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Dfa Investment Dimensions Group Inc · N-30D · For 5/31/00

Filed On 8/8/00 5:23pm ET · SEC File 811-03258 · Accession Number 912057-0-35365

  As Of               Filer                 Filing     As/For/On Docs:Pgs              Issuer               Agent

 8/08/00  Dfa Investment Dimensions Gr..Inc N-30D       5/31/00    1:152                                    Merrill Corp/FA

Annual or Semi-Annual Report Mailed to Shareholders · Rule 30d-1
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: N-30D       Annual or Semi-Annual Report Mailed to               152±   613K 
                          Shareholders

Document Table of Contents

Page	(sequential)	\|	(alphabetic)	Top
			Alternative Formats (RTF, XML, et al.) Dfa Investment Trust Company, The Financial Highlights Statements of Assets and Liabilities Statements of Changes in Net Assets Statements of Operations Tax-Managed DFA International Value Portfolio, The Tax-Managed U.S. 5-10 Value Portfolio, The Tax-Managed U.S. 6-10 Small Company Portfolio, The TAX-MANAGED U.S. MARKETWIDE VALUE SERIES Schedule of Investments, The The Dfa Investment Trust Company The Tax-Managed DFA International Value Portfolio The Tax-Managed U.S. 5-10 Value Portfolio The Tax-Managed U.S. 6-10 Small Company Portfolio THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES Schedule of Investments
1	1st Page
4	The Tax-Managed U.S. 5-10 Value Portfolio
18	The Tax-Managed U.S. 6-10 Small Company Portfolio
44	The Tax-Managed DFA International Value Portfolio
51	Statements of Assets and Liabilities
52	Statements of Operations
53	Statements of Changes in Net Assets
55	Financial Highlights
60	The Dfa Investment Trust Company
"	THE TAX-MANAGED U.S. MARKETWIDE VALUE SERIES Schedule of Investments

N-30D 1st "Page" of 71 TOC Top Previous Next Bottom Just 1st
 Sponsored Ads...







--------------------------------------------------------------------------------

DFA Investment Dimensions Group Inc.
Tax-Managed U.S. Marketwide Value Portfolio 
Tax-Managed U.S. 5-10 Value Portfolio 
Tax-Managed U.S. 6-10 Small Company Portfolio 
Tax-Managed DFA International Value Portfolio 

Semi-Annual Report

Six Months Ended May 31, 2000 
(Unaudited) 

------------------------------------- 

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DFA INVESTMENT DIMENSIONS GROUP INC.
SEMI-ANNUAL REPORT
(UNAUDITED) 

TABLE OF CONTENTS 

                                                                [Download Table]

                                                                PAGE  
                                                              --------
                                                                      
DFA INVESTMENT DIMENSIONS GROUP INC.                                  
Schedules of Investments                                              
    The Tax-Managed U.S. Marketwide Value Portfolio.........       1  
    The Tax-Managed U.S. 5-10 Value Portfolio...............    2-15  
    The Tax-Managed U.S. 6-10 Small Company Portfolio.......   16-41  
    The Tax-Managed DFA International Value Portfolio.......   42-48  
Statements of Assets and Liabilities........................      49  
Statements of Operations....................................      50  
Statements of Changes in Net Assets.........................   51-52  
Financial Highlights........................................      53  
Notes to Financial Statements...............................   54-57  

THE DFA INVESTMENT TRUST COMPANY -- THE TAX-MANAGED U.S.              
 MARKETWIDE VALUE SERIES                                              
Schedule of Investments.....................................   58-63  
Statement of Assets and Liabilities.........................      64  
Statement of Operations.....................................      65  
Statements of Changes in Net Assets.........................      66  
Financial Highlights........................................      67  
Notes to Financial Statements...............................   68-69  

This report is submitted for the information of the Fund's shareholders. It is  
not authorized for distribution to prospective investors unless preceded or     
accompanied by an effective prospectus.                                         

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DFA INVESTMENT DIMENSIONS GROUP INC.
SCHEDULE OF INVESTMENTS 
THE TAX-MANAGED U.S. MARKETWIDE VALUE PORTFOLIO 
MAY 31, 2000
(UNAUDITED) 

                                                                [Download Table]

                                             VALUE+   
                                             ------   
                                                      
Investment in The Tax-Managed U.S.                    
  Marketwide Value Series                             
  of The DFA Investment Trust Company     $206,360,866
                                          ------------
        Total Investments (100%) (Cost                
        $193,593,563)++.................  $206,360,866
                                          ============

--------------                                                                  

++   The cost for federal income tax purposes is $194,047,972.                  

--------------                                                                  

+   See Note B to Financial Statements.                                       

See accompanying Notes to Financial Statements. 

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THE TAX-MANAGED U.S. 5-10 VALUE PORTFOLIO 

SCHEDULE OF INVESTMENTS 

MAY 31, 2000
(UNAUDITED) 

                                                                [Download Table]

                                                        SHARES         VALUE+
                                                        ------         ------
                                                                             
COMMON STOCKS -- (98.3%)                                                     
 *3-D Systems Corp.....................................  10,600  $    124,881
 *3Dfx Interactive, Inc................................  32,500       240,703
 *A.C. Moore Arts & Crafts, Inc........................  12,700        73,223
 AAR Corp..............................................  64,900       900,487
 ABC Bancorp...........................................   6,360        63,202
 *ABC Rail Products Corp...............................   9,400        59,044
 Abington Bancorp, Inc.................................   7,000        65,187
 *Abraxas Petroleum Corp...............................   6,500         9,685
 *Accel International Corp.............................   6,800         4,781
 *Acceptance Insurance Companies, Inc..................  28,500       146,062
 Aceto Corp............................................  14,800       158,175
 *Acme Electric Corp...................................   4,100        33,953
 *Acorn Products, Inc..................................   2,400         3,750
 *ACT Networks, Inc....................................  12,900       150,366
 *Action Performance Companies, Inc....................  27,700       222,466
 *Acuson Corp..........................................   7,300        89,425
 *Adac Laboratories....................................  25,000       482,031
 Adams Resources & Energy, Inc.........................   2,200        36,437
 *ADE Corp.............................................  12,200       186,812
 *Adecco SA ADR........................................   4,909       488,139
 *Adept Technology, Inc................................  11,200       234,500
 *Advance Lighting Technologies, Inc...................  13,000       136,094
 *Advanced Magnetics, Inc..............................   4,100        27,675
 *Advanced Neuromodulation Systems, Inc................   6,700        82,075
 *Advanced Radio Telecom Corp..........................  10,000       103,750
 Advanta Corp. Class A.................................  24,900       419,409
 Advanta Corp. Class B Non-Voting......................  35,700       431,747
 Advest Group, Inc.....................................  20,800       397,800
 *Aehr Test Systems....................................   4,700        27,906
 *AEP Industries, Inc..................................   5,800        95,881
 *Aerovox, Inc.........................................   9,000        28,969
 *Aetrium, Inc.........................................   6,700        36,222
 *Aftermarket Technology Corp..........................  49,500       292,359
 *AG Services America, Inc.............................   1,300        21,206
 Agco Corp............................................. 143,300     1,791,250
 *Agribiotech, Inc.....................................  39,200         1,274
 *Agribrands International, Inc........................  17,900       741,731
 *AHT Corp.............................................  10,100        11,994
 *Air Methods Corp.....................................   7,100        24,850
 Airborne Freight Corp.................................  87,300     1,762,369
 *Airgas, Inc.......................................... 106,400       571,900
 *Airnet Systems, Inc..................................   7,100        31,728
 AK Steel Holding Corp.................................  41,295       400,045
 Alamo Group, Inc......................................  23,400       279,337
 *Alaska Air Group, Inc................................  43,400     1,350,825
 *Albany International Corp. Class A...................  21,920       313,730
 Albemarle Corp........................................  16,800       369,600
 *Aldila, Inc..........................................   9,000        14,484
 Alexander & Baldwin, Inc..............................  80,300     1,856,937
 Alfa Corp.............................................   3,800        64,719
 Alico, Inc............................................   9,000       138,375
 *Align-Rite International, Inc........................   4,600        94,875
 Allen Organ Co. Class B...............................     400        25,725

                                                        SHARES         VALUE+
                                                        ------         ------
                                                                             

 *Allen Telecom, Inc...................................  29,000  $    464,000
 Alliance Bancorp......................................  12,600       222,469
 *Alliance Pharmaceuticals Corp........................   9,800        84,219
 *Alliance Semiconductor Corp..........................  40,500     1,002,375
 *Allied Healthcare Products, Inc......................  17,500        57,969
 *Allied Holdings, Inc.................................  19,300       123,037
 Allied Products Corp..................................   9,200        12,075
 *Allied Research Corp.................................   9,900        76,725
 *Allin Communications Corp............................  12,400        29,450
 *Allou Health & Beauty Care, Inc. Class A.............   6,900        47,437
 *Alltrista Corp.......................................   3,600        88,425
 *Alphanet Solutions, Inc..............................   8,800        40,700
 *Alternative Resources Corp...........................  26,300        36,984
 *Alterra Healthcare Corp..............................  53,200       103,075
 Ambanc Holding Co., Inc...............................  11,800       170,731
 *Ambassadors, Inc.....................................  13,200       179,437
 *AMC Entertainment, Inc...............................  28,800       136,800
 Amcast Industrial Corp................................  21,300       183,712
 *Amdocs, Ltd..........................................   6,616       409,778
 *Amerco, Inc..........................................  27,400       480,356
 *America West Holdings Corp. Class B..................  87,575     1,559,930
 American Annuity Group, Inc...........................   1,000        17,062
 American Biltrite, Inc................................     900        11,869
 *American Coin Merchandising, Inc.....................   9,200        24,150
 *American Dental Technologies, Inc....................     800         1,050
 *American Freightways Corp............................  77,200     1,150,762
 *American Healthcorp, Inc.............................  10,900        43,600
 *American Homepatient, Inc............................   4,600         1,518
 *American Homestar Corp...............................  34,600        34,059
 *American Indemnity Financial Escrow..................   1,500         1,500
 *American Medical Security Group, Inc.................  24,700       162,094
 *American Pacific Corp................................  17,000       101,469
 *American Physicians Services Group, Inc..............   3,300        10,158
 *American Retirement Corp.............................  38,300       210,650
 *American Shared Hospital Services....................   2,100         6,169
 *American Skiing Co...................................  21,700        37,975
 *American Software, Inc. Class A......................  18,500        73,133
 *American Technical Ceramics Corp.....................   6,400       219,200
 *Amerihost Properties, Inc............................   5,900        20,466
 *Ameripath, Inc.......................................  30,700       263,348
 *Ameristar Casinos, Inc...............................  12,100        48,022
 Ameron, Inc...........................................   9,600       352,800
 Amerus Life Holdings, Inc. Class A....................  37,800       753,637
 *Ames Department Stores, Inc..........................  25,000       296,094
 *AMF Bowling, Inc.....................................  25,800        24,187
 Ampco-Pittsburgh Corp.................................  23,100       255,544
 Amplicon, Inc.........................................  14,900       148,069
 *Amrep Corp...........................................   6,400        41,600
 *Amtran, Inc..........................................  29,000       410,531
 *Anadigics, Inc.......................................     450        15,623
 Analogic Corp.........................................   1,400        50,487
 Andersons, Inc........................................   1,400        12,337

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THE TAX-MANAGED U.S. 5-10 VALUE PORTFOLIO                                       

CONTINUED                                                                       

                                                                [Download Table]

                                                       SHARES         VALUE+
                                                       ------         ------
                                                                            
Andover Bancorp, Inc..................................   2,200  $     63,937
*Angeion Corp.........................................     130           179
*Anicom, Inc..........................................  60,700       300,655
*Ann Taylor Stores Corp...............................  40,300     1,047,800
Apogee Enterprises, Inc...............................  66,800       271,375
*Applica, Inc.........................................  35,700       526,575
*Applied Extrusion Technologies, Inc..................  28,300       166,262
*Applied Films Corp...................................   3,000        69,000
*Applied Graphics Technologies, Inc...................  23,300        80,822
Applied Industrial Technologies, Inc..................  30,100       524,869
*Applied Magnetics Corp...............................   5,000           119
*Applied Microsystems Corp............................   6,400        35,600
Applied Signal Technologies, Inc......................   7,500        75,937
*Aquila Biopharmaceuticals, Inc.......................   2,200         5,156
*Arch Capital Group, Ltd..............................  22,600       341,119
Arch Chemicals, Inc...................................  53,900       929,775
Arch Coal, Inc........................................  91,900       689,250
Arctic Cat, Inc.......................................  20,600       222,094
Argonaut Group, Inc...................................  36,900       666,506
*Ariel Corp...........................................   7,600        20,662
*Arkansas Best Corp...................................  23,500       259,969
Armstrong Holdings, Inc...............................  54,900       943,594
Arnold Industries, Inc................................  59,300       680,097
*Arqule, Inc..........................................  12,600        86,625
Arvin Industries, Inc.................................  35,700       642,600
ASB Financial Corp....................................   2,500        21,953
*Ashworth, Inc........................................  20,700        88,622
*Astea International, Inc.............................  24,500        53,977
Astro-Med, Inc........................................   5,400        31,725
*Atchison Casting Corp................................   7,000        49,437
*Atlanta Sosnoff Capital Corp.........................   3,800        36,575
*Atlantic American Corp...............................  29,400        91,875
*Atrion Corp..........................................   5,000        59,375
*Audiovox Corp. Class A...............................  18,700       353,547
*Ault, Inc............................................   4,700        27,466
*Aurora Foods, Inc....................................  36,100       128,606
*Auspex Systems, Inc..................................  23,400       111,881
Avado Brands, Inc.....................................  23,700        33,698
*Avatar Holdings, Inc.................................  19,300       381,778
*Aviation Sales Co....................................   4,100        27,419
*Avid Technology, Inc.................................  59,100       594,694
*Avis Group Holdings, Inc.............................  74,900     1,441,825
*Avteam, Inc. Class A.................................  18,401        36,581
*Axsys Technologies, Inc..............................   9,000       132,187
*Aztar Corp...........................................  71,600       912,900
Aztec Manufacturing Co................................   3,200        51,200
*Badger Paper Mills, Inc..............................     400         1,737
Bairnco Corp..........................................  10,900        78,344
Baker (J.), Inc.......................................  33,800       215,475
*Baker (Michael) Corp.................................   9,100        59,150
Baldwin & Lyons, Inc. Class B.........................  14,300       259,187
*Baldwin Technology, Inc. Class A.....................   1,000         2,125
*Ballantyne Omaha, Inc................................  17,500        42,656
*Bancinsurance Corp...................................   1,585         6,538
Bandag, Inc...........................................  12,750       316,359
Bandag, Inc. Class A..................................  23,200       527,800
*Bank Plus Corp.......................................  30,500        84,828
*Bank United Financial Corp. Class A..................  27,600       177,675
BankAtlantic Bancorp, Inc. Class A....................   1,545         5,890
BankAtlantic Bancorp, Inc. Class B....................   8,500        48,609
Banta Corp............................................  18,400       340,400
*Barrett Business Services, Inc.......................   3,000        16,687

                                                       SHARES         VALUE+
                                                       ------         ------
                                                                            

*Barrett Resources Corp...............................   5,100  $    201,769
*Barringer Technologies, Inc..........................  13,800        84,956
*Barry (R.G.) Corp....................................  10,700        36,781
*Basin Exploration, Inc...............................  10,700       177,887
Bassett Furniture Industries, Inc.....................  19,200       234,600
*Battle Mountain Gold Co..............................  63,200       122,450
Bay View Capital Corp.................................  39,607       401,021
*Baycorp Holdings, Ltd................................   3,200        26,000
*Bayou Steel Corp. Class A............................   7,650        17,212
*Be Aerospace, Inc....................................  19,700       136,053
*Beazer Homes USA, Inc................................  21,300       391,387
*Bel Fuse, Inc. Class A...............................   3,500        63,656
*Belco Oil & Gas Corp.................................  20,200       157,812
*Bell Microproducts, Inc..............................  14,000       181,125
*Benchmark Electronics, Inc...........................  18,900       642,600
*Benton Oil & Gas Co..................................  24,300        66,825
Bergen Brunswig Corp. Class A......................... 182,497       946,703
Berkley (W.R.) Corp...................................  56,600     1,246,969
*Berlitz International, Inc...........................  21,500       239,187
*Bethlehem Steel Corp................................. 202,634       785,207
*Beverly Enterprises.................................. 217,700       653,100
BHA Group Holdings, Inc. Class A......................   7,185        72,748
*BI, Inc..............................................  18,700        99,344
Bindley Western Industries, Inc.......................  28,300       539,469
*Bio Vascular, Inc....................................  10,300        29,934
*Bionx Implants, Inc..................................   1,200         2,625
*Bio-Rad Laboratories, Inc. Class A...................   9,200       213,325
*BioReliance Corp.....................................   9,000        45,281
*Biosource International, Inc.........................   8,600        58,587
Birmingham Steel Corp.................................  44,700       173,212
Blair Corp............................................  14,900       286,825
Block Drug Co., Inc. Class A..........................  27,744       768,162
*Blonder Tongue Laboratories, Inc.....................   4,700        32,312
BMC Industries, Inc...................................  56,000       213,500
Bob Evans Farms, Inc..................................  78,100     1,059,231
*Boca Research, Inc...................................   8,100        44,044
*Boca Resorts, Inc....................................  58,000       500,250
*Bolt Technology Corp.................................   5,600        25,200
*Bombay Co., Inc......................................  53,040       169,065
*Bon-Ton Stores, Inc..................................   9,800        21,897
*Books-a-Million, Inc.................................  20,200        68,806
*Borders Group, Inc...................................   8,500       119,531
Borg Warner Automotive, Inc...........................  41,000     1,629,750
*Boron, Lepore and Associates, Inc....................  29,600       226,625
*Boston Biomedical, Inc...............................   3,300        12,066
*Boston Communications Group, Inc.....................  13,500       138,797
Bostonfed Bancorp, Inc................................   1,500        19,687
Bowl America, Inc. Class A............................   3,200        24,800
Bowne & Co., Inc......................................  86,800       873,425
*Boyd Gaming Corp.....................................  63,700       314,519
*Brass Eagle, Inc.....................................   8,000        39,000
*Bridgestreet Accomodations, Inc......................   7,200        19,800
*Brightpoint, Inc.....................................  33,500       389,437
*BrightStar Information Technology Group, Inc.........  13,200        51,150
*Brookdale Living Communities.........................  10,200       138,975
Brookline Bancorp, Inc................................  47,200       461,675
*Brooks Automation, Inc...............................   6,200       247,225
*Brown & Sharpe Manufacturing Co. Class A.............  24,900        56,025
*Brown (Tom), Inc.....................................  34,500       752,531
Brown Shoe Company, Inc...............................  23,100       275,756

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THE TAX-MANAGED U.S. 5-10 VALUE PORTFOLIO                                       

CONTINUED                                                                       

                                                                [Download Table]

                                                       SHARES         VALUE+
                                                       ------         ------
                                                                            
*Brunswick Technologies, Inc..........................   5,700  $     50,053
Brush Wellman, Inc....................................  21,700       378,394
BSB Bancorp, Inc......................................   4,500        85,922
*BTU International, Inc...............................   8,100        70,116
*Budget Group, Inc....................................  77,000       293,562
*Buffets, Inc.........................................  58,500       678,234
*Building Materials Holding Corp......................  30,500       283,078
Burlington Coat Factory Warehouse Corp................ 104,780     1,329,396
*Burlington Industries, Inc...........................  64,500       213,656
*Bush Boake Allen, Inc................................   6,250       203,906
Bush Industries, Inc. Class A.........................  15,850       270,441
*Business Resource Group..............................   4,100        25,497
*Butler International, Inc............................     800         6,550
Butler Manufacturing Co...............................  12,800       285,600
*BWAY Corp............................................  16,100       115,719
*C.P. Clare Corp......................................  23,100       151,594
Cadmus Communications Corp............................  18,900       164,194
Calgon Carbon Corp....................................  93,400       612,937
*Caliber Learning Network, Inc........................  30,300        82,378
*California Coastal Communities, Inc..................   9,800        56,044
*California Micro Devices Corp........................   6,600        93,431
*Callon Petroleum Co..................................   5,100        77,775
Cal-Maine Foods, Inc..................................  11,400        38,119
Camco Financial Corp..................................   7,700        69,300
*Cameron Ashley Building Products, Inc................  15,500       279,969
*Cannondale Corp......................................  18,000       129,375
*Canterbury Information Technology, Inc...............   7,000        18,594
*Capital Corp. of the West............................   4,200        41,212
*Capital Crossing Bank................................  14,200       145,550
*Capital Pacific Holdings, Inc........................  16,900        46,475
*Capital Senior Living Corp...........................  17,300        41,087
*Capital Trust, Inc...................................  11,300        43,787
Capitol Transamerica Corp.............................  14,650       164,812
Caraustar Industries, Inc.............................   8,300       137,209
*Carbide/Graphite Group, Inc..........................  14,500        62,078
*Caredata.com, Inc....................................  11,400        45,600
*Carematrix, Inc......................................  24,400        17,919
*Caribiner International, Inc.........................  33,200        24,900
*Carmike Cinemas, Inc. Class A........................  16,700        88,719
Carpenter Technology Corp.............................  52,800     1,092,300
*Carriage Services, Inc. Class A......................  16,300        46,862
*Carrington Laboratories, Inc.........................  22,900        50,809
*Carson, Inc..........................................  18,300        74,344
Carter-Wallace, Inc...................................  23,000       460,000
Cascade Corp..........................................   8,800        99,000
*Casella Waste Systems, Inc. Class A..................  20,700       269,100
Casey's General Stores, Inc...........................   1,700        20,081
Cash America International, Inc.......................  25,000       256,250
*Casino Data Systems..................................  23,200       102,587
*Castle & Cooke, Inc..................................  39,200       730,100
Castle (A.M.) & Co....................................   3,200        39,800
*Castle Dental Centers, Inc...........................   4,600        11,212
Castle Energy Corp....................................  17,000       102,797
*Catalina Lighting, Inc...............................  10,800        43,200
Cato Corp. Class A....................................  26,700       331,247
Cavalier Homes, Inc...................................   1,000         1,500
*CB Richard Ellis Services, Inc.......................  30,000       301,875
CBRL Group, Inc.......................................  78,500     1,135,797
*Celadon Group, Inc...................................  11,800       159,669

                                                       SHARES         VALUE+
                                                       ------         ------
                                                                            

*Celeris Corporation..................................   6,966  $     19,265
*Celeritek, Inc.......................................   6,700       322,228
Cenit Bancorp, Inc....................................   3,700        41,162
*Centigram Communications Corp........................   8,600       161,519
Central Bancorp, Inc..................................   3,500        56,984
*Central Garden & Pet Co..............................   6,300        71,859
Century Aluminum Co...................................  25,100       256,491
*Century Business Services, Inc.......................  29,400        76,716
*Ceradyne, Inc........................................   8,400        69,300
*Cerprobe Corp........................................   9,300       115,087
*CFM Technologies, Inc................................   8,400        65,625
*Champion Enterprises, Inc............................  92,600       526,662
Champion Industries, Inc..............................   8,900        25,309
*Champps Entertainment, Inc...........................   1,000         3,906
*Charming Shoppes, Inc................................ 145,700       860,541
*Chart House Enterprises, Inc.........................  13,900        73,844
*Chase Industries, Inc................................  15,050       139,212
*Check Technology Corp................................   5,900        30,053
*Checkers Drive-In Restaurant, Inc....................   5,637        12,067
*Checkpoint System, Inc...............................  72,600       576,262
Chemed Corp...........................................   8,300       251,594
*Chemfab Corp.........................................  13,050       130,500
Chemfirst, Inc........................................  15,700       327,737
*Cherry Corp..........................................  10,000       201,250
Chesapeake Corp.......................................  26,500       866,219
Chesapeake Utilities Corp.............................   4,000        70,750
Chicago Rivet & Machine Co............................     400         8,900
*Children's Comprehensive Services, Inc...............  17,200        38,700
*Childtime Learning Centers, Inc......................   4,700        31,725
Chiquita Brands International, Inc....................  65,800       259,087
*Chromcraft Revington, Inc............................   2,100        23,362
*Chronimed, Inc.......................................   6,600        43,312
*Chyron Corp..........................................  27,000        67,500
CICOR International, Inc..............................  11,600       122,525
*CIDCO, Inc...........................................  34,700       106,269
*Ciprico, Inc.........................................   6,500        70,281
Circle International, Inc.............................   8,300       156,922
*Circuit City Stores, Inc. (Carmax Group).............  28,600        76,862
*Citadel Holding Corp. Class A........................   4,720        14,750
*Citation Holding Corp. Class B.......................   1,180         3,687
City Holding Co.......................................  40,600       403,462
CKE Restaurants, Inc.................................. 113,200       374,975
*Clean Harbors, Inc...................................  21,300        39,272
Cleveland Cliffs, Inc.................................  25,100       638,481
*Clintrials Research, Inc.............................  25,200        81,506
CNA Surety Corp.......................................   8,000       100,000
*CNS, Inc.............................................  29,600       118,400
Coachmen Industries, Inc..............................  37,400       446,462
*Coast Dental Services, Inc...........................   8,700        17,808
Coastal Bancorp, Inc..................................  15,050       226,691
*Coastcast Corp.......................................   8,100       154,912
*Cobra Electronic Corp................................   7,500        41,250
*Coeur d'Alene Mines Corp. ID.........................  15,000        36,562
*Coherent, Inc........................................  18,300     1,030,519
*Coinmach Laundry Corp................................  16,200       219,206
Cole National Corp. Class A...........................  19,900       125,619
*Columbia Banking System, Inc.........................   9,240       100,774
Columbus McKinnon Corp................................  23,500       324,594
*Comdial Corp.........................................   9,500        86,836
*Comforce Corp........................................  19,000        38,000

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                                                       SHARES         VALUE+
                                                       ------         ------
                                                                            
*Comfort Systems USA, Inc.............................  32,500  $    197,031
*Command Systems, Inc.................................   3,800         7,006
Commerce Group, Inc...................................  38,600     1,047,025
Commercial Federal Corp...............................  82,900     1,321,219
Commercial Metals Co..................................  34,200       899,887
Commonwealth Bancorp, Inc.............................   7,400        85,562
Commonwealth Industries, Inc..........................  40,000       246,250
Communications Systems, Inc...........................   3,400        46,537
Community Financial Corp..............................   3,000        33,562
Community Financial Group, Inc........................   3,400        44,625
Community Savings Bankshares, Inc.....................  16,600       175,337
Community Trust Bancorp, Inc..........................   5,170        74,803
*Compucom Systems, Inc................................  63,900       153,759
Comsat Corp. Series 1.................................  38,900       953,050
*Comshare, Inc........................................  10,500        40,031
*Comstock Resources, Inc..............................  42,800       321,000
*Concentrex, Inc......................................   5,200        23,562
*Concord Camera Corp..................................  19,600       332,587
*Condor Technology Solutions, Inc.....................  14,400         6,075
*Cone Mills Corp. NC..................................  36,900       212,175
*Congoleum Corp. Class A..............................   2,800         8,750
*Consolidated Freightways Corp........................  24,500       111,781
*Consolidated Graphics, Inc...........................  21,300       220,987
Cooper Tire & Rubber Co............................... 182,000     2,195,375
*CoorsTek, Inc........................................   9,775       315,244
*Core Materials Corp..................................     700         1,094
Corn Products International, Inc......................  59,600     1,463,925
*Cornell Corrections, Inc.............................  23,000       166,750
Corning, Inc..........................................   8,010     1,549,434
*Correctional Services Corp...........................  14,400        63,450
*Corrpro Companies, Inc...............................  11,000        41,250
Corus Bankshares, Inc.................................  20,000       496,250
*Cost-U-Less, Inc.....................................   2,500         4,141
*Cotelligent Group, Inc...............................  24,000       109,500
Courier Corp..........................................   1,500        38,812
*Covenant Transport, Inc. Class A.....................  30,200       310,494
*Coventry Health Care, Inc............................  80,700       955,791
Covest Bancshares, Inc................................   3,500        36,422
CPAC, Inc.............................................   8,800        60,500
*Craig (Jenny), Inc...................................  49,800        71,587
*Craig Corp...........................................     900         3,656
*Credit Acceptance Corp...............................  13,900        77,319
*Cross (A.T.) Co. Class A.............................  21,600       132,300
Cross Timbers Oil Co..................................  23,200       471,250
*Crossman Communities, Inc............................  14,100       249,834
*Crown Central Petroleum Corp. Class A................   6,600        59,812
*Crown Central Petroleum Corp. Class B................   7,000        63,437
*Crown Vantage, Inc...................................  10,800         2,531
*CSP, Inc.............................................   6,061        37,692
*CSS Industries, Inc..................................  16,000       320,000
*CTB International Corp...............................  17,600       114,675
Cubic Corp............................................  15,800       316,000
Culp, Inc.............................................  10,800        68,175
*Curative Health Services, Inc........................  10,500        56,602
*Cyberoptics Corp.....................................   5,000       186,406
*Cybex International, Inc.............................   7,300        19,619
*Cylink Corp..........................................  16,100       222,381
*Cyrk, Inc............................................  24,300       139,725
*D A Consulting Group, Inc............................   8,300        18,286
Dain Rauscher Corp....................................   9,300       554,512

                                                       SHARES         VALUE+
                                                       ------         ------
                                                                            

*Damark International, Inc. Class A...................   7,600  $    143,212
*Dan River, Inc. (GA) Class A.........................  28,600       143,000
*Danielson Holding Corp...............................   3,000        14,250
*Darling International, Inc...........................   1,000         1,187
*Data I/O Corp........................................   6,100        22,875
Data Research Association, Inc........................     600         3,094
*Data Systems & Software, Inc.........................  10,200        45,900
*DataTRAK International, Inc..........................   7,900        42,956
*Dataware Technologies, Inc...........................   2,800         7,437
*Datron Systems, Inc..................................   3,800        44,056
*Datum, Inc...........................................   6,500       101,156
*Dave and Busters, Inc................................  18,500       127,187
*Dawson Geophysical Co................................   9,400        91,356
*Dayton Superior Corp. Class A........................   5,600       142,800
*Deckers Outdoor Corp.................................  12,000        40,500
*Del Global Technologies Corp.........................   7,100        59,462
*Delia's, Inc.........................................  14,900        37,250
*Delphi Financial Group, Inc. Class A.................  16,398       549,333
*Delta Financial Corp.................................   1,900         3,325
Delta Natural Gas Co., Inc............................   2,800        42,262
Deltic Timber Corp....................................   1,300        27,787
Designs, Inc..........................................     500           766
*Detection Systems, Inc...............................   8,000        79,000
Detroit Diesel Corp...................................  32,200       507,150
Dexter Corp...........................................   4,000       173,000
*Digi International, Inc..............................  26,800       138,187
Dime Community Bancorp, Inc...........................  11,100       180,375
*Diodes, Inc..........................................   4,600       125,350
*Discount Auto Parts, Inc.............................   2,500        25,000
*Dixie Group, Inc.....................................  12,719        45,311
*Dollar Thrifty Automotive Group, Inc.................  34,000       612,000
Donegal Group, Inc....................................   6,000        41,719
*Donna Karan International, Inc.......................  21,900       154,669
Donnelly Corp. Class A................................   5,600        80,850
Downey Financial Corp.................................  35,700     1,062,075
*Dress Barn, Inc......................................  24,700       525,647
*DRS Technologies, Inc................................   9,500       108,062
*Drug Emporium, Inc...................................  17,900        20,417
*Drypers Corp.........................................  13,000        23,359
DT Industries, Inc....................................  10,800       108,675
*Duckwall-Alco Stores, Inc............................   1,300        11,212
*Ducommun, Inc........................................  10,300       115,231
*Dura Automotive Systems, Inc.........................   1,085        12,918
*Dura Pharmaceuticals, Inc............................  43,000       503,906
*DVI, Inc.............................................  24,500       352,187
*Dwyer Group, Inc.....................................   7,600        19,000
*Dynamics Research Corp...............................   8,800        62,150
*E Com Ventures, Inc..................................   5,200        15,762
Eagle Bancshares, Inc.................................     700         8,181
Earthgrains Co........................................  42,700       704,550
*ECC International Corp...............................  10,800        32,400
Edelbrock Corp........................................   4,200        48,037
Edo Corp..............................................   5,600        36,050
*Educational Insights, Inc............................   2,800         3,456
*EduTrek International, Inc...........................   4,700         6,316
*EFTC Corp............................................  15,700        33,117
*Elantec Semiconductor, Inc...........................   3,000       114,469
*Elcom International, Inc.............................   3,900        20,353
*Elcotel, Inc.........................................  10,200        18,966
*Elder-Beerman Stores Corp............................  21,200        96,725
*Electro Rent Corp....................................  10,100       109,837
*Electroglas, Inc.....................................  12,200       321,775

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                                                       SHARES         VALUE+
                                                       ------         ------
                                                                            
*Elite Information Group, Inc.........................  11,000  $     70,125
Ellett Brothers, Inc..................................   4,500        18,562
EMC Insurance Group, Inc..............................   1,000         8,062
*Emcor Group, Inc.....................................   8,400       186,375
Empire Federal Bancorp, Inc...........................   1,800        19,912
*EMS Technologies, Inc................................   9,800       158,331
*Encad, Inc...........................................  16,800        58,800
*Encompass Services Corp..............................  95,125       558,859
*Encore Wire Corp.....................................  15,000        94,219
*Endosonics Corp......................................  11,800        50,334
Energen Corp..........................................  24,300       537,637
Enesco Group, Inc.....................................  27,500       110,000
Engineered Support Systems, Inc.......................   6,500        82,062
Engle Homes, Inc......................................  21,300       204,347
Enhance Financial Services Group, Inc.................  63,500       873,125
Ennis Business Forms, Inc.............................     500         3,687
*Enserch Exploration Corp.............................  82,900       424,862
*Equinox Systems, Inc.................................   6,000        34,875
*Equity Marketing, Inc................................   4,400        44,550
*Esco Electronics Corp................................  17,700       311,962
Eskimo Pie Corp.......................................   3,600        35,437
Espey Manufacturing & Electronics Corp................     400         5,750
*Esterline Technologies Corp..........................  26,200       356,975
Ethyl Corp............................................ 112,200       287,512
*Evans & Sutherland Computer Corp.....................   5,900        46,647
Everest Re Group, Ltd.................................   2,100        71,400
*Exabyte Corp.........................................  33,000       139,219
*Exar Corp............................................  12,900       885,666
*Exponent, Inc........................................  11,400        89,419
*Extended Stay America, Inc........................... 215,400     1,938,600
*Extended Systems, Inc................................   5,000       161,250
Ezcorp, Inc. Class A Non-Voting.......................   9,000        19,687
*E-Z-Em, Inc. Class A.................................   3,700        25,437
*Fairchild Corp. Class A..............................  11,400        54,150
Falcon Products, Inc..................................   9,200        90,850
*Farm Family Holdings, Inc............................   3,500        94,500
Farrel Corp...........................................   6,000         9,750
FBL Financial Group, Inc. Class A.....................   7,000       102,375
*Featherlite Manufacturing, Inc.......................     400         1,387
Federal-Mogul Corp....................................  92,400       918,225
*FEI Co...............................................  30,500       551,859
FFLC Bancorp..........................................   1,700        21,781
*Fibermark, Inc.......................................  12,700       132,556
Fidelity National Financial, Inc......................  35,800       554,900
*Finish Line, Inc. Class A............................   1,500        10,406
*Finishmaster, Inc....................................   9,000        48,937
Finova Group, Inc.....................................  77,100       920,381
First American Financial Corp.........................  91,600     1,522,850
First Bell Bancorp, Inc...............................   6,400        91,400
First Charter Corp....................................  31,700       506,209
First Citizens Bancshares, Inc. NC....................  12,200       735,812
First Defiance Financial Corp.........................   6,100        50,516
First Essex Bancorp...................................   8,800       144,925
First Federal Bancshares of Arkansas, Inc.............   4,000        60,500
First Indiana Corp....................................     700        12,228
*First Investors Financial Services Group, Inc........  13,000        61,344
First Mariner Bank Corp...............................   1,300         8,369
First Midwest Financial, Inc..........................   3,400        33,681

                                                       SHARES         VALUE+
                                                       ------         ------
                                                                            

First Niagara Financial Group, Inc....................  37,300  $    341,528
First Northern Capital Corp...........................  13,500       180,141
*First Republic Bank..................................  13,800       232,875
First Savings Bancorp, Inc. North Carolina............   5,400        97,200
First Sentinel Bancorp, Inc...........................  43,300       337,605
*First Team Sports, Inc...............................   8,100        17,339
First Washington Bancorp, Inc.........................   7,300       105,622
FirstBank NW Corp.....................................   1,000        10,125
Firstfed America Bancorp, Inc.........................   5,100        59,287
*FirstFed Financial Corp. DE..........................  11,000       147,812
Firstspartan Financial Corp...........................   5,000        87,500
*Fischer Imaging Corp.................................   3,200         8,600
Flagstar Bancorp, Inc.................................  17,100       160,847
*Flander Corp.........................................  33,900       120,769
Fleetwood Enterprises, Inc............................  45,700       651,225
Fleming Companies, Inc................................  54,800       770,625
Flexsteel Industries, Inc.............................   7,100        91,634
*Florsheim Group, Inc.................................     300           741
Flushing Financial Corp...............................  18,200       262,762
FNB Financial Services Corp...........................   2,300        28,175
*Foilmark, Inc........................................   7,100        27,291
*Forcenergy, Inc......................................  19,700        15,464
*Forest Oil Corp......................................  21,800       347,437
*Foster (L.B.) Co. Class A............................   7,900        26,416
Foster Wheeler Corp...................................  34,900       294,469
*Foundation Health Systems, Inc.......................  50,000       600,000
*FPIC Insurance Group, Inc............................  15,000       193,594
Frankfort First Bancorp, Inc..........................     200         2,375
Franklin Bank National Associaton Southfield, MI......   9,300        80,212
*Franklin Covey Co....................................  28,400       220,100
*Franklin Electronic Publishers, Inc..................   3,900        25,350
Freds, Inc. Class A...................................  12,800       219,200
Fremont General Corp.................................. 103,800       454,125
*French Fragrances, Inc...............................  18,300       140,681
Frequency Electronics, Inc............................   9,200       156,400
*Fresh America Corp...................................  11,500        25,156
*Fresh Choice, Inc....................................   4,000        14,437
*Fresh Foods, Inc.....................................   4,500        13,219
*Friede Goldman International.........................  13,469       113,645
*Friedman Billings Ramsey Group, Inc. Class A.........  15,900       101,362
Friedman Industries, Inc..............................   6,840        22,232
Friedmans, Inc. Class A...............................   7,200        43,425
Frisch's Restaurants, Inc.............................   7,500        73,125
*Fritz Companies, Inc.................................  27,100       282,009
Frozen Food Express Industries, Inc...................   6,700        16,959
FSF Financial Corp....................................   4,200        51,975
*FSI International, Inc...............................  21,800       314,056
*FTI Consulting, Inc..................................   7,000        65,625
GA Financial, Inc.....................................   3,500        41,125
*Gadzooks, Inc........................................  10,600       151,050
Gainsco, Inc..........................................  27,300       143,325
*Galey & Lord, Inc....................................  13,400        32,662
*GameTech International, Inc..........................   6,600        42,075
Garan, Inc............................................   1,000        20,500
*Garden Fresh Restaurant Corp.........................  13,200       143,550
*Gasonics International, Inc..........................   1,400        38,150
*GC Companies, Inc....................................   4,600       121,612
*Gehl Co..............................................  10,100       180,853
Gencorp, Inc..........................................  74,000       726,125

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                                                       SHARES         VALUE+
                                                       ------         ------
                                                                            
