<PAGE> 1
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 6/30/99
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Check here if Amendment [ ]; Amendment Number:
-------
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: WORLD ASSET MANAGEMENT, L.L.C.
Address: 255 E. BROWN STREET
SUITE 250
BIRMINGHAM, MI 48009
Form 13F File Number: 28-4980
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: MARY ANN SHUMAKER
Title: COUNSEL
Phone: (248) 647-9200
Signature, Place, and Date of Signing:
Mary Ann Shumaker Birmingham, MI 8/16/99
___________________ _______________________ _____________________
[Signature] [City, State] [Date]
Report Type (Check only one.):
[x] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
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Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 2
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Form 13F Information Table Entry Total: 3,876
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Form 13F Information Table Value Total: $ 19,487,521
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(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column
headings and list entries.]
No. Form 13F File Number Name
01 28-1874 MUNDER CAPITAL MANAGEMENT
02 28-412 COMERICA BANK
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<TABLE>
<CAPTION>
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
Shares or
Value Principal Put/ Investment Voting Authority
Name of Issuer Title of Class CUSIP (x$1000) Amount Call Discretion Managers Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AAR CORP Common Stock 000361105 775 34,150 defined 01,02 34,150 0 0
ABC RAIL PRODUCTS CORP Common Stock 000752105 57 2,800 defined 01,02 2,800 0 0
ADC TELECOMMUNICATIONS INC Common Stock 000886101 7,144 156,795 defined 01,02 156,795 0 0
ADE CORP/MA Common Stock 00089C107 24 2,000 defined 01,02 2,000 0 0
A B N AMRO HOLDING ADR 000937102 22,059 1,008,408 defined 01,02 1,008,408 0 0
AFC CABLE SYSTEMS INC Common Stock 000950105 190 5,375 defined 01,02 5,375 0 0
ABM INDUSTRIES INC Common Stock 000957100 838 27,300 defined 01,02 27,300 0 0
ACT NETWORKS INC COM Common Stock 000975102 22 1,300 defined 01,02 1,300 0 0
AEP INDUSTRIES INC Common Stock 001031103 12 400 defined 01,02 400 0 0
AFLAC INC Common Stock 001055102 14,896 311,153 defined 01,02 311,153 0 0
A G A ADR 001070309 1,029 83,300 defined 01,02 83,300 0 0
AGCO CORP Common Stock 001084102 782 69,100 defined 01,02 69,100 0 0
AGL RESOURCES Common Stock 001204106 1,237 67,100 defined 01,02 67,100 0 0
AHL SERVICES INC Common Stock 001296102 272 10,900 defined 01,02 10,900 0 0
AES CORP Common Stock 00130H105 12,905 222,014 defined 01,02 222,014 0 0
AK STEEL HOLDING CORP Common Stock 001547108 1,548 68,800 defined 01,02 68,800 0 0
AMB PROPERTY CORPORATION REIT 00163T109 2,019 85,900 defined 01,02 85,900 0 0
AMC ENTERTAINMENT INC Common Stock 001669100 46 2,400 defined 01,02 2,400 0 0
AMLI RESIDENTIAL PPTYS TR REIT 001735109 380 17,000 defined 01,02 17,000 0 0
AMR CORP/DE Common Stock 001765106 12,261 179,642 defined 01,02 179,642 0 0
APAC TELESERVICES, INC Common Stock 00185E106 66 20,200 defined 01,02 20,200 0 0
ARM FINANCIAL GROUP Common Stock 001944107 54 6,300 defined 01,02 6,300 0 0
AT&T CORP Common Stock 001957109 209,575 3,754,978 defined 01,02 3,754,978 0 0
AT&T CORP LIBERTY MEDIA GROUP Common Stock 001957208 28,207 767,540 defined 01,02 767,540 0 0
A S V INC Common Stock 001963107 31 1,350 defined 01,02 1,350 0 0
APT SATELLITE HOLDINGS ADR 00203R105 137 33,800 defined 01,02 33,800 0 0
ATT CANADA INC Common Stock 00207Q202 878 13,700 defined 01,02 13,700 0 0
ATMI INC Common Stock 00207R101 179 6,000 defined 01,02 6,000 0 0
ATS MEDICAL INC Common Stock 002083103 13 1,700 defined 01,02 1,700 0 0
AVT CORP Common Stock 002420107 208 5,500 defined 01,02 5,500 0 0
AVX CORPORATION Common Stock 002444107 1,526 62,600 defined 01,02 62,600 0 0
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AARON RENTS INC -CL B Common Stock 002535201 96 4,300 defined 01,02 4,300 0 0
AAVID THERMAL TECHNOLOGIES Common Stock 002539104 29 1,300 defined 01,02 1,300 0 0
ABACUS DIRECT CORP Common Stock 002553105 439 4,800 defined 01,02 4,800 0 0
ABB AB ADR 00256Q103 2,777 203,800 defined 01,02 203,800 0 0
ABB AG SPON ADR ADR 00256R101 8,374 56,600 defined 01,02 56,600 0 0
ABBOTT LABORATORIES Common Stock 002824100 90,107 1,985,839 defined 01,02 1,985,839 0 0
ABERCROMBIE & FITCH Common Stock 002896207 5,779 120,406 defined 01,02 120,406 0 0
ABBEY NATIONAL PLC ADR 002920106 17,564 469,350 defined 01,02 469,350 0 0
ABOUT.COM Common Stock 003736105 39 750 defined 01,02 750 0 0
ABITIBI-CONSOLIDATED INC Common Stock 003924107 650 57,123 defined 01,02 57,123 0 0
ACADIA REALTY TRUST Common Stock 004239109 135 25,100 defined 01,02 25,100 0 0
ACCEPTANCE INSURANCE COS INC Common Stock 004308102 149 9,900 defined 01,02 9,900 0 0
ACCLAIM ENTERTAINMENT Warrant or Right 004325155 1 267 defined 01,02 267 0 0
ACCLAIM ENMNT INC Common Stock 004325205 293 46,008 defined 01,02 46,008 0 0
ACCOR SA ADR 00435F101 6,200 246,900 defined 01,02 246,900 0 0
ACE CASH EXPRESS INC Common Stock 004403101 25 1,800 defined 01,02 1,800 0 0
ACKERLEY COMMUNICATNS Common Stock 004527107 415 22,800 defined 01,02 22,800 0 0
ACNIELSEN CORP Common Stock 004833109 2,034 67,256 defined 01,02 67,256 0 0
ACTIVISION INC Common Stock 004930202 76 5,200 defined 01,02 5,200 0 0
ACTRADE INTL LTD Common Stock 004931101 19 1,500 defined 01,02 1,500 0 0
ACTION PERFORMANCE COS INC Common Stock 004933107 693 21,000 defined 01,02 21,000 0 0
ACTEL CORP Common Stock 004934105 155 10,500 defined 01,02 10,500 0 0
ACUSON CORP Common Stock 005113105 594 34,548 defined 01,02 34,548 0 0
ACX TECHNOLOGIES INC Common Stock 005123104 148 9,080 defined 01,02 9,080 0 0
ACXIOM CORP Common Stock 005125109 2,436 97,700 defined 01,02 97,700 0 0
ADAC LABORATORIES Common Stock 005313200 228 31,433 defined 01,02 31,433 0 0
ADAPTIVE BROADBAND CORP Common Stock 00650M104 405 18,500 defined 01,02 18,500 0 0
ADAPTEC INC Common Stock 00651F108 2,938 83,200 defined 01,02 83,200 0 0
ADECO SA ADR 006754105 6,198 92,500 defined 01,02 92,500 0 0
ADELPHIA COMMUN -CL A Common Stock 006848105 668 10,500 defined 01,02 10,500 0 0
ADMINISTAFF INC. Common Stock 007094105 61 3,800 defined 01,02 3,800 0 0
PROVIDA ADR 00709P108 253 11,500 defined 01,02 11,500 0 0
ADOBE SYSTEMS INC Common Stock 00724F101 5,802 70,619 defined 01,02 70,619 0 0
ADTRAN INC Common Stock 00738A106 1,000 27,500 defined 01,02 27,500 0 0
ADVANCE PARADIGM INC Common Stock 007491103 140 2,300 defined 01,02 2,300 0 0
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ADVANCED LIGHTING TECH INC Common Stock 00753C102 67 7,400 defined 01,02 7,400 0 0
ADVANCED INFO SERVICE ADR 00753G103 951 70,100 defined 01,02 70,100 0 0
ADVANCED FIBRE COMMUNICATIONS Common Stock 00754A105 1,008 64,500 defined 01,02 64,500 0 0
ADVANCED RADIO TELECOM Common Stock 00754U101 29 2,000 defined 01,02 2,000 0 0
ADVANCED TISSUE SCI -CL A Common Stock 00755F103 186 57,250 defined 01,02 57,250 0 0
ADVANTAGE LEARNING SYS INC Common Stock 00757K100 212 9,600 defined 01,02 9,600 0 0
ADVO INC Common Stock 007585102 558 26,900 defined 01,02 26,900 0 0
AERIAL COMMUNICATIONS INC Common Stock 007655103 447 33,100 defined 01,02 33,100 0 0
AEROFLEX INC Common Stock 007768104 59 3,000 defined 01,02 3,000 0 0
ADVANCED MICRO DEVICES Common Stock 007903107 3,050 168,868 defined 01,02 168,868 0 0
AEGON NV ADR 007924103 27,220 368,150 defined 01,02 368,150 0 0
ADVANTA CORP -CL A Common Stock 007942105 59 3,240 defined 01,02 3,240 0 0
ADVENT SOFTWARE INC Common Stock 007974108 342 5,100 defined 01,02 5,100 0 0
AETNA INC Common Stock 008117103 14,673 164,060 defined 01,02 164,060 0 0
AFFILIATED COMP SVCS -CL A Common Stock 008190100 2,876 56,800 defined 01,02 56,800 0 0
AFFILIATED MANAGERS GROUP INC Common Stock 008252108 199 6,600 defined 01,02 6,600 0 0
AFFYMETRIX INC Common Stock 00826T108 894 18,100 defined 01,02 18,100 0 0
AFTERMARKET TECHNOLOGY Common Stock 008318107 83 7,300 defined 01,02 7,300 0 0
AG-CHEM EQUIP INC COM Common Stock 008363103 31 3,100 defined 01,02 3,100 0 0
AGNICO EAGLE MINES LTD Common Stock 008474108 166 26,800 defined 01,02 26,800 0 0
AGRIBIOTECH INC Common Stock 008494106 49 8,000 defined 01,02 8,000 0 0
AGRITOPE INC Common Stock 00855D107 5 1,440 defined 01,02 1,440 0 0
AIR EXPRESS INTERNATIONAL CP Common Stock 009104100 1,058 41,675 defined 01,02 41,675 0 0
AIR PRODUCTS & CHEMICALS INC Common Stock 009158106 10,726 266,476 defined 01,02 266,476 0 0
AIRBORNE FREIGHT CORP Common Stock 009266107 1,575 56,896 defined 01,02 56,896 0 0
AIRGAS INC Common Stock 009363102 1,010 82,409 defined 01,02 82,409 0 0
AIRNET SYS INC Common Stock 009417106 51 3,800 defined 01,02 3,800 0 0
VALUJET INC Common Stock 00949P108 179 31,200 defined 01,02 31,200 0 0
AIRTOUCH COMMUNICATIONS INC Common Stock 00949T100 22,425 208,300 defined 01,02 208,300 0 0
ELECTROLUX AB ADR 010198208 5,298 126,150 defined 01,02 126,150 0 0
AKZO NOBEL NV ADR 010199305 8,115 191,500 defined 01,02 191,500 0 0
ALAMO GROUP INC Common Stock 011311107 13 1,500 defined 01,02 1,500 0 0
ALASKA AIRGROUP INC Common Stock 011659109 1,269 30,396 defined 01,02 30,396 0 0
ALBANY INTL CORP -CL A Common Stock 012348108 722 34,370 defined 01,02 34,370 0 0
ALBEMARLE CORP Common Stock 012653101 1,267 54,804 defined 01,02 54,804 0 0
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALBERT FISHER GROUP ADR 012760203 11 5,700 defined 01,02 5,700 0 0
ALBERTA ENERGY CO LTD Common Stock 012873105 1,624 50,250 defined 01,02 50,250 0 0
ALBERTO-CULVER CO -CL B Common Stock 013068101 1,737 65,255 defined 01,02 65,255 0 0
ALBERTO CULVER CO Common Stock 013068200 191 8,400 defined 01,02 8,400 0 0
ALBERTSONS INC Common Stock 013104104 25,551 495,531 defined 01,02 495,531 0 0
ALCAN ALUMINIUM LTD Common Stock 013716105 8,420 263,649 defined 01,02 263,649 0 0
ALCOA INC Common Stock 013817101 26,562 429,283 defined 01,02 429,283 0 0
ALCATEL ALSTHOM -XXX ADR 013904305 16,953 597,455 defined 01,02 597,455 0 0
ALEXANDER & BALDWIN INC REIT 014482103 1,272 57,174 defined 01,02 57,174 0 0
ALEXANDER'S INC REIT 014752109 369 5,000 defined 01,02 5,000 0 0
ALEXANDRIA REAL ESTATE
EQUITIES REIT 015271109 406 13,000 defined 01,02 13,000 0 0
ALEXION PHARMACEUTICALS INC Common Stock 015351109 15 1,700 defined 01,02 1,700 0 0
ALFA CORP Common Stock 015385107 540 27,000 defined 01,02 27,000 0 0
ALGOS PHARMACEUTICAL CORP Common Stock 015869100 265 12,000 defined 01,02 12,000 0 0
ALIANT COMMUNICATIONS Common Stock 016090102 1,909 41,336 defined 01,02 41,336 0 0
ALICO INC Common Stock 016230104 60 3,900 defined 01,02 3,900 0 0
ALKERMES INC Common Stock 01642T108 324 14,000 defined 01,02 14,000 0 0
ALLAIRE CORP Common Stock 016714107 96 1,400 defined 01,02 1,400 0 0
ALLEGHANY CORP Common Stock 017175100 958 5,177 defined 01,02 5,177 0 0
ALLEGHENY ENERGY INC Common Stock 017361106 4,366 136,184 defined 01,02 136,184 0 0
ALLEGHENY TELEDYNE INC Common Stock 017415100 5,079 224,500 defined 01,02 224,500 0 0
ALLEGIANCE TELECOM INC Common Stock 01747T102 2,343 42,700 defined 01,02 42,700 0 0
ALLEN GROUP Common Stock 018091108 377 34,300 defined 01,02 34,300 0 0
ALLERGAN INC Common Stock 018490102 9,562 86,142 defined 01,02 86,142 0 0
ALLIANCE BANCORP INC Common Stock 01852J105 37 1,600 defined 01,02 1,600 0 0
ALLIANCE ATLANTIS COMM B Common Stock 01853E204 121 9,600 defined 01,02 9,600 0 0
ALLIANCE CAPITAL MGMT -LP Common Stock 018548107 1,561 48,300 defined 01,02 48,300 0 0
ALLIANCE PHARMACEUTICAL CP Common Stock 018773101 137 52,000 defined 01,02 52,000 0 0
ALLIANCE SEMICONDUCTOR CORP Common Stock 01877H100 311 31,250 defined 01,02 31,250 0 0
ALLIANT ENERGY Common Stock 018802108 2,581 90,971 defined 01,02 90,971 0 0
ALLIANT TECHSYSTEMS INC Common Stock 018804104 1,137 13,150 defined 01,02 13,150 0 0
ALLIED CAPITAL CP Common Stock 01903Q108 354 23,300 defined 01,02 23,300 0 0
ALLIED DOMECQ ADR 019121102 7,087 733,450 defined 01,02 733,450 0 0
ALLIED IRISH BANKS ADR 019228402 7,120 261,300 defined 01,02 261,300 0 0
ALLIEDSIGNAL INC Common Stock 019512102 41,041 651,444 defined 01,02 651,444 0 0
</TABLE>
<PAGE> 7
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALLIED WASTE INDS INC Common Stock 019589308 4,307 218,098 defined 01,02 218,098 0 0
ALLIED ZURICH PLC ADR 01959Q101 13,480 539,522 defined 01,02 539,522 0 0
ALLMERICA FINANCIAL CORP Common Stock 019754100 3,995 65,700 defined 01,02 65,700 0 0
ALLSTATE CORP Common Stock 020002101 33,821 942,736 defined 01,02 942,736 0 0
ALLTEL CORP Common Stock 020039103 23,410 327,412 defined 01,02 327,412 0 0
ALLTRISTA CORP Common Stock 020040101 122 3,700 defined 01,02 3,700 0 0
ALPARGATAS ADR 020545109 2 1,900 defined 01,02 1,900 0 0
ALPHA INDS Common Stock 020753109 1,114 23,400 defined 01,02 23,400 0 0
ALPHARMA INC Common Stock 020813101 1,339 37,666 defined 01,02 37,666 0 0
ALSTOM SA ADR 021244108 4,557 142,400 defined 01,02 142,400 0 0
ALTERA CORP Common Stock 021441100 8,504 231,020 defined 01,02 231,020 0 0
ALTERNATIVE RESOURCES CORP Common Stock 02145R102 67 9,600 defined 01,02 9,600 0 0
ALTERRA HEALTHCARE Common Stock 02146C104 66 4,800 defined 01,02 4,800 0 0
ALTOS HORNOS DE MEXICO ADR 022069306 80 53,500 defined 01,02 53,500 0 0
ALYDAAR SOFTWARE CORP Common Stock 022610109 10 4,100 defined 01,02 4,100 0 0
ALZA CORP Common Stock 022615108 6,557 128,892 defined 01,02 128,892 0 0
AMAZON.COM INC Common Stock 023135106 12,513 100,000 defined 01,02 100,000 0 0
AMBAC INC Common Stock 023139108 4,639 81,205 defined 01,02 81,205 0 0
AMCAST INDL CORP Common Stock 023395106 186 11,400 defined 01,02 11,400 0 0
AMCOR LTD -XXX ADR 02341R302 2,496 110,950 defined 01,02 110,950 0 0
AMCOL INTERNATIONAL CORP Common Stock 02341W103 479 33,300 defined 01,02 33,300 0 0
AMER GROUP ADR 023512205 240 33,400 defined 01,02 33,400 0 0
AMERADA HESS CORP Common Stock 023551104 6,276 105,473 defined 01,02 105,473 0 0
AMERCO Common Stock 023586100 371 16,500 defined 01,02 16,500 0 0
AMEREN CORP Common Stock 023608102 6,119 159,460 defined 01,02 159,460 0 0
AMERICA ONLINE INC Common Stock 02364J104 140,746 1,279,505 defined 01,02 1,279,505 0 0
AMERICA WEST HOLDINGS Common Stock 023657208 602 31,900 defined 01,02 31,900 0 0
AMERICAN ANNUITY GROUP Common Stock 023840101 686 28,300 defined 01,02 28,300 0 0
AMCORE FINL INC Common Stock 023912108 334 14,475 defined 01,02 14,475 0 0
AMERICAN AXLE AND
MANUFACTURING Common Stock 024061103 210 15,000 defined 01,02 15,000 0 0
AMERICAN BANKERS INS GROUP Common Stock 024456105 2,940 54,000 defined 01,02 54,000 0 0
AMERICAN BUSINESS PRODS/GA Common Stock 024763104 147 9,650 defined 01,02 9,650 0 0
AMERICAN CLASSIC VOYAGES CO Common Stock 024928103 252 10,500 defined 01,02 10,500 0 0
AM CAP STRATEGIES LTD Common Stock 024937104 47 2,600 defined 01,02 2,600 0 0
AMERICAN ELECTRIC POWER Common Stock 025537101 8,404 223,732 defined 01,02 223,732 0 0
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERN EAGLE OUTFITTERS INC Common Stock 02553E106 1,465 32,200 defined 01,02 32,200 0 0
AMERICAN EXPRESS Common Stock 025816109 68,765 528,455 defined 01,02 528,455 0 0
AMERICAN FINL GROUP INC Common Stock 025932104 2,386 70,061 defined 01,02 70,061 0 0
AMERICAN FREIGHTWAYS CORP Common Stock 02629V108 775 39,600 defined 01,02 39,600 0 0
AMERICAN GENERAL CORP Common Stock 026351106 22,067 292,759 defined 01,02 292,759 0 0
AMERICAN GREETINGS -CL A Common Stock 026375105 2,374 78,815 defined 01,02 78,815 0 0
AMERICAN HEALTH PROPERTIES REIT 026494104 491 24,400 defined 01,02 24,400 0 0
AMERICAN HERITAGE LIFE INVS Common Stock 026522102 466 19,000 defined 01,02 19,000 0 0
AMERICAN HOME PRODUCTS CORP Common Stock 026609107 97,939 1,707,001 defined 01,02 1,707,001 0 0
AMERICAN HOMESTAR CORP Common Stock 026651109 47 6,788 defined 01,02 6,788 0 0
AMERICAN INDL PPTYS REIT REIT 026791202 114 8,100 defined 01,02 8,100 0 0
AMERICAN INTERNATIONAL GROUP Common Stock 026874107 170,410 1,453,393 defined 01,02 1,453,393 0 0
AMER ISRAELI PAPER MLS -ORD ADR 027069509 17 300 defined 01,02 300 0 0
AMERICAN ITALIAN PASTA CO Common Stock 027070101 264 8,700 defined 01,02 8,700 0 0
AMERICAN MANAGEMENT SYSTEMS Common Stock 027352103 1,696 52,900 defined 01,02 52,900 0 0
AMERICAN MED SECURITY
GROUP INC Common Stock 02744P101 78 9,000 defined 01,02 9,000 0 0
AMERICAN MOBILE SATELLITE CP Common Stock 02755R103 236 14,400 defined 01,02 14,400 0 0
AMERICAN NATIONAL INSURANCE Common Stock 028591105 1,503 21,100 defined 01,02 21,100 0 0
AMERICAN RETIREMENT CORP Common Stock 028913101 80 6,400 defined 01,02 6,400 0 0
AMERICAN PWR CNVRSION Common Stock 029066107 4,498 223,500 defined 01,02 223,500 0 0
AMERICAN REALTY TRUST Common Stock 029177409 2 100 defined 01,02 100 0 0
AMERN STANDARD CO INC Common Stock 029712106 3,927 81,805 defined 01,02 81,805 0 0
AMERICAN STATES WATER CO Common Stock 029899101 318 11,200 defined 01,02 11,200 0 0
AMERICAN TOWER CORP Common Stock 029912201 2,087 86,940 defined 01,02 86,940 0 0
AMERICAN SUPERCONDUCTOR CP Common Stock 030111108 16 1,100 defined 01,02 1,100 0 0
AMERICAN WATER WORKS INC Common Stock 030411102 3,336 108,475 defined 01,02 108,475 0 0
AMERICAN WOODMARK CORP Common Stock 030506109 56 1,600 defined 01,02 1,600 0 0
AMERICREDIT CORP Common Stock 03060R101 1,270 79,400 defined 01,02 79,400 0 0
AMERON INC/DE Common Stock 030710107 84 1,900 defined 01,02 1,900 0 0
AMERIPATH Common Stock 03071D109 30 3,450 defined 01,02 3,450 0 0
AMERISOURCE HEALTH CORP Common Stock 03071P102 836 32,800 defined 01,02 32,800 0 0
AMERITRADE HLDG CORP -CL A Common Stock 03072H109 1,760 16,600 defined 01,02 16,600 0 0
AMERUS LIFE HOLDINGS Common Stock 030732101 493 18,257 defined 01,02 18,257 0 0
AMES DEPT STORES INC Common Stock 030789507 1,601 35,100 defined 01,02 35,100 0 0
AMERITECH CORP Common Stock 030954101 95,399 1,297,946 defined 01,02 1,297,946 0 0
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMETEK INC Common Stock 031100100 857 37,265 defined 01,02 37,265 0 0
AMF BOWLING INC Common Stock 03113V109 230 27,200 defined 01,02 27,200 0 0
AMGEN INC Common Stock 031162100 40,625 667,355 defined 01,02 667,355 0 0
AMKOR TECHNOLOGY INC Common Stock 031652100 71 6,900 defined 01,02 6,900 0 0
AMOY PROPERTIES ADR 031892102 1,670 354,950 defined 01,02 354,950 0 0
AMRESCO INC Common Stock 031909104 388 60,300 defined 01,02 60,300 0 0
AMPHENOL CORP CLASS A Common Stock 032095101 114 2,857 defined 01,02 2,857 0 0
AMSOUTH BANCORPORATION Common Stock 032165102 4,795 206,774 defined 01,02 206,774 0 0
AMSTEEL CORP BERHAD ADR 032182107 177 806,040 defined 01,02 806,040 0 0
AMTRAN INC Common Stock 03234G106 195 7,900 defined 01,02 7,900 0 0
AMWAY JAPAN LTD ADR 03234J100 1,061 212,104 defined 01,02 212,104 0 0
AMVESCAP PLC ADR 03235E100 3,767 81,000 defined 01,02 81,000 0 0
ANACOMP INC Warrant or Right 032371114 0 29 defined 01,02 29 0 0
ANADARKO PETROLEUM CORP Common Stock 032511107 5,192 141,029 defined 01,02 141,029 0 0
ANADIGICS INC Common Stock 032515108 581 15,700 defined 01,02 15,700 0 0
ANALOG DEVICES Common Stock 032654105 9,420 187,690 defined 01,02 187,690 0 0
ANALOGIC CORP Common Stock 032657207 494 15,900 defined 01,02 15,900 0 0
ANALYSTS INTERNATIONAL CORP Common Stock 032681108 405 28,150 defined 01,02 28,150 0 0
ANALYTICAL SURVEYS INC Common Stock 032683302 27 1,100 defined 01,02 1,100 0 0
ANANGEL AMER SHIPHLDGS ADR 032721201 2 400 defined 01,02 400 0 0
ANCHOR BANCORP INC/WI Common Stock 032839102 540 30,300 defined 01,02 30,300 0 0
ANCHOR GAMING Common Stock 033037102 707 14,700 defined 01,02 14,700 0 0
ANCOR COMMUNICATIONS INC Common Stock 03332K108 94 2,900 defined 01,02 2,900 0 0
ANDREW CORP Common Stock 034425108 1,821 96,162 defined 01,02 96,162 0 0
ANDRX CORP Common Stock 034551101 1,141 14,800 defined 01,02 14,800 0 0
ANGELICA CORP Common Stock 034663104 190 10,800 defined 01,02 10,800 0 0
ANGLO IRISH BANCORP ADR 035058106 369 14,800 defined 01,02 14,800 0 0
ANGLOGOLD ADR 035128206 2,404 111,800 defined 01,02 111,800 0 0
ANHEUSER-BUSCH COS INC Common Stock 035229103 39,975 563,520 defined 01,02 563,520 0 0
ANIXTER INTERNATIONAL CORP Common Stock 035290105 818 44,800 defined 01,02 44,800 0 0
ANNTAYLOR STORES CORP Common Stock 036115103 1,454 32,300 defined 01,02 32,300 0 0
ANSYS INC Common Stock 03662Q105 23 2,300 defined 01,02 2,300 0 0
ANTEC CORP Common Stock 03664P105 455 14,200 defined 01,02 14,200 0 0
ANTENNA TV ADR 03672N100 212 15,400 defined 01,02 15,400 0 0
ANSWERTHINK CONSULTING GROUP Common Stock 036916104 235 9,300 defined 01,02 9,300 0 0
</TABLE>
<PAGE> 10
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MOSENERGO ADR 037376308 796 177,700 defined 01,02 177,700 0 0
AO TORGOVY DOM GUM ADR 037379104 6 3,700 defined 01,02 3,700 0 0
TATNEFT ADR 03737P306 264 70,400 defined 01,02 70,400 0 0
AON CORP Common Stock 037389103 12,258 297,160 defined 01,02 297,160 0 0
APACHE CORP Common Stock 037411105 5,058 129,688 defined 01,02 129,688 0 0
APASCO ADR 037488103 1,290 39,300 defined 01,02 39,300 0 0
APARTMENT INVT & MGMT CO REIT 03748R101 2,844 66,538 defined 01,02 66,538 0 0
APOGEE ENTERPRISES INC Common Stock 037598109 460 34,200 defined 01,02 34,200 0 0
APHTON CORP Common Stock 03759P101 143 10,200 defined 01,02 10,200 0 0
APOLLO GROUP INC -CL A Common Stock 037604105 2,424 91,250 defined 01,02 91,250 0 0
APPLE COMPUTER INC Common Stock 037833100 8,571 185,074 defined 01,02 185,074 0 0
APPLEBEES INTL INC Common Stock 037899101 1,109 36,800 defined 01,02 36,800 0 0
APRIA HEALTHCARE GROUP Common Stock 037933108 1,134 66,702 defined 01,02 66,702 0 0
APPLIED GRAPHICS TECHNOLOGIE Common Stock 037937109 134 10,600 defined 01,02 10,600 0 0
APPLIED ANALYTICAL INDUSTRIES Common Stock 037939105 117 10,400 defined 01,02 10,400 0 0
APPLIED INDUSTRIAL TECH Common Stock 03820C105 504 26,500 defined 01,02 26,500 0 0
APPLIED MAGNETICS CORP Common Stock 038213104 170 54,400 defined 01,02 54,400 0 0
APPLIED MATERIAL Common Stock 038222105 32,199 435,856 defined 01,02 435,856 0 0
APPLIED POWER -CL A Common Stock 038225108 1,323 48,425 defined 01,02 48,425 0 0
APPLIED MICRO CIRUCUITS CORP Common Stock 03822W109 642 7,800 defined 01,02 7,800 0 0
APPLIED THEORY CORP Common Stock 03828R104 14 1,100 defined 01,02 1,100 0 0
APPNET SYS INC Common Stock 03831Q101 3 200 defined 01,02 200 0 0
APTARGROUP INC Common Stock 038336103 1,356 45,200 defined 01,02 45,200 0 0
AQUARION CO Common Stock 03838W101 493 14,100 defined 01,02 14,100 0 0
ARACRUZ CELULOSE SA ADR 038496204 2,237 101,674 defined 01,02 101,674 0 0
ARADIGM CORP Common Stock 038505103 16 1,800 defined 01,02 1,800 0 0
ARCADIA FINANCIAL LTD Common Stock 039101100 64 8,200 defined 01,02 8,200 0 0
ARCH COAL Common Stock 039380100 125 9,000 defined 01,02 9,000 0 0
ARCHER-DANIELS-MIDLAND CO Common Stock 039483102 10,612 687,443 defined 01,02 687,443 0 0
ARCHSTONE COMMUNITIES TRUST REIT 039581103 3,148 143,500 defined 01,02 143,500 0 0
ARCTIC CAT INC Common Stock 039670104 302 33,825 defined 01,02 33,825 0 0
ARDEN REALTY GROUP REIT 039793104 1,534 62,300 defined 01,02 62,300 0 0
ARDENT SOFTWARE INC Common Stock 039794102 87 4,100 defined 01,02 4,100 0 0
AREA BANCSHARES CORP NEW Common Stock 039872106 57 2,100 defined 01,02 2,100 0 0
ARGENTARIA ADR 04011W108 8,183 177,900 defined 01,02 177,900 0 0
</TABLE>
<PAGE> 11
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ARGONAUT GROUP INC Common Stock 040157109 384 16,000 defined 01,02 16,000 0 0
ARGUSS HOLDINGS INC Common Stock 040282105 11 600 defined 01,02 600 0 0
ARKANSAS BEST CORP Common Stock 040790107 242 24,400 defined 01,02 24,400 0 0
ARM HOLDINGS PLC ADR 042068106 1,521 43,600 defined 01,02 43,600 0 0
ARMCO INC Common Stock 042170100 450 67,900 defined 01,02 67,900 0 0
ARMOR HOLDINGS INC Common Stock 042260109 35 3,400 defined 01,02 3,400 0 0
ARMSTRONG WORLD INDS INC Common Stock 042476101 2,694 46,594 defined 01,02 46,594 0 0
ARNOLD INDUSTRIES INC Common Stock 042595108 443 28,708 defined 01,02 28,708 0 0
ARROW ELECTRONICS INC Common Stock 042735100 2,094 110,200 defined 01,02 110,200 0 0
ARROW INTERNATIONAL Common Stock 042764100 523 20,200 defined 01,02 20,200 0 0
ARTESYN TECHNOLOGIES Common Stock 043127109 333 15,000 defined 01,02 15,000 0 0
ARTHROCARE CORP Common Stock 043136100 33 1,600 defined 01,02 1,600 0 0
ARVIN INDUSTRIES INC Common Stock 043339100 1,138 30,038 defined 01,02 30,038 0 0
ASARCO INC Common Stock 043413103 863 45,868 defined 01,02 45,868 0 0
ASCENT ENTERTAINMENT GROUP Common Stock 043628106 294 20,820 defined 01,02 20,820 0 0
ASHANTI GOLDFIELDS CO. LTD ADR 043743202 436 62,800 defined 01,02 62,800 0 0
ASHLAND INC Common Stock 044204105 3,432 85,544 defined 01,02 85,544 0 0
ASHTON MINING ADR 045074101 10 4,200 defined 01,02 4,200 0 0
ASHWORTH INC Common Stock 04516H101 81 17,500 defined 01,02 17,500 0 0
ASIA PULP & PAPER ADR 04516V100 1,346 139,800 defined 01,02 139,800 0 0
ASIA PULP & PAPER WTS Warrant or Right 04516V209 73 27,960 defined 01,02 27,960 0 0
ASIA SATELLITE
TELECOMMUNICATIONS ADR 04516X106 530 23,000 defined 01,02 23,000 0 0
ASPECT DEV INC Common Stock 045234101 192 10,400 defined 01,02 10,400 0 0
ASPECT TELECOMMUNICATIONS Common Stock 045237104 584 59,900 defined 01,02 59,900 0 0
ASPEN TECHNOLOGY INC Common Stock 045327103 364 31,000 defined 01,02 31,000 0 0
ASSOCIATED BANC CORP Common Stock 045487105 3,072 74,032 defined 01,02 74,032 0 0
ASSOCIATED ESTATES RLTY CORP REIT 045604105 273 23,100 defined 01,02 23,100 0 0
ASSOCIATED GROUP INC Common Stock 045651106 996 15,300 defined 01,02 15,300 0 0
ASSOCIATED GROUP INC Common Stock 045651205 1,232 18,900 defined 01,02 18,900 0 0
AT HOME NETWORK Common Stock 045919107 7,059 130,878 defined 01,02 130,878 0 0
ENTERTAINMENT INC Common Stock 045920105 339 18,100 defined 01,02 18,100 0 0
ASSOCIATES FIRST CAPITAL CORP Common Stock 046008108 37,457 848,880 defined 01,02 848,880 0 0
ASTEC INDUSTRIES INC Common Stock 046224101 966 23,700 defined 01,02 23,700 0 0
ASTORIA FINL CORP Common Stock 046265104 2,828 64,359 defined 01,02 64,359 0 0
ASTRAZENECA PLC ADR 046353108 47,603 1,214,737 defined 01,02 1,214,737 0 0
</TABLE>
<PAGE> 12
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ASYST TECHNOLOGIES INC Common Stock 04648X107 156 5,200 defined 01,02 5,200 0 0
ATLANTIC RICHFIELD CO Common Stock 048825103 31,413 375,925 defined 01,02 375,925 0 0
ATLAS AIR INC Common Stock 049164106 639 19,800 defined 01,02 19,800 0 0
ATLAS COPCO ADR 049255706 2,423 88,965 defined 01,02 88,965 0 0
ATMEL CORP Common Stock 049513104 3,058 116,792 defined 01,02 116,792 0 0
ATMOS ENERGY CORP Common Stock 049560105 963 38,500 defined 01,02 38,500 0 0
ATWOOD OCEANICS Common Stock 050095108 191 6,100 defined 01,02 6,100 0 0
AUSPEX SYSTEMS INC Common Stock 052116100 357 32,800 defined 01,02 32,800 0 0
AUSTRLIA &NW ZEALND BK ADR 052528304 7,160 192,850 defined 01,02 192,850 0 0
AUTHENTIC FITNESS Common Stock 052661105 501 28,600 defined 01,02 28,600 0 0
AUTODESK INC Common Stock 052769106 2,009 67,941 defined 01,02 67,941 0 0
AUTOLIV INC ADR 052800109 2,151 71,100 defined 01,02 71,100 0 0
AUTOMATIC DATA PROCESSING Common Stock 053015103 32,336 734,916 defined 01,02 734,916 0 0
AUTONATION INC Common Stock 05329W102 1,610 90,380 defined 01,02 90,380 0 0
AUTOWEB.COM Common Stock 053331104 49 3,300 defined 01,02 3,300 0 0
AUTOZONE INC Common Stock 053332102 5,240 173,943 defined 01,02 173,943 0 0
AVADO BRANDS INC. Common Stock 05336P108 243 29,000 defined 01,02 29,000 0 0
AVALON BAY COMMUNITIES INC REIT 053484101 2,353 63,606 defined 01,02 63,606 0 0
AVANT CORP Common Stock 053487104 191 15,100 defined 01,02 15,100 0 0
AVATAR HOLDINGS INC Common Stock 053494100 125 6,600 defined 01,02 6,600 0 0
AVERY DENNISON CORP Common Stock 053611109 8,158 135,130 defined 01,02 135,130 0 0
AVIALL INC Common Stock 05366B102 237 12,600 defined 01,02 12,600 0 0
AVIATION SALES COMPANY Common Stock 053672101 711 18,000 defined 01,02 18,000 0 0
AVID TECHNOLOGY INC Common Stock 05367P100 482 29,900 defined 01,02 29,900 0 0
AVIRON Common Stock 053762100 167 5,800 defined 01,02 5,800 0 0
AVIS RENT A CAR INC Common Stock 053790101 300 10,300 defined 01,02 10,300 0 0
AVISTA CORPORATION Common Stock 05379B107 644 39,600 defined 01,02 39,600 0 0
AVNET INC Common Stock 053807103 1,891 40,667 defined 01,02 40,667 0 0
AVON PRODUCTS Common Stock 054303102 17,194 309,807 defined 01,02 309,807 0 0
AVONDALE INDUSTRIES INC Common Stock 054350103 367 9,400 defined 01,02 9,400 0 0
AXA ADR 054536107 25,265 405,450 defined 01,02 405,450 0 0
AWARE INC MASS Common Stock 05453N100 364 7,900 defined 01,02 7,900 0 0
AXENT TECHNOLOGIES INC Common Stock 05459C108 144 12,920 defined 01,02 12,920 0 0
ARRIS PHARMACEUTICAL CORP Common Stock 054635107 11 3,350 defined 01,02 3,350 0 0
AZTAR CORP Common Stock 054802103 520 56,600 defined 01,02 56,600 0 0
</TABLE>
<PAGE> 13
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BB&T CORP Common Stock 054937107 13,569 369,860 defined 01,02 369,860 0 0
AZURIX CORP Common Stock 05501M104 800 40,000 defined 01,02 40,000 0 0
B A A ADR 05518L206 7,016 731,450 defined 01,02 731,450 0 0
BCE INC Common Stock 05534B109 21,096 427,800 defined 01,02 427,800 0 0
BCE MOBILE COMMUNICATIONS Common Stock 05534G108 1,418 46,600 defined 01,02 46,600 0 0
BOSTON EDISON CO Common Stock 05538M101 1,405 34,056 defined 01,02 34,056 0 0
BG PLC SPON ADR ADR 055434104 16,415 536,007 defined 01,02 536,007 0 0
BHC COMMUNICATIONS -CL A Common Stock 055448104 1,742 13,400 defined 01,02 13,400 0 0
BISYS GROUP INC Common Stock 055472104 2,048 35,000 defined 01,02 35,000 0 0
BJ SERVICES CO Common Stock 055482103 2,427 82,452 defined 01,02 82,452 0 0
BJ SERVICES CO Warrant or Right 055482111 55 1,800 defined 01,02 1,800 0 0
BJS WHOLESALE CLUB Common Stock 05548J106 2,580 85,830 defined 01,02 85,830 0 0
BMC INDUSTRIES INC/MN Common Stock 055607105 350 33,900 defined 01,02 33,900 0 0
BOC GROUP PLC ADR 055617609 5,720 141,900 defined 01,02 141,900 0 0
BOK FINANCIAL CORP Common Stock 05561Q201 539 21,328 defined 01,02 21,328 0 0
BP AMOCO PLC ADR 055622104 119,685 1,103,089 defined 01,02 1,103,089 0 0
BRE PROPERTIES -CL A REIT 05564E106 1,152 44,300 defined 01,02 44,300 0 0
BSB BANCORP Common Stock 055652101 155 5,725 defined 01,02 5,725 0 0
BT FINANCIAL CORP Common Stock 055763106 136 5,556 defined 01,02 5,556 0 0
BMC SOFTWARE INC Common Stock 055921100 14,937 276,614 defined 01,02 276,614 0 0
BACOU USA INC Common Stock 056439102 166 9,700 defined 01,02 9,700 0 0
BAKER-HUGHES INC Common Stock 057224107 12,747 380,505 defined 01,02 380,505 0 0
BAKER (J) INC Common Stock 057232100 151 17,500 defined 01,02 17,500 0 0
BALDOR ELECTRIC Common Stock 057741100 896 45,086 defined 01,02 45,086 0 0
BALDWIN & LYONS -CL B Common Stock 057755209 178 7,500 defined 01,02 7,500 0 0
BALL CORP Common Stock 058498106 1,501 35,532 defined 01,02 35,532 0 0
BALLARD MEDICAL PRODUCTS Common Stock 058566100 973 41,733 defined 01,02 41,733 0 0
BALLY TOTAL FITNESS Common Stock 05873K108 358 12,632 defined 01,02 12,632 0 0
BANCO BILBAO VIZCAYA ADR 059458208 20,956 1,432,900 defined 01,02 1,432,900 0 0
BANCFIRST CORP/OK Common Stock 05945F103 65 1,900 defined 01,02 1,900 0 0
BANCO COMERCIAL PORTGE ADR 059479303 1,999 77,440 defined 01,02 77,440 0 0
BANCO DE A. EDWARDS ADR 059504100 307 21,200 defined 01,02 21,200 0 0
BANCO DE GALICIA BUENO ADR 059538207 995 49,119 defined 01,02 49,119 0 0
BANCO FRANCES DEL RIO DE
LA SP ADR 059591107 570 30,017 defined 01,02 30,017 0 0
BANCO GANADERO ADR 059594408 345 19,100 defined 01,02 19,100 0 0
</TABLE>
<PAGE> 14
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BANCO RIO DE LA PLATA ADR 059644104 504 53,000 defined 01,02 53,000 0 0
BSCH GROUP ADR 05964H105 23,523 2,227,072 defined 01,02 2,227,072 0 0
BANCO WEISE ADR 059651109 3 2,700 defined 01,02 2,700 0 0
BANCO SANTANDER CHILE ADR 05965F108 1,025 66,100 defined 01,02 66,100 0 0
BANCO SANTIAGO ADR ADR 05965L105 1,025 53,400 defined 01,02 53,400 0 0
BANCOLUMBIA SA ADR 05968L102 115 24,300 defined 01,02 24,300 0 0
BANCORPSOUTH INC Common Stock 059692103 504 27,780 defined 01,02 27,780 0 0
BANCTEC INC Common Stock 059784108 436 24,325 defined 01,02 24,325 0 0
BANCWEST CORP NEW Common Stock 059790105 1,158 31,200 defined 01,02 31,200 0 0
BANDAG INC Common Stock 059815100 885 25,500 defined 01,02 25,500 0 0
BANDAI LTD ADR 059822106 475 130,100 defined 01,02 130,100 0 0
BANCO ESPADOL DE CREDITO ADR 059878207 5,941 720,100 defined 01,02 720,100 0 0
BANGOR HYDRO-ELEC CO Common Stock 060077104 148 9,200 defined 01,02 9,200 0 0
BANKAMERICA CORP Common Stock 060505104 149,537 2,039,726 defined 01,02 2,039,726 0 0
BANK AUSTRIA ADR 060593100 1,580 150,200 defined 01,02 150,200 0 0
BANK OF COMMERCE SAN DIEGO Common Stock 061589107 47 2,300 defined 01,02 2,300 0 0
BANK OF EAST ASIA ADR 061874103 2,328 919,151 defined 01,02 919,151 0 0
BANK OF GRANITE CORPORATION Common Stock 062401104 260 10,543 defined 01,02 10,543 0 0
BANK OF MONTREAL Common Stock 063671101 6,497 177,707 defined 01,02 177,707 0 0
BANK OF NEW YORK CO INC Common Stock 064057102 32,592 888,371 defined 01,02 888,371 0 0
BANC ONE CORP Common Stock 06423A103 82,074 1,377,944 defined 01,02 1,377,944 0 0
BANK OF TOKYO-MITSUBISHI,
LTD ADR ADR 065379109 48,456 3,327,475 defined 01,02 3,327,475 0 0
BANK UNITED CORP Common Stock 065412108 884 22,000 defined 01,02 22,000 0 0
BANKATLANTIC BANCORP Common Stock 065908501 32 4,383 defined 01,02 4,383 0 0
BANKBOSTON CORP Common Stock 06605R106 17,691 346,038 defined 01,02 346,038 0 0
BANKINTER SA ADR 066460205 1,821 44,700 defined 01,02 44,700 0 0
BANKNORTH GROUP INC/DE Common Stock 06646L100 954 28,900 defined 01,02 28,900 0 0
BANKUNITED FINANCIAL CORP Common Stock 06652B103 25 2,600 defined 01,02 2,600 0 0
BANTA CORP Common Stock 066821109 672 32,002 defined 01,02 32,002 0 0
BARD (C.R.) INC Common Stock 067383109 3,181 66,541 defined 01,02 66,541 0 0
BARCLAYS PLC/ENGLAND ADR 06738E204 32,038 268,100 defined 01,02 268,100 0 0
BARNES & NOBLE INC Common Stock 067774109 2,183 79,728 defined 01,02 79,728 0 0
BARNES GROUP INC Common Stock 067806109 533 24,500 defined 01,02 24,500 0 0
BARNESANDNOBLE.COM Common Stock 067846105 909 50,500 defined 01,02 50,500 0 0
BARRICK GOLD CORPORATION Common Stock 067901108 8,839 456,231 defined 01,02 456,231 0 0
</TABLE>
<PAGE> 15
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BARNETT INC Common Stock 068062108 74 9,800 defined 01,02 9,800 0 0
BARR LABORATORIES INC Common Stock 068306109 1,234 30,950 defined 01,02 30,950 0 0
BARRA INC Common Stock 068313105 197 7,800 defined 01,02 7,800 0 0
BARRETT RESOURCES CORP Common Stock 068480201 1,533 39,950 defined 01,02 39,950 0 0
BASS PLC ADR 069904209 8,177 547,445 defined 01,02 547,445 0 0
BASSETT FURNITURE INDS Common Stock 070203104 362 15,831 defined 01,02 15,831 0 0
BATTLE MTN GOLD CO Common Stock 071593107 650 266,720 defined 01,02 266,720 0 0
BAUSCH & LOMB INC Common Stock 071707103 5,556 72,624 defined 01,02 72,624 0 0
BAXTER INTERNATIONAL INC Common Stock 071813109 22,840 376,738 defined 01,02 376,738 0 0
BAXTER INTERNATIONAL INC Warrant or Right 071813125 1 12,000 defined 01,02 12,000 0 0
BAY VIEW CAPITAL CORPORATION Common Stock 07262L101 178 8,700 defined 01,02 8,700 0 0
BAYER A G ADR 072730302 19,449 467,400 defined 01,02 467,400 0 0
BE AEROSPACE INC Common Stock 073302101 574 30,700 defined 01,02 30,700 0 0
BEA SYSTEMS Common Stock 073325102 951 33,300 defined 01,02 33,300 0 0
BEAR STEARNS COMPANIES INC Common Stock 073902108 6,294 134,628 defined 01,02 134,628 0 0
BEAZER HOMES USA INC Common Stock 07556Q105 74 3,200 defined 01,02 3,200 0 0
BECKMAN COULTER INC Common Stock 075811109 1,614 33,186 defined 01,02 33,186 0 0
BECTON DICKINSON & CO Common Stock 075887109 9,675 322,490 defined 01,02 322,490 0 0
BED BATH & BEYOND INC Common Stock 075896100 6,249 162,322 defined 01,02 162,322 0 0
BEDFORD PPTY INVS INC REIT 076446301 413 23,100 defined 01,02 23,100 0 0
BEIJING YANHUA PETROCHEMICAL
LTD ADR 07725N108 9 750 defined 01,02 750 0 0
BELCO OIL & GAS Common Stock 077410108 128 18,400 defined 01,02 18,400 0 0
BELDEN INC Common Stock 077459105 728 30,400 defined 01,02 30,400 0 0
BELL & HOWELL CO Common Stock 077852101 458 12,100 defined 01,02 12,100 0 0
BELL ATLANTIC CORP Common Stock 077853109 119,596 1,829,384 defined 01,02 1,829,384 0 0
BELL CANADA INTERNATIONAL Common Stock 077914109 152 12,000 defined 01,02 12,000 0 0
BELLSOUTH CORP Common Stock 079860102 102,888 2,230,641 defined 01,02 2,230,641 0 0
BELO (AH) CORP -SER A COM Common Stock 080555105 2,720 138,138 defined 01,02 138,138 0 0
BEMIS CO Common Stock 081437105 2,424 60,989 defined 01,02 60,989 0 0
BEN & JERRY'S HOMEMDE -CL A Common Stock 081465106 72 2,600 defined 01,02 2,600 0 0
BENCHMARK ELECTRONICS INC Common Stock 08160H101 665 18,500 defined 01,02 18,500 0 0
BENETTON GROUP SPA ADR 081795403 2,542 64,244 defined 01,02 64,244 0 0
BENTON OIL & GAS CO Common Stock 083288100 74 36,800 defined 01,02 36,800 0 0
BERGEN BRUNSWIG CORP -CL A Common Stock 083739102 2,956 171,389 defined 01,02 171,389 0 0
BERGSTROM CAPITAL CORP Common Stock 084093103 112 600 defined 01,02 600 0 0
</TABLE>
<PAGE> 16
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BERINGER WINE ESTATES
HOLDINGS INC Common Stock 084102102 217 5,200 defined 01,02 5,200 0 0
BERKLEY (W R) CORP Common Stock 084423102 550 22,000 defined 01,02 22,000 0 0
BERKSHIRE HATHAWAY INC Common Stock 084670108 44,096 640 defined 01,02 640 0 0
BERKSHIRE REALTY CO INC REIT 084710102 424 36,700 defined 01,02 36,700 0 0
BERLITZ INTERNATIONAL INC Common Stock 08520F100 110 6,000 defined 01,02 6,000 0 0
BERRY PETROLEUM -CL A Common Stock 085789105 192 13,800 defined 01,02 13,800 0 0
BESPAK ADR 086342102 227 17,700 defined 01,02 17,700 0 0
BEST BUY CO INC Common Stock 086516101 15,932 236,023 defined 01,02 236,023 0 0
BEST SOFTWARE INC Common Stock 086579109 216 13,400 defined 01,02 13,400 0 0
BESTFOODS INC Common Stock 08658U101 16,368 330,670 defined 01,02 330,670 0 0
BETHLEHEM STEEL CORP Common Stock 087509105 1,159 150,816 defined 01,02 150,816 0 0
BEVERLY ENTERPRISES Common Stock 087851309 1,057 131,100 defined 01,02 131,100 0 0
BEYOND.COM CORP Common Stock 08860E101 143 5,000 defined 01,02 5,000 0 0
BIACORE INTERNATIONAL AB ADR 088658109 5 500 defined 01,02 500 0 0
BIG FLOWER PRESS HOLDINGS Common Stock 089159107 319 10,000 defined 01,02 10,000 0 0
BILLING CONCEPTS CORP Common Stock 090063108 518 46,300 defined 01,02 46,300 0 0
BINDLEY WESTERN INDS Common Stock 090324104 953 41,306 defined 01,02 41,306 0 0
BIO-RAD LABS -CL A Common Stock 090572207 183 7,000 defined 01,02 7,000 0 0
