 8 34130
2,815 97,400 SH x x 22 97400
475 16,780 SH x x 26 16780
2,293 81,000 SH x x 27 81000
7,692 271,680 SH x 31 271680
Total Renal Care
Holdings, Inc. Common Stocks 89151A107 21 3,500 SH x x 32 3500
Total Fina SA - ADR Common Stocks 89151E109 8,194 106,670 SH x x 25 106670
6,452 83,999 SH x 31 83999
Tower Automotive, Inc. Common Stocks 891707101 33 2,600 SH x x 8 2600
1,055 81,400 SH x x 24 81400
1,228 98,200 SH x 31 98200
5 400 SH x x 32 400
Total Systems Services,
Inc. Common Stocks 891906109 298 17,100 SH x x 22 17100
503 31,665 SH x 31 31665
29 1,800 SH x x 32 1800
Toys "R" Us, Inc. Common Stocks 892335100 1,036 71,110 SH x x 8 71110
4,240 285,224 SH x x 22 285224
366 25,100 SH x x 24 25100
4,881 335,143 SH x 31 335143
Trammell Crow Co. Common Stocks 89288R106 94 8,700 SH x x 24 8700
91 8,500 SH x 31 8500
4 400 SH x x 32 400
Trans World Entertainment
Corp. Common Stocks 89336Q100 261 21,500 SH x 31 21500
12 1,000 SH x x 32 1000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Transaction Systems
Architects, Inc. Class A Common Stocks 893416107 7 400 SH x x 32 400
Transatlantic Holdings,
Inc. Common Stocks 893521104 2,152 25,700 SH x x 3 25700
814 9,720 SH x x 8 9720
3,643 43,502 SH x 31 43502
17 200 SH x x 37 200
TransMontaigne, Inc. Common Stocks 893934109 5 800 SH x x 32 800
TranSwitch Corp. Common Stocks 894065101 427 3,722 SH x x 15 3722
332 4,300 SH x x 24 4300
1,293 16,754 SH x 31 16754
255 3,300 SH x x 32 3300
Tredegar Industries, Inc. Common Stocks 894650100 4 200 SH x x 32 200
Trendwest Resorts, Inc. Common Stocks 894917103 84 5,200 SH x x 24 5200
77 4,800 SH x 31 4800
8 500 SH x x 32 500
Trenwick Group, Inc. Common Stocks 895290104 121 8,300 SH x x 8 8300
Triad Guaranty, Inc. Common Stocks 895925105 343 15,000 SH x x 24 15000
399 17,400 SH x 31 17400
21 900 SH x x 32 900
Tricon Global Restaurants,
Inc. Common Stocks 895953107 5,071 177,000 SH x x 22 177000
1,504 53,230 SH x 31 53230
Tribune Co. Common Stocks 896047107 6,741 183,660 SH x x 4 183660
3,345 95,574 SH x x 6 95574
958 25,000 SH x x 22 25000
931 26,600 SH x x 24 26600
12,082 345,203 SH x 31 345203
Tricom SA - ADR Common Stocks 89612A100 727 47,500 SH x 31 47500
328 21,400 SH x x 34 21400
Trigon Healthcare, Inc. Common Stocks 89618L100 1,310 25,400 SH x x 8 25400
270 5,000 SH x x 22 5000
944 17,200 SH x x 24 17200
1,005 19,500 SH x x 26 19500
5,846 113,379 SH x 31 113379
237 4,600 SH x x 37 4600
Trimble Navigation, Ltd. Common Stocks 896239100 156 3,200 SH x x 24 3200
127 2,600 SH x 31 2600
63 1,300 SH x x 32 1300
Trimeris, Inc. Common Stocks 896263100 133 1,900 SH x x 24 1900
133 1,900 SH x 31 1900
42 600 SH x x 32 600
Trinity Industries, Inc. Common Stocks 896522109 1,147 62,000 SH x x 8 62000
177 9,300 SH x x 22 9300
85 3,400 SH x x 24 3400
1,005 54,300 SH x 31 54300
62 3,330 SH x x 37 3330
Triquint Semiconductor,
Inc. Common Stocks 89674K103 998 9,900 SH x x 21 9900
383 4,000 SH x x 24 4000
1,355 14,165 SH x 31 14165
249 2,600 SH x x 32 2600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Triumph Group, Inc. New Common Stocks 896818101 78 2,800 SH x 31 2800
22 800 SH x x 32 800
Trizec Hahn Corp. Common Stocks 896938107 2,789 156,000 SH x x 23 156000
True North Communications,
Inc. Common Stocks 897844106 1,654 37,600 SH x x 8 37600
234 4,400 SH x x 24 4400
2,226 50,600 SH x 31 50600
79 1,800 SH x x 32 1800
5,174 117,600 SH x x 44 117600
TrustCo Bank Corp. NY Common Stocks 898349105 22 1,800 SH x x 32 1800
Trustmark Corp. Common Stocks 898402102 84 4,800 SH x x 8 4800
289 16,576 SH x 31 16576
59 3,400 SH x x 37 3400
Tubos de Acero de
Mexico SA Common Stocks 898592506 160 11,500 SH x x 33 11500
Tuboscope Vetco
International Corp. Common Stocks 898600101 43 1,852 SH x x 37 1852
Tupperware Corp. Common Stocks 899896104 1,137 51,700 SH x x 22 51700
497 22,600 SH x x 24 22600
1,353 61,500 SH x 31 61500
15 700 SH x x 32 700
110 5,000 SH x x 37 5000
TV Azteca SA de CV - ADR Common Stocks 901145102 2,468 177,200 SH x x 7 177200
2,577 195,400 SH x 31 195400
384 29,100 SH x x 33 29100
964 73,100 SH x x 34 73100
Tweeter Home Entertainment