General Binding Corp..................................  18,000  $    135,000
General Cable Corp....................................  33,700       280,131
*General Communications, Inc. Class A.................  60,000       288,750
*Genesee & Wyoming, Inc...............................   6,000       109,875
*Genicom Corp.........................................   8,800         1,012
*Genlyte Group, Inc...................................  28,700       583,866
*Genome Therapeutics Corp.............................   8,000       124,250
*Gensym Corp..........................................   7,700        28,033
*Gentiva Health Services..............................  17,300       150,834
*Gerber Childrenswear, Inc............................  11,300        59,325
Gerber Scientific, Inc................................  13,300       159,600
*Getty Petroleum Marketing, Inc.......................   9,200        33,350
*Giant Industries, Inc................................  17,400       153,337
Gibraltar Steel Corp..................................  19,500       308,953
*Giga-Tronics, Inc....................................   2,800        21,175
*G-III Apparel Group, Ltd.............................  10,300        47,637
Glatfelter (P.H.) Co..................................  63,100       745,369
*Glenayre Technologies, Inc...........................  69,900       574,491
*Global Sources, Ltd..................................     541        14,928
*Global Vacation Group, Inc...........................  20,000        51,250
*Globe Business Resources, Inc........................   4,600        58,794
Golden Enterprises, Inc...............................     300           937
*Golden State Vintners, Inc...........................   5,400        25,987
*Good Guys, Inc.......................................  17,100        45,956
*Goodys Family Clothing...............................  50,300       275,078
Gorman-Rupp Co........................................   7,700       134,269
*Gottschalks, Inc.....................................  18,000        91,125
*Government Technology Services, Inc..................   5,200        15,762
*GP Strategies Corp...................................   9,900        37,744
Granite Construction, Inc.............................  19,000       495,187
*Graphic Packaging International Corp.................  12,300        42,281
Great Atlantic & Pacific Tea Co., Inc.................  55,200     1,014,300
*Greenbriar Corp......................................   2,200         3,300
Greenbrier Companies, Inc.............................   4,100        31,262
*Grey Wolf, Inc.......................................  16,500        82,500
*Griffin Land & Nurseries, Inc. Class A...............   1,900        25,650
*Griffon Corp.........................................  49,700       301,306
*Group 1 Automotive, Inc..............................  12,800       147,200
*GT Interactive Software Corp.........................  47,100        98,616
Guaranty Federal Bancshares, Inc......................   7,500        74,766
*Guest Supply, Inc....................................   5,800       101,862
Guilford Mills, Inc...................................   9,300        61,031
*Gulf Island Fabrication, Inc.........................   9,800       169,969
*Gulfmark Offshore, Inc...............................  14,800       319,125
*Gundle/SLT Environmental, Inc........................   5,400        16,875
*Gymboree Corp........................................  33,200        92,856
*GZA Geoenvironmental Technologies, Inc...............   1,600         9,800
Haggar Corp...........................................  15,100       175,066
*Hagler Bailly, Inc...................................  24,100        43,681
*Halifax Corp.........................................   2,000        10,375
Hallmark Capital Corp.................................   2,900        24,650
*Ha-Lo Industries, Inc................................  33,100       184,119
Hancock Fabrics, Inc..................................   5,600        26,250
Hancock Holding Co....................................   4,300       136,525
*Handleman Co.........................................  24,400       237,900
*Hanger Orthopedic Group, Inc.........................  10,800        51,975
Harbor Florida Bancshares, Inc........................  21,500       227,766
*Harding Lawson Associates Group, Inc.................   6,800        77,137

                                                       SHARES         VALUE+
                                                       ------         ------
                                                                            

Hardinge Brothers, Inc................................   5,500  $     53,109
Harleysville Group, Inc...............................   8,900       150,744
Harman International Industries, Inc..................   2,900       167,837
Harmon Industries, Inc................................   3,600        48,150
Hartford Life, Inc. Class A...........................  36,700     1,841,881
*Hartmarx Corp........................................  33,500        75,375
*Hastings Entertainment, Inc..........................  18,300        24,305
*Hauser, Inc..........................................   1,900         2,612
Haven Bancorp, Inc....................................  11,100       199,106
*Hawaiian Airlines, Inc...............................  20,500        51,250
*Hawk Corp............................................  15,000       102,187
*Hawker Pacific Aerospace.............................   6,000        33,750
*Hawthorne Financial Corp.............................   8,900        72,312
HCC Insurance Holdings, Inc...........................  27,700       472,631
*Headway Corporate Resources, Inc.....................   2,500         7,969
*Health Management Systems, Inc.......................  15,000        62,109
*Health Systems Design Corp...........................   5,000        28,125
*Healthcare Recoveries, Inc...........................  13,700        47,736
*Healthcare Services Group, Inc.......................  19,500        87,750
Healthplan Services Corp..............................  15,500        37,781
*Hector Communications Corp...........................   4,300        54,825
Heico Corp............................................  20,000       262,500
Heilig-Meyers Co......................................  69,000       116,437
*Hello Direct, Inc....................................   3,900        48,506
Helmerich & Payne, Inc................................   3,900       145,275
*Herley Industries, Inc...............................   3,500        56,656
*Hexcel Corp..........................................  23,300       180,575
*High Plains Corp.....................................  22,400        50,400
*Highlands Insurance Group, Inc.......................   7,400        53,650
*Hirsch International Corp. Class A...................     900         1,266
*Hi-Tech Pharmacal, Inc...............................   6,700        26,067
HMN Financial, Inc....................................   6,000        67,875
*HMT Technology Corp..................................  72,000       123,750
*Holiday RV Superstores, Inc..........................     500         2,094
Holly Corp............................................  11,000       110,000
*Hollywood Entertainment Corp.........................  26,100       179,845
*Hologic, Inc.........................................  25,900       148,925
*Home Products International, Inc.....................  10,300        44,419
*Homestead Village, Inc...............................   3,900        15,844
Horizon Financial Corp................................  10,000        93,437
*Horizon Health Corp..................................   8,800        53,350
*Horizon Offshore, Inc................................  31,400       354,231
*Horizon Pharmacies, Inc..............................   6,600        24,750
Horton (D.R.), Inc.................................... 131,100     1,712,494
*Hotelworks.com, Inc..................................  27,900        10,462
*Houston Exploration Co...............................  24,500       612,500
*Hovnanian Enterprises, Inc. Class A..................   6,200        34,100
*HPSC, Inc............................................   3,600        33,975
*HS Resources, Inc....................................  25,900       869,269
*Hub Group, Inc. Class A..............................   6,300        79,734
Hudson River Bancorp, Inc.............................  31,600       309,087
Huffy Corp............................................   7,600        24,700
Hughes Supply, Inc....................................   1,300        24,700
*Humana, Inc.......................................... 167,500       942,187
Hunt (J.B.) Transport Services, Inc...................  24,400       394,212
Hunt Corp.............................................  15,100       151,944
*Huntco, Inc. Class A.................................   7,100        21,744
*Hurco Companies, Inc.................................   3,500        15,312
*Hutchinson Technology, Inc...........................  43,100       507,772
*Hypercom Corp........................................  44,300       553,750
*Hyseq, Inc...........................................  12,100       280,191
Iberiabank Corp.......................................   5,300        79,169

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                                                                [Download Table]

                                                       SHARES         VALUE+
                                                       ------         ------
                                                                            
*ICT Group, Inc.......................................  10,400  $     73,125
*IDT Corp.............................................   6,000       195,562
*IEC Electronics Corp.................................   2,400         4,575
*IFR Systems, Inc.....................................  11,000        62,906
*IHOP Corp............................................  16,100       283,762
*II-VI, Inc...........................................   8,200       315,187
Ikon Office Solutions, Inc............................ 236,400     1,182,000
*Ikos Systems, Inc....................................   3,600        30,656
*Il Fornaio (America) Corp............................   6,200        53,475
*Imation Corp.........................................  41,300     1,169,306
IMCO Recycling, Inc...................................   5,100        34,106
*Imperial Credit Industries, Inc......................  36,100       126,350
Imperial Sugar Co.....................................   5,900         8,112
*In Focus Systems, Inc................................  15,400       429,756
*Inacom Corp..........................................  75,640        12,859
Independence Community Bank Corp......................  93,600     1,251,900
Independent Bank East.................................  10,344       135,118
*Industrial Distribution Group, Inc...................   1,000         2,375
*Industrial Holdings, Inc.............................  10,000        11,562
*Industri-Matematik International Corp................   2,000        10,500
*Inference Corp. Class A..............................   2,000        12,375
*Infinium Software, Inc...............................   3,300        10,622
*Information Management Associates, Inc...............  12,000        52,500
*Information Resources, Inc...........................   3,100        15,403
Ingles Market, Inc. Class A...........................  15,000       148,125
*Ingram Micro, Inc.................................... 145,800     2,460,375
*Innotrac Corp........................................  19,600        96,775
*Innovative Clinical Solutions, Ltd...................  16,100         2,817
*Innoveda, Inc........................................  33,000       147,469
Innovex, Inc..........................................  12,800       110,000
*Inprise Corp.........................................  29,700       165,670
*Input/Output, Inc....................................  40,400       318,150
*Insignia Financial Group, Inc........................  34,400       389,150
*Inso Corp............................................  26,700        94,284
*Inspire Insurance Solutions, Inc.....................  45,700       158,522
Insteel Industries, Inc...............................   7,400        42,550
*Insurance Auto Auctions, Inc.........................  21,500       417,234
*IntegraMed America, Inc..............................   3,600        11,250
*Integrated Device Technology, Inc....................  16,400       780,025
*Integrated Electrical Services, Inc..................  16,500        81,469
*Integrated Measurement System, Inc...................   8,900       132,387
*Integrated Silicon Solution, Inc.....................  19,100       566,434
*Inter Parfums, Inc...................................   7,800        91,650
Interface, Inc. Class A...............................   1,000         4,375
*Intergraph Corp......................................  58,200       325,556
*Interim Services, Inc................................  58,300     1,173,287
*Interlinq Software Corp..............................   5,300        14,906
*Intermagnetics General Corp..........................  11,800       134,225
*International Aircraft Investors.....................   6,000        30,750
International Multifoods Corp.........................  25,000       348,437
*International Rectifier Corp.........................  38,000     1,567,500
*International Speciality Products, Inc...............  13,000        70,687
*International Total Services, Inc....................   6,500         6,500
*Interphase Corp......................................   1,400        19,775
Interpool, Inc........................................  21,100       168,800
*Interstate National Dealers Services, Inc............   4,600        25,012
*Intervoice, Inc......................................   1,449        20,467
*Intevac, Inc.........................................   3,500        10,937
Investors Title Co....................................   1,300        14,300

                                                       SHARES         VALUE+
                                                       ------         ------
                                                                            

*Invision Technologies, Inc...........................  18,400  $     74,175
*Invivo Corp..........................................   2,000        20,125
*Ionics, Inc..........................................  19,200       552,000
*IRI International Corp...............................  52,000       464,750
*Iridex Corp..........................................   6,200        52,700
*Isle of Capri Casinos, Inc...........................  23,700       323,653
*Isolyser Co., Inc....................................   8,300        29,309
*IT Group, Inc .......................................  36,100       209,831
*ITLA Capital Corp....................................   6,200        80,987
*Itron, Inc...........................................  20,700        96,384
*IVI Checkmate Corp...................................  43,700       128,369
*J & J Snack Foods Corp...............................  12,000       178,875
*J. Alexander's Corp..................................  12,800        49,600
*J. Jill Group, Inc...................................  24,000       147,750
*Jackpot Enterprises, Inc.............................   8,800       101,750
Jacksonville Bancorp, Inc.............................   2,200        28,187
*Jaco Electronics, Inc................................   8,700       141,647
*Jacobson Stores, Inc.................................  13,900        78,187
*Jan Bell Marketing, Inc..............................   2,600         5,687
*Jason, Inc...........................................  16,400       165,025
*JDA Software Group, Inc..............................  16,100       250,053
Jefferies Group, Inc..................................  23,400       472,387
Jefferson Savings Bancorp, Inc........................  23,900       260,659
*JLK Direct Distribution, Inc. Class A................   5,000        34,687
*JLM Industries, Inc..................................   9,700        36,678
*Johnson Outdoors, Inc................................  16,600       146,806
*Jos. A. Bank Clothiers, Inc..........................  16,400        74,312
*JPM Co...............................................   5,300        27,328
*JPS Industries, Inc..................................  18,000        67,219
*Jps Packaging Company................................   5,800        16,312
Justin Industries, Inc................................  29,700       517,894
K Swiss, Inc. Class A.................................  19,100       251,284
*K2, Inc..............................................   8,400        59,325
*Kaiser Aluminum Corp.................................  67,350       298,866
*Kaiser Ventures, Inc.................................   9,300       120,319
Kaman Corp. Class A...................................  55,500       553,266
*Kasper A.S.L., Ltd...................................   7,000        18,047
Katy Industries, Inc..................................  13,300       128,844
*KCS Energy, Inc......................................  26,100        29,362
*Kellstrom Industries, Inc............................  13,500        67,922
Kellwood Co...........................................  35,400       597,375
*Kendle International, Inc............................     500         3,156
Kennametal, Inc.......................................  50,900     1,342,487
*Kent Electronics Corp................................  12,800       355,200
*Kentucky Electric Steel, Inc.........................   4,800        10,200
Kentucky First Bancorp, Inc...........................     400         4,075
Kewaunee Scientific Corp..............................   5,000        58,281
*Key Energy Group, Inc................................  73,800       802,575
*Key Production Co., Inc..............................  12,500       200,781
*Key Technology, Inc..................................   7,100        61,459
*Key Tronic Corp......................................   7,400        20,119
*Keystone Automotive Industries, Inc..................  13,700       100,395
*kforce.com, Inc...................................... 101,900     1,308,778
Kimball International, Inc. Class B...................  18,200       294,044
*Kinark Corp..........................................   1,300         1,706
*Kinnard Investment, Inc..............................   5,200        41,275
*Kitty Hawk, Inc......................................   4,100         1,917
Klamath First Bancorp, Inc............................   2,700        30,206
*KLLM Transport Services, Inc.........................   4,200        33,469
*Kulicke & Soffa Industries, Inc......................   4,400       221,650
*KVH Industries, Inc..................................   2,900        15,134
LabOne, Inc...........................................   9,000        46,406

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                                                                [Download Table]

                                                       SHARES         VALUE+
                                                       ------         ------
                                                                            
LaCrosse Footwear, Inc................................   6,100  $     24,591
*Ladish Co., Inc......................................  28,500       248,484
*Lakes Gaming, Inc....................................  12,000        98,625
*Lam Research Corp....................................   1,600        51,450
*Lamson & Sessions Co.................................  19,500       156,000
*Lancer Corp..........................................   1,000         3,625
*Landair Corp.........................................   2,600        10,644
Landamerica Financial Group, Inc......................  10,500       193,594
Landrys Seafood Restaurants, Inc......................  41,500       324,219
*Larscom, Inc.........................................   6,300        31,500
*Layne Christensen Co.................................  13,100        58,131
*Lazare Kaplan International, Inc.....................  12,500       109,375
La-Z-Boy, Inc.........................................  12,744       204,700
*Leapnet, Inc.........................................  25,788        82,602
*Lechters, Inc........................................  12,900        19,753
Lennar Corp...........................................  62,500     1,179,688
Lennox International, Inc.............................  17,420       204,685
Lesco, Inc............................................  11,700       182,081
*Level 8 Systems, Inc.................................     567        11,110
*Liberty Corp.........................................  18,800       660,350
Liberty Financial Companies, Inc......................  57,300     1,350,131
*Life Financial Corp..................................  10,300        40,556
Lifetime Hoan Corp....................................  12,500       103,906
Lillian Vernon Corp...................................   1,000         9,750
Lindberg Corp.........................................   1,800        14,175
*LMI Aerospace, Inc...................................   7,600        21,613
LNR Property Corp.....................................  33,900       656,813
*Loews Cineplex Entertainment Corp....................  44,200       116,025
*Logic Devices, Inc...................................   6,100        14,297
Lone Star Steakhouse Saloon...........................  55,700       590,072
*Lone Star Technologies, Inc..........................  19,100     1,012,300
Longs Drug Stores Corp................................  39,600       799,425
Longview Fibre Co.....................................  64,300       771,600
*Louis Dreyfus Natural Gas Corp.......................  37,700     1,211,113
LTV Corp.............................................. 113,700       298,463
*LTX Corp.............................................  15,300       402,103
Luby's Cafeterias, Inc................................  29,900       263,494
Lufkin Industries, Inc................................   9,100       154,131
*Lumisy, Inc..........................................  13,100        32,341
*Lunar Corp...........................................   6,600        73,013
*Lydall, Inc..........................................   5,500        57,406
*Lynch Corp...........................................     400        12,350
M.A. Hanna Co.........................................  56,000       654,500
*M.H. Meyerson & Co., Inc.............................   4,000        14,875
*Mac-Gray Corp........................................  10,300        31,544
*Mackie Designs, Inc..................................     800         5,475
*Made2Manage Systems, Inc.............................   8,000        51,500
*Magnetek, Inc........................................  27,500       232,031
*Magnum Hunter Resources, Inc.........................  20,100       108,038
*Mail-Well, Inc.......................................  65,600       615,000
*Main Street & Main, Inc..............................  11,000        36,438
Main Street Bancorp, Inc..............................  11,500        96,852
*Manchester Equipment Co., Inc........................  12,200        53,375
*Manor Care, Inc......................................  75,000       529,688
*Manugistic Group, Inc................................  16,000       465,000
Marcus Corp...........................................  26,100       285,469
*Marine Drilling Companies, Inc.......................  22,500       646,875
*Marine Transport Corp................................  11,000        28,875
Maritrans, Inc........................................  17,900       106,281
Mark IV Industries, Inc...............................  39,900       847,875
*MarkWest Hydrocarbon, Inc............................  20,300       170,013
Marsh Supermarkets, Inc. Class A......................   3,100        50,375

                                                       SHARES         VALUE+
                                                       ------         ------
                                                                            

*Material Sciences Corp...............................  26,700  $    287,025
*Matrix Pharmaceutical, Inc...........................  19,700       171,144
*Matrix Service Co....................................  17,000        82,875
*Maverick Tube Corp...................................  13,900       488,672
*Max & Ermas Restaurants, Inc.........................   1,400        12,075
*Maxco, Inc...........................................   2,700        21,094
*Maxicare Health Plans, Inc...........................   8,400        13,650
*Maxwell Shoe Company, Inc............................  16,600       126,056
*Maxwell Technologies, Inc............................   9,300       130,781
*Maxxam, Inc..........................................     900        22,950
*Maynard Oil Co.......................................   5,800        97,150
*Mazel Stores, Inc....................................  18,000       157,500
*MB Financial, Inc....................................  13,100       145,328
McGrath Rent Corp.....................................   5,000        78,438
*McNaughton Apparel Group, Inc........................   8,200        78,156
*McWhorter Technologies, Inc..........................  17,000       332,563
MDC Holdings, Inc.....................................  38,200       737,738
*Meadow Valley Corp...................................   3,400        12,963
Meadowbrook Insurance Group, Inc......................   6,300        33,863
*Mechanical Dynamics, Inc.............................   1,900        11,281
Medford Bancorp, Inc..................................  12,400       185,225
*Media 100, Inc.......................................   6,000       106,125
*Media Arts Group, Inc................................  14,600        56,575
*Medialink Worldwide, Inc.............................   6,000        43,125
*Medical Action Industries, Inc.......................   1,200         4,763
*Medical Alliance, Inc................................  15,000        58,125
*Medical Assurance, Inc...............................  12,680       144,235
*Medical Resources, Inc...............................   7,300           420
*Medstone International, Inc..........................   6,400        34,200
*MEMC Electronic Materials, Inc.......................  38,000       581,875
*Meridian Medical Technology, Inc.....................   3,000        25,875
*Meridian Resource Corp...............................   9,900        52,594
*MeriStar Hotels & Resorts, Inc.......................  34,700        99,763
*Merit Medical Systems, Inc...........................  12,800        63,200
*Merix Corp...........................................   5,700       156,928
*Mesa Air Group, Inc..................................  10,500        62,836
*Mesa Labs, Inc.......................................   1,000         4,453
*Metal Management, Inc................................  36,100        49,073
Metals USA, Inc.......................................  24,800       130,200
*Metatec Corp. Class A................................   7,900        21,725
*Metrocall, Inc.......................................  37,500       120,703
*Metromedia International Group, Inc.................. 113,500       489,469
*MFRI, Inc............................................   4,900        19,294
MI Schottenstein Homes, Inc...........................   9,000       153,000
*Michael Anthony Jewelers, Inc........................   9,600        24,000
Michael Foods, Inc....................................   1,400        32,069
*Michaels Stores, Inc.................................  35,600     1,521,900
*Micro Linear Corp....................................  13,600        71,825
*Microage, Inc........................................  30,700        14,583
*Microcide Pharmaceuticals, Inc.......................   6,500        48,547
MicroFinancial, Inc...................................   3,000        28,500
*Microsemi Corp.......................................  10,400       225,225
*Microtest, Inc.......................................   7,900        58,756
*Microtouch Systems, Inc..............................   7,300        64,559
Midcoast Energy Resources, Inc........................  10,100       161,600
*Middleby Corp........................................  12,500        83,594
Midland Co............................................   3,700        93,425
*Midway Airlines Corp.................................   9,700        57,594
*Midwest Grain Products, Inc..........................   2,900        20,391
Mikasa, Inc...........................................  12,900       124,163
*Mikohn Gaming Corp...................................  12,700        80,566
Milacron, Inc.........................................  28,300       447,494

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                                                                [Download Table]

                                                       SHARES         VALUE+
                                                       ------         ------
                                                                            
Millennium Chemicals, Inc.............................  91,800  $  1,767,150
*Miller Building Systems, Inc.........................   5,400        30,544
*Miller Industries, Inc...............................  28,500        65,906
*MIM Corp.............................................  16,200        29,869
Minntech Corp.........................................   9,100        67,113
*Minolta-QMS, Inc.....................................   3,761        12,458
*Mitcham Industries, Inc..............................  19,700       116,045
*Mobile America Corp..................................   2,300         6,038
*Modis Professional Services, Inc.....................  50,000       512,500
*Modtech Holdings, Inc................................  16,300       175,734
*Monarch Dental Corp..................................   9,600        27,750
*Monro Muffler Brake, Inc.............................   9,400        78,431
*Moog, Inc. Class A...................................  14,300       305,663
*Moore Medical Corp...................................   2,600        22,750
*Morrison Knudsen Corp................................  22,300       172,825
*Motor Car Parts & Accessories, Inc...................   7,500         7,631
Movado Group, Inc.....................................  18,800       180,069
*Movie Gallery, Inc...................................  14,700        49,153
*MRV Communications, Inc..............................  24,600       655,744
*MS Carriers, Inc.....................................  22,100       426,116
MTS Systems Corp......................................  33,060       240,202
*NABI, Inc............................................  41,800       242,309
Nacco Industries, Inc. Class A........................   9,000       339,750
*NAHC, Inc............................................  31,200         4,212
*Napco Security Systems, Inc..........................   4,400        16,775
Nash Finch Co.........................................  12,800        99,600
Nashua Corp...........................................   5,500        45,375
*Nastech Pharmaceutical Co., Inc......................   3,000        11,766
*Nathans Famous, Inc..................................  16,800        49,350
*National Equipment Services, Inc.....................  57,200       325,325
*National Home Health Care Corp.......................   8,600        35,475
National Presto Industries, Inc.......................  17,600       546,700
*National Processing, Inc.............................   7,600        88,825
*National Record Mart, Inc............................   4,400         7,081
*National RV Holdings, Inc............................  15,600       176,475
National Steel Corp. Class B..........................  48,400       254,100
National Technical Systems, Inc.......................   9,100        28,438
*National Techteam, Inc...............................  22,800        76,238
*National Western Life Insurance Co. Class A..........     600        44,381
*NationsRent, Inc.....................................   7,600        28,025
*Natural Microsystems Corp............................   9,100       586,097
*Natural Wonders, Inc.................................     900         1,013
*Navigators Group, Inc................................   1,200        10,575
NCH Corp..............................................   6,000       240,000
*NCI Building Systems, Inc............................  27,200       464,100
*NCO Group, Inc.......................................      93         2,217
*NCS Healthcare, Inc..................................   7,700         6,978
Nelson (Thomas), Inc..................................  10,600        74,863
*Netmanage, Inc.......................................  50,600       138,359
*Network Computing Devices, Inc.......................  12,900        20,559
*Network Equipment Technologies, Inc..................  39,300       420,019
*Neurocrine Biosciences, Inc..........................  15,700       333,625
*New Brunswick Scientific Co., Inc....................   6,566        34,472
*New Century Financial Corp...........................  16,000       147,500
*New Day Runner, Inc..................................     100           164
*Newmark Homes Corp...................................  21,100       125,281
Newmil Bancorp, Inc...................................   4,000        40,500
*Newpark Resources, Inc...............................  34,200       286,425
*Nexthealth, Inc......................................   1,000         2,813
*Niagara Corp.........................................  16,500        71,156

                                                       SHARES         VALUE+
                                                       ------         ------
                                                                            

*NMT Medical, Inc.....................................  11,200  $     42,525
NN Ball & Roller, Inc.................................   2,300        20,377
*Nobel Learning Communities, Inc......................   4,900        35,372
*Noodle Kidoodle, Inc.................................  18,300        54,900
*Norstan, Inc.........................................  14,200        70,113
*Nortek, Inc..........................................  27,800       595,963
North Central Bancshares, Inc.........................   3,500        50,094
North Fork Bancorporation, Inc........................  42,000       695,625
Northeast Bancorp.....................................     200         1,600
Northeast Pennsylvania Financial Corp.................   4,200        41,475
Northland Cranberries, Inc. Class A...................  20,000        79,375
Northrim Bank.........................................   8,300        70,809
Northwest Bancorp, Inc................................   1,600        12,150
*Northwest Pipe Co....................................   8,100       109,097
*Novametrix Medical Systems, Inc......................   5,900        36,967
*NPC International, Inc...............................  38,900       361,041
*NPS Pharmaceuticals, Inc.............................   1,300        16,453
*NS Group, Inc........................................  51,800       948,588
*Nu Horizons Electronics Corp.........................   9,345       161,785
*Nuevo Energy Co......................................  28,700       554,269
*Numerex Corp. Class A................................  11,700       107,859
*Nutraceutical International Corp.....................  27,400        98,897
Nymagic, Inc..........................................   4,000        56,250
*Oak Technology, Inc..................................  39,800       588,294
*Objective Systems Integrators, Inc...................  39,000       287,016
*Oceaneering International, Inc.......................  16,540       322,530
OceanFirst Financial Corp.............................  20,100       342,956
*O'Charleys, Inc......................................  13,000       182,406
*ODS Networks, Inc....................................  14,800       215,525
*Officemax, Inc....................................... 229,900     1,250,081
*Offshore Logistics, Inc..............................  29,300       411,116
Ogden Corp............................................  73,700       635,663
Oglebay Norton Co.....................................   8,000       167,000
Ohio Casualty Corp....................................  86,700     1,037,691
*Old Dominion Freight Lines, Inc......................   8,500        77,563
Olin Corp.............................................  22,000       343,750
*Olympic Steel, Inc...................................   6,800        29,538
*Omega Protein Corp...................................   7,000        19,688
*Omega Worldwide, Inc.................................  16,600        68,475
*OMNI Energy Services Corp............................   2,500         1,797
Omnicare, Inc......................................... 152,800     2,521,200
*Omtool, Ltd..........................................   9,600        17,400
*On Command Corp......................................   3,100        50,763
*Ontrack Data International, Inc......................  10,800        79,988
*Onyx Acceptance Corp.................................   5,700        23,513
*Opta Food Ingredients, Inc...........................  15,800        35,797
*Opti, Inc............................................  22,600        90,400
*Option Care, Inc.....................................   4,100        26,778
*Orbital Sciences Corp................................  18,300       224,175
Oregon Steel Mills, Inc...............................  45,500        99,531
*Orleans Homebuilders, Inc............................   1,400         2,275
*Oroamerica, Inc......................................     100           728
*Orthologic Corp......................................  28,900       133,663
Oshkosh Truck Corp. Class B...........................   1,500        45,891
*Oshman's Sporting Goods, Inc.........................   5,300        16,563
*OSI Pharmaceutical, Inc..............................  15,600       156,000
*OSI Systems, Inc.....................................  12,700        75,803
*Osmonics, Inc........................................  20,100       180,900
*Outlook Group Corp...................................   4,800        26,700
*Overland Data........................................   5,700        46,491
Overseas Shipholding Group, Inc.......................  60,700     1,407,481

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                                                                [Download Table]

                                                       SHARES         VALUE+
                                                       ------         ------
                                                                            
Owosso Corp...........................................   6,600  $     13,819
Oxford Industries, Inc................................   8,500       131,219
*OYO Geospace Corp....................................     500         8,000
*PAM Transportation Services, Inc.....................   5,200        44,200
*Pameco Corp..........................................   3,200         8,400
Pamrapo Bancorp, Inc..................................   3,900        77,269
*Panera Bread CO......................................  13,800       117,300
*Par Technology Corp..................................   7,400        28,213
Park Electrochemical Corp.............................  12,500       313,281
*Parker Drilling Co................................... 112,100       679,606
Parker-Hannifin Corp..................................   1,604        66,867
*Park-Ohio Holdings Corp..............................   8,800        74,250
Parkvale Financial Corp...............................   2,400        42,900
*Parlex Corp..........................................   3,700        82,209
*Parlux Fragrances, Inc...............................  17,500        53,047
Patina Oil & Gas Corp.................................  17,100       296,044
Patrick Industries, Inc...............................   8,800        57,750
*Patterson Energy, Inc................................   8,200       198,081
*Paul Harris Stores, Inc..............................  14,200        38,163
Paula Financial, Inc..................................   6,800        18,275
*Paul-Son Gaming Corp.................................   3,700        11,100
*Paxar Corp...........................................  34,800       350,175
*Paxson Communications Corp...........................  55,500       430,125
*PBOC Holdings, Inc...................................  30,900       281,963
*PC Service Source, Inc...............................     600           675
*PCD, Inc.............................................   6,200        27,125
*P-Com, Inc...........................................  21,800       160,094
*Pediatrix Medical Group, Inc.........................  18,800       133,950
Peerless Manufacturing Co.............................   1,200        17,175
*Peerless Systems Corp................................  18,500        43,938
Penford Corp..........................................   7,800       140,156
*Penn Treaty American Corp............................   6,200       122,063
Penn Virginia Corp....................................  11,000       245,438
Penn-America Group, Inc...............................   2,000        18,375
Pennfed Financial Services, Inc.......................  14,300       191,263
*Pentacon, Inc........................................  40,100        73,934
Pep Boys - Manny, Moe & Jack..........................  80,400       572,850
*Perceptron, Inc......................................  12,800        50,800
*Perini Corp..........................................   5,800        16,675
*Perrigo Co...........................................  34,400       209,625
*Perry Ellis International, Inc.......................   8,200        79,822
*Per-Se Technologies, Inc.............................   6,600        43,106
*Petco Animal Supplies, Inc...........................  29,000       550,094
*Petrocorp, Inc.......................................   5,800        40,963
*Petroglyph Energy, Inc...............................   2,600         5,281
*Petroleum Development Corp...........................  28,600       152,831
*PetSmart, Inc........................................  33,500        99,977
PFF Bancorp, Inc......................................  14,800       206,275
*Pharmchem Laboratories, Inc..........................   1,000         2,719
*Phar-Mor, Inc........................................   7,800        13,163
*Philadelphia Consolidated Holding Corp...............  11,800       199,494
*Phillips (R.H.), Inc.................................   8,600        23,919
Phillips-Van Heusen Corp..............................  54,300       471,731
*Phoenix International, Ltd...........................   5,800        11,147
Phoenix Investment Partners, Ltd......................  44,300       371,013
*Phoenix Technologies, Ltd............................   4,800        86,250
*PhotoWorks, Inc......................................  14,300        43,123
Piccadilly Cafeterias, Inc............................  11,000        31,625
*Pico Holdings, Inc...................................   5,860        63,178
*Picturetel Corp......................................  60,900       187,458
Pier 1 Imports, Inc. DE...............................  52,100       442,850

                                                       SHARES         VALUE+
                                                       ------         ------
                                                                            

*Piercing Pagoda, Inc.................................   3,600  $     51,300
Pilgrim Pride Corp....................................  19,400       155,200
Pillowtex Corp........................................  20,500        97,375
*Pinnacle Entertainment, Inc..........................  22,700       432,719
*Pioneer Natural Resources Co......................... 139,900     2,089,756
Pioneer Standard Electronics, Inc.....................  33,700       403,347
Pitt-Des Moines, Inc..................................  11,700       272,025
Pittston Brink's Group................................  23,852       362,252
*Planar Systems, Inc..................................  13,800       133,256
*PLM International, Inc...............................   9,800        72,888
PMR Corp..............................................   7,300        25,322
Pocahontas Bancorp, Inc...............................   9,500        56,406
*Policy Management Systems Corp.......................  33,400       340,263
*Polymedica Industries, Inc...........................   7,000       186,375
Polymer Group, Inc....................................  36,100       263,981
*Pomeroy Computer Resource, Inc.......................  10,200       149,494
Pope & Talbot, Inc....................................  16,100       298,856
*Powell Industries, Inc...............................   2,800        23,406
*PPT Vision, Inc......................................   4,000        18,500
Precision Castparts Corp..............................  37,400     1,823,250
*Premiumwear, Inc.....................................     800        10,525
Presidential Life Corp................................  49,900       734,466
*Price Communications Corp............................  44,591     1,017,232
*Pride International, Inc.............................  63,600     1,617,825
*Primark Corp.........................................  46,700     1,214,200
*Prime Hospitality Corp...............................  18,500       159,563
*Prime Medical Services, Inc..........................  19,400       152,169
*Printronix, Inc......................................   4,300        61,409
Professional Bancorp, Inc.............................   1,820         6,370
*Professionals Group, Inc.............................   7,500       124,453
*Programmers Paradise, Inc............................   2,800         9,538
*ProMedCo Management Company..........................  15,500        18,164
*Protocol Systems, Inc................................  10,000       155,313
*Provant, Inc.........................................  30,500       115,328
*Provident Financial Holdings, Inc....................   5,000        73,438
*PSS World Medical, Inc...............................   3,100        26,156
*PTEK Holdings, Inc...................................  68,800       236,500
Pulaski Financial Corp................................   5,100        59,288
Pulte Corp............................................  66,100     1,466,594
*Pure Resources, Inc..................................  20,780       311,700
*Pure World, Inc......................................   7,200        22,275
PXRE Group, Ltd.......................................   1,000        14,875
*Qad, Inc.............................................   4,600        17,538
*QEP Co., Inc.........................................   3,000        24,656
*Quaker Fabric Corp...................................  24,200       132,344
*Quality Dining, Inc..................................  18,600        61,031
Quality Systems, Inc..................................   5,800        41,869
Quanex Corp...........................................  23,600       345,150
*Quantum Corp-Hard Disk Drive Group...................   1,836        17,327
*Quest Diagnostics, Inc...............................  22,500     1,504,688
*Quipp, Inc...........................................     900        16,819
*Quorum Health Group, Inc............................. 115,000     1,112,266
*R & B, Inc...........................................   3,600         9,450
*Racing Champions Corp................................  31,700        52,008
*Radiance Medical Systems, Inc........................  11,100       103,889
*RailWorks Corp.......................................  17,100       159,244
*Rainforest Cafe, Inc.................................   4,000        11,875
Range Resources Corp..................................  16,000        45,000
Raven Industries, Inc.................................   5,500        74,938
*Raytel Med Corp......................................  11,900        29,750
*RCM Technologies, Inc................................  16,700       134,122

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                                                                [Download Table]

                                                       SHARES         VALUE+
                                                       ------         ------
                                                                            
*RDO Equipment Co. Class A............................   7,300  $     41,063
*Read-Rite Corp.......................................  10,500        20,672
*Recoton Corp.........................................  16,900       139,953
*Redhook Ale Brewery, Inc.............................   2,900         5,030
*Reebok International, Ltd............................   2,800        38,850
*Reliability, Inc.....................................  11,100        45,094
Reliance Group Holdings, Inc.......................... 183,500       424,344
Reliance Steel and Aluminum Co........................  12,600       263,813
*Remington Oil & Gas Corp.............................   4,500        29,391
*Renaissance Worldwide, Inc...........................  75,100       166,628
*Rent-Way, Inc........................................  12,500       333,594
*Reptron Electronics, Inc.............................  13,000       132,438
*Republic Bankshares, Inc.............................   8,800        86,350
Republic Group, Inc...................................   9,400        86,950
*Research Partners International, Inc.................   5,400         8,269
*ResortQuest International, Inc.......................   9,700        46,075
Resource America, Inc.................................  38,600       266,581
Resource Bancshares Mortgage Group, Inc...............  27,000       129,938
*Respironics, Inc.....................................  10,600       170,263
*Rex Stores Corp......................................  12,100       255,613
*RF Monolithics, Inc..................................   3,800        34,556
Richardson Electronics, Ltd...........................  11,100       136,322
*Riddell Sports, Inc..................................   9,100        28,438
Riggs National Corp...................................  47,500       691,719
*Right Management Consultants, Inc....................   7,400        75,850
RLI Corp..............................................  14,000       509,250
*RMH Teleservices, Inc................................   3,400        21,250
*Roadhouse Grill, Inc.................................   6,000        33,750
Roadway Express, Inc..................................   7,500       161,016
Roanoke Electric Steel Corp...........................  11,200       148,050
Robbins & Myers, Inc..................................   5,300       114,613
*Robinson Nugent, Inc.................................   3,900        43,875
*Robotic Vision Systems, Inc..........................  21,000       248,719
*Rochester Medical Corp...............................   4,600        40,250
*Rock of Ages Co......................................   5,300        26,500
Rock-Tenn Co. Class A.................................  37,400       357,638
*Rocky Shoes & Boots, Inc.............................   3,000        15,469
*Rofin-Sinar Technologies, Inc........................  10,700       130,072
*Rogue Wave Software, Inc.............................  10,300        44,097
Rollins Truck Leasing Corp............................  87,800       828,613
Rouge Industries, Inc. Class A........................  15,200        68,400
*Royal Appliance Manufacturing Co.....................   2,000        12,250
RPC, Inc..............................................  20,700       219,938
*RTI International Metals, Inc........................  11,000       143,000
*RTW, Inc.............................................  14,700        59,259
*Rush Enterprises, Inc................................   5,000        34,688
Russ Berrie & Co., Inc................................  10,100       191,269
Russell Corp..........................................  37,700       838,825
*Ryans Family Steak Houses, Inc.......................  58,200       527,438
Ryerson Tull, Inc.....................................  42,400       418,700
Ryland Group, Inc.....................................  17,300       383,844
*S&K Famous Brands, Inc...............................   4,600        31,625
*S3, Inc..............................................  24,492       391,107
*Safety 1st, Inc......................................   5,700        78,553
*Safety Components International, Inc.................   4,500           203
*Safety-Kleen Corp.................................... 117,000        73,125
*San Filippo (John B.) & Son, Inc.....................  12,100        42,350
Sanderson Farms, Inc..................................   4,000        26,875
*Saucony, Inc. Class A................................   7,100        76,103
*Saucony, Inc. Class B................................   4,500        45,000
*Savoir Technology Group, Inc.........................   6,600        52,388

                                                       SHARES         VALUE+
                                                       ------         ------
                                                                            

*Scan-Optics, Inc.....................................  12,700  $     12,502
*Scheid Vineyards, Inc................................   3,000        11,438
*Schein (Henry), Inc..................................  54,300       958,734
*Schieb (Earl), Inc...................................   3,400        10,838
*Schlotzskys, Inc.....................................  11,700        70,566
Schnitzer Steel Industries, Inc. Class A..............  12,400       184,838
*Schuff Steel Company.................................   7,000        22,750
Schulman (A.), Inc....................................  41,400       492,919
SCPIE Holdings, Inc...................................  19,200       466,800
Seaboard Corp.........................................   3,300       607,200
*Seacor Smit, Inc.....................................  19,700     1,263,263
*SED International Holdings, Inc......................  19,200        61,800
*SEEC, Inc............................................   6,200        28,191
*Segue Software, Inc..................................   8,000        68,500
*Seitel, Inc..........................................  37,700       320,450
Selas Corp. of America................................   6,300        34,650
Selective Insurance Group, Inc........................  41,700       772,753
*Semitool, Inc........................................  23,600       334,088
*SEMX Corp............................................   5,800        45,856
*Sensormatic Electronics Corp......................... 155,800     2,444,113
*SeraCare, Inc........................................   8,700        21,206
Service Corp. International........................... 136,000       425,000
*Shaw Group, Inc......................................  12,700       554,038
*Sheldahl, Inc........................................  17,000        79,953
*Shiloh Industries, Inc...............................  12,800       131,200
*Shoe Carnival, Inc...................................  18,000       131,063
*Shoe Pavilion, Inc...................................   4,600         7,188
*Shopko Stores, Inc...................................  41,600       764,400
*Sierra Health Services, Inc..........................  26,500       110,969
Sifco Industries, Inc.................................   1,000         6,125
*Sight Resource Corp..................................   1,000           891
*Signal Technology Corp...............................   6,700        99,244
*Silicon Storage Technology, Inc......................   5,400       401,119
*Silicon Valley Group, Inc............................  46,200     1,228,631
*Silverleaf Resorts, Inc..............................  10,300        36,694
*Simione Central Holdings, Inc........................     940         2,564
*Simon Transportation Services, Inc...................   7,400        42,319
Simpson Industries, Inc...............................  22,700       200,044
*Simula, Inc..........................................   9,300        18,019
*Sinclair Broadcast Group, Inc. Class A...............  63,900       526,177
*Sitel Corp...........................................  48,100       279,581
*Sizzler International, Inc...........................  23,500        69,031
SJW Corp..............................................   2,500       282,500
*Skyepharma P.L.C. ADR................................     366         5,010
Skyline Corp..........................................   6,100       125,813
SLI, Inc..............................................  15,500       201,500
*Smart & Final Food, Inc..............................   7,800        63,863
*SMC Corp.............................................   7,500        29,766
Smith (A.O.) Corp.....................................   8,400       176,400
*Smithway Motor Express Corp. Class A.................     600         1,538
*Softech, Inc.........................................   1,400         1,531
*Software Spectrum, Inc...............................   7,700       111,409
*Sola International, Inc..............................  29,500       147,500
*Sonic Automotive, Inc................................  37,000       360,750
*SOS Staffing Services, Inc...........................  18,200        55,169
*Sound Advice, Inc....................................     900         8,916
South Financial Group, Inc............................  34,900       438,431
South Jersey Industries, Inc..........................  20,900       544,706
*Southern Energy Homes, Inc...........................   5,000         5,625