BIO TECHNOLOGY GENERAL CORP Common Stock 090578105 461 70,900 defined 01,02 70,900 0 0
BIOCHEM PHARMA INC Common Stock 09058T108 1,236 65,900 defined 01,02 65,900 0 0
BIOGEN INC Common Stock 090597105 12,422 193,146 defined 01,02 193,146 0 0
BIOMATRIX INC Common Stock 09060P102 653 30,300 defined 01,02 30,300 0 0
BIOMET INC Common Stock 090613100 5,724 144,009 defined 01,02 144,009 0 0
BIOTIME INC Common Stock 09066L105 21 1,800 defined 01,02 1,800 0 0
BIOVAIL CORP Common Stock 09067K106 853 16,700 defined 01,02 16,700 0 0
BIOSITE DIAGNOSTICS INC Common Stock 090945106 23 2,300 defined 01,02 2,300 0 0
BIRMINGHAM STEEL CORP Common Stock 091250100 157 36,850 defined 01,02 36,850 0 0
BIOMIRA INC Common Stock 09161R106 5 1,300 defined 01,02 1,300 0 0
BLACK & DECKER CORP Common Stock 091797100 6,460 102,329 defined 01,02 102,329 0 0
BLACK BOX CORP Common Stock 091826107 732 14,600 defined 01,02 14,600 0 0
BLACK HILLS CORP Common Stock 092113109 571 24,694 defined 01,02 24,694 0 0
BLAIR CORP Common Stock 092828102 151 5,600 defined 01,02 5,600 0 0
BLANCH E W HLDGS INC Common Stock 093210102 1,036 15,200 defined 01,02 15,200 0 0
BLOCK DRUG -CL A Common Stock 093644102 493 11,824 defined 01,02 11,824 0 0
BLOCK H & R INC Common Stock 093671105 5,697 113,944 defined 01,02 113,944 0 0
</TABLE>
<PAGE> 17
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BLOUNT INC -CL A Common Stock 095177101 1,253 46,100 defined 01,02 46,100 0 0
BLUE CIRCLE INDUSTRIES ADR 095342408 3,449 518,100 defined 01,02 518,100 0 0
BLUE SQUARE ADR 096055108 397 25,000 defined 01,02 25,000 0 0
BLYTH INDUSTRIES INC Common Stock 09643P108 1,924 56,600 defined 01,02 56,600 0 0
BOB EVANS FARMS Common Stock 096761101 941 47,353 defined 01,02 47,353 0 0
BODY SHOP INTL. ADR 096895107 248 27,100 defined 01,02 27,100 0 0
BOEING CO Common Stock 097023105 49,973 1,135,752 defined 01,02 1,135,752 0 0
BOISE CASCADE CORP Common Stock 097383103 2,793 65,134 defined 01,02 65,134 0 0
BOISE CASCADE OFFICE PRODS Common Stock 097403109 56 4,800 defined 01,02 4,800 0 0
BOMBAY CO INC Common Stock 097924104 349 46,512 defined 01,02 46,512 0 0
BONE CARE INTERNATIONAL Common Stock 098072101 30 3,000 defined 01,02 3,000 0 0
BOOKER ADR 098561202 220 37,100 defined 01,02 37,100 0 0
BOOKS-A-MILLION INC Common Stock 098570104 169 22,500 defined 01,02 22,500 0 0
BORAL LTD ADR 099509408 1,329 96,675 defined 01,02 96,675 0 0
BORDERS GROUP INC Common Stock 099709107 1,422 89,900 defined 01,02 89,900 0 0
BORG WARNER AUTO Common Stock 099724106 1,700 30,917 defined 01,02 30,917 0 0
BORON, LEPORE & ASSOC, INC Common Stock 10001P102 63 7,500 defined 01,02 7,500 0 0
BOSTON BEER COMPANY Common Stock 100557107 48 5,900 defined 01,02 5,900 0 0
BOSTON COMMUNICATONS GROUP Common Stock 100582105 34 2,500 defined 01,02 2,500 0 0
BOSTON PROPERTIES INC REIT 101121101 2,325 64,800 defined 01,02 64,800 0 0
BOSTON SCIENTIFIC CORP Common Stock 101137107 22,606 514,505 defined 01,02 514,505 0 0
BOUYGUES OFFSHORE S.A. ADR 102112109 315 20,100 defined 01,02 20,100 0 0
BOWATER INC Common Stock 102183100 2,856 60,293 defined 01,02 60,293 0 0
BOWNE & CO INC Common Stock 103043105 614 45,900 defined 01,02 45,900 0 0
BOYD GAMING CORP Common Stock 103304101 244 34,800 defined 01,02 34,800 0 0
BOYKIN LODGING CO REIT 103430104 268 17,400 defined 01,02 17,400 0 0
BRADLEY REAL ESTATE INC REIT 104580105 504 24,300 defined 01,02 24,300 0 0
BRADY CORP Common Stock 104674106 913 28,100 defined 01,02 28,100 0 0
BRANDYWINE REALTY TRUST REIT 105368203 753 38,000 defined 01,02 38,000 0 0
BREED TECHNOLOGIES INC Common Stock 106702103 103 45,900 defined 01,02 45,900 0 0
BRENTON BKS INC Common Stock 107211104 140 9,026 defined 01,02 9,026 0 0
BRIDGFORD FOODS CORP Common Stock 108763103 60 5,566 defined 01,02 5,566 0 0
BRIGGS & STRATTON Common Stock 109043109 1,587 27,482 defined 01,02 27,482 0 0
BRIGHT HORIZONS Common Stock 109195107 17 900 defined 01,02 900 0 0
BRIGHTPOINT INC Common Stock 109473108 402 66,300 defined 01,02 66,300 0 0
</TABLE>
<PAGE> 18
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BRINKER INTL INC Common Stock 109641100 2,131 77,506 defined 01,02 77,506 0 0
BRISTOL HOTEL & RESORTS Common Stock 110041100 33 4,350 defined 01,02 4,350 0 0
BRISTOL MYERS SQUIBB Common Stock 110122108 182,213 2,586,868 defined 01,02 2,586,868 0 0
BRITE VOICE SYSTEMS INC Common Stock 110411105 13 946 defined 01,02 946 0 0
BRITISH AIRWAYS PLC ADR 110419306 4,843 67,800 defined 01,02 67,800 0 0
BRITISH AMERICAN TOBACCO PLC ADR 110448107 10,081 523,666 defined 01,02 523,666 0 0
BRIT BIO-TECH GRP PLC ADR 110515103 167 46,100 defined 01,02 46,100 0 0
BRITISH SKY BRDCSTG GP ADR 111013108 9,592 170,900 defined 01,02 170,900 0 0
BRITISH STEEL PLC ADR 111015301 3,732 143,200 defined 01,02 143,200 0 0
BRITISH TELECOM PLC ADR 111021408 75,881 443,100 defined 01,02 443,100 0 0
BROAD NATL BANCORP Common Stock 111239109 0 1 defined 01,02 1 0 0
BROADCAST.COM Common Stock 111310108 841 6,300 defined 01,02 6,300 0 0
BROADCOM Common Stock 111320107 8,197 56,700 defined 01,02 56,700 0 0
BROADVISION INC Common Stock 111412102 1,357 18,400 defined 01,02 18,400 0 0
BROKEN HILL PROPRIETRY ADR 112169602 16,233 683,486 defined 01,02 683,486 0 0
BROOKDALE LIVING CMNTYS INC Common Stock 112462106 25 1,700 defined 01,02 1,700 0 0
BROOKS AUTOMATION INC Common Stock 11434A100 57 2,100 defined 01,02 2,100 0 0
BROOKTROUT TECHNOLOGY Common Stock 114580103 106 6,600 defined 01,02 6,600 0 0
BROWN & BROWN INC Common Stock 115236101 312 8,200 defined 01,02 8,200 0 0
BROWN FORMAN CORP Common Stock 115637100 620 10,400 defined 01,02 10,400 0 0
BROWN-FORMAN -CL B Common Stock 115637209 5,201 79,783 defined 01,02 79,783 0 0
BROWN (TOM) INC Common Stock 115660201 205 13,200 defined 01,02 13,200 0 0
BROWN GROUP INC Common Stock 115736100 492 22,635 defined 01,02 22,635 0 0
BROWNING-FERRIS INDS Common Stock 115885105 7,889 183,462 defined 01,02 183,462 0 0
BRUNSWICK CORP Common Stock 117043109 2,990 107,266 defined 01,02 107,266 0 0
BRUSH WELLMAN INC Common Stock 117421107 368 20,300 defined 01,02 20,300 0 0
BUCKEYE PARTNERS -LP Common Stock 118230101 212 7,700 defined 01,02 7,700 0 0
BUCKEYE TECHNOLOGIES CORP Common Stock 118255108 670 44,100 defined 01,02 44,100 0 0
BUCKLE INC Common Stock 118440106 395 13,750 defined 01,02 13,750 0 0
Unknown Common Stock 119003101 76 6,200 defined 01,02 6,200 0 0
BUFETE INDL ADR 11942H100 3 1,500 defined 01,02 1,500 0 0
BUFFETS INC Common Stock 119882108 573 49,790 defined 01,02 49,790 0 0
BUILDING MATERIALS HOLDING CO Common Stock 120113105 182 15,800 defined 01,02 15,800 0 0
BUILDING ONE SERVICES CORP Common Stock 120114103 105 7,600 defined 01,02 7,600 0 0
BUNZL PLC ADR 120738307 1,295 51,800 defined 01,02 51,800 0 0
</TABLE>
<PAGE> 19
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BURLINGTON COAT FACTORY WRHS Common Stock 121579106 670 34,680 defined 01,02 34,680 0 0
BURLINGTON INDS INC Common Stock 121693105 576 62,250 defined 01,02 62,250 0 0
BURLINGTON NORTHERN SANTA
FE CORP Common Stock 12189T104 16,991 548,088 defined 01,02 548,088 0 0
BURLINGTON RESOURCES INC Common Stock 122014103 8,923 206,323 defined 01,02 206,323 0 0
BURMAH CASTROL PLC ADR 122169303 2,230 70,808 defined 01,02 70,808 0 0
BURNHAM PACIFIC PPTY INC REIT 12232C108 396 32,200 defined 01,02 32,200 0 0
BURNS, PHILIP & CO. ADR 122393309 6 5,700 defined 01,02 5,700 0 0
BURR-BROWN CORP Common Stock 122574106 1,672 45,650 defined 01,02 45,650 0 0
BUSH BOAKE ALLEN INC Common Stock 123162109 85 2,900 defined 01,02 2,900 0 0
BUSH INDUSTRIES -CL A Common Stock 123164105 38 2,300 defined 01,02 2,300 0 0
BUSINESS OBJECTS ADR 12328X107 402 11,000 defined 01,02 11,000 0 0
BUTLER INTERNATIONAL INC Common Stock 123649105 24 1,800 defined 01,02 1,800 0 0
BUTLER MFG CO Common Stock 123655102 249 8,900 defined 01,02 8,900 0 0
C & D TECHNOLOGIES INC Common Stock 124661109 481 15,700 defined 01,02 15,700 0 0
CBL & ASSOCIATES PPTYS INC REIT 124830100 649 24,600 defined 01,02 24,600 0 0
CBT GROUP PLC ADR 124853300 434 26,300 defined 01,02 26,300 0 0
CCB FINANCIAL CORP Common Stock 124875105 2,457 46,460 defined 01,02 46,460 0 0
CCC INFORMATION SVCS GROUP I Common Stock 12487Q109 166 12,900 defined 01,02 12,900 0 0
CB RICHARD ELLIS SVCS Common Stock 12489L108 134 5,400 defined 01,02 5,400 0 0
CBRL GROUP INC Common Stock 12489V106 1,208 69,789 defined 01,02 69,789 0 0
CBS CORPORATION Common Stock 12490K107 36,184 830,618 defined 01,02 830,618 0 0
CFW COMMUNICATIONS CO Common Stock 124923103 187 7,700 defined 01,02 7,700 0 0
CFSB BANCORP INC Common Stock 124927104 42 1,694 defined 01,02 1,694 0 0
C-COR ELECTRONICS INC Common Stock 125010108 318 11,400 defined 01,02 11,400 0 0
C-CUBE MICROSYSTEMS INC Common Stock 125015107 1,603 50,600 defined 01,02 50,600 0 0
CDI CORP Common Stock 125071100 811 23,800 defined 01,02 23,800 0 0
CDL HOTELS INTERNATIONAL ADR 125077107 558 133,300 defined 01,02 133,300 0 0
CD RADIO Common Stock 125127100 253 8,300 defined 01,02 8,300 0 0
CDW COMPUTER CENTERS INC Common Stock 125129106 1,395 31,700 defined 01,02 31,700 0 0
CEC ENTERTAINMENT INC Common Stock 125137109 954 22,575 defined 01,02 22,575 0 0
C H ROBINSON Common Stock 12541W100 434 11,800 defined 01,02 11,800 0 0
CHS ELECTRONICS INC Common Stock 12542A206 124 28,400 defined 01,02 28,400 0 0
CIGNA CORP Common Stock 125509109 21,092 236,989 defined 01,02 236,989 0 0
CIT GROUP INC Common Stock 125577106 1,169 40,500 defined 01,02 40,500 0 0
CKE RESTAURANTS INC Common Stock 12561E105 1,048 64,523 defined 01,02 64,523 0 0
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<PAGE> 20
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CMG INFORMATION SERVICES INC Common Stock 125750109 2,190 19,200 defined 01,02 19,200 0 0
CMI CORP Common Stock 125761304 91 10,000 defined 01,02 10,000 0 0
CMP GROUP INC HOLDING CO Common Stock 125887109 981 37,467 defined 01,02 37,467 0 0
CMS ENERGY CORP Common Stock 125896100 5,692 135,929 defined 01,02 135,929 0 0
CMS ENERGY CORP Common Stock 125896209 82 3,500 defined 01,02 3,500 0 0
CPI CORP Common Stock 125902106 406 12,300 defined 01,02 12,300 0 0
CPB INC Common Stock 125903104 212 8,000 defined 01,02 8,000 0 0
CSS INDS INC Common Stock 125906107 203 7,200 defined 01,02 7,200 0 0
C.P. POKPHAND ADR 125918102 9 6,400 defined 01,02 6,400 0 0
CNB FINANCIAL CORP/NY Common Stock 125921106 21 1,400 defined 01,02 1,400 0 0
CNET INC Common Stock 125945105 2,466 42,800 defined 01,02 42,800 0 0
CONNECTICUT NATURAL GAS CORP Common Stock 125957100 313 8,600 defined 01,02 8,600 0 0
CSK AUTO CORP Common Stock 125965103 257 9,500 defined 01,02 9,500 0 0
CNA FINANCIAL CORP Common Stock 126117100 875 21,700 defined 01,02 21,700 0 0
CNB BANCSHARES INC Common Stock 126126101 795 13,946 defined 01,02 13,946 0 0
SCOR US CORP Common Stock 12612L108 286 18,700 defined 01,02 18,700 0 0
CNF TRANSPORTATION INC Common Stock 12612W104 2,159 56,083 defined 01,02 56,083 0 0
CRH PLC ADR 12626K203 4,579 250,900 defined 01,02 250,900 0 0
CSG SYSTEMS INTL INC Common Stock 126349109 1,016 38,800 defined 01,02 38,800 0 0
CSK CORP ADR 126375302 1,033 45,800 defined 01,02 45,800 0 0
C S R ADR 126396308 1,912 167,200 defined 01,02 167,200 0 0
CSX CORP Common Stock 126408103 11,448 252,293 defined 01,02 252,293 0 0
CTS CORP Common Stock 126501105 1,201 17,150 defined 01,02 17,150 0 0
CUNO INC Common Stock 126583103 361 18,850 defined 01,02 18,850 0 0
CVB FINANCIAL CORP Common Stock 126600105 248 9,545 defined 01,02 9,545 0 0
CVS CORP Common Stock 126650100 23,206 457,257 defined 01,02 457,257 0 0
CABLE AND WIRELESS COMMS ADR 12682P104 10,318 212,748 defined 01,02 212,748 0 0
CABLE & WIRELESS PLC ADR 126830207 20,011 505,000 defined 01,02 505,000 0 0
CABLEVISION SYSTEMS -CL A Common Stock 12686C109 2,604 37,200 defined 01,02 37,200 0 0
CABLETRON SYSTEMS Common Stock 126920107 2,604 200,286 defined 01,02 200,286 0 0
CABLE DESIGN TECH CP -CL A Common Stock 126924109 543 35,200 defined 01,02 35,200 0 0
CABOT CORP Common Stock 127055101 1,869 77,286 defined 01,02 77,286 0 0
CABOT INDUSTRIAL TRUST REIT 127072106 601 28,300 defined 01,02 28,300 0 0
CABOT OIL & GAS CORP -CL A Common Stock 127097103 575 30,868 defined 01,02 30,868 0 0
CACI INTL INC -CL A Common Stock 127190304 110 4,900 defined 01,02 4,900 0 0
</TABLE>
<PAGE> 21
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CADBURY SCHWEPPES PLC -ADS ADR 127209302 9,299 349,268 defined 01,02 349,268 0 0
CADENCE DESIGN SYS INC Common Stock 127387108 3,595 284,754 defined 01,02 284,754 0 0
CADIZ INC Common Stock 127537108 88 9,300 defined 01,02 9,300 0 0
CADMUS COMMUNICATIONS CORP Common Stock 127587103 52 3,800 defined 01,02 3,800 0 0
CAERE CORP Common Stock 127646107 94 7,100 defined 01,02 7,100 0 0
CAL DIVE INTERNATIONAL INC Common Stock 127914109 191 6,400 defined 01,02 6,400 0 0
CALDOR CORP Common Stock 128787108 0 11,400 defined 01,02 11,400 0 0
CALIFORNIA WATER SERVICE CO Common Stock 130788102 287 11,000 defined 01,02 11,000 0 0
CALLAWAY GOLF CO Common Stock 131193104 1,281 87,577 defined 01,02 87,577 0 0
CALPINE CORP Common Stock 131347106 454 8,400 defined 01,02 8,400 0 0
CAMBREX CORP Common Stock 132011107 803 30,600 defined 01,02 30,600 0 0
CAMBIOR Common Stock 13201L103 107 33,000 defined 01,02 33,000 0 0
CAMBRIDGE TECHNOLOGY PARTNER Common Stock 132524109 1,215 69,200 defined 01,02 69,200 0 0
CAMDEN PROPERTY TRUST REIT 133131102 1,237 44,572 defined 01,02 44,572 0 0
CAMPBELL RESOURCES INC Common Stock 134422104 2 5,100 defined 01,02 5,100 0 0
CAMPBELL SOUP CO Common Stock 134429109 24,001 517,544 defined 01,02 517,544 0 0
CANADIAN PACIFIC LTD -ORD Common Stock 135923100 5,569 233,855 defined 01,02 233,855 0 0
CANADIAN IMPERIAL BANK OF
COMMERCE Common Stock 136069101 6,982 290,900 defined 01,02 290,900 0 0
CANADIAN MARCONI CO Common Stock 136357100 193 16,100 defined 01,02 16,100 0 0
CANADIAN NATIONAL RAILWAY Common Stock 136375102 670 10,000 defined 01,02 10,000 0 0
CANADIAN OCCIDENTAL PETRO Common Stock 136420106 1,479 91,700 defined 01,02 91,700 0 0
CANAL PLUS ADR 137041208 3,042 54,200 defined 01,02 54,200 0 0
CANANDAIGUA BRANDS Common Stock 137219101 522 9,900 defined 01,02 9,900 0 0
CANANDAIGUA BRANDS Common Stock 137219200 1,175 22,400 defined 01,02 22,400 0 0
CANON INC ADR 138006309 17,181 589,900 defined 01,02 589,900 0 0
CANWEST GLOBAL COMMUNICATION Common Stock 138906300 82 6,000 defined 01,02 6,000 0 0
CAPITAL AUTOMOTIVE REIT Common Stock 139733109 318 24,000 defined 01,02 24,000 0 0
CAPITAL ONE FINL CORP Common Stock 14040H105 12,892 231,510 defined 01,02 231,510 0 0
CAPITAL RE CORP Common Stock 140432105 641 39,900 defined 01,02 39,900 0 0
CAPITAL SENIOR LIVING CORP Common Stock 140475104 49 4,900 defined 01,02 4,900 0 0
CAPITOL BANCORP LTD Common Stock 14056D105 19 1,080 defined 01,02 1,080 0 0
CAPITOL TRANSAMERICA CORP Common Stock 140640103 70 5,300 defined 01,02 5,300 0 0
CAPROCK COMMUNICATIONS CORP Common Stock 140667106 1,013 25,000 defined 01,02 25,000 0 0
CAPSTAR BROADCASTING CORP Common Stock 14067G105 1,418 51,800 defined 01,02 51,800 0 0
CAPTEC NET LEASE REALTY INC REIT 140724105 133 9,800 defined 01,02 9,800 0 0
</TABLE>
<PAGE> 22
<TABLE>
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CARBO CERAMICS INC Common Stock 140781105 152 5,000 defined 01,02 5,000 0 0
CARAUSTAR INDUSTRIES INC Common Stock 140909102 768 31,100 defined 01,02 31,100 0 0
CARDINAL HEALTH INC Common Stock 14149Y108 22,247 346,938 defined 01,02 346,938 0 0
CAREER EDUCATION CORP Common Stock 141665109 7 200 defined 01,02 200 0 0
CAREERBUILDER Common Stock 141684100 24 1,800 defined 01,02 1,800 0 0
CAREMATRIX CORP Common Stock 141706101 172 13,800 defined 01,02 13,800 0 0
CAREY DIVERSIFIED LLC Common Stock 14174P105 117 6,800 defined 01,02 6,800 0 0
CAREY INTERNATIONAL INC Common Stock 141750109 34 1,400 defined 01,02 1,400 0 0
CARIBINER INTERNATIONAL INC Common Stock 141888107 94 15,200 defined 01,02 15,200 0 0
CARDIOTHORACIC SYS INC Common Stock 141907105 55 3,900 defined 01,02 3,900 0 0
CARLISLE COS INC Common Stock 142339100 1,684 34,982 defined 01,02 34,982 0 0
CARLTON COMMUN PLC ADR 142872209 3,456 80,600 defined 01,02 80,600 0 0
CARMIKE CINEMAS INC -CL A Common Stock 143436103 226 14,200 defined 01,02 14,200 0 0
CARNIVAL CORP Common Stock 143658102 34,693 715,329 defined 01,02 715,329 0 0
CAROLINA FIRST CORP Common Stock 143877108 685 28,100 defined 01,02 28,100 0 0
CARRIAGE SERVICES INC -CL A Common Stock 143905107 80 4,300 defined 01,02 4,300 0 0
CAROLINA POWER & LIGHT Common Stock 144141108 7,537 176,038 defined 01,02 176,038 0 0
CARPENTER TECHNOLOGY Common Stock 144285103 728 25,480 defined 01,02 25,480 0 0
CARRAMERICA REALTY REIT 144418100 1,738 69,500 defined 01,02 69,500 0 0
CARTER-WALLACE INC Common Stock 146285101 1,051 57,766 defined 01,02 57,766 0 0
CASCADE CORP Common Stock 147195101 111 7,900 defined 01,02 7,900 0 0
CASCADE NATURAL GAS CORP Common Stock 147339105 262 13,800 defined 01,02 13,800 0 0
CASE CORP Common Stock 14743R103 4,159 86,424 defined 01,02 86,424 0 0
CASELLA WASTE SYSTEMS INC Common Stock 147448104 81 3,100 defined 01,02 3,100 0 0
CASEYS GENERAL STORES INC Common Stock 147528103 984 65,600 defined 01,02 65,600 0 0
CASH AMERICA INTL INC Common Stock 14754D100 408 31,700 defined 01,02 31,700 0 0
CASTLE (A M) & CO Common Stock 148411101 297 17,450 defined 01,02 17,450 0 0
CASTLE & COOKE INC Common Stock 148433105 273 15,506 defined 01,02 15,506 0 0
CATALINA MARKETING CORP Common Stock 148867104 2,466 26,800 defined 01,02 26,800 0 0
CATALYTICA INC Common Stock 148885106 211 15,100 defined 01,02 15,100 0 0
CATHAY PACIFIC AIRWAYS ADR 148906308 1,545 201,400 defined 01,02 201,400 0 0
CATELLUS DEVELOPMENT CORP REIT 149111106 1,292 84,700 defined 01,02 84,700 0 0
CATERPILLAR INC Common Stock 149123101 24,936 415,604 defined 01,02 415,604 0 0
CATHAY BANCORP Common Stock 149150104 264 6,200 defined 01,02 6,200 0 0
CATO CORP -CL A Common Stock 149205106 385 33,100 defined 01,02 33,100 0 0
</TABLE>
<PAGE> 23
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CAVALIER HOMES INC Common Stock 149507105 7 900 defined 01,02 900 0 0
CELL GENESYS INC Common Stock 150921104 23 5,500 defined 01,02 5,500 0 0
CELLSTAR CORP Common Stock 150925105 298 37,900 defined 01,02 37,900 0 0
CENTENIAL HEALTHCARE CORP Common Stock 150937100 15 2,825 defined 01,02 2,825 0 0
CELESTIAL SEASONINGS INC Common Stock 151016102 34 1,600 defined 01,02 1,600 0 0
CELESTICA INC Common Stock 15101Q108 1,351 31,200 defined 01,02 31,200 0 0
CELGENE CORP Common Stock 151020104 19 1,100 defined 01,02 1,100 0 0
CELLNET DATA SYSTEMS Common Stock 15115M101 284 31,500 defined 01,02 31,500 0 0
CEMEX ADR 151290202 4,301 435,100 defined 01,02 435,100 0 0
CENDANT CORP Common Stock 151313103 18,493 902,094 defined 01,02 902,094 0 0
CENTENNIAL BANCORP Common Stock 15133T104 58 4,211 defined 01,02 4,211 0 0
CENTENNIAL CELLULR CP -CL A Common Stock 15133V208 168 4,710 defined 01,02 4,710 0 0
CENTERPOINT PROPERTIES CORP REIT 151895109 736 20,100 defined 01,02 20,100 0 0
CENTEX CORP Common Stock 152312104 2,582 68,740 defined 01,02 68,740 0 0
CENTIGRAM COMMUNICATIONS CP Common Stock 152317103 71 7,600 defined 01,02 7,600 0 0
CENTEX CONSTRN PRODS INC Common Stock 15231R109 249 7,300 defined 01,02 7,300 0 0
CENTOCOR INC Common Stock 152342101 4,262 91,412 defined 01,02 91,412 0 0
ELECTROBRAS ADR 15234Q207 4,657 492,900 defined 01,02 492,900 0 0
CENTRAL & SOUTH WEST CORP Common Stock 152357109 5,783 247,389 defined 01,02 247,389 0 0
GERASUL SA ADR 15235B100 239 62,830 defined 01,02 62,830 0 0
CENTRAL GARDEN & PET CO Common Stock 153527106 113 11,000 defined 01,02 11,000 0 0
CENTRAL HUDSON GAS & ELEC Common Stock 153609102 882 21,000 defined 01,02 21,000 0 0
CENTRAL NEWSPAPERS -CL A Common Stock 154647101 1,208 32,200 defined 01,02 32,200 0 0
CENTRAL PARKING CORP Common Stock 154785109 1,565 45,700 defined 01,02 45,700 0 0
CENTRAL VERMONT PUB SERV Common Stock 155771108 183 14,300 defined 01,02 14,300 0 0
CENTURA BANKS INC Common Stock 15640T100 1,996 35,400 defined 01,02 35,400 0 0
CENTURY ALUMINUM Common Stock 156431108 101 16,400 defined 01,02 16,400 0 0
CENTURY BUSINESS SVCS INC Common Stock 156490104 197 13,600 defined 01,02 13,600 0 0
CENTURY COMMUN -CL A Common Stock 156503104 917 19,943 defined 01,02 19,943 0 0
CENTURYTEL Common Stock 156700106 6,418 161,450 defined 01,02 161,450 0 0
CEPHALON INC Common Stock 156708109 792 45,600 defined 01,02 45,600 0 0
CERIDIAN CORP Common Stock 15677T106 5,519 168,828 defined 01,02 168,828 0 0
CERNER CORP Common Stock 156782104 1,023 48,800 defined 01,02 48,800 0 0
CERUS CORP Common Stock 157085101 44 2,000 defined 01,02 2,000 0 0
CHAMPION ENTERPRISES INC Common Stock 158496109 1,127 60,500 defined 01,02 60,500 0 0
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<PAGE> 24
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHAMPION INTERNATIONAL CORP Common Stock 158525105 5,334 111,423 defined 01,02 111,423 0 0
CHARTER ONE FINL INC Common Stock 160903100 5,389 193,766 defined 01,02 193,766 0 0
CHARTER MUN MTG ACCEP CO Common Stock 160908109 68 5,300 defined 01,02 5,300 0 0
CHARMING SHOPPES Common Stock 161133103 301 49,400 defined 01,02 49,400 0 0
CHART INDUSTRIES INC Common Stock 16115Q100 74 9,375 defined 01,02 9,375 0 0
CHARTWELL RE CORP Common Stock 16139W109 43 2,300 defined 01,02 2,300 0 0
CHASE MANHATTAN CORP Common Stock 16161A108 85,324 986,408 defined 01,02 986,408 0 0
CHATEAU PROPERTIES INC REIT 161726104 826 27,576 defined 01,02 27,576 0 0
CHATTEM INC Common Stock 162456107 22 700 defined 01,02 700 0 0
CHECKFREE CORP Common Stock 162816102 948 34,400 defined 01,02 34,400 0 0
CHECKPOINT SYSTEMS INC Common Stock 162825103 337 37,700 defined 01,02 37,700 0 0
CHEESECAKE FACTORY INC Common Stock 163072101 759 24,900 defined 01,02 24,900 0 0
CHELSEA GCA REALTY INC REIT 163262108 579 15,600 defined 01,02 15,600 0 0
CHEMED CORP Common Stock 163596109 426 12,800 defined 01,02 12,800 0 0
CHEMFIRST INC Common Stock 16361A106 557 22,890 defined 01,02 22,890 0 0
CHEMICAL FINANCIAL CORP Common Stock 163731102 284 8,168 defined 01,02 8,168 0 0
CHERRY CORP -CL A Common Stock 164541401 52 3,700 defined 01,02 3,700 0 0
CHESAPEAKE CORP Common Stock 165159104 933 24,932 defined 01,02 24,932 0 0
CHEVRON CORP Common Stock 166751107 72,804 765,858 defined 01,02 765,858 0 0
THE CHILDRENS PLACE Common Stock 168905107 271 6,700 defined 01,02 6,700 0 0
CHINA RESOURCES ENTERPRISE LTD ADR 16940R109 85 24,200 defined 01,02 24,200 0 0
CHINA TELECOM HK LTD ADR 169428109 23,324 409,200 defined 01,02 409,200 0 0
CHOICE HOTELS Common Stock 169905106 717 36,300 defined 01,02 36,300 0 0
CHIQUITA BRANDS INTL Common Stock 170032106 736 81,800 defined 01,02 81,800 0 0
CHIREX INC Common Stock 170038103 45 1,400 defined 01,02 1,400 0 0
CHIRON CORP Common Stock 170040109 4,829 232,710 defined 01,02 232,710 0 0
CHITTENDEN CORP Common Stock 170228100 466 14,899 defined 01,02 14,899 0 0
CHOICEPOINT INC Common Stock 170388102 421 6,270 defined 01,02 6,270 0 0
CHRIS-CRAFT INDS Common Stock 170520100 1,828 38,781 defined 01,02 38,781 0 0
CHROMCRAFT REVINGTON INC Common Stock 171117104 81 5,600 defined 01,02 5,600 0 0
CHROMAVISION MEDICAL
SYSTEMS INC Common Stock 17111P104 23 2,320 defined 01,02 2,320 0 0
CHRONIMED Common Stock 171164106 60 7,700 defined 01,02 7,700 0 0
CHUBB CORP Common Stock 171232101 13,108 188,610 defined 01,02 188,610 0 0
CHURCH & DWIGHT INC Common Stock 171340102 977 22,460 defined 01,02 22,460 0 0
CHURCHILL DOWNS INC Common Stock 171484108 55 1,600 defined 01,02 1,600 0 0
</TABLE>
<PAGE> 25
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CIBER INC Common Stock 17163B102 1,388 72,600 defined 01,02 72,600 0 0
CIENA CORP Common Stock 171779101 1,748 57,900 defined 01,02 57,900 0 0
CILCORP INC Common Stock 171794100 1,062 16,986 defined 01,02 16,986 0 0
CINCINNATI BELL INC Common Stock 171870108 3,990 160,001 defined 01,02 160,001 0 0
CINAR CORP Common Stock 171905300 20 800 defined 01,02 800 0 0
CINCINNATI FINANCIAL CORP Common Stock 172062101 7,264 193,377 defined 01,02 193,377 0 0
CINERGY CORP Common Stock 172474108 5,908 184,624 defined 01,02 184,624 0 0
CIRCLE INTERNATIONAL GROUP INC Common Stock 172574105 232 10,600 defined 01,02 10,600 0 0
CIRCUIT CITY STORES INC Common Stock 172737108 10,859 116,765 defined 01,02 116,765 0 0
CIRRUS LOGIC INC Common Stock 172755100 627 70,633 defined 01,02 70,633 0 0
CISCO SYSTEMS INC Common Stock 17275R102 243,622 3,780,753 defined 01,02 3,780,753 0 0
CITADEL COMMUNICATIONS CORP Common Stock 172853202 290 8,000 defined 01,02 8,000 0 0
CITATION CORP/AL Common Stock 172895104 188 11,700 defined 01,02 11,700 0 0
CINTAS CORP Common Stock 172908105 8,866 131,955 defined 01,02 131,955 0 0
CITIGROUP INC Common Stock 172967101 187,547 3,948,361 defined 01,02 3,948,361 0 0
CITIZENS BANKING CORP Common Stock 174420109 513 17,050 defined 01,02 17,050 0 0
CITIZENS INC Common Stock 174740100 36 6,100 defined 01,02 6,100 0 0
CITIZENS UTILS CO Common Stock 177342201 1,781 160,124 defined 01,02 160,124 0 0
CITRIX SYSTEMS INC Common Stock 177376100 5,732 101,448 defined 01,02 101,448 0 0
CITY HLDGS CO Common Stock 177835105 101 3,499 defined 01,02 3,499 0 0
CITY NATIONAL CORP Common Stock 178566105 1,994 53,259 defined 01,02 53,259 0 0
CITYSCAPE FINANCIAL CORP Common Stock 178778106 0 16,200 defined 01,02 16,200 0 0
CLAIRES STORES INC Common Stock 179584107 1,514 58,806 defined 01,02 58,806 0 0
CLARCOR INC Common Stock 179895107 577 30,050 defined 01,02 30,050 0 0
CLARIFY INC Common Stock 180492100 91 2,200 defined 01,02 2,200 0 0
CLARINS ADR 180515207 849 44,146 defined 01,02 44,146 0 0
CLAYTON HOMES INC Common Stock 184190106 1,925 168,264 defined 01,02 168,264 0 0
CLEAR CHANNEL COMMUNICATIONS Common Stock 184502102 28,642 415,476 defined 01,02 415,476 0 0
CLEARNET COMMUN INC -CL A Common Stock 184902104 286 20,500 defined 01,02 20,500 0 0
CLEVELAND-CLIFFS INC Common Stock 185896107 418 12,918 defined 01,02 12,918 0 0
CLOROX CO/DE Common Stock 189054109 14,759 138,178 defined 01,02 138,178 0 0
CLOSURE MEDICAL CORP Common Stock 189093107 273 9,100 defined 01,02 9,100 0 0
CLP HOLDINGS LTD ADR 18946Q101 7,092 1,459,340 defined 01,02 1,459,340 0 0
COACH USA Common Stock 18975L106 474 11,300 defined 01,02 11,300 0 0
COACHMEN INDUSTRIES INC Common Stock 189873102 481 20,700 defined 01,02 20,700 0 0
</TABLE>
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COASTAL CORP Common Stock 190441105 9,984 248,062 defined 01,02 248,062 0 0
COASTAL PHYSICIAN GROUP INC Common Stock 190495101 5 8,600 defined 01,02 8,600 0 0
COATS VIYELLA ADR 190743203 392 164,350 defined 01,02 164,350 0 0
COCA-COLA AMATIL ADR 191085208 1,100 136,500 defined 01,02 136,500 0 0
COCA-COLA BTLNG CONS Common Stock 191098102 588 10,500 defined 01,02 10,500 0 0
COCA-COLA CO Common Stock 191216100 181,179 2,922,246 defined 01,02 2,922,246 0 0
COCA-COLA ENTERPRISES Common Stock 191219104 14,820 498,138 defined 01,02 498,138 0 0
COCA-COLA FEMSA DE C V ADR 191241108 560 28,900 defined 01,02 28,900 0 0
COEUR D'ALENE MINES CORP Common Stock 192108108 126 27,300 defined 01,02 27,300 0 0
COFLEXIP ADR 192384105 966 22,200 defined 01,02 22,200 0 0
COGNEX CORP Common Stock 192422103 1,597 50,600 defined 01,02 50,600 0 0
COGNOS INC Common Stock 19244C109 574 26,400 defined 01,02 26,400 0 0
COHERENT INC Common Stock 192479103 557 29,900 defined 01,02 29,900 0 0
COHU INC Common Stock 192576106 202 5,700 defined 01,02 5,700 0 0
COINMACH LAUNDRY CORP Common Stock 19259L101 38 3,000 defined 01,02 3,000 0 0
COLDWATER CREEK INC Common Stock 193068103 35 1,800 defined 01,02 1,800 0 0
COLE NATL CORP -CL A Common Stock 193290103 41 5,200 defined 01,02 5,200 0 0
COLE KENNETH PROD INC -CL A Common Stock 193294105 117 4,200 defined 01,02 4,200 0 0
COLEMAN CO INC Common Stock 193559101 354 37,800 defined 01,02 37,800 0 0
COLES MYER LTD ADR 193870409 4,862 103,440 defined 01,02 103,440 0 0
COLGATE-PALMOLIVE CO Common Stock 194162103 34,096 346,155 defined 01,02 346,155 0 0
COLLINS & AIKMAN CORP Common Stock 194830105 377 49,400 defined 01,02 49,400 0 0
COLONIAL BANCGROUP Common Stock 195493309 507 36,400 defined 01,02 36,400 0 0
COLONIAL GAS CO Common Stock 195674106 255 6,900 defined 01,02 6,900 0 0
COLONIAL PROPERTIES TRUST REIT 195872106 740 26,200 defined 01,02 26,200 0 0
COLT TELECOM GROUP ADR 196877104 6,962 80,600 defined 01,02 80,600 0 0
COLTEC INDUSTRIES Common Stock 196879100 1,078 49,700 defined 01,02 49,700 0 0
COLUMBIA BKG SYS INC Common Stock 197236102 24 1,575 defined 01,02 1,575 0 0
COLUMBIA ENERGY GROUP Common Stock 197648108 6,045 96,435 defined 01,02 96,435 0 0
COLUMBIA/HCA HLTHCR -VTG Common Stock 197677107 15,148 664,020 defined 01,02 664,020 0 0
COLUMBIA LABORATORIES INC Common Stock 197779101 117 13,700 defined 01,02 13,700 0 0
COLUMBIA SPORTSWEAR CO Common Stock 198516106 108 7,000 defined 01,02 7,000 0 0
COLUMBUS MCKINNON CORP Common Stock 199333105 214 8,900 defined 01,02 8,900 0 0
COMAIR HOLDINGS INC Common Stock 199789108 2,355 113,137 defined 01,02 113,137 0 0
COMFORT SYSTEMS USA Common Stock 199908104 445 24,700 defined 01,02 24,700 0 0
</TABLE>
<PAGE> 27
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMCAST CORP A Common Stock 200300101 663 18,500 defined 01,02 18,500 0 0
COMCAST CORP -CL A SPL Common Stock 200300200 34,092 886,959 defined 01,02 886,959 0 0
COMDISCO INC Common Stock 200336105 4,504 175,780 defined 01,02 175,780 0 0
COMERICA INC Common Stock 200340107 4,108 69,116 defined 01,02 69,116 0 0
COMINCO LTD Common Stock 200435105 983 57,400 defined 01,02 57,400 0 0
COMMERCE BANCORP INC Common Stock 200519106 1,466 34,299 defined 01,02 34,299 0 0
COMMERCE BANCSHARES INC Common Stock 200525103 2,462 61,175 defined 01,02 61,175 0 0
COMMERCE GROUP INC/MA Common Stock 200641108 663 27,200 defined 01,02 27,200 0 0
COMMERCIAL FEDERAL Common Stock 201647104 1,751 75,500 defined 01,02 75,500 0 0
COMMERCIAL METALS Common Stock 201723103 518 18,166 defined 01,02 18,166 0 0
COMML NET LEASE RLTY INC REIT 202218103 381 29,600 defined 01,02 29,600 0 0
COMMERZBANK ADR 202597308 9,077 299,900 defined 01,02 299,900 0 0
COMMONWEALTH BANCORP INC Common Stock 20268X102 156 8,700 defined 01,02 8,700 0 0
COMMONWEALTH ENERGY SYSTEM Common Stock 202800108 1,130 26,900 defined 01,02 26,900 0 0
COMMONWEALTH INDUSTRIES Common Stock 203004106 249 19,900 defined 01,02 19,900 0 0
COMMONWEALTH TELEPHONE
ENTERPRISES Common Stock 203349105 299 7,399 defined 01,02 7,399 0 0
COMMSCOPE INC Common Stock 203372107 1,935 62,933 defined 01,02 62,933 0 0
COMMUNITY BK SYS INC Common Stock 203607106 89 3,500 defined 01,02 3,500 0 0
COMMUNITY FIRST BANKSHARES Common Stock 203902101 1,401 58,700 defined 01,02 58,700 0 0
COMMUNITY TRUST BANCORP Common Stock 204149108 142 6,072 defined 01,02 6,072 0 0
RICHEMONT ADR 204318109 5,794 298,300 defined 01,02 298,300 0 0
CIE GENERALE DE GEOPHYSIQUE
ADR ADR 204386106 185 17,200 defined 01,02 17,200 0 0
CEMIG-COPMANHIA ENERGETICA DE
MINAS ADR 204409601 2,335 111,879 defined 01,02 111,879 0 0
COMPANHIA SIDERURGICA NACION ADR 20440W105 1,334 50,800 defined 01,02 50,800 0 0
COMPANHIA CERVEJARIA BRAHMA ADR 20440X103 1,450 128,200 defined 01,02 128,200 0 0
BRAHMA ADR 20440X202 740 92,200 defined 01,02 92,200 0 0
CANTV ADR 204421101 788 28,900 defined 01,02 28,900 0 0
COMPANIA CERVECERIA ADR 204429104 985 34,400 defined 01,02 34,400 0 0
MINAS BUENAVENTURA ADR 204448104 8 500 defined 01,02 500 0 0
COMP DE TELE DE CHILE -ADS ADR 204449300 3,502 141,500 defined 01,02 141,500 0 0
COMPANIA SEVILLANA DE ELECTRIC ADR 204489207 1,340 57,800 defined 01,02 57,800 0 0
COMPAQ COMPUTER CORP Common Stock 204493100 46,998 1,984,099 defined 01,02 1,984,099 0 0
COMPDENT CORP Common Stock 20449F103 46 3,100 defined 01,02 3,100 0 0
COMPASS BANCSHARES INC Common Stock 20449H109 1,633 59,925 defined 01,02 59,925 0 0
COMPASS GROUP ADR 20449X104 4,452 449,400 defined 01,02 449,400 0 0
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMPASS INTL SERVICES Common Stock 20450K108 14 2,000 defined 01,02 2,000 0 0
COMPLETE BUSINESS SOLUTIONS,
IN Common Stock 20452F107 126 7,026 defined 01,02 7,026 0 0
COMPUCOM SYSTEMS INC Common Stock 204780100 106 25,600 defined 01,02 25,600 0 0
COMPUTER ASSOCIATES INTL INC Common Stock 204912109 34,837 636,287 defined 01,02 636,287 0 0
COMPUTER NETWORK TECH CORP Common Stock 204925101 301 13,900 defined 01,02 13,900 0 0
COMPUSA INC Common Stock 204932107 792 106,500 defined 01,02 106,500 0 0
COMPUTER SCIENCES CORP Common Stock 205363104 12,808 185,121 defined 01,02 185,121 0 0
COMPUTER TASK GROUP INC Common Stock 205477102 440 25,900 defined 01,02 25,900 0 0
COMPUWARE CORP Common Stock 205638109 13,791 433,502 defined 01,02 433,502 0 0
COMPX INTERNATIONAL INC Common Stock 20563P101 61 3,400 defined 01,02 3,400 0 0
COMSAT CORP -SER 1 Common Stock 20564D107 2,511 77,250 defined 01,02 77,250 0 0
COMVERSE TECHNOLOGY INC Common Stock 205862402 6,029 79,860 defined 01,02 79,860 0 0
CONAGRA INC Common Stock 205887102 15,289 574,220 defined 01,02 574,220 0 0
CONCENTRIC NETWORK CORP Common Stock 20589R107 278 7,000 defined 01,02 7,000 0 0
CONCENTRA MANAGED CARE Common Stock 20589T103 847 57,200 defined 01,02 57,200 0 0
COMPUTER HORIZONS CORP Common Stock 205908106 219 15,875 defined 01,02 15,875 0 0
COM21 INC Common Stock 205937105 55 3,200 defined 01,02 3,200 0 0
CONCORD COMMUNICATIONS INC Common Stock 206186108 153 3,400 defined 01,02 3,400 0 0
CONCORD EFS INC Common Stock 206197105 6,309 149,112 defined 01,02 149,112 0 0
CONE MILLS CORP Common Stock 206814105 190 31,700 defined 01,02 31,700 0 0
CONECTIV Common Stock 206829103 2,639 107,970 defined 01,02 107,970 0 0
CONECTIV - CLASS A Common Stock 206829202 91 2,175 defined 01,02 2,175 0 0
CONEXTANT Common Stock 207142100 1,324 22,800 defined 01,02 22,800 0 0
CONMED CORP Common Stock 207410101 299 9,750 defined 01,02 9,750 0 0
CONNECTICUT ENERGY CORP Common Stock 207567108 501 13,000 defined 01,02 13,000 0 0
CONNECTICS CORPORATION Common Stock 208192104 17 2,800 defined 01,02 2,800 0 0
CONNING CORPORATION Common Stock 208215103 47 2,900 defined 01,02 2,900 0 0
CONOCO INC Common Stock 208251306 948 34,000 defined 01,02 34,000 0 0
CONSECO INC Common Stock 208464107 11,458 376,439 defined 01,02 376,439 0 0
CONSOLIDATED EDISON Common Stock 209115104 11,983 264,827 defined 01,02 264,827 0 0
CONSOLIDATED FREIGHTWAYS CORP Common Stock 209232107 185 14,400 defined 01,02 14,400 0 0
CONSOLIDATED GRAPHICS INC Common Stock 209341106 890 17,800 defined 01,02 17,800 0 0
CONSOLIDATED NATURAL GAS CO Common Stock 209615103 6,754 111,184 defined 01,02 111,184 0 0
CONSOLIDATED PAPERS INC Common Stock 209759109 2,821 105,456 defined 01,02 105,456 0 0
CONSOLIDATED PRODUCTS INC Common Stock 209798107 595 33,070 defined 01,02 33,070 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CONSOLIDATED STORES CORP Common Stock 210149100 3,449 127,741 defined 01,02 127,741 0 0
CONS G GRUPO DINA ADR 210306106 8 5,200 defined 01,02 5,200 0 0
CONSTELLATION ENERGY GROUP Common Stock 210371100 5,151 173,860 defined 01,02 173,860 0 0
CONTIFINANCIAL CORP Common Stock 21075V107 113 31,800 defined 01,02 31,800 0 0
CONTINENTAL ADR 210771200 785 33,100 defined 01,02 33,100 0 0
CONTINENTAL AIRLS INC Common Stock 210795209 182 4,800 defined 01,02 4,800 0 0
CONTINENTAL AIRLS INC -CL B Common Stock 210795308 1,144 30,400 defined 01,02 30,400 0 0
CONTROLADORA COMMERCIAL MEX ADR 21238A206 296 14,100 defined 01,02 14,100 0 0
CONVERGYS CORP Common Stock 212485106 3,436 177,347 defined 01,02 177,347 0 0
COOKSON GROUP PLC ADR 216379107 1,334 79,100 defined 01,02 79,100 0 0
COOPER CAMERON CORP Common Stock 216640102 1,323 35,700 defined 01,02 35,700 0 0
COOPER COMPANIES INC Common Stock 216648402 464 18,600 defined 01,02 18,600 0 0
COOPER INDUSTRIES INC Common Stock 216669101 5,740 110,378 defined 01,02 110,378 0 0
COOPER TIRE & RUBBER Common Stock 216831107 2,081 88,079 defined 01,02 88,079 0 0
COORS (ADOLPH) -CL B Common Stock 217016104 2,105 42,524 defined 01,02 42,524 0 0
COPART INC Common Stock 217204106 349 16,400 defined 01,02 16,400 0 0
COPENE ADR 217252105 10 1,300 defined 01,02 1,300 0 0
COPLEY PHARMACEUTICAL INC Common Stock 21745K101 137 13,400 defined 01,02 13,400 0 0
COPPER MOUNTAIN NETWORK Common Stock 217510106 8 100 defined 01,02 100 0 0
COR THERAPEUTICS INC Common Stock 217753102 558 37,800 defined 01,02 37,800 0 0
CORAM HEALTHCARE CORP Common Stock 218103109 1 630 defined 01,02 630 0 0
CORDANT TECHNOLOGY INC. Common Stock 218412104 1,913 42,338 defined 01,02 42,338 0 0
CORDIANT COMMUNICATIONS PLC ADR 218514206 676 49,610 defined 01,02 49,610 0 0
COREL CORP Common Stock 21868Q109 128 33,000 defined 01,02 33,000 0 0
CORIXA Common Stock 21887F100 39 2,200 defined 01,02 2,200 0 0
CORN PRODUCTS INTERNATIONAL Common Stock 219023108 1,409 46,300 defined 01,02 46,300 0 0
CORNERSTONE PROPERTIES REIT 21922H103 2,032 128,000 defined 01,02 128,000 0 0
CORNERSTONE REALTY INCOME TRST REIT 21922V102 416 38,700 defined 01,02 38,700 0 0
CORNING INC Common Stock 219350105 20,116 286,854 defined 01,02 286,854 0 0
CORPORACION MAPFRE ADR 219872207 785 192,700 defined 01,02 192,700 0 0
CORPORATE EXPRESS INC Common Stock 219888104 389 55,585 defined 01,02 55,585 0 0
CORPORATE EXECUTIVE BOARD Common Stock 21988R102 85 2,400 defined 01,02 2,400 0 0
CORPORATE OFFICE PROPERTIES
TRST REIT 22002T108 129 15,700 defined 01,02 15,700 0 0
CORRECTIONAL PROPERTIES TRUST Common Stock 22025E104 112 7,100 defined 01,02 7,100 0 0
CORSAIR COMMUNICATIONS INC Common Stock 220406102 10 2,300 defined 01,02 2,300 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CORT BUSINESS SERVICES Common Stock 220493100 127 5,300 defined 01,02 5,300 0 0
CORTECS PLC ADR 220512206 2 1,600 defined 01,02 1,600 0 0
CORUS BANKSHARES INC Common Stock 220873103 318 10,000 defined 01,02 10,000 0 0
COST PLUS INC Common Stock 221485105 121 2,650 defined 01,02 2,650 0 0
COSTCO INC Common Stock 22160Q102 20,365 254,364 defined 01,02 254,364 0 0
COTELLIGENT Common Stock 221630106 24 3,100 defined 01,02 3,100 0 0
COTT CORP QUE Common Stock 22163N106 146 40,400 defined 01,02 40,400 0 0
COULTER PHARMACEUTICAL INC Common Stock 222116105 106 4,700 defined 01,02 4,700 0 0
COUNTRYWIDE CREDIT IND INC Common Stock 222372104 5,604 131,088 defined 01,02 131,088 0 0
COUSINS PROPERTIES INC REIT 222795106 1,079 31,900 defined 01,02 31,900 0 0
COVAD COMMUNICATIONS GROUP Common Stock 222814204 264 4,950 defined 01,02 4,950 0 0
COVANCE INC Common Stock 222816100 1,738 72,586 defined 01,02 72,586 0 0
COVENANT TRANSPRT INC -CL A Common Stock 22284P105 104 6,600 defined 01,02 6,600 0 0