Group, Inc. New Common Stocks 901167106 619 20,600 SH x x 19 20600
841 27,700 SH x 31 27700
24/7 Media, Inc. Common Stocks 901314104 36 2,300 SH x x 24 2300
186 11,900 SH x 31 11900
9 600 SH x x 32 600
II-VI, Inc. Common Stocks 902104108 585 8,150 SH x x 15 8150
1,174 24,270 SH x 31 24270
Tyco International, Ltd. Common Stocks 902124106 30,138 594,800 SH x x 1 594800
22,546 475,906 SH x x 9 475906
8,698 183,600 SH x x 15 183600
5,693 119,977 SH x x 22 119977
66 1,400 SH x x 24 1400
7,087 149,600 SH x x 27 149600
77,752 1,641,196 SH x 31 1641196
Tyson Foods, Inc. Class A Common Stocks 902494103 874 96,100 SH x x 22 96100
663 75,734 SH x 31 75734
57 6,500 SH x x 32 6500
UAL Corp. Common Stocks 902549500 4,917 84,500 SH x x 1 84500
6,610 111,520 SH x x 8 111520
168 2,700 SH x x 22 2700
3,377 57,600 SH x x 24 57600
850 14,600 SH x x 26 14600
25,209 433,231 SH x 31 433231
76 1,300 SH x x 37 1300
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UGI Corp. Common Stocks 902681105 734 35,800 SH x x 8 35800
1,361 66,400 SH x 31 66400
29 1,400 SH x x 32 1400
49 2,400 SH x x 37 2400
UICI Common Stocks 902737105 194 29,600 SH x x 24 29600
238 36,300 SH x 31 36300
1 200 SH x x 32 200
UMB Financial Corp. Common Stocks 902788108 112 3,410 SH x x 8 3410
68 1,400 SH x x 24 1400
126 3,850 SH x 31 3850
39 1,200 SH x x 32 1200
USX-Marathon Group Common Stocks 902905827 2,450 97,768 SH x x 6 97768
752 30,000 SH x x 8 30000
4,937 197,000 SH x x 15 197000
3,974 149,700 SH x x 22 149700
298 11,900 SH x x 24 11900
16,205 646,592 SH x 31 646592
U.S.B. Holding Co., Inc. Common Stocks 902910108 79 3,780 SH x x 24 3780
UST Corp. Common Stocks 902911106 29 1,700 SH x x 22 1700
624 42,500 SH x x 24 42500
1,121 76,297 SH x 31 76297
U.S. Bancorp Common Stocks 902973106 6,865 356,600 SH x x 9 356600
3,176 150,700 SH x x 22 150700
545 28,300 SH x x 26 28300
6,963 361,689 SH x 31 361689
USA Networks, Inc. Common Stocks 902984103 5,372 248,400 SH x x 15 248400
152 6,500 SH x x 22 6500
4,022 186,000 SH x x 27 186000
22,473 1,039,192 SH x 31 1039192
141 6,500 SH x x 32 6500
URS Corp. Common Stocks 903236107 367 23,200 SH x x 24 23200
616 40,400 SH x 31 40400
11 700 SH x x 37 700
U.S. Can Corp. Common Stocks 90328W105 9 500 SH x x 32 500
USG Corp. Common Stocks 903293405 1,604 52,800 SH x x 3 52800
1,112 36,600 SH x x 8 36600
5,443 179,200 SH x x 22 179200
1,216 39,000 SH x x 24 39000
5,071 166,942 SH x 31 166942
225 7,400 SH x x 37 7400
US LEC Corp. Common Stocks 90331S109 8 500 SH x x 32 500
USEC, Inc. Common Stocks 90333E108 297 64,200 SH x x 9 64200
49 10,600 SH x 31 10600
USX-U.S. Steel Group Common Stocks 90337T101 1,325 71,400 SH x x 8 71400
22 1,100 SH x x 22 1100
569 29,300 SH x x 24 29300
202 10,900 SH x x 26 10900
1,926 103,760 SH x 31 103760
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UTI Energy Corp. Common Stocks 903387100 634 15,800 SH x 31 15800
UTI Energy Corp. Common Stocks 903387108 301 7,500 SH x x 24 7500
36 900 SH x x 37 900
Ultramar Diamond Shamrock
Corp. Common Stocks 904000106 5,479 217,560 SH x x 8 217560
6,285 245,900 SH x x 22 245900
1,086 39,900 SH x x 24 39900
897 36,140 SH x x 26 36140
14,466 583,022 SH x 31 583022
37 1,500 SH x x 32 1500
378 15,220 SH x x 37 15220
Ultratech Stepper, Inc. Common Stocks 904034105 9 600 SH x x 32 600
Uniao de Bancos Preferred
Brasileiros SA - GDR Stocks 90458E107 896 21,000 SH x x 18 21000
0 2 SH x x 28 2
2,222 77,300 SH x 31 77300
423 14,700 SH x x 34 14700
276 9,100 SH x x 35 9100
Unifi, Inc. Common Stocks 904677101 38 3,100 SH x x 32 3100
Unicom Corp. Common Stocks 904911104 217 5,600 SH x x 8 5600
926 21,900 SH x x 22 21900
944 24,400 SH x x 26 24400
4,511 116,591 SH x 31 116591
Unigraphics Solutions, Inc. Common Stocks 904928108 723 35,200 SH x x 21 35200
127 6,500 SH x x 24 6500
829 42,500 SH x 31 42500
Union Carbide Corp. Common Stocks 905581104 1,235 23,500 SH x x 22 23500
772 15,600 SH x x 26 15600
4,087 82,565 SH x 31 82565
Union Pacific Corp. Common Stocks 907818108 5,585 141,930 SH x x 4 141930
654 17,580 SH x x 8 17580
4,890 131,500 SH x x 9 131500