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CONTINUED                                                                       

                                                                [Download Table]

                                                       SHARES         VALUE+
                                                       ------         ------
                                                                            
*Southwall Technologies, Inc..........................   7,000  $     58,406
Southwestern Energy Co................................  28,400       262,700
Sovereign Bancorp, Inc................................   5,840        40,059
*Spacehab, Inc........................................  12,600        55,913
*Spacelabs Medical, Inc...............................  18,200       206,456
Spartan Motors, Inc...................................  21,000        93,188
*Sparton Corp.........................................   5,700        23,513
*Special Metals Corp..................................  20,500        48,047
*Spectrian Corp.......................................  11,200       169,400
*Spectrum Control, Inc................................  10,000        99,375
*SpeedFam-IPEC, Inc...................................  31,367       412,672
Spiegel, Inc. Class A Non-Voting......................  20,500       156,633
*Splash Technology Holdings, Inc......................  11,500        90,922
*Sport Supply Group, Inc..............................   9,700        46,075
*Sport-Haley, Inc.....................................   6,000        25,781
*Sports Authority, Inc................................  38,200        81,175
*Sports Club Co., Inc.................................   2,300         7,763
*Sportsman's Guide, Inc...............................   3,000         8,813
Springs Industries, Inc. Class A......................  18,200       864,500
*SPS Technologies, Inc................................   8,300       291,538
*SS&C Technologies, Inc...............................  21,000        96,141
St. Francis Capital Corp..............................   4,800        66,150
St. Mary Land & Exploration Co........................   7,400       266,631
*Staffmark, Inc.......................................  39,100       193,056
*Standard Management Corp.............................  10,300        35,084
*Standard Microsystems Corp...........................  19,600       255,413
Standard Pacific Corp. DE.............................  60,200       684,775
Standard Register Co..................................   2,000        27,125
*Stanley Furniture, Inc...............................   3,000        67,781
*STAR Telecommunications, Inc.........................  38,600        80,819
*Starter Corp.........................................  15,000            83
State Auto Financial Corp.............................  56,700       634,331
State Financial Services Corp. Class A................  11,600       117,813
Staten Island Bancorp, Inc............................  51,900       879,056
Steel Technologies, Inc...............................  14,700       109,791
*Steinway Musical Instruments, Inc....................   7,000       121,625
Stepan Co.............................................  10,600       231,875
Stephan Co............................................   4,000        14,500
*Sterile Recoveries, Inc..............................   8,100        54,169
Sterling Bancorp......................................   2,800        44,450
*Sterling Financial Corp. WA..........................   6,300        65,166
Stewart & Stevenson Services, Inc.....................  45,700       636,944
Stewart Enterprises, Inc.............................. 242,000       975,563
Stewart Information Services Corp.....................   3,100        39,138
Stifel Financial Corp.................................   7,510        71,345
*STM Wireless, Inc. Class A...........................   8,400        37,275
Stone & Webster, Inc..................................   5,500         5,328
*Stoneridge, Inc......................................  27,500       309,375
*Strategic Distribution, Inc..........................  37,500        79,688
*Stratus Properties, Inc..............................  18,800        86,950
Stride Rite Corp......................................  67,911       445,666
*Strouds, Inc.........................................   5,000        10,391
*Suburban Lodges of America, Inc......................  14,300        80,438
*Successories, Inc....................................   4,300         8,197
*Summa Industries, Inc................................   5,500        59,984
*Sun Healthcare Group, Inc............................  10,000           650
*Sunbeam Corp......................................... 101,400       316,875
*Sunburst Hospitality Corp............................  10,700        47,481
*Sunrise Assisted Living, Inc.........................  39,300       715,997
*Sunrise Medical, Inc.................................  20,200        89,638
*Sunrise Resources, Inc...............................   8,000        39,375

                                                       SHARES         VALUE+
                                                       ------         ------
                                                                            

*Sunterra Corp........................................  57,300  $     19,697
*Superior National Insurance Group, Inc...............  29,200         2,628
Superior Surgical Manufacturing Co., Inc..............   2,800        24,150
*Suprema Specialties, Inc.............................   4,000        35,500
*Surety Capital Corp..................................   3,700           694
Susquehanna Bancshares, Inc...........................   4,600        62,819
*Swift Energy Corp....................................  17,200       441,825
*Swiss Army Brands, Inc...............................   6,100        32,216
*Sybron Chemicals, Inc................................   2,200        43,450
*Sylvan Learning Systems, Inc.........................  42,000       475,125
*Sylvan, Inc..........................................   6,200        60,838
*Symmetricom, Inc.....................................  17,200       258,000
*Symons International Group, Inc......................   7,400         5,203
*Symphonix Devices, Inc...............................   2,300         8,338
*Syms Corp............................................   1,000         3,438
Synalloy Corp. DE.....................................  12,200        91,500
*Synaptic Pharmaceutical Corp.........................  10,600        50,350
*Synbiotics Corp......................................  13,400        30,150
*Systemax, Inc........................................  54,400       370,600
*T&W Financial Corp...................................   4,000             0
Tab Products Co.......................................   7,100        34,169
*Tandy Brand Accessories, Inc.........................   6,200        40,881
*Tandy Crafts, Inc....................................  17,800        53,400
Tasty Baking Co.......................................   7,000        83,563
*TBA Entertainment Corp...............................   6,100        23,828
*TBC Corp.............................................  30,100       145,327
TCBY Enterprises, Inc.................................  28,600       143,000
*TCSI Corp............................................  31,700        57,456
*TEAM America Corp....................................     500         1,883
*Team, Inc............................................   2,300         5,606
*Tech Data Corp.......................................  10,600       398,494
*Tech-Sym Corp........................................   9,800       214,375
Tecumseh Products Co. Class A.........................  28,500     1,286,953
Tecumseh Products Co. Class B.........................  10,600       457,788
*Tegal Corp...........................................  18,700        80,352
Tektronix, Inc........................................   4,700       251,450
*Telcom Semiconductor, Inc............................   8,500       211,438
*Telescape International, Inc.........................     300         2,344
*Telxon Corp..........................................  17,500       272,344
Tenneco Automotive, Inc...............................  45,900       335,644
*Terex Corp...........................................  13,400       213,563
Terra Industries, Inc.................................  19,600        41,650
*Tesoro Petroleum Corp................................  46,300       474,575
*Tesseract Group, Inc.................................  10,400         3,250
*Tetra Technologies, Inc..............................  18,200       235,463
Texas Industries, Inc.................................  26,700       765,956
TF Financial Corp.....................................   1,100        15,538
*TFC Enterprises, Inc.................................  15,800        33,081
*Thermedics, Inc......................................  28,900       243,844
*Thermo Ecotek Corp...................................   1,000         7,813
*Thermo Terratech, Inc................................   7,800        58,500
Thermoretec Corp......................................   5,200        36,400
*Thermotrex Corp......................................  15,700       156,019
Thomas Industries, Inc................................   3,300        66,000
*Thorn Apple Valley, Inc..............................   6,000           555
*Three Rivers Bancorp, Inc............................  10,400        83,525
*Tier Technologies, Inc. Class B......................  10,900        54,841
*TII Industries, Inc..................................  10,800        21,431
Timberland Bancorp, Inc...............................   2,700        25,059
Timken Co.............................................  70,700     1,334,463

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                                                       SHARES         VALUE+
                                                       ------         ------
                                                                            
Titan International, Inc..............................  20,900  $    124,094
Titanium Metals Corp..................................  26,400       115,500
*Todd Shipyards Corp..................................  12,900        91,913
*Toll Brothers, Inc...................................  44,700       866,063
Toro Co...............................................   3,600       113,400
*Total Entertainment Restaurant Corp..................   1,000         2,375
*Total Renal Care Holdings, Inc....................... 103,000       405,563
*Tower Air, Inc.......................................   9,700         1,407
*Tower Automotive, Inc................................  62,100       861,638
*Tractor Supply Co....................................  10,900       165,544
*Transact Technologies, Inc...........................   5,500        55,688
*Transcoastal Marine Services, Inc....................  13,500         6,539
*Transfinancial Holdings, Inc.........................   4,700         8,225
*Transmation, Inc.....................................   7,000        16,953
*Transmedia Network, Inc..............................  12,100        37,056
*Transportation Components, Inc.......................  32,800        63,550
Transpro, Inc.........................................   9,200        41,400
Transtechnology Corp..................................   3,400        29,325
*TRC Companies, Inc...................................   7,600        79,800
*Trend-Lines, Inc. Class A............................   1,850         2,341
Trenwick Group, Inc...................................  21,800       327,000
*Trex Medical Corp....................................  15,500        29,063
*Triad Hospitals, Inc.................................   1,500        32,156
*Trico Marine Services, Inc...........................  54,400       528,700
*Trident Microsystems, Inc............................  14,100       118,528
*Tridex Corp..........................................   8,500         6,508
Trinity Industries, Inc...............................  68,000     1,500,250
*Triple S Plastics, Inc...............................   3,000        48,563
*Tripos, Inc..........................................   2,500        40,000
*Triumph Group........................................  11,300       316,400
*TRM Copy Centers Corp................................   6,800        34,425
*Trump Hotels & Casino Resorts, Inc...................  34,500        94,875
Tucker Anthony Sutro Corp.............................  15,100       258,588
Tuscarora, Inc........................................   1,300        16,494
Twin Disc, Inc........................................   3,700        57,350
*Twinlab Corp.........................................  39,100       279,809
*Tyler Technologies, Inc..............................  19,700        78,800
U.S. Bancorp, Inc.....................................   9,200        42,263
*U.S. Home & Garden, Inc..............................   4,400        11,138
U.S. Industries, Inc.................................. 107,000     1,444,500
*U.S. Office Products, Co.............................     300           305
*U.S. Vision, Inc.....................................   1,900         3,266
*Ubics, Inc...........................................   5,500        13,922
*Ugly Duckling Corp...................................  27,100       195,628
*UICI.................................................  75,400       367,575
*Ultimate Electronics, Inc............................   5,100       126,863
*Ultrak, Inc..........................................  17,700       118,369
*Ultralife Batteries, Inc.............................  11,900        89,622
*Ultratech Stepper, Inc...............................  14,600       205,313
UMB Financial Corp....................................  21,170       781,967
*Unicapital Corp......................................  68,700        47,231
Unico American Corp...................................   3,200        19,650
*Unifab International, Inc............................  12,600        92,138
*Unifi, Inc...........................................  90,200     1,150,050
*Union Acceptance Corp. Class A.......................   7,700        38,259
*Unit Corp............................................  33,300       439,144
*United Auto Group, Inc...............................  29,200       260,975
United Community Financial Corp.......................  53,500       315,984
United Industrial Corp................................  21,200       186,825
*United Natural Foods, Inc............................  14,200       215,219
*United Rentals, Inc..................................  92,700     1,506,375
*United Retail Group, Inc.............................  16,500       131,484

                                                       SHARES         VALUE+
                                                       ------         ------
                                                                            

*United Road Services, Inc............................     600  $      2,400
*United States Energy Corp............................   6,970        20,039
United Wisconsin Services, Inc........................   4,400        25,300
*Universal American Financial Corp....................   9,200        34,500
Universal Forest Products, Inc........................  32,000       421,000
*Universal Stainless & Alloy Products, Inc............  10,800        74,250
*Uno Restaurant Corp..................................   9,020       109,368
*Unova, Inc...........................................  17,400       240,338
*Urocor, Inc..........................................  12,800        48,000
*Urologix, Inc........................................  14,900        62,859
*URS Corp.............................................  22,300       292,688
*US Oncology, Inc..................................... 120,351       575,428
*US Xpress Enterprises, Inc. Class A..................  15,600       109,688
*USA Floral Products, Inc.............................  13,500        11,180
*USA Truck, Inc.......................................   5,900        38,719
*Usec, Inc............................................  35,500       164,188
*UTI Energy Corp......................................   4,400       188,100
*Utilx Corp...........................................   7,900        29,625
*V.I. Technologies, Inc...............................   2,400        17,400
*Vail Resorts, Inc....................................  36,300       580,800
Valero Energy Corp....................................  40,000     1,170,000
*Value City Department Stores, Inc....................  33,300       330,919
*Valuevision International, Inc. Class A..............  15,900       460,603
*Vans, Inc............................................  12,100       189,063
*Varco International, Inc.............................  40,700       885,225
*Vari L Co., Inc......................................   6,500        62,867
*Varian Medical Systems, Inc..........................  12,000       495,750
*Variflex, Inc........................................   4,800        27,750
*Venator Group, Inc................................... 346,300     3,744,369
*Verilink Corp........................................  13,800        95,738
*Veritas DGC, Inc.....................................  22,100       610,513
Vesta Insurance Group, Inc............................  26,500       157,344
*Vestcom International, Inc...........................   9,800        38,588
*Veterinary Centers of America, Inc...................  36,400       494,813
*Viasoft, Inc.........................................  10,000        82,969
*Vicon Industries, Inc................................   6,000        19,125
*Vicorp Restaurants, Inc..............................  14,300       269,466
Vintage Petroleum, Inc................................  55,800     1,325,250
Virginia Gas Co.......................................   7,600        20,188
*Vishay Intertechnology, Inc..........................  49,625     3,510,969
*VisionAmerica, Inc...................................  10,500         6,891
*Volt Information Sciences, Inc.......................  26,000       750,750
*VTEL Corp............................................  28,300       101,703
Vulcan International Corp.............................     400        13,225
*Vysis, Inc...........................................   2,000        15,688
Wabash National Corp..................................  29,500       377,969
*Wackenhut Corp. Class A..............................   5,800        77,213
*Wackenhut Corp. Class B Non-Voting...................   6,700        55,275
*Walker Interactive Systems, Inc......................  17,400        55,191
Wallace Computer Services, Inc........................  57,400       574,000
Walter Industries, Inc................................   7,600        82,175
Warnaco Group, Inc....................................  70,800       477,900
*Warrantech Corp......................................  13,000        11,375
*Washington Homes, Inc................................  12,700        68,263
Washington Savings Bank FSB...........................   1,600         5,100
*Waste Connections, Inc...............................  35,800       693,625
*Waterlink, Inc.......................................   3,500         9,625
Watsco, Inc. Class A..................................  35,300       522,881
Watts Industries, Inc. Class A........................  26,500       301,438
*Webb (Del) Corp......................................  27,100       413,275
Weider Nutrition International, Inc...................  12,000        39,000

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                                                                [Download Table]

                                                        SHARES         VALUE+
                                                        ------         ------
                                                                             
 *Weirton Steel Corp...................................  45,800  $    208,963
 Wellman, Inc..........................................  54,000     1,063,125
 Wells Fargo Company...................................     364        16,471
 Werner Enterprises, Inc...............................  61,000       764,406
 *West Marine, Inc.....................................  30,400       246,050
 Westbank Corp.........................................   2,800        24,150
 *Westcoast Hospitality Corp...........................  23,500       182,125
 Westcorp, Inc.........................................  38,200       415,425
 Westerfed Financial Corp..............................   4,600        65,838
 *Western Water Co.....................................   1,100           258
 *Weston (Roy F.), Inc. Class A........................   5,800        18,306
 *Wet Seal, Inc. Class A...............................  14,100       162,150
 *WFS Financial, Inc...................................  20,400       321,938
 *Williams Clayton Energy, Inc.........................   8,300       215,281
 *Willis Lease Finance Corp............................   6,300        47,644
 *Wilshire Oil Co. of Texas............................  11,000        37,813
 *Wisconsin Central Transportation Corp................  67,600       883,025
 *Wiser Oil Co.........................................  11,700        35,100
 *WLR Foods, Inc.......................................   7,400        34,225
 Wolohan Lumber Co.....................................   5,600        62,650
 *Wolverine Tube, Inc..................................  11,900       196,350
 Wolverine World Wide, Inc.............................   6,500        73,125
 Woodward Governor Co..................................  16,800       410,025
 *Workgroup Technology Corp............................   4,300         2,956
 World Fuel Services Corp..............................   8,400        57,225
 *Worldpages.com, Inc..................................  20,500       143,500
 *Worldtex, Inc........................................   6,500         2,641
 *WPI Group, Inc.......................................   2,200         3,128
 *Xetel Corp...........................................  13,600        23,800
 *Xtra Corp............................................  19,600       883,225
 Yardville National Bancorp............................   8,600        90,569
 *Yellow Corp..........................................  45,200       741,563
 York Financial Corp...................................   4,095        51,443
 York Group, Inc.......................................   8,000        29,000
 York International Corp...............................  57,000     1,489,125
 *Zap.com Corp.........................................     380         1,188
 *Zapata Corp..........................................  10,300        38,625
 *Zemex Corp...........................................   2,200        17,875
 Zenith National Insurance Corp........................  22,800       541,500
 *Ziff-Davis, Inc......................................  21,000       177,188

                                                        SHARES         VALUE+
                                                        ------         ------
                                                                             

 *Zoltek Companies, Inc................................  17,000  $    113,156
 *Zygo Corp............................................   4,100       134,531
 *Zymetx, Inc..........................................   4,400         9,213
                                                                 ------------
TOTAL COMMON STOCKS                                                          
  (Cost $313,053,523)..................................           352,916,627
                                                                 ------------
RIGHTS/WARRANTS -- (0.0%)                                                    
 *Associates First Capital Corp. (Residual Value                             
   Obligation).........................................  52,100         2,371
 *Skyepharma P.L.C. Contingent Payment Rights..........   4,600             0
 *Westcorp, Inc. Rights 06/15/00.......................  38,200         8,356
                                                                 ------------
TOTAL RIGHTS/WARRANTS                                                        
  (Cost $0)............................................                10,727
                                                                 ------------

                                                                [Download Table]
PREFERRED STOCKS -- (0.0%)                                                    
 *O'Sullivan Industries Holdings 12% (Senior Preferred)                       
   (Cost $0)...........................................   19,700         9,948


                                                         ------         ------
                                                                              
                                                                  ------------

                                                                [Download Table]
TEMPORARY CASH                                                                
  INVESTMENTS -- (1.7%)                                                       

                                                          FACE                
                                                         AMOUNT               
                                                         ------               
                                                         (000)                
                                                                              
    Repurchase Agreement, PNC Capital Markets Inc.                            
      5.95%, 06/01/2000 (Collateralized by U.S.                               
      Treasury Notes 5.875%, 10/31/01, valued at                              
      $6,043,651) to be repurchased at $5,953,984.                            
      (Cost $5,953,000)................................ $  5,953     5,953,000
                                                                  ------------
TOTAL INVESTMENTS -- (100.0%) (Cost $319,006,523)++....           $358,890,302
                                                                  ============

                                                                [Download Table]
                                                                                
--------------------------------------------------------------------------------
   +  See Note B to Financial Statements.                                       
   *  Non-Income Producing Securities                                           
  ++  The cost for federal income tax purposes is $319,625,124.                 

See accompanying Notes to Financial Statements. 

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SCHEDULE OF INVESTMENTS 

MAY 31, 2000
(UNAUDITED) 

                                                                [Download Table]

                                                        SHARES      VALUE+
                                                        ------      ------
                                                                          
COMMON STOCKS -- (94.7%)                                                  
 *@plan, Inc...........................................  1,000  $    6,062
 *1-800 CONTACTS, Inc..................................  1,300      37,212
 *21st Century Holding Co..............................    700       3,631
 *3-D Systems Corp.....................................  2,300      27,097
 *3Dfx Interactive, Inc................................  4,900      36,291
 *3DO Co...............................................  7,200      40,275
 *4Front Software International, Inc...................  2,900      40,509
 *800-Jr Cigar, Inc....................................  2,600      26,081
 *8X8, Inc.............................................  4,700      35,984
 *A Consulting Team, Inc...............................  1,100       7,219
 *A.C. Moore Arts & Crafts, Inc........................  1,900      10,955
 *Aames Financial Corp.................................    240         195
 *AAON, Inc............................................  1,600      38,950
 AAR Corp..............................................  6,900      95,737
 Aaron Rents, Inc. Class A.............................    700      10,412
 *Aastrom Biosciences, Inc.............................  7,600      20,069
 *Abaxis, Inc..........................................  3,500      21,766
 ABC Bancorp...........................................    840       8,347
 *ABC Rail Products Corp...............................  2,700      16,959
 *Abgenix, Inc.........................................  1,000      78,844
 Abington Bancorp, Inc.................................    500       4,656
 *Abiomed, Inc.........................................  2,000      76,375
 *Able Telcom Holding Corp.............................  1,500       2,859
 ABM Industries, Inc...................................  5,600     129,850
 *Acacia Research Corp.................................  3,600      56,925
 *Accel International Corp.............................    500         352
 *Acceptance Insurance Companies, Inc..................  3,600      18,450
 *Access Worldwide Communications, Inc.................  1,900       2,553
 *Acclaim Entertainment, Inc........................... 13,800      32,991
 *Ace Cash Express, Inc................................  2,500      36,094
 *Ace Comm Corp........................................  2,300      12,722
 Aceto Corp............................................  1,500      16,031
 Ackerley Group, Inc...................................  4,700      56,987
 *Acme Electric Corp...................................    500       4,141
 *Acorn Products, Inc..................................    200         312
 *ACT Manufacturing, Inc...............................  4,050     127,702
 *ACT Networks, Inc....................................  2,600      30,306
 *Actel Corp...........................................  5,500     159,672
 *Action Performance Companies, Inc....................  4,100      32,928
 *Active Voice Corp....................................  2,600      17,469
 *Activision, Inc......................................  6,300      39,080
 *Actrade International, Ltd...........................  2,200      33,275
 *Actuate Corp.........................................  4,200      97,519
 *Acuson Corp..........................................  6,900      84,525
 *Adac Laboratories....................................  5,200     100,262
 *adam.com, Inc........................................  1,000       3,625
 Adams Resources & Energy, Inc.........................    800      13,250
 *Adaptive Broadband Corp..............................  1,000      26,469
 *ADE Corp.............................................  3,300      50,531
 *Adecco SA ADR........................................    241      23,964
 *Adept Technology, Inc................................  2,400      50,250
 *Administaff, Inc.....................................  3,400     176,587
 *Advance Lighting Technologies, Inc...................  5,100      53,391
 *Advance Paradigm, Inc................................  4,200      65,887

                                                        SHARES      VALUE+
                                                        ------      ------
                                                                          
 *Advanced Aerodynamics & Structures, Inc..............    700  $    2,461
 *Advanced Digital Information Corp....................  2,000      25,312
 *Advanced Magnetics, Inc..............................  1,700      11,475
 Advanced Marketing Services, Inc......................  3,250      60,023
 *Advanced Neuromodulation Systems, Inc................  1,800      22,050
 *Advanced Photonix, Inc. Class A......................  2,700       5,062
 *Advanced Polymer Systems, Inc........................  5,000      17,187
 *Advanced Radio Telecom Corp..........................  7,200      74,700
 *Advanced Technical Products, Inc.....................    100         419
 *Advanced Tissue Sciences, Inc........................ 15,000      58,828
 Advanta Corp. Class A.................................  2,600      43,794
 Advanta Corp. Class B Non-Voting......................  3,700      44,747
 *Advantage Learning Systems, Inc......................  8,100     105,300
 *Advantica Restaurant Group, Inc......................  1,100         808
 Advest Group, Inc.....................................  2,300      43,987
 *Advo, Inc............................................  5,300     170,262
 *Aehr Test Systems....................................  1,700      10,094
 *AEP Industries, Inc..................................    700      11,572
 *Aeroflex, Inc........................................  4,600     165,600
 *Aerosonic Corp.......................................  1,000       9,750
 *Aerovox, Inc.........................................  1,500       4,828
 *Aetrium, Inc.........................................  2,200      11,894
 *Affiliated Managers Group, Inc.......................  3,500     117,250
 *Affinity Technology Group, Inc.......................  2,900       2,130
 *Aftermarket Technology Corp..........................  5,000      29,531
 *AG Services America, Inc.............................  1,300      21,206
 *Ag-Chem Equipment Co., Inc...........................    900       5,737
 Agco Corp.............................................  8,200     102,500
 *Agribrands International, Inc........................  2,500     103,594
 *AHL Services, Inc....................................  3,400      26,137
 *AHT Corp.............................................  2,700       3,206
 *Air Methods Corp.....................................    800       2,800
 *Airgas, Inc..........................................  8,200      44,075
 *Airtran Holdings, Inc................................ 13,100      53,833
 AK Steel Holding Corp.................................  1,024       9,920
 *Akamai Technologies, Inc.............................    536      35,895
 *Akorn, Inc...........................................  4,600      36,872
 *Aksys, Ltd...........................................  3,700      29,022
 Alabama National Bancorporation.......................  1,000      18,937
 Alamo Group, Inc......................................  1,500      17,906
 *Alaris Medical, Inc..................................  8,900      12,794
 *Albany International Corp. Class A...................  6,268      89,711
 *Alcatel SA...........................................  1,532      83,590
 *Alcide Corp..........................................    600       8,175
 *Alexion Pharmaceuticals, Inc.........................  3,000     111,844
 Alfa Corp.............................................  9,900     168,609
 *Algos Pharmaceutical Corp............................  1,900      23,928
 Alico, Inc............................................    700      10,762
 *Align-Rite International, Inc........................    700      14,437
 *Alkermes, Inc........................................  2,200      80,506
 *All American Semiconductor, Inc......................    800       8,300
 Allegiant Bancorp, Inc................................  1,600      14,550
 *Allen Telecom, Inc...................................  7,000     112,000
 Alliance Bancorp......................................  2,600      45,906
 *Alliance Gaming Corp.................................    600         919

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CONTINUED                                                                       

                                                                [Download Table]

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Alliance Pharmaceuticals Corp........................ 11,700  $  100,547
*Alliance Semiconductor Corp..........................  6,200     153,450
*Allied Healthcare Products, Inc......................    800       2,650
*Allied Holdings, Inc.................................  1,600      10,200
*Allied Research Corp.................................  1,100       8,525
*Allin Communications Corp............................  1,500       3,562
*Allou Health & Beauty Care, Inc. Class A.............  1,300       8,937
*Alltrista Corp.......................................  1,400      34,387
*Alpha Microsystems, Inc..............................  2,700      10,378
*Alpha Technologies Group, Inc........................  1,400      12,206
*Alphanet Solutions, Inc..............................  1,600       7,400
Alpharma, Inc. Class A................................  4,000     198,000
*Alpine Group, Inc....................................  1,380       9,142
*Alternative Resources Corp...........................  1,600       2,250
*Alterra Healthcare Corp..............................  1,500       2,906
*Alyn Corp............................................    700         459
*Alysis Technologies, Inc.............................    600       1,856
Ambanc Holding Co., Inc...............................    400       5,787
*Ambassadors, Inc.....................................  2,000      27,187
*AMBI, Inc............................................  7,600      21,612
Amcast Industrial Corp................................    800       6,900
Amcol International Corp..............................  6,700     111,387
Amcore Financial, Inc.................................  7,100     138,228
*Amdocs, Ltd..........................................    223      13,812
*Amerco, Inc..........................................  2,200      38,569
*America Services Group, Inc..........................    200       3,200
*America West Holdings Corp. Class B..................  3,300      58,781
*American Aircarriers Support, Inc....................  1,800       8,494
American Bank of Connecticut..........................    500       9,812
*American Classic Voyages Co..........................  5,200      98,962
*American Dental Partners, Inc........................  1,500      11,156
*American Ecology Corp................................  2,700       9,281
*American Freightways Corp............................  5,300      79,003
*American Healthcorp, Inc.............................  2,000       8,000
*American Italian Pasta Co............................  3,600      88,425
*American Medical Security Group, Inc.................  4,200      27,562
*American Pacific Corp................................  1,600       9,550
*American Physicians Services Group, Inc..............    200         616
*American Retirement Corp.............................  4,300      23,650
*American Science & Engineering, Inc..................  1,200       6,000
*American Shared Hospital Services....................  1,000       2,937
*American Skiing Co...................................  1,500       2,625
*American Software, Inc. Class A......................  4,500      17,789
American States Water Company.........................  2,200      65,587
*American Superconductor Corp.........................  4,800     128,850
*American Technical Ceramics Corp.....................  1,500      51,375
*American Wagering, Inc...............................  1,600       5,350
American Woodmark Corp................................  1,800      34,031
*American Xtal Technology, Inc........................  4,700     163,912
*Amerihost Properties, Inc............................  1,000       3,469
*Ameripath, Inc.......................................  5,400      46,322
*Amerisource Health Corp..............................  2,500      60,937
*Ameristar Casinos, Inc...............................  3,000      11,906
Ameron, Inc...........................................  1,000      36,750
Amerus Life Holdings, Inc. Class A....................  6,400     127,600
Ametek, Inc...........................................  8,000     166,500
*AMF Bowling, Inc.....................................  4,900       4,594
*AML Communications, Inc..............................  1,600       4,950

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
Ampco-Pittsburgh Corp.................................    900  $    9,956
*Ampex Corp. Class A.................................. 13,200      23,100
Amplicon, Inc.........................................  1,200      11,925
*Amrep Corp...........................................  1,400       9,100
*Amsurg Corp. Class B.................................    900       5,428
*Amtran, Inc..........................................  1,200      16,987
Amwest Insurance Group, Inc...........................    200         975
*Anacomp, Inc.........................................  3,500       9,844
*Anadigics, Inc.......................................  1,800      62,494
Analogic Corp.........................................  3,200     115,400
Analysts International Corp...........................  5,600      45,325
*Anaren Microwave, Inc................................    600      60,544
Anchor Bancorp Wisconsin, Inc.........................  5,100      78,891
Anchor Financial Corp.................................  1,600      43,600
*Anchor Gaming, Inc...................................  2,400     107,325
Andover Bancorp, Inc..................................  1,600      46,500
*Andrea Electronics Corp..............................  3,300      22,275
*Anesta Corp..........................................  3,300      48,778
*Angeion Corp.........................................    600         825
*Anicom, Inc..........................................  5,000      24,766
*Anika Therapeutics, Inc..............................  2,400       5,925
*Ann Taylor Stores Corp...............................  7,200     187,200
*Ansoft Corp..........................................  2,900      25,103
*AnswerThink Consulting Group, Inc....................  5,200      92,300
*Ansys, Inc...........................................  4,100      44,972
*Anthony and Sylvan Pools Corp........................    357       2,927
*APAC Teleservices, Inc...............................  9,800      86,669
*Apex, Inc............................................  5,200     188,987
*Aphton Corp..........................................  3,800      77,662
Apogee Enterprises, Inc...............................  6,600      26,812
Applebees International, Inc..........................  1,200      38,587
*Applica, Inc.........................................  4,600      67,850
*Applied Analytical Industries, Inc...................  4,300      33,123
*Applied Digital Solutions, Inc....................... 12,500      40,430
*Applied Extrusion Technologies, Inc..................  2,900      17,037
*Applied Films Corp...................................  1,500      34,500
*Applied Imaging Corp.................................  3,300       8,044
Applied Industrial Technologies, Inc..................  5,200      90,675
*Applied Innovation, Inc..............................  3,800      26,244
*Applied Microsystems Corp............................  1,700       9,456
*Applied Science & Technology, Inc....................  3,600      73,125
Applied Signal Technologies, Inc......................  2,100      21,262
*Applix, Inc..........................................  2,800      16,625
*Apria Healthcare Group, Inc..........................  2,200      31,625
*Aquila Biopharmaceuticals, Inc.......................  2,000       4,687
*Aradigm Corp.........................................  4,300      60,066
*Arch Capital Group, Ltd..............................  3,400      51,319
Arch Chemicals, Inc...................................  5,800     100,050
Arch Coal, Inc........................................  5,700      42,750
*Arch Communications Group, Inc....................... 15,100      75,972
Arctic Cat, Inc.......................................  4,400      47,437
Area Bancshares Corp..................................  3,200      63,700
Argonaut Group, Inc...................................  3,000      54,187
*Argosy Gaming Corp...................................  7,100     112,269
*Arguss Holdings, Inc.................................  3,300      55,069
*ARI Network Services, Inc............................  1,200       3,712
*Ariad Pharmaceuticals, Inc...........................  6,100      50,039
*Ariel Corp...........................................  3,300       8,972
*ARIS Corp............................................  3,200      11,500
*Arkansas Best Corp...................................  4,700      51,994
Arm Financial Group, Inc. Class A.....................  2,000          47
*Armor Holdings, Inc..................................  5,900      64,531

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CONTINUED                                                                       

                                                                [Download Table]

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
Armstrong Holdings, Inc...............................  2,500  $   42,969
Arnold Industries, Inc................................  5,000      57,344
*Aronex Pharmaceuticals, Inc..........................  5,700      14,428
*Arqule, Inc..........................................  3,400      23,375
*Arrhythmia Research Technology, Inc..................    700       1,225
Arrow Financial Corp..................................  1,875      28,125
Arrow International, Inc..............................  5,600     185,850
*Artesyn Technologies, Inc............................  7,400     162,800
*Artisan Components, Inc..............................  3,500      27,344
*Artisoft, Inc........................................  3,800      39,662
Arvin Industries, Inc.................................  6,500     117,000
*Ascent Pediatrics, Inc...............................    500         742
*Asche Transportation Services, Inc...................    300         544
*Ashworth, Inc........................................  3,400      14,556
*ASI Solutions, Inc...................................    600       3,825
*Aspen Technology, Inc................................  5,200     107,087
*Aspeon, Inc..........................................  2,200      12,272
Associated Materials, Inc.............................  1,400      21,700
*Astea International, Inc.............................  3,600       7,931
*Astec Industries, Inc................................  4,800     124,050
Astro-Med, Inc........................................    500       2,937
*Astronics Corp.......................................    700       6,125
*AstroPower, Inc......................................  2,800      38,587
*ASV, Inc.............................................  2,400      29,625
*Asyst Technologies, Inc..............................  1,400      56,306
*ATG, Inc.............................................  3,500       7,656
*Atlantic American Corp...............................  2,500       7,812
*Atlantic Coast Airlines, Inc.........................  4,700     142,909
*Atlantic Data Services, Inc..........................  3,200      13,200
*Atlantic Premium Brands, Ltd.........................    600       1,650
*Atlantis Plastics, Inc...............................    400       2,800
*ATMI, Inc............................................    800      30,675
Atmos Energy Corp.....................................  7,900     144,669
*Atrion Corp..........................................    200       2,375
*Atrix Labs, Inc......................................  2,900      21,206
*ATS Medical, Inc.....................................  4,500      44,859
*Atwood Oceanics, Inc.................................  2,100     114,844
*Audiovox Corp. Class A...............................  3,400      64,281
*Ault, Inc............................................  1,100       6,428
*Aurora Biosciences Corp..............................  4,900     232,291
*Auspex Systems, Inc..................................  7,000      33,469
*Autoimmune, Inc......................................  4,200       5,447
*Autote Corp. Class A.................................  7,300      22,356
Avado Brands, Inc.....................................  1,200       1,706
*Avant Corp...........................................  9,800     153,431
*Avant Immunotherapeutics, Inc........................ 12,500      60,937
*Avatar Holdings, Inc.................................  2,100      41,541
Avert, Inc............................................    800      15,775
*Avi Biopharma, Inc...................................  4,100      40,231
*Aviall, Inc..........................................  2,800      15,050
*Avid Technology, Inc.................................  6,100      61,381
*Avigen, Inc..........................................  3,800     113,525
*Aviron...............................................  4,900     119,284
*Avis Group Holdings, Inc.............................  3,100      59,675
Avista Corp...........................................  7,600     170,050
Avnet, Inc............................................     67       4,636
*AVT Corporation......................................  7,900      71,470
*Avteam, Inc. Class A.................................  2,700       5,358
*Aware, Inc...........................................  2,200      97,831
*Axent Technologies, Inc..............................  7,200     131,625
*Axsys Technologies, Inc..............................    800      11,750
*Axys Pharmaceuticals, Inc............................  8,700      33,712

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Aztar Corp........................................... 10,900  $  138,975
Aztec Manufacturing Co................................  1,200      19,200
*Bacou USA, Inc.......................................  3,500      69,125
Badger Meter, Inc.....................................    500      15,875
Bairnco Corp..........................................  2,000      14,375
Baker (J.), Inc.......................................  3,500      22,312
*Baker (Michael) Corp.................................  1,700      11,050
*Balanced Care Corp...................................  3,300       5,569
Balchem Corp..........................................  1,200      12,225
Baldor Electric Co....................................  9,000     168,750
Baldwin & Lyons, Inc. Class B.........................  1,100      19,937
*Baldwin Technology, Inc. Class A.....................  1,500       3,187
*Ballantyne Omaha, Inc................................  3,100       7,556
*Bally Total Fitness Holding Corp.....................  6,000     138,375
Bancfirst Ohio Corp...................................    700      10,872
*Bancinsurance Corp...................................    600       2,475
Bancorp Connecticut, Inc..............................    500       7,344
Bandag, Inc...........................................  1,100      27,294
Bandag, Inc. Class A..................................  1,200      27,300
Bangor Hydro-Electric Co..............................  1,800      26,775
Bank of Granite Corp..................................  2,200      42,900
Bank of The Ozarks....................................    500       8,344
*Bank Plus Corp.......................................  2,900       8,066
*Bank United Financial Corp. Class A..................  4,500      28,969
Bank West Financial Corp..............................    600       3,862
BankAtlantic Bancorp, Inc. Class A....................    150         572
BankAtlantic Bancorp, Inc. Class B....................  1,300       7,434
*BankFirst Corp.......................................  2,300      18,112
*Banknorth Group, Inc.................................  2,737      38,232
Banta Corp............................................  6,600     122,100
Barnes Group, Inc.....................................  4,700      78,431
*Barnett, Inc.........................................  4,100      38,822
*Barra, Inc...........................................  3,500     150,828
*Barrett Business Services, Inc.......................    700       3,894
*Barringer Technologies, Inc..........................  1,700      10,466
*Basin Exploration, Inc...............................  3,700      61,512
Bassett Furniture Industries, Inc.....................  3,000      36,656
*Battle Mountain Gold Co.............................. 26,200      50,762
Bay State Bancorp, Inc................................    500       9,187
*Baycorp Holdings, Ltd................................  1,200       9,750
*Bayou Steel Corp. Class A............................  2,700       6,075
*Be Aerospace, Inc....................................  6,200      42,819
Beauticontrol Cosmetics, Inc..........................    700       2,516
*Beazer Homes USA, Inc................................  1,200      22,050
*bebe stores, inc.....................................  4,800      42,750
*BEI Electronics, Inc.................................  1,900       2,523
BEI Technologies, Inc.................................  1,900      33,725
*Bel Fuse, Inc. Class A...............................    700      12,731
*Belco Oil & Gas Corp.................................  7,900      61,719
Belden, Inc...........................................  6,100     166,987
*Bell and Howell Co...................................  2,900      62,169
Bell Industries, Inc..................................    600       1,575
*Bell Microproducts, Inc..............................  2,300      29,756
*Bellwether Exploration Co............................  3,500      29,805
*Benchmark Electronics, Inc...........................  4,100     139,400
*Bentley Pharmaceuticals, Inc.........................  2,700      17,212
*Benton Oil & Gas Co..................................  7,400      20,350
Bergen Brunswig Corp. Class A......................... 13,500      70,031
*Beringer Wine Estates Holdings, Inc..................  2,200      83,669
Berry Petroleum Corp. Class A.........................  5,300      83,144
*Beverly Enterprises.................................. 12,300      36,900
BHA Group Holdings, Inc. Class A......................    500       5,062

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                                                                [Download Table]

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*BI, Inc..............................................  1,200  $    6,375
*Big City Radio, Inc..................................  1,200       5,475
Big Dog Holdings, Inc.................................  1,200       5,400
*Billing Information Concepts Corp.................... 10,600      49,191
Bindley Western Industries, Inc.......................  8,466     161,383
*BindView Development Corp............................ 11,600      81,019
*Bio Technology General Corp.......................... 10,800     113,737
*Bio Vascular, Inc....................................  1,800       5,231
*Bioanalytical Systems, Inc...........................    400       1,050
*Biocryst Pharmaceuticals, Inc........................  4,200      98,700
*Bio-Logic Systems Corp...............................    800       4,650
*Biomatrix, Inc.......................................  5,800     107,662
*Bionova Holdings Corp................................  4,100       8,200
*Bionx Implants, Inc..................................  2,200       4,812
*Bio-Rad Laboratories, Inc. Class A...................  2,500      57,969
*BioReliance Corp.....................................  2,000      10,062
*Biosite Diagnostics, Inc.............................  3,300      74,559
*Biosource International, Inc.........................  2,000      13,625
*Biospecifics Technologies Corp.......................  1,100       2,991
*Biospherics, Inc.....................................  2,500      15,469
*BioTransplant, Inc...................................  2,900      17,400
Birmingham Steel Corp.................................  1,900       7,362
*Bitstream, Inc.......................................  1,800       9,281
*Black Hawk Gaming & Development, Inc.................    400       2,737
Black Hills Corp......................................  5,400     129,262
Blair Corp............................................  2,100      40,425
Blanch (E.W.) Holdings, Inc...........................  3,300      84,769
*BLC Financial Services, Inc..........................  2,000       3,750
Block Drug Co., Inc. Class A..........................  3,451      95,550
*Blonder Tongue Laboratories, Inc.....................  1,500      10,312
*Blount International, Inc............................  7,700     105,394
*Blue Rhino Corp......................................  1,700      14,609
*Blue Wave Systems, Inc...............................  3,900      43,022
*Bluegreen Corp.......................................  6,300      19,687
BMC Industries, Inc...................................  6,800      25,925
Bob Evans Farms, Inc..................................  3,300      44,756
*Boca Research, Inc...................................  2,900      15,769
*Boca Resorts, Inc.................................... 10,100      87,112
*Bogen Communications International, Inc..............  1,300       8,084
*BOK Financial Corp...................................  1,442      23,342
*Bolder Technologies Corp.............................  1,400       8,028
*Bolt Technology Corp.................................  1,300       5,850
*Bombay Co., Inc......................................  4,400      14,025
*Bone Care International, Inc.........................    700      13,759
*Bon-Ton Stores, Inc..................................  2,500       5,586
*Books-a-Million, Inc.................................  3,400      11,581
*Boron, Lepore and Associates, Inc....................  3,100      23,734
Boston Acoustics, Inc.................................  1,000      10,625
*Boston Beer Company, Inc. Class A....................  3,300      28,050
*Boston Biomedical, Inc...............................  1,000       3,656
*Boston Communications Group, Inc.....................  4,200      43,181
Boston Private Financial Holdings, Inc................  1,700      16,681
Bostonfed Bancorp, Inc................................    500       6,562
*Boundless Corp.......................................  1,100       7,837
Bowne & Co., Inc......................................  9,000      90,562
*Boyd Gaming Corp..................................... 15,600      77,025
*Bradley Pharmaceuticals, Inc. Class A................  2,000       2,219
Brady (W.H.) Co. Class A..............................  5,200     156,650