COVENTRY HEALTH CARE INC Common Stock 222862104 883 80,746 defined 01,02 80,746 0 0
COX COMMUNICATIONS -CL A Common Stock 224044107 13,932 378,456 defined 01,02 378,456 0 0
COX RADIO Common Stock 224051102 293 5,400 defined 01,02 5,400 0 0
CRANE CO Common Stock 224399105 2,503 79,609 defined 01,02 79,609 0 0
CRAWFORD & CO Common Stock 224633107 630 38,750 defined 01,02 38,750 0 0
CREATIVE COMPUTERS INC Common Stock 22527E107 34 4,300 defined 01,02 4,300 0 0
CREDENCE SYSTEMS CORP Common Stock 225302108 588 15,850 defined 01,02 15,850 0 0
CREDIT ACCEP CORP MICH Common Stock 225310101 213 35,500 defined 01,02 35,500 0 0
CREDIT SUISSE GROUP SPON ADR ADR 225401108 27,999 647,250 defined 01,02 647,250 0 0
CREE RESEARCH INC Common Stock 225447101 315 4,100 defined 01,02 4,100 0 0
CRESCENDO PHARMACEUTICAL Common Stock 225637107 0 10 defined 01,02 10 0 0
CRESCENT R E EQUITIES INC REIT 225756105 2,921 123,000 defined 01,02 123,000 0 0
CRESTLINE CAPITAL CORP Common Stock 226153104 190 11,280 defined 01,02 11,280 0 0
CRISTALERIAS DE CHILE ADR 226714103 222 14,400 defined 01,02 14,400 0 0
CROMPTON & KNOWLES CORP Common Stock 227111101 1,510 76,468 defined 01,02 76,468 0 0
CROSS (A.T.) & CO -CL A Common Stock 227478104 115 20,700 defined 01,02 20,700 0 0
CROSS TIMBERS OIL CO Common Stock 227573102 830 55,820 defined 01,02 55,820 0 0
CROWN AMER REALTY TRUST REIT 228186102 197 26,900 defined 01,02 26,900 0 0
CROWN CASTLE INTERNATIONAL Common Stock 228227104 1,727 83,000 defined 01,02 83,000 0 0
CROWN CORK & SEAL CO INC Common Stock 228255105 4,075 142,995 defined 01,02 142,995 0 0
CROWN PACIFIC PARTNERS -LP Common Stock 228439105 176 7,800 defined 01,02 7,800 0 0
CUBIC CORP Common Stock 229669106 115 4,650 defined 01,02 4,650 0 0
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CULLEN/FROST BANKERS INC Common Stock 229899109 1,840 66,740 defined 01,02 66,740 0 0
CUMMINS ENGINE Common Stock 231021106 2,774 48,555 defined 01,02 48,555 0 0
CURATIVE TECHNOLOGIES INC Common Stock 231264102 93 16,900 defined 01,02 16,900 0 0
CURTISS-WRIGHT CORP Common Stock 231561101 140 3,600 defined 01,02 3,600 0 0
CYBERIAN OUTPOST Common Stock 231914102 12 1,200 defined 01,02 1,200 0 0
CUSTOMTRACKS CORP Common Stock 232046102 1,063 19,000 defined 01,02 19,000 0 0
CUTTER & BUCK INC Common Stock 232217109 23 1,350 defined 01,02 1,350 0 0
CYBERCASH INC Common Stock 232462101 62 4,800 defined 01,02 4,800 0 0
CYBERONICS INC Common Stock 23251P102 49 3,900 defined 01,02 3,900 0 0
CYGNUS INC Common Stock 232560102 397 30,500 defined 01,02 30,500 0 0
CYLINK CORP Common Stock 232565101 50 13,200 defined 01,02 13,200 0 0
CYMER INC Common Stock 232572107 198 7,900 defined 01,02 7,900 0 0
CYPRESS SEMICONDUCTOR CORP Common Stock 232806109 2,043 119,320 defined 01,02 119,320 0 0
CYPRUS AMAX MINERALS CO Common Stock 232809103 1,609 105,492 defined 01,02 105,492 0 0
CYRK INC Common Stock 232817106 118 19,400 defined 01,02 19,400 0 0
CYTEC INDUSTRIES INC Common Stock 232820100 1,568 49,766 defined 01,02 49,766 0 0
CYTRX CORP Common Stock 232828301 0 175 defined 01,02 175 0 0
CYCLE & CARRIAGE ADR 232903302 721 62,600 defined 01,02 62,600 0 0
CYTYC CORP Common Stock 232946103 113 5,800 defined 01,02 5,800 0 0
DII GROUP INC Common Stock 232949107 354 9,500 defined 01,02 9,500 0 0
DBT ONLINE Common Stock 233044106 757 23,100 defined 01,02 23,100 0 0
DPL INC Common Stock 233293109 3,426 185,173 defined 01,02 185,173 0 0
DQE INC Common Stock 23329J104 2,211 55,100 defined 01,02 55,100 0 0
D R HORTON INC Common Stock 23331A109 1,330 80,030 defined 01,02 80,030 0 0
DST SYSTEMS Common Stock 233326107 1,234 19,620 defined 01,02 19,620 0 0
DSP GROUP INC Common Stock 23332B106 108 3,000 defined 01,02 3,000 0 0
D S M ADR 23332H202 2,740 102,200 defined 01,02 102,200 0 0
DSP COMMUNICATIONS INC Common Stock 23332K106 1,672 57,900 defined 01,02 57,900 0 0
DTE ENERGY COMPANY HOLDINGS Common Stock 233331107 6,867 168,523 defined 01,02 168,523 0 0
DT INDUSTRIES INC Common Stock 23333J108 53 5,800 defined 01,02 5,800 0 0
DVI INC Common Stock 233343102 26 1,500 defined 01,02 1,500 0 0
DAIEI INC ADR 233798206 1,752 253,750 defined 01,02 253,750 0 0
DAIN RAUSCHER CORP Common Stock 233856103 839 15,500 defined 01,02 15,500 0 0
DAIRY FARM INTERNATIONAL ADR 233859206 678 113,000 defined 01,02 113,000 0 0
DAISYTEK INTL CORP COM Common Stock 234053106 131 8,000 defined 01,02 8,000 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DAL-TILE INTERNATIONAL Common Stock 23426R108 461 40,500 defined 01,02 40,500 0 0
DALLAS SEMICONDUCTOR CORP Common Stock 235204104 1,817 35,800 defined 01,02 35,800 0 0
DAMARK INTL INC -CL A Common Stock 235691102 63 7,500 defined 01,02 7,500 0 0
DANA CORP Common Stock 235811106 8,888 192,955 defined 01,02 192,955 0 0
DANAHER CORP Common Stock 235851102 9,114 156,795 defined 01,02 156,795 0 0
DANKA BUSINESS SYS PLC ADR 236277109 187 33,300 defined 01,02 33,300 0 0
DAOU SYSTEMS INC Common Stock 237015102 17 2,900 defined 01,02 2,900 0 0
DARDEN RESTAURANTS INC Common Stock 237194105 3,416 156,607 defined 01,02 156,607 0 0
DASSAULT SYSTEMS S.A. ADR 237545108 2,373 71,500 defined 01,02 71,500 0 0
DATA BROADCASTING CORP Common Stock 237596101 159 15,100 defined 01,02 15,100 0 0
DATA GENERAL CORP Common Stock 237688106 847 58,163 defined 01,02 58,163 0 0
DATA PROCESSING RES CORP Common Stock 237823109 73 3,100 defined 01,02 3,100 0 0
DATA TRANSMISSION NETWORK Common Stock 238017107 152 5,400 defined 01,02 5,400 0 0
DATASCOPE CORP Common Stock 238113104 668 20,800 defined 01,02 20,800 0 0
DATASTREAM SYSTEMS INC Common Stock 238124101 190 11,900 defined 01,02 11,900 0 0
DAVE & BUSTERS INC Common Stock 23833N104 232 8,010 defined 01,02 8,010 0 0
DAVIDS BRIDAL Common Stock 238576102 233 15,000 defined 01,02 15,000 0 0
DAVOX CORP Common Stock 239208101 38 3,150 defined 01,02 3,150 0 0
DAY RUNNER INC Common Stock 239545106 52 4,200 defined 01,02 4,200 0 0
DAYTON HUDSON CORP Common Stock 239753106 33,640 517,545 defined 01,02 517,545 0 0
DEAN FOODS CO Common Stock 242361103 1,900 45,724 defined 01,02 45,724 0 0
DECOMA INTERNATIONAL INC Common Stock 24359C100 202 23,800 defined 01,02 23,800 0 0
DEERE & CO Common Stock 244199105 10,599 270,477 defined 01,02 270,477 0 0
DEL MONTE COMPANY Common Stock 24522P103 521 31,100 defined 01,02 31,100 0 0
DE RIGO ADR 245334107 169 31,100 defined 01,02 31,100 0 0
DELCO REMY INTL INC -CL A Common Stock 246626105 42 3,800 defined 01,02 3,800 0 0
DELIAS INC Common Stock 246885107 30 2,200 defined 01,02 2,200 0 0
DELL COMPUTER CORP Common Stock 247025109 111,138 3,003,729 defined 01,02 3,003,729 0 0
DELPHI AUTOMOTIVE SYSTEMS CORP Common Stock 247126105 12,200 659,443 defined 01,02 659,443 0 0
DELPHI FINANCIAL GRP -CL A Common Stock 247131105 911 25,401 defined 01,02 25,401 0 0
DELTA & PINE LAND CO Common Stock 247357106 1,507 47,839 defined 01,02 47,839 0 0
DELTA AIR LINES INC Common Stock 247361108 9,455 164,072 defined 01,02 164,072 0 0
DELTEK SYSTEMS INC Common Stock 24785A108 48 4,900 defined 01,02 4,900 0 0
DELTA WOODSIDE INDS Common Stock 247909104 174 29,600 defined 01,02 29,600 0 0
DELUXE CORP Common Stock 248019101 3,550 91,474 defined 01,02 91,474 0 0
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DENDRITE INTL INC Common Stock 248239105 1,286 35,600 defined 01,02 35,600 0 0
DENTSPLY INTERNATL INC Common Stock 249030107 1,967 68,114 defined 01,02 68,114 0 0
DEPARTMENT 56 INC -SER A Common Stock 249509100 602 22,400 defined 01,02 22,400 0 0
DESC S A DE C V ADR 250309101 1,120 49,521 defined 01,02 49,521 0 0
DESTIA COMMUNICATIONS Common Stock 25063E100 31 2,500 defined 01,02 2,500 0 0
DETROIT DIESEL CORP Common Stock 250837101 335 13,600 defined 01,02 13,600 0 0
DEUTSCHE BANK A G ADR 251525309 20,197 338,600 defined 01,02 338,600 0 0
DEUTSCHE TELECOM ADR 251566105 78,505 1,858,100 defined 01,02 1,858,100 0 0
DEVELOPERS DIVERSIFIED RLTY REIT 251591103 1,024 60,700 defined 01,02 60,700 0 0
DEVELOPMENT BANK OF SINGAPORE ADR 251594305 5,504 112,632 defined 01,02 112,632 0 0
DEVON ENERGY CORPORATION Common Stock 251799102 2,088 58,300 defined 01,02 58,300 0 0
DEVRY INC Common Stock 251893103 1,935 86,500 defined 01,02 86,500 0 0
DEXTER CORP Common Stock 252165105 1,091 26,729 defined 01,02 26,729 0 0
DIAGEO PLC ADR 25243Q205 26,094 606,839 defined 01,02 606,839 0 0
DIAGNOSTIC PRODUCTS CORP Common Stock 252450101 514 18,602 defined 01,02 18,602 0 0
DIAL CORP/DE Common Stock 25247D101 4,459 119,897 defined 01,02 119,897 0 0
DIALOGIC CORP Common Stock 252499108 1,075 24,500 defined 01,02 24,500 0 0
DIALOG CORP PLC ADR 252500103 5 900 defined 01,02 900 0 0
DIAMOND MULTIMEDIA SYS INC COM Common Stock 252714100 89 21,600 defined 01,02 21,600 0 0
DIAMOND OFFSHRE DRILLING INC Common Stock 25271C102 1,955 68,900 defined 01,02 68,900 0 0
DIAMOND TECH PRTNRS -CL A Common Stock 252762109 134 6,000 defined 01,02 6,000 0 0
DIEBOLD INC Common Stock 253651103 2,315 80,512 defined 01,02 80,512 0 0
DIGI INTERNATIONAL INC Common Stock 253798102 190 18,200 defined 01,02 18,200 0 0
DIGITAL MICROWAVE CORP Common Stock 253859102 1,145 89,800 defined 01,02 89,800 0 0
DIME COMMUNITY BANCORP INC Common Stock 253922108 98 4,200 defined 01,02 4,200 0 0
DILLARDS INC Common Stock 254067101 4,365 124,265 defined 01,02 124,265 0 0
DIME BANCORP INC Common Stock 25429Q102 2,609 129,637 defined 01,02 129,637 0 0
DIMON INC Common Stock 254394109 288 55,500 defined 01,02 55,500 0 0
DIONEX CORP Common Stock 254546104 1,324 32,700 defined 01,02 32,700 0 0
DISCOUNT AUTO PARTS INC Common Stock 254642101 499 20,700 defined 01,02 20,700 0 0
DISNEY (WALT) COMPANY Common Stock 254687106 74,259 2,410,019 defined 01,02 2,410,019 0 0
DISTRIBUCION Y SERVICIO ADR 254753106 904 48,200 defined 01,02 48,200 0 0
THE DIXIE GROUP Common Stock 255519100 120 14,200 defined 01,02 14,200 0 0
DIXONS GROUP PLC ADR 255875205 5,270 93,800 defined 01,02 93,800 0 0
DOCUMENTUM INC Common Stock 256159104 80 6,100 defined 01,02 6,100 0 0
</TABLE>
<PAGE> 34
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DOLE FOOD CO INC Common Stock 256605106 1,956 66,593 defined 01,02 66,593 0 0
DOLLAR GENERAL Common Stock 256669102 7,470 257,577 defined 01,02 257,577 0 0
DOLLAR THRIFTY AUTOMOTIVE
GROUP INC Common Stock 256743105 281 12,100 defined 01,02 12,100 0 0
DOLLAR TREE STORES INC Common Stock 256747106 3,136 71,273 defined 01,02 71,273 0 0
DOMINION RES BLACK WARRIOR Common Stock 25746Q108 38 2,600 defined 01,02 2,600 0 0
DOMINION RESOURCES INC Common Stock 257470104 9,691 223,737 defined 01,02 223,737 0 0
DOMTAR INC Common Stock 257561100 824 86,733 defined 01,02 86,733 0 0
DONALDSON CO INC Common Stock 257651109 1,326 54,138 defined 01,02 54,138 0 0
DONALDSON LUFKIN JENRETTE Common Stock 257661108 5,007 83,100 defined 01,02 83,100 0 0
DLJ DIRECT INC Common Stock 257661504 1,328 45,000 defined 01,02 45,000 0 0
DONNA KARAN Common Stock 257826107 82 8,300 defined 01,02 8,300 0 0
DONNELLEY (R R) & SONS CO Common Stock 257867101 5,677 153,180 defined 01,02 153,180 0 0
DORAL FINANCIAL CORP Common Stock 25811P100 335 19,400 defined 01,02 19,400 0 0
DOREL INDUSTRIES Common Stock 25822C205 332 15,500 defined 01,02 15,500 0 0
DOUBLICCLICK Common Stock 258609304 2,459 26,800 defined 01,02 26,800 0 0
DOVER CORP Common Stock 260003108 8,756 250,185 defined 01,02 250,185 0 0
DOW CHEMICAL Common Stock 260543103 32,533 256,417 defined 01,02 256,417 0 0
DOW JONES & CO INC Common Stock 260561105 5,663 106,715 defined 01,02 106,715 0 0
DOWNEY FINANCIAL CORP Common Stock 261018105 768 35,029 defined 01,02 35,029 0 0
DRESDNER BANK AG ADR 261561302 13,073 336,250 defined 01,02 336,250 0 0
DRESS BARN INC Common Stock 261570105 402 25,100 defined 01,02 25,100 0 0
DREYER'S GRAND ICE CREAM INC Common Stock 261878102 483 31,908 defined 01,02 31,908 0 0
DRIL-QUIP Common Stock 262037104 87 3,800 defined 01,02 3,800 0 0
DU PONT (E I) DE NEMOURS Common Stock 263534109 90,459 1,324,189 defined 01,02 1,324,189 0 0
DUANE READE INC Common Stock 263578106 149 4,900 defined 01,02 4,900 0 0
DUCOMMUN INC Common Stock 264147109 61 5,100 defined 01,02 5,100 0 0
DUKE POWER CO Common Stock 264399106 23,017 422,807 defined 01,02 422,807 0 0
DUKE REALTY INVESTMENTS INC REIT 264411505 1,961 86,900 defined 01,02 86,900 0 0
DUN & BRADSTREET CORP Common Stock 26483B106 6,866 193,755 defined 01,02 193,755 0 0
DURA AUTOMOTIVE SYSTEMS Common Stock 265903104 250 7,514 defined 01,02 7,514 0 0
DUPONT PHOTOMASKS INC Common Stock 26613X101 349 7,300 defined 01,02 7,300 0 0
DURA PHARMACEUTICALS INC Common Stock 26632S109 820 68,700 defined 01,02 68,700 0 0
DURAMED PHARMACEUTICALS INC Common Stock 266354109 20 1,300 defined 01,02 1,300 0 0
DYCOM INDUSTRIES INC Common Stock 267475101 1,761 31,450 defined 01,02 31,450 0 0
DYNEGY CORP Common Stock 26816L102 1,518 74,500 defined 01,02 74,500 0 0
</TABLE>
<PAGE> 35
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ECI TELECOMMUNICATIONS -ORD ADR 268258100 1,972 59,421 defined 01,02 59,421 0 0
ELECTRICIDADE DE PORTUGAL ADR 268353109 7,609 212,100 defined 01,02 212,100 0 0
E 4 L INC Common Stock 268452109 28 3,900 defined 01,02 3,900 0 0
EG&G INC Common Stock 268457108 1,872 52,550 defined 01,02 52,550 0 0
E-LOAN INC Common Stock 26861P107 39 1,000 defined 01,02 1,000 0 0
EMC CORP/MA Common Stock 268648102 65,765 1,195,734 defined 01,02 1,195,734 0 0
EMC INS GROUP INC Common Stock 268664109 58 4,900 defined 01,02 4,900 0 0
EMI GROUP ADR 268694205 4,942 307,685 defined 01,02 307,685 0 0
EMS TECHNOLOGIES Common Stock 26873N108 54 3,700 defined 01,02 3,700 0 0
ENSCO INTERNATIONAL INC Common Stock 26874Q100 3,181 159,554 defined 01,02 159,554 0 0
ENI S.P.A. ADR 26874R108 32,226 537,100 defined 01,02 537,100 0 0
ESAT TELECOM GROUP ADR 26883Y102 544 12,400 defined 01,02 12,400 0 0
ESCO ELECTRONICS Common Stock 269030201 63 4,900 defined 01,02 4,900 0 0
ESS TECHNOLOGY INC Common Stock 269151106 176 13,100 defined 01,02 13,100 0 0
E SPIRE COMMUNICATIONS INC Common Stock 269153102 137 13,000 defined 01,02 13,000 0 0
ETEC SYSTEMS INC Common Stock 26922C103 884 26,600 defined 01,02 26,600 0 0
ETEK DYNAMICS Common Stock 269240107 138 2,900 defined 01,02 2,900 0 0
E'TOWN CORP Common Stock 269242103 215 4,700 defined 01,02 4,700 0 0
E TRADE GROUP INC Common Stock 269246104 11,432 286,246 defined 01,02 286,246 0 0
E V N ADR 269265104 1,179 40,300 defined 01,02 40,300 0 0
EAGLE USA AIRFREIGHT INC Common Stock 270018104 306 7,200 defined 01,02 7,200 0 0
EARTHGRAINS COMPANY Common Stock 270319106 1,380 53,472 defined 01,02 53,472 0 0
EARTHLINK NETWORK INC Common Stock 270322100 909 14,800 defined 01,02 14,800 0 0
EARTHSHELL CORP Common Stock 27032B100 40 5,700 defined 01,02 5,700 0 0
EASTERN ENTERPRISES Common Stock 27637F100 1,039 26,128 defined 01,02 26,128 0 0
EASTERN UTILITIES ASSOC Common Stock 277173100 743 25,500 defined 01,02 25,500 0 0
EASTGROUP PROPERTIES REIT 277276101 335 16,700 defined 01,02 16,700 0 0
EASTMAN CHEMICAL CO Common Stock 277432100 4,732 91,430 defined 01,02 91,430 0 0
EASTMAN KODAK CO Common Stock 277461109 25,570 377,423 defined 01,02 377,423 0 0
EATON CORP Common Stock 278058102 7,675 83,429 defined 01,02 83,429 0 0
EATON VANCE CORP Common Stock 278265103 1,543 44,800 defined 01,02 44,800 0 0
EBAY INC Common Stock 278642103 5,783 38,200 defined 01,02 38,200 0 0
ECHELON INDUSTRIES Common Stock 278747100 50 2,240 defined 01,02 2,240 0 0
ECHO BAY MINES LTD Common Stock 278751102 58 40,600 defined 01,02 40,600 0 0
ECHOSTAR COMMUN CORP -CL A Common Stock 278762109 629 4,100 defined 01,02 4,100 0 0
</TABLE>
<PAGE> 36
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ECLIPSE SURGICAL TECH INC Common Stock 278849104 41 3,800 defined 01,02 3,800 0 0
ECLIPSYS CORPORATION Common Stock 278856109 155 6,480 defined 01,02 6,480 0 0
ECO SOIL SYSTEMS INC Common Stock 278858105 15 2,700 defined 01,02 2,700 0 0
ECOLAB INC Common Stock 278865100 6,654 152,525 defined 01,02 152,525 0 0
EDIFY CORPORATION Common Stock 280599101 111 8,300 defined 01,02 8,300 0 0
EDPERBRASCAN CORP Common Stock 280905803 2,522 168,100 defined 01,02 168,100 0 0
EDISON INTERNATIONAL Common Stock 281020107 10,845 405,434 defined 01,02 405,434 0 0
EDUCATION MANAGEMENT CORP Common Stock 28139T101 419 20,200 defined 01,02 20,200 0 0
JDEDWARDS Common Stock 281667105 487 26,300 defined 01,02 26,300 0 0
EDWARDS (A G) INC Common Stock 281760108 3,544 109,890 defined 01,02 109,890 0 0
EGANA INTERNATIONAL HOLDINGS ADR 28225R209 6 778 defined 01,02 778 0 0
EGGHEAD INC/WA Common Stock 282330109 150 13,400 defined 01,02 13,400 0 0
EIDOS PLC ADR ADR 282485101 390 11,800 defined 01,02 11,800 0 0
800 JR CIGAR INC Common Stock 282491109 41 3,300 defined 01,02 3,300 0 0
EISAI CO ADR 282579309 3,717 188,650 defined 01,02 188,650 0 0
EL PASO ELECTRIC CO Common Stock 283677854 552 61,800 defined 01,02 61,800 0 0
EL PASO ENERGY CORP Common Stock 283905107 4,972 141,302 defined 01,02 141,302 0 0
ELAN CORP PLC ADR 284131208 4,321 155,700 defined 01,02 155,700 0 0
ELCOR CORP Common Stock 284443108 708 16,200 defined 01,02 16,200 0 0
ELDER BEERMAN STORES CORP Common Stock 284470101 44 6,000 defined 01,02 6,000 0 0
ELECTRO RENT CORP Common Stock 285218103 88 8,200 defined 01,02 8,200 0 0
ELECTRO SCIENTIFIC INDS INC Common Stock 285229100 677 16,200 defined 01,02 16,200 0 0
ELECTROGLAS INC Common Stock 285324109 492 24,600 defined 01,02 24,600 0 0
ELECTRONIC ARTS INC Common Stock 285512109 3,858 71,113 defined 01,02 71,113 0 0
ELECTRONIC DATA SYSTEMS INC Common Stock 285661104 32,533 574,541 defined 01,02 574,541 0 0
ELECTRONICS BOUTIQUE Common Stock 286045109 13 900 defined 01,02 900 0 0
ELECTRONICS FOR IMAGING INC Common Stock 286082102 2,086 40,600 defined 01,02 40,600 0 0
ELF AQUITAINE ADR 286269105 25,861 351,550 defined 01,02 351,550 0 0
ELRON ELECTRONIC INDS -ORD Common Stock 290160100 348 14,200 defined 01,02 14,200 0 0
ELSEVIER N V ADR 290259100 5,864 248,200 defined 01,02 248,200 0 0
EMAIL LIMITED ADR 290769207 378 98,200 defined 01,02 98,200 0 0
EMBRATEL ADR 29081N100 3,036 218,800 defined 01,02 218,800 0 0
EMBOTELLADORA ANDINA ADR 29081P204 818 40,900 defined 01,02 40,900 0 0
EMBOTELLADORA ANDINA SA SER
B A ADR 29081P303 558 36,600 defined 01,02 36,600 0 0
EMCORE CORP Common Stock 290846104 302 15,000 defined 01,02 15,000 0 0
</TABLE>
<PAGE> 37
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EMCOR GROUP INC Common Stock 29084Q100 103 4,100 defined 01,02 4,100 0 0
EMERITUS CORPORATION Common Stock 291005106 44 4,400 defined 01,02 4,400 0 0
EMERSON ELECTRIC CO Common Stock 291011104 32,230 512,088 defined 01,02 512,088 0 0
EMISPHERE TECHNOLOGIES, INC Common Stock 291345106 12 1,700 defined 01,02 1,700 0 0
EMMIS BROADCASTING CP -CL A Common Stock 291525103 454 9,200 defined 01,02 9,200 0 0
EMPI INC Common Stock 291586105 195 8,000 defined 01,02 8,000 0 0
EMPIRE DISTRICT ELECTRIC CO Common Stock 291641108 349 13,400 defined 01,02 13,400 0 0
EMPRESAS ICA SOC CTL ADR 292448107 497 73,600 defined 01,02 73,600 0 0
EMPRESA NACIONAL DE ELCTRCID S ADR 29244T101 1,762 146,800 defined 01,02 146,800 0 0
EMPRESAS TELEX-CHILE ADR 29245D105 4 4,200 defined 01,02 4,200 0 0
EMULEX CORP Common Stock 292475209 44 400 defined 01,02 400 0 0
ENCAL ENERGY LTD Common Stock 29250D107 348 70,400 defined 01,02 70,400 0 0
ENBRIDGE INC Common Stock 29250N105 1,766 76,800 defined 01,02 76,800 0 0
ENCORE WIRE CORP Common Stock 292562105 76 8,400 defined 01,02 8,400 0 0
ENDESA ADR 29258N107 15,523 730,500 defined 01,02 730,500 0 0
ENDOSONICS CORP Common Stock 29264K105 19 2,700 defined 01,02 2,700 0 0
ENERGEN CORP Common Stock 29265N108 689 37,000 defined 01,02 37,000 0 0
ENERGY EAST Common Stock 29266M109 3,543 136,264 defined 01,02 136,264 0 0
ENERSIS ADR 29274F104 1,144 49,998 defined 01,02 49,998 0 0
ENGELHARD CORP Common Stock 292845104 3,336 147,460 defined 01,02 147,460 0 0
ENGINEERING ANIMATION INC Common Stock 292872108 48 2,250 defined 01,02 2,250 0 0
ENESCO GROUP INC Common Stock 292973104 413 17,871 defined 01,02 17,871 0 0
ENHANCE FINANCIAL SVCS GRP Common Stock 293310108 934 47,300 defined 01,02 47,300 0 0
ENNIS BUSINESS FORMS Common Stock 293389102 46 5,400 defined 01,02 5,400 0 0
ENRON CORP Common Stock 293561106 33,640 411,493 defined 01,02 411,493 0 0
ENRON OIL & GAS Common Stock 293562104 2,309 114,000 defined 01,02 114,000 0 0
ENTERCOM Common Stock 293639100 107 2,500 defined 01,02 2,500 0 0
ENTERGY CORP Common Stock 29364G103 8,953 286,489 defined 01,02 286,489 0 0
ENTERPRISE OIL PLC ADR 293779302 1,982 102,936 defined 01,02 102,936 0 0
ENTERTAINMENT PROPERTIES TRUST REIT 29380T105 249 14,100 defined 01,02 14,100 0 0
ENTREMED INC Common Stock 29382F103 137 6,100 defined 01,02 6,100 0 0
ENZO BIOCHEM INC Common Stock 294100102 344 33,969 defined 01,02 33,969 0 0
EOTT ENERGY PARTNERS -LP Common Stock 294103106 43 2,400 defined 01,02 2,400 0 0
EPICOR SOFTWARE CORP Common Stock 29426l108 436 58,600 defined 01,02 58,600 0 0
EQUANT N.V. Common Stock 294409107 6,492 68,700 defined 01,02 68,700 0 0
</TABLE>
<PAGE> 38
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EQUIFAX INC Common Stock 294429105 6,082 170,421 defined 01,02 170,421 0 0
EQUITABLE COS INC Common Stock 29444G107 8,723 130,200 defined 01,02 130,200 0 0
EQUITABLE RESOURCES INC Common Stock 294549100 901 23,875 defined 01,02 23,875 0 0
EQUITY INNS INC REIT 294703103 338 36,500 defined 01,02 36,500 0 0
EQUITY OFFICE PROPERTIES TRUST REIT 294741103 6,469 252,460 defined 01,02 252,460 0 0
EQUITY ONE INC REIT 294752100 64 6,500 defined 01,02 6,500 0 0
EQUITY RESIDENTIAL PPTYS TR REIT 29476L107 5,298 117,578 defined 01,02 117,578 0 0
ERICSSON (L M) TEL ADR 294821400 42,045 1,276,500 defined 01,02 1,276,500 0 0
ERIE INDEMNITY CO -CL A Common Stock 29530P102 439 15,400 defined 01,02 15,400 0 0
ESPIRITO SNTO FNL ADR 29665F200 355 21,600 defined 01,02 21,600 0 0
ESSEX PROPERTY TRUST REIT 297178105 601 17,000 defined 01,02 17,000 0 0
ESTERLINE TECHNOLOGIES Common Stock 297425100 312 21,700 defined 01,02 21,700 0 0
ETHAN ALLEN INTERIORS INC Common Stock 297602104 1,920 50,850 defined 01,02 50,850 0 0
ETHYL CORP Common Stock 297659104 585 97,448 defined 01,02 97,448 0 0
ETOYS INC Common Stock 297862104 269 6,600 defined 01,02 6,600 0 0
EVANS & SUTHERLAND CMP CORP Common Stock 299096107 119 9,100 defined 01,02 9,100 0 0
EVEREN CAPITAL CORP Common Stock 299761106 289 9,700 defined 01,02 9,700 0 0
EVEREST REINSURANCE HOLDINGS Common Stock 299808105 1,850 56,700 defined 01,02 56,700 0 0
EXABYTE CORP Common Stock 300615101 114 29,400 defined 01,02 29,400 0 0
EXAR CORP Common Stock 300645108 156 6,300 defined 01,02 6,300 0 0
EXCALIBUR TECHNOLOGIES Common Stock 300651205 73 5,100 defined 01,02 5,100 0 0
EXCEL SWITCHING CORP Common Stock 30067V108 278 9,300 defined 01,02 9,300 0 0
EXECUTIVE RISK INC Common Stock 301586103 1,225 14,400 defined 01,02 14,400 0 0
EXIDE CORP Common Stock 302051107 202 13,700 defined 01,02 13,700 0 0
EXODUS COMMUNICATIONS INC Common Stock 302088109 1,607 13,400 defined 01,02 13,400 0 0
EXPEDITORS INTL WASH INC Common Stock 302130109 1,692 62,100 defined 01,02 62,100 0 0
EXPRESS SCRIPTS INC -CL A Common Stock 302182100 3,051 50,698 defined 01,02 50,698 0 0
EXTENDED STAY AMERICA Common Stock 30224P101 444 37,028 defined 01,02 37,028 0 0
EXXON CORP Common Stock 302290101 218,876 2,837,935 defined 01,02 2,837,935 0 0
F & M BANCORP/MD Common Stock 302367107 44 1,323 defined 01,02 1,323 0 0
F & M BANCORPORATION INC Common Stock 302371109 151 3,993 defined 01,02 3,993 0 0
F & M NATL CORP Common Stock 302374103 366 11,022 defined 01,02 11,022 0 0
FBL FINANCIAL GROUP Common Stock 30239F106 464 23,800 defined 01,02 23,800 0 0
FEI CO Common Stock 30241L109 27 3,300 defined 01,02 3,300 0 0
FLIR SYSTEMS INC Common Stock 302445101 15 1,000 defined 01,02 1,000 0 0
</TABLE>
<PAGE> 39
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FMC CORP Common Stock 302491303 2,567 37,572 defined 01,02 37,572 0 0
F N B CORP/PA Common Stock 302520101 132 4,890 defined 01,02 4,890 0 0
FPL GROUP INC Common Stock 302571104 11,452 209,641 defined 01,02 209,641 0 0
FSI INTL INC Common Stock 302633102 94 11,300 defined 01,02 11,300 0 0
FAB INDUSTRIES INC Common Stock 302747100 45 2,900 defined 01,02 2,900 0 0
FAHNESTOCK VINER HLDG -CL A Common Stock 302921101 130 8,300 defined 01,02 8,300 0 0
FACTSET RESEARCH SYSTEMS Common Stock 303075105 1,093 19,300 defined 01,02 19,300 0 0
FAIR ISAAC & COMPANY INC Common Stock 303250104 715 20,400 defined 01,02 20,400 0 0
FAIRCHILD CORP -CL A Common Stock 303698104 220 17,254 defined 01,02 17,254 0 0
FAIRFAX FINANCIAL HLDG RTS Warrant or Right 303901110 2 13,200 defined 01,02 13,200 0 0
FAIRFIELD COMMUNITIES INC Common Stock 304231301 203 12,600 defined 01,02 12,600 0 0
FAMILY DOLLAR STORES Common Stock 307000109 4,816 200,677 defined 01,02 200,677 0 0
FAMILY GOLF CENTERS INC Common Stock 30701A106 248 32,300 defined 01,02 32,300 0 0
FARMER BROS CO Common Stock 307675108 243 1,200 defined 01,02 1,200 0 0
FARMERS CAPITAL BK CORP Common Stock 309562106 57 1,600 defined 01,02 1,600 0 0
FASTENAL CO Common Stock 311900104 2,303 43,927 defined 01,02 43,927 0 0
F.H. FAULDING & CO. ADR 312020209 494 20,270 defined 01,02 20,270 0 0
FDX HOLDING CORP Common Stock 31304N107 18,772 346,028 defined 01,02 346,028 0 0
FEDDERS CORP Common Stock 313135105 302 45,560 defined 01,02 45,560 0 0
FEDDERS CORP Common Stock 313135303 46 7,500 defined 01,02 7,500 0 0
FED HOME LOAN MTG CO Common Stock 313400301 46,895 808,534 defined 01,02 808,534 0 0
FEDERAL-MOGUL CORP Common Stock 313549107 4,256 81,846 defined 01,02 81,846 0 0
FEDERAL NATL MORTGAGE ASSN Common Stock 313586109 81,725 1,197,429 defined 01,02 1,197,429 0 0
FEDERAL REALTY INVS TRUST REIT 313747206 918 40,000 defined 01,02 40,000 0 0
FEDERAL SIGNAL CORP Common Stock 313855108 1,118 52,772 defined 01,02 52,772 0 0
FEDERATED DEPT STORES Common Stock 31410H101 12,839 242,523 defined 01,02 242,523 0 0
FEDERATED INVESTORS Common Stock 314211103 23 1,300 defined 01,02 1,300 0 0
FELCOR LODGING TRUST INC REIT 31430F101 1,405 67,700 defined 01,02 67,700 0 0
FERRELLGAS PARTNERS -LP Common Stock 315293100 64 3,800 defined 01,02 3,800 0 0
FERRO CORP Common Stock 315405100 1,119 40,683 defined 01,02 40,683 0 0
FIAT SPA ADR 315621607 7,530 466,955 defined 01,02 466,955 0 0
FIDELITY NATIONAL FINL INC Common Stock 316326107 753 37,666 defined 01,02 37,666 0 0
FIFTH THIRD BANCORP Common Stock 316773100 20,789 312,318 defined 01,02 312,318 0 0
FILA HLDGS S P A ADR 316850106 208 17,600 defined 01,02 17,600 0 0
FILENET CORP Common Stock 316869106 455 39,800 defined 01,02 39,800 0 0
</TABLE>
<PAGE> 40
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FINANCIAL FEDERAL CORP Common Stock 317492106 168 7,650 defined 01,02 7,650 0 0
FINANCIAL SEC ASSURANCE HLDG Common Stock 31769P100 930 17,877 defined 01,02 17,877 0 0
FINISH LINE INC -CL A Common Stock 317923100 96 8,500 defined 01,02 8,500 0 0
FINOVA GROUP INC Common Stock 317928109 3,927 74,621 defined 01,02 74,621 0 0
FIRST AMER FINL CP CA Common Stock 318522307 1,428 79,896 defined 01,02 79,896 0 0
FIRST BANCORP HLDG CO Common Stock 318672102 819 36,300 defined 01,02 36,300 0 0
FIRST AMERICAN CORP/TN Common Stock 318900107 1,712 41,200 defined 01,02 41,200 0 0
FIRST CHARTER CORP Common Stock 319439105 116 4,675 defined 01,02 4,675 0 0
FIRST CITIZENS BANCSH -CL A Common Stock 31946M103 589 7,300 defined 01,02 7,300 0 0
FIRST COMMERCE BANCSHARES IN Common Stock 319777207 74 3,100 defined 01,02 3,100 0 0
FIRST COMMONWLTH FINL CP/PA Common Stock 319829107 334 14,000 defined 01,02 14,000 0 0
FIRST CONSULTING GROUP INC Common Stock 31986R103 88 8,294 defined 01,02 8,294 0 0
FIRST FED CAP CORP Common Stock 319960100 122 8,300 defined 01,02 8,300 0 0
FIRST DATA CORP Common Stock 319963104 24,858 507,954 defined 01,02 507,954 0 0
FIRST ESSEX BANCORP Common Stock 320103104 23 1,400 defined 01,02 1,400 0 0
FIRST FINL BANCORP INC/OH Common Stock 320209109 506 22,378 defined 01,02 22,378 0 0
FIRST FINL BANKSHARES Common Stock 32020R109 84 2,640 defined 01,02 2,640 0 0
FST FINL CORP IND Common Stock 320218100 60 1,575 defined 01,02 1,575 0 0
FIRST FINANCIAL HOLDINGS INC Common Stock 320239106 141 7,500 defined 01,02 7,500 0 0
FIRST INDL REALTY TRUST INC REIT 32054K103 1,037 37,800 defined 01,02 37,800 0 0
FIRST INDIANA CORP Common Stock 32054R108 166 7,750 defined 01,02 7,750 0 0
FIRST LIBERTY FINANCIAL CORP Common Stock 320691108 97 3,100 defined 01,02 3,100 0 0
FIRST LONG ISLAND CORP Common Stock 320734106 22 600 defined 01,02 600 0 0
FIRST M & F CORP Common Stock 320744105 18 600 defined 01,02 600 0 0
FIRST MERCHANTS CORP Common Stock 320817109 53 2,250 defined 01,02 2,250 0 0
FIRST MIDWEST BANCORP INC Common Stock 320867104 1,403 35,300 defined 01,02 35,300 0 0
FIRST NATL CP ORANGEBURG SC Common Stock 320942105 15 550 defined 01,02 550 0 0
FIRST HEALTH GROUP CORP Common Stock 320960107 1,368 63,450 defined 01,02 63,450 0 0
FIRST PACIFIC ADR 335889200 1,395 328,100 defined 01,02 328,100 0 0
FIRST SIERRA FINANCIAL INC Common Stock 335944104 68 2,700 defined 01,02 2,700 0 0
FIRST REPUBLIC BANK Common Stock 336158100 69 2,400 defined 01,02 2,400 0 0
FIRST SECURITY CORP/DE Common Stock 336294103 6,131 224,997 defined 01,02 224,997 0 0
1ST SOURCE CORP Common Stock 336901103 415 12,958 defined 01,02 12,958 0 0
FIRST TENNESSEE NATL CORP Common Stock 337162101 5,799 151,365 defined 01,02 151,365 0 0
FIRST UNION CORP (N C) Common Stock 337358105 53,207 1,129,051 defined 01,02 1,129,051 0 0
</TABLE>
<PAGE> 41
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FIRST UNION RE EQ & MTG INV REIT 337400105 168 37,300 defined 01,02 37,300 0 0
FIRST UTD BANCSHARES INC/AK Common Stock 33741E104 47 2,500 defined 01,02 2,500 0 0
FIRST UTD CORP Common Stock 33741H107 37 2,415 defined 01,02 2,415 0 0
FIRST VIRGINIA BANKS INC Common Stock 337477103 2,871 58,444 defined 01,02 58,444 0 0
FIRST WASHINGTON RLTY TR INC REIT 337489504 206 8,800 defined 01,02 8,800 0 0
FIRST SVGS BK WASH BANCORP WA Common Stock 33748T104 108 5,390 defined 01,02 5,390 0 0
FIRST WESTN BANCORP INC Common Stock 337505101 297 8,868 defined 01,02 8,868 0 0
FIRST YEARS INC Common Stock 337610109 21 1,400 defined 01,02 1,400 0 0
FIRSTAR CORP Common Stock 33763V109 21,698 774,917 defined 01,02 774,917 0 0
FISERV INC Common Stock 337738108 4,499 143,678 defined 01,02 143,678 0 0
FIRSTFED FINANCIAL CORP/CA Common Stock 337907109 264 13,700 defined 01,02 13,700 0 0
FIRSTMERIT CORP Common Stock 337915102 3,187 113,561 defined 01,02 113,561 0 0
FLAGSTAR BANCORP INC Common Stock 337930101 98 3,900 defined 01,02 3,900 0 0
FIRST ENERGY CORP Common Stock 337932107 8,500 274,193 defined 01,02 274,193 0 0
FLEET FINANCIAL GROUP INC Common Stock 338915101 29,498 664,739 defined 01,02 664,739 0 0
FLEETWOOD ENTERPRISES Common Stock 339099103 1,068 40,411 defined 01,02 40,411 0 0
FLEMING COMPANIES INC Common Stock 339130106 556 47,800 defined 01,02 47,800 0 0
FLETCHER CHALLENGE BLDG ADR ADR 339317109 340 23,150 defined 01,02 23,150 0 0
FLETCHER CHALLENGE ENERGY ADR ADR 339318107 628 23,150 defined 01,02 23,150 0 0
FLETCHER CHALLENGE ADR 339324402 302 52,464 defined 01,02 52,464 0 0
FLETCHER CHALLENGE PAPER ADR 339325102 350 46,300 defined 01,02 46,300 0 0
FLORIDA EAST COAST INDS Common Stock 340632108 1,168 26,400 defined 01,02 26,400 0 0
FLORIDA PANTHERS HLDG Common Stock 341064103 94 8,800 defined 01,02 8,800 0 0
FLORIDA PROGRESS CORP Common Stock 341109106 4,668 112,984 defined 01,02 112,984 0 0
FLORIDA ROCK INDS Common Stock 341140101 1,065 23,400 defined 01,02 23,400 0 0
FLOW INTL CORP Common Stock 343468104 197 18,200 defined 01,02 18,200 0 0
FLOWERS INDUSTRIES INC Common Stock 343496105 2,521 116,258 defined 01,02 116,258 0 0
FLOWSERVE CORP Common Stock 34354P105 823 43,470 defined 01,02 43,470 0 0
FLUOR CORP Common Stock 343861100 3,592 88,702 defined 01,02 88,702 0 0
FLUSHING FINANCIAL CORP Common Stock 343873105 95 6,150 defined 01,02 6,150 0 0
FOAMEX INTERNATIONAL INC Common Stock 344123104 101 18,100 defined 01,02 18,100 0 0
FOOD LION INC -CL A Common Stock 344775200 4,079 343,500 defined 01,02 343,500 0 0
FOODMAKER INC Common Stock 344839204 1,450 51,100 defined 01,02 51,100 0 0
FOOTSTAR Common Stock 344912100 1,034 27,800 defined 01,02 27,800 0 0
FORD MOTOR CO Common Stock 345370100 79,814 1,414,201 defined 01,02 1,414,201 0 0
</TABLE>
<PAGE> 42
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FORE SYSTEMS INC Common Stock 345449102 21 600 defined 01,02 600 0 0
FOREMOST CORP OF AMERICA Common Stock 345469100 449 20,400 defined 01,02 20,400 0 0
FORENINGSSPARBANKEN AB ADR 34551P106 5,177 366,750 defined 01,02 366,750 0 0
FOREST CITY ENTRPRS -CL A Common Stock 345550107 356 12,700 defined 01,02 12,700 0 0
FOREST CITY ENTERPRISES INC Common Stock 345550305 129 4,600 defined 01,02 4,600 0 0
FOREST LABORATORIES -CL A Common Stock 345838106 4,918 106,334 defined 01,02 106,334 0 0
FOREST OIL CORP Common Stock 346091606 176 14,000 defined 01,02 14,000 0 0
FORRESTER RESEARCH Common Stock 346563109 135 5,400 defined 01,02 5,400 0 0
FORT JAMES CORP Common Stock 347471104 9,841 259,834 defined 01,02 259,834 0 0
FORTIS AMEV ADR 34956J101 15,794 511,364 defined 01,02 511,364 0 0
FORTUNE BRANDS Common Stock 349631101 8,064 194,890 defined 01,02 194,890 0 0
FORWARD AIR CORP Common Stock 349853101 62 2,200 defined 01,02 2,200 0 0
FOSSIL INC Common Stock 349882100 1,219 25,200 defined 01,02 25,200 0 0
FOSTER WHEELER CORP Common Stock 350244109 665 47,277 defined 01,02 47,277 0 0
FOSTERS BREWING GROUP LTD SPON ADR 350258307 3,872 933,040 defined 01,02 933,040 0 0
FOUNDATION HEALTH CORP Common Stock 350404109 2,214 147,620 defined 01,02 147,620 0 0
FOUR SEASONS HOTELS Common Stock 35100E104 718 16,300 defined 01,02 16,300 0 0
FOX ENTERTAINMENT GROUP Common Stock 35138T107 6,478 240,500 defined 01,02 240,500 0 0
FRANCE TELECOM ADR 35177Q105 51,467 668,400 defined 01,02 668,400 0 0
FRANCHISE FINL CORP AMERICA REIT 351807102 1,210 54,400 defined 01,02 54,400 0 0
FRANCHISE MTG ACCEPTANCE CO Common Stock 35181D108 70 8,000 defined 01,02 8,000 0 0
FRANKLIN COVEY CO Common Stock 353469109 188 25,500 defined 01,02 25,500 0 0
FRANKLIN ELECTRIC CO Common Stock 353514102 241 3,700 defined 01,02 3,700 0 0
FRANKLIN RESOURCES INC Common Stock 354613101 11,948 294,116 defined 01,02 294,116 0 0
FREEDOM SECURITIES Common Stock 35644K103 82 4,800 defined 01,02 4,800 0 0
FREEPRT MCMOR COP&GLD -CL A Common Stock 35671D105 1,005 60,001 defined 01,02 60,001 0 0
FREEPORT-MCMORAN COOPER & GOLD Common Stock 35671D857 3,468 193,339 defined 01,02 193,339 0 0
FREMONT GENERAL CORP Common Stock 357288109 1,648 87,330 defined 01,02 87,330 0 0
FRESENIUS MEDICAL CARE AG ADR 358029106 2,925 145,785 defined 01,02 145,785 0 0
FRIEDE GOLDMAN INTL INC Common Stock 358430106 97 7,000 defined 01,02 7,000 0 0
FRIEDMANS INC -CL A Common Stock 358438109 11 1,300 defined 01,02 1,300 0 0
FRITZ COS INC Common Stock 358846103 485 45,162 defined 01,02 45,162 0 0
FRONTIER CORP Common Stock 35906P105 11,830 201,793 defined 01,02 201,793 0 0
FRONTIER INS GRP INC Common Stock 359081106 668 43,465 defined 01,02 43,465 0 0
FRONTLINE LTD ADR 35921R102 2 600 defined 01,02 600 0 0
</TABLE>
<PAGE> 43
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FROZEN FOOD EXPRESS INDS Common Stock 359360104 156 20,400 defined 01,02 20,400 0 0
FUISZ TECHNOLOGIES Common Stock 359536109 36 10,900 defined 01,02 10,900 0 0
FUJI PHOTO FILM ADR 359586302 13,900 365,800 defined 01,02 365,800 0 0
FULLER (H. B.) CO Common Stock 359694106 1,118 16,349 defined 01,02 16,349 0 0
FULTON FINANCIAL CORP Common Stock 360271100 658 31,803 defined 01,02 31,803 0 0
FURNITURE BRANDS INTERNATIONAL Common Stock 360921100 1,670 59,900 defined 01,02 59,900 0 0
FURON CO Common Stock 361106107 289 15,200 defined 01,02 15,200 0 0
G&K SERVICES INC -CL A Common Stock 361268105 1,336 25,500 defined 01,02 25,500 0 0
GATX CORP Common Stock 361448103 2,181 57,300 defined 01,02 57,300 0 0
GBC BANCORP/CA Common Stock 361475106 142 7,000 defined 01,02 7,000 0 0
GC COMPANIES INC Common Stock 36155Q109 343 9,600 defined 01,02 9,600 0 0
GST TELECOMMUNICATIONS INC Common Stock 361942105 131 9,900 defined 01,02 9,900 0 0
GPU INC Common Stock 36225X100 6,178 146,443 defined 01,02 146,443 0 0
GTE CORP Common Stock 362320103 86,849 1,150,320 defined 01,02 1,150,320 0 0
GT INTERACTIVE SOFTWARE CORP Common Stock 36236E109 158 45,200 defined 01,02 45,200 0 0
GABELLI ASSET MANAGEMENT Common Stock 36239Y102 6 400 defined 01,02 400 0 0
GABLES RESIDENTIAL TRUST REIT 362418105 634 26,300 defined 01,02 26,300 0 0
GAINSCO INC Common Stock 363127101 63 10,700 defined 01,02 10,700 0 0
GALEY & LORD INC Common Stock 36352K103 65 14,800 defined 01,02 14,800 0 0
GALILEO INTERNATIONAL INC Common Stock 363547100 1,015 19,000 defined 01,02 19,000 0 0
GALLAGHER (ARTHUR J.) & CO Common Stock 363576109 1,109 22,400 defined 01,02 22,400 0 0
GALLAHER GROUP PLC ADR 363595109 2,841 116,270 defined 01,02 116,270 0 0
GANNETT CO Common Stock 364730101 23,326 326,814 defined 01,02 326,814 0 0
GAP INC Common Stock 364760108 51,194 1,016,251 defined 01,02 1,016,251 0 0
GARDEN RIDGE CORP Common Stock 36541P104 40 8,500 defined 01,02 8,500 0 0
GARDNER DENVER MACHINERY INC Common Stock 365558105 303 18,800 defined 01,02 18,800 0 0
GARTNER GROUP INC -CL A Common Stock 366651107 1,343 65,500 defined 01,02 65,500 0 0
GATEWAY INC Common Stock 367626108 10,884 184,284 defined 01,02 184,284 0 0
GAYLORD ENTERTAINMENT -CL A Common Stock 367905106 539 17,950 defined 01,02 17,950 0 0
GAYLORD CONTAINER CP Common Stock 368145108 230 29,000 defined 01,02 29,000 0 0
GELTEX PHARMACEUTICALS INC Common Stock 368538104 119 6,600 defined 01,02 6,600 0 0
GENCORP INC Common Stock 368682100 1,221 48,359 defined 01,02 48,359 0 0
GENENTECH INC Common Stock 368710307 4,384 53,300 defined 01,02 53,300 0 0
GENER S A ADR 368731105 721 40,600 defined 01,02 40,600 0 0
GENERAL BINDING CORP Common Stock 369154109 244 10,400 defined 01,02 10,400 0 0
</TABLE>
<PAGE> 44
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GENERAL CABLE CORP Common Stock 369300108 168 10,500 defined 01,02 10,500 0 0
THE GENERAL CHEMICAL GROUP Common Stock 369332101 15 3,900 defined 01,02 3,900 0 0
GENERAL CIGAR HLDGS INC Common Stock 36933P100 24 3,100 defined 01,02 3,100 0 0
GENERAL CIGAR HOLDINGS CL B Common Stock 36933P209 28 3,111 defined 01,02 3,111 0 0
GENERAL COMMUNICATION -CL A Common Stock 369385109 423 62,300 defined 01,02 62,300 0 0
GENERAL DYNAMICS CORP Common Stock 369550108 10,194 148,005 defined 01,02 148,005 0 0
GENERAL ELECTRIC CO Common Stock 369604103 435,855 3,857,125 defined 01,02 3,857,125 0 0