1,079 26,500 SH x x 22 26500
1,008 27,100 SH x x 24 27100
898 24,160 SH x x 26 24160
13,336 358,623 SH x 31 358623
Union Pacific Resources
Group, Inc. Common Stocks 907834105 3,997 181,700 SH x x 6 181700
1,129 51,300 SH x x 9 51300
864 35,900 SH x x 22 35900
274 8,400 SH x x 24 8400
1,074 48,800 SH x x 26 48800
4,776 217,100 SH x 31 217100
48 2,200 SH x x 37 2200
Union Planters Corp. Common Stocks 908068109 1,564 55,977 SH x x 3 55977
263 9,400 SH x x 26 9400
2,418 86,552 SH x 31 86552
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UnionBanCal Corp. Common Stocks 908906100 1,045 56,309 SH x x 6 56309
1,417 73,070 SH x x 8 73070
1,714 90,700 SH x x 22 90700
1,752 94,400 SH x x 24 94400
317 17,100 SH x x 26 17100
2,692 145,000 SH x 31 145000
Uniphase Corp. Common Stocks 909149106 911 7,600 SH x x 9 7600
300 2,500 SH x x 10 2500
Uniroyal Technology Corp. Common Stocks 909163107 4 400 SH x x 32 400
UniSource Energy Corp. Common Stocks 909205106 78 5,200 SH x x 8 5200
641 40,400 SH x x 24 40400
960 64,000 SH x 31 64000
Unisys Corp. Common Stocks 909214108 136 9,312 SH x 31 9312
Unit Corp. Common Stocks 909218109 24 1,800 SH x x 32 1800
United Asset Management
Corp. Common Stocks 909420101 14 600 SH x x 32 600
United Auto Group, Inc. Common Stocks 909440109 149 16,300 SH x x 24 16300
185 20,300 SH x 31 20300
United Bankshares, Inc. Common Stocks 909907107 5 300 SH x x 37 300
United Dominion Realty
Trust, Inc. Common Stocks 910197102 1,014 92,200 SH x x 2 92200
367 33,400 SH x 31 33400
31 2,810 SH x x 37 2810
United Fire & Casualty Co. Common Stocks 910331107 1,712 110,461 SH x 31 110461
United Healthcare Corp. Common Stocks 910581107 34 400 SH x x 9 400
United Illuminating Co. Common Stocks 910637107 993 22,700 SH x x 8 22700
239 4,300 SH x x 24 4300
1,859 42,500 SH x 31 42500
44 1,000 SH x x 32 1000
114 2,600 SH x x 37 2600
United National Bancorp Common Stocks 910909100 20 1,100 SH x x 32 1100
United Natural Foods, Inc. Common Stocks 911163103 5 400 SH x x 32 400
United Rentals, Inc. Common Stocks 911363109 16 928 SH x 31 928
12 700 SH x x 32 700
United States Cellular
Corp. Common Stocks 911684108 3,024 48,000 SH x x 3 48000
1,418 22,500 SH x x 6 22500
863 13,600 SH x x 22 13600
3,159 50,145 SH x 31 50145
25 400 SH x x 32 400
USAirways Group, Inc. Common Stocks 911905107 72 1,852 SH x 31 1852
US Industries, Inc. Common Stocks 912080108 296 22,300 SH x x 22 22300
858 70,769 SH x 31 70769
52 4,300 SH x x 32 4300
42 3,500 SH x x 37 3500
U.S. West, Inc. Common Stocks 91273H101 9,663 108,000 SH x x 4 108000
2,735 31,900 SH x x 9 31900
8,654 96,700 SH x x 22 96700
1,089 12,700 SH x x 24 12700
2,084 24,300 SH x x 26 24300
28,881 336,800 SH x 31 336800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
United Stationers, Inc. Common Stocks 913004107 2,461 76,000 SH x x 8 76000
931 26,000 SH x x 24 26000
2,807 86,700 SH x 31 86700
16 500 SH x x 32 500
6 200 SH x x 37 200
United Technologies Corp. Common Stocks 913017109 7,196 113,200 SH x x 1 113200
5,515 89,600 SH x x 8 89600
365 6,200 SH x x 9 6200
1,860 31,600 SH x x 15 31600
1,726 26,800 SH x x 22 26800
913 15,500 SH x x 24 15500
82 1,400 SH x x 26 1400
4,316 73,300 SH x x 27 73300
31,762 539,481 SH x 31 539481
1,366 23,200 SH x x 40 23200
United Television, Inc. Common Stocks 913066106 2,758 21,450 SH x x 3 21450
257 2,000 SH x x 24 2000
4,172 32,400 SH x 31 32400
Unitrin, Inc. Common Stocks 913275103 232 7,900 SH x x 8 7900
223 7,608 SH x 31 7608
44 1,500 SH x x 32 1500
21 700 SH x x 37 700
Universal Corp. Common Stocks 913456109 1,344 63,600 SH x x 22 63600
63 3,000 SH x x 24 3000
657 31,100 SH x 31 31100
32 1,500 SH x x 32 1500
6 300 SH x x 37 300
Universal Electronics, Inc. Common Stocks 913483103 18 750 SH x x 32 750
Universal Foods Corp. Common Stocks 913538104 61 3,300 SH x x 32 3300
Universal Forest Products,
Inc. Common Stocks 913543104 13 1,000 SH x x 32 1000
Universal Health Services,
Inc. Class B Common Stocks 913903100 300 4,200 SH x x 22 4200
197 3,000 SH x x 24 3000
4,428 67,600 SH x x 27 67600
8,755 133,661 SH x 31 133661
20 300 SH x x 32 300