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Brass Eagle, Inc.....................................  1,400  $    6,825
*Brauns Fashions Corp.................................  1,350      30,037
*Bridgestreet Accomodations, Inc......................  2,000       5,500
Bridgford Foods Corp..................................  1,000      10,594
*Brigham Exploration Co...............................  1,400       3,675
*Brightpoint, Inc..................................... 12,100     140,662
*BrightStar Information Technology Group, Inc.........  2,200       8,525
*Brilliant Digital Entertainment, Inc.................  3,600      20,700
*Brio Technology, Inc.................................  1,400      19,950
*Britesmile, Inc......................................  5,900      43,697
*Broadvision, Inc.....................................  2,079      74,519
*Brookdale Living Communities.........................  2,300      31,337
Brookline Bancorp, Inc................................  6,900      67,491
*Brooks Automation, Inc...............................  1,300      51,837
*Brookstone, Inc......................................  2,000      28,375
*Brooktrout Technology, Inc...........................  3,000      67,687
*Brown & Sharpe Manufacturing Co. Class A.............  1,200       2,700
*Brown (Tom), Inc.....................................  7,000     152,687
Brown and Brown, Inc..................................  3,400     158,525
*Brunswick Technologies, Inc..........................  1,000       8,781
Brush Wellman, Inc....................................  4,100      71,494
BSB Bancorp, Inc......................................  2,600      49,644
BT Financial Corp.....................................  3,300      57,131
*BTG, Inc.............................................  1,800      14,625
*BTU International, Inc...............................  1,400      12,119
*Buckeye Technology, Inc..............................  8,800     167,750
*Buckle, Inc..........................................  5,400      73,237
*Buffets, Inc.........................................  8,300      96,228
*Building Materials Holding Corp......................  3,200      29,700
*Bull Run Corp. GA....................................  3,400       9,722
Burlington Coat Factory Warehouse Corp................ 11,600     147,175
*Burlington Industries, Inc........................... 10,300      34,119
*Burns International Services Corp....................  5,000      58,125
*Bush Boake Allen, Inc................................  4,800     156,600
Bush Industries, Inc. Class A.........................  2,500      42,656
*Business Resource Group..............................  1,300       8,084
*Butler International, Inc............................  2,350      19,241
Butler Manufacturing Co...............................  1,700      37,931
*BYL Bancorp..........................................    600       6,169
C & D Technologies, Inc...............................  1,900     137,750
*C.P. Clare Corp......................................  2,400      15,750
*Cable Design Techologies Corp........................  4,200     116,287
Cabot Oil & Gas Corp. Class A.........................  6,200     154,612
*Cache, Inc...........................................  1,800       6,750
*Caci International, Inc. Class A.....................  2,800      55,212
*Cadiz, Inc...........................................  7,000      47,250
Cadmus Communications Corp............................  1,400      12,162
*Cal Dive International, Inc..........................  3,100     142,697
Calgon Carbon Corp....................................  9,700      63,656
*Caliber Learning Network, Inc........................  2,400       6,525
*Calico Commerce, Inc.................................    121       1,486
*California Amplifier, Inc............................  3,000      67,594
*California Coastal Communities, Inc..................  2,500      14,297
*California Micro Devices Corp........................  2,600      36,806
California Water Service Group........................  3,200      74,600
*Callon Petroleum Co..................................  2,400      36,600
Cal-Maine Foods, Inc..................................  1,800       6,019
*Calton Inc...........................................  5,400       7,087
Cambrex Corp..........................................  2,500     105,312

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                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Cambridge Heart, Inc.................................  3,500  $    8,641
*Cambridge Technology Partners, Inc...................  2,500      20,000
Camco Financial Corp..................................  1,400      12,600
*Cameron Ashley Building Products, Inc................  1,800      32,512
Cameron Financial Corp................................    100       1,178
*Candela Laser Corp...................................  2,750      27,930
*Candies, Inc.........................................  1,700       2,311
*Cannondale Corp......................................  1,900      13,656
*Cantel Industries, Inc. Class B......................    400       2,625
*Canterbury Information Technology, Inc...............  2,400       6,375
*Capital Corp. of the West............................    500       4,906
*Capital Crossing Bank................................    500       5,125
*Capital Pacific Holdings, Inc........................  2,800       7,700
*Capital Senior Living Corp...........................    800       1,900
Capitol Bancorp, Ltd..................................  1,700      19,125
Capitol Transamerica Corp.............................  1,000      11,250
Caraustar Industries, Inc.............................  5,100      84,309
*Carbide/Graphite Group, Inc..........................  2,100       8,991
Carbo Ceramics, Inc...................................  2,900      90,625
*Cardima, Inc.........................................  3,300       4,022
*Cardiotech International, Inc........................  1,300       1,869
*Caredata.com, Inc....................................    800       3,200
*Career Education Corp................................  2,000      79,875
*CareerEngine Network, Inc............................    500         906
*Carey International, Inc.............................    900       8,353
*Caribiner International, Inc.........................  2,300       1,725
*Carmike Cinemas, Inc. Class A........................    900       4,781
Carpenter Technology Corp.............................  3,900      80,681
*Carreker-Antinori, Inc...............................  4,600      50,025
*Carriage Services, Inc. Class A......................    900       2,587
*Carrington Laboratories, Inc.........................  1,900       4,216
*Carrizo Oil & Gas, Inc...............................  2,600      16,372
*Carson, Inc..........................................  2,000       8,125
Carter-Wallace, Inc...................................  8,200     164,000
Cascade Corp..........................................  2,900      32,625
Cascade Natural Gas Corp..............................  2,800      49,700
Casey's General Stores, Inc........................... 10,500     124,031
Cash America International, Inc.......................  6,300      64,575
*Casino Data Systems..................................  4,600      20,341
*Castle & Cooke, Inc..................................  4,300      80,087
Castle (A.M.) & Co....................................  3,500      43,531
*Castle Dental Centers, Inc...........................    600       1,462
Castle Energy Corp....................................  1,400       8,466
*Catalina Lighting, Inc...............................  1,400       5,600
*Catalyst International, Inc..........................  2,000      12,500
*Catalytica, Inc......................................  6,500      61,547
Cathay Bancorp, Inc...................................    600      27,356
Cato Corp. Class A....................................  5,600      69,475
Catskill Financial Corp...............................    900      14,850
Cavalier Homes, Inc...................................  3,600       5,400
CBRL Group, Inc.......................................  7,500     108,516
CCBT Financial Companies, Inc.........................  1,700      25,022
*CCC Information Services Group, Inc..................  5,500      54,312
*C-COR Electronics, Inc...............................  1,200      26,437
*CDI Corp.............................................  4,800     103,500
*CDNOW/N2K, Inc.......................................  8,200      24,344
*Celadon Group, Inc...................................  1,600      21,650
*Celeris Corporation..................................    300         830
*Celeritek, Inc.......................................    500      24,047
*Cell Genesys, Inc....................................  2,900      51,928

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Cell Therapeutics, Inc...............................  5,300  $   87,119
*Cellegy Pharmaceuticals, Inc.........................  3,000      14,531
*Cellstar Corp........................................ 15,000      41,484
*Cellular Technical Services..........................    500       3,656
*Cel-Sci Corp.........................................  1,300       3,900
*Centennial Bancorp...................................  2,200      18,906
*Centennial Cellular Corp.............................  4,500      71,437
*CenterSpan Communication Corp........................  1,100      15,572
Centex Construction Products, Inc.....................  3,800     114,000
*Centigram Communications Corp........................  1,200      22,537
Central Bancorp, Inc..................................    100       1,628
*Central Garden & Pet Co..............................  1,600      18,250
Central Parking Corp..................................  5,000     131,562
Central Vermont Public Service Corp...................  2,300      25,156
Centura Banks, Inc....................................  2,250      97,312
Century Aluminum Co...................................  5,100      52,116
Century South Banks, Inc..............................  2,700      53,325
*Cephalon, Inc........................................  1,000      51,687
*Ceradyne, Inc........................................  2,000      16,500
*Ceres Group, Inc.....................................  2,700      16,031
*Cerner Corp..........................................  4,000      91,125
*Cerprobe Corp........................................  2,400      29,700
*Cerus Corp...........................................  2,500      97,031
*CFM Technologies, Inc................................  1,600      12,500
CFW Communications Co.................................  3,300     124,884
CH Energy Group, Inc..................................  3,400     109,437
*Chad Therapeutics....................................  1,000         875
*Champion Enterprises, Inc............................  5,000      28,437
Champion Industries, Inc..............................  1,900       5,403
*Championship Auto Racing Teams, Inc..................  3,100      60,644
*Champps Entertainment, Inc...........................  2,900      11,328
*Charles and Colvard, Ltd.............................  1,800      11,137
*Charles River Associates, Inc........................  2,200      39,394
*Charming Shoppes, Inc................................ 24,700     145,884
*Chart House Enterprises, Inc.........................  2,900      15,406
Chart Industries, Inc.................................  6,000      26,250
*Chase Industries, Inc................................  1,800      16,650
*Chattem, Inc.........................................  2,400      28,650
*Chaus (Bernard), Inc.................................  2,400       1,950
*Check Technology Corp................................  1,200       6,112
*Checkpoint System, Inc...............................  7,500      59,531
*Cheesecake Factory, Inc..............................  5,000     198,906
Chemed Corp...........................................  2,600      78,812
*Chemfab Corp.........................................    150       1,500
Chemfirst, Inc........................................  4,600      96,025
Chemical Financial Corp...............................  3,570      98,844
*Cherokee, Inc........................................  2,100      15,028
*Cherry Corp..........................................  2,500      50,312
*Chesapeake Biological Laboratories, Inc. Class A.....    600       1,556
Chesapeake Corp.......................................  3,500     114,406
*Chesapeake Energy Corp............................... 17,700     101,775
Chesapeake Utilities Corp.............................  1,300      22,994
*Chicos Fas, Inc......................................  3,100      56,091
*Children's Comprehensive Services, Inc...............  1,400       3,150
*Children's Place Retail Stores, Inc..................  6,400     122,400
Chiquita Brands International, Inc....................  6,600      25,987
*Chirex, Inc..........................................  3,700      64,287
Chittenden Corp.......................................  1,421      39,344
*Choicepoint, Inc.....................................  2,625     106,148

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                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Cholestech Corp......................................  3,000  $   22,500
*ChromaVision Medical Systems, Inc....................  3,900      41,925
*Chromcraft Revington, Inc............................  1,900      21,137
*Chronimed, Inc.......................................  2,400      15,750
Church & Dwight Co., Inc..............................  9,700     176,419
Churchill Downs, Inc..................................  2,500      56,406
*Chyron Corp..........................................  8,000      20,000
CICOR International, Inc..............................    750       7,922
*CIDCO, Inc...........................................  3,400      10,412
*Cima Laboratories, Inc...............................  2,700      39,741
*Ciprico, Inc.........................................  1,200      12,975
Circle International, Inc.............................  4,400      83,187
*Circuit City Stores, Inc. (Carmax Group).............  2,400       6,450
*Circuit Systems, Inc.................................    400         381
*Cirrus Logic, Inc....................................  5,100      88,772
*Citadel Holding Corp. Class A........................    560       1,750
*Citation Computer System, Inc........................  1,000       3,609
*Citation Holding Corp. Class B.......................    140         437
*Citizens, Inc. Class A...............................  4,940      30,257
City Holding Co.......................................  4,200      41,737
City National Corp....................................    153       5,967
*Civic Bancorp........................................    900      12,628
CKE Restaurants, Inc..................................  4,600      15,237
Clarcor, Inc..........................................  6,100     107,894
*Clark/Bardes Holdings, Inc...........................  1,900      27,906
*Clean Harbors, Inc...................................  1,000       1,844
*click2learn.com, Inc.................................  4,200      50,137
*ClickAction, Inc.....................................  2,600      33,881
*Clintrials Research, Inc.............................  4,600      14,878
*Closure Medical Corp.................................  3,300      55,584
*CMG Information Services, Inc........................     11         526
CMP Media Group, Inc..................................  1,300      37,700
CNA Surety Corp.......................................  8,700     108,750
CNBT Bancshares, Inc..................................    900      11,025
*CNS, Inc.............................................  2,900      11,600
Coachmen Industries, Inc..............................  3,900      46,556
*Coast Dental Services, Inc...........................  1,300       2,661
*Coast Distribution System............................    400         850
Coastal Bancorp, Inc..................................  1,600      24,100
*Coastcast Corp.......................................  1,500      28,687
*Cobalt Group, Inc....................................  4,200      27,300
*Cobra Electronic Corp................................  1,600       8,800
Coca-Cola Bottling Co. Consolidated...................  1,200      58,462
*Coeur d'Alene Mines Corp. ID.........................  9,300      22,669
*Cognitronics Corp....................................    500       5,125
*Coherent, Inc........................................  3,600     202,725
*Cohesion Technologies, Inc...........................    800       8,450
Cohu, Inc.............................................  3,000     106,125
*Coinmach Laundry Corp................................  2,500      33,828
*Coinstar, Inc........................................  5,100      47,255
Cold Metal Products, Inc..............................    600       2,250
*Coldwater Creek, Inc.................................  2,300      52,828
*Cole (Kenneth) Productions, Inc. Class A.............    750      25,078
Cole National Corp. Class A...........................  2,500      15,781
*Collagenex Pharmaceuticals, Inc......................  2,200      22,069
*Collateral Therapeutics, Inc.........................  3,300      76,519
*Collins & Aikman Corp................................ 15,400      91,437
Collins Industries, Inc...............................  1,500       7,125
Colorado Business Bankshares, Inc.....................    700       9,122
*Colorado Medtech, Inc................................  3,000      15,094

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Columbia Banking System, Inc.........................  2,300  $   25,084
*Columbia Laboratories, Inc...........................  7,300      69,350
*Columbia Sportswear Co...............................  6,300     165,769
*Columbus Energy Corp.................................    300       2,100
Columbus McKinnon Corp................................  3,700      51,106
*Com21, Inc...........................................  5,500     108,797
*Comarco, Inc.........................................    200       5,756
*Comdial Corp.........................................  2,300      21,023
*Comfort Systems USA, Inc.............................  3,700      22,431
*Command Systems, Inc.................................  1,500       2,766
Commercial Bank of New York...........................  1,300      15,437
Commercial Metals Co..................................  1,400      36,837
Commonwealth Bancorp, Inc.............................  2,600      30,062
Commonwealth Industries, Inc..........................  3,300      20,316
Communications Systems, Inc...........................  1,700      23,269
Community Bank System, Inc............................  1,400      31,850
Community Financial Corp..............................    400       4,475
Community Financial Group, Inc........................    100       1,312
Community First Bankshares, Inc.......................  1,700      28,209
Community Savings Bankshares, Inc.....................  2,000      21,125
Community Trust Bancorp, Inc..........................  2,475      35,810
Community West Bancshares.............................    500       3,062
*Compass Bancshares, Inc..............................    697      14,158
*Competitive Technologies, Inc........................  1,500      18,000
*Complete Business Solutions, Inc.....................  3,700      83,481
*Comptek Research, Inc................................  1,200      20,475
*Compucom Systems, Inc................................ 12,100      29,116
*Computer Horizons Corp...............................  8,300      92,856
*Computer Learning Centers, Inc.......................  1,100       1,066
*Computer Motion, Inc.................................  1,700      13,016
*Computer Network Technology Corp.....................  6,000      74,812
*Computer Outsourcing Services, Inc...................  1,200      18,150
*Computer Sciences Corp...............................    127      12,184
Computer Task Group, Inc..............................    500       3,594
*Computrac, Inc.......................................  1,300       1,219
*Computron Software, Inc..............................  6,100      12,200
CompX International, Inc..............................  1,200      22,650
*Comshare, Inc........................................  2,200       8,387
*Comstock Resources, Inc..............................  6,300      47,250
*Comtech Telecommunications Corp......................  1,800      22,781
*Conceptus, Inc.......................................  1,900       9,322
*Concord Camera Corp..................................  5,500      93,328
*Concord Communications, Inc..........................  4,000      99,000
*Concurrent Computer Corp............................. 13,400     114,319
*Condor Technology Solutions, Inc.....................  1,200         506
*Cone Mills Corp. NC..................................  4,300      24,725
*Congoleum Corp. Class A..............................  1,100       3,437
*Conmed Corp..........................................  3,800      91,556
Connecticut Water Services, Inc.......................  1,200      32,812
*Connitics Corp.......................................  5,700      50,231
*Conrad Industries, Inc...............................  1,000       5,719
*Consolidated Delivery and Logistics, Inc.............  1,500       2,625
*Consolidated Freightways Corp........................  5,400      24,637
*Consolidated Graphics, Inc...........................  3,200      33,200
*Consolidated Products, Inc...........................  5,800      57,637
Consolidated Tokoma Land Co...........................  1,600      19,000
*Cooker Restaurant Corp...............................    500       1,187
Cooper Companies, Inc.................................  3,500     120,750
*CoorsTek, Inc........................................  1,775      57,244
*Copart, Inc..........................................  4,400      77,687
*Copytele, Inc........................................  8,400      14,437

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                                                                [Download Table]

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Cordiant Communications Group P.L.C. ADR.............    519  $    9,958
*Core Materials Corp..................................  1,000       1,562
*Core, Inc............................................  1,300       7,475
*Corixa Corp..........................................  5,200     165,262
*Cornell Corrections, Inc.............................    900       6,525
Corning, Inc..........................................  1,931     373,528
*Correctional Services Corp...........................  1,100       4,847
*Corrpro Companies, Inc...............................  1,900       7,125
*Corsair Communications, Inc..........................  4,400      99,275
Corus Bankshares, Inc.................................  2,900      71,956
*Corvas International, Inc............................  5,300      33,456
*Corvel Corp..........................................    800      21,850
*Cost Plus, Inc.......................................  3,050      88,927
*CoStar Group, Inc....................................  3,000      62,812
*Cotelligent Group, Inc...............................  3,700      16,881
Cotton States Life Insurance Co.......................  1,300      10,725
*Coulter Pharmaceutical, Inc..........................  4,300      79,953
*Covance, Inc......................................... 14,300     101,887
*Covenant Transport, Inc. Class A.....................  1,400      14,394
*Coventry Health Care, Inc............................ 11,800     139,756
*Covol Technologies, Inc..............................  1,700       2,603
*Coyote Network Systems, Inc..........................  1,600       9,550
CPAC, Inc.............................................  1,500      10,312
CPB, Inc..............................................  1,800      42,300
*C-Phone Corp.........................................  2,200       2,269
CPI Corp..............................................  1,800      40,162
Craftmade International, Inc..........................  1,300       6,378
*Craig Corp...........................................    300       1,219
Crawford & Co. Class A................................  1,600      16,700
Crawford & Co. Class B................................  2,600      30,550
*Cray, Inc............................................  7,900      27,527
*Creative Biomolecules, Inc...........................  9,600      49,050
*Creative Computers, Inc..............................  2,600      12,025
*Credence Systems Corp................................  2,000     109,250
*Credit Acceptance Corp...............................  3,900      21,694
*Credit Management Solutions..........................  1,500       6,141
*Creditrust Corp......................................  2,600       1,341
*Crescent Operating, Inc..............................  1,100       1,616
*Cross (A.T.) Co. Class A.............................  3,700      22,662
Cross Timbers Oil Co..................................  5,600     113,750
*Crossman Communities, Inc............................  2,300      40,753
*Crosswalk.com, Inc...................................  1,900       4,631
*Crown Central Petroleum Corp. Class A................  1,200      10,875
*Crown Central Petroleum Corp. Class B................  1,000       9,062
Crown Crafts, Inc.....................................    600         862
*Crown Vantage, Inc...................................  1,000         234
*Crown-Andersen, Inc..................................    100         462
*Crusader Holding Corp................................  1,000       8,062
*Cryolife, Inc........................................  2,900      49,844
*CSK Auto Corp........................................  5,500      82,500
*CT Communications, Inc...............................    900      28,687
*CTB International Corp...............................  2,400      15,637
*CTC Communications Group, Inc........................  3,150      78,159
CTG Resources, Inc....................................  2,200      86,625
CTS Corp..............................................    200      11,037
Cubic Corp............................................  2,200      44,000
*Cubist Pharmaceuticals, Inc..........................  4,100     117,619
*Cumulus Media, Inc. Class A..........................  6,400      73,200

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Cunningham Graphics International, Inc...............    500  $   10,953
*CUNO, Inc............................................  3,300      91,781
*CuraGen Corp.........................................  2,200      66,275
*Curative Health Services, Inc........................  2,400      12,937
Curtiss-Wright Corp...................................  2,000      69,625
*Cuseeme Networks, Inc................................  2,100      18,900
*Cutter & Buck, Inc...................................  2,600      26,162
*CV Therapeutics, Inc.................................  3,600     149,062
CVB Financial Corp....................................  4,900      75,337
*CVF Technologies Corp................................  1,700       4,037
*Cyanotech Corp.......................................  2,800       3,719
*Cybercash, Inc.......................................  6,200      26,737
*Cyberian Outpost, Inc................................  5,900      25,075
*Cyberonics, Inc......................................  4,500      80,016
*Cyberoptics Corp.....................................  1,300      48,466
*Cybersource Corp.....................................  6,400      91,400
*Cybex Corp...........................................  1,950      65,691
*Cygnus, Inc..........................................  6,400      51,600
*Cylink Corp..........................................  7,400     102,212
*Cymer, Inc...........................................    900      28,434
*Cyrk, Inc............................................  3,100      17,825
*Cytogen Corp......................................... 17,900      71,880
*Cytrx Corp...........................................  1,900       2,078
*Cytyc Corp...........................................  1,400      70,219
*D A Consulting Group, Inc............................  1,300       2,864
Dain Rauscher Corp....................................    400      23,850
*Daisytek International Corp..........................  4,300      43,537
*Daktronics, Inc......................................  1,800      16,341
*Dal-Tile International, Inc.......................... 10,900      98,781
*Damark International, Inc. Class A...................  1,600      30,150
*Dan River, Inc. (GA) Class A.........................  4,300      21,500
*Danielson Holding Corp...............................  3,500      16,625
*Daou Systems, Inc....................................  3,500       4,922
*Darling International, Inc...........................    600         712
*Data Broadcasting Corp...............................  8,600      39,372
*Data Dimensions, Inc.................................  2,700       4,894
*Data I/O Corp........................................  1,800       6,750
*Data Race, Inc.......................................  5,700      25,116
*Data Systems & Software, Inc.........................  1,500       6,750
*Dataram Corp.........................................  1,650      29,391
Datascope Corp........................................  3,800     142,856
*Datastream Systems, Inc..............................  4,900      49,612
*DataTRAK International, Inc..........................    600       3,262
*Dataware Technologies, Inc...........................  2,000       5,312
*Datawatch Corp.......................................  2,300       4,636
*Datron Systems, Inc..................................    300       3,478
*Datum, Inc...........................................    300       4,669
*Dave and Busters, Inc................................  1,200       8,250
*Davel Communications, Inc............................  1,600       2,775
*Davox Corp...........................................  2,900      60,447
*Daw Technologies, Inc................................  2,500       3,008
*Dawson Geophysical Co................................  1,100      10,691
*Daxor Corp...........................................    900      11,025
*Dayton Superior Corp. Class A........................  1,200      30,600
Deb Shops, Inc........................................  2,600      32,256
*Deckers Outdoor Corp.................................  1,800       6,075
Decorator Industries, Inc.............................    300       1,462
*Del Global Technologies Corp.........................  1,500      12,562
*Del Monte Foods Co...................................  7,000      59,500
*Delco Remy International, Inc........................  3,300      24,956
*Delia's, Inc.........................................  3,000       7,500

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                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Delphi Financial Group, Inc. Class A.................  2,900  $   97,150
Delta Woodside Industries, Inc........................  2,300       5,175
*Deltek Systems, Inc..................................  4,200      45,019
Deltic Timber Corp....................................  3,100      66,262
*Denali, Inc..........................................  1,100       2,320
*Dendrite International, Inc..........................    250       6,273
*Dense-Pac Microsystems, Inc..........................  4,800      27,300
*Department 56, Inc...................................  1,400      12,512
*DepoMed, Inc.........................................  1,800       6,750
*Detection Systems, Inc...............................  1,300      12,837
Detroit Diesel Corp...................................  2,300      36,225
Dexter Corp...........................................  1,500      64,875
*Diacrin, Inc.........................................  4,300      29,294
Diagnostic Products Corp..............................  2,700      84,037
*Diametrics Medical, Inc..............................  6,500      46,922
*Dianon Systems, Inc..................................  1,400      29,312
*Diedrich Coffee, Inc.................................  2,500       6,172
*Digene Corp..........................................  3,100      92,225
*Digi International, Inc..............................  3,800      19,594
*Digital Biometrics, Inc..............................  3,600      12,712
*Digital Courier Technologies, Inc....................  1,000       4,406
*Digital Generation Systems, Inc......................  7,000      31,937
*Digital Lightwave, Inc...............................  2,700     148,331
*Digital Power Corp...................................    200         575
*Digital River, Inc...................................  5,400      61,087
Dime Community Bancorp, Inc...........................  3,100      50,375
Dimon, Inc............................................  3,700       8,325
*Diodes, Inc..........................................  1,500      40,875
*Dionex Corp..........................................  1,800      63,450
*Dispatch Management Services Corp....................  1,200       1,500
*Display Technologies, Inc............................  2,000       5,437
*Diversified Corporate Resources, Inc.................    200         550
*Dixie Group, Inc.....................................    700       2,494
*Dixon Ticonderoga Co.................................    300       1,106
*DocuCorp International, Inc..........................  3,100      14,580
*Document Sciences Corp...............................  2,200       4,606
*Documentum, Inc......................................  1,700      93,872
*Dollar Thrifty Automotive Group, Inc.................  4,800      86,400
Donegal Group, Inc....................................  1,000       6,953
*Donna Karan International, Inc.......................  3,200      22,600
Donnelly Corp. Class A................................  1,100      15,881
*Dot Hill Systems Corp................................  6,040      52,850
Dover Downs Entertainment, Inc........................  2,200      25,987
Downey Financial Corp.................................  5,600     166,600
*Dress Barn, Inc......................................  3,900      82,997
*Drew Industries, Inc.................................  1,100       7,700
*Drexler Technology Corp..............................  2,000      23,000
Dreyer's Grand Ice Cream, Inc.........................  5,500     116,703
*Dril-Quip, Inc.......................................  3,400     146,625
*DRS Technologies, Inc................................  2,400      27,300
*Drug Emporium, Inc...................................  2,600       2,966
*Dryclean USA, Inc....................................  1,400       2,275
*Drypers Corp.........................................  1,800       3,234
*DSET Corp............................................  2,700      51,131
*DSP Group, Inc.......................................  1,000      44,594
DT Industries, Inc....................................  1,500      15,094
*DualStar Technologies Corp...........................  2,700      11,053
*Duane Reade, Inc.....................................  4,400     131,725
*Duckwall-Alco Stores, Inc............................  1,000       8,625
*Ducommun, Inc........................................  1,900      21,256
*Dunn Computer Corp...................................  1,900       3,652
*DuPont Photomasks, Inc...............................  1,000      57,531

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Dura Automotive Systems, Inc.........................  1,300  $   15,478
*Dura Pharmaceuticals, Inc............................ 11,100     130,078
*Duramed Pharmaceuticals, Inc.........................  5,900      30,422
*DVI, Inc.............................................  3,600      51,750
*Dwyer Group, Inc.....................................  1,800       4,500
*Dyersburg Corp.......................................    500         102
*Dynamic Healthcare Technologies, Inc.................  1,900       2,078
*Dynamics Research Corp...............................  1,500      10,594
*E Com Ventures, Inc..................................  1,500       4,547
*e.spire Communications, Inc.......................... 13,000      49,359
Eagle Bancshares, Inc.................................    900      10,519
*Eagle Point Software Corp............................    400       1,850
Earthgrains Co........................................ 10,600     174,900
*EarthShell Corp...................................... 25,000     100,781
East West Bancorp, Inc................................  4,700      57,722
*Eateries, Inc........................................    500       1,844
*ECC International Corp...............................  2,100       6,300
*Echelon Corp.........................................  5,000     268,750
*Eclipse Surgical Technologies, Inc...................  7,500      25,781
*Eclipsys Corp........................................  2,000      13,937
*Eco Soil Systems, Inc................................  3,600       5,512
*Ecogen, Inc..........................................  2,100       3,314
Ecology & Environment, Inc. Class A...................    200       1,175
*Edge Petroleum Corp..................................  1,400       4,331
Edo Corp..............................................  1,700      10,944
*Education Management Corp............................  7,200     120,150
Educational Development Corp..........................    400       1,087
*eFax.com, Inc........................................  2,600       2,762
EFC Bancorp, Inc......................................    500       4,562
*Egghead.com, Inc.....................................  7,400      25,322
*eGlobe, Inc..........................................  5,700      17,545
*El Paso Electric Co.................................. 13,700     162,687
*Elan Corp. P.L.C. ADR................................  3,773     150,213
*Elantec Semiconductor, Inc...........................  2,800     106,837
*Elcom International, Inc.............................  7,700      40,184
Elcor Corp............................................  4,900      93,406
*Elcotel, Inc.........................................  2,700       5,020
*Elder-Beerman Stores Corp............................  3,500      15,969
*Electric Fuel Corp...................................  4,300      24,322
*Electro Rent Corp....................................  5,900      64,162
*Electro Scientific Industries, Inc...................  2,600     122,606
*Electroglas, Inc.....................................  4,000     105,500
*Electronic Processing, Inc...........................    800       8,800
*Elite Information Group, Inc.........................  1,900      12,112
Ellett Brothers, Inc..................................    400       1,650
*E-Loan, Inc..........................................  5,000      23,984
*eLOT, Inc............................................ 16,000      43,250
*Eloyalty Corp........................................  3,800      56,762
*Embrex, Inc..........................................  1,700      29,856
EMC Insurance Group, Inc..............................  1,100       8,869
*Emcee Broadcast Products, Inc........................  1,000       3,156
*Emcor Group, Inc.....................................  2,000      44,375
*EMCORE Corp..........................................  1,200      79,800
*Emergent Information Technologies, Inc...............  3,200       9,350
*Emerging Vision, Inc.................................  5,500      12,633
*Emeritus Corp........................................  1,600       4,700
*Emisphere Technologies, Inc..........................  4,300     169,984
Empire District Electric Co...........................  4,300     101,587
Empire Federal Bancorp, Inc...........................    100       1,106
*EMS Technologies, Inc................................  1,700      27,466

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                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*En Pointe Technologies, Inc..........................  1,600  $   16,850
*Encad, Inc...........................................  2,400       8,400
*Encompass Services Corp.............................. 17,725     104,134
*Encore Med Corp......................................  1,800       4,078
*Encore Wire Corp.....................................  1,500       9,422
*Endocardial Solutions, Inc...........................  2,500      20,781
*Endosonics Corp......................................  3,500      14,930
Energen Corp..........................................  7,500     165,937
*Energy Biosystems Corp...............................  1,300      11,334
*Energy Conversion Devices, Inc.......................  3,200      58,400
Energynorth, Inc......................................    600      35,400
Energysouth, Inc......................................    900      17,437
Engineered Support Systems, Inc.......................  1,300      16,412
*Engineering Animation, Inc...........................  3,000      28,734
Engle Homes, Inc......................................  1,900      18,228
Enhance Financial Services Group, Inc.................  3,800      52,250
Ennis Business Forms, Inc.............................  3,200      23,600
*Enserch Exploration Corp.............................  2,500      12,812
*Entrade, Inc.........................................  4,100      26,394
*Entremed, Inc........................................  3,000      65,531
*Environmental Elements Corp..........................    600         825
*Environmental Tectonics Corp.........................  1,700      16,150
*Enzo Biochem, Inc....................................  2,000      70,500
*Enzon, Inc...........................................  1,300      37,497
*EP Medsystems, Inc...................................  2,200      10,175
*Epicor Software Corp................................. 10,400      37,375
*Epimmune, Inc........................................  1,800      10,012
*Epitope, Inc.........................................  2,900      30,178
*EPIX Medical, Inc....................................  2,300      31,697
*ePlus, Inc...........................................  1,600      32,250
*ePresence, Inc.......................................  6,100      51,087
*Equinox Systems, Inc.................................    800       4,650
*Equity Marketing, Inc................................  1,300      13,162
*Ergo Science Corp....................................  2,100       2,592
*Escalon Medical Corp.................................    600         994
*Esco Electronics Corp................................  2,900      51,112
*eShare Communications, Inc...........................  5,300      31,137
Eskimo Pie Corp.......................................    600       5,906
*ESS Technology, Inc..................................  8,500     111,828
Ethan Allen Interiors, Inc............................  5,000     116,250
E'town Corp...........................................  1,700     112,731
*Evans & Sutherland Computer Corp.....................  1,900      15,022
*Evans Systems, Inc...................................    800         362
*Evergreen Resources, Inc.............................  2,900      79,659
*Evolving Systems, Inc................................  3,100      12,109
*Exabyte Corp.........................................  5,700      24,047
*Exactech, Inc........................................    500       7,375
*Exar Corp............................................    900      61,791
*Excalibur Technologies Corp..........................  3,600     103,725
*Excel Legacy Corp....................................  3,000       8,625
*Excel Technology, Inc................................  2,400      75,750
*eXcelon Corp.........................................  7,300      47,906
*Excelsior-Henderson Motorcycle Manufacturing Co......  1,100         132
Exide Corp............................................  5,400      45,900
*Exponent, Inc........................................  1,300      10,197
*Extended Systems, Inc................................  1,900      61,275
Ezcorp, Inc. Class A Non-Voting.......................  2,700       5,906
*Ezenia! Inc..........................................  3,400      15,300
F & M National Corp...................................  4,900     116,069
F.N.B. Corp...........................................  4,200      76,912

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
Fab Industries, Inc...................................    500  $    5,000
*Factory 2-U Stores, Inc..............................  3,100     108,209
*Factual Data Corp....................................  1,300      10,887
Fair, Isaac & Co., Inc................................  2,800     117,950
*Fairchild Corp. Class A..............................  2,200      10,450
*Fairfield Communities, Inc........................... 11,100      93,656
Falcon Products, Inc..................................  1,700      16,787
*Fansteel, Inc........................................  1,700       6,800
*Farm Family Holdings, Inc............................    500      13,500
Farmer Brothers Co....................................    100      16,750
*Faro Technologies, Inc...............................  2,300       6,253
*Faroudja, Inc........................................  2,500       7,969
*Fatbrain.com, Inc....................................  2,300      15,202
FBL Financial Group, Inc. Class A.....................  3,200      46,800
FCNB Corp.............................................  2,000      24,312
*Featherlite Manufacturing, Inc.......................  1,300       4,509
Fedders Corp..........................................  3,800      23,037
*FEI Co...............................................  6,900     124,847
Ferro Corp............................................  4,300      95,137
FFLC Bancorp..........................................    199       2,550
FFY Financial Corp....................................    600       6,637
*Fibermark, Inc.......................................  1,500      15,656
*Fiberstars, Inc......................................    800       6,275
Fidelity Bancorp, Inc. Delaware.......................    200       3,512
Fidelity Bankshares, Inc..............................  1,400      21,787
*Fidelity Federal Bancorp.............................    300         581
*Fidelity Holdings, Inc...............................  6,450      16,327
Fidelity National Corp................................  1,800      11,194
Fidelity National Financial, Inc......................  2,400      37,200
*Fieldworks, Inc......................................  1,800       1,856
*Filenet Corp.........................................  3,200      67,300
*Financial Federal Corp...............................  3,000      53,250
*Finish Line, Inc. Class A............................  4,700      32,606
*Finlay Enterprises, Inc..............................  1,000      11,406
First Albany Companies, Inc...........................  1,470      27,379
*First American Health Concepts, Inc..................    200         525
*First Aviation Services, Inc.........................  1,400       9,362
First Bell Bancorp, Inc...............................  1,100      15,709
*First Cash, Inc......................................  2,200       9,281
First Commonwealth Financial Corp..................... 12,600     122,850
*First Consulting Group, Inc..........................  5,900      45,909
First Defiance Financial Corp.........................  1,300      10,766
First Essex Bancorp...................................  1,500      24,703
First Federal Capital Corp............................  1,100      11,722
First Federal of East Hartford........................    300       8,662
First Financial Bankshares, Inc.......................  1,600      46,900
First Financial Holdings, Inc.........................  2,700      42,272
First Indiana Corp....................................  3,200      55,900
First International Bancorp, Inc......................  2,100      17,784
*First Investors Financial Services Group, Inc........    400       1,887
First Merchants Corp..................................  2,100      44,756
First Midwest Financial, Inc..........................    600       5,944
First Mutual Bancshares, Inc..........................    220       2,186
First Niagara Financial Group, Inc....................  6,600      60,431
First Northern Capital Corp...........................  1,900      25,353
*First Republic Bank..................................    900      15,187
First Savings Bancorp, Inc. North Carolina............    300       5,400
First SecurityFed Financial, Inc......................    500       5,687
First Sentinel Bancorp, Inc........................... 10,800      84,206
First Source Corp.....................................  1,114      20,017

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                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*First Team Sports, Inc...............................  1,500  $    3,211
First United Bancshares, Inc..........................  2,600      43,956
First Washington Bancorp, Inc.........................  1,900      27,491
First Years, Inc......................................  2,000      18,562
*FirstCity Financial Corp.............................  1,300       2,844
Firstfed America Bancorp, Inc.........................    900      10,462
*FirstFed Financial Corp. DE..........................  1,800      24,187
*Firstwave Technologies, Inc..........................  1,400       4,966
*Fischer Imaging Corp.................................  1,400       3,762
Flagstar Bancorp, Inc.................................  2,600      24,456
*Flander Corp.........................................  6,400      22,800
Fleetwood Enterprises, Inc............................  3,500      49,875
Fleming Companies, Inc................................  9,800     137,812
Flexsteel Industries, Inc.............................    800      10,325
*flightserv.com.......................................  5,300       6,625
*Flir Systems, Inc....................................  2,200      15,262
*Flooring America, Inc................................  1,900       5,225
*Florida Banks, Inc...................................  1,400       7,306
Florida Public Utilities Co...........................    200       2,925
Florida Rock Industries, Inc..........................  4,600     181,987
*Florsheim Group, Inc.................................  1,700       4,197
*Flour City International, Inc........................  1,100       3,162
*Flow International Corp..............................  2,900      29,997
Flowserve Corp........................................  7,500     120,000
Flushing Financial Corp...............................  2,400      34,650
FNB Financial Services Corp...........................  1,100      13,475
*Focal, Inc...........................................  3,400      12,856
*Foilmark, Inc........................................  1,500       5,766
*Foodarama Supermarkets, Inc..........................    100       2,700
Foothill Independent Bancorp..........................    500       4,844
*Footstar, Inc........................................  4,200     150,675
*Forest Oil Corp...................................... 13,500     215,156
*Forrester Resh, Inc..................................  1,200      71,137
*Forward Air Corp., Inc...............................  4,750     152,000
*Fossil, Inc..........................................  8,000     160,000
*Foster (L.B.) Co. Class A............................  2,000       6,687
Foster Wheeler Corp...................................  8,100      68,344
*Fotoball USA, Inc....................................    300       1,237
*Fountain Powerboat Industries, Inc...................    500       1,203
*Four Kids Entertainment, Inc.........................  3,000      55,312
*Fourth Shift Corp....................................  2,100       9,023
*FPIC Insurance Group, Inc............................  2,400      30,975
Franklin Bank National Associaton Southfield, MI......    300       2,587
*Franklin Covey Co....................................  3,300      25,575
Franklin Electric Co., Inc............................  1,000      69,656
*Franklin Electronic Publishers, Inc..................  2,000      13,000
Freds, Inc. Class A...................................  2,400      41,100
Fremont General Corp..................................  3,800      16,625
*French Fragrances, Inc...............................  3,300      25,369
Frequency Electronics, Inc............................  1,500      25,500
*Fresh America Corp...................................  1,000       2,187
*Fresh Choice, Inc....................................  1,100       3,970
*Fresh Foods, Inc.....................................  1,100       3,231
*Friede Goldman International.........................  7,900      66,656
*Friedman Billings Ramsey Group, Inc. Class A.........  3,400      21,675
Friedman Industries, Inc..............................    735       2,389
*Friendly Ice Cream Corp..............................    700       3,347
Frisch's Restaurants, Inc.............................  1,100      10,725
*Fritz Companies, Inc.................................  9,200      95,737
Frontier Adjusters of America, Inc....................  1,200       4,725