GENERAL GROWTH PPTYS INC REIT 370021107 1,370 38,600 defined 01,02 38,600 0 0
GENERAL INSTRUMENT CORP Common Stock 370120107 8,506 200,146 defined 01,02 200,146 0 0
GENERAL MAGIC INC Common Stock 370253106 51 14,500 defined 01,02 14,500 0 0
GENERAL MILLS INC Common Stock 370334104 14,457 179,868 defined 01,02 179,868 0 0
GENERAL MOTORS CORP Common Stock 370442105 50,083 758,831 defined 01,02 758,831 0 0
GENERAL MOTORS CL H Common Stock 370442832 3,846 68,300 defined 01,02 68,300 0 0
GENERAL NUTRITION COS -CL A Common Stock 37047F103 1,832 78,600 defined 01,02 78,600 0 0
GENERAL SEMICONDUCTOR INC Common Stock 370787103 419 45,900 defined 01,02 45,900 0 0
GENESCO INC Common Stock 371532102 103 7,100 defined 01,02 7,100 0 0
GENTEX CORP Common Stock 371901109 2,542 90,800 defined 01,02 90,800 0 0
GENESIS HEALTH VENTURES INC Common Stock 371912106 146 48,550 defined 01,02 48,550 0 0
GENESYS TELECOM LAB INC Common Stock 371931106 185 7,400 defined 01,02 7,400 0 0
GENESIS DIRECT Common Stock 371935107 33 17,400 defined 01,02 17,400 0 0
GENRAD INC Common Stock 372447102 242 11,300 defined 01,02 11,300 0 0
GENSET ADR 37244T104 208 13,300 defined 01,02 13,300 0 0
GENTIA SOFTWARE PLC ADR 37245A104 1 400 defined 01,02 400 0 0
GENTEK INC Common Stock 37245X104 54 3,900 defined 01,02 3,900 0 0
GENUINE PARTS CO Common Stock 372460105 7,288 208,225 defined 01,02 208,225 0 0
GEON COMPANY Common Stock 37246W105 945 29,300 defined 01,02 29,300 0 0
GENZYME CORP Common Stock 372917104 5,127 105,721 defined 01,02 105,721 0 0
GENZYME CORP Common Stock 372917401 115 56,400 defined 01,02 56,400 0 0
GENZYME MOLECULAR ONCOLOGY Common Stock 372917500 7 2,527 defined 01,02 2,527 0 0
GENZYME SURGICAL PRODUCTS Common Stock 372917609 65 14,797 defined 01,02 14,797 0 0
GEORGIA GULF CORP Common Stock 373200203 603 35,751 defined 01,02 35,751 0 0
GEORGIA-PACIFIC CORP Common Stock 373298108 9,378 197,956 defined 01,02 197,956 0 0
THE TIMBER COMPANY Common Stock 373298702 2,500 99,000 defined 01,02 99,000 0 0
GERBER SCIENTIFIC INC Common Stock 373730100 624 28,300 defined 01,02 28,300 0 0
GERMAN AMERICAN BANCORP Common Stock 373865104 17 945 defined 01,02 945 0 0
</TABLE>
<PAGE> 45
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GERON CORPORATION Common Stock 374163103 21 2,000 defined 01,02 2,000 0 0
GETTY IMAGES ADR 374276103 330 17,500 defined 01,02 17,500 0 0
GETTY REALTY CORP Common Stock 374297109 101 7,000 defined 01,02 7,000 0 0
GIANT CEMENT HOLDING INC Common Stock 374450104 137 6,000 defined 01,02 6,000 0 0
GIBRALTAR STEEL CORP Common Stock 37476F103 156 6,300 defined 01,02 6,300 0 0
GIBSON GREETINGS INC Common Stock 374827103 125 19,684 defined 01,02 19,684 0 0
GILEAD SCIENCES INC Common Stock 375558103 2,377 45,500 defined 01,02 45,500 0 0
GILLETTE CO Common Stock 375766102 53,842 1,313,216 defined 01,02 1,313,216 0 0
GLATFELTER (P H) CO Common Stock 377316104 715 48,894 defined 01,02 48,894 0 0
GLEASON CORP Common Stock 377339106 109 6,500 defined 01,02 6,500 0 0
GLAXO WELLCOME PLC ADR 37733W105 63,887 1,128,248 defined 01,02 1,128,248 0 0
GLENAYRE TECHNOLOGIES INC Common Stock 377899109 147 40,937 defined 01,02 40,937 0 0
GLENBOROUGH REALITY TRUST INC REIT 37803P105 558 31,900 defined 01,02 31,900 0 0
GLIMCHER REALTY TRUST REIT 379302102 395 24,100 defined 01,02 24,100 0 0
GLOBAL INDUSTRIAL TECH INC Common Stock 379335102 335 27,793 defined 01,02 27,793 0 0
GLOBAL INDUSTRIES LTD Common Stock 379336100 824 64,300 defined 01,02 64,300 0 0
GLOBAL IMAGING SYSTEMS Common Stock 37934A100 91 5,000 defined 01,02 5,000 0 0
GLOBAL MARINE INC Common Stock 379352404 3,132 202,084 defined 01,02 202,084 0 0
GLOBAL TELESYSTEMS GROUP Common Stock 37936U104 1,126 13,900 defined 01,02 13,900 0 0
GLORIOUS SUN ENTERPRISES LTD ADR 379610108 13 3,700 defined 01,02 3,700 0 0
GOLD BANC CORP INC Common Stock 379907108 24 1,800 defined 01,02 1,800 0 0
GOLD FIELDS OF SOUTH AFRICA ADR 380597500 123 70,000 defined 01,02 70,000 0 0
GOLD FIELDS LIMITED ADR 38059T106 1,243 361,654 defined 01,02 361,654 0 0
GOLD PEAK INDUSTRIES ADR 380672105 5 2,400 defined 01,02 2,400 0 0
GOLDCORP Common Stock 380956102 212 42,400 defined 01,02 42,400 0 0
GOLDEN STATE BANCORP INC Common Stock 381197102 639 28,387 defined 01,02 28,387 0 0
GOLDEN WEST FINANCIAL CORP Common Stock 381317106 6,430 65,613 defined 01,02 65,613 0 0
GOLDMAN SACHS GROUP Common Stock 38141G104 12,550 173,700 defined 01,02 173,700 0 0
GOLF TRUST OF AMERICA INC REIT 38168B103 183 7,500 defined 01,02 7,500 0 0
GOODMAN FIELDER ADR 382382208 743 208,350 defined 01,02 208,350 0 0
GOODRICH (B F) CO Common Stock 382388106 3,659 86,090 defined 01,02 86,090 0 0
GOODYEAR TIRE & RUBBER CO Common Stock 382550101 10,662 181,296 defined 01,02 181,296 0 0
GOODYS FAMILY CLOTHING INC Common Stock 382588101 475 41,500 defined 01,02 41,500 0 0
GORMAN-RUPP CO Common Stock 383082104 94 5,700 defined 01,02 5,700 0 0
GOTTSCHALKS INC Common Stock 383485109 143 15,700 defined 01,02 15,700 0 0
</TABLE>
<PAGE> 46
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GOTO.COM Common Stock 38348T107 28 1,000 defined 01,02 1,000 0 0
GRACE (W R) & CO Common Stock 38388F108 1,556 81,872 defined 01,02 81,872 0 0
GRACO INC Common Stock 384109104 743 25,300 defined 01,02 25,300 0 0
GRAINGER (W W) INC Common Stock 384802104 5,861 108,907 defined 01,02 108,907 0 0
GRAND PREMIER FINL INC Common Stock 386174106 87 7,040 defined 01,02 7,040 0 0
GRANITE CONSTRUCTION INC Common Stock 387328107 919 31,355 defined 01,02 31,355 0 0
GRANITE ST BANKSHARES INC Common Stock 387472103 23 1,000 defined 01,02 1,000 0 0
GREAT ATLANTIC & PAC TEA CO Common Stock 390064103 1,497 44,288 defined 01,02 44,288 0 0
GREAT CENT MINES ADR 390290104 507 175,350 defined 01,02 175,350 0 0
GREAT LAKES CHEMICAL CORP Common Stock 390568103 3,163 68,676 defined 01,02 68,676 0 0
GREAT LAKES REIT REIT 390752103 281 17,300 defined 01,02 17,300 0 0
GREAT PLAINS SOFTWARE Common Stock 39119E105 321 6,800 defined 01,02 6,800 0 0
GREATER BAY BANCORP Common Stock 391648102 60 1,800 defined 01,02 1,800 0 0
GREEN MOUNTAIN POWER CORP Common Stock 393154109 75 6,600 defined 01,02 6,600 0 0
GREENBRIER COMPANIES INC Common Stock 393657101 97 9,200 defined 01,02 9,200 0 0
GREENPOINT FINANCIAL CORP Common Stock 395384100 4,256 129,705 defined 01,02 129,705 0 0
GREIF BROS CORP -CL A Common Stock 397624107 74 2,900 defined 01,02 2,900 0 0
GREY ADVERTISING INC Common Stock 397838103 200 600 defined 01,02 600 0 0
GRIFFON CORP Common Stock 398433102 297 37,996 defined 01,02 37,996 0 0
GROUP 1 AUTOMOTIVE Common Stock 398905109 64 2,800 defined 01,02 2,800 0 0
GROUPE DANONE ADR 399449107 12,803 244,750 defined 01,02 244,750 0 0
CGI GROUP INC A Common Stock 39945C109 1,323 63,000 defined 01,02 63,000 0 0
GRUBB & ELLIS CO Common Stock 400095204 23 4,600 defined 01,02 4,600 0 0
GRUPO CARSO ADR 400485207 5,924 639,650 defined 01,02 639,650 0 0
GRUPO FINANCIERO BANCOMER ADR 400486304 1,096 152,200 defined 01,02 152,200 0 0
GRUPO INDL MASECA ADR 400488409 385 43,100 defined 01,02 43,100 0 0
GRUPO INDL DURANGO SA ADR 40048E109 15 1,400 defined 01,02 1,400 0 0
GRUPO CASA AUTREY ADR 40048P104 67 18,400 defined 01,02 18,400 0 0
GRUPO IMSA S.A. ADR 40048T106 293 18,300 defined 01,02 18,300 0 0
GRUPO FINANCIERO SERFN ADR 40049A106 8 23,900 defined 01,02 23,900 0 0
GRUPO RADIO CENTRO ADR 40049C102 5 900 defined 01,02 900 0 0
GRUPO TRIBASA ADR 40049F105 7 5,600 defined 01,02 5,600 0 0
GRUPO TELEVISA ADR 40049J206 4,889 109,100 defined 01,02 109,100 0 0
GRUPO IUSACELL ADR 40049W306 60 4,600 defined 01,02 4,600 0 0
GRUPO ELEKTRA ADR 40050A102 321 54,700 defined 01,02 54,700 0 0
</TABLE>
<PAGE> 47
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GTECH HOLDINGS CORP Common Stock 400518106 1,030 43,712 defined 01,02 43,712 0 0
GUANGSHEN RAILWAY CO. LTD. ADR 40065W107 446 58,500 defined 01,02 58,500 0 0
WESTERN PACIFIC AIRLINES Common Stock 400740106 153 6,100 defined 01,02 6,100 0 0
GUCCI GROUP N.V. ADR ADR 401566104 4,382 62,600 defined 01,02 62,600 0 0
GUESS INC Common Stock 401617105 366 26,500 defined 01,02 26,500 0 0
GUIDANT CORP Common Stock 401698105 20,018 391,546 defined 01,02 391,546 0 0
GUILFORD MILLS INC Common Stock 401794102 292 28,150 defined 01,02 28,150 0 0
GUILFORD PHARMACEUTICAL INC Common Stock 401829106 77 6,000 defined 01,02 6,000 0 0
GUITAR CENTER, INC. Common Stock 402040109 96 9,200 defined 01,02 9,200 0 0
GULF CANADA RES LTD -ORD Common Stock 40218L305 623 148,779 defined 01,02 148,779 0 0
GULF INDONESIA RESOURCES LTD ADR 402284103 700 60,850 defined 01,02 60,850 0 0
GULFMARK OFFSHORE INC Common Stock 402629109 42 2,200 defined 01,02 2,200 0 0
GULFSTREAM AEROSPACE Common Stock 402734107 5,636 83,412 defined 01,02 83,412 0 0
GYMBOREE CORP Common Stock 403777105 318 30,300 defined 01,02 30,300 0 0
HMT TECHNOLOGY CORP Common Stock 403917107 80 31,800 defined 01,02 31,800 0 0
HCC INS HLDGS INC Common Stock 404132102 518 22,850 defined 01,02 22,850 0 0
HCR MANOR CARE INC Common Stock 404134108 3,466 143,282 defined 01,02 143,282 0 0
HNC SOFTWARE INC Common Stock 40425P107 1,112 36,100 defined 01,02 36,100 0 0
HRPT PROPERTIES TRUST REIT 40426W101 2,017 131,700 defined 01,02 131,700 0 0
HSB GROUP INC Common Stock 40428N109 1,389 33,732 defined 01,02 33,732 0 0
HS RESOURCES INC Common Stock 404297103 342 23,200 defined 01,02 23,200 0 0
HA-LO INDS INC Common Stock 404429102 592 59,950 defined 01,02 59,950 0 0
HADCO CORP Common Stock 404681108 668 16,800 defined 01,02 16,800 0 0
HAEMONETICS CORPORATION Common Stock 405024100 502 25,000 defined 01,02 25,000 0 0
HAGGAR CORP Common Stock 405173105 119 9,100 defined 01,02 9,100 0 0
HAGLER BAILLY INC Common Stock 405183104 22 2,100 defined 01,02 2,100 0 0
HAIN FOOD GROUP INC Common Stock 405219106 62 3,000 defined 01,02 3,000 0 0
HALLIBURTON CO Common Stock 406216101 23,332 515,622 defined 01,02 515,622 0 0
HALTER MARINE GROUP Common Stock 40642Y105 238 35,875 defined 01,02 35,875 0 0
HAMBRECHT & QUIST GROUP INC Common Stock 406545103 1,132 30,700 defined 01,02 30,700 0 0
HAMILTON BANCORP INC. Common Stock 407013101 62 2,600 defined 01,02 2,600 0 0
HANCOCK FABRICS INC Common Stock 409900107 105 23,944 defined 01,02 23,944 0 0
HANCOCK HLDG CO Common Stock 410120109 320 7,135 defined 01,02 7,135 0 0
HANDLEMAN CO Common Stock 410252100 309 26,176 defined 01,02 26,176 0 0
HANG LUNG DEV LTD ADR 410430300 1,063 171,750 defined 01,02 171,750 0 0
</TABLE>
<PAGE> 48
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HANG SENG BANK ADR 41043C304 12,461 1,114,500 defined 01,02 1,114,500 0 0
HANGER ORTHOPEDIC GRP Common Stock 41043F208 353 24,900 defined 01,02 24,900 0 0
HANNA (M A) CO Common Stock 410522106 948 57,652 defined 01,02 57,652 0 0
HANNAFORD BROTHERS CO Common Stock 410550107 2,627 49,096 defined 01,02 49,096 0 0
HANOVER COMPRESSOR CO Common Stock 410768105 251 7,800 defined 01,02 7,800 0 0
HANOVER DIRECT INC Common Stock 410783104 154 53,500 defined 01,02 53,500 0 0
HANSON PLC ADR 411352404 3,973 89,524 defined 01,02 89,524 0 0
HARBINGER CORP Common Stock 41145C103 699 55,950 defined 01,02 55,950 0 0
HARCOURT GENERAL INC Common Stock 41163G101 4,271 82,838 defined 01,02 82,838 0 0
HARBOR FLORIDA BANCSHARES Common Stock 411901101 132 10,816 defined 01,02 10,816 0 0
HARDINGE BROTHERS INC Common Stock 412324303 79 4,500 defined 01,02 4,500 0 0
HARKEN ENERGY CORP Common Stock 412552101 69 42,400 defined 01,02 42,400 0 0
HARLAND (JOHN H.) CO Common Stock 412693103 772 38,700 defined 01,02 38,700 0 0
HARLEY-DAVIDSON INC Common Stock 412822108 9,696 178,318 defined 01,02 178,318 0 0
HARLEYSVILLE GROUP INC Common Stock 412824104 369 18,000 defined 01,02 18,000 0 0
HARLEYSVILLE NATL CORP/PA Common Stock 412850109 56 1,575 defined 01,02 1,575 0 0
HARMAN INTERNATIONAL INDS Common Stock 413086109 975 22,168 defined 01,02 22,168 0 0
HARMON INDUSTRIES INC Common Stock 413136102 268 13,550 defined 01,02 13,550 0 0
HARMONIC LIGHTWAVES INC Common Stock 413160102 103 1,800 defined 01,02 1,800 0 0
HARMONY GOLD MINING ADR 413216300 150 30,900 defined 01,02 30,900 0 0
HARRAHS ENTERTAINMENT INC Common Stock 413619107 3,280 148,659 defined 01,02 148,659 0 0
HARRIS CORP Common Stock 413875105 3,601 91,902 defined 01,02 91,902 0 0
HARRIS FINANCIAL INC Common Stock 414541102 240 22,200 defined 01,02 22,200 0 0
HARSCO CORP Common Stock 415864107 1,534 47,944 defined 01,02 47,944 0 0
HARTE HANKS COMMUN INC Common Stock 416196103 2,235 82,400 defined 01,02 82,400 0 0
HARTFORD FINANCIAL
SERVICES GROUP Common Stock 416515104 15,427 264,559 defined 01,02 264,559 0 0
HARTFORD LIFE INC Common Stock 416592103 347 6,600 defined 01,02 6,600 0 0
HARTMARX CORP Common Stock 417119104 179 42,790 defined 01,02 42,790 0 0
HASBRO INC Common Stock 418056107 6,357 227,557 defined 01,02 227,557 0 0
HAVERTY FURNITURE Common Stock 419596101 187 5,300 defined 01,02 5,300 0 0
HAWAIIAN ELECTRIC INDS Common Stock 419870100 1,323 37,281 defined 01,02 37,281 0 0
HAYES LEMMERZ INTL INC COM Common Stock 420781106 455 15,500 defined 01,02 15,500 0 0
HEALTH CARE PPTYS INVEST INC REIT 421915109 892 30,900 defined 01,02 30,900 0 0
HEALTHSOUTH CORP Common Stock 421924101 7,957 534,913 defined 01,02 534,913 0 0
HEALTH MANAGEMNT ASSC Common Stock 421933102 3,296 292,937 defined 01,02 292,937 0 0
</TABLE>
<PAGE> 49
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HEALTHCARE REALTY TRUST REIT 421946104 823 38,950 defined 01,02 38,950 0 0
HEALTHPLAN SVCS CORP Common Stock 421959107 52 7,681 defined 01,02 7,681 0 0
HEARTPORT INC Common Stock 421969106 19 8,000 defined 01,02 8,000 0 0
HEALTH CARE REIT INC REIT 42217K106 360 15,500 defined 01,02 15,500 0 0
HEALTH MGMT SYS INC Common Stock 42219M100 66 12,050 defined 01,02 12,050 0 0
HEALTHCARE FINL PARTNERS INC Common Stock 42219W108 96 2,800 defined 01,02 2,800 0 0
HEALTHCARE RECOVERIES INC Common Stock 42220K101 17 3,500 defined 01,02 3,500 0 0
HEARST-ARGYLE TELVSN INC Common Stock 422317107 1,316 54,817 defined 01,02 54,817 0 0
HEARTLAND EXPRESS INC Common Stock 422347104 611 37,336 defined 01,02 37,336 0 0
HECLA MINING CO Common Stock 422704106 142 69,000 defined 01,02 69,000 0 0
HEICO CORP Common Stock 422806109 48 1,900 defined 01,02 1,900 0 0
HEILIG-MEYERS CO Common Stock 422893107 474 69,525 defined 01,02 69,525 0 0
HEINZ (H J) CO Common Stock 423074103 21,323 425,406 defined 01,02 425,406 0 0
HELIX TECHNOLOGY CORP Common Stock 423319102 665 27,800 defined 01,02 27,800 0 0
HELLENIC TELECOMMUNICATIONS
ORG. ADR 423325307 6,543 591,500 defined 01,02 591,500 0 0
HELLER FINANCIAL Common Stock 423328103 673 24,200 defined 01,02 24,200 0 0
HELMERICH & PAYNE Common Stock 423452101 1,347 57,005 defined 01,02 57,005 0 0
HENDERSON LAND DEVELOPMENT ADR 425166303 6,525 1,135,150 defined 01,02 1,135,150 0 0
HENRY (JACK) & ASSOCIATES Common Stock 426281101 983 25,050 defined 01,02 25,050 0 0
HERBALIFE INTL INC CL A Common Stock 426908208 22 2,013 defined 01,02 2,013 0 0
HERBALIFE INTL INC Common Stock 426908307 134 15,534 defined 01,02 15,534 0 0
HERCULES INC Common Stock 427056106 4,694 119,403 defined 01,02 119,403 0 0
HERSHEY FOODS CORP Common Stock 427866108 9,818 165,355 defined 01,02 165,355 0 0
HERTZ CORP Common Stock 428040109 149 2,400 defined 01,02 2,400 0 0
HEWLETT-PACKARD CO Common Stock 428236103 119,411 1,188,171 defined 01,02 1,188,171 0 0
HEXCEL CORP Common Stock 428291108 181 17,900 defined 01,02 17,900 0 0
HIBBETT SPORTING GOODS Common Stock 428565105 86 3,900 defined 01,02 3,900 0 0
HIBERNIA CORP -CL A Common Stock 428656102 2,918 186,034 defined 01,02 186,034 0 0
HIGHLANDS INSURANCE GROUP Common Stock 431032101 74 7,012 defined 01,02 7,012 0 0
HIGHWOODS PROPERTIES INC REIT 431284108 1,613 58,800 defined 01,02 58,800 0 0
HILB ROGAL & HAMILTON CO Common Stock 431294107 365 16,300 defined 01,02 16,300 0 0
HILLENBRAND INDUSTRIES Common Stock 431573104 3,343 77,296 defined 01,02 77,296 0 0
HILLSDOWN HOLDINGS ADR 432586303 560 61,300 defined 01,02 61,300 0 0
HILTON GROUP PLC ADR 43283M109 2,718 342,500 defined 01,02 342,500 0 0
HILTON HOTELS CORP Common Stock 432848109 4,289 302,337 defined 01,02 302,337 0 0
</TABLE>
<PAGE> 50
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HITACHI LTD ADR 433578507 22,046 233,445 defined 01,02 233,445 0 0
HISPANIC BROADCASTING -CL A Common Stock 43357B104 4,340 57,200 defined 01,02 57,200 0 0
HOECHST AG ADR 434390308 18,487 401,900 defined 01,02 401,900 0 0
HOLDERBANK FINANCIERE GLARIS ADR 434864104 3,419 146,600 defined 01,02 146,600 0 0
HOLLINGER INTERNATIONAL INC Common Stock 435569108 706 59,450 defined 01,02 59,450 0 0
HOLLINGER INC Common Stock 43556C606 488 42,400 defined 01,02 42,400 0 0
HOLLY CORP Common Stock 435758305 106 4,200 defined 01,02 4,200 0 0
HOLLIS-EDEN PHARMACEUTICALS Common Stock 435902101 14 1,200 defined 01,02 1,200 0 0
HOLLYWOOD ENTMT CORP Common Stock 436141105 518 26,500 defined 01,02 26,500 0 0
HOLLYWOOD PARK INC Common Stock 436255103 546 32,100 defined 01,02 32,100 0 0
HOLOGIC INC Common Stock 436440101 114 20,300 defined 01,02 20,300 0 0
HOLOPHANE CORP Common Stock 43645B106 328 8,600 defined 01,02 8,600 0 0
HOME DEPOT INC Common Stock 437076102 113,077 1,754,831 defined 01,02 1,754,831 0 0
HOME PROPERTIES NEW YORK INC REIT 437306103 481 17,400 defined 01,02 17,400 0 0
HOMEBASE INC Common Stock 43738E108 121 19,200 defined 01,02 19,200 0 0
HOMESTAKE MINING Common Stock 437614100 2,478 302,710 defined 01,02 302,710 0 0
HOMESTEAD VILLAGE Common Stock 437851108 7 3,000 defined 01,02 3,000 0 0
HON INDUSTRIES Common Stock 438092108 2,071 70,946 defined 01,02 70,946 0 0
HONDA MOTOR LTD -AM SHARES ADR 438128308 28,536 328,950 defined 01,02 328,950 0 0
HONEYWELL INC Common Stock 438506107 17,016 146,846 defined 01,02 146,846 0 0
HONG KONG & CHINA GAS ADR 438550303 2,288 1,736,210 defined 01,02 1,736,210 0 0
HONGKONG ELECTRIC HOLDINGS ADR 438580300 4,547 1,411,350 defined 01,02 1,411,350 0 0
HONGKONG LAND HOLDINGS ADR 438581209 2,079 256,650 defined 01,02 256,650 0 0
HOOPER HOLMES INC Common Stock 439104100 45 2,200 defined 01,02 2,200 0 0
HOPEWELL HOLDINGS ADR 439555301 469 616,950 defined 01,02 616,950 0 0
HORACE MANN EDUCATORS CORP Common Stock 440327104 1,294 47,600 defined 01,02 47,600 0 0
HORMEL FOODS CORP Common Stock 440452100 3,436 85,366 defined 01,02 85,366 0 0
HOST MARRIOTT SERVICES Common Stock 440914109 189 23,240 defined 01,02 23,240 0 0
HOSPITALITY PPTYS TR REIT 44106M102 1,476 54,400 defined 01,02 54,400 0 0
HOST MARRIOTT CORP Common Stock 44107P104 2,586 217,800 defined 01,02 217,800 0 0
HOUGHTON MIFFLIN CO Common Stock 441560109 1,675 35,590 defined 01,02 35,590 0 0
HOUSEHOLD INTERNATIONAL INC Common Stock 441815107 26,506 559,490 defined 01,02 559,490 0 0
HOUSTON EXPLORATION COMPANY Common Stock 442120101 102 5,400 defined 01,02 5,400 0 0
HOWMET INTERNATIONAL INC Common Stock 443208103 187 10,900 defined 01,02 10,900 0 0
HUANENG POWER INTL INC ADR 443304100 572 33,400 defined 01,02 33,400 0 0
</TABLE>
<PAGE> 51
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HUBBELL INC Common Stock 443510102 231 5,800 defined 01,02 5,800 0 0
HUBBELL INC -CL B Common Stock 443510201 3,441 75,841 defined 01,02 75,841 0 0
HUDSON UNITED BANCORP Common Stock 444165104 1,576 50,226 defined 01,02 50,226 0 0
HUFFY CORP Common Stock 444356109 188 13,400 defined 01,02 13,400 0 0
HUGHES SUPPLY INC Common Stock 444482103 895 30,150 defined 01,02 30,150 0 0
HUMANA INC Common Stock 444859102 2,772 214,257 defined 01,02 214,257 0 0
HUMAN GENOME SCIENCES INC Common Stock 444903108 600 15,200 defined 01,02 15,200 0 0
HUNT CORP Common Stock 445591100 48 5,800 defined 01,02 5,800 0 0
HUNT (JB) TRANSPRT SVCS INC Common Stock 445658107 672 41,327 defined 01,02 41,327 0 0
HUNTER DOUGLAS NV Common Stock 445681208 718 83,600 defined 01,02 83,600 0 0
HUNTINGDON INTL-PLC ADR 445891203 1 600 defined 01,02 600 0 0
HUNTINGTON BANCSHARES Common Stock 446150104 8,561 244,592 defined 01,02 244,592 0 0
HUSSMAN INTERNATIONAL INC Common Stock 448110106 499 30,099 defined 01,02 30,099 0 0
HUTCHINSON TECH Common Stock 448407106 852 30,700 defined 01,02 30,700 0 0
ICN PHARMACEUTICALS INC Common Stock 448924100 3,213 99,821 defined 01,02 99,821 0 0
IDT CORP Common Stock 448947101 307 13,800 defined 01,02 13,800 0 0
HYPERCOM CORP Common Stock 44913M105 159 16,600 defined 01,02 16,600 0 0
HYPERION TELECOMMUNICATIONS Common Stock 44914K306 365 19,400 defined 01,02 19,400 0 0
HYPERION SOLUTIONS CORP Common Stock 44914M104 794 44,590 defined 01,02 44,590 0 0
HYSAN DEVELOPMENT ADR 449162304 1,076 356,650 defined 01,02 356,650 0 0
IBP INC Common Stock 449223106 2,550 107,378 defined 01,02 107,378 0 0
ICG COMMUNICATIONS Common Stock 449246107 356 16,648 defined 01,02 16,648 0 0
ICOS CORPORATION Common Stock 449295104 1,220 29,900 defined 01,02 29,900 0 0
ICU MEDICAL INC Common Stock 44930G107 74 4,200 defined 01,02 4,200 0 0
IDEC PHARMACEUTICALS CORP Common Stock 449370105 2,196 28,500 defined 01,02 28,500 0 0
IDG BOOKS Common Stock 449384106 27 1,500 defined 01,02 1,500 0 0
IDX SYSTEMS CORP Common Stock 449491109 336 14,900 defined 01,02 14,900 0 0
IGEN INC Common Stock 449536101 256 8,800 defined 01,02 8,800 0 0
IHOP CORP Common Stock 449623107 594 24,700 defined 01,02 24,700 0 0
IMC GLOBAL INC Common Stock 449669100 2,314 133,180 defined 01,02 133,180 0 0
IMC GLOBAL INC WTS Warrant or Right 449669118 2 3,766 defined 01,02 3,766 0 0
IMCO RECYCLING INC Common Stock 449681105 351 20,500 defined 01,02 20,500 0 0
IMS HEALTH Common Stock 449934108 11,714 374,848 defined 01,02 374,848 0 0
IRSA INVERSIONERS Y REP S A ADR 450047204 356 11,546 defined 01,02 11,546 0 0
IRI INTERNATIONAL CORP Common Stock 45004F107 14 3,000 defined 01,02 3,000 0 0
</TABLE>
<PAGE> 52
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IRT PROPERTY CO REIT 450058102 329 33,300 defined 01,02 33,300 0 0
ISB FINL CORP LA Common Stock 450091103 80 3,700 defined 01,02 3,700 0 0
ISS GROUP Common Stock 450306105 272 7,200 defined 01,02 7,200 0 0
I-STAT CORP Common Stock 450312103 76 8,300 defined 01,02 8,300 0 0
ITC DELTACOM INC Common Stock 45031T104 591 21,100 defined 01,02 21,100 0 0
ITI TECHNOLOGIES INC Common Stock 450564109 104 4,600 defined 01,02 4,600 0 0
ITT EDUCATIONAL SVCS INC Common Stock 45068B109 295 11,300 defined 01,02 11,300 0 0
IXC COMMUNICATIONS INC Common Stock 450713102 622 15,819 defined 01,02 15,819 0 0
ITT INDUSTRIES INC Common Stock 450911102 3,960 103,866 defined 01,02 103,866 0 0
ICON PLC ADR 45103T107 131 6,700 defined 01,02 6,700 0 0
IDACORP INC HLDG CO Common Stock 451107106 1,371 43,529 defined 01,02 43,529 0 0
IDEX CORP Common Stock 45167R104 725 22,050 defined 01,02 22,050 0 0
IDEXX LABS INC Common Stock 45168D104 1,431 61,400 defined 01,02 61,400 0 0
IKON OFFICE SOLUTIONS Common Stock 451713101 2,602 173,487 defined 01,02 173,487 0 0
IDENTIX INC Common Stock 451906101 105 10,600 defined 01,02 10,600 0 0
ILLINOIS TOOL WORKS Common Stock 452308109 23,967 293,175 defined 01,02 293,175 0 0
ILLINOVA CORP Common Stock 452317100 2,215 81,272 defined 01,02 81,272 0 0
IMATION CORP Common Stock 45245A107 1,099 44,284 defined 01,02 44,284 0 0
IMCLONE SYSTEMS INC Common Stock 45245W109 231 9,100 defined 01,02 9,100 0 0
IMMUNEX CORP Common Stock 452528102 6,805 53,400 defined 01,02 53,400 0 0
IMMUNE RESPONSE CORP/DEL Common Stock 45252T106 166 30,800 defined 01,02 30,800 0 0
IMPAC COML HLDGS INC -COM Common Stock 45254R108 40 6,300 defined 01,02 6,300 0 0
IMPERIAL BANCORP Common Stock 452556103 562 28,341 defined 01,02 28,341 0 0
IMPATH INC Common Stock 45255G101 27 1,000 defined 01,02 1,000 0 0
IMPERIAL CHEM INDS PLC ADR 452704505 4,895 123,150 defined 01,02 123,150 0 0
IMPERIAL CREDIT INDS INC Common Stock 452729106 165 23,310 defined 01,02 23,310 0 0
IMPERIAL CREDIT COMM MRTG IN Common Stock 45272T102 107 9,900 defined 01,02 9,900 0 0
IMPERIAL HOLDINGS LTD ADR 452833106 1,225 123,178 defined 01,02 123,178 0 0
IMMUNOMEDICS INC Common Stock 452907108 11 7,700 defined 01,02 7,700 0 0
IN FOCUS SYSTEMS INC Common Stock 452919103 117 7,800 defined 01,02 7,800 0 0
IMPERIAL OIL LTD Common Stock 453038408 4,885 257,966 defined 01,02 257,966 0 0
IMPERIAL SUGAR CORP Common Stock 453096109 10 1,400 defined 01,02 1,400 0 0
IMPERIAL TOBACCO GRP ADR 453142101 3,767 172,200 defined 01,02 172,200 0 0
IMRGLOBAL CORPORATION Common Stock 45321W106 165 8,550 defined 01,02 8,550 0 0
INACOM CORP Common Stock 45323G109 710 56,264 defined 01,02 56,264 0 0
</TABLE>
<PAGE> 53
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INCO LTD Common Stock 453258402 4,004 222,418 defined 01,02 222,418 0 0
INCYTE PHARMACEUTICALS INC Common Stock 45337C102 1,158 43,800 defined 01,02 43,800 0 0
INDIANA ENERGY INC Common Stock 454707100 736 34,513 defined 01,02 34,513 0 0
INDUS INTL INC Common Stock 45578L100 11 2,500 defined 01,02 2,500 0 0
INDUS-MATEMATIK INTL Common Stock 455792101 41 17,000 defined 01,02 17,000 0 0
INDUSTRIAS BACHOCO SA ADR 456463108 151 16,200 defined 01,02 16,200 0 0
INDUSTRIE NATUZZI ADR 456478106 772 39,700 defined 01,02 39,700 0 0
INFORMATICA CORP Common Stock 45666Q102 57 1,600 defined 01,02 1,600 0 0
INFORMIX CORP Common Stock 456779107 1,873 219,500 defined 01,02 219,500 0 0
INFOSEEK CORP Common Stock 45678M107 1,026 21,400 defined 01,02 21,400 0 0
INFOUSA INC Common Stock 456818103 127 11,500 defined 01,02 11,500 0 0
INFOUSA INC Common Stock 456818202 110 12,400 defined 01,02 12,400 0 0
ING GROEP NV ADR ADR 456837103 32,923 598,605 defined 01,02 598,605 0 0
INGERSOLL-RAND CO Common Stock 456866102 12,451 192,664 defined 01,02 192,664 0 0
INFORMATION RESOURCES INC Common Stock 456905108 284 32,456 defined 01,02 32,456 0 0
INGRAM MICRO INC Common Stock 457153104 1,790 69,500 defined 01,02 69,500 0 0
INHALE THERAPEUTIC SYSTEMS Common Stock 457191104 157 6,600 defined 01,02 6,600 0 0
INKTOMI CORP Common Stock 457277101 2,735 20,800 defined 01,02 20,800 0 0
INNOVEX INC Common Stock 457647105 259 18,500 defined 01,02 18,500 0 0
INPUT/OUTPUT INC Common Stock 457652105 476 62,900 defined 01,02 62,900 0 0
INSIGHT ENTERPRISES INC Common Stock 45765U103 788 31,850 defined 01,02 31,850 0 0
INSITUFORM TECNOL INC -CL A Common Stock 457667103 690 31,900 defined 01,02 31,900 0 0
INPRISE CORPORATION Common Stock 45766C102 129 26,420 defined 01,02 26,420 0 0
INSO CORP Common Stock 457674109 42 7,900 defined 01,02 7,900 0 0
INNKEEPERS USA TRUST REIT 4576J0104 342 34,200 defined 01,02 34,200 0 0
INSPIRE INS SOLUTIONS INC Common Stock 457732105 64 4,400 defined 01,02 4,400 0 0
INSTEEL INDUSTRIES Common Stock 45774W108 95 10,600 defined 01,02 10,600 0 0
INSTRUMENTARIUM CP ADR 457805208 585 28,550 defined 01,02 28,550 0 0
INSURANCE AUTO AUCTIONS INC Common Stock 457875102 229 14,200 defined 01,02 14,200 0 0
INTEGRATED DEVICE TECH INC Common Stock 458118106 1,110 102,036 defined 01,02 102,036 0 0
INTEGRATED ELECTRICAL SERVICES Common Stock 45811E103 205 12,700 defined 01,02 12,700 0 0
INTEGRATED HEALTH SVCS INC Common Stock 45812C106 580 72,445 defined 01,02 72,445 0 0
INTEGRATED SYSTEMS INC Common Stock 45812M104 202 17,200 defined 01,02 17,200 0 0
INTEL CORP Common Stock 458140100 233,495 3,924,292 defined 01,02 3,924,292 0 0
INTELLIGROUP INC Common Stock 45816A106 24 3,400 defined 01,02 3,400 0 0
</TABLE>
<PAGE> 54
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTER-TEL INC -SER A Common Stock 458372109 597 32,700 defined 01,02 32,700 0 0
INTERFACE INC -CL A Common Stock 458665106 567 65,700 defined 01,02 65,700 0 0
INTERDIGITAL COMMUN CORP Common Stock 45866A105 113 25,200 defined 01,02 25,200 0 0
INTERGRAPH CORP Common Stock 458683109 235 30,300 defined 01,02 30,300 0 0
INTERIM SERVICES INC Common Stock 45868P100 1,145 55,500 defined 01,02 55,500 0 0
INTERMAGNETICS GENERAL CORP Common Stock 458771102 118 15,256 defined 01,02 15,256 0 0
INTERMEDIA COMM FLA INC Common Stock 458801107 612 20,400 defined 01,02 20,400 0 0
INTERMET CORP Common Stock 45881K104 478 31,600 defined 01,02 31,600 0 0
INTL ALUMINUM Common Stock 458884103 44 1,600 defined 01,02 1,600 0 0
INTL BUSINESS MACHINES CORP Common Stock 459200101 277,072 2,143,689 defined 01,02 2,143,689 0 0
INTL FLAVORS & FRAGRANCES Common Stock 459506101 5,446 123,762 defined 01,02 123,762 0 0
INTERNATIONAL HOME FOODS, INC Common Stock 459655106 398 21,600 defined 01,02 21,600 0 0
INTL GAME TECHNOLOGY Common Stock 459902102 2,138 115,545 defined 01,02 115,545 0 0
INTL MULTIFOODS CORP Common Stock 460043102 491 21,771 defined 01,02 21,771 0 0
INTERNATIONAL NETWORK SVCS Common Stock 460053101 1,787 44,250 defined 01,02 44,250 0 0
INTL PAPER CO Common Stock 460146103 24,032 478,241 defined 01,02 478,241 0 0
INTL RECTIFIER CORP Common Stock 460254105 859 64,500 defined 01,02 64,500 0 0
INTL SHIPHOLDING CORP Common Stock 460321201 24 1,700 defined 01,02 1,700 0 0
INTERNATIONAL SPEEDWAY CORP Common Stock 460335201 561 11,800 defined 01,02 11,800 0 0
INTL SPECIALTY PRODS INC Common Stock 460337108 711 69,800 defined 01,02 69,800 0 0
INTL TELECOMM DATA SYSTM INC Common Stock 46047F104 74 4,600 defined 01,02 4,600 0 0
Unknown Common Stock 460507403 0 40 defined 01,02 40 0 0
INTERNEURON PHARMACEUTICALS Common Stock 460573108 92 33,400 defined 01,02 33,400 0 0
INTERPOOL INC Common Stock 46062R108 222 17,100 defined 01,02 17,100 0 0
INTERPUBLIC GROUP OF COS Common Stock 460690100 14,248 164,479 defined 01,02 164,479 0 0
INTERSTATE BAKERIES CP Common Stock 46072H108 1,826 81,400 defined 01,02 81,400 0 0
INTERSTATE HOTELS CORP Common Stock 46088R108 62 15,038 defined 01,02 15,038 0 0
INTRAWEST CORP Common Stock 460915200 352 23,000 defined 01,02 23,000 0 0
INTERTAPE POLYMER GROUP INC Common Stock 460919103 395 13,500 defined 01,02 13,500 0 0
INTERWEST BANCORP INC Common Stock 460931108 46 1,850 defined 01,02 1,850 0 0
INTERVOICE INC Common Stock 461142101 518 35,900 defined 01,02 35,900 0 0
INTERVU INC Common Stock 46114R106 65 1,700 defined 01,02 1,700 0 0
INTIMATE BRANDS Common Stock 461156101 1,393 29,401 defined 01,02 29,401 0 0
INTRAWARE Common Stock 46118M103 79 3,300 defined 01,02 3,300 0 0
INTUIT INC Common Stock 461202103 6,405 71,073 defined 01,02 71,073 0 0
</TABLE>
<PAGE> 55
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INVACARE CORP Common Stock 461203101 1,099 41,100 defined 01,02 41,100 0 0
INVENSYS PLC ADR 461204109 11,080 1,169,487 defined 01,02 1,169,487 0 0
INVESTMENT TECHNOLOGY GROUP Common Stock 46145F105 1,147 35,700 defined 01,02 35,700 0 0
INVESTORS FINANCIAL SERVICES Common Stock 461915100 267 6,668 defined 01,02 6,668 0 0
IOMEGA CORP Common Stock 462030107 681 137,900 defined 01,02 137,900 0 0
IONICS INC Common Stock 462218108 734 20,100 defined 01,02 20,100 0 0
IPALCO ENTERPRISES INC Common Stock 462613100 2,116 99,880 defined 01,02 99,880 0 0
IPSCO INC Common Stock 462622101 580 27,450 defined 01,02 27,450 0 0
BANK OF IRELAND ADR ADR 46267Q103 5,789 83,600 defined 01,02 83,600 0 0
IRKUTSKENERGO ADR 462714106 21 4,200 defined 01,02 4,200 0 0
IRON MOUNTAIN INC Common Stock 46284P104 203 7,100 defined 01,02 7,100 0 0
IRWIN FINL CORP Common Stock 464119106 324 16,600 defined 01,02 16,600 0 0
ISCOR LTD ADR 464272202 548 175,100 defined 01,02 175,100 0 0
ISIS PHARMACEUTICALS INC Common Stock 464330109 199 19,500 defined 01,02 19,500 0 0
IPSAT INTERNATIONAL N.V. ADR 464899103 979 88,500 defined 01,02 88,500 0 0
ISTITUTO BANC SAN PAOLO ADR 465224103 11,964 435,053 defined 01,02 435,053 0 0
INA GROUP ADR 465234102 6,610 284,300 defined 01,02 284,300 0 0
INTL TECHNOLOGY CORP Common Stock 465266104 32 1,975 defined 01,02 1,975 0 0
ITO YOKADO CO LTD ADR 465714301 19,982 294,400 defined 01,02 294,400 0 0
ITRON INC Common Stock 465741106 186 21,700 defined 01,02 21,700 0 0
I2 TECHNOLOGIES, INC Common Stock 465754109 2,137 49,700 defined 01,02 49,700 0 0
IVAX CORP Common Stock 465823102 1,988 140,756 defined 01,02 140,756 0 0
IVEX PACKAGING CORP Common Stock 465855104 286 13,000 defined 01,02 13,000 0 0
JDN REALTY CORP REIT 465917102 728 32,550 defined 01,02 32,550 0 0
IXOS SOFTWARE AG ADR 46600V108 335 10,400 defined 01,02 10,400 0 0
J & J SNACK FOODS CORP Common Stock 466032109 266 11,100 defined 01,02 11,100 0 0
JDA SOFTWARE GROUP INC Common Stock 46612K108 75 8,100 defined 01,02 8,100 0 0
J JILL GROUP INC Common Stock 466189107 22 1,500 defined 01,02 1,500 0 0
JLG INDUSTRIES INC Common Stock 466210101 1,121 55,000 defined 01,02 55,000 0 0
JP REALTY INC REIT 46624A106 362 17,600 defined 01,02 17,600 0 0
JSB FINL INC Common Stock 46624M100 595 11,700 defined 01,02 11,700 0 0
SURGUTNEFTEGAZ ADR 46625F104 2,593 326,800 defined 01,02 326,800 0 0
JABIL CIRCUIT INC Common Stock 466313103 4,287 95,000 defined 01,02 95,000 0 0
JACOBS ENGINEERING GROUP INC Common Stock 469814107 1,141 30,016 defined 01,02 30,016 0 0
JACOR COMMUNICATIONS Warrant or Right 469858138 123 11,150 defined 01,02 11,150 0 0
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<PAGE> 56
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
JAMES HARDIE INDUSTRIES ADR 47030C306 716 135,300 defined 01,02 135,300 0 0
JAMESON INNS INC REIT 470457102 57 6,100 defined 01,02 6,100 0 0
JAN BELL MARKETING INC Common Stock 470760109 124 35,400 defined 01,02 35,400 0 0
JAPAN AIRLINES LTD ADR 471034306 4,229 632,300 defined 01,02 632,300 0 0
JARDINE MATHESON HOLDINGS ADR 471115303 1,656 331,100 defined 01,02 331,100 0 0
JARDINE STRATEGIC HOLDINGS ADR 471119206 1,862 358,150 defined 01,02 358,150 0 0
JASON INC Common Stock 471171108 81 10,100 defined 01,02 10,100 0 0
JEFFERIES GROUP INC Common Stock 472319102 861 29,700 defined 01,02 29,700 0 0
JEFFERSON SVGS BANCORP INC Common Stock 474900107 33 2,400 defined 01,02 2,400 0 0
JEFFERSON-PILOT CORP Common Stock 475070108 8,170 123,444 defined 01,02 123,444 0 0
JEFFERSON SMURFIT GROUP ADR 47508W107 888 37,700 defined 01,02 37,700 0 0
JETFORM Common Stock 477155105 2 400 defined 01,02 400 0 0
JO-ANN STORES Common Stock 47758P109 347 23,100 defined 01,02 23,100 0 0
JOHN NUVEEN CO -CL A Common Stock 478035108 354 8,300 defined 01,02 8,300 0 0
JOHNS MANVILLE CORP Common Stock 478129109 1,217 87,700 defined 01,02 87,700 0 0
JOHNSON & JOHNSON Common Stock 478160104 171,728 1,752,322 defined 01,02 1,752,322 0 0
JOHNSON CONTROLS INC Common Stock 478366107 6,854 98,888 defined 01,02 98,888 0 0
JOHNSON ELECTRIC HOLDINGS ADR 479087207 1,929 46,780 defined 01,02 46,780 0 0
JONES APPAREL GROUP INC Common Stock 480074103 4,868 141,866 defined 01,02 141,866 0 0
JONES INTERCABLE INC Common Stock 480206101 221 4,600 defined 01,02 4,600 0 0
JONES INTERCABLE INC -CL A Common Stock 480206200 657 13,400 defined 01,02 13,400 0 0
JONES LANG LASALLE INC Common Stock 48020Q107 165 5,550 defined 01,02 5,550 0 0
JONES PHARMA INC Common Stock 480236108 1,792 45,500 defined 01,02 45,500 0 0
JOSTENS INC Common Stock 481088102 855 40,579 defined 01,02 40,579 0 0
JOURNAL REGISTER COMPANY Common Stock 481138105 313 13,900 defined 01,02 13,900 0 0
JUNO ONLINE SERVICES INC Common Stock 482048105 391 17,000 defined 01,02 17,000 0 0
JUST FOR FEET INC Common Stock 48213P106 250 38,850 defined 01,02 38,850 0 0
JUSTIN INDUSTRIES Common Stock 482171105 445 31,900 defined 01,02 31,900 0 0
KLA INSTRUMENTS CORP Common Stock 482480100 6,624 102,097 defined 01,02 102,097 0 0
KLM ROYAL DUTCH AIR -NY REG ADR 482516101 1,822 63,800 defined 01,02 63,800 0 0
K MART CORP Common Stock 482584109 9,508 576,263 defined 01,02 576,263 0 0
K N ENERGY INC Common Stock 482620101 1,099 82,150 defined 01,02 82,150 0 0
K-SWISS INC -CL A Common Stock 482686102 628 13,500 defined 01,02 13,500 0 0
K2 INC Common Stock 482732104 184 20,600 defined 01,02 20,600 0 0
K V PHARMACEUTICAL Common Stock 482740206 22 1,400 defined 01,02 1,400 0 0
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<PAGE> 57
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KAISER ALUMINUM CORP Common Stock 483007100 65 7,300 defined 01,02 7,300 0 0
KAMAN CORP -CL A Common Stock 483548103 463 29,500 defined 01,02 29,500 0 0
KANSAS CITY LIFE INS CO Common Stock 484836101 310 7,200 defined 01,02 7,200 0 0
KANSAS CITY POWER & LIGHT Common Stock 485134100 1,833 71,878 defined 01,02 71,878 0 0
KANSAS CITY SOUTHERN INDS Common Stock 485170104 8,244 129,195 defined 01,02 129,195 0 0
KAUFMAN & BROAD HOME Common Stock 486168107 1,356 54,508 defined 01,02 54,508 0 0
KAWASAKI HEAVY INDUSTRIES ADR 486359201 2,629 242,550 defined 01,02 242,550 0 0
KAWASAKI STEEL ADR 486368301 4,309 230,750 defined 01,02 230,750 0 0
KAYDON CORP Common Stock 486587108 1,243 36,964 defined 01,02 36,964 0 0
KEANE INC Common Stock 486665102 1,885 83,305 defined 01,02 83,305 0 0
KEEBLER FOODS COMPANY Common Stock 487256109 689 22,600 defined 01,02 22,600 0 0
KELLOGG CO Common Stock 487836108 15,831 479,724 defined 01,02 479,724 0 0
KELLSTROM INDUSTRIES INC Common Stock 488035106 80 4,400 defined 01,02 4,400 0 0
KELLWOOD CO Common Stock 488044108 932 34,350 defined 01,02 34,350 0 0
KELLY SERVICES INC -CL A Common Stock 488152208 1,339 41,669 defined 01,02 41,669 0 0
KEMET CORP Common Stock 488360108 1,122 48,900 defined 01,02 48,900 0 0
KENDLE INTERNATIONAL INC Common Stock 48880L107 40 2,500 defined 01,02 2,500 0 0
KENNAMETAL INC Common Stock 489170100 1,073 34,607 defined 01,02 34,607 0 0
KENT ELECTRONICS CORP Common Stock 490553104 689 34,800 defined 01,02 34,800 0 0
KEPPEL ADR 492051305 1,515 222,325 defined 01,02 222,325 0 0
KERAVISION INC. Common Stock 492061106 50 2,900 defined 01,02 2,900 0 0
KERR-MCGEE CORP Common Stock 492386107 5,048 100,583 defined 01,02 100,583 0 0
KEYCORP Common Stock 493267108 16,816 523,460 defined 01,02 523,460 0 0
KEYSPAN CORPORATION Common Stock 49337W100 4,387 166,328 defined 01,02 166,328 0 0
KEYSTONE AUTOMOTIVE INDS INC Common Stock 49338N109 56 3,200 defined 01,02 3,200 0 0
KEYSTONE FINANCIAL INC Common Stock 493482103 1,676 56,686 defined 01,02 56,686 0 0
KIDSTON GOLD MINES ADR 493921209 4 8,900 defined 01,02 8,900 0 0
KIMBALL INTERNATIONAL -CL B Common Stock 494274103 331 19,600 defined 01,02 19,600 0 0
KILROY REALTY CORP REIT 49427F108 678 27,800 defined 01,02 27,800 0 0
KIMBERLY-CLARK CORP Common Stock 494368103 36,035 632,191 defined 01,02 632,191 0 0
KIMBERLY-CLARK DE MEXICO ADR 494386204 2,112 103,500 defined 01,02 103,500 0 0
KIMCO REALTY CORP REIT 49446R109 2,385 60,000 defined 01,02 60,000 0 0
KINDER MORGAN ENERGY -LP Common Stock 494550106 463 12,510 defined 01,02 12,510 0 0
KING WORLD PRODUCTIONS INC Common Stock 495667107 2,877 82,632 defined 01,02 82,632 0 0
KINGFISHER ADR 495724205 10,902 473,400 defined 01,02 473,400 0 0
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<PAGE> 58
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KINROSS GOLD CORP Common Stock 496902107 16 9,611 defined 01,02 9,611 0 0