39 600 SH x x 37 600
Univision Communications,
Inc. Class A Common Stocks 914906102 52 500 SH x x 22 500
14,111 136,342 SH x 31 136342
321 3,100 SH x x 32 3100
6,425 58,200 SH x x 42 58200
Unocal Corp. Common Stocks 915289102 2,433 73,450 SH x x 3 73450
10,186 292,880 SH x x 4 292880
786 21,700 SH x x 22 21700
855 25,800 SH x x 26 25800
20,402 615,904 SH x 31 615904
USFreightways Corp. Common Stocks 916906100 2,046 83,500 SH x x 3 83500
1,965 80,200 SH x x 8 80200
367 13,700 SH x x 24 13700
4,294 174,800 SH x 31 174800
25 1,000 SH x x 37 1000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Urban Shopping Centers,
Inc. Common Stocks 917060105 3,052 90,600 SH x x 23 90600
24 700 SH x 31 700
7 200 SH x x 37 200
6,559 194,700 SH x x 41 194700
UtiliCorp United, Inc. Common Stocks 918005109 2,606 131,120 SH x x 8 131120
2,958 148,852 SH x 31 148852
101 5,100 SH x x 32 5100
V.F. Corp. Common Stocks 918204108 572 24,028 SH x 31 24028
Vail Resorts, Inc. Common Stocks 91879Q109 7 400 SH x x 32 400
Valassis Communications,
Inc. Common Stocks 918866104 1,343 34,300 SH x x 22 34300
336 8,800 SH x x 24 8800
1,147 30,074 SH x 31 30074
65 1,700 SH x x 32 1700
Valhi, Inc. New Common Stocks 918905100 3 300 SH x 31 300
Valence Technology, Inc. Common Stocks 918914102 28 1,500 SH x x 32 1500
Valero Energy Corp. Common Stocks 91913Y100 6,819 210,600 SH x x 8 210600
179 3,800 SH x x 24 3800
6,804 214,300 SH x 31 214300
79 2,500 SH x x 32 2500
5,559 175,100 SH x x 44 175100
Valley National Bancorp Common Stocks 919794107 45 1,859 SH x 31 1859
75 3,100 SH x x 32 3100
Valmont Industries, Inc. Common Stocks 920253101 30 1,500 SH x x 24 1500
22 1,100 SH x x 32 1100
Valspar Corp. Common Stocks 920355104 73 2,157 SH x 31 2157
74 2,200 SH x x 32 2200
Value City Department
Stores, Inc. Common Stocks 920387107 218 22,900 SH x x 24 22900
269 28,300 SH x 31 28300
5 500 SH x x 32 500
13 1,330 SH x x 37 1330
Valuevision International,
Inc. Class A Common Stocks 92047K107 463 19,300 SH x x 8 19300
70 2,900 SH x x 10 2900
516 14,493 SH x x 15 14493
139 5,800 SH x x 24 5800
2,669 111,210 SH x 31 111210
Varian Associates, Inc. Common Stocks 922204102 23 600 SH x x 24 600
4 100 SH x x 37 100
Vastar Resources, Inc. Common Stocks 922380100 107 1,300 SH x x 22 1300
41 498 SH x 31 498
Ventas, Inc. Common Stocks 92276F100 13 4,000 SH x 31 4000
Venator Group, Inc. Common Stocks 922944103 582 56,800 SH x x 8 56800
344 32,100 SH x x 22 32100
234 22,800 SH x x 24 22800
103 10,000 SH x x 26 10000
1,481 144,518 SH x 31 144518
92 9,000 SH x x 32 9000
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Verio, Inc. Common Stocks 923433106 2,506 45,200 SH x x 10 45200
1,142 20,600 SH x x 19 20600
294 5,300 SH x x 22 5300
3,352 60,422 SH x 31 60422
183 3,300 SH x x 32 3300
Veritas Software Corp. Common Stocks 923436109 833 6,600 SH x x 1 6600
3,284 29,066 SH x x 6 29066
6,863 57,500 SH x x 8 57500
3,842 34,000 SH x x 9 34000
3,616 32,000 SH x x 10 32000
545 4,825 SH x x 24 4825
44,033 389,619 SH x 31 389619
192 1,700 SH x x 40 1700
6,846 57,000 SH x x 42 57000
8,879 71,150 SH x x 43 71150
Verity, Inc. Common Stocks 92343C106 654 17,200 SH x x 19 17200
836 22,000 SH x 31 22000
25 650 SH x x 32 650
VeriSign, Inc. Common Stocks 92343E102 1,806 9,302 SH x x 1 9302
1,939 11,000 SH x x 6 11000
3,231 17,500 SH x x 8 17500
141 800 SH x x 9 800
3,469 19,673 SH x x 19 19673
1,741 9,353 SH x x 21 9353
1,327 7,525 SH x x 22 7525
31,326 177,486 SH x 31 177486
1,411 8,005 SH x x 32 8005
362 2,052 SH x x 40 2052
3,414 18,200 SH x x 42 18200
7,378 37,880 SH x x 43 37880
Vertex Pharmaceuticals,
Inc. Common Stocks 92532F100 495 4,700 SH x x 9 4700
53 500 SH x x 24 500
432 4,100 SH x 31 4100
42 400 SH x x 37 400
Veterinary Centers of
America, Inc. Common Stocks 925514101 2,043 148,550 SH x 31 148550
18 1,300 SH x x 32 1300
Viacom, Inc. Class A Common Stocks 925524100 344 4,600 SH x x 22 4600
568 8,300 SH x 31 8300
Viacom, Inc. Class B Common Stocks 925524308 10,496 144,644 SH x x 1 144644
9,072 127,100 SH x x 4 127100
5,302 77,754 SH x x 6 77754
116 1,700 SH x x 9 1700