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Frontier Airlines, Inc...............................  4,400  $   58,025
*Frontier Oil Corp....................................  6,800      47,600
Frozen Food Express Industries, Inc...................  3,300       8,353
FSF Financial Corp....................................    500       6,187
*FSI International, Inc...............................  6,200      89,319
*FTI Consulting, Inc..................................  1,600      15,000
*FuelCell Energy, Inc.................................  1,900      82,412
Fuller (H.B.) Co......................................  2,800     108,325
*Funco, Inc...........................................  1,200      29,512
*Furr's/Bishop's, Inc.................................  2,000       5,750
*Fusion Medical Technologies, Inc.....................  2,500      31,953
*FVC.COM, Inc.........................................  4,200      23,625
*FX Energy, Inc.......................................  1,400      10,587
*FYI, Inc.............................................  3,800     124,450
G & K Services, Inc. Class A..........................  1,900      47,559
*Gadzooks, Inc........................................  1,800      25,650
Gainsco, Inc..........................................  5,200      27,300
*Galagen, Inc.........................................  2,100       4,069
*Galey & Lord, Inc....................................  2,300       5,606
Gallagher (Arthur J.) & Co............................  3,400     131,537
*GameTech International, Inc..........................  2,300      14,662
Garan, Inc............................................    500      10,250
*Garden Fresh Restaurant Corp.........................    500       5,437
*Gardenburger, Inc....................................  1,200       6,525
*Gardner Denver Machinery, Inc........................  3,000      52,500
*Gart Sports Co.......................................    700       3,981
*Gasonics International, Inc..........................  3,700     100,825
*Gaylord Container Corp. Class A...................... 10,600      42,400
GBC Bancorp...........................................  2,300      66,053
*GC Companies, Inc....................................  2,000      52,875
*Geerling & Wade, Inc.................................    700       2,494
*Gehl Co..............................................  1,100      19,697
*Geltex Pharmaceuticals, Inc..........................  3,900      75,928
*Gencor Industries, Inc...............................    500       3,156
Gencorp, Inc..........................................  8,300      81,444
*Gene Logic, Inc......................................  6,300     133,284
*Genelabs Technologies, Inc........................... 10,200      34,584
General Binding Corp..................................  1,700      12,750
General Cable Corp....................................  9,000      74,812
*General Chemical Group, Inc..........................  1,700       1,647
*General Communications, Inc. Class A................. 11,300      54,381
*General Datacomm Industries, Inc.....................  5,000      19,687
General Employment Enterprises, Inc...................  1,000       3,500
*General Magic, Inc................................... 10,300      27,198
*General Semiconductor, Inc...........................  7,500     118,125
*Genesco, Inc.........................................  5,500      84,906
*Genesee & Wyoming, Inc...............................    900      16,481
Genesis Worldwide, Inc................................    500         500
*Genlyte Group, Inc...................................  2,700      54,928
*Genome Therapeutics Corp.............................  5,200      80,762
*Genrad, Inc..........................................  7,500      54,844
*Gensym Corp..........................................  1,600       5,825
Gentek, Inc...........................................  4,400      59,400
*Gentiva Health Services..............................    850       7,411
*Genus, Inc...........................................  4,700      25,850
*Genzyme Transgenics Corp.............................  7,100     131,572
Georgia Gulf Corp.....................................  6,200     155,000
*Geoworks.............................................  4,500      48,516
*Gerald Stevens, Inc..................................  9,700      19,097
*Gerber Childrenswear, Inc............................  1,600       8,400
Gerber Scientific, Inc................................  5,600      67,200

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                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Geron Corp...........................................  5,400  $   97,706
*Getty Petroleum Marketing, Inc.......................  1,400       5,075
Getty Realty Corp. (Holding Co.)......................  2,700      30,206
*Giant Industries, Inc................................  2,100      18,506
Gibraltar Steel Corp..................................  1,200      19,012
*Giga Information Group, Inc..........................  2,500      12,266
*Giga-Tronics, Inc....................................  1,100       8,319
*G-III Apparel Group, Ltd.............................  1,300       6,012
*Gilead Sciences, Inc.................................    341      18,734
*Gilman & Ciocia, Inc.................................  1,900      10,153
*Gish Biomedical, Inc.................................    700       1,509
*GK Intelligent Systems, Inc..........................  1,400         280
*Glacier Water Services, Inc..........................    100       1,212
Glatfelter (P.H.) Co..................................  6,300      74,419
*Glenayre Technologies, Inc........................... 12,400     101,912
*Gliatech, Inc........................................  1,900      35,566
*Global Payment Technologies, Inc.....................  1,000       6,250
*Global Sources, Ltd..................................     71       1,959
*Global Sports, Inc...................................  4,600      25,012
*Global Technologies, Ltd.............................  2,100       7,809
*Global Vacation Group, Inc...........................    700       1,794
*Globe Business Resources, Inc........................  1,200      15,337
*Globecomm Systems, Inc...............................  2,900      31,628
Gold Banc Corp........................................  7,600      42,987
Golden Enterprises, Inc...............................  2,400       7,500
*Golden State Vintners, Inc...........................  1,000       4,812
*Good Guys, Inc.......................................  4,100      11,019
*Goodrich Petroleum Corp..............................  1,100       4,675
*Goodys Family Clothing...............................  6,600      36,094
Gorman-Rupp Co........................................  2,100      36,619
*Gottschalks, Inc.....................................  3,100      15,694
*Government Technology Services, Inc..................  2,300       6,972
*GP Strategies Corp...................................  2,700      10,294
Graco, Inc............................................  5,100     163,519
*Gradco Systems, Inc..................................    700       1,302
*Grand Union Co.......................................    400         337
Granite Construction, Inc.............................  6,800     177,225
Granite State Bankshares, Inc.........................  1,100      18,150
*Graphic Packaging International Corp.................  7,200      24,750
Gray Communications Systems, Inc......................    700       7,919
*Great Plains Software................................  1,400      58,362
Great Southern Bancorp, Inc...........................  1,000      16,812
Greater Bay Bancorp...................................  2,500     114,609
*Green Mountain Coffee, Inc...........................    500       9,000
Green Mountain Power Corp.............................  1,100       8,731
Greenbrier Companies, Inc.............................  3,100      23,637
*Grey Wolf, Inc....................................... 31,900     159,500
*Griffon Corp.........................................  7,100      43,044
*Group 1 Automotive, Inc..............................  4,400      50,600
*Grow Biz International, Inc..........................    300       1,462
*Grubb & Ellis Co.....................................  3,900      21,694
*GSV, Inc.............................................  1,900         950
*GT Interactive Software Corp......................... 20,600      43,131
*Gtech Holdings, Inc..................................  5,100     112,519
*GTS Duratek, Inc.....................................  2,700      21,937
Guaranty Federal Bancshares, Inc......................    800       7,975
*Guess, Inc...........................................  4,300      65,575
*Guest Supply, Inc....................................  1,300      22,831
Guilford Mills, Inc...................................  3,800      24,937
*Guilford Pharmaceuticals, Inc........................  5,900      82,231
*Guitar Center, Inc...................................  5,500      70,469

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Gulf Island Fabrication, Inc.........................  2,900  $   50,297
*Gulfmark Offshore, Inc...............................  2,000      43,125
*Gumtech International, Inc...........................  1,700      18,647
*Gundle/SLT Environmental, Inc........................  1,200       3,750
*Gymboree Corp........................................  6,100      17,061
*GZA Geoenvironmental Technologies, Inc...............    400       2,450
*Hadco Corp...........................................  1,400     123,550
*Haemonetics Corp.....................................  6,300     135,056
Haggar Corp...........................................  1,000      11,594
*Hagler Bailly, Inc...................................  2,700       4,894
*Hain Celestial Group, Inc............................  6,256     184,371
*Hall Kinion Associates, Inc..........................  3,200      81,800
Hallmark Capital Corp.................................    500       4,250
*Ha-Lo Industries, Inc................................ 22,400     124,600
*Hamilton Bancorp, Inc................................  2,500      42,969
*Hammons (John Q.) Hotels, Inc. Class A...............  1,200       4,950
Hancock Fabrics, Inc..................................  4,700      22,031
Hancock Holding Co....................................  2,700      85,725
*Handleman Co.........................................  7,300      71,175
*Hanger Orthopedic Group, Inc.........................  4,100      19,731
*Hanover Direct, Inc.................................. 34,600      54,062
*Harbinger Corp.......................................  3,800      57,000
Harbor Florida Bancshares, Inc........................  6,700      70,978
*Harding Lawson Associates Group, Inc.................  1,000      11,344
Hardinge Brothers, Inc................................  1,400      13,519
*Harken Energy Corp...................................  1,000         750
Harland (John H.) Co..................................  7,600     116,850
Harleysville Group, Inc...............................  2,800      47,425
Harleysville National Corp. PA........................  1,500      44,484
Harman International Industries, Inc..................    100       5,787
Harmon Industries, Inc................................  2,200      29,425
*Harolds Stores, Inc..................................    600       1,500
Harris Financial, Inc.................................  6,700      41,456
*Hartmarx Corp........................................  5,800      13,050
*Harvard Industries, Inc..............................  2,000       9,062
*Harvey Entertainment Co..............................    800       2,450
*Hastings Entertainment, Inc..........................  2,100       2,789
*Hauppauge Digital, Inc...............................  2,200      18,769
*Hauser, Inc..........................................    500         687
Haven Bancorp, Inc....................................  1,800      32,287
*Hawaiian Airlines, Inc...............................  4,100      10,250
*Hawk Corp............................................  1,700      11,581
*Hawker Pacific Aerospace.............................  1,100       6,187
Hawkins Chemical, Inc.................................  2,200      17,325
*Hawthorne Financial Corp.............................  1,400      11,375
*Hayes Lemmerz International, Inc.....................  7,600     109,725
HCC Insurance Holdings, Inc........................... 12,300     209,869
*Headway Corporate Resources, Inc.....................  2,200       7,012
*Health Management Systems, Inc.......................    600       2,484
*Health Risk Management, Inc..........................  1,200       6,975
*Health Systems Design Corp...........................  1,300       7,312
*HealthAxis, Inc......................................  1,200       6,337
*Healthcare Recoveries, Inc...........................  2,200       7,666
*Healthcare Services Group, Inc.......................    600       2,700
*Healthcare.com Corp..................................  5,400      13,837
*HealthGrades.com, Inc................................    500         578
Healthplan Services Corp..............................  3,400       8,287
*Heartland Express, Inc...............................  6,000     105,937
*Heartport, Inc.......................................  6,400      20,200

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                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Hearx, Ltd...........................................  2,200  $    8,662
*Hecla Mining Co......................................  4,200       4,462
*Hector Communications Corp...........................    500       6,375
*HEI, Inc.............................................  1,000      12,125
Heico Corp............................................  1,600      21,000
Heilig-Meyers Co......................................  7,500      12,656
Helix Technology Corp.................................    800      27,225
*Hello Direct, Inc....................................  1,000      12,437
*Hemispherx Biopharma, Inc............................  6,600      38,362
Henry Jack & Associates, Inc..........................  4,000     173,875
Herbalife International, Inc. Class A.................  1,000       8,687
Heritage Financial Corp...............................  1,000       7,906
*Herley Industries, Inc...............................    900      14,569
*Heska Corp...........................................  6,500      13,203
*Hexcel Corp..........................................    300       2,325
HF Financial Corp.....................................    400       3,462
*HI/FN, Inc...........................................    302       8,767
*Hibbett Sporting Goods, Inc..........................    500       9,703
*Hickory Tech Corp....................................  3,400      44,625
*High Plains Corp.....................................  3,200       7,200
*Highlands Insurance Group, Inc.......................  1,300       9,425
Hilb Rogal Hamilton Co................................  3,200     100,200
*Hines Horticulture, Inc..............................  4,300      28,622
*Hi-Shear Technology Corp.............................  1,700       3,400
*Hi-Tech Pharmacal, Inc...............................    900       3,502
HMN Financial, Inc....................................  1,200      13,575
*HMT Technology Corp..................................  6,900      11,859
*Hoenig Group, Inc....................................  1,700      15,778
*Holiday RV Superstores, Inc..........................  1,400       5,862
*Hollis-Eden Pharmaceuticals, Inc.....................  2,800      25,025
Holly Corp............................................  1,700      17,000
*Hollywood Casino Corp. Class A.......................  5,200      26,325
*Hollywood Entertainment Corp......................... 11,500      79,242
*Hologic, Inc.........................................  3,800      21,850
*Holt's Cigar Holdings, Inc...........................    204       1,128
Home Federal Bancorp..................................    900      14,794
*Home Products International, Inc.....................  1,800       7,762
*Homeland Holding Corp................................    900       3,544
Hooper Holmes, Inc.................................... 11,600     118,900
Horace Mann Educators Corp............................  5,200      88,400
Horizon Financial Corp................................    500       4,672
*Horizon Medical Products, Inc........................  1,600       3,400
*Horizon Offshore, Inc................................  3,800      42,869
*Horizon Organic Holding Corp.........................  2,400      23,100
*Horizon Pharmacies, Inc..............................  1,500       5,625
*Hot Topic, Inc.......................................  2,500      63,828
*Hotelworks.com, Inc..................................  2,100         787
*HotJobs.com, Ltd.....................................  6,300      73,041
*Houston Exploration Co...............................  2,900      72,500
*Hovnanian Enterprises, Inc. Class A..................  1,600       8,800
*HS Resources, Inc....................................  4,700     157,744
HSB Group, Inc........................................  2,900      84,281
*HTE, Inc.............................................    500         508
*Hub Group, Inc. Class A..............................    700       8,859
Hudson River Bancorp, Inc.............................  3,300      32,278
*Hudson Technologies, Inc.............................    500       1,047
Hughes Supply, Inc....................................  4,500      85,500
Hunt (J.B.) Transport Services, Inc...................  5,300      85,628
Hunt Corp.............................................  2,600      26,162
*Huntco, Inc. Class A.................................  1,100       3,369
*Hurco Companies, Inc.................................  1,200       5,250
Hussmann International, Inc........................... 10,300     297,412

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Hutchinson Technology, Inc...........................  6,200  $   73,044
*Hycor Biomedical, Inc................................  1,500       7,500
*Hypercom Corp........................................  8,600     107,500
*HyperFeed Technologies, Inc..........................  1,500       4,406
*Hyperion Solutions Corp..............................  3,100      97,456
*Hyseq, Inc...........................................  3,100      71,784
Iberiabank Corp.......................................  1,300      19,419
*Ibis Technology Corp.................................  2,100      75,469
*ICT Group, Inc.......................................  1,200       8,437
*ICU Medical, Inc.....................................  1,600      30,050
*Identix, Inc.........................................  7,800     100,425
*IDEXX Laboratories, Inc..............................  7,300     181,359
*IDG Books Worldwide, Inc.............................  2,900      26,009
*IDT Corp.............................................  4,800     156,450
*IDX Systems Corp.....................................  6,900     102,206
*IEC Electronics Corp.................................  1,500       2,859
*IFR Systems, Inc.....................................  1,200       6,862
*iGate Capital Corp...................................  2,500      38,984
*IGEN, Inc............................................  3,900      51,797
*IGI, Inc.............................................  1,000       1,437
*Igo Corp.............................................  4,000      15,000
*IHOP Corp............................................  4,000      70,500
*II-VI, Inc...........................................  1,300      49,969
*Ikos Systems, Inc....................................  2,100      17,883
*Il Fornaio (America) Corp............................  1,400      12,075
*ilife.com, Inc.......................................  1,300       2,641
*Image Entertainment, Inc.............................  3,300      13,097
*Imation Corp.........................................  1,000      28,312
*Imatron, Inc......................................... 20,100      41,770
*Imclone Systems, Inc.................................    900      63,787
IMCO Recycling, Inc...................................  3,000      20,062
*Immucor, Inc.........................................  2,000      16,062
*Immune Response Corp. DE.............................  6,500      43,773
*Immunogen, Inc.......................................  8,000      55,250
*Immunomedics, Inc....................................  3,100      38,459
*Impath, Inc..........................................  1,700      92,491
*Impco Technologies, Inc..............................  1,300      37,294
*Imperial Credit Industries, Inc......................  2,900      10,150
Imperial Sugar Co.....................................  3,200       4,400
*Impreso.com, Inc.....................................    500       2,047
*IMR Global Corp......................................  9,600     158,700
*In Focus Systems, Inc................................  5,800     161,856
*In Home Health, Inc..................................    500       1,023
*Incyte Pharmaceuticals, Inc..........................  1,100      58,059
Independence Community Bank Corp......................  2,559      34,227
Independent Bank Corp. MA.............................  2,800      34,912
Independent Bank East.................................  2,200      28,737
*Indus International, Inc.............................  6,800      40,375
*Industrial Data Systems Corp.........................    800         900
*Industrial Distribution Group, Inc...................    400         950
*Industrial Holdings, Inc.............................  1,500       1,734
*Industri-Matematik International Corp................  7,900      41,475
*Inference Corp. Class A..............................  1,300       8,044
*Infinium Software, Inc...............................  3,100       9,978
*Infocure Corp........................................  4,400      19,112
*Infonautics Corp. Class A............................    600       2,456
*Information Architects Corp..........................  7,100      49,478
*Information Management Associates, Inc...............  1,900       8,312
*Information Resource Engineering, Inc................  1,100      15,744

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                                                                [Download Table]

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Information Resources, Inc...........................  1,700  $    8,447
*Informix Corp........................................  2,073      14,803
*infoUSA, Inc......................................... 12,500      62,891
*Ingenuus Corp........................................  8,600      12,631
Ingles Market, Inc. Class A...........................  2,300      22,712
*Inhale Therapeutic Systems...........................  2,100     152,906
*Innerdyne, Inc.......................................  5,300      29,481
*Innotrac Corp........................................  2,800      13,825
*Innovative Gaming Corp. of America...................    800         588
*Innoveda, Inc........................................  3,200      14,300
Innovex, Inc..........................................  3,700      31,797
*Inprise Corp.........................................  5,800      32,353
*Input/Output, Inc....................................  3,100      24,413
*Insight Enterprises, Inc.............................  1,600      72,650
*Insignia Financial Group, Inc........................  4,200      47,513
*Insite Vision, Inc...................................  5,100      20,081
*Insituform Technologies, Inc. Class A................  2,400      83,025
*Inso Corp............................................  2,000       7,063
*Inspire Insurance Solutions, Inc.....................  3,800      13,181
Insteel Industries, Inc...............................  1,600       9,200
*Insurance Auto Auctions, Inc.........................  2,300      44,634
*Integ, Inc...........................................  1,900       3,295
Integra Bank Corp.....................................  4,260      84,401
*Integra Lifesciences Corp............................  4,100      28,956
*Integral Vision, Inc.................................  1,800       3,150
*IntegraMed America, Inc..............................  1,000       3,125
*Integrated Measurement System, Inc...................  1,900      28,263
*Integrated Silicon Solution, Inc.....................  5,900     174,972
*INTELFILM Corp.......................................  1,200       3,150
*Intellidata Technologies Corp........................  9,700      59,109
*Intelligroup, Inc....................................  4,100      38,886
*Inter Parfums, Inc...................................  1,500      17,625
*InterCept Group, Inc.................................  2,600      44,281
Interchange Financial Services Corp...................    600       7,650
*InterDent, Inc.......................................  2,100       6,694
*Interdigital Communications Corp.....................  5,800      93,344
*Interface Systems, Inc...............................  1,200       8,438
Interface, Inc. Class A............................... 11,600      50,750
*Intergraph Corp......................................  4,900      27,409
*Interlink Electronics................................  3,250      70,484
*Interlinq Software Corp..............................    400       1,125
*Interlogix, Inc......................................  1,300      28,681
*Interlott Technologies, Inc..........................    300       1,763
*Intermagnetics General Corp..........................  3,300      37,538
Intermet Corp.........................................  6,300      43,411
*International Aircraft Investors.....................  1,000       5,125
*International FiberCom, Inc..........................  7,600     109,013
*International Microcomputer Software, Inc............    300         198
International Multifoods Corp.........................  4,700      65,506
*International Remote Imaging Systems, Inc............  1,800       2,588
International Shipholding Corp........................    600       4,575
*International Speciality Products, Inc...............  6,800      36,975
*International Speedway Corp. Class A.................     12         513
*International Total Services, Inc....................    300         300
*Interneuron Pharmaceuticals, Inc.....................  6,100       9,436
*Interphase Corp......................................  1,500      21,188
*Interplay Entertainment Corp.........................  5,300       9,441
Interpool, Inc........................................  2,000      16,000
*Interpore International..............................  3,400      25,978

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Interstate National Dealers Services, Inc............    900  $    4,894
*Intertan, Inc........................................  6,000      63,375
Inter-Tel, Inc........................................  6,600      93,019
*Intervoice, Inc......................................  8,017     113,240
Interwest Bancorp.....................................  3,200      48,700
*Intest Corp..........................................  2,100      30,581
*Intevac, Inc.........................................  2,300       7,188
*IntraNet Solutions, Inc..............................  5,000      98,438
*Intuit, Inc..........................................    869      31,474
Invacare Corp.........................................  5,700     141,075
*Inverness Medical Technology, Inc....................  4,100      31,775
*Investment Technology Group, Inc.....................  1,600      54,000
Investors Financial Services Corp.....................  1,500     121,781
*Invision Technologies, Inc...........................  3,100      12,497
*Invivo Corp..........................................    900       9,056
*Iomed, Inc...........................................  1,300       7,150
*Ion Networks, Inc....................................  3,600      21,769
*Ionics, Inc..........................................  3,200      92,000
*IRI International Corp...............................  8,200      73,288
*Iridex Corp..........................................  1,000       8,500
*Iron Mountain, Inc...................................  1,870      68,255
Irwin Financial Corp..................................  4,300      61,947
*Isco, Inc............................................    500       2,242
*Isis Pharmaceuticals, Inc............................  8,900      82,881
*Isle of Capri Casinos, Inc...........................  7,600     103,788
*Isolyser Co., Inc.................................... 10,300      36,372
*I-Stat Corp..........................................  3,600      52,762
*ITC Learning Corp....................................    800       1,975
*ITLA Capital Corp....................................    700       9,144
*Itron, Inc...........................................  3,000      13,969
*ITT Educational Services, Inc........................  6,100     101,413
*iTurf, Inc. Class A..................................    100         347
*Ivex Packaging Corp..................................  5,200      46,800
*IVI Checkmate Corp...................................  4,500      13,219
*J & J Snack Foods Corp...............................  1,800      26,831
*J. Alexander's Corp..................................  1,700       6,588
*J. Jill Group, Inc...................................  2,000      12,313
*Jackpot Enterprises, Inc.............................    600       6,938
*Jaco Electronics, Inc................................    300       4,884
*Jacobson Stores, Inc.................................  1,200       6,750
*Jakks Pacific, Inc...................................  3,800      55,219
*Jan Bell Marketing, Inc..............................  2,000       4,375
*Jason, Inc...........................................  4,100      41,256
*JDA Software Group, Inc..............................  6,100      94,741
Jefferies Group, Inc..................................  5,500     111,031
Jefferson Savings Bancorp, Inc........................  1,500      16,359
*JFAX.com, Inc........................................  3,000       4,594
JLG Industries, Inc...................................  8,800      85,800
*JLK Direct Distribution, Inc. Class A................  1,000       6,938
*JMAR Industries, Inc.................................  5,100      21,038
*Johnson Outdoors, Inc................................    600       5,306
*Jones Lang LaSalle, Inc..............................  7,500     115,781
*Jos. A. Bank Clothiers, Inc..........................  1,300       5,891
*Journal Register Co..................................  7,400      96,200
*JPM Co...............................................  1,500       7,734
*JPS Industries, Inc..................................  1,800       6,722
*Judge.com, Inc.......................................  2,800       3,150
*Juno Lighting, Inc...................................     70         525
Justin Industries, Inc................................  5,100      88,931
*JWGenesis Financial Corp.............................  2,150      17,738
K Swiss, Inc. Class A.................................  1,900      24,997

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                                                                [Download Table]

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*K2, Inc..............................................  2,500  $   17,656
*Kaiser Aluminum Corp.................................  7,900      35,056
*Kaiser Ventures, Inc.................................  2,100      27,169
Kaman Corp. Class A...................................  1,200      11,963
*Kaneb Services, Inc..................................  6,300      30,713
Katy Industries, Inc..................................  2,100      20,344
Kaye Group, Inc.......................................    800       5,400
*KBK Capital Corp.....................................    500       2,094
*KCS Energy, Inc......................................  1,900       2,138
Kellwood Co...........................................  2,400      40,500
*Kendle International, Inc............................  2,900      18,306
*Kennedy-Wilson, Inc..................................    900       4,641
*Kensey Nash Corp.....................................  1,500      14,438
*Kent Electronics Corp................................  5,600     155,400
*Keravision, Inc......................................  1,000       5,281
*Key Energy Group, Inc................................  9,900     107,663
*Key Production Co., Inc..............................  2,300      36,944
*Key Technology, Inc..................................    500       4,328
*Key Tronic Corp......................................  1,500       4,078
*Keystone Automotive Industries, Inc..................  3,800      27,847
*Keystone Consolidated Industries, Inc................  1,000       3,875
*kforce.com, Inc...................................... 11,600     148,988
*KFX, Inc.............................................  6,100      10,675
Kimball International, Inc. Class B...................  5,500      88,859
*King Pharmaceuticals, Inc............................    945      50,558
*Kinnard Investment, Inc..............................  1,200       9,525
*Kirby Corp...........................................  4,900     108,413
Klamath First Bancorp, Inc............................    700       7,831
Knape & Vogt Manufacturing Co.........................    400       6,063
*Knight Transportation, Inc...........................  3,000      45,656
*Koala Corp...........................................  1,300      18,688
Kollmorgen Corp.......................................  2,100      48,038
*Komag, Inc........................................... 14,800      30,988
*Kos Pharmaceuticals, Inc.............................  4,600      72,019
*Koss Corp............................................    500       8,359
*Krauses Furniture, Inc...............................  4,400       5,500
*Kroll-O'Gara Co......................................  4,400      23,513
*Kronos, Inc..........................................  2,750      79,664
*K-Tel International, Inc.............................  2,400       4,425
*K-Tron International, Inc............................    200       3,156
*Kulicke & Soffa Industries, Inc......................    800      40,300
*Kushner-Locke Co.....................................  2,800       5,513
*K-V Pharmaceutical Co. Class A.......................  2,400      46,050
*K-V Pharmaceutical Co. Class B.......................  1,300      25,919
*KVH Industries, Inc..................................  1,500       7,828
*La Jolla Pharmceutical Co............................  6,100      21,159
*LaBarge, Inc.........................................  3,700       6,475
LabOne, Inc...........................................  2,900      14,953
*Labor Ready, Inc..................................... 10,700     100,313
*Laboratory Corp. of America Holdings, Inc............  3,080     221,375
Laclede Gas Co........................................  4,000      78,750
LaCrosse Footwear, Inc................................  1,300       5,241
*Ladish Co., Inc......................................  2,700      23,541
*Lakeland Industries, Inc.............................    200       1,275
*Lakes Gaming, Inc....................................  2,100      17,259
*Lamson & Sessions Co.................................  3,400      27,200
Lance, Inc............................................  7,200      70,200
*Lancer Corp..........................................  2,300       8,338
*Landair Corp.........................................    600       2,456
Landamerica Financial Group, Inc......................  3,400      62,688

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
Landauer, Inc.........................................    200  $    3,700
*Landec Corp..........................................  3,200      16,400
Landrys Seafood Restaurants, Inc......................  6,200      48,438
*Landstar Systems, Inc................................  1,200      63,600
*Larscom, Inc.........................................  2,000      10,000
*Laser Pacific Media Corp.............................  1,500       5,555
*Laser Power Corp.....................................  1,700       3,719
*Laser Technology, Inc................................  1,000       1,500
*Laser Vision Centers, Inc............................  6,300      29,728
*Laserscope...........................................  2,500       2,930
*LaserSight Corporation...............................  2,100      10,697
*Lason, Inc...........................................  4,800      12,450
*Launch Media, Inc....................................    200       1,744
Lawrence Savings Bank MA..............................    500       3,609
Lawson Products, Inc..................................  2,000      47,938
*Lazare Kaplan International, Inc.....................    800       7,000
La-Z-Boy, Inc.........................................  1,416      22,745
*LCA-Vision, Inc...................................... 10,236      28,469
*LCC International, Inc. Class A......................  2,500      36,953
*Leapnet, Inc.........................................  4,102      13,139
*Learn2.com, Inc...................................... 12,700      24,408
*Learning Tree International, Inc.....................  4,300     226,825
*Lecroy Corp..........................................  1,900      20,069
*Lectec Corp..........................................    800       2,150
Lennox International, Inc.............................  1,340      15,745
Lesco, Inc............................................  1,700      26,456
*Level 8 Systems, Inc.................................  3,341      65,463
Libbey, Inc...........................................  3,200      96,800
Liberty Bancorp, Inc..................................    300       2,072
*Liberty Corp.........................................  2,500      87,813
*Life Financial Corp..................................  1,300       5,119
*Lifecell Corp........................................  3,400      20,081
*Lifecore Biomedical, Inc.............................  2,500      18,203
Lifetime Hoan Corp....................................  1,200       9,975
*Ligand Pharmaceuticals, Inc. Class B.................  7,200      76,725
*Lightbridge, Inc.....................................  4,200      91,219
Lillian Vernon Corp...................................    800       7,800
Lilly Industry, Inc. Class A..........................  4,500      64,969
Lindberg Corp.........................................    900       7,088
Lindsay Manufacturer Co...............................  3,100      58,125
*Lithia Motors, Inc. Class A..........................  1,600      19,400
*Littlefuse, Inc......................................  3,900     156,244
*LJL Biosystems, Inc..................................  2,500      22,734
*LLEX Oncology, Inc...................................  5,400     134,831
*LLX Resorts, Inc.....................................    400         813
LNR Property Corp.....................................  5,100      98,813
*Lodgenet Entertainment Corp..........................  2,400      56,025
*Loews Cineplex Entertainment Corp....................  9,900      25,988
*Logic Devices, Inc...................................  1,700       3,984
*Logility, Inc........................................  3,300      13,303
*Lojack Corp..........................................  1,600      11,050
Lone Star Steakhouse Saloon...........................  8,300      87,928
*Lone Star Technologies, Inc..........................  4,500     238,500
Longs Drug Stores Corp................................  1,900      38,356
Longview Fibre Co..................................... 12,900     154,800
*Loronix Information Systems, Inc.....................  1,300      43,388
*Louis Dreyfus Natural Gas Corp.......................  1,200      38,550
*Lowrance Electronics, Inc............................    500       2,063
*LSB Industries, Inc..................................    700         569
LSI Industries, Inc...................................  2,000      34,313
LTV Corp..............................................  5,000      13,125
*LTX Corp.............................................  1,300      34,166

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                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
Luby's Cafeterias, Inc................................  1,500  $   13,219
Lufkin Industries, Inc................................  1,300      22,019
*Lumisy, Inc..........................................  1,800       4,444
*Lunar Corp...........................................  2,100      23,231
*Lydall, Inc..........................................  3,900      40,706
*Lynch Corp...........................................    300       9,263
*Lynch Interactive Corp...............................    200      21,000
*Lynx Therapeutics, Inc...............................  2,800      44,888
M.A. Hanna Co......................................... 11,300     132,069
*M.H. Meyerson & Co., Inc.............................  1,600       5,950
*Mace Security International, Inc.....................  4,300       8,331
*Mac-Gray Corp........................................  1,200       3,675
*Mackie Designs, Inc..................................  2,400      16,425
*Madden (Steven), Ltd.................................  2,400      38,325
*Made2Manage Systems, Inc.............................    700       4,506
Madison Gas & Electric Co.............................  3,200      60,100
MAF Bancorp, Inc......................................  4,400      86,900
*Magainin Pharmaceuticals, Inc........................  6,700      23,031
*Magellan Health Services, Inc........................  3,700       7,863
*Magnetek, Inc........................................  5,800      48,938
*Magnum Hunter Resources, Inc.........................  5,000      26,875
*Mail.com, Inc........................................  1,271       7,050
*Mail-Well, Inc.......................................  9,800      91,875
*Main Street & Main, Inc..............................  2,000       6,625
*Mallon Resources Corp................................  2,000      15,281
*Manchester Equipment Co., Inc........................  1,600       7,000
*Manhattan Associates, Inc............................  4,900      92,947
Manitowoc Co., Inc....................................    600      19,613
*Manugistic Group, Inc................................  4,100     119,156
*Mapics, Inc..........................................  4,400      22,344
*Mapinfo Corp.........................................  1,750      51,461
Marcus Corp...........................................  1,700      18,594
*Marine Drilling Companies, Inc.......................    700      20,125
*Marine Transport Corp................................  2,000       5,250
*MarineMax, Inc.......................................  3,800      34,913
Maritrans, Inc........................................  2,400      14,250
*Marketing Services, Inc..............................  7,500      38,672
*MarkWest Hydrocarbon, Inc............................    800       6,700
Marsh Supermarkets, Inc. Class B......................    400       4,125
*Martek Biosciences Corp..............................  3,500      64,859
MascoTech, Inc........................................ 11,200     144,200
Massbank Corp. Reading, MA............................    300       8,869
*Material Sciences Corp...............................  3,800      40,850
*Matria Healthcare, Inc...............................  9,200      31,338
*Matritech, Inc.......................................  5,600      24,850
*Matrix Pharmaceutical, Inc...........................  5,700      49,519
*Matrix Service Co....................................  2,200      10,725
Matthews International Corp. Class A..................  2,700      68,006
*Mattson Technology, Inc..............................  3,300     100,031
*Maverick Tube Corp...................................  4,400     154,688
*Max & Ermas Restaurants, Inc.........................    200       1,725
*Maxco, Inc...........................................    300       2,344
*Maxicare Health Plans, Inc...........................  1,700       2,763
*Maxim Pharmaceuticals, Inc...........................  1,200      46,163
*Maximus, Inc.........................................  5,300     109,975
*Maxtor Corp.......................................... 15,500     162,266
*Maxwell Shoe Company, Inc............................  1,800      13,669
*Maxwell Technologies, Inc............................  1,900      26,719
*Maxxam, Inc..........................................  1,400      35,700
*Maynard Oil Co.......................................    900      15,075
*Mazel Stores, Inc....................................    900       7,875
*McClain Industries, Inc..............................    400       1,938

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
McGrath Rent Corp.....................................  2,500  $   39,219
*McMoran Exploration Co...............................  4,000      62,250
*McNaughton Apparel Group, Inc........................  1,500      14,297
*McWhorter Technologies, Inc..........................  2,500      48,906
MDC Holdings, Inc.....................................  4,700      90,769
*Meade Instruments Corp...............................  2,000      99,063
*Meadow Valley Corp...................................    300       1,144
Meadowbrook Insurance Group, Inc......................  1,700       9,138
*Measurement Specialties, Inc.........................    500      12,750
MECH Financial, Inc...................................    900      31,078
*Mechanical Dynamics, Inc.............................  1,600       9,500
Medford Bancorp, Inc..................................  1,600      23,900
*Media 100, Inc.......................................  2,200      38,913
*Media Arts Group, Inc................................  2,600      10,075
*MediaBay, Inc........................................  3,400      11,156
*Medialink Worldwide, Inc.............................  1,100       7,906
*Medical Action Industries, Inc.......................    900       3,572
*Medical Alliance, Inc................................  1,200       4,650
*Medical Assurance, Inc...............................  5,850      66,544
*Medicalcontrol, Inc..................................    200       1,250
*Medicis Pharmaceutical Corp. Class A.................  2,500     116,875
*Medimmune, Inc.......................................    165      25,632
*Medplus, Inc.........................................  1,200       6,188
*Medstone International, Inc..........................    700       3,741
*MEDTOX Scientific, Inc...............................    600       5,175
*Memberworks, Inc.....................................  3,700     119,441
*MEMC Electronic Materials, Inc.......................  1,200      18,375
*Mens Warehouse, Inc..................................    301       6,001
Mentor Corp. MN.......................................  6,100     146,781
*Mentor Graphics Corp.................................  8,000     136,750
*Mercator Software, Inc...............................  1,100      32,622
Merchants Bancshares, Inc.............................    400       7,900
Merchants New York Bancorp, Inc.......................  4,700      80,047
*Mercury Air Group, Inc...............................  1,700       8,075
*Mercury Computer Systems, Inc........................  2,000      62,813
Meridian Diagnostics, Inc.............................  2,900      19,575
*Meridian Medical Technology, Inc.....................    500       4,313
*Meridian Resource Corp...............................  9,200      48,875
*Merisel, Inc.........................................  8,000       6,375
*MeriStar Hotels & Resorts, Inc.......................  7,500      21,563
*Merit Medical Systems, Inc...........................  1,900       9,381
*Merix Corp...........................................  1,600      44,050
*Mesa Air Group, Inc..................................  6,800      40,694
*Mesa Labs, Inc.......................................    300       1,336
*Mesaba Holdings, Inc.................................  3,400      39,206
*Messagemedia, Inc.................................... 13,800      40,969
*Meta Group, Inc......................................  2,000      49,688
*Metacreations Corp...................................  6,200      44,369
*Metal Management, Inc................................  2,600       3,534
Metals USA, Inc.......................................  3,800      19,950
*Metamor Worldwide, Inc...............................  8,700     198,741
*Metatec Corp. Class A................................  1,500       4,125
Methode Electronics, Inc. Class A.....................  3,400     121,975
Met-Pro Corp..........................................  1,600      13,600
*Metricom, Inc........................................    900      19,913
*Metro Information Services, Inc......................  3,000      29,906
*Metro One Telecommunications, Inc....................  2,300      22,928
*Metrocall, Inc.......................................  4,200      13,519
MetroCorp. Bancshares, Inc............................  1,400      10,281
*Metrologic Instruments, Inc..........................    500       7,813
*Metromedia International Group, Inc.................. 21,800      94,013

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                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Metropolitan Financial Corp..........................  1,500  $    6,188
Metrowest Bank MA.....................................  3,600      21,150
MFB Corp..............................................    100       1,656
*MFRI, Inc............................................    400       1,575
*MGI Pharma, Inc......................................  3,800      83,125
MI Schottenstein Homes, Inc...........................  1,600      27,200
*Miami Computer Supply Corp...........................  3,000      60,750
Michael Foods, Inc....................................  5,000     114,531
*Michaels Stores, Inc.................................    900      38,475
*Micro Component Technology, Inc......................  1,900      10,747
*Micro Linear Corp....................................  2,200      11,619
*Microage, Inc........................................  4,200       1,995
*Microcide Pharmaceuticals, Inc.......................  2,200      16,431
MicroFinancial, Inc...................................    500       4,750
*Micrografx, Inc......................................  2,800       9,188
*Micros Systems, Inc..................................  3,100      97,941
*Micros to Mainframes, Inc............................  1,200       7,125
*Microsemi Corp.......................................  3,400      73,631
*Microtest, Inc.......................................  2,100      15,619
*Micro-Therapeutics, Inc..............................  2,500      13,828
*Microtouch Systems, Inc..............................    800       7,075
*Microvision, Inc.....................................  2,100      56,306
*Microware Systems Corp...............................  3,800      11,163
*Microwave Power Dynamics, Inc........................  2,700      13,289
Mid America Banccorp..................................  2,336      54,604
*Mid Atlantic Medical Services, Inc................... 12,200     150,975
Midas, Inc............................................  4,100     106,344
Midcoast Energy Resources, Inc........................  3,100      49,600
*Middleby Corp........................................  2,500      16,719
Middlesex Water Co....................................  1,000      29,313
*Midway Airlines Corp.................................    900       5,344
*Midway Games, Inc....................................  9,500      62,344
Midwest Banc Holdings, Inc............................  1,100      15,091
*Midwest Express Holdings, Inc........................  3,500      72,844
Mikasa, Inc...........................................  1,800      17,325
*Mikohn Gaming Corp...................................    700       4,441
Milacron, Inc.........................................  7,200     113,850
*Milestone Scientific, Inc............................  1,800       2,700
*Millennium Pharmaceuticals, Inc......................  1,288     107,669
*Miller Building Systems, Inc.........................    500       2,828
*Miller Industries, Inc............................... 11,700      27,056
*MIM Corp.............................................  4,700       8,666
*Mining Services International Corp...................    700       1,444
Minntech Corp.........................................    500       3,688
*Minolta-QMS, Inc.....................................  3,305      10,948
*MIPS Technologies, Inc...............................  3,300      83,119
*Miravant Medical Technologies........................  4,500      55,547
Mississippi Chemical Corp.............................  1,300       7,556
Mississippi Valley Bancshares, Inc....................  1,800      40,725
*Mitcham Industries, Inc..............................  1,900      11,192
*Mity-Lite, Inc.......................................  1,000      13,688
*Mobile America Corp..................................    700       1,838
*Mobile Mini, Inc.....................................  2,900      60,356
*Mobius Management Systems, Inc.......................  4,500      18,422
MOCON, Inc............................................  1,600       9,075
*Modine Manufacturing Co..............................  4,500      90,422
*Modtech Holdings, Inc................................  2,600      28,031
*Molecular Biosystems, Inc............................  1,200         825
*Molecular Devices Corp...............................  1,900     101,294
*Monaco Coach Corp....................................  2,362      33,954
*Monarch Casino and Resort, Inc.......................    900       4,275
*Mondavi (Robert) Corp. Class A.......................  2,000      63,063