KIRBY CORP Common Stock 497266106 532 25,100 defined 01,02 25,100 0 0
KIRIN BREWERY LTD ADR 497350207 8,313 70,000 defined 01,02 70,000 0 0
KITTY HAWK INC Common Stock 498326107 56 7,100 defined 01,02 7,100 0 0
KLAMATH FIRST BANCORP INC Common Stock 49842P103 63 4,200 defined 01,02 4,200 0 0
KNOLL INC Common Stock 498904101 325 12,200 defined 01,02 12,200 0 0
KNIGHT-RIDDER INC Common Stock 499040103 5,033 91,405 defined 01,02 91,405 0 0
KNIGHT TRANSPORTATION INC Common Stock 499064103 186 8,700 defined 01,02 8,700 0 0
KNIGHT TRIMARK GROUP INC Common Stock 499067106 3,050 50,000 defined 01,02 50,000 0 0
KOBE STEEL ADR 499892107 1,799 403,100 defined 01,02 403,100 0 0
KOGER EQUITY INC REIT 500228101 500 27,100 defined 01,02 27,100 0 0
KOHLS CORP Common Stock 500255104 14,649 190,553 defined 01,02 190,553 0 0
KOMAG INC Common Stock 500453105 232 70,100 defined 01,02 70,100 0 0
KOMATSU LTD ADR ADR 500458401 4,540 177,700 defined 01,02 177,700 0 0
KONINKLIJKE AHOLD NV ADR 500467303 12,074 348,699 defined 01,02 348,699 0 0
PHILIPS ELECTR NV -NY SHARE ADR 500472204 21,262 210,780 defined 01,02 210,780 0 0
KONINKLIJKE WESSANEN NV ADR 50047Q102 731 57,600 defined 01,02 57,600 0 0
KONOVER PROPERTY TRUST REIT 50047R100 284 31,600 defined 01,02 31,600 0 0
KOOR INDUSTRIES LTD. ADR 500507108 998 42,700 defined 01,02 42,700 0 0
KOPIN CORP Common Stock 500600101 132 5,500 defined 01,02 5,500 0 0
KOREA ELEC PWR CO ADR 500631106 17,755 866,100 defined 01,02 866,100 0 0
KOREA TELECOM CORP ADR 50063P103 480 12,000 defined 01,02 12,000 0 0
KORN FERRY INTERNATIONAL Common Stock 500643200 43 2,500 defined 01,02 2,500 0 0
KRANZCO REALTY TRUST REIT 50076E103 143 10,800 defined 01,02 10,800 0 0
KROGER CO Common Stock 501044101 27,209 973,934 defined 01,02 973,934 0 0
KROLL O GARA COMPANY Common Stock 501050108 571 25,900 defined 01,02 25,900 0 0
KRONOS INC Common Stock 501052104 835 18,350 defined 01,02 18,350 0 0
KUBOTA CORP ADR 501173207 2,979 49,550 defined 01,02 49,550 0 0
KULICKE & SOFFA INDUSTRIES Common Stock 501242101 783 29,200 defined 01,02 29,200 0 0
KYOCERA CORP ADR 501556203 7,908 131,934 defined 01,02 131,934 0 0
LANCHILE ADR 501723100 331 46,000 defined 01,02 46,000 0 0
LASMO PLC ADR 501730204 1,401 205,700 defined 01,02 205,700 0 0
LCA-VISION INC Common Stock 501803209 0 1 defined 01,02 1 0 0
LG&E ENERGY CORP Common Stock 501917108 3,164 150,686 defined 01,02 150,686 0 0
LTV CORP Common Stock 501921100 482 72,800 defined 01,02 72,800 0 0
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<PAGE> 59
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LHS GROUP INC Common Stock 501938104 444 13,400 defined 01,02 13,400 0 0
LNR PROPERTY CORP Common Stock 501940100 565 26,450 defined 01,02 26,450 0 0
LSI LOGIC CORP Common Stock 502161102 7,637 165,566 defined 01,02 165,566 0 0
LTC PROPERTIES INC REIT 502175102 220 16,900 defined 01,02 16,900 0 0
LVMH MOET HENNESSY ADR 502441207 18,204 304,675 defined 01,02 304,675 0 0
LA-Z-BOY CHAIR CO Common Stock 505336107 1,500 65,200 defined 01,02 65,200 0 0
LAB HOLDINGS INC Common Stock 505353102 57 4,100 defined 01,02 4,100 0 0
LABOR READY INC Common Stock 505401208 1,147 35,300 defined 01,02 35,300 0 0
LABONE INC Common Stock 50540E101 84 8,200 defined 01,02 8,200 0 0
LABORATORIO CHILE ADR 50540H104 184 10,200 defined 01,02 10,200 0 0
LABORATORY CP OF AMER HLDGS Common Stock 50540R102 45 15,648 defined 01,02 15,648 0 0
LACLEDE GAS CO Common Stock 505588103 326 14,000 defined 01,02 14,000 0 0
LADD FURNITURE INC Common Stock 505739201 99 4,700 defined 01,02 4,700 0 0
LAFARGE-COPPEE SA ADR 505861203 5,503 173,801 defined 01,02 173,801 0 0
LAFARGE CORP Common Stock 505862102 1,800 50,800 defined 01,02 50,800 0 0
LAGARDERE GROUP ADR 507069102 2,111 56,700 defined 01,02 56,700 0 0
LAIDLAW INC Common Stock 50730K503 2,838 384,754 defined 01,02 384,754 0 0
LAKEHEAD PIPE LINE PTNS -LP Common Stock 511557100 281 6,400 defined 01,02 6,400 0 0
LAM RESEARCH CORP Common Stock 512807108 995 21,320 defined 01,02 21,320 0 0
LAMAR Common Stock 512815101 921 22,500 defined 01,02 22,500 0 0
LANCASTER COLONY CORP Common Stock 513847103 1,642 47,596 defined 01,02 47,596 0 0
LANCE INC Common Stock 514606102 541 34,650 defined 01,02 34,650 0 0
LANDAUER INC Common Stock 51476K103 224 7,600 defined 01,02 7,600 0 0
LAWYERS TITLE CORP Common Stock 514936103 161 5,600 defined 01,02 5,600 0 0
LANDS END INC Common Stock 515086106 1,683 34,964 defined 01,02 34,964 0 0
LANDRYS SEAFOOD RESTAURANTS Common Stock 51508L103 279 34,900 defined 01,02 34,900 0 0
LANDSTAR SYSTEM INC Common Stock 515098101 458 12,700 defined 01,02 12,700 0 0
LASALLE HOTEL PROPERTIES Common Stock 517942108 236 15,400 defined 01,02 15,400 0 0
LASON INC Common Stock 51808R107 958 19,300 defined 01,02 19,300 0 0
LATTITUDE COMMUNICATIONS INC Common Stock 518292107 17 1,300 defined 01,02 1,300 0 0
LATTICE SEMICONDUCTOR CORP Common Stock 518415104 1,892 30,400 defined 01,02 30,400 0 0
ESTEE LAUDER COMPANIES Common Stock 518439104 4,120 82,200 defined 01,02 82,200 0 0
LAURA ASHLEY ADR 518581202 4 3,600 defined 01,02 3,600 0 0
LAWSON PRODUCTS Common Stock 520776105 332 13,200 defined 01,02 13,200 0 0
LEAP WIRELESS INTL INC Common Stock 521863100 99 4,900 defined 01,02 4,900 0 0
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<PAGE> 60
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LEAR CORP Common Stock 521865105 3,870 77,796 defined 01,02 77,796 0 0
LEARNING TREE INTL INC Common Stock 522015106 97 8,900 defined 01,02 8,900 0 0
LEE ENTERPRISES Common Stock 523768109 1,570 51,462 defined 01,02 51,462 0 0
LEGATO SYSTEMS INC Common Stock 524651106 2,830 49,000 defined 01,02 49,000 0 0
LEGGETT & PLATT INC Common Stock 524660107 6,354 228,461 defined 01,02 228,461 0 0
LEGG MASON INC Common Stock 524901105 2,708 70,330 defined 01,02 70,330 0 0
LEHMAN BROTHERS HOLDINGS INC Common Stock 524908100 8,530 137,296 defined 01,02 137,296 0 0
LENNAR CORP Common Stock 526057104 669 27,864 defined 01,02 27,864 0 0
LESCO INC Common Stock 526872106 57 3,000 defined 01,02 3,000 0 0
LEUCADIA NATIONAL CORP Common Stock 527288104 1,088 42,884 defined 01,02 42,884 0 0
LEUKOSITE INC Common Stock 52728R102 18 1,500 defined 01,02 1,500 0 0
LEVEL ONE COMMUNICATIONS INC Common Stock 527295109 1,055 21,550 defined 01,02 21,550 0 0
LEVEL 3 COMMUNICATIONS INC Common Stock 52729N100 5,087 84,700 defined 01,02 84,700 0 0
LEVIATHAN GAS PIPELINE -LP Common Stock 527367205 123 5,200 defined 01,02 5,200 0 0
LEXFORD RESIDENTIAL TRUST REIT 528933104 232 9,700 defined 01,02 9,700 0 0
LEXINGTON CORP PPTYS INC REIT 529043101 194 16,700 defined 01,02 16,700 0 0
LEXMARK INTERNATIONAL GROUP Common Stock 529771107 9,844 150,284 defined 01,02 150,284 0 0
LIBBEY INC Common Stock 529898108 589 20,300 defined 01,02 20,300 0 0
LIBERTY CORP Common Stock 530370105 794 14,576 defined 01,02 14,576 0 0
LIBERTY FINANCIAL COS INC Common Stock 530512102 880 30,227 defined 01,02 30,227 0 0
LIBERTY LIFE ASSN AFRICA LTD ADR 530706209 1,138 175,700 defined 01,02 175,700 0 0
LIBERTY PROPERTY TRUST REIT 531172104 1,612 64,800 defined 01,02 64,800 0 0
LIFE USA HLDG INC Common Stock 531918209 245 12,100 defined 01,02 12,100 0 0
LIFETIME HOAN CORP Common Stock 531926103 62 6,842 defined 01,02 6,842 0 0
LIFE TECHNOLOGIES INC Common Stock 532177201 94 2,600 defined 01,02 2,600 0 0
LIFECORE BIOMEDICAL INC Common Stock 532187101 36 3,100 defined 01,02 3,100 0 0
LIFELINE SYSTEMS INC Common Stock 532192101 19 1,000 defined 01,02 1,000 0 0
LIGAND PHARMACEUTICAL -CL B Common Stock 53220K207 275 24,679 defined 01,02 24,679 0 0
LIHIR GOLD LTD ADR 532349107 201 13,300 defined 01,02 13,300 0 0
LILLIAN VERNON CORP Common Stock 532430105 147 11,300 defined 01,02 11,300 0 0
LILLY (ELI) & CO Common Stock 532457108 102,985 1,437,831 defined 01,02 1,437,831 0 0
LILLY INDS INC -CL A Common Stock 532491107 536 28,870 defined 01,02 28,870 0 0
LIMITED INC Common Stock 532716107 11,226 247,398 defined 01,02 247,398 0 0
LINCARE HOLDINGS INC Common Stock 532791100 1,877 75,070 defined 01,02 75,070 0 0
LINCOLN ELECTRIC HLDGS Common Stock 533900106 431 21,000 defined 01,02 21,000 0 0
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LINCOLN NATIONAL CORP Common Stock 534187109 12,264 234,430 defined 01,02 234,430 0 0
LINDSAY MANUFACTURING CO Common Stock 535555106 280 15,962 defined 01,02 15,962 0 0
LINEAR TECHNOLOGY CORP Common Stock 535678106 11,975 178,072 defined 01,02 178,072 0 0
LINENS N THINGS INC Common Stock 535679104 2,144 49,000 defined 01,02 49,000 0 0
LIPOSOME COMPANY INC Common Stock 536310105 1,165 60,900 defined 01,02 60,900 0 0
LIQUI-BOX CORP Common Stock 536314107 204 3,800 defined 01,02 3,800 0 0
LITTELFUSE INC Common Stock 537008104 254 13,200 defined 01,02 13,200 0 0
LITTON INDUSTRIES INC Common Stock 538021106 3,804 52,699 defined 01,02 52,699 0 0
LIZ CLAIBORNE INC Common Stock 539320101 2,699 73,950 defined 01,02 73,950 0 0
LO-JACK CORPORATION Common Stock 539451104 110 13,100 defined 01,02 13,100 0 0
LOCKHEED MARTIN CORP Common Stock 539830109 17,112 459,379 defined 01,02 459,379 0 0
LOEWS CINEPLEX ENTERTAINMENT Common Stock 540423100 71 6,550 defined 01,02 6,550 0 0
LOEWS CORP Common Stock 540424108 10,083 127,433 defined 01,02 127,433 0 0
LOEWEN GROUP INC Common Stock 54042L100 1 2,200 defined 01,02 2,200 0 0
LOMAS FINANCIAL CP Common Stock 541535100 0 12,000 defined 01,02 12,000 0 0
LONDON INTL GROUP ADR 541833307 661 48,100 defined 01,02 48,100 0 0
LONDON PACIFIC GROUP LTD ADR ADR 542073101 265 11,500 defined 01,02 11,500 0 0
LONE STAR INDUSTRIES Common Stock 542290408 920 24,500 defined 01,02 24,500 0 0
LONE STAR STEAKHOUSE SALOON Common Stock 542307103 406 41,807 defined 01,02 41,807 0 0
LONE STAR TECHNOLOGIES Common Stock 542312103 220 12,400 defined 01,02 12,400 0 0
LONGS DRUG STORES INC Common Stock 543162101 1,728 49,983 defined 01,02 49,983 0 0
LONGVIEW FIBRE CO Common Stock 543213102 938 60,028 defined 01,02 60,028 0 0
LOUIS DREYFUS NAT GAS CORP Common Stock 546011107 467 21,660 defined 01,02 21,660 0 0
LOUISIANA-PACIFIC CORP Common Stock 546347105 3,012 126,170 defined 01,02 126,170 0 0
LOWES COS Common Stock 548661107 24,573 433,483 defined 01,02 433,483 0 0
LUBRIZOL CORP Common Stock 549271104 1,724 63,271 defined 01,02 63,271 0 0
LUBYS INC Common Stock 549282101 419 27,938 defined 01,02 27,938 0 0
LUCENT TECHNOLOGIES Common Stock 549463107 243,057 3,604,175 defined 01,02 3,604,175 0 0
LUFKIN INDUSTRIES INC Common Stock 549764108 88 4,400 defined 01,02 4,400 0 0
LUXOTTICA GROUP SPA ADR 55068R202 2,443 157,000 defined 01,02 157,000 0 0
LYCOS INC Common Stock 550818108 2,637 28,700 defined 01,02 28,700 0 0
LYDALL INC Common Stock 550819106 225 19,600 defined 01,02 19,600 0 0
LYNX THERAPEUTICS INC Common Stock 551812308 7 639 defined 01,02 639 0 0
LYONDELL CHEMICAL CO Common Stock 552078107 2,692 130,524 defined 01,02 130,524 0 0
M&F WORLDWIDE CORP Common Stock 552541104 88 11,100 defined 01,02 11,100 0 0
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
M & T BANK CORP Common Stock 55261F104 3,300 6,000 defined 01,02 6,000 0 0
MAF BANCORP INC Common Stock 55261R108 732 30,200 defined 01,02 30,200 0 0
MBIA INC Common Stock 55262C100 7,502 115,855 defined 01,02 115,855 0 0
MBNA CORP Common Stock 55262L100 28,900 943,660 defined 01,02 943,660 0 0
MDC HOLDINGS INC Common Stock 552676108 585 27,200 defined 01,02 27,200 0 0
MCN CORP Common Stock 55267J100 1,921 92,568 defined 01,02 92,568 0 0
MCI WORLDCOM INC Common Stock 55268B106 187,213 2,175,320 defined 01,02 2,175,320 0 0
MDU RESOURCES GROUP INC Common Stock 552690109 800 35,050 defined 01,02 35,050 0 0
MEMC ELECTRONIC MATRIALS INC Common Stock 552715104 233 19,100 defined 01,02 19,100 0 0
MGIC INVESTMENT CORP/WI Common Stock 552848103 6,198 127,475 defined 01,02 127,475 0 0
MGM GRAND INC Common Stock 552953101 1,467 29,940 defined 01,02 29,940 0 0
MIM HOLDINGS LTD ADR 553045402 1,253 884,500 defined 01,02 884,500 0 0
M/I SCHOTTENSTEIN HOMES INC Common Stock 55305B101 26 1,400 defined 01,02 1,400 0 0
MMI COMPANIES INC Common Stock 553087107 95 5,600 defined 01,02 5,600 0 0
MPW INDL SVCS GROUP INC Common Stock 553444100 19 1,900 defined 01,02 1,900 0 0
MRV COMMUNICATIONS INC Common Stock 553477100 123 9,400 defined 01,02 9,400 0 0
MSC INDUSTRIAL DIRECT Common Stock 553530106 320 31,200 defined 01,02 31,200 0 0
M S CARRIERS INC Common Stock 553533100 454 15,300 defined 01,02 15,300 0 0
MTS SYSTEMS CORP Common Stock 553777103 174 14,300 defined 01,02 14,300 0 0
MTI TECHNOLOGY CORP Common Stock 553903105 84 6,400 defined 01,02 6,400 0 0
MACDERMID INC Common Stock 554273102 1,455 31,300 defined 01,02 31,300 0 0
MACERICH CO REIT 554382101 900 34,300 defined 01,02 34,300 0 0
CALI REALTY CORP REIT 554489104 1,794 58,000 defined 01,02 58,000 0 0
MACMILLAN BLOEDEL LTD Common Stock 554783209 1,343 74,603 defined 01,02 74,603 0 0
MACROCHEM CORP/DE Common Stock 555903103 18 3,000 defined 01,02 3,000 0 0
MACROVISION CORP Common Stock 555904101 262 3,500 defined 01,02 3,500 0 0
MACROMEDIA INC Common Stock 556100105 2,090 59,300 defined 01,02 59,300 0 0
MACRONIX INTERNATIONAL CO.,LTD ADR 556103109 749 82,678 defined 01,02 82,678 0 0
MADECO S A ADR 556304103 238 23,500 defined 01,02 23,500 0 0
MADISON GAS & ELECTRIC CO Common Stock 557497104 215 10,500 defined 01,02 10,500 0 0
MAGELLAN HEALTH SERVICES Common Stock 559079108 436 43,600 defined 01,02 43,600 0 0
MAGNA INTERNATIONAL -CL A Common Stock 559222401 2,344 41,300 defined 01,02 41,300 0 0
MAGNETEK INC Common Stock 559424106 386 36,516 defined 01,02 36,516 0 0
MATAV RT ADR 559776109 3,957 143,900 defined 01,02 143,900 0 0
MAIN STREET BANCORP Common Stock 559906102 15 1,011 defined 01,02 1,011 0 0
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MAHONING NATIONAL BANCORP Common Stock 560090102 66 1,500 defined 01,02 1,500 0 0
MAIL.COM Common Stock 560311102 19 1,000 defined 01,02 1,000 0 0
MAIL-WELL INC Common Stock 560321200 280 17,300 defined 01,02 17,300 0 0
MAKITA CORP ADR 560877300 1,288 113,890 defined 01,02 113,890 0 0
MALAN REALTY INVESTORS INC REIT 561063108 31 2,000 defined 01,02 2,000 0 0
MALLINCKRODT GROUP INC Common Stock 561232109 3,329 91,517 defined 01,02 91,517 0 0
MANDALAY RESORT GROUP Common Stock 562567107 2,248 106,117 defined 01,02 106,117 0 0
MANDARIN ORIENTAL INTERNATIONA ADR 562600205 346 39,300 defined 01,02 39,300 0 0
MANITOWOC CO Common Stock 563571108 1,344 32,300 defined 01,02 32,300 0 0
MANNESMANN AG SPON ADR ADR 563775303 38,759 259,200 defined 01,02 259,200 0 0
MANPOWER INC/WI Common Stock 56418H100 2,082 92,009 defined 01,02 92,009 0 0
MANUFACTURED HOME CMNTYS INC REIT 564682102 692 26,600 defined 01,02 26,600 0 0
MAPICS INC Common Stock 564910107 142 13,400 defined 01,02 13,400 0 0
MANUGISTICS GROUP INC Common Stock 565011103 246 16,950 defined 01,02 16,950 0 0
MARCUS CORP Common Stock 566330106 462 37,487 defined 01,02 37,487 0 0
MARINE DRILLING CO INC Common Stock 568240204 420 30,700 defined 01,02 30,700 0 0
MARINER POST ACUTE NETWORK Common Stock 568459101 5 8,939 defined 01,02 8,939 0 0
MARK IV INDUSTRIES INC Common Stock 570387100 1,214 57,471 defined 01,02 57,471 0 0
MARK VII INC Common Stock 570414102 28 1,700 defined 01,02 1,700 0 0
MARKEL CORP Common Stock 570535104 692 3,700 defined 01,02 3,700 0 0
MARKETWATCH.COM INC Common Stock 570619106 353 6,000 defined 01,02 6,000 0 0
MARKS & SPENCER ADR 570697607 11,559 331,200 defined 01,02 331,200 0 0
MARSH & MCLENNAN COS Common Stock 571748102 23,227 306,881 defined 01,02 306,881 0 0
MARSHALL & ILSLEY CORP Common Stock 571834100 7,825 121,558 defined 01,02 121,558 0 0
MARRIOTT INTL INC Common Stock 571903202 10,864 290,670 defined 01,02 290,670 0 0
MARSHALL INDUSTRIES Common Stock 572393106 744 20,700 defined 01,02 20,700 0 0
MARTEK BIOSCIENCES CORP Common Stock 572901106 83 9,800 defined 01,02 9,800 0 0
MARTIN MARIETTA MATERIALS Common Stock 573284106 3,206 54,337 defined 01,02 54,337 0 0
MARVEL ENTERPRISES INC Common Stock 57383M108 94 12,700 defined 01,02 12,700 0 0
MARVEL ENTERPRISES CL A WT Warrant or Right 57383M124 1 1,052 defined 01,02 1,052 0 0
MARVEL ENTERPRISES CL B WT Warrant or Right 57383M132 0 675 defined 01,02 675 0 0
MARVEL ENTERPRISES CL C WT Warrant or Right 57383M140 0 1,782 defined 01,02 1,782 0 0
MASCO CORP Common Stock 574599106 11,346 392,924 defined 01,02 392,924 0 0
MASCOTECH INC Common Stock 574670105 937 55,300 defined 01,02 55,300 0 0
MASISA SA ADR 574799102 175 16,700 defined 01,02 16,700 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MASON-DIXON BANCSHARES INC Common Stock 575207105 43 900 defined 01,02 900 0 0
MASTEC INC Common Stock 576323109 445 15,750 defined 01,02 15,750 0 0
MASTECH Common Stock 57632N105 540 29,000 defined 01,02 29,000 0 0
MATAV-CABLE SYSTEMS MEDIA LTD. ADR 576561104 414 9,300 defined 01,02 9,300 0 0
MATERIAL SCIENCES CORP Common Stock 576674105 291 19,400 defined 01,02 19,400 0 0
MATSUSHITA ELECTRIC ADR 576879209 29,485 148,678 defined 01,02 148,678 0 0
MATTEL INC Common Stock 577081102 13,518 517,431 defined 01,02 517,431 0 0
MATTHEWS INTL CORP -CL A Common Stock 577128101 347 11,700 defined 01,02 11,700 0 0
MAVESA ADR 577717101 140 43,000 defined 01,02 43,000 0 0
MAXTOR CORP Common Stock 577729205 149 22,500 defined 01,02 22,500 0 0
MAXIM GROUP INC Common Stock 57772J104 51 5,900 defined 01,02 5,900 0 0
MAXIM INTEGRATED PRODUCTS Common Stock 57772K101 10,427 156,799 defined 01,02 156,799 0 0
MAXIM PHARMACEUTICALS INC Common Stock 57772M107 16 1,700 defined 01,02 1,700 0 0
MAXWELL TECHNOLOGIES INC Common Stock 577767106 55 2,300 defined 01,02 2,300 0 0
MAY DEPARTMENT STORES CO Common Stock 577778103 15,969 390,683 defined 01,02 390,683 0 0
MAXXIM MEDICAL INC Common Stock 57777G105 508 21,800 defined 01,02 21,800 0 0
MAXXAM INC Common Stock 577913106 518 8,037 defined 01,02 8,037 0 0
MAXIMUS INC Common Stock 577933104 288 10,000 defined 01,02 10,000 0 0
MAYNE NICKLESS LTD ADR 578450207 741 43,300 defined 01,02 43,300 0 0
MAYR-MELNHOF-KARTON AG ADR 578471203 354 31,200 defined 01,02 31,200 0 0
MAYTAG CORP Common Stock 578592107 7,284 104,342 defined 01,02 104,342 0 0
MCCLATCHY NEWSPAPERS -CL A Common Stock 579489105 403 12,175 defined 01,02 12,175 0 0
MCCORMICK & CO Common Stock 579780206 2,630 83,328 defined 01,02 83,328 0 0
MCDERMOTT INTL INC Common Stock 580037109 1,918 67,877 defined 01,02 67,877 0 0
MCDONALDS CORP Common Stock 580135101 65,573 1,594,478 defined 01,02 1,594,478 0 0
MCGRATH RENTCORP Common Stock 580589109 256 12,800 defined 01,02 12,800 0 0
MCGRAW-HILL COMPANIES Common Stock 580645109 12,585 233,328 defined 01,02 233,328 0 0
MCKESSON HBOC CORP Common Stock 58155Q103 10,934 339,690 defined 01,02 339,690 0 0
MCLEODUSA INCORPORATED Common Stock 582266102 1,931 35,100 defined 01,02 35,100 0 0
MCMORAN EXPLORATION CO Common Stock 582411104 33 1,491 defined 01,02 1,491 0 0
MCWHORTER TECHNOLOGIES INC Common Stock 582803102 186 12,850 defined 01,02 12,850 0 0
MEAD CORP Common Stock 582834107 4,910 117,607 defined 01,02 117,607 0 0
MEADOWBROOK INSURANCE GROUP Common Stock 58319P108 48 3,500 defined 01,02 3,500 0 0
MECH FINL INC Common Stock 583492103 38 1,000 defined 01,02 1,000 0 0
MEDAPHIS CORP Common Stock 584028104 130 22,600 defined 01,02 22,600 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MEDCO RESEARCH INC Common Stock 584059109 268 10,200 defined 01,02 10,200 0 0
MEDE AMERICA CORP Common Stock 584067102 57 1,500 defined 01,02 1,500 0 0
MEDEVA PLC ADR 58410H203 439 62,700 defined 01,02 62,700 0 0
MEDFORD BANCORP INC Common Stock 584131106 29 1,600 defined 01,02 1,600 0 0
MEDIA ARTS GROUP INC Common Stock 58439C102 13 3,000 defined 01,02 3,000 0 0
MEDIA GENERAL -CL A Common Stock 584404107 1,587 31,109 defined 01,02 31,109 0 0
MEDIAONE GROUP Common Stock 58440J104 52,639 707,757 defined 01,02 707,757 0 0
MEDIA METRIX Common Stock 58440X103 43 800 defined 01,02 800 0 0
MEDICAL ASSURANCE INC Common Stock 58449U100 578 20,444 defined 01,02 20,444 0 0
MEDICAL MANAGER Common Stock 58461C103 792 17,900 defined 01,02 17,900 0 0
MEDIMMUNE INC Common Stock 584699102 4,821 71,156 defined 01,02 71,156 0 0
MEDQUIST INC Common Stock 584949101 2,205 50,400 defined 01,02 50,400 0 0
MEDITRUST CORP REIT 58501T306 1,649 126,234 defined 01,02 126,234 0 0
MEDPARTNERS Common Stock 58503X107 1,051 140,151 defined 01,02 140,151 0 0
MEDTRONIC INC Common Stock 585055106 58,696 753,727 defined 01,02 753,727 0 0
MELITA INTERNATIONAL CORP Common Stock 585493109 42 3,100 defined 01,02 3,100 0 0
MELLON BANK CORP Common Stock 585509102 22,171 609,500 defined 01,02 609,500 0 0
MEMBERWORKS INC Common Stock 586002107 183 6,300 defined 01,02 6,300 0 0
MENS WEARHOUSE INC Common Stock 587118100 1,242 48,700 defined 01,02 48,700 0 0
MENTOR CORP Common Stock 587188103 715 38,400 defined 01,02 38,400 0 0
MENTOR GRAPHICS CORP Common Stock 587200106 986 76,961 defined 01,02 76,961 0 0
MIRANT PLC -SP ADR ADR 587336108 36 1,835 defined 01,02 1,835 0 0
MERCANTILE BANCORPORATION Common Stock 587342106 10,477 183,398 defined 01,02 183,398 0 0
MERCANTILE BANKSHARES CORP Common Stock 587405101 2,864 80,972 defined 01,02 80,972 0 0
MERCER INTL INC Common Stock 588056101 31 5,100 defined 01,02 5,100 0 0
MERCHANTS N Y BANCORP INC Common Stock 589167105 198 5,900 defined 01,02 5,900 0 0
MERCK & CO Common Stock 589331107 226,520 3,076,679 defined 01,02 3,076,679 0 0
MERCURY COMPUTER SYS Common Stock 589378108 81 5,200 defined 01,02 5,200 0 0
MERCURY GENERAL CORP Common Stock 589400100 1,102 32,400 defined 01,02 32,400 0 0
MERCURY INTERACTIVE CORP Common Stock 589405109 1,900 53,700 defined 01,02 53,700 0 0
MEREDITH CORP Common Stock 589433101 2,113 61,036 defined 01,02 61,036 0 0
MERISTAR HOSPITALITY CORP Common Stock 58984Y103 1,042 46,459 defined 01,02 46,459 0 0
MERIDIAN GOLD Common Stock 589975101 222 48,000 defined 01,02 48,000 0 0
MERITOR Common Stock 59000G100 2,042 80,066 defined 01,02 80,066 0 0
MERRILL CORPORATION Common Stock 590175105 289 19,900 defined 01,02 19,900 0 0
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MERRILL LYNCH & CO Common Stock 590188108 33,942 426,942 defined 01,02 426,942 0 0
MESA AIR GROUP Common Stock 590479101 317 42,200 defined 01,02 42,200 0 0
MESABA HOLDINGS INC Common Stock 59066B102 143 11,250 defined 01,02 11,250 0 0
MESTEK INC Common Stock 590829107 95 4,300 defined 01,02 4,300 0 0
META GROUP INC Common Stock 591002100 55 3,600 defined 01,02 3,600 0 0
METACREATIONS CORP Common Stock 591016100 49 8,495 defined 01,02 8,495 0 0
METALS USA INC Common Stock 591324108 101 7,900 defined 01,02 7,900 0 0
METAMOR WORLDWIDE Common Stock 59133P100 410 17,050 defined 01,02 17,050 0 0
METHANEX CORP Common Stock 59151K108 377 100,600 defined 01,02 100,600 0 0
METHODE ELECTRONICS -CL A Common Stock 591520200 1,013 44,300 defined 01,02 44,300 0 0
METRIS COMPANIES INC Common Stock 591598107 1,159 28,434 defined 01,02 28,434 0 0
METRO-GOLDWYN-MAYER INC Common Stock 591610100 1,533 84,007 defined 01,02 84,007 0 0
METRO INFORMATION SVCS INC Common Stock 59162P104 60 3,600 defined 01,02 3,600 0 0
METROGAS ADR 591673207 339 40,188 defined 01,02 40,188 0 0
METROMEDIA FIBER NTWK -CL A Common Stock 591689104 1,553 43,200 defined 01,02 43,200 0 0
METROMEDIA INTL GROUP INC Common Stock 591695101 192 25,642 defined 01,02 25,642 0 0
METRO NETWORKS Common Stock 591918107 1,110 20,800 defined 01,02 20,800 0 0
METTLER-TOLEDO INTL ADR 592688105 663 26,000 defined 01,02 26,000 0 0
MICHAEL FOODS INC Common Stock 594079105 604 25,700 defined 01,02 25,700 0 0
MICHAELS STORES INC Common Stock 594087108 1,090 35,600 defined 01,02 35,600 0 0
MICHIGAN FINL CORP Common Stock 594480105 112 3,472 defined 01,02 3,472 0 0
MICREL INC Common Stock 594793101 2,139 28,900 defined 01,02 28,900 0 0
MICROS SYSTEMS INC Common Stock 594901100 683 20,100 defined 01,02 20,100 0 0
MICROSOFT CORP Common Stock 594918104 541,855 6,008,091 defined 01,02 6,008,091 0 0
MICROAGE INC Common Stock 594928103 97 25,500 defined 01,02 25,500 0 0
MICROSTRATEGY Common Stock 594972101 822 21,700 defined 01,02 21,700 0 0
MICROCHIP TECHNOLOGY INC Common Stock 595017104 2,809 59,300 defined 01,02 59,300 0 0
MICRO WAREHOUSE INC Common Stock 59501B105 741 41,453 defined 01,02 41,453 0 0
MICROCELL TELECOMMUNICATIONS
INC Common Stock 59501T304 163 20,900 defined 01,02 20,900 0 0
MICROMUSE INC Common Stock 595094103 244 4,900 defined 01,02 4,900 0 0
MICRON ELECTRONICS INC Common Stock 595100108 656 65,200 defined 01,02 65,200 0 0
MICRON TECHNOLOGY INC Common Stock 595112103 11,810 291,608 defined 01,02 291,608 0 0
MICROSEMI CORP Common Stock 595137100 15 1,600 defined 01,02 1,600 0 0
MICROTOUCH SYSTEMS INC Common Stock 595145103 43 2,900 defined 01,02 2,900 0 0
MID-AMERICA APT CMNTYS INC REIT 59522J103 444 19,200 defined 01,02 19,200 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MID-ATLANTIC REALTY TRUST REIT 595232109 164 14,700 defined 01,02 14,700 0 0
MID ATLANTIC MEDICAL SVCS Common Stock 59523C107 336 34,000 defined 01,02 34,000 0 0
MIDAS INC Common Stock 595626102 331 11,652 defined 01,02 11,652 0 0
MIDAMERICAN ENERGY HLDG CO NE Common Stock 59562V107 2,380 68,742 defined 01,02 68,742 0 0
MID AMERICA BANCORP/KY Common Stock 595915109 167 6,799 defined 01,02 6,799 0 0
MIDLAND CO Common Stock 597486109 129 5,100 defined 01,02 5,100 0 0
MIDWEST EXPRESS HOLDINGS INC Common Stock 597911106 258 7,600 defined 01,02 7,600 0 0
MIDWAY GAMES INC Common Stock 598148104 612 47,309 defined 01,02 47,309 0 0
MIDWEST BANC HOLDINGS INC Common Stock 598251106 11 600 defined 01,02 600 0 0
MIDWEST GRAIN PRODUCTS INC Common Stock 59832G104 58 5,200 defined 01,02 5,200 0 0
MIKASA INC Common Stock 59862T109 153 13,500 defined 01,02 13,500 0 0
MILACRON INC Common Stock 598709103 807 43,640 defined 01,02 43,640 0 0
MILLENNIUM PHARMACEUTICALS Common Stock 599902103 828 23,000 defined 01,02 23,000 0 0
MILLENNIUM CHEMICALS INC Common Stock 599903101 1,206 51,200 defined 01,02 51,200 0 0
MILLER (HERMAN) INC Common Stock 600544100 1,945 92,616 defined 01,02 92,616 0 0
MILLER INDUSTRIES INC/TN Common Stock 600551105 55 13,950 defined 01,02 13,950 0 0
MILLIPORE CORP Common Stock 601073109 2,104 51,877 defined 01,02 51,877 0 0
MILLS CORP REIT 601148109 512 23,600 defined 01,02 23,600 0 0
MINDSPRING ENTERPRISES INC Common Stock 602683104 1,188 26,800 defined 01,02 26,800 0 0
MINE SAFETY APPLIANCES CO Common Stock 602720104 256 4,000 defined 01,02 4,000 0 0
MINERALS TECHNOLOGIES INC Common Stock 603158106 1,397 25,037 defined 01,02 25,037 0 0
MINIMED INC Common Stock 60365K108 1,847 24,000 defined 01,02 24,000 0 0
MINNESOTA MINING & MFG CO Common Stock 604059105 41,077 472,484 defined 01,02 472,484 0 0
MINNESOTA POWER INC. Common Stock 604110106 1,676 84,332 defined 01,02 84,332 0 0
MIRAGE RESORTS INC Common Stock 60462E104 3,871 231,076 defined 01,02 231,076 0 0
MIRAVANT MEDICAL TECH Common Stock 604690107 26 3,700 defined 01,02 3,700 0 0
MISSISSIPPI CHEMICAL CORP Common Stock 605288208 320 32,643 defined 01,02 32,643 0 0
MISSISSIPPI VY BANCSHARES Common Stock 605720101 149 4,500 defined 01,02 4,500 0 0
MITCHELL ENERGY & DEVL A Common Stock 606592202 226 11,700 defined 01,02 11,700 0 0
MITCHELL ENERGY & DEV -CL B Common Stock 606592301 673 36,650 defined 01,02 36,650 0 0
MITEL CORP Common Stock 606711109 476 71,800 defined 01,02 71,800 0 0
MITSUBISHI CORP ADR 606769305 7,549 557,150 defined 01,02 557,150 0 0
MITSUI & CO LTD ADR 606827202 7,847 54,871 defined 01,02 54,871 0 0
MOBIUS Common Stock 606925105 36 4,400 defined 01,02 4,400 0 0
MOBIL CORP Common Stock 607059102 90,341 914,843 defined 01,02 914,843 0 0
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<PAGE> 68
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MODERN TIMES GRP ADR 607698107 248 2,200 defined 01,02 2,200 0 0
MODINE MFG CO Common Stock 607828100 1,113 34,185 defined 01,02 34,185 0 0
MODIS PROFESSIONAL SVC Common Stock 607830106 1,538 113,367 defined 01,02 113,367 0 0
MODTECH INC Common Stock 60783c100 16 1,446 defined 01,02 1,446 0 0
MOHAWK INDUSTRIES INC Common Stock 608190104 2,151 70,800 defined 01,02 70,800 0 0
MOLECULAR BIOSYSTEMS INC Common Stock 608513107 57 23,200 defined 01,02 23,200 0 0
MOLECULAR DEVICES CORP Common Stock 60851C107 150 4,000 defined 01,02 4,000 0 0
MOLEX INC Common Stock 608554101 6,671 180,285 defined 01,02 180,285 0 0
MOLEX INC Common Stock 608554200 2,278 72,318 defined 01,02 72,318 0 0
MOMENTUM BUSINESS Common Stock 60877P108 -3 -486 defined 01,02 -486 0 0
MONACO COACH CORP Common Stock 60886R103 108 2,550 defined 01,02 2,550 0 0
MONARCH DENTAL CORP Common Stock 609044102 7 2,200 defined 01,02 2,200 0 0
ROBERT MONDAVI CORP Common Stock 609200100 407 11,200 defined 01,02 11,200 0 0
MONSANTO CO Common Stock 611662107 29,197 737,995 defined 01,02 737,995 0 0
MONTANA POWER CO Common Stock 612085100 4,523 64,156 defined 01,02 64,156 0 0
MONTEDISON SPA ADR 612376707 3,195 196,626 defined 01,02 196,626 0 0
MONY GROUP Common Stock 615337102 219 6,700 defined 01,02 6,700 0 0
MOOG INC -CL A Common Stock 615394202 120 3,500 defined 01,02 3,500 0 0
MOORE CORP LTD Common Stock 615785102 2 212 defined 01,02 212 0 0
MORGAN (J P) & CO Common Stock 616880100 28,900 205,697 defined 01,02 205,697 0 0
MORGAN KEEGAN INC Common Stock 617410105 412 21,775 defined 01,02 21,775 0 0
MORGAN STANLEY DEAN WITTER Common Stock 617446448 68,615 668,600 defined 01,02 668,600 0 0
MORRISON KNUDSEN CORP Common Stock 61844A109 684 66,300 defined 01,02 66,300 0 0
MORTONS RESTAURANT GROUP Common Stock 619429103 48 2,500 defined 01,02 2,500 0 0
MOSSIMO INC Common Stock 619696107 9 1,000 defined 01,02 1,000 0 0
MOTIVEPOWER INDUSTRIES INC Common Stock 61980K101 139 7,500 defined 01,02 7,500 0 0
MOTOROLA INC Common Stock 620076109 66,666 703,597 defined 01,02 703,597 0 0
MOVADO GROUP INC Common Stock 624580106 131 5,062 defined 01,02 5,062 0 0
MUELLER INDUSTRIES Common Stock 624756102 1,517 44,700 defined 01,02 44,700 0 0
MULTIPLE ZONES INTERNATIONAL Common Stock 624906103 23 3,100 defined 01,02 3,100 0 0
MUNIHOLDINGS FLA INSD FUND Common Stock 62624W105 12 900 defined 01,02 900 0 0
MURPHY OIL CORP Common Stock 626717102 2,563 52,497 defined 01,02 52,497 0 0
MUTUAL RISK MANAGEMENT LTD Common Stock 628351108 1,787 53,532 defined 01,02 53,532 0 0
MYERS INDUSTRIES INC Common Stock 628464109 459 22,959 defined 01,02 22,959 0 0
MYLAN LABORATORIES Common Stock 628530107 4,392 165,751 defined 01,02 165,751 0 0
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<PAGE> 69
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MYLEX CORP Common Stock 628546103 17 3,000 defined 01,02 3,000 0 0
N B T BANCORP INC Common Stock 628778102 155 7,565 defined 01,02 7,565 0 0
NBTY INC Common Stock 628782104 588 90,500 defined 01,02 90,500 0 0
NCH CORP Common Stock 628850109 314 6,347 defined 01,02 6,347 0 0
NCI BUILDING SYSTEMS INC Common Stock 628852105 158 7,400 defined 01,02 7,400 0 0
NCO GROUP INC Common Stock 628858102 129 3,400 defined 01,02 3,400 0 0
NCR CORP Common Stock 62886E108 5,678 116,332 defined 01,02 116,332 0 0
NCS HEALTHCARE INC Common Stock 628874109 138 25,300 defined 01,02 25,300 0 0
NFC PLC ADR 628923500 1,341 84,800 defined 01,02 84,800 0 0
NEC CORP ADR 629050204 13,787 218,400 defined 01,02 218,400 0 0
NFO WORLDWIDE INC Common Stock 62910N108 381 27,200 defined 01,02 27,200 0 0
NL INDUSTRIES Common Stock 629156407 299 26,905 defined 01,02 26,905 0 0
NPC INTERNATIONAL INC Common Stock 629360306 351 22,800 defined 01,02 22,800 0 0
NTL INC Common Stock 629407107 2,146 24,900 defined 01,02 24,900 0 0
NUI CORP Common Stock 629430109 168 6,700 defined 01,02 6,700 0 0
NVR INC Common Stock 62944T105 449 8,600 defined 01,02 8,600 0 0
NYMAGIC INC Common Stock 629484106 102 6,500 defined 01,02 6,500 0 0
NABISCO HLDGS CORP -CL A Common Stock 629526104 1,582 36,800 defined 01,02 36,800 0 0
NABISCO GROUP HOLDINGS Common Stock 62952P102 7,422 379,423 defined 01,02 379,423 0 0
NABORS INDUSTRIES Common Stock 629568106 3,039 124,675 defined 01,02 124,675 0 0
NACCO INDUSTRIES -CL A Common Stock 629579103 706 9,603 defined 01,02 9,603 0 0
NALCO CHEMICAL CO Common Stock 629853102 3,975 76,619 defined 01,02 76,619 0 0
NASH FINCH CO Common Stock 631158102 142 14,100 defined 01,02 14,100 0 0
NASHUA CORP Common Stock 631226107 74 7,500 defined 01,02 7,500 0 0
NATIONAL AUSTRALIA BK -ADS ADR 632525408 16,405 195,300 defined 01,02 195,300 0 0
NATIONAL BANCORP ALASKA INC Common Stock 632587101 623 23,500 defined 01,02 23,500 0 0
NATIONAL BEVERAGE CORP Common Stock 635017106 89 9,700 defined 01,02 9,700 0 0
NATIONAL CITY BANCORP/MN Common Stock 635312101 94 4,525 defined 01,02 4,525 0 0
NATIONAL CITY BANCSHR/IN Common Stock 635313109 154 4,835 defined 01,02 4,835 0 0
NATIONAL CITY CORP Common Stock 635405103 24,071 367,501 defined 01,02 367,501 0 0
NATIONAL COMM BANCORP/TN Common Stock 635449101 1,658 75,800 defined 01,02 75,800 0 0
NATIONAL COMPUTER SYS INC Common Stock 635519101 1,333 39,500 defined 01,02 39,500 0 0
NATIONAL DATA CORP Common Stock 635621105 1,800 42,100 defined 01,02 42,100 0 0
SHERWOOD GROUP INC Common Stock 635646102 202 3,500 defined 01,02 3,500 0 0
NATIONAL EQUIPMENT SERVICES Common Stock 635847106 72 6,000 defined 01,02 6,000 0 0
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<PAGE> 70
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NATIONAL HEALTH REALTY INC Common Stock 635905102 41 3,700 defined 01,02 3,700 0 0
NATIONAL FUEL GAS CO Common Stock 636180101 2,174 44,828 defined 01,02 44,828 0 0
NATIONAL GOLF PPTYS INC REIT 63623G109 304 12,500 defined 01,02 12,500 0 0
NATIONAL GRID ADR 636274102 6,966 201,220 defined 01,02 201,220 0 0
NATIONAL HEALTH INVS INC REIT 63633D104 356 15,600 defined 01,02 15,600 0 0
NATIONAL INSTRUMENTS CORP Common Stock 636518102 1,667 41,300 defined 01,02 41,300 0 0
NATIONAL-OILWELL Common Stock 637071101 161 11,500 defined 01,02 11,500 0 0
NATIONAL PENN BANCSHARES INC Common Stock 637138108 292 12,410 defined 01,02 12,410 0 0
NATIONAL PWR PLC ADR 637194408 6,590 214,300 defined 01,02 214,300 0 0
NATIONAL PRESTO INDS INC Common Stock 637215104 352 9,200 defined 01,02 9,200 0 0
NATIONAL PROCESSING INC Common Stock 637229105 340 33,600 defined 01,02 33,600 0 0
NATIONAL R V HOLDINGS INC Common Stock 637277104 56 2,300 defined 01,02 2,300 0 0
NATIONAL SEMICONDUCTOR CORP Common Stock 637640103 4,931 194,789 defined 01,02 194,789 0 0
NATIONAL SERVICE INDS INC Common Stock 637657107 1,710 47,511 defined 01,02 47,511 0 0
NATIONAL STEEL CORP -CL B Common Stock 637844309 104 12,400 defined 01,02 12,400 0 0
NATL WSTN LIFE INS CO -CL A Common Stock 638522102 183 1,900 defined 01,02 1,900 0 0
NATL WESTMINSTER BANK ADR 638539403 26,377 203,000 defined 01,02 203,000 0 0
NATIONWIDE FINANCIAL SERVICES
IN Common Stock 638612101 493 10,900 defined 01,02 10,900 0 0
NATIONWIDE HEALTH PPTYS INC REIT 638620104 894 46,900 defined 01,02 46,900 0 0
NAVIGATORS GROUP INC Common Stock 638904102 54 3,600 defined 01,02 3,600 0 0
NATURES SUNSHINE PRODS INC Common Stock 639027101 259 24,645 defined 01,02 24,645 0 0
NAUTICA ENTERPRISES INC Common Stock 639089101 733 43,450 defined 01,02 43,450 0 0
NAVISTAR INTERNATIONL Common Stock 63934E108 3,846 76,916 defined 01,02 76,916 0 0
NEIMAN-MARCUS GROUP INC Common Stock 640204103 347 13,500 defined 01,02 13,500 0 0
NELSON (THOMAS) INC Common Stock 640376109 205 18,412 defined 01,02 18,412 0 0
NEOMAGIC CORP Common Stock 640497103 58 6,900 defined 01,02 6,900 0 0
NEOSE Common Stock 640522108 32 3,100 defined 01,02 3,100 0 0
NEPTUNE ORIENT LINES ADR 640773206 554 113,300 defined 01,02 113,300 0 0
NERA AS ADR 640806105 6 2,400 defined 01,02 2,400 0 0
NETBANK INC Common Stock 640933107 156 4,100 defined 01,02 4,100 0 0
NETWORK ASSOCIATES INC Common Stock 640938106 2,359 160,624 defined 01,02 160,624 0 0
NESTLE S A ADR 641069406 49,418 548,548 defined 01,02 548,548 0 0
NETCOM AB ADR 64108R107 2,022 59,700 defined 01,02 59,700 0 0
NETGRAVITY INC Common Stock 641114103 66 2,900 defined 01,02 2,900 0 0
NETMANAGE INC Common Stock 641144100 18 8,440 defined 01,02 8,440 0 0
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NETWORK EQUIPMENT TECH INC Common Stock 641208103 265 26,800 defined 01,02 26,800 0 0
NETWORK APPLIANCE INC Common Stock 64120L104 5,554 99,400 defined 01,02 99,400 0 0
NETWORK ACCESS SOLUTIONS Common Stock 64120S109 466 35,000 defined 01,02 35,000 0 0
NETWORK SOLUTIONS INC -CL A Common Stock 64121Q102 1,250 15,800 defined 01,02 15,800 0 0
NETWORK PLUS CORP Common Stock 64122D506 42 2,000 defined 01,02 2,000 0 0
NEUROGEN CORP Common Stock 64124E106 98 6,700 defined 01,02 6,700 0 0
NEW AMERICAN HEALTHCARE Common Stock 641881107 31 13,200 defined 01,02 13,200 0 0
NEW CENTURY ENERGIES INC Common Stock 64352U103 5,208 134,172 defined 01,02 134,172 0 0
NEW ENGLAND BUSINESS SVC INC Common Stock 643872104 550 17,800 defined 01,02 17,800 0 0
NEW ENG CMNTY BANCORP -CL A Common Stock 643890106 25 900 defined 01,02 900 0 0
NEW ENGLAND ELECTRIC SYSTEM Common Stock 644001109 3,458 68,980 defined 01,02 68,980 0 0
NEW ERA OF NETWORKS INC Common Stock 644312100 330 7,500 defined 01,02 7,500 0 0
NEW HORIZONS WORLDWIDE INC Common Stock 645526104 32 1,625 defined 01,02 1,625 0 0
NEW JERSEY RESOURCES Common Stock 646025106 835 22,300 defined 01,02 22,300 0 0
NEW PLAN EXCEL REALTY TRUST REIT 648053106 1,580 87,780 defined 01,02 87,780 0 0
NEW WORLD DEV LTD ADR 649274305 3,925 654,900 defined 01,02 654,900 0 0
NEW YORK TIMES CO -CL A Common Stock 650111107 7,572 205,691 defined 01,02 205,691 0 0
NEWBRIDGE NETWORKS CORP Common Stock 650901101 3,214 111,800 defined 01,02 111,800 0 0
NEWCOURT CREDIT GROUP Common Stock 650905102 571 44,100 defined 01,02 44,100 0 0
NEWELL RUBBERMAID INC Common Stock 651229106 15,431 332,738 defined 01,02 332,738 0 0
NEWFIELD EXPLORATION CO Common Stock 651290108 1,450 51,000 defined 01,02 51,000 0 0
NEWHALL LAND &FARM -LP Common Stock 651426108 244 9,900 defined 01,02 9,900 0 0
NEWMONT MINING CORP Common Stock 651639106 3,873 194,889 defined 01,02 194,889 0 0
NEWPARK RESOURCES Common Stock 651718504 357 40,180 defined 01,02 40,180 0 0
NEWPORT NEWS SHIPBUILDING Common Stock 652228107 1,199 40,654 defined 01,02 40,654 0 0
NEWS CORP LTD ADR 652487703 17,935 507,900 defined 01,02 507,900 0 0
NEWS CORP LTD Preferred Stock 652487802 388 12,304 defined 01,02 12,304 0 0
NEWSEDGE CORP Common Stock 65249Q106 38 4,900 defined 01,02 4,900 0 0
NEXTERA Common Stock 65332E101 97 15,000 defined 01,02 15,000 0 0
NEXTCARD INC Common Stock 65332K107 64 1,900 defined 01,02 1,900 0 0
NEXTEL COMMUNICATIONS Common Stock 65332V103 17,101 340,744 defined 01,02 340,744 0 0