8,701 127,600 SH x x 15 127600
7,582 102,365 SH x x 22 102365
3,113 45,660 SH x x 26 45660
100,491 1,473,746 SH x 31 1473746
1,418 20,800 SH x x 40 20800
8,705 119,633 SH x x 42 119633
5,416 72,159 SH x x 43 72159
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Viad Corp. Common Stocks 92552R109 970 35,600 SH x x 8 35600
103 3,400 SH x x 22 3400
172 6,300 SH x x 24 6300
1,484 54,460 SH x 31 54460
109 4,000 SH x x 32 4000
ViaSat, Inc. Common Stocks 92552V100 578 10,700 SH x x 19 10700
787 14,500 SH x 31 14500
16 300 SH x x 32 300
Vical, Inc. Common Stocks 925602104 572 28,400 SH x x 21 28400
501 26,000 SH x 31 26000
19 1,000 SH x x 32 1000
Vicor Corp. Common Stocks 925815102 31 900 SH x x 32 900
Vintage Petroleum, Inc. Common Stocks 927460105 3,757 166,500 SH x x 3 166500
3,032 132,400 SH x x 8 132400
401 11,961 SH x x 15 11961
126 5,600 SH x x 24 5600
8,054 356,973 SH x 31 356973
45 2,000 SH x x 32 2000
Vishay Intertechnology,
Inc. Common Stocks 928298108 1,777 44,900 SH x x 8 44900
1,034 25,850 SH x x 21 25850
3,968 102,587 SH x x 22 102587
1,362 32,550 SH x x 24 32550
649 17,100 SH x x 26 17100
8,981 236,739 SH x 31 236739
91 2,400 SH x x 32 2400
250 6,600 SH x x 37 6600
2,673 70,450 SH x x 44 70450
Visual Networks, Inc. Common Stocks 928444108 910 32,000 SH x x 10 32000
1,636 57,400 SH x 31 57400
40 1,400 SH x x 32 1400
VISX, Inc. Common Stocks 92844S105 266 9,500 SH x x 24 9500
364 12,971 SH x 31 12971
Vital Signs, Inc. Common Stocks 928469105 47 2,600 SH x x 8 2600
145 8,000 SH x x 24 8000
259 14,300 SH x 31 14300
7 400 SH x x 32 400
Vitesse Semiconductor
Corp. Common Stocks 928497106 37 500 SH x x 9 500
4,040 54,920 SH x 31 54920
493 6,700 SH x x 32 6700
1,692 21,500 SH x x 42 21500
Vodafone Group PLC - ADR Common Stocks 92857T107 12,882 311,000 SH x x 1 311000
45,341 1,094,213 SH x 31 1094213
4,915 118,606 SH x x 39 118606
1,956 47,200 SH x x 40 47200
Volt Information Sciences,
Inc. Common Stocks 928703107 237 7,200 SH x x 24 7200
296 9,000 SH x 31 9000
20 600 SH x x 32 600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Vornado Realty Trust Common Stocks 929042109 26,146 752,400 SH x x 2 752400
2,505 72,100 SH x x 8 72100
174 5,000 SH x x 9 5000
4,924 141,700 SH x x 23 141700
158 4,559 SH x x 24 4559
2,854 82,134 SH x 31 82134
Vulcan Materials Co. Common Stocks 929160109 115 2,700 SH x 31 2700
WD-40 Co. Common Stocks 929236107 15 700 SH x x 32 700
WFS Financial, Inc. Common Stocks 92923B106 226 12,400 SH x x 24 12400
233 13,500 SH x 31 13500
WMS Industries, Inc. Common Stocks 929297109 230 14,900 SH x 31 14900
8 500 SH x x 32 500
17 1,100 SH x x 37 1100
WPS Resources Corp. Common Stocks 92931B106 743 24,700 SH x x 8 24700
307 10,200 SH x 31 10200
57 1,900 SH x x 32 1900
Wabash National Corp. Common Stocks 929566107 17 1,400 SH x x 32 1400
Wachovia Corp. Common Stocks 929771103 993 16,700 SH x x 22 16700
222 4,100 SH x x 26 4100
2,562 47,224 SH x 31 47224
Wackenhut Corp. Common Stocks 929794105 8 600 SH x x 32 600
Waddell & Reed Financial,
Inc. Class A Common Stocks 930059100 1,612 46,550 SH x x 8 46550
166 4,650 SH x x 22 4650
404 12,300 SH x x 24 12300
1,749 53,310 SH x 31 53310
108 3,300 SH x x 32 3300
Wal-Mart Stores, Inc. Common Stocks 931142103 11,834 205,359 SH x x 6 205359
7,048 116,720 SH x x 8 116720
39,571 686,700 SH x x 9 686700
9,793 168,200 SH x x 22 168200
12,879 223,500 SH x x 24 223500
173 3,000 SH x x 26 3000
2,236 38,800 SH x x 27 38800
133,934 2,324,237 SH x 31 2324237
8,015 139,097 SH x x 39 139097
6,320 102,800 SH x x 42 102800
16,928 265,920 SH x x 43 265920
Walgreen Co. Common Stocks 931422109 2,927 78,400 SH x x 1 78400
682 21,200 SH x x 24 21200
20,339 631,884 SH x 31 631884
631 19,600 SH x x 40 19600
7,691 225,900 SH x x 42 225900
Wallace Computer Services,
Inc. Common Stocks 932270101 319 29,500 SH x x 22 29500
146 14,800 SH x x 24 14800
878 88,900 SH x 31 88900
12 1,200 SH x x 32 1200
35 3,500 SH x x 37 3500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Walter Industries, Inc. Common Stocks 93317Q105 41 3,600 SH x 31 3600
13 1,100 SH x x 32 1100
Warnaco Group, Inc.