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Monro Muffler Brake, Inc.............................  2,000  $   16,688
Monterey Bay Bancorp, Inc.............................    300       2,672
*Monterey Pasta Co....................................  2,600      10,238
*Moog, Inc. Class A...................................    700      14,963
*Moore Medical Corp...................................    300       2,625
Morgan Keegan, Inc....................................  5,900      95,138
*Morgan's Foods, Inc..................................    200         500
*Morrison Knudsen Corp................................  5,200      40,300
Morrison Management Specialists, Inc..................  2,640      71,775
*Morton's Restaurant Group, Inc.......................  1,100      20,213
*Mossimo, Inc.........................................  2,300       1,150
*Mother's Work, Inc...................................    200       2,113
*Motient Corp.........................................  6,700      60,509
*Motor Car Parts & Accessories, Inc...................    200         204
*Motor Cargo Industries, Inc..........................    600       3,000
Movado Group, Inc.....................................    900       8,620
*Movie Gallery, Inc...................................  1,100       3,678
*MRV Communications, Inc..............................  1,400      37,319
*MS Carriers, Inc.....................................  2,500      48,203
*MSC Industrial Direct Co., Inc. Class A..............  3,400      78,413
*MSC Software Corp....................................  3,500      30,188
*MTI Technology Corp..................................  8,000      56,250
MTS Systems Corp......................................  1,000       7,266
*Multiple Zones International, Inc....................  2,700      11,348
*Musicland Stores Corp................................  6,600      48,675
Myers Industries, Inc.................................  3,900      53,138
*Myriad Genetics, Inc.................................  1,100      86,247
*N & F Worldwide Corp.................................  1,000       5,125
*NABI, Inc............................................  7,100      41,158
*Nanogen, Inc.........................................  4,800     119,100
*Nanometrics, Inc.....................................  1,800      44,213
*Nanophase Technologies Corp..........................  3,400      25,606
*Napro Biotherapeutics, Inc...........................  5,700      32,419
Nash Finch Co.........................................  2,200      17,119
Nashua Corp...........................................  1,500      12,375
*Nastech Pharmaceutical Co., Inc......................  1,300       5,098
*Nathans Famous, Inc..................................  1,200       3,525
*National Beverage Corp...............................  1,500      12,750
National City Bancorp.................................    800      11,600
National Commerce Bancorp.............................    302       5,729
*National Dentex Corp.................................    700      11,047
*National Discount Brokers Group, Inc.................  4,200     105,000
*National Home Health Care Corp.......................    500       2,063
National Penn Bancshares, Inc.........................  3,500      76,781
*National Processing, Inc............................. 10,200     119,213
*National Record Mart, Inc............................    800       1,288
*National Research Corp...............................    700       3,828
*National RV Holdings, Inc............................    450       5,091
National Steel Corp. Class B..........................  3,500      18,375
National Technical Systems, Inc.......................  1,700       5,313
*National Techteam, Inc...............................  2,600       8,694
*NationsRent, Inc.....................................  8,500      31,344
*Natrol, Inc..........................................    500       2,102
*Natural Microsystems Corp............................  1,300      83,728
*Natural Wonders, Inc.................................    400         450
Natures Sunshine Products, Inc........................  4,300      32,788
*Nautica Enterprises, Inc.............................  6,900      85,172
*Navarre Corp.........................................  2,300       4,133
*Navigant Consulting, Inc............................. 10,400      48,100
*Navigant International, Inc..........................  3,300      29,906

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                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Navigators Group, Inc................................    500  $    4,406
NBT Bancorp...........................................  3,700      37,000
*NBTY, Inc............................................  8,100     129,347
NCH Corp..............................................    500      20,000
*NCI Building Systems, Inc............................  3,600      61,425
*NCO Group, Inc.......................................  5,032     119,982
*NCS Healthcare, Inc..................................  1,600       1,450
*Neff Corp. Class A...................................  4,000      15,250
Nelson (Thomas), Inc..................................  3,100      21,894
*Neogen Corp..........................................  1,500       9,094
*Neopharm, Inc........................................  1,900      26,956
*Neorx Corp...........................................  5,500      79,578
*Neose Technologies, Inc..............................  3,400      94,988
*Neotherapeutics, Inc.................................  2,200      24,338
*Netguru, Inc.........................................  3,300      55,894
*Netmanage, Inc....................................... 16,000      43,750
*Netopia, Inc.........................................  4,100     136,453
*NetRadio Corp........................................  1,000       2,656
*Netrix Corp..........................................  7,900      86,653
*Netscout System, Inc.................................  3,500      41,672
*Netspeak Corp........................................  2,300      22,784
*Network Computing Devices, Inc.......................  3,200       5,100
*Network Equipment Technologies, Inc..................  5,400      57,713
*Network Peripherals, Inc.............................  4,000      71,125
*Neurocrine Biosciences, Inc..........................  4,800     102,000
*Neurogen Corp........................................  3,900      91,894
*New Brunswick Scientific Co., Inc....................  1,210       6,353
New England Business Services, Inc....................  2,700      39,825
*New Era of Networks, Inc.............................  3,100      66,166
*New Horizons Worldwide, Inc..........................  1,475      25,720
New Jersey Resources Corp.............................  3,600     139,500
*New World Coffee - Manhattan Bagel...................  2,200       4,469
*Newcor, Inc..........................................    400         850
Newmil Bancorp, Inc...................................    700       7,088
*Newpark Resources, Inc...............................  3,500      29,313
Newport Corp..........................................    600     102,319
*Newsedge Corp........................................  3,600       7,144
*Nexell Therapeutics, Inc............................. 16,800      58,013
*Nexthealth, Inc......................................  1,400       3,938
*Niagara Corp.........................................    900       3,881
NL Industries, Inc....................................  5,200      90,350
*NMT Medical, Inc.....................................  2,200       8,353
NN Ball & Roller, Inc.................................  3,000      26,578
*Nobel Learning Communities, Inc......................  1,200       8,663
*Nobility Homes.......................................    900       4,556
*Noble International, Ltd.............................  1,400      12,600
*Noodle Kidoodle, Inc.................................  1,500       4,500
Nordson Corp..........................................  1,600      77,850
*Norstan, Inc.........................................  1,000       4,938
*North American Scientific, Inc.......................  1,700      28,581
North Central Bancshares, Inc.........................    200       2,863
North Fork Bancorporation, Inc........................  1,800      29,813
North Pittsburgh Systems, Inc.........................  2,700      33,834
Northeast Pennsylvania Financial Corp.................  1,400      13,825
Northern Technologies International...................    300       1,988
*Northfield Laboratories, Inc.........................  2,800      30,975
Northland Cranberries, Inc. Class A...................  4,600      18,256
Northrim Bank.........................................    700       5,972
Northwest Bancorp, Inc................................  9,400      71,381
Northwest Natural Gas Co..............................  5,000     109,375

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Northwest Pipe Co....................................  1,300  $   17,509
Northwestern Corp.....................................  5,800     134,850
*Novadigm, Inc........................................  4,100      53,941
*Novamed Eyecare, Inc.................................    500       3,313
*Novametrix Medical Systems, Inc......................  2,000      12,531
*Novavax, Inc.........................................  4,800      28,500
*Noven Pharmaceuticals, Inc...........................  4,300      80,356
*Novoste Corp.........................................  2,800     105,700
*NPC International, Inc...............................  4,500      41,766
*NPS Pharmaceuticals, Inc.............................  5,000      63,281
*NS Group, Inc........................................  5,400      98,888
*Nstor Technology.....................................  5,700      16,388
*NTN Communications, Inc..............................  6,700      15,913
*Nu Horizons Electronics Corp.........................  2,330      40,338
*Nucentrix Broadband Networks, Inc....................  2,100      44,363
*NuCo2, Inc...........................................  1,100       6,325
*Nuevo Energy Co......................................  4,400      84,975
NUI Corp..............................................  3,200      89,600
*Number Nine Visual Technology Corp...................    700          53
*Numerex Corp. Class A................................  2,700      24,891
*NuSkin Enterprises, Inc..............................    200       1,325
*Nutraceutical International Corp.....................  1,400       5,053
*NYFIX, Inc...........................................  4,275     114,223
Nymagic, Inc..........................................  1,600      22,500
*O.I. Corp............................................    300       1,167
*Oak Technology, Inc..................................  9,003     133,076
*Oakley, Inc..........................................  8,100      78,469
Oakwood Homes Corp....................................  9,400      27,025
*OAO Technology Solutions, Inc........................  4,500      13,711
*Objective Systems Integrators, Inc...................  9,000      66,234
*Oceaneering International, Inc.......................  5,800     113,100
OceanFirst Financial Corp.............................  3,300      56,306
*O'Charleys, Inc......................................  3,900      54,722
*Ocular Sciences, Inc.................................  5,700      78,197
*Ocwen Financial Corp................................. 17,900     102,925
*ODS Networks, Inc....................................  4,700      68,444
*Odwalla, Inc.........................................  1,000       6,094
*Officemax, Inc.......................................  2,500      13,594
*Offshore Logistics, Inc..............................  5,300      74,366
Ogden Corp............................................ 12,400     106,950
Oglebay Norton Co.....................................  1,000      20,875
Ohio Casualty Corp....................................  2,500      29,922
Oil-Dri Corp. of America..............................    400       3,875
*Old Dominion Freight Lines, Inc......................    800       7,300
Olin Corp.............................................  4,400      68,750
*Olympic Steel, Inc...................................  1,000       4,344
Omega Financial Corp..................................  1,700      39,259
*Omega Protein Corp...................................  2,400       6,750
*Omega Research, Inc..................................  2,400       7,688
*Omega Worldwide, Inc.................................  2,500      10,313
*OMNI Energy Services Corp............................    100          72
*Omni Nutraceuticals, Inc.............................  5,400      17,719
*Omtool, Ltd..........................................  2,500       4,531
*On Assignment, Inc...................................  5,400     139,725
*On Command Corp......................................  5,500      90,063
*On Technology Corp...................................  3,600      10,350
*One Price Clothing Stores, Inc.......................    900       2,138
Oneida, Ltd...........................................  3,300      62,906
Oneok, Inc............................................    200       5,825
*Ontrack Data International, Inc......................  1,000       7,406
*Onyx Acceptance Corp.................................  1,200       4,950

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                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Onyx Pharmacueticals, Inc............................  3,500  $   24,281
*Open Market, Inc.....................................  8,800      93,225
*Opta Food Ingredients, Inc...........................    600       1,359
*Opti, Inc............................................  2,200       8,800
*Optical Cable Corp...................................  3,800      90,606
*Optical Sensors, Inc.................................  1,800       1,125
*Optika Imaging Systems, Inc..........................  1,900      12,053
*Option Care, Inc.....................................  2,300      15,022
*ORBIT/FR, Inc........................................  1,500       4,219
*Orbital Sciences Corp................................  9,400     115,150
Oregon Trail Financial Corp...........................    300       2,897
*O'Reilly Automotive, Inc.............................  6,800      92,013
*Organogenesis, Inc...................................  8,500      75,438
*Oriole Homes Corp. Class A Convertible...............    100         188
*Oriole Homes Corp. Class B...........................    200         325
*Oroamerica, Inc......................................    600       4,369
*Orphan Medical, Inc..................................  1,300       9,141
*OrthAlliance, Inc....................................  3,300      19,491
*Orthodontic Centers of America, Inc..................  9,600     220,200
*Orthologic Corp......................................  6,800      31,450
Oshkosh B'Gosh, Inc. Class A..........................  2,800      47,338
Oshkosh Truck Corp. Class B...........................  3,200      97,900
*Oshman's Sporting Goods, Inc.........................    600       1,875
*OSI Pharmaceutical, Inc..............................  5,400      54,000
*OSI Systems, Inc.....................................  2,400      14,325
*Osicom Technologies, Inc.............................  2,200      93,088
*Osmonics, Inc........................................  2,800      25,200
*Osteotech, Inc.......................................  2,800      25,069
*Ostex International, Inc.............................  2,500       4,922
Ottawa Financial Corp.................................  1,520      28,833
Otter Tail Power Co...................................  4,800     101,100
*Outlook Group Corp...................................    400       2,225
*Overland Data........................................  2,500      20,391
Overseas Shipholding Group, Inc.......................  4,500     104,344
Owens & Minor, Inc....................................  6,500      70,281
Oxford Industries, Inc................................  1,500      23,156
*Oxigene, Inc.........................................  2,600      29,088
*Oxis International, Inc..............................  2,000       3,250
*OYO Geospace Corp....................................  1,100      17,600
*P.F. Chang's China Bistro, Inc.......................  2,000      64,313
*Pacific Aerospace and Electronics, Inc...............  4,300       5,442
Pacific Capital Bancorp...............................  3,000      80,625
*Pacific Gateway Exchange, Inc........................  4,900      15,695
*Pacific Sunwear of California, Inc...................  1,000      16,063
*Packaged Ice, Inc....................................  4,800      16,800
*Pagasus Systems, Inc.................................  2,000      27,938
*Paging Network, Inc..................................  6,500       4,367
*Pairgain Technologies, Inc...........................  7,100     203,681
*Palm Harbor Homes, Inc...............................  2,600      40,300
*PAM Transportation Services, Inc.....................    900       7,650
Pamrapo Bancorp, Inc..................................    200       3,963
*Panavision, Inc......................................    500       3,625
*Panera Bread CO......................................  2,100      17,850
*Panja, Inc...........................................  1,900      19,297
*Papa John's International, Inc.......................  1,500      37,500
*Par Technology Corp..................................  1,600       6,100
Paragon Technologies, Inc.............................    400       2,600
*Parallel Petroleum Corp..............................  1,800       4,894
*Paravant, Inc........................................  3,500       9,789
Park Electrochemical Corp.............................  2,100      52,631

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Parker Drilling Co................................... 17,400  $  105,488
Parker-Hannifin Corp..................................     79       3,293
*Parkervision, Inc....................................  2,400      72,450
*Park-Ohio Holdings Corp..............................  2,200      18,563
Parkvale Financial Corp...............................  1,200      21,450
*Parlex Corp..........................................  1,000      22,219
*Parlux Fragrances, Inc...............................  1,600       4,850
*Pathogenesis Corp....................................  3,300      49,809
*Patient Infosy.......................................  1,600       1,250
Patina Oil & Gas Corp.................................  3,300      57,131
Patrick Industries, Inc...............................  1,100       7,219
Patriot Bank Corp.....................................  1,200       9,525
*Patterson Energy, Inc................................  6,500     157,016
*Paul Harris Stores, Inc..............................  2,200       5,913
*Paul-Son Gaming Corp.................................    300         900
*Paxar Corp........................................... 10,200     102,638
*Paxson Communications Corp........................... 13,400     103,850
*PBOC Holdings, Inc...................................  4,100      37,413
*PC Connection, Inc...................................  2,850     115,603
*PC Service Source, Inc...............................    500         563
*P-Com, Inc........................................... 12,900      94,734
*Peapod, Inc..........................................  3,600       7,538
*Pediatrix Medical Group, Inc.........................  3,900      27,788
*Peerless Systems Corp................................  1,400       3,325
*Pegasystems, Inc.....................................  7,200      43,425
Penford Corp..........................................  1,500      26,953
*Penn National Gaming, Inc............................  1,400      19,513
Penn Virginia Corp....................................  1,800      40,163
*Pennaco Energy, Inc..................................  3,800      57,950
Penn-America Group, Inc...............................    700       6,431
Pennfed Financial Services, Inc.......................    800      10,700
*Pentacon, Inc........................................  1,300       2,397
Penton Media, Inc.....................................  3,800     106,400
*Penwest Pharmaceuticals Company......................  2,800      32,375
Peoples Bancshares, Inc. Massachusetts................    600      10,463
Pep Boys - Manny, Moe & Jack..........................  1,600      11,400
*Perceptron, Inc......................................  1,600       6,350
*Performance Food Group Co............................  2,800      88,463
*Performance Technologies, Inc........................  2,650      26,914
*Pericom Semiconductor Corp...........................  1,900      77,900
*Perini Corp..........................................  1,400       4,025
Permanent Bancorp, Inc................................  1,000      19,125
*Perrigo Co........................................... 16,300      99,328
*Perry Ellis International, Inc.......................  1,700      16,548
*Per-Se Technologies, Inc.............................  2,833      18,503
*Personnel Group of America, Inc......................  3,200      12,800
*Pervasive Software, Inc..............................  3,100      15,597
*Petco Animal Supplies, Inc...........................  4,200      79,669
*Petrocorp, Inc.......................................    800       5,650
*Petroglyph Energy, Inc...............................    600       1,219
*Petroleum Development Corp...........................  4,000      21,375
*PetSmart, Inc........................................ 22,300      66,552
PFF Bancorp, Inc......................................  1,400      19,513
*Pharmaceutical Products Development Service Co.......  6,200     102,494
*Pharmaceutical Resources, Inc........................  6,100      36,600
*Pharmacopeia, Inc....................................  5,200     113,588
*Pharmacyclics........................................  3,800     160,669
*Pharmanetics, Inc....................................  1,500      23,438
*Pharmchem Laboratories, Inc..........................  1,400       3,806
*Phar-Mor, Inc........................................  2,400       4,050

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                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Philadelphia Consolidated Holding Corp...............  2,500  $   42,266
*Phillips (R.H.), Inc.................................  1,300       3,616
Phillips-Van Heusen Corp..............................  4,400      38,225
*Phoenix International, Ltd...........................  1,700       3,267
Phoenix Investment Partners, Ltd......................  4,400      36,850
*Phoenix Technologies, Ltd............................  6,200     111,406
*Photoelectron Corp...................................  1,600       6,800
*Photon Dynamics, Inc.................................    500      30,141
*PhotoWorks, Inc......................................  3,300       9,952
*Photronics, Inc......................................  2,900      69,872
Piccadilly Cafeterias, Inc............................  2,100       6,038
*Picturetel Corp...................................... 10,200      31,397
Pier 1 Imports, Inc. DE............................... 12,500     106,250
*Piercing Pagoda, Inc.................................  1,800      25,650
Pilgrim Pride Corp....................................  4,900      39,200
Pilgrim's Pride Corp..................................    900       5,344
Pillowtex Corp........................................  2,900      13,775
*Pilot Network Services, Inc..........................  3,700      36,884
*Pinnacle Entertainment, Inc..........................  6,600     125,813
*Pinnacle Global Group, Inc...........................    700       2,581
*Pinnacle Systems, Inc................................  1,300      31,078
*Pioneer Group, Inc...................................  5,300     221,109
*Pioneer Natural Resources Co.........................    700      10,456
Pioneer Standard Electronics, Inc.....................  5,400      64,631
Pitt-Des Moines, Inc..................................  1,200      27,900
Pittston Brink's Group................................  1,018      15,461
Pizza Inn, Inc........................................  2,300       8,194
*PJ America, Inc......................................  1,100      11,928
*Plains Resources, Inc................................  3,500      53,375
*Planar Systems, Inc..................................  2,100      20,278
*Platinum Entertainment, Inc..........................  1,500         820
*Plato Learning, Inc..................................  1,400      17,588
*Playboy Enterprises, Inc. Class A....................    900      10,744
*Playboy Enterprises, Inc. Class B....................  3,600      47,250
*Playtex Products, Inc................................    100       1,163
*Plexus Corp..........................................  1,600     133,650
*Pliant Systems, Inc..................................    900       4,584
*PLM International, Inc...............................    700       5,206
PMR Corp..............................................    800       2,775
*Point West Capital Corp..............................    500       1,859
*Polymedica Industries, Inc...........................  2,600      69,225
Polymer Group, Inc....................................  8,000      58,500
*Polyvision Corp......................................  2,600       6,500
*Pomeroy Computer Resource, Inc.......................  2,400      35,175
Pope & Talbot, Inc....................................  3,000      55,688
*Porta Systems Corp...................................  1,900       3,325
*Possis Medical, Inc..................................  3,800      28,975
*Power Intergrations, Inc.............................  4,300     100,781
*Powercerv Corp.......................................  2,600       3,534
*Power-One, Inc.......................................  2,100     185,194
*Powerwave Technologies, Inc..........................  4,900     265,366
*PPT Vision, Inc......................................  1,100       5,088
Precision Castparts Corp..............................  1,700      82,875
Premier Financial Bancorp.............................  1,300       9,709
*Premiumwear, Inc.....................................    200       2,631
*Pre-Paid Legal Services, Inc.........................  4,700     141,881
Presidential Life Corp................................  3,000      44,156
*Presstek, Inc........................................  5,500     104,844
*PRI Automation, Inc..................................  1,200      61,688
*Price Communications Corp............................  2,543      58,012
*Pricesmart, Inc......................................    400      14,350

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Pride International, Inc.............................  2,500  $   63,594
*Prima Energy Corp....................................  2,150      89,763
*Primark Corp.........................................  5,000     130,000
*Prime Hospitality Corp...............................  4,700      40,538
*Prime Medical Services, Inc..........................  4,100      32,159
Primex Technologies, Inc..............................  2,100      40,622
*Primix Solutions, Inc................................  2,900      14,953
*Primus Telecommunications Group, Inc.................  1,000      26,094
*Princeton Video Image, Inc...........................  2,000      12,594
*Printrak International, Inc..........................  2,900      20,934
*Printronix, Inc......................................  1,200      17,138
*Printware, Inc.......................................    300         844
*Priority Healthcare Corp.............................  1,900      97,375
*ProBusiness Services, Inc............................  5,900     157,456
*Procom Technology, Inc...............................  2,300      57,572
Professional Bancorp, Inc.............................    200         700
*Professional Detailing, Inc..........................  3,400      90,419
*Professionals Group, Inc.............................  1,800      29,869
*Progenics Pharmaceuticals, Inc.......................  2,400      24,975
*Programmers Paradise, Inc............................  1,000       3,406
Progress Financial Corp...............................  1,415      16,803
*Progress Software Corp...............................  7,100     109,828
*Project Software & Development, Inc..................  4,400      96,663
*Prophet 21, Inc......................................    100       1,338
*Protein Design Labs, Inc.............................    700      74,659
*Protocol Systems, Inc................................  2,000      31,063
*Provant, Inc.........................................  4,700      17,772
Provident Bancorp, Inc................................  1,000      15,438
Provident Bankshares Corp.............................  5,300      77,347
*Provident Financial Holdings, Inc....................    800      11,750
*Province Healthcare Co...............................  3,100      86,800
*Proxymed, Inc........................................  3,600       4,838
*PRWW, Ltd............................................  1,400      11,113
*PSC, Inc.............................................  1,200       5,438
*PSS World Medical, Inc...............................  6,500      54,844
*PSW Technologies, Inc................................  1,900      18,406
Psychemedics Corp.....................................  4,300      20,425
*PTEK Holdings, Inc................................... 11,700      40,219
Public Service Co. of New Mexico...................... 10,000     166,875
Pulaski Financial Corp................................    700       8,138
*Puma Technology, Inc.................................  2,200      48,469
*Pure Resources, Inc..................................  3,441      51,615
*Pure World, Inc......................................  1,700       5,259
PXRE Group, Ltd.......................................  2,200      32,725
*Qad, Inc.............................................  7,600      28,975
*QC Optics, Inc.......................................    600         788
*QRS Corp.............................................  2,900      79,659
*Quad Systems Corp....................................    400         619
*QuadraMed Corp.......................................  5,000      11,328
Quaker Chemical Corp..................................  2,200      36,438
*Quaker Fabric Corp...................................  3,100      16,953
*Quality Dining, Inc..................................  3,100      10,172
Quality Systems, Inc..................................  1,200       8,663
Quanex Corp...........................................  1,400      20,475
*Quantum Corp-Hard Disk Drive Group...................    177       1,670
Queens County Bancorp.................................  4,200      82,819
*Quest Educational Corporation........................  2,700      25,523
*Questcor Pharmaceuticals, Inc........................  4,900       6,431
*Quidel Corp..........................................  4,900      30,778
*Quigley Corp.........................................  1,000       1,719

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                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Quiksilver, Inc......................................  4,400  $   59,950
*Quintel Entertainment, Inc...........................  3,100       7,314
*Quipp, Inc...........................................    100       1,869
Quixote Corp..........................................  1,600      22,800
*Quokka Sports, Inc...................................  8,900      39,772
*Quorum Health Group, Inc.............................  9,000      87,047
*R H Donnelley Corp...................................  7,400     136,900
*Racing Champions Corp................................  3,100       5,086
*Radiance Medical Systems, Inc........................  2,400      22,463
*Radiant Systems, Inc.................................  5,300      82,978
*Radiologix, Inc......................................  3,900      15,844
*RadiSys Corp.........................................    211       8,288
*Railamerica, Inc.....................................  2,467      13,029
*RailWorks Corp.......................................  3,600      33,525
*Rainbow Rentals, Inc.................................  1,100      11,413
*Rainbow Technologies, Inc............................  2,400      75,825
*Rainforest Cafe, Inc.................................  4,800      14,250
*Ralcorp Holdings, Inc................................  7,600      96,900
Range Resources Corp..................................  3,900      10,969
*Rare Hospitality International, Inc..................  2,400      66,300
*Rare Medium Corp.....................................  1,800      24,581
Raven Industries, Inc.................................    500       6,813
*Rawlings Sporting Goods, Inc.........................  1,600       9,350
*Rayovac Corp.........................................  6,900     122,475
*Raytech Corp. DE.....................................    300         919
*Raytel Med Corp......................................  1,700       4,250
*RCM Technologies, Inc................................    700       5,622
*RDO Equipment Co. Class A............................  1,100       6,188
*Read-Rite Corp....................................... 12,500      24,609
*Recoton Corp.........................................  2,300      19,047
*Redhook Ale Brewery, Inc.............................    700       1,214
Redwood Empire Bancorp................................    700      13,344
*Reebok International, Ltd............................ 18,900     262,238
*Refac................................................    300         956
Regal Beloit Corp.....................................  4,200      70,350
*Regeneron Pharmaceuticals, Inc.......................  5,400     109,688
*Regent Communications, Inc...........................  2,000      11,125
Regis Corp............................................ 10,200     122,400
*Rehabcare Group, Inc.................................  1,400      60,200
*Rehabilicare, Inc....................................  2,100       5,447
*Reliability, Inc.....................................  1,300       5,281
Reliance Group Holdings, Inc..........................  8,800      20,350
Reliance Steel and Aluminum Co........................  5,500     115,156
Reliastar Financial Corp..............................    250      12,875
*Relm Wireless Corp...................................  1,000       2,469
*Remec, Inc...........................................  5,100     173,081
*Remedy Corp..........................................    700      29,159
*RemedyTemp, Inc......................................  1,400      26,031
*Remington Oil & Gas Corp.............................  4,300      28,084
*Renaissance Worldwide, Inc........................... 11,400      25,294
*Rent-A-Center, Inc...................................  5,100     103,275
*Rentrak Corp.........................................  2,100       7,481
*Rent-Way, Inc........................................  4,400     117,425
*Repligen Corp........................................  5,600      25,375
*Reptron Electronics, Inc.............................  1,200      12,225
Republic Bancorp, Inc.................................  9,004      88,352
Republic Bancorp, Inc. Class A........................  2,900      18,714
*Republic Bankshares, Inc.............................  2,100      20,606
*Republic First Bancorp, Inc..........................    800       3,525
Republic Group, Inc...................................  1,100      10,175
Republic Security Financial Corp...................... 12,200      50,134
*Res-Care, Inc........................................  4,900      37,669

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Research Partners International, Inc.................  1,700  $    2,603
*ResMed, Inc..........................................  2,600      62,400
*ResortQuest International, Inc.......................  3,800      18,050
Resource Bancshares Mortgage Group, Inc...............    206         991
*Respironics, Inc.....................................  6,600     106,013
*Response Oncology, Inc...............................  1,100       1,066
*Restoration Hardware, Inc............................  1,700      10,758
*Revlon, Inc..........................................  5,000      35,000
*Rex Stores Corp......................................    600      12,675
*Rexx Environmental Corp..............................    500       2,438
*RF Monolithics, Inc..................................  1,200      10,913
*Ribozyme Pharmaceuticals.............................  3,000      37,219
Richardson Electronics, Ltd...........................  2,300      28,247
Richmond County Financial Corp........................  5,800     108,569
Riggs National Corp...................................  2,100      30,581
*Right Management Consultants, Inc....................  1,200      12,300
*Right Start, Inc.....................................  1,100       4,194
*Rimage Corp..........................................  1,600      24,550
Riverview Bancorp, Inc................................    400       3,538
Rivianna Foods, Inc...................................  2,800      46,638
*Riviera Holdings Corporation.........................  1,100       8,113
RLI Corp..............................................  1,700      61,838
*RMH Teleservices, Inc................................  1,700      10,625
*RMI.Net, Inc.........................................  3,600      10,631
*Roadhouse Grill, Inc.................................  1,900      10,688
Roadway Express, Inc..................................  3,900      83,728
Roanoke Electric Steel Corp...........................  2,200      29,081
Robbins & Myers, Inc..................................  2,100      45,413
*Robertson-Ceco Corp..................................  1,600      18,300
*Robinson Nugent, Inc.................................  1,000      11,250
*Robotic Vision Systems, Inc..........................  6,900      81,722
*Rochester Medical Corp...............................  1,100       9,625
*Rock of Ages Co......................................    700       3,500
Rock-Tenn Co. Class A.................................  2,300      21,994
*Rofin-Sinar Technologies, Inc........................  2,300      27,959
*Rogers Corp..........................................  1,600      49,500
*Rogue Wave Software, Inc.............................  2,100       8,991
*Rohn Industries, Inc................................. 13,200      41,869
Rollins Truck Leasing Corp............................  5,600      52,850
Rollins, Inc..........................................  7,500      89,063
*Ross Systems, Inc....................................  4,700       6,536
*Rottlund, Inc........................................    500       1,156
Rouge Industries, Inc. Class A........................    500       2,250
Rowe Furniture Corp...................................  2,600      11,375
*Royal Appliance Manufacturing Co.....................  3,500      21,438
Royal Bancshares of Pennsylvania Class A..............    100       1,525
*Royal Energy, Inc....................................    300         919
*Royal Gold, Inc......................................  3,500       9,133
RPC, Inc..............................................  6,500      69,063
*RSA Security, Inc....................................  1,500      86,250
*RTI International Metals, Inc........................  2,000      26,000
*RTW, Inc.............................................  2,500      10,078
*Rubio's Restaurants, Inc.............................    500       3,906
Ruby Tuesday, Inc..................................... 15,600     154,050
Ruddick Corp.......................................... 11,600     160,950
*Rural Cellular Corp. Class A.........................    300      20,306
*Rush Enterprises, Inc................................    900       6,244
Russ Berrie & Co., Inc................................  4,100      77,644
Russell Corp..........................................  3,100      68,975
*RWD Technologies, Inc................................  3,000      12,656

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                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Ryans Family Steak Houses, Inc.......................  7,100  $   64,344
Ryerson Tull, Inc.....................................  2,400      23,700
Ryland Group, Inc.....................................  1,300      28,844
*S&K Famous Brands, Inc...............................    900       6,188
S&T Bancorp, Inc......................................  5,400      97,031
*S3, Inc..............................................  4,924      78,664
*Sabratek Corp........................................    600          32
*Safeguard Health Enterprises, Inc....................    500         488
*Safety 1st, Inc......................................  1,700      23,428
*Safety Components International, Inc.................    500          23
*Saga Communications, Inc. Class A....................  2,900      59,813
*SAGA Systems, Inc....................................  7,200     105,750
*Salton/Maxim Housewares, Inc.........................  2,200      69,713
*Sames Corp...........................................    200       3,400
*Samsonite Corp.......................................  3,200      15,300
*San Filippo (John B.) & Son, Inc.....................  1,100       3,850
*Sanchez Computer Associates, Inc.....................  5,000      84,375
Sanderson Farms, Inc..................................  1,300       8,734
*Sandy Spring Bancorp, Inc............................  1,900      41,503
*Sangstat Medical Corp................................  3,500      93,625
*Santa Cruz Operation, Inc............................  8,800      36,575
*Satcon Technology Corp...............................  2,500      40,156
*Saucony, Inc. Class A................................    500       5,359
*Saucony, Inc. Class B................................    700       7,000
Sauer, Inc............................................  5,500      47,438
*Savoir Technology Group, Inc.........................  2,600      20,638
*SBE, Inc.............................................    600      11,231
*SBS Technologies, Inc................................  1,300      42,250
*Scan-Optics, Inc.....................................    700         689
*ScanSoft, Inc........................................  9,190      22,257
*ScanSource, Inc......................................  1,100      30,456
*SCB Computer Technology, Inc.........................  2,900       6,163
*SCC Communications Corp..............................  2,200      12,169
Schawk, Inc. Class A..................................  4,500      35,719
*Scheid Vineyards, Inc................................    200         763
*Schein (Henry), Inc..................................  8,400     148,313
*Schein Pharmaceutical, Inc...........................  6,600     134,888
*Scherer Healthcare, Inc..............................    400       1,488
*Schick Technologies, Inc.............................    500         938
*Schieb (Earl), Inc...................................    400       1,275
*Schmitt Industries, Inc..............................  1,000       2,688
Schnitzer Steel Industries, Inc. Class A..............  1,100      16,397
*Schuff Steel Company.................................  1,800       5,850
*Schuler Homes, Inc...................................  2,000      12,375
Schulman (A.), Inc....................................  3,000      35,719
Schultz Sav-O Stores, Inc.............................  1,200      13,650
Schweitzer-Maudoit International, Inc.................  3,100      42,625
*Sciclone Pharmaceuticals, Inc........................  6,200      52,216
*Scientific Games Holdings Corp.......................  2,400      57,900
*Scios-Nova, Inc......................................  9,600      41,400
*SCM Microsystems, Inc................................  1,300      89,944
*Scott Technologies, Inc..............................  3,600      65,363
*SCP Pool Corp........................................  2,300      77,769
SCPIE Holdings, Inc...................................  2,400      58,350
Seaboard Corp.........................................    250      46,000
*Seachange International, Inc.........................  1,950      50,334
*Seacor Smit, Inc.....................................    500      32,063
Seaway Food Town, Inc.................................  1,300      19,866
Second Bancorp, Inc...................................  1,900      29,331
*Secure Computing Corp................................  6,000      69,188
*SED International Holdings, Inc......................  1,400       4,506

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*SEEC, Inc............................................  1,200  $    5,456
*Segue Software, Inc..................................  1,900      16,269
*Select Comfort Corp..................................  2,000       7,594
Selective Insurance Group, Inc........................  3,300      61,153
SEMCO Energy, Inc.....................................  3,500      46,813
*Semitool, Inc........................................  5,600      79,275
*SEMX Corp............................................  1,200       9,488
*Sensory Science Corp.................................  2,800       7,350
*Sequa Corp. Class A..................................  1,400      66,763
*SeraCare, Inc........................................  1,700       4,144
*Servotronics, Inc....................................    200         750
*Shared Technologies Cellular, Inc....................  1,800       2,813
*Sharper Image Corp...................................  2,400      26,925
*Shaw Group, Inc......................................  3,100     135,238
*Sheffield Medical Technologies, Inc..................  7,000      28,875
*Sheldahl, Inc........................................  2,400      11,288
*Shiloh Industries, Inc...............................  1,300      13,325
*Shoe Carnival, Inc...................................  2,700      19,659
*Shoe Pavilion, Inc...................................    600         938
*Sholodge, Inc........................................    500       2,031
*Shop At Home, Inc....................................  7,100      29,953
*Shopko Stores, Inc...................................  7,600     139,650
Shoreline Financial Corp..............................    500       6,750
*Shuffle Master, Inc..................................  1,400      20,606
*SICOR, Inc...........................................  8,000      68,250
*Siebert Financial Corp...............................  5,700      42,394
*Sierra Health Services, Inc..........................  6,800      28,475
*SierraCities.com, Inc................................  3,800      15,259
*Sight Resource Corp..................................    900         802
*Sigma Designs, Inc...................................  3,100      10,947
*Signal Technology Corp...............................  1,600      23,700
*Silgan Holdings, Inc.................................    700       6,606
*Silicon Storage Technology, Inc......................  1,200      89,138
*Silicon Valley Bancshares............................  3,400     111,669
*Silicon Valley Group, Inc............................  4,000     106,375
*Simon Transportation Services, Inc...................    600       3,431
Simpson Industries, Inc...............................  3,600      31,725
*Simpson Manufacturing Co., Inc.......................    100       4,763
*Simula, Inc..........................................  1,400       2,713
*Sipex Corp...........................................  5,500     120,484
*Sirius Satellite Radio, Inc..........................  2,300      86,969
*Sitel Corp........................................... 15,200      88,350
*Sizzler International, Inc...........................  5,800      17,038
*Skyepharma P.L.C. ADR................................     87       1,198
Skyline Corp..........................................    500      10,313
*SkyMall, Inc.........................................  2,100       5,119
Skywest, Inc..........................................  2,500      95,391
SL Industries, Inc....................................  1,100       9,419
SLI, Inc..............................................  8,600     111,800
*SMC Corp.............................................    500       1,984
Smith (A.O.) Corp.....................................    700      14,700
*Smith Micro Software, Inc............................  3,200      21,600
Smucker (J.M.) Co. Class A............................  2,800      49,525
Smucker (J.M.) Co. Class B............................  2,900      48,756
*Socrates Technolgies Corp............................  3,300       3,713
*Softech, Inc.........................................  1,600       1,750
*Softnet Systems, Inc.................................  6,700      71,397
*Software Spectrum, Inc...............................    500       7,234
*Sola International, Inc..............................  6,200      31,000
*Somnus Medical Technologies, Inc.....................  2,900       8,519
*Sonic Automotive, Inc................................  6,000      58,500
*Sonic Corp...........................................  3,700     102,328

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                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Sonic Foundry, Inc...................................  1,700  $   24,066
*Sonic Solutions......................................  2,300       9,523
*Sonus Pharmaceuticals, Inc...........................  1,800       5,231
*SOS Staffing Services, Inc...........................  2,500       7,578
*Sound Advice, Inc....................................    800       7,925
*Source Media, Inc....................................  3,200      17,550
South Financial Group, Inc............................  1,600      20,100
South Jersey Industries, Inc..........................  2,300      59,944
*Southern Union Co....................................  3,573      61,634
*Southwall Technologies, Inc..........................  1,500      12,516
Southwest Bancorp, Inc................................  1,000      16,563
*Southwest Bancorporation of Texas, Inc...............  7,000     138,906
Southwest Securities Group, Inc.......................  3,000      87,000
Southwest Water Co....................................  1,100      14,506
Southwestern Energy Co................................  6,200      57,350
*Spacelabs Medical, Inc...............................  1,900      21,553
Span-American Medical System, Inc.....................    200         728
*SPAR Group, Inc......................................  1,000       2,563
Spartan Motors, Inc...................................  1,200       5,325
*Sparton Corp.........................................    700       2,888
*Spatial Technology, Inc..............................  2,300       8,050
*Special Metals Corp..................................  2,400       5,625
*Specialty Equipment Co., Inc.........................  3,800      80,275
*SpectraLink Corp.....................................  4,700      70,647
*Spectranetics Corp...................................  5,800      27,006
*Spectra-Physics Laser, Inc...........................  1,400      55,125
*Spectrian Corp.......................................  2,300      34,788
*Spectrum Control, Inc................................  2,200      21,863
*SpectRx, Inc.........................................  1,600      17,300
*SpeedFam-IPEC, Inc...................................  7,352      96,725
*Speizman Industries, Inc.............................    300       1,088
*Spire Corp...........................................    300       1,406
*Splash Technology Holdings, Inc......................  2,800      22,138
*Sport Chalet, Inc....................................    600       2,925
*Sport Supply Group, Inc..............................  1,800       8,550
*Sport-Haley, Inc.....................................    300       1,289
*Sports Club Co., Inc.................................  3,500      11,813
*SportsLine USA, Inc..................................  5,900      67,850
*Sportsman's Guide, Inc...............................    900       2,644
Springs Industries, Inc. Class A......................  2,100      99,750
*SPS Technologies, Inc................................  2,500      87,813
*SPSS, Inc............................................  1,900      47,500
*Spyglass, Inc........................................  2,000      62,063
*SRS Labs, Inc........................................  2,300      21,419
*SS&C Technologies, Inc...............................  3,100      14,192
*SSE Telecom, Inc.....................................  1,200       3,300
St. Francis Capital Corp..............................  1,000      13,781
St. Joseph Light & Power Co...........................  1,700      35,806
St. Mary Land & Exploration Co........................  3,400     122,506
*Staar Surgical Co....................................  2,900      39,603
*Staff Leasing, Inc...................................  4,300      15,386
*Staffmark, Inc.......................................  7,300      36,044
Standard Commercial Corp..............................  3,200      10,000
*Standard Management Corp.............................  1,600       5,450
*Standard Microsystems Corp...........................  3,100      40,397
Standard Motor Products, Inc. Class A.................  2,600      25,188
Standard Pacific Corp. DE.............................  5,700      64,838
Standard Register Co..................................  2,300      31,194
Standex International Corp............................  2,500      42,031
*Stanley Furniture, Inc...............................  1,400      31,631