NEXSTAR PHARMACEUTICALS Common Stock 65333B106 365 18,300 defined 01,02 18,300 0 0
NEXTLINK COMMUNICATIONS INC Common Stock 65333H707 1,837 24,700 defined 01,02 24,700 0 0
NIAGARA MOHAWK POWER Common Stock 653520106 3,497 217,703 defined 01,02 217,703 0 0
NICE SYSTEMS LTD ADR 653656108 138 5,000 defined 01,02 5,000 0 0
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NICHOLS RESEARCH CORPORATION Common Stock 653818104 116 5,300 defined 01,02 5,300 0 0
NIELSEN MEDIA RESEARCH Common Stock 653929307 623 21,300 defined 01,02 21,300 0 0
NICOR INC Common Stock 654086107 2,117 55,624 defined 01,02 55,624 0 0
NIKE INC -CL B Common Stock 654106103 20,954 330,634 defined 01,02 330,634 0 0
99 CENTS ONLY STORES Common Stock 65440K106 563 11,280 defined 01,02 11,280 0 0
NIPPON TELEGRPH & TELE ADR 654624105 135,682 2,166,578 defined 01,02 2,166,578 0 0
NISOURCE INC Common Stock 65473P105 3,749 145,258 defined 01,02 145,258 0 0
NISSAN MOTOR CO LTD ADR 654744408 8,603 893,800 defined 01,02 893,800 0 0
NOBLE AFFILIATES INC Common Stock 654894104 1,869 66,292 defined 01,02 66,292 0 0
NOKIA CORP ADR 654902204 56,769 620,000 defined 01,02 620,000 0 0
NOBLE DRILLING CORP Common Stock 655042109 3,010 152,900 defined 01,02 152,900 0 0
NORDSON CORP Common Stock 655663102 1,180 19,272 defined 01,02 19,272 0 0
NORDSTROM INC Common Stock 655664100 5,555 165,807 defined 01,02 165,807 0 0
NORFOLK SOUTHERN CORP Common Stock 655844108 13,350 443,158 defined 01,02 443,158 0 0
NORMANDY MINING LTD ADR 656190204 1,088 104,631 defined 01,02 104,631 0 0
NORRELL CORP Common Stock 656301108 625 33,200 defined 01,02 33,200 0 0
NORSK HYDRO AS ADR 656531605 6,201 162,130 defined 01,02 162,130 0 0
NORSTAN INC Common Stock 656535101 49 3,900 defined 01,02 3,900 0 0
NORTEK INC Common Stock 656559101 222 7,100 defined 01,02 7,100 0 0
NORTHERN TELECOM LTD Common Stock 656569100 67,587 778,541 defined 01,02 778,541 0 0
NORTH AMERICAN VACCINE INC Common Stock 657201109 196 40,200 defined 01,02 40,200 0 0
NORTH CAROLINA NATURAL GAS Common Stock 658221106 158 4,650 defined 01,02 4,650 0 0
NORTH FACE INC Common Stock 659317101 40 4,100 defined 01,02 4,100 0 0
NORTH FORK BANCORPORATION Common Stock 659424105 3,489 163,214 defined 01,02 163,214 0 0
NORTH LTD. ADR 660491101 978 96,600 defined 01,02 96,600 0 0
NORTH PITTSBURGH SYSTEMS Common Stock 661562108 46 2,700 defined 01,02 2,700 0 0
NORTHEAST UTILITIES Common Stock 664397106 2,724 152,377 defined 01,02 152,377 0 0
NORTHERN BORDER PARTNRS -LP Common Stock 664785102 233 7,500 defined 01,02 7,500 0 0
NORTHERN STATES POWER/MN Common Stock 665772109 4,309 178,150 defined 01,02 178,150 0 0
NORTHERN TRUST CORP Common Stock 665859104 12,547 129,347 defined 01,02 129,347 0 0
NORTHFIELD LABORATORIES INC Common Stock 666135108 115 9,400 defined 01,02 9,400 0 0
NORTHLAND CRANBERRIES -CL A Common Stock 666499108 72 8,500 defined 01,02 8,500 0 0
NORTHPOINT COMMUNICATIONS
GROUP INC Common Stock 666610100 1,252 34,300 defined 01,02 34,300 0 0
NORTHROP GRUMMAN CORP Common Stock 666807102 5,279 79,613 defined 01,02 79,613 0 0
NORTHWEST AIRLINES CORP Common Stock 667280101 1,940 59,700 defined 01,02 59,700 0 0
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<PAGE> 73
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NORTHWEST BANCORP INC PA Common Stock 667328108 150 15,000 defined 01,02 15,000 0 0
NORTHWEST NATURAL GAS CO Common Stock 667655104 748 31,000 defined 01,02 31,000 0 0
NORTHWESTERN CORP Common Stock 668074107 273 11,300 defined 01,02 11,300 0 0
NOVA CHEMICALS CORP Common Stock 66977W109 1,408 60,379 defined 01,02 60,379 0 0
NOVA CHEMICALS CORP Common Stock 669784100 2,115 84,600 defined 01,02 84,600 0 0
NOVARTIS AG ADR 66987V109 64,694 886,092 defined 01,02 886,092 0 0
NOVACARE INC Common Stock 669930109 40 26,500 defined 01,02 26,500 0 0
NOVADIGM INC Common Stock 669937104 7 800 defined 01,02 800 0 0
NOVELL INC Common Stock 670006105 10,416 393,049 defined 01,02 393,049 0 0
NOVELLUS SYSTEMS INC Common Stock 670008101 3,297 48,301 defined 01,02 48,301 0 0
NOVEN PHARMACEUTICALS INC Common Stock 670009109 177 29,300 defined 01,02 29,300 0 0
NOVO-NORDISK A/S -ADR ADR 670100205 5,708 106,700 defined 01,02 106,700 0 0
NOVOSTE CORP Common Stock 67010C100 48 2,300 defined 01,02 2,300 0 0
NU SKIN ASIA PACIFIC Common Stock 67018T105 42 2,100 defined 01,02 2,100 0 0
NUCOR CORP Common Stock 670346105 4,830 101,814 defined 01,02 101,814 0 0
NUEVO ENERGY CO Common Stock 670509108 74 5,600 defined 01,02 5,600 0 0
NUMAC ENERGY INC Common Stock 67052A103 167 63,500 defined 01,02 63,500 0 0
NVIDIA Common Stock 67066G104 50 2,600 defined 01,02 2,600 0 0
O CHARLEYS INC Common Stock 670823103 50 3,100 defined 01,02 3,100 0 0
OEC MED SYS INC Common Stock 670828102 316 12,900 defined 01,02 12,900 0 0
OGE ENERGY CORP Common Stock 670837103 2,157 90,820 defined 01,02 90,820 0 0
OM GROUP INC Common Stock 670872100 1,023 29,650 defined 01,02 29,650 0 0
OMV AG ADR 670875509 3,410 191,150 defined 01,02 191,150 0 0
OAK INDUSTRIES INC Common Stock 671400505 994 22,660 defined 01,02 22,660 0 0
OAK TECHNOLOGY INC Common Stock 671802106 108 29,800 defined 01,02 29,800 0 0
OAKLEY INC Common Stock 673662102 412 57,780 defined 01,02 57,780 0 0
OAKWOOD HOMES Common Stock 674098108 770 58,700 defined 01,02 58,700 0 0
OBJECT DESIGN INC Common Stock 674416102 57 14,700 defined 01,02 14,700 0 0
OBJECTIVE SYSTEM INTEGRATORS Common Stock 674424106 53 19,100 defined 01,02 19,100 0 0
OCCIDENTAL PETROLEUM CORP Common Stock 674599105 8,549 404,681 defined 01,02 404,681 0 0
OCE NV ADR 674627203 1,089 42,900 defined 01,02 42,900 0 0
SEAGULL ENERGY CORP Common Stock 67481E106 1,850 192,210 defined 01,02 192,210 0 0
OCEAN FINL CORP Common Stock 674904107 131 7,200 defined 01,02 7,200 0 0
OCEANEERING INTERNATIONAL Common Stock 675232102 455 28,200 defined 01,02 28,200 0 0
OCTEL CORP Common Stock 675727101 0 25 defined 01,02 25 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OCULAR SCIENCES CORP Common Stock 675744106 160 9,200 defined 01,02 9,200 0 0
OCWEN FINANCIAL CORP Common Stock 675746101 137 15,400 defined 01,02 15,400 0 0
OFFICE DEPOT INC Common Stock 676220106 9,620 436,014 defined 01,02 436,014 0 0
OFFICEMAX INC Common Stock 67622M108 1,583 131,910 defined 01,02 131,910 0 0
OFFSHORE LOGISTICS Common Stock 676255102 298 26,800 defined 01,02 26,800 0 0
OGDEN CORP Common Stock 676346109 1,530 56,796 defined 01,02 56,796 0 0
OHIO CASUALTY CORP Common Stock 677240103 943 26,100 defined 01,02 26,100 0 0
LUKOIL ADR 677862104 3,560 89,900 defined 01,02 89,900 0 0
OLD KENT FINANCIAL CORP Common Stock 679833103 5,239 125,102 defined 01,02 125,102 0 0
OLD NATIONAL BANCORP Common Stock 680033107 962 31,996 defined 01,02 31,996 0 0
OLD REPUBLIC INTL CORP Common Stock 680223104 2,655 153,344 defined 01,02 153,344 0 0
OLIN CORP Common Stock 680665205 698 52,940 defined 01,02 52,940 0 0
OLSTEN CORP Common Stock 681385100 595 94,295 defined 01,02 94,295 0 0
OLYMPUS OPTICAL ADR 681627204 2,767 187,200 defined 01,02 187,200 0 0
OMNICARE INC Common Stock 681904108 1,472 116,564 defined 01,02 116,564 0 0
OMNICOM GROUP Common Stock 681919106 16,682 208,526 defined 01,02 208,526 0 0
OMEGA HEALTHCARE INVS INC REIT 681936100 320 12,400 defined 01,02 12,400 0 0
OMNIQUIP INTL INC Common Stock 681969101 47 6,000 defined 01,02 6,000 0 0
OMEGA FINL CORP Common Stock 682092101 63 1,800 defined 01,02 1,800 0 0
OMNIPOINT CORP Common Stock 68212D102 1,024 35,400 defined 01,02 35,400 0 0
ON ASSIGNMENT INC Common Stock 682159108 123 4,700 defined 01,02 4,700 0 0
ON COMMAND CORP Common Stock 682160106 134 7,600 defined 01,02 7,600 0 0
ONCOR INC Common Stock 682311105 0 600 defined 01,02 600 0 0
ONE VALLEY BANCORP/WV Common Stock 682419106 690 18,412 defined 01,02 18,412 0 0
ONEIDA LTD Common Stock 682505102 300 10,650 defined 01,02 10,650 0 0
ONEOK INC Common Stock 682680103 1,152 36,278 defined 01,02 36,278 0 0
ONSALE INC Common Stock 682838107 178 9,400 defined 01,02 9,400 0 0
OPEN MARKET Common Stock 68370M100 335 23,600 defined 01,02 23,600 0 0
VIMPEL-COMMUNICATIONS ADR 68370R109 417 18,000 defined 01,02 18,000 0 0
OPTICAL CABLE CORP Common Stock 683827109 292 26,500 defined 01,02 26,500 0 0
ORACLE CORP Common Stock 68389X105 63,277 1,704,440 defined 01,02 1,704,440 0 0
ORANGE & ROCKLAND UTILITIES Common Stock 684065105 987 16,900 defined 01,02 16,900 0 0
ORANGE PLC ADR ADR 685211104 13,560 179,600 defined 01,02 179,600 0 0
ORBITAL ENGN ADR 685563306 5 2,300 defined 01,02 2,300 0 0
ORBITAL SCIENCES CORP Common Stock 685564106 1,094 46,300 defined 01,02 46,300 0 0
</TABLE>
<PAGE> 75
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ORGANOGENESIS INC Common Stock 685906109 387 41,285 defined 01,02 41,285 0 0
OREGON STEEL MILLS INC Common Stock 686079104 398 29,915 defined 01,02 29,915 0 0
OREILY AUTOMOTIVE INC Common Stock 686091109 1,541 30,600 defined 01,02 30,600 0 0
ORION CAPITAL CORP Common Stock 686268103 1,215 33,862 defined 01,02 33,862 0 0
ORIX CORP ADR 686330101 3,371 72,500 defined 01,02 72,500 0 0
ORKLA ASA A ADR 686331109 67 4,300 defined 01,02 4,300 0 0
ORTHODONTIC CENTERS OF AMER Common Stock 68750P103 1,072 75,900 defined 01,02 75,900 0 0
OSHKOSH B'GOSH INC Common Stock 688222207 438 20,730 defined 01,02 20,730 0 0
OSHKOSH TRUCK Common Stock 688239201 186 3,700 defined 01,02 3,700 0 0
OSMONICS INC Common Stock 688350107 51 4,700 defined 01,02 4,700 0 0
OSTEOTECH INC Common Stock 688582105 30 1,050 defined 01,02 1,050 0 0
O'SULLIVAN CORP Common Stock 688605104 236 19,400 defined 01,02 19,400 0 0
O'SULLIVAN INDS HLDGS INC Common Stock 688609106 172 10,100 defined 01,02 10,100 0 0
OTTAWA SAVINGS Common Stock 689389104 29 1,331 defined 01,02 1,331 0 0
OTTER TAIL POWER CO Common Stock 689648103 282 7,300 defined 01,02 7,300 0 0
OUTBACK STEAKHOUSE INC Common Stock 689899102 3,431 87,282 defined 01,02 87,282 0 0
OUTDOOR SYSTEMS Common Stock 690057104 3,376 92,505 defined 01,02 92,505 0 0
OVERSEAS SHIPHOLDING GROUP Common Stock 690368105 548 42,179 defined 01,02 42,179 0 0
OWENS & MINOR INC Common Stock 690732102 496 45,050 defined 01,02 45,050 0 0
OWENS CORNING FIBRGLAS Common Stock 69073F103 2,188 63,646 defined 01,02 63,646 0 0
OWENS-ILLINOIS INC Common Stock 690768403 5,914 180,931 defined 01,02 180,931 0 0
OXFORD HEALTH PLANS INC Common Stock 691471106 1,622 104,252 defined 01,02 104,252 0 0
OXFORD INDUSTRIES INC Common Stock 691497309 286 10,100 defined 01,02 10,100 0 0
PC CONNECTION INC Common Stock 69318J100 52 4,300 defined 01,02 4,300 0 0
P-COM INC Common Stock 693262107 318 60,700 defined 01,02 60,700 0 0
PECO ENERGY CO Common Stock 693304107 9,386 224,141 defined 01,02 224,141 0 0
PACIFIC GAS & ELECTRIC Common Stock 69331C108 14,489 446,679 defined 01,02 446,679 0 0
PFF BANCORP INC Common Stock 69331W104 81 4,300 defined 01,02 4,300 0 0
PE CORP Common Stock 69332S102 6,772 59,012 defined 01,02 59,012 0 0
PE CORP Warrant or Right 69332S110 2 163 defined 01,02 163 0 0
PIMCO ADVISORS HLDG -LP Common Stock 69338P102 220 7,400 defined 01,02 7,400 0 0
PLD TELEKOM Common Stock 69340T100 3 800 defined 01,02 800 0 0
PMC CAP INC Common Stock 693430100 31 3,700 defined 01,02 3,700 0 0
PMC COMMERCIAL TRUST Common Stock 693434102 57 4,000 defined 01,02 4,000 0 0
PMC-SIERRA INC Common Stock 69344F106 2,075 35,200 defined 01,02 35,200 0 0
</TABLE>
<PAGE> 76
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PMI GROUP INC COM Common Stock 69344M101 2,183 34,748 defined 01,02 34,748 0 0
PNC BANK CORP Common Stock 693475105 20,332 352,837 defined 01,02 352,837 0 0
P P & L RES INC Common Stock 693499105 5,625 182,922 defined 01,02 182,922 0 0
PPG INDUSTRIES INC Common Stock 693506107 12,039 203,829 defined 01,02 203,829 0 0
PRI AUTOMATION INC Common Stock 69357H106 468 12,900 defined 01,02 12,900 0 0
PS BUSINESS PARK INC REIT 69360J107 234 9,600 defined 01,02 9,600 0 0
PSC INC Common Stock 69361E107 26 2,600 defined 01,02 2,600 0 0
INTI INDORAYON UTAMA ADR 69364L207 5 14,812 defined 01,02 14,812 0 0
PT TRI POLYTA INDONSIA ADR 69365B109 2 1,800 defined 01,02 1,800 0 0
PT PASIFIK SATELIT NUSANTARA ADR 69365Q106 320 39,400 defined 01,02 39,400 0 0
PSS WORLD MEDICAL INC. Common Stock 69366A100 1,016 90,775 defined 01,02 90,775 0 0
PXRE CORP Common Stock 693674103 136 7,477 defined 01,02 7,477 0 0
PACCAR INC Common Stock 693718108 4,865 91,152 defined 01,02 91,152 0 0
PACIFIC CAPITAL BANCORP Common Stock 69404P101 261 8,300 defined 01,02 8,300 0 0
PACIFIC CENTURY FINANCIAL Common Stock 694058108 2,015 93,460 defined 01,02 93,460 0 0
PACIFIC DUNLOP LTD ADR 694185208 1,079 187,690 defined 01,02 187,690 0 0
PACIFIC GATEWAY EXCHANGE INC Common Stock 694327107 280 9,600 defined 01,02 9,600 0 0
PACIFIC GULF PROPERTIES INC REIT 694396102 464 20,500 defined 01,02 20,500 0 0
PACIFIC SUNWEAR CALIF INC Common Stock 694873100 938 38,475 defined 01,02 38,475 0 0
PACIFICARE HEALTH SYSTEMS Common Stock 695112102 4,209 58,513 defined 01,02 58,513 0 0
PACIFICORP Common Stock 695114108 6,369 346,615 defined 01,02 346,615 0 0
PAGEMART WIRELESS INC Common Stock 69553J104 138 18,300 defined 01,02 18,300 0 0
PAGING NETWORK INC Common Stock 695542100 350 72,700 defined 01,02 72,700 0 0
PAINE WEBBER GROUP Common Stock 695629105 8,005 171,236 defined 01,02 171,236 0 0
PAIRGAIN TECHNOLOGIES INC Common Stock 695934109 698 60,700 defined 01,02 60,700 0 0
PALEX INC Common Stock 696368109 15 2,400 defined 01,02 2,400 0 0
PALL CORP Common Stock 696429307 3,228 145,498 defined 01,02 145,498 0 0
PALM HARBOR HOMES INC Common Stock 696639103 305 12,157 defined 01,02 12,157 0 0
PANAMSAT CORP Common Stock 697933109 772 19,824 defined 01,02 19,824 0 0
PAN PACIFIC RETAIL PROPERTIES
INC REIT 69806L104 419 21,600 defined 01,02 21,600 0 0
PANERA BREAD COMPANY Common Stock 69840W108 96 15,000 defined 01,02 15,000 0 0
PAPA JOHNS INTERNATIONAL INC Common Stock 698813102 1,555 34,800 defined 01,02 34,800 0 0
PARAMETRIC TECHNOLOGY CORP Common Stock 699173100 4,413 318,079 defined 01,02 318,079 0 0
PAREXEL INTERNATIONAL Common Stock 699462107 502 37,700 defined 01,02 37,700 0 0
PARK ELECTROCHEMICAL CORP Common Stock 700416209 371 12,900 defined 01,02 12,900 0 0
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<PAGE> 77
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PARK NATIONAL CORP Common Stock 700658107 520 5,200 defined 01,02 5,200 0 0
PARK-OHIO HOLDINGS Common Stock 700666100 102 6,000 defined 01,02 6,000 0 0
PARK PLACE ENTERTAINMENT Common Stock 700690100 907 94,900 defined 01,02 94,900 0 0
PARKER DRILLING CO Common Stock 701081101 138 41,800 defined 01,02 41,800 0 0
PARKER-HANNIFIN CORP Common Stock 701094104 5,768 126,073 defined 01,02 126,073 0 0
PARKERVISION INC Common Stock 701354102 165 4,700 defined 01,02 4,700 0 0
PARKVALE FINL CORP Common Stock 701492100 24 1,125 defined 01,02 1,125 0 0
PARKWAY PROPERTIES INC REIT 70159Q104 358 10,800 defined 01,02 10,800 0 0
PATHOGENESIS CORP Common Stock 70321E104 157 11,100 defined 01,02 11,100 0 0
PATRIOT AMERICAN HOSPITALITY
COM REIT 703352203 1,015 225,614 defined 01,02 225,614 0 0
PATTERSON DENTAL CO Common Stock 703412106 1,585 45,600 defined 01,02 45,600 0 0
PAXAR CORP Common Stock 704227107 522 58,865 defined 01,02 58,865 0 0
PAXSON COMMUNICATIONS CORP Common Stock 704231109 189 14,800 defined 01,02 14,800 0 0
PAYCHEX INC Common Stock 704326107 9,216 289,133 defined 01,02 289,133 0 0
PAYLESS SHOE SOURCE HLDG. CO. Common Stock 704379106 2,016 37,674 defined 01,02 37,674 0 0
PAYMENTECH INC Common Stock 704384106 713 28,100 defined 01,02 28,100 0 0
PEARL ORIENTAL HOLDINGS ADR 70477P101 168 122,200 defined 01,02 122,200 0 0
PEARSON ADR 705015105 7,945 392,850 defined 01,02 392,850 0 0
PEC ISRAEL ECONOMIC CORP Common Stock 705098101 375 11,900 defined 01,02 11,900 0 0
PECHINEY ADR 705151207 1,530 71,600 defined 01,02 71,600 0 0
PEDIATRIX MEDICAL GROUP INC Common Stock 705324101 512 24,100 defined 01,02 24,100 0 0
PEGASYSTEMS INC Common Stock 705573103 195 19,000 defined 01,02 19,000 0 0
PEGASUS SYSTEMS INC Common Stock 705906105 187 5,000 defined 01,02 5,000 0 0
PENFORD CORP Common Stock 707051108 151 9,300 defined 01,02 9,300 0 0
PENINSULAR & ORIENTAL STEAM NA ADR 707190401 6,417 213,600 defined 01,02 213,600 0 0
PENN ENGINEERING & MFG CORP Common Stock 707389300 104 4,600 defined 01,02 4,600 0 0
PENN TREATY AMERN CORP Common Stock 707874103 79 3,300 defined 01,02 3,300 0 0
PENN VIRGINIA CORP Common Stock 707882106 111 5,600 defined 01,02 5,600 0 0
PENNEY (J C) CO Common Stock 708160106 14,894 306,696 defined 01,02 306,696 0 0
PENNSYLVANIA ENTERPRISES INC Common Stock 708720107 414 13,500 defined 01,02 13,500 0 0
PENNSYLVANIA RE INVS TRUST REIT 709102107 283 13,500 defined 01,02 13,500 0 0
PENNZOIL-QUAKER Common Stock 709323109 1,354 90,266 defined 01,02 90,266 0 0
PENSKE MOTORSPORTS INC Common Stock 709598106 303 6,100 defined 01,02 6,100 0 0
PENTAIR INC Common Stock 709631105 2,265 49,501 defined 01,02 49,501 0 0
PENTON MEDIA INC Common Stock 709668107 172 7,100 defined 01,02 7,100 0 0
</TABLE>
<PAGE> 78
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PEOPLES BANCORP INC/OH Common Stock 709789101 27 990 defined 01,02 990 0 0
PEOPLES BANCORP INC Common Stock 709909105 90 9,018 defined 01,02 9,018 0 0
PEOPLES BANK BRIDGEPORT CT Common Stock 710198102 1,280 42,050 defined 01,02 42,050 0 0
PEOPLES ENERGY CORP Common Stock 711030106 1,533 40,682 defined 01,02 40,682 0 0
PEOPLES HERITAGE FINL GP INC Common Stock 711147108 577 30,668 defined 01,02 30,668 0 0
PEOPLES HLDG CO Common Stock 711148106 73 2,250 defined 01,02 2,250 0 0
PEOPLESOFT INC Common Stock 712713106 4,880 282,872 defined 01,02 282,872 0 0
PEP BOYS-MANNY MOE & JACK Common Stock 713278109 1,287 61,304 defined 01,02 61,304 0 0
PEPKOR ADR 713350304 514 63,800 defined 01,02 63,800 0 0
PEPSI BOTTLING GROUP Common Stock 713409100 2,336 101,000 defined 01,02 101,000 0 0
PEPSICO INC Common Stock 713448108 67,702 1,749,970 defined 01,02 1,749,970 0 0
PERCLOSE INC Common Stock 71361C107 202 4,200 defined 01,02 4,200 0 0
PEREZ COMPANC S.A. ADR 713665107 3,087 266,069 defined 01,02 266,069 0 0
PEREGRINE SYSTEMS INC Common Stock 71366Q101 362 14,100 defined 01,02 14,100 0 0
PERFORMANCE FOOD GROUP CO Common Stock 713755106 175 6,450 defined 01,02 6,450 0 0
PERIPHONICS CORP Common Stock 714005105 31 1,900 defined 01,02 1,900 0 0
PERNOD RICARD ADR 714264108 2,639 157,450 defined 01,02 157,450 0 0
Perot Systems Common Stock 714265105 915 31,000 defined 01,02 31,000 0 0
PERRIGO COMPANY Common Stock 714290103 715 93,749 defined 01,02 93,749 0 0
PERSONNEL GROUP OF AMERICA Common Stock 715338109 97 9,700 defined 01,02 9,700 0 0
PERUSAHAAN INDO SAT ADR 715680104 1,429 73,300 defined 01,02 73,300 0 0
P.T. TELEKOMUNIKASI INDONESIA ADR 715684106 3,688 296,500 defined 01,02 296,500 0 0
PERVASIVE SOFTWARE INC Common Stock 715710109 70 2,800 defined 01,02 2,800 0 0
PETSEC ENERGY LTD ADR ADR 715796108 5 3,200 defined 01,02 3,200 0 0
PETCO ANIMAL SUPPLIES INC Common Stock 716016100 122 7,750 defined 01,02 7,750 0 0
PETRIE STORES CORP Common Stock 716437108 61 25,500 defined 01,02 25,500 0 0
PETROLEUM GEO-SVC ADR 716597109 660 44,400 defined 01,02 44,400 0 0
PETSMART INC Common Stock 716768106 742 72,400 defined 01,02 72,400 0 0
PEUGEOT-CITROEN S A ADR ADR 716825500 6,956 176,350 defined 01,02 176,350 0 0
PHARMACIA & UPJOHN, INC Common Stock 716941109 37,045 652,056 defined 01,02 652,056 0 0
PHARMAPRINT INC Common Stock 716950100 12 2,400 defined 01,02 2,400 0 0
PFEIFFER VACUUM TECHNOLOGY ADR 717067102 201 6,099 defined 01,02 6,099 0 0
PFIZER INC Common Stock 717081103 184,273 1,690,582 defined 01,02 1,690,582 0 0
PHARMACEUTICAL PROD DEV Common Stock 717124101 879 32,100 defined 01,02 32,100 0 0
PHARMACEUTICAL RES INC Common Stock 717125108 22 2,500 defined 01,02 2,500 0 0
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PHARMACOPEIA INC Common Stock 71713B104 11 1,000 defined 01,02 1,000 0 0
PHELPS DODGE CORP Common Stock 717265102 4,150 66,995 defined 01,02 66,995 0 0
PHILADELPHIA CONS HLDG CORP Common Stock 717528103 142 5,800 defined 01,02 5,800 0 0
PHILADELPHIA SUBURBAN CORP Common Stock 718009608 1,171 50,778 defined 01,02 50,778 0 0
PHILIP MORRIS COS INC Common Stock 718154107 113,934 2,835,051 defined 01,02 2,835,051 0 0
PHILIP SERVICES CORP Common Stock 71819M103 0 2,100 defined 01,02 2,100 0 0
PHILIPPINE LG DIST ADR 718252604 2,298 76,120 defined 01,02 76,120 0 0
PHILIPS INTERNATIONAL REALTY
CORP REIT 718333107 125 7,400 defined 01,02 7,400 0 0
PHILLIPS PETROLEUM CO Common Stock 718507106 14,793 294,025 defined 01,02 294,025 0 0
PHILLIPS-VAN HEUSEN Common Stock 718592108 339 33,900 defined 01,02 33,900 0 0
PHOENIX INVESTMENT PARTNERS Common Stock 719085102 245 28,450 defined 01,02 28,450 0 0
PHOENIX TECHNOLOGIES LTD Common Stock 719153108 88 4,900 defined 01,02 4,900 0 0
PHONE Common Stock 71920Q100 1,176 21,000 defined 01,02 21,000 0 0
PHOTRONICS INC Common Stock 719405102 848 34,600 defined 01,02 34,600 0 0
PHYCOR INC Common Stock 71940F100 773 104,312 defined 01,02 104,312 0 0
PICTURETEL CORP Common Stock 720035302 400 50,000 defined 01,02 50,000 0 0
PIEDMONT NATURAL GAS CO Common Stock 720186105 1,198 38,500 defined 01,02 38,500 0 0
PIER 1 IMPORTS INC/DE Common Stock 720279108 1,353 120,268 defined 01,02 120,268 0 0
PIERCE LEAHY CORP Common Stock 720722107 111 4,500 defined 01,02 4,500 0 0
PILGRIM CAPITAL CORP Common Stock 72142Y103 20 1,050 defined 01,02 1,050 0 0
PILGRIMS PRIDE CORP Common Stock 721467108 414 13,800 defined 01,02 13,800 0 0
PILLOWTEX CORP Common Stock 721501104 290 17,769 defined 01,02 17,769 0 0
PINNACLE BANC GROUP INC Common Stock 723449104 130 4,100 defined 01,02 4,100 0 0
PINNACLE HOLDINGS Common Stock 72346N101 688 28,100 defined 01,02 28,100 0 0
PINNACLE SYSTEMS INC Common Stock 723481107 350 10,400 defined 01,02 10,400 0 0
PINNACLE WEST CAPITAL Common Stock 723484101 3,973 98,719 defined 01,02 98,719 0 0
PIONEER GROUP INC Common Stock 723684106 564 32,700 defined 01,02 32,700 0 0
PIONEER HI-BRED INTERNATIONL Common Stock 723686101 11,052 283,844 defined 01,02 283,844 0 0
PIONEER INTERNATIONAL ADR 723711305 1,570 616,150 defined 01,02 616,150 0 0
PIONEER NATURAL RESOURCES Common Stock 723787107 1,281 116,427 defined 01,02 116,427 0 0
PIONEER STANDARD ELECTRONICS Common Stock 723877106 394 32,837 defined 01,02 32,837 0 0
PITNEY BOWES INC Common Stock 724479100 20,333 316,466 defined 01,02 316,466 0 0
PITTSTON BRINKS SERVICES Common Stock 725701106 1,265 47,301 defined 01,02 47,301 0 0
PITTSTON BAX GROUP Common Stock 725701882 245 25,815 defined 01,02 25,815 0 0
PITTWAY CORP DEL Common Stock 725790109 340 10,200 defined 01,02 10,200 0 0
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PIXAR Common Stock 725811103 1,169 27,100 defined 01,02 27,100 0 0
PLACER DOME INC Common Stock 725906101 4,446 378,382 defined 01,02 378,382 0 0
PLAINS RESOURCES INC Common Stock 726540503 401 21,100 defined 01,02 21,100 0 0
PLANTRONICS INC Common Stock 727493108 1,400 21,500 defined 01,02 21,500 0 0
PLATINUM TECHNOLOGY INTL INC Common Stock 72764T101 12 400 defined 01,02 400 0 0
PLAYERS INTERNATIONAL INC Common Stock 727903106 287 39,900 defined 01,02 39,900 0 0
PLAYBOY ENTERPRISES -CL B Common Stock 728117300 313 11,800 defined 01,02 11,800 0 0
PLAYTEX PRODUCTS INC Common Stock 72813P100 445 28,600 defined 01,02 28,600 0 0
PLEXUS CORP Common Stock 729132100 569 18,900 defined 01,02 18,900 0 0
POGO PRODUCING CO Common Stock 730448107 933 50,100 defined 01,02 50,100 0 0
POHANG IRON & STEEL CO ADR 730450103 9,321 277,200 defined 01,02 277,200 0 0
POLARIS INDS INC Common Stock 731068102 1,366 31,400 defined 01,02 31,400 0 0
POLAROID CORP Common Stock 731095105 1,399 50,890 defined 01,02 50,890 0 0
POLICY MANAGEMENT SYSTEMS CP Common Stock 731108106 1,237 41,240 defined 01,02 41,240 0 0
POLO RALPH LAUREN CORP Common Stock 731572103 536 28,200 defined 01,02 28,200 0 0
POLYMER GROUP INC Common Stock 731745105 251 21,400 defined 01,02 21,400 0 0
POMEROY COMPUTER RESOURCES Common Stock 731822102 171 12,300 defined 01,02 12,300 0 0
POOL ENERGY SERVICES CO Common Stock 732788104 536 26,400 defined 01,02 26,400 0 0
POPE & TALBOT INC Common Stock 732827100 203 16,800 defined 01,02 16,800 0 0
POPE RESOURCES/DE -LP Common Stock 732857107 26 800 defined 01,02 800 0 0
POPULAR INC Common Stock 733174106 3,768 124,300 defined 01,02 124,300 0 0
PORTAL SOFTWARE INC Common Stock 736126103 255 5,500 defined 01,02 5,500 0 0
PORTUGAL TELECOM S.A. ADR 737273102 5,538 134,450 defined 01,02 134,450 0 0
POSSIS MEDICAL INC Common Stock 737407106 16 1,400 defined 01,02 1,400 0 0
POST PROPERTIES INC REIT 737464107 1,502 36,643 defined 01,02 36,643 0 0
POTASH CORP SASK INC Common Stock 73755L107 1,495 28,898 defined 01,02 28,898 0 0
POTLATCH CORP Common Stock 737628107 1,474 33,538 defined 01,02 33,538 0 0
POTOMAC ELECTRIC POWER Common Stock 737679100 4,053 137,696 defined 01,02 137,696 0 0
POWERGEN PLC ADR 738905405 5,121 119,450 defined 01,02 119,450 0 0
POWERHOUSE TECHNOLOGIES INC Common Stock 739323103 37 1,900 defined 01,02 1,900 0 0
POWERWAVE TECHNOLOGIES INC Common Stock 739363109 793 24,600 defined 01,02 24,600 0 0
POWERTEL COMMUNICATIONS INC Common Stock 73936C109 194 6,500 defined 01,02 6,500 0 0
PREMIER BANCSHARES INC Common Stock 739909109 593 32,400 defined 01,02 32,400 0 0
PRAXAIR INC Common Stock 74005P104 9,030 184,517 defined 01,02 184,517 0 0
PREPAID LEGAL SERVICES INC Common Stock 740065107 789 29,100 defined 01,02 29,100 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PRECISION CASTPARTS CORP Common Stock 740189105 1,202 28,278 defined 01,02 28,278 0 0
PRECISION DRILLING CORP Common Stock 74022D100 494 25,900 defined 01,02 25,900 0 0
PRECISION RESPONSE CORP Common Stock 740314109 14 2,500 defined 01,02 2,500 0 0
PREMARK INTERNATIONAL INC Common Stock 740459102 2,681 71,500 defined 01,02 71,500 0 0
PREMIER FARNELL PLC ADR 74050U107 711 95,544 defined 01,02 95,544 0 0
PREMIER OIL PLC ADR 740536107 180 61,824 defined 01,02 61,824 0 0
PREMIER NATIONAL BANCORP Common Stock 74053F107 55 2,781 defined 01,02 2,781 0 0
PREMIER PARKS INC Common Stock 740540208 1,477 40,200 defined 01,02 40,200 0 0
PREMISYS COMMUNICATIONS INC Common Stock 740584107 107 14,600 defined 01,02 14,600 0 0
PREMIERE TECHNOLOGIES INC Common Stock 74058F102 145 12,628 defined 01,02 12,628 0 0
PRENTISS PROPERTIES REIT 740706106 947 40,100 defined 01,02 40,100 0 0
PRESIDENTIAL LIFE CORP Common Stock 740884101 463 23,600 defined 01,02 23,600 0 0
PRESSTEK INC Common Stock 741113104 141 19,500 defined 01,02 19,500 0 0
PREVIEW TRAVEL INC Common Stock 74137R101 132 6,000 defined 01,02 6,000 0 0
PRICE ENTERPRISES INC Common Stock 741444202 154 21,430 defined 01,02 21,430 0 0
PRICE ENTERPRISES INC Preferred Stock 741444301 152 10,200 defined 01,02 10,200 0 0
PRICE (T. ROWE) ASSOCIATES Common Stock 741477103 5,408 140,925 defined 01,02 140,925 0 0
PRICER AB ADR 741509103 1 700 defined 01,02 700 0 0
PRIME MEDICAL SVCS INC Common Stock 74156D108 82 11,100 defined 01,02 11,100 0 0
PRIME RETAIL INC REIT 741570105 365 42,010 defined 01,02 42,010 0 0
K III COMMUNICATIONS CORP Common Stock 74157K101 1,540 90,900 defined 01,02 90,900 0 0
PRIME GROUP REALTY TRUST REIT 74158J103 273 15,900 defined 01,02 15,900 0 0
PRIMEX TECHNOLOGIES Common Stock 741597108 110 5,100 defined 01,02 5,100 0 0
PRIMARK CORP Common Stock 741903108 724 25,800 defined 01,02 25,800 0 0
PRIME BANCORP INC Common Stock 741914105 86 3,100 defined 01,02 3,100 0 0
PRIME HOSPITALITY CORP Common Stock 741917108 769 64,100 defined 01,02 64,100 0 0
PRIMUS TELECOMMUNICATIONS Common Stock 741929103 320 14,272 defined 01,02 14,272 0 0
PRIDE INTERNATIONAL INC Common Stock 741932107 663 62,800 defined 01,02 62,800 0 0
PRISON REALTY CORP REIT 74264N105 1,084 110,500 defined 01,02 110,500 0 0
PRIORITY HEALTHCARE CORP CL B Common Stock 74264T102 978 28,339 defined 01,02 28,339 0 0
PROBUSINESS SERVICES INC Common Stock 742674104 163 4,550 defined 01,02 4,550 0 0
PRIVATE BUSINESS INC Common Stock 74267D104 2 200 defined 01,02 200 0 0
PROCTER & GAMBLE CO Common Stock 742718109 140,562 1,574,925 defined 01,02 1,574,925 0 0
PRODIGY Common Stock 74283P107 88 3,400 defined 01,02 3,400 0 0
PROFESSIONAL DETAILING Common Stock 74312N107 21 900 defined 01,02 900 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PROFIT RECOVERY GRP INTL INC Common Stock 743168106 1,798 38,000 defined 01,02 38,000 0 0
PROGRESS SOFTWARE CORP Common Stock 743312100 715 25,300 defined 01,02 25,300 0 0
PROGRESSIVE CORP-OHIO Common Stock 743315103 12,265 84,587 defined 01,02 84,587 0 0
PROJECT SOFTWARE & DEV INC Common Stock 74339P101 191 6,100 defined 01,02 6,100 0 0
PROLOGIS TRUST REIT 743410102 3,249 160,460 defined 01,02 160,460 0 0
PROMEDCO MANAGEMENT CO Common Stock 74342L105 17 4,500 defined 01,02 4,500 0 0
PROMUS HOTEL CORP Common Stock 74342P106 2,996 96,630 defined 01,02 96,630 0 0
PROTECTION ONE INC Common Stock 743663304 55 10,200 defined 01,02 10,200 0 0
PROTECTIVE LIFE CORP Common Stock 743674103 2,553 75,100 defined 01,02 75,100 0 0
PROTEIN DESIGN LABS INC Common Stock 74369L103 657 29,600 defined 01,02 29,600 0 0
PROVANT INC Common Stock 743724106 128 8,200 defined 01,02 8,200 0 0
PROVIDENCE ENERGY CORP Common Stock 743743106 75 2,800 defined 01,02 2,800 0 0
PROVIDENT BANKSHARES CORP Common Stock 743859100 708 30,453 defined 01,02 30,453 0 0
PROVIDENT FINANCIAL GROUP Common Stock 743866105 2,157 49,300 defined 01,02 49,300 0 0
PROVINCE HEALTHCARE Common Stock 743977100 158 8,100 defined 01,02 8,100 0 0
PROVIDIAN FINANCIAL CORP Common Stock 74406A102 15,521 166,450 defined 01,02 166,450 0 0
PROXIM INC Common Stock 744284100 232 4,000 defined 01,02 4,000 0 0
PROXYMED INC Common Stock 744290107 32 2,000 defined 01,02 2,000 0 0
PRUDENTIAL ADR 74435K204 20,008 270,350 defined 01,02 270,350 0 0
PSINET INC Common Stock 74437C101 1,676 38,300 defined 01,02 38,300 0 0
PUBLIC SERVICE CO OF N MEX Common Stock 744499104 942 47,399 defined 01,02 47,399 0 0
PUBLIC SERVICE CO OF N C Common Stock 744516105 749 25,600 defined 01,02 25,600 0 0
PUBLIC SERVICE ENTRP Common Stock 744573106 10,447 255,986 defined 01,02 255,986 0 0
PUBLIC STORAGE INC REIT 74460D109 3,583 127,950 defined 01,02 127,950 0 0
PUERTO RICAN CEMENT CO INC Common Stock 745075101 106 3,200 defined 01,02 3,200 0 0
PUGET SOUND POWER & LIGHT Common Stock 745332106 2,363 98,473 defined 01,02 98,473 0 0
PULITZER INC Common Stock 745769109 493 11,000 defined 01,02 11,000 0 0
PULTE CORP Common Stock 745867101 1,143 49,580 defined 01,02 49,580 0 0
Q.P. CORP. ADR 746941103 785 54,600 defined 01,02 54,600 0 0
QRS CORP Common Stock 74726X105 655 8,400 defined 01,02 8,400 0 0
QLOGIC CORP Common Stock 747277101 1,320 10,000 defined 01,02 10,000 0 0
QUADRAMED CORP Common Stock 74730W101 25 3,100 defined 01,02 3,100 0 0
QUAKER CHEMICAL CORP Common Stock 747316107 180 11,100 defined 01,02 11,100 0 0
QUAKER OATS CO Common Stock 747402105 10,599 159,682 defined 01,02 159,682 0 0
QUALCOMM INC Common Stock 747525103 25,157 175,310 defined 01,02 175,310 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
QUANEX CORP Common Stock 747620102 504 17,700 defined 01,02 17,700 0 0
QUANTA SVCS INC Common Stock 74762E102 62 1,400 defined 01,02 1,400 0 0
QUANTUM CORP Common Stock 747906105 4,725 195,862 defined 01,02 195,862 0 0
QUEBECOR PRINTING INC Common Stock 747922102 868 40,000 defined 01,02 40,000 0 0
QUEENS COUNTY BANCORP INC Common Stock 748242104 869 26,850 defined 01,02 26,850 0 0
QUEST DIAGNOSTICS Common Stock 74834L100 651 23,783 defined 01,02 23,783 0 0
QUESTAR CORP Common Stock 748356102 1,834 95,912 defined 01,02 95,912 0 0
QUIKSILVER INC Common Stock 74838C106 714 27,400 defined 01,02 27,400 0 0
QUILMES INDL QUINSA SOCIETE ADR 74838Y108 923 74,600 defined 01,02 74,600 0 0
QUINENCO SA ADR 748718103 603 64,300 defined 01,02 64,300 0 0
QUINTILES TRANSNATIONAL CORP Common Stock 748767100 5,880 140,008 defined 01,02 140,008 0 0
QUORUM HEALTH GROUP INC Common Stock 749084109 1,176 93,573 defined 01,02 93,573 0 0
QWEST COMMNC INTL INC Common Stock 749121109 1,925 58,226 defined 01,02 58,226 0 0
R&B FALCON CORP Common Stock 74912E101 1,091 116,336 defined 01,02 116,336 0 0
R&G FINANCIAL CORP -CL B Common Stock 749136107 31 1,800 defined 01,02 1,800 0 0
RCM TECHNOLOGIES INC Common Stock 749360400 19 1,400 defined 01,02 1,400 0 0
RCN CORP Common Stock 749361101 1,686 40,500 defined 01,02 40,500 0 0
RFS HOTEL INVESTORS INC REIT 74955J108 320 25,500 defined 01,02 25,500 0 0
R H DONNELLEY Common Stock 74955w307 258 13,200 defined 01,02 13,200 0 0
RLI CORP Common Stock 749607107 245 6,318 defined 01,02 6,318 0 0
RPC INC Common Stock 749660106 168 19,200 defined 01,02 19,200 0 0
RPM INC-OHIO Common Stock 749685103 1,805 127,258 defined 01,02 127,258 0 0
RMI TITANIUM CO Common Stock 74973W107 379 25,800 defined 01,02 25,800 0 0
RWD TECHNOLOGIES INC Common Stock 74975B101 38 3,600 defined 01,02 3,600 0 0
RWE AG ADR 74975E303 10,923 235,900 defined 01,02 235,900 0 0
RACAL ELECTRS PLC ADR 749815403 1,212 99,500 defined 01,02 99,500 0 0
RF MICRO DEVICES INC Common Stock 749941100 1,306 17,500 defined 01,02 17,500 0 0
RACING CHAMPIONS CORP Common Stock 750069106 17 2,400 defined 01,02 2,400 0 0
RADIAN GROUP Common Stock 750236101 2,725 55,819 defined 01,02 55,819 0 0
RADIO ONE Common Stock 75040P108 74 1,600 defined 01,02 1,600 0 0
RADISYS CORP Common Stock 750459109 43 1,100 defined 01,02 1,100 0 0
RAILTEX INC Common Stock 750766107 160 11,500 defined 01,02 11,500 0 0
RAINBOW TECHNOLOGIES INC Common Stock 750862104 62 5,250 defined 01,02 5,250 0 0
RAINFOREST CAFE INC Common Stock 75086K104 52 10,200 defined 01,02 10,200 0 0
RAMBUS INC Common Stock 750917106 719 7,800 defined 01,02 7,800 0 0
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RALCORP HOLDINGS INC Common Stock 751028101 626 38,800 defined 01,02 38,800 0 0
RALSTON PURINA GROUP Common Stock 751277302 11,711 384,760 defined 01,02 384,760 0 0
RAMCO ENERGY PLC ADR 75144Q101 183 33,600 defined 01,02 33,600 0 0
RAMCO-GERSHENSON PROPERTIES REIT 751452202 115 7,100 defined 01,02 7,100 0 0
RANGER OIL LTD Common Stock 752805101 721 145,990 defined 01,02 145,990 0 0
RANK GROUP PLC ADR 753037100 2,345 293,161 defined 01,02 293,161 0 0
RARE HOSPITALITY INTL INC Common Stock 753820109 41 1,600 defined 01,02 1,600 0 0
RATIONAL SOFTWARE CORP Common Stock 75409P202 3,276 99,448 defined 01,02 99,448 0 0
RAUMA OY ADR 754183101 352 31,300 defined 01,02 31,300 0 0
RAYCHEM CORP Common Stock 754603108 3,342 90,330 defined 01,02 90,330 0 0
RAYMOND JAMES FINANCIAL CORP Common Stock 754730109 1,425 59,375 defined 01,02 59,375 0 0
RAYONIER INC Common Stock 754907103 1,604 32,207 defined 01,02 32,207 0 0
RAYOVAC Common Stock 755081106 349 15,400 defined 01,02 15,400 0 0
RAYTHEON CO Common Stock 755111309 934 13,554 defined 01,02 13,554 0 0
RAYTHEON CO Common Stock 755111408 27,656 392,285 defined 01,02 392,285 0 0
RAZORFISH INC Common Stock 755236106 70 1,900 defined 01,02 1,900 0 0
READ-RITE CORP Common Stock 755246105 384 61,900 defined 01,02 61,900 0 0
READERS DIGEST ASSN -CL A Common Stock 755267101 4,957 124,700 defined 01,02 124,700 0 0
READER'S DIGEST ASSN B Common Stock 755267200 3,251 86,700 defined 01,02 86,700 0 0
REALNETWORKS INC Common Stock 75605L104 2,114 30,700 defined 01,02 30,700 0 0
REALTY INCOME CORP REIT 756109104 648 27,300 defined 01,02 27,300 0 0
REALTY INFORMATION GROUP Common Stock 75612B107 435 10,000 defined 01,02 10,000 0 0
RECKSON ASSOCS RLTY CORP REIT 75621K106 945 40,100 defined 01,02 40,100 0 0
RECKSON ASSOC REALTY CORP CL B REIT 75621K304 235 9,854 defined 01,02 9,854 0 0
RECOTON CORP Common Stock 756268108 67 7,400 defined 01,02 7,400 0 0
RED ROOF INNS INC Common Stock 757005103 348 19,400 defined 01,02 19,400 0 0
REDBACK NETWORKS Common Stock 757209101 13 100 defined 01,02 100 0 0
REEBOK INTERNATIONAL LTD Common Stock 758110100 1,210 64,955 defined 01,02 64,955 0 0
REED INTL PLC ADR 758212872 5,410 199,900 defined 01,02 199,900 0 0
REGAL BELOIT Common Stock 758750103 614 26,000 defined 01,02 26,000 0 0
REGENERON PHARMACEUT Common Stock 75886F107 334 42,700 defined 01,02 42,700 0 0
REGIS CORP/MN Common Stock 758932107 917 47,800 defined 01,02 47,800 0 0
REGENCY REALTY CORP REIT 758939102 1,147 52,300 defined 01,02 52,300 0 0
REGIONS FINL CORP Common Stock 758940100 9,991 259,941 defined 01,02 259,941 0 0
REINSURANCE GROUP AMER INC Common Stock 759351109 976 27,675 defined 01,02 27,675 0 0
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RELIANCE BANCORP INC Common Stock 759451107 157 5,700 defined 01,02 5,700 0 0
RELIANCE GROUP HOLDINGS Common Stock 759464100 599 80,518 defined 01,02 80,518 0 0
RELIANCE STEEL & ALUMINUM CO Common Stock 759509102 893 22,900 defined 01,02 22,900 0 0
RELIANT ENERGY Common Stock 75952J108 9,522 344,673 defined 01,02 344,673 0 0
RELIASTAR FINANCIAL CORP Common Stock 75952U103 4,500 102,867 defined 01,02 102,867 0 0
REMEC INC Common Stock 759543101 56 3,500 defined 01,02 3,500 0 0
REMEDY CORP Common Stock 759548100 339 12,600 defined 01,02 12,600 0 0
REMINGTON OIL & GAS CORP Common Stock 759594302 129 26,500 defined 01,02 26,500 0 0
REGISTRY INC Common Stock 75968A109 117 14,700 defined 01,02 14,700 0 0
REPUBLIC BANCSHARES INC Common Stock 759929102 14 700 defined 01,02 700 0 0
RENAL CARE GROUP INC Common Stock 759930100 1,719 66,425 defined 01,02 66,425 0 0
RENTERS CHOICE INC Common Stock 76009N100 396 16,500 defined 01,02 16,500 0 0
RENT WAY INC Common Stock 76009U104 76 3,100 defined 01,02 3,100 0 0
RENTAL SERVICE CORP Common Stock 76009V102 260 9,100 defined 01,02 9,100 0 0
RENTOKIL INITIAL PLC ADR 760125104 7,904 202,200 defined 01,02 202,200 0 0
REPSOL SA ADR 76026T205 12,290 605,050 defined 01,02 605,050 0 0
REPUBLIC BANCORP INC Common Stock 760282103 249 16,376 defined 01,02 16,376 0 0
REPUBLIC GYPSUM CO Common Stock 760473108 264 14,650 defined 01,02 14,650 0 0
REPUBLIC NEW YORK CORP Common Stock 760719104 8,345 122,388 defined 01,02 122,388 0 0
REPUBLIC SEC FINL CORP Common Stock 760758102 238 28,384 defined 01,02 28,384 0 0
REPUBLIC SERVICES INC Common Stock 760759100 2,119 85,600 defined 01,02 85,600 0 0
RES-CARE INC Common Stock 760943100 166 7,275 defined 01,02 7,275 0 0
RESMED INC Common Stock 761152107 37 1,100 defined 01,02 1,100 0 0
RESORTQUEST INTERNATIONAL Common Stock 761183102 28 3,400 defined 01,02 3,400 0 0
RESORTS WORLD ADR 761191105 1,627 153,400 defined 01,02 153,400 0 0
RESOURCE AMERICA INC Common Stock 761195205 58 4,000 defined 01,02 4,000 0 0
RESOURCE BANCSHARES MTG GRP Common Stock 761197102 113 11,066 defined 01,02 11,066 0 0
RESPIRONICS INC Common Stock 761230101 637 42,118 defined 01,02 42,118 0 0