Class A Common Stocks 934390105 13 1,633 SH x 31 1633
13 1,700 SH x x 32 1700
Washington Federal, Inc. Common Stocks 938824109 163 8,955 SH x x 8 8955
53 2,900 SH x x 32 2900
Washington Gas & Light Co. Common Stocks 938837101 111 3,100 SH x x 24 3100
19 800 SH x 31 800
79 3,300 SH x x 32 3300
Washington Mutual, Inc. Common Stocks 939322103 1,490 51,600 SH x x 8 51600
5,452 188,825 SH x x 9 188825
3,847 125,316 SH x x 22 125316
688 23,810 SH x x 26 23810
9,063 313,870 SH x 31 313870
Washington Post Co (The),
Class B Common Stocks 939640108 3,776 7,900 SH x x 3 7900
45 94 SH x x 8 94
3,881 8,119 SH x 31 8119
Washington Real Estate
Investment Trust Common Stocks 939653101 13 700 SH x 31 700
Waste Connections, Inc. Common Stocks 941053100 2 100 SH x x 32 100
Waste Management, Inc. Common Stocks 94106L109 382 18,400 SH x x 22 18400
989 52,040 SH x 31 52040
Waters Corp. Common Stocks 941848103 2,559 20,500 SH x x 10 20500
2,579 19,600 SH x x 21 19600
439 2,600 SH x x 24 2600
5,480 43,907 SH x 31 43907
474 3,800 SH x x 32 3800
Watsco, Inc. Common Stocks 942622200 50 4,000 SH x 31 4000
4 300 SH x x 32 300
Watson Pharmaceuticals,
Inc. Common Stocks 942683103 97 1,800 SH x x 9 1800
344 6,400 SH x x 24 6400
760 14,148 SH x 31 14148
Watts Industries, Inc.
Class A Common Stocks 942749102 146 11,600 SH x x 8 11600
140 11,100 SH x 31 11100
15 1,200 SH x x 32 1200
Wausau-Mosinee Paper Corp. Common Stocks 943315101 26 3,000 SH x x 32 3000
Weatherford International,
Inc. Common Stocks 947074100 311 7,800 SH x x 24 7800
994 24,956 SH x 31 24956
319 8,000 SH x x 32 8000
Webb (Del E.) Corp. Common Stocks 947423109 493 32,200 SH x x 8 32200
427 27,900 SH x x 24 27900
1,142 74,600 SH x 31 74600
17 1,100 SH x x 32 1100
Webster Financial Corp. Common Stocks 947890109 2,378 107,500 SH x x 3 107500
84 3,800 SH x x 8 3800
2,410 108,600 SH x 31 108600
66 3,000 SH x x 32 3000
18 800 SH x x 37 800
Weingarten Realty
Investors Common Stocks 948741103 727 18,000 SH x x 8 18000
912 22,600 SH x 31 22600
48 1,200 SH x x 37 1200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Weis Markets, Inc. Common Stocks 948849104 18 561 SH x 31 561
Wellpoint Health Networks,
Inc. Common Stocks 94973H108 856 11,813 SH x x 6 11813
2,224 30,700 SH x x 9 30700
2,249 29,200 SH x x 22 29200
36 500 SH x x 24 500
2,713 37,450 SH x 31 37450
Wells Fargo Co. Common Stocks 949746101 527 11,900 SH x x 1 11900
7,843 202,400 SH x x 6 202400
8,610 203,000 SH x x 22 203000
719 18,564 SH x x 24 18564
4,026 103,890 SH x x 26 103890
26,892 693,980 SH x 31 693980
116 3,000 SH x x 40 3000
Wendy's International,
Inc. Common Stocks 950590109 552 28,300 SH x x 22 28300
332 18,665 SH x x 24 18665
1,933 108,496 SH x 31 108496
Werner Enterprises, Inc. Common Stocks 950755108 25 2,200 SH x x 32 2200
WesBanco, Inc. Common Stocks 950810101 2 100 SH x x 32 100
Wesco Financial Corp. Com Common Stocks 950817100 62 302 SH x 31 302
Wesco Financial Corp. Common Stocks 950817106 193 940 SH x x 8 940
Wesley Jessen VisionCare,
Inc. New Common Stocks 951018100 34 900 SH x x 32 900
West TeleServices Corp. Common Stocks 956188106 192 7,600 SH x x 24 7600
215 8,500 SH x 31 8500
3 100 SH x x 32 100
Westamerica Bancorporation Common Stocks 957090103 2,592 99,200 SH x x 10 99200
2,968 113,591 SH x 31 113591
13 500 SH x x 32 500
Westell Technologies, Inc. Common Stocks 957541105 9 600 SH x x 24 600
15 1,000 SH x x 32 1000
Westcorp, Inc. Common Stocks 957907108 41 3,400 SH x 31 3400
5 400 SH x x 37 400
Western Digital Corp. Common Stocks 958102105 142 28,400 SH x x 8 28400
772 154,400 SH x 31 154400
22 4,400 SH x x 37 4400
Western Gas Resources, Inc. Common Stocks 958259103 82 3,900 SH x 31 3900
Western Resources, Inc. Common Stocks 959425109 1,643 106,000 SH x x 8 106000
230 13,500 SH x x 22 13500
2,993 193,100 SH x 31 193100
74 4,800 SH x x 32 4800
3 200 SH x x 37 200
Western Wireless Corp.