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Star Buffet, Inc.....................................    200  $      531
*STAR Telecommunications, Inc.........................  5,800      12,144
*Starmet Corp.........................................  1,000       2,844
Starrett (L.S.) Co. Class A...........................    500      10,156
*Startec Global Communications Corp...................  2,000      23,063
*StarTek, Inc.........................................  1,700     107,738
*Starter Corp.........................................    800           4
State Financial Services Corp. Class A................  1,800      18,281
Staten Island Bancorp, Inc............................  1,800      30,488
*Station Casinos, Inc.................................  2,800      75,950
*Steel Dynamics, Inc..................................  9,000      84,094
Steel Technologies, Inc...............................  1,000       7,469
*Stein Mart, Inc......................................  6,600      51,356
*Steinway Musical Instruments, Inc....................  2,100      36,488
*Stemcells, Inc.......................................  4,900      12,480
Stepan Co.............................................    600      13,125
*Stericycle, Inc......................................  3,000      61,031
*Sterile Recoveries, Inc..............................  1,100       7,356
Sterling Bancorp......................................  1,600      25,400
Sterling Bancshares...................................  5,200      58,013
*Sterling Financial Corp. WA..........................  1,600      16,550
Stewart & Stevenson Services, Inc.....................  2,700      37,631
Stewart Enterprises, Inc..............................  6,700      27,009
Stifel Financial Corp.................................  1,500      14,250
*STM Wireless, Inc. Class A...........................  1,400       6,213
Stone & Webster, Inc..................................  2,800       2,713
*Stone Energy Corp....................................    500      30,781
*Stoneridge, Inc......................................  4,400      49,500
*Storage Computer Corp................................  2,400      16,800
*Strategic Diagnostics, Inc...........................  3,300      19,697
*Strategic Distribution, Inc..........................  3,000       6,375
*Stratesec, Inc.......................................  1,700       4,250
*Strattec Security Corp...............................    900      31,219
*Stratus Properties, Inc..............................  2,700      12,488
Strayer Ed, Inc.......................................  3,100      77,016
Stride Rite Corp......................................    700       4,594
*Strouds, Inc.........................................    700       1,455
*Structural Dynamics Research Corp....................  7,100      80,541
Sturm Ruger & Co., Inc................................  5,500      55,000
*Styleclick.com, Inc..................................  1,500      15,609
*Suburban Lodges of America, Inc......................  1,100       6,188
*Success Bancshares, Inc..............................    100       1,025
*Successories, Inc....................................    600       1,144
*Summa Industries, Inc................................    500       5,453
*Summit Technology, Inc...............................  9,300     172,370
*Sunair Electronics, Inc..............................    400       1,050
*Sunbeam Corp......................................... 26,500      82,813
*Sunburst Hospitality Corp............................  3,800      16,863
*Sunglass Hut International, Inc...................... 11,300      67,977
*Sunquest Information Systems, Inc....................  3,100      23,250
*Sunrise Assisted Living, Inc.........................  5,400      98,381
*Sunrise Resources, Inc...............................    700       3,445
*Sunrise Technologies International, Inc..............  9,200      80,213
*SunSource, Inc.......................................  1,300       5,850
*Superconductor Technologies, Inc.....................  2,800      39,375
*Supergen, Inc........................................  2,300      54,122
*Superior Consultant Holdings Corp....................  2,100      16,439
*Superior Energy Services, Inc........................ 12,000     121,500
*Superior National Insurance Group, Inc...............  1,000          90

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                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
Superior Surgical Manufacturing Co., Inc..............    700  $    6,038
Superior Telecom, Inc.................................  5,000      54,375
*Supertex, Inc........................................  2,400      68,175
*Suprema Specialties, Inc.............................  1,100       9,763
*Supreme Industries, Inc..............................  1,816       9,194
*SurModics, Inc.......................................  1,600      37,900
Susquehanna Bancshares, Inc...........................  7,800     106,519
*SVI Holdings, Inc....................................  8,100      62,269
*Swift Energy Corp....................................  4,400     113,025
*Swiss Army Brands, Inc...............................    700       3,697
*Sybron Chemicals, Inc................................  1,600      31,600
*Sylvan, Inc..........................................  1,100      10,794
*Symix Systems, Inc...................................  1,500      15,047
*Symmetricom, Inc.....................................  3,000      45,000
*Symphonix Devices, Inc...............................  2,400       8,700
Synalloy Corp. DE.....................................  1,300       9,750
*Synaptic Pharmaceutical Corp.........................  2,200      10,450
*Synbiotics Corp......................................  1,800       4,050
*Sync Research, Inc...................................    700       2,319
*Syncor International Corp. DE........................  2,300     113,706
*Syntel, Inc..........................................  7,700      93,603
*Syntellect, Inc......................................  2,400      11,700
*Synthetech, Inc......................................  2,900       9,425
*Syntroleum Corp......................................  5,400      96,694
*System Software Associates, Inc......................    350          17
*Systemax, Inc........................................  4,800      32,700
*Systems & Computer Technology Corp...................  6,400     118,200
Tab Products Co.......................................  1,000       4,813
*Taco Cabana, Inc.....................................  2,300      14,734
*Tag-It Pacific, Inc..................................  1,400       6,738
*Taitron Components, Inc..............................  1,100       3,300
*Take Two Interactive Software........................  4,700      42,447
*TALK.com, Inc........................................ 10,600      73,538
*TALX Corp............................................  1,100      16,534
*Tandy Brand Accessories, Inc.........................    500       3,297
*Tandy Crafts, Inc....................................  2,400       7,200
*Targeted Genetics Corp...............................  7,300      51,556
*Tarrant Apparel Group................................  3,200      26,000
Tasty Baking Co.......................................  1,600      19,100
*TBA Entertainment Corp...............................  1,600       6,250
TCBY Enterprises, Inc.................................  1,700       8,500
*TCI International, Inc...............................    700       4,638
*TCSI Corp............................................  4,500       8,156
*Team, Inc............................................  1,600       3,900
*Techdyne, Inc........................................    600       1,500
*Techne Corp..........................................  1,400     111,956
*Technical Chemicals & Products, Inc..................  1,200         956
*Technisource, Inc....................................  2,100       8,597
Technitrol, Inc.......................................  1,700     117,300
Technology Research Corp..............................    600       1,181
*Technology Solutions Corp............................  8,800      42,213
*Tech-Sym Corp........................................    500      10,938
*Tegal Corp...........................................  2,200       9,453
Tejon Ranch Co........................................  2,500      56,875
*Tekelec..............................................  4,400     144,925
*Telcom Semiconductor, Inc............................  3,500      87,063
*Telescan, Inc........................................  3,300      23,616
*Telescape International, Inc.........................  1,600      12,500
*TeleSpectrum Worldwide, Inc..........................  7,800      34,125
*Teletouch Communications, Inc........................    800       1,700

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Telular Corp.........................................  2,400  $   20,475
*Telxon Corp..........................................  3,300      51,356
Tennant Co............................................  1,800      64,350
Tenneco Automotive, Inc...............................  6,800      49,725
*Terex Corp...........................................  5,500      87,656
Terra Industries, Inc.................................  7,500      15,938
*Terremark Worldwide, Inc.............................  9,200      18,400
*Tesoro Petroleum Corp................................  6,500      66,625
*TESSCO Technologies, Inc.............................    900      15,244
*Tesseract Group, Inc.................................    400         125
*Tetra Tech, Inc......................................  5,750     127,039
*Tetra Technologies, Inc..............................  2,700      34,931
*Texas Biotechnology Corp.............................  7,900      76,531
Texas Industries, Inc.................................  4,200     120,488
Texas Regional Banchshares, Inc. Class A..............  2,900      78,300
*TFC Enterprises, Inc.................................  1,100       2,303
*Thackeray Corp.......................................    500       1,531
*Theglobe.com, Inc....................................  6,100       9,436
*Theragenics Corp.....................................  5,900      52,731
*Thermedics, Inc......................................  8,300      70,031
*Thermo Cardiosystems, Inc............................  8,100      79,481
*Thermo Ecotek Corp...................................  1,000       7,813
*Thermo Fibertek, Inc................................. 12,200      74,725
*Thermo Terratech, Inc................................  1,900      14,250
Thermoretec Corp......................................    800       5,600
*Thermotrex Corp......................................    700       6,956
Thistle Group Holdings Co.............................  1,600      10,750
*Thomas Group, Inc....................................  1,000       9,750
Thomas Industries, Inc................................  3,200      64,000
Thor Industries, Inc..................................  2,400      56,100
*Thoratec Laboratories Corp...........................  4,300      52,675
*T-HQ, Inc............................................  3,650      35,245
*Three-Five Systems, Inc..............................  2,199     137,987
*Tier Technologies, Inc. Class B......................  2,000      10,063
*TII Industries, Inc..................................  1,800       3,572
Timberland Bancorp, Inc...............................    500       4,641
Timberline Software Corp..............................  2,600      20,069
*Tipperary Corp.......................................  3,600      10,350
*Titan Corp...........................................  1,783      63,965
Titan International, Inc..............................    600       3,563
*Titan Pharmaceuticals, Inc...........................  3,100      78,663
Titanium Metals Corp..................................  1,300       5,688
*TMBR/Sharp Drilling, Inc.............................    400       4,700
*T-Netix, Inc.........................................  2,500      12,344
*Todd Shipyards Corp..................................  1,900      13,538
*Todd-AO Corp. Class A................................  1,600      32,300
*Tofutti Brands, Inc..................................  1,300       3,006
*Tokheim Corp.........................................  2,500       3,438
*Toll Brothers, Inc...................................  5,600     108,500
*Tollgrade Communications, Inc........................    600      39,713
*Topps, Inc...........................................  9,200      96,888
*Toreador Royalty Corp................................    500       2,719
Toro Co...............................................  2,600      81,900
*Total Entertainment Restaurant Corp..................    500       1,188
*Total Renal Care Holdings, Inc.......................  5,900      23,231
*Tower Automotive, Inc................................  4,700      65,213
*Towne Services, Inc..................................  3,000       2,297
*Track Data Corp...................................... 12,500      14,648
*Tractor Supply Co....................................  1,800      27,338
*Trammell Crow Co.....................................  7,400      92,963
*Trans World Airlines, Inc............................  3,400       8,288

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                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Trans World Entertainment Corp....................... 10,600  $  105,834
*Transact Technologies, Inc...........................  1,100      11,138
*Transaction Systems Architects, Inc..................  1,500      18,234
*Transcoastal Marine Services, Inc....................  1,100         533
*Transkaryotic Therapies, Inc.........................  4,500     112,641
*Transmation, Inc.....................................    300         727
*Transmedia Network, Inc..............................  2,700       8,269
*Transport Corp. of America...........................  1,700      10,306
*Transport Industries, Inc............................    300       1,575
*Transportation Components, Inc.......................  1,700       3,294
Transtechnology Corp..................................  1,200      10,350
*TransTexas Gas Corp..................................    300           0
*Transworld Healthcare, Inc...........................    400         618
*Travelocity.com, Inc.................................  2,800      49,700
*Travis Boats & Motors, Inc...........................    900       4,669
*TRC Companies, Inc...................................  1,300      13,650
*TREEV, Inc...........................................  1,300       8,511
*Trega Biosciences, Inc...............................  3,900      10,603
*Trendwest Resorts, Inc...............................  3,400      78,306
Trenwick Group, Inc...................................  1,601      24,015
*Trex Medical Corp....................................  6,400      12,000
*Triad Guaranty, Inc..................................  2,700      50,034
*Triangle Pharmaceuticals, Inc........................  7,500      47,813
*Triarc Companies, Inc. Class A.......................  3,900      80,925
Trico Bancshares......................................    300       4,763
*Trico Marine Services, Inc...........................  5,700      55,397
*Trident Microsystems, Inc............................  2,600      21,856
*Tridex Corp..........................................    600         459
*Trimble Navigation, Ltd..............................  4,600     203,838
*Trimeris, Inc........................................  3,100     136,303
*TriPath Imaging, Inc.................................  5,602      27,572
*Triple S Plastics, Inc...............................    800      12,950
*Tripos, Inc..........................................    700      11,200
*Triumph Group........................................  1,700      47,600
*TRM Copy Centers Corp................................  1,400       7,088
*Tropical Sportswear International Corp...............    300       6,881
*Troy Group, Inc......................................    100         931
*Trump Hotels & Casino Resorts, Inc...................  5,500      15,125
Trust Co. of New Jersey...............................  3,900      71,297
Trustco Bank Corp. NY................................. 10,600     129,519
*TSR, Inc.............................................  1,000       5,672
Tucker Anthony Sutro Corp.............................  5,600      95,900
*Tuesday Morning Corp.................................  7,800      81,413
*Tufco Technologies, Inc..............................    400       4,025
*TurboChef Technologies, Inc..........................  3,100      12,981
Tuscarora, Inc........................................  1,900      24,106
Twin Disc, Inc........................................    100       1,550
*Twinlab Corp.........................................  2,800      20,038
*Tyler Technologies, Inc..............................  8,700      34,800
U.S. Bancorp, Inc.....................................  1,300       5,972
*U.S. Franchise Systems, Inc..........................  3,400      18,381
*U.S. Plastic Lumber Corp.............................  6,300      28,547
*U.S. Vision, Inc.....................................    700       1,203
*Ubics, Inc...........................................  1,300       3,291
*Ucar International, Inc..............................  5,900      72,275
UCBH Holdings, Inc....................................  1,900      47,738
*UFP Technologies, Inc................................  1,000       2,625
UGI Corp..............................................  5,500     121,688
*Ugly Duckling Corp...................................  3,000      21,656
*UICI.................................................  1,500       7,313
*Ultimate Electronics, Inc............................  2,000      49,750

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Ultimate Software Group, Inc.........................  3,200  $   25,500
*Ultrak, Inc..........................................  2,300      15,381
*Ultralife Batteries, Inc.............................  2,200      16,569
*Ultratech Stepper, Inc...............................  4,300      60,469
Umpqua Holdings Corp..................................    800       6,625
Unico American Corp...................................    600       3,684
*UniComp, Inc.........................................  1,500       4,031
*Unidigital, Inc......................................  1,200       2,700
*Unifab International, Inc............................  1,400      10,238
*Unifi, Inc...........................................  9,700     123,675
Unifirst Corp.........................................    500       4,094
*Unify Corp...........................................  3,600      48,038
*Unique Mobility, Inc.................................  3,300      23,100
*Uniroyal Technology Corp.............................  4,900      78,094
Unisource Energy Corp.................................  6,500      99,938
*Unit Corp............................................  6,800      89,675
United Community Financial Corp.......................  4,200      24,806
United Guardian, Inc..................................    400       1,750
United Illuminating Co................................  2,900     137,388
United Industrial Corp................................  2,500      22,031
United National Bancorp...............................  3,200      58,800
*United Natural Foods, Inc............................  3,700      56,078
*United Retail Group, Inc.............................  1,600      12,750
*United Security Bancorporation.......................  1,500      14,109
*United States Energy Corp............................  1,800       5,175
United Wisconsin Services, Inc........................  3,400      19,550
Unitil Corp...........................................    900      23,400
Unity Bancorp, Inc....................................    700       2,953
*Universal American Financial Corp....................  9,300      34,875
Universal Corporation.................................  2,400      55,650
*Universal Electronics, Inc...........................  2,700      59,316
Universal Forest Products, Inc........................  4,000      52,625
*Universal Stainless & Alloy Products, Inc............    300       2,063
*Uno Restaurant Corp..................................  2,300      27,888
*Unova, Inc...........................................  5,500      75,969
*Urocor, Inc..........................................  1,900       7,125
*Urologix, Inc........................................  2,300       9,703
*URS Corp.............................................    100       1,313
*Ursus Telecom Corp...................................  1,400      12,031
*US Can Corp..........................................    500       8,250
*US LEC Corp..........................................  2,000      38,250
*US Oncology, Inc..................................... 12,300      58,809
*US Xpress Enterprises, Inc. Class A..................  3,400      23,906
*USA Detergents, Inc..................................  2,700       6,919
*USA Networks, Inc....................................  4,644      87,801
*USA Truck, Inc.......................................  1,900      12,469
*USABancShares.com, Inc...............................  1,100       3,592
*USANA, Inc...........................................  2,000       8,938
USB Holding Co., Inc..................................  3,360      42,000
*USData Corp..........................................  2,500      12,109
*Usec, Inc............................................    500       2,313
*Utah Medical, Inc....................................    500       3,500
*UTI Energy Corp......................................  3,600     153,900
*Utilx Corp...........................................  1,500       5,625
*V.I. Technologies, Inc...............................  3,900      28,275
*Vail Resorts, Inc....................................  6,800     108,800
*Valence Technology, Inc..............................  7,400     107,994
*Valentis, Inc........................................  5,300      40,081
Valley National Bancorp...............................      8         229
*Valley National Gases, Inc...........................    899       4,496
Valmont Industries, Inc...............................  4,700      92,531

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CONTINUED                                                                       

                                                                [Download Table]

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
*Value City Department Stores, Inc....................  6,600  $   65,588
*Valuevision International, Inc. Class A..............  2,100      60,834
*Vans, Inc............................................  2,700      42,188
*Varco International, Inc............................. 11,231     244,280
*Vari L Co., Inc......................................  1,200      11,606
*Varian Medical Systems, Inc..........................  2,100      86,756
*Variflex, Inc........................................    500       2,891
*Vari-Lite International, Inc.........................  1,600       1,750
*VDI Media............................................  1,800      12,094
Vector Group, Ltd.....................................  5,505      61,931
*Veeco Instruments, Inc...............................  1,300      58,541
*Ventana Medical Systems, Inc.........................  2,800     105,263
*Venture Catalyst, Inc................................  1,000       3,844
*Veramark Technologies, Inc...........................  1,600       5,950
*Verdant Brands, Inc..................................    500         695
*Verilink Corp........................................  2,800      19,425
*Veritas DGC, Inc.....................................  5,200     143,650
*Verity, Inc..........................................    200       6,769
*Vermont Pure Holdings, Ltd...........................  2,100       7,219
*Versar, Inc..........................................    600       1,275
*Vertel Corp..........................................  5,500      64,281
*Vertex Pharmaceuticals, Inc..........................    800      59,075
Vesta Insurance Group, Inc............................  3,800      22,563
*Vestcom International, Inc...........................  1,800       7,088
*Veterinary Centers of America, Inc...................  4,300      58,453
*Viasat, Inc..........................................  2,100      81,244
*Viasoft, Inc......................................... 10,300      85,458
*Vical, Inc...........................................  3,900      73,247
*Vicorp Restaurants, Inc..............................    800      15,075
*Vidamed, Inc.........................................  1,800       3,206
*Video Display Corp...................................    300       2,128
*Video Services Corp..................................  1,300       4,063
Vintage Petroleum, Inc................................  6,200     147,250
*Vion Pharmaceuticals, Inc............................  4,100      28,188
*Virbac Corp..........................................  2,200       5,638
Virginia Gas Co.......................................  1,100       2,922
*ViroPharma, Inc......................................  3,000      33,656
*Virtualfund.Com, Inc.................................  3,200       6,350
*VisionAmerica, Inc...................................  1,100         722
*Vista Eyecare, Inc...................................  1,500         469
*VISTA Information Solutions, Inc.....................  5,000      10,938
*Visual Data Corp.....................................  1,700       5,977
Vital Signs, Inc......................................  2,400      49,950
*Vitech America, Inc..................................  1,550       9,252
*Vivus, Inc...........................................  6,400      37,000
*Vodavi Technology, Inc...............................    500       1,203
*Volt Information Sciences, Inc.......................  3,000      86,625
*V-ONE Corp...........................................    600       2,006
*Voxware, Inc.........................................  2,700      12,488
*VTEL Corp............................................  4,900      17,609
*Vysis, Inc...........................................  2,000      15,688
Wabash National Corp..................................  4,600      58,938
Wabtec Corp...........................................    594       6,683
*Wackenhut Corp. Class A..............................    800      10,650
*Wackenhut Corrections Corp...........................  2,500      16,250
*Walker Interactive Systems, Inc......................  2,900       9,198
*Wall Street Deli, Inc................................    100         109
Wallace Computer Services, Inc........................  8,100      81,000
Walter Industries, Inc................................ 10,000     108,125
Warnaco Group, Inc....................................  9,900      66,825
*Warrantech Corp......................................    800         700
Warren Bancorp, Inc...................................  1,400      10,544

                                                       SHARES      VALUE+
                                                       ------      ------
                                                                         
Warwick Community Bancorp, Inc........................    600  $    6,600
Washington Banking Co.................................    800       6,600
*Washington Homes, Inc................................  1,600       8,600
Washington Savings Bank FSB...........................    400       1,275
Washington Trust Bancorp, Inc.........................  2,200      32,863
*Waste Connections, Inc...............................  4,300      83,313
Watsco, Inc. Class A..................................  4,900      72,581
Watts Industries, Inc. Class A........................  3,400      38,675
Wausau-Mosinee Paper Corp............................. 10,600      98,050
*Wavo Corp............................................  5,700       6,502
WD-40 Co..............................................    600      11,681
*Webb (Del) Corp......................................  1,800      27,450
*Webco Industries, Inc................................    700       2,756
*Webhire, Inc.........................................  2,900       7,794
*WebLink Wireless, Inc................................  7,400      46,944
Weider Nutrition International, Inc...................  1,800       5,850
*Weirton Steel Corp...................................  8,300      37,869
Wellman, Inc..........................................  6,200     122,063
Wells Fargo Company...................................    365      16,516
*Wells-Gardner Electronics Corp.......................    925       3,180
Werner Enterprises, Inc...............................  4,700      58,897
Wesbanco, Inc.........................................  4,000      93,750
*Wesley Jessen Vision Care, Inc.......................  3,700     136,669
West Coast Bancorp....................................  1,200      13,050
*West Marine, Inc.....................................  3,400      27,519
West Pharmaceutical Services, Inc.....................  2,900      68,150
*West Teleservices Corp...............................  1,900      50,172
*Westaff, Inc.........................................  3,200      13,800
*Westcoast Hospitality Corp...........................  2,500      19,375
Westcorp, Inc.........................................  5,300      57,638
*Westell Technologies, Inc............................  2,590      42,816
Westerfed Financial Corp..............................    400       5,725
*Western Digital Corp.................................  4,100      19,219
Western Gas Resources, Inc............................  6,400     145,200
*Weston (Roy F.), Inc. Class A........................    700       2,209
*WFS Financial, Inc...................................  1,500      23,672
*White Electronics Designs Corp.......................  3,500      34,781
*Whitehall Jewellers, Inc.............................  4,150      53,950
*Whitman Education Group, Inc.........................    900       1,238
*WHX Corp.............................................  2,800      16,450
*Wickes Lumber Co.....................................  1,600       8,600
*Wild Oats Markets, Inc...............................  5,750      53,008
*William Lyon Homes...................................  5,200      33,150
*Williams Clayton Energy, Inc.........................  1,800      46,688
*Williams Controls, Inc...............................  1,900       3,147
*Williams Industries, Inc.............................    300         844
*Wilshire Oil Co. of Texas............................    800       2,750
*Wilsons The Leather Experts, Inc.....................  3,300      51,563
*Wind River Systems, Inc..............................  4,316     156,050
Winnebago Industries, Inc.............................  4,400      61,600
*Wire One Technologies, Inc...........................    800       4,875
*Wireless Telecom Group, Inc..........................  3,400       8,075
*Wireless Xcessories Group............................  1,000       1,297
*Wisconsin Central Transportation Corp................  6,400      83,600
*Wiser Oil Co.........................................  1,800       5,400
*WLR Foods, Inc.......................................    500       2,313
*WMF Group, Ltd.......................................  2,100      18,342
*WMS Industries, Inc..................................  6,100      75,488
Wolohan Lumber Co.....................................    500       5,594
Wolverine World Wide, Inc.............................  8,300      93,375
Woodhead Industries, Inc..............................  2,300      37,159

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CONTINUED                                                                       

                                                                [Download Table]

                                                        SHARES        VALUE+
                                                        ------        ------
                                                                            
 Woodward Governor Co..................................  2,300  $     56,134
 *Workflow Management, Inc.............................  2,600        31,606
 *Workgroup Technology Corp............................  1,600         1,100
 *World Acceptance Corp................................  3,800        19,594
 *World Access, Inc....................................  4,500        47,109
 World Fuel Services Corp..............................  3,000        20,438
 *Worldpages.com, Inc..................................  8,800        61,600
 *Worldtex, Inc........................................  1,400           569
 *WSI Industries, Inc..................................    200           800
 Wynns International, Inc..............................  3,700        49,950
 *Xceed, Inc...........................................  4,300        53,884
 *Xetel Corp...........................................  1,900         3,325
 *Xicor, Inc...........................................  4,200        28,481
 *Xoma, Ltd............................................  3,100        10,027
 X-Rite, Inc...........................................  4,200        44,494
 *Xtra Corp............................................  2,400       108,150
 Yardville National Bancorp............................  1,300        13,691
 *Yellow Corp..........................................  5,000        82,031
 York Financial Corp...................................    735         9,233
 York Group, Inc.......................................  1,800         6,525
 *Young Broadcasting, Inc. Class A.....................  2,400        55,425
 *Youthstream Media Networks, Inc......................  2,000        11,063
 *Zamba Corporation....................................  6,200        30,031
 *Zap.com Corp.........................................     34           106
 *Zapata Corp..........................................  4,000        15,000
 *Zaring National Corp.................................    400         1,338
 *Zemex Corp...........................................    800         6,500
 Zenith National Insurance Corp........................  3,400        80,750
 *Zevex International, Inc.............................    700         3,391
 *ZixIt Corp...........................................  3,100        80,988
 *Zoll Medical Corp....................................    300        14,981
 *Zoltek Companies, Inc................................  3,700        24,628
 *Zomax, Inc...........................................  2,000        35,563
 *Zoran Corp...........................................  1,000        39,625
 *Zygo Corp............................................  2,300        75,469
 *Zymetx, Inc..........................................  1,400         2,931
                                                                ------------
TOTAL COMMON STOCKS                                                         
  (Cost $111,975,567)..................................          117,085,454
                                                                ------------

                                                        SHARES        VALUE+
                                                        ------        ------
                                                                            
RIGHTS/WARRANTS -- (0.0%)                                                   
 *Associates First Capital Corp. (Residual Value                            
   Obligation).........................................  3,900  $        178
 *Elan Corp. P.L.C. Contingent Payment Rights..........  9,800         5,206
 *Skyepharma P.L.C. Contingent Payment Rights..........  1,100             0
 *TransTexas Gas Corp. Warrants 06/30/02...............      3             0
 *Westcorp, Inc. Rights 06/15/00.......................  5,300         1,159
                                                                ------------
TOTAL RIGHTS/WARRANTS                                                       
  (Cost $0)............................................                6,543
                                                                ------------

                                                                [Download Table]
PREFERRED STOCKS -- (0.0%)                                                   
 *O'Sullivan Industries Holdings 12% (Senior Preferred)                      
   (Cost $0)...........................................   1,600           808


                                                         ------        ------
                                                                             
                                                                 ------------

                                                                [Download Table]
TEMPORARY CASH                                                               
  INVESTMENTS -- (5.3%)                                                      

                                                          FACE               
                                                         AMOUNT              
                                                         ------              
                                                         (000)               
                                                                             
 Repurchase Agreement, PNC Capital Markets Inc. 5.95%,                       
   06/01/2000 (Collateralized by U.S. Treasury Notes                         
   5.875%, 10/31/01, valued at $6,629,480) to be                             
   repurchased at $6,532,079.                                                
   (Cost $6,531,000)................................... $ 6,531     6,531,000
                                                                 ------------
TOTAL INVESTMENTS -- (100.0%)                                                
  (Cost $118,506,567)++................................          $123,623,805
                                                                 ============

                                                                [Download Table]
                                                                                
--------------------------------------------------------------------------------
   +  See Note B to Financial Statements.                                       
   *  Non-Income Producing Securities                                           
  ++  The cost for federal income tax purposes is $118,584,542.                 

See accompanying Notes to Financial Statements. 

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THE TAX-MANAGED DFA INTERNATIONAL VALUE PORTFOLIO 

SCHEDULE OF INVESTMENTS 

MAY 31, 2000
(UNAUDITED) 

                                                                [Download Table]

                                                        SHARES         VALUE+
                                                        ------         ------
                                                                             
JAPAN -- (26.7%)                                                             
COMMON STOCKS -- (26.7%)                                                     
 Aichi Bank, Ltd.......................................     300  $    20,618 
 Aisin Seiki Co., Ltd..................................   4,000       49,036 
 Akita Bank, Ltd.......................................   8,000       27,119 
 Amada Co., Ltd........................................  17,000      146,831 
 Amano Corp............................................   6,000       50,429 
 *Aomori Bank, Ltd.....................................  11,000       50,977 
 *Ashikaga Bank, Ltd...................................  11,000       22,475 
 Autobacs Seven Co., Ltd...............................   2,300       67,072 
 Awa Bank, Ltd.........................................  15,000       71,465 
 *Bandai Co., Ltd......................................   2,000       69,840 
 Bank of Iwate, Ltd....................................     200        7,225 
 Bank of Kyoto, Ltd....................................  20,000      103,831 
 Bank of Nagoya, Ltd...................................  12,000       70,100 
 Bank of Yokohama, Ltd.................................  26,000      111,075 
 Best Denki Co., Ltd...................................   4,000       24,778 
 Brother Industries, Ltd...............................   6,000       14,265 
 Canon Sales Co., Inc..................................   9,000      129,139 
 Casio Computer Co., Ltd...............................   7,000       66,961 
 Chiba Bank, Ltd.......................................  52,000      226,013 
 Chiyoda Fire and Marine Insurance Co., Ltd............  23,000       73,694 
 Chudenko Corp.........................................   4,000       57,915 
 Chugoku Bank, Ltd.....................................  12,000      105,763 
 Chuo Mitsui Trust and Banking Co., Ltd................  20,100       80,829 
 Citizen Watch Co., Ltd................................  19,000      163,223 
 Cosmo Oil Co., Ltd....................................  37,000       51,544 
 Dai Nippon Pharmaceutical Co., Ltd....................   8,000       85,071 
 Dai Tokyo Fire & Marine Insurance Co., Ltd............  24,000       78,012 
 Daicel Chemical Industries, Ltd.......................  25,000       73,833 
 Daido Steel Co., Ltd..................................  25,000       52,705 
 Dai-Ichi Pharmaceutical Co., Ltd......................   2,000       37,056 
 Daimaru, Inc..........................................  18,000       51,321 
 Daio Paper Corp.......................................   6,000       46,362 
 Daishi Bank, Ltd......................................  23,000       84,374 
 Daito Trust Construction Co., Ltd.....................   8,100      154,214 
 Daiwa Bank, Ltd.......................................  40,000      101,416 
 Daiwa House Industry Co., Ltd.........................  35,000      259,717 
 Daiwa Securities Co., Ltd.............................  17,000      206,826 
 Denki Kagaku Kogyo KK.................................   4,000       13,225 
 Dowa Fire & Marine Insurance Co., Ltd.................  19,000       46,585 
 Eighteenth Bank, Ltd..................................   2,000        6,668 
 Ezaki Glico Co., Ltd..................................   2,000        9,269 
 Fujikura, Ltd.........................................  22,000      104,611 
 Fukuoka City Bank, Ltd................................   8,000       36,406 
 Fukuyama Transporting Co., Ltd........................  17,000      102,939 
 Futaba Corp...........................................   3,000      111,725 
 Futaba Industrial Co., Ltd............................   3,000       38,588 
 General Sekiyu KK.....................................  19,000       38,820 
 Gunma Bank, Ltd.......................................  31,000      168,999 
 *Hachijuni Bank, Ltd..................................  35,000      224,286 
 Hankyu Department Stores, Inc.........................  11,000       54,247 
 Higo Bank, Ltd........................................  12,000       44,356 

                                                        SHARES         VALUE+
                                                        ------         ------
                                                                             
 *Hino Motors, Ltd.....................................  22,000  $    58,639 
 Hiroshima Bank, Ltd...................................  37,000      138,825 
 Hitachi Cable, Ltd....................................  22,000      198,189 
 Hitachi Construction Machinery Co., Ltd...............   3,000       12,928 
 Hitachi Maxell, Ltd...................................   1,000       24,425 
 Hitachi Metals, Ltd...................................  18,000      148,781 
 Hitachi, Ltd..........................................  77,000      953,963 
 Hokkoku Bank, Ltd.....................................  21,000       82,693 
 Hokuetsu Paper Mills, Ltd.............................   3,000       23,376 
 *Hokuriku Bank, Ltd...................................  40,000       92,501 
 House Foods Corp......................................   6,000       89,101 
 Hyakugo Bank, Ltd. (105th Bank).......................  16,000       70,137 
 Hyakujishi Bank, Ltd..................................  20,000      120,734 
 Inax Corp.............................................  16,000       91,386 
 *Ishikawajima-Harima Heavy Industries Co., Ltd........  80,000      123,334 
 *Itochu Corp..........................................  31,000      125,238 
 Itoham Foods, Inc.....................................  11,000       45,154 
 *Iyo Bank, Ltd........................................  19,000      115,932 
 Izumiya Co., Ltd......................................   5,000       32,737 
 Japan Airport Terminal Co., Ltd.......................   6,000       49,036 
 *Japan Energy Corp....................................  67,000       62,224 
 Joyo Bank, Ltd........................................  60,000      233,480 
 Juroku Bank, Ltd......................................  21,000       93,420 
 Kagoshima Bank, Ltd...................................  12,000       41,681 
 Kajima Corp...........................................  21,000       52,268 
 Kamigumi Co., Ltd.....................................  18,000       86,092 
 Kandenko Co., Ltd.....................................  10,000       37,149 
 Kansai Paint Co., Ltd., Osaka.........................   3,000        7,439 
 Katokichi Co., Ltd....................................   1,000       25,075 
 *Kawasaki Heavy Industries, Ltd.......................  85,000      111,307 
 Kinden Corp...........................................  15,000       81,495 
 Kissei Pharmaceutical Co., Ltd........................   3,000       48,618 
 Kiyo Bank, Ltd........................................  16,000       39,081 
 Koa Fire & Marine Insurance Co., Ltd..................  17,000       46,102 
 *Kobe Steel, Ltd...................................... 169,000      119,285 
 Koito Manufacturing Co., Ltd..........................   6,000       29,310 
 Kokuyo Co., Ltd.......................................   7,000      104,667 
 Komatsu, Ltd..........................................  59,000      363,287 
 Komori Corp...........................................   5,000       78,802 
 Konica Corp...........................................  18,000      110,332 
 Kubota Corp...........................................  88,000      310,564 
 Kyushu Matsushita Electric Co., Ltd...................   3,000       33,991 
 *Lintec Corp..........................................   2,000       19,745 
 Lion Corp.............................................   8,000       34,103 
 Makita Corp...........................................   8,000       76,006 
 *Marubeni Corp........................................  43,000      114,214 
 Maruichi Steel Tube, Ltd..............................   5,000       56,513 
 Matsushita Electric Industrial Co., Ltd...............  60,000    1,418,156 
 Michinoku Bank, Ltd...................................   9,000       54,330 
 Mitsubishi Gas Chemical Co., Inc......................  30,000       77,734 
 Mitsubishi Heavy Industries, Ltd...................... 229,000      795,412 
 *Mitsubishi Materials Corp............................  66,000      219,438 
 *Mitsubishi Motors Corp...............................   8,000       26,004 
 Mitsubishi Rayon Co. Ltd..............................  20,000       52,751 

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CONTINUED                                                                       

                                                                [Download Table]

                                                        SHARES         VALUE+
                                                        ------         ------
                                                                             
 Mori Seiki Co., Ltd...................................   6,000  $    89,157 
 Musashino Bank, Ltd...................................   1,700       65,995 
 Mycal Corp............................................  18,000       54,497 
 NHK Spring Co., Ltd...................................  16,000       58,249 
 *NKK Corp............................................. 231,000      148,029 
 NOK Corp..............................................   2,000       10,439 
 NTN Corp..............................................  27,000       88,266 
 Nanto Bank, Ltd.......................................  16,000       83,362 
 National House Industrial Co., Ltd....................  11,000       63,032 
 Nichido Fire and Marine Insurance Co., Ltd............  28,000      143,023 
 Nichirei Corp.........................................  19,000       55,760 
 Nippon Kayaku Co., Ltd................................  11,000       52,510 
 Nippon Meat Packers, Inc., Osaka......................   6,000       81,356 
 Nippon Mitsubishi Oil Company.........................  99,000      405,470 
 Nippon Sanso Corp.....................................  18,000       54,832 
 Nippon Sheet Glass Co., Ltd...........................   7,000       63,385 
 Nippon Shinpan Co., Ltd...............................  15,000       30,787 
 Nippon Shokubai Co., Ltd..............................  11,000       50,569 
 Nishimatsu Construction Co., Ltd......................  14,000       50,188 
 Nishi-Nippon Bank, Ltd................................  27,000      106,320 
 *Nissan Motor Co., Ltd................................  25,000      131,182 
 Nissei Sangyo Co., Ltd................................   5,000       64,082 
 Nisshin Steel Co., Ltd................................  57,000       59,819 
 Nisshinbo Industries, Inc.............................  16,000       72,812 
 *Nissho Iwai Corp.....................................  50,000       46,900 
 Noritz Corp...........................................   1,000       12,426 
 North Pacific Bank, Ltd...............................  18,000       91,943 
 Obayashi Corp.........................................  45,000      171,349 
 Okumura Corp..........................................  14,000       42,257 
 Omron Corp............................................   2,000       50,987 
 Onward Kashiyama Co., Ltd.............................   3,000       40,121 
 Pioneer Electronic Corp...............................   5,000      152,774 
 Q.P. Corp.............................................   9,000       69,626 
 *Rinnai Corp..........................................   1,400       30,295 
 Ryosan Co., Ltd.......................................   2,000       41,514 
 Sakura Bank, Ltd......................................  73,000      540,339 
 San In Godo Bank, Ltd.................................  11,000       57,618 
 Sanwa Shutter Corp....................................  11,000       34,734 
 Sanyo Electric Co., Ltd............................... 112,000      827,973 
 *Sanyo Shinpan Finance Co., Ltd.......................   2,000       72,440 
 Sapporo Breweries, Ltd................................   8,000       30,834 
 Seino Transportation Co., Ltd.........................   8,000       36,554 
 Sekisui Chemical Co., Ltd.............................  32,000      109,960 
 Sekisui House, Ltd....................................  48,000      467,183 
 Shiga Bank, Ltd.......................................  14,000       63,060 
 *Shikoku Bank, Ltd....................................  13,000       77,873 
 *Shima Seiki Manufacturing Co., Ltd...................   2,000       49,779 
 Shimachu Co., Ltd.....................................   3,000       50,095 
 Shimadzu Corp.........................................  11,000       56,801 
 Shimizu Corp..........................................  18,000       42,628 
 *Shinko Securities Co., Ltd., Tokyo...................  21,000       86,399 
 Showa Shell Sekiyu KK.................................  23,000       94,414 
 Snow Brand Milk Products Co., Ltd.....................  20,000      100,302 
 Stanley Electric Co., Ltd.............................   7,000       59,810 
 Sumitomo Forestry Co., Ltd............................  10,000       62,224 
 *Sumitomo Metal Industries, Ltd. Osaka................ 246,000      169,064 
 *Sumitomo Metal Mining Co., Ltd.......................  34,000      143,673 
 *Sumitomo Osaka Cement Co., Ltd.......................   4,000       15,603 
 Sumitomo Realty & Development Co., Ltd................  27,000      100,302 