REUTERS GROUP PLC ADR 76132M102 13,478 166,262 defined 01,02 166,262 0 0
REVLON Common Stock 761525500 417 13,800 defined 01,02 13,800 0 0
REXALL SUNDOWN INC Common Stock 761648104 597 49,000 defined 01,02 49,000 0 0
REXAM PLC ADR 761655307 1,272 313,046 defined 01,02 313,046 0 0
REYNOLDS & REYNOLDS -CL A Common Stock 761695105 2,082 89,317 defined 01,02 89,317 0 0
REYNOLDS METALS CO Common Stock 761763101 4,420 74,907 defined 01,02 74,907 0 0
RJ REYNOLDS TOBACCO HOLDNGS Common Stock 76182K105 4,023 126,703 defined 01,02 126,703 0 0
</TABLE>
<PAGE> 86
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RHODIA ADR 762397107 2,305 121,300 defined 01,02 121,300 0 0
RHONE-POULENC SA ADR 762426609 9,638 208,100 defined 01,02 208,100 0 0
RHYTHMS NETCONNECTIONS INC Common Stock 762430205 811 13,900 defined 01,02 13,900 0 0
RICHFOOD HOLDINGS INC Common Stock 763408101 1,049 59,491 defined 01,02 59,491 0 0
RICHMOND COUNTY FINL CORP Common Stock 764556106 50 2,580 defined 01,02 2,580 0 0
RICOH CO LTD ADR 765658307 6,339 92,100 defined 01,02 92,100 0 0
RIGGS NATL CORP WASH D C Common Stock 766570105 730 35,500 defined 01,02 35,500 0 0
RIO ALGOM LTD Common Stock 766889109 492 34,800 defined 01,02 34,800 0 0
RIO TINTO LTD ADR 767202104 6,908 105,330 defined 01,02 105,330 0 0
RIO TINTO PLC ADR 767204100 12,719 189,135 defined 01,02 189,135 0 0
RISK CAPITAL RE, INC. Common Stock 767711104 188 13,900 defined 01,02 13,900 0 0
RITCHIE BROS AUCTIONEERS INC Common Stock 767744105 366 9,600 defined 01,02 9,600 0 0
RITE AID CORP Common Stock 767754104 7,418 301,251 defined 01,02 301,251 0 0
RIVIANA FOODS INC Common Stock 769536103 203 10,800 defined 01,02 10,800 0 0
ROADWAY EXPRESS Common Stock 769742107 275 14,172 defined 01,02 14,172 0 0
ROBBINS & MYERS INC Common Stock 770196103 306 13,700 defined 01,02 13,700 0 0
ROBERT HALF INTL INC Common Stock 770323103 2,746 106,367 defined 01,02 106,367 0 0
ROBERTS PHARMACEUTICAL CORP Common Stock 770491108 1,188 49,500 defined 01,02 49,500 0 0
ROCHE HOLDINGS LTD ADR 771195104 49,497 481,527 defined 01,02 481,527 0 0
ROCK-TENN COMPANY Common Stock 772739207 357 21,400 defined 01,02 21,400 0 0
ROCKWELL INTL CORP Common Stock 773903109 13,438 221,203 defined 01,02 221,203 0 0
ROGERS CANTEL MOBILE INC CL B Common Stock 775102205 260 15,800 defined 01,02 15,800 0 0
ROGERS CORP Common Stock 775133101 112 3,800 defined 01,02 3,800 0 0
ROHM & HAAS CO Common Stock 775371107 10,547 245,995 defined 01,02 245,995 0 0
UNR INDUSTRIES INC Common Stock 775381106 46 33,400 defined 01,02 33,400 0 0
ROLLINS INC Common Stock 775711104 562 35,245 defined 01,02 35,245 0 0
ROLLINS TRUCK LEASING Common Stock 775741101 799 71,812 defined 01,02 71,812 0 0
ROLLS-ROYCE ADR 775781206 3,682 173,500 defined 01,02 173,500 0 0
RUTHERFORD-MORAN OIL CORP Common Stock 775835101 847 30,037 defined 01,02 30,037 0 0
ROPER INDUSTRIES INC/DE Common Stock 776696106 1,210 37,800 defined 01,02 37,800 0 0
ROSLYN BANCORP INC Common Stock 778162107 709 41,255 defined 01,02 41,255 0 0
ROSS STORES INC Common Stock 778296103 2,725 54,100 defined 01,02 54,100 0 0
ROSTELECOM ADR 778529107 798 81,300 defined 01,02 81,300 0 0
ROUGE INDUSTRIES INC Common Stock 779088103 51 5,200 defined 01,02 5,200 0 0
ROUSE CO REIT 779273101 2,128 83,850 defined 01,02 83,850 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ROWAN COS INC Common Stock 779382100 1,769 96,909 defined 01,02 96,909 0 0
ROYAL GROUP TECHNOLOGIES LTD Common Stock 779915107 1,230 41,800 defined 01,02 41,800 0 0
ROYAL & SUN ALLIANCE
INSURANCE GRP ADR 78004V202 6,949 154,545 defined 01,02 154,545 0 0
ROYAL APPLIANCE MFG CO Common Stock 780076105 166 23,900 defined 01,02 23,900 0 0
ROYAL BANK OF CANADA Common Stock 780087102 9,106 205,200 defined 01,02 205,200 0 0
ROYAL DUTCH PET -NY REG Common Stock 780257804 151,114 2,508,113 defined 01,02 2,508,113 0 0
ROYAL NEDLLOYD GROUP ADR 780349304 369 29,800 defined 01,02 29,800 0 0
ROYAL KPN NV ADR 780641205 15,710 327,302 defined 01,02 327,302 0 0
RUBY TUESDAYS Common Stock 781182100 761 40,050 defined 01,02 40,050 0 0
RUDDICK CORP Common Stock 781258108 1,081 54,066 defined 01,02 54,066 0 0
RURAL/METRO CORP Common Stock 781748108 173 18,000 defined 01,02 18,000 0 0
RUSS BERRIE & CO INC Common Stock 782233100 658 26,600 defined 01,02 26,600 0 0
RUSSELL CORP Common Stock 782352108 783 40,163 defined 01,02 40,163 0 0
RYANAIR HOLDINGS PLC ADR 783513104 1,219 23,000 defined 01,02 23,000 0 0
RYAN'S FAMILY STK HOUSES INC Common Stock 783519101 559 48,060 defined 01,02 48,060 0 0
RYDER SYSTEM INC Common Stock 783549108 2,122 82,403 defined 01,02 82,403 0 0
RYERSON TULL INC Common Stock 78375P107 658 29,143 defined 01,02 29,143 0 0
RYLAND GROUP INC Common Stock 783764103 549 18,500 defined 01,02 18,500 0 0
S & T BANCORP INC Common Stock 783859101 414 16,400 defined 01,02 16,400 0 0
SBC COMMUNICATIONS INC Common Stock 78387G103 135,045 2,328,366 defined 01,02 2,328,366 0 0
SBA COMMUNICATIONS CORP Common Stock 78388J106 2 200 defined 01,02 200 0 0
SCB COMPUTER TECHNOLOGY INC Common Stock 78388N107 39 7,500 defined 01,02 7,500 0 0
SCI SYSTEMS INC Common Stock 783890106 3,994 84,300 defined 01,02 84,300 0 0
SCM MICROSYSTEMS INC Common Stock 784018103 144 3,100 defined 01,02 3,100 0 0
SCPIE HOLDINGS INC. Common Stock 78402P104 111 3,400 defined 01,02 3,400 0 0
SDL INC Common Stock 784076101 480 9,400 defined 01,02 9,400 0 0
SEI CORP Common Stock 784117103 1,959 22,200 defined 01,02 22,200 0 0
SEMCO EMERGY INC Common Stock 78412D109 126 8,143 defined 01,02 8,143 0 0
SFX ENTERTAINMENT Common Stock 784178105 1,062 16,600 defined 01,02 16,600 0 0
SGL CARBON AG ADR 784188203 1,148 44,200 defined 01,02 44,200 0 0
SJW CORP Common Stock 784305104 127 1,600 defined 01,02 1,600 0 0
SKF AB ADR 784375404 1,480 80,000 defined 01,02 80,000 0 0
SK TELECOM CO ADR 78440P108 7,291 428,901 defined 01,02 428,901 0 0
SL GREEN REALTY CORP REIT 78440X101 501 24,500 defined 01,02 24,500 0 0
SLM HOLDING CORP Common Stock 78442A109 8,778 191,600 defined 01,02 191,600 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SLI INC Common Stock 78442T108 1,045 38,700 defined 01,02 38,700 0 0
SM&A CORP Common Stock 784432106 19 2,500 defined 01,02 2,500 0 0
SPS TECHNOLOGIES INC Common Stock 784626103 593 15,800 defined 01,02 15,800 0 0
SPSS INC Common Stock 78462K102 80 3,100 defined 01,02 3,100 0 0
SPX CORP Common Stock 784635104 3,003 35,970 defined 01,02 35,970 0 0
S3 INCORPORATED Common Stock 784849101 620 68,200 defined 01,02 68,200 0 0
SPR INC. Common Stock 784922106 17 3,150 defined 01,02 3,150 0 0
SAATCHI & SAATCHI PLC ADR 785144205 431 25,810 defined 01,02 25,810 0 0
SABINE ROYALTY TRUST Common Stock 785688102 99 6,900 defined 01,02 6,900 0 0
SABRATEK Common Stock 78571U108 55 2,500 defined 01,02 2,500 0 0
SABRE GROUP HOLDINGS Common Stock 785905100 935 13,600 defined 01,02 13,600 0 0
SAES GETTERS SPA ADR 786362103 3 500 defined 01,02 500 0 0
SAFECO CORP Common Stock 786429100 6,986 158,316 defined 01,02 158,316 0 0
SAFEGUARD SCIENTIFICS INC Common Stock 786449108 1,260 20,000 defined 01,02 20,000 0 0
SAFESKIN CORP Common Stock 786454108 823 68,600 defined 01,02 68,600 0 0
SAFETY KLEEN CORP NEW Common Stock 78648R203 535 29,523 defined 01,02 29,523 0 0
SAFEWAY INC Common Stock 786514208 28,904 583,912 defined 01,02 583,912 0 0
SAGA COMMUNICATIONS -CL A Common Stock 786598102 97 5,218 defined 01,02 5,218 0 0
SAGA PETROLEUM ADR 786609206 1,345 80,300 defined 01,02 80,300 0 0
SAGA SYSTEMS INC Common Stock 786610105 105 8,200 defined 01,02 8,200 0 0
ST FRANCIS CAP CORP Common Stock 789374105 133 6,200 defined 01,02 6,200 0 0
ST GEORGE BANK LTD ADR 789547106 2,125 153,100 defined 01,02 153,100 0 0
ST JOE CORP Common Stock 790148100 2,357 87,300 defined 01,02 87,300 0 0
ST JOHN KNITS INC Common Stock 790289102 603 20,600 defined 01,02 20,600 0 0
ST JOSEPH LIGHT & POWER Common Stock 790654107 111 5,400 defined 01,02 5,400 0 0
ST JUDE MEDICAL INC Common Stock 790849103 3,868 108,584 defined 01,02 108,584 0 0
ST MARY LAND & EXPLOR CO Common Stock 792228108 280 13,600 defined 01,02 13,600 0 0
ST PAUL BANCORP INC Common Stock 792848103 1,272 49,868 defined 01,02 49,868 0 0
ST PAUL COS Common Stock 792860108 8,385 263,574 defined 01,02 263,574 0 0
SAKS INC Common Stock 79377W108 4,858 168,249 defined 01,02 168,249 0 0
SALTON, INC. Common Stock 795757103 120 2,400 defined 01,02 2,400 0 0
SAN MIGUEL ADR 799085501 3,847 176,336 defined 01,02 176,336 0 0
SANCHEZ COMPUTER ASSOCS INC Common Stock 799702105 201 5,800 defined 01,02 5,800 0 0
SANDERSON FARMS INC Common Stock 800013104 120 8,400 defined 01,02 8,400 0 0
SANDISK CORP Common Stock 80004C101 446 9,900 defined 01,02 9,900 0 0
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SANDVIK ADR 800212201 4,310 197,550 defined 01,02 197,550 0 0
SANDY SPRING BANCORP INC Common Stock 800363103 111 4,000 defined 01,02 4,000 0 0
SANMINA CORP Common Stock 800907107 5,163 68,042 defined 01,02 68,042 0 0
SANGSTAT MEDICAL CORP Common Stock 801003104 188 10,900 defined 01,02 10,900 0 0
SANTA CRUZ OPERATION INC Common Stock 801833104 67 10,300 defined 01,02 10,300 0 0
SANTA FE SNYDER CORP Common Stock 80218K105 1,575 196,918 defined 01,02 196,918 0 0
SANTA ISABLE S.A. ADR 802233106 128 12,600 defined 01,02 12,600 0 0
SANTOS LTD ADR 803021609 1,255 95,600 defined 01,02 95,600 0 0
SANYO ELECTRIC CO LTD ADR 803038306 5,750 277,100 defined 01,02 277,100 0 0
SAP AG ADR 803054204 14,584 421,204 defined 01,02 421,204 0 0
SAPIENT Common Stock 803062108 1,138 20,100 defined 01,02 20,100 0 0
SAPPI LIMITED ADR 803069202 931 12,800 defined 01,02 12,800 0 0
SARA LEE CORP Common Stock 803111103 24,329 1,072,341 defined 01,02 1,072,341 0 0
SASOL LTD ADR 803866300 2,967 409,250 defined 01,02 409,250 0 0
SAUER INC Common Stock 804137107 205 20,000 defined 01,02 20,000 0 0
SAUL CENTERS INC REIT 804395101 216 13,100 defined 01,02 13,100 0 0
SAVILLE SYSTEMS IRELAND PLC ADR 805174109 367 25,300 defined 01,02 25,300 0 0
SAVIA SA ADR 805175106 1,844 80,600 defined 01,02 80,600 0 0
SAWAKO CORP ADR 805444205 5 949 defined 01,02 949 0 0
SAWTEK INC Common Stock 805468105 596 13,000 defined 01,02 13,000 0 0
SBARRO INC Common Stock 805844107 646 23,853 defined 01,02 23,853 0 0
SCANA CORP Common Stock 805898103 2,815 120,431 defined 01,02 120,431 0 0
SCANIA AB SPON ADR B ADR 806018206 1,400 50,000 defined 01,02 50,000 0 0
SCHAWK INC -CL A Common Stock 806373106 91 10,200 defined 01,02 10,200 0 0
HENRY SCHEIN Common Stock 806407102 606 19,125 defined 01,02 19,125 0 0
SCHERING-PLOUGH Common Stock 806605101 100,937 1,922,607 defined 01,02 1,922,607 0 0
SCHLUMBERGER LTD Common Stock 806857108 40,885 641,968 defined 01,02 641,968 0 0
SCHOLASTIC CORP Common Stock 807066105 966 19,085 defined 01,02 19,085 0 0
SCHOOL SPECIALITY INC Common Stock 807863105 121 7,518 defined 01,02 7,518 0 0
SCHULER HOMES INC Common Stock 808188106 78 12,000 defined 01,02 12,000 0 0
SCHULMAN (A.) INC Common Stock 808194104 625 36,354 defined 01,02 36,354 0 0
SCHWAB (CHARLES) CORP Common Stock 808513105 52,318 479,985 defined 01,02 479,985 0 0
SCHWARZ PHARMA ADR 808533103 291 12,600 defined 01,02 12,600 0 0
SCHWEITZER MAUDUIT INTL INC Common Stock 808541106 297 19,800 defined 01,02 19,800 0 0
SCIENTIFIC-ATLANTA INC Common Stock 808655104 3,125 86,807 defined 01,02 86,807 0 0
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SCIENTIFIC GAMES HLDGS CORP Common Stock 808747109 150 7,700 defined 01,02 7,700 0 0
SCIOS NOVA INC Common Stock 808905103 109 33,549 defined 01,02 33,549 0 0
SCITEX CORP LTD -ORD Common Stock 809090103 299 29,900 defined 01,02 29,900 0 0
SCOR GROUP ADR 80917Q106 1,053 20,900 defined 01,02 20,900 0 0
SCOTSMAN INDUSTRIES INC Common Stock 809340102 119 5,500 defined 01,02 5,500 0 0
SCOTT TECHNOLOGIES Common Stock 810022301 437 22,700 defined 01,02 22,700 0 0
SCOTTISH & SOUTHERN ENERGY PLC ADR 81012K309 2,803 27,400 defined 01,02 27,400 0 0
SCOTTISH POWER ADR 81013T705 6,395 182,700 defined 01,02 182,700 0 0
SCOTTS COMPANY Common Stock 810186106 1,086 22,800 defined 01,02 22,800 0 0
SCRIPPS (E W) CO -CL A Common Stock 811054204 2,036 42,800 defined 01,02 42,800 0 0
SEA CONTAINERS LTD -CL A Common Stock 811371707 148 4,400 defined 01,02 4,400 0 0
SEABOARD CORP Common Stock 811543107 374 1,100 defined 01,02 1,100 0 0
SEAGATE TECHNOLOGY Common Stock 811804103 6,709 261,807 defined 01,02 261,807 0 0
SEAGRAM CO LTD Common Stock 811850106 25,005 496,372 defined 01,02 496,372 0 0
SEACOR HLDGS INC Common Stock 811904101 813 15,200 defined 01,02 15,200 0 0
SEALED AIR CORP Common Stock 81211K100 6,358 97,999 defined 01,02 97,999 0 0
SEARS ROEBUCK & CO Common Stock 812387108 19,913 446,866 defined 01,02 446,866 0 0
SECURE COMPUTING CORP Common Stock 813705100 16 6,700 defined 01,02 6,700 0 0
SECURITY CAP GROUP INC Common Stock 81413P105 363 500 defined 01,02 500 0 0
SECURITY DYNAMICS TECH INC Common Stock 814208104 1,209 56,900 defined 01,02 56,900 0 0
SEGA ENTERPRISES ADR 815793104 754 227,950 defined 01,02 227,950 0 0
SEITEL INC Common Stock 816074306 478 29,500 defined 01,02 29,500 0 0
SELECT APPOINTMENTS ADR 81617E203 744 31,000 defined 01,02 31,000 0 0
SELECTIVE INS GROUP INC Common Stock 816300107 665 34,900 defined 01,02 34,900 0 0
SEMINIS, INC Common Stock 816658108 121 8,000 defined 01,02 8,000 0 0
SEMTECH CORP Common Stock 816850101 182 3,500 defined 01,02 3,500 0 0
SEMPRA ENERGY Common Stock 816851109 6,313 279,036 defined 01,02 279,036 0 0
SENETEK PLC ADR 817209307 4 2,700 defined 01,02 2,700 0 0
SENSORMATIC ELECTRONICS Common Stock 817265101 1,223 87,768 defined 01,02 87,768 0 0
SEPRACOR INC Common Stock 817315104 3,298 40,585 defined 01,02 40,585 0 0
SEQUA CORP -CL A Common Stock 817320104 835 11,929 defined 01,02 11,929 0 0
SEQUA CORPORATION Common Stock 817320203 107 1,500 defined 01,02 1,500 0 0
SEQUENT COMPUTER SYSTEMS INC Common Stock 817338106 865 48,756 defined 01,02 48,756 0 0
SEROLOGICALS CORP Common Stock 817523103 124 15,200 defined 01,02 15,200 0 0
SERVICE CORP INTERNATIONAL Common Stock 817565104 6,111 317,453 defined 01,02 317,453 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SERVICE EXPERTS INC Common Stock 817567100 477 21,800 defined 01,02 21,800 0 0
SERVICEMASTER CO Common Stock 81760N109 2,039 108,750 defined 01,02 108,750 0 0
7-ELEVEN INC Common Stock 817826100 623 280,800 defined 01,02 280,800 0 0
SHANDONG HUANENG PWR DEV LTD ADR 819419102 209 40,200 defined 01,02 40,200 0 0
SHANGHAI CHLOR-ALKALI CHEMICAL ADR 819422106 12 8,100 defined 01,02 8,100 0 0
SHANGHAI ERFANGJI ADR 819423104 3 2,250 defined 01,02 2,250 0 0
SHANGHAI PETROCHEM LTD ADR 819424102 1,070 46,400 defined 01,02 46,400 0 0
SHANGHAI TYRE & RUBR LTD ADR 819425109 13 6,740 defined 01,02 6,740 0 0
SHARED MEDICAL SYSTEMS CORP Common Stock 819486101 2,007 30,752 defined 01,02 30,752 0 0
SHAW INDUSTRIES INC Common Stock 820286102 2,869 163,947 defined 01,02 163,947 0 0
SHAW COMMUNICATIONS B Common Stock 82028K200 1,578 39,700 defined 01,02 39,700 0 0
SHELL TRAN&TRADE -NY SH ADR 822703609 52,614 1,134,532 defined 01,02 1,134,532 0 0
SHERWIN-WILLIAMS CO Common Stock 824348106 5,506 198,400 defined 01,02 198,400 0 0
SHILOH INDUSTRIES INC Common Stock 824543102 115 7,900 defined 01,02 7,900 0 0
SHIRE PHARMACUTICALS GROUP ADR 82481R106 835 32,100 defined 01,02 32,100 0 0
SHISEIDO CO LTD ADR 824841407 4,266 284,650 defined 01,02 284,650 0 0
SHOPKO STORES INC Common Stock 824911101 1,190 32,600 defined 01,02 32,600 0 0
SHORELINE FINL CORP Common Stock 825190101 129 4,299 defined 01,02 4,299 0 0
SHOREWOOD PACKAGING CORP Common Stock 825229107 631 34,200 defined 01,02 34,200 0 0
SHUN TAK HOLDINGS ADR 825646102 276 103,300 defined 01,02 103,300 0 0
SHURGARD STORAGE CTRS -CL A REIT 82567D104 795 29,300 defined 01,02 29,300 0 0
SICOR INC Common Stock 825846108 189 44,571 defined 01,02 44,571 0 0
SIDERURGICA VENEZOLANA SIVENSA ADR 825865405 6 2,049 defined 01,02 2,049 0 0
SIEBEL SYS INC Common Stock 826170102 7,022 105,886 defined 01,02 105,886 0 0
SIEBERT FINANCIAL CORP Common Stock 826176109 147 4,900 defined 01,02 4,900 0 0
SIEMENS AG ADR 826197402 24,931 323,200 defined 01,02 323,200 0 0
SIERRA HEALTH SERVICES Common Stock 826322109 535 37,050 defined 01,02 37,050 0 0
SIERRA PACIFIC RES Common Stock 826425100 1,404 38,600 defined 01,02 38,600 0 0
SIERRAWEST BANCORP Common Stock 826527103 21 700 defined 01,02 700 0 0
SIGMA-ALDRICH Common Stock 826552101 4,042 117,379 defined 01,02 117,379 0 0
SIGNET GROUP PLC ADR 82668L872 814 32,400 defined 01,02 32,400 0 0
SIGCORP INC Common Stock 826912107 589 20,799 defined 01,02 20,799 0 0
SILGAN HOLDINGS INC Common Stock 827048109 242 12,200 defined 01,02 12,200 0 0
SILICON GRAPHICS INC Common Stock 827056102 3,578 218,507 defined 01,02 218,507 0 0
SILICON VY BANCSHARES Common Stock 827064106 639 25,800 defined 01,02 25,800 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SILICON VALLEY GROUP INC Common Stock 827066101 691 41,100 defined 01,02 41,100 0 0
SILICONIX INC Common Stock 827079203 14 400 defined 01,02 400 0 0
SILKNET Common Stock 827094103 65 1,600 defined 01,02 1,600 0 0
SILVERLEAF RESORTS INC Common Stock 828395103 48 7,500 defined 01,02 7,500 0 0
SIMON DEBARTOLO GROUP REIT 828806109 4,144 163,300 defined 01,02 163,300 0 0
SIMPSON INDUSTRIES Common Stock 829060102 231 22,550 defined 01,02 22,550 0 0
SIMPSON MANUFACTURING INC Common Stock 829073105 684 14,400 defined 01,02 14,400 0 0
SIMSMETAL ADR 829202100 236 13,300 defined 01,02 13,300 0 0
SINCLAIR BROADCAST GP -CL A Common Stock 829226109 206 12,600 defined 01,02 12,600 0 0
SINGER CO N V Common Stock 82930F109 163 34,700 defined 01,02 34,700 0 0
SIPEX CORP Common Stock 829909100 111 5,400 defined 01,02 5,400 0 0
SKYPHARMA PLC ADR 830808101 175 22,800 defined 01,02 22,800 0 0
SKY FINANCIAL Common Stock 83080P103 420 15,395 defined 01,02 15,395 0 0
SKYLINE CORP Common Stock 830830105 329 11,215 defined 01,02 11,215 0 0
SKYWEST INC Common Stock 830879102 756 30,300 defined 01,02 30,300 0 0
SKYTEL COMMUNICATIONS Common Stock 83087Q104 739 35,300 defined 01,02 35,300 0 0
SMART & FINAL INC Common Stock 831683107 127 12,050 defined 01,02 12,050 0 0
SMALLWORLDWIDE PLC ADR 83168P108 2 300 defined 01,02 300 0 0
SMART MODULAR TECHNOLGS INC Common Stock 831690102 387 22,300 defined 01,02 22,300 0 0
SMEDVIG ADR 83169H105 268 28,400 defined 01,02 28,400 0 0
SMITH, AO CORP A Common Stock 831865100 83 3,000 defined 01,02 3,000 0 0
SMITH (A O) CORP Common Stock 831865209 811 28,950 defined 01,02 28,950 0 0
SMITH INTERNATIONAL INC Common Stock 832110100 2,468 56,812 defined 01,02 56,812 0 0
SMITH CHARLES E RES RLTY INC REIT 832197107 601 17,700 defined 01,02 17,700 0 0
SMITHFIELD FOODS INC Common Stock 832248108 1,739 52,000 defined 01,02 52,000 0 0
SMITHKLINE BEECHAM PLC ADR 832378301 49,655 751,640 defined 01,02 751,640 0 0
SMUCKER (JM) CO -CL A Common Stock 832696108 750 33,690 defined 01,02 33,690 0 0
SMURFIT-STONE CONTAINER CORP Common Stock 832727101 2,970 144,442 defined 01,02 144,442 0 0
SNYDER COMMUNICATIONS INC Common Stock 832914105 2,839 86,698 defined 01,02 86,698 0 0
SNAP-ON INC Common Stock 833034101 2,725 75,293 defined 01,02 75,293 0 0
SOC QUIMICA MINERA ADR 833635105 485 13,700 defined 01,02 13,700 0 0
SOC GENERALE ADR 83364L109 10,717 304,050 defined 01,02 304,050 0 0
SODAK GAMING INC Common Stock 833777105 130 13,900 defined 01,02 13,900 0 0
SODEXHO MARRIOT SERVICES Common Stock 833793102 212 11,027 defined 01,02 11,027 0 0
SOLA INTL INC Common Stock 834092108 663 34,100 defined 01,02 34,100 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SOLECTRON CORP Common Stock 834182107 19,695 295,329 defined 01,02 295,329 0 0
SOLUTIA INC Common Stock 834376105 2,775 130,215 defined 01,02 130,215 0 0
SONAT INC Common Stock 835415100 4,230 127,685 defined 01,02 127,685 0 0
SONIC CORP Common Stock 835451105 772 23,650 defined 01,02 23,650 0 0
SONIC AUTOMOTIVE INC Common Stock 83545G102 206 15,000 defined 01,02 15,000 0 0
SONOCO PRODUCTS CO Common Stock 835495102 3,543 118,356 defined 01,02 118,356 0 0
SONS OF GWALIA ADR 835688201 179 13,600 defined 01,02 13,600 0 0
SONY CORP -AMER SHARES ADR 835699307 29,324 265,680 defined 01,02 265,680 0 0
SOTHEBY'S HOLDINGS -CL A Common Stock 835898107 2,562 67,200 defined 01,02 67,200 0 0
SOURCE MEDIA INC Common Stock 836153304 46 2,700 defined 01,02 2,700 0 0
SOUTH AFRICAN BREWERIES PLC ADR 836220103 3,356 386,514 defined 01,02 386,514 0 0
SOUTH CHINA MORNING POST ADR 837399104 597 212,950 defined 01,02 212,950 0 0
SOUTH JERSEY INDUSTRIES Common Stock 838518108 254 8,958 defined 01,02 8,958 0 0
SOUTHCORP HOLDINGS ADR 841295108 1,603 79,400 defined 01,02 79,400 0 0
SOUTHDOWN INC Common Stock 841297104 2,849 44,343 defined 01,02 44,343 0 0
SOUTHERN CO Common Stock 842587107 21,568 813,893 defined 01,02 813,893 0 0
SOUTHERN ENERGY HOMES INC Common Stock 842814105 81 15,187 defined 01,02 15,187 0 0
SOUTHERN PERU COPPER Common Stock 843611104 65 4,500 defined 01,02 4,500 0 0
SOUTHERN UNION CO Common Stock 844030106 341 15,691 defined 01,02 15,691 0 0
SOUTHTRUST CORP Common Stock 844730101 7,477 194,834 defined 01,02 194,834 0 0
SOUTHWEST AIRLINES Common Stock 844741108 12,276 394,400 defined 01,02 394,400 0 0
SOUTHWEST BANCORPORATION/TX Common Stock 84476R109 115 6,400 defined 01,02 6,400 0 0
SOUTHWEST GAS CORP Common Stock 844895102 1,091 38,100 defined 01,02 38,100 0 0
SOUTHWESTERN ENERGY CO Common Stock 845467109 328 31,100 defined 01,02 31,100 0 0
SOVEREIGN BANCORP INC Common Stock 845905108 2,233 184,136 defined 01,02 184,136 0 0
SOVRAN SELF STORAGE INC REIT 84610H108 339 12,600 defined 01,02 12,600 0 0
SPACELABS MED INC Common Stock 846247104 238 12,600 defined 01,02 12,600 0 0
SPARTAN MOTORS INC Common Stock 846819100 90 15,700 defined 01,02 15,700 0 0
SPARTECH CORP Common Stock 847220209 345 10,900 defined 01,02 10,900 0 0
SPECIALTY EQUIPMENT COS INC Common Stock 847497203 350 11,900 defined 01,02 11,900 0 0
SPECTRA-PHYSICS LASERS INC Common Stock 847568102 30 3,600 defined 01,02 3,600 0 0
SPECTRIAN CORP Common Stock 847608106 78 5,400 defined 01,02 5,400 0 0
SPEEDFAM IPEC INC Common Stock 847705100 793 49,357 defined 01,02 49,357 0 0
SPEEDWAY MOTORSPORTS INC COM Common Stock 847788106 1,097 27,900 defined 01,02 27,900 0 0
SPIEKER PROPERTIES INC REIT 848497103 2,294 59,000 defined 01,02 59,000 0 0
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SPORTSLINE USA INC Common Stock 848934105 578 16,100 defined 01,02 16,100 0 0
SPORTS AUTHORITY INC Common Stock 849176102 177 39,825 defined 01,02 39,825 0 0
SPRINGS INDUSTRIES -CL A Common Stock 851783100 933 21,383 defined 01,02 21,383 0 0
SPRINT CORP Common Stock 852061100 53,694 1,013,098 defined 01,02 1,013,098 0 0
SPRINT PCS GROUP Common Stock 852061506 29,351 514,922 defined 01,02 514,922 0 0
SPYGLASS INC Common Stock 852192103 137 6,800 defined 01,02 6,800 0 0
STAAR SURGICAL CO Common Stock 852312305 70 5,300 defined 01,02 5,300 0 0
STAFF LEASING, INC Common Stock 852381102 84 6,500 defined 01,02 6,500 0 0
STAGE STORES Common Stock 85254C107 87 13,400 defined 01,02 13,400 0 0
STANCORP FINL CORP Common Stock 852891100 300 10,000 defined 01,02 10,000 0 0
STANDARD MICROSYSTEMS CORP Common Stock 853626109 147 19,400 defined 01,02 19,400 0 0
STANDARD MOTOR PRODS Common Stock 853666105 402 16,400 defined 01,02 16,400 0 0
STANDARD PACIFIC CP Common Stock 85375C101 480 36,900 defined 01,02 36,900 0 0
STANDARD PRODUCTS CO Common Stock 853836104 514 20,075 defined 01,02 20,075 0 0
STANDARD REGISTER CO Common Stock 853887107 1,008 32,793 defined 01,02 32,793 0 0
STANDEX INTERNATIONAL CORP Common Stock 854231107 438 16,000 defined 01,02 16,000 0 0
STANFORD TELECOMMUNICATIONS Common Stock 854402104 142 4,800 defined 01,02 4,800 0 0
STANLEY WORKS Common Stock 854616109 3,340 103,753 defined 01,02 103,753 0 0
STAR TELECOMMUNICATIONS INC Common Stock 854923109 73 9,350 defined 01,02 9,350 0 0
STAPLES INC Common Stock 855030102 16,957 548,121 defined 01,02 548,121 0 0
STARBUCKS CORP Common Stock 855244109 7,942 211,422 defined 01,02 211,422 0 0
STARRETT (L.S.) CO -CL A Common Stock 855668109 113 4,200 defined 01,02 4,200 0 0
STARTECH Common Stock 85569C107 228 9,200 defined 01,02 9,200 0 0
STATE AUTO FINL CORP Common Stock 855707105 348 25,800 defined 01,02 25,800 0 0
STARWOOD HOTEL & RESORTS WORLD REIT 85590A203 2,445 80,000 defined 01,02 80,000 0 0
STATE FINL SVCS CORP -CL A Common Stock 856855101 17 1,096 defined 01,02 1,096 0 0
STATE STREET CORP Common Stock 857477103 16,024 187,694 defined 01,02 187,694 0 0
STATION CASINOS INC Common Stock 857689103 432 21,200 defined 01,02 21,200 0 0
STEEL DYNAMICS Common Stock 858119100 467 30,200 defined 01,02 30,200 0 0
STEEL TECHNOLOGIES Common Stock 858147101 131 13,900 defined 01,02 13,900 0 0
STEELCASE Common Stock 858155203 1,816 90,800 defined 01,02 90,800 0 0
STEIN MART INC Common Stock 858375108 530 56,500 defined 01,02 56,500 0 0
STEINWAY MUSICAL INSTUMENTS Common Stock 858495104 164 6,200 defined 01,02 6,200 0 0
STEPAN CO Common Stock 858586100 150 5,900 defined 01,02 5,900 0 0
STERICYCLE INC Common Stock 858912108 26 1,900 defined 01,02 1,900 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STERIS CORP Common Stock 859152100 1,709 88,220 defined 01,02 88,220 0 0
STERIGENICS INTL INC Common Stock 85915R105 37 1,400 defined 01,02 1,400 0 0
STERLING COMMERCE Common Stock 859205106 4,084 111,142 defined 01,02 111,142 0 0
STERLING FINL CORP/WA Common Stock 859319105 10 700 defined 01,02 700 0 0
STERLING SOFTWARE INC Common Stock 859547101 2,562 96,900 defined 01,02 96,900 0 0
STEWART & STEVENSON SERVICES Common Stock 860342104 495 32,462 defined 01,02 32,462 0 0
STEWART ENTERPRISES -CL A Common Stock 860370105 1,897 130,250 defined 01,02 130,250 0 0
STEWART INFO SVCS Common Stock 860372101 177 8,400 defined 01,02 8,400 0 0
STILLWATER MINING CO Common Stock 86074Q102 1,401 43,100 defined 01,02 43,100 0 0
STMICROELECTRONICS NV ADR 861012102 13,627 196,600 defined 01,02 196,600 0 0
STOLT-NIELSEN SA ADR 861565109 255 14,900 defined 01,02 14,900 0 0
STOLT-COMEX SEAWAY ADR ADR 861567105 120 11,200 defined 01,02 11,200 0 0
STONE & WEBSTER INC Common Stock 861572105 434 16,300 defined 01,02 16,300 0 0
STONE ENERGY CORP Common Stock 861642106 797 18,800 defined 01,02 18,800 0 0
STONERIDGE INC Common Stock 86183P102 85 6,100 defined 01,02 6,100 0 0
STORAGE USA INC REIT 861907103 886 27,700 defined 01,02 27,700 0 0
STORAGE TECHNOLOGY CP -CL A Common Stock 862111200 2,646 116,313 defined 01,02 116,313 0 0
STRATTEC SEC CORP Common Stock 863111100 208 6,154 defined 01,02 6,154 0 0
STRAYER ED INC Common Stock 863236105 272 8,850 defined 01,02 8,850 0 0
STRIDE RITE CORP Common Stock 863314100 596 57,800 defined 01,02 57,800 0 0
STRUCTURAL DYNAMICS RESEARCH Common Stock 863555108 768 41,397 defined 01,02 41,397 0 0
STRYKER CORP Common Stock 863667101 7,485 124,488 defined 01,02 124,488 0 0
STUDENT LOAN CORP Common Stock 863902102 116 2,600 defined 01,02 2,600 0 0
STURM RUGER & CO INC Common Stock 864159108 358 33,500 defined 01,02 33,500 0 0
SUFFOLK BANCORP Common Stock 864739107 117 4,200 defined 01,02 4,200 0 0
SUGEN INC Common Stock 865041107 136 4,600 defined 01,02 4,600 0 0
SUIZA FOODS Common Stock 865077101 1,637 39,100 defined 01,02 39,100 0 0
SULZER MEDICA LTD ADR 865580104 1,309 69,800 defined 01,02 69,800 0 0
SUMITOMO METAL IND ADR 865621304 2,797 224,200 defined 01,02 224,200 0 0
SUMITOMO TRUST&BANKING ADR 865625206 4,064 845,000 defined 01,02 845,000 0 0
SUMMIT BANCORP Common Stock 866005101 8,366 200,073 defined 01,02 200,073 0 0
SUMMIT BANCSHARES INC/TX Common Stock 866011109 21 1,200 defined 01,02 1,200 0 0
SUMMIT PROPERTIES INC REIT 866239106 498 25,200 defined 01,02 25,200 0 0
SUMMIT TECHNOLOGY INC Common Stock 86627E101 1,385 62,950 defined 01,02 62,950 0 0
SUN BANCORP INC Common Stock 86663B102 19 1,102 defined 01,02 1,102 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SUN COMMUNITIES INC REIT 866674104 621 17,500 defined 01,02 17,500 0 0
SUN HUNG KAI PROPERTIES ADR 86676H302 15,439 1,693,100 defined 01,02 1,693,100 0 0
SUN MICROSYSTEMS INC Common Stock 866810104 62,943 913,879 defined 01,02 913,879 0 0
SUN HEALTHCARE GROUP INC Common Stock 866933104 0 212 defined 01,02 212 0 0
SUNBURST HOSPITALITY CORP Common Stock 866948102 0 1 defined 01,02 1 0 0
SUNBEAM CORPORATION Common Stock 867071102 464 58,400 defined 01,02 58,400 0 0
SUNCOR ENERGY INC Common Stock 867229106 1,509 36,700 defined 01,02 36,700 0 0
SUNGARD DATA SYSTEMS INC Common Stock 867363103 4,627 134,110 defined 01,02 134,110 0 0
SUNGLASS HUT INTL INC Common Stock 86736F106 679 39,500 defined 01,02 39,500 0 0
SUNOCO INC Common Stock 86764P109 3,198 105,925 defined 01,02 105,925 0 0
SUNQUEST INFORMATION SYS INC Common Stock 867654105 131 8,100 defined 01,02 8,100 0 0
SUNRISE ASSISTED LIVING Common Stock 86768K106 377 10,800 defined 01,02 10,800 0 0
SUNTERRA CORP Common Stock 86787D109 253 18,150 defined 01,02 18,150 0 0
SUNRISE MEDICAL INC Common Stock 867910101 215 30,200 defined 01,02 30,200 0 0
SUNTRUST BANKS INC Common Stock 867914103 25,967 373,962 defined 01,02 373,962 0 0
SUNSTONE HOTEL INVESTORS INC REIT 867933103 320 37,600 defined 01,02 37,600 0 0
SUPERGEN INC Common Stock 868059106 21 1,400 defined 01,02 1,400 0 0
SUPERIOR CONSULTANT HOLDINGS Common Stock 868146101 170 6,900 defined 01,02 6,900 0 0
SUPERIOR INDUSTRIES INTL Common Stock 868168105 860 31,496 defined 01,02 31,496 0 0
SUPERIOR NATL INS GROUP INC Common Stock 868224106 33 1,200 defined 01,02 1,200 0 0
SUPERIOR SERVICES INC Common Stock 868316100 1,076 40,300 defined 01,02 40,300 0 0
SUPERIOR SURGICAL MFG Common Stock 868358102 38 3,000 defined 01,02 3,000 0 0
SUPERIOR TELECOM INC Common Stock 868365107 144 5,750 defined 01,02 5,750 0 0
SUPERIOR TRUST I Common Stock 86836P202 41 944 defined 01,02 944 0 0
SUPER-SOL LTD ADR 868511205 897 61,300 defined 01,02 61,300 0 0
SUPERTEX INC Common Stock 868532102 52 4,500 defined 01,02 4,500 0 0
SUPERVALU INC Common Stock 868536103 3,597 139,014 defined 01,02 139,014 0 0
SUSQUEHANNA BANCSHARES INC Common Stock 869099101 810 45,793 defined 01,02 45,793 0 0
SVENSKA CELLULOSA ADR 869587402 3,602 139,200 defined 01,02 139,200 0 0
SWEDISH MATCH CO SPON ADR ADR 870309507 1,159 32,480 defined 01,02 32,480 0 0
SWIFT TRANSPORTATION CO INC Common Stock 870756103 1,619 73,600 defined 01,02 73,600 0 0
SWIRE PACIFIC ADR 870794302 5,602 1,132,000 defined 01,02 1,132,000 0 0
SWISS ARMY BRANDS INC Common Stock 870827102 87 9,800 defined 01,02 9,800 0 0
SWISS RE ADR 870887205 15,128 158,900 defined 01,02 158,900 0 0
SWISSCOM AG ADR 871013108 16,517 430,400 defined 01,02 430,400 0 0
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<PAGE> 97
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SYBASE INC Common Stock 871130100 566 51,420 defined 01,02 51,420 0 0
SYBRON INTL CORP Common Stock 87114F106 3,655 132,597 defined 01,02 132,597 0 0
SYKES ENTERPRISES INC Common Stock 871237103 656 19,650 defined 01,02 19,650 0 0
SYLVAN LEARNING SYSTEMS INC Common Stock 871399101 1,631 60,000 defined 01,02 60,000 0 0
SYMANTEC CORP Common Stock 871503108 1,649 64,671 defined 01,02 64,671 0 0
SYMBOL TECHNOLOGIES Common Stock 871508107 3,776 102,413 defined 01,02 102,413 0 0
SYMIX SYSTEMS INC Common Stock 871535100 11 1,100 defined 01,02 1,100 0 0
SYMMETRICOM INC Common Stock 871543104 152 18,700 defined 01,02 18,700 0 0
SYMS CORP Common Stock 871551107 86 10,600 defined 01,02 10,600 0 0
SYNAPTIC PHARMACEUTICAL CORP Common Stock 87156R109 17 3,600 defined 01,02 3,600 0 0
SYNCOR INTL CORP/DE Common Stock 87157J106 518 14,400 defined 01,02 14,400 0 0
SYNOPSYS INC Common Stock 871607107 4,545 82,347 defined 01,02 82,347 0 0
SYNETIC INC Common Stock 87160F109 756 11,000 defined 01,02 11,000 0 0
SYNOVUS FINANCIAL CP Common Stock 87161C105 6,294 316,686 defined 01,02 316,686 0 0
SYNTEL INC Common Stock 87162H103 117 13,000 defined 01,02 13,000 0 0
SYNTROLEUM CORPORATION Common Stock 871630109 47 5,250 defined 01,02 5,250 0 0
SYSCO CORP Common Stock 871829107 11,681 391,818 defined 01,02 391,818 0 0
SYSTEM SOFTWARE ASSOC INC Common Stock 871839106 99 59,825 defined 01,02 59,825 0 0
SYSTEMAX INC Common Stock 871851101 329 26,600 defined 01,02 26,600 0 0
SYSTEMS & COMPUTER TECH CORP Common Stock 871873105 265 18,200 defined 01,02 18,200 0 0
TAVA TECHNOLOGIES INC Common Stock 872169107 36 4,700 defined 01,02 4,700 0 0
TBC CORP Common Stock 872180104 186 26,350 defined 01,02 26,350 0 0
TCA CABLE TV INC Common Stock 872241104 3,216 57,942 defined 01,02 57,942 0 0
TCBY ENTERPRISES INC Common Stock 872245105 174 28,400 defined 01,02 28,400 0 0
TCF FINANCIAL CORP Common Stock 872275102 2,734 98,086 defined 01,02 98,086 0 0
TCSI CORP Common Stock 87233R106 72 28,150 defined 01,02 28,150 0 0
TDK CORP -ADS ADR 872351408 8,148 88,500 defined 01,02 88,500 0 0
TD WATERHOUSE SECURITIES Common Stock 872362108 3,288 131,500 defined 01,02 131,500 0 0
TECO ENERGY INC Common Stock 872375100 3,497 153,735 defined 01,02 153,735 0 0
TEPPCO PARTNERS -LP Common Stock 872384102 206 8,300 defined 01,02 8,300 0 0
THQ INC Common Stock 872443403 127 4,400 defined 01,02 4,400 0 0
T I GROUP ADR 872472709 2,234 165,800 defined 01,02 165,800 0 0
TJ INTERNATIONAL INC Common Stock 872534102 598 19,300 defined 01,02 19,300 0 0
TJX COMPANIES INC Common Stock 872540109 12,688 380,891 defined 01,02 380,891 0 0
TNP ENTERPRISES INC Common Stock 872594106 602 16,600 defined 01,02 16,600 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TPI ENTERPRISES INC Common Stock 872623103 0 600 defined 01,02 600 0 0
TRW INC Common Stock 872649108 7,671 139,789 defined 01,02 139,789 0 0
TSI INTL SOFTWARE LTD Common Stock 872879101 148 5,200 defined 01,02 5,200 0 0
TMP WORLDWIDE Common Stock 872941109 572 9,000 defined 01,02 9,000 0 0
UNITED VIDEO SATEL -CL A Common Stock 87307Q109 513 14,000 defined 01,02 14,000 0 0
TVX GOLD INC Common Stock 87308K101 98 98,400 defined 01,02 98,400 0 0
TACO CABANA -CL A Common Stock 873425102 170 16,700 defined 01,02 16,700 0 0
TAG HEUER INTERNATIONAL SA ADR 873773105 240 23,100 defined 01,02 23,100 0 0
TAIWAN SEMICONDUCTOR MFG LTD ADR 874039100 27,830 818,539 defined 01,02 818,539 0 0
TALBOTS INC Common Stock 874161102 896 23,500 defined 01,02 23,500 0 0
TALISMAN ENERGY INC Common Stock 87425E103 1,598 60,160 defined 01,02 60,160 0 0
TALK.COM INC Common Stock 874264104 827 73,500 defined 01,02 73,500 0 0
TANDY CORP Common Stock 875382103 11,127 227,666 defined 01,02 227,666 0 0
TANGER FACTORY OUTLET CTRS REIT 875465106 213 8,200 defined 01,02 8,200 0 0
TARRANT APPAREL GROUP Common Stock 876289109 80 3,500 defined 01,02 3,500 0 0
TATE & LYLE ADR 876570607 1,470 58,500 defined 01,02 58,500 0 0
TAUBMAN CTRS INC REIT 876664103 699 53,000 defined 01,02 53,000 0 0
TAYLOR NELSON AGB ADR 877255109 658 17,600 defined 01,02 17,600 0 0
TECH DATA CORP Common Stock 878237106 2,264 59,200 defined 01,02 59,200 0 0
TECH-SYM CORP Common Stock 878308105 50 2,100 defined 01,02 2,100 0 0
TECHNE CORP Common Stock 878377100 365 14,400 defined 01,02 14,400 0 0
TECHNITROL INC Common Stock 878555101 651 20,200 defined 01,02 20,200 0 0
TECHNOLOGY SOLUTIONS CO Common Stock 87872T108 557 51,550 defined 01,02 51,550 0 0
TECUMSEH PRODUCTS CO -CL A Common Stock 878895200 1,426 23,543 defined 01,02 23,543 0 0
TEJON RANCH CO Common Stock 879080109 200 7,900 defined 01,02 7,900 0 0
TEKELEC Common Stock 879101103 509 41,800 defined 01,02 41,800 0 0
TEKTRONIX INC Common Stock 879131100 1,640 54,343 defined 01,02 54,343 0 0
TELE CELULAR SUL ADR 879238103 475 21,880 defined 01,02 21,880 0 0
TELE CELULAR SUL ADR 879239101 2,429 43,760 defined 01,02 43,760 0 0
TELE CENTRO OESTE CELULAR ADR 87923P105 280 71,133 defined 01,02 71,133 0 0
TELE DANMARK ADR 879242105 9,569 371,600 defined 01,02 371,600 0 0
TELE NORTE LESTE ADR 879246106 4,061 218,800 defined 01,02 218,800 0 0
TELE NORDESTE CELULAR ADR 87924W109 291 10,780 defined 01,02 10,780 0 0
TELE NORTE CELULAR ADR 87924Y105 112 4,152 defined 01,02 4,152 0 0
TELE SUDESTE CELULAR ADR 879252104 1,269 43,760 defined 01,02 43,760 0 0
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TELECOM ARGENTINA ADR 879273209 3,732 139,500 defined 01,02 139,500 0 0
TELECOM CP NEW ZEALAND ADR 879278208 4,524 129,500 defined 01,02 129,500 0 0
TELECOM ITALIA SPA ADR 87927W106 33,571 319,150 defined 01,02 319,150 0 0
TELECOMUNICACOES BRASILEIRAS ADR 879287100 13 208,300 defined 01,02 208,300 0 0
TELEBRAS UNIT ADR 879287308 63 700 defined 01,02 700 0 0
TELEFLEX INC Common Stock 879369106 1,904 43,840 defined 01,02 43,840 0 0
TELEFONICA DE ARGENT ADR 879378206 5,243 167,100 defined 01,02 167,100 0 0
TELEFONICA S.A. ADR 879382208 33,980 230,961 defined 01,02 230,961 0 0
TELEFONICA del PERU ADR 879384105 2,506 165,700 defined 01,02 165,700 0 0
TELEFONOS DE MEX ADR 879403780 17,613 217,950 defined 01,02 217,950 0 0
TELEGLOBE INC Common Stock 87941V100 2,365 79,500 defined 01,02 79,500 0 0
TELEPHONE & DATA Common Stock 879433100 5,180 70,839 defined 01,02 70,839 0 0
TELE LESTE CELULAR ADR 87943B102 124 4,152 defined 01,02 4,152 0 0
TELEMIG CELULAR ADR 87944E105 261 10,580 defined 01,02 10,580 0 0
TELESPECTRUM Common Stock 87951U109 106 13,700 defined 01,02 13,700 0 0
TELESP ADR 87952K100 5,005 218,800 defined 01,02 218,800 0 0
TELESP CELULAR ADR 87952L108 2,341 87,520 defined 01,02 87,520 0 0
TELEVISION BROADCASTS LTD ADR 879531309 1,368 145,800 defined 01,02 145,800 0 0
TELEWEST COMMUN PLC ADR 87956P105 6,018 131,545 defined 01,02 131,545 0 0
TELIGENT, INC Common Stock 87959Y103 945 15,800 defined 01,02 15,800 0 0
TELLABS INC Common Stock 879664100 31,256 462,626 defined 01,02 462,626 0 0
TELSTRA CORP LTD ADR 87969N204 17,446 151,050 defined 01,02 151,050 0 0
TELXON CORP Common Stock 879700102 160 20,100 defined 01,02 20,100 0 0
TEMPLE-INLAND INC Common Stock 879868107 4,440 64,696 defined 01,02 64,696 0 0
TELETECH HOLDINGS Common Stock 879939106 397 39,200 defined 01,02 39,200 0 0
TELESYSTEM INTERNATIONAL
WIRELESS Common Stock 879946101 749 41,300 defined 01,02 41,300 0 0
TENET HEALTHCARE CORP Common Stock 88033G100 7,391 398,166 defined 01,02 398,166 0 0
TENNANT CO Common Stock 880345103 298 9,300 defined 01,02 9,300 0 0
TENNECO INC Common Stock 88037E101 4,713 197,399 defined 01,02 197,399 0 0
TERADYNE INC Common Stock 880770102 7,107 99,051 defined 01,02 99,051 0 0
TERAYON COMMUNICATION SYSTEMS Common Stock 880775101 564 10,100 defined 01,02 10,100 0 0
TERRA INDUSTRIES INC Common Stock 880915103 98 24,500 defined 01,02 24,500 0 0
TERRA NITROGEN CO -LP Common Stock 881005201 51 5,300 defined 01,02 5,300 0 0
TESCO ADR 881575302 11,345 1,458,450 defined 01,02 1,458,450 0 0