Class A Common Stocks 95988E204 38 700 SH x x 24 700
894 16,408 SH x 31 16408
120 2,200 SH x x 32 2200
4,774 87,700 SH x x 44 87700
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Westfield America, Inc. Common Stocks 959910100 240 11,900 SH x x 24 11900
60 4,400 SH x 31 4400
8 600 SH x x 37 600
Westinghouse Air Brake Co. Common Stocks 960386100 13 1,300 SH x x 24 1300
1 132 SH x x 37 132
WestPoint Stevens, Inc. Common Stocks 961238102 11 991 SH x 31 991
Westvaco Corp. Common Stocks 961548104 194 7,800 SH x x 8 7800
1,089 40,100 SH x x 22 40100
1,849 70,500 SH x x 24 70500
809 32,600 SH x x 26 32600
6,365 256,525 SH x 31 256525
107 4,300 SH x x 37 4300
Westwood One, Inc. Common Stocks 961815107 1,124 31,000 SH x x 8 31000
175 4,700 SH x x 22 4700
976 28,600 SH x 31 28600
82 2,400 SH x x 32 2400
1,635 47,900 SH x x 44 47900
Weyerhaeuser Co. Common Stocks 962166104 185 4,100 SH x x 1 4100
2,195 51,049 SH x x 6 51049
1,032 24,010 SH x x 8 24010
1,801 38,300 SH x x 22 38300
972 22,600 SH x x 24 22600
654 15,200 SH x x 26 15200
6,929 161,130 SH x 31 161130
Whirlpool Corp. Common Stocks 963320106 946 20,300 SH x x 6 20300
1,765 34,900 SH x x 8 34900
5,038 104,900 SH x x 22 104900
993 21,300 SH x x 24 21300
875 18,770 SH x x 26 18770
6,766 145,109 SH x 31 145109
Whitney Holding Corp. Common Stocks 966612103 164 4,800 SH x x 8 4800
337 8,900 SH x x 24 8900
335 9,800 SH x 31 9800
55 1,600 SH x x 32 1600
Whole Foods Market, Inc. Common Stocks 966837106 355 8,600 SH x x 24 8600
487 11,800 SH x 31 11800
54 1,300 SH x x 32 1300
Wild Oats Markets, Inc. Common Stocks 96808B107 1 100 SH x x 32 100
Wiley (John) & Sons Inc.
Class A Common Stocks 968223206 3,024 134,400 SH x 31 134400
81 3,600 SH x x 32 3600
Willamette Industries, Inc. Common Stocks 969133107 802 26,900 SH x x 22 26900
477 17,500 SH x x 24 17500
180 6,600 SH x x 26 6600
2,289 83,985 SH x 31 83985
14 500 SH x x 37 500
Williams Cos. (The) Common Stocks 969457100 1,834 44,000 SH x x 9 44000
545 13,078 SH x 31 13078
Williams-Sonoma, Inc. Common Stocks 969904101 613 18,900 SH x x 24 18900
717 22,090 SH x 31 22090
16 500 SH x x 32 500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Wilmington Trust Corp. Common Stocks 971807102 26 500 SH x x 22 500
140 3,269 SH x 31 3269
Wind River Systems, Inc. Common Stocks 973149107 15 400 SH x x 24 400
64 1,700 SH x 31 1700
146 3,850 SH x x 32 3850
Windmere Corp. Common Stocks 973411101 11 1,000 SH x x 24 1000
Winn-Dixie Stores, Inc. Common Stocks 974280109 293 18,700 SH x x 22 18700
696 48,661 SH x 31 48661
50 3,500 SH x x 37 3500
Winnebago Industries, Inc. Common Stocks 974637100 187 14,300 SH x 31 14300
WinStar Communications,
Inc. Common Stocks 975515107 967 28,550 SH x x 19 28550
315 9,300 SH x x 24 9300
34 1,000 SH x x 26 1000
1,785 52,680 SH x 31 52680
47 1,400 SH x x 32 1400
Wisconsin Central
Transportation Corp. Common Stocks 976592105 39 3,000 SH x x 32 3000
Wisconsin Energy Corp. Common Stocks 976657106 1,113 56,200 SH x x 8 56200
2,691 135,800 SH x x 9 135800
890 44,900 SH x x 26 44900
3,558 179,573 SH x 31 179573
Wolverine Tube, Inc. Common Stocks 978093102 56 3,300 SH x 31 3300
15 900 SH x x 32 900
Wolverine World Wide, Inc. Common Stocks 978097103 148 15,000 SH x x 8 15000
29 2,900 SH x x 32 2900
Woodward Governor Co. Common Stocks 980745103 17 600 SH x x 32 600
Workflow Management, Inc. Common Stocks 98137N109 293 16,822 SH x x 15 16822
538 45,289 SH x 31 45289
World Access, Inc. Common Stocks 98141A101 10 900 SH x x 32 900
Worthington Industries,
Inc. Common Stocks 981811102 893 85,000 SH x x 8 85000
966 92,000 SH x 31 92000
Wrigley (Wm.), Jr. Co. Common Stocks 982526105 184 2,290 SH x 31 2290
Wynn's International, Inc. Common Stocks 983195108 11 500 SH x x 32 500
Xilinx, Inc. Common Stocks 983919101 2,530 30,642 SH x x 6 30642
1,065 12,900 SH x x 9 12900
173 2,100 SH x x 24 2100
14,009 169,680 SH x 31 169680
6,378 72,400 SH x x 42 72400
Xircom, Inc. Common Stocks 983922105 111 1,700 SH x x 24 1700
442 9,300 SH x 31 9300
62 1,300 SH x x 32 1300
2,465 51,900 SH x x 44 51900
Xerox Corp. Common Stocks 984121103 166 8,000 SH x x 9 8000
411 19,827 SH x 31 19827
XTRA Corp. Common Stocks 984138107 170 4,300 SH x x 8 4300
602 14,200 SH x x 24 14200
982 24,900 SH x 31 24900
35 900 SH x x 32 900
8 200 SH x x 37 200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Yahoo!, Inc. Common Stocks 984332106 2,362 19,200 SH x x 1 19200
1,276 10,300 SH x x 6 10300
3,221 26,000 SH x x 9 26000
2,428 19,600 SH x x 22 19600
607 4,900 SH x x 24 4900
25,343 204,586 SH x 31 204586
9,310 68,460 SH x x 43 68460
Yellow Corp. Common Stocks 985509108 604 41,100 SH x x 8 41100
354 22,200 SH x x 24 22200
1,519 103,000 SH x 31 103000
68 4,600 SH x x 37 4600
York International Corp. Common Stocks 986670107 1,485 58,800 SH x x 8 58800
119 4,700 SH x x 24 4700
1,411 55,900 SH x 31 55900
30 1,200 SH x x 32 1200
Young & Rubicam, Inc. Common Stocks 987425105 61 1,074 SH x 31 1074
Zale Corp. Common Stocks 988858106 1,438 39,400 SH x x 6 39400
3,454 93,640 SH x x 8 93640
379 6,999 SH x x 15 6999
666 17,800 SH x x 24 17800
3,898 106,800 SH x x 27 106800
14,353 393,245 SH x 31 393245
11 300 SH x x 32 300
Zebra Technologies Corp.