                                                        SHARES         VALUE+
                                                        ------         ------
                                                                             
 Sumitomo Trust & Banking Co., Ltd.....................  18,000  $   130,225 
 Suruga Bank, Ltd......................................   4,000       68,874 
 *Suzuken Co., Ltd.....................................     800       28,679 
 Taiheiyo Cement Corp..................................  55,000       82,238 
 Taisei Corp...........................................  57,000       78,347 
 *Takara Standard Co., Ltd.............................   1,000        4,133 
 Takashimaya Co., Ltd..................................  10,000       90,086 
 Tanabe Seiyaku Co., Ltd...............................  13,000       87,773 
 Teikoku Oil Co., Ltd..................................  20,000       59,438 
 Thermal Engineering Co., Ltd..........................   1,000        5,554 
 *Toda Corp............................................  19,000       74,112 
 Toho Bank, Ltd........................................  11,000       41,885 
 Tokuyama Corp.........................................  10,000       56,559 
 Tokyo Style Co., Ltd..................................   6,000       54,052 
 Toppan Printing Co., Ltd..............................  47,000      498,481 
 Toray Industries, Inc.................................  36,000      137,079 
 Toshiba TEC Corp......................................  17,000       64,732 
 Tostem Corp...........................................   5,000       82,424 
 Toto, Ltd.............................................  25,000      168,098 
 Toyo Seikan Kaisha, Ltd...............................  15,000      265,103 
 Toyo Suisan Kaisha, Ltd...............................   6,000       53,494 
 Toyo Trust & Banking Co., Ltd.........................  26,000       87,894 
 Toyobo Co., Ltd.......................................  46,000       74,762 
 Toyoda Machine Works, Ltd.............................   8,000       75,041 
 Toyota Tsusho Corp....................................  17,000       56,996 
 UNY Co., Ltd..........................................  11,000      135,667 
 *Victor Co. of Japan, Ltd.............................  15,000       88,182 
 Wacoal Corp...........................................   9,000       75,477 
 Yamagata Bank, Ltd....................................  12,000       61,630 
 Yamaguchi Bank........................................  11,000       72,635 
 Yamaha Corp...........................................  13,000      118,319 
 Yamatake-Honeywell Co., Ltd...........................   5,000       49,687 
 Yamazaki Baking Co., Ltd..............................  13,000      120,130 
 *Yasuda Trust & Banking Co., Ltd......................  85,000      104,992 
 Yodogawa Steel Works, Ltd.............................   5,000       12,538 
 Yokogawa Electric Corp................................  14,000      117,019 
 Yokohama Rubber Co., Ltd..............................  21,000       49,343 
 *Zexel Corp...........................................  19,000       25,057 
                                                                 ----------- 
TOTAL COMMON STOCKS                                                          
  (Cost $19,822,053)...................................           21,390,742 
                                                                 ----------- 
INVESTMENT IN CURRENCY -- (0.0%)                                             
 *Japanese Yen                                                               
   (Cost $5,014).......................................                5,005 
                                                                 ----------- 
TOTAL -- JAPAN                                                               
  (Cost $19,827,067)...................................           21,395,747 
                                                                 ----------- 
UNITED KINGDOM -- (18.7%)                                                    
COMMON STOCKS -- (18.7%)                                                     
 *3I Group P.L.C.......................................  12,000      227,075 
 Abbey National P.L.C..................................  66,200      880,153 
 Aggregate Industries P.L.C............................  49,303       50,664 
 Alliance & Leicester P.L.C............................  25,000      223,458 
 *Allied Domecq P.L.C..................................  49,200      244,886 
 Allied Zurich P.L.C...................................  77,000      863,189 
 Antofagasta Holdings P.L.C............................   8,200       40,876 
 Arjo Wiggins Appleton P.L.C...........................  38,700      145,914 
 Arriva P.L.C..........................................   6,570       23,028 
 Associated British Foods P.L.C........................  37,920      250,238 
 Associated British Ports Holdings P.L.C...............  13,900       60,355 
 BAA P.L.C.............................................  49,654      362,183 

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CONTINUED                                                                       

                                                                [Download Table]

                                                        SHARES         VALUE+
                                                        ------         ------
                                                                             
 *BG Group P.L.C....................................... 171,000  $ 1,024,931 
 BPB P.L.C.............................................  21,700      120,009 
 Barratt Developments P.L.C............................   9,000       31,075 
 *Bass P.L.C...........................................  17,600      192,302 
 Beazer Group P.L.C....................................   3,000        5,672 
 Berkeley Group P.L.C..................................   4,760       39,772 
 *Blue Circle Industries P.L.C.........................  25,000      158,999 
 *Bodycote International P.L.C.........................   4,120       12,686 
 Britannic P.L.C.......................................   8,900      121,654 
 British Airways P.L.C.................................  49,000      265,130 
 British Land Co. P.L.C................................  25,300      151,264 
 British Vita P.L.C....................................  10,300       39,720 
 *British-Borneo Petroleum Syndicate P.L.C.............   9,800       10,180 
 Brixton Estate P.L.C..................................   9,700       31,172 
 Burford Holdings P.L.C................................   4,000        5,949 
 CGU P.L.C............................................. 107,349    1,630,218 
 *Canary Wharf Group P.L.C.............................  33,000      176,337 
 Capital Shopping Centres P.L.C........................  15,000       80,153 
 Caradon P.L.C.........................................  13,000       30,798 
 Carillion P.L.C.......................................   2,968        4,725 
 Chelsfield P.L.C......................................  11,099       53,253 
 *Chorion P.L.C........................................   1,168          755 
 Cookson Group P.L.C...................................   9,152       28,214 
 *Corus Group P.L.C.................................... 177,900      260,589 
 *Debenhams P.L.C......................................  18,000       60,804 
 *Elementis P.L.C......................................  10,194       12,342 
 Enterprise Oil P.L.C..................................   3,000       21,389 
 Glynwed International P.L.C...........................  11,000       38,474 
 Great Universal Stores P.L.C..........................  49,200      305,556 
 Halifax P.L.C.........................................  86,000      845,178 
 Hammerson P.L.C.......................................  14,100       86,830 
 Hanson P.L.C..........................................  30,300      214,898 
 Hilton Group P.L.C....................................  55,200      203,793 
 IMI P.L.C.............................................  10,000       40,805 
 Johnson Matthey P.L.C.................................   5,000       57,172 
 *LaPorte P.L.C........................................   6,000       47,980 
 *Laporte P.L.C. Series B..............................  48,000          717 
 Lasmo P.L.C...........................................  62,600      111,346 
 Lex Service P.L.C.....................................   5,600       34,737 
 Lonmin P.L.C..........................................   4,392       40,701 
 Marks & Spencer P.L.C................................. 140,820      524,104 
 Millennium and Copthorne Hotels P.L.C.................  12,647       74,574 
 *Morgan Crucible Company P.L.C........................   8,072       25,880 
 Morrison (Wm.) Supermarkets P.L.C.....................  10,019       21,939 
 *National Power P.L.C.................................  55,800      306,511 
 *Northern Foods P.L.C.................................  27,000       46,612 
 Northern Rock P.L.C...................................  20,000       97,156 
 Peninsular & Oriental Steam Navigation Co.............  30,214      316,578 
 Pilkington P.L.C......................................  51,254       63,203 
 Pillar Property P.L.C.................................   1,700        7,928 
 Powergen P.L.C........................................  31,000      203,877 
 RMC Group P.L.C.......................................  12,000      150,845 
 *Railtrack Group P.L.C................................  23,356      293,246 
 Rank Group P.L.C......................................  35,000       73,763 
 Rexam P.L.C...........................................  13,122       46,092 
 Rio Tinto P.L.C.......................................  16,511      243,582 
 Rolls-Royce P.L.C.....................................  77,662      285,560 
 Royal & Sun Alliance Insurance Group P.L.C............  67,042      398,827 

                                                        SHARES         VALUE+
                                                        ------         ------
                                                                             
 Safeway P.L.C.........................................  48,849  $   178,703 
 Sainsbury (J.) P.L.C..................................  94,137      429,155 
 Scottish & Newcastle P.L.C............................  30,500      263,501 
 Signet Group P.L.C....................................  45,000       33,631 
 Slough Estates P.L.C..................................  19,000      101,953 
 *Smith (David S.) Holdings P.L.C......................  14,000       30,238 
 *Smith (W.H.) P.L.C...................................  12,000       69,055 
 *Stagecoach Holdings P.L.C............................  77,000       69,055 
 Tate & Lyle P.L.C.....................................  18,400       68,894 
 Taylor Woodrow P.L.C..................................  14,463       32,859 
 Thistle Hotels P.L.C..................................  17,000       32,525 
 Trinity P.L.C.........................................   4,130       32,964 
 Unigate P.L.C.........................................  10,700       48,939 
 Weir Group P.L.C......................................   3,000        9,282 
 Whitbread P.L.C.......................................  22,198      186,053 
 Wilson Bowden P.L.C...................................   4,000       35,664 
 *Wimpey (George) P.L.C................................   7,900       13,166 
 *Wolseley P.L.C.......................................  28,000      142,086 
                                                                 ----------- 
TOTAL COMMON STOCKS                                                          
  (Cost $16,152,063)...................................           14,928,298 
                                                                 ----------- 
INVESTMENT IN CURRENCY -- (0.0%)                                             
 *British Pound Sterling                                                     
   (Cost $28,580)......................................               28,281 
                                                                 ----------- 
TOTAL -- UNITED KINGDOM                                                      
  (Cost $16,180,643)...................................           14,956,579 
                                                                 ----------- 
FRANCE -- (10.2%)                                                            
COMMON STOCKS -- (10.2%)                                                     
 AGF (Assurances Generales de France SA)...............  12,600      636,848 
 *Air Liquide..........................................     950      132,595 
 Banque Nationale de Paris.............................   3,900      349,932 
 *Bull SA..............................................  10,200       87,027 
 Christian Dior SA.....................................   1,200      272,656 
 Colas SA..............................................     400       73,747 
 *Credit Lyonnais SA...................................   1,200       51,237 
 De la Rue Imperiale de Lyon...........................      29       55,322 
 Eiffage SA............................................     800       43,662 
 Eridania Beghin-Say SA................................   1,600      145,936 
 Esso SA...............................................     500       29,190 
 *Euro Disney SCA......................................  65,450       47,345 
 *Faurecia SA..........................................     800       33,535 
 Fimalac SA............................................     300       43,402 
 Fonciere Lyonnaise SA.................................     500       51,193 
 Fromageries Bel la Vache qui Rit......................     100       63,713 
 GTM Entrepose.........................................     900       75,120 
 Generale des Establissements Michelin SA Series B.....   9,200      302,890 
 Groupe Danone.........................................   2,650      617,108 
 Imerys................................................   1,100      135,679 
 LaFarge SA............................................   5,850      450,300 
 *LaFarge SA Prime Fidelite 2002.......................   1,550      119,310 
 Labinal SA............................................     400       49,041 
 Lapeyre SA............................................   1,500       71,225 
 Pechiney SA Series A..................................   1,700       69,527 
 Pernod-Ricard SA......................................   3,300      172,914 
 Peugeot SA............................................   3,200      652,892 
 Rallye SA.............................................   1,600       85,618 
 *Remy Cointreau SA....................................   1,500       32,413 
 SEB SA................................................     400       24,706 
 *SEB SA Prime Fidelite 2002...........................     300       18,530 

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CONTINUED                                                                       

                                                                [Download Table]

                                                        SHARES         VALUE+
                                                        ------         ------
                                                                             
 Saint-Gobain..........................................   6,100  $   845,745 
 *Societe des Ciments de Francais......................   2,300      116,250 
 Societe Generale, Paris...............................  29,200    1,674,908 
 Thomson-CSF...........................................   1,800       69,444 
 Usinor................................................  16,600      198,594 
 Valeo SA..............................................   5,600      282,005 
                                                                 ----------- 
TOTAL -- FRANCE                                                              
  (Cost $8,396,291)....................................            8,181,559 
                                                                 ----------- 
GERMANY -- (8.3%)                                                            
COMMON STOCKS -- (8.3%)                                                      
 AGIV AG fuer Industrie & Verkehrswesen................     400        7,122 
 BASF AG...............................................  12,400      504,841 
 BHW Holding AG, Berlin................................   7,300      126,600 
 *Bankgesellschaft Berlin AG...........................   7,350      114,175 
 Bayer AG..............................................  14,200      547,835 
 Bayerische Motorenwerke AG............................   2,600       76,195 
 Bayerische Vereinsbank AG.............................   6,000      381,719 
 Bilfinger & Berger Bau AG, Mannheim...................     300        4,465 
 Commerzbank AG........................................  19,950      731,742 
 Continental AG........................................   5,100       92,940 
 DBV Holding AG........................................     400       13,911 
 DaimlerChrysler AG, Stuttgart.........................  16,200      892,421 
 Degussa-Huels AG......................................   2,000       61,209 
 *Deutsche Bank AG.....................................  11,900      898,338 
 Deutsche Lufthansa AG.................................   5,300      126,813 
 Deutsche Pfandbrief und Hypothekenbank AG, Depfa......   1,400      145,547 
 Dresdner Bank AG......................................   9,400      379,215 
 Fresenius Medical Care AG.............................     600       49,245 
 *Gehe AG..............................................     900       29,797 
 *Heidelberger Druckmaschinen AG.......................   1,100       71,614 
 Heidelberger Zement AG, Heidelberg....................     820       48,062 
 Hochtief AG...........................................   1,050       33,254 
 *Hoechst AG...........................................   9,600      287,569 
 Linde AG..............................................   2,133       86,841 
 MAN AG................................................   4,450      151,872 
 Merck KGAA............................................   1,200       38,283 
 *Stinnes AG...........................................   1,200       23,037 
 Thyssen Krupp AG......................................   7,900      139,203 
 Veba AG...............................................   7,700      385,757 
 Vereins & Westbank AG.................................     600       15,135 
 Volkswagen AG.........................................   5,350      215,334 
                                                                 ----------- 
TOTAL -- GERMANY                                                             
  (Cost $6,828,497)....................................            6,680,091 
                                                                 ----------- 
SWITZERLAND -- (5.7%)                                                        
COMMON STOCKS -- (5.7%)                                                      
 Ascom Holding AG, Bern................................      40      120,355 
 Baloise-Holding, Basel................................     710      662,670 
 Ciba Spezialitaetenchemie Holding AG..................   8,100      498,189 
 Credit Suisse Holding, Zuerich (Namen)................   1,120      208,143 
 Financiere Richemont AG...............................      95      235,400 
 Fischer (Georg) AG, Schaffhausen (Namen)..............     350      110,473 
 Helvetia Patria Holding, St. Gallen...................     180      140,178 
 Interallianz Bank AG, Zuerich.........................     450      122,656 
 Jelmoli Holding AG, Zuerich...........................      40       51,682 

                                                        SHARES         VALUE+
                                                        ------         ------
                                                                             
 *Rieter Holding AG, Winterthur........................     220  $   144,072 
 Roche Holding AG, Basel...............................      35      406,787 
 Sairgroup, Zuerich....................................   1,350      248,099 
 Saurer AG, Arbon......................................     150       84,956 
 Schindler Holding AG, Hergiswil Partizipsch...........      75      115,487 
 Schweizerische Lebensversicherungs und                                      
   Rentenanstalt.......................................     300      171,682 
 Sig Schweizerische Industrie-Gesellschaft Holding AG,                       
   Neuhausen AM Rheinfall..............................     120       67,257 
 Sika Finanz AG, Baar..................................     240       81,133 
 *Sulzer AG, Winterthur................................     440      295,152 
 Sulzer Medic AG.......................................     390       86,744 
 Swatch Group AG.......................................      90      109,647 
 *UBS AG...............................................   3,860      518,655 
 *Unaxis Holding AG....................................     200       46,608 
                                                                 ----------- 
TOTAL COMMON STOCKS                                                          
  (Cost $4,564,149)....................................            4,526,025 
                                                                 ----------- 
INVESTMENT IN CURRENCY -- (0.0%)                                             
 *Swiss Francs                                                               
   (Cost $14,069)......................................               14,365 
                                                                 ----------- 
RIGHTS/WARRANTS -- (0.0%)                                                    
 *Baloise-Holding, Basel Put Options 06/16/00                                
   (Cost $0)...........................................     710        2,341 
                                                                 ----------- 
TOTAL -- SWITZERLAND                                                         
  (Cost $4,578,218)....................................            4,542,731 
                                                                 ----------- 
NETHERLANDS -- (4.7%)                                                        
COMMON STOCKS -- (4.7%)                                                      
 ABN-AMRO Holding NV...................................  28,381      644,855 
 Asr Verzekeringsgroep NV..............................     603       31,037 
 Buhrmann NV...........................................   5,734      173,624 
 DSM NV................................................   6,048      196,313 
 Fortis (NL)...........................................   1,800       47,075 
 Hagemeyer NV..........................................   1,636       38,689 
 Ing Groep NV..........................................  18,900    1,123,715 
 *Ispat International NV...............................   1,400       12,724 
 KLM (Koninklijke Luchtvaart Mij) NV...................     230        5,109 
 Koninklijke KPN NV....................................   4,790      430,011 
 Koninklijke Vopak NV..................................   3,100       70,436 
 *NV Holdingsmij de Telegraaf..........................     800       19,253 
 Oce NV................................................   5,030       70,905 
 Royal Philips Electronics NV, Eindhoven...............  20,688      918,247 
 Vedior NV, Amsterdam..................................   1,633       18,779 
 Vendex KBB NV.........................................     303        5,367 
                                                                 ----------- 
TOTAL COMMON STOCKS                                                          
  (Cost $3,157,355)....................................            3,806,139 
                                                                 ----------- 
RIGHTS/WARRANTS -- (0.0%)                                                    
 *Asr Verzekeringsgroep NV Rights 05/26/00.............     603            0 
 *Fortis (NL) Rights 06/19/00..........................   1,800            0 
                                                                 ----------- 
TOTAL RIGHTS/WARRANTS                                                        
  (Cost $0)............................................                    0 
                                                                 ----------- 
TOTAL -- NETHERLANDS                                                         
  (Cost $3,157,355)....................................            3,806,139 
                                                                 ----------- 

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CONTINUED                                                                       

                                                                [Download Table]

                                                        SHARES         VALUE+
                                                        ------         ------
                                                                             
ITALY -- (4.3%)                                                              
COMMON STOCKS -- (4.2%)                                                      
 Assicurazioni Generali SpA, Trieste...................   3,640  $   109,037 
 Banca di Roma......................................... 485,000      521,307 
 Banca Popolare di Milano..............................  24,000      155,359 
 Banca Popolare di Verona-Banco San Geminiano e San                          
   Prospero Scarl......................................  18,000      174,778 
 Banca Toscana.........................................  25,000       81,611 
 CIR SpA (Cie Industriale Riunite), Torino.............  17,500       55,830 
 Cartiere Burgo SpA....................................   4,000       37,764 
 *Compagnia di Partecipazioni Assicurative Industriali                       
   SpA................................................. 138,400      175,843 
 Fabbrica Italiana Magneti Marelli SpA.................  22,500      114,349 
 Fiat SpA..............................................  33,000      833,355 
 IFIL Finanziaria Partecipazioni SpA...................  23,000      173,842 
 *Immsi SpA............................................   6,500        9,102 
 Italcementi Fabriche Riunite Cemento SpA, Bergamo.....  14,040      126,562 
 Milano Assicurazioni SpA..............................  27,000       83,383 
 Montedison SpA........................................  20,000       33,757 
 Parmalat Finanziaria SpA.............................. 140,000      173,202 
 RAS SpA (Riunione Adriatica di Sicurta)...............  35,700      333,732 
 SAI SpA (Sta Assicuratrice Industriale), Torino.......   3,500       53,168 
 *SNIA SpA.............................................  45,000       42,776 
 Sirti SpA.............................................   6,500       11,875 
 Toro Assicurazioni Cia Anonima d'Assicurazione di                           
   Torino SpA..........................................   5,000       73,450 
                                                                 ----------- 
TOTAL COMMON STOCKS                                                          
  (Cost $3,537,843)....................................            3,325,811 
                                                                 ----------- 
PREFERRED STOCKS -- (0.1%)                                                   
 Fiat SpA                                                                    
   (Cost $47,699)......................................   3,000       48,271 
                                                                 ----------- 
TOTAL -- ITALY                                                               
  (Cost $3,585,542)....................................            3,374,082 
                                                                 ----------- 
SWEDEN -- (3.3%)                                                             
COMMON STOCKS -- (3.2%)                                                      
 Assidomaen AB.........................................   9,850      169,940 
 *Avesta Sheffield AB..................................   7,400       27,012 
 Gambro AB Series A....................................  21,000      156,107 
 Gambro AB Series B....................................   7,900       58,288 
 Holmen AB Series B....................................   7,500      191,389 
 *Kinnevik Industrifoervaltnings AB Series B...........   1,100       33,807 
 NCC AB Series B.......................................   7,100       55,142 
 Perstorp AB Series B..................................   4,900       59,802 
 SSAB Swedish Steel Series A...........................   6,800       72,051 
 SSAB Swedish Steel Series B...........................   1,100       11,350 
 Skandinaviska Enskilda Banken Series A................  23,000      250,082 
 Svedala Industri......................................   2,400       30,622 
 Svenska Cellulosa AB Series B.........................  19,400      388,515 
 Svenska Kullagerfabriken AB Series A..................   3,200       55,741 
 Svenska Kullagerfabriken AB Series B..................   5,400       98,557 
 Trelleborg AB Series B................................   5,300       35,282 

                                                        SHARES         VALUE+
                                                        ------         ------
                                                                             

 Volvo AB Series A.....................................  11,600  $   267,701 
 Volvo AB Series B.....................................  25,400      601,672 
                                                                 ----------- 
TOTAL COMMON STOCKS                                                          
  (Cost $2,789,977)....................................            2,563,060 
                                                                 ----------- 
INVESTMENT IN CURRENCY -- (0.1%)                                             
 *Swedish Krona                                                              
   (Cost $82,138)......................................               83,113 
                                                                 ----------- 
RIGHTS/WARRANTS -- (0.0%)                                                    
 *Kinnevik Industrifoervaltnings AB Series B Rights                          
   06/21/00............................................   1,100          610 
 *Volvo AB Series A Redemption Rights 06/30/00.........   9,100        5,654 
 *Volvo AB Series B Redemption Rights 06/30/00.........  21,000       13,397 
                                                                 ----------- 
TOTAL RIGHTS/WARRANTS                                                        
  (Cost $0)............................................               19,661 
                                                                 ----------- 
TOTAL -- SWEDEN                                                              
  (Cost $2,872,115)....................................            2,665,834 
                                                                 ----------- 
FINLAND -- (3.0%)                                                            
COMMON STOCKS -- (3.0%)                                                      
 Fortum Oyj............................................  66,706      247,453 
 Huhtamaki Van Leer Oyj................................   5,900      184,943 
 Kemira Oyj............................................  12,700       67,135 
 Kesko Oyj.............................................  22,100      219,508 
 Metra Oyj Series B....................................   3,700       66,912 
 Metsa-Serla Oyj Series B..............................  30,800      238,510 
 Metso Oyj.............................................  24,868      322,877 
 Outokumpu Oyj Series A................................  27,900      297,557 
 Rautaruukki Oy Series K...............................   2,100       10,614 
 Sanitec Oyj...........................................   1,094       10,653 
 Stora Enso Oyj Series A...............................  18,800      179,582 
 Stora Enso Oyj Series R...............................  24,300      227,613 
 Upm-Kymmene Oyj.......................................  11,800      297,659 
                                                                 ----------- 
TOTAL -- FINLAND                                                             
  (Cost $2,658,818)....................................            2,371,016 
                                                                 ----------- 
SPAIN -- (2.7%)                                                              
COMMON STOCKS -- (2.7%)                                                      
 Aceralia Corporacion Siderurgica SA...................  13,400      140,179 
 Acerinox SA...........................................   2,300       77,642 
 Aguas de Barcelona SA.................................   9,200      124,142 
 Aumar (Autopistas del Mare Nostrum SA)................   7,100      107,065 
 Autopistas Concesionaria Espanola SA..................  30,740      290,785 
 Azucarera Ebro Agricolas SA...........................   7,600       92,262 
 Banco Pastor SA, La Coruna............................     500       20,254 
 Cementos Portland SA..................................   1,100       22,963 
 Cia Espanola de Petroleous SA.........................  31,000      275,995 
 Corporacion Mapfre Compania Internacional de                                
   Reaseguros SA, Majadah Onda.........................   6,400       89,268 
 Endesa SA, Madrid.....................................  19,000      391,531 
 Fomento de Construcciones y Contratas SA..............   3,200       71,225 
 Grupo Dragados SA, Madrid.............................  16,100      118,255 
 Hidroelectrica del Cantabrico SA......................   9,000      183,125 

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CONTINUED                                                                       

                                                                [Download Table]

                                                        SHARES         VALUE+
                                                        ------         ------
                                                                             
 Metrovacesa SA........................................   4,800  $    83,244 
 Vallehermoso SA.......................................  14,900       95,623 
                                                                 ----------- 
TOTAL -- SPAIN                                                               
  (Cost $2,338,586)....................................            2,183,558 
                                                                 ----------- 
AUSTRALIA -- (2.3%)                                                          
COMMON STOCKS -- (2.2%)                                                      
 AMP, Ltd..............................................  10,800       93,782 
 Amcor, Ltd............................................  26,507       76,216 
 Boral, Ltd............................................  20,438       22,037 
 CSR, Ltd..............................................  41,610       95,903 
 Colonial, Ltd.........................................  27,269      146,374 
 Goodman Fielder, Ltd..................................  39,765       28,130 
 *Hanson P.L.C.........................................   1,879       12,671 
 MIM Holdings..........................................  59,199       27,694 
 Mayne Nickless, Ltd...................................  12,095       20,838 
 National Australia Bank, Ltd..........................  22,689      337,825 
 Normandy Mining, Ltd..................................  56,396       26,704 
 North, Ltd............................................  31,998       50,383 
 Orica, Ltd............................................   6,863       27,799 
 *Origin Energy, Ltd...................................  20,438       16,091 
 Pacific Dunlop, Ltd...................................  35,261       33,594 
 *Paperlinx, Ltd.......................................   5,241        9,090 
 *Pasminco, Ltd........................................  56,902       29,541 
 Quantas Airways, Ltd..................................  50,864       94,017 
 Rio Tinto, Ltd........................................  18,843      269,112 
 Santos, Ltd...........................................  18,673       47,938 
 Seven Network, Ltd....................................   6,410       24,135 
 St. George Bank, Ltd..................................  18,335      122,173 
 Suncorp-Metway Limited................................   4,757       22,408 
 WMC, Ltd..............................................  36,229      148,545 
                                                                 ----------- 
TOTAL COMMON STOCKS                                                          
  (Cost $1,959,416)....................................            1,783,000 
                                                                 ----------- 
INVESTMENT IN CURRENCY -- (0.1%)                                             
 *Australian Dollar                                                          
   (Cost $40,532)......................................               40,503 
                                                                 ----------- 
RIGHTS/WARRANTS -- (0.0%)                                                    
 *AMP, Ltd. Contingent Payment Rights                                        
   (Cost $0)...........................................  10,499            0 
                                                                 ----------- 
TOTAL -- AUSTRALIA                                                           
  (Cost $1,999,948)....................................            1,823,503 
                                                                 ----------- 
HONG KONG -- (2.0%)                                                          
COMMON STOCKS -- (2.0%)                                                      
 Amoy Properties, Ltd.................................. 205,000      121,679 
 CDL Hotels International, Ltd.........................  46,000       11,807 
 *China Overseas Land & Investment, Ltd................ 238,000       19,243 
 Great Eagle Holdings, Ltd.............................  32,000       42,094 
 Hang Lung Development Co., Ltd........................  94,000       59,112 
 Hong Kong and Shanghai Hotels, Ltd....................  31,500       14,553 
 Hysan Development Co., Ltd............................  78,000       84,587 
 Kerry Properties, Ltd.................................  63,000       61,448 
 New World Development Co., Ltd........................ 161,000      161,165 
 *New World Infrastructure, Ltd........................  38,400       31,047 
 Shangri-La Asia, Ltd..................................  66,000       67,338 
 Sino Land Co., Ltd.................................... 197,115       66,405 
 Swire Pacific, Ltd. Series A..........................  68,500      395,598 
 Tsim Sha Tsui Properties, Ltd.........................  74,000       46,535 

                                                        SHARES         VALUE+
                                                        ------         ------
                                                                             

 Wharf Holdings, Ltd................................... 177,600  $   319,097 
 Wheelock and Co., Ltd................................. 154,000       95,855 
                                                                 ----------- 
TOTAL COMMON STOCKS                                                          
  (Cost $2,082,609)....................................            1,597,563 
                                                                 ----------- 
INVESTMENT IN CURRENCY -- (0.0%)                                             
 *Hong Kong Dollars                                                          
   (Cost $10,916)......................................               10,917 
                                                                 ----------- 
TOTAL -- HONG KONG                                                           
  (Cost $2,093,525)....................................            1,608,480 
                                                                 ----------- 
EMU -- (1.7%)                                                                
INVESTMENT IN CURRENCY -- (1.7%)                                             
 *Euro Currency                                                              
   (Cost $1,304,769)...................................            1,331,470 
                                                                 ----------- 
DENMARK -- (1.0%)                                                            
COMMON STOCKS -- (1.0%)                                                      
 Carlsberg A.S. Series B...............................   2,960       95,596 
 Danisco A.S...........................................   2,970      106,618 
 Den Danske Bank A.S...................................   2,700      311,906 
 FLS Industries........................................   1,440       22,001 
 Jyske Bank A.S........................................   2,640       49,190 
 *Nordic Baltic Holding AB.............................  21,596      138,152 
 Realdanmark A.S.......................................   2,784       90,604 
                                                                 ----------- 
TOTAL COMMON STOCKS                                                          
  (Cost $793,628)......................................              814,067 
                                                                 ----------- 
INVESTMENT IN CURRENCY -- (0.0%)                                             
 *Danish Krone                                                               
   (Cost $1,037).......................................                1,073 
                                                                 ----------- 
TOTAL -- DENMARK                                                             
  (Cost $794,665)......................................              815,140 
                                                                 ----------- 
SINGAPORE -- (0.8%)                                                          
COMMON STOCKS -- (0.8%)                                                      
 Centrepoint Properties, Ltd........................... 119,050      109,906 
 Fraser & Neave, Ltd...................................  31,000       92,117 
 Keppel Corp., Ltd.....................................  88,000      167,559 
 Keppel Land, Ltd......................................  73,000       67,393 
 Keppel Tatlee Bank, Ltd...............................  52,000       91,211 
 *Neptune Orient Lines, Ltd............................  51,000       38,549 
 Singapore Land, Ltd...................................  35,000       55,939 
 United Industrial Corp., Ltd..........................  45,000       18,435 
                                                                 ----------- 
TOTAL COMMON STOCKS                                                          
  (Cost $877,310)......................................              641,109 
                                                                 ----------- 
INVESTMENT IN CURRENCY -- (0.0%)                                             
 *Singapore Dollars                                                          
   (Cost $3,286).......................................                3,295 
                                                                 ----------- 
TOTAL -- SINGAPORE                                                           
  (Cost $880,596)......................................              644,404 
                                                                 ----------- 
BELGIUM -- (0.8%)                                                            
COMMON STOCKS -- (0.8%)                                                      
 *AGFA-Gevaert NV, Mortsel.............................   2,800       56,037 
 Bekaert SA............................................   1,000       51,471 
 *Heidelberger Zement AG...............................     466       26,578 
 *Heidelberger Zement AG VVPR..........................     466            4 
 Solvay SA.............................................   5,100      340,542 

47

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THE TAX-MANAGED DFA INTERNATIONAL VALUE PORTFOLIO                               

CONTINUED                                                                       

                                                                [Download Table]

                                                        SHARES         VALUE+
                                                        ------         ------
                                                                             
 Tessenderlo Chemie....................................   1,700  $    67,636 
 Union Miniere SA......................................   2,100       74,241 
                                                                 ----------- 
TOTAL -- BELGIUM                                                             
  (Cost $650,044)......................................              616,509 
                                                                 ----------- 
PORTUGAL -- (0.5%)                                                           
COMMON STOCKS -- (0.5%)                                                      
 Banco Comercial Portugues SA..........................  10,000       48,874 
 Banco Espirito Santo e Comercial de Lisboa............   3,200       74,637 
 Cimpor Cimentos de Portugal SA........................   6,360       96,909 
 Portugal Telecom SA...................................  13,000      141,058 
                                                                 ----------- 
TOTAL -- PORTUGAL                                                            
  (Cost $340,093)......................................              361,478 
                                                                 ----------- 
IRELAND -- (0.4%)                                                            
COMMON STOCKS -- (0.4%)                                                      
 *Allied Irish Banks P.L.C.............................   3,465       31,813 
 *Bank of Ireland......................................   3,968       23,405 
 Independent News & Media P.L.C........................  12,214       95,149 
 Jefferson Smurfit Group P.L.C.........................  85,525      166,564 
                                                                 ----------- 
TOTAL -- IRELAND                                                             
  (Cost $343,367)......................................              316,931 
                                                                 ----------- 
NORWAY -- (0.4%)                                                             
COMMON STOCKS -- (0.4%)                                                      
 Bergesen Dy ASA Series A..............................   4,600       94,959 
 Christiania Bank Og Kreditkasse.......................   3,700       18,992 
 Den Norske Bank ASA Series A..........................  11,900       42,226 
 *Kvaerner ASA.........................................   3,100       35,629 
 Norske Skogindustrier ASA Series A....................   1,200       36,823 
 *Petroleum Geo Services ASA...........................   4,400       78,310 
                                                                 ----------- 
TOTAL COMMON STOCKS                                                          
  (Cost $309,512)......................................              306,939 
                                                                 ----------- 
INVESTMENT IN CURRENCY -- (0.0%)                                             
 *Norwegian Krone                                                            
   (Cost $5,758).......................................                5,823 
                                                                 ----------- 
TOTAL -- NORWAY                                                              
  (Cost $315,270)......................................              312,762 
                                                                 ----------- 

                                                        SHARES         VALUE+
                                                        ------         ------
                                                                             
AUSTRIA -- (0.2%)                                                            
COMMON STOCKS -- (0.2%)                                                      
 *Bank Austria AG......................................   1,478  $    69,768 
 Voest-Alpine Stahl AG.................................   3,003       82,993 
                                                                 ----------- 
TOTAL -- AUSTRIA                                                             
  (Cost $173,426)......................................              152,761 
                                                                 ----------- 
NEW ZEALAND -- (0.1%)                                                        
COMMON STOCKS -- (0.1%)                                                      
 Carter Holt Harvey, Ltd...............................  75,400       60,605 
 Lion Nathan, Ltd......................................  23,800       47,450 
                                                                 ----------- 
TOTAL -- NEW ZEALAND                                                         
  (Cost $132,894)......................................              108,055 
                                                                 ----------- 

                                                                [Download Table]
TEMPORARY CASH                                                               
  INVESTMENTS -- (2.2%)                                                      

                                                          FACE               
                                                         AMOUNT              
                                                         ------              
                                                         (000)               
                                                                             
 Repurchase Agreement, PNC Capital Markets Inc. 5.95%,                       
   06/01/2000 (Collateralized by U.S. Treasury Notes                         
   7.75%, 02/15/01, valued at $1,763,278) to be                              
   repurchased at $1,736,287.                                                
   (Cost $1,736,000)................................... $  1,736    1,736,000
                                                                  -----------
TOTAL INVESTMENTS -- (100.0%)                                                
  (Cost $81,187,729)++.................................           $80,033,100
                                                                  ===========

                                                                [Download Table]
                                                                                
--------------------------------------------------------------------------------
   +  See Note B to Financial Statements.                                       
   *  Non-Income Producing Securities                                           
  ++  The cost for federal income tax purposes is $81,187,729.                  

See accompanying Notes to Financial Statements. 

48

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DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF ASSETS AND LIABILITIES

MAY 31, 2000
(UNAUDITED) 

                                                        [Enlarge/Download Table]

                                           THE TAX-MANAGED   THE TAX-MANAGED    THE TAX-MANAGED     THE TAX-MANAGED 
                                           U.S. MARKETWIDE      U.S. 5-10       U.S. 6-10 SMALL    DFA INTERNATIONAL
                                           VALUE PORTFOLIO   VALUE PORTFOLIO   COMPANY PORTFOLIO    VALUE PORTFOLIO 
                                           ---------------   ---------------   -----------------   -----------------
                                                         (AMOUNTS IN THOUSANDS, EXCEPT SHARE AMOUNTS)               
                                                                                                                    
ASSETS:                                                                                                             
Investments at Value......................  $    206,361       $   358,890        $   123,624         $    80,033   
Collateral for Securities Loaned..........            --             5,850              7,517               5,735   
Cash......................................            --                --                 --                  19   
Receivables:                                                                                                        
  Dividends, Interest and Tax Reclaims....            --               418                 90                 356   
  Investment Securities Sold..............            --             6,266                909                  --   
  Fund Shares Sold........................           649             3,098                976               1,018   
Prepaid Expenses and Other Assets.........            30                31                 17                  17   
                                            ------------       -----------        -----------         -----------   
    Total Assets..........................       207,040           374,553            133,133              87,178   
                                            ------------       -----------        -----------         -----------   
LIABILITIES:                                                                                                        
Payable for Collateral on Securities                                                                                
  Loaned..................................            --             5,850              7,517               5,735   
Payable for Investment Securities                                                                                   
  Purchased...............................           649             2,304                128               1,278   
Payable for Fund Shares Redeemed..........            --               299                189                   8   
Accrued Expenses and Other Liabilities....            44               184                 66                  51   
                                            ------------       -----------        -----------         -----------   
    Total Liabilities.....................           693             8,637              7,900               7,072   
                                            ------------       -----------        -----------         -----------   
NET ASSETS................................  $    206,347       $   365,916        $   125,233         $    80,106   
                                            ============       ===========        ===========         ===========   
SHARES OUTSTANDING $.01 PAR VALUE                                                                                   
  (Authorized 100,000,000 )...............    19,352,630        30,518,674          9,581,695           7,914,316   
                                            ============       ===========        ===========         ===========   
NET ASSET VALUE, OFFERING AND REDEMPTION                                                                            
  PRICE PER SHARE.........................  $      10.66       $     11.99        $     13.07         $     10.12   
                                            ============       ===========        ===========         ===========   
Investments at Cost.......................  $    193,594       $   319,007        $   118,506         $    81,187   
                                            ============       ===========        ===========         ===========   

See accompanying Notes to Financial Statements. 

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DFA INVESTMENT DIMENSIONS GROUP INC.

STATEMENTS OF OPERATIONS

FOR THE SIX MONTHS ENDED MAY 31, 2000 
(AMOUNTS IN THOUSANDS)
(UNAUDITED) 

                                                        [Enlarge/Download Table]

                                            THE TAX-MANAGED  THE TAX-MANAGED   THE TAX-MANAGED    THE TAX-MANAGED 
                                            U.S. MARKETWIDE     U.S. 5-10      U.S. 6-10 SMALL   DFA INTERNATIONAL
                                            VALUE PORTFOLIO  VALUE PORTFOLIO  COMPANY PORTFOLIO   VALUE PORTFOLIO 
                                            ---------------  ---------------  -----------------  -----------------
                                                                                                                  
INVESTMENT INCOME                                                                                                 
  Net Investment Income Received from The                                                                         
    DFA Investment Trust Company..........     $  1,569                  --                --                --   
  Dividends (Net of Foreign Taxes Withheld                                                                        
    of $0, $0, $0 and $102,                                                                                       
    respectively).........................           --       $       1,741      $        333       $       913   
  Interest................................           --                 242               107               108   
  Income from Securities Lending..........           --                  91                92                26   
                                               --------       -------------      ------------       -----------   
      Total Investment Income.............        1,569               2,074               532             1,047   
                                               --------       -------------      ------------       -----------   
EXPENSES                                                                                                          
  Investment Advisory Services............           --                 833               270               153   
  Administrative Fees.....................          117                  --                --                --   
  Accounting & Transfer Agent Fees........           35                  66                24                41   
  Custodian's Fees........................           --                  18                 6                54   
  Legal Fees..............................            4                   2                 1                 1   
  Audit Fees..............................           --                  11                 2                 1   
  Filing Fees.............................           14                  29                10                 9   
  Shareholders' Reports...................            4                   4                 1                 1   
  Other...................................            2                   3                 1                 2   
                                               --------       -------------      ------------       -----------   
      Total Expenses......................          176                 966               315               262   
                                               --------       -------------      ------------       -----------   
  NET INVESTMENT INCOME...................        1,393               1,108               217               785   
                                               --------       -------------      ------------       -----------   
NET REALIZED AND UNREALIZED GAIN (LOSS) ON                                                                        
  INVESTMENT SECURITIES AND FOREIGN                                                                               
  CURRENCY                                                                                                        
  Net Realized Gain (Loss) on Investment                                                                          
    Securities Sold.......................      (11,010)             (5,153)            3,869                90   
  Net Realized Loss on Foreign Currency                                                                           
    Transactions..........................           --                  --                --               (33)  
  Change in Unrealized Appreciation                                                                               
    (Depreciation) of:                                                                                            
    Investment Securities and Foreign                                                                             
      Currency............................       14,414              25,897            (2,644)           (1,279)  
    Translation of Foreign Currency                                                                               
      Denominated Amounts.................           --                  --                --               (34)  
                                               --------       -------------      ------------       -----------   
NET GAIN (LOSS) ON INVESTMENT SECURITIES                                                                          
  AND FOREIGN CURRENCY....................        3,404              20,744             1,225            (1,256)  
                                               --------       -------------      ------------       -----------   
NET INCREASE (DECREASE) IN NET ASSETS                                                                             
  RESULTING FROM OPERATIONS...............     $  4,797       $      21,852      $      1,442       $      (471)  
                                               ========       =============      ============       ===========   

See accompanying Notes to Financial Statements. 

50

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Dfa Investment Dimensions Group Inc · N-30D · For 5/31/00

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