TESORO PETROLEUM CORP Common Stock 881609101 346 21,700 defined 01,02 21,700 0 0
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TEVA PHARM INDS ADR 881624209 1,901 38,790 defined 01,02 38,790 0 0
TETRA TECHNOLOGIES INC/DE Common Stock 88162F105 161 16,900 defined 01,02 16,900 0 0
TETRA TECH INC Common Stock 88162G103 771 46,725 defined 01,02 46,725 0 0
TEXACO INC Common Stock 881694103 39,044 625,960 defined 01,02 625,960 0 0
TEXAS INDUSTRIES INC Common Stock 882491103 1,015 26,200 defined 01,02 26,200 0 0
TEXAS INSTRUMENTS INC Common Stock 882508104 66,098 459,017 defined 01,02 459,017 0 0
TEXAS REGL BCSHS INC -CL A Common Stock 882673106 118 4,350 defined 01,02 4,350 0 0
TEXAS UTILITIES CO Common Stock 882848104 13,581 327,758 defined 01,02 327,758 0 0
TEXTRON INC Common Stock 883203101 14,479 175,903 defined 01,02 175,903 0 0
THERAGENICS CORP Common Stock 883375107 117 16,800 defined 01,02 16,800 0 0
THERMO ELECTRON CORP Common Stock 883556102 3,675 183,202 defined 01,02 183,202 0 0
THERMO INSTRUMENT SYSTEMS Common Stock 883559106 200 12,521 defined 01,02 12,521 0 0
THERMEDICS DETECTION INC Common Stock 88355E105 6 640 defined 01,02 640 0 0
THERMO BIOANALYSIS Common Stock 88355H108 167 9,600 defined 01,02 9,600 0 0
THERMO CARDIOSYSTEMS Common Stock 88355K200 145 13,300 defined 01,02 13,300 0 0
THERMO ECOTEK CORP Common Stock 88355R106 19 2,400 defined 01,02 2,400 0 0
THERMO FIBERTEK INC Common Stock 88355W105 67 9,450 defined 01,02 9,450 0 0
THERMO OPTEK CORP Common Stock 883582108 209 20,100 defined 01,02 20,100 0 0
THERMO POWER CORP Common Stock 883589103 19 1,600 defined 01,02 1,600 0 0
THERMOQUEST CORP Common Stock 883655102 145 10,900 defined 01,02 10,900 0 0
THERMOSPECTRA CORP Common Stock 883660102 29 1,800 defined 01,02 1,800 0 0
THERMOTREX CORP Common Stock 883666109 41 5,400 defined 01,02 5,400 0 0
THESTREET DOT COM Common Stock 88368Q103 464 12,900 defined 01,02 12,900 0 0
THERMEDICS INC Common Stock 883901100 91 9,800 defined 01,02 9,800 0 0
THOMAS & BETTS CORP Common Stock 884315102 3,108 65,776 defined 01,02 65,776 0 0
THOMAS INDUSTRIES INC Common Stock 884425109 403 19,650 defined 01,02 19,650 0 0
THOMSON CSF ADR 885094409 3,173 91,300 defined 01,02 91,300 0 0
THOR INDUSTRIES INC Common Stock 885160101 428 15,100 defined 01,02 15,100 0 0
THORATEC LABORATORIES CORP Common Stock 885175307 43 4,000 defined 01,02 4,000 0 0
3COM CORP Common Stock 885535104 11,278 422,590 defined 01,02 422,590 0 0
3DFX INTERACTIVE INC Common Stock 88553X103 53 3,400 defined 01,02 3,400 0 0
THREE-FIVE SYSTEMS INC Common Stock 88554L108 122 8,800 defined 01,02 8,800 0 0
TICKETMASTER ONLINE CITY SRCH Common Stock 88633P203 151 5,000 defined 01,02 5,000 0 0
TIDEWATER INC Common Stock 886423102 1,970 64,602 defined 01,02 64,602 0 0
TIER TECHNOLOGIES INC -CL B Common Stock 88650Q100 10 1,400 defined 01,02 1,400 0 0
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TIFFANY & CO Common Stock 886547108 3,942 40,852 defined 01,02 40,852 0 0
TIMBERLAND CO -CL A Common Stock 887100105 946 13,900 defined 01,02 13,900 0 0
TIMBERLINE SOFTWARE CORP Common Stock 887134104 27 1,733 defined 01,02 1,733 0 0
TIME WARNER INC Common Stock 887315109 101,886 1,402,906 defined 01,02 1,402,906 0 0
TIME WARNER TELECOM Common Stock 887319101 151 5,200 defined 01,02 5,200 0 0
TIMES MIRROR COMPANY -SER A Common Stock 887364107 5,031 84,908 defined 01,02 84,908 0 0
TIMKEN CO Common Stock 887389104 1,396 71,611 defined 01,02 71,611 0 0
TITAN EXPLORATION INC Common Stock 888289105 10 2,000 defined 01,02 2,000 0 0
TITAN INTERNATIONAL Common Stock 88830M102 308 25,900 defined 01,02 25,900 0 0
TITANIUM METALS CORP Common Stock 888339108 259 23,000 defined 01,02 23,000 0 0
TNT POST GROEP NV ADR 888742103 7,951 331,302 defined 01,02 331,302 0 0
TOKIO MARINE & FIRE INS ADR 889090403 12,189 217,170 defined 01,02 217,170 0 0
TOLL BROTHERS INC Common Stock 889478103 984 45,900 defined 01,02 45,900 0 0
TOMKINS PLC ADR 890030208 3,854 211,200 defined 01,02 211,200 0 0
TORCHMARK CORP Common Stock 891027104 5,305 155,451 defined 01,02 155,451 0 0
TORO CO Common Stock 891092108 634 16,100 defined 01,02 16,100 0 0
TOSCO CORP Common Stock 891490302 4,586 176,806 defined 01,02 176,806 0 0
TOTAL RENAL CARE HLDG -CL A Common Stock 89151A107 1,527 98,141 defined 01,02 98,141 0 0
TOTAL S A ADR 89151E109 30,366 471,252 defined 01,02 471,252 0 0
TOWER AUTOMOTIVE INC Common Stock 891707101 1,486 58,400 defined 01,02 58,400 0 0
TOTAL SYSTEM SERVICES INC Common Stock 891906109 618 32,550 defined 01,02 32,550 0 0
TOWN & COUNTRY TRUST REIT 892081100 282 15,800 defined 01,02 15,800 0 0
TOYOTA MOTOR CORP ADR 892331307 83,262 1,300,970 defined 01,02 1,300,970 0 0
TOYS R US INC Common Stock 892335100 6,004 290,235 defined 01,02 290,235 0 0
TRACTOR SUPPLY CO Common Stock 892356106 128 4,700 defined 01,02 4,700 0 0
TRAMMELL CROW COMPANY Common Stock 89288R106 156 9,500 defined 01,02 9,500 0 0
TRANS WORLD AIRLINES Common Stock 893349837 84 17,000 defined 01,02 17,000 0 0
TRANS WORLD ENTMT CORP Common Stock 89336Q100 214 19,050 defined 01,02 19,050 0 0
TRANSACTION NETWORK SVCS INC Common Stock 893414102 313 10,700 defined 01,02 10,700 0 0
TRNSACTN SYS ARCHTCTS -CL A Common Stock 893416107 1,463 37,500 defined 01,02 37,500 0 0
TRANSAMERICA CORP Common Stock 893485102 10,858 144,779 defined 01,02 144,779 0 0
TRANSATLANTIC HOLDINGS INC Common Stock 893521104 843 11,250 defined 01,02 11,250 0 0
TRANSCANADA PIPELINES LTD Common Stock 893526103 4,189 299,210 defined 01,02 299,210 0 0
TRANSKARYOTIC THERAPIES INC Common Stock 893735100 399 12,100 defined 01,02 12,100 0 0
TRANS MARITIMA MEX ADR 893868208 11 2,100 defined 01,02 2,100 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRANSPORTADOR DE GAS DEL
SUR S ADR 893870204 482 51,400 defined 01,02 51,400 0 0
TRANSPORTATION TECHNOLOGIES
IND Common Stock 89388T101 27 2,000 defined 01,02 2,000 0 0
TRANSMONTAIGNE OIL CO Common Stock 893934109 123 9,800 defined 01,02 9,800 0 0
TRAVELERS/AETNA PROPERTY
CASU Common Stock 893939108 1,905 48,700 defined 01,02 48,700 0 0
TRANSWITCH CORP Common Stock 894065101 178 3,750 defined 01,02 3,750 0 0
TRANZ RAIL HOLDING LTD. ADR 894116102 125 23,600 defined 01,02 23,600 0 0
TRAVEL SERVICES INTL INC Common Stock 894169101 84 7,000 defined 01,02 7,000 0 0
TREDEGAR INDUSTRIES INC Common Stock 894650100 1,033 45,900 defined 01,02 45,900 0 0
TREMONT CORP Common Stock 894745207 101 4,700 defined 01,02 4,700 0 0
TRENDWEST RESORTS INC Common Stock 894917103 100 4,500 defined 01,02 4,500 0 0
TRENWICK GROUP INC Common Stock 895290104 329 13,350 defined 01,02 13,350 0 0
TREX MED CORP Common Stock 89531R101 138 22,960 defined 01,02 22,960 0 0
TRIAD HOSPITALS INC Common Stock 89579K109 347 25,694 defined 01,02 25,694 0 0
TRIANGLE BANCORP INC Common Stock 895835106 94 5,561 defined 01,02 5,561 0 0
TRIANGLE PHARMACEUTICALS INC Common Stock 89589H104 108 6,000 defined 01,02 6,000 0 0
TRIAD GUARANTY INC Common Stock 895925105 56 3,100 defined 01,02 3,100 0 0
TRIARC COS INC -CL A Common Stock 895927101 676 31,800 defined 01,02 31,800 0 0
TRIGEN ENERGY CORP Common Stock 895930105 70 3,700 defined 01,02 3,700 0 0
TRICON GLOBAL RESTAURANTS Common Stock 895953107 9,785 180,782 defined 01,02 180,782 0 0
TRIBUNE CO Common Stock 896047107 12,073 138,567 defined 01,02 138,567 0 0
TRIGON HEALTHCARE Common Stock 89618L100 1,902 52,300 defined 01,02 52,300 0 0
TRIMBLE NAVIGATION LTD Common Stock 896239100 357 27,700 defined 01,02 27,700 0 0
TRINET CORP REALTY TRUST INC REIT 896287109 703 25,400 defined 01,02 25,400 0 0
TRINITY INDUSTRIES Common Stock 896522109 1,678 50,091 defined 01,02 50,091 0 0
TRINITY PLC ADR 89655Q103 426 24,000 defined 01,02 24,000 0 0
TRIQUINT SEMICONDUCTOR INC Common Stock 89674K103 193 3,400 defined 01,02 3,400 0 0
TRIUMPH GROUP INC Common Stock 896818101 71 2,800 defined 01,02 2,800 0 0
TRIZEC HAHN CORP Common Stock 896938107 1,414 69,400 defined 01,02 69,400 0 0
TROPICAL SPORTSWEAR INTL CP Common Stock 89708P102 51 1,600 defined 01,02 1,600 0 0
TRUE NORTH COMMUNICATIONS Common Stock 897844106 1,746 58,700 defined 01,02 58,700 0 0
TRUST CO NJ JERSEY CITY Common Stock 898304100 334 14,200 defined 01,02 14,200 0 0
TRUSTCO BANK CORP/NY Common Stock 898349105 900 33,490 defined 01,02 33,490 0 0
TRUSTMARK CORP Common Stock 898402102 1,203 52,600 defined 01,02 52,600 0 0
TUBOS DE ACERO DE MEX ADR 898592506 533 49,000 defined 01,02 49,000 0 0
TUBOSCOPE VETCO INTL Common Stock 898600101 756 55,200 defined 01,02 55,200 0 0
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TUPPERWARE CORP Common Stock 899896104 1,720 67,433 defined 01,02 67,433 0 0
TURBOCHEF INC Common Stock 900006107 18 1,900 defined 01,02 1,900 0 0
TUSCARORA INC Common Stock 900902107 15 1,100 defined 01,02 1,100 0 0
TUT SYSTEMS INC Common Stock 901103101 250 5,100 defined 01,02 5,100 0 0
20TH CENTURY INDUSTRIES Common Stock 901272203 651 35,200 defined 01,02 35,200 0 0
TWINLAB CORP Common Stock 901774109 187 21,800 defined 01,02 21,800 0 0
TYCO INTL LTD Common Stock 902124106 91,584 966,585 defined 01,02 966,585 0 0
TYSON FOODS INC -CL A Common Stock 902494103 6,027 267,853 defined 01,02 267,853 0 0
UAL CORP Common Stock 902549500 2,336 36,152 defined 01,02 36,152 0 0
UBS AG ADR 90261R105 40,710 2,727,800 defined 01,02 2,727,800 0 0
UCAR INTERNATIONAL Common Stock 90262K109 1,321 52,300 defined 01,02 52,300 0 0
UGI CORP Common Stock 902681105 466 23,100 defined 01,02 23,100 0 0
UICI Common Stock 902737105 771 27,900 defined 01,02 27,900 0 0
UMB FINANCIAL CORP Common Stock 902788108 711 16,577 defined 01,02 16,577 0 0
UST CORP Common Stock 902900109 1,609 53,200 defined 01,02 53,200 0 0
USX-MARATHON GROUP Common Stock 902905827 11,705 359,474 defined 01,02 359,474 0 0
U S B HOLDING INC Common Stock 902910108 53 3,490 defined 01,02 3,490 0 0
UST INC Common Stock 902911106 6,110 208,430 defined 01,02 208,430 0 0
USA TRUCK INC Common Stock 902925106 38 4,100 defined 01,02 4,100 0 0
USA DETERGENTS INC Common Stock 902938109 104 17,200 defined 01,02 17,200 0 0
U S RESTAURANT PPTYS Common Stock 902971100 302 14,200 defined 01,02 14,200 0 0
US BANCORP INC Common Stock 902973106 28,437 852,032 defined 01,02 852,032 0 0
U S LIQUIDS INC Common Stock 902974104 146 7,000 defined 01,02 7,000 0 0
USA NETWORKS INC Common Stock 902984103 2,232 55,630 defined 01,02 55,630 0 0
URS CORP Common Stock 903236107 560 19,100 defined 01,02 19,100 0 0
USANA INC Common Stock 90328M107 15 1,800 defined 01,02 1,800 0 0
U S CAN CORP Common Stock 90328W105 118 5,300 defined 01,02 5,300 0 0
USG CORP Common Stock 903293405 3,226 57,600 defined 01,02 57,600 0 0
US FOODSERVICE Common Stock 90331R101 2,455 57,585 defined 01,02 57,585 0 0
USEC INC Common Stock 90333E108 901 60,600 defined 01,02 60,600 0 0
USX-U S STEEL GROUP Common Stock 90337T101 2,769 102,563 defined 01,02 102,563 0 0
US XPRESS ENTERPRISES INC Common Stock 90338N103 35 3,300 defined 01,02 3,300 0 0
US ONCOLOGY INC Common Stock 90338W103 1,915 159,580 defined 01,02 159,580 0 0
UBID INC Common Stock 903469104 97 3,030 defined 01,02 3,030 0 0
ULTRAMAR DIAMOND SHAMROCK CORP Common Stock 904000106 2,200 100,882 defined 01,02 100,882 0 0
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ULTRATECH STEPPER INC Common Stock 904034105 458 30,400 defined 01,02 30,400 0 0
UNICAPITAL CORPORATION Common Stock 90459D108 170 27,800 defined 01,02 27,800 0 0
UNIFI INC Common Stock 904677101 1,474 69,361 defined 01,02 69,361 0 0
UNIFIED ENERGY SYSTEMS ADR 904688108 2,496 285,300 defined 01,02 285,300 0 0
UNIFIRST CORP Common Stock 904708104 250 13,600 defined 01,02 13,600 0 0
UNILEVER PLC -AMER SHRS ADR 904767704 21,535 578,121 defined 01,02 578,121 0 0
UNILEVER N V -NY SHARES Common Stock 904784709 47,247 677,376 defined 01,02 677,376 0 0
UNICOM CORP Common Stock 904911104 9,753 252,911 defined 01,02 252,911 0 0
UNION BANKSHARES CORP Common Stock 905399101 23 1,200 defined 01,02 1,200 0 0
UNION CARBIDE CORP Common Stock 905581104 7,524 154,341 defined 01,02 154,341 0 0
UNION PACIFIC CORP Common Stock 907818108 16,834 288,693 defined 01,02 288,693 0 0
UNION PACIFIC RESOURCES GROUP Common Stock 907834105 4,787 293,475 defined 01,02 293,475 0 0
UNION PLANTERS CORP Common Stock 908068109 7,381 165,174 defined 01,02 165,174 0 0
UNIONBANCAL Common Stock 908906100 2,774 76,800 defined 01,02 76,800 0 0
TUCSON ELECTRIC POWER CO Common Stock 909205106 249 20,880 defined 01,02 20,880 0 0
UNISYS CORP Common Stock 909214108 12,263 314,949 defined 01,02 314,949 0 0
UNITED ASSET MGMT CORP Common Stock 909420101 1,117 49,100 defined 01,02 49,100 0 0
UNITED AUTO GROUP Common Stock 909440109 2 200 defined 01,02 200 0 0
UNITED BISCUITS HOLDINGS ADR 909604100 1,001 333,331 defined 01,02 333,331 0 0
UNITED BANKSHARES INC/WV Common Stock 909907107 1,431 54,000 defined 01,02 54,000 0 0
UNITED DOMINION INDUSTRIES Common Stock 909914103 679 28,000 defined 01,02 28,000 0 0
UNITED DOMINION REALTY TRUST REIT 910197102 1,214 103,286 defined 01,02 103,286 0 0
UNITED FIRE & CAS CO Common Stock 910331107 190 7,325 defined 01,02 7,325 0 0
UNITED HEALTHCARE CORP Common Stock 910581107 14,049 224,334 defined 01,02 224,334 0 0
UNITED ILLUMINATING CO Common Stock 910637107 755 17,800 defined 01,02 17,800 0 0
UNITED NATURAL FOODS Common Stock 911163103 562 22,700 defined 01,02 22,700 0 0
UTD NEWS & MEDIA PLC ADR 911202208 1,682 86,550 defined 01,02 86,550 0 0
UNITED OVERSEAS BANK ADR 911271302 4,465 319,350 defined 01,02 319,350 0 0
UNITED PAYORS&UTD PROVIDERS Common Stock 911319101 138 5,950 defined 01,02 5,950 0 0
UNITED RENTALS Common Stock 911363109 515 17,466 defined 01,02 17,466 0 0
UNITED RETAIL GROUP INC Common Stock 911380103 67 4,400 defined 01,02 4,400 0 0
UNITED ROAD SERVICES Common Stock 911384105 7 1,400 defined 01,02 1,400 0 0
U S BIOSCIENCE INC Common Stock 911646206 360 36,954 defined 01,02 36,954 0 0
US CELLULAR CORP Common Stock 911684108 300 5,600 defined 01,02 5,600 0 0
USAIR GROUP Common Stock 911905107 3,836 88,052 defined 01,02 88,052 0 0
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U S HOME CORP Common Stock 911920106 589 16,600 defined 01,02 16,600 0 0
U S INDUSTRIES Common Stock 912080108 1,028 60,464 defined 01,02 60,464 0 0
U.S. OFFICE PRODUCTS Common Stock 912325305 19 3,501 defined 01,02 3,501 0 0
US SATELLITE BROADCST -CL A Common Stock 912534104 20 1,100 defined 01,02 1,100 0 0
U S WEST INC Common Stock 91273H101 34,745 591,410 defined 01,02 591,410 0 0
U S TRUST CORP Common Stock 91288L105 2,155 23,300 defined 01,02 23,300 0 0
UNITED STATIONERS INC Common Stock 913004107 902 41,000 defined 01,02 41,000 0 0
UNITED TECHNOLOGIES CORP Common Stock 913017109 40,508 562,608 defined 01,02 562,608 0 0
UNITED TELEVISION INC Common Stock 913066106 703 6,700 defined 01,02 6,700 0 0
UNITED UTILITIES LTD ADR 91311Q105 4,635 189,200 defined 01,02 189,200 0 0
UNITED WATER RESOURCES Common Stock 913190104 1,087 47,900 defined 01,02 47,900 0 0
Unknown Common Stock 913238101 72 9,000 defined 01,02 9,000 0 0
UNITOR ADR 913271201 108 12,500 defined 01,02 12,500 0 0
UNITRIN INC Common Stock 913275103 3,670 89,500 defined 01,02 89,500 0 0
UNITRODE CORP Common Stock 913283107 1,148 40,000 defined 01,02 40,000 0 0
UNIVERSAL CORP/VA Common Stock 913456109 1,082 38,048 defined 01,02 38,048 0 0
UNIVERSAL FOODS CORP Common Stock 913538104 1,230 58,234 defined 01,02 58,234 0 0
UNIVERSAL FOREST PRODS INC Common Stock 913543104 557 25,900 defined 01,02 25,900 0 0
UNIVERSAL HEALTH RLTY INCOME REIT 91359E105 183 9,300 defined 01,02 9,300 0 0
UNIVERSAL HEALTH SVCS -CL B Common Stock 913903100 1,896 39,700 defined 01,02 39,700 0 0
UNIVISION COMMUNICATIONS IN Common Stock 914906102 6,942 106,800 defined 01,02 106,800 0 0
UNOCAL CORP Common Stock 915289102 11,180 282,138 defined 01,02 282,138 0 0
UNOVA INC Common Stock 91529B106 598 37,700 defined 01,02 37,700 0 0
UPM-KYMMENE CORP ADR 915436109 3,458 110,000 defined 01,02 110,000 0 0
URALSVYAZINFORM ADR 916887102 1 200 defined 01,02 200 0 0
US FREIGHTWAYS CORP Common Stock 916906100 1,528 33,000 defined 01,02 33,000 0 0
URBAN OUTFITTERS INC Common Stock 917047102 244 9,700 defined 01,02 9,700 0 0
URBAN SHOPPING CENTERS INC REIT 917060105 558 17,700 defined 01,02 17,700 0 0
USBANCORP INC/PA Common Stock 917292104 167 10,600 defined 01,02 10,600 0 0
USINTERNETWORKING, INC Common Stock 917311805 164 3,900 defined 01,02 3,900 0 0
USWEB CORP Common Stock 917327108 700 31,550 defined 01,02 31,550 0 0
UTILICORP UNITED INC Common Stock 918005109 2,618 107,686 defined 01,02 107,686 0 0
VA TECHNOLOGIE AG ADR 91819P104 776 85,700 defined 01,02 85,700 0 0
VF CORP Common Stock 918204108 5,953 139,255 defined 01,02 139,255 0 0
VWR CORP Common Stock 918435108 363 9,900 defined 01,02 9,900 0 0
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VAIL RESORTS Common Stock 91879Q109 279 15,500 defined 01,02 15,500 0 0
VALASSIS COMMUNICATIONS INC Common Stock 918866104 2,617 71,450 defined 01,02 71,450 0 0
VALHI INC Common Stock 918905100 901 81,000 defined 01,02 81,000 0 0
VALENCE TECHNOLOGY INC Common Stock 918914102 246 33,300 defined 01,02 33,300 0 0
VALEO ADR 919134304 4,001 48,500 defined 01,02 48,500 0 0
VALERO ENERGY CORP Common Stock 91913Y100 1,393 64,983 defined 01,02 64,983 0 0
VALLEY NATIONAL BANCORP Common Stock 919794107 1,091 37,951 defined 01,02 37,951 0 0
VALMET CORPORATION ADR ADR 920232303 659 29,600 defined 01,02 29,600 0 0
VALMONT INDUSTRIES Common Stock 920253101 516 30,300 defined 01,02 30,300 0 0
VALSPAR CORP Common Stock 920355104 1,296 34,100 defined 01,02 34,100 0 0
VALUE CITY DEPT STORES INC Common Stock 920387107 256 20,900 defined 01,02 20,900 0 0
VALUE LINE INC Common Stock 920437100 254 6,500 defined 01,02 6,500 0 0
VALUEVISION INTL INC Common Stock 92047K107 350 17,600 defined 01,02 17,600 0 0
VAN OMMEREN ADR 921152401 301 10,000 defined 01,02 10,000 0 0
VANTIVE CORP Common Stock 922091103 445 38,900 defined 01,02 38,900 0 0
VARCO INTERNATIONAL Common Stock 922126107 817 75,546 defined 01,02 75,546 0 0
VARIAN MEDICAL SYSTEMS INC Common Stock 92220P105 957 37,900 defined 01,02 37,900 0 0
VARLEN CORP Common Stock 922248109 250 6,162 defined 01,02 6,162 0 0
VASTAR RESOURCES INC Common Stock 922380100 545 10,400 defined 01,02 10,400 0 0
VEBA AG ADR ADR 92239H102 19,896 335,800 defined 01,02 335,800 0 0
VECO INSTRUMENTS INC Common Stock 922417100 238 7,000 defined 01,02 7,000 0 0
VENCOR INC Common Stock 92260R102 5 35,500 defined 01,02 35,500 0 0
VENTAS INC REIT 92276F100 378 70,300 defined 01,02 70,300 0 0
VENTANA MED SYS INC Common Stock 92276H106 105 5,500 defined 01,02 5,500 0 0
VERIO Common Stock 923433106 1,842 26,500 defined 01,02 26,500 0 0
VERITAS SOFTWARE CO Common Stock 923436109 9,370 98,700 defined 01,02 98,700 0 0
VERITY INC Common Stock 92343C106 76 1,400 defined 01,02 1,400 0 0
VERISIGN INC Common Stock 92343E102 1,932 22,400 defined 01,02 22,400 0 0
VERITAS DGC INC Common Stock 92343P107 141 7,700 defined 01,02 7,700 0 0
VERTEX PHARMACEUTICALS INC Common Stock 92532F100 844 35,000 defined 01,02 35,000 0 0
VESTA INSURANCE GROUP INC Common Stock 925391104 24 5,200 defined 01,02 5,200 0 0
VETERINARY CENTERS OF AMERICA Common Stock 925514101 121 8,918 defined 01,02 8,918 0 0
VIACOM INC A Common Stock 925524100 3,415 77,400 defined 01,02 77,400 0 0
VIACOM INC -CL B Common Stock 925524308 35,311 802,519 defined 01,02 802,519 0 0
Viatel, Inc Common Stock 925529208 853 15,200 defined 01,02 15,200 0 0
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VIAD CORP Common Stock 92552R109 3,588 115,987 defined 01,02 115,987 0 0
VICAL INC Common Stock 925602104 113 9,300 defined 01,02 9,300 0 0
VICOR CORP Common Stock 925815102 1,093 51,600 defined 01,02 51,600 0 0
VICORP RESTAURANTS INC Common Stock 925817108 136 7,800 defined 01,02 7,800 0 0
VIENNA INTERNATIONAL AIRPORT ADR 926628108 371 35,400 defined 01,02 35,400 0 0
VIDEOSERVER INC Common Stock 926918103 67 7,100 defined 01,02 7,100 0 0
VIA CONCHA Y TORO ADR 927191106 353 9,800 defined 01,02 9,800 0 0
VINTAGE PETROLEUM INC Common Stock 927460105 830 77,200 defined 01,02 77,200 0 0
VIRCO MANUFACTURING Common Stock 927651109 28 1,760 defined 01,02 1,760 0 0
VISIO CORP Common Stock 927914101 1,701 44,700 defined 01,02 44,700 0 0
VISHAY INTRTECHNOLOGY Common Stock 928298108 2,062 98,184 defined 01,02 98,184 0 0
VISTANA INC. Common Stock 92839P108 132 8,400 defined 01,02 8,400 0 0
VISUAL NETWORKS Common Stock 928444108 406 12,700 defined 01,02 12,700 0 0
VISX INC/DE Common Stock 92844S105 7,428 93,800 defined 01,02 93,800 0 0
VITAL SIGNS INC Common Stock 928469105 385 19,300 defined 01,02 19,300 0 0
VITECH AMERICA INC Common Stock 928489103 23 2,200 defined 01,02 2,200 0 0
VITESSE SEMICONDUCTOR CORP Common Stock 928497106 5,983 88,715 defined 01,02 88,715 0 0
VITRO SOCIEDAD ANONIMA ADR 928502301 434 84,640 defined 01,02 84,640 0 0
VIVENDI ADR 92851S105 21,478 1,325,700 defined 01,02 1,325,700 0 0
VLASIC FOODS INTERNATIONAL Common Stock 928559103 385 52,680 defined 01,02 52,680 0 0
VNU ADR 92856P106 5,335 133,500 defined 01,02 133,500 0 0
VODAFONE GROUP PLC ADR 92857T107 42,532 215,900 defined 01,02 215,900 0 0
VOICESTREAM WIRELESS CORP Common Stock 928615103 375 13,200 defined 01,02 13,200 0 0
VOLKSWAGEN AG ADR 928662303 12,189 944,500 defined 01,02 944,500 0 0
VOLT INFO SCIENCES INC Common Stock 928703107 430 18,800 defined 01,02 18,800 0 0
VOLVO AB ADR 928856400 8,889 302,600 defined 01,02 302,600 0 0
VTECH HOLDINGS LIMITED ADR 928929108 464 14,600 defined 01,02 14,600 0 0
WMC LIMITED ADR 928947100 3,463 197,887 defined 01,02 197,887 0 0
VORNADO REALTY TRUST REIT 929042109 2,942 83,300 defined 01,02 83,300 0 0
VULCAN MATERIALS CO Common Stock 929160109 5,696 118,047 defined 01,02 118,047 0 0
WD-40 CO Common Stock 929236107 485 19,400 defined 01,02 19,400 0 0
WFS FINANCIAL INC Common Stock 92923B106 154 11,100 defined 01,02 11,100 0 0
WHX CORP Common Stock 929248102 140 21,300 defined 01,02 21,300 0 0
WICOR INC Common Stock 929253102 1,305 46,700 defined 01,02 46,700 0 0
WLR FOODS INC Common Stock 929286102 94 11,532 defined 01,02 11,532 0 0
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WPP GROUP PLC ADR 929309300 4,354 50,780 defined 01,02 50,780 0 0
WPS RESOURCES CORP Common Stock 92931B106 483 16,100 defined 01,02 16,100 0 0
WABASH NATIONAL CORP Common Stock 929566107 554 28,600 defined 01,02 28,600 0 0
WACHOVIA CORP Common Stock 929771103 20,190 235,963 defined 01,02 235,963 0 0
WACKENHUT CORRECTIONS CORP Common Stock 929798106 303 15,300 defined 01,02 15,300 0 0
WACOAL CORP ADR 930004205 1,066 20,600 defined 01,02 20,600 0 0
WADDELL AND REED FINANCIAL Common Stock 930059100 526 19,085 defined 01,02 19,085 0 0
WADDELL AND REED FINANCIAL Common Stock 930059209 0 3 defined 01,02 3 0 0
WAL-MART STORES Common Stock 931142103 254,157 5,267,506 defined 01,02 5,267,506 0 0
WALDEN RESIDENTIAL PPTYS INC REIT 931210108 449 20,900 defined 01,02 20,900 0 0
WALGREEN CO Common Stock 931422109 34,854 1,186,525 defined 01,02 1,186,525 0 0
WALL DATA INC Common Stock 932045107 120 12,600 defined 01,02 12,600 0 0
WALLACE COMPUTER SVCS INC Common Stock 932270101 1,221 48,821 defined 01,02 48,821 0 0
WALTER INDUSTRIES INC Common Stock 93317Q105 393 30,400 defined 01,02 30,400 0 0
WANG LABS INC Common Stock 93369N109 676 23,200 defined 01,02 23,200 0 0
WARNACO GROUP INC -CL A Common Stock 934390105 1,785 66,739 defined 01,02 66,739 0 0
WARNER CHILCOTT LABS ADR 934435207 4 500 defined 01,02 500 0 0
WARNER-LAMBERT CO Common Stock 934488107 76,464 1,106,168 defined 01,02 1,106,168 0 0
WASHINGTON FED INC Common Stock 938824109 995 44,365 defined 01,02 44,365 0 0
WASHINGTON GAS LIGHT CO Common Stock 938837101 1,396 53,686 defined 01,02 53,686 0 0
WASHINGTON MUTUAL INC Common Stock 939322103 24,670 693,705 defined 01,02 693,705 0 0
WASHINGTON POST -CL B Common Stock 939640108 6,265 11,650 defined 01,02 11,650 0 0
WASHINGTON REIT REIT 939653101 605 35,700 defined 01,02 35,700 0 0
WASTE INDUSTRIES INC Common Stock 941058109 59 3,300 defined 01,02 3,300 0 0
WASTE MANAGEMENT Common Stock 94106L109 38,481 715,919 defined 01,02 715,919 0 0
WATERFORD WEDGWOOD PLC ADR 941513301 554 50,400 defined 01,02 50,400 0 0
WATERS CORPORATION Common Stock 941848103 2,093 39,400 defined 01,02 39,400 0 0
WATKINS-JOHNSON Common Stock 942486101 242 8,200 defined 01,02 8,200 0 0
WATSCO INC Common Stock 942622200 584 35,650 defined 01,02 35,650 0 0
WATSON PHARMACEUTICALS INC Common Stock 942683103 4,292 122,397 defined 01,02 122,397 0 0
WATTS INDUSTRIES -CL A Common Stock 942749102 587 30,605 defined 01,02 30,605 0 0
WAUSAU-MOSINEE PAPER CORP. Common Stock 943315101 1,094 60,768 defined 01,02 60,768 0 0
WAVO CORPORATIONS Common Stock 944027101 6 1,000 defined 01,02 1,000 0 0
WAYNE BANCORP INC/OH Common Stock 944293109 24 700 defined 01,02 700 0 0
EVI WEATHERFORD INTL, INC. Common Stock 947074100 4,170 113,844 defined 01,02 113,844 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WEBB (DEL E) CORP Common Stock 947423109 282 11,800 defined 01,02 11,800 0 0
WEBSTER FINL CORP WATERBURY Common Stock 947890109 290 10,700 defined 01,02 10,700 0 0
WEEKS CORP REIT 94856P102 610 20,000 defined 01,02 20,000 0 0
WEINGARTEN REALTY INVST REIT 948741103 1,123 26,900 defined 01,02 26,900 0 0
WEIS MARKETS INC Common Stock 948849104 1,230 31,425 defined 01,02 31,425 0 0
WELLMAN INC Common Stock 949702104 578 36,276 defined 01,02 36,276 0 0
WELLPOINT HLTH NETWRK -CL A Common Stock 94973H108 6,666 78,535 defined 01,02 78,535 0 0
WELLS FARGO & CO Common Stock 949746101 82,804 1,936,936 defined 01,02 1,936,936 0 0
WELLSFORD REAL PROPERTIES IN REIT 950240101 296 9,141 defined 01,02 9,141 0 0
WEMBLEY PLC ADR 950468207 1,033 45,400 defined 01,02 45,400 0 0
WENDY'S INTERNATIONAL INC Common Stock 950590109 4,095 143,688 defined 01,02 143,688 0 0
WERNER ENTERPRISES INC Common Stock 950755108 1,223 58,949 defined 01,02 58,949 0 0
WESBANCO INC Common Stock 950810101 234 7,800 defined 01,02 7,800 0 0
WESCAST INDUSTRIES -CL A Common Stock 950813105 208 7,000 defined 01,02 7,000 0 0
WESCO FINANCIAL CORP Common Stock 950817106 1,674 5,400 defined 01,02 5,400 0 0
WESLEY JESSEN VISIONCARE, INC. Common Stock 951018100 690 21,300 defined 01,02 21,300 0 0
WEST COAST BANCORP/OR Common Stock 952145100 51 2,940 defined 01,02 2,940 0 0
WEST MARINE INC Common Stock 954235107 130 8,900 defined 01,02 8,900 0 0
WEST PHARMACEUTICAL SERVICES Common Stock 955306105 424 10,800 defined 01,02 10,800 0 0
WEST TELESERVICES CORP Common Stock 956188106 420 44,800 defined 01,02 44,800 0 0
WESTAMERICA BANCORPORATION Common Stock 957090103 1,661 45,500 defined 01,02 45,500 0 0
WESTCOAST ENERGY INC Common Stock 95751D102 1,169 59,200 defined 01,02 59,200 0 0
WESTCORP Common Stock 957907108 213 18,890 defined 01,02 18,890 0 0
WESTERN DIGITAL CORP Common Stock 958102105 441 67,800 defined 01,02 67,800 0 0
WESTERN GAS RESOURCES INC Common Stock 958259103 314 19,600 defined 01,02 19,600 0 0
WESTERN INVT REAL ESTATE TR REIT 958468100 200 17,200 defined 01,02 17,200 0 0
WESTERN RESOURCES INC Common Stock 959425109 1,185 44,494 defined 01,02 44,494 0 0
WESTERN WIRELESS CORP Common Stock 95988E204 350 13,200 defined 01,02 13,200 0 0
WESTERNBANK P R Common Stock 959897109 281 21,540 defined 01,02 21,540 0 0
WESTFIELD AMERICA REIT REIT 959910100 1,101 73,100 defined 01,02 73,100 0 0
WESTINGHOUSE AIR BRAKE CO NE Common Stock 960386100 542 20,900 defined 01,02 20,900 0 0
WESTPAC BANKING ADR 961214301 8,657 259,400 defined 01,02 259,400 0 0
WESTPOINT STEVENS INC Common Stock 961238102 1,932 64,800 defined 01,02 64,800 0 0
WESTVACO CORP Common Stock 961548104 3,383 116,669 defined 01,02 116,669 0 0
WESTWOOD ONE INC Common Stock 961815107 1,260 35,300 defined 01,02 35,300 0 0
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<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WET SEAL INC -CL A Common Stock 961840105 109 3,800 defined 01,02 3,800 0 0
WEYERHAEUSER CO Common Stock 962166104 16,006 232,809 defined 01,02 232,809 0 0
WHIRLPOOL CORP Common Stock 963320106 6,489 87,689 defined 01,02 87,689 0 0
WHITE CAP Common Stock 963505102 12 1,000 defined 01,02 1,000 0 0
WHITE MOUNTAINS INSURANCE GP Common Stock 964126106 499 3,540 defined 01,02 3,540 0 0
MARKS BROTHERS JEWELERS INC Common Stock 965063100 93 3,500 defined 01,02 3,500 0 0
WHITMAN CORP Common Stock 96647R107 1,861 103,398 defined 01,02 103,398 0 0
WHITNEY HOLDING CORP Common Stock 966612103 1,142 28,725 defined 01,02 28,725 0 0
WHITTAKER CORP Common Stock 966680407 398 14,200 defined 01,02 14,200 0 0
WHITTMAN-HART, INC Common Stock 966834103 2,429 76,500 defined 01,02 76,500 0 0
WHOLE FOODS MARKET INC Common Stock 966837106 1,572 32,700 defined 01,02 32,700 0 0
WIENERBERGER BAUSTOFF
INDUSTRIES AG ADR 967662107 489 94,400 defined 01,02 94,400 0 0
WILD OATS MARKETS INC Common Stock 96808B107 109 3,600 defined 01,02 3,600 0 0
WILEY (JOHN) & SONS -CL A Common Stock 968223206 606 34,400 defined 01,02 34,400 0 0
WILEY JOHN & SONS INC Common Stock 968223305 52 2,800 defined 01,02 2,800 0 0
WILLAMETTE INDUSTRIES Common Stock 969133107 5,942 129,003 defined 01,02 129,003 0 0
WILLIAMS COS INC Common Stock 969457100 21,437 503,656 defined 01,02 503,656 0 0
WILLIAMS HOLDINGS ADR 96949E309 2,919 147,296 defined 01,02 147,296 0 0
WILLIAMS-SONOMA INC Common Stock 969904101 2,432 69,850 defined 01,02 69,850 0 0
WILLIS LEASE FINANCE CORP Common Stock 970646105 65 4,000 defined 01,02 4,000 0 0
WILMAR INDUSTRIES INC Common Stock 971426101 64 4,900 defined 01,02 4,900 0 0
WILMINGTON TRUST CORP Common Stock 971807102 2,212 38,555 defined 01,02 38,555 0 0
WIND RIVER SYSTEMS INC Common Stock 973149107 496 30,900 defined 01,02 30,900 0 0
WINDMERE CORP Common Stock 973411101 120 7,100 defined 01,02 7,100 0 0
WINN-DIXIE STORES INC Common Stock 974280109 6,406 173,416 defined 01,02 173,416 0 0
WINNEBAGO INDUSTRIES Common Stock 974637100 621 27,600 defined 01,02 27,600 0 0
WINSTAR COMMUNICATIONS Common Stock 975515107 970 19,900 defined 01,02 19,900 0 0
WINSTON HOTELS INC REIT 97563A102 170 16,500 defined 01,02 16,500 0 0
WINTRUST FINANCIAL CORP Common Stock 97650W108 18 1,000 defined 01,02 1,000 0 0
WISCONSIN CENTRAL TRANSPORTN Common Stock 976592105 1,117 59,200 defined 01,02 59,200 0 0
WISCONSIN ENERGY CORP Common Stock 976657106 3,396 135,488 defined 01,02 135,488 0 0
WITCO CORP Common Stock 977385103 1,321 66,892 defined 01,02 66,892 0 0
WOLFORD AG ADR 977819101 147 17,300 defined 01,02 17,300 0 0
WOLTERS KLUWER ADR 977874205 7,414 186,256 defined 01,02 186,256 0 0
WOLVERINE TUBE INC Common Stock 978093102 420 16,700 defined 01,02 16,700 0 0
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<PAGE> 111
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WOLVERINE WORLD WIDE Common Stock 978097103 721 51,468 defined 01,02 51,468 0 0
WOODHEAD INDUSTRIES INC Common Stock 979438108 69 5,650 defined 01,02 5,650 0 0
WOODSIDE PETROLEUM ADR 980228308 3,230 477,000 defined 01,02 477,000 0 0
WOODWARD GOVERNOR Common Stock 980745103 86 3,300 defined 01,02 3,300 0 0
WOOLTRU ADR 980860100 438 256,450 defined 01,02 256,450 0 0
WORLD ACCEPTANCE CP/DE Common Stock 981419104 58 11,500 defined 01,02 11,500 0 0
WORLD ACCESS INC Common Stock 98141A101 62 4,383 defined 01,02 4,383 0 0
WORLD COLOR Common Stock 981443104 1,306 47,500 defined 01,02 47,500 0 0
WORTHINGTON FOODS INC Common Stock 981809106 79 4,800 defined 01,02 4,800 0 0
WORTHINGTON INDUSTRIES Common Stock 981811102 1,753 106,616 defined 01,02 106,616 0 0
WRIGLEY (WM) JR CO Common Stock 982526105 12,244 137,287 defined 01,02 137,287 0 0
WYMAN-GORDON CO Common Stock 983085101 527 27,300 defined 01,02 27,300 0 0
WYNN'S INTERNATIONAL INC Common Stock 983195108 429 23,267 defined 01,02 23,267 0 0
X-RITE INC Common Stock 983857103 170 26,400 defined 01,02 26,400 0 0
XILINX INC Common Stock 983919101 9,618 167,996 defined 01,02 167,996 0 0
XIRCOM INC Common Stock 983922105 902 30,000 defined 01,02 30,000 0 0
XEIKON NV ADR 984003103 455 20,000 defined 01,02 20,000 0 0
XENOVA GROUP PLC ADR 984111104 2 1,300 defined 01,02 1,300 0 0
XEROX CORP Common Stock 984121103 46,006 778,946 defined 01,02 778,946 0 0
XOMED SURGICAL PRODS Common Stock 98412V107 44 900 defined 01,02 900 0 0
XTRA CORP Common Stock 984138107 501 10,900 defined 01,02 10,900 0 0
YPF SOCIEDAD ANONIMA ADR 984245100 9,369 246,550 defined 01,02 246,550 0 0
YAHOO! Common Stock 984332106 26,148 151,800 defined 01,02 151,800 0 0
YANKEE ENERGY SYS INC Common Stock 984779108 379 9,550 defined 01,02 9,550 0 0
YANZHOU COAL MINING ADR 984846105 607 34,200 defined 01,02 34,200 0 0
YELLOW CORP Common Stock 985509108 550 31,000 defined 01,02 31,000 0 0
YORK INTL Common Stock 986670107 1,983 46,318 defined 01,02 46,318 0 0
YOUNG AND RUBICAM INC Common Stock 987425105 1,522 33,500 defined 01,02 33,500 0 0
YOUNG BROADCASTING -CL A Common Stock 987434107 115 2,700 defined 01,02 2,700 0 0
ZALE CORP Common Stock 988858106 1,812 45,300 defined 01,02 45,300 0 0
ZAPATA CORP Common Stock 989070503 171 20,100 defined 01,02 20,100 0 0
ZEBRA TECHNOLOGIES CP -CL A Common Stock 989207105 1,492 38,810 defined 01,02 38,810 0 0
ZENITH NATIONAL INSURANCE CP Common Stock 989390109 525 21,300 defined 01,02 21,300 0 0
ZIFF DAVIS INC Common Stock 989511100 434 28,600 defined 01,02 28,600 0 0
ZILA INCORPORATED Common Stock 989513205 43 14,200 defined 01,02 14,200 0 0
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ZIONS BANCORPORATION Common Stock 989701107 5,826 91,744 defined 01,02 91,744 0 0
ZONAGEN INC Common Stock 98975L108 36 3,900 defined 01,02 3,900 0 0
ZOLTEK COMPANIES Common Stock 98975W104 78 9,800 defined 01,02 9,800 0 0
BENCKISER NV Common Stock D0882P103 1,233 23,000 defined 01,02 23,000 0 0
DAIMLER CHRYSLER AG Common Stock D1668R123 54,567 613,111 defined 01,02 613,111 0 0
ACE LIMITED Common Stock G0070K103 2,658 94,100 defined 01,02 94,100 0 0
AMWAY ASIA PACIFIC LTD Common Stock G0352M108 498 42,400 defined 01,02 42,400 0 0
ASIA PACIFIC RESOURCES INTL
HLDG Common Stock G05345106 17 13,900 defined 01,02 13,900 0 0
CENTRL EUROPEAN MEDIA -CL A Common Stock G20045103 34 5,200 defined 01,02 5,200 0 0
CHINA YUCHAI INTERNATIONAL Common Stock G21082105 3 2,600 defined 01,02 2,600 0 0
CORECOMM LTD Common Stock G2422R109 372 7,700 defined 01,02 7,700 0 0
CREDICORP LTD Common Stock G2519Y108 396 36,010 defined 01,02 36,010 0 0
DSG INTERNATIONAL LTD Common Stock G28471103 5 700 defined 01,02 700 0 0
ESG Re LTD Common Stock G31215109 116 7,700 defined 01,02 7,700 0 0
FRESH DELMONTE PRODUCE INC Common Stock G36738105 144 10,200 defined 01,02 10,200 0 0
FRUIT OF THE LOOM LTD -CL A Common Stock G3682L105 815 83,559 defined 01,02 83,559 0 0
GEMSTAR INTERNATIONAL GROUP Common Stock G3788V106 2,456 37,636 defined 01,02 37,636 0 0
GLOBAL CROSSING LTD Common Stock G3921A100 9,846 231,000 defined 01,02 231,000 0 0
GLOBALSTAR TELECOMM LTD Common Stock G3930H104 541 23,324 defined 01,02 23,324 0 0
HELEN OF TROY CORP LTD Common Stock G4388N106 574 32,000 defined 01,02 32,000 0 0
ICO GLOBAL COMMUNICATIONS Common Stock G4705T109 860 142,600 defined 01,02 142,600 0 0
IPC HOLDINGS LTD Common Stock G4933P101 248 12,400 defined 01,02 12,400 0 0
IRIDIUM WORLD COMMUNICATIONS Common Stock G49398103 538 50,300 defined 01,02 50,300 0 0
LASALLE RE HOLDINGS LTD Common Stock G5383Q101 155 9,100 defined 01,02 9,100 0 0
LORAL SPACE & COMMUNICATIONS Common Stock G56462107 2,695 149,712 defined 01,02 149,712 0 0
PARTNERRE LTD Common Stock G6852T105 1,327 35,500 defined 01,02 35,500 0 0
PEAK INTERNATIONAL LTD Common Stock G69586108 3 500 defined 01,02 500 0 0
RENAISSANCERE HOLDINGS LTD Common Stock G7496G103 440 11,900 defined 01,02 11,900 0 0
RSL COMMUNICATIONS Common Stock G7702U102 85 4,400 defined 01,02 4,400 0 0
SIEM INDS INC Common Stock G81226105 70 8,400 defined 01,02 8,400 0 0
TERRA NOVA BERMUDA -CL A Common Stock G87615103 229 8,500 defined 01,02 8,500 0 0
TOMMY HILFIGER CORP Common Stock G8915Z102 1,919 26,200 defined 01,02 26,200 0 0
TRANSOCEAN OFFSHORE INC Common Stock G90076103 3,070 116,957 defined 01,02 116,957 0 0
TRITON ENERGY CORP Common Stock G90751101 269 25,300 defined 01,02 25,300 0 0
XL CAPITAL LTD Common Stock G98255105 4,113 72,800 defined 01,02 72,800 0 0
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<PAGE> 113
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
XOMA CORP Common Stock G9825R107 36 5,900 defined 01,02 5,900 0 0
MILLICOM INTL CELLULAR SA Common Stock L6388F102 1,051 33,372 defined 01,02 33,372 0 0
STOLT-COMEX SEAWAY Common Stock L8873E103 141 13,000 defined 01,02 13,000 0 0
STOLT-NIELSEN SA Common Stock L88742108 317 20,800 defined 01,02 20,800 0 0
CHECKPOINT SYSTEMS INC Common Stock M22465104 1,212 22,600 defined 01,02 22,600 0 0
ELBIT MEDICAL IMAGING LTD ORD Common Stock M37605108 131 14,500 defined 01,02 14,500 0 0
ELBIT SYSTEMS LTD Common Stock M3760D101 261 14,900 defined 01,02 14,900 0 0
ELSCINT LTD -ORD Common Stock M40168102 115 10,360 defined 01,02 10,360 0 0
ESC MEDICAL SYSTEMS Common Stock M40868107 2 300 defined 01,02 300 0 0
FUNDTECH LTD Common Stock M47095100 140 5,400 defined 01,02 5,400 0 0
GILAT SATELLITE NETWORKS LTD Common Stock M51474100 368 7,000 defined 01,02 7,000 0 0
ORBOTECH LTD Common Stock M75253100 453 8,700 defined 01,02 8,700 0 0
ORCKIT COMMUNICATIONS LTD Common Stock M7531S107 243 9,800 defined 01,02 9,800 0 0
TECHNOMATIX TECHNOLOGIES LTD. Common Stock M8743P105 4 200 defined 01,02 200 0 0
ASM LITHOGRAPHY HOLDING NV Common Stock N07059111 5,700 96,000 defined 01,02 96,000 0 0
BAAN COMPANY NV Common Stock N08044104 2,091 131,700 defined 01,02 131,700 0 0
CORE LABORATORIES Common Stock N22717107 216 15,400 defined 01,02 15,400 0 0
MADGE NETWORKS N.V. Common Stock N5424G106 89 25,783 defined 01,02 25,783 0 0
NEW HOLLAND N.V. Common Stock N62648105 1,800 105,100 defined 01,02 105,100 0 0
QIAGEN N.V. Common Stock N72482107 762 11,200 defined 01,02 11,200 0 0
TOOLEX INTERNATIONAL N. V. Common Stock N8715N103 404 30,100 defined 01,02 30,100 0 0
BANCO LATINAMERICANO Common Stock P16994132 375 14,000 defined 01,02 14,000 0 0
PANAMERICAN BEVERAGES Common Stock P74823108 1,231 51,700 defined 01,02 51,700 0 0
SUN INTERNATIONAL HOTELS LTD Common Stock P8797T133 648 14,487 defined 01,02 14,487 0 0
ROYAL CARIBBEAN CRUISES LTD Common Stock V7780T103 4,441 101,500 defined 01,02 101,500 0 0
TEEKAY SHIPPING CORP Common Stock V89564104 358 20,300 defined 01,02 20,300 0 0
ASE TEST LTD Common Stock Y02516105 916 42,600 defined 01,02 42,600 0 0
CREATIVE TECHNOLOGY Common Stock Y1775U107 882 65,600 defined 01,02 65,600 0 0
Total Fair Market Value:19,487,521
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