Class A Common Stocks 989207105 181 4,100 SH x x 24 4100
335 7,555 SH x 31 7555
53 1,200 SH x x 32 1200
Zenith National Insurance
Corp. Common Stocks 989390109 15 700 SH x x 32 700
Ziff-Davis, Inc. Common Stocks 989511100 17 1,900 SH x x 32 1900
Zions Bancorp Common Stocks 989701107 115 2,511 SH x 31 2511
220 4,800 SH x x 32 4800
Zoran Corp. Common Stocks 98975F101 696 7,113 SH x x 15 7113
1,327 20,123 SH x 31 20123
46 700 SH x x 32 700
Zoll Medical Corp. Common Stocks 989922109 15 300 SH x x 32 300
Zomax, Inc. Common Stocks 989929104 150 11,500 SH x x 24 11500
179 13,600 SH x 31 13600
14 1,100 SH x x 32 1100
ACE, Ltd. Common Stocks G0070K103 2,310 82,500 SH x x 19 82500
3,097 110,600 SH x 31 110600
Amdocs, Ltd. Common Stocks G02602103 1,213 15,800 SH x x 1 15800
1,259 16,400 SH x x 19 16400
6,970 90,812 SH x 31 90812
307 4,000 SH x x 34 4000
Credicorp, Ltd. Common Stocks G2519Y108 422 46,900 SH x 31 46900
191 21,250 SH x x 33 21250
237 24,400 SH x x 35 24400
Gemstar International
Group, Ltd. Common Stocks G3788V106 2,261 36,800 SH x x 10 36800
424 6,900 SH x x 19 6900
3,595 58,500 SH x 31 58500
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Global Crossing, Ltd. Common Stocks G3921A100 9,173 348,635 SH x x 9 348635
1,050 39,900 SH x x 10 39900
34 1,300 SH x x 26 1300
14 541 SH x x 32 541
IPC Holdings, Ltd. Common Stocks G4933P101 1,893 141,500 SH x x 3 141500
RenaissanceRe Holdings,
Ltd. Common Stocks G7496G103 2,766 63,500 SH x x 3 63500
2,827 64,900 SH x 31 64900
RSL Communications, Ltd.
Class A Common Stocks G7702U102 593 52,400 SH x x 10 52400
Santa Fe International
Corp. Common Stocks G7805C108 3,347 95,800 SH x x 3 95800
2,170 62,100 SH x x 19 62100
6,317 180,800 SH x 31 180800
Tommy Hilfiger Corp. Common Stocks G8915Z102 539 71,800 SH x x 1 71800
731 97,500 SH x x 3 97500
3,280 437,300 SH x 31 437300
Triton Energy, Ltd.
Class A Common Stocks G90751101 1,832 46,600 SH x 31 46600
Millicom International
Cellular SA Common Stocks L6388F102 1,997 52,600 SH x x 7 52600
Check Point Software
Technologies, Ltd. Common Stocks M22465104 1,609 7,200 SH x x 7 7200
955 4,500 SH x x 19 4500
9,190 43,400 SH x 31 43400
1,167 5,500 SH x x 34 5500
2,616 11,600 SH x x 42 11600
Gilat Satellite Networks,
Ltd. Common Stocks M51474100 235 2,277 SH x x 15 2277
1,101 15,874 SH x 31 15874
284 4,100 SH x x 34 4100
M-Systems Flash Disk
Pioneers, Ltd. Common Stocks M7061C100 615 7,900 SH x 31 7900
296 3,800 SH x x 34 3800
Orbotech, Ltd.NPV Common Stocks M75253100 2,107 20,850 SH x x 7 20850
557 4,038 SH x x 15 4038
4,842 52,134 SH x 31 52134
167 1,802 SH x x 33 1802
162 1,580 SH x x 35 1580
Orckit Communications,
Ltd. Common Stocks M7531S107 289 9,600 SH x 31 9600
210 7,000 SH x x 34 7000
Tecnomatix Technologies,
Ltd. Common Stocks M8743P105 560 41,500 SH x x 26 41500
647 47,500 SH x 31 47500
ASM International N.V. Common Stocks N07045102 438 11,122 SH x x 15 11122
775 29,251 SH x 31 29251
ASM Lithography Holding Common Stocks N07059111 3,140 48,000 SH x x 18 48000
8,077 183,040 SH x 31 183040
QIAGEN Common Stocks N72482107 77 300 SH x x 20 300
539 3,100 SH x 31 3100
Banco Latinoamericano de
Exportaciones SA Class E Common Stocks P16994132 2,212 76,400 SH x x 7 76400
Panamerican Beverages,
Inc. Class A Common Stocks P74823108 2,355 150,100 SH x x 7 150100
641 42,900 SH x x 26 42900
1,592 106,600 SH x 31 106600
ASE Test, Ltd. Common Stocks Y02516105 1,805 61,300 SH x 31 61300
717 24,400 SH x x 34 24400
5,840 198,800 SH x x 44 198800
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Creative Technology, Ltd. Common Stocks Y1775U107 248 7,000 SH x x 18 7000
810 31,000 SH x x 26 31000
621 26,000 SH x 31 26000
Flextronics International,
Ltd. Common Stocks Y2573F102 1,408 20,500 SH x x 11 20500
6,978 101,588 SH x 31 101588
2,309 33,621 SH x x 39 33621
</TABLE>
Rows 7,263
Market Value 20,152,009
|
|